Wilshire Asset Management - 13F Filing, 6/30/99
Form 13F COVER PAGE

Report for the Quarter Ended:  6/30/99

Institutional Manager Filing This Report:

Wilshire Associates Incorporated
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 Head
Phone:  310.451.3051

Type of Report:  13F Holdings Report

Date of Edgar File transmission:  8/10/99
Wilshire Asset Management - 13F Filing, 6/30/99
Form 13F SUMMARY PAGE

Report Summary

Number of Other Included Managers: 0

Form 13F Information Table Entry Total:  8,346 lines

Form 13F Information Table Value Total: $7,490,802 (thous)
<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 LARGE GROWTH

ADC TELECOMMUNICATIO    COMM  000886101       $1,139          24,995.00 Sole  N/A   Sole
AFLAC INC               COMM  001055102       $2,374          49,590.00 Sole  N/A   Sole
ABBOTT LABS             COMM  002824100      $12,809         282,293.00 Sole  N/A   Sole
AFFILIATED COMPUTER     COMM  008190100         $440           8,700.00 Sole  N/A   Sole
AIR PRODS & CHEMS IN    COMM  009158106       $1,715          42,600.00 Sole  N/A   Sole
ALLIED SIGNAL INC       COMM  019512102       $6,470         102,700.00 Sole  N/A   Sole
ALLTEL CORP             COMM  020039103       $3,732          52,200.00 Sole  N/A   Sole
ALTERA CORP             COMM  021441100       $1,351          36,686.00 Sole  N/A   Sole
AMBAC INC               COMM  023139108         $742          12,997.00 Sole  N/A   Sole
AMERICAN BANKRS INS     COMM  024456105         $414           7,600.00 Sole  N/A   Sole
AMERICAN EXPRESS CO     COMM  025816109      $10,891          83,700.00 Sole  N/A   Sole
AMERICAN HOME PRODS     COMM  026609107      $13,958         243,269.00 Sole  N/A   Sole
AMERN PWR CONVERSION    COMM  029066107         $716          35,586.00 Sole  N/A   Sole
AMGEN                   COMM  031162100       $5,783          95,000.00 Sole  N/A   Sole
ANHEUSER BUSCH COS      COMM  035229103       $6,270          88,382.00 Sole  N/A   Sole
APOLLO GROUP INC        COMM  037604105         $385          14,493.00 Sole  N/A   Sole
APPLIED MATLS INC       COMM  038222105       $5,115          69,233.00 Sole  N/A   Sole
ASSOCIATES FIRST CAP    COMM  046008108       $5,688         128,900.00 Sole  N/A   Sole
AUTOMATIC DATA PROCE    COMM  053015103       $5,054         114,866.00 Sole  N/A   Sole
AUTOZONE INC            COMM  053332102         $837          27,793.00 Sole  N/A   Sole
AVERY DENNISON CORP     COMM  053611109       $1,274          21,103.00 Sole  N/A   Sole
BMC SOFTWARE INC        COMM  055921100       $2,353          43,572.00 Sole  N/A   Sole
BANK NEW YORK INC       COMM  064057102       $5,187         141,372.00 Sole  N/A   Sole
BED BATH & BEYOND IN    COMM  075896100         $997          25,893.00 Sole  N/A   Sole
BELLSOUTH CORP          COMM  079860102      $16,231         351,900.00 Sole  N/A   Sole
BRISTOL MYERS SQUIBB    COMM  110122108      $25,979         368,822.00 Sole  N/A   Sole
BRUNSWICK CORP          COMM  117043109         $474          17,000.00 Sole  N/A   Sole
CMS ENERGY CORP         COMM  125896100         $910          21,730.00 Sole  N/A   Sole
CAMPBELL SOUP CO        COMM  134429109       $3,756          81,000.00 Sole  N/A   Sole
CAPITAL ONE FINL COR    COMM  14040H105       $2,043          36,691.00 Sole  N/A   Sole
CARDINAL HEALTH INC     COMM  14149Y108       $3,247          50,640.00 Sole  N/A   Sole
CARNIVAL CRUISE LINE    COMM  143658102       $5,523         113,867.00 Sole  N/A   Sole
CATERPILLAR INC         COMM  149123101       $3,780          63,000.00 Sole  N/A   Sole
CENTEX CORP             COMM  152312104         $413          11,005.00 Sole  N/A   Sole
CENTURYTEL INC          COMM  156700106       $1,028          25,860.00 Sole  N/A   Sole
CINCINNATI BELL INC     COMM  171870108         $636          25,499.00 Sole  N/A   Sole
CISCO SYS INC           COMM  17275R102      $38,201         592,838.00 Sole  N/A   Sole
CINTAS CORP             COMM  172908105       $1,377          20,492.00 Sole  N/A   Sole
CLAYTON HOMES INC       COMM  184190106         $306          26,766.00 Sole  N/A   Sole
CLOROX CO               COMM  189054109       $2,349          21,996.00 Sole  N/A   Sole
COASTAL CORP            COMM  190441105       $1,594          39,593.00 Sole  N/A   Sole
COCA COLA CO            COMM  191216100      $28,408         458,200.00 Sole  N/A   Sole
COMAIR CORP             COMM  199789108         $377          18,091.00 Sole  N/A   Sole
COMPUTER ASSOC INTL     COMM  204912109       $5,201          95,000.00 Sole  N/A   Sole
COMPUTER SCIENCES CO    COMM  205363104       $2,040          29,487.00 Sole  N/A   Sole
COMVERSE TECHNOLOGY     COMM  205862402         $966          12,797.00 Sole  N/A   Sole
CRANE CO                COMM  224399105         $396          12,597.00 Sole  N/A   Sole
DST SYS INC DEL         COMM  233326107         $736          11,699.00 Sole  N/A   Sole
DANA CORP               COMM  235811106       $1,419          30,801.00 Sole  N/A   Sole
DANAHER CORP            COMM  235851102       $1,464          25,186.00 Sole  N/A   Sole
DEERE & CO              COMM  244199105       $1,607          41,000.00 Sole  N/A   Sole
DELL COMPUTER CORP      COMM  247025109      $17,427         471,000.00 Sole  N/A   Sole
DOLLAR GEN CORP         COMM  256669102       $1,191          41,076.25 Sole  N/A   Sole
DOLLAR TREE STORES I    COMM  256747106         $502          11,408.00 Sole  N/A   Sole
DONALDSON LUFKIN & S    COMM  257661108       $1,404          23,295.00 Sole  N/A   Sole
DOVER CORP              COMM  260003108       $1,389          39,687.00 Sole  N/A   Sole
E M C CORP MASS         COMM  268648102      $10,338         187,958.00 Sole  N/A   Sole
ENSCO INTL INC          COMM  26874Q100         $506          25,400.00 Sole  N/A   Sole
EDWARD A G INC          COMM  281760108         $564          17,500.00 Sole  N/A   Sole
ELECTRONICS FOR IMAG    COMM  286082102         $488           9,500.00 Sole  N/A   Sole
EMERSON ELEC CO         COMM  291011104       $5,091          80,882.00 Sole  N/A   Sole
EQUIFAX INC             COMM  294429105         $956          26,797.00 Sole  N/A   Sole
EQUITABLE COS INC       COMM  29444G107       $2,787          41,591.00 Sole  N/A   Sole
EXPRESS SCRIPTS INC     COMM  302182100         $403           6,700.00 Sole  N/A   Sole
FDX CORP                COMM  31304N107       $2,994          55,180.00 Sole  N/A   Sole
FIFTH THIRD BANCORP     COMM  316773100       $3,319          49,862.00 Sole  N/A   Sole
FINOVA GROUP INC        COMM  317928109         $594          11,296.00 Sole  N/A   Sole
FIRST AMER CORP TENN    COMM  318900107         $902          21,700.00 Sole  N/A   Sole
FORT JAMES CORP         COMM  347471104       $1,553          41,000.00 Sole  N/A   Sole
FRANKLIN RES INC        COMM  354613101       $1,901          46,793.00 Sole  N/A   Sole
GTE CORP                COMM  362320103      $13,617         180,364.00 Sole  N/A   Sole
GANNETT INC             COMM  364730101       $3,703          51,887.00 Sole  N/A   Sole
GAP INC                 COMM  364760108       $8,038         159,554.00 Sole  N/A   Sole
GARTNER GROUP INC NE    COMM  366651107         $387          18,896.00 Sole  N/A   Sole
GENERAL ELEC CO         COMM  369604103      $68,657         607,588.00 Sole  N/A   Sole
GOODRICH B F CO         COMM  382388106         $561          13,200.00 Sole  N/A   Sole
HARLEY DAVIDSON INC     COMM  412822108       $1,549          28,493.00 Sole  N/A   Sole
HEWLETT PACKARD CO      COMM  428236103      $18,944         188,493.00 Sole  N/A   Sole
HOME DEPOT INC          COMM  437076102      $17,725         275,070.00 Sole  N/A   Sole
IMC FERTILIZER GROUP    COMM  449669100         $351          20,200.00 Sole  N/A   Sole
ILLINOIS TOOL WKS IN    COMM  452308109       $3,809          46,590.00 Sole  N/A   Sole
INGERSOLL RAND CO       COMM  456866102       $1,990          30,797.00 Sole  N/A   Sole
INTEL CORP              COMM  458140100      $36,668         616,276.00 Sole  N/A   Sole
INTERPUBLIC GROUP CO    COMM  460690100       $2,261          26,100.00 Sole  N/A   Sole
INTIMATE BRANDS INC     COMM  461156101       $2,297          48,475.00 Sole  N/A   Sole
JABIL CIRCUIT INC       COMM  466313103         $654          14,500.00 Sole  N/A   Sole
JOHNSON & JOHNSON       COMM  478160104      $24,479         249,787.00 Sole  N/A   Sole
JOHNSON CTLS INC        COMM  478366107       $1,095          15,801.00 Sole  N/A   Sole
JONES APPAREL GROUP     COMM  480074103         $769          22,399.00 Sole  N/A   Sole
KLA-TENCOR CORP         COMM  482480100       $1,064          16,396.00 Sole  N/A   Sole
KNIGHT RIDDER NEWSPP    COMM  499040103         $809          14,700.00 Sole  N/A   Sole
KOHLS CORP              COMM  500255104       $2,321          30,197.00 Sole  N/A   Sole
LAUDER ESTEE COS INC    COMM  518439104       $1,148          22,894.00 Sole  N/A   Sole
LEAR CORP               COMM  521865105         $617          12,397.00 Sole  N/A   Sole
LEGATO SYS INC          COMM  524651106         $416           7,200.00 Sole  N/A   Sole
LEXMARK INTL GROUP I    COMM  529771107       $1,565          23,900.00 Sole  N/A   Sole
LIMITED INC             COMM  532716107       $1,711          37,700.00 Sole  N/A   Sole
LINEAR TECHNOLOGY CO    COMM  535678106       $1,915          28,480.00 Sole  N/A   Sole
LOWES COS INC           COMM  548661107       $3,899          68,783.00 Sole  N/A   Sole
MBNA CORP               COMM  55262L100       $4,557         148,809.00 Sole  N/A   Sole
MGIC INVT CORP WIS      COMM  552848103         $938          19,300.00 Sole  N/A   Sole
MGM GRAND INC           COMM  552953101         $539          11,000.00 Sole  N/A   Sole
MANPOWER INC            COMM  56418H100         $333          14,700.00 Sole  N/A   Sole
MARTIN MARIETTA MATL    COMM  573284106         $513           8,700.00 Sole  N/A   Sole
MASCO CORP              COMM  574599106       $1,807          62,587.00 Sole  N/A   Sole
MAXIM INTEGRATED PRO    COMM  57772K101       $1,669          25,095.00 Sole  N/A   Sole
MAYTAG CO               COMM  578592107       $1,151          16,494.00 Sole  N/A   Sole
MCDONALDS CORP          COMM  580135101      $10,368         252,100.00 Sole  N/A   Sole
MCGRAW HILL INC         COMM  580645109       $1,984          36,786.00 Sole  N/A   Sole
MEDTRONIC INC           COMM  585055106       $8,445         108,446.00 Sole  N/A   Sole
MERCK & CO INC          COMM  589331107      $32,285         438,500.00 Sole  N/A   Sole
MICROSOFT CORP          COMM  594918104      $85,430         947,252.00 Sole  N/A   Sole
MICROCHIP TECHNOLOGY    COMM  595017104         $426           9,000.00 Sole  N/A   Sole
MILLER HERMAN INC       COMM  600544100         $309          14,700.00 Sole  N/A   Sole
MOLEX INC               COMM  608554101       $1,065          28,794.00 Sole  N/A   Sole
MORGAN S D WITTER DI    COMM  617446448      $10,878         106,000.00 Sole  N/A   Sole
MOTOROLA INC            COMM  620076109      $10,612         112,000.00 Sole  N/A   Sole
NABORS INDS INC         COMM  629568106         $461          18,900.00 Sole  N/A   Sole
NEW YORK TIMES CO       COMM  650111107       $1,207          32,800.00 Sole  N/A   Sole
NEWELL RUBBERMAID IN    COMM  651229106       $2,429          52,368.00 Sole  N/A   Sole
NORTH FORK BANCORP      COMM  659424105         $555          25,952.00 Sole  N/A   Sole
NORTHERN TR CORP        COMM  665859104       $2,018          20,800.00 Sole  N/A   Sole
NUCOR CORP              COMM  670346105         $768          16,197.00 Sole  N/A   Sole
OFFICE DEPOT INC        COMM  676220106       $1,530          69,341.00 Sole  N/A   Sole
OMNICOM GROUP           COMM  681919106       $2,651          33,143.00 Sole  N/A   Sole
ORACLE SYSTEMS CORP     COMM  68389X105       $9,923         267,291.00 Sole  N/A   Sole
OUTBACK STEAKHOUSE I    COMM  689899102         $519          13,200.00 Sole  N/A   Sole
PACCAR INC              COMM  693718108         $774          14,497.00 Sole  N/A   Sole
PARAMETRIC TECHNOLOG    COMM  699173100         $697          50,205.00 Sole  N/A   Sole
PARKER HANNIFIN CORP    COMM  701094104         $883          19,300.00 Sole  N/A   Sole
PAYCHEX INC             COMM  704326107       $1,456          45,683.00 Sole  N/A   Sole
PFIZER INC              COMM  717081103      $26,202         240,389.00 Sole  N/A   Sole
PHELPS DODGE CORP       COMM  717265102         $638          10,300.00 Sole  N/A   Sole
PIXAR                   COMM  725811103         $367           8,500.00 Sole  N/A   Sole
PRICE T ROWE & ASSOC    COMM  741477103         $863          22,480.00 Sole  N/A   Sole
PROCTER & GAMBLE CO     COMM  742718109      $22,016         246,683.00 Sole  N/A   Sole
PROGRESSIVE CORP OHI    COMM  743315103       $1,972          13,597.00 Sole  N/A   Sole
PROTECTIVE LIFE CORP    COMM  743674103         $408          11,990.00 Sole  N/A   Sole
RELIASTAR FINL CORP     COMM  75952U103         $683          15,600.00 Sole  N/A   Sole
ROBERT HALF INTL INC    COMM  770323103         $436          16,890.00 Sole  N/A   Sole
ROSS STORES INC         COMM  778296103         $413           8,200.00 Sole  N/A   Sole
SAFEWAY INC             COMM  786514208       $4,559          92,111.00 Sole  N/A   Sole
SANMINA CORP            COMM  800907107         $766          10,100.00 Sole  N/A   Sole
SARA LEE CORP           COMM  803111103       $3,808         167,866.00 Sole  N/A   Sole
SCHERING PLOUGH CORP    COMM  806605101      $14,351         273,354.00 Sole  N/A   Sole
SCHLUMBERGER LTD        COMM  806857108       $5,649          88,700.00 Sole  N/A   Sole
SCHWAB CHARLES CP NE    COMM  808513105       $8,259          75,774.00 Sole  N/A   Sole
SERVICE CORP INTL       COMM  817565104         $972          50,499.00 Sole  N/A   Sole
SHERWIN WILLIAMS CO     COMM  824348106         $877          31,597.00 Sole  N/A   Sole
SMITH INTL INC          COMM  832110100         $378           8,700.00 Sole  N/A   Sole
SOLECTRON CORP          COMM  834182107       $3,125          46,865.00 Sole  N/A   Sole
SOUTHWEST AIRLS CO      COMM  844741108       $1,941          62,360.00 Sole  N/A   Sole
STARBUCKS CORP          COMM  855244109       $1,268          33,760.00 Sole  N/A   Sole
STATE STR CORP          COMM  857477103       $2,561          29,997.00 Sole  N/A   Sole
SUN MICROSYSTEMS INC    COMM  866810104       $9,895         143,666.00 Sole  N/A   Sole
SUNGARD DATA SYS INC    COMM  867363103         $704          20,400.00 Sole  N/A   Sole
SYMBOL TECHNOLOGIES     COMM  871508107         $603          16,350.00 Sole  N/A   Sole
SYNOPSYS INC            COMM  871607107         $727          13,182.00 Sole  N/A   Sole
TV GUIDE INC            COMM  87307Q109         $498          13,600.00 Sole  N/A   Sole
TELLABS INC             COMM  879664100       $4,907          72,632.00 Sole  N/A   Sole
TERADYNE INC            COMM  880770102       $1,133          15,796.00 Sole  N/A   Sole
TEXTRON INC             COMM  883203101       $2,305          28,000.00 Sole  N/A   Sole
TOSCO CORP              COMM  891490302         $733          28,265.00 Sole  N/A   Sole
UAL CORP                COMM  902549500         $627           9,697.00 Sole  N/A   Sole
UNION CARBIDE CORP      COMM  905581104       $1,146          23,500.00 Sole  N/A   Sole
U S WEST INC NEW        COMM  91273H101       $5,241          89,200.00 Sole  N/A   Sole
UNITED TECHNOLOGIES     COMM  913017109       $6,430          89,300.00 Sole  N/A   Sole
UTILICORP UTD INC       COMM  918005109         $416          17,117.00 Sole  N/A   Sole
VERITAS SOFTWARE CO     COMM  923436109       $1,396          14,700.00 Sole  N/A   Sole
WAL MART STORES INC     COMM  931142103      $39,868         826,282.00 Sole  N/A   Sole
WARNER LAMBERT CO       COMM  934488107      $10,899         157,666.00 Sole  N/A   Sole
WATSON PHARMACEUTICA    COMM  942683103         $624          17,789.00 Sole  N/A   Sole
WILLIAMS COS            COMM  969457100       $3,417          80,286.00 Sole  N/A   Sole
WRIGLEY WM JR CO        COMM  982526105       $1,926          21,600.00 Sole  N/A   Sole
XILINX INC              COMM  983919101       $1,540          26,900.00 Sole  N/A   Sole
XEROX CORP              COMM  984121103       $7,253         122,800.00 Sole  N/A   Sole
ZIONS BANCORP           COMM  989701107         $930          14,652.00 Sole  N/A   Sole
TRANSOCEAN OFFSHORE     COMM  G90076103         $488          18,597.00 Sole  N/A   Sole

                                                          14,931,051.25


BELL ATLANTIC LARGE VALUE

AETNA INC               COMM  008117103       $6,270          70,100.00 Sole  N/A   Sole
AIR PRODS & CHEMS IN    COMM  009158106       $4,584         113,900.00 Sole  N/A   Sole
ALBERTSONS INC          COMM  013104104      $10,767         208,820.00 Sole  N/A   Sole
ALCOA INC               COMM  013817101      $11,360         183,600.00 Sole  N/A   Sole
ALLEGHENY ENERGY INC    COMM  017361106       $1,858          57,944.00 Sole  N/A   Sole
ALLEGHENY TELEDYNE I    COMM  017415100       $2,165          95,700.00 Sole  N/A   Sole
ALLSTATE CORP           COMM  020002101      $14,379         400,814.00 Sole  N/A   Sole
AMEREN CORP             COMM  023608102       $2,613          68,100.00 Sole  N/A   Sole
AMERICAN GENERAL CO     COMM  026351106       $9,399         124,700.00 Sole  N/A   Sole
AMSOUTH BANCORPORATI    COMM  032165102       $2,029          87,500.00 Sole  N/A   Sole
ASHLAND INC             COMM  044204105       $1,456          36,290.00 Sole  N/A   Sole
ASSOCIATED BANC CORP    COMM  045487105       $1,307          31,500.00 Sole  N/A   Sole
BANK AMER CORP          COMM  060505104      $63,545         866,765.00 Sole  N/A   Sole
BANK ONE CORP           COMM  06423A103      $34,942         586,643.00 Sole  N/A   Sole
BARD C R INC            COMM  067383109       $1,223          25,574.00 Sole  N/A   Sole
BAUSCH & LOMB INC       COMM  071707103       $2,173          28,400.00 Sole  N/A   Sole
BEAR STEARNS COS INC    COMM  073902108       $2,702          57,800.00 Sole  N/A   Sole
BEMIS INC               COMM  081437105       $1,034          26,000.00 Sole  N/A   Sole
BRUNSWICK CORP          COMM  117043109       $1,272          45,632.00 Sole  N/A   Sole
BURLINGTON NORTHN SA    COMM  12189T104       $7,235         233,400.00 Sole  N/A   Sole
CIGNA CORP              COMM  125509109       $8,998         101,100.00 Sole  N/A   Sole
CSX CORP                COMM  126408103       $4,901         108,000.00 Sole  N/A   Sole
CENTEX CORP             COMM  152312104       $1,108          29,500.00 Sole  N/A   Sole
CHARTER ONE FINL INC    COMM  160903100       $2,297          82,600.00 Sole  N/A   Sole
CHASE MANHATTAN CORP    COMM  16161A108      $36,319         419,874.00 Sole  N/A   Sole
CHEVRON CORP            COMM  166751107      $30,953         325,610.00 Sole  N/A   Sole
CINERGY CORP            COMM  172474108       $2,525          78,900.00 Sole  N/A   Sole
COLUMBIA ENERGY GROU    COMM  197648108       $2,576          41,100.00 Sole  N/A   Sole
COMERICA INC            COMM  200340107       $4,614          77,626.00 Sole  N/A   Sole
COMPASS BANCSHARES I    COMM  20449H109       $1,534          56,300.00 Sole  N/A   Sole
CONECTIV INC            COMM  206829103       $1,124          46,000.00 Sole  N/A   Sole
CONSECO INC             COMM  208464107       $4,891         160,678.00 Sole  N/A   Sole
CONSOLIDATED EDISON     COMM  209115104       $5,108         112,892.00 Sole  N/A   Sole
CONSOLIDATED NAT GAS    COMM  209615103       $2,889          47,556.00 Sole  N/A   Sole
CONSOLIDATED PAPERS     COMM  209759109       $1,204          45,000.00 Sole  N/A   Sole
CONSTELLATION ENERGY    COMM  210371100       $2,199          74,234.00 Sole  N/A   Sole
CONTINENTAL AIRLS IN    COMM  210795308       $1,204          32,000.00 Sole  N/A   Sole
COOPER CAMERON CORP     COMM  216640102         $978          26,400.00 Sole  N/A   Sole
COOPER INDS INC         COMM  216669101       $2,438          46,879.00 Sole  N/A   Sole
CRANE CO                COMM  224399105       $1,059          33,700.00 Sole  N/A   Sole
DPL INC                 COMM  233293109       $1,463          79,078.00 Sole  N/A   Sole
DQE INC                 COMM  23329J104       $1,507          37,565.00 Sole  N/A   Sole
DTE ENERGY CO           COMM  233331107       $2,935          72,034.00 Sole  N/A   Sole
DANA CORP               COMM  235811106       $3,798          82,454.00 Sole  N/A   Sole
DARDEN RESTAURANTS I    COMM  237194105       $1,448          66,400.00 Sole  N/A   Sole
DEERE & CO              COMM  244199105       $4,510         115,100.00 Sole  N/A   Sole
DELPHI AUTOMOTIVE SY    COMM  247126105       $5,191         280,572.61 Sole  N/A   Sole
DE LUXE CHECK PRINTE    COMM  248019101       $1,505          38,776.00 Sole  N/A   Sole
DIAMOND OFFSHORE DRI    COMM  25271C102       $1,912          67,400.00 Sole  N/A   Sole
DOMINION RES INC VA     COMM  257470104       $4,132          95,400.00 Sole  N/A   Sole
DONNELLEY R R & SONS    COMM  257867101       $2,409          65,000.00 Sole  N/A   Sole
DOW CHEM CO             COMM  260543103      $13,847         109,135.00 Sole  N/A   Sole
DUKE ENERGY CORPORATION COMM  264399106       $9,852         180,976.00 Sole  N/A   Sole
ENSCO INTL INC          COMM  26874Q100       $1,356          68,000.00 Sole  N/A   Sole
EASTMAN CHEM CO         COMM  277432100       $2,011          38,863.00 Sole  N/A   Sole
EATON CORP              COMM  278058102       $3,284          35,700.00 Sole  N/A   Sole
EDWARD A G INC          COMM  281760108       $1,513          46,908.00 Sole  N/A   Sole
EL PASO ENERGY CORP     COMM  283905107       $2,122          60,300.00 Sole  N/A   Sole
ENERGY EAST CORP        COMM  29266M109       $1,511          58,100.00 Sole  N/A   Sole
ENGELHARD CORP          COMM  292845104       $1,407          62,200.00 Sole  N/A   Sole
ENRON CORP              COMM  293561106      $14,363         175,700.00 Sole  N/A   Sole
ENTERGY CORP NEW        COMM  29364G103       $3,831         122,600.00 Sole  N/A   Sole
F M C CORP              COMM  302491303       $1,079          15,800.00 Sole  N/A   Sole
FPL GROUP INC           COMM  302571104       $4,890          89,520.00 Sole  N/A   Sole
FEDERAL MOGUL CORP      COMM  313549107       $1,820          35,000.00 Sole  N/A   Sole
FINOVA GROUP INC        COMM  317928109       $1,595          30,300.00 Sole  N/A   Sole
FIRST AMER CORP TENN    COMM  318900107       $2,531          60,900.00 Sole  N/A   Sole
FIRST SEC CORP DEL      COMM  336294103       $2,616          96,015.00 Sole  N/A   Sole
FIRST UN CORP           COMM  337358105      $22,660         480,852.00 Sole  N/A   Sole
FLEET FINL GROUP INC    COMM  338915101      $12,575         283,374.00 Sole  N/A   Sole
FLORIDA PROGRESS COR    COMM  341109106       $1,991          48,200.00 Sole  N/A   Sole
FLUOR CORP              COMM  343861100       $1,525          37,665.00 Sole  N/A   Sole
FOOD LION INC           COMM  344775200       $2,824         237,800.00 Sole  N/A   Sole
FORD MTR CO DEL         COMM  345370100      $33,943         601,426.00 Sole  N/A   Sole
FORTUNE BRANDS INC      COMM  349631101       $3,434          83,000.00 Sole  N/A   Sole
GPU INC                 COMM  36225X100       $2,634          62,447.00 Sole  N/A   Sole
GARTNER GROUP INC NE    COMM  366651107       $1,039          50,700.00 Sole  N/A   Sole
GENERAL DYNAMICS COR    COMM  369550108       $4,363          63,344.00 Sole  N/A   Sole
GENERAL MTRS CORP       COMM  370442105      $21,260         322,126.00 Sole  N/A   Sole
GENUINE PARTS CO        COMM  372460105       $3,112          88,900.00 Sole  N/A   Sole
GEORGIA PAC CORP        COMM  373298702       $1,063          42,100.00 Sole  N/A   Sole
GLOBAL MARINE INC       COMM  379352404       $1,336          86,200.00 Sole  N/A   Sole
GOODRICH B F CO         COMM  382388106       $1,573          37,000.00 Sole  N/A   Sole
GOODYEAR TIRE & RUBR    COMM  382550101       $4,558          77,500.00 Sole  N/A   Sole
GREENPOINT FINL CORP    COMM  395384100       $1,777          54,146.00 Sole  N/A   Sole
HARRAHS ENTMT INC       COMM  413619107       $1,397          63,300.00 Sole  N/A   Sole
HARRIS CORP DEL         COMM  413875105       $1,550          39,565.00 Sole  N/A   Sole
HARTFORD FINL SVCS G    COMM  416515104       $6,575         112,756.00 Sole  N/A   Sole
HILLENBRAND INDS INC    COMM  431573104       $1,427          33,000.00 Sole  N/A   Sole
HILTON HOTELS CORP      COMM  432848109       $1,819         128,200.00 Sole  N/A   Sole
HORMEL GEO A & CO       COMM  440452100       $1,466          36,426.00 Sole  N/A   Sole
HUBBELL HARVEY INC      COMM  443510201       $1,466          32,300.00 Sole  N/A   Sole
HUMANA INC              COMM  444859102       $1,076          83,200.00 Sole  N/A   Sole
IMC FERTILIZER GROUP    COMM  449669100         $987          56,800.00 Sole  N/A   Sole
INGERSOLL RAND CO       COMM  456866102       $5,327          82,424.00 Sole  N/A   Sole
INTERNATIONAL FLAV&F    COMM  459506101       $2,319          52,700.00 Sole  N/A   Sole
JEFFERSON PILOT CORP    COMM  475070108       $3,486          52,675.00 Sole  N/A   Sole
JOHNSON CTLS INC        COMM  478366107       $2,936          42,361.00 Sole  N/A   Sole
KEYCORP                 COMM  493267108       $7,145         222,402.00 Sole  N/A   Sole
KEYSPAN CORP            COMM  49337W100       $1,872          70,975.00 Sole  N/A   Sole
KNIGHT RIDDER NEWSPP    COMM  499040103       $2,158          39,200.00 Sole  N/A   Sole
LAFARGE CORP            COMM  505862102       $1,272          35,900.00 Sole  N/A   Sole
LIMITED INC             COMM  532716107       $4,805         105,900.00 Sole  N/A   Sole
LITTON INDS INC         COMM  538021106       $1,631          22,600.00 Sole  N/A   Sole
LIZ CLAIBORNE           COMM  539320101       $1,142          31,300.00 Sole  N/A   Sole
LOCKHEED MARTIN CORP    COMM  539830109       $7,297         195,900.00 Sole  N/A   Sole
LOEWS CORP              COMM  540424108       $4,296          54,300.00 Sole  N/A   Sole
LYONDELL PETROCHEMIC    COMM  552078107       $1,147          55,600.00 Sole  N/A   Sole
MGM GRAND INC           COMM  552953101       $1,509          30,800.00 Sole  N/A   Sole
MARTIN MARIETTA MATL    COMM  573284106       $1,369          23,200.00 Sole  N/A   Sole
MAY DEPT STORES CO      COMM  577778103       $6,785         166,000.00 Sole  N/A   Sole
MAYTAG CO               COMM  578592107       $3,066          43,920.00 Sole  N/A   Sole
MCCORMICK & CO INC      COMM  579780206       $1,121          35,502.00 Sole  N/A   Sole
MEAD CORP               COMM  582834107       $2,106          50,452.00 Sole  N/A   Sole
MERCANTILE BANCORP      COMM  587342106       $4,484          78,500.00 Sole  N/A   Sole
MERCANTILE BANKSHARE    COMM  587405101       $1,224          34,600.00 Sole  N/A   Sole
MERRILL LYNCH & CO      COMM  590188108      $14,533         182,800.00 Sole  N/A   Sole
MILLENNIUM CHEMICALS    COMM  599903101         $909          38,591.00 Sole  N/A   Sole
MOBIL CORP              COMM  607059102      $38,389         388,752.00 Sole  N/A   Sole
MORGAN J P & CO INC     COMM  616880100      $12,378          88,100.00 Sole  N/A   Sole
NABORS INDS INC         COMM  629568106       $1,294          53,100.00 Sole  N/A   Sole
NATIONAL CITY CORP      COMM  635405103      $10,232         156,221.00 Sole  N/A   Sole
NAVISTAR INTL CORP N    COMM  63934E108       $1,645          32,900.00 Sole  N/A   Sole
NEW CENTY ENERGIES I    COMM  64352U103       $2,216          57,100.00 Sole  N/A   Sole
NOBLE DRILLING CORP     COMM  655042109       $1,284          65,200.00 Sole  N/A   Sole
NORDSTROM INC           COMM  655664100       $2,365          70,600.00 Sole  N/A   Sole
NORTH FORK BANCORP      COMM  659424105       $1,488          69,600.00 Sole  N/A   Sole
NORTHN STS PWR MINN     COMM  665772109       $1,844          76,234.00 Sole  N/A   Sole
NORTHROP CORP           COMM  666807102       $2,268          34,200.00 Sole  N/A   Sole
OLD REP INTL CORP       COMM  680223104       $1,132          65,391.00 Sole  N/A   Sole
PG&E CORP               COMM  69331C108       $6,179         190,502.00 Sole  N/A   Sole
PNC FINANCIAL CORP      COMM  693475105       $8,705         151,060.00 Sole  N/A   Sole
PACCAR INC              COMM  693718108       $2,076          38,900.00 Sole  N/A   Sole
PACIFICORP              COMM  695114108       $2,714         147,700.00 Sole  N/A   Sole
PALL CORP               COMM  696429307       $1,373          61,900.00 Sole  N/A   Sole
PARKER HANNIFIN CORP    COMM  701094104       $2,468          53,949.00 Sole  N/A   Sole
PENNEY J C INC          COMM  708160106       $6,357         130,902.00 Sole  N/A   Sole
PHELPS DODGE CORP       COMM  717265102       $1,787          28,856.00 Sole  N/A   Sole
PHILLIPS PETE CO        COMM  718507106       $6,309         125,400.00 Sole  N/A   Sole
PINNACLE WEST CAP CO    COMM  723484101       $1,695          42,100.00 Sole  N/A   Sole
POTOMAC ELEC PWR CO     COMM  737679100       $1,731          58,800.00 Sole  N/A   Sole
PREMARK INTL INC        COMM  740459102       $1,140          30,400.00 Sole  N/A   Sole
PROMUS HOTEL CORP NE    COMM  74342P106       $1,274          41,100.00 Sole  N/A   Sole
PROTECTIVE LIFE CORP    COMM  743674103       $1,088          32,000.00 Sole  N/A   Sole
PUBLIC SVC ENTERPRIS    COMM  744573106       $4,452         109,096.00 Sole  N/A   Sole
RAYTHEON CO             COMM  755111408      $11,774         167,000.00 Sole  N/A   Sole
READERS DIGEST ASSN     COMM  755267101       $2,123          53,400.00 Sole  N/A   Sole
REGIONS FINL CORP       COMM  758940100       $4,277         111,267.00 Sole  N/A   Sole
RELIASTAR FINL CORP     COMM  75952U103       $1,923          43,946.00 Sole  N/A   Sole
RITE AID CORP           COMM  767754104       $3,167         128,600.00 Sole  N/A   Sole
ROHM & HAAS CO          COMM  775371107           $0               0.85 Sole  N/A   Sole
SCANA CORP              COMM  805898103       $1,202          51,428.00 Sole  N/A   Sole
SCIENTIFIC ATLANTA      COMM  808655104       $1,336          37,100.00 Sole  N/A   Sole
SEARS ROEBUCK & CO      COMM  812387108       $8,431         189,200.00 Sole  N/A   Sole
SERVICE CORP INTL       COMM  817565104       $2,601         135,100.00 Sole  N/A   Sole
SHERWIN WILLIAMS CO     COMM  824348106       $2,345          84,500.00 Sole  N/A   Sole
SIGMA ALDRICH CORP      COMM  826552101       $1,722          50,000.00 Sole  N/A   Sole
SONOCO PRODS CO         COMM  835495102       $1,515          50,600.00 Sole  N/A   Sole
SOUTHDOWN INC           COMM  841297104       $1,221          19,000.00 Sole  N/A   Sole
SOUTHERN CO             COMM  842587107       $9,177         346,289.00 Sole  N/A   Sole
SOUTHTRUST CORP         COMM  844730101       $3,190          83,134.00 Sole  N/A   Sole
STERLING SOFTWARE IN    COMM  859547101       $1,095          41,400.00 Sole  N/A   Sole
SUMMIT BANCORP          COMM  866005101       $3,556          85,054.00 Sole  N/A   Sole
SUNOCO INC              COMM  86764P109       $1,355          44,900.00 Sole  N/A   Sole
SUPERVALU INC           COMM  868536103       $1,530          59,146.00 Sole  N/A   Sole
TECO ENERGY INC         COMM  872375100       $1,491          65,542.00 Sole  N/A   Sole
TRW INC                 COMM  872649108       $3,282          59,800.00 Sole  N/A   Sole
TEXAS UTILS CO          COMM  882848104       $5,776         139,400.00 Sole  N/A   Sole
THERMO ELECTRON CORP    COMM  883556102       $1,573          78,400.00 Sole  N/A   Sole
THOMAS & BETTS CORP     COMM  884315102       $1,336          28,276.00 Sole  N/A   Sole
TORCHMARK CORP          COMM  891027104       $2,259          66,200.00 Sole  N/A   Sole
TRANSAMERICA CORP       COMM  893485102       $4,646          61,942.00 Sole  N/A   Sole
TRAVELERS PPTY CAS C    COMM  893939108       $1,232          31,500.00 Sole  N/A   Sole
UAL CORP                COMM  902549500       $1,667          25,800.00 Sole  N/A   Sole
UST INC                 COMM  902911106       $2,562          87,400.00 Sole  N/A   Sole
USX-U S STL             COMM  90337T101       $1,185          43,900.00 Sole  N/A   Sole
UNICOM CORP             COMM  904911104       $4,161         107,900.00 Sole  N/A   Sole
UNION CARBIDE CORP      COMM  905581104       $3,220          66,044.00 Sole  N/A   Sole
UTILICORP UTD INC       COMM  918005109       $1,118          46,000.00 Sole  N/A   Sole
V F CORP                COMM  918204108       $2,544          59,500.00 Sole  N/A   Sole
WASHINGTON MUT INC      COMM  939322103      $10,510         295,524.00 Sole  N/A   Sole
WESTVACO CORP           COMM  961548104       $1,442          49,730.00 Sole  N/A   Sole
WEYERHAEUSER CO         COMM  962166104       $6,854          99,700.00 Sole  N/A   Sole
WHIRLPOOL CORP          COMM  963320106       $2,768          37,400.00 Sole  N/A   Sole
SANTA FE INTL CORP      CF    G7805C108       $1,311          57,000.00 Sole  N/A   Sole
TRANSOCEAN OFFSHORE     COMM  G90076103       $1,310          49,900.00 Sole  N/A   Sole

                                            $876,716      18,309,842.46


BELL ATLANTIC STYLE ALLOCATION

AAR CORP                COMM  000361105          $99           4,370.00 Sole  N/A   Sole
ABM INDS INC            COMM  000957100         $107           3,490.00 Sole  N/A   Sole
AK STL HLDG CORP        COMM  001547108         $203           9,000.00 Sole  N/A   Sole
ADVANTA CORP            COMM  007942105          $72           4,000.00 Sole  N/A   Sole
ALASKA AIRGROUP         COMM  011659109         $167           4,000.00 Sole  N/A   Sole
ALBEMARLE CORP          COMM  012653101         $164           7,100.00 Sole  N/A   Sole
ALEXANDER & BALDWIN     COMM  014482103         $154           6,900.00 Sole  N/A   Sole
AMCOL INTL CORP         COMM  02341W103          $61           4,250.00 Sole  N/A   Sole
AMERICA WEST HLDG CO    COMM  023657208         $104           5,500.00 Sole  N/A   Sole
ARNOLD INDS INC         COMM  042595108          $61           3,960.00 Sole  N/A   Sole
ARVIN INDS INC          COMM  043339100         $156           4,120.00 Sole  N/A   Sole
ATMOS ENERGY CORP       COMM  049560105         $123           4,920.00 Sole  N/A   Sole
AVISTA CORP             COMM  05379B107         $105           6,440.00 Sole  N/A   Sole
BALDOR ELEC CO          COMM  057741100         $114           5,760.00 Sole  N/A   Sole
BANCWEST CORP NEW       COMM  059790105         $187           5,030.00 Sole  N/A   Sole
BANDAG INC              COMM  059815100         $114           3,300.00 Sole  N/A   Sole
BANK UTD CORP           COMM  065412108         $182           4,540.00 Sole  N/A   Sole
BANTA GEORGE INC        COMM  066821109          $92           4,390.00 Sole  N/A   Sole
BARNES GROUP INC        COMM  067806109          $68           3,120.00 Sole  N/A   Sole
BASSETT FURNITURE IN    COMM  070203104          $46           2,020.00 Sole  N/A   Sole
BAY VIEW CAP CORP       COMM  07262L101          $62           3,040.00 Sole  N/A   Sole
BLACK HILLS PWR & LT    COMM  092113109          $79           3,420.00 Sole  N/A   Sole
BOB EVANS FARMS INC     COMM  096761101         $130           6,530.00 Sole  N/A   Sole
BORG-WARNER AUTOMOTI    COMM  099724106         $234           4,256.00 Sole  N/A   Sole
BROWN SHOE INC NEW      COMM  115736100          $59           2,700.00 Sole  N/A   Sole
CLECO CORP              COMM  12561M107         $109           3,590.00 Sole  N/A   Sole
CNB BANCSHARES INC      COMM  126126101         $317           5,570.00 Sole  N/A   Sole
CALIFORNIA WTR SVC G    COMM  130788102          $53           2,010.00 Sole  N/A   Sole
CARAUSTAR INDS INC      COMM  140909102          $98           3,970.00 Sole  N/A   Sole
CARLISLE CORP           COMM  142339100         $231           4,810.00 Sole  N/A   Sole
CARPENTER TECHNOLOGY    COMM  144285103         $100           3,490.00 Sole  N/A   Sole
CATO CORP NEW           COMM  149205106          $49           4,210.00 Sole  N/A   Sole
CENTRAL HUDSON GAS&E    COMM  153609102         $113           2,690.00 Sole  N/A   Sole
CENTURY BUSINESS SVC    COMM  156490104         $168          11,600.00 Sole  N/A   Sole
CHEMED CORP             COMM  163596109          $56           1,670.00 Sole  N/A   Sole
CHESAPEAKE CORP VA      COMM  165159104         $128           3,430.00 Sole  N/A   Sole
CHICAGO TITLE CORP      COMM  168228104         $118           3,300.00 Sole  N/A   Sole
CHITTENDEN CORP         COMM  170228100          $71           2,270.00 Sole  N/A   Sole
CIRCLE INTL GROUP IN    COMM  172574105          $60           2,730.00 Sole  N/A   Sole
CITIZENS BKG CORP MI    COMM  174420109         $132           4,400.00 Sole  N/A   Sole
CLARCOR INC             COMM  179895107          $73           3,810.00 Sole  N/A   Sole
CLEVELAND CLIFFS INC    COMM  185896107          $58           1,790.00 Sole  N/A   Sole
COMMERCE GROUP INC M    COMM  200641108         $127           5,200.00 Sole  N/A   Sole
COMMERCIAL METALS CO    COMM  201723103          $66           2,330.00 Sole  N/A   Sole
COMMONWEALTH ENERGY     COMM  202800108         $144           3,430.00 Sole  N/A   Sole
COOPER TIRE & RUBR      COMM  216831107         $269          11,400.00 Sole  N/A   Sole
COORS ADOLPH CO         COMM  217016104         $291           5,880.00 Sole  N/A   Sole
DEXTER CORP             COMM  252165105         $150           3,670.00 Sole  N/A   Sole
DIAGNOSTIC PRODS CP     COMM  252450101          $60           2,180.00 Sole  N/A   Sole
DIME CMNTY BANCORP I    COMM  253922108          $48           2,070.00 Sole  N/A   Sole
DOWNEY FINL CORP        COMM  261018105          $92           4,200.00 Sole  N/A   Sole
EASTERN ENTERPRISES     COMM  27637F100         $143           3,610.00 Sole  N/A   Sole
EASTERN UTILS ASSOC     COMM  277173100          $95           3,260.00 Sole  N/A   Sole
EMPIRE DIST ELEC CO     COMM  291641108          $71           2,740.00 Sole  N/A   Sole
ENERGEN CORP            COMM  29265N108          $88           4,730.00 Sole  N/A   Sole
ENHANCE FINL SVCS GR    COMM  293310108         $113           5,700.00 Sole  N/A   Sole
ETHYL CORP              COMM  297659104          $76          12,600.00 Sole  N/A   Sole
F & M NATL CORP         COMM  302374103         $118           3,570.00 Sole  N/A   Sole
FNB CORP                COMM  302520101          $82           3,051.00 Sole  N/A   Sole
FEDERAL SIGNAL CORP     COMM  313855108         $144           6,800.00 Sole  N/A   Sole
FERRO CORP              COMM  315405100         $154           5,590.00 Sole  N/A   Sole
FIDELITY NAT FINL CO    COMM  316326107          $92           4,600.00 Sole  N/A   Sole
FIRST AMERN FINL COR    COMM  318522307         $184          10,290.00 Sole  N/A   Sole
FLEETWOOD ENTERPRISE    COMM  339099103         $147           5,550.00 Sole  N/A   Sole
FLORIDA ROCK INDS IN    COMM  341140101         $137           3,000.00 Sole  N/A   Sole
FLOWSERVE CORP          COMM  34354P105         $106           5,600.00 Sole  N/A   Sole
FOREMOST CORP OF AME    COMM  345469100          $94           4,250.00 Sole  N/A   Sole
FULTON FINL CORP PA     COMM  360271100         $228          11,022.00 Sole  N/A   Sole
GENCORP INC             COMM  368682100         $159           6,300.00 Sole  N/A   Sole
GLATFELTER P H CO       COMM  377316104          $98           6,710.00 Sole  N/A   Sole
HSB GROUP INC           COMM  40428N109         $190           4,620.00 Sole  N/A   Sole
HARLEYSVILLE GROUP I    COMM  412824104          $96           4,668.00 Sole  N/A   Sole
HAWAIIAN ELEC INDUST    COMM  419870100         $182           5,130.00 Sole  N/A   Sole
HELMERICH & PAYNE IN    COMM  423452101         $175           7,400.00 Sole  N/A   Sole
HOLLINGER INTL INC      COMM  435569108         $204          17,180.00 Sole  N/A   Sole
HUGHES SUPPLY INC       COMM  444482103         $114           3,850.00 Sole  N/A   Sole
HUNT JB TRANS SVC IN    COMM  445658107          $88           5,400.00 Sole  N/A   Sole
IDACORP INC             COMM  451107106         $189           5,990.00 Sole  N/A   Sole
IDEX CORP               COMM  45167R104         $145           4,400.00 Sole  N/A   Sole
INTERFACE FLOORING      COMM  458665106          $73           8,410.00 Sole  N/A   Sole
JSB FINANCIAL INC       COMM  46624M100          $76           1,490.00 Sole  N/A   Sole
JOSTENS INC             COMM  481088102         $115           5,470.00 Sole  N/A   Sole
JUNO LTG INC            COMM  482047206           $4             193.75 Sole  N/A   Sole
JUSTIN INDS INC         COMM  482171105          $56           4,050.00 Sole  N/A   Sole
KAMAN CORP              COMM  483548103          $59           3,750.00 Sole  N/A   Sole
KAUFMAN&BROAD HOME C    COMM  486168107         $190           7,630.00 Sole  N/A   Sole
KELLWOOD CO             COMM  488044108         $119           4,400.00 Sole  N/A   Sole
KELLY SVCS INC          COMM  488152208         $183           5,710.00 Sole  N/A   Sole
KENNAMETAL INC          COMM  489170100         $140           4,500.00 Sole  N/A   Sole
KIMBALL INTL INC        COMM  494274103         $109           6,470.00 Sole  N/A   Sole
LA Z BOY CHAIR CO       COMM  505336107         $192           8,350.00 Sole  N/A   Sole
LACLEDE GAS CO          COMM  505588103          $65           2,810.00 Sole  N/A   Sole
LANCE INC               COMM  514606102          $75           4,770.00 Sole  N/A   Sole
LEE ENTERPRISES INC     COMM  523768109         $215           7,060.00 Sole  N/A   Sole
LILLY INDL COATINGS     COMM  532491107          $68           3,690.00 Sole  N/A   Sole
LONGS DRUG STORES IN    COMM  543162101         $216           6,260.00 Sole  N/A   Sole
MADISON GAS & ELEC      COMM  557497104          $52           2,560.00 Sole  N/A   Sole
MARK IV INDS INC        COMM  570387100         $156           7,400.00 Sole  N/A   Sole
MASCOTECH INC           COMM  574670105         $113           6,700.00 Sole  N/A   Sole
MILACRON INC            COMM  598709103         $109           5,900.00 Sole  N/A   Sole
MINNESOTA POWER INC     COMM  604110106         $231          11,600.00 Sole  N/A   Sole
MISSISSIPPI CHEM COR    COMM  605288208          $41           4,160.00 Sole  N/A   Sole
MODINE MFG CO           COMM  607828100         $153           4,700.00 Sole  N/A   Sole
MODIS PROFESSIONAL S    COMM  607830106         $195          14,400.00 Sole  N/A   Sole
MORRISON KNUDSEN COR    COMM  61844A109          $83           8,000.00 Sole  N/A   Sole
NAUTICA ENTERPRISES     COMM  639089101          $88           5,200.00 Sole  N/A   Sole
NEVADA POWER CO         COMM  641423108         $204           8,170.00 Sole  N/A   Sole
NEW JERSEY RES          COMM  646025106         $107           2,860.00 Sole  N/A   Sole
NORTHWEST NAT GAS CO    COMM  667655104          $96           3,970.00 Sole  N/A   Sole
NORTHWESTERN CORP       COMM  668074107          $89           3,670.00 Sole  N/A   Sole
OGDEN CORP              COMM  676346109         $211           7,820.00 Sole  N/A   Sole
OHIO CAS CORP           COMM  677240103         $180           4,980.00 Sole  N/A   Sole
ONE VY BANCORP WV IN    COMM  682419106         $206           5,485.00 Sole  N/A   Sole
ONEOK INC NEW           COMM  682680103         $160           5,040.00 Sole  N/A   Sole
OWENS & MINOR INC NE    COMM  690732102          $57           5,200.00 Sole  N/A   Sole
PENTAIR INDS INC        COMM  709631105         $311           6,790.00 Sole  N/A   Sole
PEOPLES ENERGY CORP     COMM  711030106         $200           5,300.00 Sole  N/A   Sole
PIEDMONT NAT GAS INC    COMM  720186105         $153           4,930.00 Sole  N/A   Sole
PRIME HOSPITALITY CO    COMM  741917108          $92           7,700.00 Sole  N/A   Sole
PROVIDENT BANKSHARES    COMM  743859100          $90           3,876.00 Sole  N/A   Sole
PUBLIC SVC CO N MEX     COMM  744499104         $129           6,490.00 Sole  N/A   Sole
PULTE CORP              COMM  745867101         $159           6,890.00 Sole  N/A   Sole
REGAL BELOIT CORP       COMM  758750103          $79           3,340.00 Sole  N/A   Sole
REPUBLIC BANCORP INC    COMM  760282103          $97           6,400.00 Sole  N/A   Sole
RIVIANA FOODS INC       COMM  769536103          $44           2,350.00 Sole  N/A   Sole
ROADWAY EXPRESS INC     COMM  769742107          $60           3,090.00 Sole  N/A   Sole
ROCHESTER GAS &ELEC     COMM  771367109         $156           5,870.00 Sole  N/A   Sole
ROLLINS TRUCK LEASIN    COMM  775741101         $102           9,170.00 Sole  N/A   Sole
RUDDICK CORP            COMM  781258108         $140           7,000.00 Sole  N/A   Sole
RUSS BERRIE & CO        COMM  782233100          $84           3,380.00 Sole  N/A   Sole
RYLAND GROUP INC        COMM  783764103          $70           2,360.00 Sole  N/A   Sole
SCHULMAN A INC          COMM  808194104          $86           4,990.00 Sole  N/A   Sole
SCHWEITZER-MAUDUIT I    COMM  808541106          $38           2,530.00 Sole  N/A   Sole
SELECTIVE INS GROUP     COMM  816300107          $85           4,460.00 Sole  N/A   Sole
SHOPKO STORES INC       COMM  824911101         $146           4,000.00 Sole  N/A   Sole
SIGCORP INC             COMM  826912107         $107           3,770.00 Sole  N/A   Sole
SMITH A O CORP  'B'     COMM  831865209         $103           3,690.00 Sole  N/A   Sole
SOUTHWEST GAS CORP      COMM  844895102         $139           4,870.00 Sole  N/A   Sole
SPRINGS INDS INC        COMM  851783100         $124           2,840.00 Sole  N/A   Sole
STANDARD PAC CORP NE    COMM  85375C101          $61           4,720.00 Sole  N/A   Sole
STANDARD PRODS CO       COMM  853836104          $66           2,560.00 Sole  N/A   Sole
STANDARD REGISTER CO    COMM  853887107         $139           4,510.00 Sole  N/A   Sole
STANDEX INTL CORP       COMM  854231107          $56           2,050.00 Sole  N/A   Sole
STRIDE RITE CORP        COMM  863314100          $76           7,390.00 Sole  N/A   Sole
STURM RUGER & CO INC    COMM  864159108          $46           4,280.00 Sole  N/A   Sole
SUPERIOR INDS INTL      COMM  868168105         $118           4,310.00 Sole  N/A   Sole
TALBOTS INC             COMM  874161102         $189           4,970.00 Sole  N/A   Sole
TECUMSEH PRODS CO       COMM  878895200         $197           3,250.00 Sole  N/A   Sole
TEXAS INDS INC          COMM  882491103         $124           3,200.00 Sole  N/A   Sole
THOMAS INDS INC         COMM  884425109          $51           2,510.00 Sole  N/A   Sole
TIDEWATER INC.          COMM  886423102         $256           8,400.00 Sole  N/A   Sole
TIMKEN CO               COMM  887389104         $181           9,300.00 Sole  N/A   Sole
TOLL BROTHERS INC       COMM  889478103         $118           5,500.00 Sole  N/A   Sole
TOWER AUTOMOTIVE INC    COMM  891707101         $181           7,100.00 Sole  N/A   Sole
TRENWICK GROUP INC      COMM  895290104          $42           1,690.00 Sole  N/A   Sole
TRINITY INDS INC        COMM  896522109         $218           6,500.00 Sole  N/A   Sole
TUPPERWARE CORP         COMM  899896104         $222           8,700.00 Sole  N/A   Sole
UST CORP                COMM  902900109         $206           6,800.00 Sole  N/A   Sole
USEC INC                COMM  90333E108         $225          15,100.00 Sole  N/A   Sole
UNITED BANKSHS INC W    COMM  909907107         $183           6,900.00 Sole  N/A   Sole
UNITED DOMINION INDS    COMM  909914103         $153           6,310.00 Sole  N/A   Sole
UNITED ILLUM CO         COMM  910637107          $97           2,290.00 Sole  N/A   Sole
UNIVERSAL CORP          COMM  913456109         $148           5,210.00 Sole  N/A   Sole
UNIVERSAL FOODS CORP    COMM  913538104         $169           8,010.00 Sole  N/A   Sole
USFREIGHTWAYS CORP      COMM  916906100         $195           4,210.00 Sole  N/A   Sole
VARCO INTL INC          COMM  922126107         $106           9,800.00 Sole  N/A   Sole
VARIAN MED SYS INC      COMM  92220P105         $116           4,600.00 Sole  N/A   Sole
WD 40 CO                COMM  929236107          $62           2,480.00 Sole  N/A   Sole
WPS RESOURCES CORP      COMM  92931B106         $127           4,230.00 Sole  N/A   Sole
WALLACE COMPUTER SVC    COMM  932270101         $158           6,300.00 Sole  N/A   Sole
WASHINGTON FED INC      COMM  938824109         $195           8,710.00 Sole  N/A   Sole
WATTS INDS INC          COMM  942749102          $81           4,210.00 Sole  N/A   Sole
WAUSAU-MOSINEE PAPER    COMM  943315101         $142           7,900.00 Sole  N/A   Sole
WELLMAN INC             COMM  949702104          $80           5,000.00 Sole  N/A   Sole
WERNER ENTERPRISES I    COMM  950755108         $147           7,100.00 Sole  N/A   Sole
WHITNEY HLDG CORP       COMM  966612103         $147           3,690.00 Sole  N/A   Sole
WITCO CHEM CORP         COMM  977385103         $172           8,700.00 Sole  N/A   Sole
WOLVERINE WORLD WIDE    COMM  978097103          $87           6,200.00 Sole  N/A   Sole
WORTHINGTON INDS INC    COMM  981811102         $227          13,800.00 Sole  N/A   Sole
WYNNS INTL INC          COMM  983195108          $55           2,980.00 Sole  N/A   Sole
YORK INTL CORP NEW      COMM  986670107         $257           6,000.00 Sole  N/A   Sole
ZALE CORP NEW           COMM  988858106         $220           5,500.00 Sole  N/A   Sole
ZENITH NATL INS CORP    COMM  989390109          $67           2,730.00 Sole  N/A   Sole

                                                             964,081.75


BELL ATLANTIC SMALL GROWTH

ABACUS DIRECT CORP      COMM  002553105         $878           9,600.00 Sole  N/A   Sole
ACNIELSEN CORP          COMM  004833109       $1,661          54,900.00 Sole  N/A   Sole
ACTION PERFORMANCE C    COMM  004933107         $528          16,000.00 Sole  N/A   Sole
ADVO SYSTEM INC         COMM  007585102         $432          20,800.00 Sole  N/A   Sole
AMERICAN FREIGHTWAYS    COMM  02629V108         $589          30,100.00 Sole  N/A   Sole
AMERICAN MGMT SYS IN    COMM  027352103       $1,319          41,124.00 Sole  N/A   Sole
AMERICREDIT CORP        COMM  03060R101         $989          61,800.00 Sole  N/A   Sole
ANALYSTS INTL CORP      COMM  032681108         $313          21,800.00 Sole  N/A   Sole
ANCHOR GAMING           COMM  033037102         $553          11,500.00 Sole  N/A   Sole
APPLEBEES INTL INC      COMM  037899101         $859          28,500.00 Sole  N/A   Sole
ARTESYN TECHNOLOGIES    COMM  043127109         $792          35,700.00 Sole  N/A   Sole
ASTEC INDS INC          COMM  046224101         $750          18,400.00 Sole  N/A   Sole
ATLANTIC COAST AIRLS    COMM  048396105         $350          18,400.00 Sole  N/A   Sole
ATWOOD OCEANICS INC     COMM  050095108         $413          13,200.00 Sole  N/A   Sole
BARNES & NOBLES INC     COMM  067774109       $1,782          65,100.00 Sole  N/A   Sole
BARR LABS INC           COMM  068306109         $878          22,025.00 Sole  N/A   Sole
BEBE STORES INC         COMM  075571109         $772          22,700.00 Sole  N/A   Sole
BENCHMARK ELECTRS IN    COMM  08160H101         $518          14,400.00 Sole  N/A   Sole
BINDLY WESTN INDS IN    COMM  090324104         $675          29,266.67 Sole  N/A   Sole
BLACK BOX CORP DEL      COMM  091826107         $857          17,100.00 Sole  N/A   Sole
BLYTHE INDUSTRIES IN    COMM  09643P108       $1,601          47,100.00 Sole  N/A   Sole
BORG WARNER SEC CORP    COMM  099733107         $469          23,100.00 Sole  N/A   Sole
BOWNE & CO INC          COMM  103043105         $476          35,600.00 Sole  N/A   Sole
BRINKER INTL INC        COMM  109641100       $1,735          63,100.00 Sole  N/A   Sole
BUCKLE INC              COMM  118440106         $612          21,300.00 Sole  N/A   Sole
C&D TECHNOLOGIES INC    COMM  124661109         $371          12,100.00 Sole  N/A   Sole
C D I CORP              COMM  125071100         $613          18,000.00 Sole  N/A   Sole
CDW COMPUTER CTRS IN    COMM  125129106       $1,839          41,800.00 Sole  N/A   Sole
CKE RESTAURANTS INC     COMM  12561E105         $816          50,190.00 Sole  N/A   Sole
CNF TRANSN INC          COMM  12612W104       $1,759          45,700.00 Sole  N/A   Sole
CTS CORP                COMM  126501105         $931          13,300.00 Sole  N/A   Sole
CABLE DESING TECHNOL    COMM  126924109         $420          27,200.00 Sole  N/A   Sole
CAMBRIDGE TECH PARTN    COMM  132524109         $994          56,600.00 Sole  N/A   Sole
CASEYS GEN STORES       COMM  147528103         $764          50,960.00 Sole  N/A   Sole
CATALINA MARKETING C    COMM  148867104       $1,647          17,900.00 Sole  N/A   Sole
CERNER CORP             COMM  156782104         $669          31,900.00 Sole  N/A   Sole
CHAMPION ENTERPRISES    COMM  158496109         $875          47,000.00 Sole  N/A   Sole
CHEESECAKE FACTORY I    COMM  163072101         $592          19,400.00 Sole  N/A   Sole
CHILDRENS PL RETAIL     COMM  168905107         $960          23,700.00 Sole  N/A   Sole
CIBER INC               COMM  17163B102       $1,081          56,500.00 Sole  N/A   Sole
CLAIRES STORES INC      COMM  179584107       $1,267          49,200.00 Sole  N/A   Sole
COLE KENNETH PRODTNS    COMM  193294105         $346          12,400.00 Sole  N/A   Sole
COMPUTER TASK GROUP     COMM  205477102         $343          20,200.00 Sole  N/A   Sole
COMPUTER HORIZONS CO    COMM  205908106         $412          29,800.00 Sole  N/A   Sole
CONSOLIDATED GRAPHIC    COMM  209341106         $695          13,900.00 Sole  N/A   Sole
CONSOLIDATED PRODUCT    COMM  209798107         $462          25,646.00 Sole  N/A   Sole
D R HORTON INC          COMM  23331A109       $1,032          62,100.00 Sole  N/A   Sole
DEVRY INC DEL           COMM  251893103       $1,504          67,200.00 Sole  N/A   Sole
DORAL FINL CORP         COMM  25811P100         $674          39,100.00 Sole  N/A   Sole
DURA AUTOMOTIVE SYST    COMM  265903104         $286           8,600.00 Sole  N/A   Sole
DYCOM INDS INC          COMM  267475101       $1,386          24,750.00 Sole  N/A   Sole
ETEC SYS INC            COMM  26922C103         $688          20,700.00 Sole  N/A   Sole
J D EDWARDS & CO        COMM  281667105       $1,850         100,000.00 Sole  N/A   Sole
ELCOR CORP              COMM  284443108         $542          12,400.00 Sole  N/A   Sole
ETHAN ALLEN INTERIOR    COMM  297602104       $1,493          39,538.00 Sole  N/A   Sole
EXECUTIVE RISK INC      COMM  301586103         $953          11,200.00 Sole  N/A   Sole
EXPEDITORS INTL WASH    COMM  302130109       $1,319          48,400.00 Sole  N/A   Sole
FACTSET RESH SYS INC    COMM  303075105         $849          15,000.00 Sole  N/A   Sole
FAIR ISAAC & CO INC     COMM  303250104         $477          13,600.00 Sole  N/A   Sole
FAIRFIELD CMNTYS INC    COMM  304231301         $677          42,000.00 Sole  N/A   Sole
FASTENAL CO             COMM  311900104       $1,930          36,800.00 Sole  N/A   Sole
FIRST AMERN FINL COR    COMM  318522307       $1,096          61,300.00 Sole  N/A   Sole
FURNITURE BRANDS INT    COMM  360921100       $1,358          48,700.00 Sole  N/A   Sole
GRACO INC               COMM  384109104         $577          19,634.00 Sole  N/A   Sole
HA-LO INDS INC          COMM  404429102         $463          46,900.00 Sole  N/A   Sole
HANOVER COMPRESSOR C    COMM  410768105         $874          27,200.00 Sole  N/A   Sole
HARMONIC LIGHTWAVES     COMM  413160102         $747          13,000.00 Sole  N/A   Sole
HENRY JACK & ASSOC I    COMM  426281101         $761          19,400.00 Sole  N/A   Sole
HON INDS INC            COMM  438092108       $1,731          59,300.00 Sole  N/A   Sole
HUNT JB TRANS SVC IN    COMM  445658107         $559          34,400.00 Sole  N/A   Sole
IHOP CORP               COMM  449623107         $462          19,200.00 Sole  N/A   Sole
IMPERIAL BANCORP        COMM  452556103         $802          40,492.00 Sole  N/A   Sole
INPUT/OUTPUT INC        COMM  457652105         $369          48,800.00 Sole  N/A   Sole
INSIGHT ENTERPRISES     COMM  45765U103         $611          24,700.00 Sole  N/A   Sole
INTERMET CORP           COMM  45881K104         $371          24,500.00 Sole  N/A   Sole
INTERNATIONAL SPEEDW    COMM  460335201         $542          11,400.00 Sole  N/A   Sole
INVESTMENT TECHNOLOGY GRCOMM  46145F105         $957          29,800.00 Sole  N/A   Sole
INVESTORS FINL SERVI    COMM  461915100         $560          14,000.00 Sole  N/A   Sole
JLG INDS INC            COMM  466210101         $870          42,700.00 Sole  N/A   Sole
JACOBS ENGR GROUP IN    COMM  469814107         $954          25,107.00 Sole  N/A   Sole
JEFFERIES GROUP INC     COMM  472319102         $673          23,200.00 Sole  N/A   Sole
JONES PHARMA INC        COMM  480236108       $1,099          27,900.00 Sole  N/A   Sole
KAUFMAN&BROAD HOME C    COMM  486168107       $1,132          45,500.00 Sole  N/A   Sole
KEANE ASSOC INC         COMM  486665102       $1,539          68,000.00 Sole  N/A   Sole
KENT ELECTRS CORP       COMM  490553104         $535          27,000.00 Sole  N/A   Sole
LHS GROUP INC           COMM  501938104       $1,666          50,300.00 Sole  N/A   Sole
LABOR READY INC         COMM  505401208         $874          26,900.00 Sole  N/A   Sole
LANDAMERICA FINL GRO    COMM  514936103         $420          14,600.00 Sole  N/A   Sole
LANDRYS SEAFOOD REST    COMM  51508L103         $215          26,900.00 Sole  N/A   Sole
LATTICE SEMICONDUCTO    COMM  518415104       $1,413          22,700.00 Sole  N/A   Sole
LEGG MASON INC          COMM  524901105       $2,095          54,412.00 Sole  N/A   Sole
LENNAR CORP             COMM  526057104       $1,325          55,200.00 Sole  N/A   Sole
M S CARRIERS INC        COMM  553533100         $353          11,900.00 Sole  N/A   Sole
MACDERMID INC           COMM  554273102       $1,107          23,800.00 Sole  N/A   Sole
MACROVISION CORP        COMM  555904101         $636           8,500.00 Sole  N/A   Sole
MANITOWOC INC           COMM  563571108       $1,024          24,600.00 Sole  N/A   Sole
MARKEL CORP             COMM  570535104       $1,028           5,496.00 Sole  N/A   Sole
MEDPARTNERS INC NEW     COMM  58503X107       $1,418         189,000.00 Sole  N/A   Sole
MENS WEARHOUSE INC      COMM  587118100         $971          38,075.00 Sole  N/A   Sole
MEREDITH CORP           COMM  589433101       $1,704          49,200.00 Sole  N/A   Sole
METRO NETWORKS INC      COMM  591918107         $865          16,200.00 Sole  N/A   Sole
METZLER GROUP INC       COMM  592903108       $1,127          40,800.00 Sole  N/A   Sole
MICREL INC              COMM  594793101       $1,450          19,600.00 Sole  N/A   Sole
MICROS SYS INC          COMM  594901100         $520          15,300.00 Sole  N/A   Sole
MOHAWK INDS INC         COMM  608190104       $1,747          57,500.00 Sole  N/A   Sole
MONACO COACH CORP       COMM  60886R103         $504          11,900.00 Sole  N/A   Sole
MYERS INDS INC          COMM  628464109         $356          17,800.00 Sole  N/A   Sole
NCI BUILDING SYS INC    COMM  628852105         $380          17,800.00 Sole  N/A   Sole
NCO GROUP INC           COMM  628858102         $654          17,200.00 Sole  N/A   Sole
NPC INTERNATIONAL IN    COMM  629360306         $355          23,100.00 Sole  N/A   Sole
NVR INC                 COMM  62944T105         $548          10,500.00 Sole  N/A   Sole
NATIONAL INSTRS CORP    COMM  636518102       $1,296          32,100.00 Sole  N/A   Sole
NETWORK SOLUTIONS IN    COMM  64121Q102         $680           8,600.00 Sole  N/A   Sole
OAKLEY INC              COMM  673662102         $487          68,400.00 Sole  N/A   Sole
OAKWOOD HOMES CORP      COMM  674098108         $597          45,500.00 Sole  N/A   Sole
OCEANEERING INTL INC    COMM  675232102         $353          21,900.00 Sole  N/A   Sole
O REILLY AUTOMOTIVE     COMM  686091109       $1,204          23,900.00 Sole  N/A   Sole
ORTHODONTIC CTRS AME    COMM  68750P103         $655          46,400.00 Sole  N/A   Sole
OSTEOTECH INC           COMM  688582105         $377          13,100.00 Sole  N/A   Sole
PACIFIC GATEWAY EXCH    COMM  694327107         $545          18,700.00 Sole  N/A   Sole
PALM HARBOR HOMES       COMM  696639103         $564          22,500.00 Sole  N/A   Sole
PAPA JOHNS INTL INC     COMM  698813102       $1,305          29,200.00 Sole  N/A   Sole
PATTERSON DENTAL CO     COMM  703412106       $1,132          32,575.00 Sole  N/A   Sole
PEDIATRIX MED GROUP     COMM  705324101         $319          15,000.00 Sole  N/A   Sole
PERSONNEL GROUP AMER    COMM  715338109         $312          31,200.00 Sole  N/A   Sole
PIER I IMPORTS INC      COMM  720279108       $1,050          93,300.00 Sole  N/A   Sole
PLEXUS CORP             COMM  729132100         $443          14,700.00 Sole  N/A   Sole
POWER INTEGRATIONS I    COMM  739276103         $899          12,300.00 Sole  N/A   Sole
PREMIER BANCSHARES I    COMM  739909109         $461          25,200.00 Sole  N/A   Sole
PRE PAID LEGAL SVCS     COMM  740065107         $616          22,700.00 Sole  N/A   Sole
PRECISION CASTPARTS     COMM  740189105       $1,007          23,700.00 Sole  N/A   Sole
PRIORITY HEALTHCARE     COMM  74264T102         $717          20,778.00 Sole  N/A   Sole
QRS CORP                COMM  74726X105         $655           8,400.00 Sole  N/A   Sole
QUANTA SVCS INC         COMM  74762E102       $1,074          24,400.00 Sole  N/A   Sole
QUIKSILVER INC          COMM  74838C106         $554          21,250.00 Sole  N/A   Sole
RADIAN GROUP INC        COMM  750236101       $1,728          35,400.00 Sole  N/A   Sole
RAYMOND JAMES FINL I    COMM  754730109       $1,105          46,050.00 Sole  N/A   Sole
RELIANCE STEEL & ALU    COMM  759509102         $698          17,900.00 Sole  N/A   Sole
RENAL CARE GROUP INC    COMM  759930100       $1,110          42,900.00 Sole  N/A   Sole
RENT WAY INC            COMM  76009U104         $507          20,600.00 Sole  N/A   Sole
RES-CARE INC            COMM  760943100         $419          18,400.00 Sole  N/A   Sole
RESMED INC              COMM  761152107         $475          14,300.00 Sole  N/A   Sole
REXALL SUNDOWN INC      COMM  761648104         $752          61,700.00 Sole  N/A   Sole
ROPER INDS INC NEW      COMM  776696106         $938          29,300.00 Sole  N/A   Sole
SEI CORP                COMM  784117103       $1,518          17,200.00 Sole  N/A   Sole
SLI INC                 COMM  78442T108         $770          28,500.00 Sole  N/A   Sole
SPS TECHNOLOGIES INC    COMM  784626103         $461          12,300.00 Sole  N/A   Sole
SAFEGUARD SCIENTIFIC    COMM  786449108       $1,922          30,500.00 Sole  N/A   Sole
SANCHEZ COMPUTER ASS    COMM  799702105         $776          22,400.00 Sole  N/A   Sole
SAPIENT CORP            COMM  803062108       $1,529          27,000.00 Sole  N/A   Sole
SAWTEK INC              COMM  805468105         $931          20,300.00 Sole  N/A   Sole
SCOTTS CO               COMM  810186106         $848          17,800.00 Sole  N/A   Sole
SECURITY DYNAMICS TE    COMM  814208104         $784          36,900.00 Sole  N/A   Sole
SIERRA HEALTH SVCS I    COMM  826322109         $373          25,857.00 Sole  N/A   Sole
SIMPSON MANUFACTURIN    COMM  829073105         $532          11,200.00 Sole  N/A   Sole
SIPEX CORP              COMM  829909100         $357          17,400.00 Sole  N/A   Sole
SKYWEST INC             COMM  830879102         $586          23,500.00 Sole  N/A   Sole
SMITHFIELD FOODS INC    COMM  832248108       $1,354          40,500.00 Sole  N/A   Sole
SONIC CORP              COMM  835451105         $597          18,300.00 Sole  N/A   Sole
SOUTHWEST SECS GROUP    COMM  845224104         $730          10,200.00 Sole  N/A   Sole
SPARTECH CORP           COMM  847220209         $810          25,600.00 Sole  N/A   Sole
SPEEDWAY MOTORSPORTS    COMM  847788106       $1,580          40,200.00 Sole  N/A   Sole
STANDARD PAC CORP NE    COMM  85375C101         $373          28,700.00 Sole  N/A   Sole
STEIN MART INC          COMM  858375108         $412          43,900.00 Sole  N/A   Sole
STERIS CORP             COMM  859152100       $1,252          64,600.00 Sole  N/A   Sole
STRAYER ED INC          COMM  863236105         $466          15,200.00 Sole  N/A   Sole
SUPERIOR TELECOM INC    COMM  868365107         $487          19,475.00 Sole  N/A   Sole
SWIFT TRANSN CO         COMM  870756103       $1,362          61,925.00 Sole  N/A   Sole
TJ INTL INC             COMM  872534102         $465          15,000.00 Sole  N/A   Sole
TSI INTERNATIONAL SO    COMM  872879101         $678          23,900.00 Sole  N/A   Sole
TARRANT APPAREL GROU    COMM  876289109         $344          15,100.00 Sole  N/A   Sole
TECH DATA CORP          COMM  878237106       $1,893          49,500.00 Sole  N/A   Sole
TECHNE CORP             COMM  878377100         $495          19,500.00 Sole  N/A   Sole
TECHNITROL INC          COMM  878555101         $506          15,700.00 Sole  N/A   Sole
TETRA TECH INC NEW      COMM  88162G103         $600          36,351.00 Sole  N/A   Sole
THERMO FIBERTEK INC     COMM  88355W105         $413          58,000.00 Sole  N/A   Sole
THOR INDS INC           COMM  885160101         $335          11,800.00 Sole  N/A   Sole
TOLL BROTHERS INC       COMM  889478103         $765          35,700.00 Sole  N/A   Sole
TOTAL RENAL CARE HLD    COMM  89151A107       $1,198          77,000.00 Sole  N/A   Sole
TOWER AUTOMOTIVE INC    COMM  891707101       $1,132          44,500.00 Sole  N/A   Sole
TRANS WORLD ENTMT CO    COMM  89336Q100         $604          53,700.00 Sole  N/A   Sole
TRANSACTION SYS ARCH    COMM  893416107       $1,182          30,300.00 Sole  N/A   Sole
UICI                    COMM  902737105       $1,235          44,700.00 Sole  N/A   Sole
UNITED STATIONERS IN    COMM  913004107         $724          32,900.00 Sole  N/A   Sole
UNIVERSAL HEALTH SVC    COMM  913903100       $1,466          30,700.00 Sole  N/A   Sole
VARCO INTL INC          COMM  922126107         $680          62,900.00 Sole  N/A   Sole
VINTAGE PETE INC        COMM  927460105         $645          60,005.00 Sole  N/A   Sole
VISIO CORP              COMM  927914101       $1,115          29,300.00 Sole  N/A   Sole
WACKENHUT CORRECTION    COMM  929798106         $428          21,600.00 Sole  N/A   Sole
WERNER ENTERPRISES I    COMM  950755108         $951          45,850.00 Sole  N/A   Sole
WHITTMAN-HART INC       COMM  966834103       $1,635          51,500.00 Sole  N/A   Sole
WILLIAMS SONOMA INC     COMM  969904101       $1,842          52,900.00 Sole  N/A   Sole
XIRCOM INC              COMM  983922105         $685          22,800.00 Sole  N/A   Sole
ZALE CORP NEW           COMM  988858106       $1,380          34,500.00 Sole  N/A   Sole
ZEBRA TECHNOLOGIES C    COMM  989207105       $1,157          30,100.00 Sole  N/A   Sole
HELEN OF TROY CORP L    COMM  G4388N106         $504          28,100.00 Sole  N/A   Sole

                                            $169,608       6,254,531.67


BELL ATLANTIC SMALL VALUE

AAR CORP                COMM  000361105       $2,263          99,750.00 Sole  N/A   Sole
ABM INDS INC            COMM  000957100       $2,446          79,700.00 Sole  N/A   Sole
AK STL HLDG CORP        COMM  001547108       $4,559         202,600.00 Sole  N/A   Sole
ADVANTA CORP            COMM  007942105       $1,642          90,900.00 Sole  N/A   Sole
ALASKA AIRGROUP         COMM  011659109       $3,753          89,900.00 Sole  N/A   Sole
ALBEMARLE CORP          COMM  012653101       $3,709         160,400.00 Sole  N/A   Sole
ALEXANDER & BALDWIN     COMM  014482103       $3,504         157,500.00 Sole  N/A   Sole
AMCOL INTL CORP         COMM  02341W103       $1,396          97,100.00 Sole  N/A   Sole
AMERICA WEST HLDG CO    COMM  023657208       $2,373         125,700.00 Sole  N/A   Sole
ARNOLD INDS INC         COMM  042595108       $1,396          90,400.00 Sole  N/A   Sole
ARVIN INDS INC          COMM  043339100       $3,556          93,900.00 Sole  N/A   Sole
ATMOS ENERGY CORP       COMM  049560105       $2,805         112,200.00 Sole  N/A   Sole
AVISTA CORP             COMM  05379B107       $2,389         147,000.00 Sole  N/A   Sole
BALDOR ELEC CO          COMM  057741100       $2,614         131,500.00 Sole  N/A   Sole
BANCWEST CORP NEW       COMM  059790105       $4,262         114,800.00 Sole  N/A   Sole
BANDAG INC              COMM  059815100       $2,591          74,700.00 Sole  N/A   Sole
BANK UTD CORP           COMM  065412108       $4,155         103,400.00 Sole  N/A   Sole
BANTA GEORGE INC        COMM  066821109       $2,104         100,200.00 Sole  N/A   Sole
BARNES GROUP INC        COMM  067806109       $1,546          71,100.00 Sole  N/A   Sole
BASSETT FURNITURE IN    COMM  070203104       $1,052          46,000.00 Sole  N/A   Sole
BAY VIEW CAP CORP       COMM  07262L101       $1,425          69,500.00 Sole  N/A   Sole
BLACK HILLS PWR & LT    COMM  092113109       $1,801          77,900.00 Sole  N/A   Sole
BOB EVANS FARMS INC     COMM  096761101       $2,961         149,000.00 Sole  N/A   Sole
BORG-WARNER AUTOMOTI    COMM  099724106       $5,338          97,062.00 Sole  N/A   Sole
BROWN SHOE INC NEW      COMM  115736100       $1,346          61,900.00 Sole  N/A   Sole
CLECO CORP              COMM  12561M107       $2,488          81,900.00 Sole  N/A   Sole
CNB BANCSHARES INC      COMM  126126101       $7,241         127,035.00 Sole  N/A   Sole
CALIFORNIA WTR SVC G    COMM  130788102       $1,197          45,800.00 Sole  N/A   Sole
CARAUSTAR INDS INC      COMM  140909102       $2,239          90,700.00 Sole  N/A   Sole
CARLISLE CORP           COMM  142339100       $5,279         109,700.00 Sole  N/A   Sole
CARPENTER TECHNOLOGY    COMM  144285103       $2,276          79,700.00 Sole  N/A   Sole
CATO CORP NEW           COMM  149205106       $1,118          96,200.00 Sole  N/A   Sole
CENTRAL HUDSON GAS&E    COMM  153609102       $2,575          61,300.00 Sole  N/A   Sole
CENTURY BUSINESS SVC    COMM  156490104       $3,800         262,100.00 Sole  N/A   Sole
CHEMED CORP             COMM  163596109       $1,264          38,000.00 Sole  N/A   Sole
CHESAPEAKE CORP VA      COMM  165159104       $2,928          78,200.00 Sole  N/A   Sole
CHICAGO TITLE CORP      COMM  168228104       $2,669          74,800.00 Sole  N/A   Sole
CHITTENDEN CORP         COMM  170228100       $1,616          51,700.00 Sole  N/A   Sole
CIRCLE INTL GROUP IN    COMM  172574105       $1,361          62,200.00 Sole  N/A   Sole
CITIZENS BKG CORP MI    COMM  174420109       $3,018         100,400.00 Sole  N/A   Sole
CLARCOR INC             COMM  179895107       $1,668          86,950.00 Sole  N/A   Sole
CLEVELAND CLIFFS INC    COMM  185896107       $1,318          40,700.00 Sole  N/A   Sole
COMMERCE GROUP INC M    COMM  200641108       $2,896         118,800.00 Sole  N/A   Sole
COMMERCIAL METALS CO    COMM  201723103       $1,513          53,100.00 Sole  N/A   Sole
COMMONWEALTH ENERGY     COMM  202800108       $3,289          78,300.00 Sole  N/A   Sole
COOPER TIRE & RUBR      COMM  216831107       $6,109         258,600.00 Sole  N/A   Sole
COORS ADOLPH CO         COMM  217016104       $6,638         134,100.00 Sole  N/A   Sole
DEXTER CORP             COMM  252165105       $3,416          83,700.00 Sole  N/A   Sole
DIAGNOSTIC PRODS CP     COMM  252450101       $1,373          49,700.00 Sole  N/A   Sole
DIME CMNTY BANCORP I    COMM  253922108       $1,100          47,300.00 Sole  N/A   Sole
DOWNEY FINL CORP        COMM  261018105       $2,104          95,900.00 Sole  N/A   Sole
EASTERN ENTERPRISES     COMM  27637F100       $3,267          82,200.00 Sole  N/A   Sole
EASTERN UTILS ASSOC     COMM  277173100       $2,164          74,300.00 Sole  N/A   Sole
EMPIRE DIST ELEC CO     COMM  291641108       $1,626          62,400.00 Sole  N/A   Sole
ENERGEN CORP            COMM  29265N108       $2,012         108,000.00 Sole  N/A   Sole
ENHANCE FINL SVCS GR    COMM  293310108       $2,558         129,500.00 Sole  N/A   Sole
ETHYL CORP              COMM  297659104       $1,708         284,600.00 Sole  N/A   Sole
F & M NATL CORP         COMM  302374103       $2,704          81,462.00 Sole  N/A   Sole
FNB CORP                COMM  302520101       $1,880          69,628.00 Sole  N/A   Sole
FEDERAL SIGNAL CORP     COMM  313855108       $3,284         155,000.00 Sole  N/A   Sole
FERRO CORP              COMM  315405100       $3,509         127,600.00 Sole  N/A   Sole
FIDELITY NAT FINL CO    COMM  316326107       $2,070         103,500.00 Sole  N/A   Sole
FIRST AMERN FINL COR    COMM  318522307       $4,197         234,800.00 Sole  N/A   Sole
FLEETWOOD ENTERPRISE    COMM  339099103       $3,350         126,700.00 Sole  N/A   Sole
FLORIDA ROCK INDS IN    COMM  341140101       $3,112          68,400.00 Sole  N/A   Sole
FLOWSERVE CORP          COMM  34354P105       $2,418         127,700.00 Sole  N/A   Sole
FOREMOST CORP OF AME    COMM  345469100       $2,132          96,900.00 Sole  N/A   Sole
FULTON FINL CORP PA     COMM  360271100       $5,205         251,625.00 Sole  N/A   Sole
GENCORP INC             COMM  368682100       $3,591         142,200.00 Sole  N/A   Sole
GLATFELTER P H CO       COMM  377316104       $2,241         153,200.00 Sole  N/A   Sole
HSB GROUP INC           COMM  40428N109       $4,341         105,400.00 Sole  N/A   Sole
HARLEYSVILLE GROUP I    COMM  412824104       $2,183         106,500.00 Sole  N/A   Sole
HAWAIIAN ELEC INDUST    COMM  419870100       $4,154         117,000.00 Sole  N/A   Sole
HELMERICH & PAYNE IN    COMM  423452101       $3,981         168,500.00 Sole  N/A   Sole
HOLLINGER INTL INC      COMM  435569108       $4,654         391,900.00 Sole  N/A   Sole
HUGHES SUPPLY INC       COMM  444482103       $2,610          87,900.00 Sole  N/A   Sole
HUNT JB TRANS SVC IN    COMM  445658107       $1,974         121,500.00 Sole  N/A   Sole
IDACORP INC             COMM  451107106       $4,306         136,700.00 Sole  N/A   Sole
IDEX CORP               COMM  45167R104       $3,301         100,400.00 Sole  N/A   Sole
INTERFACE FLOORING      COMM  458665106       $1,655         191,900.00 Sole  N/A   Sole
JSB FINANCIAL INC       COMM  46624M100       $1,720          33,800.00 Sole  N/A   Sole
JOSTENS INC             COMM  481088102       $2,631         124,900.00 Sole  N/A   Sole
JUNO LTG INC            COMM  482047206          $85           4,468.01 Sole  N/A   Sole
JUSTIN INDS INC         COMM  482171105       $1,289          92,500.00 Sole  N/A   Sole
KAMAN CORP              COMM  483548103       $1,343          85,600.00 Sole  N/A   Sole
KAUFMAN&BROAD HOME C    COMM  486168107       $4,331         174,100.00 Sole  N/A   Sole
KELLWOOD CO             COMM  488044108       $2,710          99,900.00 Sole  N/A   Sole
KELLY SVCS INC          COMM  488152208       $4,186         130,300.00 Sole  N/A   Sole
KENNAMETAL INC          COMM  489170100       $3,162         102,000.00 Sole  N/A   Sole
KIMBALL INTL INC        COMM  494274103       $2,492         147,700.00 Sole  N/A   Sole
LA Z BOY CHAIR CO       COMM  505336107       $4,382         190,500.00 Sole  N/A   Sole
LACLEDE GAS CO          COMM  505588103       $1,488          64,000.00 Sole  N/A   Sole
LANCE INC               COMM  514606102       $1,702         108,900.00 Sole  N/A   Sole
LEE ENTERPRISES INC     COMM  523768109       $4,914         161,100.00 Sole  N/A   Sole
LILLY INDL COATINGS     COMM  532491107       $1,565          84,300.00 Sole  N/A   Sole
LONGS DRUG STORES IN    COMM  543162101       $4,932         142,700.00 Sole  N/A   Sole
MADISON GAS & ELEC      COMM  557497104       $1,198          58,450.00 Sole  N/A   Sole
MARK IV INDS INC        COMM  570387100       $3,538         167,500.00 Sole  N/A   Sole
MASCOTECH INC           COMM  574670105       $2,551         150,600.00 Sole  N/A   Sole
MILACRON INC            COMM  598709103       $2,490         134,600.00 Sole  N/A   Sole
MINNESOTA POWER INC     COMM  604110106       $5,261         264,700.00 Sole  N/A   Sole
MISSISSIPPI CHEM COR    COMM  605288208         $932          95,000.00 Sole  N/A   Sole
MODINE MFG CO           COMM  607828100       $3,494         107,300.00 Sole  N/A   Sole
MODIS PROFESSIONAL S    COMM  607830106       $4,435         327,000.00 Sole  N/A   Sole
MORRISON KNUDSEN COR    COMM  61844A109       $1,868         181,100.00 Sole  N/A   Sole
NAUTICA ENTERPRISES     COMM  639089101       $1,990         117,900.00 Sole  N/A   Sole
NEVADA POWER CO         COMM  641423108       $4,660         186,400.00 Sole  N/A   Sole
NEW JERSEY RES          COMM  646025106       $2,437          65,100.00 Sole  N/A   Sole
NORTHWEST NAT GAS CO    COMM  667655104       $2,186          90,600.00 Sole  N/A   Sole
NORTHWESTERN CORP       COMM  668074107       $2,027          83,800.00 Sole  N/A   Sole
OGDEN CORP              COMM  676346109       $4,803         178,300.00 Sole  N/A   Sole
OHIO CAS CORP           COMM  677240103       $4,099         113,465.00 Sole  N/A   Sole
ONE VY BANCORP WV IN    COMM  682419106       $4,690         125,056.00 Sole  N/A   Sole
ONEOK INC NEW           COMM  682680103       $3,651         115,000.00 Sole  N/A   Sole
OWENS & MINOR INC NE    COMM  690732102       $1,307         118,800.00 Sole  N/A   Sole
PENTAIR INDS INC        COMM  709631105       $7,087         154,900.00 Sole  N/A   Sole
PEOPLES ENERGY CORP     COMM  711030106       $4,560         121,000.00 Sole  N/A   Sole
PIEDMONT NAT GAS INC    COMM  720186105       $3,498         112,400.00 Sole  N/A   Sole
PRIME HOSPITALITY CO    COMM  741917108       $2,100         175,000.00 Sole  N/A   Sole
PROVIDENT BANKSHARES    COMM  743859100       $2,056          88,421.00 Sole  N/A   Sole
PUBLIC SVC CO N MEX     COMM  744499104       $2,945         148,200.00 Sole  N/A   Sole
PULTE CORP              COMM  745867101       $3,625         157,200.00 Sole  N/A   Sole
REGAL BELOIT CORP       COMM  758750103       $1,798          76,100.00 Sole  N/A   Sole
REPUBLIC BANCORP INC    COMM  760282103       $2,213         145,700.00 Sole  N/A   Sole
RIVIANA FOODS INC       COMM  769536103       $1,005          53,600.00 Sole  N/A   Sole
ROADWAY EXPRESS INC     COMM  769742107       $1,366          70,500.00 Sole  N/A   Sole
ROCHESTER GAS &ELEC     COMM  771367109       $3,557         133,900.00 Sole  N/A   Sole
ROLLINS TRUCK LEASIN    COMM  775741101       $2,330         209,400.00 Sole  N/A   Sole
RUDDICK CORP            COMM  781258108       $3,172         158,600.00 Sole  N/A   Sole
RUSS BERRIE & CO        COMM  782233100       $1,911          77,200.00 Sole  N/A   Sole
RYLAND GROUP INC        COMM  783764103       $1,597          53,800.00 Sole  N/A   Sole
SCHULMAN A INC          COMM  808194104       $1,959         114,000.00 Sole  N/A   Sole
SCHWEITZER-MAUDUIT I    COMM  808541106         $869          57,900.00 Sole  N/A   Sole
SELECTIVE INS GROUP     COMM  816300107       $1,939         101,700.00 Sole  N/A   Sole
SHOPKO STORES INC       COMM  824911101       $3,259          89,300.00 Sole  N/A   Sole
SIGCORP INC             COMM  826912107       $2,431          85,850.00 Sole  N/A   Sole
SMITH A O CORP  'B'     COMM  831865209       $2,360          84,300.00 Sole  N/A   Sole
SOUTHWEST GAS CORP      COMM  844895102       $3,183         111,200.00 Sole  N/A   Sole
SPRINGS INDS INC        COMM  851783100       $2,827          64,800.00 Sole  N/A   Sole
STANDARD PAC CORP NE    COMM  85375C101       $1,400         107,700.00 Sole  N/A   Sole
STANDARD PRODS CO       COMM  853836104       $1,497          58,400.00 Sole  N/A   Sole
STANDARD REGISTER CO    COMM  853887107       $3,161         102,800.00 Sole  N/A   Sole
STANDEX INTL CORP       COMM  854231107       $1,278          46,700.00 Sole  N/A   Sole
STRIDE RITE CORP        COMM  863314100       $1,740         168,700.00 Sole  N/A   Sole
STURM RUGER & CO INC    COMM  864159108       $1,045          97,800.00 Sole  N/A   Sole
SUPERIOR INDS INTL      COMM  868168105       $2,682          98,200.00 Sole  N/A   Sole
TALBOTS INC             COMM  874161102       $4,320         113,300.00 Sole  N/A   Sole
TECUMSEH PRODS CO       COMM  878895200       $4,494          74,200.00 Sole  N/A   Sole
TEXAS INDS INC          COMM  882491103       $2,775          71,600.00 Sole  N/A   Sole
THOMAS INDS INC         COMM  884425109       $1,175          57,300.00 Sole  N/A   Sole
TIDEWATER INC.          COMM  886423102       $5,780         189,500.00 Sole  N/A   Sole
TIMKEN CO               COMM  887389104       $4,113         210,900.00 Sole  N/A   Sole
TOLL BROTHERS INC       COMM  889478103       $2,695         125,700.00 Sole  N/A   Sole
TOWER AUTOMOTIVE INC    COMM  891707101       $4,065         159,800.00 Sole  N/A   Sole
TRENWICK GROUP INC      COMM  895290104         $953          38,650.00 Sole  N/A   Sole
TRINITY INDS INC        COMM  896522109       $4,931         147,200.00 Sole  N/A   Sole
TUPPERWARE CORP         COMM  899896104       $5,011         196,500.00 Sole  N/A   Sole
UST CORP                COMM  902900109       $4,692         155,100.00 Sole  N/A   Sole
USEC INC                COMM  90333E108       $5,072         341,000.00 Sole  N/A   Sole
UNITED BANKSHS INC W    COMM  909907107       $4,175         157,550.00 Sole  N/A   Sole
UNITED DOMINION INDS    COMM  909914103       $3,494         144,100.00 Sole  N/A   Sole
UNITED ILLUM CO         COMM  910637107       $2,211          52,100.00 Sole  N/A   Sole
UNIVERSAL CORP          COMM  913456109       $3,381         118,900.00 Sole  N/A   Sole
UNIVERSAL FOODS CORP    COMM  913538104       $3,860         182,700.00 Sole  N/A   Sole
USFREIGHTWAYS CORP      COMM  916906100       $4,446          96,000.00 Sole  N/A   Sole
VARCO INTL INC          COMM  922126107       $2,397         221,700.00 Sole  N/A   Sole
VARIAN MED SYS INC      COMM  92220P105       $2,618         103,700.00 Sole  N/A   Sole
WD 40 CO                COMM  929236107       $1,418          56,700.00 Sole  N/A   Sole
WPS RESOURCES CORP      COMM  92931B106       $2,895          96,500.00 Sole  N/A   Sole
WALLACE COMPUTER SVC    COMM  932270101       $3,580         143,200.00 Sole  N/A   Sole
WASHINGTON FED INC      COMM  938824109       $4,459         198,740.00 Sole  N/A   Sole
WATTS INDS INC          COMM  942749102       $1,844          96,100.00 Sole  N/A   Sole
WAUSAU-MOSINEE PAPER    COMM  943315101       $3,213         178,500.00 Sole  N/A   Sole
WELLMAN INC             COMM  949702104       $1,818         114,100.00 Sole  N/A   Sole
WERNER ENTERPRISES I    COMM  950755108       $3,349         161,400.00 Sole  N/A   Sole
WHITNEY HLDG CORP       COMM  966612103       $3,339          84,000.00 Sole  N/A   Sole
WITCO CHEM CORP         COMM  977385103       $3,883         196,600.00 Sole  N/A   Sole
WOLVERINE WORLD WIDE    COMM  978097103       $1,964         140,300.00 Sole  N/A   Sole
WORTHINGTON INDS INC    COMM  981811102       $5,148         313,200.00 Sole  N/A   Sole
WYNNS INTL INC          COMM  983195108       $1,255          68,075.00 Sole  N/A   Sole
YORK INTL CORP NEW      COMM  986670107       $5,823         136,000.00 Sole  N/A   Sole
ZALE CORP NEW           COMM  988858106       $4,964         124,100.00 Sole  N/A   Sole
ZENITH NATL INS CORP    COMM  989390109       $1,532          62,200.00 Sole  N/A   Sole

                                                          21,938,337.01


Brockton Contributory Retirement System - Large Growth

ADC TELECOMMUNICATIO    COMM  000886101           $8             185.00 Sole  N/A   Sole
AFLAC INC               COMM  001055102          $18             368.00 Sole  N/A   Sole
ABBOTT LABS             COMM  002824100          $95           2,093.00 Sole  N/A   Sole
AFFILIATED COMPUTER     COMM  008190100           $3              68.00 Sole  N/A   Sole
AIR PRODS & CHEMS IN    COMM  009158106          $13             314.00 Sole  N/A   Sole
ALLIED SIGNAL INC       COMM  019512102          $48             759.00 Sole  N/A   Sole
ALLTEL CORP             COMM  020039103          $28             390.00 Sole  N/A   Sole
ALTERA CORP             COMM  021441100          $10             268.00 Sole  N/A   Sole
AMBAC INC               COMM  023139108           $5              95.00 Sole  N/A   Sole
AMERICAN BANKRS INS     COMM  024456105           $3              59.00 Sole  N/A   Sole
AMERICAN EXPRESS CO     COMM  025816109          $81             620.00 Sole  N/A   Sole
AMERICAN HOME PRODS     COMM  026609107         $104           1,804.00 Sole  N/A   Sole
AMERN PWR CONVERSION    COMM  029066107           $5             259.00 Sole  N/A   Sole
AMGEN                   COMM  031162100          $43             704.00 Sole  N/A   Sole
ANHEUSER BUSCH COS      COMM  035229103          $46             655.00 Sole  N/A   Sole
APOLLO GROUP INC        COMM  037604105           $3             104.00 Sole  N/A   Sole
APPLIED MATLS INC       COMM  038222105          $38             514.00 Sole  N/A   Sole
ASSOCIATES FIRST CAP    COMM  046008108          $43             984.00 Sole  N/A   Sole
AUTOMATIC DATA PROCE    COMM  053015103          $37             849.00 Sole  N/A   Sole
AUTOZONE INC            COMM  053332102           $6             204.00 Sole  N/A   Sole
AVERY DENNISON CORP     COMM  053611109           $9             155.00 Sole  N/A   Sole
BMC SOFTWARE INC        COMM  055921100          $17             324.00 Sole  N/A   Sole
BANK NEW YORK INC       COMM  064057102          $38           1,049.00 Sole  N/A   Sole
BED BATH & BEYOND IN    COMM  075896100           $7             188.00 Sole  N/A   Sole
BELLSOUTH CORP          COMM  079860102         $120           2,609.00 Sole  N/A   Sole
BRISTOL MYERS SQUIBB    COMM  110122108         $193           2,734.00 Sole  N/A   Sole
BRUNSWICK CORP          COMM  117043109           $3             124.00 Sole  N/A   Sole
CMS ENERGY CORP         COMM  125896100           $7             159.00 Sole  N/A   Sole
CAMPBELL SOUP CO        COMM  134429109          $28             600.00 Sole  N/A   Sole
CAPITAL ONE FINL COR    COMM  14040H105          $15             270.00 Sole  N/A   Sole
CARDINAL HEALTH INC     COMM  14149Y108          $24             375.00 Sole  N/A   Sole
CARNIVAL CRUISE LINE    COMM  143658102          $41             844.00 Sole  N/A   Sole
CATERPILLAR INC         COMM  149123101          $29             482.00 Sole  N/A   Sole
CENTEX CORP             COMM  152312104           $3              80.00 Sole  N/A   Sole
CENTURYTEL INC          COMM  156700106           $8             189.00 Sole  N/A   Sole
CINCINNATI BELL INC     COMM  171870108           $5             183.00 Sole  N/A   Sole
CISCO SYS INC           COMM  17275R102         $284           4,400.00 Sole  N/A   Sole
CINTAS CORP             COMM  172908105          $10             154.00 Sole  N/A   Sole
CLAYTON HOMES INC       COMM  184190106           $2             193.00 Sole  N/A   Sole
CLOROX CO               COMM  189054109          $18             165.00 Sole  N/A   Sole
COASTAL CORP            COMM  190441105          $12             293.00 Sole  N/A   Sole
COCA COLA CO            COMM  191216100         $211           3,400.00 Sole  N/A   Sole
COMAIR CORP             COMM  199789108           $3             129.00 Sole  N/A   Sole
COMPUTER ASSOC INTL     COMM  204912109          $40             728.00 Sole  N/A   Sole
COMPUTER SCIENCES CO    COMM  205363104          $15             219.00 Sole  N/A   Sole
COMVERSE TECHNOLOGY     COMM  205862402           $7              95.00 Sole  N/A   Sole
CRANE CO                COMM  224399105           $3              90.00 Sole  N/A   Sole
DST SYS INC DEL         COMM  233326107           $5              85.00 Sole  N/A   Sole
DANA CORP               COMM  235811106          $11             229.00 Sole  N/A   Sole
DANAHER CORP            COMM  235851102          $11             185.00 Sole  N/A   Sole
DEERE & CO              COMM  244199105          $12             314.00 Sole  N/A   Sole
DELL COMPUTER CORP      COMM  247025109         $129           3,493.00 Sole  N/A   Sole
DOLLAR GEN CORP         COMM  256669102           $9             304.00 Sole  N/A   Sole
DOLLAR TREE STORES I    COMM  256747106           $4              85.00 Sole  N/A   Sole
DONALDSON LUFKIN & S    COMM  257661108          $11             175.00 Sole  N/A   Sole
DOVER CORP              COMM  260003108          $10             295.00 Sole  N/A   Sole
E M C CORP MASS         COMM  268648102          $77           1,395.00 Sole  N/A   Sole
ENSCO INTL INC          COMM  26874Q100           $4             183.00 Sole  N/A   Sole
EDWARD A G INC          COMM  281760108           $4             129.00 Sole  N/A   Sole
ELECTRONICS FOR IMAG    COMM  286082102           $4              73.00 Sole  N/A   Sole
EMERSON ELEC CO         COMM  291011104          $38             600.00 Sole  N/A   Sole
EQUIFAX INC             COMM  294429105           $7             200.00 Sole  N/A   Sole
EQUITABLE COS INC       COMM  29444G107          $21             309.00 Sole  N/A   Sole
EXPRESS SCRIPTS INC     COMM  302182100           $3              49.00 Sole  N/A   Sole
FDX CORP                COMM  31304N107          $22             410.00 Sole  N/A   Sole
FIFTH THIRD BANCORP     COMM  316773100          $25             370.00 Sole  N/A   Sole
FINOVA GROUP INC        COMM  317928109           $4              85.00 Sole  N/A   Sole
FIRST AMER CORP TENN    COMM  318900107           $7             167.00 Sole  N/A   Sole
FORT JAMES CORP         COMM  347471104          $12             304.00 Sole  N/A   Sole
FRANKLIN RES INC        COMM  354613101          $14             344.00 Sole  N/A   Sole
GTE CORP                COMM  362320103         $101           1,339.00 Sole  N/A   Sole
GANNETT INC             COMM  364730101          $27             385.00 Sole  N/A   Sole
GAP INC                 COMM  364760108          $60           1,185.00 Sole  N/A   Sole
GARTNER GROUP INC NE    COMM  366651107           $3             139.00 Sole  N/A   Sole
GENERAL ELEC CO         COMM  369604103         $510           4,509.00 Sole  N/A   Sole
GOODRICH B F CO         COMM  382388106           $4              98.00 Sole  N/A   Sole
HARLEY DAVIDSON INC     COMM  412822108          $11             209.00 Sole  N/A   Sole
HEWLETT PACKARD CO      COMM  428236103         $141           1,400.00 Sole  N/A   Sole
HOME DEPOT INC          COMM  437076102         $131           2,039.00 Sole  N/A   Sole
IMC FERTILIZER GROUP    COMM  449669100           $3             152.00 Sole  N/A   Sole
ILLINOIS TOOL WKS IN    COMM  452308109          $28             344.00 Sole  N/A   Sole
INGERSOLL RAND CO       COMM  456866102          $15             229.00 Sole  N/A   Sole
INTEL CORP              COMM  458140100         $272           4,570.00 Sole  N/A   Sole
INTERPUBLIC GROUP CO    COMM  460690100          $17             195.00 Sole  N/A   Sole
INTIMATE BRANDS INC     COMM  461156101          $17             354.00 Sole  N/A   Sole
JABIL CIRCUIT INC       COMM  466313103           $5             108.00 Sole  N/A   Sole
JOHNSON & JOHNSON       COMM  478160104         $182           1,854.00 Sole  N/A   Sole
JOHNSON CTLS INC        COMM  478366107           $8             119.00 Sole  N/A   Sole
JONES APPAREL GROUP     COMM  480074103           $6             163.00 Sole  N/A   Sole
KLA-TENCOR CORP         COMM  482480100           $8             119.00 Sole  N/A   Sole
KNIGHT RIDDER NEWSPP    COMM  499040103           $6             109.00 Sole  N/A   Sole
KOHLS CORP              COMM  500255104          $17             224.00 Sole  N/A   Sole
LAUDER ESTEE COS INC    COMM  518439104           $9             170.00 Sole  N/A   Sole
LEAR CORP               COMM  521865105           $4              90.00 Sole  N/A   Sole
LEGATO SYS INC          COMM  524651106           $3              54.00 Sole  N/A   Sole
LEXMARK INTL GROUP I    COMM  529771107          $12             180.00 Sole  N/A   Sole
LIMITED INC             COMM  532716107          $13             290.00 Sole  N/A   Sole
LINEAR TECHNOLOGY CO    COMM  535678106          $14             209.00 Sole  N/A   Sole
LOWES COS INC           COMM  548661107          $29             509.00 Sole  N/A   Sole
MBNA CORP               COMM  55262L100          $34           1,103.00 Sole  N/A   Sole
MGIC INVT CORP WIS      COMM  552848103           $7             147.00 Sole  N/A   Sole
MGM GRAND INC           COMM  552953101           $4              83.00 Sole  N/A   Sole
MANPOWER INC            COMM  56418H100           $2             104.00 Sole  N/A   Sole
MARTIN MARIETTA MATL    COMM  573284106           $4              65.00 Sole  N/A   Sole
MASCO CORP              COMM  574599106          $13             459.00 Sole  N/A   Sole
MAXIM INTEGRATED PRO    COMM  57772K101          $12             185.00 Sole  N/A   Sole
MAYTAG CO               COMM  578592107           $9             124.00 Sole  N/A   Sole
MCDONALDS CORP          COMM  580135101          $77           1,868.00 Sole  N/A   Sole
MCGRAW HILL INC         COMM  580645109          $15             275.00 Sole  N/A   Sole
MEDTRONIC INC           COMM  585055106          $63             804.00 Sole  N/A   Sole
MERCK & CO INC          COMM  589331107         $240           3,254.00 Sole  N/A   Sole
MICROSOFT CORP          COMM  594918104         $634           7,027.00 Sole  N/A   Sole
MICROCHIP TECHNOLOGY    COMM  595017104           $3              68.00 Sole  N/A   Sole
MILLER HERMAN INC       COMM  600544100           $2             104.00 Sole  N/A   Sole
MOLEX INC               COMM  608554101           $8             209.00 Sole  N/A   Sole
MORGAN S D WITTER DI    COMM  617446448          $81             785.00 Sole  N/A   Sole
MOTOROLA INC            COMM  620076109          $79             829.00 Sole  N/A   Sole
NABORS INDS INC         COMM  629568106           $3             142.00 Sole  N/A   Sole
NEW YORK TIMES CO       COMM  650111107           $9             239.00 Sole  N/A   Sole
NEWELL RUBBERMAID IN    COMM  651229106          $18             390.00 Sole  N/A   Sole
NORTH FORK BANCORP      COMM  659424105           $4             188.00 Sole  N/A   Sole
NORTHERN TR CORP        COMM  665859104          $15             155.00 Sole  N/A   Sole
NUCOR CORP              COMM  670346105           $6             119.00 Sole  N/A   Sole
OFFICE DEPOT INC        COMM  676220106          $11             513.00 Sole  N/A   Sole
OMNICOM GROUP           COMM  681919106          $20             244.00 Sole  N/A   Sole
ORACLE SYSTEMS CORP     COMM  68389X105          $73           1,978.00 Sole  N/A   Sole
OUTBACK STEAKHOUSE I    COMM  689899102           $4              98.00 Sole  N/A   Sole
PACCAR INC              COMM  693718108           $6             109.00 Sole  N/A   Sole
PARAMETRIC TECHNOLOG    COMM  699173100           $5             368.00 Sole  N/A   Sole
PARKER HANNIFIN CORP    COMM  701094104           $7             147.00 Sole  N/A   Sole
PAYCHEX INC             COMM  704326107          $11             334.00 Sole  N/A   Sole
PFIZER INC              COMM  717081103         $195           1,785.00 Sole  N/A   Sole
PHELPS DODGE CORP       COMM  717265102           $5              78.00 Sole  N/A   Sole
PIXAR                   COMM  725811103           $3              65.00 Sole  N/A   Sole
PRICE T ROWE & ASSOC    COMM  741477103           $6             163.00 Sole  N/A   Sole
PROCTER & GAMBLE CO     COMM  742718109         $163           1,829.00 Sole  N/A   Sole
PROGRESSIVE CORP OHI    COMM  743315103          $15             100.00 Sole  N/A   Sole
PROTECTIVE LIFE CORP    COMM  743674103           $3              90.00 Sole  N/A   Sole
RELIASTAR FINL CORP     COMM  75952U103           $5             118.00 Sole  N/A   Sole
ROBERT HALF INTL INC    COMM  770323103           $3             124.00 Sole  N/A   Sole
ROSS STORES INC         COMM  778296103           $3              63.00 Sole  N/A   Sole
SAFEWAY INC             COMM  786514208          $34             685.00 Sole  N/A   Sole
SANMINA CORP            COMM  800907107           $6              78.00 Sole  N/A   Sole
SARA LEE CORP           COMM  803111103          $28           1,239.00 Sole  N/A   Sole
SCHERING PLOUGH CORP    COMM  806605101         $107           2,029.00 Sole  N/A   Sole
SCHLUMBERGER LTD        COMM  806857108          $47             742.00 Sole  N/A   Sole
SCHWAB CHARLES CP NE    COMM  808513105          $62             565.00 Sole  N/A   Sole
SERVICE CORP INTL       COMM  817565104           $7             368.00 Sole  N/A   Sole
SHERWIN WILLIAMS CO     COMM  824348106           $6             229.00 Sole  N/A   Sole
SMITH INTL INC          COMM  832110100           $3              63.00 Sole  N/A   Sole
SOLECTRON CORP          COMM  834182107          $23             349.00 Sole  N/A   Sole
SOUTHWEST AIRLS CO      COMM  844741108          $14             459.00 Sole  N/A   Sole
STARBUCKS CORP          COMM  855244109           $9             249.00 Sole  N/A   Sole
STATE STR CORP          COMM  857477103          $19             224.00 Sole  N/A   Sole
SUN MICROSYSTEMS INC    COMM  866810104          $73           1,063.00 Sole  N/A   Sole
SUNGARD DATA SYS INC    COMM  867363103           $5             157.00 Sole  N/A   Sole
SYMBOL TECHNOLOGIES     COMM  871508107           $4             120.00 Sole  N/A   Sole
SYNOPSYS INC            COMM  871607107           $6             100.00 Sole  N/A   Sole
TV GUIDE INC            COMM  87307Q109           $4             103.00 Sole  N/A   Sole
TELLABS INC             COMM  879664100          $36             540.00 Sole  N/A   Sole
TERADYNE INC            COMM  880770102           $9             119.00 Sole  N/A   Sole
TEXTRON INC             COMM  883203101          $17             210.00 Sole  N/A   Sole
TOSCO CORP              COMM  891490302           $5             204.00 Sole  N/A   Sole
UAL CORP                COMM  902549500           $5              70.00 Sole  N/A   Sole
UNION CARBIDE CORP      COMM  905581104           $9             182.00 Sole  N/A   Sole
U S WEST INC NEW        COMM  91273H101          $40             683.00 Sole  N/A   Sole
UNITED TECHNOLOGIES     COMM  913017109          $48             664.00 Sole  N/A   Sole
UTILICORP UTD INC       COMM  918005109           $3             124.00 Sole  N/A   Sole
VERITAS SOFTWARE CO     COMM  923436109          $11             113.00 Sole  N/A   Sole
WAL MART STORES INC     COMM  931142103         $296           6,127.00 Sole  N/A   Sole
WARNER LAMBERT CO       COMM  934488107          $81           1,168.00 Sole  N/A   Sole
WATSON PHARMACEUTICA    COMM  942683103           $5             129.00 Sole  N/A   Sole
WILLIAMS COS            COMM  969457100          $25             595.00 Sole  N/A   Sole
WRIGLEY WM JR CO        COMM  982526105          $14             160.00 Sole  N/A   Sole
XILINX INC              COMM  983919101          $11             200.00 Sole  N/A   Sole
XEROX CORP              COMM  984121103          $54             909.00 Sole  N/A   Sole
ZIONS BANCORP           COMM  989701107           $7             109.00 Sole  N/A   Sole
TRANSOCEAN OFFSHORE     COMM  G90076103           $4             134.00 Sole  N/A   Sole

                                              $6,900         110,849.00


CIBA-GEIGY LARGE COMPANY GROWTH

ADC TELECOMMUNICATIO    COMM  000886101         $172           3,785.00 Sole  N/A   Sole
AFLAC INC               COMM  001055102         $363           7,572.00 Sole  N/A   Sole
ABBOTT LABS             COMM  002824100       $1,955          43,080.00 Sole  N/A   Sole
AFFILIATED COMPUTER     COMM  008190100          $66           1,300.00 Sole  N/A   Sole
AIR PRODS & CHEMS IN    COMM  009158106         $262           6,500.00 Sole  N/A   Sole
ALLIED SIGNAL INC       COMM  019512102         $989          15,700.00 Sole  N/A   Sole
ALLTEL CORP             COMM  020039103         $572           8,000.00 Sole  N/A   Sole
ALTERA CORP             COMM  021441100         $205           5,576.00 Sole  N/A   Sole
AMBAC INC               COMM  023139108         $114           1,992.00 Sole  N/A   Sole
AMERICAN BANKRS INS     COMM  024456105          $60           1,100.00 Sole  N/A   Sole
AMERICAN EXPRESS CO     COMM  025816109       $1,666          12,800.00 Sole  N/A   Sole
AMERICAN HOME PRODS     COMM  026609107       $2,133          37,180.00 Sole  N/A   Sole
AMERN PWR CONVERSION    COMM  029066107         $109           5,392.00 Sole  N/A   Sole
AMGEN                   COMM  031162100         $883          14,500.00 Sole  N/A   Sole
ANHEUSER BUSCH COS      COMM  035229103         $961          13,550.00 Sole  N/A   Sole
APOLLO GROUP INC        COMM  037604105          $58           2,200.00 Sole  N/A   Sole
APPLIED MATLS INC       COMM  038222105         $783          10,596.00 Sole  N/A   Sole
ASSOCIATES FIRST CAP    COMM  046008108         $865          19,600.00 Sole  N/A   Sole
AUTOMATIC DATA PROCE    COMM  053015103         $770          17,500.00 Sole  N/A   Sole
AUTOZONE INC            COMM  053332102         $127           4,200.00 Sole  N/A   Sole
AVERY DENNISON CORP     COMM  053611109         $192           3,184.00 Sole  N/A   Sole
BMC SOFTWARE INC        COMM  055921100         $362           6,695.00 Sole  N/A   Sole
BANK NEW YORK INC       COMM  064057102         $790          21,521.00 Sole  N/A   Sole
BED BATH & BEYOND IN    COMM  075896100         $150           3,900.00 Sole  N/A   Sole
BELLSOUTH CORP          COMM  079860102       $2,477          53,700.00 Sole  N/A   Sole
BRISTOL MYERS SQUIBB    COMM  110122108       $3,965          56,296.00 Sole  N/A   Sole
BRUNSWICK CORP          COMM  117043109          $72           2,600.00 Sole  N/A   Sole
CMS ENERGY CORP         COMM  125896100         $138           3,284.00 Sole  N/A   Sole
CAMPBELL SOUP CO        COMM  134429109         $575          12,400.00 Sole  N/A   Sole
CAPITAL ONE FINL COR    COMM  14040H105         $312           5,600.00 Sole  N/A   Sole
CARDINAL HEALTH INC     COMM  14149Y108         $496           7,731.00 Sole  N/A   Sole
CARNIVAL CRUISE LINE    COMM  143658102         $844          17,396.00 Sole  N/A   Sole
CATERPILLAR INC         COMM  149123101         $576           9,600.00 Sole  N/A   Sole
CENTEX CORP             COMM  152312104          $61           1,632.00 Sole  N/A   Sole
CENTURYTEL INC          COMM  156700106         $155           3,894.00 Sole  N/A   Sole
CINCINNATI BELL INC     COMM  171870108          $96           3,844.00 Sole  N/A   Sole
CISCO SYS INC           COMM  17275R102       $5,831          90,494.00 Sole  N/A   Sole
CINTAS CORP             COMM  172908105         $215           3,199.00 Sole  N/A   Sole
CLAYTON HOMES INC       COMM  184190106          $47           4,080.00 Sole  N/A   Sole
CLOROX CO               COMM  189054109         $363           3,398.00 Sole  N/A   Sole
COASTAL CORP            COMM  190441105         $244           6,056.00 Sole  N/A   Sole
COCA COLA CO            COMM  191216100       $4,340          70,000.00 Sole  N/A   Sole
COMAIR CORP             COMM  199789108          $56           2,686.00 Sole  N/A   Sole
COMPUTER ASSOC INTL     COMM  204912109         $794          14,500.00 Sole  N/A   Sole
COMPUTER SCIENCES CO    COMM  205363104         $311           4,496.00 Sole  N/A   Sole
COMVERSE TECHNOLOGY     COMM  205862402         $147           1,942.00 Sole  N/A   Sole
CRANE CO                COMM  224399105          $58           1,850.00 Sole  N/A   Sole
DST SYS INC DEL         COMM  233326107         $113           1,798.00 Sole  N/A   Sole
DANA CORP               COMM  235811106         $218           4,728.00 Sole  N/A   Sole
DANAHER CORP            COMM  235851102         $225           3,876.00 Sole  N/A   Sole
DEERE & CO              COMM  244199105         $247           6,300.00 Sole  N/A   Sole
DELL COMPUTER CORP      COMM  247025109       $2,660          71,900.00 Sole  N/A   Sole
DOLLAR GEN CORP         COMM  256669102         $181           6,235.00 Sole  N/A   Sole
DOLLAR TREE STORES I    COMM  256747106          $76           1,732.00 Sole  N/A   Sole
DONALDSON LUFKIN & S    COMM  257661108         $216           3,587.00 Sole  N/A   Sole
DOVER CORP              COMM  260003108         $210           6,000.00 Sole  N/A   Sole
E M C CORP MASS         COMM  268648102       $1,581          28,740.00 Sole  N/A   Sole
ENSCO INTL INC          COMM  26874Q100          $76           3,800.00 Sole  N/A   Sole
EDWARD A G INC          COMM  281760108          $85           2,650.00 Sole  N/A   Sole
ELECTRONICS FOR IMAG    COMM  286082102          $72           1,400.00 Sole  N/A   Sole
EMERSON ELEC CO         COMM  291011104         $780          12,388.00 Sole  N/A   Sole
EQUIFAX INC             COMM  294429105         $146           4,100.00 Sole  N/A   Sole
EQUITABLE COS INC       COMM  29444G107         $427           6,376.00 Sole  N/A   Sole
EXPRESS SCRIPTS INC     COMM  302182100          $60           1,000.00 Sole  N/A   Sole
FDX CORP                COMM  31304N107         $455           8,392.00 Sole  N/A   Sole
FIFTH THIRD BANCORP     COMM  316773100         $507           7,610.00 Sole  N/A   Sole
FINOVA GROUP INC        COMM  317928109          $89           1,699.00 Sole  N/A   Sole
FIRST AMER CORP TENN    COMM  318900107         $137           3,300.00 Sole  N/A   Sole
FORT JAMES CORP         COMM  347471104         $235           6,200.00 Sole  N/A   Sole
FRANKLIN RES INC        COMM  354613101         $288           7,100.00 Sole  N/A   Sole
GTE CORP                COMM  362320103       $2,084          27,600.00 Sole  N/A   Sole
GANNETT INC             COMM  364730101         $564           7,900.00 Sole  N/A   Sole
GAP INC                 COMM  364760108       $1,228          24,387.00 Sole  N/A   Sole
GARTNER GROUP INC NE    COMM  366651107          $59           2,889.00 Sole  N/A   Sole
GENERAL ELEC CO         COMM  369604103      $10,475          92,700.00 Sole  N/A   Sole
GOODRICH B F CO         COMM  382388106          $85           2,000.00 Sole  N/A   Sole
HARLEY DAVIDSON INC     COMM  412822108         $238           4,378.00 Sole  N/A   Sole
HEWLETT PACKARD CO      COMM  428236103       $2,894          28,796.00 Sole  N/A   Sole
HOME DEPOT INC          COMM  437076102       $2,706          41,988.00 Sole  N/A   Sole
IMC FERTILIZER GROUP    COMM  449669100          $52           3,000.00 Sole  N/A   Sole
ILLINOIS TOOL WKS IN    COMM  452308109         $580           7,100.00 Sole  N/A   Sole
INGERSOLL RAND CO       COMM  456866102         $307           4,750.00 Sole  N/A   Sole
INTEL CORP              COMM  458140100       $5,599          94,096.00 Sole  N/A   Sole
INTERPUBLIC GROUP CO    COMM  460690100         $347           4,000.00 Sole  N/A   Sole
INTIMATE BRANDS INC     COMM  461156101         $348           7,345.00 Sole  N/A   Sole
JABIL CIRCUIT INC       COMM  466313103          $99           2,200.00 Sole  N/A   Sole
JOHNSON & JOHNSON       COMM  478160104       $3,744          38,200.00 Sole  N/A   Sole
JOHNSON CTLS INC        COMM  478366107         $169           2,444.00 Sole  N/A   Sole
JONES APPAREL GROUP     COMM  480074103         $117           3,400.00 Sole  N/A   Sole
KLA-TENCOR CORP         COMM  482480100         $162           2,490.00 Sole  N/A   Sole
KNIGHT RIDDER NEWSPP    COMM  499040103         $121           2,200.00 Sole  N/A   Sole
KOHLS CORP              COMM  500255104         $353           4,596.00 Sole  N/A   Sole
LAUDER ESTEE COS INC    COMM  518439104         $175           3,486.00 Sole  N/A   Sole
LEAR CORP               COMM  521865105          $95           1,900.00 Sole  N/A   Sole
LEGATO SYS INC          COMM  524651106          $64           1,100.00 Sole  N/A   Sole
LEXMARK INTL GROUP I    COMM  529771107         $242           3,700.00 Sole  N/A   Sole
LIMITED INC             COMM  532716107         $259           5,700.00 Sole  N/A   Sole
LINEAR TECHNOLOGY CO    COMM  535678106         $289           4,300.00 Sole  N/A   Sole
LOWES COS INC           COMM  548661107         $595          10,500.00 Sole  N/A   Sole
MBNA CORP               COMM  55262L100         $695          22,709.00 Sole  N/A   Sole
MGIC INVT CORP WIS      COMM  552848103         $146           3,000.00 Sole  N/A   Sole
MGM GRAND INC           COMM  552953101          $83           1,700.00 Sole  N/A   Sole
MANPOWER INC            COMM  56418H100          $50           2,200.00 Sole  N/A   Sole
MARTIN MARIETTA MATL    COMM  573284106          $77           1,300.00 Sole  N/A   Sole
MASCO CORP              COMM  574599106         $273           9,465.00 Sole  N/A   Sole
MAXIM INTEGRATED PRO    COMM  57772K101         $252           3,786.00 Sole  N/A   Sole
MAYTAG CO               COMM  578592107         $174           2,492.00 Sole  N/A   Sole
MCDONALDS CORP          COMM  580135101       $1,583          38,500.00 Sole  N/A   Sole
MCGRAW HILL INC         COMM  580645109         $302           5,600.00 Sole  N/A   Sole
MEDTRONIC INC           COMM  585055106       $1,289          16,558.00 Sole  N/A   Sole
MERCK & CO INC          COMM  589331107       $4,926          66,900.00 Sole  N/A   Sole
MICROSOFT CORP          COMM  594918104      $13,035         144,528.00 Sole  N/A   Sole
MICROCHIP TECHNOLOGY    COMM  595017104          $62           1,300.00 Sole  N/A   Sole
MILLER HERMAN INC       COMM  600544100          $46           2,200.00 Sole  N/A   Sole
MOLEX INC               COMM  608554101         $162           4,384.00 Sole  N/A   Sole
MORGAN S D WITTER DI    COMM  617446448       $1,663          16,200.00 Sole  N/A   Sole
MOTOROLA INC            COMM  620076109       $1,620          17,100.00 Sole  N/A   Sole
NABORS INDS INC         COMM  629568106          $71           2,900.00 Sole  N/A   Sole
NEW YORK TIMES CO       COMM  650111107         $184           5,000.00 Sole  N/A   Sole
NEWELL RUBBERMAID IN    COMM  651229106         $370           7,984.00 Sole  N/A   Sole
NORTH FORK BANCORP      COMM  659424105          $84           3,936.00 Sole  N/A   Sole
NORTHERN TR CORP        COMM  665859104         $310           3,200.00 Sole  N/A   Sole
NUCOR CORP              COMM  670346105         $119           2,500.00 Sole  N/A   Sole
OFFICE DEPOT INC        COMM  676220106         $234          10,606.00 Sole  N/A   Sole
OMNICOM GROUP           COMM  681919106         $407           5,092.00 Sole  N/A   Sole
ORACLE SYSTEMS CORP     COMM  68389X105       $1,515          40,800.00 Sole  N/A   Sole
OUTBACK STEAKHOUSE I    COMM  689899102          $79           2,000.00 Sole  N/A   Sole
PACCAR INC              COMM  693718108         $117           2,196.00 Sole  N/A   Sole
PARAMETRIC TECHNOLOG    COMM  699173100         $106           7,656.00 Sole  N/A   Sole
PARKER HANNIFIN CORP    COMM  701094104         $137           3,000.00 Sole  N/A   Sole
PAYCHEX INC             COMM  704326107         $222           6,950.00 Sole  N/A   Sole
PFIZER INC              COMM  717081103       $3,999          36,684.00 Sole  N/A   Sole
PHELPS DODGE CORP       COMM  717265102          $93           1,500.00 Sole  N/A   Sole
PIXAR                   COMM  725811103          $56           1,300.00 Sole  N/A   Sole
PRICE T ROWE & ASSOC    COMM  741477103         $130           3,396.00 Sole  N/A   Sole
PROCTER & GAMBLE CO     COMM  742718109       $3,365          37,700.00 Sole  N/A   Sole
PROGRESSIVE CORP OHI    COMM  743315103         $305           2,100.00 Sole  N/A   Sole
PROTECTIVE LIFE CORP    COMM  743674103          $62           1,827.00 Sole  N/A   Sole
RELIASTAR FINL CORP     COMM  75952U103         $105           2,400.00 Sole  N/A   Sole
ROBERT HALF INTL INC    COMM  770323103          $64           2,496.00 Sole  N/A   Sole
ROSS STORES INC         COMM  778296103          $60           1,200.00 Sole  N/A   Sole
SAFEWAY INC             COMM  786514208         $695          14,044.00 Sole  N/A   Sole
SANMINA CORP            COMM  800907107         $114           1,500.00 Sole  N/A   Sole
SARA LEE CORP           COMM  803111103         $581          25,605.00 Sole  N/A   Sole
SCHERING PLOUGH CORP    COMM  806605101       $2,189          41,692.00 Sole  N/A   Sole
SCHLUMBERGER LTD        COMM  806857108         $860          13,500.00 Sole  N/A   Sole
SCHWAB CHARLES CP NE    COMM  808513105       $1,269          11,644.00 Sole  N/A   Sole
SERVICE CORP INTL       COMM  817565104         $148           7,699.00 Sole  N/A   Sole
SHERWIN WILLIAMS CO     COMM  824348106         $133           4,800.00 Sole  N/A   Sole
SMITH INTL INC          COMM  832110100          $56           1,300.00 Sole  N/A   Sole
SOLECTRON CORP          COMM  834182107         $480           7,191.00 Sole  N/A   Sole
SOUTHWEST AIRLS CO      COMM  844741108         $294           9,442.00 Sole  N/A   Sole
STARBUCKS CORP          COMM  855244109         $191           5,092.00 Sole  N/A   Sole
STATE STR CORP          COMM  857477103         $393           4,600.00 Sole  N/A   Sole
SUN MICROSYSTEMS INC    COMM  866810104       $1,515          21,992.00 Sole  N/A   Sole
SUNGARD DATA SYS INC    COMM  867363103         $104           3,000.00 Sole  N/A   Sole
SYMBOL TECHNOLOGIES     COMM  871508107          $92           2,500.00 Sole  N/A   Sole
SYNOPSYS INC            COMM  871607107         $110           1,999.00 Sole  N/A   Sole
TV GUIDE INC            COMM  87307Q109          $77           2,100.00 Sole  N/A   Sole
TELLABS INC             COMM  879664100         $748          11,068.00 Sole  N/A   Sole
TERADYNE INC            COMM  880770102         $172           2,391.00 Sole  N/A   Sole
TEXTRON INC             COMM  883203101         $354           4,300.00 Sole  N/A   Sole
TOSCO CORP              COMM  891490302         $112           4,320.00 Sole  N/A   Sole
UAL CORP                COMM  902549500          $97           1,500.00 Sole  N/A   Sole
UNION CARBIDE CORP      COMM  905581104         $176           3,600.00 Sole  N/A   Sole
U S WEST INC NEW        COMM  91273H101         $799          13,600.00 Sole  N/A   Sole
UNITED TECHNOLOGIES     COMM  913017109         $986          13,700.00 Sole  N/A   Sole
UTILICORP UTD INC       COMM  918005109          $63           2,610.00 Sole  N/A   Sole
VERITAS SOFTWARE CO     COMM  923436109         $218           2,300.00 Sole  N/A   Sole
WAL MART STORES INC     COMM  931142103       $6,084         126,100.00 Sole  N/A   Sole
WARNER LAMBERT CO       COMM  934488107       $1,658          23,992.00 Sole  N/A   Sole
WATSON PHARMACEUTICA    COMM  942683103          $95           2,696.00 Sole  N/A   Sole
WILLIAMS COS            COMM  969457100         $520          12,208.00 Sole  N/A   Sole
WRIGLEY WM JR CO        COMM  982526105         $294           3,300.00 Sole  N/A   Sole
XILINX INC              COMM  983919101         $235           4,100.00 Sole  N/A   Sole
XEROX CORP              COMM  984121103       $1,110          18,796.00 Sole  N/A   Sole
ZIONS BANCORP           COMM  989701107         $146           2,292.00 Sole  N/A   Sole
TRANSOCEAN OFFSHORE     COMM  G90076103          $74           2,800.00 Sole  N/A   Sole

                                            $141,783       2,277,875.00


City Of Providence MidCap Growth Fund

AGCO CORP               COMM  001084102          $25           2,245.00 Sole  N/A   Sole
ADTRAN INC              COMM  00738A106          $54           1,490.00 Sole  N/A   Sole
AFFILIATED COMPUTER     COMM  008190100          $94           1,860.00 Sole  N/A   Sole
AIRBORNE FGHT CORP      COMM  009266107          $51           1,835.00 Sole  N/A   Sole
ALASKA AIRGROUP         COMM  011659109          $42             995.00 Sole  N/A   Sole
ALBANY INTL CORP        COMM  012348108          $24           1,120.00 Sole  N/A   Sole
ALTERA CORP             COMM  021441100         $276           7,485.00 Sole  N/A   Sole
AMERICA WEST HLDG CO    COMM  023657208          $26           1,390.00 Sole  N/A   Sole
AMERICAN BANKRS INS     COMM  024456105          $89           1,630.00 Sole  N/A   Sole
AMERN PWR CONVERSION    COMM  029066107         $146           7,245.00 Sole  N/A   Sole
AMERICREDIT CORP        COMM  03060R101          $39           2,410.00 Sole  N/A   Sole
ANCHOR GAMING           COMM  033037102          $22             450.00 Sole  N/A   Sole
ANDREW CORP             COMM  034425108          $59           3,105.00 Sole  N/A   Sole
APOLLO GROUP INC        COMM  037604105          $78           2,955.00 Sole  N/A   Sole
APPLEBEES INTL INC      COMM  037899101          $33           1,110.00 Sole  N/A   Sole
APTARGROUP INC          COMM  038336103          $41           1,370.00 Sole  N/A   Sole
ARROW ELECTRS INC       COMM  042735100          $68           3,575.00 Sole  N/A   Sole
ASTORIA FINL CORP       COMM  046265104          $92           2,095.00 Sole  N/A   Sole
ATLAS AIR INC           COMM  049164106          $42           1,295.00 Sole  N/A   Sole
AVNET INC               COMM  053807103          $62           1,330.00 Sole  N/A   Sole
BISYS GROUP INC         COMM  055472104          $60           1,020.00 Sole  N/A   Sole
BJ SVCS CO              COMM  055482103          $79           2,670.00 Sole  N/A   Sole
BALL CORP               COMM  058498106          $49           1,155.00 Sole  N/A   Sole
BELDEN INC              COMM  077459105          $22             920.00 Sole  N/A   Sole
BEMIS INC               COMM  081437105          $79           1,975.00 Sole  N/A   Sole
BLOUNT INTL INC         COMM  095177101          $38           1,400.00 Sole  N/A   Sole
BLYTHE INDUSTRIES IN    COMM  09643P108          $63           1,840.00 Sole  N/A   Sole
BORG-WARNER AUTOMOTI    COMM  099724106          $56           1,010.00 Sole  N/A   Sole
BRUNSWICK CORP          COMM  117043109          $97           3,470.00 Sole  N/A   Sole
BUCKEYE TECHNOLOGIES    COMM  118255108          $20           1,335.00 Sole  N/A   Sole
BUCKLE INC              COMM  118440106          $24             830.00 Sole  N/A   Sole
BURR BROWN CORP         COMM  122574106          $51           1,380.00 Sole  N/A   Sole
CBRL GROUP INC          COMM  12489V106          $39           2,265.00 Sole  N/A   Sole
CDW COMPUTER CTRS IN    COMM  125129106          $72           1,630.00 Sole  N/A   Sole
CTS CORP                COMM  126501105          $36             520.00 Sole  N/A   Sole
CABOT CORP              COMM  127055101          $61           2,510.00 Sole  N/A   Sole
CAMBRIDGE TECH PARTN    COMM  132524109          $40           2,250.00 Sole  N/A   Sole
CARLISLE CORP           COMM  142339100          $55           1,140.00 Sole  N/A   Sole
CATALINA MARKETING C    COMM  148867104          $64             700.00 Sole  N/A   Sole
CENTEX CORP             COMM  152312104          $84           2,245.00 Sole  N/A   Sole
CENTEX CONSTRUCTION     COMM  15231R109          $26             750.00 Sole  N/A   Sole
CENTRAL GARDEN & PET    COMM  153527106          $10             995.00 Sole  N/A   Sole
CENTRAL NEWSPAPERS I    COMM  154647101          $50           1,335.00 Sole  N/A   Sole
CENTRAL PKG CORP        COMM  154785109          $47           1,385.00 Sole  N/A   Sole
CENTURA BKS INC         COMM  15640T100          $61           1,075.00 Sole  N/A   Sole
CENTURY BUSINESS SVC    COMM  156490104          $42           2,900.00 Sole  N/A   Sole
CHAMPION ENTERPRISES    COMM  158496109          $34           1,830.00 Sole  N/A   Sole
CIBER INC               COMM  17163B102          $42           2,205.00 Sole  N/A   Sole
CINCINNATI BELL INC     COMM  171870108         $130           5,195.00 Sole  N/A   Sole
CITY NATL CORP          COMM  178566105          $65           1,725.00 Sole  N/A   Sole
CLAIRES STORES INC      COMM  179584107          $49           1,915.00 Sole  N/A   Sole
CLAYTON HOMES INC       COMM  184190106          $62           5,455.00 Sole  N/A   Sole
COMAIR CORP             COMM  199789108          $76           3,675.00 Sole  N/A   Sole
COMMERCE BANCORP INC    COMM  200519106          $44           1,040.00 Sole  N/A   Sole
COMMERCE BANCSHARES     COMM  200525103          $92           2,290.00 Sole  N/A   Sole
COMMUNITY FIRST BANK    COMM  203902101          $42           1,775.00 Sole  N/A   Sole
COMPASS BANCSHARES I    COMM  20449H109         $117           4,280.00 Sole  N/A   Sole
COMPUTER HORIZONS CO    COMM  205908106          $16           1,185.00 Sole  N/A   Sole
COOPER TIRE & RUBR      COMM  216831107          $68           2,860.00 Sole  N/A   Sole
CORDANT TECHNOLOGIES    COMM  218412104          $62           1,380.00 Sole  N/A   Sole
CRANE CO                COMM  224399105          $81           2,565.00 Sole  N/A   Sole
CULLEN FROST BANKERS    COMM  229899109          $56           2,020.00 Sole  N/A   Sole
CYTEC INDS INC          COMM  232820100          $51           1,615.00 Sole  N/A   Sole
DII GROUP INC           COMM  232949107          $43           1,155.00 Sole  N/A   Sole
D R HORTON INC          COMM  23331A109          $40           2,420.00 Sole  N/A   Sole
DST SYS INC DEL         COMM  233326107         $150           2,380.00 Sole  N/A   Sole
DALLAS SEMICONDUCTOR    COMM  235204104          $55           1,085.00 Sole  N/A   Sole
DENTSPLY INTL INC NE    COMM  249030107          $57           1,990.00 Sole  N/A   Sole
DEXTER CORP             COMM  252165105          $36             870.00 Sole  N/A   Sole
DIEBOLD INC             COMM  253651103          $75           2,605.00 Sole  N/A   Sole
DIONEX CORP             COMM  254546104          $34             845.00 Sole  N/A   Sole
DOLLAR TREE STORES I    COMM  256747106         $102           2,315.00 Sole  N/A   Sole
DONALDSON INC           COMM  257651109          $43           1,760.00 Sole  N/A   Sole
ENSCO INTL INC          COMM  26874Q100         $103           5,175.00 Sole  N/A   Sole
EDWARD A G INC          COMM  281760108         $115           3,565.00 Sole  N/A   Sole
ELECTRONICS FOR IMAG    COMM  286082102         $104           2,030.00 Sole  N/A   Sole
ETHAN ALLEN INTERIOR    COMM  297602104          $58           1,545.00 Sole  N/A   Sole
EVEREST REINS HLDGS     COMM  299808105          $60           1,835.00 Sole  N/A   Sole
EXPEDITORS INTL WASH    COMM  302130109          $51           1,885.00 Sole  N/A   Sole
EXPRESS SCRIPTS INC     COMM  302182100          $86           1,425.00 Sole  N/A   Sole
FASTENAL CO             COMM  311900104          $75           1,435.00 Sole  N/A   Sole
FINOVA GROUP INC        COMM  317928109         $121           2,305.00 Sole  N/A   Sole
FISERV INC              COMM  337738108         $146           4,655.00 Sole  N/A   Sole
FLEETWOOD ENTERPRISE    COMM  339099103          $35           1,315.00 Sole  N/A   Sole
FLOWSERVE CORP          COMM  34354P105          $27           1,415.00 Sole  N/A   Sole
FREMONT GEN CORP        COMM  357288109          $50           2,645.00 Sole  N/A   Sole
FURNITURE BRANDS INT    COMM  360921100          $54           1,940.00 Sole  N/A   Sole
G & K SVCS INC          COMM  361268105          $41             775.00 Sole  N/A   Sole
GARTNER GROUP INC NE    COMM  366651107          $79           3,850.00 Sole  N/A   Sole
GENERAL NUTRITION CO    COMM  37047F103          $60           2,560.00 Sole  N/A   Sole
GENTEX CORP             COMM  371901109          $77           2,745.00 Sole  N/A   Sole
GLOBAL MARINE INC       COMM  379352404         $102           6,550.00 Sole  N/A   Sole
GOLDEN ST BANCORP IN    COMM  381197102         $114           5,050.00 Sole  N/A   Sole
GOODRICH B F CO         COMM  382388106         $119           2,810.00 Sole  N/A   Sole
GOODYS FAMILY CLOTHI    COMM  382588101          $14           1,255.00 Sole  N/A   Sole
HCC INS HLDGS INC       COMM  404132102          $42           1,840.00 Sole  N/A   Sole
HAYES LEMMERZ INTL I    COMM  420781106          $34           1,145.00 Sole  N/A   Sole
HELMERICH & PAYNE IN    COMM  423452101          $44           1,865.00 Sole  N/A   Sole
HIBERNIA CORP           COMM  428656102          $95           6,040.00 Sole  N/A   Sole
HOLLINGER INTL INC      COMM  435569108          $48           4,065.00 Sole  N/A   Sole
HON INDS INC            COMM  438092108          $67           2,310.00 Sole  N/A   Sole
IBP INC                 COMM  449223106          $83           3,480.00 Sole  N/A   Sole
IMC FERTILIZER GROUP    COMM  449669100          $75           4,320.00 Sole  N/A   Sole
INTERFACE FLOORING      COMM  458665106          $17           1,990.00 Sole  N/A   Sole
INTERIM SVCS INC        COMM  45868P100          $34           1,670.00 Sole  N/A   Sole
INTERSTATE BAKERIES     COMM  46072H108          $59           2,650.00 Sole  N/A   Sole
JLG INDS INC            COMM  466210101          $34           1,665.00 Sole  N/A   Sole
JABIL CIRCUIT INC       COMM  466313103         $140           3,095.00 Sole  N/A   Sole
JACOBS ENGR GROUP IN    COMM  469814107          $37             980.00 Sole  N/A   Sole
JONES PHARMA INC        COMM  480236108          $43           1,090.00 Sole  N/A   Sole
K N ENERGY INC          COMM  482620101          $36           2,670.00 Sole  N/A   Sole
KAYDON CORP             COMM  486587108          $41           1,205.00 Sole  N/A   Sole
LAFARGE CORP            COMM  505862102          $97           2,735.00 Sole  N/A   Sole
LANCASTER COLONY COR    COMM  513847103          $53           1,550.00 Sole  N/A   Sole
LATTICE SEMICONDUCTO    COMM  518415104          $55             885.00 Sole  N/A   Sole
LEAR CORP               COMM  521865105         $126           2,525.00 Sole  N/A   Sole
LEGATO SYS INC          COMM  524651106          $89           1,535.00 Sole  N/A   Sole
LINCARE HLDGS INC       COMM  532791100          $55           2,205.00 Sole  N/A   Sole
LINCOLN ELEC HLDGS I    COMM  533900106          $35           1,725.00 Sole  N/A   Sole
LIZ CLAIBORNE           COMM  539320101          $87           2,380.00 Sole  N/A   Sole
MGM GRAND INC           COMM  552953101         $115           2,345.00 Sole  N/A   Sole
MACDERMID INC           COMM  554273102          $44             950.00 Sole  N/A   Sole
MANITOWOC INC           COMM  563571108          $41             980.00 Sole  N/A   Sole
MANPOWER INC            COMM  56418H100          $68           2,985.00 Sole  N/A   Sole
MARTIN MARIETTA MATL    COMM  573284106         $104           1,765.00 Sole  N/A   Sole
MCCORMICK & CO INC      COMM  579780206          $85           2,695.00 Sole  N/A   Sole
MENS WEARHOUSE INC      COMM  587118100          $38           1,485.00 Sole  N/A   Sole
MERCANTILE BANKSHARE    COMM  587405101          $93           2,630.00 Sole  N/A   Sole
MEREDITH CORP           COMM  589433101          $68           1,960.00 Sole  N/A   Sole
MICREL INC              COMM  594793101          $57             765.00 Sole  N/A   Sole
MICROCHIP TECHNOLOGY    COMM  595017104          $91           1,915.00 Sole  N/A   Sole
MILACRON INC            COMM  598709103          $26           1,395.00 Sole  N/A   Sole
MILLENNIUM CHEMICALS    COMM  599903101          $69           2,940.00 Sole  N/A   Sole
MILLER HERMAN INC       COMM  600544100          $63           3,000.00 Sole  N/A   Sole
MINERALS TECHNOLOGIE    COMM  603158106          $45             815.00 Sole  N/A   Sole
MIRAGE RESORTS INC      COMM  60462E104         $126           7,505.00 Sole  N/A   Sole
MODIS PROFESSIONAL S    COMM  607830106          $49           3,615.00 Sole  N/A   Sole
MOHAWK INDS INC         COMM  608190104          $69           2,285.00 Sole  N/A   Sole
MUELLER INDS INC        COMM  624756102          $46           1,355.00 Sole  N/A   Sole
NABORS INDS INC         COMM  629568106          $98           4,040.00 Sole  N/A   Sole
NATIONAL INSTRS CORP    COMM  636518102          $50           1,250.00 Sole  N/A   Sole
NATIONAL SVC INDS IN    COMM  637657107          $55           1,540.00 Sole  N/A   Sole
NAUTICA ENTERPRISES     COMM  639089101          $22           1,305.00 Sole  N/A   Sole
NAVISTAR INTL CORP N    COMM  63934E108         $125           2,500.00 Sole  N/A   Sole
NOBLE DRILLING CORP     COMM  655042109          $98           4,955.00 Sole  N/A   Sole
NOVELLUS SYS INC        COMM  670008101         $100           1,465.00 Sole  N/A   Sole
OAKWOOD HOMES CORP      COMM  674098108          $23           1,775.00 Sole  N/A   Sole
OMNICARE INC            COMM  681904108          $43           3,420.00 Sole  N/A   Sole
OUTBACK STEAKHOUSE I    COMM  689899102         $111           2,830.00 Sole  N/A   Sole
PMI GROUP INC           COMM  69344M101          $71           1,135.00 Sole  N/A   Sole
PAIRGAIN TECHNOLOGIE    COMM  695934109          $31           2,655.00 Sole  N/A   Sole
PAPA JOHNS INTL INC     COMM  698813102          $51           1,140.00 Sole  N/A   Sole
PATTERSON DENTAL CO     COMM  703412106          $44           1,270.00 Sole  N/A   Sole
PENTAIR INDS INC        COMM  709631105          $74           1,610.00 Sole  N/A   Sole
PHELPS DODGE CORP       COMM  717265102         $136           2,190.00 Sole  N/A   Sole
PRECISION CASTPARTS     COMM  740189105          $39             925.00 Sole  N/A   Sole
PRIME HOSPITALITY CO    COMM  741917108          $23           1,935.00 Sole  N/A   Sole
PRIDE INTL INC          COMM  741932107          $20           1,900.00 Sole  N/A   Sole
PROFIT RECOVERY GROU    COMM  743168106          $48           1,025.00 Sole  N/A   Sole
PROTECTIVE LIFE CORP    COMM  743674103          $83           2,435.00 Sole  N/A   Sole
PROVIDENT FINL GROUP    COMM  743866105          $70           1,610.00 Sole  N/A   Sole
QUORUM HEALTH GROUP     COMM  749084109          $35           2,755.00 Sole  N/A   Sole
RADIAN GROUP INC        COMM  750236101          $68           1,395.00 Sole  N/A   Sole
RAYCHEM CORP            COMM  754603108         $108           2,920.00 Sole  N/A   Sole
RAYMOND JAMES FINL I    COMM  754730109          $43           1,795.00 Sole  N/A   Sole
REINSURANCE GROUP AM    COMM  759351109          $50           1,430.00 Sole  N/A   Sole
RENAL CARE GROUP INC    COMM  759930100          $43           1,675.00 Sole  N/A   Sole
REYNOLDS & REYNOLDS     COMM  761695105          $68           2,905.00 Sole  N/A   Sole
RICHFOOD HLDGS INC      COMM  763408101          $32           1,800.00 Sole  N/A   Sole
ROBERT HALF INTL INC    COMM  770323103          $89           3,450.00 Sole  N/A   Sole
ROPER INDS INC NEW      COMM  776696106          $37           1,145.00 Sole  N/A   Sole
ROSS STORES INC         COMM  778296103          $88           1,745.00 Sole  N/A   Sole
SCI SYS INC             COMM  783890106         $129           2,725.00 Sole  N/A   Sole
SEI CORP                COMM  784117103          $59             670.00 Sole  N/A   Sole
SLI INC                 COMM  78442T108          $30           1,110.00 Sole  N/A   Sole
SAFEGUARD SCIENTIFIC    COMM  786449108          $77           1,215.00 Sole  N/A   Sole
SANMINA CORP            COMM  800907107         $164           2,160.00 Sole  N/A   Sole
SAWTEK INC              COMM  805468105          $36             790.00 Sole  N/A   Sole
SHARED MED SYS CORP     COMM  819486101          $66           1,005.00 Sole  N/A   Sole
SHOPKO STORES INC       COMM  824911101          $36             990.00 Sole  N/A   Sole
SMITH INTL INC          COMM  832110100          $80           1,845.00 Sole  N/A   Sole
SMITHFIELD FOODS INC    COMM  832248108          $53           1,580.00 Sole  N/A   Sole
SOTHEBYS HLDGS INC      COMM  835898107          $83           2,175.00 Sole  N/A   Sole
SOUTHDOWN INC           COMM  841297104          $93           1,445.00 Sole  N/A   Sole
SWIFT TRANSN CO         COMM  870756103          $53           2,415.00 Sole  N/A   Sole
SYLVAN LEARNING SYS     COMM  871399101          $53           1,955.00 Sole  N/A   Sole
SYMBOL TECHNOLOGIES     COMM  871508107         $123           3,325.00 Sole  N/A   Sole
SYNOPSYS INC            COMM  871607107         $148           2,675.00 Sole  N/A   Sole
TV GUIDE INC            COMM  87307Q109         $106           2,905.00 Sole  N/A   Sole
TECH DATA CORP          COMM  878237106          $74           1,930.00 Sole  N/A   Sole
TELEFLEX INC            COMM  879369106          $62           1,420.00 Sole  N/A   Sole
THOMAS & BETTS CORP     COMM  884315102         $101           2,145.00 Sole  N/A   Sole
TIDEWATER INC.          COMM  886423102          $64           2,095.00 Sole  N/A   Sole
TIFFANY & CO NEW        COMM  886547108         $128           1,325.00 Sole  N/A   Sole
TOLL BROTHERS INC       COMM  889478103          $30           1,390.00 Sole  N/A   Sole
TOTAL RENAL CARE HLD    COMM  89151A107          $48           3,060.00 Sole  N/A   Sole
TOWER AUTOMOTIVE INC    COMM  891707101          $45           1,770.00 Sole  N/A   Sole
TRANSACTION SYS ARCH    COMM  893416107          $46           1,180.00 Sole  N/A   Sole
TRAVELERS PPTY CAS C    COMM  893939108          $94           2,390.00 Sole  N/A   Sole
TRINITY INDS INC        COMM  896522109          $55           1,630.00 Sole  N/A   Sole
UAL CORP                COMM  902549500         $127           1,960.00 Sole  N/A   Sole
UNIVERSAL CORP          COMM  913456109          $35           1,235.00 Sole  N/A   Sole
UNIVERSAL HEALTH SVC    COMM  913903100          $57           1,200.00 Sole  N/A   Sole
USFREIGHTWAYS CORP      COMM  916906100          $46             995.00 Sole  N/A   Sole
UTILICORP UTD INC       COMM  918005109          $85           3,495.00 Sole  N/A   Sole
VARCO INTL INC          COMM  922126107          $27           2,455.00 Sole  N/A   Sole
VERITAS SOFTWARE CO     COMM  923436109         $297           3,125.00 Sole  N/A   Sole
VISIO CORP              COMM  927914101          $43           1,140.00 Sole  N/A   Sole
VITESSE SEMICONDUCTO    COMM  928497106         $194           2,870.00 Sole  N/A   Sole
WALLACE COMPUTER SVC    COMM  932270101          $40           1,585.00 Sole  N/A   Sole
WESTWOOD ONE INC        COMM  961815107          $38           1,070.00 Sole  N/A   Sole
WISCONSIN CENT TRANS    COMM  976592105          $36           1,930.00 Sole  N/A   Sole
WOLVERINE WORLD WIDE    COMM  978097103          $22           1,550.00 Sole  N/A   Sole
WORLD COLOR PRESS IN    COMM  981443104          $39           1,435.00 Sole  N/A   Sole
XILINX INC              COMM  983919101         $313           5,460.00 Sole  N/A   Sole
ZALE CORP NEW           COMM  988858106          $55           1,375.00 Sole  N/A   Sole
ZEBRA TECHNOLOGIES C    COMM  989207105          $45           1,170.00 Sole  N/A   Sole
TRANSOCEAN OFFSHORE     COMM  G90076103         $100           3,795.00 Sole  N/A   Sole
XL CAP LTD              CF    G98255105           $0               0.95 Sole  N/A   Sole

                                                             464,990.95


Florida Large Company Growth

ADC TELECOMMUNICATIO    COMM  000886101       $1,670          36,656.00 Sole  N/A   None
AFLAC INC               COMM  001055102       $3,477          72,623.00 Sole  N/A   None
ABBOTT LABS             COMM  002824100      $18,764         413,541.00 Sole  N/A   None
AFFILIATED COMPUTER     COMM  008190100         $648          12,800.00 Sole  N/A   None
AIR PRODS & CHEMS IN    COMM  009158106       $2,512          62,400.00 Sole  N/A   None
ALLIED SIGNAL INC       COMM  019512102       $9,475         150,400.00 Sole  N/A   None
ALLTEL CORP             COMM  020039103       $5,470          76,500.00 Sole  N/A   None
ALTERA CORP             COMM  021441100       $1,981          53,822.00 Sole  N/A   None
AMBAC INC               COMM  023139108       $1,087          19,022.00 Sole  N/A   None
AMERICAN BANKRS INS     COMM  024456105         $610          11,200.00 Sole  N/A   None
AMERICAN EXPRESS CO     COMM  025816109      $15,953         122,600.00 Sole  N/A   None
AMERICAN HOME PRODS     COMM  026609107      $20,448         356,396.00 Sole  N/A   None
AMERN PWR CONVERSION    COMM  029066107       $1,050          52,186.00 Sole  N/A   None
AMGEN                   COMM  031162100       $8,480         139,300.00 Sole  N/A   None
ANHEUSER BUSCH COS      COMM  035229103       $9,178         129,381.00 Sole  N/A   None
APOLLO GROUP INC        COMM  037604105         $565          21,289.00 Sole  N/A   None
APPLIED MATLS INC       COMM  038222105       $7,490         101,389.00 Sole  N/A   None
ASSOCIATES FIRST CAP    COMM  046008108       $7,501         170,000.00 Sole  N/A   None
AUTOMATIC DATA PROCE    COMM  053015103       $7,403         168,248.00 Sole  N/A   None
AUTOZONE INC            COMM  053332102       $1,226          40,689.00 Sole  N/A   None
AVERY DENNISON CORP     COMM  053611109       $1,869          30,952.00 Sole  N/A   None
BMC SOFTWARE INC        COMM  055921100       $3,448          63,849.00 Sole  N/A   None
BANK NEW YORK INC       COMM  064057102       $7,597         207,061.00 Sole  N/A   None
BED BATH & BEYOND IN    COMM  075896100       $1,462          37,985.00 Sole  N/A   None
BELLSOUTH CORP          COMM  079860102      $23,777         515,500.00 Sole  N/A   None
BRISTOL MYERS SQUIBB    COMM  110122108      $38,047         540,150.00 Sole  N/A   None
BRUNSWICK CORP          COMM  117043109         $697          25,000.00 Sole  N/A   None
CMS ENERGY CORP         COMM  125896100       $1,330          31,764.00 Sole  N/A   None
CAMPBELL SOUP CO        COMM  134429109       $5,505         118,700.00 Sole  N/A   None
CAPITAL ONE FINL COR    COMM  14040H105       $2,995          53,788.00 Sole  N/A   None
CARDINAL HEALTH INC     COMM  14149Y108       $4,746          74,014.00 Sole  N/A   None
CARNIVAL CRUISE LINE    COMM  143658102       $8,088         166,771.00 Sole  N/A   None
CATERPILLAR INC         COMM  149123101       $5,532          92,200.00 Sole  N/A   None
CENTEX CORP             COMM  152312104         $608          16,189.00 Sole  N/A   None
CENTURYTEL INC          COMM  156700106       $1,505          37,858.00 Sole  N/A   None
CINCINNATI BELL INC     COMM  171870108         $933          37,405.00 Sole  N/A   None
CISCO SYS INC           COMM  17275R102      $55,961         868,456.00 Sole  N/A   None
CINTAS CORP             COMM  172908105       $2,021          30,080.00 Sole  N/A   None
CLAYTON HOMES INC       COMM  184190106         $449          39,257.00 Sole  N/A   None
CLOROX CO               COMM  189054109       $3,436          32,169.00 Sole  N/A   None
COASTAL CORP            COMM  190441105       $2,336          58,028.00 Sole  N/A   None
COCA COLA CO            COMM  191216100      $41,614         671,200.00 Sole  N/A   None
COMAIR CORP             COMM  199789108         $551          26,484.00 Sole  N/A   None
COMPUTER ASSOC INTL     COMM  204912109       $7,610         139,000.00 Sole  N/A   None
COMPUTER SCIENCES CO    COMM  205363104       $2,994          43,278.00 Sole  N/A   None
COMVERSE TECHNOLOGY     COMM  205862402       $1,414          18,729.00 Sole  N/A   None
CRANE CO                COMM  224399105         $581          18,496.00 Sole  N/A   None
DST SYS INC DEL         COMM  233326107       $1,079          17,166.00 Sole  N/A   None
DANA CORP               COMM  235811106       $2,081          45,182.00 Sole  N/A   None
DANAHER CORP            COMM  235851102       $2,141          36,826.00 Sole  N/A   None
DEERE & CO              COMM  244199105       $2,351          60,000.00 Sole  N/A   None
DELL COMPUTER CORP      COMM  247025109      $25,526         689,900.00 Sole  N/A   None
DOLLAR GEN CORP         COMM  256669102       $1,746          60,205.00 Sole  N/A   None
DOLLAR TREE STORES I    COMM  256747106         $735          16,697.00 Sole  N/A   None
DONALDSON LUFKIN & S    COMM  257661108       $2,054          34,087.00 Sole  N/A   None
DOVER CORP              COMM  260003108       $2,033          58,085.00 Sole  N/A   None
E M C CORP MASS         COMM  268648102      $15,141         275,288.00 Sole  N/A   None
ENSCO INTL INC          COMM  26874Q100         $744          37,300.00 Sole  N/A   None
EDWARD A G INC          COMM  281760108         $829          25,700.00 Sole  N/A   None
ELECTRONICS FOR IMAG    COMM  286082102         $714          13,900.00 Sole  N/A   None
EMERSON ELEC CO         COMM  291011104       $7,452         118,397.00 Sole  N/A   None
EQUIFAX INC             COMM  294429105       $1,403          39,300.00 Sole  N/A   None
EQUITABLE COS INC       COMM  29444G107       $4,082          60,930.00 Sole  N/A   None
EXPRESS SCRIPTS INC     COMM  302182100         $590           9,800.00 Sole  N/A   None
FDX CORP                COMM  31304N107       $4,387          80,870.00 Sole  N/A   None
FIFTH THIRD BANCORP     COMM  316773100       $4,865          73,084.00 Sole  N/A   None
FINOVA GROUP INC        COMM  317928109         $873          16,586.00 Sole  N/A   None
FIRST AMER CORP TENN    COMM  318900107       $1,322          31,800.00 Sole  N/A   None
FORT JAMES CORP         COMM  347471104       $2,276          60,100.00 Sole  N/A   None
FRANKLIN RES INC        COMM  354613101       $2,787          68,593.00 Sole  N/A   None
GTE CORP                COMM  362320103      $19,950         264,239.00 Sole  N/A   None
GANNETT INC             COMM  364730101       $5,430          76,078.00 Sole  N/A   None
GAP INC                 COMM  364760108      $11,773         233,700.00 Sole  N/A   None
GARTNER GROUP INC NE    COMM  366651107         $569          27,740.00 Sole  N/A   None
GENERAL ELEC CO         COMM  369604103     $100,581         890,100.00 Sole  N/A   None
GOODRICH B F CO         COMM  382388106         $816          19,200.00 Sole  N/A   None
HARLEY DAVIDSON INC     COMM  412822108       $2,272          41,789.00 Sole  N/A   None
HEWLETT PACKARD CO      COMM  428236103      $27,747         276,085.00 Sole  N/A   None
HOME DEPOT INC          COMM  437076102      $25,961         402,882.00 Sole  N/A   None
IMC FERTILIZER GROUP    COMM  449669100         $514          29,600.00 Sole  N/A   None
ILLINOIS TOOL WKS IN    COMM  452308109       $5,574          68,185.00 Sole  N/A   None
INGERSOLL RAND CO       COMM  456866102       $2,921          45,196.00 Sole  N/A   None
INTEL CORP              COMM  458140100      $53,712         902,730.00 Sole  N/A   None
INTERPUBLIC GROUP CO    COMM  460690100       $3,318          38,300.00 Sole  N/A   None
INTIMATE BRANDS INC     COMM  461156101       $3,361          70,935.00 Sole  N/A   None
JABIL CIRCUIT INC       COMM  466313103         $957          21,200.00 Sole  N/A   None
JOHNSON & JOHNSON       COMM  478160104      $35,865         365,974.00 Sole  N/A   None
JOHNSON CTLS INC        COMM  478366107       $1,608          23,193.00 Sole  N/A   None
JONES APPAREL GROUP     COMM  480074103       $1,129          32,897.00 Sole  N/A   None
KLA-TENCOR CORP         COMM  482480100       $1,555          23,975.00 Sole  N/A   None
KNIGHT RIDDER NEWSPP    COMM  499040103       $1,184          21,500.00 Sole  N/A   None
KOHLS CORP              COMM  500255104       $3,397          44,189.00 Sole  N/A   None
LAUDER ESTEE COS INC    COMM  518439104       $1,683          33,586.00 Sole  N/A   None
LEAR CORP               COMM  521865105         $905          18,200.00 Sole  N/A   None
LEGATO SYS INC          COMM  524651106         $606          10,500.00 Sole  N/A   None
LEXMARK INTL GROUP I    COMM  529771107       $2,293          35,000.00 Sole  N/A   None
LIMITED INC             COMM  532716107       $2,505          55,200.00 Sole  N/A   None
LINEAR TECHNOLOGY CO    COMM  535678106       $2,796          41,570.00 Sole  N/A   None
LOWES COS INC           COMM  548661107       $5,712         100,770.00 Sole  N/A   None
MBNA CORP               COMM  55262L100       $6,678         218,046.00 Sole  N/A   None
MGIC INVT CORP WIS      COMM  552848103       $1,376          28,300.00 Sole  N/A   None
MGM GRAND INC           COMM  552953101         $789          16,100.00 Sole  N/A   None
MANPOWER INC            COMM  56418H100         $486          21,500.00 Sole  N/A   None
MARTIN MARIETTA MATL    COMM  573284106         $749          12,700.00 Sole  N/A   None
MASCO CORP              COMM  574599106       $2,646          91,635.00 Sole  N/A   None
MAXIM INTEGRATED PRO    COMM  57772K101       $2,444          36,759.00 Sole  N/A   None
MAYTAG CO               COMM  578592107       $1,680          24,064.00 Sole  N/A   None
MCDONALDS CORP          COMM  580135101      $15,187         369,300.00 Sole  N/A   None
MCGRAW HILL INC         COMM  580645109       $2,901          53,786.00 Sole  N/A   None
MEDTRONIC INC           COMM  585055106      $12,375         158,906.00 Sole  N/A   None
MERCK & CO INC          COMM  589331107      $47,297         642,400.00 Sole  N/A   None
MICROSOFT CORP          COMM  594918104     $125,144       1,387,596.00 Sole  N/A   None
MICROCHIP TECHNOLOGY    COMM  595017104         $621          13,100.00 Sole  N/A   None
MILLER HERMAN INC       COMM  600544100         $454          21,600.00 Sole  N/A   None
MOLEX INC               COMM  608554101       $1,558          42,104.00 Sole  N/A   None
MORGAN S D WITTER DI    COMM  617446448      $15,938         155,300.00 Sole  N/A   None
MOTOROLA INC            COMM  620076109      $15,548         164,100.00 Sole  N/A   None
NABORS INDS INC         COMM  629568106         $675          27,700.00 Sole  N/A   None
NEW YORK TIMES CO       COMM  650111107       $1,767          48,000.00 Sole  N/A   None
NEWELL RUBBERMAID IN    COMM  651229106       $3,551          76,569.00 Sole  N/A   None
NORTH FORK BANCORP      COMM  659424105         $815          38,138.00 Sole  N/A   None
NORTHERN TR CORP        COMM  665859104       $2,949          30,400.00 Sole  N/A   None
NUCOR CORP              COMM  670346105       $1,124          23,696.00 Sole  N/A   None
OFFICE DEPOT INC        COMM  676220106       $2,244         101,713.00 Sole  N/A   None
OMNICOM GROUP           COMM  681919106       $3,881          48,515.00 Sole  N/A   None
ORACLE SYSTEMS CORP     COMM  68389X105      $14,533         391,450.00 Sole  N/A   None
OUTBACK STEAKHOUSE I    COMM  689899102         $763          19,400.00 Sole  N/A   None
PACCAR INC              COMM  693718108       $1,137          21,293.00 Sole  N/A   None
PARAMETRIC TECHNOLOG    COMM  699173100       $1,020          73,537.00 Sole  N/A   None
PARKER HANNIFIN CORP    COMM  701094104       $1,286          28,100.00 Sole  N/A   None
PAYCHEX INC             COMM  704326107       $2,133          66,908.00 Sole  N/A   None
PFIZER INC              COMM  717081103      $38,382         352,130.00 Sole  N/A   None
PHELPS DODGE CORP       COMM  717265102         $929          15,000.00 Sole  N/A   None
PIXAR                   COMM  725811103         $539          12,500.00 Sole  N/A   None
PRICE T ROWE & ASSOC    COMM  741477103       $1,261          32,870.00 Sole  N/A   None
PROCTER & GAMBLE CO     COMM  742718109      $32,253         361,374.00 Sole  N/A   None
PROGRESSIVE CORP OHI    COMM  743315103       $2,884          19,893.00 Sole  N/A   None
PROTECTIVE LIFE CORP    COMM  743674103         $597          17,564.00 Sole  N/A   None
RELIASTAR FINL CORP     COMM  75952U103       $1,002          22,900.00 Sole  N/A   None
ROBERT HALF INTL INC    COMM  770323103         $640          24,785.00 Sole  N/A   None
ROSS STORES INC         COMM  778296103         $605          12,000.00 Sole  N/A   None
SAFEWAY INC             COMM  786514208       $6,681         134,975.00 Sole  N/A   None
SANMINA CORP            COMM  800907107       $1,131          14,900.00 Sole  N/A   None
SARA LEE CORP           COMM  803111103       $5,576         245,775.00 Sole  N/A   None
SCHERING PLOUGH CORP    COMM  806605101      $21,023         400,434.00 Sole  N/A   None
SCHLUMBERGER LTD        COMM  806857108       $9,031         141,800.00 Sole  N/A   None
SCHWAB CHARLES CP NE    COMM  808513105      $12,095         110,961.00 Sole  N/A   None
SERVICE CORP INTL       COMM  817565104       $1,424          73,977.00 Sole  N/A   None
SHERWIN WILLIAMS CO     COMM  824348106       $1,285          46,296.00 Sole  N/A   None
SMITH INTL INC          COMM  832110100         $552          12,700.00 Sole  N/A   None
SOLECTRON CORP          COMM  834182107       $4,576          68,620.00 Sole  N/A   None
SOUTHWEST AIRLS CO      COMM  844741108       $2,838          91,191.00 Sole  N/A   None
STARBUCKS CORP          COMM  855244109       $1,853          49,340.00 Sole  N/A   None
STATE STR CORP          COMM  857477103       $3,747          43,893.00 Sole  N/A   None
SUN MICROSYSTEMS INC    COMM  866810104      $14,495         210,456.00 Sole  N/A   None
SUNGARD DATA SYS INC    COMM  867363103       $1,032          29,900.00 Sole  N/A   None
SYMBOL TECHNOLOGIES     COMM  871508107         $881          23,900.00 Sole  N/A   None
SYNOPSYS INC            COMM  871607107       $1,064          19,273.00 Sole  N/A   None
TV GUIDE INC            COMM  87307Q109         $729          19,900.00 Sole  N/A   None
TELLABS INC             COMM  879664100       $7,191         106,440.00 Sole  N/A   None
TERADYNE INC            COMM  880770102       $1,664          23,185.00 Sole  N/A   None
TEXTRON INC             COMM  883203101       $3,383          41,100.00 Sole  N/A   None
TOSCO CORP              COMM  891490302       $1,074          41,402.00 Sole  N/A   None
UAL CORP                COMM  902549500         $911          14,093.00 Sole  N/A   None
UNION CARBIDE CORP      COMM  905581104       $1,682          34,500.00 Sole  N/A   None
U S WEST INC NEW        COMM  91273H101       $7,667         130,500.00 Sole  N/A   None
UNITED TECHNOLOGIES     COMM  913017109       $9,418         130,800.00 Sole  N/A   None
UTILICORP UTD INC       COMM  918005109         $612          25,178.00 Sole  N/A   None
VERITAS SOFTWARE CO     COMM  923436109       $2,041          21,500.00 Sole  N/A   None
WAL MART STORES INC     COMM  931142103      $58,402       1,210,400.00 Sole  N/A   None
WARNER LAMBERT CO       COMM  934488107      $15,971         231,044.00 Sole  N/A   None
WATSON PHARMACEUTICA    COMM  942683103         $911          25,976.00 Sole  N/A   None
WILLIAMS COS            COMM  969457100       $5,003         117,556.00 Sole  N/A   None
WRIGLEY WM JR CO        COMM  982526105       $2,818          31,600.00 Sole  N/A   None
XILINX INC              COMM  983919101       $2,250          39,300.00 Sole  N/A   None
XEROX CORP              COMM  984121103      $10,619         179,800.00 Sole  N/A   None
ZIONS BANCORP           COMM  989701107       $1,367          21,523.00 Sole  N/A   None
TRANSOCEAN OFFSHORE     COMM  G90076103         $717          27,300.00 Sole  N/A   None

                                          $1,360,551      21,864,333.00


Florida Large Company Value

AETNA INC               COMM  008117103       $3,399          38,000.00 Sole  N/A   None
AIR PRODS & CHEMS IN    COMM  009158106       $2,483          61,700.00 Sole  N/A   None
ALBERTSONS INC          COMM  013104104       $5,835         113,172.00 Sole  N/A   None
ALCOA INC               COMM  013817101       $6,157          99,500.00 Sole  N/A   None
ALLEGHENY ENERGY INC    COMM  017361106       $1,007          31,400.00 Sole  N/A   None
ALLEGHENY TELEDYNE I    COMM  017415100       $1,172          51,800.00 Sole  N/A   None
ALLSTATE CORP           COMM  020002101       $7,792         217,200.00 Sole  N/A   None
AMEREN CORP             COMM  023608102       $1,416          36,900.00 Sole  N/A   None
AMERICAN GENERAL CO     COMM  026351106       $5,095          67,600.00 Sole  N/A   None
AMSOUTH BANCORPORATI    COMM  032165102       $1,099          47,400.00 Sole  N/A   None
ASHLAND INC             COMM  044204105         $790          19,700.00 Sole  N/A   None
ASSOCIATED BANC CORP    COMM  045487105         $710          17,100.00 Sole  N/A   None
BANK AMER CORP          COMM  060505104      $34,435         469,696.00 Sole  N/A   None
BANK ONE CORP           COMM  06423A103      $18,937         317,942.00 Sole  N/A   None
BARD C R INC            COMM  067383109         $660          13,800.00 Sole  N/A   None
BAUSCH & LOMB INC       COMM  071707103       $1,178          15,400.00 Sole  N/A   None
BEAR STEARNS COS INC    COMM  073902108       $1,463          31,300.00 Sole  N/A   None
BEMIS INC               COMM  081437105         $560          14,100.00 Sole  N/A   None
BRUNSWICK CORP          COMM  117043109         $689          24,700.00 Sole  N/A   None
BURLINGTON NORTHN SA    COMM  12189T104       $3,922         126,500.00 Sole  N/A   None
CIGNA CORP              COMM  125509109       $4,877          54,800.00 Sole  N/A   None
CSX CORP                COMM  126408103       $2,654          58,500.00 Sole  N/A   None
CENTEX CORP             COMM  152312104         $601          16,000.00 Sole  N/A   None
CHARTER ONE FINL INC    COMM  160903100       $1,246          44,800.00 Sole  N/A   None
CHASE MANHATTAN CORP    COMM  16161A108      $19,687         227,600.00 Sole  N/A   None
CHEVRON CORP            COMM  166751107      $16,769         176,400.00 Sole  N/A   None
CINERGY CORP            COMM  172474108       $1,366          42,700.00 Sole  N/A   None
COLUMBIA ENERGY GROU    COMM  197648108       $1,398          22,300.00 Sole  N/A   None
COMERICA INC            COMM  200340107       $2,502          42,100.00 Sole  N/A   None
COMPASS BANCSHARES I    COMM  20449H109         $831          30,500.00 Sole  N/A   None
CONECTIV INC            COMM  206829103         $608          24,900.00 Sole  N/A   None
CONSECO INC             COMM  208464107       $2,651          87,094.05 Sole  N/A   None
CONSOLIDATED EDISON     COMM  209115104       $2,769          61,200.00 Sole  N/A   None
CONSOLIDATED NAT GAS    COMM  209615103       $1,567          25,800.00 Sole  N/A   None
CONSOLIDATED PAPERS     COMM  209759109         $653          24,400.00 Sole  N/A   None
CONSTELLATION ENERGY    COMM  210371100       $1,191          40,200.00 Sole  N/A   None
CONTINENTAL AIRLS IN    COMM  210795308         $651          17,300.00 Sole  N/A   None
COOPER CAMERON CORP     COMM  216640102         $530          14,300.00 Sole  N/A   None
COOPER INDS INC         COMM  216669101       $1,321          25,400.00 Sole  N/A   None
CRANE CO                COMM  224399105         $575          18,300.00 Sole  N/A   None
DPL INC                 COMM  233293109         $792          42,800.00 Sole  N/A   None
DQE INC                 COMM  23329J104         $819          20,400.00 Sole  N/A   None
DTE ENERGY CO           COMM  233331107       $1,589          39,000.00 Sole  N/A   None
DANA CORP               COMM  235811106       $2,059          44,700.00 Sole  N/A   None
DARDEN RESTAURANTS I    COMM  237194105         $785          36,000.00 Sole  N/A   None
DEERE & CO              COMM  244199105       $2,445          62,400.00 Sole  N/A   None
DELPHI AUTOMOTIVE SY    COMM  247126105       $2,814         152,086.00 Sole  N/A   None
DE LUXE CHECK PRINTE    COMM  248019101         $816          21,024.00 Sole  N/A   None
DIAMOND OFFSHORE DRI    COMM  25271C102       $1,036          36,500.00 Sole  N/A   None
DOMINION RES INC VA     COMM  257470104       $2,239          51,700.00 Sole  N/A   None
DONNELLEY R R & SONS    COMM  257867101       $1,305          35,200.00 Sole  N/A   None
DOW CHEM CO             COMM  260543103       $7,511          59,200.00 Sole  N/A   None
DUKE ENERGY CORPORATION COMM  264399106       $5,340          98,100.00 Sole  N/A   None
ENSCO INTL INC          COMM  26874Q100         $736          36,900.00 Sole  N/A   None
EASTMAN CHEM CO         COMM  277432100       $1,092          21,100.00 Sole  N/A   None
EATON CORP              COMM  278058102       $1,785          19,400.00 Sole  N/A   None
EDWARD A G INC          COMM  281760108         $819          25,400.00 Sole  N/A   None
EL PASO ENERGY CORP     COMM  283905107       $1,151          32,700.00 Sole  N/A   None
ENERGY EAST CORP        COMM  29266M109         $819          31,500.00 Sole  N/A   None
ENGELHARD CORP          COMM  292845104         $762          33,700.00 Sole  N/A   None
ENRON CORP              COMM  293561106       $7,783          95,200.00 Sole  N/A   None
ENTERGY CORP NEW        COMM  29364G103       $2,075          66,400.00 Sole  N/A   None
F M C CORP              COMM  302491303         $587           8,600.00 Sole  N/A   None
FPL GROUP INC           COMM  302571104       $2,649          48,500.00 Sole  N/A   None
FEDERAL MOGUL CORP      COMM  313549107         $988          19,000.00 Sole  N/A   None
FINOVA GROUP INC        COMM  317928109         $863          16,400.00 Sole  N/A   None
FIRST AMER CORP TENN    COMM  318900107       $1,372          33,000.00 Sole  N/A   None
FIRST SEC CORP DEL      COMM  336294103       $1,417          51,991.00 Sole  N/A   None
FIRST UN CORP           COMM  337358105      $12,277         260,510.00 Sole  N/A   None
FLEET FINL GROUP INC    COMM  338915101       $6,812         153,500.00 Sole  N/A   None
FLORIDA PROGRESS COR    COMM  341109106       $1,078          26,100.00 Sole  N/A   None
FLUOR CORP              COMM  343861100         $827          20,422.00 Sole  N/A   None
FOOD LION INC           COMM  344775200       $1,530         128,800.00 Sole  N/A   None
FORD MTR CO DEL         COMM  345370100      $18,393         325,900.00 Sole  N/A   None
GPU INC                 COMM  36225X100       $1,426          33,800.00 Sole  N/A   None
GARTNER GROUP INC NE    COMM  366651107         $562          27,400.00 Sole  N/A   None
GENERAL DYNAMICS COR    COMM  369550108       $2,369          34,400.00 Sole  N/A   None
GENERAL MTRS CORP       COMM  370442105      $11,524         174,600.00 Sole  N/A   None
GENUINE PARTS CO        COMM  372460105       $1,687          48,200.00 Sole  N/A   None
GEORGIA PAC CORP        COMM  373298702         $576          22,800.00 Sole  N/A   None
GLOBAL MARINE INC       COMM  379352404         $724          46,700.00 Sole  N/A   None
GOODRICH B F CO         COMM  382388106         $850          20,000.00 Sole  N/A   None
GOODYEAR TIRE & RUBR    COMM  382550101       $2,470          42,000.00 Sole  N/A   None
GREENPOINT FINL CORP    COMM  395384100         $961          29,300.00 Sole  N/A   None
HARRAHS ENTMT INC       COMM  413619107         $757          34,300.00 Sole  N/A   None
HARRIS CORP DEL         COMM  413875105         $843          21,500.00 Sole  N/A   None
HARTFORD FINL SVCS G    COMM  416515104       $3,562          61,080.00 Sole  N/A   None
HILLENBRAND INDS INC    COMM  431573104         $774          17,900.00 Sole  N/A   None
HILTON HOTELS CORP      COMM  432848109         $986          69,500.00 Sole  N/A   None
HORMEL GEO A & CO       COMM  440452100         $797          19,800.00 Sole  N/A   None
HUBBELL HARVEY INC      COMM  443510201         $794          17,500.00 Sole  N/A   None
HUMANA INC              COMM  444859102         $583          45,100.00 Sole  N/A   None
IMC FERTILIZER GROUP    COMM  449669100         $535          30,800.00 Sole  N/A   None
INGERSOLL RAND CO       COMM  456866102       $2,889          44,700.00 Sole  N/A   None
INTERNATIONAL FLAV&F    COMM  459506101       $1,254          28,500.00 Sole  N/A   None
JEFFERSON PILOT CORP    COMM  475070108       $1,890          28,550.00 Sole  N/A   None
JOHNSON CTLS INC        COMM  478366107       $1,587          22,900.00 Sole  N/A   None
KEYCORP                 COMM  493267108       $3,871         120,500.00 Sole  N/A   None
KEYSPAN CORP            COMM  49337W100       $1,014          38,458.00 Sole  N/A   None
KNIGHT RIDDER NEWSPP    COMM  499040103       $1,167          21,200.00 Sole  N/A   None
LAFARGE CORP            COMM  505862102         $691          19,500.00 Sole  N/A   None
LIMITED INC             COMM  532716107       $2,605          57,400.00 Sole  N/A   None
LITTON INDS INC         COMM  538021106         $881          12,200.00 Sole  N/A   None
LIZ CLAIBORNE           COMM  539320101         $621          17,000.00 Sole  N/A   None
LOCKHEED MARTIN CORP    COMM  539830109       $3,952         106,100.00 Sole  N/A   None
LYONDELL PETROCHEMIC    COMM  552078107         $621          30,100.00 Sole  N/A   None
MGM GRAND INC           COMM  552953101         $818          16,700.00 Sole  N/A   None
MARTIN MARIETTA MATL    COMM  573284106         $743          12,600.00 Sole  N/A   None
MAY DEPT STORES CO      COMM  577778103       $3,675          89,900.00 Sole  N/A   None
MAYTAG CO               COMM  578592107       $1,662          23,812.00 Sole  N/A   None
MCCORMICK & CO INC      COMM  579780206         $607          19,231.00 Sole  N/A   None
MEAD CORP               COMM  582834107       $1,140          27,300.00 Sole  N/A   None
MERCANTILE BANCORP      COMM  587342106       $2,428          42,500.00 Sole  N/A   None
MERCANTILE BANKSHARE    COMM  587405101         $662          18,700.00 Sole  N/A   None
MERRILL LYNCH & CO      COMM  590188108       $7,871          99,000.00 Sole  N/A   None
MILLENNIUM CHEMICALS    COMM  599903101         $493          20,928.00 Sole  N/A   None
MOBIL CORP              COMM  607059102      $20,807         210,700.00 Sole  N/A   None
MORGAN J P & CO INC     COMM  616880100       $6,716          47,800.00 Sole  N/A   None
NABORS INDS INC         COMM  629568106         $702          28,800.00 Sole  N/A   None
NATIONAL CITY CORP      COMM  635405103       $5,542          84,611.00 Sole  N/A   None
NAVISTAR INTL CORP N    COMM  63934E108         $890          17,800.00 Sole  N/A   None
NEW CENTY ENERGIES I    COMM  64352U103       $1,199          30,900.00 Sole  N/A   None
NOBLE DRILLING CORP     COMM  655042109         $695          35,300.00 Sole  N/A   None
NORDSTROM INC           COMM  655664100       $1,280          38,200.00 Sole  N/A   None
NORTH FORK BANCORP      COMM  659424105         $806          37,700.00 Sole  N/A   None
NORTHN STS PWR MINN     COMM  665772109         $999          41,300.00 Sole  N/A   None
NORTHROP CORP           COMM  666807102       $1,233          18,600.00 Sole  N/A   None
OLD REP INTL CORP       COMM  680223104         $614          35,450.00 Sole  N/A   None
PG&E CORP               COMM  69331C108       $3,348         103,200.00 Sole  N/A   None
PNC FINANCIAL CORP      COMM  693475105       $4,714          81,800.00 Sole  N/A   None
PACCAR INC              COMM  693718108       $1,126          21,100.00 Sole  N/A   None
PACIFICORP              COMM  695114108       $1,470          80,000.00 Sole  N/A   None
PALL CORP               COMM  696429307         $743          33,500.00 Sole  N/A   None
PARKER HANNIFIN CORP    COMM  701094104       $1,336          29,200.00 Sole  N/A   None
PENNEY J C INC          COMM  708160106       $3,446          70,968.00 Sole  N/A   None
PHELPS DODGE CORP       COMM  717265102         $966          15,600.00 Sole  N/A   None
PHILLIPS PETE CO        COMM  718507106       $3,421          68,000.00 Sole  N/A   None
PINNACLE WEST CAP CO    COMM  723484101         $918          22,800.00 Sole  N/A   None
POTOMAC ELEC PWR CO     COMM  737679100         $939          31,900.00 Sole  N/A   None
PREMARK INTL INC        COMM  740459102         $619          16,500.00 Sole  N/A   None
PROMUS HOTEL CORP NE    COMM  74342P106         $691          22,300.00 Sole  N/A   None
PROTECTIVE LIFE CORP    COMM  743674103         $588          17,300.00 Sole  N/A   None
PUBLIC SVC ENTERPRIS    COMM  744573106       $2,412          59,100.00 Sole  N/A   None
RAYTHEON CO             COMM  755111408       $6,380          90,500.00 Sole  N/A   None
READERS DIGEST ASSN     COMM  755267101       $1,149          28,900.00 Sole  N/A   None
REGIONS FINL CORP       COMM  758940100       $2,317          60,292.00 Sole  N/A   None
RELIASTAR FINL CORP     COMM  75952U103       $1,041          23,799.00 Sole  N/A   None
RITE AID CORP           COMM  767754104       $1,716          69,700.00 Sole  N/A   None
ROHM & HAAS CO          COMM  775371107           $0               0.36 Sole  N/A   None
SCANA CORP              COMM  805898103         $650          27,800.00 Sole  N/A   None
SCIENTIFIC ATLANTA      COMM  808655104         $724          20,100.00 Sole  N/A   None
SEARS ROEBUCK & CO      COMM  812387108       $4,568         102,500.00 Sole  N/A   None
SERVICE CORP INTL       COMM  817565104       $1,409          73,200.00 Sole  N/A   None
SHERWIN WILLIAMS CO     COMM  824348106       $1,271          45,800.00 Sole  N/A   None
SIGMA ALDRICH CORP      COMM  826552101         $933          27,100.00 Sole  N/A   None
SONOCO PRODS CO         COMM  835495102         $820          27,400.00 Sole  N/A   None
SOUTHDOWN INC           COMM  841297104         $662          10,300.00 Sole  N/A   None
SOUTHERN CO             COMM  842587107       $4,971         187,600.00 Sole  N/A   None
SOUTHTRUST CORP         COMM  844730101       $1,727          45,000.00 Sole  N/A   None
STERLING SOFTWARE IN    COMM  859547101         $592          22,400.00 Sole  N/A   None
SUMMIT BANCORP          COMM  866005101       $1,928          46,100.00 Sole  N/A   None
SUNOCO INC              COMM  86764P109         $734          24,300.00 Sole  N/A   None
SUPERVALU INC           COMM  868536103         $831          32,100.00 Sole  N/A   None
TECO ENERGY INC         COMM  872375100         $808          35,500.00 Sole  N/A   None
TRW INC                 COMM  872649108       $1,778          32,400.00 Sole  N/A   None
TEXAS UTILS CO          COMM  882848104       $3,129          75,500.00 Sole  N/A   None
THERMO ELECTRON CORP    COMM  883556102         $853          42,500.00 Sole  N/A   None
THOMAS & BETTS CORP     COMM  884315102         $723          15,300.00 Sole  N/A   None
TORCHMARK CORP          COMM  891027104       $1,225          35,900.00 Sole  N/A   None
TRANSAMERICA CORP       COMM  893485102       $2,520          33,600.00 Sole  N/A   None
TRAVELERS PPTY CAS C    COMM  893939108         $665          17,000.00 Sole  N/A   None
UAL CORP                COMM  902549500         $905          14,000.00 Sole  N/A   None
USX-U S STL             COMM  90337T101         $643          23,800.00 Sole  N/A   None
UNICOM CORP             COMM  904911104       $2,256          58,500.00 Sole  N/A   None
UNION CARBIDE CORP      COMM  905581104       $1,745          35,800.00 Sole  N/A   None
UTILICORP UTD INC       COMM  918005109         $605          24,900.00 Sole  N/A   None
V F CORP                COMM  918204108       $1,381          32,300.00 Sole  N/A   None
WASHINGTON MUT INC      COMM  939322103       $5,694         160,116.00 Sole  N/A   None
WESTVACO CORP           COMM  961548104         $780          26,900.00 Sole  N/A   None
WEYERHAEUSER CO         COMM  962166104       $3,713          54,000.00 Sole  N/A   None
WHIRLPOOL CORP          COMM  963320106       $1,502          20,300.00 Sole  N/A   None
SANTA FE INTL CORP      CF    G7805C108         $708          30,800.00 Sole  N/A   None
TRANSOCEAN OFFSHORE     COMM  G90076103         $709          27,000.00 Sole  N/A   None

                                            $469,515       9,799,532.41


FORD LARGE COMPANY VALUE

AETNA INC               COMM  008117103       $4,427          49,500.00 Sole  N/A   None
AIR PRODS & CHEMS IN    COMM  009158106       $3,240          80,500.00 Sole  N/A   None
ALBERTSONS INC          COMM  013104104       $7,611         147,600.00 Sole  N/A   None
ALCOA INC               COMM  013817101       $8,025         129,700.00 Sole  N/A   None
ALLEGHENY ENERGY INC    COMM  017361106       $1,313          40,953.00 Sole  N/A   None
ALLEGHENY TELEDYNE I    COMM  017415100       $1,529          67,600.00 Sole  N/A   None
ALLSTATE CORP           COMM  020002101      $10,160         283,200.00 Sole  N/A   None
AMEREN CORP             COMM  023608102       $1,850          48,200.00 Sole  N/A   None
AMERICAN GENERAL CO     COMM  026351106       $6,641          88,100.00 Sole  N/A   None
AMSOUTH BANCORPORATI    COMM  032165102       $1,433          61,800.00 Sole  N/A   None
ASHLAND INC             COMM  044204105       $1,029          25,640.00 Sole  N/A   None
ASSOCIATED BANC CORP    COMM  045487105         $921          22,200.00 Sole  N/A   None
BANK AMER CORP          COMM  060505104      $44,905         612,521.00 Sole  N/A   None
BANK ONE CORP           COMM  06423A103      $24,690         414,525.00 Sole  N/A   None
BARD C R INC            COMM  067383109         $865          18,093.00 Sole  N/A   None
BAUSCH & LOMB INC       COMM  071707103       $1,530          20,000.00 Sole  N/A   None
BEAR STEARNS COS INC    COMM  073902108       $1,912          40,900.00 Sole  N/A   None
BEMIS INC               COMM  081437105         $731          18,400.00 Sole  N/A   None
BRUNSWICK CORP          COMM  117043109         $900          32,285.00 Sole  N/A   None
BURLINGTON NORTHN SA    COMM  12189T104       $5,112         164,900.00 Sole  N/A   None
CIGNA CORP              COMM  125509109       $6,355          71,400.00 Sole  N/A   None
CSX CORP                COMM  126408103       $3,462          76,300.00 Sole  N/A   None
CENTEX CORP             COMM  152312104         $785          20,900.00 Sole  N/A   None
CHARTER ONE FINL INC    COMM  160903100       $1,624          58,400.00 Sole  N/A   None
CHASE MANHATTAN CORP    COMM  16161A108      $25,662         296,668.00 Sole  N/A   None
CHEVRON CORP            COMM  166751107      $21,872         230,085.00 Sole  N/A   None
CINERGY CORP            COMM  172474108       $1,786          55,800.00 Sole  N/A   None
COLUMBIA ENERGY GROU    COMM  197648108       $1,818          29,000.00 Sole  N/A   None
COMERICA INC            COMM  200340107       $3,261          54,860.00 Sole  N/A   None
COMPASS BANCSHARES I    COMM  20449H109       $1,085          39,800.00 Sole  N/A   None
CONECTIV INC            COMM  206829103         $794          32,500.00 Sole  N/A   None
CONSECO INC             COMM  208464107       $3,457         113,576.00 Sole  N/A   None
CONSOLIDATED EDISON     COMM  209115104       $3,610          79,776.00 Sole  N/A   None
CONSOLIDATED NAT GAS    COMM  209615103       $2,041          33,595.00 Sole  N/A   None
CONSOLIDATED PAPERS     COMM  209759109         $851          31,800.00 Sole  N/A   None
CONSTELLATION ENERGY    COMM  210371100       $1,555          52,478.00 Sole  N/A   None
CONTINENTAL AIRLS IN    COMM  210795308         $850          22,600.00 Sole  N/A   None
COOPER CAMERON CORP     COMM  216640102         $693          18,700.00 Sole  N/A   None
COOPER INDS INC         COMM  216669101       $1,725          33,182.00 Sole  N/A   None
CRANE CO                COMM  224399105         $751          23,900.00 Sole  N/A   None
DPL INC                 COMM  233293109       $1,034          55,868.00 Sole  N/A   None
DQE INC                 COMM  23329J104       $1,065          26,543.00 Sole  N/A   None
DTE ENERGY CO           COMM  233331107       $2,076          50,948.00 Sole  N/A   None
DANA CORP               COMM  235811106       $2,685          58,290.00 Sole  N/A   None
DARDEN RESTAURANTS I    COMM  237194105       $1,023          46,900.00 Sole  N/A   None
DEERE & CO              COMM  244199105       $3,186          81,300.00 Sole  N/A   None
DELPHI AUTOMOTIVE SY    COMM  247126105       $3,668         198,285.00 Sole  N/A   None
DE LUXE CHECK PRINTE    COMM  248019101       $1,063          27,400.00 Sole  N/A   None
DIAMOND OFFSHORE DRI    COMM  25271C102       $1,351          47,600.00 Sole  N/A   None
DOMINION RES INC VA     COMM  257470104       $2,919          67,400.00 Sole  N/A   None
DONNELLEY R R & SONS    COMM  257867101       $1,701          45,900.00 Sole  N/A   None
DOW CHEM CO             COMM  260543103       $9,786          77,131.00 Sole  N/A   None
DUKE ENERGY CORPORATION COMM  264399106       $6,958         127,813.00 Sole  N/A   None
ENSCO INTL INC          COMM  26874Q100         $959          48,100.00 Sole  N/A   None
EASTMAN CHEM CO         COMM  277432100       $1,423          27,495.00 Sole  N/A   None
EATON CORP              COMM  278058102       $2,318          25,200.00 Sole  N/A   None
EDWARD A G INC          COMM  281760108       $1,068          33,102.00 Sole  N/A   None
EL PASO ENERGY CORP     COMM  283905107       $1,499          42,600.00 Sole  N/A   None
ENERGY EAST CORP        COMM  29266M109       $1,069          41,100.00 Sole  N/A   None
ENGELHARD CORP          COMM  292845104         $993          43,900.00 Sole  N/A   None
ENRON CORP              COMM  293561106      $10,145         124,100.00 Sole  N/A   None
ENTERGY CORP NEW        COMM  29364G103       $2,706          86,600.00 Sole  N/A   None
F M C CORP              COMM  302491303         $765          11,200.00 Sole  N/A   None
FPL GROUP INC           COMM  302571104       $3,455          63,255.00 Sole  N/A   None
FEDERAL MOGUL CORP      COMM  313549107       $1,290          24,800.00 Sole  N/A   None
FINOVA GROUP INC        COMM  317928109       $1,126          21,400.00 Sole  N/A   None
FIRST AMER CORP TENN    COMM  318900107       $1,787          43,000.00 Sole  N/A   None
FIRST SEC CORP DEL      COMM  336294103       $1,849          67,837.00 Sole  N/A   None
FIRST UN CORP           COMM  337358105      $16,012         339,770.00 Sole  N/A   None
FLEET FINL GROUP INC    COMM  338915101       $8,883         200,180.00 Sole  N/A   None
FLORIDA PROGRESS COR    COMM  341109106       $1,409          34,100.00 Sole  N/A   None
FLUOR CORP              COMM  343861100       $1,077          26,600.00 Sole  N/A   None
FOOD LION INC           COMM  344775200       $1,995         168,000.00 Sole  N/A   None
FORTUNE BRANDS INC      COMM  349631101       $2,425          58,600.00 Sole  N/A   None
GPU INC                 COMM  36225X100       $1,860          44,100.00 Sole  N/A   None
GARTNER GROUP INC NE    COMM  366651107         $734          35,800.00 Sole  N/A   None
GENERAL DYNAMICS COR    COMM  369550108       $3,086          44,800.00 Sole  N/A   None
GENERAL MTRS CORP       COMM  370442105      $15,024         227,639.00 Sole  N/A   None
GENUINE PARTS CO        COMM  372460105       $2,198          62,800.00 Sole  N/A   None
GEORGIA PAC CORP        COMM  373298702         $752          29,800.00 Sole  N/A   None
GLOBAL MARINE INC       COMM  379352404         $944          60,900.00 Sole  N/A   None
GOODRICH B F CO         COMM  382388106       $1,109          26,100.00 Sole  N/A   None
GOODYEAR TIRE & RUBR    COMM  382550101       $3,223          54,800.00 Sole  N/A   None
GREENPOINT FINL CORP    COMM  395384100       $1,257          38,314.00 Sole  N/A   None
HARRAHS ENTMT INC       COMM  413619107         $988          44,800.00 Sole  N/A   None
HARRIS CORP DEL         COMM  413875105       $1,097          27,992.00 Sole  N/A   None
HARTFORD FINL SVCS G    COMM  416515104       $4,648          79,700.00 Sole  N/A   None
HILLENBRAND INDS INC    COMM  431573104       $1,008          23,300.00 Sole  N/A   None
HILTON HOTELS CORP      COMM  432848109       $1,285          90,600.00 Sole  N/A   None
HORMEL GEO A & CO       COMM  440452100       $1,035          25,722.00 Sole  N/A   None
HUBBELL HARVEY INC      COMM  443510201       $1,035          22,800.00 Sole  N/A   None
HUMANA INC              COMM  444859102         $761          58,800.00 Sole  N/A   None
IMC FERTILIZER GROUP    COMM  449669100         $697          40,100.00 Sole  N/A   None
INGERSOLL RAND CO       COMM  456866102       $3,764          58,250.00 Sole  N/A   None
INTERNATIONAL FLAV&F    COMM  459506101       $1,637          37,200.00 Sole  N/A   None
JEFFERSON PILOT CORP    COMM  475070108       $2,462          37,192.00 Sole  N/A   None
JOHNSON CTLS INC        COMM  478366107       $2,072          29,893.00 Sole  N/A   None
KEYCORP                 COMM  493267108       $5,050         157,200.00 Sole  N/A   None
KEYSPAN CORP            COMM  49337W100       $1,321          50,072.00 Sole  N/A   None
KNIGHT RIDDER NEWSPP    COMM  499040103       $1,525          27,700.00 Sole  N/A   None
LAFARGE CORP            COMM  505862102         $900          25,400.00 Sole  N/A   None
LIMITED INC             COMM  532716107       $3,394          74,800.00 Sole  N/A   None
LITTON INDS INC         COMM  538021106       $1,155          16,000.00 Sole  N/A   None
LIZ CLAIBORNE           COMM  539320101         $807          22,100.00 Sole  N/A   None
LOCKHEED MARTIN CORP    COMM  539830109       $5,155         138,400.00 Sole  N/A   None
LOEWS CORP              COMM  540424108       $3,038          38,400.00 Sole  N/A   None
LYONDELL PETROCHEMIC    COMM  552078107         $809          39,200.00 Sole  N/A   None
MGM GRAND INC           COMM  552953101       $1,068          21,800.00 Sole  N/A   None
MARTIN MARIETTA MATL    COMM  573284106         $968          16,400.00 Sole  N/A   None
MAY DEPT STORES CO      COMM  577778103       $4,795         117,300.00 Sole  N/A   None
MAYTAG CO               COMM  578592107       $2,171          31,100.00 Sole  N/A   None
MCCORMICK & CO INC      COMM  579780206         $792          25,100.00 Sole  N/A   None
MEAD CORP               COMM  582834107       $1,486          35,600.00 Sole  N/A   None
MERCANTILE BANCORP      COMM  587342106       $3,165          55,400.00 Sole  N/A   None
MERCANTILE BANKSHARE    COMM  587405101         $863          24,400.00 Sole  N/A   None
MERRILL LYNCH & CO      COMM  590188108      $10,263         129,100.00 Sole  N/A   None
MILLENNIUM CHEMICALS    COMM  599903101         $643          27,300.00 Sole  N/A   None
MOBIL CORP              COMM  607059102      $27,126         274,698.00 Sole  N/A   None
MORGAN J P & CO INC     COMM  616880100       $8,753          62,300.00 Sole  N/A   None
NABORS INDS INC         COMM  629568106         $914          37,500.00 Sole  N/A   None
NATIONAL CITY CORP      COMM  635405103       $7,228         110,347.00 Sole  N/A   None
NAVISTAR INTL CORP N    COMM  63934E108       $1,160          23,200.00 Sole  N/A   None
NEW CENTY ENERGIES I    COMM  64352U103       $1,564          40,300.00 Sole  N/A   None
NOBLE DRILLING CORP     COMM  655042109         $908          46,100.00 Sole  N/A   None
NORDSTROM INC           COMM  655664100       $1,672          49,900.00 Sole  N/A   None
NORTH FORK BANCORP      COMM  659424105       $1,052          49,200.00 Sole  N/A   None
NORTHN STS PWR MINN     COMM  665772109       $1,304          53,900.00 Sole  N/A   None
NORTHROP CORP           COMM  666807102       $1,605          24,200.00 Sole  N/A   None
OLD REP INTL CORP       COMM  680223104         $800          46,235.00 Sole  N/A   None
PG&E CORP               COMM  69331C108       $4,366         134,610.00 Sole  N/A   None
PNC FINANCIAL CORP      COMM  693475105       $6,149         106,700.00 Sole  N/A   None
PACCAR INC              COMM  693718108       $1,468          27,500.00 Sole  N/A   None
PACIFICORP              COMM  695114108       $1,917         104,300.00 Sole  N/A   None
PALL CORP               COMM  696429307         $970          43,700.00 Sole  N/A   None
PARKER HANNIFIN CORP    COMM  701094104       $1,743          38,094.00 Sole  N/A   None
PENNEY J C INC          COMM  708160106       $4,492          92,500.00 Sole  N/A   None
PHELPS DODGE CORP       COMM  717265102       $1,259          20,326.00 Sole  N/A   None
PHILLIPS PETE CO        COMM  718507106       $4,458          88,600.00 Sole  N/A   None
PINNACLE WEST CAP CO    COMM  723484101       $1,199          29,800.00 Sole  N/A   None
POTOMAC ELEC PWR CO     COMM  737679100       $1,225          41,600.00 Sole  N/A   None
PREMARK INTL INC        COMM  740459102         $806          21,500.00 Sole  N/A   None
PROMUS HOTEL CORP NE    COMM  74342P106         $902          29,100.00 Sole  N/A   None
PROTECTIVE LIFE CORP    COMM  743674103         $768          22,600.00 Sole  N/A   None
PUBLIC SVC ENTERPRIS    COMM  744573106       $3,145          77,050.00 Sole  N/A   None
RAYTHEON CO             COMM  755111408       $8,319         118,000.00 Sole  N/A   None
READERS DIGEST ASSN     COMM  755267101       $1,499          37,700.00 Sole  N/A   None
REGIONS FINL CORP       COMM  758940100       $3,025          78,687.00 Sole  N/A   None
RELIASTAR FINL CORP     COMM  75952U103       $1,358          31,048.00 Sole  N/A   None
RITE AID CORP           COMM  767754104       $2,236          90,800.00 Sole  N/A   None
ROHM & HAAS CO          COMM  775371107           $0               0.88 Sole  N/A   None
SCANA CORP              COMM  805898103         $849          36,304.00 Sole  N/A   None
SCIENTIFIC ATLANTA      COMM  808655104         $943          26,200.00 Sole  N/A   None
SEARS ROEBUCK & CO      COMM  812387108       $5,958         133,700.00 Sole  N/A   None
SERVICE CORP INTL       COMM  817565104       $1,836          95,400.00 Sole  N/A   None
SHERWIN WILLIAMS CO     COMM  824348106       $1,657          59,700.00 Sole  N/A   None
SIGMA ALDRICH CORP      COMM  826552101       $1,219          35,400.00 Sole  N/A   None
SONOCO PRODS CO         COMM  835495102       $1,069          35,700.00 Sole  N/A   None
SOUTHDOWN INC           COMM  841297104         $861          13,400.00 Sole  N/A   None
SOUTHERN CO             COMM  842587107       $6,483         244,629.00 Sole  N/A   None
SOUTHTRUST CORP         COMM  844730101       $2,254          58,739.00 Sole  N/A   None
STERLING SOFTWARE IN    COMM  859547101         $772          29,200.00 Sole  N/A   None
SUMMIT BANCORP          COMM  866005101       $2,513          60,099.00 Sole  N/A   None
SUNOCO INC              COMM  86764P109         $957          31,700.00 Sole  N/A   None
SUPERVALU INC           COMM  868536103       $1,082          41,800.00 Sole  N/A   None
TECO ENERGY INC         COMM  872375100       $1,053          46,296.00 Sole  N/A   None
TRW INC                 COMM  872649108       $2,321          42,300.00 Sole  N/A   None
TEXAS UTILS CO          COMM  882848104       $4,082          98,500.00 Sole  N/A   None
THERMO ELECTRON CORP    COMM  883556102       $1,111          55,400.00 Sole  N/A   None
THOMAS & BETTS CORP     COMM  884315102         $945          19,993.00 Sole  N/A   None
TORCHMARK CORP          COMM  891027104       $1,597          46,800.00 Sole  N/A   None
TRANSAMERICA CORP       COMM  893485102       $3,281          43,740.00 Sole  N/A   None
TRAVELERS PPTY CAS C    COMM  893939108         $869          22,200.00 Sole  N/A   None
UAL CORP                COMM  902549500       $1,183          18,300.00 Sole  N/A   None
UST INC                 COMM  902911106       $1,812          61,800.00 Sole  N/A   None
USX-U S STL             COMM  90337T101         $837          31,000.00 Sole  N/A   None
UNICOM CORP             COMM  904911104       $2,938          76,200.00 Sole  N/A   None
UNION CARBIDE CORP      COMM  905581104       $2,277          46,700.00 Sole  N/A   None
UTILICORP UTD INC       COMM  918005109         $790          32,500.00 Sole  N/A   None
V F CORP                COMM  918204108       $1,800          42,100.00 Sole  N/A   None
WASHINGTON MUT INC      COMM  939322103       $7,425         208,780.00 Sole  N/A   None
WESTVACO CORP           COMM  961548104       $1,019          35,129.00 Sole  N/A   None
WEYERHAEUSER CO         COMM  962166104       $4,840          70,400.00 Sole  N/A   None
WHIRLPOOL CORP          COMM  963320106       $1,954          26,400.00 Sole  N/A   None
SANTA FE INTL CORP      CF    G7805C108         $925          40,200.00 Sole  N/A   None
TRANSOCEAN OFFSHORE     COMM  G90076103         $927          35,300.00 Sole  N/A   None

                                            $595,496      12,512,532.88


FORD SMALL COMPANY VALUE

AAR CORP                COMM  000361105         $607          26,750.00 Sole  N/A   None
ABM INDS INC            COMM  000957100         $655          21,356.00 Sole  N/A   None
AK STL HLDG CORP        COMM  001547108       $1,222          54,300.00 Sole  N/A   None
ADVANTA CORP            COMM  007942105         $439          24,300.00 Sole  N/A   None
ALASKA AIRGROUP         COMM  011659109       $1,006          24,100.00 Sole  N/A   None
ALBEMARLE CORP          COMM  012653101         $994          43,000.00 Sole  N/A   None
ALEXANDER & BALDWIN     COMM  014482103         $939          42,200.00 Sole  N/A   None
AMCOL INTL CORP         COMM  02341W103         $374          26,000.00 Sole  N/A   None
AMERICA WEST HLDG CO    COMM  023657208         $636          33,700.00 Sole  N/A   None
ARNOLD INDS INC         COMM  042595108         $374          24,200.00 Sole  N/A   None
ARVIN INDS INC          COMM  043339100         $954          25,200.00 Sole  N/A   None
ATMOS ENERGY CORP       COMM  049560105         $753          30,100.00 Sole  N/A   None
AVISTA CORP             COMM  05379B107         $640          39,378.00 Sole  N/A   None
BALDOR ELEC CO          COMM  057741100         $700          35,200.00 Sole  N/A   None
BANCWEST CORP NEW       COMM  059790105       $1,142          30,752.00 Sole  N/A   None
BANDAG INC              COMM  059815100         $694          20,000.00 Sole  N/A   None
BANK UTD CORP           COMM  065412108       $1,113          27,700.00 Sole  N/A   None
BANTA GEORGE INC        COMM  066821109         $563          26,800.00 Sole  N/A   None
BARNES GROUP INC        COMM  067806109         $413          19,000.00 Sole  N/A   None
BASSETT FURNITURE IN    COMM  070203104         $281          12,300.00 Sole  N/A   None
BAY VIEW CAP CORP       COMM  07262L101         $381          18,600.00 Sole  N/A   None
BLACK HILLS PWR & LT    COMM  092113109         $483          20,900.00 Sole  N/A   None
BOB EVANS FARMS INC     COMM  096761101         $793          39,900.00 Sole  N/A   None
BORG-WARNER AUTOMOTI    COMM  099724106       $1,431          26,027.00 Sole  N/A   None
BROWN SHOE INC NEW      COMM  115736100         $361          16,600.00 Sole  N/A   None
CLECO CORP              COMM  12561M107         $665          21,900.00 Sole  N/A   None
CNB BANCSHARES INC      COMM  126126101       $1,939          34,010.00 Sole  N/A   None
CALIFORNIA WTR SVC G    COMM  130788102         $321          12,300.00 Sole  N/A   None
CARAUSTAR INDS INC      COMM  140909102         $600          24,300.00 Sole  N/A   None
CARLISLE CORP           COMM  142339100       $1,415          29,400.00 Sole  N/A   None
CARPENTER TECHNOLOGY    COMM  144285103         $610          21,352.00 Sole  N/A   None
CATO CORP NEW           COMM  149205106         $299          25,700.00 Sole  N/A   None
CENTRAL HUDSON GAS&E    COMM  153609102         $689          16,400.00 Sole  N/A   None
CENTURY BUSINESS SVC    COMM  156490104       $1,019          70,300.00 Sole  N/A   None
CHEMED CORP             COMM  163596109         $338          10,180.00 Sole  N/A   None
CHESAPEAKE CORP VA      COMM  165159104         $786          21,000.00 Sole  N/A   None
CHICAGO TITLE CORP      COMM  168228104         $717          20,100.00 Sole  N/A   None
CHITTENDEN CORP         COMM  170228100         $434          13,900.00 Sole  N/A   None
CIRCLE INTL GROUP IN    COMM  172574105         $365          16,700.00 Sole  N/A   None
CITIZENS BKG CORP MI    COMM  174420109         $808          26,863.00 Sole  N/A   None
CLARCOR INC             COMM  179895107         $446          23,250.00 Sole  N/A   None
CLEVELAND CLIFFS INC    COMM  185896107         $353          10,900.00 Sole  N/A   None
COMMERCE GROUP INC M    COMM  200641108         $778          31,900.00 Sole  N/A   None
COMMERCIAL METALS CO    COMM  201723103         $405          14,200.00 Sole  N/A   None
COMMONWEALTH ENERGY     COMM  202800108         $882          21,000.00 Sole  N/A   None
COOPER TIRE & RUBR      COMM  216831107       $1,637          69,300.00 Sole  N/A   None
COORS ADOLPH CO         COMM  217016104       $1,777          35,900.00 Sole  N/A   None
DEXTER CORP             COMM  252165105         $915          22,408.00 Sole  N/A   None
DIAGNOSTIC PRODS CP     COMM  252450101         $367          13,300.00 Sole  N/A   None
DIME CMNTY BANCORP I    COMM  253922108         $295          12,700.00 Sole  N/A   None
DOWNEY FINL CORP        COMM  261018105         $564          25,700.00 Sole  N/A   None
EASTERN ENTERPRISES     COMM  27637F100         $875          22,000.00 Sole  N/A   None
EASTERN UTILS ASSOC     COMM  277173100         $579          19,880.00 Sole  N/A   None
EMPIRE DIST ELEC CO     COMM  291641108         $436          16,748.00 Sole  N/A   None
ENERGEN CORP            COMM  29265N108         $538          28,900.00 Sole  N/A   None
ENHANCE FINL SVCS GR    COMM  293310108         $687          34,800.00 Sole  N/A   None
ETHYL CORP              COMM  297659104         $458          76,300.00 Sole  N/A   None
F & M NATL CORP         COMM  302374103         $726          21,876.00 Sole  N/A   None
FNB CORP                COMM  302520101         $502          18,604.00 Sole  N/A   None
FEDERAL SIGNAL CORP     COMM  313855108         $881          41,600.00 Sole  N/A   None
FERRO CORP              COMM  315405100         $941          34,200.00 Sole  N/A   None
FIDELITY NAT FINL CO    COMM  316326107         $554          27,700.00 Sole  N/A   None
FIRST AMERN FINL COR    COMM  318522307       $1,124          62,900.00 Sole  N/A   None
FLEETWOOD ENTERPRISE    COMM  339099103         $896          33,900.00 Sole  N/A   None
FLORIDA ROCK INDS IN    COMM  341140101         $833          18,300.00 Sole  N/A   None
FLOWSERVE CORP          COMM  34354P105         $650          34,300.00 Sole  N/A   None
FOREMOST CORP OF AME    COMM  345469100         $570          25,922.00 Sole  N/A   None
FULTON FINL CORP PA     COMM  360271100       $1,395          67,416.00 Sole  N/A   None
GENCORP INC             COMM  368682100         $962          38,100.00 Sole  N/A   None
GLATFELTER P H CO       COMM  377316104         $600          41,000.00 Sole  N/A   None
HSB GROUP INC           COMM  40428N109       $1,166          28,300.00 Sole  N/A   None
HARLEYSVILLE GROUP I    COMM  412824104         $584          28,500.00 Sole  N/A   None
HAWAIIAN ELEC INDUST    COMM  419870100       $1,115          31,400.00 Sole  N/A   None
HELMERICH & PAYNE IN    COMM  423452101       $1,068          45,200.00 Sole  N/A   None
HOLLINGER INTL INC      COMM  435569108       $1,246         104,900.00 Sole  N/A   None
HUGHES SUPPLY INC       COMM  444482103         $701          23,600.00 Sole  N/A   None
HUNT JB TRANS SVC IN    COMM  445658107         $528          32,500.00 Sole  N/A   None
IDACORP INC             COMM  451107106       $1,154          36,630.00 Sole  N/A   None
IDEX CORP               COMM  45167R104         $888          27,000.00 Sole  N/A   None
INTERFACE FLOORING      COMM  458665106         $443          51,400.00 Sole  N/A   None
JSB FINANCIAL INC       COMM  46624M100         $461           9,064.00 Sole  N/A   None
JOSTENS INC             COMM  481088102         $706          33,500.00 Sole  N/A   None
JUNO LTG INC            COMM  482047206          $22           1,174.25 Sole  N/A   None
JUSTIN INDS INC         COMM  482171105         $344          24,700.00 Sole  N/A   None
KAMAN CORP              COMM  483548103         $359          22,900.00 Sole  N/A   None
KAUFMAN&BROAD HOME C    COMM  486168107       $1,159          46,600.00 Sole  N/A   None
KELLWOOD CO             COMM  488044108         $727          26,800.00 Sole  N/A   None
KELLY SVCS INC          COMM  488152208       $1,121          34,900.00 Sole  N/A   None
KENNAMETAL INC          COMM  489170100         $849          27,400.00 Sole  N/A   None
KIMBALL INTL INC        COMM  494274103         $667          39,520.00 Sole  N/A   None
LA Z BOY CHAIR CO       COMM  505336107       $1,173          51,000.00 Sole  N/A   None
LACLEDE GAS CO          COMM  505588103         $398          17,100.00 Sole  N/A   None
LANCE INC               COMM  514606102         $455          29,100.00 Sole  N/A   None
LEE ENTERPRISES INC     COMM  523768109       $1,318          43,200.00 Sole  N/A   None
LILLY INDL COATINGS     COMM  532491107         $420          22,600.00 Sole  N/A   None
LONGS DRUG STORES IN    COMM  543162101       $1,323          38,288.00 Sole  N/A   None
MADISON GAS & ELEC      COMM  557497104         $320          15,629.00 Sole  N/A   None
MARK IV INDS INC        COMM  570387100         $949          44,900.00 Sole  N/A   None
MASCOTECH INC           COMM  574670105         $684          40,400.00 Sole  N/A   None
MILACRON INC            COMM  598709103         $666          36,000.00 Sole  N/A   None
MINNESOTA POWER INC     COMM  604110106       $1,410          70,936.00 Sole  N/A   None
MISSISSIPPI CHEM COR    COMM  605288208         $249          25,400.00 Sole  N/A   None
MODINE MFG CO           COMM  607828100         $935          28,700.00 Sole  N/A   None
MODIS PROFESSIONAL S    COMM  607830106       $1,189          87,700.00 Sole  N/A   None
MORRISON KNUDSEN COR    COMM  61844A109         $501          48,600.00 Sole  N/A   None
NAUTICA ENTERPRISES     COMM  639089101         $533          31,600.00 Sole  N/A   None
NEVADA POWER CO         COMM  641423108       $1,249          49,966.00 Sole  N/A   None
NEW JERSEY RES          COMM  646025106         $652          17,418.00 Sole  N/A   None
NORTHWEST NAT GAS CO    COMM  667655104         $585          24,232.00 Sole  N/A   None
NORTHWESTERN CORP       COMM  668074107         $542          22,400.00 Sole  N/A   None
OGDEN CORP              COMM  676346109       $1,288          47,800.00 Sole  N/A   None
OHIO CAS CORP           COMM  677240103       $1,100          30,439.00 Sole  N/A   None
ONE VY BANCORP WV IN    COMM  682419106       $1,255          33,468.00 Sole  N/A   None
ONEOK INC NEW           COMM  682680103         $979          30,822.00 Sole  N/A   None
OWENS & MINOR INC NE    COMM  690732102         $350          31,800.00 Sole  N/A   None
PENTAIR INDS INC        COMM  709631105       $1,899          41,500.00 Sole  N/A   None
PEOPLES ENERGY CORP     COMM  711030106       $1,225          32,500.00 Sole  N/A   None
PIEDMONT NAT GAS INC    COMM  720186105         $938          30,144.00 Sole  N/A   None
PRIME HOSPITALITY CO    COMM  741917108         $563          46,900.00 Sole  N/A   None
PROVIDENT BANKSHARES    COMM  743859100         $551          23,678.00 Sole  N/A   None
PUBLIC SVC CO N MEX     COMM  744499104         $789          39,700.00 Sole  N/A   None
PULTE CORP              COMM  745867101         $971          42,100.00 Sole  N/A   None
REGAL BELOIT CORP       COMM  758750103         $482          20,400.00 Sole  N/A   None
REPUBLIC BANCORP INC    COMM  760282103         $592          39,000.00 Sole  N/A   None
RIVIANA FOODS INC       COMM  769536103         $268          14,300.00 Sole  N/A   None
ROADWAY EXPRESS INC     COMM  769742107         $366          18,900.00 Sole  N/A   None
ROCHESTER GAS &ELEC     COMM  771367109         $954          35,900.00 Sole  N/A   None
ROLLINS TRUCK LEASIN    COMM  775741101         $623          56,000.00 Sole  N/A   None
RUDDICK CORP            COMM  781258108         $852          42,600.00 Sole  N/A   None
RUSS BERRIE & CO        COMM  782233100         $512          20,700.00 Sole  N/A   None
RYLAND GROUP INC        COMM  783764103         $428          14,400.00 Sole  N/A   None
SCHULMAN A INC          COMM  808194104         $524          30,500.00 Sole  N/A   None
SCHWEITZER-MAUDUIT I    COMM  808541106         $233          15,500.00 Sole  N/A   None
SELECTIVE INS GROUP     COMM  816300107         $520          27,272.00 Sole  N/A   None
SHOPKO STORES INC       COMM  824911101         $876          24,000.00 Sole  N/A   None
SIGCORP INC             COMM  826912107         $652          23,045.00 Sole  N/A   None
SMITH A O CORP  'B'     COMM  831865209         $633          22,612.00 Sole  N/A   None
SOUTHWEST GAS CORP      COMM  844895102         $853          29,800.00 Sole  N/A   None
SPRINGS INDS INC        COMM  851783100         $757          17,344.00 Sole  N/A   None
STANDARD PAC CORP NE    COMM  85375C101         $374          28,800.00 Sole  N/A   None
STANDARD PRODS CO       COMM  853836104         $400          15,600.00 Sole  N/A   None
STANDARD REGISTER CO    COMM  853887107         $847          27,552.00 Sole  N/A   None
STANDEX INTL CORP       COMM  854231107         $342          12,500.00 Sole  N/A   None
STRIDE RITE CORP        COMM  863314100         $466          45,200.00 Sole  N/A   None
STURM RUGER & CO INC    COMM  864159108         $280          26,200.00 Sole  N/A   None
SUPERIOR INDS INTL      COMM  868168105         $718          26,300.00 Sole  N/A   None
TALBOTS INC             COMM  874161102       $1,159          30,400.00 Sole  N/A   None
TECUMSEH PRODS CO       COMM  878895200       $1,205          19,900.00 Sole  N/A   None
TEXAS INDS INC          COMM  882491103         $744          19,200.00 Sole  N/A   None
THOMAS INDS INC         COMM  884425109         $314          15,300.00 Sole  N/A   None
TIDEWATER INC.          COMM  886423102       $1,549          50,800.00 Sole  N/A   None
TIMKEN CO               COMM  887389104       $1,104          56,600.00 Sole  N/A   None
TOLL BROTHERS INC       COMM  889478103         $722          33,700.00 Sole  N/A   None
TOWER AUTOMOTIVE INC    COMM  891707101       $1,091          42,900.00 Sole  N/A   None
TRENWICK GROUP INC      COMM  895290104         $254          10,299.00 Sole  N/A   None
TRINITY INDS INC        COMM  896522109       $1,323          39,500.00 Sole  N/A   None
TUPPERWARE CORP         COMM  899896104       $1,344          52,700.00 Sole  N/A   None
UST CORP                COMM  902900109       $1,258          41,600.00 Sole  N/A   None
USEC INC                COMM  90333E108       $1,360          91,400.00 Sole  N/A   None
UNITED BANKSHS INC W    COMM  909907107       $1,118          42,180.00 Sole  N/A   None
UNITED DOMINION INDS    COMM  909914103         $936          38,600.00 Sole  N/A   None
UNITED ILLUM CO         COMM  910637107         $595          14,014.00 Sole  N/A   None
UNIVERSAL CORP          COMM  913456109         $907          31,900.00 Sole  N/A   None
UNIVERSAL FOODS CORP    COMM  913538104       $1,033          48,900.00 Sole  N/A   None
USFREIGHTWAYS CORP      COMM  916906100       $1,190          25,700.00 Sole  N/A   None
VARCO INTL INC          COMM  922126107         $643          59,500.00 Sole  N/A   None
VARIAN MED SYS INC      COMM  92220P105         $702          27,800.00 Sole  N/A   None
WD 40 CO                COMM  929236107         $380          15,200.00 Sole  N/A   None
WPS RESOURCES CORP      COMM  92931B106         $777          25,892.00 Sole  N/A   None
WALLACE COMPUTER SVC    COMM  932270101         $960          38,400.00 Sole  N/A   None
WASHINGTON FED INC      COMM  938824109       $1,195          53,250.00 Sole  N/A   None
WATTS INDS INC          COMM  942749102         $493          25,700.00 Sole  N/A   None
WAUSAU-MOSINEE PAPER    COMM  943315101         $860          47,800.00 Sole  N/A   None
WELLMAN INC             COMM  949702104         $486          30,500.00 Sole  N/A   None
WERNER ENTERPRISES I    COMM  950755108         $898          43,300.00 Sole  N/A   None
WHITNEY HLDG CORP       COMM  966612103         $894          22,488.00 Sole  N/A   None
WITCO CHEM CORP         COMM  977385103       $1,041          52,700.00 Sole  N/A   None
WOLVERINE WORLD WIDE    COMM  978097103         $526          37,600.00 Sole  N/A   None
WORTHINGTON INDS INC    COMM  981811102       $1,381          84,000.00 Sole  N/A   None
WYNNS INTL INC          COMM  983195108         $335          18,175.00 Sole  N/A   None
YORK INTL CORP NEW      COMM  986670107       $1,567          36,600.00 Sole  N/A   None
ZALE CORP NEW           COMM  988858106       $1,332          33,300.00 Sole  N/A   None
ZENITH NATL INS CORP    COMM  989390109         $409          16,620.00 Sole  N/A   None

                                            $141,983       5,878,623.25


WILSHIRE LARGE GROWTH TARGET

ADC TELECOMMUNICATIO    COMM  000886101         $586          12,864.00 Sole  N/A   Sole
AFLAC INC               COMM  001055102       $1,226          25,615.00 Sole  N/A   Sole
ABBOTT LABS             COMM  002824100       $6,606         145,586.00 Sole  N/A   Sole
AFFILIATED COMPUTER     COMM  008190100         $238           4,700.00 Sole  N/A   Sole
AIR PRODS & CHEMS IN    COMM  009158106         $881          21,900.00 Sole  N/A   Sole
ALLIED SIGNAL INC       COMM  019512102       $3,333          52,900.00 Sole  N/A   Sole
ALLTEL CORP             COMM  020039103       $1,931          27,000.00 Sole  N/A   Sole
ALTERA CORP             COMM  021441100         $700          19,014.00 Sole  N/A   Sole
AMBAC INC               COMM  023139108         $382           6,689.00 Sole  N/A   Sole
AMERICAN BANKRS INS     COMM  024456105         $223           4,100.00 Sole  N/A   Sole
AMERICAN EXPRESS CO     COMM  025816109       $5,621          43,200.00 Sole  N/A   Sole
AMERICAN HOME PRODS     COMM  026609107       $7,195         125,400.00 Sole  N/A   Sole
AMERN PWR CONVERSION    COMM  029066107         $369          18,328.00 Sole  N/A   Sole
AMGEN                   COMM  031162100       $2,983          49,000.00 Sole  N/A   Sole
ANHEUSER BUSCH COS      COMM  035229103       $3,234          45,587.00 Sole  N/A   Sole
APOLLO GROUP INC        COMM  037604105         $197           7,414.00 Sole  N/A   Sole
APPLIED MATLS INC       COMM  038222105       $2,638          35,714.00 Sole  N/A   Sole
ASSOCIATES FIRST CAP    COMM  046008108       $3,076          69,700.00 Sole  N/A   Sole
AUTOMATIC DATA PROCE    COMM  053015103       $2,606          59,228.00 Sole  N/A   Sole
AUTOZONE INC            COMM  053332102         $431          14,314.00 Sole  N/A   Sole
AVERY DENNISON CORP     COMM  053611109         $656          10,872.00 Sole  N/A   Sole
BMC SOFTWARE INC        COMM  055921100       $1,217          22,530.00 Sole  N/A   Sole
BANK NEW YORK INC       COMM  064057102       $2,673          72,846.00 Sole  N/A   Sole
BED BATH & BEYOND IN    COMM  075896100         $512          13,300.00 Sole  N/A   Sole
BELLSOUTH CORP          COMM  079860102       $8,367         181,400.00 Sole  N/A   Sole
BRISTOL MYERS SQUIBB    COMM  110122108      $13,396         190,176.00 Sole  N/A   Sole
BRUNSWICK CORP          COMM  117043109         $245           8,800.00 Sole  N/A   Sole
CMS ENERGY CORP         COMM  125896100         $470          11,231.00 Sole  N/A   Sole
CAMPBELL SOUP CO        COMM  134429109       $1,938          41,800.00 Sole  N/A   Sole
CAPITAL ONE FINL COR    COMM  14040H105       $1,052          18,900.00 Sole  N/A   Sole
CARDINAL HEALTH INC     COMM  14149Y108       $1,670          26,049.00 Sole  N/A   Sole
CARNIVAL CRUISE LINE    COMM  143658102       $2,848          58,718.00 Sole  N/A   Sole
CATERPILLAR INC         COMM  149123101       $2,046          34,100.00 Sole  N/A   Sole
CENTEX CORP             COMM  152312104         $215           5,716.00 Sole  N/A   Sole
CENTURYTEL INC          COMM  156700106         $529          13,296.00 Sole  N/A   Sole
CINCINNATI BELL INC     COMM  171870108         $327          13,118.00 Sole  N/A   Sole
CISCO SYS INC           COMM  17275R102      $19,714         305,944.00 Sole  N/A   Sole
CINTAS CORP             COMM  172908105         $714          10,629.00 Sole  N/A   Sole
CLAYTON HOMES INC       COMM  184190106         $158          13,770.75 Sole  N/A   Sole
CLOROX CO               COMM  189054109       $1,210          11,330.00 Sole  N/A   Sole
COASTAL CORP            COMM  190441105         $822          20,419.00 Sole  N/A   Sole
COCA COLA CO            COMM  191216100      $14,651         236,300.00 Sole  N/A   Sole
COMAIR CORP             COMM  199789108         $193           9,266.00 Sole  N/A   Sole
COMPUTER ASSOC INTL     COMM  204912109       $2,814          51,400.00 Sole  N/A   Sole
COMPUTER SCIENCES CO    COMM  205363104       $1,052          15,200.00 Sole  N/A   Sole
COMVERSE TECHNOLOGY     COMM  205862402         $497           6,581.00 Sole  N/A   Sole
CRANE CO                COMM  224399105         $204           6,500.00 Sole  N/A   Sole
DST SYS INC DEL         COMM  233326107         $380           6,037.00 Sole  N/A   Sole
DANA CORP               COMM  235811106         $733          15,916.00 Sole  N/A   Sole
DANAHER CORP            COMM  235851102         $756          13,000.00 Sole  N/A   Sole
DEERE & CO              COMM  244199105         $870          22,200.00 Sole  N/A   Sole
DELL COMPUTER CORP      COMM  247025109       $8,984         242,800.00 Sole  N/A   Sole
DOLLAR GEN CORP         COMM  256669102         $614          21,182.00 Sole  N/A   Sole
DOLLAR TREE STORES I    COMM  256747106         $260           5,901.00 Sole  N/A   Sole
DONALDSON LUFKIN & S    COMM  257661108         $725          12,031.00 Sole  N/A   Sole
DOVER CORP              COMM  260003108         $715          20,429.00 Sole  N/A   Sole
E M C CORP MASS         COMM  268648102       $5,331          96,928.00 Sole  N/A   Sole
ENSCO INTL INC          COMM  26874Q100         $261          13,100.00 Sole  N/A   Sole
EDWARD A G INC          COMM  281760108         $292           9,050.00 Sole  N/A   Sole
ELECTRONICS FOR IMAG    COMM  286082102         $267           5,200.00 Sole  N/A   Sole
EMERSON ELEC CO         COMM  291011104       $2,626          41,725.00 Sole  N/A   Sole
EQUIFAX INC             COMM  294429105         $492          13,800.00 Sole  N/A   Sole
EQUITABLE COS INC       COMM  29444G107       $1,434          21,403.00 Sole  N/A   Sole
EXPRESS SCRIPTS INC     COMM  302182100         $217           3,600.00 Sole  N/A   Sole
FDX CORP                COMM  31304N107       $1,546          28,500.00 Sole  N/A   Sole
FIFTH THIRD BANCORP     COMM  316773100       $1,712          25,725.00 Sole  N/A   Sole
FINOVA GROUP INC        COMM  317928109         $306           5,812.00 Sole  N/A   Sole
FIRST AMER CORP TENN    COMM  318900107         $486          11,700.00 Sole  N/A   Sole
FORT JAMES CORP         COMM  347471104         $799          21,100.00 Sole  N/A   Sole
FRANKLIN RES INC        COMM  354613101         $980          24,114.00 Sole  N/A   Sole
GTE CORP                COMM  362320103       $7,029          93,097.00 Sole  N/A   Sole
GANNETT INC             COMM  364730101       $1,914          26,814.00 Sole  N/A   Sole
GAP INC                 COMM  364760108       $4,145          82,287.00 Sole  N/A   Sole
GARTNER GROUP INC NE    COMM  366651107         $198           9,675.00 Sole  N/A   Sole
GENERAL ELEC CO         COMM  369604103      $35,403         313,300.00 Sole  N/A   Sole
GOODRICH B F CO         COMM  382388106         $302           7,100.00 Sole  N/A   Sole
HARLEY DAVIDSON INC     COMM  412822108         $800          14,714.00 Sole  N/A   Sole
HEWLETT PACKARD CO      COMM  428236103       $9,770          97,214.00 Sole  N/A   Sole
HOME DEPOT INC          COMM  437076102       $9,141         141,855.00 Sole  N/A   Sole
IMC FERTILIZER GROUP    COMM  449669100         $189          10,900.00 Sole  N/A   Sole
ILLINOIS TOOL WKS IN    COMM  452308109       $1,962          24,000.00 Sole  N/A   Sole
INGERSOLL RAND CO       COMM  456866102       $1,028          15,900.00 Sole  N/A   Sole
INTEL CORP              COMM  458140100      $18,904         317,716.00 Sole  N/A   Sole
INTERPUBLIC GROUP CO    COMM  460690100       $1,169          13,500.00 Sole  N/A   Sole
INTIMATE BRANDS INC     COMM  461156101       $1,183          24,970.00 Sole  N/A   Sole
JABIL CIRCUIT INC       COMM  466313103         $352           7,800.00 Sole  N/A   Sole
JOHNSON & JOHNSON       COMM  478160104      $12,624         128,814.00 Sole  N/A   Sole
JOHNSON CTLS INC        COMM  478366107         $569           8,214.00 Sole  N/A   Sole
JONES APPAREL GROUP     COMM  480074103         $398          11,604.00 Sole  N/A   Sole
KLA-TENCOR CORP         COMM  482480100         $547           8,439.00 Sole  N/A   Sole
KNIGHT RIDDER NEWSPP    COMM  499040103         $413           7,500.00 Sole  N/A   Sole
KOHLS CORP              COMM  500255104       $1,200          15,614.00 Sole  N/A   Sole
LAUDER ESTEE COS INC    COMM  518439104         $593          11,834.00 Sole  N/A   Sole
LEAR CORP               COMM  521865105         $319           6,414.00 Sole  N/A   Sole
LEGATO SYS INC          COMM  524651106         $225           3,900.00 Sole  N/A   Sole
LEXMARK INTL GROUP I    COMM  529771107         $806          12,300.00 Sole  N/A   Sole
LIMITED INC             COMM  532716107         $926          20,400.00 Sole  N/A   Sole
LINEAR TECHNOLOGY CO    COMM  535678106         $989          14,700.00 Sole  N/A   Sole
LOWES COS INC           COMM  548661107       $2,013          35,514.00 Sole  N/A   Sole
MBNA CORP               COMM  55262L100       $2,351          76,767.00 Sole  N/A   Sole
MGIC INVT CORP WIS      COMM  552848103         $506          10,400.00 Sole  N/A   Sole
MGM GRAND INC           COMM  552953101         $289           5,900.00 Sole  N/A   Sole
MANPOWER INC            COMM  56418H100         $170           7,500.00 Sole  N/A   Sole
MARTIN MARIETTA MATL    COMM  573284106         $266           4,500.00 Sole  N/A   Sole
MASCO CORP              COMM  574599106         $930          32,213.00 Sole  N/A   Sole
MAXIM INTEGRATED PRO    COMM  57772K101         $862          12,960.00 Sole  N/A   Sole
MAYTAG CO               COMM  578592107         $593           8,488.00 Sole  N/A   Sole
MCDONALDS CORP          COMM  580135101       $5,346         130,000.00 Sole  N/A   Sole
MCGRAW HILL INC         COMM  580645109       $1,019          18,900.00 Sole  N/A   Sole
MEDTRONIC INC           COMM  585055106       $4,358          55,967.00 Sole  N/A   Sole
MERCK & CO INC          COMM  589331107      $16,647         226,100.00 Sole  N/A   Sole
MICROSOFT CORP          COMM  594918104      $44,081         488,774.00 Sole  N/A   Sole
MICROCHIP TECHNOLOGY    COMM  595017104         $227           4,800.00 Sole  N/A   Sole
MILLER HERMAN INC       COMM  600544100         $160           7,600.00 Sole  N/A   Sole
MOLEX INC               COMM  608554101         $548          14,818.00 Sole  N/A   Sole
MORGAN S D WITTER DI    COMM  617446448       $5,614          54,700.00 Sole  N/A   Sole
MOTOROLA INC            COMM  620076109       $5,477          57,800.00 Sole  N/A   Sole
NABORS INDS INC         COMM  629568106         $249          10,200.00 Sole  N/A   Sole
NEW YORK TIMES CO       COMM  650111107         $622          16,900.00 Sole  N/A   Sole
NEWELL RUBBERMAID IN    COMM  651229106       $1,249          26,936.00 Sole  N/A   Sole
NORTH FORK BANCORP      COMM  659424105         $285          13,346.00 Sole  N/A   Sole
NORTHERN TR CORP        COMM  665859104       $1,038          10,700.00 Sole  N/A   Sole
NUCOR CORP              COMM  670346105         $394           8,300.00 Sole  N/A   Sole
OFFICE DEPOT INC        COMM  676220106         $789          35,756.00 Sole  N/A   Sole
OMNICOM GROUP           COMM  681919106       $1,371          17,143.00 Sole  N/A   Sole
ORACLE SYSTEMS CORP     COMM  68389X105       $5,117         137,825.00 Sole  N/A   Sole
OUTBACK STEAKHOUSE I    COMM  689899102         $283           7,200.00 Sole  N/A   Sole
PACCAR INC              COMM  693718108         $401           7,514.00 Sole  N/A   Sole
PARAMETRIC TECHNOLOG    COMM  699173100         $359          25,872.00 Sole  N/A   Sole
PARKER HANNIFIN CORP    COMM  701094104         $476          10,400.00 Sole  N/A   Sole
PAYCHEX INC             COMM  704326107         $749          23,483.00 Sole  N/A   Sole
PFIZER INC              COMM  717081103      $13,514         123,986.00 Sole  N/A   Sole
PHELPS DODGE CORP       COMM  717265102         $347           5,600.00 Sole  N/A   Sole
PIXAR                   COMM  725811103         $190           4,400.00 Sole  N/A   Sole
PRICE T ROWE & ASSOC    COMM  741477103         $442          11,529.00 Sole  N/A   Sole
PROCTER & GAMBLE CO     COMM  742718109      $11,353         127,200.00 Sole  N/A   Sole
PROGRESSIVE CORP OHI    COMM  743315103       $1,015           7,000.00 Sole  N/A   Sole
PROTECTIVE LIFE CORP    COMM  743674103         $208           6,121.00 Sole  N/A   Sole
RELIASTAR FINL CORP     COMM  75952U103         $372           8,500.00 Sole  N/A   Sole
ROBERT HALF INTL INC    COMM  770323103         $224           8,664.00 Sole  N/A   Sole
ROSS STORES INC         COMM  778296103         $222           4,400.00 Sole  N/A   Sole
SAFEWAY INC             COMM  786514208       $2,353          47,540.00 Sole  N/A   Sole
SANMINA CORP            COMM  800907107         $417           5,500.00 Sole  N/A   Sole
SARA LEE CORP           COMM  803111103       $1,961          86,454.00 Sole  N/A   Sole
SCHERING PLOUGH CORP    COMM  806605101       $7,400         140,958.00 Sole  N/A   Sole
SCHLUMBERGER LTD        COMM  806857108       $3,337          52,400.00 Sole  N/A   Sole
SCHWAB CHARLES CP NE    COMM  808513105       $4,261          39,096.00 Sole  N/A   Sole
SERVICE CORP INTL       COMM  817565104         $501          26,025.00 Sole  N/A   Sole
SHERWIN WILLIAMS CO     COMM  824348106         $450          16,200.00 Sole  N/A   Sole
SMITH INTL INC          COMM  832110100         $204           4,700.00 Sole  N/A   Sole
SOLECTRON CORP          COMM  834182107       $1,609          24,130.00 Sole  N/A   Sole
SOUTHWEST AIRLS CO      COMM  844741108         $998          32,079.00 Sole  N/A   Sole
STARBUCKS CORP          COMM  855244109         $652          17,358.00 Sole  N/A   Sole
STATE STR CORP          COMM  857477103       $1,315          15,400.00 Sole  N/A   Sole
SUN MICROSYSTEMS INC    COMM  866810104       $5,106          74,128.00 Sole  N/A   Sole
SUNGARD DATA SYS INC    COMM  867363103         $380          11,000.00 Sole  N/A   Sole
SYMBOL TECHNOLOGIES     COMM  871508107         $311           8,421.00 Sole  N/A   Sole
SYNOPSYS INC            COMM  871607107         $376           6,821.00 Sole  N/A   Sole
TV GUIDE INC            COMM  87307Q109         $267           7,300.00 Sole  N/A   Sole
TELLABS INC             COMM  879664100       $2,534          37,502.00 Sole  N/A   Sole
TERADYNE INC            COMM  880770102         $583           8,128.00 Sole  N/A   Sole
TEXTRON INC             COMM  883203101       $1,194          14,500.00 Sole  N/A   Sole
TOSCO CORP              COMM  891490302         $377          14,518.00 Sole  N/A   Sole
UAL CORP                COMM  902549500         $323           5,000.00 Sole  N/A   Sole
UNION CARBIDE CORP      COMM  905581104         $619          12,700.00 Sole  N/A   Sole
U S WEST INC NEW        COMM  91273H101       $2,832          48,200.00 Sole  N/A   Sole
UNITED TECHNOLOGIES     COMM  913017109       $3,326          46,200.00 Sole  N/A   Sole
UTILICORP UTD INC       COMM  918005109         $215           8,830.00 Sole  N/A   Sole
VERITAS SOFTWARE CO     COMM  923436109         $760           8,000.00 Sole  N/A   Sole
WAL MART STORES INC     COMM  931142103      $20,559         426,100.00 Sole  N/A   Sole
WARNER LAMBERT CO       COMM  934488107       $5,635          81,514.00 Sole  N/A   Sole
WATSON PHARMACEUTICA    COMM  942683103         $319           9,110.00 Sole  N/A   Sole
WILLIAMS COS            COMM  969457100       $1,764          41,439.00 Sole  N/A   Sole
WRIGLEY WM JR CO        COMM  982526105         $990          11,100.00 Sole  N/A   Sole
XILINX INC              COMM  983919101         $795          13,888.00 Sole  N/A   Sole
XEROX CORP              COMM  984121103       $3,739          63,304.00 Sole  N/A   Sole
ZIONS BANCORP           COMM  989701107         $478           7,533.00 Sole  N/A   Sole
TRANSOCEAN OFFSHORE     COMM  G90076103         $252           9,614.00 Sole  N/A   Sole

                                            $480,447       7,725,638.75


WILSHIRE LARGE VALUE TARGET

AETNA INC               COMM  008117103         $590           6,600.00 Sole  N/A   Sole
AIR PRODS & CHEMS IN    COMM  009158106         $435          10,800.00 Sole  N/A   Sole
ALBERTSONS INC          COMM  013104104       $1,021          19,800.00 Sole  N/A   Sole
ALCOA INC               COMM  013817101       $1,077          17,400.00 Sole  N/A   Sole
ALLEGHENY ENERGY INC    COMM  017361106         $176           5,500.00 Sole  N/A   Sole
ALLEGHENY TELEDYNE I    COMM  017415100         $204           9,000.00 Sole  N/A   Sole
ALLSTATE CORP           COMM  020002101       $1,360          37,900.00 Sole  N/A   Sole
AMEREN CORP             COMM  023608102         $246           6,400.00 Sole  N/A   Sole
AMERICAN GENERAL CO     COMM  026351106         $889          11,800.00 Sole  N/A   Sole
AMSOUTH BANCORPORATI    COMM  032165102         $190           8,200.00 Sole  N/A   Sole
ASHLAND INC             COMM  044204105         $136           3,400.00 Sole  N/A   Sole
ASSOCIATED BANC CORP    COMM  045487105         $125           3,000.00 Sole  N/A   Sole
BANK AMER CORP          COMM  060505104       $6,008          81,954.00 Sole  N/A   Sole
BANK ONE CORP           COMM  06423A103       $3,305          55,491.00 Sole  N/A   Sole
BARD C R INC            COMM  067383109         $115           2,400.00 Sole  N/A   Sole
BAUSCH & LOMB INC       COMM  071707103         $207           2,700.00 Sole  N/A   Sole
BEAR STEARNS COS INC    COMM  073902108         $257           5,500.00 Sole  N/A   Sole
BEMIS INC               COMM  081437105          $95           2,400.00 Sole  N/A   Sole
BRUNSWICK CORP          COMM  117043109         $120           4,300.00 Sole  N/A   Sole
BURLINGTON NORTHN SA    COMM  12189T104         $685          22,100.00 Sole  N/A   Sole
CIGNA CORP              COMM  125509109         $854           9,600.00 Sole  N/A   Sole
CSX CORP                COMM  126408103         $463          10,200.00 Sole  N/A   Sole
CENTEX CORP             COMM  152312104         $105           2,800.00 Sole  N/A   Sole
CHARTER ONE FINL INC    COMM  160903100         $217           7,800.00 Sole  N/A   Sole
CHASE MANHATTAN CORP    COMM  16161A108       $3,441          39,784.00 Sole  N/A   Sole
CHEVRON CORP            COMM  166751107       $2,928          30,800.00 Sole  N/A   Sole
CINERGY CORP            COMM  172474108         $237           7,400.00 Sole  N/A   Sole
COLUMBIA ENERGY GROU    COMM  197648108         $244           3,900.00 Sole  N/A   Sole
COMERICA INC            COMM  200340107         $437           7,350.00 Sole  N/A   Sole
COMPASS BANCSHARES I    COMM  20449H109         $144           5,300.00 Sole  N/A   Sole
CONECTIV INC            COMM  206829103         $105           4,300.00 Sole  N/A   Sole
CONSECO INC             COMM  208464107         $462          15,190.00 Sole  N/A   Sole
CONSOLIDATED EDISON     COMM  209115104         $484          10,700.00 Sole  N/A   Sole
CONSOLIDATED NAT GAS    COMM  209615103         $273           4,500.00 Sole  N/A   Sole
CONSOLIDATED PAPERS     COMM  209759109         $112           4,200.00 Sole  N/A   Sole
CONSTELLATION ENERGY    COMM  210371100         $207           7,000.00 Sole  N/A   Sole
CONTINENTAL AIRLS IN    COMM  210795308         $113           3,000.00 Sole  N/A   Sole
COOPER CAMERON CORP     COMM  216640102          $93           2,500.00 Sole  N/A   Sole
COOPER INDS INC         COMM  216669101         $229           4,400.00 Sole  N/A   Sole
CRANE CO                COMM  224399105         $101           3,200.00 Sole  N/A   Sole
DPL INC                 COMM  233293109         $138           7,450.00 Sole  N/A   Sole
DQE INC                 COMM  23329J104         $144           3,600.00 Sole  N/A   Sole
DTE ENERGY CO           COMM  233331107         $277           6,800.00 Sole  N/A   Sole
DANA CORP               COMM  235811106         $359           7,800.00 Sole  N/A   Sole
DARDEN RESTAURANTS I    COMM  237194105         $135           6,200.00 Sole  N/A   Sole
DEERE & CO              COMM  244199105         $427          10,900.00 Sole  N/A   Sole
DELPHI AUTOMOTIVE SY    COMM  247126105         $491          26,525.00 Sole  N/A   Sole
DE LUXE CHECK PRINTE    COMM  248019101         $144           3,700.00 Sole  N/A   Sole
DIAMOND OFFSHORE DRI    COMM  25271C102         $179           6,300.00 Sole  N/A   Sole
DOMINION RES INC VA     COMM  257470104         $390           9,000.00 Sole  N/A   Sole
DONNELLEY R R & SONS    COMM  257867101         $226           6,100.00 Sole  N/A   Sole
DOW CHEM CO             COMM  260543103       $1,320          10,400.00 Sole  N/A   Sole
DUKE ENERGY CORPORATION COMM  264399106         $931          17,108.00 Sole  N/A   Sole
ENSCO INTL INC          COMM  26874Q100         $128           6,400.00 Sole  N/A   Sole
EASTMAN CHEM CO         COMM  277432100         $191           3,700.00 Sole  N/A   Sole
EATON CORP              COMM  278058102         $313           3,400.00 Sole  N/A   Sole
EDWARD A G INC          COMM  281760108         $142           4,400.00 Sole  N/A   Sole
EL PASO ENERGY CORP     COMM  283905107         $201           5,700.00 Sole  N/A   Sole
ENERGY EAST CORP        COMM  29266M109         $143           5,500.00 Sole  N/A   Sole
ENGELHARD CORP          COMM  292845104         $131           5,800.00 Sole  N/A   Sole
ENRON CORP              COMM  293561106       $1,357          16,600.00 Sole  N/A   Sole
ENTERGY CORP NEW        COMM  29364G103         $363          11,600.00 Sole  N/A   Sole
F M C CORP              COMM  302491303         $102           1,500.00 Sole  N/A   Sole
FPL GROUP INC           COMM  302571104         $464           8,500.00 Sole  N/A   Sole
FEDERAL MOGUL CORP      COMM  313549107         $172           3,300.00 Sole  N/A   Sole
FINOVA GROUP INC        COMM  317928109         $153           2,900.00 Sole  N/A   Sole
FIRST AMER CORP TENN    COMM  318900107         $241           5,800.00 Sole  N/A   Sole
FIRST SEC CORP DEL      COMM  336294103         $246           9,012.00 Sole  N/A   Sole
FIRST UN CORP           COMM  337358105       $2,142          45,450.00 Sole  N/A   Sole
FLEET FINL GROUP INC    COMM  338915101       $1,189          26,800.00 Sole  N/A   Sole
FLORIDA PROGRESS COR    COMM  341109106         $190           4,600.00 Sole  N/A   Sole
FLUOR CORP              COMM  343861100         $146           3,600.00 Sole  N/A   Sole
FOOD LION INC           COMM  344775200         $266          22,400.00 Sole  N/A   Sole
FORD MTR CO DEL         COMM  345370100       $3,211          56,900.00 Sole  N/A   Sole
FORTUNE BRANDS INC      COMM  349631101         $323           7,800.00 Sole  N/A   Sole
GPU INC                 COMM  36225X100         $249           5,900.00 Sole  N/A   Sole
GARTNER GROUP INC NE    COMM  366651107          $96           4,700.00 Sole  N/A   Sole
GENERAL DYNAMICS COR    COMM  369550108         $413           6,000.00 Sole  N/A   Sole
GENERAL MTRS CORP       COMM  370442105       $2,013          30,500.00 Sole  N/A   Sole
GENUINE PARTS CO        COMM  372460105         $294           8,400.00 Sole  N/A   Sole
GEORGIA PAC CORP        COMM  373298702          $98           3,900.00 Sole  N/A   Sole
GLOBAL MARINE INC       COMM  379352404         $126           8,100.00 Sole  N/A   Sole
GOODRICH B F CO         COMM  382388106         $149           3,500.00 Sole  N/A   Sole
GOODYEAR TIRE & RUBR    COMM  382550101         $429           7,300.00 Sole  N/A   Sole
GREENPOINT FINL CORP    COMM  395384100         $167           5,100.00 Sole  N/A   Sole
HARRAHS ENTMT INC       COMM  413619107         $130           5,900.00 Sole  N/A   Sole
HARRIS CORP DEL         COMM  413875105         $145           3,700.00 Sole  N/A   Sole
HARTFORD FINL SVCS G    COMM  416515104         $624          10,700.00 Sole  N/A   Sole
HILLENBRAND INDS INC    COMM  431573104         $134           3,100.00 Sole  N/A   Sole
HILTON HOTELS CORP      COMM  432848109         $172          12,100.00 Sole  N/A   Sole
HORMEL GEO A & CO       COMM  440452100         $137           3,400.00 Sole  N/A   Sole
HUBBELL HARVEY INC      COMM  443510201         $141           3,100.00 Sole  N/A   Sole
HUMANA INC              COMM  444859102         $101           7,800.00 Sole  N/A   Sole
IMC FERTILIZER GROUP    COMM  449669100          $92           5,300.00 Sole  N/A   Sole
INGERSOLL RAND CO       COMM  456866102         $504           7,800.00 Sole  N/A   Sole
INTERNATIONAL FLAV&F    COMM  459506101         $220           5,000.00 Sole  N/A   Sole
JEFFERSON PILOT CORP    COMM  475070108         $328           4,950.00 Sole  N/A   Sole
JOHNSON CTLS INC        COMM  478366107         $277           4,000.00 Sole  N/A   Sole
KEYCORP                 COMM  493267108         $676          21,056.00 Sole  N/A   Sole
KEYSPAN CORP            COMM  49337W100         $176           6,672.00 Sole  N/A   Sole
KNIGHT RIDDER NEWSPP    COMM  499040103         $204           3,700.00 Sole  N/A   Sole
LAFARGE CORP            COMM  505862102         $120           3,400.00 Sole  N/A   Sole
LIMITED INC             COMM  532716107         $454          10,000.00 Sole  N/A   Sole
LITTON INDS INC         COMM  538021106         $152           2,100.00 Sole  N/A   Sole
LIZ CLAIBORNE           COMM  539320101         $106           2,900.00 Sole  N/A   Sole
LOCKHEED MARTIN CORP    COMM  539830109         $689          18,500.00 Sole  N/A   Sole
LOEWS CORP              COMM  540424108         $411           5,200.00 Sole  N/A   Sole
LYONDELL PETROCHEMIC    COMM  552078107         $107           5,200.00 Sole  N/A   Sole
MGM GRAND INC           COMM  552953101         $142           2,900.00 Sole  N/A   Sole
MARTIN MARIETTA MATL    COMM  573284106         $130           2,200.00 Sole  N/A   Sole
MAY DEPT STORES CO      COMM  577778103         $642          15,700.00 Sole  N/A   Sole
MAYTAG CO               COMM  578592107         $293           4,200.00 Sole  N/A   Sole
MCCORMICK & CO INC      COMM  579780206         $104           3,300.00 Sole  N/A   Sole
MEAD CORP               COMM  582834107         $200           4,800.00 Sole  N/A   Sole
MERCANTILE BANCORP      COMM  587342106         $423           7,400.00 Sole  N/A   Sole
MERCANTILE BANKSHARE    COMM  587405101         $117           3,300.00 Sole  N/A   Sole
MERRILL LYNCH & CO      COMM  590188108       $1,375          17,300.00 Sole  N/A   Sole
MILLENNIUM CHEMICALS    COMM  599903101          $85           3,600.00 Sole  N/A   Sole
MOBIL CORP              COMM  607059102       $3,634          36,800.00 Sole  N/A   Sole
MORGAN J P & CO INC     COMM  616880100       $1,180           8,400.00 Sole  N/A   Sole
NABORS INDS INC         COMM  629568106         $122           5,000.00 Sole  N/A   Sole
NATIONAL CITY CORP      COMM  635405103         $971          14,820.00 Sole  N/A   Sole
NAVISTAR INTL CORP N    COMM  63934E108         $155           3,100.00 Sole  N/A   Sole
NEW CENTY ENERGIES I    COMM  64352U103         $210           5,400.00 Sole  N/A   Sole
NOBLE DRILLING CORP     COMM  655042109         $120           6,100.00 Sole  N/A   Sole
NORDSTROM INC           COMM  655664100         $224           6,700.00 Sole  N/A   Sole
NORTH FORK BANCORP      COMM  659424105         $139           6,500.00 Sole  N/A   Sole
NORTHN STS PWR MINN     COMM  665772109         $174           7,200.00 Sole  N/A   Sole
NORTHROP CORP           COMM  666807102         $219           3,300.00 Sole  N/A   Sole
OLD REP INTL CORP       COMM  680223104         $106           6,150.00 Sole  N/A   Sole
PG&E CORP               COMM  69331C108         $584          18,000.00 Sole  N/A   Sole
PNC FINANCIAL CORP      COMM  693475105         $824          14,300.00 Sole  N/A   Sole
PACCAR INC              COMM  693718108         $197           3,700.00 Sole  N/A   Sole
PACIFICORP              COMM  695114108         $255          13,900.00 Sole  N/A   Sole
PALL CORP               COMM  696429307         $129           5,800.00 Sole  N/A   Sole
PARKER HANNIFIN CORP    COMM  701094104         $236           5,150.00 Sole  N/A   Sole
PENNEY J C INC          COMM  708160106         $602          12,400.00 Sole  N/A   Sole
PHELPS DODGE CORP       COMM  717265102         $167           2,700.00 Sole  N/A   Sole
PHILLIPS PETE CO        COMM  718507106         $599          11,900.00 Sole  N/A   Sole
PINNACLE WEST CAP CO    COMM  723484101         $161           4,000.00 Sole  N/A   Sole
POTOMAC ELEC PWR CO     COMM  737679100         $162           5,500.00 Sole  N/A   Sole
PREMARK INTL INC        COMM  740459102         $109           2,900.00 Sole  N/A   Sole
PROMUS HOTEL CORP NE    COMM  74342P106         $121           3,900.00 Sole  N/A   Sole
PROTECTIVE LIFE CORP    COMM  743674103         $102           3,000.00 Sole  N/A   Sole
PUBLIC SVC ENTERPRIS    COMM  744573106         $420          10,300.00 Sole  N/A   Sole
RAYTHEON CO             COMM  755111408       $1,114          15,800.00 Sole  N/A   Sole
READERS DIGEST ASSN     COMM  755267101         $199           5,000.00 Sole  N/A   Sole
REGIONS FINL CORP       COMM  758940100         $404          10,500.00 Sole  N/A   Sole
RELIASTAR FINL CORP     COMM  75952U103         $184           4,200.00 Sole  N/A   Sole
RITE AID CORP           COMM  767754104         $298          12,100.00 Sole  N/A   Sole
ROHM & HAAS CO          COMM  775371107           $0               0.78 Sole  N/A   Sole
SCANA CORP              COMM  805898103         $112           4,800.00 Sole  N/A   Sole
SCIENTIFIC ATLANTA      COMM  808655104         $126           3,500.00 Sole  N/A   Sole
SEARS ROEBUCK & CO      COMM  812387108         $798          17,900.00 Sole  N/A   Sole
SERVICE CORP INTL       COMM  817565104         $244          12,700.00 Sole  N/A   Sole
SHERWIN WILLIAMS CO     COMM  824348106         $222           8,000.00 Sole  N/A   Sole
SIGMA ALDRICH CORP      COMM  826552101         $162           4,700.00 Sole  N/A   Sole
SONOCO PRODS CO         COMM  835495102         $144           4,800.00 Sole  N/A   Sole
SOUTHDOWN INC           COMM  841297104         $116           1,800.00 Sole  N/A   Sole
SOUTHERN CO             COMM  842587107         $867          32,700.00 Sole  N/A   Sole
SOUTHTRUST CORP         COMM  844730101         $301           7,850.00 Sole  N/A   Sole
STERLING SOFTWARE IN    COMM  859547101         $103           3,900.00 Sole  N/A   Sole
SUMMIT BANCORP          COMM  866005101         $335           8,000.00 Sole  N/A   Sole
SUNOCO INC              COMM  86764P109         $127           4,200.00 Sole  N/A   Sole
SUPERVALU INC           COMM  868536103         $145           5,600.00 Sole  N/A   Sole
TECO ENERGY INC         COMM  872375100         $141           6,200.00 Sole  N/A   Sole
TRW INC                 COMM  872649108         $313           5,700.00 Sole  N/A   Sole
TEXAS UTILS CO          COMM  882848104         $547          13,200.00 Sole  N/A   Sole
THERMO ELECTRON CORP    COMM  883556102         $148           7,400.00 Sole  N/A   Sole
THOMAS & BETTS CORP     COMM  884315102         $128           2,700.00 Sole  N/A   Sole
TORCHMARK CORP          COMM  891027104         $212           6,200.00 Sole  N/A   Sole
TRANSAMERICA CORP       COMM  893485102         $443           5,900.00 Sole  N/A   Sole
TRAVELERS PPTY CAS C    COMM  893939108         $117           3,000.00 Sole  N/A   Sole
UAL CORP                COMM  902549500         $162           2,500.00 Sole  N/A   Sole
UST INC                 COMM  902911106         $243           8,300.00 Sole  N/A   Sole
USX-U S STL             COMM  90337T101         $111           4,100.00 Sole  N/A   Sole
UNICOM CORP             COMM  904911104         $393          10,200.00 Sole  N/A   Sole
UNION CARBIDE CORP      COMM  905581104         $302           6,200.00 Sole  N/A   Sole
UTILICORP UTD INC       COMM  918005109         $105           4,300.00 Sole  N/A   Sole
V F CORP                COMM  918204108         $239           5,600.00 Sole  N/A   Sole
WASHINGTON MUT INC      COMM  939322103         $993          27,928.00 Sole  N/A   Sole
WESTVACO CORP           COMM  961548104         $136           4,700.00 Sole  N/A   Sole
WEYERHAEUSER CO         COMM  962166104         $646           9,400.00 Sole  N/A   Sole
WHIRLPOOL CORP          COMM  963320106         $266           3,600.00 Sole  N/A   Sole
SANTA FE INTL CORP      CF    G7805C108         $122           5,300.00 Sole  N/A   Sole
TRANSOCEAN OFFSHORE     COMM  G90076103         $123           4,700.00 Sole  N/A   Sole

                                             $82,923       1,729,890.78


WILSHIRE SMALL GROWTH TARGET

ABACUS DIRECT CORP      COMM  002553105          $77             840.00 Sole  N/A   Sole
ACNIELSEN CORP          COMM  004833109         $148           4,900.00 Sole  N/A   Sole
ACTION PERFORMANCE C    COMM  004933107          $46           1,400.00 Sole  N/A   Sole
ADVO SYSTEM INC         COMM  007585102          $38           1,840.00 Sole  N/A   Sole
AMERICAN FREIGHTWAYS    COMM  02629V108          $53           2,700.00 Sole  N/A   Sole
AMERICAN MGMT SYS IN    COMM  027352103         $116           3,629.00 Sole  N/A   Sole
AMERICREDIT CORP        COMM  03060R101          $87           5,455.00 Sole  N/A   Sole
ANALYSTS INTL CORP      COMM  032681108          $28           1,925.00 Sole  N/A   Sole
ANCHOR GAMING           COMM  033037102          $49           1,010.00 Sole  N/A   Sole
APPLEBEES INTL INC      COMM  037899101          $76           2,510.00 Sole  N/A   Sole
ARTESYN TECHNOLOGIES    COMM  043127109          $70           3,155.00 Sole  N/A   Sole
ASTEC INDS INC          COMM  046224101          $66           1,624.00 Sole  N/A   Sole
ATLANTIC COAST AIRLS    COMM  048396105          $32           1,660.00 Sole  N/A   Sole
ATWOOD OCEANICS INC     COMM  050095108          $36           1,160.00 Sole  N/A   Sole
BARNES & NOBLES INC     COMM  067774109         $160           5,860.00 Sole  N/A   Sole
BARR LABS INC           COMM  068306109          $78           1,945.00 Sole  N/A   Sole
BEBE STORES INC         COMM  075571109          $68           2,000.00 Sole  N/A   Sole
BENCHMARK ELECTRS IN    COMM  08160H101          $47           1,295.00 Sole  N/A   Sole
BINDLY WESTN INDS IN    COMM  090324104          $62           2,673.33 Sole  N/A   Sole
BLACK BOX CORP DEL      COMM  091826107          $76           1,507.00 Sole  N/A   Sole
BLYTHE INDUSTRIES IN    COMM  09643P108         $141           4,155.00 Sole  N/A   Sole
BORG WARNER SEC CORP    COMM  099733107          $41           2,040.00 Sole  N/A   Sole
BOWNE & CO INC          COMM  103043105          $42           3,145.00 Sole  N/A   Sole
BRINKER INTL INC        COMM  109641100         $156           5,680.00 Sole  N/A   Sole
BUCKLE INC              COMM  118440106          $54           1,880.00 Sole  N/A   Sole
C&D TECHNOLOGIES INC    COMM  124661109          $33           1,071.00 Sole  N/A   Sole
C D I CORP              COMM  125071100          $55           1,600.00 Sole  N/A   Sole
CDW COMPUTER CTRS IN    COMM  125129106         $162           3,685.00 Sole  N/A   Sole
CKE RESTAURANTS INC     COMM  12561E105          $72           4,425.00 Sole  N/A   Sole
CNF TRANSN INC          COMM  12612W104         $158           4,100.00 Sole  N/A   Sole
CTS CORP                COMM  126501105          $82           1,170.00 Sole  N/A   Sole
CABLE DESING TECHNOL    COMM  126924109          $37           2,400.00 Sole  N/A   Sole
CAMBRIDGE TECH PARTN    COMM  132524109          $89           5,085.00 Sole  N/A   Sole
CASEYS GEN STORES       COMM  147528103          $68           4,500.00 Sole  N/A   Sole
CATALINA MARKETING C    COMM  148867104         $145           1,575.00 Sole  N/A   Sole
CERNER CORP             COMM  156782104          $60           2,865.00 Sole  N/A   Sole
CHAMPION ENTERPRISES    COMM  158496109          $77           4,145.00 Sole  N/A   Sole
CHEESECAKE FACTORY I    COMM  163072101          $52           1,712.00 Sole  N/A   Sole
CHILDRENS PL RETAIL     COMM  168905107          $85           2,100.00 Sole  N/A   Sole
CIBER INC               COMM  17163B102          $95           4,985.00 Sole  N/A   Sole
CLAIRES STORES INC      COMM  179584107         $112           4,335.00 Sole  N/A   Sole
COLE KENNETH PRODTNS    COMM  193294105          $31           1,100.00 Sole  N/A   Sole
COMPUTER TASK GROUP     COMM  205477102          $30           1,780.00 Sole  N/A   Sole
COMPUTER HORIZONS CO    COMM  205908106          $37           2,685.00 Sole  N/A   Sole
CONSOLIDATED GRAPHIC    COMM  209341106          $61           1,220.00 Sole  N/A   Sole
CONSOLIDATED PRODUCT    COMM  209798107          $41           2,260.00 Sole  N/A   Sole
D R HORTON INC          COMM  23331A109          $91           5,480.00 Sole  N/A   Sole
DEVRY INC DEL           COMM  251893103         $133           5,925.00 Sole  N/A   Sole
DORAL FINL CORP         COMM  25811P100          $60           3,450.00 Sole  N/A   Sole
DURA AUTOMOTIVE SYST    COMM  265903104          $26             770.00 Sole  N/A   Sole
DYCOM INDS INC          COMM  267475101         $122           2,177.00 Sole  N/A   Sole
ETEC SYS INC            COMM  26922C103          $61           1,825.00 Sole  N/A   Sole
J D EDWARDS & CO        COMM  281667105         $167           9,000.00 Sole  N/A   Sole
ELCOR CORP              COMM  284443108          $48           1,100.00 Sole  N/A   Sole
ETHAN ALLEN INTERIOR    COMM  297602104         $132           3,490.00 Sole  N/A   Sole
EXECUTIVE RISK INC      COMM  301586103          $84             985.00 Sole  N/A   Sole
EXPEDITORS INTL WASH    COMM  302130109         $116           4,265.00 Sole  N/A   Sole
FACTSET RESH SYS INC    COMM  303075105          $75           1,320.00 Sole  N/A   Sole
FAIR ISAAC & CO INC     COMM  303250104          $42           1,200.00 Sole  N/A   Sole
FAIRFIELD CMNTYS INC    COMM  304231301          $61           3,780.00 Sole  N/A   Sole
FASTENAL CO             COMM  311900104         $170           3,235.00 Sole  N/A   Sole
FIRST AMERN FINL COR    COMM  318522307          $98           5,500.00 Sole  N/A   Sole
FURNITURE BRANDS INT    COMM  360921100         $122           4,385.00 Sole  N/A   Sole
GRACO INC               COMM  384109104          $51           1,732.00 Sole  N/A   Sole
HA-LO INDS INC          COMM  404429102          $41           4,140.00 Sole  N/A   Sole
HANOVER COMPRESSOR C    COMM  410768105          $77           2,400.00 Sole  N/A   Sole
HARMONIC LIGHTWAVES     COMM  413160102          $67           1,170.00 Sole  N/A   Sole
HENRY JACK & ASSOC I    COMM  426281101          $67           1,710.00 Sole  N/A   Sole
HON INDS INC            COMM  438092108         $153           5,230.00 Sole  N/A   Sole
HUNT JB TRANS SVC IN    COMM  445658107          $49           3,042.00 Sole  N/A   Sole
IHOP CORP               COMM  449623107          $41           1,695.00 Sole  N/A   Sole
IMPERIAL BANCORP        COMM  452556103          $71           3,577.00 Sole  N/A   Sole
INPUT/OUTPUT INC        COMM  457652105          $33           4,310.00 Sole  N/A   Sole
INSIGHT ENTERPRISES     COMM  45765U103          $54           2,180.00 Sole  N/A   Sole
INTERMET CORP           COMM  45881K104          $33           2,165.00 Sole  N/A   Sole
INTERNATIONAL NETWOR    COMM  460053101           $0               0.50 Sole  N/A   Sole
INTERNATIONAL SPEEDW    COMM  460335201          $48           1,000.00 Sole  N/A   Sole
INVESTMENT TECHNOLOGY GRCOMM  46145F105          $84           2,600.00 Sole  N/A   Sole
INVESTORS FINL SERVI    COMM  461915100          $49           1,234.00 Sole  N/A   Sole
JLG INDS INC            COMM  466210101          $77           3,765.00 Sole  N/A   Sole
JACOBS ENGR GROUP IN    COMM  469814107          $84           2,212.00 Sole  N/A   Sole
JEFFERIES GROUP INC     COMM  472319102          $59           2,045.00 Sole  N/A   Sole
JONES PHARMA INC        COMM  480236108          $97           2,460.00 Sole  N/A   Sole
KAUFMAN&BROAD HOME C    COMM  486168107         $102           4,090.00 Sole  N/A   Sole
KEANE ASSOC INC         COMM  486665102         $138           6,100.00 Sole  N/A   Sole
KENT ELECTRS CORP       COMM  490553104          $47           2,385.00 Sole  N/A   Sole
LHS GROUP INC           COMM  501938104         $149           4,500.00 Sole  N/A   Sole
LABOR READY INC         COMM  505401208          $78           2,400.00 Sole  N/A   Sole
LANDAMERICA FINL GRO    COMM  514936103          $37           1,300.00 Sole  N/A   Sole
LANDRYS SEAFOOD REST    COMM  51508L103          $19           2,375.00 Sole  N/A   Sole
LATTICE SEMICONDUCTO    COMM  518415104         $124           1,995.00 Sole  N/A   Sole
LEGG MASON INC          COMM  524901105         $185           4,802.00 Sole  N/A   Sole
LENNAR CORP             COMM  526057104         $119           4,965.00 Sole  N/A   Sole
M S CARRIERS INC        COMM  553533100          $31           1,045.00 Sole  N/A   Sole
MACDERMID INC           COMM  554273102          $98           2,100.00 Sole  N/A   Sole
MACROVISION CORP        COMM  555904101          $57             760.00 Sole  N/A   Sole
MANITOWOC INC           COMM  563571108          $92           2,200.00 Sole  N/A   Sole
MARKEL CORP             COMM  570535104          $90             480.00 Sole  N/A   Sole
MEDPARTNERS INC NEW     COMM  58503X107         $128          17,000.00 Sole  N/A   Sole
MENS WEARHOUSE INC      COMM  587118100          $86           3,360.00 Sole  N/A   Sole
MEREDITH CORP           COMM  589433101         $152           4,400.00 Sole  N/A   Sole
METRO NETWORKS INC      COMM  591918107          $76           1,426.00 Sole  N/A   Sole
METZLER GROUP INC       COMM  592903108          $99           3,595.00 Sole  N/A   Sole
MICREL INC              COMM  594793101         $127           1,721.00 Sole  N/A   Sole
MICROS SYS INC          COMM  594901100          $47           1,375.00 Sole  N/A   Sole
MOHAWK INDS INC         COMM  608190104         $157           5,175.00 Sole  N/A   Sole
MONACO COACH CORP       COMM  60886R103          $45           1,065.00 Sole  N/A   Sole
MYERS INDS INC          COMM  628464109          $31           1,565.00 Sole  N/A   Sole
NCI BUILDING SYS INC    COMM  628852105          $33           1,565.00 Sole  N/A   Sole
NCO GROUP INC           COMM  628858102          $57           1,500.00 Sole  N/A   Sole
NPC INTERNATIONAL IN    COMM  629360306          $32           2,090.00 Sole  N/A   Sole
NVR INC                 COMM  62944T105          $48             920.00 Sole  N/A   Sole
NATIONAL INSTRS CORP    COMM  636518102         $114           2,824.00 Sole  N/A   Sole
NETWORK SOLUTIONS IN    COMM  64121Q102          $61             775.00 Sole  N/A   Sole
OAKLEY INC              COMM  673662102          $43           6,035.00 Sole  N/A   Sole
OAKWOOD HOMES CORP      COMM  674098108          $53           4,015.00 Sole  N/A   Sole
OCEANEERING INTL INC    COMM  675232102          $31           1,930.00 Sole  N/A   Sole
O REILLY AUTOMOTIVE     COMM  686091109         $106           2,100.00 Sole  N/A   Sole
ORTHODONTIC CTRS AME    COMM  68750P103          $58           4,095.00 Sole  N/A   Sole
OSTEOTECH INC           COMM  688582105          $34           1,180.00 Sole  N/A   Sole
PACIFIC GATEWAY EXCH    COMM  694327107          $48           1,646.00 Sole  N/A   Sole
PALM HARBOR HOMES       COMM  696639103          $50           2,000.00 Sole  N/A   Sole
PAPA JOHNS INTL INC     COMM  698813102         $115           2,573.00 Sole  N/A   Sole
PATTERSON DENTAL CO     COMM  703412106         $100           2,869.00 Sole  N/A   Sole
PEDIATRIX MED GROUP     COMM  705324101          $28           1,320.00 Sole  N/A   Sole
PERSONNEL GROUP AMER    COMM  715338109          $28           2,800.00 Sole  N/A   Sole
PIER I IMPORTS INC      COMM  720279108          $93           8,230.00 Sole  N/A   Sole
PLEXUS CORP             COMM  729132100          $39           1,295.00 Sole  N/A   Sole
POWER INTEGRATIONS I    COMM  739276103          $80           1,095.00 Sole  N/A   Sole
PREMIER BANCSHARES I    COMM  739909109          $41           2,226.00 Sole  N/A   Sole
PRE PAID LEGAL SVCS     COMM  740065107          $54           1,999.00 Sole  N/A   Sole
PRECISION CASTPARTS     COMM  740189105          $89           2,085.00 Sole  N/A   Sole
PRIORITY HEALTHCARE     COMM  74264T102          $63           1,830.00 Sole  N/A   Sole
QRS CORP                COMM  74726X105          $57             730.00 Sole  N/A   Sole
QUANTA SVCS INC         COMM  74762E102          $96           2,190.00 Sole  N/A   Sole
QUIKSILVER INC          COMM  74838C106          $49           1,877.00 Sole  N/A   Sole
RADIAN GROUP INC        COMM  750236101         $151           3,097.00 Sole  N/A   Sole
RAYMOND JAMES FINL I    COMM  754730109          $98           4,065.00 Sole  N/A   Sole
RELIANCE STEEL & ALU    COMM  759509102          $61           1,575.00 Sole  N/A   Sole
RENAL CARE GROUP INC    COMM  759930100          $98           3,785.00 Sole  N/A   Sole
RENT WAY INC            COMM  76009U104          $45           1,815.00 Sole  N/A   Sole
RES-CARE INC            COMM  760943100          $37           1,620.00 Sole  N/A   Sole
RESMED INC              COMM  761152107          $42           1,259.00 Sole  N/A   Sole
REXALL SUNDOWN INC      COMM  761648104          $68           5,555.00 Sole  N/A   Sole
ROPER INDS INC NEW      COMM  776696106          $83           2,580.00 Sole  N/A   Sole
SEI CORP                COMM  784117103         $133           1,510.00 Sole  N/A   Sole
SLI INC                 COMM  78442T108          $68           2,510.00 Sole  N/A   Sole
SPS TECHNOLOGIES INC    COMM  784626103          $41           1,081.00 Sole  N/A   Sole
SAFEGUARD SCIENTIFIC    COMM  786449108         $170           2,700.00 Sole  N/A   Sole
ST JOHN KNITS INC       COMM  790289102          $15             500.00 Sole  N/A   Sole
SANCHEZ COMPUTER ASS    COMM  799702105          $69           2,000.00 Sole  N/A   Sole
SAPIENT CORP            COMM  803062108         $134           2,375.00 Sole  N/A   Sole
SAWTEK INC              COMM  805468105          $82           1,784.00 Sole  N/A   Sole
SCOTTS CO               COMM  810186106          $75           1,565.00 Sole  N/A   Sole
SECURITY DYNAMICS TE    COMM  814208104          $70           3,300.00 Sole  N/A   Sole
SIERRA HEALTH SVCS I    COMM  826322109          $33           2,285.00 Sole  N/A   Sole
SIMPSON MANUFACTURIN    COMM  829073105          $47             985.00 Sole  N/A   Sole
SIPEX CORP              COMM  829909100          $32           1,540.00 Sole  N/A   Sole
SKYWEST INC             COMM  830879102          $52           2,070.00 Sole  N/A   Sole
SMITHFIELD FOODS INC    COMM  832248108         $119           3,570.00 Sole  N/A   Sole
SONIC CORP              COMM  835451105          $53           1,615.00 Sole  N/A   Sole
SOUTHWEST SECS GROUP    COMM  845224104          $64             900.00 Sole  N/A   Sole
SPARTECH CORP           COMM  847220209          $73           2,300.00 Sole  N/A   Sole
SPEEDWAY MOTORSPORTS    COMM  847788106         $139           3,542.00 Sole  N/A   Sole
STANDARD PAC CORP NE    COMM  85375C101          $33           2,527.00 Sole  N/A   Sole
STEIN MART INC          COMM  858375108          $36           3,870.00 Sole  N/A   Sole
STERIS CORP             COMM  859152100         $112           5,800.00 Sole  N/A   Sole
STRAYER ED INC          COMM  863236105          $41           1,340.00 Sole  N/A   Sole
SUPERIOR TELECOM INC    COMM  868365107          $43           1,715.00 Sole  N/A   Sole
SWIFT TRANSN CO         COMM  870756103         $120           5,460.00 Sole  N/A   Sole
TJ INTL INC             COMM  872534102          $41           1,320.00 Sole  N/A   Sole
TSI INTERNATIONAL SO    COMM  872879101          $60           2,100.00 Sole  N/A   Sole
TARRANT APPAREL GROU    COMM  876289109          $31           1,360.00 Sole  N/A   Sole
TECH DATA CORP          COMM  878237106         $167           4,365.00 Sole  N/A   Sole
TECHNE CORP             COMM  878377100          $44           1,724.00 Sole  N/A   Sole
TECHNITROL INC          COMM  878555101          $45           1,380.00 Sole  N/A   Sole
TETRA TECH INC NEW      COMM  88162G103          $53           3,210.00 Sole  N/A   Sole
THERMO FIBERTEK INC     COMM  88355W105          $37           5,200.00 Sole  N/A   Sole
THOR INDS INC           COMM  885160101          $30           1,040.00 Sole  N/A   Sole
TOLL BROTHERS INC       COMM  889478103          $67           3,145.00 Sole  N/A   Sole
TOTAL RENAL CARE HLD    COMM  89151A107         $107           6,900.00 Sole  N/A   Sole
TOWER AUTOMOTIVE INC    COMM  891707101         $102           4,000.00 Sole  N/A   Sole
TRANS WORLD ENTMT CO    COMM  89336Q100          $54           4,770.00 Sole  N/A   Sole
TRANSACTION SYS ARCH    COMM  893416107         $104           2,669.00 Sole  N/A   Sole
UICI                    COMM  902737105         $109           3,945.00 Sole  N/A   Sole
UNITED STATIONERS IN    COMM  913004107          $64           2,900.00 Sole  N/A   Sole
UNIVERSAL HEALTH SVC    COMM  913903100         $129           2,705.00 Sole  N/A   Sole
VARCO INTL INC          COMM  922126107          $59           5,500.00 Sole  N/A   Sole
VINTAGE PETE INC        COMM  927460105          $57           5,300.00 Sole  N/A   Sole
VISIO CORP              COMM  927914101          $98           2,580.00 Sole  N/A   Sole
WACKENHUT CORRECTION    COMM  929798106          $38           1,909.00 Sole  N/A   Sole
WERNER ENTERPRISES I    COMM  950755108          $84           4,040.00 Sole  N/A   Sole
WHITTMAN-HART INC       COMM  966834103         $144           4,534.00 Sole  N/A   Sole
WILLIAMS SONOMA INC     COMM  969904101         $166           4,760.00 Sole  N/A   Sole
XIRCOM INC              COMM  983922105          $60           2,000.00 Sole  N/A   Sole
ZALE CORP NEW           COMM  988858106         $124           3,100.00 Sole  N/A   Sole
ZEBRA TECHNOLOGIES C    COMM  989207105         $102           2,647.00 Sole  N/A   Sole
HELEN OF TROY CORP L    COMM  G4388N106          $44           2,480.00 Sole  N/A   Sole

                                             $15,035         555,091.83


WILSHIRE SMALL VALUE TARGET

AAR CORP                COMM  000361105         $175           7,700.00 Sole  N/A   Sole
ABM INDS INC            COMM  000957100         $190           6,200.00 Sole  N/A   Sole
AK STL HLDG CORP        COMM  001547108         $356          15,800.00 Sole  N/A   Sole
ADVANTA CORP            COMM  007942105         $126           7,000.00 Sole  N/A   Sole
ALASKA AIRGROUP         COMM  011659109         $292           7,000.00 Sole  N/A   Sole
ALBEMARLE CORP          COMM  012653101         $289          12,500.00 Sole  N/A   Sole
ALEXANDER & BALDWIN     COMM  014482103         $271          12,200.00 Sole  N/A   Sole
AMCOL INTL CORP         COMM  02341W103         $108           7,500.00 Sole  N/A   Sole
AMERICA WEST HLDG CO    COMM  023657208         $185           9,800.00 Sole  N/A   Sole
ARNOLD INDS INC         COMM  042595108         $108           7,000.00 Sole  N/A   Sole
ARVIN INDS INC          COMM  043339100         $276           7,300.00 Sole  N/A   Sole
ATMOS ENERGY CORP       COMM  049560105         $218           8,700.00 Sole  N/A   Sole
AVISTA CORP             COMM  05379B107         $185          11,400.00 Sole  N/A   Sole
BALDOR ELEC CO          COMM  057741100         $203          10,200.00 Sole  N/A   Sole
BANCWEST CORP NEW       COMM  059790105         $330           8,900.00 Sole  N/A   Sole
BANDAG INC              COMM  059815100         $201           5,800.00 Sole  N/A   Sole
BANK UTD CORP           COMM  065412108         $322           8,000.00 Sole  N/A   Sole
BANTA GEORGE INC        COMM  066821109         $164           7,800.00 Sole  N/A   Sole
BARNES GROUP INC        COMM  067806109         $120           5,500.00 Sole  N/A   Sole
BASSETT FURNITURE IN    COMM  070203104          $82           3,600.00 Sole  N/A   Sole
BAY VIEW CAP CORP       COMM  07262L101         $111           5,400.00 Sole  N/A   Sole
BLACK HILLS PWR & LT    COMM  092113109         $139           6,000.00 Sole  N/A   Sole
BOB EVANS FARMS INC     COMM  096761101         $229          11,500.00 Sole  N/A   Sole
BORG-WARNER AUTOMOTI    COMM  099724106         $416           7,563.00 Sole  N/A   Sole
BROWN SHOE INC NEW      COMM  115736100         $104           4,800.00 Sole  N/A   Sole
CLECO CORP              COMM  12561M107         $194           6,400.00 Sole  N/A   Sole
CNB BANCSHARES INC      COMM  126126101         $563           9,875.00 Sole  N/A   Sole
CALIFORNIA WTR SVC G    COMM  130788102          $94           3,600.00 Sole  N/A   Sole
CARAUSTAR INDS INC      COMM  140909102         $173           7,000.00 Sole  N/A   Sole
CARLISLE CORP           COMM  142339100         $409           8,500.00 Sole  N/A   Sole
CARPENTER TECHNOLOGY    COMM  144285103         $177           6,200.00 Sole  N/A   Sole
CATO CORP NEW           COMM  149205106          $86           7,400.00 Sole  N/A   Sole
CENTRAL HUDSON GAS&E    COMM  153609102         $202           4,800.00 Sole  N/A   Sole
CENTURY BUSINESS SVC    COMM  156490104         $294          20,300.00 Sole  N/A   Sole
CHEMED CORP             COMM  163596109         $100           3,000.00 Sole  N/A   Sole
CHESAPEAKE CORP VA      COMM  165159104         $228           6,100.00 Sole  N/A   Sole
CHICAGO TITLE CORP      COMM  168228104         $207           5,800.00 Sole  N/A   Sole
CHITTENDEN CORP         COMM  170228100         $124           3,975.00 Sole  N/A   Sole
CIRCLE INTL GROUP IN    COMM  172574105         $105           4,800.00 Sole  N/A   Sole
CITIZENS BKG CORP MI    COMM  174420109         $234           7,800.00 Sole  N/A   Sole
CLARCOR INC             COMM  179895107         $130           6,750.00 Sole  N/A   Sole
CLEVELAND CLIFFS INC    COMM  185896107         $104           3,200.00 Sole  N/A   Sole
COMMERCE GROUP INC M    COMM  200641108         $224           9,200.00 Sole  N/A   Sole
COMMERCIAL METALS CO    COMM  201723103         $117           4,100.00 Sole  N/A   Sole
COMMONWEALTH ENERGY     COMM  202800108         $256           6,100.00 Sole  N/A   Sole
COOPER TIRE & RUBR      COMM  216831107         $475          20,100.00 Sole  N/A   Sole
COORS ADOLPH CO         COMM  217016104         $515          10,400.00 Sole  N/A   Sole
DEXTER CORP             COMM  252165105         $265           6,500.00 Sole  N/A   Sole
DIAGNOSTIC PRODS CP     COMM  252450101         $108           3,900.00 Sole  N/A   Sole
DIME CMNTY BANCORP I    COMM  253922108          $86           3,700.00 Sole  N/A   Sole
DOWNEY FINL CORP        COMM  261018105         $162           7,400.00 Sole  N/A   Sole
EASTERN ENTERPRISES     COMM  27637F100         $254           6,400.00 Sole  N/A   Sole
EASTERN UTILS ASSOC     COMM  277173100         $169           5,800.00 Sole  N/A   Sole
EMPIRE DIST ELEC CO     COMM  291641108         $125           4,800.00 Sole  N/A   Sole
ENERGEN CORP            COMM  29265N108         $156           8,400.00 Sole  N/A   Sole
ENHANCE FINL SVCS GR    COMM  293310108         $198          10,000.00 Sole  N/A   Sole
ETHYL CORP              COMM  297659104         $133          22,100.00 Sole  N/A   Sole
F & M NATL CORP         COMM  302374103         $209           6,302.00 Sole  N/A   Sole
FNB CORP                COMM  302520101         $146           5,407.00 Sole  N/A   Sole
FEDERAL SIGNAL CORP     COMM  313855108         $254          12,000.00 Sole  N/A   Sole
FERRO CORP              COMM  315405100         $272           9,900.00 Sole  N/A   Sole
FIDELITY NAT FINL CO    COMM  316326107         $160           8,000.00 Sole  N/A   Sole
FIRST AMERN FINL COR    COMM  318522307         $325          18,200.00 Sole  N/A   Sole
FLEETWOOD ENTERPRISE    COMM  339099103         $259           9,800.00 Sole  N/A   Sole
FLORIDA ROCK INDS IN    COMM  341140101         $241           5,300.00 Sole  N/A   Sole
FLOWSERVE CORP          COMM  34354P105         $189          10,000.00 Sole  N/A   Sole
FOREMOST CORP OF AME    COMM  345469100         $165           7,500.00 Sole  N/A   Sole
FULTON FINL CORP PA     COMM  360271100         $405          19,558.00 Sole  N/A   Sole
GENCORP INC             COMM  368682100         $280          11,100.00 Sole  N/A   Sole
GLATFELTER P H CO       COMM  377316104         $173          11,800.00 Sole  N/A   Sole
HSB GROUP INC           COMM  40428N109         $338           8,200.00 Sole  N/A   Sole
HARLEYSVILLE GROUP I    COMM  412824104         $170           8,300.00 Sole  N/A   Sole
HAWAIIAN ELEC INDUST    COMM  419870100         $323           9,100.00 Sole  N/A   Sole
HELMERICH & PAYNE IN    COMM  423452101         $307          13,000.00 Sole  N/A   Sole
HOLLINGER INTL INC      COMM  435569108         $361          30,400.00 Sole  N/A   Sole
HUGHES SUPPLY INC       COMM  444482103         $203           6,850.00 Sole  N/A   Sole
HUNT JB TRANS SVC IN    COMM  445658107         $153           9,400.00 Sole  N/A   Sole
IDACORP INC             COMM  451107106         $334          10,600.00 Sole  N/A   Sole
IDEX CORP               COMM  45167R104         $256           7,800.00 Sole  N/A   Sole
INTERFACE FLOORING      COMM  458665106         $128          14,800.00 Sole  N/A   Sole
JSB FINANCIAL INC       COMM  46624M100         $137           2,700.00 Sole  N/A   Sole
JOSTENS INC             COMM  481088102         $204           9,700.00 Sole  N/A   Sole
JUNO LTG INC            COMM  482047206           $6             328.79 Sole  N/A   Sole
JUSTIN INDS INC         COMM  482171105          $99           7,100.00 Sole  N/A   Sole
KAMAN CORP              COMM  483548103         $104           6,600.00 Sole  N/A   Sole
KAUFMAN&BROAD HOME C    COMM  486168107         $336          13,500.00 Sole  N/A   Sole
KELLWOOD CO             COMM  488044108         $209           7,700.00 Sole  N/A   Sole
KELLY SVCS INC          COMM  488152208         $324          10,100.00 Sole  N/A   Sole
KENNAMETAL INC          COMM  489170100         $245           7,900.00 Sole  N/A   Sole
KIMBALL INTL INC        COMM  494274103         $192          11,400.00 Sole  N/A   Sole
LA Z BOY CHAIR CO       COMM  505336107         $340          14,800.00 Sole  N/A   Sole
LACLEDE GAS CO          COMM  505588103         $116           5,000.00 Sole  N/A   Sole
LANCE INC               COMM  514606102         $131           8,400.00 Sole  N/A   Sole
LEE ENTERPRISES INC     COMM  523768109         $381          12,500.00 Sole  N/A   Sole
LILLY INDL COATINGS     COMM  532491107         $121           6,500.00 Sole  N/A   Sole
LONGS DRUG STORES IN    COMM  543162101         $384          11,100.00 Sole  N/A   Sole
MADISON GAS & ELEC      COMM  557497104          $92           4,500.00 Sole  N/A   Sole
MARK IV INDS INC        COMM  570387100         $275          13,000.00 Sole  N/A   Sole
MASCOTECH INC           COMM  574670105         $196          11,600.00 Sole  N/A   Sole
MILACRON INC            COMM  598709103         $192          10,400.00 Sole  N/A   Sole
MINNESOTA POWER INC     COMM  604110106         $407          20,500.00 Sole  N/A   Sole
MISSISSIPPI CHEM COR    COMM  605288208          $72           7,300.00 Sole  N/A   Sole
MODINE MFG CO           COMM  607828100         $272           8,366.00 Sole  N/A   Sole
MODIS PROFESSIONAL S    COMM  607830106         $343          25,300.00 Sole  N/A   Sole
MORRISON KNUDSEN COR    COMM  61844A109         $144          14,000.00 Sole  N/A   Sole
NAUTICA ENTERPRISES     COMM  639089101         $154           9,100.00 Sole  N/A   Sole
NEVADA POWER CO         COMM  641423108         $363          14,500.00 Sole  N/A   Sole
NEW JERSEY RES          COMM  646025106         $191           5,100.00 Sole  N/A   Sole
NORTHWEST NAT GAS CO    COMM  667655104         $169           7,000.00 Sole  N/A   Sole
NORTHWESTERN CORP       COMM  668074107         $157           6,500.00 Sole  N/A   Sole
OGDEN CORP              COMM  676346109         $372          13,800.00 Sole  N/A   Sole
OHIO CAS CORP           COMM  677240103         $318           8,800.00 Sole  N/A   Sole
ONE VY BANCORP WV IN    COMM  682419106         $366           9,756.00 Sole  N/A   Sole
ONEOK INC NEW           COMM  682680103         $283           8,900.00 Sole  N/A   Sole
OWENS & MINOR INC NE    COMM  690732102         $101           9,200.00 Sole  N/A   Sole
PENTAIR INDS INC        COMM  709631105         $549          12,000.00 Sole  N/A   Sole
PEOPLES ENERGY CORP     COMM  711030106         $354           9,400.00 Sole  N/A   Sole
PIEDMONT NAT GAS INC    COMM  720186105         $271           8,700.00 Sole  N/A   Sole
PRIME HOSPITALITY CO    COMM  741917108         $162          13,500.00 Sole  N/A   Sole
PROVIDENT BANKSHARES    COMM  743859100         $160           6,897.00 Sole  N/A   Sole
PUBLIC SVC CO N MEX     COMM  744499104         $229          11,500.00 Sole  N/A   Sole
PULTE CORP              COMM  745867101         $281          12,200.00 Sole  N/A   Sole
REGAL BELOIT CORP       COMM  758750103         $139           5,900.00 Sole  N/A   Sole
REPUBLIC BANCORP INC    COMM  760282103         $170          11,200.00 Sole  N/A   Sole
RIVIANA FOODS INC       COMM  769536103          $77           4,100.00 Sole  N/A   Sole
ROADWAY EXPRESS INC     COMM  769742107         $107           5,500.00 Sole  N/A   Sole
ROCHESTER GAS &ELEC     COMM  771367109         $276          10,400.00 Sole  N/A   Sole
ROLLINS TRUCK LEASIN    COMM  775741101         $180          16,150.00 Sole  N/A   Sole
RUDDICK CORP            COMM  781258108         $246          12,300.00 Sole  N/A   Sole
RUSS BERRIE & CO        COMM  782233100         $149           6,000.00 Sole  N/A   Sole
RYLAND GROUP INC        COMM  783764103         $125           4,200.00 Sole  N/A   Sole
SCHULMAN A INC          COMM  808194104         $151           8,800.00 Sole  N/A   Sole
SCHWEITZER-MAUDUIT I    COMM  808541106          $68           4,500.00 Sole  N/A   Sole
SELECTIVE INS GROUP     COMM  816300107         $151           7,900.00 Sole  N/A   Sole
SHOPKO STORES INC       COMM  824911101         $252           6,900.00 Sole  N/A   Sole
SIGCORP INC             COMM  826912107         $190           6,700.00 Sole  N/A   Sole
SMITH A O CORP  'B'     COMM  831865209         $182           6,500.00 Sole  N/A   Sole
SOUTHWEST GAS CORP      COMM  844895102         $246           8,600.00 Sole  N/A   Sole
SPRINGS INDS INC        COMM  851783100         $222           5,100.00 Sole  N/A   Sole
STANDARD PAC CORP NE    COMM  85375C101         $108           8,300.00 Sole  N/A   Sole
STANDARD PRODS CO       COMM  853836104         $115           4,500.00 Sole  N/A   Sole
STANDARD REGISTER CO    COMM  853887107         $246           8,000.00 Sole  N/A   Sole
STANDEX INTL CORP       COMM  854231107          $99           3,600.00 Sole  N/A   Sole
STRIDE RITE CORP        COMM  863314100         $134          13,000.00 Sole  N/A   Sole
STURM RUGER & CO INC    COMM  864159108          $80           7,500.00 Sole  N/A   Sole
SUPERIOR INDS INTL      COMM  868168105         $208           7,600.00 Sole  N/A   Sole
TALBOTS INC             COMM  874161102         $336           8,800.00 Sole  N/A   Sole
TECUMSEH PRODS CO       COMM  878895200         $351           5,800.00 Sole  N/A   Sole
TEXAS INDS INC          COMM  882491103         $213           5,500.00 Sole  N/A   Sole
THOMAS INDS INC         COMM  884425109          $90           4,400.00 Sole  N/A   Sole
TIDEWATER INC.          COMM  886423102         $448          14,700.00 Sole  N/A   Sole
TIMKEN CO               COMM  887389104         $318          16,300.00 Sole  N/A   Sole
TOLL BROTHERS INC       COMM  889478103         $210           9,800.00 Sole  N/A   Sole
TOWER AUTOMOTIVE INC    COMM  891707101         $315          12,400.00 Sole  N/A   Sole
TRENWICK GROUP INC      COMM  895290104          $74           3,000.00 Sole  N/A   Sole
TRINITY INDS INC        COMM  896522109         $385          11,500.00 Sole  N/A   Sole
TUPPERWARE CORP         COMM  899896104         $388          15,200.00 Sole  N/A   Sole
UST CORP                COMM  902900109         $363          12,000.00 Sole  N/A   Sole
USEC INC                COMM  90333E108         $394          26,500.00 Sole  N/A   Sole
UNITED BANKSHS INC W    COMM  909907107         $323          12,200.00 Sole  N/A   Sole
UNITED DOMINION INDS    COMM  909914103         $272          11,200.00 Sole  N/A   Sole
UNITED ILLUM CO         COMM  910637107         $174           4,100.00 Sole  N/A   Sole
UNIVERSAL CORP          COMM  913456109         $262           9,200.00 Sole  N/A   Sole
UNIVERSAL FOODS CORP    COMM  913538104         $300          14,200.00 Sole  N/A   Sole
USFREIGHTWAYS CORP      COMM  916906100         $347           7,500.00 Sole  N/A   Sole
VARCO INTL INC          COMM  922126107         $186          17,200.00 Sole  N/A   Sole
VARIAN MED SYS INC      COMM  92220P105         $205           8,100.00 Sole  N/A   Sole
WD 40 CO                COMM  929236107         $110           4,400.00 Sole  N/A   Sole
WPS RESOURCES CORP      COMM  92931B106         $225           7,500.00 Sole  N/A   Sole
WALLACE COMPUTER SVC    COMM  932270101         $280          11,200.00 Sole  N/A   Sole
WASHINGTON FED INC      COMM  938824109         $347          15,460.00 Sole  N/A   Sole
WATTS INDS INC          COMM  942749102         $142           7,400.00 Sole  N/A   Sole
WAUSAU-MOSINEE PAPER    COMM  943315101         $248          13,800.00 Sole  N/A   Sole
WELLMAN INC             COMM  949702104         $140           8,800.00 Sole  N/A   Sole
WERNER ENTERPRISES I    COMM  950755108         $259          12,500.00 Sole  N/A   Sole
WHITNEY HLDG CORP       COMM  966612103         $258           6,500.00 Sole  N/A   Sole
WITCO CHEM CORP         COMM  977385103         $300          15,200.00 Sole  N/A   Sole
WOLVERINE WORLD WIDE    COMM  978097103         $153          10,900.00 Sole  N/A   Sole
WORTHINGTON INDS INC    COMM  981811102         $399          24,300.00 Sole  N/A   Sole
WYNNS INTL INC          COMM  983195108          $98           5,300.00 Sole  N/A   Sole
YORK INTL CORP NEW      COMM  986670107         $454          10,600.00 Sole  N/A   Sole
ZALE CORP NEW           COMM  988858106         $388           9,700.00 Sole  N/A   Sole
ZENITH NATL INS CORP    COMM  989390109         $118           4,800.00 Sole  N/A   Sole

                                             $41,117       1,701,237.79

Albertson College of Idaho Large Growth

ADC TELECOMMUNICATIO    COMM  000886101           $8             165.00 Sole  N/A   Sole
AFLAC INC               COMM  001055102          $16             334.00 Sole  N/A   Sole
ABBOTT LABS             COMM  002824100          $86           1,893.00 Sole  N/A   Sole
AFFILIATED COMPUTER     COMM  008190100           $3              56.00 Sole  N/A   Sole
AIR PRODS & CHEMS IN    COMM  009158106          $11             284.00 Sole  N/A   Sole
ALLIED SIGNAL INC       COMM  019512102          $43             690.00 Sole  N/A   Sole
ALLTEL CORP             COMM  020039103          $25             349.00 Sole  N/A   Sole
ALTERA CORP             COMM  021441100           $9             244.00 Sole  N/A   Sole
AMBAC INC               COMM  023139108           $5              85.00 Sole  N/A   Sole
AMERICAN BANKRS INS     COMM  024456105           $3              51.00 Sole  N/A   Sole
AMERICAN EXPRESS CO     COMM  025816109          $73             564.00 Sole  N/A   Sole
AMERICAN HOME PRODS     COMM  026609107          $94           1,634.00 Sole  N/A   Sole
AMERN PWR CONVERSION    COMM  029066107           $5             235.00 Sole  N/A   Sole
AMGEN                   COMM  031162100          $39             639.00 Sole  N/A   Sole
ANHEUSER BUSCH COS      COMM  035229103          $42             594.00 Sole  N/A   Sole
APOLLO GROUP INC        COMM  037604105           $3              95.00 Sole  N/A   Sole
APPLIED MATLS INC       COMM  038222105          $34             464.00 Sole  N/A   Sole
ASSOCIATES FIRST CAP    COMM  046008108          $38             853.00 Sole  N/A   Sole
AUTOMATIC DATA PROCE    COMM  053015103          $34             769.00 Sole  N/A   Sole
AUTOZONE INC            COMM  053332102           $6             184.00 Sole  N/A   Sole
AVERY DENNISON CORP     COMM  053611109           $8             140.00 Sole  N/A   Sole
BMC SOFTWARE INC        COMM  055921100          $16             293.00 Sole  N/A   Sole
BANK NEW YORK INC       COMM  064057102          $35             949.00 Sole  N/A   Sole
BED BATH & BEYOND IN    COMM  075896100           $7             174.00 Sole  N/A   Sole
BELLSOUTH CORP          COMM  079860102         $109           2,360.00 Sole  N/A   Sole
BRISTOL MYERS SQUIBB    COMM  110122108         $175           2,478.00 Sole  N/A   Sole
BRUNSWICK CORP          COMM  117043109           $3             110.00 Sole  N/A   Sole
CMS ENERGY CORP         COMM  125896100           $6             143.00 Sole  N/A   Sole
CAMPBELL SOUP CO        COMM  134429109          $25             545.00 Sole  N/A   Sole
CAPITAL ONE FINL COR    COMM  14040H105          $14             244.00 Sole  N/A   Sole
CARDINAL HEALTH INC     COMM  14149Y108          $22             339.00 Sole  N/A   Sole
CARNIVAL CRUISE LINE    COMM  143658102          $37             764.00 Sole  N/A   Sole
CATERPILLAR INC         COMM  149123101          $25             419.00 Sole  N/A   Sole
CENTEX CORP             COMM  152312104           $3              74.00 Sole  N/A   Sole
CENTURYTEL INC          COMM  156700106           $7             174.00 Sole  N/A   Sole
CINCINNATI BELL INC     COMM  171870108           $4             169.00 Sole  N/A   Sole
CISCO SYS INC           COMM  17275R102         $256           3,979.00 Sole  N/A   Sole
CINTAS CORP             COMM  172908105           $9             139.00 Sole  N/A   Sole
CLAYTON HOMES INC       COMM  184190106           $2             179.00 Sole  N/A   Sole
CLOROX CO               COMM  189054109          $16             149.00 Sole  N/A   Sole
COASTAL CORP            COMM  190441105          $11             264.00 Sole  N/A   Sole
COCA COLA CO            COMM  191216100         $191           3,077.00 Sole  N/A   Sole
COMAIR CORP             COMM  199789108           $2             120.00 Sole  N/A   Sole
COMPUTER ASSOC INTL     COMM  204912109          $35             631.00 Sole  N/A   Sole
COMPUTER SCIENCES CO    COMM  205363104          $14             200.00 Sole  N/A   Sole
COMVERSE TECHNOLOGY     COMM  205862402           $6              85.00 Sole  N/A   Sole
CRANE CO                COMM  224399105           $3              84.00 Sole  N/A   Sole
DST SYS INC DEL         COMM  233326107           $5              79.00 Sole  N/A   Sole
DANA CORP               COMM  235811106           $9             204.00 Sole  N/A   Sole
DANAHER CORP            COMM  235851102          $10             169.00 Sole  N/A   Sole
DEERE & CO              COMM  244199105          $11             273.00 Sole  N/A   Sole
DELL COMPUTER CORP      COMM  247025109         $117           3,158.00 Sole  N/A   Sole
DOLLAR GEN CORP         COMM  256669102           $8             271.00 Sole  N/A   Sole
DOLLAR TREE STORES I    COMM  256747106           $3              74.00 Sole  N/A   Sole
DONALDSON LUFKIN & S    COMM  257661108           $9             155.00 Sole  N/A   Sole
DOVER CORP              COMM  260003108           $9             265.00 Sole  N/A   Sole
E M C CORP MASS         COMM  268648102          $69           1,263.00 Sole  N/A   Sole
ENSCO INTL INC          COMM  26874Q100           $3             169.00 Sole  N/A   Sole
EDWARD A G INC          COMM  281760108           $4             115.00 Sole  N/A   Sole
ELECTRONICS FOR IMAG    COMM  286082102           $3              61.00 Sole  N/A   Sole
EMERSON ELEC CO         COMM  291011104          $34             544.00 Sole  N/A   Sole
EQUIFAX INC             COMM  294429105           $6             180.00 Sole  N/A   Sole
EQUITABLE COS INC       COMM  29444G107          $19             279.00 Sole  N/A   Sole
EXPRESS SCRIPTS INC     COMM  302182100           $3              42.00 Sole  N/A   Sole
FDX CORP                COMM  31304N107          $20             369.00 Sole  N/A   Sole
FIFTH THIRD BANCORP     COMM  316773100          $22             334.00 Sole  N/A   Sole
FINOVA GROUP INC        COMM  317928109           $4              75.00 Sole  N/A   Sole
FIRST AMER CORP TENN    COMM  318900107           $6             141.00 Sole  N/A   Sole
FORT JAMES CORP         COMM  347471104          $10             274.00 Sole  N/A   Sole
FRANKLIN RES INC        COMM  354613101          $13             314.00 Sole  N/A   Sole
GTE CORP                COMM  362320103          $92           1,213.00 Sole  N/A   Sole
GANNETT INC             COMM  364730101          $25             350.00 Sole  N/A   Sole
GAP INC                 COMM  364760108          $54           1,071.50 Sole  N/A   Sole
GARTNER GROUP INC NE    COMM  366651107           $3             125.00 Sole  N/A   Sole
GENERAL ELEC CO         COMM  369604103         $461           4,077.00 Sole  N/A   Sole
GOODRICH B F CO         COMM  382388106           $4              84.00 Sole  N/A   Sole
HARLEY DAVIDSON INC     COMM  412822108          $10             189.00 Sole  N/A   Sole
HEWLETT PACKARD CO      COMM  428236103         $127           1,264.00 Sole  N/A   Sole
HOME DEPOT INC          COMM  437076102         $119           1,847.00 Sole  N/A   Sole
IMC FERTILIZER GROUP    COMM  449669100           $2             137.00 Sole  N/A   Sole
ILLINOIS TOOL WKS IN    COMM  452308109          $26             314.00 Sole  N/A   Sole
INGERSOLL RAND CO       COMM  456866102          $13             205.00 Sole  N/A   Sole
INTEL CORP              COMM  458140100         $246           4,137.00 Sole  N/A   Sole
INTERPUBLIC GROUP CO    COMM  460690100          $15             175.00 Sole  N/A   Sole
INTIMATE BRANDS INC     COMM  461156101          $15             324.25 Sole  N/A   Sole
JABIL CIRCUIT INC       COMM  466313103           $4              94.00 Sole  N/A   Sole
JOHNSON & JOHNSON       COMM  478160104         $164           1,678.00 Sole  N/A   Sole
JOHNSON CTLS INC        COMM  478366107           $7             105.00 Sole  N/A   Sole
JONES APPAREL GROUP     COMM  480074103           $5             148.00 Sole  N/A   Sole
KLA-TENCOR CORP         COMM  482480100           $7             109.00 Sole  N/A   Sole
KNIGHT RIDDER NEWSPP    COMM  499040103           $5              99.00 Sole  N/A   Sole
KOHLS CORP              COMM  500255104          $16             204.00 Sole  N/A   Sole
LAUDER ESTEE COS INC    COMM  518439104           $8             155.00 Sole  N/A   Sole
LEAR CORP               COMM  521865105           $4              84.00 Sole  N/A   Sole
LEGATO SYS INC          COMM  524651106           $3              47.00 Sole  N/A   Sole
LEXMARK INTL GROUP I    COMM  529771107          $10             160.00 Sole  N/A   Sole
LIMITED INC             COMM  532716107          $11             249.00 Sole  N/A   Sole
LINEAR TECHNOLOGY CO    COMM  535678106          $13             189.00 Sole  N/A   Sole
LOWES COS INC           COMM  548661107          $26             463.00 Sole  N/A   Sole
MBNA CORP               COMM  55262L100          $31             999.00 Sole  N/A   Sole
MGIC INVT CORP WIS      COMM  552848103           $6             127.00 Sole  N/A   Sole
MGM GRAND INC           COMM  552953101           $3              70.00 Sole  N/A   Sole
MANPOWER INC            COMM  56418H100           $2              95.00 Sole  N/A   Sole
MARTIN MARIETTA MATL    COMM  573284106           $3              59.00 Sole  N/A   Sole
MASCO CORP              COMM  574599106          $12             419.00 Sole  N/A   Sole
MAXIM INTEGRATED PRO    COMM  57772K101          $11             169.00 Sole  N/A   Sole
MAYTAG CO               COMM  578592107           $8             110.00 Sole  N/A   Sole
MCDONALDS CORP          COMM  580135101          $70           1,693.00 Sole  N/A   Sole
MCGRAW HILL INC         COMM  580645109          $13             244.00 Sole  N/A   Sole
MEDTRONIC INC           COMM  585055106          $57             729.00 Sole  N/A   Sole
MERCK & CO INC          COMM  589331107         $217           2,944.00 Sole  N/A   Sole
MICROSOFT CORP          COMM  594918104         $573           6,356.00 Sole  N/A   Sole
MICROCHIP TECHNOLOGY    COMM  595017104           $3              61.00 Sole  N/A   Sole
MILLER HERMAN INC       COMM  600544100           $2              95.00 Sole  N/A   Sole
MOLEX INC               COMM  608554101           $7             190.00 Sole  N/A   Sole
MORGAN S D WITTER DI    COMM  617446448          $73             715.00 Sole  N/A   Sole
MOTOROLA INC            COMM  620076109          $71             754.00 Sole  N/A   Sole
NABORS INDS INC         COMM  629568106           $3             122.00 Sole  N/A   Sole
NEW YORK TIMES CO       COMM  650111107           $8             220.00 Sole  N/A   Sole
NEWELL RUBBERMAID IN    COMM  651229106          $16             349.00 Sole  N/A   Sole
NORTH FORK BANCORP      COMM  659424105           $4             170.00 Sole  N/A   Sole
NORTHERN TR CORP        COMM  665859104          $14             140.00 Sole  N/A   Sole
NUCOR CORP              COMM  670346105           $5             109.00 Sole  N/A   Sole
OFFICE DEPOT INC        COMM  676220106          $10             464.00 Sole  N/A   Sole
OMNICOM GROUP           COMM  681919106          $18             224.00 Sole  N/A   Sole
ORACLE SYSTEMS CORP     COMM  68389X105          $67           1,793.00 Sole  N/A   Sole
OUTBACK STEAKHOUSE I    COMM  689899102           $3              84.00 Sole  N/A   Sole
PACCAR INC              COMM  693718108           $5              95.00 Sole  N/A   Sole
PARAMETRIC TECHNOLOG    COMM  699173100           $5             334.00 Sole  N/A   Sole
PARKER HANNIFIN CORP    COMM  701094104           $6             127.00 Sole  N/A   Sole
PAYCHEX INC             COMM  704326107          $10             304.00 Sole  N/A   Sole
PFIZER INC              COMM  717081103         $176           1,614.00 Sole  N/A   Sole
PHELPS DODGE CORP       COMM  717265102           $4              70.00 Sole  N/A   Sole
PIXAR                   COMM  725811103           $2              54.00 Sole  N/A   Sole
PRICE T ROWE & ASSOC    COMM  741477103           $6             149.00 Sole  N/A   Sole
PROCTER & GAMBLE CO     COMM  742718109         $148           1,658.00 Sole  N/A   Sole
PROGRESSIVE CORP OHI    COMM  743315103          $13              90.00 Sole  N/A   Sole
PROTECTIVE LIFE CORP    COMM  743674103           $3              79.00 Sole  N/A   Sole
RELIASTAR FINL CORP     COMM  75952U103           $5             103.00 Sole  N/A   Sole
ROBERT HALF INTL INC    COMM  770323103           $3             110.00 Sole  N/A   Sole
ROSS STORES INC         COMM  778296103           $3              51.00 Sole  N/A   Sole
SAFEWAY INC             COMM  786514208          $31             618.00 Sole  N/A   Sole
SANMINA CORP            COMM  800907107           $5              66.00 Sole  N/A   Sole
SARA LEE CORP           COMM  803111103          $26           1,124.00 Sole  N/A   Sole
SCHERING PLOUGH CORP    COMM  806605101          $96           1,833.00 Sole  N/A   Sole
SCHLUMBERGER LTD        COMM  806857108          $41             645.00 Sole  N/A   Sole
SCHWAB CHARLES CP NE    COMM  808513105          $55             509.00 Sole  N/A   Sole
SERVICE CORP INTL       COMM  817565104           $6             335.00 Sole  N/A   Sole
SHERWIN WILLIAMS CO     COMM  824348106           $6             210.00 Sole  N/A   Sole
SMITH INTL INC          COMM  832110100           $2              56.00 Sole  N/A   Sole
SOLECTRON CORP          COMM  834182107          $21             314.00 Sole  N/A   Sole
SOUTHWEST AIRLS CO      COMM  844741108          $13             414.00 Sole  N/A   Sole
STARBUCKS CORP          COMM  855244109           $8             224.00 Sole  N/A   Sole
STATE STR CORP          COMM  857477103          $17             200.00 Sole  N/A   Sole
SUN MICROSYSTEMS INC    COMM  866810104          $66             963.00 Sole  N/A   Sole
SUNGARD DATA SYS INC    COMM  867363103           $5             132.00 Sole  N/A   Sole
SYMBOL TECHNOLOGIES     COMM  871508107           $4             109.00 Sole  N/A   Sole
SYNOPSYS INC            COMM  871607107           $5              89.00 Sole  N/A   Sole
TV GUIDE INC            COMM  87307Q109           $3              89.00 Sole  N/A   Sole
TELLABS INC             COMM  879664100          $33             489.00 Sole  N/A   Sole
TERADYNE INC            COMM  880770102           $7             104.00 Sole  N/A   Sole
TEXTRON INC             COMM  883203101          $16             190.00 Sole  N/A   Sole
TOSCO CORP              COMM  891490302           $5             189.00 Sole  N/A   Sole
UAL CORP                COMM  902549500           $4              65.00 Sole  N/A   Sole
UNION CARBIDE CORP      COMM  905581104           $8             155.00 Sole  N/A   Sole
U S WEST INC NEW        COMM  91273H101          $35             594.00 Sole  N/A   Sole
UNITED TECHNOLOGIES     COMM  913017109          $43             597.00 Sole  N/A   Sole
UTILICORP UTD INC       COMM  918005109           $3             114.00 Sole  N/A   Sole
VERITAS SOFTWARE CO     COMM  923436109           $9              99.00 Sole  N/A   Sole
WAL MART STORES INC     COMM  931142103         $268           5,545.00 Sole  N/A   Sole
WARNER LAMBERT CO       COMM  934488107          $73           1,057.00 Sole  N/A   Sole
WATSON PHARMACEUTICA    COMM  942683103           $4             119.00 Sole  N/A   Sole
WILLIAMS COS            COMM  969457100          $23             539.00 Sole  N/A   Sole
WRIGLEY WM JR CO        COMM  982526105          $13             145.00 Sole  N/A   Sole
XILINX INC              COMM  983919101          $10             179.00 Sole  N/A   Sole
XEROX CORP              COMM  984121103          $49             823.00 Sole  N/A   Sole
ZIONS BANCORP           COMM  989701107           $6             100.00 Sole  N/A   Sole
TRANSOCEAN OFFSHORE     COMM  G90076103           $3             124.00 Sole  N/A   Sole

                                                             100,067.75


Albertson College of Idaho Large Value

AETNA INC               COMM  008117103          $42             470.00 Sole  N/A   Sole
AIR PRODS & CHEMS IN    COMM  009158106          $31             760.00 Sole  N/A   Sole
ALBERTSONS INC          COMM  013104104          $71           1,385.00 Sole  N/A   Sole
ALCOA INC               COMM  013817101          $76           1,225.00 Sole  N/A   Sole
ALLEGHENY ENERGY INC    COMM  017361106          $12             385.00 Sole  N/A   Sole
ALLEGHENY TELEDYNE I    COMM  017415100          $14             635.00 Sole  N/A   Sole
ALLSTATE CORP           COMM  020002101          $96           2,680.00 Sole  N/A   Sole
AMEREN CORP             COMM  023608102          $17             455.00 Sole  N/A   Sole
AMERICAN GENERAL CO     COMM  026351106          $63             835.00 Sole  N/A   Sole
AMSOUTH BANCORPORATI    COMM  032165102          $13             573.00 Sole  N/A   Sole
ASHLAND INC             COMM  044204105          $10             245.00 Sole  N/A   Sole
ASSOCIATED BANC CORP    COMM  045487105           $9             205.00 Sole  N/A   Sole
BANK AMER CORP          COMM  060505104         $424           5,790.00 Sole  N/A   Sole
BANK ONE CORP           COMM  06423A103         $233           3,920.00 Sole  N/A   Sole
BARD C R INC            COMM  067383109           $8             170.00 Sole  N/A   Sole
BAUSCH & LOMB INC       COMM  071707103          $15             190.00 Sole  N/A   Sole
BEAR STEARNS COS INC    COMM  073902108          $18             377.00 Sole  N/A   Sole
BEMIS INC               COMM  081437105           $7             171.00 Sole  N/A   Sole
BRUNSWICK CORP          COMM  117043109           $9             305.00 Sole  N/A   Sole
BURLINGTON NORTHN SA    COMM  12189T104          $48           1,560.00 Sole  N/A   Sole
CIGNA CORP              COMM  125509109          $60             675.00 Sole  N/A   Sole
CSX CORP                COMM  126408103          $33             720.00 Sole  N/A   Sole
CENTEX CORP             COMM  152312104           $7             191.00 Sole  N/A   Sole
CHARTER ONE FINL INC    COMM  160903100          $15             539.00 Sole  N/A   Sole
CHASE MANHATTAN CORP    COMM  16161A108         $243           2,805.00 Sole  N/A   Sole
CHEVRON CORP            COMM  166751107         $207           2,175.00 Sole  N/A   Sole
CINERGY CORP            COMM  172474108          $17             525.00 Sole  N/A   Sole
COLUMBIA ENERGY GROU    COMM  197648108          $17             275.00 Sole  N/A   Sole
COMERICA INC            COMM  200340107          $31             520.00 Sole  N/A   Sole
COMPASS BANCSHARES I    COMM  20449H109          $10             367.00 Sole  N/A   Sole
CONECTIV INC            COMM  206829103           $7             298.00 Sole  N/A   Sole
CONSECO INC             COMM  208464107          $33           1,075.00 Sole  N/A   Sole
CONSOLIDATED EDISON     COMM  209115104          $34             755.00 Sole  N/A   Sole
CONSOLIDATED NAT GAS    COMM  209615103          $19             320.00 Sole  N/A   Sole
CONSOLIDATED PAPERS     COMM  209759109           $8             294.00 Sole  N/A   Sole
CONSTELLATION ENERGY    COMM  210371100          $15             495.00 Sole  N/A   Sole
CONTINENTAL AIRLS IN    COMM  210795308           $8             210.00 Sole  N/A   Sole
COOPER CAMERON CORP     COMM  216640102           $6             171.00 Sole  N/A   Sole
COOPER INDS INC         COMM  216669101          $16             315.00 Sole  N/A   Sole
CRANE CO                COMM  224399105           $7             225.00 Sole  N/A   Sole
DPL INC                 COMM  233293109          $10             525.00 Sole  N/A   Sole
DQE INC                 COMM  23329J104          $10             250.00 Sole  N/A   Sole
DTE ENERGY CO           COMM  233331107          $20             480.00 Sole  N/A   Sole
DANA CORP               COMM  235811106          $25             550.00 Sole  N/A   Sole
DARDEN RESTAURANTS I    COMM  237194105          $10             440.00 Sole  N/A   Sole
DEERE & CO              COMM  244199105          $30             754.00 Sole  N/A   Sole
DELPHI AUTOMOTIVE SY    COMM  247126105          $35           1,868.00 Sole  N/A   Sole
DE LUXE CHECK PRINTE    COMM  248019101          $10             260.00 Sole  N/A   Sole
DIAMOND OFFSHORE DRI    COMM  25271C102          $13             450.00 Sole  N/A   Sole
DOMINION RES INC VA     COMM  257470104          $28             635.00 Sole  N/A   Sole
DONNELLEY R R & SONS    COMM  257867101          $16             426.00 Sole  N/A   Sole
DOW CHEM CO             COMM  260543103          $93             730.00 Sole  N/A   Sole
DUKE ENERGY CORPORATION COMM  264399106          $66           1,210.00 Sole  N/A   Sole
ENSCO INTL INC          COMM  26874Q100           $9             441.00 Sole  N/A   Sole
EASTMAN CHEM CO         COMM  277432100          $13             260.00 Sole  N/A   Sole
EATON CORP              COMM  278058102          $22             240.00 Sole  N/A   Sole
EDWARD A G INC          COMM  281760108          $10             310.00 Sole  N/A   Sole
EL PASO ENERGY CORP     COMM  283905107          $14             405.00 Sole  N/A   Sole
ENERGY EAST CORP        COMM  29266M109          $10             385.00 Sole  N/A   Sole
ENGELHARD CORP          COMM  292845104           $9             406.00 Sole  N/A   Sole
ENRON CORP              COMM  293561106          $96           1,174.00 Sole  N/A   Sole
ENTERGY CORP NEW        COMM  29364G103          $26             820.00 Sole  N/A   Sole
F M C CORP              COMM  302491303           $7             102.00 Sole  N/A   Sole
FPL GROUP INC           COMM  302571104          $33             600.00 Sole  N/A   Sole
FEDERAL MOGUL CORP      COMM  313549107          $12             230.00 Sole  N/A   Sole
FINOVA GROUP INC        COMM  317928109          $11             205.00 Sole  N/A   Sole
FIRST AMER CORP TENN    COMM  318900107          $16             396.00 Sole  N/A   Sole
FIRST SEC CORP DEL      COMM  336294103          $17             640.00 Sole  N/A   Sole
FIRST UN CORP           COMM  337358105         $152           3,215.00 Sole  N/A   Sole
FLEET FINL GROUP INC    COMM  338915101          $84           1,895.00 Sole  N/A   Sole
FLORIDA PROGRESS COR    COMM  341109106          $13             320.00 Sole  N/A   Sole
FLUOR CORP              COMM  343861100          $10             250.00 Sole  N/A   Sole
FOOD LION INC           COMM  344775200          $18           1,553.00 Sole  N/A   Sole
FORD MTR CO DEL         COMM  345370100         $227           4,020.00 Sole  N/A   Sole
FORTUNE BRANDS INC      COMM  349631101          $23             555.00 Sole  N/A   Sole
GPU INC                 COMM  36225X100          $18             415.00 Sole  N/A   Sole
GARTNER GROUP INC NE    COMM  366651107           $7             328.00 Sole  N/A   Sole
GENERAL DYNAMICS COR    COMM  369550108          $29             425.00 Sole  N/A   Sole
GENERAL MTRS CORP       COMM  370442105         $142           2,155.00 Sole  N/A   Sole
GENUINE PARTS CO        COMM  372460105          $21             595.00 Sole  N/A   Sole
GEORGIA PAC CORP        COMM  373298702           $7             274.00 Sole  N/A   Sole
GLOBAL MARINE INC       COMM  379352404           $9             563.00 Sole  N/A   Sole
GOODRICH B F CO         COMM  382388106          $10             245.00 Sole  N/A   Sole
GOODYEAR TIRE & RUBR    COMM  382550101          $31             520.00 Sole  N/A   Sole
GREENPOINT FINL CORP    COMM  395384100          $12             359.00 Sole  N/A   Sole
HARRAHS ENTMT INC       COMM  413619107           $9             411.00 Sole  N/A   Sole
HARRIS CORP DEL         COMM  413875105          $10             265.00 Sole  N/A   Sole
HARTFORD FINL SVCS G    COMM  416515104          $44             755.00 Sole  N/A   Sole
HILLENBRAND INDS INC    COMM  431573104           $9             215.00 Sole  N/A   Sole
HILTON HOTELS CORP      COMM  432848109          $12             855.00 Sole  N/A   Sole
HORMEL GEO A & CO       COMM  440452100          $10             245.00 Sole  N/A   Sole
HUBBELL HARVEY INC      COMM  443510201          $10             210.00 Sole  N/A   Sole
HUMANA INC              COMM  444859102           $7             543.00 Sole  N/A   Sole
IMC FERTILIZER GROUP    COMM  449669100           $7             375.00 Sole  N/A   Sole
INGERSOLL RAND CO       COMM  456866102          $36             550.00 Sole  N/A   Sole
INTERNATIONAL FLAV&F    COMM  459506101          $15             350.00 Sole  N/A   Sole
JEFFERSON PILOT CORP    COMM  475070108          $23             355.00 Sole  N/A   Sole
JOHNSON CTLS INC        COMM  478366107          $20             285.00 Sole  N/A   Sole
KEYCORP                 COMM  493267108          $48           1,485.00 Sole  N/A   Sole
KEYSPAN CORP            COMM  49337W100          $13             475.00 Sole  N/A   Sole
KNIGHT RIDDER NEWSPP    COMM  499040103          $14             260.00 Sole  N/A   Sole
LAFARGE CORP            COMM  505862102           $8             239.00 Sole  N/A   Sole
LIMITED INC             COMM  532716107          $32             710.00 Sole  N/A   Sole
LITTON INDS INC         COMM  538021106          $11             147.00 Sole  N/A   Sole
LIZ CLAIBORNE           COMM  539320101           $8             210.00 Sole  N/A   Sole
LOCKHEED MARTIN CORP    COMM  539830109          $49           1,310.00 Sole  N/A   Sole
LOEWS CORP              COMM  540424108          $29             365.00 Sole  N/A   Sole
LYONDELL PETROCHEMIC    COMM  552078107           $8             367.00 Sole  N/A   Sole
MGM GRAND INC           COMM  552953101          $10             200.00 Sole  N/A   Sole
MARTIN MARIETTA MATL    COMM  573284106           $9             151.00 Sole  N/A   Sole
MAY DEPT STORES CO      COMM  577778103          $45           1,110.00 Sole  N/A   Sole
MAYTAG CO               COMM  578592107          $21             295.00 Sole  N/A   Sole
MCCORMICK & CO INC      COMM  579780206           $7             235.00 Sole  N/A   Sole
MEAD CORP               COMM  582834107          $14             335.00 Sole  N/A   Sole
MERCANTILE BANCORP      COMM  587342106          $30             525.00 Sole  N/A   Sole
MERCANTILE BANKSHARE    COMM  587405101           $8             225.00 Sole  N/A   Sole
MERRILL LYNCH & CO      COMM  590188108          $97           1,219.00 Sole  N/A   Sole
MILLENNIUM CHEMICALS    COMM  599903101           $6             255.00 Sole  N/A   Sole
MOBIL CORP              COMM  607059102         $257           2,600.00 Sole  N/A   Sole
MORGAN J P & CO INC     COMM  616880100          $83             590.00 Sole  N/A   Sole
NABORS INDS INC         COMM  629568106           $8             347.00 Sole  N/A   Sole
NATIONAL CITY CORP      COMM  635405103          $68           1,045.00 Sole  N/A   Sole
NAVISTAR INTL CORP N    COMM  63934E108          $11             215.00 Sole  N/A   Sole
NEW CENTY ENERGIES I    COMM  64352U103          $14             372.00 Sole  N/A   Sole
NOBLE DRILLING CORP     COMM  655042109           $8             426.00 Sole  N/A   Sole
NORDSTROM INC           COMM  655664100          $16             470.00 Sole  N/A   Sole
NORTH FORK BANCORP      COMM  659424105          $10             455.00 Sole  N/A   Sole
NORTHN STS PWR MINN     COMM  665772109          $12             510.00 Sole  N/A   Sole
NORTHROP CORP           COMM  666807102          $15             230.00 Sole  N/A   Sole
OLD REP INTL CORP       COMM  680223104           $8             435.00 Sole  N/A   Sole
PG&E CORP               COMM  69331C108          $41           1,270.00 Sole  N/A   Sole
PNC FINANCIAL CORP      COMM  693475105          $58           1,010.00 Sole  N/A   Sole
PACCAR INC              COMM  693718108          $14             260.00 Sole  N/A   Sole
PACIFICORP              COMM  695114108          $18             965.00 Sole  N/A   Sole
PALL CORP               COMM  696429307           $9             401.00 Sole  N/A   Sole
PARKER HANNIFIN CORP    COMM  701094104          $16             360.00 Sole  N/A   Sole
PENNEY J C INC          COMM  708160106          $42             875.00 Sole  N/A   Sole
PHELPS DODGE CORP       COMM  717265102          $12             195.00 Sole  N/A   Sole
PHILLIPS PETE CO        COMM  718507106          $42             840.00 Sole  N/A   Sole
PINNACLE WEST CAP CO    COMM  723484101          $11             280.00 Sole  N/A   Sole
POTOMAC ELEC PWR CO     COMM  737679100          $11             390.00 Sole  N/A   Sole
PREMARK INTL INC        COMM  740459102           $8             200.00 Sole  N/A   Sole
PROMUS HOTEL CORP NE    COMM  74342P106           $8             269.00 Sole  N/A   Sole
PROTECTIVE LIFE CORP    COMM  743674103           $7             215.00 Sole  N/A   Sole
PUBLIC SVC ENTERPRIS    COMM  744573106          $30             730.00 Sole  N/A   Sole
RAYTHEON CO             COMM  755111408          $79           1,115.00 Sole  N/A   Sole
READERS DIGEST ASSN     COMM  755267101          $14             355.00 Sole  N/A   Sole
REGIONS FINL CORP       COMM  758940100          $29             745.00 Sole  N/A   Sole
RELIASTAR FINL CORP     COMM  75952U103          $13             295.00 Sole  N/A   Sole
RITE AID CORP           COMM  767754104          $21             855.00 Sole  N/A   Sole
ROHM & HAAS CO          COMM  775371107           $0               0.20 Sole  N/A   Sole
SCANA CORP              COMM  805898103           $8             340.00 Sole  N/A   Sole
SCIENTIFIC ATLANTA      COMM  808655104           $9             240.00 Sole  N/A   Sole
SEARS ROEBUCK & CO      COMM  812387108          $56           1,265.00 Sole  N/A   Sole
SERVICE CORP INTL       COMM  817565104          $17             882.00 Sole  N/A   Sole
SHERWIN WILLIAMS CO     COMM  824348106          $16             565.00 Sole  N/A   Sole
SIGMA ALDRICH CORP      COMM  826552101          $11             328.00 Sole  N/A   Sole
SONOCO PRODS CO         COMM  835495102          $10             328.00 Sole  N/A   Sole
SOUTHDOWN INC           COMM  841297104           $8             127.00 Sole  N/A   Sole
SOUTHERN CO             COMM  842587107          $61           2,310.00 Sole  N/A   Sole
SOUTHTRUST CORP         COMM  844730101          $21             555.00 Sole  N/A   Sole
STERLING SOFTWARE IN    COMM  859547101           $7             269.00 Sole  N/A   Sole
SUMMIT BANCORP          COMM  866005101          $24             570.00 Sole  N/A   Sole
SUNOCO INC              COMM  86764P109           $9             294.00 Sole  N/A   Sole
SUPERVALU INC           COMM  868536103          $10             395.00 Sole  N/A   Sole
TECO ENERGY INC         COMM  872375100          $10             435.00 Sole  N/A   Sole
TRW INC                 COMM  872649108          $22             392.00 Sole  N/A   Sole
TEXAS UTILS CO          COMM  882848104          $39             930.00 Sole  N/A   Sole
THERMO ELECTRON CORP    COMM  883556102          $10             509.00 Sole  N/A   Sole
THOMAS & BETTS CORP     COMM  884315102           $9             190.00 Sole  N/A   Sole
TORCHMARK CORP          COMM  891027104          $15             440.00 Sole  N/A   Sole
TRANSAMERICA CORP       COMM  893485102          $31             415.00 Sole  N/A   Sole
TRAVELERS PPTY CAS C    COMM  893939108           $8             210.00 Sole  N/A   Sole
UAL CORP                COMM  902549500          $11             171.00 Sole  N/A   Sole
UST INC                 COMM  902911106          $17             585.00 Sole  N/A   Sole
USX-U S STL             COMM  90337T101           $8             290.00 Sole  N/A   Sole
UNICOM CORP             COMM  904911104          $28             720.00 Sole  N/A   Sole
UNION CARBIDE CORP      COMM  905581104          $21             440.00 Sole  N/A   Sole
UTILICORP UTD INC       COMM  918005109           $7             305.00 Sole  N/A   Sole
V F CORP                COMM  918204108          $17             387.00 Sole  N/A   Sole
WASHINGTON MUT INC      COMM  939322103          $70           1,975.00 Sole  N/A   Sole
WESTVACO CORP           COMM  961548104          $10             330.00 Sole  N/A   Sole
WEYERHAEUSER CO         COMM  962166104          $46             665.00 Sole  N/A   Sole
WHIRLPOOL CORP          COMM  963320106          $19             250.00 Sole  N/A   Sole
SANTA FE INTL CORP      CF    G7805C108           $9             372.00 Sole  N/A   Sole
TRANSOCEAN OFFSHORE     COMM  G90076103           $8             323.00 Sole  N/A   Sole

                                              $5,845         121,819.20


LARGE GROWTH GROUP TRUST

ADC TELECOMMUNICATIO    COMM  000886101         $105           2,300.00 Sole  N/A   Sole
AFLAC INC               COMM  001055102         $220           4,600.00 Sole  N/A   Sole
ABBOTT LABS             COMM  002824100       $1,198          26,397.00 Sole  N/A   Sole
AFFILIATED COMPUTER     COMM  008190100          $41             800.00 Sole  N/A   Sole
AIR PRODS & CHEMS IN    COMM  009158106         $161           4,000.00 Sole  N/A   Sole
ALLIED SIGNAL INC       COMM  019512102         $605           9,600.00 Sole  N/A   Sole
ALLTEL CORP             COMM  020039103         $350           4,900.00 Sole  N/A   Sole
ALTERA CORP             COMM  021441100         $125           3,394.00 Sole  N/A   Sole
AMBAC INC               COMM  023139108          $69           1,200.00 Sole  N/A   Sole
AMERICAN BANKRS INS     COMM  024456105          $44             800.00 Sole  N/A   Sole
AMERICAN EXPRESS CO     COMM  025816109       $1,028           7,900.00 Sole  N/A   Sole
AMERICAN HOME PRODS     COMM  026609107       $1,308          22,795.00 Sole  N/A   Sole
AMERN PWR CONVERSION    COMM  029066107          $66           3,296.00 Sole  N/A   Sole
AMGEN                   COMM  031162100         $542           8,900.00 Sole  N/A   Sole
ANHEUSER BUSCH COS      COMM  035229103         $589           8,300.00 Sole  N/A   Sole
APOLLO GROUP INC        COMM  037604105          $35           1,300.00 Sole  N/A   Sole
APPLIED MATLS INC       COMM  038222105         $480           6,500.00 Sole  N/A   Sole
ASSOCIATES FIRST CAP    COMM  046008108         $530          12,000.00 Sole  N/A   Sole
AUTOMATIC DATA PROCE    COMM  053015103         $471          10,700.00 Sole  N/A   Sole
AUTOZONE INC            COMM  053332102          $78           2,600.00 Sole  N/A   Sole
AVERY DENNISON CORP     COMM  053611109         $120           1,995.00 Sole  N/A   Sole
BMC SOFTWARE INC        COMM  055921100         $221           4,098.00 Sole  N/A   Sole
BANK NEW YORK INC       COMM  064057102         $484          13,200.00 Sole  N/A   Sole
BED BATH & BEYOND IN    COMM  075896100          $92           2,400.00 Sole  N/A   Sole
BELLSOUTH CORP          COMM  079860102       $1,518          32,900.00 Sole  N/A   Sole
BRISTOL MYERS SQUIBB    COMM  110122108       $2,435          34,572.00 Sole  N/A   Sole
BRUNSWICK CORP          COMM  117043109          $42           1,500.00 Sole  N/A   Sole
CMS ENERGY CORP         COMM  125896100          $87           2,073.00 Sole  N/A   Sole
CAMPBELL SOUP CO        COMM  134429109         $352           7,600.00 Sole  N/A   Sole
CAPITAL ONE FINL COR    COMM  14040H105         $189           3,400.00 Sole  N/A   Sole
CARDINAL HEALTH INC     COMM  14149Y108         $305           4,755.00 Sole  N/A   Sole
CARNIVAL CRUISE LINE    COMM  143658102         $519          10,698.00 Sole  N/A   Sole
CATERPILLAR INC         COMM  149123101         $360           6,000.00 Sole  N/A   Sole
CENTEX CORP             COMM  152312104          $37             985.00 Sole  N/A   Sole
CENTURYTEL INC          COMM  156700106          $96           2,422.00 Sole  N/A   Sole
CINCINNATI BELL INC     COMM  171870108          $59           2,364.00 Sole  N/A   Sole
CISCO SYS INC           COMM  17275R102       $3,572          55,434.00 Sole  N/A   Sole
CINTAS CORP             COMM  172908105         $128           1,900.00 Sole  N/A   Sole
CLAYTON HOMES INC       COMM  184190106          $28           2,462.00 Sole  N/A   Sole
CLOROX CO               COMM  189054109         $224           2,100.00 Sole  N/A   Sole
COASTAL CORP            COMM  190441105         $147           3,644.00 Sole  N/A   Sole
COCA COLA CO            COMM  191216100       $2,660          42,900.00 Sole  N/A   Sole
COMAIR CORP             COMM  199789108          $34           1,624.00 Sole  N/A   Sole
COMPUTER ASSOC INTL     COMM  204912109         $482           8,800.00 Sole  N/A   Sole
COMPUTER SCIENCES CO    COMM  205363104         $194           2,798.00 Sole  N/A   Sole
COMVERSE TECHNOLOGY     COMM  205862402          $91           1,200.00 Sole  N/A   Sole
CONSECO INC             COMM  208464107           $0               0.05 Sole  N/A   Sole
CRANE CO                COMM  224399105          $35           1,100.00 Sole  N/A   Sole
DST SYS INC DEL         COMM  233326107          $69           1,100.00 Sole  N/A   Sole
DANA CORP               COMM  235811106         $133           2,883.00 Sole  N/A   Sole
DANAHER CORP            COMM  235851102         $139           2,395.00 Sole  N/A   Sole
DEERE & CO              COMM  244199105         $149           3,800.00 Sole  N/A   Sole
DELL COMPUTER CORP      COMM  247025109       $1,632          44,100.00 Sole  N/A   Sole
DOLLAR GEN CORP         COMM  256669102         $111           3,843.00 Sole  N/A   Sole
DOLLAR TREE STORES I    COMM  256747106          $48           1,085.00 Sole  N/A   Sole
DONALDSON LUFKIN & S    COMM  257661108         $133           2,200.00 Sole  N/A   Sole
DOVER CORP              COMM  260003108         $130           3,700.00 Sole  N/A   Sole
E M C CORP MASS         COMM  268648102         $966          17,570.00 Sole  N/A   Sole
ENSCO INTL INC          COMM  26874Q100          $46           2,300.00 Sole  N/A   Sole
EDWARD A G INC          COMM  281760108          $52           1,600.00 Sole  N/A   Sole
ELECTRONICS FOR IMAG    COMM  286082102          $46             900.00 Sole  N/A   Sole
EMERSON ELEC CO         COMM  291011104         $477           7,583.00 Sole  N/A   Sole
EQUIFAX INC             COMM  294429105          $89           2,500.00 Sole  N/A   Sole
EQUITABLE COS INC       COMM  29444G107         $261           3,900.00 Sole  N/A   Sole
EXPRESS SCRIPTS INC     COMM  302182100          $42             700.00 Sole  N/A   Sole
FDX CORP                COMM  31304N107         $282           5,200.00 Sole  N/A   Sole
FIFTH THIRD BANCORP     COMM  316773100         $311           4,678.00 Sole  N/A   Sole
FINOVA GROUP INC        COMM  317928109          $58           1,100.00 Sole  N/A   Sole
FIRST AMER CORP TENN    COMM  318900107          $83           2,000.00 Sole  N/A   Sole
FORT JAMES CORP         COMM  347471104         $144           3,800.00 Sole  N/A   Sole
FRANKLIN RES INC        COMM  354613101         $179           4,400.00 Sole  N/A   Sole
GTE CORP                COMM  362320103       $1,276          16,900.00 Sole  N/A   Sole
GANNETT INC             COMM  364730101         $350           4,900.00 Sole  N/A   Sole
GAP INC                 COMM  364760108         $750          14,887.50 Sole  N/A   Sole
GARTNER GROUP INC NE    COMM  366651107          $35           1,700.00 Sole  N/A   Sole
GENERAL ELEC CO         COMM  369604103       $6,430          56,900.00 Sole  N/A   Sole
GOODRICH B F CO         COMM  382388106          $51           1,200.00 Sole  N/A   Sole
HARLEY DAVIDSON INC     COMM  412822108         $147           2,698.00 Sole  N/A   Sole
HEWLETT PACKARD CO      COMM  428236103       $1,779          17,700.00 Sole  N/A   Sole
HOME DEPOT INC          COMM  437076102       $1,662          25,798.00 Sole  N/A   Sole
IMC FERTILIZER GROUP    COMM  449669100          $31           1,800.00 Sole  N/A   Sole
ILLINOIS TOOL WKS IN    COMM  452308109         $360           4,400.00 Sole  N/A   Sole
INGERSOLL RAND CO       COMM  456866102         $187           2,900.00 Sole  N/A   Sole
INTEL CORP              COMM  458140100       $3,432          57,678.00 Sole  N/A   Sole
INTERPUBLIC GROUP CO    COMM  460690100         $217           2,500.00 Sole  N/A   Sole
INTIMATE BRANDS INC     COMM  461156101         $214           4,510.00 Sole  N/A   Sole
JABIL CIRCUIT INC       COMM  466313103          $59           1,300.00 Sole  N/A   Sole
JOHNSON & JOHNSON       COMM  478160104       $2,293          23,400.00 Sole  N/A   Sole
JOHNSON CTLS INC        COMM  478366107         $106           1,536.00 Sole  N/A   Sole
JONES APPAREL GROUP     COMM  480074103          $72           2,100.00 Sole  N/A   Sole
KLA-TENCOR CORP         COMM  482480100          $97           1,500.00 Sole  N/A   Sole
KNIGHT RIDDER NEWSPP    COMM  499040103          $77           1,400.00 Sole  N/A   Sole
KOHLS CORP              COMM  500255104         $215           2,798.00 Sole  N/A   Sole
LAUDER ESTEE COS INC    COMM  518439104         $105           2,100.00 Sole  N/A   Sole
LEAR CORP               COMM  521865105          $60           1,200.00 Sole  N/A   Sole
LEGATO SYS INC          COMM  524651106          $40             700.00 Sole  N/A   Sole
LEXMARK INTL GROUP I    COMM  529771107         $144           2,200.00 Sole  N/A   Sole
LIMITED INC             COMM  532716107         $163           3,600.00 Sole  N/A   Sole
LINEAR TECHNOLOGY CO    COMM  535678106         $181           2,696.00 Sole  N/A   Sole
LOWES COS INC           COMM  548661107         $368           6,500.00 Sole  N/A   Sole
MBNA CORP               COMM  55262L100         $426          13,900.00 Sole  N/A   Sole
MGIC INVT CORP WIS      COMM  552848103          $88           1,800.00 Sole  N/A   Sole
MGM GRAND INC           COMM  552953101          $54           1,100.00 Sole  N/A   Sole
MANPOWER INC            COMM  56418H100          $29           1,300.00 Sole  N/A   Sole
MARTIN MARIETTA MATL    COMM  573284106          $47             800.00 Sole  N/A   Sole
MASCO CORP              COMM  574599106         $167           5,800.00 Sole  N/A   Sole
MAXIM INTEGRATED PRO    COMM  57772K101         $160           2,400.00 Sole  N/A   Sole
MAYTAG CO               COMM  578592107         $110           1,576.00 Sole  N/A   Sole
MCDONALDS CORP          COMM  580135101         $971          23,600.00 Sole  N/A   Sole
MCGRAW HILL INC         COMM  580645109         $183           3,400.00 Sole  N/A   Sole
MEDTRONIC INC           COMM  585055106         $795          10,210.00 Sole  N/A   Sole
MERCK & CO INC          COMM  589331107       $3,026          41,100.00 Sole  N/A   Sole
MICROSOFT CORP          COMM  594918104       $7,998          88,684.00 Sole  N/A   Sole
MICROCHIP TECHNOLOGY    COMM  595017104          $43             900.00 Sole  N/A   Sole
MILLER HERMAN INC       COMM  600544100          $27           1,300.00 Sole  N/A   Sole
MOLEX INC               COMM  608554101         $100           2,700.00 Sole  N/A   Sole
MORGAN S D WITTER DI    COMM  617446448       $1,016           9,900.00 Sole  N/A   Sole
MOTOROLA INC            COMM  620076109         $995          10,500.00 Sole  N/A   Sole
NABORS INDS INC         COMM  629568106          $41           1,700.00 Sole  N/A   Sole
NEW YORK TIMES CO       COMM  650111107         $110           3,000.00 Sole  N/A   Sole
NEWELL RUBBERMAID IN    COMM  651229106         $227           4,898.00 Sole  N/A   Sole
NORTH FORK BANCORP      COMM  659424105          $50           2,362.00 Sole  N/A   Sole
NORTHERN TR CORP        COMM  665859104         $194           2,000.00 Sole  N/A   Sole
NUCOR CORP              COMM  670346105          $71           1,500.00 Sole  N/A   Sole
OFFICE DEPOT INC        COMM  676220106         $142           6,429.00 Sole  N/A   Sole
OMNICOM GROUP           COMM  681919106         $248           3,097.00 Sole  N/A   Sole
ORACLE SYSTEMS CORP     COMM  68389X105         $929          25,012.00 Sole  N/A   Sole
OUTBACK STEAKHOUSE I    COMM  689899102          $47           1,200.00 Sole  N/A   Sole
PACCAR INC              COMM  693718108          $75           1,400.00 Sole  N/A   Sole
PARAMETRIC TECHNOLOG    COMM  699173100          $64           4,609.00 Sole  N/A   Sole
PARKER HANNIFIN CORP    COMM  701094104          $82           1,800.00 Sole  N/A   Sole
PAYCHEX INC             COMM  704326107         $135           4,225.00 Sole  N/A   Sole
PFIZER INC              COMM  717081103       $2,452          22,497.00 Sole  N/A   Sole
PHELPS DODGE CORP       COMM  717265102          $62           1,000.00 Sole  N/A   Sole
PIXAR                   COMM  725811103          $35             800.00 Sole  N/A   Sole
PRICE T ROWE & ASSOC    COMM  741477103          $81           2,098.00 Sole  N/A   Sole
PROCTER & GAMBLE CO     COMM  742718109       $2,062          23,100.00 Sole  N/A   Sole
PROGRESSIVE CORP OHI    COMM  743315103         $189           1,300.00 Sole  N/A   Sole
PROTECTIVE LIFE CORP    COMM  743674103          $37           1,083.00 Sole  N/A   Sole
RELIASTAR FINL CORP     COMM  75952U103          $61           1,400.00 Sole  N/A   Sole
ROBERT HALF INTL INC    COMM  770323103          $40           1,548.00 Sole  N/A   Sole
ROSS STORES INC         COMM  778296103          $40             800.00 Sole  N/A   Sole
SAFEWAY INC             COMM  786514208         $429           8,672.00 Sole  N/A   Sole
SANMINA CORP            COMM  800907107          $76           1,000.00 Sole  N/A   Sole
SARA LEE CORP           COMM  803111103         $356          15,700.00 Sole  N/A   Sole
SCHERING PLOUGH CORP    COMM  806605101       $1,344          25,600.00 Sole  N/A   Sole
SCHLUMBERGER LTD        COMM  806857108         $529           8,300.00 Sole  N/A   Sole
SCHWAB CHARLES CP NE    COMM  808513105         $771           7,072.00 Sole  N/A   Sole
SERVICE CORP INTL       COMM  817565104          $90           4,700.00 Sole  N/A   Sole
SHERWIN WILLIAMS CO     COMM  824348106          $80           2,900.00 Sole  N/A   Sole
SMITH INTL INC          COMM  832110100          $35             800.00 Sole  N/A   Sole
SOLECTRON CORP          COMM  834182107         $293           4,396.00 Sole  N/A   Sole
SOUTHWEST AIRLS CO      COMM  844741108         $180           5,797.00 Sole  N/A   Sole
STARBUCKS CORP          COMM  855244109         $116           3,100.00 Sole  N/A   Sole
STATE STR CORP          COMM  857477103         $239           2,800.00 Sole  N/A   Sole
SUN MICROSYSTEMS INC    COMM  866810104         $930          13,496.00 Sole  N/A   Sole
SUNGARD DATA SYS INC    COMM  867363103          $66           1,900.00 Sole  N/A   Sole
SYMBOL TECHNOLOGIES     COMM  871508107          $55           1,500.00 Sole  N/A   Sole
SYNOPSYS INC            COMM  871607107          $66           1,200.00 Sole  N/A   Sole
TV GUIDE INC            COMM  87307Q109          $44           1,200.00 Sole  N/A   Sole
TELLABS INC             COMM  879664100         $459           6,794.00 Sole  N/A   Sole
TERADYNE INC            COMM  880770102         $108           1,500.00 Sole  N/A   Sole
TEXTRON INC             COMM  883203101         $214           2,600.00 Sole  N/A   Sole
TOSCO CORP              COMM  891490302          $66           2,559.00 Sole  N/A   Sole
UAL CORP                COMM  902549500          $58             900.00 Sole  N/A   Sole
UNION CARBIDE CORP      COMM  905581104         $107           2,200.00 Sole  N/A   Sole
U S WEST INC NEW        COMM  91273H101         $494           8,400.00 Sole  N/A   Sole
UNITED TECHNOLOGIES     COMM  913017109         $605           8,400.00 Sole  N/A   Sole
UTILICORP UTD INC       COMM  918005109          $37           1,529.00 Sole  N/A   Sole
VERITAS SOFTWARE CO     COMM  923436109         $133           1,400.00 Sole  N/A   Sole
WAL MART STORES INC     COMM  931142103       $3,735          77,400.00 Sole  N/A   Sole
WARNER LAMBERT CO       COMM  934488107       $1,023          14,800.00 Sole  N/A   Sole
WATSON PHARMACEUTICA    COMM  942683103          $56           1,598.00 Sole  N/A   Sole
WILLIAMS COS            COMM  969457100         $319           7,489.00 Sole  N/A   Sole
WRIGLEY WM JR CO        COMM  982526105         $178           2,000.00 Sole  N/A   Sole
XILINX INC              COMM  983919101         $143           2,500.00 Sole  N/A   Sole
XEROX CORP              COMM  984121103         $679          11,500.00 Sole  N/A   Sole
ZIONS BANCORP           COMM  989701107          $89           1,398.00 Sole  N/A   Sole
TRANSOCEAN OFFSHORE     COMM  G90076103          $45           1,700.00 Sole  N/A   Sole

                                             $86,991       1,396,672.55


LARGE VALUE GROUP TRUST

AETNA INC               COMM  008117103       $3,220          36,000.00 Sole  N/A   Sole
AIR PRODS & CHEMS IN    COMM  009158106       $2,355          58,500.00 Sole  N/A   Sole
ALBERTSONS INC          COMM  013104104       $5,530         107,246.00 Sole  N/A   Sole
ALCOA INC               COMM  013817101       $5,835          94,300.00 Sole  N/A   Sole
ALLEGHENY ENERGY INC    COMM  017361106         $952          29,700.00 Sole  N/A   Sole
ALLEGHENY TELEDYNE I    COMM  017415100       $1,111          49,100.00 Sole  N/A   Sole
ALLSTATE CORP           COMM  020002101       $7,384         205,834.00 Sole  N/A   Sole
AMEREN CORP             COMM  023608102       $1,343          35,000.00 Sole  N/A   Sole
AMERICAN GENERAL CO     COMM  026351106       $4,824          64,000.00 Sole  N/A   Sole
AMSOUTH BANCORPORATI    COMM  032165102       $1,041          44,912.00 Sole  N/A   Sole
ASHLAND INC             COMM  044204105         $750          18,700.00 Sole  N/A   Sole
ASSOCIATED BANC CORP    COMM  045487105         $673          16,205.00 Sole  N/A   Sole
BANK AMER CORP          COMM  060505104      $32,628         445,054.00 Sole  N/A   Sole
BANK ONE CORP           COMM  06423A103      $17,942         301,237.00 Sole  N/A   Sole
BARD C R INC            COMM  067383109         $626          13,100.00 Sole  N/A   Sole
BAUSCH & LOMB INC       COMM  071707103       $1,117          14,600.00 Sole  N/A   Sole
BEAR STEARNS COS INC    COMM  073902108       $1,389          29,708.00 Sole  N/A   Sole
BEMIS INC               COMM  081437105         $529          13,304.00 Sole  N/A   Sole
BRUNSWICK CORP          COMM  117043109         $654          23,461.00 Sole  N/A   Sole
BURLINGTON NORTHN SA    COMM  12189T104       $3,714         119,800.00 Sole  N/A   Sole
CIGNA CORP              COMM  125509109       $4,619          51,900.00 Sole  N/A   Sole
CSX CORP                COMM  126408103       $2,518          55,500.00 Sole  N/A   Sole
CENTEX CORP             COMM  152312104         $571          15,204.00 Sole  N/A   Sole
CHARTER ONE FINL INC    COMM  160903100       $1,180          42,411.00 Sole  N/A   Sole
CHASE MANHATTAN CORP    COMM  16161A108      $18,651         215,616.00 Sole  N/A   Sole
CHEVRON CORP            COMM  166751107      $15,894         167,200.00 Sole  N/A   Sole
CINERGY CORP            COMM  172474108       $1,296          40,500.00 Sole  N/A   Sole
COLUMBIA ENERGY GROU    COMM  197648108       $1,323          21,100.00 Sole  N/A   Sole
COMERICA INC            COMM  200340107       $2,369          39,850.00 Sole  N/A   Sole
COMPASS BANCSHARES I    COMM  20449H109         $788          28,908.00 Sole  N/A   Sole
CONECTIV INC            COMM  206829103         $577          23,607.00 Sole  N/A   Sole
CONSECO INC             COMM  208464107       $2,510          82,452.00 Sole  N/A   Sole
CONSOLIDATED EDISON     COMM  209115104       $2,625          58,000.00 Sole  N/A   Sole
CONSOLIDATED NAT GAS    COMM  209615103       $1,482          24,400.00 Sole  N/A   Sole
CONSOLIDATED PAPERS     COMM  209759109         $618          23,106.00 Sole  N/A   Sole
CONSTELLATION ENERGY    COMM  210371100       $1,129          38,100.00 Sole  N/A   Sole
CONTINENTAL AIRLS IN    COMM  210795308         $617          16,405.00 Sole  N/A   Sole
COOPER CAMERON CORP     COMM  216640102         $504          13,604.00 Sole  N/A   Sole
COOPER INDS INC         COMM  216669101       $1,251          24,059.00 Sole  N/A   Sole
CRANE CO                COMM  224399105         $544          17,300.00 Sole  N/A   Sole
DPL INC                 COMM  233293109         $750          40,550.00 Sole  N/A   Sole
DQE INC                 COMM  23329J104         $774          19,300.00 Sole  N/A   Sole
DTE ENERGY CO           COMM  233331107       $1,508          37,000.00 Sole  N/A   Sole
DANA CORP               COMM  235811106       $1,948          42,300.00 Sole  N/A   Sole
DARDEN RESTAURANTS I    COMM  237194105         $744          34,100.00 Sole  N/A   Sole
DEERE & CO              COMM  244199105       $2,317          59,116.00 Sole  N/A   Sole
DELPHI AUTOMOTIVE SY    COMM  247126105       $2,666         144,119.00 Sole  N/A   Sole
DE LUXE CHECK PRINTE    COMM  248019101         $774          19,946.00 Sole  N/A   Sole
DIAMOND OFFSHORE DRI    COMM  25271C102         $982          34,600.00 Sole  N/A   Sole
DOMINION RES INC VA     COMM  257470104       $2,122          49,000.00 Sole  N/A   Sole
DONNELLEY R R & SONS    COMM  257867101       $1,238          33,409.00 Sole  N/A   Sole
DOW CHEM CO             COMM  260543103       $7,111          56,047.00 Sole  N/A   Sole
DUKE ENERGY CORPORATION COMM  264399106       $5,060          92,952.00 Sole  N/A   Sole
ENSCO INTL INC          COMM  26874Q100         $696          34,909.00 Sole  N/A   Sole
EASTMAN CHEM CO         COMM  277432100       $1,030          19,900.00 Sole  N/A   Sole
EATON CORP              COMM  278058102       $1,684          18,300.00 Sole  N/A   Sole
EDWARD A G INC          COMM  281760108         $776          24,050.00 Sole  N/A   Sole
EL PASO ENERGY CORP     COMM  283905107       $1,091          31,000.00 Sole  N/A   Sole
ENERGY EAST CORP        COMM  29266M109         $775          29,800.00 Sole  N/A   Sole
ENGELHARD CORP          COMM  292845104         $722          31,909.00 Sole  N/A   Sole
ENRON CORP              COMM  293561106       $7,374          90,201.00 Sole  N/A   Sole
ENTERGY CORP NEW        COMM  29364G103       $1,966          62,900.00 Sole  N/A   Sole
F M C CORP              COMM  302491303         $554           8,103.00 Sole  N/A   Sole
FPL GROUP INC           COMM  302571104       $2,513          46,000.00 Sole  N/A   Sole
FEDERAL MOGUL CORP      COMM  313549107         $936          18,005.00 Sole  N/A   Sole
FINOVA GROUP INC        COMM  317928109         $821          15,600.00 Sole  N/A   Sole
FIRST AMER CORP TENN    COMM  318900107       $1,301          31,309.00 Sole  N/A   Sole
FIRST SEC CORP DEL      COMM  336294103       $1,342          49,255.00 Sole  N/A   Sole
FIRST UN CORP           COMM  337358105      $11,634         246,869.00 Sole  N/A   Sole
FLEET FINL GROUP INC    COMM  338915101       $6,457         145,500.00 Sole  N/A   Sole
FLORIDA PROGRESS COR    COMM  341109106       $1,025          24,800.00 Sole  N/A   Sole
FLUOR CORP              COMM  343861100         $783          19,344.00 Sole  N/A   Sole
FOOD LION INC           COMM  344775200       $1,450         122,132.00 Sole  N/A   Sole
FORD MTR CO DEL         COMM  345370100      $17,433         308,884.00 Sole  N/A   Sole
FORTUNE BRANDS INC      COMM  349631101       $1,763          42,600.00 Sole  N/A   Sole
GPU INC                 COMM  36225X100       $1,354          32,100.00 Sole  N/A   Sole
GARTNER GROUP INC NE    COMM  366651107         $533          26,007.00 Sole  N/A   Sole
GENERAL DYNAMICS COR    COMM  369550108       $2,245          32,600.00 Sole  N/A   Sole
GENERAL MTRS CORP       COMM  370442105      $10,914         165,365.00 Sole  N/A   Sole
GENUINE PARTS CO        COMM  372460105       $1,600          45,700.00 Sole  N/A   Sole
GEORGIA PAC CORP        COMM  373298702         $546          21,606.00 Sole  N/A   Sole
GLOBAL MARINE INC       COMM  379352404         $685          44,212.00 Sole  N/A   Sole
GOODRICH B F CO         COMM  382388106         $808          19,000.00 Sole  N/A   Sole
GOODYEAR TIRE & RUBR    COMM  382550101       $2,341          39,800.00 Sole  N/A   Sole
GREENPOINT FINL CORP    COMM  395384100         $912          27,801.00 Sole  N/A   Sole
HARRAHS ENTMT INC       COMM  413619107         $717          32,509.00 Sole  N/A   Sole
HARRIS CORP DEL         COMM  413875105         $796          20,300.00 Sole  N/A   Sole
HARTFORD FINL SVCS G    COMM  416515104       $3,379          57,942.00 Sole  N/A   Sole
HILLENBRAND INDS INC    COMM  431573104         $731          16,905.00 Sole  N/A   Sole
HILTON HOTELS CORP      COMM  432848109         $934          65,800.00 Sole  N/A   Sole
HORMEL GEO A & CO       COMM  440452100         $753          18,700.00 Sole  N/A   Sole
HUBBELL HARVEY INC      COMM  443510201         $753          16,605.00 Sole  N/A   Sole
HUMANA INC              COMM  444859102         $553          42,712.00 Sole  N/A   Sole
IMC FERTILIZER GROUP    COMM  449669100         $506          29,100.00 Sole  N/A   Sole
INGERSOLL RAND CO       COMM  456866102       $2,734          42,300.00 Sole  N/A   Sole
INTERNATIONAL FLAV&F    COMM  459506101       $1,188          27,000.00 Sole  N/A   Sole
JEFFERSON PILOT CORP    COMM  475070108       $1,791          27,062.00 Sole  N/A   Sole
JOHNSON CTLS INC        COMM  478366107       $1,504          21,700.00 Sole  N/A   Sole
KEYCORP                 COMM  493267108       $3,670         114,248.00 Sole  N/A   Sole
KEYSPAN CORP            COMM  49337W100         $960          36,414.00 Sole  N/A   Sole
KNIGHT RIDDER NEWSPP    COMM  499040103       $1,107          20,100.00 Sole  N/A   Sole
LAFARGE CORP            COMM  505862102         $656          18,501.00 Sole  N/A   Sole
LIMITED INC             COMM  532716107       $2,468          54,400.00 Sole  N/A   Sole
LITTON INDS INC         COMM  538021106         $838          11,603.00 Sole  N/A   Sole
LIZ CLAIBORNE           COMM  539320101         $588          16,100.00 Sole  N/A   Sole
LOCKHEED MARTIN CORP    COMM  539830109       $3,747         100,600.00 Sole  N/A   Sole
LOEWS CORP              COMM  540424108       $2,208          27,900.00 Sole  N/A   Sole
LYONDELL PETROCHEMIC    COMM  552078107         $588          28,503.00 Sole  N/A   Sole
MGM GRAND INC           COMM  552953101         $774          15,805.00 Sole  N/A   Sole
MARTIN MARIETTA MATL    COMM  573284106         $702          11,904.00 Sole  N/A   Sole
MAY DEPT STORES CO      COMM  577778103       $3,483          85,200.00 Sole  N/A   Sole
MAYTAG CO               COMM  578592107       $1,573          22,536.00 Sole  N/A   Sole
MCCORMICK & CO INC      COMM  579780206         $576          18,250.00 Sole  N/A   Sole
MEAD CORP               COMM  582834107       $1,081          25,900.00 Sole  N/A   Sole
MERCANTILE BANCORP      COMM  587342106       $2,302          40,300.00 Sole  N/A   Sole
MERCANTILE BANKSHARE    COMM  587405101         $630          17,805.00 Sole  N/A   Sole
MERRILL LYNCH & CO      COMM  590188108       $7,465          93,901.00 Sole  N/A   Sole
MILLENNIUM CHEMICALS    COMM  599903101         $468          19,848.00 Sole  N/A   Sole
MOBIL CORP              COMM  607059102      $19,711         199,600.00 Sole  N/A   Sole
MORGAN J P & CO INC     COMM  616880100       $6,365          45,300.00 Sole  N/A   Sole
NABORS INDS INC         COMM  629568106         $663          27,208.00 Sole  N/A   Sole
NATIONAL CITY CORP      COMM  635405103       $5,254          80,212.00 Sole  N/A   Sole
NAVISTAR INTL CORP N    COMM  63934E108         $845          16,905.00 Sole  N/A   Sole
NEW CENTY ENERGIES I    COMM  64352U103       $1,138          29,308.00 Sole  N/A   Sole
NOBLE DRILLING CORP     COMM  655042109         $660          33,509.00 Sole  N/A   Sole
NORDSTROM INC           COMM  655664100       $1,213          36,200.00 Sole  N/A   Sole
NORTH FORK BANCORP      COMM  659424105         $763          35,710.00 Sole  N/A   Sole
NORTHN STS PWR MINN     COMM  665772109         $948          39,182.00 Sole  N/A   Sole
NORTHROP CORP           COMM  666807102       $1,164          17,551.00 Sole  N/A   Sole
OLD REP INTL CORP       COMM  680223104         $582          33,600.00 Sole  N/A   Sole
PG&E CORP               COMM  69331C108       $3,173          97,833.00 Sole  N/A   Sole
PNC FINANCIAL CORP      COMM  693475105       $4,472          77,600.00 Sole  N/A   Sole
PACCAR INC              COMM  693718108       $1,068          20,000.00 Sole  N/A   Sole
PACIFICORP              COMM  695114108       $1,393          75,820.00 Sole  N/A   Sole
PALL CORP               COMM  696429307         $704          31,709.00 Sole  N/A   Sole
PARKER HANNIFIN CORP    COMM  701094104       $1,267          27,700.00 Sole  N/A   Sole
PENNEY J C INC          COMM  708160106       $3,265          67,233.00 Sole  N/A   Sole
PHELPS DODGE CORP       COMM  717265102         $916          14,789.00 Sole  N/A   Sole
PHILLIPS PETE CO        COMM  718507106       $3,240          64,400.00 Sole  N/A   Sole
PINNACLE WEST CAP CO    COMM  723484101         $869          21,600.00 Sole  N/A   Sole
POTOMAC ELEC PWR CO     COMM  737679100         $889          30,200.00 Sole  N/A   Sole
PREMARK INTL INC        COMM  740459102         $585          15,605.00 Sole  N/A   Sole
PROMUS HOTEL CORP NE    COMM  74342P106         $654          21,106.00 Sole  N/A   Sole
PROTECTIVE LIFE CORP    COMM  743674103         $558          16,400.00 Sole  N/A   Sole
PUBLIC SVC ENTERPRIS    COMM  744573106       $2,286          56,000.00 Sole  N/A   Sole
RAYTHEON CO             COMM  755111408       $6,049          85,800.00 Sole  N/A   Sole
READERS DIGEST ASSN     COMM  755267101       $1,089          27,400.00 Sole  N/A   Sole
REGIONS FINL CORP       COMM  758940100       $2,197          57,162.00 Sole  N/A   Sole
RELIASTAR FINL CORP     COMM  75952U103         $987          22,559.00 Sole  N/A   Sole
RITE AID CORP           COMM  767754104       $1,625          66,000.00 Sole  N/A   Sole
ROHM & HAAS CO          COMM  775371107           $0               0.44 Sole  N/A   Sole
SCANA CORP              COMM  805898103         $617          26,401.00 Sole  N/A   Sole
SCIENTIFIC ATLANTA      COMM  808655104         $684          19,005.00 Sole  N/A   Sole
SEARS ROEBUCK & CO      COMM  812387108       $4,331          97,200.00 Sole  N/A   Sole
SERVICE CORP INTL       COMM  817565104       $1,334          69,318.00 Sole  N/A   Sole
SHERWIN WILLIAMS CO     COMM  824348106       $1,204          43,400.00 Sole  N/A   Sole
SIGMA ALDRICH CORP      COMM  826552101         $885          25,707.00 Sole  N/A   Sole
SONOCO PRODS CO         COMM  835495102         $779          26,007.00 Sole  N/A   Sole
SOUTHDOWN INC           COMM  841297104         $630           9,803.00 Sole  N/A   Sole
SOUTHERN CO             COMM  842587107       $4,712         177,793.00 Sole  N/A   Sole
SOUTHTRUST CORP         COMM  844730101       $1,636          42,625.00 Sole  N/A   Sole
STERLING SOFTWARE IN    COMM  859547101         $561          21,206.00 Sole  N/A   Sole
SUMMIT BANCORP          COMM  866005101       $1,826          43,683.00 Sole  N/A   Sole
SUNOCO INC              COMM  86764P109         $694          23,006.00 Sole  N/A   Sole
SUPERVALU INC           COMM  868536103         $787          30,400.00 Sole  N/A   Sole
TECO ENERGY INC         COMM  872375100         $765          33,639.00 Sole  N/A   Sole
TRW INC                 COMM  872649108       $1,685          30,708.00 Sole  N/A   Sole
TEXAS UTILS CO          COMM  882848104       $2,967          71,600.00 Sole  N/A   Sole
THERMO ELECTRON CORP    COMM  883556102         $807          40,211.00 Sole  N/A   Sole
THOMAS & BETTS CORP     COMM  884315102         $685          14,500.00 Sole  N/A   Sole
TORCHMARK CORP          COMM  891027104       $1,160          34,000.00 Sole  N/A   Sole
TRANSAMERICA CORP       COMM  893485102       $2,385          31,800.00 Sole  N/A   Sole
TRAVELERS PPTY CAS C    COMM  893939108         $634          16,200.00 Sole  N/A   Sole
UAL CORP                COMM  902549500         $860          13,304.00 Sole  N/A   Sole
UST INC                 COMM  902911106       $1,316          44,900.00 Sole  N/A   Sole
USX-U S STL             COMM  90337T101         $608          22,500.00 Sole  N/A   Sole
UNICOM CORP             COMM  904911104       $2,136          55,400.00 Sole  N/A   Sole
UNION CARBIDE CORP      COMM  905581104       $1,652          33,877.00 Sole  N/A   Sole
UTILICORP UTD INC       COMM  918005109         $574          23,600.00 Sole  N/A   Sole
V F CORP                COMM  918204108       $1,308          30,608.00 Sole  N/A   Sole
WASHINGTON MUT INC      COMM  939322103       $5,395         151,700.00 Sole  N/A   Sole
WESTVACO CORP           COMM  961548104         $740          25,514.00 Sole  N/A   Sole
WEYERHAEUSER CO         COMM  962166104       $3,520          51,200.00 Sole  N/A   Sole
WHIRLPOOL CORP          COMM  963320106       $1,421          19,200.00 Sole  N/A   Sole
SANTA FE INTL CORP      CF    G7805C108         $672          29,208.00 Sole  N/A   Sole
TRANSOCEAN OFFSHORE     COMM  G90076103         $672          25,607.00 Sole  N/A   Sole

                                            $450,191       9,401,467.44


Maritime Association Real Estate Fund

AMB PROPERTY CORP.      REIT  00163T109         $397          16,900.00 Sole  N/A   Sole
AMLI RESIDENTIAL PPT    IS    001735109          $75           3,350.00 Sole  N/A   Sole
ALEXANDRIA REAL ESTA    REIT  015271109          $84           2,700.00 Sole  N/A   Sole
APARTMENT INVT & MGM    REIT  03748R101         $543          12,712.00 Sole  N/A   Sole
ARCHSTONE CMNTYS TR     IS    039581103         $599          27,300.00 Sole  N/A   Sole
ARDEN RLTY GROUP INC    REIT  039793104         $302          12,250.00 Sole  N/A   Sole
ASSOCIATED ESTATES R    REIT  045604105          $52           4,400.00 Sole  N/A   Sole
AVALONBAY CMNTYS INC    REIT  053484101         $468          12,659.00 Sole  N/A   Sole
BRE PROPERTIES          IS    05564E106         $228           8,750.00 Sole  N/A   Sole
BEDFORD PPTY INVS IN    IS    076446301          $76           4,250.00 Sole  N/A   Sole
BERKSHIRE RLTY INC      REIT  084710102          $83           7,200.00 Sole  N/A   Sole
BOSTON PROPERTIES IN    REIT  101121101         $448          12,500.00 Sole  N/A   Sole
BOYKIN LODGING CO       REIT  103430104          $52           3,350.00 Sole  N/A   Sole
BRADLEY REAL ESTATE     IS    104580105          $98           4,700.00 Sole  N/A   Sole
BRANDYWINE RLTY TR      IS    105368203         $148           7,450.00 Sole  N/A   Sole
BURHAM PAC PPTYS INC    IU    12232C108          $77           6,250.00 Sole  N/A   Sole
CBL & ASSOC PPTYS IN    REIT  124830100         $128           4,850.00 Sole  N/A   Sole
CABOT INDUSTRIAL TRU    REIT  127072106         $169           7,950.00 Sole  N/A   Sole
CAMDEN PPTY TR          IS    133131102         $226           8,159.00 Sole  N/A   Sole
CARRAMERICA RLTY COR    REIT  144418100         $328          13,100.00 Sole  N/A   Sole
CATELLUS DEV CORP       COMM  149111106         $320          21,000.00 Sole  N/A   Sole
CENTERPOINT PPTYS CO    REIT  151895109         $145           3,950.00 Sole  N/A   Sole
CENTERTRUST RETAIL P    REIT  152038105          $56           4,750.00 Sole  N/A   Sole
CHATEAU CMNTYS INC      REIT  161726104         $165           5,500.00 Sole  N/A   Sole
CHELSEA GCA RLTY INC    REIT  163262108         $115           3,100.00 Sole  N/A   Sole
COLONIAL PPTYS TR       REIT  195872106         $141           5,000.00 Sole  N/A   Sole
CORNERSTONE PPTYS IN    REIT  21922H103         $399          25,150.00 Sole  N/A   Sole
CORNERSTONE RLTY INC    REIT  21922V102          $83           7,700.00 Sole  N/A   Sole
COUSINS PPTYS INC       REIT  222795106         $213           6,300.00 Sole  N/A   Sole
CRESCENT REAL ESTATE    REIT  225756105         $591          24,900.00 Sole  N/A   Sole
CROWN AMERN RLTY TR     IS    228186102          $37           5,100.00 Sole  N/A   Sole
DEVELOPERS DIVERSIFI    REIT  251591103         $203          12,050.00 Sole  N/A   Sole
DUKE REALTY INVT INC    REIT  264411505         $393          17,400.00 Sole  N/A   Sole
EASTGROUP PPTY INC      IS    277276101          $63           3,150.00 Sole  N/A   Sole
EQUITY INNS INC         REIT  294703103          $68           7,300.00 Sole  N/A   Sole
EQUITY OFFICE PROPER    REIT  294741103       $1,298          50,650.00 Sole  N/A   Sole
EQUITY RESIDENTIAL P    IS    29476L107       $1,058          23,489.00 Sole  N/A   Sole
ESSEX PPTY TR INC       REIT  297178105         $120           3,400.00 Sole  N/A   Sole
EXTENDED STAY AMER I    COMM  30224P101         $226          18,850.00 Sole  N/A   Sole
FEDERAL REALTY INVT     IS    313747206         $181           7,900.00 Sole  N/A   Sole
FELCOR LODGING TR IN    REIT  31430F101         $277          13,363.00 Sole  N/A   Sole
FIRST INDUSTRIAL REA    REIT  32054K103         $204           7,450.00 Sole  N/A   Sole
FIRST UN RL EST EQ&M    REIT  337400105          $39           8,600.00 Sole  N/A   Sole
FIRST WASH RLTY TR I    REIT  337489504          $37           1,600.00 Sole  N/A   Sole
GABLES RESIDENTIAL T    IS    362418105         $124           5,150.00 Sole  N/A   Sole
GENERAL GROWTH PPTYS    REIT  370021107         $280           7,900.00 Sole  N/A   Sole
GLENBOROUGH RLTY TR     REIT  37803P105         $109           6,200.00 Sole  N/A   Sole
GLIMCHER RLTY TR        IS    379302102          $76           4,650.00 Sole  N/A   Sole
GREAT LAKES REIT INC    REIT  390752103          $52           3,200.00 Sole  N/A   Sole
HIGHWOODS PPTYS INC     REIT  431284108         $332          12,100.00 Sole  N/A   Sole
HOME PPTYS N Y INC      REIT  437306103          $98           3,550.00 Sole  N/A   Sole
HOMESTEAD VLG PPTYS     COMM  437851108          $18           7,500.00 Sole  N/A   Sole
HOSPITALITY PPTYS TR    REIT  44106M102         $297          10,950.00 Sole  N/A   Sole
HOST MARRIOTT CORP N    REIT  44107P104         $531          44,750.00 Sole  N/A   Sole
IRT PPTY CO             IS    450058102          $64           6,500.00 Sole  N/A   Sole
INNKEEPERS USA TR       REIT  4576J0104          $68           6,800.00 Sole  N/A   Sole
JDN RLTY CORP           REIT  465917102         $146           6,525.00 Sole  N/A   Sole
JP REALTY INC           REIT  46624A106          $71           3,450.00 Sole  N/A   Sole
KILROY RLTY CORP        REIT  49427F108         $132           5,400.00 Sole  N/A   Sole
KIMCO REALTY CORP       REIT  49446R109         $471          11,850.00 Sole  N/A   Sole
KOGER EQUITY INC        REIT  500228101          $97           5,250.00 Sole  N/A   Sole
KONOVER PPTY TR INC     REIT  50047R100          $54           6,050.00 Sole  N/A   Sole
KRANZCO RLTY TR         IS    50076E103          $27           2,050.00 Sole  N/A   Sole
LASALLE HOTEL PPTYS     REIT  517942108          $46           3,000.00 Sole  N/A   Sole
LEXFORD RESIDENTIAL     REIT  528933104          $42           1,750.00 Sole  N/A   Sole
LIBERTY PPTY TR         REIT  531172104         $323          13,000.00 Sole  N/A   Sole
LODGIAN INC             COMM  54021P106          $35           5,300.00 Sole  N/A   Sole
MGI PROPERTIES          IS    552885105          $76           2,700.00 Sole  N/A   Sole
MACERICH CO             REIT  554382101         $176           6,700.00 Sole  N/A   Sole
MACK CALI RLTY CORP     REIT  554489104         $356          11,500.00 Sole  N/A   Sole
MANUFACTURED HOME CM    REIT  564682102         $134           5,150.00 Sole  N/A   Sole
MERISTAR HOSPITALITY    REIT  58984Y103         $210           9,350.00 Sole  N/A   Sole
MID-AMER APT CMNTYS     REIT  59522J103          $86           3,700.00 Sole  N/A   Sole
MID-ATLANTIC RLTY TR    IS    595232109          $31           2,800.00 Sole  N/A   Sole
MILLS CORP              REIT  601148109         $106           4,900.00 Sole  N/A   Sole
NEW PLAN EXCEL REALT    REIT  648053106         $315          17,520.00 Sole  N/A   Sole
NEWHALL LD & FARMING    LPTR  651426108         $158           6,400.00 Sole  N/A   Sole
PACIFIC GULF PPTYS I    REIT  694396102          $89           3,950.00 Sole  N/A   Sole
PAN PACIFIC RETAIL P    REIT  69806L104          $80           4,150.00 Sole  N/A   Sole
PARKWAY PPTYS INC       IS    70159Q104          $65           1,950.00 Sole  N/A   Sole
PENNSYLVANIA RL EST     IS    709102107          $54           2,600.00 Sole  N/A   Sole
POST PPTYS INC          REIT  737464107         $310           7,550.00 Sole  N/A   Sole
PRENTISS PPTYS TR       REIT  740706106         $185           7,850.00 Sole  N/A   Sole
PRIME RETAIL INC        REIT  741570105          $73           8,458.00 Sole  N/A   Sole
PRIME GROUP REALTY T    REIT  74158J103          $51           2,950.00 Sole  N/A   Sole
PRIME HOSPITALITY CO    COMM  741917108         $123          10,250.00 Sole  N/A   Sole
PROLOGIS TR             REIT  743410102         $641          31,675.00 Sole  N/A   Sole
PUBLIC STORAGE INC      REIT  74460D109         $706          25,230.00 Sole  N/A   Sole
RFS HOTEL INVS INC      REIT  74955J108          $62           4,900.00 Sole  N/A   Sole
RECKSON ASSOCS RLTY     REIT  75621K106         $186           7,900.00 Sole  N/A   Sole
RED ROOF INNS INC       COMM  757005103          $95           5,300.00 Sole  N/A   Sole
REGENCY RLTY CORP       REIT  758939102         $246          11,200.00 Sole  N/A   Sole
ROUSE CO                REIT  779273101         $360          14,200.00 Sole  N/A   Sole
SL GREEN RLTY CORP      REIT  78440X101          $97           4,750.00 Sole  N/A   Sole
SAUL CTRS INC           REIT  804395101          $42           2,550.00 Sole  N/A   Sole
SHURGARD STORAGE CTR    REIT  82567D104         $155           5,700.00 Sole  N/A   Sole
SIMON PPTY GROUP INC    REIT  828806109         $848          33,400.00 Sole  N/A   Sole
SMITH CHARLES E RESD    REIT  832197107         $126           3,700.00 Sole  N/A   Sole
SOVRAN SELF STORAGE     REIT  84610H108          $66           2,450.00 Sole  N/A   Sole
SPIEKER PPTYS INC       REIT  848497103         $484          12,450.00 Sole  N/A   Sole
STARWOOD HOTELS&RESO    REIT  85590A203       $1,068          34,950.00 Sole  N/A   Sole
STORAGE USA INC         REIT  861907103         $176           5,500.00 Sole  N/A   Sole
SUMMIT PPTYS INC        REIT  866239106         $111           5,600.00 Sole  N/A   Sole
SUN COMMUNITIES INC     REIT  866674104         $121           3,400.00 Sole  N/A   Sole
SUNSTONE HOTEL INVS     REIT  867933103          $62           7,350.00 Sole  N/A   Sole
TANGER FACTORY OUTLE    REIT  875465106          $40           1,550.00 Sole  N/A   Sole
TAUBMAN CTRS INC        REIT  876664103         $137          10,400.00 Sole  N/A   Sole
TOWN & CTRY TR          REIT  892081100          $55           3,100.00 Sole  N/A   Sole
TRIZEC HAHN CORP        COMM  896938107         $579          28,400.00 Sole  N/A   Sole
UNITED DOMINION RLTY    IS    910197102         $240          20,400.00 Sole  N/A   Sole
URBAN SHOPPING CTRS     REIT  917060105         $109           3,450.00 Sole  N/A   Sole
VORNADO RLTY TR         IS    929042109         $591          16,750.00 Sole  N/A   Sole
WALDEN RESIDENTIAL P    REIT  931210108         $103           4,800.00 Sole  N/A   Sole
WASHINGTON R EST IN     IS    939653101         $119           7,000.00 Sole  N/A   Sole
WEEKS CORP              REIT  94856P102         $119           3,900.00 Sole  N/A   Sole
WEINGARTEN REALTY IN    IS    948741103         $219           5,250.00 Sole  N/A   Sole
WESTERN INVT RL EST     IS    958468100          $39           3,350.00 Sole  N/A   Sole
WESTFIELD AMER INC      REIT  959910100         $217          14,400.00 Sole  N/A   Sole
WINSTON HOTELS INC      REIT  97563A102          $33           3,200.00 Sole  N/A   Sole
WYNDHAM INTL INC        COMM  983101106         $212          47,101.00 Sole  N/A   Sole

                                             $25,651       1,166,991.00


WILSHIRE 5000 MUTUAL FUND

ABC BANCORP             COMM  000400101           $5             400.00 Sole  N/A   Sole
ADC TELECOMMUNICATIO    COMM  000886101          $46           1,000.00 Sole  N/A   Sole
A D A M SOFTWARE INC    COMM  00088F101           $7             500.00 Sole  N/A   Sole
ADE CORP MASS           COMM  00089C107           $2             200.00 Sole  N/A   Sole
ABM INDS INC            COMM  000957100           $9             300.00 Sole  N/A   Sole
AFLAC INC               COMM  001055102          $81           1,700.00 Sole  N/A   Sole
AGCO CORP               COMM  001084102           $9             800.00 Sole  N/A   Sole
AGL RES INC             COMM  001204106          $11             600.00 Sole  N/A   Sole
AES CORP                COMM  00130H105          $70           1,200.00 Sole  N/A   Sole
AK STL HLDG CORP        COMM  001547108          $16             700.00 Sole  N/A   Sole
AMB PROPERTY CORP.      REIT  00163T109          $14             600.00 Sole  N/A   Sole
AMC ENTMT INC           COMM  001669100           $2             100.00 Sole  N/A   Sole
AMLI RESIDENTIAL PPT    IS    001735109           $9             400.00 Sole  N/A   Sole
AMR CORP                COMM  001765106          $68           1,000.00 Sole  N/A   Sole
ANB CORP                COMM  001926104           $2             100.00 Sole  N/A   Sole
ARM FINL GROUP INC      COMM  001944107           $3             300.00 Sole  N/A   Sole
AT&T CORP               COMM  001957109       $1,183          21,193.00 Sole  N/A   Sole
A S V INC               COMM  001963107           $2             100.00 Sole  N/A   Sole
ASB FINL CORP           COMM  00205P107           $1             100.00 Sole  N/A   Sole
AVT CORP                COMM  002420107          $11             300.00 Sole  N/A   Sole
AVX CORP NEW            COMM  002444107          $12             500.00 Sole  N/A   Sole
ABACUS DIRECT CORP      COMM  002553105           $9             100.00 Sole  N/A   Sole
ABBOTT LABS             COMM  002824100         $458          10,100.00 Sole  N/A   Sole
ABERCROMBIE & FITCH     COMM  002896207          $34             700.00 Sole  N/A   Sole
ABOUT COM INC           COMM  003736105          $10             200.00 Sole  N/A   Sole
ABOVENET COMMUNICATI    COMM  003743101           $8             200.00 Sole  N/A   Sole
ACADIANA BANCSHARES     COMM  004280103           $2             100.00 Sole  N/A   Sole
ACCREDO HEALTH INC      COMM  00437V104           $7             200.00 Sole  N/A   Sole
ACKERLEY INC            COMM  004527107           $9             500.00 Sole  N/A   Sole
ACMAT CORP              COMM  004616207           $1             100.00 Sole  N/A   Sole
ACNIELSEN CORP          COMM  004833109           $9             300.00 Sole  N/A   Sole
ACTRADE INTL LTD        COMM  004931101           $6             500.00 Sole  N/A   Sole
ACTION PERFORMANCE C    COMM  004933107          $10             300.00 Sole  N/A   Sole
ACX TECHNOLOGIES INC    COMM  005123104           $5             300.00 Sole  N/A   Sole
ACXIOM CORP             COMM  005125109          $10             400.00 Sole  N/A   Sole
ADAPTEC INC             COMM  00651F108          $25             700.00 Sole  N/A   Sole
ADELPHIA COMMUNICATI    COMM  006848105          $13             200.00 Sole  N/A   Sole
ADOBE SYS INC           COMM  00724F101          $33             400.00 Sole  N/A   Sole
ADTRAN INC              COMM  00738A106          $15             400.00 Sole  N/A   Sole
ADVANCE PARADIGM INC    COMM  007491103           $6             100.00 Sole  N/A   Sole
ADVANCED COMMUNICATI    COMM  00750X109           $5             400.00 Sole  N/A   Sole
ADVANCED DIGITAL INF    COMM  007525108          $12             300.00 Sole  N/A   Sole
ADVANCED RADIO TELEC    COMM  00754U101          $10             700.00 Sole  N/A   Sole
ADVANTAGE LEARNING S    COMM  00757K100           $9             400.00 Sole  N/A   Sole
ADVANCED MICRO DEVIC    COMM  007903107          $23           1,300.00 Sole  N/A   Sole
ADVANCED ENERGY INDS    COMM  007973100          $12             300.00 Sole  N/A   Sole
AETNA INC               COMM  008117103          $80             900.00 Sole  N/A   Sole
AETRIUM INC             COMM  00817R103           $2             200.00 Sole  N/A   Sole
AFFILIATED COMPUTER     COMM  008190100          $15             300.00 Sole  N/A   Sole
AFFILIATED MANAGERS     COMM  008252108           $9             300.00 Sole  N/A   Sole
AGRIBRANDS INTL INC     COMM  00849R105          $12             300.00 Sole  N/A   Sole
AIR EXPRESS INTL COR    COMM  009104100           $8             300.00 Sole  N/A   Sole
AIR PRODS & CHEMS IN    COMM  009158106          $60           1,500.00 Sole  N/A   Sole
AIRBORNE FGHT CORP      COMM  009266107          $11             400.00 Sole  N/A   Sole
AIRGAS INC              COMM  009363102           $4             300.00 Sole  N/A   Sole
AIRLEASE LTD            LPTR  009366105           $2             200.00 Sole  N/A   Sole
ALASKA AIRGROUP         COMM  011659109          $13             300.00 Sole  N/A   Sole
ALBA WALDENSIAN INC     COMM  012041109           $7             366.00 Sole  N/A   Sole
ALBANY INTL CORP        COMM  012348108           $8             400.00 Sole  N/A   Sole
ALBANY MOLECULAR RES    COMM  012423109           $6             200.00 Sole  N/A   Sole
ALBEMARLE CORP          COMM  012653101          $14             600.00 Sole  N/A   Sole
ALBERTO CULVER CO       COMM  013068101           $8             300.00 Sole  N/A   Sole
ALBERTSONS INC          COMM  013104104         $140           2,708.00 Sole  N/A   Sole
ALCIDE CORP             COMM  013742507           $5             300.00 Sole  N/A   Sole
ALCOA INC               COMM  013817101         $155           2,500.00 Sole  N/A   Sole
ALEXANDRIA REAL ESTA    REIT  015271109           $3             100.00 Sole  N/A   Sole
ALFA CORP               COMM  015385107          $10             500.00 Sole  N/A   Sole
ALIANT COMMUNICATION    COMM  016090102          $14             300.00 Sole  N/A   Sole
ALIGN-RITE INTL INC     COMM  016251100           $7             500.00 Sole  N/A   Sole
ALKERMES INC            COMM  01642T108           $9             400.00 Sole  N/A   Sole
ALLAIRE CORP            COMM  016714107          $14             200.00 Sole  N/A   Sole
ALLEGHANY CORP          COMM  017175100          $19             100.00 Sole  N/A   Sole
ALLEGHENY ENERGY INC    COMM  017361106          $26             800.00 Sole  N/A   Sole
ALLEGHENY TELEDYNE I    COMM  017415100          $25           1,100.00 Sole  N/A   Sole
ALLEGIANCE TELECOM I    COMM  01747T102          $33             600.00 Sole  N/A   Sole
ALLERGAN INC            COMM  018490102          $44             400.00 Sole  N/A   Sole
ALLIANCE CAP MGMT L     LPTR  018548107          $32           1,000.00 Sole  N/A   Sole
ALLIANT CORP            COMM  018802108           $9             300.00 Sole  N/A   Sole
ALLIED CAP CORP NEW     COMM  01903Q108          $12             500.00 Sole  N/A   Sole
ALLIED SIGNAL INC       COMM  019512102         $233           3,700.00 Sole  N/A   Sole
ALLIED WASTE INDS IN    COMM  019589308          $22           1,100.00 Sole  N/A   Sole
ALLMERICA FINL CORP     COMM  019754100          $18             300.00 Sole  N/A   Sole
ALLOU HEALTH & BEAUT    COMM  019782101           $1             200.00 Sole  N/A   Sole
ALLSTATE CORP           COMM  020002101         $201           5,600.00 Sole  N/A   Sole
ALLTEL CORP             COMM  020039103         $143           2,000.00 Sole  N/A   Sole
ALPHARMA INC            COMM  020813101          $11             300.00 Sole  N/A   Sole
ALPINE GEOPHYSICAL      COMM  020825105           $2             100.00 Sole  N/A   Sole
ALTERA CORP             COMM  021441100          $44           1,200.00 Sole  N/A   Sole
ALZA CORP               COMM  022615108          $43             840.00 Sole  N/A   Sole
AMAZON COM INC          COMM  023135106         $138           1,100.00 Sole  N/A   Sole
AMBAC INC               COMM  023139108          $29             500.00 Sole  N/A   Sole
AMCOL INTL CORP         COMM  02341W103           $9             600.00 Sole  N/A   Sole
AMERADA HESS CORP       COMM  023551104          $36             600.00 Sole  N/A   Sole
AMEREN CORP             COMM  023608102          $35             900.00 Sole  N/A   Sole
AMERICA ONLINE INC D    COMM  02364J104         $790           7,180.00 Sole  N/A   Sole
AMERICA WEST HLDG CO    COMM  023657208           $8             400.00 Sole  N/A   Sole
AMERICAN ACCES TECHN    COMM  02368F108           $4             200.00 Sole  N/A   Sole
AMCORE FINL INC         COMM  023912108           $9             400.00 Sole  N/A   Sole
AMER BK CONN WATERBU    COMM  024327108           $5             200.00 Sole  N/A   Sole
AMERICAN BANKRS INS     COMM  024456105          $11             200.00 Sole  N/A   Sole
AMERICAN BILTRITE IN    COMM  024591109           $2             100.00 Sole  N/A   Sole
AMERICAN BUSINESS PR    COMM  024763104           $2             100.00 Sole  N/A   Sole
AMERICAN CLASSIC VOY    COMM  024928103           $2             100.00 Sole  N/A   Sole
AMERICAN ELEC PWR IN    COMM  025537101          $45           1,200.00 Sole  N/A   Sole
AMERICAN EAGLE OUTFI    COMM  02553E106           $9             200.00 Sole  N/A   Sole
AMERICAN EXPRESS CO     COMM  025816109         $390           3,000.00 Sole  N/A   Sole
AMERICAN FINL GROUP     COMM  025932104          $10             300.00 Sole  N/A   Sole
AMERICAN GENERAL CO     COMM  026351106         $121           1,600.00 Sole  N/A   Sole
AMERICAN GREETINGS      COMM  026375105           $9             300.00 Sole  N/A   Sole
AMERICAN HEALTHCORP     COMM  02649V104           $1             100.00 Sole  N/A   Sole
AMERICAN HERIT LF IN    COMM  026522102           $7             300.00 Sole  N/A   Sole
AMERICAN HOME PRODS     COMM  026609107         $499           8,700.00 Sole  N/A   Sole
AMERICAN INDTY FINL     COMM  026759100           $1             100.00 Sole  N/A   Sole
AMERICAN INDL PPTYS     IS    026791202           $1             100.00 Sole  N/A   Sole
AMERICAN INTL GROUP     COMM  026874107         $961           8,200.00 Sole  N/A   Sole
AMERICAN LOCKER GROU    COMM  027284108           $2             200.00 Sole  N/A   Sole
AMERICAN MGMT SYS IN    COMM  027352103          $13             400.00 Sole  N/A   Sole
AMERICAN NATL INS CO    COMM  028591105          $14             200.00 Sole  N/A   Sole
AMERN PWR CONVERSION    COMM  029066107          $22           1,100.00 Sole  N/A   Sole
AMERICAN REAL ESTATE    REIT  029166105           $5             300.00 Sole  N/A   Sole
AMERICAN STD COS INC    COMM  029712106          $19             400.00 Sole  N/A   Sole
AMERICAN TOWER SYS C    COMM  029912201          $22             900.00 Sole  N/A   Sole
AMERICAN SUPERCONDUC    COMM  030111108           $6             400.00 Sole  N/A   Sole
AMERICAN WTR WKS INC    COMM  030411102          $15             500.00 Sole  N/A   Sole
AMERICAN XTAL TECHNO    COMM  030514103          $14             600.00 Sole  N/A   Sole
AMERICREDIT CORP        COMM  03060R101          $10             600.00 Sole  N/A   Sole
AMERISOURCE HEALTH C    COMM  03071P102           $8             300.00 Sole  N/A   Sole
AMERITRADE HLDG CORP    COMM  03072H109          $21             200.00 Sole  N/A   Sole
AMERUS LIFE HLDGS IN    COMM  030732101           $8             300.00 Sole  N/A   Sole
AMES DEPT STORES INC    COMM  030789507          $14             300.00 Sole  N/A   Sole
AMERITECH CORP          COMM  030954101         $537           7,300.00 Sole  N/A   Sole
AMETEK INC NEW          COMM  031100100           $9             400.00 Sole  N/A   Sole
AMGEN                   COMM  031162100         $207           3,400.00 Sole  N/A   Sole
AMKOR TECHNOLOGY INC    COMM  031652100           $2             200.00 Sole  N/A   Sole
AMRESCO CAP TR          COMM  031919103           $1             100.00 Sole  N/A   Sole
AMPCO-PITTSBURG CORP    COMM  032037103           $3             200.00 Sole  N/A   Sole
AMPHENOL CORP NEW       COMM  032095101           $8             200.00 Sole  N/A   Sole
AMPLICON INC            COMM  032101107           $1             100.00 Sole  N/A   Sole
AMSOUTH BANCORPORATI    COMM  032165102          $38           1,650.00 Sole  N/A   Sole
ANADARKO PETE CORP      COMM  032511107          $33             900.00 Sole  N/A   Sole
ANALOG DEVICES INC      COMM  032654105          $50           1,000.00 Sole  N/A   Sole
ANAREN MICROWAVE INC    COMM  032744104           $2             100.00 Sole  N/A   Sole
ANCHOR GAMING           COMM  033037102           $5             100.00 Sole  N/A   Sole
ANDERSONS INC           COMM  034164103           $8             600.00 Sole  N/A   Sole
ANDREW CORP             COMM  034425108          $17             900.00 Sole  N/A   Sole
ANDRX CORP              COMM  034551101          $15             200.00 Sole  N/A   Sole
ANESTA CORP             COMM  034603100          $16             800.00 Sole  N/A   Sole
ANHEUSER BUSCH COS      COMM  035229103         $227           3,200.00 Sole  N/A   Sole
ANIXTER INTL INC        COMM  035290105           $7             400.00 Sole  N/A   Sole
ANN TAYLOR STORES CO    COMM  036115103          $14             300.00 Sole  N/A   Sole
ANTEC CORP              COMM  03664P105          $10             300.00 Sole  N/A   Sole
ANSWERTHINK CONSULTI    COMM  036916104          $10             400.00 Sole  N/A   Sole
AON CORP                COMM  037389103          $70           1,700.00 Sole  N/A   Sole
APACHE CORP             COMM  037411105          $27             700.00 Sole  N/A   Sole
APCO ARGENTINA INC      CF    037489101           $2             100.00 Sole  N/A   Sole
APARTMENT INVT & MGM    REIT  03748R101          $24             572.00 Sole  N/A   Sole
APOLLO GROUP INC        COMM  037604105          $21             800.00 Sole  N/A   Sole
APPLE COMPUTER INC      COMM  037833100          $56           1,200.00 Sole  N/A   Sole
APPLEBEES INTL INC      COMM  037899101           $9             300.00 Sole  N/A   Sole
APRIA HEALTHCARE GRO    COMM  037933108           $5             300.00 Sole  N/A   Sole
APPLIED INDL TECHNOL    COMM  03820C105          $10             500.00 Sole  N/A   Sole
APPLIED MATLS INC       COMM  038222105         $185           2,500.00 Sole  N/A   Sole
APPLIED PWR INC         COMM  038225108           $8             300.00 Sole  N/A   Sole
APPLIED MICRO CIRCUI    COMM  03822W109          $25             300.00 Sole  N/A   Sole
AQUARION CO             COMM  03838W101           $3             100.00 Sole  N/A   Sole
ARCH CHEMICALS INC      COMM  03937R102           $1              50.00 Sole  N/A   Sole
ARCHER DANIELS MIDLA    COMM  039483102          $56           3,600.00 Sole  N/A   Sole
ARCHSTONE CMNTYS TR     IS    039581103          $26           1,200.00 Sole  N/A   Sole
ARDEN RLTY GROUP INC    REIT  039793104          $10             400.00 Sole  N/A   Sole
ARGONAUT GROUP INC      COMM  040157109           $7             300.00 Sole  N/A   Sole
ARK RESTAURANTS CORP    COMM  040712101           $3             300.00 Sole  N/A   Sole
ARMSTRONG WORLD         COMM  042476101          $17             300.00 Sole  N/A   Sole
ARROW ELECTRS INC       COMM  042735100          $13             700.00 Sole  N/A   Sole
ARROW FINL CORP         COMM  042744102           $3             100.00 Sole  N/A   Sole
ARROW INTL INC          COMM  042764100           $5             200.00 Sole  N/A   Sole
ARTESYN TECHNOLOGIES    COMM  043127109           $9             400.00 Sole  N/A   Sole
ASARCO INC              COMM  043413103           $9             500.00 Sole  N/A   Sole
ASCENT ENTMT GROUP I    COMM  043628106           $7             500.00 Sole  N/A   Sole
ASHLAND INC             COMM  044204105          $16             400.00 Sole  N/A   Sole
ASHTON TECHNOLOGY GR    COMM  045084100           $9             700.00 Sole  N/A   Sole
ASPEN TECHNOLOGY INC    COMM  045327103           $2             200.00 Sole  N/A   Sole
ASSOCIATED BANC CORP    COMM  045487105          $17             400.00 Sole  N/A   Sole
ASSOCIATED GROUP INC    COMM  045651106          $13             200.00 Sole  N/A   Sole
AT HOME CORP            COMM  045919107         $120           2,224.00 Sole  N/A   Sole
AT ENTMT INC            COMM  045920105           $4             200.00 Sole  N/A   Sole
ASSOCIATES FIRST CAP    COMM  046008108         $221           5,000.00 Sole  N/A   Sole
ASTEC INDS INC          COMM  046224101           $8             200.00 Sole  N/A   Sole
ASTORIA FINL CORP       COMM  046265104          $22             500.00 Sole  N/A   Sole
ASTROPOWER INC          COMM  04644A101           $4             200.00 Sole  N/A   Sole
ATLANTIC COAST AIRLS    COMM  048396105          $10             500.00 Sole  N/A   Sole
ATLANTIC RICHFIELD      COMM  048825103         $175           2,100.00 Sole  N/A   Sole
ATLAS AIR INC           COMM  049164106          $10             300.00 Sole  N/A   Sole
ATMEL CORP              COMM  049513104          $13             500.00 Sole  N/A   Sole
ATMOS ENERGY CORP       COMM  049560105           $8             300.00 Sole  N/A   Sole
ATWOOD OCEANICS INC     COMM  050095108           $6             200.00 Sole  N/A   Sole
AURORA FOODS INC        COMM  05164B106           $9             500.00 Sole  N/A   Sole
AUTODESK INC            COMM  052769106           $9             300.00 Sole  N/A   Sole
AUTOMATIC DATA PROCE    COMM  053015103         $180           4,100.00 Sole  N/A   Sole
AUTONATION INC          COMM  05329W102          $50           2,800.00 Sole  N/A   Sole
AUTOWEB COM INC         COMM  053331104           $1             100.00 Sole  N/A   Sole
AUTOZONE INC            COMM  053332102          $36           1,200.00 Sole  N/A   Sole
AVALONBAY CMNTYS INC    REIT  053484101          $11             300.00 Sole  N/A   Sole
AVANT CORP              COMM  053487104          $15           1,200.00 Sole  N/A   Sole
AVERY DENNISON CORP     COMM  053611109          $42             700.00 Sole  N/A   Sole
AVIATION SALES CO       COMM  053672101           $4             100.00 Sole  N/A   Sole
AVID TECHNOLOGY INC     COMM  05367P100          $11             700.00 Sole  N/A   Sole
AVIRON                  COMM  053762100          $12             400.00 Sole  N/A   Sole
AVIS RENT A CAR INC     COMM  053790101           $9             300.00 Sole  N/A   Sole
AVISTA CORP             COMM  05379B107          $10             600.00 Sole  N/A   Sole
AVNET INC               COMM  053807103          $14             300.00 Sole  N/A   Sole
AVON PRODS INC          COMM  054303102          $94           1,700.00 Sole  N/A   Sole
AWARE INC MASS          COMM  05453N100          $18             400.00 Sole  N/A   Sole
BB&T CORP               COMM  054937107          $74           2,018.00 Sole  N/A   Sole
BEC ENERGY              COMM  05538M101           $8             200.00 Sole  N/A   Sole
BEI TECHNOLOGIES INC    COMM  05538P104           $1             100.00 Sole  N/A   Sole
BHC COMMUNICATIONS I    COMM  055448104          $13             100.00 Sole  N/A   Sole
BISYS GROUP INC         COMM  055472104          $12             200.00 Sole  N/A   Sole
BJ SVCS CO              COMM  055482103           $9             300.00 Sole  N/A   Sole
BJS WHOLESALE CLUB I    COMM  05548J106           $9             300.00 Sole  N/A   Sole
BRE PROPERTIES          IS    05564E106          $10             400.00 Sole  N/A   Sole
BT FINL CORP            COMM  055763106           $7             300.00 Sole  N/A   Sole
BMC SOFTWARE INC        COMM  055921100          $95           1,767.00 Sole  N/A   Sole
BAKER HUGHES INC        COMM  057224107          $80           2,400.00 Sole  N/A   Sole
BALDOR ELEC CO          COMM  057741100           $8             400.00 Sole  N/A   Sole
BALL CORP               COMM  058498106          $13             300.00 Sole  N/A   Sole
BALLARD MED PRODS       COMM  058566100          $19             800.00 Sole  N/A   Sole
BALLYS HEALTH & TENN    COMM  05873K108           $9             300.00 Sole  N/A   Sole
BANCFIRST CORP          COMM  05945F103           $7             200.00 Sole  N/A   Sole
BANCO SANTANDER P R     COMM  059646109           $7             400.00 Sole  N/A   Sole
BANCTEC INC             COMM  059784108           $7             400.00 Sole  N/A   Sole
BANCWEST CORP NEW       COMM  059790105           $7             200.00 Sole  N/A   Sole
BANDAG INC              COMM  059815100          $10             300.00 Sole  N/A   Sole
BANGOR HYDRO ELEC CO    COMM  060077104           $5             300.00 Sole  N/A   Sole
BANK AMER CORP          COMM  060505104         $850          11,600.00 Sole  N/A   Sole
BANK GRANITE FALLS N    COMM  062401104           $2             100.00 Sole  N/A   Sole
BANK NEW YORK INC       COMM  064057102         $187           5,100.00 Sole  N/A   Sole
BANK ONE CORP           COMM  06423A103         $465           7,800.00 Sole  N/A   Sole
BANK UTD CORP           COMM  065412108           $8             200.00 Sole  N/A   Sole
BANKBOSTON CORP         COMM  06605R106         $102           2,000.00 Sole  N/A   Sole
BANKNORTH GRP INC DE    COMM  06646L100          $10             300.00 Sole  N/A   Sole
BANTA GEORGE INC        COMM  066821109           $8             400.00 Sole  N/A   Sole
BARD C R INC            COMM  067383109          $24             500.00 Sole  N/A   Sole
BARNETT INC             COMM  068062108           $1             100.00 Sole  N/A   Sole
BARNWELL INDS INC       COMM  068221100           $1             100.00 Sole  N/A   Sole
BARR LABS INC           COMM  068306109          $12             300.00 Sole  N/A   Sole
BARRA INC               COMM  068313105           $5             200.00 Sole  N/A   Sole
BARRETT RES CORP        COMM  068480201          $15             400.00 Sole  N/A   Sole
BARRY R G CORP OHIO     COMM  068798107           $2             200.00 Sole  N/A   Sole
BASIN EXPL INC          COMM  070107107           $4             200.00 Sole  N/A   Sole
BAUSCH & LOMB INC       COMM  071707103          $31             400.00 Sole  N/A   Sole
BAXTER INTL INC         COMM  071813109         $115           1,900.00 Sole  N/A   Sole
BAY VIEW CAP CORP       COMM  07262L101           $8             400.00 Sole  N/A   Sole
BEAR STEARNS COS INC    COMM  073902108          $33             705.00 Sole  N/A   Sole
BECKMAN COULTER INC     COMM  075811109          $15             300.00 Sole  N/A   Sole
BECTON DICKINSON        COMM  075887109          $45           1,500.00 Sole  N/A   Sole
BED BATH & BEYOND IN    COMM  075896100          $35             900.00 Sole  N/A   Sole
BEDFORD PPTY INVS IN    IS    076446301           $5             300.00 Sole  N/A   Sole
BELL ATLANTIC CORP      COMM  077853109         $673          10,300.00 Sole  N/A   Sole
BELLSOUTH CORP          COMM  079860102         $581          12,600.00 Sole  N/A   Sole
BELO A H CORP           COMM  080555105          $12             600.00 Sole  N/A   Sole
BEMIS INC               COMM  081437105          $12             300.00 Sole  N/A   Sole
BERGEN BRUNSWIG CORP    COMM  083739102          $12             700.00 Sole  N/A   Sole
BERINGER WINE ESTATE    COMM  084102102          $17             400.00 Sole  N/A   Sole
BERKLEY W R CORP        COMM  084423102           $8             300.00 Sole  N/A   Sole
BERKSHIRE HATHAWAY I    COMM  084670207         $679             303.00 Sole  N/A   Sole
BEST BUY INC            COMM  086516101          $88           1,300.00 Sole  N/A   Sole
BEST FOODS              COMM  08658U101          $94           1,900.00 Sole  N/A   Sole
BIG ENTMT INC           COMM  089144109           $8             500.00 Sole  N/A   Sole
BINDLY WESTN INDS IN    COMM  090324104           $9             400.00 Sole  N/A   Sole
BIO RAD LABS INC        COMM  090572207           $8             300.00 Sole  N/A   Sole
BIOGEN N V              COMM  090597105          $64           1,000.00 Sole  N/A   Sole
BIOMATRIX INC           COMM  09060P102          $13             600.00 Sole  N/A   Sole
BIOMET INC              COMM  090613100          $32             800.00 Sole  N/A   Sole
BIOTIME INC             COMM  09066L105           $2             200.00 Sole  N/A   Sole
BLACK & DECKER MFG      COMM  091797100          $32             500.00 Sole  N/A   Sole
BLACK BOX CORP DEL      COMM  091826107          $10             200.00 Sole  N/A   Sole
BLAIR CORP              COMM  092828102          $13             500.00 Sole  N/A   Sole
BLANCH E W HLDGS INC    COMM  093210102          $14             200.00 Sole  N/A   Sole
BLOCK H & R INC         COMM  093671105          $30             600.00 Sole  N/A   Sole
BLUE RHINO CORP         COMM  095811105           $2             200.00 Sole  N/A   Sole
BLUEFLY INC             COMM  096227103           $3             400.00 Sole  N/A   Sole
BLYTHE INDUSTRIES IN    COMM  09643P108          $10             300.00 Sole  N/A   Sole
BOB EVANS FARMS INC     COMM  096761101           $8             400.00 Sole  N/A   Sole
BOEING CO               COMM  097023105         $286           6,500.00 Sole  N/A   Sole
BOISE CASCADE CORP      COMM  097383103          $17             400.00 Sole  N/A   Sole
BORDERS GROUP INC       COMM  099709107          $21           1,300.00 Sole  N/A   Sole
BORG-WARNER AUTOMOTI    COMM  099724106          $17             300.00 Sole  N/A   Sole
BOSTON CELTICS LTD P    LPTR  100577105           $2             200.00 Sole  N/A   Sole
BOSTON PROPERTIES IN    REIT  101121101          $11             300.00 Sole  N/A   Sole
BOSTON SCIENTIFIC CO    COMM  101137107         $114           2,600.00 Sole  N/A   Sole
BOWATER INC             COMM  102183100          $19             400.00 Sole  N/A   Sole
BOWNE & CO INC          COMM  103043105           $7             500.00 Sole  N/A   Sole
BOYD BROS TRANSPORTA    COMM  103255105           $5             400.00 Sole  N/A   Sole
BRADY CORPORATION       COMM  104674106          $10             300.00 Sole  N/A   Sole
BRANDYWINE RLTY TR      IS    105368203           $8             400.00 Sole  N/A   Sole
BRASS EAGLE INC         COMM  10553F106           $4             200.00 Sole  N/A   Sole
BRIGGS & STRATTON CO    COMM  109043109          $23             400.00 Sole  N/A   Sole
BRINKER INTL INC        COMM  109641100           $8             300.00 Sole  N/A   Sole
BRIO TECHNOLOGY INC     COMM  109704106           $8             400.00 Sole  N/A   Sole
BRISTOL MYERS SQUIBB    COMM  110122108         $930          13,200.00 Sole  N/A   Sole
BROADCAST COM INC       COMM  111310108          $27             200.00 Sole  N/A   Sole
BROADCOM CORP           COMM  111320107          $29             200.00 Sole  N/A   Sole
BROADVISION INC         COMM  111412102          $22             300.00 Sole  N/A   Sole
BROOKE GROUP LTD        COMM  112525100           $2             100.00 Sole  N/A   Sole
BROOKLINE BANCORP IN    COMM  113739106           $5             400.00 Sole  N/A   Sole
BROOKTROUT TECHNOLOG    COMM  114580103           $8             500.00 Sole  N/A   Sole
BROWN FORMAN DST 'B'    COMM  115637209          $26             400.00 Sole  N/A   Sole
BROWNING FERRIS INDS    COMM  115885105          $43           1,000.00 Sole  N/A   Sole
BRUNSWICK CORP          COMM  117043109          $11             400.00 Sole  N/A   Sole
BRUSH WELLMAN INC       COMM  117421107           $2             100.00 Sole  N/A   Sole
BUCKEYE PARTNERS L P    LPTR  118230101           $8             300.00 Sole  N/A   Sole
BUCKLE INC              COMM  118440106           $3             100.00 Sole  N/A   Sole
BUILDING ONE SVCS CO    COMM  120114103           $8             600.00 Sole  N/A   Sole
BURLINGTON COAT FACT    COMM  121579106           $8             400.00 Sole  N/A   Sole
BURLINGTON NORTHN SA    COMM  12189T104          $93           3,000.00 Sole  N/A   Sole
BURLINGTON RES INC      COMM  122014103          $48           1,100.00 Sole  N/A   Sole
BURHAM PAC PPTYS INC    IU    12232C108           $6             500.00 Sole  N/A   Sole
BUSH BOAKE ALLEN INC    COMM  123162109           $3             100.00 Sole  N/A   Sole
BUTLER MFG CO DEL       COMM  123655102           $8             300.00 Sole  N/A   Sole
C&D TECHNOLOGIES INC    COMM  124661109           $9             300.00 Sole  N/A   Sole
CBL & ASSOC PPTYS IN    REIT  124830100           $5             200.00 Sole  N/A   Sole
CCB FINL CORP           COMM  124875105          $11             200.00 Sole  N/A   Sole
CCF HLDG CO             COMM  12487X104           $2             100.00 Sole  N/A   Sole
CB RICHARD ELLIS SVC    COMM  12489L108           $7             300.00 Sole  N/A   Sole
CBRL GROUP INC          COMM  12489V106           $9             500.00 Sole  N/A   Sole
CBS CORP                COMM  12490K107         $213           4,900.00 Sole  N/A   Sole
CFSB BANCORP            COMM  124927104           $3             110.00 Sole  N/A   Sole
CDNOW / N2K INC         COMM  125086108           $4             200.00 Sole  N/A   Sole
CDW COMPUTER CTRS IN    COMM  125129106           $9             200.00 Sole  N/A   Sole
CEC ENTMT INC           COMM  125137109          $13             300.00 Sole  N/A   Sole
CFI PROSERVICES INC     COMM  12525N100           $3             300.00 Sole  N/A   Sole
C H ROBINSON WORLDWI    COMM  12541W100          $11             300.00 Sole  N/A   Sole
CHS ELECTRONICS INC     COMM  12542A206           $1             300.00 Sole  N/A   Sole
CIGNA CORP              COMM  125509109         $116           1,300.00 Sole  N/A   Sole
CIT GROUP INC           COMM  125577106          $32           1,100.00 Sole  N/A   Sole
CKE RESTAURANTS INC     COMM  12561E105          $10             600.00 Sole  N/A   Sole
CLECO CORP              COMM  12561M107           $9             300.00 Sole  N/A   Sole
CMG INFORMATION SVCS    COMM  125750109          $46             400.00 Sole  N/A   Sole
CMP GROUP INC           COMM  125887109           $8             300.00 Sole  N/A   Sole
CMS ENERGY CORP         COMM  125896100          $34             800.00 Sole  N/A   Sole
CPI CORP                COMM  125902106           $7             200.00 Sole  N/A   Sole
CSS INDS INC            COMM  125906107           $3             100.00 Sole  N/A   Sole
C-NET INC DEL           COMM  125945105          $23             400.00 Sole  N/A   Sole
CSK AUTO CORP           COMM  125965103          $11             400.00 Sole  N/A   Sole
CNBT BANCSHARES INC     COMM  125972109           $3             200.00 Sole  N/A   Sole
CNA FINL CORP           COMM  126117100          $44           1,100.00 Sole  N/A   Sole
CNB BANCSHARES INC      COMM  126126101          $11             200.00 Sole  N/A   Sole
CNF TRANSN INC          COMM  12612W104           $8             200.00 Sole  N/A   Sole
CSG SYS INTL INC        COMM  126349109          $16             600.00 Sole  N/A   Sole
CSX CORP                COMM  126408103          $73           1,600.00 Sole  N/A   Sole
CTS CORP                COMM  126501105          $14             200.00 Sole  N/A   Sole
CVB FINL CORP           COMM  126600105           $3             100.00 Sole  N/A   Sole
CVS CORP                COMM  126650100         $132           2,600.00 Sole  N/A   Sole
CABLEVISION SYS CORP    COMM  12686C109          $56             800.00 Sole  N/A   Sole
CABLETRON SYS INC       COMM  126920107          $20           1,500.00 Sole  N/A   Sole
CABLE DESING TECHNOL    COMM  126924109           $2             100.00 Sole  N/A   Sole
CABOT CORP              COMM  127055101          $10             400.00 Sole  N/A   Sole
CABOT OIL & GAS CORP    COMM  127097103           $4             200.00 Sole  N/A   Sole
CACI INC                COMM  127190304           $7             300.00 Sole  N/A   Sole
CADENCE DESIGNS SYS     COMM  127387108          $16           1,300.00 Sole  N/A   Sole
CADIZ INC               COMM  127537108           $2             200.00 Sole  N/A   Sole
CAL DIVE INTL INC       COMM  127914109           $3             100.00 Sole  N/A   Sole
CALIFORNIA INDPT BAN    COMM  130334105           $2             100.00 Sole  N/A   Sole
CALIFORNIA WTR SVC G    COMM  130788102           $3             100.00 Sole  N/A   Sole
CALLAWAY GOLF CO        COMM  131193104          $19           1,300.00 Sole  N/A   Sole
CALLON PETE CO DEL      COMM  13123X102           $2             200.00 Sole  N/A   Sole
CALPINE CORP            COMM  131347106          $11             200.00 Sole  N/A   Sole
CAMBRIDGE TECH PARTN    COMM  132524109          $14             800.00 Sole  N/A   Sole
CAMDEN PPTY TR          IS    133131102           $8             300.00 Sole  N/A   Sole
CAMPBELL SOUP CO        COMM  134429109         $130           2,800.00 Sole  N/A   Sole
CANDELA LASER CORP      COMM  136907102           $4             300.00 Sole  N/A   Sole
CAPITAL ONE FINL COR    COMM  14040H105          $78           1,400.00 Sole  N/A   Sole
CAPITOL TRANSAMER CP    COMM  140640103           $1             100.00 Sole  N/A   Sole
CAPROCK COMMUNICATIO    COMM  140667106          $12             300.00 Sole  N/A   Sole
CAPSTAR BROADCASTING    COMM  14067G105           $8             300.00 Sole  N/A   Sole
CARBO CERAMICS INC      COMM  140781105           $9             300.00 Sole  N/A   Sole
CARAUSTAR INDS INC      COMM  140909102           $7             300.00 Sole  N/A   Sole
CARDINAL HEALTH INC     COMM  14149Y108         $113           1,762.00 Sole  N/A   Sole
CAREMATRIX CORP         COMM  141706101           $6             500.00 Sole  N/A   Sole
CAREY INTERNATIONAL     COMM  141750109           $5             200.00 Sole  N/A   Sole
CARLISLE CORP           COMM  142339100          $10             200.00 Sole  N/A   Sole
CARMIKE CINEMAS INC     COMM  143436103           $8             500.00 Sole  N/A   Sole
CARNIVAL CRUISE LINE    COMM  143658102         $199           4,100.00 Sole  N/A   Sole
CAROLINA PWR & LT CO    COMM  144141108          $39             900.00 Sole  N/A   Sole
CARPENTER TECHNOLOGY    COMM  144285103           $9             300.00 Sole  N/A   Sole
CARRAMERICA RLTY COR    REIT  144418100          $13             500.00 Sole  N/A   Sole
CARTER WALLACE INC      COMM  146285101           $2             100.00 Sole  N/A   Sole
CASCADE BANCORP         COMM  147154108           $6             400.00 Sole  N/A   Sole
CASCADE NAT GAS CORP    COMM  147339105          $10             500.00 Sole  N/A   Sole
CASE EQUIPMENT CORP     COMM  14743R103          $24             500.00 Sole  N/A   Sole
CASELLA WASTE SYS IN    COMM  147448104           $8             300.00 Sole  N/A   Sole
CASEYS GEN STORES       COMM  147528103           $9             600.00 Sole  N/A   Sole
CASH AMER INVTS INC     COMM  14754D100           $6             500.00 Sole  N/A   Sole
CATALINA MARKETING C    COMM  148867104           $9             100.00 Sole  N/A   Sole
CATALYST INTL INC       COMM  14887T105           $5             300.00 Sole  N/A   Sole
CATALYTICA INC          COMM  148885106           $8             600.00 Sole  N/A   Sole
CATAPULT COMMUNICATI    COMM  149016107           $9             500.00 Sole  N/A   Sole
CATELLUS DEV CORP       COMM  149111106           $9             600.00 Sole  N/A   Sole
CATERPILLAR INC         COMM  149123101         $144           2,400.00 Sole  N/A   Sole
CATHAY BANCORP INC      COMM  149150104           $9             200.00 Sole  N/A   Sole
CEDAR FAIR L P          LPTR  150185106          $10             400.00 Sole  N/A   Sole
CELLSTAR CORP           COMM  150925105           $5             600.00 Sole  N/A   Sole
CENTENNIAL HEALTHCAR    COMM  150937100           $2             300.00 Sole  N/A   Sole
CELL PATHWAYS INC NE    COMM  15114R101           $1             100.00 Sole  N/A   Sole
CENDANT CORP            COMM  151313103         $107           5,200.00 Sole  N/A   Sole
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CENTERPOINT PPTYS CO    REIT  151895109          $11             300.00 Sole  N/A   Sole
CENTEX CORP             COMM  152312104          $11             300.00 Sole  N/A   Sole
CENTEX CONSTRUCTION     COMM  15231R109          $10             300.00 Sole  N/A   Sole
CENTOCOR INC            COMM  152342101          $19             400.00 Sole  N/A   Sole
CENTRAL & SO WEST CO    COMM  152357109          $30           1,300.00 Sole  N/A   Sole
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CENTRAL GARDEN & PET    COMM  153527106           $7             700.00 Sole  N/A   Sole
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CENTRAL PKG CORP        COMM  154785109          $10             300.00 Sole  N/A   Sole
CENTRAL SPRINKLER CO    COMM  155184104          $17             600.00 Sole  N/A   Sole
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CENTURY COMMUNICATIO    COMM  156503104          $23             500.00 Sole  N/A   Sole
CENTURYTEL INC          COMM  156700106          $36             900.00 Sole  N/A   Sole
CERIDIAN CORP           COMM  15677T106          $29             900.00 Sole  N/A   Sole
CERUS CORP              COMM  157085101           $7             300.00 Sole  N/A   Sole
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CHAMPION INTL CORP      COMM  158525105          $29             600.00 Sole  N/A   Sole
CHANCELLOR MEDIA COR    COMM  158915108          $50             900.00 Sole  N/A   Sole
CHARLES RIVER ASSOCI    COMM  159852102          $13             500.00 Sole  N/A   Sole
CHARTER ONE FINL INC    COMM  160903100          $33           1,200.00 Sole  N/A   Sole
CHASE INDS INC          COMM  161568100           $1             100.00 Sole  N/A   Sole
CHASE MANHATTAN CORP    COMM  16161A108         $484           5,600.00 Sole  N/A   Sole
CHATTEM DRUG & CHEM     COMM  162456107          $13             400.00 Sole  N/A   Sole
CHEAP TICKETS INC       COMM  162672109          $15             400.00 Sole  N/A   Sole
CHECKFREE HLDGS CORP    COMM  162816102          $11             400.00 Sole  N/A   Sole
CHEMFIRST INC           COMM  16361A106           $2             100.00 Sole  N/A   Sole
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CHEVRON CORP            COMM  166751107         $418           4,400.00 Sole  N/A   Sole
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CHIQUITA BRANDS INTL    COMM  170032106           $4             400.00 Sole  N/A   Sole
CHIREX INC              COMM  170038103           $6             200.00 Sole  N/A   Sole
CHIRON CORP             COMM  170040109          $21           1,000.00 Sole  N/A   Sole
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CHROMATICS COLOR SCI    COMM  171116304           $5             600.00 Sole  N/A   Sole
CHUBB CORP              COMM  171232101          $70           1,000.00 Sole  N/A   Sole
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CIENA CORP              COMM  171779101          $18             600.00 Sole  N/A   Sole
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CINTAS CORP             COMM  172908105          $44             655.00 Sole  N/A   Sole
CITIGROUP INC           COMM  172967101       $1,066          22,450.00 Sole  N/A   Sole
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CITY NATL CORP          COMM  178566105          $11             300.00 Sole  N/A   Sole
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CLARIFY INC             COMM  180492100          $17             400.00 Sole  N/A   Sole
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COORS ADOLPH CO         COMM  217016104          $10             200.00 Sole  N/A   Sole
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CORNELL CORRECTIONS     COMM  219141108           $3             200.00 Sole  N/A   Sole
CORNERSTONE PPTYS IN    REIT  21922H103          $10             600.00 Sole  N/A   Sole
CORNING INC             COMM  219350105         $119           1,700.00 Sole  N/A   Sole
CORPORATE EXECUTIVE     COMM  21988R102          $11             300.00 Sole  N/A   Sole
COSTCO COMPANIES INC    COMM  22160Q102         $112           1,400.00 Sole  N/A   Sole
COTELLIGENT GROUP IN    COMM  221630106           $2             200.00 Sole  N/A   Sole
COUNTRYWIDE CR INDS     COMM  222372104          $30             700.00 Sole  N/A   Sole
COUSINS PPTYS INC       REIT  222795106          $10             300.00 Sole  N/A   Sole
COVAD COMMUNICATIONS    COMM  222814204          $37             700.00 Sole  N/A   Sole
COVANCE INC             COMM  222816100          $19             800.00 Sole  N/A   Sole
COVENANT TRANS INC      COMM  22284P105           $6             400.00 Sole  N/A   Sole
COVENTRY HEALTH CARE    COMM  222862104           $9             800.00 Sole  N/A   Sole
COX COMMUNICATIONS I    COMM  224044107         $129           3,500.00 Sole  N/A   Sole
CRAFTMADE INTL INC      COMM  22413E104           $4             300.00 Sole  N/A   Sole
CRANE CO                COMM  224399105           $9             300.00 Sole  N/A   Sole
CRAWFORD & CO           COMM  224633107           $8             500.00 Sole  N/A   Sole
CREDENCE SYS CORP       COMM  225302108          $15             400.00 Sole  N/A   Sole
CREDITRUST CORP         COMM  225429109           $6             200.00 Sole  N/A   Sole
CRESCENT REAL ESTATE    REIT  225756105          $21             900.00 Sole  N/A   Sole
CRITICAL PATH INC       COMM  22674V100          $17             300.00 Sole  N/A   Sole
CROMPTON & KNOWLES      COMM  227111101          $16             800.00 Sole  N/A   Sole
CROSSWALK COM INC       COMM  227685104           $6             600.00 Sole  N/A   Sole
CROWN CASTLE INTL CO    COMM  228227104          $17             800.00 Sole  N/A   Sole
CROWN CORK & SEAL IN    COMM  228255105          $20             700.00 Sole  N/A   Sole
CRYSTAL GAS STORAGE     COMM  229241104           $3             100.00 Sole  N/A   Sole
C3 INC N C              COMM  22942P109           $9             500.00 Sole  N/A   Sole
CUBIC CORP              COMM  229669106           $2             100.00 Sole  N/A   Sole
CULLEN FROST BANKERS    COMM  229899109          $11             400.00 Sole  N/A   Sole
CUMMINS ENGINE INC      COMM  231021106          $11             200.00 Sole  N/A   Sole
CUMULUS MEDIA INC       COMM  231082108           $4             200.00 Sole  N/A   Sole
CUNNINGHAM GRAPHICS     COMM  231157108           $2             100.00 Sole  N/A   Sole
CURTISS WRIGHT CORP     COMM  231561101           $8             200.00 Sole  N/A   Sole
CUTTER & BUCK INC       COMM  232217109           $3             150.00 Sole  N/A   Sole
CYMER INC               COMM  232572107          $25           1,000.00 Sole  N/A   Sole
CYPRUS AMAX MINERALS    COMM  232809103          $15           1,000.00 Sole  N/A   Sole
CYTEC INDS INC          COMM  232820100          $13             400.00 Sole  N/A   Sole
D & K WHOLESALE DRUG    COMM  232861104           $2             100.00 Sole  N/A   Sole
CYTYC CORP              COMM  232946103           $8             400.00 Sole  N/A   Sole
DII GROUP INC           COMM  232949107          $11             300.00 Sole  N/A   Sole
DBT ONLINE INC          COMM  233044106           $7             200.00 Sole  N/A   Sole
DPL INC                 COMM  233293109          $15             800.00 Sole  N/A   Sole
DQE INC                 COMM  23329J104          $16             400.00 Sole  N/A   Sole
D R HORTON INC          COMM  23331A109           $8             500.00 Sole  N/A   Sole
DST SYS INC DEL         COMM  233326107          $25             400.00 Sole  N/A   Sole
DSP GROUP INC           COMM  23332B106           $7             200.00 Sole  N/A   Sole
DSP COMMUNICATIONS I    COMM  23332K106           $9             300.00 Sole  N/A   Sole
DTE ENERGY CO           COMM  233331107          $37             900.00 Sole  N/A   Sole
DT INDUSTRIES INC       COMM  23333J108           $6             600.00 Sole  N/A   Sole
DAISYTEK INTL CORP      COMM  234053106           $2             100.00 Sole  N/A   Sole
DAL-TILE INTL INC       COMM  23426R108           $2             200.00 Sole  N/A   Sole
DALLAS SEMICONDUCTOR    COMM  235204104          $15             300.00 Sole  N/A   Sole
DANA CORP               COMM  235811106          $46           1,000.00 Sole  N/A   Sole
DANAHER CORP            COMM  235851102          $52             900.00 Sole  N/A   Sole
DARDEN RESTAURANTS I    COMM  237194105          $15             700.00 Sole  N/A   Sole
DAVE & BUSTERS INC      COMM  23833N104          $17             600.00 Sole  N/A   Sole
DAVEL COMMUNICATIONS    COMM  238341101           $1             100.00 Sole  N/A   Sole
DAWSON GEOPHYSICAL      COMM  239359102           $2             200.00 Sole  N/A   Sole
DAXOR CORP              COMM  239467103           $4             300.00 Sole  N/A   Sole
DAYTON HUDSON CORP      COMM  239753106         $189           2,900.00 Sole  N/A   Sole
DAYTON SUPERIOR CORP    COMM  240028100           $9             500.00 Sole  N/A   Sole
DEAN FOODS CO           COMM  242361103          $12             300.00 Sole  N/A   Sole
DEERE & CO              COMM  244199105          $55           1,400.00 Sole  N/A   Sole
DEL LABS INC            COMM  245091103           $3             200.00 Sole  N/A   Sole
DEL MONTE FOODS CO      COMM  24522P103           $8             500.00 Sole  N/A   Sole
DELL COMPUTER CORP      COMM  247025109         $625          16,900.00 Sole  N/A   Sole
DELPHI AUTOMOTIVE SY    COMM  247126105          $66           3,576.00 Sole  N/A   Sole
DELPHI FINL GROUP IN    COMM  247131105          $11             304.00 Sole  N/A   Sole
DELTA & PINE LD CO      COMM  247357106          $22             700.00 Sole  N/A   Sole
DELTA AIR LINES DEL     COMM  247361108          $52             900.00 Sole  N/A   Sole
DE LUXE CHECK PRINTE    COMM  248019101          $23             600.00 Sole  N/A   Sole
DENDRITE INTL INC       COMM  248239105          $14             400.00 Sole  N/A   Sole
DENTSPLY INTL INC NE    COMM  249030107           $9             300.00 Sole  N/A   Sole
DEVON ENERGY CORP       COMM  251799102          $14             400.00 Sole  N/A   Sole
DEVRY INC DEL           COMM  251893103          $20             900.00 Sole  N/A   Sole
DEXTER CORP             COMM  252165105           $8             200.00 Sole  N/A   Sole
DIAL CORP NEW           COMM  25247D101          $22             600.00 Sole  N/A   Sole
DIAMOND OFFSHORE DRI    COMM  25271C102          $34           1,200.00 Sole  N/A   Sole
DIAMOND TECHNOLOGY P    COMM  252762109           $2             100.00 Sole  N/A   Sole
DIEBOLD INC             COMM  253651103           $9             300.00 Sole  N/A   Sole
DIGITAL MICROWAVE CO    COMM  253859102          $22           1,700.00 Sole  N/A   Sole
DIGITAL RIV INC         COMM  25388B104           $7             200.00 Sole  N/A   Sole
DILLARDS INC            COMM  254067101          $25             700.00 Sole  N/A   Sole
DIME BANCORP INC        COMM  25429Q102          $16             800.00 Sole  N/A   Sole
DISNEY WALT PRODTNS     COMM  254687106         $422          13,700.00 Sole  N/A   Sole
DOLE FOOD INC           COMM  256605106           $9             300.00 Sole  N/A   Sole
DOLLAR GEN CORP         COMM  256669102          $41           1,425.00 Sole  N/A   Sole
DOLLAR THRIFTY AUTOM    COMM  256743105           $7             300.00 Sole  N/A   Sole
DOLLAR TREE STORES I    COMM  256747106          $22             500.00 Sole  N/A   Sole
DOMINION RES INC VA     COMM  257470104          $52           1,200.00 Sole  N/A   Sole
DONALDSON INC           COMM  257651109          $12             500.00 Sole  N/A   Sole
DONALDSON LUFKIN & S    COMM  257661108          $48             800.00 Sole  N/A   Sole
DONNELLEY R R & SONS    COMM  257867101          $33             900.00 Sole  N/A   Sole
DORAL FINL CORP         COMM  25811P100           $9             500.00 Sole  N/A   Sole
DOUBLECLICK INC         COMM  258609304          $18             200.00 Sole  N/A   Sole
DOVER CORP              COMM  260003108          $46           1,300.00 Sole  N/A   Sole
DOVER DOWNS ENTMT IN    COMM  260086103           $9             500.00 Sole  N/A   Sole
DOW CHEM CO             COMM  260543103         $190           1,500.00 Sole  N/A   Sole
DOW JONES & CO INC      COMM  260561105          $27             500.00 Sole  N/A   Sole
DOWNEY FINL CORP        COMM  261018105           $4             200.00 Sole  N/A   Sole
DRESS BARN INC          COMM  261570105           $5             300.00 Sole  N/A   Sole
DREYERS GRAND ICE CR    COMM  261878102           $3             200.00 Sole  N/A   Sole
DSET CORP               COMM  262504103           $1             100.00 Sole  N/A   Sole
DU PONT E I DE NEMOU    COMM  263534109         $512           7,500.00 Sole  N/A   Sole
DUCOMMUN INC DEL        COMM  264147109           $1             100.00 Sole  N/A   Sole
DUKE ENERGY CORPORATION COMM  264399106         $136           2,500.00 Sole  N/A   Sole
DUKE REALTY INVT INC    REIT  264411505          $11             500.00 Sole  N/A   Sole
DUN & BRADSTREET COR    COMM  26483B106          $39           1,100.00 Sole  N/A   Sole
DUPONT PHOTOMASKS IN    COMM  26613X101          $10             200.00 Sole  N/A   Sole
DURA PHARMACEUTICALS    COMM  26632S109           $2             200.00 Sole  N/A   Sole
DYCOM INDS INC          COMM  267475101          $11             200.00 Sole  N/A   Sole
DYNEGY INC              COMM  26816L102          $16             800.00 Sole  N/A   Sole
EG & G INC              COMM  268457108          $11             300.00 Sole  N/A   Sole
E M C CORP MASS         COMM  268648102         $369           6,700.00 Sole  N/A   Sole
ENSCO INTL INC          COMM  26874Q100          $12             600.00 Sole  N/A   Sole
E SPIRE COMMUNICATIO    COMM  269153102          $13           1,200.00 Sole  N/A   Sole
ETEC SYS INC            COMM  26922C103          $23             700.00 Sole  N/A   Sole
E-TEK DYNAMICS INC      COMM  269240107          $14             300.00 Sole  N/A   Sole
E TOWN                  COMM  269242103           $9             200.00 Sole  N/A   Sole
E TRADE GROUP INC       COMM  269246104          $72           1,800.00 Sole  N/A   Sole
EAGLE USA AIRFREIGHT    COMM  270018104           $4             100.00 Sole  N/A   Sole
EARTHLINK NETWORK IN    COMM  270322100          $18             300.00 Sole  N/A   Sole
EARTHSHELL CORP         COMM  27032B100           $3             400.00 Sole  N/A   Sole
EARTHWEB INC            COMM  27032C108           $7             200.00 Sole  N/A   Sole
EASTERN CO              COMM  276317104           $8             450.00 Sole  N/A   Sole
EASTERN ENTERPRISES     COMM  27637F100           $8             200.00 Sole  N/A   Sole
EASTMAN CHEM CO         COMM  277432100          $21             400.00 Sole  N/A   Sole
EASTMAN KODAK CO        COMM  277461109         $142           2,100.00 Sole  N/A   Sole
EATON CORP              COMM  278058102          $46             500.00 Sole  N/A   Sole
EATON VANCE CORP        COMM  278265103          $10             300.00 Sole  N/A   Sole
EBAY INC                COMM  278642103         $121             800.00 Sole  N/A   Sole
ECHOSTAR COMMUNICATI    COMM  278762109          $15             100.00 Sole  N/A   Sole
ECLIPSYS CORP           COMM  278856109          $10             400.00 Sole  N/A   Sole
ECOLAB INC              COMM  278865100          $39             900.00 Sole  N/A   Sole
EDISON INTL             COMM  281020107          $70           2,600.00 Sole  N/A   Sole
J D EDWARDS & CO        COMM  281667105          $19           1,000.00 Sole  N/A   Sole
EDWARD A G INC          COMM  281760108          $16             500.00 Sole  N/A   Sole
800-JR CIGAR INC        COMM  282491109           $1             100.00 Sole  N/A   Sole
EL PASO ENERGY CORP     COMM  283905107          $28             800.00 Sole  N/A   Sole
ELECTRIC LIGHTWAVE I    COMM  284895109           $8             600.00 Sole  N/A   Sole
ELECTRO RENT CORP       COMM  285218103           $2             200.00 Sole  N/A   Sole
ELECTRONIC ARTS         COMM  285512109          $22             400.00 Sole  N/A   Sole
ELECTRONIC DATA SYS     COMM  285661104         $187           3,300.00 Sole  N/A   Sole
ELECTRONICS BOUTIQUE    COMM  286045109           $7             500.00 Sole  N/A   Sole
ELECTRONICS FOR IMAG    COMM  286082102          $21             400.00 Sole  N/A   Sole
ELLIS PERRY INTL INC    COMM  288853104           $1             100.00 Sole  N/A   Sole
EMCOR GROUP INC         COMM  29084Q100          $10             400.00 Sole  N/A   Sole
EMERSON ELEC CO         COMM  291011104         $176           2,800.00 Sole  N/A   Sole
EMMIS BROADCASTING C    COMM  291525103          $15             300.00 Sole  N/A   Sole
EMPIRE DIST ELEC CO     COMM  291641108           $5             200.00 Sole  N/A   Sole
ENERGY EAST CORP        COMM  29266M109          $18             700.00 Sole  N/A   Sole
ENGELHARD CORP          COMM  292845104          $16             700.00 Sole  N/A   Sole
ENERGYSOUTH INC         COMM  292970100           $4             200.00 Sole  N/A   Sole
ENESCO GROUP INC        COMM  292973104           $9             400.00 Sole  N/A   Sole
ENHANCE FINL SVCS GR    COMM  293310108          $10             500.00 Sole  N/A   Sole
ENRON CORP              COMM  293561106         $196           2,400.00 Sole  N/A   Sole
ENRON OIL & GAS CO      COMM  293562104          $18             900.00 Sole  N/A   Sole
ENTERGY CORP NEW        COMM  29364G103          $47           1,500.00 Sole  N/A   Sole
ENTREMED INC            COMM  29382F103           $7             300.00 Sole  N/A   Sole
ENVIRONMENTAL TECTON    COMM  294092101           $4             400.00 Sole  N/A   Sole
ENZO BIOCHEM INC        COMM  294100102           $1             100.00 Sole  N/A   Sole
EQUIFAX INC             COMM  294429105          $32             900.00 Sole  N/A   Sole
EQUITABLE COS INC       COMM  29444G107         $101           1,500.00 Sole  N/A   Sole
EQUITY OFFICE PROPER    REIT  294741103          $44           1,700.00 Sole  N/A   Sole
EQUITY RESIDENTIAL P    IS    29476L107          $36             800.00 Sole  N/A   Sole
ERIE INDTY CO           COMM  29530P102           $9             300.00 Sole  N/A   Sole
ESCALADE INC            COMM  296056104           $2             100.00 Sole  N/A   Sole
ESPEY MFG & ELECTRS     COMM  296650104           $2             200.00 Sole  N/A   Sole
ETHAN ALLEN INTERIOR    COMM  297602104          $17             450.00 Sole  N/A   Sole
ETOYS INC               COMM  297862104          $20             500.00 Sole  N/A   Sole
EUROPEAN MICRO HLDGS    COMM  298786104           $1             100.00 Sole  N/A   Sole
EVANS&SUTHERLAND COM    COMM  299096107           $3             200.00 Sole  N/A   Sole
EVEREN CAPITAL CORP     COMM  299761106           $9             300.00 Sole  N/A   Sole
EVEREST REINS HLDGS     COMM  299808105          $13             400.00 Sole  N/A   Sole
EXAR CORP               COMM  300645108          $12             500.00 Sole  N/A   Sole
EXCEL SWITCHING CORP    COMM  30067V108           $9             300.00 Sole  N/A   Sole
EXODUS COMMUNICATION    COMM  302088109          $24             200.00 Sole  N/A   Sole
EXPEDITORS INTL WASH    COMM  302130109          $16             600.00 Sole  N/A   Sole
EXPRESS SCRIPTS INC     COMM  302182100          $12             200.00 Sole  N/A   Sole
EXTENDED STAY AMER I    COMM  30224P101           $8             700.00 Sole  N/A   Sole
EXTREME NETWORKS INC    COMM  30226D106          $17             300.00 Sole  N/A   Sole
EXXON CORP              COMM  302290101       $1,242          16,100.00 Sole  N/A   Sole
FBL FINL GROUP INC      COMM  30239F106           $8             400.00 Sole  N/A   Sole
FFLC BANCORP INC        COMM  30242W104           $2             100.00 Sole  N/A   Sole
FFD FINL CORP           COMM  30243C107           $3             200.00 Sole  N/A   Sole
F M C CORP              COMM  302491303          $14             200.00 Sole  N/A   Sole
FPL GROUP INC           COMM  302571104          $71           1,300.00 Sole  N/A   Sole
FACTORY 2-U INC         COMM  303072102           $2             100.00 Sole  N/A   Sole
FACTSET RESH SYS INC    COMM  303075105          $11             200.00 Sole  N/A   Sole
FACTUAL DATA CORP       COMM  303094106           $1             100.00 Sole  N/A   Sole
FAIR ISAAC & CO INC     COMM  303250104           $4             100.00 Sole  N/A   Sole
FAIRFIELD CMNTYS INC    COMM  304231301          $10             600.00 Sole  N/A   Sole
FALL RIVER GAS CO       COMM  306279100           $2             100.00 Sole  N/A   Sole
FAMILY DLR STORES IN    COMM  307000109          $26           1,100.00 Sole  N/A   Sole
FARM FAMILY HLDGS IN    COMM  307901108          $10             300.00 Sole  N/A   Sole
FATBRAIN COM INC        COMM  311889109           $7             400.00 Sole  N/A   Sole
FASTENAL CO             COMM  311900104          $16             300.00 Sole  N/A   Sole
FDX CORP                COMM  31304N107         $109           2,000.00 Sole  N/A   Sole
FREDDIE MAC             COMM  313400301         $267           4,600.00 Sole  N/A   Sole
FEDERAL MOGUL CORP      COMM  313549107          $21             400.00 Sole  N/A   Sole
FEDERAL NATL MTG ASN    COMM  313586109         $464           6,800.00 Sole  N/A   Sole
FEDERAL SIGNAL CORP     COMM  313855108          $11             500.00 Sole  N/A   Sole
FEDERATED DEPT STORE    COMM  31410H101          $69           1,300.00 Sole  N/A   Sole
FEDERATED INVS INC P    COMM  314211103           $9             500.00 Sole  N/A   Sole
FELCOR LODGING TR IN    REIT  31430F101          $19             900.00 Sole  N/A   Sole
FERRO CORP              COMM  315405100          $11             400.00 Sole  N/A   Sole
FIBERMARK INC           COMM  315646109           $7             500.00 Sole  N/A   Sole
FIDELITY BANCORP INC    COMM  315831107           $2             100.00 Sole  N/A   Sole
FIFTH THIRD BANCORP     COMM  316773100         $126           1,900.00 Sole  N/A   Sole
FINANCIAL FED CORP      COMM  317492106           $9             400.00 Sole  N/A   Sole
FINANCIAL SEC ASSURN    COMM  31769P100          $10             200.00 Sole  N/A   Sole
FINOVA GROUP INC        COMM  317928109          $16             300.00 Sole  N/A   Sole
FIRST AMERN FINL COR    COMM  318522307           $8             467.00 Sole  N/A   Sole
FIRST BANCORP P R       COMM  318672102           $9             400.00 Sole  N/A   Sole
FIRST AMER CORP TENN    COMM  318900107          $33             800.00 Sole  N/A   Sole
FIRST BUSEY CORP        COMM  319383105           $3             100.00 Sole  N/A   Sole
FIRST CHARTER CORP      COMM  319439105           $2             100.00 Sole  N/A   Sole
FIRST CTZNS CORP        COMM  319588109           $8             200.00 Sole  N/A   Sole
FIRST COMWLTH FINL P    COMM  319829107           $7             300.00 Sole  N/A   Sole
FIRST DATA CORP         COMM  319963104         $142           2,900.00 Sole  N/A   Sole
FIRST FINL BANKSHARE    COMM  32020R109           $6             200.00 Sole  N/A   Sole
FIRST FED BANKSHARES    COMM  32020V100           $2             164.00 Sole  N/A   Sole
FIRST FINL CORP IND     COMM  320218100           $4             100.00 Sole  N/A   Sole
FIRST MIDWEST BANCOR    COMM  320867104           $8             200.00 Sole  N/A   Sole
FIRST MIDWEST FINL I    COMM  320878101           $1             100.00 Sole  N/A   Sole
FIRST MUT SVGS BK BE    COMM  320918105           $3             210.00 Sole  N/A   Sole
FIRST NORTHN CAP COR    COMM  335832101           $2             200.00 Sole  N/A   Sole
FIRST SIERRA FINANCI    COMM  335944104           $8             300.00 Sole  N/A   Sole
FIRST SEC CORP DEL      COMM  336294103          $52           1,900.00 Sole  N/A   Sole
1ST SOURCE CORP         COMM  336901103           $4             110.00 Sole  N/A   Sole
FIRST TENN NATL CORP    COMM  337162101          $34             900.00 Sole  N/A   Sole
FIRST UN CORP           COMM  337358105         $302           6,400.00 Sole  N/A   Sole
FIRST UTD CORP          COMM  33741H107           $3             200.00 Sole  N/A   Sole
FIRST VA BANKSHARES     COMM  337477103          $10             200.00 Sole  N/A   Sole
FIRST WASH RLTY TR I    REIT  337489504           $9             400.00 Sole  N/A   Sole
FIRST WESTERN BANCOR    COMM  337505101           $7             200.00 Sole  N/A   Sole
FIRST YRS INC           COMM  337610109           $2             100.00 Sole  N/A   Sole
FIRSTCITY FINL CORP     COMM  33761X107           $1             100.00 Sole  N/A   Sole
FIRSTAR CORP NEW WIS    COMM  33763V109         $123           4,400.00 Sole  N/A   Sole
FISERV INC              COMM  337738108          $25             800.00 Sole  N/A   Sole
FIRSTFED FINL CORP D    COMM  337907109           $8             400.00 Sole  N/A   Sole
FIRSTMERIT CORP         COMM  337915102          $11             400.00 Sole  N/A   Sole
FIRSTFED AMER BANCOR    COMM  337929103           $3             200.00 Sole  N/A   Sole
FLAGSTAR BANCORP INC    COMM  337930101           $8             300.00 Sole  N/A   Sole
FIRST ENERGY CORP       COMM  337932107          $56           1,800.00 Sole  N/A   Sole
FISHER SCIENTIFIC IN    COMM  338032204           $4             200.00 Sole  N/A   Sole
FLEET FINL GROUP INC    COMM  338915101         $169           3,800.00 Sole  N/A   Sole
FLEETWOOD ENTERPRISE    COMM  339099103           $3             100.00 Sole  N/A   Sole
FLORIDA EAST COAST R    COMM  340632108           $9             200.00 Sole  N/A   Sole
FLORIDA PROGRESS COR    COMM  341109106          $29             700.00 Sole  N/A   Sole
FLORIDA ROCK INDS IN    COMM  341140101           $9             200.00 Sole  N/A   Sole
FLOWERS INDS INC        COMM  343496105           $9             400.00 Sole  N/A   Sole
FLOWSERVE CORP          COMM  34354P105           $9             500.00 Sole  N/A   Sole
FLUOR CORP              COMM  343861100          $24             600.00 Sole  N/A   Sole
FLUSHING FINL CORP      COMM  343873105           $2             100.00 Sole  N/A   Sole
FOOD LION INC           COMM  344775200          $34           2,900.00 Sole  N/A   Sole
FOODMAKER INC NEW       COMM  344839204          $11             400.00 Sole  N/A   Sole
FOOTSTAR INC            COMM  344912100           $7             200.00 Sole  N/A   Sole
FORD MTR CO DEL         COMM  345370100         $452           8,000.00 Sole  N/A   Sole
FOREST CITY ENTERPRI    COMM  345550107           $8             300.00 Sole  N/A   Sole
FOREST LABS INC         COMM  345838106          $32             700.00 Sole  N/A   Sole
FORRESTER RESH INC      COMM  346563109           $3             100.00 Sole  N/A   Sole
FORT JAMES CORP         COMM  347471104          $61           1,600.00 Sole  N/A   Sole
FORT THOMAS FINL COR    COMM  349031104           $2             200.00 Sole  N/A   Sole
FORTUNE BRANDS INC      COMM  349631101          $46           1,100.00 Sole  N/A   Sole
FORWARD AIR CORP        COMM  349853101           $8             300.00 Sole  N/A   Sole
FOSSIL INC              COMM  349882100          $15             300.00 Sole  N/A   Sole
FOUNDATION HEALTH SY    COMM  350404109           $9             600.00 Sole  N/A   Sole
FOX ENTMT GROUP INC     COMM  35138T107          $24             900.00 Sole  N/A   Sole
FRANCHISE FIN CORP A    REIT  351807102           $9             400.00 Sole  N/A   Sole
FRANKLIN BK NA SOUTH    COMM  352456107           $2             200.00 Sole  N/A   Sole
FRANKLIN ELEC INC       COMM  353514102           $7             100.00 Sole  N/A   Sole
FRANKLIN RES INC        COMM  354613101          $77           1,900.00 Sole  N/A   Sole
FREEDOM SECS CORP       COMM  35644K103           $9             500.00 Sole  N/A   Sole
FREEPORT-MCMORAN COP    COMM  35671D857          $14             800.00 Sole  N/A   Sole
FREMONT GEN CORP        COMM  357288109          $15             800.00 Sole  N/A   Sole
FRESH AMERICA CORP      COMM  35803R105           $1             100.00 Sole  N/A   Sole
FRIEDE GOLDMAN INTER    COMM  358430106          $10             700.00 Sole  N/A   Sole
FRISCHS RESTAURANTS     COMM  358748101           $3             300.00 Sole  N/A   Sole
FRONTIER AIRLINES IN    COMM  359065109           $5             300.00 Sole  N/A   Sole
FRONTIER CORP           COMM  35906P105          $76           1,300.00 Sole  N/A   Sole
FRONTIER FINL CORP W    COMM  35907K105           $5             200.00 Sole  N/A   Sole
FRONTLINE COMMUNICAT    COMM  35921T108           $2             200.00 Sole  N/A   Sole
FULLER H B CO           COMM  359694106          $14             200.00 Sole  N/A   Sole
FULTON FINL CORP PA     COMM  360271100           $9             420.00 Sole  N/A   Sole
FUNCO INC               COMM  360762108           $7             400.00 Sole  N/A   Sole
FURNITURE BRANDS INT    COMM  360921100           $8             300.00 Sole  N/A   Sole
FURON CO                COMM  361106107           $6             300.00 Sole  N/A   Sole
G&L RLTY CORP           REIT  361271109           $1             100.00 Sole  N/A   Sole
GA FINL INC             COMM  361437106           $9             600.00 Sole  N/A   Sole
GATX CORP               COMM  361448103          $11             300.00 Sole  N/A   Sole
GP STRATEGIES CORP      COMM  36225V104           $1             100.00 Sole  N/A   Sole
GPU INC                 COMM  36225X100          $34             800.00 Sole  N/A   Sole
GS FINL CORP            COMM  362274102           $4             400.00 Sole  N/A   Sole
GTE CORP                COMM  362320103         $491           6,500.00 Sole  N/A   Sole
GABLES RESIDENTIAL T    IS    362418105          $12             500.00 Sole  N/A   Sole
GALILEO INTERNATIONA    COMM  363547100          $43             800.00 Sole  N/A   Sole
GANNETT INC             COMM  364730101         $128           1,800.00 Sole  N/A   Sole
GAP INC                 COMM  364760108         $330           6,550.00 Sole  N/A   Sole
GARDENBURGER INC        COMM  365476100           $2             200.00 Sole  N/A   Sole
GARTNER GROUP INC NE    COMM  366651107          $10             500.00 Sole  N/A   Sole
GATEWAY INC             COMM  367626108          $71           1,200.00 Sole  N/A   Sole
GEHL CO                 COMM  368483103           $4             200.00 Sole  N/A   Sole
GELTEX PHARMACEUTICA    COMM  368538104           $5             300.00 Sole  N/A   Sole
GENERAL CABLE CORP D    COMM  369300108           $2             100.00 Sole  N/A   Sole
GENERAL CHEM GROUP I    COMM  369332101           $1             200.00 Sole  N/A   Sole
GENERAL DYNAMICS COR    COMM  369550108          $62             900.00 Sole  N/A   Sole
GENERAL ELEC CO         COMM  369604103       $2,452          21,700.00 Sole  N/A   Sole
GENERAL GROWTH PPTYS    REIT  370021107          $11             300.00 Sole  N/A   Sole
GENERAL HOUSEWARES      COMM  370073108           $2             100.00 Sole  N/A   Sole
GENERAL INSTR CORP D    COMM  370120107          $55           1,300.00 Sole  N/A   Sole
GENERAL MLS INC         COMM  370334104          $80           1,000.00 Sole  N/A   Sole
GENERAL MTRS CORP       COMM  370442105         $284           4,300.00 Sole  N/A   Sole
GENERAL MTRS CORP       COMM  370442832          $34             600.00 Sole  N/A   Sole
GENERAL NUTRITION CO    COMM  37047F103          $12             500.00 Sole  N/A   Sole
GENESEE CORP            COMM  371601204           $3             100.00 Sole  N/A   Sole
GENTEX CORP             COMM  371901109           $8             300.00 Sole  N/A   Sole
GENTEK INC              COMM  37245X104           $3             200.00 Sole  N/A   Sole
GENUINE PARTS CO        COMM  372460105          $39           1,100.00 Sole  N/A   Sole
GEON CO                 COMM  37246W105           $6             200.00 Sole  N/A   Sole
GENZYME CORP            COMM  372917104          $24             500.00 Sole  N/A   Sole
GENZYME CORP            COMM  372917609           $0              89.51 Sole  N/A   Sole
GEORGIA PAC CORP        COMM  373298108          $62           1,300.00 Sole  N/A   Sole
GEORGIA PAC CORP        COMM  373298702          $10             400.00 Sole  N/A   Sole
GERMAN AMERN BANCORP    COMM  373865104           $4             200.00 Sole  N/A   Sole
GETTY IMAGES INC        COMM  374276103           $9             500.00 Sole  N/A   Sole
GETTY RLTY CORP NEW     COMM  374297109           $9             600.00 Sole  N/A   Sole
GIANT CEMENT HLDG IN    COMM  374450104           $9             400.00 Sole  N/A   Sole
GIBRALTAR STL CORP      COMM  37476F103           $2             100.00 Sole  N/A   Sole
GILEAD SCIENCES INC     COMM  375558103          $16             300.00 Sole  N/A   Sole
GILLETTE COMPANY        COMM  375766102         $303           7,400.00 Sole  N/A   Sole
GLACIER BANCORP INC     COMM  37637Q105          $10             420.00 Sole  N/A   Sole
GLEASON CORP            COMM  377339106           $5             300.00 Sole  N/A   Sole
GLENBOROUGH RLTY TR     REIT  37803P105           $2             100.00 Sole  N/A   Sole
GLOBAL INDS LTD         COMM  379336100          $22           1,700.00 Sole  N/A   Sole
GLOBAL MARINE INC       COMM  379352404          $14             900.00 Sole  N/A   Sole
GLOBAL TELESYSTEMS G    COMM  37936U104          $49             600.00 Sole  N/A   Sole
GOLDEN ST BANCORP IN    COMM  381197102          $23           1,000.00 Sole  N/A   Sole
GOLDEN WEST FINL DEL    COMM  381317106          $39             400.00 Sole  N/A   Sole
GOLDMAN SACHS GROUP     COMM  38141G104          $58             800.00 Sole  N/A   Sole
GOLF TR AMER INC        REIT  38168B103          $10             400.00 Sole  N/A   Sole
GOODRICH B F CO         COMM  382388106          $17             400.00 Sole  N/A   Sole
GOODYEAR TIRE & RUBR    COMM  382550101          $59           1,000.00 Sole  N/A   Sole
GOODYS FAMILY CLOTHI    COMM  382588101           $8             700.00 Sole  N/A   Sole
GO2NET INC              COMM  383486107          $18             200.00 Sole  N/A   Sole
GRACE W R & CO DEL N    COMM  38388F108          $10             500.00 Sole  N/A   Sole
GRAINGER W W INC        COMM  384802104          $43             800.00 Sole  N/A   Sole
GRANITE CONSTR INC      COMM  387328107           $9             300.00 Sole  N/A   Sole
GREAT ATL & PAC TEA     COMM  390064103          $10             300.00 Sole  N/A   Sole
GREAT LAKES CHEM COR    COMM  390568103          $18             400.00 Sole  N/A   Sole
GREAT SOUTHN BANCORP    COMM  390905107           $8             300.00 Sole  N/A   Sole
GREAT PLAINS SOFTWAR    COMM  39119E105           $9             200.00 Sole  N/A   Sole
GREENBRIER COS INC      COMM  393657101           $1             100.00 Sole  N/A   Sole
GREENPOINT FINL CORP    COMM  395384100          $20             600.00 Sole  N/A   Sole
GREIF BROS CORP         COMM  397624107           $5             200.00 Sole  N/A   Sole
GRIFFIN LD & NURSERI    COMM  398231100           $1             100.00 Sole  N/A   Sole
GRIFFON CORP            COMM  398433102           $2             200.00 Sole  N/A   Sole
GROVE REAL ESTATE AS    REIT  399613108           $3             200.00 Sole  N/A   Sole
GTECH HLDGS CORP        COMM  400518106           $7             300.00 Sole  N/A   Sole
GUARANTEE LIFE COS I    COMM  400740106           $8             300.00 Sole  N/A   Sole
GUARANTY FINL CORP      COMM  401086103           $1             100.00 Sole  N/A   Sole
GUIDANT CORP            COMM  401698105          $97           1,900.00 Sole  N/A   Sole
GUITAR CTR MGMT INC     COMM  402040109           $3             300.00 Sole  N/A   Sole
GULF ISLAND FABRICAT    COMM  402307102           $2             200.00 Sole  N/A   Sole
GULFSTREAM AEROSPACE    COMM  402734107          $41             600.00 Sole  N/A   Sole
HCC INS HLDGS INC       COMM  404132102          $11             500.00 Sole  N/A   Sole
HCR MANOR CARE INC      COMM  404134108          $15             600.00 Sole  N/A   Sole
HF FINL CORP            COMM  404172108           $1             100.00 Sole  N/A   Sole
HMN FINL INC            COMM  40424G108           $1             100.00 Sole  N/A   Sole
HNC SOFTWARE INC        COMM  40425P107           $9             300.00 Sole  N/A   Sole
HRPT PPTYS TR           IS    40426W101          $11             700.00 Sole  N/A   Sole
HSB GROUP INC           COMM  40428N109           $8             200.00 Sole  N/A   Sole
HA-LO INDS INC          COMM  404429102           $1             150.00 Sole  N/A   Sole
HACH CHEM CO            COMM  404504102           $4             200.00 Sole  N/A   Sole
HADCO CORP              COMM  404681108          $12             300.00 Sole  N/A   Sole
HALLIBURTON CO          COMM  406216101         $131           2,900.00 Sole  N/A   Sole
HALLWOOD ENERGY CORP    COMM  40636X105           $1             159.00 Sole  N/A   Sole
HAMBRECHT & QUIST GR    COMM  406545103           $7             200.00 Sole  N/A   Sole
HANNA M A CO            COMM  410522106           $3             200.00 Sole  N/A   Sole
HANNAFORD BROS CO       COMM  410550107          $16             300.00 Sole  N/A   Sole
HANOVER COMPRESSOR C    COMM  410768105          $16             500.00 Sole  N/A   Sole
HARCOURT GEN INC        COMM  41163G101          $21             400.00 Sole  N/A   Sole
HARBOR FLA BANCSHARE    COMM  411901101           $5             400.00 Sole  N/A   Sole
HARLEY DAVIDSON INC     COMM  412822108          $65           1,200.00 Sole  N/A   Sole
HARLEYSVILLE SVGS PA    COMM  412856106           $2             133.00 Sole  N/A   Sole
HARMAN INTL INDS INC    COMM  413086109           $9             200.00 Sole  N/A   Sole
HARMONIC LIGHTWAVES     COMM  413160102          $17             300.00 Sole  N/A   Sole
HARRAHS ENTMT INC       COMM  413619107          $18             800.00 Sole  N/A   Sole
HARRIS CORP DEL         COMM  413875105          $16             400.00 Sole  N/A   Sole
HARSCO CORP             COMM  415864107          $10             300.00 Sole  N/A   Sole
HARTE-HANKS COMMUNIC    COMM  416196103           $8             300.00 Sole  N/A   Sole
HARTFORD FINL SVCS G    COMM  416515104          $93           1,600.00 Sole  N/A   Sole
HARTFORD LIFE INC       COMM  416592103          $16             300.00 Sole  N/A   Sole
HASBRO BRADLEY INC      COMM  418056107          $35           1,250.00 Sole  N/A   Sole
HAWAIIAN ELEC INDUST    COMM  419870100          $11             300.00 Sole  N/A   Sole
HEALTHSOUTH CORP        COMM  421924101          $43           2,900.00 Sole  N/A   Sole
HEALTH MGMT ASSOC IN    COMM  421933102          $20           1,800.00 Sole  N/A   Sole
HEALTH CARE REIT INC    REIT  42217K106           $9             400.00 Sole  N/A   Sole
HEALTHCARE FINANCIAL    COMM  42219W108           $3             100.00 Sole  N/A   Sole
HEALTHEON CORP          COMM  422209106          $31             400.00 Sole  N/A   Sole
HEALTHCARE RECOVERIE    COMM  42220K101           $0             100.00 Sole  N/A   Sole
HEARST-ARGYLE TELEVI    COMM  422317107           $9             363.00 Sole  N/A   Sole
HEINZ H J CO            COMM  423074103         $120           2,400.00 Sole  N/A   Sole
HELLER FINANCIAL INC    COMM  423328103           $8             300.00 Sole  N/A   Sole
HELMERICH & PAYNE IN    COMM  423452101          $12             500.00 Sole  N/A   Sole
HENRY JACK & ASSOC I    COMM  426281101           $8             200.00 Sole  N/A   Sole
HERBALIFE INTL INC      COMM  426908208           $3             300.00 Sole  N/A   Sole
HERITAGE COMMERCE CO    COMM  426927109           $2             150.00 Sole  N/A   Sole
HERCULES INC            COMM  427056106          $20             500.00 Sole  N/A   Sole
HERSHEY FOODS CORP      COMM  427866108          $53             900.00 Sole  N/A   Sole
HERTZ CORP              COMM  428040109          $12             200.00 Sole  N/A   Sole
HERTZ TECHNOLOGY GRO    COMM  42804Y303           $4             800.00 Sole  N/A   Sole
HEWLETT PACKARD CO      COMM  428236103         $673           6,700.00 Sole  N/A   Sole
HIBERNIA CORP           COMM  428656102          $20           1,300.00 Sole  N/A   Sole
HIGH POINT FINL CORP    COMM  429711104           $2             100.00 Sole  N/A   Sole
HIGHWOODS PPTYS INC     REIT  431284108           $8             300.00 Sole  N/A   Sole
HILLENBRAND INDS INC    COMM  431573104          $13             300.00 Sole  N/A   Sole
HILTON HOTELS CORP      COMM  432848109          $24           1,700.00 Sole  N/A   Sole
HISPANIC BROADCASTIN    COMM  43357B104          $23             300.00 Sole  N/A   Sole
HOLLINGER INTL INC      COMM  435569108          $11             900.00 Sole  N/A   Sole
HOLLYWOOD ENTMT CORP    COMM  436141105           $8             400.00 Sole  N/A   Sole
HOLLYWOOD PK INC NEW    IU    436255103          $14             800.00 Sole  N/A   Sole
HOME BANCORP            COMM  436889109           $3             100.00 Sole  N/A   Sole
HOME DEPOT INC          COMM  437076102         $631           9,800.00 Sole  N/A   Sole
HOMESTAKE MNG CO        COMM  437614100           $7             800.00 Sole  N/A   Sole
HON INDS INC            COMM  438092108           $9             300.00 Sole  N/A   Sole
HONEYWELL INC           COMM  438506107         $104             900.00 Sole  N/A   Sole
HORIZON PHARMACIES I    COMM  439902107           $1             200.00 Sole  N/A   Sole
HORACE MANN EDUCATOR    COMM  440327104           $8             300.00 Sole  N/A   Sole
HORIZON FINL CORP WA    COMM  44041F105           $1             100.00 Sole  N/A   Sole
HORMEL GEO A & CO       COMM  440452100          $20             500.00 Sole  N/A   Sole
HOSPITALITY PPTYS TR    REIT  44106M102          $16             600.00 Sole  N/A   Sole
HOST MARRIOTT CORP N    REIT  44107P104          $13           1,100.00 Sole  N/A   Sole
HOT TOPIC INC           COMM  441339108          $11             400.00 Sole  N/A   Sole
HOUGHTON MIFFLIN CO     COMM  441560109          $14             300.00 Sole  N/A   Sole
HOUSEHOLD INTL CORP     COMM  441815107         $152           3,200.00 Sole  N/A   Sole
HOUSTON EXPL CO         COMM  442120101           $4             200.00 Sole  N/A   Sole
HOWMET INTERNATIONAL    COMM  443208103           $7             400.00 Sole  N/A   Sole
HUBBELL HARVEY INC      COMM  443510201          $14             300.00 Sole  N/A   Sole
HUDSON UNITED BANCOR    COMM  444165104          $13             400.00 Sole  N/A   Sole
HUFFY CORP              COMM  444356109           $1             100.00 Sole  N/A   Sole
HUMANA INC              COMM  444859102          $10             800.00 Sole  N/A   Sole
HUMAN GENOME SCIENCE    COMM  444903108           $8             200.00 Sole  N/A   Sole
HUNT CORP               COMM  445591100           $2             300.00 Sole  N/A   Sole
HUNT JB TRANS SVC IN    COMM  445658107           $7             400.00 Sole  N/A   Sole
HUNTINGTON BANCSHARE    COMM  446150104          $46           1,300.00 Sole  N/A   Sole
ICN PHARMACEUTICALS     COMM  448924100          $16             500.00 Sole  N/A   Sole
IDT CORP                COMM  448947101           $9             400.00 Sole  N/A   Sole
HYPERCOM CORP           COMM  44913M105           $2             200.00 Sole  N/A   Sole
IBP INC                 COMM  449223106          $10             400.00 Sole  N/A   Sole
I C H CORP NEW          COMM  44926L300           $7             500.00 Sole  N/A   Sole
ICOS CORP               COMM  449295104          $12             300.00 Sole  N/A   Sole
IDG BOOKS WORLDWIDE     COMM  449384106           $5             300.00 Sole  N/A   Sole
IMC FERTILIZER GROUP    COMM  449669100          $16             900.00 Sole  N/A   Sole
IMS HEALTH INC          COMM  449934108          $63           2,000.00 Sole  N/A   Sole
ISS GROUP INC           COMM  450306105          $23             600.00 Sole  N/A   Sole
I-STAT CORP             COMM  450312103           $3             300.00 Sole  N/A   Sole
ITC DELTACOM INC        COMM  45031T104          $11             400.00 Sole  N/A   Sole
ITLA CAP CORP           COMM  450565106           $5             300.00 Sole  N/A   Sole
IXC COMMUNICATIONS I    COMM  450713102          $16             400.00 Sole  N/A   Sole
ITT INDS INC IND        COMM  450911102          $19             500.00 Sole  N/A   Sole
IDACORP INC             COMM  451107106           $9             300.00 Sole  N/A   Sole
IDEX CORP               COMM  45167R104           $7             200.00 Sole  N/A   Sole
IKON OFFICE SOLUTION    COMM  451713101           $9             600.00 Sole  N/A   Sole
IL FORNAIO AMER CORP    COMM  451926109           $3             200.00 Sole  N/A   Sole
ILLINOIS TOOL WKS IN    COMM  452308109         $131           1,600.00 Sole  N/A   Sole
ILLINOVA CORP           COMM  452317100           $8             300.00 Sole  N/A   Sole
IMALL INC               COMM  45244X306           $6             300.00 Sole  N/A   Sole
IMATION CORP            COMM  45245A107           $7             300.00 Sole  N/A   Sole
IMMUNEX CORP NEW        COMM  452528102          $64             500.00 Sole  N/A   Sole
IMPERIAL BANCORP        COMM  452556103           $6             324.00 Sole  N/A   Sole
IMRGLOBAL CORPORATIO    COMM  45321W106          $10             500.00 Sole  N/A   Sole
INACOM CORP             COMM  45323G109           $4             300.00 Sole  N/A   Sole
INCYTE PHARMACEUTICA    COMM  45337C102          $13             500.00 Sole  N/A   Sole
INDEPENDENCE CMNTY B    COMM  453414104           $8             600.00 Sole  N/A   Sole
INDIANA ENERGY INC      COMM  454707100           $9             400.00 Sole  N/A   Sole
INDIANA UTD BANCORP     COMM  455149104           $2             100.00 Sole  N/A   Sole
INDYMAC MTG HLDGS IN    REIT  456607100          $11             700.00 Sole  N/A   Sole
INFINITY BROADCASTIN    COMM  45662S102          $27             900.00 Sole  N/A   Sole
INFORMATION ARCHITEC    COMM  45669R107           $0             200.00 Sole  N/A   Sole
INFORMATION RESOURCE    COMM  45675F303           $9             300.00 Sole  N/A   Sole
INFORMIX CORP           COMM  456779107           $2             200.00 Sole  N/A   Sole
INFOSEEK CORP           COMM  45678M107          $19             400.00 Sole  N/A   Sole
INFOSPACE COM INC       COMM  45678T102          $14             300.00 Sole  N/A   Sole
INGERSOLL RAND CO       COMM  456866102          $78           1,200.00 Sole  N/A   Sole
INGRAM MICRO INC        COMM  457153104          $10             400.00 Sole  N/A   Sole
INKTOMI CORP            COMM  457277101          $39             300.00 Sole  N/A   Sole
INNODATA CORP           COMM  457642205           $1             100.00 Sole  N/A   Sole
INSIGHT ENTERPRISES     COMM  45765U103          $11             450.00 Sole  N/A   Sole
INNKEEPERS USA TR       REIT  4576J0104           $6             600.00 Sole  N/A   Sole
INSPIRE INS SOLUTION    COMM  457732105           $7             500.00 Sole  N/A   Sole
INSURANCE MGMT SOLUT    COMM  458045101           $1             100.00 Sole  N/A   Sole
INTEGRATED SYS INC      COMM  45812M104           $4             300.00 Sole  N/A   Sole
INTEL CORP              COMM  458140100       $1,315          22,100.00 Sole  N/A   Sole
INTER TEL INC           COMM  458372109          $11             600.00 Sole  N/A   Sole
INTERCHANGE FINL SVC    COMM  458447109           $2             100.00 Sole  N/A   Sole
INTERMET CORP           COMM  45881K104           $5             300.00 Sole  N/A   Sole
INTERNATIONAL BNCSHR    COMM  459044103          $11             250.00 Sole  N/A   Sole
INTERNATIONAL BUS MA    COMM  459200101       $1,564          12,100.00 Sole  N/A   Sole
INTERNATIONAL FLAV&F    COMM  459506101          $31             700.00 Sole  N/A   Sole
INTERNATIONAL HOME F    COMM  459655106           $9             500.00 Sole  N/A   Sole
INTERNATIONAL INTEGR    COMM  459698106           $5             200.00 Sole  N/A   Sole
INTERNATIONAL GAME      COMM  459902102          $11             600.00 Sole  N/A   Sole
INTERNATIONAL NETWOR    COMM  460053101          $14             350.00 Sole  N/A   Sole
INTERNATIONAL PAPER     COMM  460146103         $136           2,697.00 Sole  N/A   Sole
INTERNATIONAL SHIPHL    COMM  460321201           $1             100.00 Sole  N/A   Sole
INTERNATIONAL SPEEDW    COMM  460335201          $14             300.00 Sole  N/A   Sole
INTL SPECIALTY PRODS    COMM  460337108           $3             300.00 Sole  N/A   Sole
INTERNET AMERICA INC    COMM  46058Y109           $8             400.00 Sole  N/A   Sole
INTERNET COMM CORP      COMM  46059F109           $1             100.00 Sole  N/A   Sole
INTERPUBLIC GROUP CO    COMM  460690100          $87           1,000.00 Sole  N/A   Sole
INTERSTATE BAKERIES     COMM  46072H108          $13             600.00 Sole  N/A   Sole
INTRAV INC              COMM  460930100           $2             100.00 Sole  N/A   Sole
INTERWEST BANCORP IN    COMM  460931108           $8             300.00 Sole  N/A   Sole
INTERTAN INC            COMM  461120107          $14             700.00 Sole  N/A   Sole
INTERVOICE INC          COMM  461142101          $12             800.00 Sole  N/A   Sole
INTIMATE BRANDS INC     COMM  461156101          $84           1,775.00 Sole  N/A   Sole
INTUIT                  COMM  461202103          $36             400.00 Sole  N/A   Sole
INVACARE CORP           COMM  461203101           $8             300.00 Sole  N/A   Sole
INVESTMENT TECHNOLOGY GRCOMM  46145F105           $8             259.00 Sole  N/A   Sole
INVESTORS TITLE CO      COMM  461804106           $3             200.00 Sole  N/A   Sole
INVIVO CORP             COMM  461858102           $3             200.00 Sole  N/A   Sole
IPALCO ENTERPRISES I    COMM  462613100          $11             500.00 Sole  N/A   Sole
ISIS PHARMACEUTICALS    COMM  464330109           $3             300.00 Sole  N/A   Sole
IT GROUP INC            COMM  465266104           $8             500.00 Sole  N/A   Sole
I2 TECHNOLOGIES INC     COMM  465754109          $17             400.00 Sole  N/A   Sole
IVAX CORP               COMM  465823102           $8             600.00 Sole  N/A   Sole
IVEX PACKAGING CORP     COMM  465855104           $4             200.00 Sole  N/A   Sole
IVILLAGE INC            COMM  46588H105          $10             200.00 Sole  N/A   Sole
JDN RLTY CORP           REIT  465917102           $7             300.00 Sole  N/A   Sole
JLG INDS INC            COMM  466210101           $8             400.00 Sole  N/A   Sole
JP REALTY INC           REIT  46624A106           $8             400.00 Sole  N/A   Sole
JABIL CIRCUIT INC       COMM  466313103          $23             500.00 Sole  N/A   Sole
JACKSONVILLE BANCORP    COMM  469248108           $2             100.00 Sole  N/A   Sole
JAMES RIVER BANKSHAR    COMM  470345109           $2             100.00 Sole  N/A   Sole
JEFFERIES GROUP INC     COMM  472319102           $6             200.00 Sole  N/A   Sole
JEFFERSON PILOT CORP    COMM  475070108          $46             700.00 Sole  N/A   Sole
JOHN NUVEEN CO          INVF  478035108           $9             200.00 Sole  N/A   Sole
JOHNS MANVILLE CORP     COMM  478129109           $8             600.00 Sole  N/A   Sole
JOHNSON & JOHNSON       COMM  478160104         $872           8,900.00 Sole  N/A   Sole
JOHNSON CTLS INC        COMM  478366107          $35             500.00 Sole  N/A   Sole
JONES APPAREL GROUP     COMM  480074103          $26             750.00 Sole  N/A   Sole
JONES INTERCABLE INC    COMM  480206200          $10             200.00 Sole  N/A   Sole
JOSTENS INC             COMM  481088102          $15             700.00 Sole  N/A   Sole
JOURNAL REGISTER CO     COMM  481138105           $9             400.00 Sole  N/A   Sole
JUST FOR FEET INC       COMM  48213P106           $2             300.00 Sole  N/A   Sole
JUSTIN INDS INC         COMM  482171105           $8             600.00 Sole  N/A   Sole
KLA-TENCOR CORP         COMM  482480100          $32             500.00 Sole  N/A   Sole
K MART                  COMM  482584109          $53           3,200.00 Sole  N/A   Sole
K N ENERGY INC          COMM  482620101          $12             900.00 Sole  N/A   Sole
K2 INC                  COMM  482732104           $1             100.00 Sole  N/A   Sole
K V PHARMACEUTICAL C    COMM  482740206           $8             500.00 Sole  N/A   Sole
KAMAN CORP              COMM  483548103           $8             500.00 Sole  N/A   Sole
KANSAS CITY PWR<      COMM  485134100           $8             300.00 Sole  N/A   Sole
KANSAS CITY SOUTHN      COMM  485170104          $45             700.00 Sole  N/A   Sole
KAUFMAN&BROAD HOME C    COMM  486168107          $10             400.00 Sole  N/A   Sole
KAYDON CORP             COMM  486587108          $10             300.00 Sole  N/A   Sole
KEANE ASSOC INC         COMM  486665102           $9             400.00 Sole  N/A   Sole
KEEBLER FOODS CO        COMM  487256109          $18             600.00 Sole  N/A   Sole
KELLOGG CO              COMM  487836108          $92           2,800.00 Sole  N/A   Sole
KELLWOOD CO             COMM  488044108           $8             300.00 Sole  N/A   Sole
KELLY SVCS INC          COMM  488152208          $10             300.00 Sole  N/A   Sole
KENNAMETAL INC          COMM  489170100           $3             100.00 Sole  N/A   Sole
KENT ELECTRS CORP       COMM  490553104          $18             900.00 Sole  N/A   Sole
KENTUCKY FIRST BANCO    COMM  491290102           $1             100.00 Sole  N/A   Sole
KERR MCGEE CORP         COMM  492386107          $24             473.00 Sole  N/A   Sole
KEYCORP                 COMM  493267108          $96           3,000.00 Sole  N/A   Sole
KEYSPAN CORP            COMM  49337W100          $18             700.00 Sole  N/A   Sole
KEYSTONE AUTOMOTIVE     COMM  49338N109           $2             100.00 Sole  N/A   Sole
KEYSTONE FINANCIAL I    INVF  493482103          $12             400.00 Sole  N/A   Sole
KIMBALL INTL INC        COMM  494274103           $8             500.00 Sole  N/A   Sole
KILROY RLTY CORP        REIT  49427F108           $7             300.00 Sole  N/A   Sole
KIMBERLY CLARK CORP     COMM  494368103         $200           3,500.00 Sole  N/A   Sole
KIMCO REALTY CORP       REIT  49446R109          $12             300.00 Sole  N/A   Sole
KING WORLD PRODTNS I    COMM  495667107          $10             300.00 Sole  N/A   Sole
KIRBY EXPL CO.          COMM  497266106           $4             200.00 Sole  N/A   Sole
KLAMATH FIRST BANCOR    COMM  49842P103           $2             100.00 Sole  N/A   Sole
KNOLL INC               COMM  498904101          $13             500.00 Sole  N/A   Sole
KNIGHT RIDDER NEWSPP    COMM  499040103          $39             700.00 Sole  N/A   Sole
KNIGHT TRANSN INC       COMM  499064103           $4             200.00 Sole  N/A   Sole
KNIGHT/TRIMARK GROUP    COMM  499067106          $49             800.00 Sole  N/A   Sole
KOALA CORP              COMM  499866101           $3             100.00 Sole  N/A   Sole
KOHLS CORP              COMM  500255104          $85           1,100.00 Sole  N/A   Sole
KOMAG INC               COMM  500453105           $1             200.00 Sole  N/A   Sole
KOSS CORP               COMM  500692108           $1             100.00 Sole  N/A   Sole
KROGER CO               COMM  501044101         $154           5,500.00 Sole  N/A   Sole
KROLL O GARA CO         COMM  501050108           $2             100.00 Sole  N/A   Sole
KULICKE & SOFFA INDS    COMM  501242101           $3             100.00 Sole  N/A   Sole
LG&E ENERGY CORP        COMM  501917108          $13             600.00 Sole  N/A   Sole
LHS GROUP INC           COMM  501938104          $10             300.00 Sole  N/A   Sole
LSB BANCSHARES INC      COMM  502158108           $4             200.00 Sole  N/A   Sole
LSI LOGIC CORP          COMM  502161102          $42             900.00 Sole  N/A   Sole
LSI INDS INC            COMM  50216C108           $2             100.00 Sole  N/A   Sole
LTC PPTYS INC           REIT  502175102           $8             600.00 Sole  N/A   Sole
L-3 COMMUNICATIONS H    COMM  502424104          $10             200.00 Sole  N/A   Sole
LA Z BOY CHAIR CO       COMM  505336107           $9             400.00 Sole  N/A   Sole
LAB HLDGS INC           COMM  505353102           $3             200.00 Sole  N/A   Sole
LABOR READY INC         COMM  505401208          $13             400.00 Sole  N/A   Sole
LAFARGE CORP            COMM  505862102          $14             400.00 Sole  N/A   Sole
LAKEVIEW FINL CORP      COMM  512222100           $1              51.00 Sole  N/A   Sole
LAM RES CORP            COMM  512807108          $19             400.00 Sole  N/A   Sole
LAMAR ADVERTISING CO    COMM  512815101           $8             200.00 Sole  N/A   Sole
LANCASTER COLONY COR    COMM  513847103          $14             400.00 Sole  N/A   Sole
LANCER CORP TEX         COMM  514614106           $2             200.00 Sole  N/A   Sole
LANDS END INC           COMM  515086106          $10             200.00 Sole  N/A   Sole
LASER VISION CTRS IN    COMM  51807H100           $6             100.00 Sole  N/A   Sole
LATTICE SEMICONDUCTO    COMM  518415104          $31             500.00 Sole  N/A   Sole
LAUDER ESTEE COS INC    COMM  518439104          $50           1,000.00 Sole  N/A   Sole
LAUREL CAP GROUP INC    COMM  518629100           $2             100.00 Sole  N/A   Sole
LEAR CORP               COMM  521865105          $20             400.00 Sole  N/A   Sole
LEE ENTERPRISES INC     COMM  523768109           $9             300.00 Sole  N/A   Sole
LEGATO SYS INC          COMM  524651106          $17             300.00 Sole  N/A   Sole
LEGGETT & PLATT INC     COMM  524660107          $31           1,100.00 Sole  N/A   Sole
LEGG MASON INC          COMM  524901105          $15             400.00 Sole  N/A   Sole
LEHMAN BROS HLDGS IN    COMM  524908100          $56             900.00 Sole  N/A   Sole
LENNAR CORP             COMM  526057104          $17             700.00 Sole  N/A   Sole
LEUCADIA NATL CO        COMM  527288104          $10             400.00 Sole  N/A   Sole
LEVEL ONE COMMUNICAT    COMM  527295109          $15             300.00 Sole  N/A   Sole
LEVEL 3 COMMUNICATIO    COMM  52729N100         $138           2,300.00 Sole  N/A   Sole
LEVIATHAN GAS PIPELI    LPTR  527367106           $7             300.00 Sole  N/A   Sole
LEXFORD RESIDENTIAL     REIT  528933104          $10             400.00 Sole  N/A   Sole
LEXMARK INTL GROUP I    COMM  529771107          $52             800.00 Sole  N/A   Sole
LIBBEY INC              COMM  529898108           $3             100.00 Sole  N/A   Sole
LIBERTY FINL COS INC    COMM  530512102           $9             300.00 Sole  N/A   Sole
LIBERTY PPTY TR         REIT  531172104          $12             500.00 Sole  N/A   Sole
LIFE USA HLDG INC       COMM  531918209           $4             200.00 Sole  N/A   Sole
LIFEPOINT HOSPITALS     EQUI  53219L109           $1             105.00 Sole  N/A   Sole
LIGAND PHARMACEUTICA    COMM  53220K207           $2             200.00 Sole  N/A   Sole
LILLY ELI & CO          COMM  532457108         $523           7,300.00 Sole  N/A   Sole
LIMITED INC             COMM  532716107          $64           1,400.00 Sole  N/A   Sole
LINCARE HLDGS INC       COMM  532791100           $8             300.00 Sole  N/A   Sole
LINCOLN NATL CORP IN    COMM  534187109          $94           1,800.00 Sole  N/A   Sole
LINEAR TECHNOLOGY CO    COMM  535678106          $67           1,000.00 Sole  N/A   Sole
LINENS N THINGS INC     COMM  535679104          $13             300.00 Sole  N/A   Sole
LITTON INDS INC         COMM  538021106          $22             300.00 Sole  N/A   Sole
LIZ CLAIBORNE           COMM  539320101          $15             400.00 Sole  N/A   Sole
LOCKHEED MARTIN CORP    COMM  539830109          $97           2,600.00 Sole  N/A   Sole
LODGIAN INC             COMM  54021P106           $2             300.00 Sole  N/A   Sole
LOEWS CINEPLEX ENTMT    COMM  540423100           $8             700.00 Sole  N/A   Sole
LOEWS CORP              COMM  540424108          $55             700.00 Sole  N/A   Sole
LONE STAR INDS INC      COMM  542290408          $11             300.00 Sole  N/A   Sole
LONE STAR TECHNOLOGI    COMM  542312103           $9             500.00 Sole  N/A   Sole
LONGS DRUG STORES IN    COMM  543162101          $10             300.00 Sole  N/A   Sole
LONGVIEW FIBRE CO       COMM  543213102           $8             500.00 Sole  N/A   Sole
LOUIS DREYFUS NAT GA    COMM  546011107          $11             500.00 Sole  N/A   Sole
LOUISIANA PAC CORP      COMM  546347105          $17             700.00 Sole  N/A   Sole
LOWES COS INC           COMM  548661107         $145           2,564.00 Sole  N/A   Sole
LUBRIZOL CORP           COMM  549271104           $8             300.00 Sole  N/A   Sole
LUBYS CAFETERIAS INC    COMM  549282101           $6             400.00 Sole  N/A   Sole
LUCENT TECHNOLOGIES     COMM  549463107       $1,363          20,210.00 Sole  N/A   Sole
LYCOS INC               COMM  550818108          $28             300.00 Sole  N/A   Sole
LYDALL INC              COMM  550819106           $7             600.00 Sole  N/A   Sole
LYONDELL PETROCHEMIC    COMM  552078107          $19             900.00 Sole  N/A   Sole
M & T BK CORP           COMM  55261F104          $55             100.00 Sole  N/A   Sole
MBIA INC                COMM  55262C100          $39             600.00 Sole  N/A   Sole
MBNA CORP               COMM  55262L100         $175           5,700.00 Sole  N/A   Sole
M D C CORP COLO         COMM  552676108           $6             300.00 Sole  N/A   Sole
MCN CORP                COMM  55267J100          $10             500.00 Sole  N/A   Sole
MCI WORLDCOM INC        COMM  55268B106       $1,067          12,400.00 Sole  N/A   Sole
MDU RESOURCES GROUP     COMM  552690109           $9             400.00 Sole  N/A   Sole
MGC COMMUNICATIONS I    COMM  552763302           $8             300.00 Sole  N/A   Sole
MGIC INVT CORP WIS      COMM  552848103          $34             700.00 Sole  N/A   Sole
MGM GRAND INC           COMM  552953101          $20             400.00 Sole  N/A   Sole
M/I SCHOTTENSTEIN HO    COMM  55305B101           $6             300.00 Sole  N/A   Sole
MMI COS INC             COMM  553087107           $3             200.00 Sole  N/A   Sole
MRV COMMUNICATIONS I    COMM  553477100           $8             600.00 Sole  N/A   Sole
MSB FINL INC            COMM  553519109           $1             100.00 Sole  N/A   Sole
MSC INDL DIRECT INC     COMM  553530106           $8             800.00 Sole  N/A   Sole
M S CARRIERS INC        COMM  553533100           $9             300.00 Sole  N/A   Sole
MACDERMID INC           COMM  554273102           $9             200.00 Sole  N/A   Sole
MACK CALI RLTY CORP     REIT  554489104           $9             300.00 Sole  N/A   Sole
MACROMEDIA INC          COMM  556100105          $11             300.00 Sole  N/A   Sole
MADISON GAS & ELEC      COMM  557497104           $6             300.00 Sole  N/A   Sole
MAGNETEK INC            COMM  559424106           $3             300.00 Sole  N/A   Sole
MAHASKA INVESTMENT C    COMM  559809108           $5             300.00 Sole  N/A   Sole
MAIN STR BANCORP INC    COMM  559906102           $1             100.00 Sole  N/A   Sole
MAHONING NATL BANCOR    COMM  560090102           $9             200.00 Sole  N/A   Sole
MAIL-WELL INC           COMM  560321200          $13             800.00 Sole  N/A   Sole
MALLINCKRODT GROUP      COMM  561232109          $15             400.00 Sole  N/A   Sole
MANDALAY RESORT GROU    COMM  562567107          $15             700.00 Sole  N/A   Sole
MANITOWOC INC           COMM  563571108          $10             250.00 Sole  N/A   Sole
MANPOWER INC            COMM  56418H100           $9             400.00 Sole  N/A   Sole
MANUFACTURED HOME CM    REIT  564682102           $8             300.00 Sole  N/A   Sole
MARKET GUIDE INC        COMM  570565200           $9             400.00 Sole  N/A   Sole
MARSH & MCLENNAN COS    COMM  571748102         $129           1,700.00 Sole  N/A   Sole
MARSH SUPERMARKETS I    COMM  571783208           $6             500.00 Sole  N/A   Sole
MARSHALL & ILSLEY CO    COMM  571834100          $52             800.00 Sole  N/A   Sole
MARRIOTT INTL INC NE    COMM  571903202          $56           1,500.00 Sole  N/A   Sole
MARTEN TRANS LTD        COMM  573075108           $2             200.00 Sole  N/A   Sole
MARTIN MARIETTA MATL    COMM  573284106          $12             200.00 Sole  N/A   Sole
MASCO CORP              COMM  574599106          $78           2,700.00 Sole  N/A   Sole
MASCOTECH INC           COMM  574670105          $14             800.00 Sole  N/A   Sole
MASTEC INC              COMM  576323109           $8             300.00 Sole  N/A   Sole
MATERIAL SCIENCES CO    COMM  576674105           $2             100.00 Sole  N/A   Sole
MATRIX CAP CORP         COMM  576819106           $3             200.00 Sole  N/A   Sole
MATTEL INC              COMM  577081102          $83           3,180.00 Sole  N/A   Sole
MAUI LD & PINEAPPLE     COMM  577345101           $2             100.00 Sole  N/A   Sole
MAXIM INTEGRATED PRO    COMM  57772K101          $67           1,000.00 Sole  N/A   Sole
MAXWELL TECHNOLOGIES    COMM  577767106           $2             100.00 Sole  N/A   Sole
MAY DEPT STORES CO      COMM  577778103          $92           2,250.00 Sole  N/A   Sole
MAXXIM MED INC          COMM  57777G105           $5             200.00 Sole  N/A   Sole
MAXIMUS INC             COMM  577933104           $9             300.00 Sole  N/A   Sole
MAYFLOWER CO-OP BK M    COMM  578330102           $1             100.00 Sole  N/A   Sole
MAYTAG CO               COMM  578592107          $42             600.00 Sole  N/A   Sole
MCCLATCHY NEWSPAPERS    COMM  579489105          $10             300.00 Sole  N/A   Sole
MCCORMICK & CO INC      COMM  579780206           $9             300.00 Sole  N/A   Sole
MCDERMOTT INTL          COMM  580037109           $8             300.00 Sole  N/A   Sole
MCDONALDS CORP          COMM  580135101         $370           9,000.00 Sole  N/A   Sole
MCGRAW HILL INC         COMM  580645109          $81           1,500.00 Sole  N/A   Sole
MCKESSON HBOC INC       COMM  58155Q103          $58           1,800.00 Sole  N/A   Sole
MCLEOD INC              COMM  582266102          $39             700.00 Sole  N/A   Sole
MEAD CORP               COMM  582834107          $25             600.00 Sole  N/A   Sole
MEADE INSTRUMENTS CO    COMM  583062104           $5             300.00 Sole  N/A   Sole
MEASUREMENT SPECIALT    COMM  583421102           $7             600.00 Sole  N/A   Sole
MECH FINL INC           COMM  583492103          $11             300.00 Sole  N/A   Sole
MEDIA GEN INC           COMM  584404107          $10             200.00 Sole  N/A   Sole
MEDIAONE GROUP INC      COMM  58440J104         $298           4,000.00 Sole  N/A   Sole
MEDIALINK WORLDWIDE     COMM  58445P105           $3             200.00 Sole  N/A   Sole
MEDICAL ASSURN INC      COMM  58449U100           $8             300.00 Sole  N/A   Sole
MEDICAL MANAGER CORP    COMM  58461C103          $18             400.00 Sole  N/A   Sole
MEDICIS PHARMACEUTIC    COMM  584690309           $9             350.00 Sole  N/A   Sole
MEDIMMUNE INC           COMM  584699102          $27             400.00 Sole  N/A   Sole
MEDQUIST INC            COMM  584949101          $13             300.00 Sole  N/A   Sole
MEDITRUST               IS    58501T306          $12             900.00 Sole  N/A   Sole
MEDTRONIC INC           COMM  585055106         $299           3,834.00 Sole  N/A   Sole
MELITA INTERNATIONAL    COMM  585493109           $8             600.00 Sole  N/A   Sole
MELLON BK CORP          COMM  585509102         $127           3,500.00 Sole  N/A   Sole
MEMBERWORKS INC         COMM  586002107           $6             200.00 Sole  N/A   Sole
MENS WEARHOUSE INC      COMM  587118100          $15             586.00 Sole  N/A   Sole
MENTOR CORP MINN        COMM  587188103          $11             600.00 Sole  N/A   Sole
MENTOR GRAPHICS CORP    COMM  587200106           $3             200.00 Sole  N/A   Sole
MERCANTILE BANCORP      COMM  587342106          $69           1,200.00 Sole  N/A   Sole
MERCANTILE BANKSHARE    COMM  587405101          $14             400.00 Sole  N/A   Sole
MERCHANTS BKSHRS NEW    COMM  588448100           $7             300.00 Sole  N/A   Sole
MERCHANTS GROUP INC     COMM  588539106           $4             200.00 Sole  N/A   Sole
MERCHANTS N Y BANCOR    COMM  589167105           $3             100.00 Sole  N/A   Sole
MERCK & CO INC          COMM  589331107       $1,156          15,700.00 Sole  N/A   Sole
MERCURY GENL CORP NE    COMM  589400100          $10             300.00 Sole  N/A   Sole
MERCURY INTERACTIVE     COMM  589405109          $14             400.00 Sole  N/A   Sole
MEREDITH CORP           COMM  589433101          $10             300.00 Sole  N/A   Sole
MERISTAR HOSPITALITY    REIT  58984Y103           $9             400.00 Sole  N/A   Sole
MERIT HLDG CORP         COMM  589964105           $7             300.00 Sole  N/A   Sole
MERITOR AUTOMOTIVE I    COMM  59000G100          $13             500.00 Sole  N/A   Sole
MERRILL LYNCH & CO      COMM  590188108         $191           2,400.00 Sole  N/A   Sole
MESTEK INC              COMM  590829107           $7             300.00 Sole  N/A   Sole
METRIS COS INC          COMM  591598107          $12             300.00 Sole  N/A   Sole
METRO GOLDWYN MAYER     COMM  591610100          $16             900.00 Sole  N/A   Sole
METROMEDIA FIBER NET    COMM  591689104          $40           1,100.00 Sole  N/A   Sole
METZLER GROUP INC       COMM  592903108          $11             400.00 Sole  N/A   Sole
MICHAEL'S STORES INC    COMM  594087108           $9             300.00 Sole  N/A   Sole
MICREL INC              COMM  594793101          $15             200.00 Sole  N/A   Sole
MICROSOFT CORP          COMM  594918104       $3,057          33,900.00 Sole  N/A   Sole
MICROAGE INC            COMM  594928103           $0             100.00 Sole  N/A   Sole
MICROVISION INC WASH    COMM  594960106           $2             100.00 Sole  N/A   Sole
MICROCHIP TECHNOLOGY    COMM  595017104          $28             600.00 Sole  N/A   Sole
MICRO WHSE INC          COMM  59501B105           $5             300.00 Sole  N/A   Sole
MICROFINANCIAL INC      COMM  595072109           $3             200.00 Sole  N/A   Sole
MICROMUSE INC           COMM  595094103          $10             200.00 Sole  N/A   Sole
MICRON ELECTRONICS I    COMM  595100108           $9             900.00 Sole  N/A   Sole
MICRON TECHNOLOGY IN    COMM  595112103          $65           1,600.00 Sole  N/A   Sole
MICROTOUCH SYS INC      COMM  595145103           $7             500.00 Sole  N/A   Sole
MID-ATLANTIC RLTY TR    IS    595232109           $4             400.00 Sole  N/A   Sole
MIDAS GROUP INC         COMM  595626102           $3             100.00 Sole  N/A   Sole
MIDAMERICAN ENERGY H    COMM  59562V107          $17             500.00 Sole  N/A   Sole
MIDCOAST ENERGY RES     COMM  59563W104           $2             125.00 Sole  N/A   Sole
MIDDLESEX WATER CO      COMM  596680108           $5             200.00 Sole  N/A   Sole
MIDWAY AIRLS CORP       COMM  598126100           $1             100.00 Sole  N/A   Sole
MILACRON INC            COMM  598709103           $4             200.00 Sole  N/A   Sole
MILLENNIUM PHARMACEU    COMM  599902103          $11             300.00 Sole  N/A   Sole
MILLENNIUM CHEMICALS    COMM  599903101           $7             300.00 Sole  N/A   Sole
MILLER HERMAN INC       COMM  600544100          $11             500.00 Sole  N/A   Sole
MILLIPORE CORP          COMM  601073109           $8             200.00 Sole  N/A   Sole
MINDSPRING ENTERPRIS    COMM  602683104          $18             400.00 Sole  N/A   Sole
MINE SAFETY APPLIANC    COMM  602720104           $6             100.00 Sole  N/A   Sole
MINERALS TECHNOLOGIE    COMM  603158106          $11             200.00 Sole  N/A   Sole
MINIMED INC             COMM  60365K108          $15             200.00 Sole  N/A   Sole
MINNESOTA MNG & MFG     COMM  604059105         $235           2,700.00 Sole  N/A   Sole
MINNESOTA POWER INC     COMM  604110106          $16             800.00 Sole  N/A   Sole
MIPS TECHNOLOGIES IN    COMM  604567107          $14             300.00 Sole  N/A   Sole
MIRAGE RESORTS INC      COMM  60462E104          $27           1,600.00 Sole  N/A   Sole
MISSISSIPPI CHEM COR    COMM  605288208           $2             200.00 Sole  N/A   Sole
MISSISSIPPI VY BANCS    COMM  605720101           $7             200.00 Sole  N/A   Sole
MITCHELL ENERGY & DE    COMM  606592202           $6             300.00 Sole  N/A   Sole
MITY-LITE INC           COMM  606850105           $4             200.00 Sole  N/A   Sole
MOBIL CORP              COMM  607059102         $514           5,200.00 Sole  N/A   Sole
MOBILE MUNI INC         COMM  60740F105          $10             500.00 Sole  N/A   Sole
MODIS PROFESSIONAL S    COMM  607830106           $8             600.00 Sole  N/A   Sole
MOHAWK INDS INC         COMM  608190104          $12             400.00 Sole  N/A   Sole
MOLEX INC               COMM  608554101          $37           1,000.00 Sole  N/A   Sole
MONDAVI ROBERT CORP     COMM  609200100           $4             100.00 Sole  N/A   Sole
MONSANTO CO             COMM  611662107         $166           4,200.00 Sole  N/A   Sole
MONTANA POWER CO        COMM  612085100          $21             300.00 Sole  N/A   Sole
MONY GROUP INC          COMM  615337102          $10             300.00 Sole  N/A   Sole
MOORE MED CORP          COMM  615799103           $3             300.00 Sole  N/A   Sole
MOORE PRODS CO          COMM  615836103           $2             100.00 Sole  N/A   Sole
MORGAN J P & CO INC     COMM  616880100         $169           1,200.00 Sole  N/A   Sole
MORGAN KEEGAN INC       COMM  617410105           $2             100.00 Sole  N/A   Sole
MORGAN S D WITTER DI    COMM  617446448         $390           3,800.00 Sole  N/A   Sole
MOTOROLA INC            COMM  620076109         $379           4,000.00 Sole  N/A   Sole
MOVADO GROUP INC        COMM  624580106           $3             100.00 Sole  N/A   Sole
MUELLER INDS INC        COMM  624756102          $10             300.00 Sole  N/A   Sole
MULTEX SYS INC          COMM  625367107           $5             200.00 Sole  N/A   Sole
MURPHY OIL CORP         COMM  626717102          $10             200.00 Sole  N/A   Sole
MYLAN LABS INC          COMM  628530107          $19             700.00 Sole  N/A   Sole
MYRIAD GENETICS INC     COMM  62855J104           $6             700.00 Sole  N/A   Sole
NCH CORP                COMM  628850109           $5             100.00 Sole  N/A   Sole
NCO GROUP INC           COMM  628858102          $19             500.00 Sole  N/A   Sole
NCR CORP NEW            COMM  62886E108          $29             600.00 Sole  N/A   Sole
NCS HEALTHCARE INC      COMM  628874109           $1             200.00 Sole  N/A   Sole
NL INDS INC             COMM  629156407           $2             200.00 Sole  N/A   Sole
NM HLDGS INC            COMM  629207101           $2             100.00 Sole  N/A   Sole
NSD BANCORP INC         COMM  62938D108           $2             100.00 Sole  N/A   Sole
NTL INC                 COMM  629407107          $43             500.00 Sole  N/A   Sole
NUI CORP                COMM  629430109           $3             100.00 Sole  N/A   Sole
NABISCO HLDGS CORP      COMM  629526104           $9             200.00 Sole  N/A   Sole
NABISCO GROUP HLDG C    COMM  62952P102          $49           2,500.00 Sole  N/A   Sole
NABORS INDS INC         COMM  629568106          $22             900.00 Sole  N/A   Sole
NACCO INDS INC          COMM  629579103           $7             100.00 Sole  N/A   Sole
NALCO CHEM CO           COMM  629853102          $31             600.00 Sole  N/A   Sole
NATIONAL CITY CORP      COMM  635405103         $144           2,200.00 Sole  N/A   Sole
NATIONAL COMM BANCOR    COMM  635449101           $9             400.00 Sole  N/A   Sole
NATIONAL COMPUTER SY    COMM  635519101          $10             300.00 Sole  N/A   Sole
NATIONAL DATA CORP      COMM  635621105           $9             200.00 Sole  N/A   Sole
NATIONAL DISC BROKER    COMM  635646102          $17             300.00 Sole  N/A   Sole
NATIONAL HEALTH REAL    REIT  635905102           $3             300.00 Sole  N/A   Sole
NATIONAL FUEL GAS CO    COMM  636180101          $10             200.00 Sole  N/A   Sole
NATIONAL GOLF PPTYS     REIT  63623G109           $5             200.00 Sole  N/A   Sole
NATIONAL HEALTH INVS    REIT  63633D104           $2             100.00 Sole  N/A   Sole
NATIONAL INSTRS CORP    COMM  636518102           $8             200.00 Sole  N/A   Sole
NATIONAL-OILWELL INC    COMM  637071101          $10             700.00 Sole  N/A   Sole
NATIONAL SEMICONDUCT    COMM  637640103          $23             900.00 Sole  N/A   Sole
NATIONAL SVC INDS IN    COMM  637657107          $11             300.00 Sole  N/A   Sole
NATIONAL WIRELESS HL    COMM  638560102           $2             100.00 Sole  N/A   Sole
NATIONWIDE FINL SVCS    COMM  638612101           $9             200.00 Sole  N/A   Sole
NAUTICA ENTERPRISES     COMM  639089101           $2             100.00 Sole  N/A   Sole
NAVISTAR INTL CORP N    COMM  63934E108          $20             400.00 Sole  N/A   Sole
NAVIDEC INC             COMM  63934Q101           $2             200.00 Sole  N/A   Sole
NEIMAN MARCUS GROUP     COMM  640204103          $10             400.00 Sole  N/A   Sole
NEOMAGIC CORP           COMM  640497103           $2             200.00 Sole  N/A   Sole
NEON SYS INC            COMM  640509105           $7             200.00 Sole  N/A   Sole
NETBANK INC             COMM  640933107          $11             300.00 Sole  N/A   Sole
NETWORKS ASSOCS INC     COMM  640938106          $13             900.00 Sole  N/A   Sole
NETEGRITY INC           COMM  64110P107           $5             300.00 Sole  N/A   Sole
NETWORK APPLIANCE IN    COMM  64120L104          $28             500.00 Sole  N/A   Sole
NETWORK SOLUTIONS IN    COMM  64121Q102          $16             200.00 Sole  N/A   Sole
NEVADA POWER CO         COMM  641423108          $13             500.00 Sole  N/A   Sole
NEW CENTURY FINANCIA    COMM  64352D101           $5             300.00 Sole  N/A   Sole
NEW CENTY ENERGIES I    COMM  64352U103          $31             800.00 Sole  N/A   Sole
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NEW ERA OF NETWORKS     COMM  644312100          $13             300.00 Sole  N/A   Sole
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NEW YORK TIMES CO       COMM  650111107          $40           1,100.00 Sole  N/A   Sole
NEWELL RUBBERMAID IN    COMM  651229106          $94           2,036.00 Sole  N/A   Sole
NEWFIELD EXPL CO        COMM  651290108           $9             300.00 Sole  N/A   Sole
NEWHALL LD & FARMING    LPTR  651426108           $7             300.00 Sole  N/A   Sole
NEWMONT MNG CORP        COMM  651639106          $32           1,600.00 Sole  N/A   Sole
NEWPORT NEWS SHIPBLD    COMM  652228107          $12             400.00 Sole  N/A   Sole
NEWSEDGE CORP           COMM  65249Q106           $2             200.00 Sole  N/A   Sole
NEXTEL COMMUNICATION    COMM  65332V103          $95           1,900.00 Sole  N/A   Sole
NEXTLINK COMMUNICATI    COMM  65333H707          $15             200.00 Sole  N/A   Sole
NIAGARA MOHAWK HLDGS    COMM  653520106          $19           1,200.00 Sole  N/A   Sole
NIELSEN MEDIA RESH I    COMM  653929307           $9             300.00 Sole  N/A   Sole
NICOR INC               COMM  654086107          $11             300.00 Sole  N/A   Sole
NIKE INC                COMM  654106103         $120           1,900.00 Sole  N/A   Sole
99 CENTS ONLY STORES    COMM  65440K106          $10             200.00 Sole  N/A   Sole
NISOURCE INC            COMM  65473P105          $23             900.00 Sole  N/A   Sole
NOBILITY HOMES INC      COMM  654892108           $1             100.00 Sole  N/A   Sole
NOBLE AFFILIATES INC    COMM  654894104          $20             700.00 Sole  N/A   Sole
NOBLE DRILLING CORP     COMM  655042109          $22           1,100.00 Sole  N/A   Sole
NOBLE INTL LTD          COMM  655053106           $2             100.00 Sole  N/A   Sole
NORDSON CORP            COMM  655663102          $12             200.00 Sole  N/A   Sole
NORDSTROM INC           COMM  655664100          $30             900.00 Sole  N/A   Sole
NORFOLK SOUTHERN COR    COMM  655844108          $84           2,800.00 Sole  N/A   Sole
NORRELL CORP GA         COMM  656301108           $4             200.00 Sole  N/A   Sole
NORSTAN INC             COMM  656535101           $2             200.00 Sole  N/A   Sole
NORTEK INC              COMM  656559101           $6             200.00 Sole  N/A   Sole
NORTH BANCSHARES INC    COMM  657467106           $1             100.00 Sole  N/A   Sole
NORTH CAROLINA NAT      COMM  658221106           $7             200.00 Sole  N/A   Sole
NORTH FACE INC          COMM  659317101           $1             100.00 Sole  N/A   Sole
NORTH FORK BANCORP      COMM  659424105          $15             700.00 Sole  N/A   Sole
NORTHEAST UTILS         COMM  664397106          $18           1,000.00 Sole  N/A   Sole
NORTHERN STS FINL CO    COMM  665751103           $7             300.00 Sole  N/A   Sole
NORTHN STS PWR MINN     COMM  665772109          $24           1,000.00 Sole  N/A   Sole
NORTHERN TR CORP        COMM  665859104          $78             800.00 Sole  N/A   Sole
NORTHFIELD LABS INC     COMM  666135108           $7             600.00 Sole  N/A   Sole
NORTHPOINT COMMUNICA    COMM  666610100          $44           1,200.00 Sole  N/A   Sole
NORTHRIM BK ALASKA      COMM  666764105           $4             400.00 Sole  N/A   Sole
NORTHROP CORP           COMM  666807102          $33             500.00 Sole  N/A   Sole
NORTHWEST AIRLS CORP    COMM  667280101          $13             400.00 Sole  N/A   Sole
NORTHWEST NAT GAS CO    COMM  667655104          $10             400.00 Sole  N/A   Sole
NORTHWEST PIPE CO       COMM  667746101           $3             200.00 Sole  N/A   Sole
NORTHWESTERN CORP       COMM  668074107           $2             100.00 Sole  N/A   Sole
NORWOOD FINANCIAL CO    COMM  669549107           $2             100.00 Sole  N/A   Sole
NOVA CORP GA            COMM  669784100          $13             500.00 Sole  N/A   Sole
NOVELL INC              COMM  670006105          $72           2,700.00 Sole  N/A   Sole
NOVELLUS SYS INC        COMM  670008101          $14             200.00 Sole  N/A   Sole
NOVOSTE CORP            COMM  67010C100           $6             300.00 Sole  N/A   Sole
NU SKIN ASIA INC        COMM  67018T105           $6             300.00 Sole  N/A   Sole
NUCOR CORP              COMM  670346105          $33             700.00 Sole  N/A   Sole
NVEST L P               LPTR  67065F107          $10             400.00 Sole  N/A   Sole
O CHARLEYS INC          COMM  670823103           $8             500.00 Sole  N/A   Sole
OEC-MEDICAL SYS INC     COMM  670828102           $5             200.00 Sole  N/A   Sole
OGE ENERGY CORP         COMM  670837103          $10             400.00 Sole  N/A   Sole
OHSL FINL CORP          COMM  67084J106           $2             100.00 Sole  N/A   Sole
OM GROUP INC            COMM  670872100           $3             100.00 Sole  N/A   Sole
OAK INDS INC            COMM  671400505          $13             300.00 Sole  N/A   Sole
OAKWOOD HOMES CORP      COMM  674098108          $11             800.00 Sole  N/A   Sole
OBIE MEDIA CORP         COMM  674391107           $3             200.00 Sole  N/A   Sole
OCCIDENTAL PETE CORP    COMM  674599105          $44           2,100.00 Sole  N/A   Sole
OCEAN ENERGY INC TEX    COMM  67481E106          $13           1,300.00 Sole  N/A   Sole
OCEANEERING INTL INC    COMM  675232102           $6             400.00 Sole  N/A   Sole
OCULAR SCIENCES INC     COMM  675744106           $3             200.00 Sole  N/A   Sole
OFFICE DEPOT INC        COMM  676220106          $53           2,400.00 Sole  N/A   Sole
OFFICEMAX INC           COMM  67622M108          $13           1,100.00 Sole  N/A   Sole
OGDEN CORP              COMM  676346109           $8             300.00 Sole  N/A   Sole
OHIO CAS CORP           COMM  677240103          $14             400.00 Sole  N/A   Sole
OIL DRI CORP AMER       COMM  677864100           $2             100.00 Sole  N/A   Sole
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OLD KENT FINL CORP      COMM  679833103          $30             725.00 Sole  N/A   Sole
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OLD REP INTL CORP       COMM  680223104          $10             600.00 Sole  N/A   Sole
OLIN CORP               COMM  680665205           $8             600.00 Sole  N/A   Sole
OMNICARE INC            COMM  681904108          $16           1,300.00 Sole  N/A   Sole
OMNICOM GROUP           COMM  681919106          $96           1,200.00 Sole  N/A   Sole
OMNIPOINT CORP          COMM  68212D102          $43           1,500.00 Sole  N/A   Sole
ONE VY BANCORP WV IN    COMM  682419106           $8             200.00 Sole  N/A   Sole
ONHEALTH NETWORK CO     COMM  68272W107           $7             700.00 Sole  N/A   Sole
ONSALE INC              COMM  682838107           $4             200.00 Sole  N/A   Sole
ONYX SOFTWARE CORP      COMM  683402101           $4             200.00 Sole  N/A   Sole
OPTICAL COATING LAB     COMM  683829105           $8             100.00 Sole  N/A   Sole
ORACLE SYSTEMS CORP     COMM  68389X105         $356           9,600.00 Sole  N/A   Sole
ORBITAL SCIENCES COR    COMM  685564106           $9             400.00 Sole  N/A   Sole
ORGANOGENESIS INC       COMM  685906109           $6             600.00 Sole  N/A   Sole
OREGON TRAIL FINL CO    COMM  685932105           $1             100.00 Sole  N/A   Sole
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ORION CAP CORP          COMM  686268103          $11             300.00 Sole  N/A   Sole
ORTHODONTIC CTRS AME    COMM  68750P103          $11             800.00 Sole  N/A   Sole
ORTHALLIANCE INC        COMM  687913103           $1             100.00 Sole  N/A   Sole
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OSHKOSH TRUCK CORP      COMM  688239201          $10             200.00 Sole  N/A   Sole
OUTBACK STEAKHOUSE I    COMM  689899102          $18             450.00 Sole  N/A   Sole
OUTDOOR SYS INC         COMM  690057104          $44           1,200.00 Sole  N/A   Sole
OWENS & MINOR INC NE    COMM  690732102           $8             700.00 Sole  N/A   Sole
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OXIGENE INC             COMM  691828107           $1             100.00 Sole  N/A   Sole
PECO ENERGY CO          COMM  693304107          $54           1,300.00 Sole  N/A   Sole
PG&E CORP               COMM  69331C108          $81           2,500.00 Sole  N/A   Sole
PE Corp - PE Biosystems COMM  69332S102          $57             500.00 Sole  N/A   Sole
PE CORP                 COMM  69332S201          $11             650.00 Sole  N/A   Sole
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PPG INDS INC            COMM  693506107          $71           1,200.00 Sole  N/A   Sole
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PVF CAPITAL CORP        COMM  693654105           $1             100.00 Sole  N/A   Sole
PSS WORLD MED INC       COMM  69366A100          $10             900.00 Sole  N/A   Sole
PXRE CORP               COMM  693674103           $7             400.00 Sole  N/A   Sole
PACCAR INC              COMM  693718108          $27             500.00 Sole  N/A   Sole
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PACIFICORP              COMM  695114108          $33           1,800.00 Sole  N/A   Sole
PAINE WEBBER INC        COMM  695629105          $51           1,100.00 Sole  N/A   Sole
PALL CORP               COMM  696429307          $18             800.00 Sole  N/A   Sole
PALM HARBOR HOMES       COMM  696639103           $3             100.00 Sole  N/A   Sole
PANAMSAT CORP NEW       COMM  697933109          $12             300.00 Sole  N/A   Sole
PAPA JOHNS INTL INC     COMM  698813102          $13             300.00 Sole  N/A   Sole
PARAMETRIC TECHNOLOG    COMM  699173100          $22           1,600.00 Sole  N/A   Sole
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PARKER HANNIFIN CORP    COMM  701094104          $32             700.00 Sole  N/A   Sole
PARKERVISION INC        COMM  701354102           $7             200.00 Sole  N/A   Sole
PARKWAY PPTYS INC       IS    70159Q104          $10             300.00 Sole  N/A   Sole
PATHOGENESIS CORP       COMM  70321E104           $1             100.00 Sole  N/A   Sole
PATTERSON DENTAL CO     COMM  703412106          $10             300.00 Sole  N/A   Sole
PAYCHEX INC             COMM  704326107          $48           1,500.00 Sole  N/A   Sole
PAYMENTECH INC          COMM  704384106           $8             300.00 Sole  N/A   Sole
PEDIATRIX MED GROUP     COMM  705324101           $4             200.00 Sole  N/A   Sole
PEGASUS COMMUNICATIO    COMM  705904100           $8             200.00 Sole  N/A   Sole
PEGASUS SYSTEMS INC     COMM  705906105           $4             100.00 Sole  N/A   Sole
PENFORD CORP            COMM  707051108           $3             200.00 Sole  N/A   Sole
PENN-AMER GROUP INC     COMM  707247102           $2             200.00 Sole  N/A   Sole
PENN ENGR & MFG CORP    COMM  707389300           $9             400.00 Sole  N/A   Sole
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PENN VA CORP            COMM  707882106           $4             200.00 Sole  N/A   Sole
PENNEY J C INC          COMM  708160106          $81           1,667.00 Sole  N/A   Sole
PENNZENERGY CO          COMM  70931Q109           $8             500.00 Sole  N/A   Sole
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PEOPLES ENERGY CORP     COMM  711030106           $8             200.00 Sole  N/A   Sole
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PEOPLES HLDG CO         COMM  711148106          $10             300.00 Sole  N/A   Sole
PEOPLESOFT INC          COMM  712713106          $29           1,700.00 Sole  N/A   Sole
PEPSI-COLA BOTTLING     COMM  713409100          $25           1,100.00 Sole  N/A   Sole
PEPSICO INC             COMM  713448108         $379           9,800.00 Sole  N/A   Sole
PEREGRINE SYSTEMS IN    COMM  71366Q101          $28           1,100.00 Sole  N/A   Sole
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PEROT SYS CORP          COMM  714265105          $12             400.00 Sole  N/A   Sole
PFIZER INC              COMM  717081103         $937           8,600.00 Sole  N/A   Sole
PHARMACEUTICAL PROD     COMM  717124101           $8             300.00 Sole  N/A   Sole
PHELPS DODGE CORP       COMM  717265102          $19             300.00 Sole  N/A   Sole
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PHILIP MORRIS COS IN    COMM  718154107         $643          16,000.00 Sole  N/A   Sole
PHILIPS INTL RLTY CO    REIT  718333107           $2             100.00 Sole  N/A   Sole
PHILLIPS PETE CO        COMM  718507106          $86           1,700.00 Sole  N/A   Sole
PHOTRONIC LABS INC      COMM  719405102           $5             200.00 Sole  N/A   Sole
PICCADILLY CAFETERIA    COMM  719567109           $3             400.00 Sole  N/A   Sole
PIEDMONT NAT GAS INC    COMM  720186105           $9             300.00 Sole  N/A   Sole
PILGRIM PRIDE CORP      COMM  721467108           $9             300.00 Sole  N/A   Sole
PINNACLE WEST CAP CO    COMM  723484101          $16             400.00 Sole  N/A   Sole
PIONEER HI BRED INTL    COMM  723686101          $58           1,500.00 Sole  N/A   Sole
PIONEER NAT RES CO      COMM  723787107          $11           1,000.00 Sole  N/A   Sole
PITNEY BOWES INC        COMM  724479100         $122           1,900.00 Sole  N/A   Sole
PITTSTON CO             COMM  725701106           $8             300.00 Sole  N/A   Sole
PIXAR                   COMM  725811103           $9             200.00 Sole  N/A   Sole
PLAINS ALL AMERN PIP    COMM  726503105           $9             500.00 Sole  N/A   Sole
PLANTRONICS INC NEW     COMM  727493108          $13             200.00 Sole  N/A   Sole
PLAYBOY ENTERPRISES     COMM  728117300          $11             400.00 Sole  N/A   Sole
PLAYTEX PRODS INC       COMM  72813P100           $6             400.00 Sole  N/A   Sole
POGO PRODUCING CORP     COMM  730448107           $9             500.00 Sole  N/A   Sole
POINT WEST CAP CORP     COMM  730715109           $6             600.00 Sole  N/A   Sole
POLICY MGMT SYS CORP    COMM  731108106           $9             300.00 Sole  N/A   Sole
POLO RALPH LAUREN CO    COMM  731572103           $8             400.00 Sole  N/A   Sole
POLYMER GROUP INC       COMM  731745105           $6             500.00 Sole  N/A   Sole
POOL ENERGY SVCS CO     COMM  732788104           $6             300.00 Sole  N/A   Sole
POPULAR INC             COMM  733174106          $21             700.00 Sole  N/A   Sole
PORTAL SOFTWARE INC     COMM  736126103          $19             400.00 Sole  N/A   Sole
POST PPTYS INC          REIT  737464107           $8             200.00 Sole  N/A   Sole
POTLATCH CORP           COMM  737628107           $9             200.00 Sole  N/A   Sole
POTOMAC ELEC PWR CO     COMM  737679100          $18             600.00 Sole  N/A   Sole
POWER INTEGRATIONS I    COMM  739276103          $22             300.00 Sole  N/A   Sole
POWER-ONE INC           COMM  739308104           $7             300.00 Sole  N/A   Sole
POWERWAVE TECHNOLOGI    COMM  739363109           $3             100.00 Sole  N/A   Sole
POWERTEL INC            COMM  73936C109          $18             600.00 Sole  N/A   Sole
PRAXAIR INC             COMM  74005P104          $59           1,200.00 Sole  N/A   Sole
PRE PAID LEGAL SVCS     COMM  740065107           $8             300.00 Sole  N/A   Sole
PRECEPT BUSINESS SVC    COMM  740165204           $0             100.00 Sole  N/A   Sole
PREMARK INTL INC        COMM  740459102          $15             400.00 Sole  N/A   Sole
PREMIER PKS INC         COMM  740540208          $22             600.00 Sole  N/A   Sole
PRICE COMMUNICATIONS    COMM  741437305           $4             250.00 Sole  N/A   Sole
PRICE T ROWE & ASSOC    COMM  741477103          $38           1,000.00 Sole  N/A   Sole
PRICELINE COM INC       COMM  741503106         $104             900.00 Sole  N/A   Sole
PRICESMART INC          COMM  741511109           $7             200.00 Sole  N/A   Sole
PRIMEDIA INC            COMM  74157K101          $10             600.00 Sole  N/A   Sole
PRIMEX TECHNOLOGIES     COMM  741597108           $9             400.00 Sole  N/A   Sole
PRIME HOSPITALITY CO    COMM  741917108           $7             600.00 Sole  N/A   Sole
PRISON RLTY CORP        REIT  74264N105          $21           2,100.00 Sole  N/A   Sole
PRIORITY HEALTHCARE     COMM  74264T102          $14             400.00 Sole  N/A   Sole
PROCTER & GAMBLE CO     COMM  742718109         $785           8,800.00 Sole  N/A   Sole
ProcureNet, Inc.        EQUI  742804107    #VALUE!               100.00 Sole  N/A   Sole
PRODIGY COMMUNICATIO    COMM  74283P107          $16             600.00 Sole  N/A   Sole
PROFESSIONAL BANCORP    COMM  743112104           $4             200.00 Sole  N/A   Sole
PROFIT RECOVERY GROU    COMM  743168106           $9             200.00 Sole  N/A   Sole
PROGRAMMERS PARADISE    COMM  743205106           $2             200.00 Sole  N/A   Sole
PROGRESS SOFTWARE CO    COMM  743312100          $11             400.00 Sole  N/A   Sole
PROGRESSIVE CORP OHI    COMM  743315103          $73             500.00 Sole  N/A   Sole
PROLOGIS TR             REIT  743410102          $18             910.00 Sole  N/A   Sole
PROMUS HOTEL CORP NE    COMM  74342P106          $16             500.00 Sole  N/A   Sole
PROTECTIVE LIFE CORP    COMM  743674103          $14             400.00 Sole  N/A   Sole
PROVANT INC             COMM  743724106           $2             100.00 Sole  N/A   Sole
PROVIDENCE ENERGY CO    COMM  743743106           $3             100.00 Sole  N/A   Sole
PROVIDENT AMER CORP     COMM  743832107           $6             200.00 Sole  N/A   Sole
PROVIDENT BANKSHARES    COMM  743859100           $7             310.00 Sole  N/A   Sole
PROVIDENT COS INC       COMM  743862104          $36             900.00 Sole  N/A   Sole
PROVIDENT FINL GROUP    COMM  743866105          $13             300.00 Sole  N/A   Sole
PROVINCE HEALTHCARE     COMM  743977100          $10             500.00 Sole  N/A   Sole
PROVIDIAN FINL CORP     COMM  74406A102          $93           1,000.00 Sole  N/A   Sole
PROXIM INC              COMM  744284100          $12             200.00 Sole  N/A   Sole
PSINET INC              COMM  74437C101          $18             400.00 Sole  N/A   Sole
PS FINL INC             COMM  74437V109           $2             200.00 Sole  N/A   Sole
PUBLIC SVC CO N MEX     COMM  744499104           $4             200.00 Sole  N/A   Sole
PUBLIC SVC CO N C IN    COMM  744516105           $6             200.00 Sole  N/A   Sole
PUBLIC SVC ENTERPRIS    COMM  744573106          $69           1,700.00 Sole  N/A   Sole
PUBLIC STORAGE INC      REIT  74460D109          $19             686.00 Sole  N/A   Sole
PUBLICARD INC           COMM  744627100           $2             200.00 Sole  N/A   Sole
PUERTO RICAN CEM INC    COMM  745075101          $10             300.00 Sole  N/A   Sole
PUGET SOUND ENERGY      COMM  745332106          $10             400.00 Sole  N/A   Sole
PULASKI FURNITURE CO    COMM  745553107           $2             100.00 Sole  N/A   Sole
PULITZER INC            COMM  745769109           $5             100.00 Sole  N/A   Sole
PULTE CORP              COMM  745867101           $9             400.00 Sole  N/A   Sole
QLOGIC CORP             COMM  747277101          $13             100.00 Sole  N/A   Sole
QUAKER OATS CO          COMM  747402105          $66           1,000.00 Sole  N/A   Sole
QUALCOMM INC            COMM  747525103         $144           1,000.00 Sole  N/A   Sole
QUANTA SVCS INC         COMM  74762E102           $9             200.00 Sole  N/A   Sole
QUANTUM CORP            COMM  747906105          $29           1,200.00 Sole  N/A   Sole
QUEENS CNTY BANCORP     COMM  748242104          $10             300.00 Sole  N/A   Sole
QUEST DIAGNOSTICS IN    COMM  74834L100           $8             300.00 Sole  N/A   Sole
QUESTAR CORP            COMM  748356102           $8             400.00 Sole  N/A   Sole
QUIKSILVER INC          COMM  74838C106           $7             250.00 Sole  N/A   Sole
QUINTILES TRANSNATIO    COMM  748767100          $33             779.54 Sole  N/A   Sole
QUIPP INC               COMM  748802105           $4             300.00 Sole  N/A   Sole
QUIXOTE CORP            COMM  749056107           $6             500.00 Sole  N/A   Sole
QWEST COMMUNICATIONS    COMM  749121109         $152           4,600.00 Sole  N/A   Sole
R & B FALCON CORP       COMM  74912E101           $6             600.00 Sole  N/A   Sole
RCN CORP                COMM  749361101          $33             800.00 Sole  N/A   Sole
RF MONOLITHICS INC      COMM  74955F106           $2             200.00 Sole  N/A   Sole
RFS HOTEL INVS INC      REIT  74955J108           $8             600.00 Sole  N/A   Sole
R H DONNELLEY CORP      COMM  74955W307           $8             400.00 Sole  N/A   Sole
RLI CORP                COMM  749607107           $8             200.00 Sole  N/A   Sole
RPM INC OHIO            COMM  749685103           $9             600.00 Sole  N/A   Sole
RF MICRODEVICES INC     COMM  749941100          $15             200.00 Sole  N/A   Sole
RADIAN GROUP INC        COMM  750236101          $20             413.32 Sole  N/A   Sole
RADIANT SYSTEMS INC     COMM  75025N102          $10             700.00 Sole  N/A   Sole
RAILWORKS CORP          COMM  750789109           $1             100.00 Sole  N/A   Sole
RAMBUS INC DEL          COMM  750917106           $9             100.00 Sole  N/A   Sole
RALCORP HLDGS INC NE    COMM  751028101           $6             400.00 Sole  N/A   Sole
RALSTON PURINA CO       COMM  751277302          $70           2,300.00 Sole  N/A   Sole
RARE HOSPITALITY INT    COMM  753820109           $3             100.00 Sole  N/A   Sole
RATIONAL SOFTWARE CO    COMM  75409P202          $26             800.00 Sole  N/A   Sole
RAWLINGS SPORTING GO    COMM  754459105           $2             200.00 Sole  N/A   Sole
RAYCHEM CORP            COMM  754603108          $19             500.00 Sole  N/A   Sole
RAYMOND JAMES FINL I    COMM  754730109          $10             400.00 Sole  N/A   Sole
RAYONIER INC            COMM  754907103          $10             200.00 Sole  N/A   Sole
RAYOVAC CORP            COMM  755081106          $11             500.00 Sole  N/A   Sole
RAYTHEON CO             COMM  755111408         $155           2,200.00 Sole  N/A   Sole
READERS DIGEST ASSN     COMM  755267101          $28             700.00 Sole  N/A   Sole
REALNETWORKS INC        COMM  75605L104          $28             400.00 Sole  N/A   Sole
REALTY INCOME CORP      REIT  756109104           $7             300.00 Sole  N/A   Sole
REALTY INFORMATION G    COMM  75612B107           $9             200.00 Sole  N/A   Sole
RECKSON ASSOCS RLTY     REIT  75621K106           $9             400.00 Sole  N/A   Sole
RECOTON CORP            COMM  756268108           $3             300.00 Sole  N/A   Sole
REDBACK NETWORKS INC    COMM  757209101          $25             200.00 Sole  N/A   Sole
REDWOOD TR INC          REIT  758075402           $7             400.00 Sole  N/A   Sole
REEBOK INTL LTD         COMM  758110100          $11             600.00 Sole  N/A   Sole
REGENCY RLTY CORP       REIT  758939102           $9             400.00 Sole  N/A   Sole
REGIONS FINL CORP       COMM  758940100          $62           1,600.00 Sole  N/A   Sole
REINSURANCE GROUP AM    COMM  759351109          $12             350.00 Sole  N/A   Sole
RELIANCE GROUP HLDGS    COMM  759464100           $1             200.00 Sole  N/A   Sole
RELIANCE STEEL & ALU    COMM  759509102           $8             200.00 Sole  N/A   Sole
RELIANT ENERGY INC      COMM  75952J108          $55           2,000.00 Sole  N/A   Sole
RELIASTAR FINL CORP     COMM  75952U103          $22             500.00 Sole  N/A   Sole
REMEDY CORP             COMM  759548100          $13             500.00 Sole  N/A   Sole
RENAL CARE GROUP INC    COMM  759930100          $16             600.00 Sole  N/A   Sole
RENT A CTR INC NEW      COMM  76009N100           $5             200.00 Sole  N/A   Sole
RENT WAY INC            COMM  76009U104           $2             100.00 Sole  N/A   Sole
RENTAL SERVICE CORP     COMM  76009V102           $6             200.00 Sole  N/A   Sole
REPUBLIC BANCORP KY     COMM  760281204           $7             600.00 Sole  N/A   Sole
REPUBLIC BANCORP INC    COMM  760282103           $6             400.00 Sole  N/A   Sole
REPUBLIC N Y CORP       COMM  760719104          $48             700.00 Sole  N/A   Sole
REPUBLIC SVCS INC       COMM  760759100          $37           1,500.00 Sole  N/A   Sole
RESTORATION HARDWARE    COMM  760981100           $9             700.00 Sole  N/A   Sole
RESMED INC              COMM  761152107           $3             100.00 Sole  N/A   Sole
RESORTQUEST INTL INC    COMM  761183102           $2             200.00 Sole  N/A   Sole
RESOURCE BANCSHARES     COMM  761197102           $3             300.00 Sole  N/A   Sole
REVLON INC              COMM  761525500           $9             300.00 Sole  N/A   Sole
REXALL SUNDOWN INC      COMM  761648104          $20           1,600.00 Sole  N/A   Sole
REYNOLDS & REYNOLDS     COMM  761695105           $9             400.00 Sole  N/A   Sole
REYNOLDS METALS CO      COMM  761763101          $24             400.00 Sole  N/A   Sole
REYNOLDS R J TOB HLD    COMM  76182K105          $26             833.00 Sole  N/A   Sole
RHYTHMS NETCONNECTIO    COMM  762430205          $23             400.00 Sole  N/A   Sole
RICHFOOD HLDGS INC      COMM  763408101           $7             400.00 Sole  N/A   Sole
RICHTON INTL CORP       COMM  765516109           $4             300.00 Sole  N/A   Sole
RIGHT MGMT CONSULTAN    COMM  766573109           $3             200.00 Sole  N/A   Sole
RIMAGE CORP             COMM  766721104           $2             100.00 Sole  N/A   Sole
RISK CAP HLDGS INC      COMM  767711104           $3             200.00 Sole  N/A   Sole
RITE AID CORP           COMM  767754104          $39           1,600.00 Sole  N/A   Sole
RIVIANA FOODS INC       COMM  769536103           $2             100.00 Sole  N/A   Sole
ROADWAY EXPRESS INC     COMM  769742107           $8             400.00 Sole  N/A   Sole
ROBERT HALF INTL INC    COMM  770323103          $10             400.00 Sole  N/A   Sole
ROBERTS PHARMACEUTIC    COMM  770491108          $10             400.00 Sole  N/A   Sole
ROCHESTER MED CORP      COMM  771497104           $5             500.00 Sole  N/A   Sole
ROCKWELL INTL CORP N    COMM  773903109          $73           1,200.00 Sole  N/A   Sole
ROHM & HAAS CO          COMM  775371107          $75           1,758.14 Sole  N/A   Sole
ROLLINS TRUCK LEASIN    COMM  775741101           $4             400.00 Sole  N/A   Sole
ROPER INDS INC NEW      COMM  776696106          $10             300.00 Sole  N/A   Sole
ROSLYN BANCORP INC      COMM  778162107          $10             605.00 Sole  N/A   Sole
ROSS STORES INC         COMM  778296103          $10             200.00 Sole  N/A   Sole
ROUSE CO                REIT  779273101           $8             300.00 Sole  N/A   Sole
ROWAN COS INC           COMM  779382100          $16             900.00 Sole  N/A   Sole
RUBY TUESDAY INC        COMM  781182100          $11             600.00 Sole  N/A   Sole
RUSH ENTERPISES INC     COMM  781846100           $8             500.00 Sole  N/A   Sole
RURAL CELLULAR CORP     COMM  781904107           $4             200.00 Sole  N/A   Sole
RUSS BERRIE & CO        COMM  782233100           $2             100.00 Sole  N/A   Sole
RUSSELL CORP            COMM  782352108           $8             400.00 Sole  N/A   Sole
RYDER SYS INC           COMM  783549108          $10             400.00 Sole  N/A   Sole
RYERSON TULL INC NEW    COMM  78375P107           $7             300.00 Sole  N/A   Sole
S & T BANCORP INC       COMM  783859101           $8             300.00 Sole  N/A   Sole
SBC COMMUNICATIONS I    COMM  78387G103         $760          13,100.00 Sole  N/A   Sole
SCI SYS INC             COMM  783890106          $19             400.00 Sole  N/A   Sole
SCM MICROSYSTEMS INC    COMM  784018103           $9             200.00 Sole  N/A   Sole
SCP POOL CORP           COMM  784028102           $5             200.00 Sole  N/A   Sole
SCIPE HLDGS INC         COMM  78402P104          $10             300.00 Sole  N/A   Sole
SDL INC                 COMM  784076101          $10             200.00 Sole  N/A   Sole
SEI CORP                COMM  784117103           $9             100.00 Sole  N/A   Sole
SFX ENTMT INC           COMM  784178105          $19             300.00 Sole  N/A   Sole
SJW CORP                COMM  784305104           $8             100.00 Sole  N/A   Sole
SLM HLDG CORP           COMM  78442A109          $46           1,000.00 Sole  N/A   Sole
SLI INC                 COMM  78442T108           $8             300.00 Sole  N/A   Sole
SNB BANCSHARES INC      COMM  784605107           $2             100.00 Sole  N/A   Sole
SPSS INC                COMM  78462K102           $5             200.00 Sole  N/A   Sole
SPX CORP                COMM  784635104          $25             300.00 Sole  N/A   Sole
SVI HLDGS INC           COMM  784872103           $6             500.00 Sole  N/A   Sole
S Y BANCORP INC         COMM  785060104           $3             100.00 Sole  N/A   Sole
SABRE GROUP HLDGS IN    COMM  785905100          $21             300.00 Sole  N/A   Sole
SAFECO CORP             COMM  786429100          $35             800.00 Sole  N/A   Sole
SAFEGUARD SCIENTIFIC    COMM  786449108          $13             200.00 Sole  N/A   Sole
SAFESCIENCE INC         COMM  786452102          $12             500.00 Sole  N/A   Sole
SAFESKIN CORP           COMM  786454108           $1             100.00 Sole  N/A   Sole
SAFETY-KLEEN CORP NE    COMM  78648R203          $15             800.00 Sole  N/A   Sole
SAFEWAY INC             COMM  786514208         $158           3,200.00 Sole  N/A   Sole
ST JOE CORP             COMM  790148100          $11             400.00 Sole  N/A   Sole
ST JOSEPH LT & PWR      COMM  790654107           $8             400.00 Sole  N/A   Sole
ST JUDE MED INC         COMM  790849103          $14             400.00 Sole  N/A   Sole
ST MARY LD & EXPL CO    COMM  792228108           $2             100.00 Sole  N/A   Sole
ST PAUL BANCORP INC     COMM  792848103          $20             800.00 Sole  N/A   Sole
ST PAUL COS INC         COMM  792860108          $45           1,400.00 Sole  N/A   Sole
SAKS INC                COMM  79377W108          $26             900.00 Sole  N/A   Sole
SALTON/MAXIM HOUSEWA    COMM  795757103           $5             100.00 Sole  N/A   Sole
SANCHEZ COMPUTER ASS    COMM  799702105          $35           1,000.00 Sole  N/A   Sole
SANDERSON FARMS INC     COMM  800013104           $3             200.00 Sole  N/A   Sole
SANDISK CORP            COMM  80004C101          $14             300.00 Sole  N/A   Sole
SANMINA CORP            COMM  800907107          $38             500.00 Sole  N/A   Sole
SANGSTAT MED CORP       COMM  801003104           $3             200.00 Sole  N/A   Sole
SAPIENT CORP            COMM  803062108          $17             300.00 Sole  N/A   Sole
SARA LEE CORP           COMM  803111103         $136           6,000.00 Sole  N/A   Sole
SAUL CTRS INC           REIT  804395101           $7             400.00 Sole  N/A   Sole
SAVANNAH BANCORP INC    COMM  804748101           $2             100.00 Sole  N/A   Sole
SCANA CORP              COMM  805898103          $12             500.00 Sole  N/A   Sole
SCHEIN HENRY INC        COMM  806407102          $13             400.00 Sole  N/A   Sole
SCHERING PLOUGH CORP    COMM  806605101         $515           9,800.00 Sole  N/A   Sole
SCHLUMBERGER LTD        COMM  806857108         $229           3,600.00 Sole  N/A   Sole
SCHOOL SPECIALTY INC    COMM  807863105           $5             300.00 Sole  N/A   Sole
SCHULTZ SAV O STORES    COMM  808196109           $6             400.00 Sole  N/A   Sole
SCHWAB CHARLES CP NE    COMM  808513105         $294           2,700.00 Sole  N/A   Sole
SCHWEITZER-MAUDUIT I    COMM  808541106           $2             100.00 Sole  N/A   Sole
SCIENTIFIC ATLANTA      COMM  808655104          $18             500.00 Sole  N/A   Sole
SCOTT TECHNOLOGIES I    COMM  810022301           $8             400.00 Sole  N/A   Sole
SCOTTS CO               COMM  810186106          $10             200.00 Sole  N/A   Sole
SCRIPPS HOWARD INC      COMM  811054204          $19             400.00 Sole  N/A   Sole
SEAGATE TECHNOLOGY      COMM  811804103          $46           1,800.00 Sole  N/A   Sole
SEACOR SMIT INC         COMM  811904101          $11             200.00 Sole  N/A   Sole
SEALED AIR CORP NEW     COMM  81211K100          $39             600.00 Sole  N/A   Sole
SEAMED CORP             COMM  81218Q100           $2             200.00 Sole  N/A   Sole
SEARS ROEBUCK & CO      COMM  812387108         $120           2,700.00 Sole  N/A   Sole
SECURITY CAP GROUP I    REIT  81413P204          $10             700.00 Sole  N/A   Sole
SECURITY DYNAMICS TE    COMM  814208104          $17             800.00 Sole  N/A   Sole
SECURITY FIRST TECHN    COMM  814279105           $9             200.00 Sole  N/A   Sole
SEMPRA ENERGY           COMM  816851109          $34           1,500.00 Sole  N/A   Sole
SENECA FOODS CORP NE    COMM  817070501           $1             100.00 Sole  N/A   Sole
SEPRACOR INC            COMM  817315104          $16             200.00 Sole  N/A   Sole
SEROLOGICALS CORP       COMM  817523103           $1             100.00 Sole  N/A   Sole
SERVICE CORP INTL       COMM  817565104          $42           2,200.00 Sole  N/A   Sole
SERVICEMASTER CO        COMM  81760N109          $36           1,900.00 Sole  N/A   Sole
SHARED MED SYS CORP     COMM  819486101          $13             200.00 Sole  N/A   Sole
SHAW INDS INC           COMM  820286102          $14             800.00 Sole  N/A   Sole
SHERWIN WILLIAMS CO     COMM  824348106          $28           1,000.00 Sole  N/A   Sole
SHOE CARNIVAL INC       COMM  824889109           $3             200.00 Sole  N/A   Sole
SHOP AT HOME INC        COMM  825066301           $3             300.00 Sole  N/A   Sole
SHOREWOOD PACKAGING     COMM  825229107           $2             100.00 Sole  N/A   Sole
SHURGARD STORAGE CTR    REIT  82567D104           $8             300.00 Sole  N/A   Sole
SIEBEL SYS INC          COMM  826170102          $40             600.00 Sole  N/A   Sole
SIEBERT FINL CORP       COMM  826176109           $6             200.00 Sole  N/A   Sole
SIERRA PAC RES          COMM  826425100          $11             300.00 Sole  N/A   Sole
SIERRAWEST BANCORP      COMM  826527103           $3             100.00 Sole  N/A   Sole
SIGMA ALDRICH CORP      COMM  826552101          $21             600.00 Sole  N/A   Sole
SIGCORP INC             COMM  826912107           $8             300.00 Sole  N/A   Sole
SILICON GRAPHICS INC    COMM  827056102          $26           1,600.00 Sole  N/A   Sole
SIMON PPTY GROUP INC    REIT  828806109          $23             900.00 Sole  N/A   Sole
SIMPSON INDS INC        COMM  829060102           $1             100.00 Sole  N/A   Sole
SINCLAIR BROADCAST G    COMM  829226109          $15             900.00 Sole  N/A   Sole
SIX RIVS NATL BK EUR    COMM  830059101           $1             100.00 Sole  N/A   Sole
SKANEATELES BANCORP     COMM  830506101           $5             200.00 Sole  N/A   Sole
SKY FINL GROUP INC      COMM  83080P103           $8             300.00 Sole  N/A   Sole
SKYWEST INC             COMM  830879102          $10             400.00 Sole  N/A   Sole
SKYTEL COMMUNICATION    COMM  83087Q104          $10             500.00 Sole  N/A   Sole
SMART MODULAR TECH I    COMM  831690102          $16             900.00 Sole  N/A   Sole
SMITH-GARDNER & ASSO    COMM  832059109           $2             300.00 Sole  N/A   Sole
SMITH INTL INC          COMM  832110100           $9             200.00 Sole  N/A   Sole
SMITH CHARLES E RESD    REIT  832197107          $10             300.00 Sole  N/A   Sole
SMITHFIELD FOODS INC    COMM  832248108          $10             300.00 Sole  N/A   Sole
SMTEK INTL INC          COMM  832688204           $1             100.00 Sole  N/A   Sole
SMUCKER J M CO          COMM  832696108           $9             400.00 Sole  N/A   Sole
SMURFIT-STONE CONTAI    COMM  832727101          $35           1,700.00 Sole  N/A   Sole
SNYDER COMMUNICATION    COMM  832914105          $20             600.00 Sole  N/A   Sole
SNAP ON TOOLS CORP      COMM  833034101          $11             300.00 Sole  N/A   Sole
SODEXHO MARRIOTT SVC    COMM  833793102          $15             800.00 Sole  N/A   Sole
SOFTWORKS INC           COMM  83404P102           $2             200.00 Sole  N/A   Sole
SOLA INTL INC           COMM  834092108          $10             500.00 Sole  N/A   Sole
SOLECTRON CORP          COMM  834182107         $113           1,700.00 Sole  N/A   Sole
SOLUTIA INC             COMM  834376105          $13             600.00 Sole  N/A   Sole
SONAT INC               COMM  835415100          $23             700.00 Sole  N/A   Sole
SONIC AUTOMOTIVE INC    COMM  83545G102          $10             700.00 Sole  N/A   Sole
SONIC FDRY INC          COMM  83545R108           $5             500.00 Sole  N/A   Sole
SONOCO PRODS CO         COMM  835495102          $21             700.00 Sole  N/A   Sole
SONOSIGHT INC           COMM  83568G104           $3             200.00 Sole  N/A   Sole
SOTHEBYS HLDGS INC      COMM  835898107          $11             300.00 Sole  N/A   Sole
SOURCE INFORMATION M    COMM  836151209          $11             800.00 Sole  N/A   Sole
SOUTH CAROLINA COMMU    COMM  83689P108           $1             100.00 Sole  N/A   Sole
SOUTHDOWN INC           COMM  841297104          $13             200.00 Sole  N/A   Sole
SOUTHERN BANC INC       COMM  842233108           $1             100.00 Sole  N/A   Sole
SOUTHERN CO             COMM  842587107         $130           4,900.00 Sole  N/A   Sole
SOUTHERN FINL BANCOR    COMM  842870107           $2             100.00 Sole  N/A   Sole
SOUTHERN MO BANCORP     COMM  843380106           $3             200.00 Sole  N/A   Sole
SOUTHERN PERU COPPER    COMM  843611104           $4             300.00 Sole  N/A   Sole
SOUTHERN UN CO NEW      COMM  844030106           $9             400.00 Sole  N/A   Sole
SOUTHTRUST CORP         COMM  844730101          $46           1,200.00 Sole  N/A   Sole
SOUTHWEST AIRLS CO      COMM  844741108          $68           2,200.00 Sole  N/A   Sole
SOUTHWEST BANCORPORA    COMM  84476R109           $2             100.00 Sole  N/A   Sole
SOUTHWEST SECS GROUP    COMM  845224104          $21             300.00 Sole  N/A   Sole
SOVEREIGN BANCORP IN    COMM  845905108          $21           1,700.00 Sole  N/A   Sole
SPARTECH CORP           COMM  847220209           $9             300.00 Sole  N/A   Sole
SPEEDWAY MOTORSPORTS    COMM  847788106           $8             200.00 Sole  N/A   Sole
SPIEKER PPTYS INC       REIT  848497103          $19             500.00 Sole  N/A   Sole
SPORTSLINE USA INC      COMM  848934105          $14             400.00 Sole  N/A   Sole
SPRINGS INDS INC        COMM  851783100           $9             200.00 Sole  N/A   Sole
SPRINT -FON             COMM  852061100         $302           5,700.00 Sole  N/A   Sole
SPRINT -PCS             COMM  852061506         $165           2,900.00 Sole  N/A   Sole
SPYGLASS INC            COMM  852192103           $4             200.00 Sole  N/A   Sole
SS&C TECHNOLOGIES IN    COMM  85227Q100           $1             100.00 Sole  N/A   Sole
STANDARD REGISTER CO    COMM  853887107           $3             100.00 Sole  N/A   Sole
STANDEX INTL CORP       COMM  854231107           $8             300.00 Sole  N/A   Sole
STANFORD TELCOMMUN      COMM  854402104           $9             300.00 Sole  N/A   Sole
STANLEY WKS             COMM  854616109          $13             400.00 Sole  N/A   Sole
STAPLES INC             COMM  855030102          $90           2,900.00 Sole  N/A   Sole
STARBUCKS CORP          COMM  855244109          $49           1,300.00 Sole  N/A   Sole
STARWOOD FINL TR MD     IU    85568W104          $19             300.00 Sole  N/A   Sole
STARTEK INC             COMM  85569C107           $2             100.00 Sole  N/A   Sole
STATE BANCORP INC N     COMM  855716106           $5             318.00 Sole  N/A   Sole
STARWOOD HOTELS&RESO    REIT  85590A203          $40           1,300.00 Sole  N/A   Sole
STATE STR CORP          COMM  857477103          $94           1,100.00 Sole  N/A   Sole
STATION CASINOS INC     COMM  857689103          $10             500.00 Sole  N/A   Sole
STEELCASE INC           COMM  858155203           $2             100.00 Sole  N/A   Sole
STEINWAY MUSICAL INS    COMM  858495104           $3             100.00 Sole  N/A   Sole
STERICYCLE INC          COMM  858912108           $8             600.00 Sole  N/A   Sole
STERILE RECOVERIES I    COMM  859151102           $3             300.00 Sole  N/A   Sole
STERIS CORP             COMM  859152100          $14             700.00 Sole  N/A   Sole
STERLING BANCORP        COMM  859158107           $2             100.00 Sole  N/A   Sole
STERIGENICS INTL INC    COMM  85915R105           $3             100.00 Sole  N/A   Sole
STERLING COMM INC       COMM  859205106          $22             600.00 Sole  N/A   Sole
STERLING SOFTWARE IN    COMM  859547101           $8             300.00 Sole  N/A   Sole
STEWART ENTERPRISES     COMM  860370105          $13             900.00 Sole  N/A   Sole
STEWART INFORMATN SV    COMM  860372101           $4             200.00 Sole  N/A   Sole
STILLWATER MNG CO       COMM  86074Q102          $13             400.00 Sole  N/A   Sole
STONE ENERGY CORP       COMM  861642106           $8             200.00 Sole  N/A   Sole
STONERIDGE INC          COMM  86183P102           $1             100.00 Sole  N/A   Sole
STORAGE TECHNOLOGY C    COMM  862111200          $14             600.00 Sole  N/A   Sole
STRATTEC SEC CORP       COMM  863111100          $10             300.00 Sole  N/A   Sole
STRUCTURAL DYNAMIC R    COMM  863555108           $7             400.00 Sole  N/A   Sole
STRYKER CORP            COMM  863667101          $36             600.00 Sole  N/A   Sole
STYLING TECHNOLOGY C    COMM  863905105           $4             300.00 Sole  N/A   Sole
SUFFOLK BANCORP         COMM  864739107           $3             100.00 Sole  N/A   Sole
SUGEN INC               COMM  865041107          $12             400.00 Sole  N/A   Sole
SUIZA FOODS CORP        COMM  865077101          $13             300.00 Sole  N/A   Sole
SUMMIT BANCORP          COMM  866005101          $46           1,100.00 Sole  N/A   Sole
SUN MICROSYSTEMS INC    COMM  866810104         $351           5,100.00 Sole  N/A   Sole
SUNGARD DATA SYS INC    COMM  867363103          $30             882.00 Sole  N/A   Sole
SUNGLASS HUT INTL IN    COMM  86736F106           $7             400.00 Sole  N/A   Sole
SUNOCO INC              COMM  86764P109          $15             500.00 Sole  N/A   Sole
SUNQUEST INFORMATION    COMM  867654105           $3             200.00 Sole  N/A   Sole
SUNRISE ASSISTED LIV    COMM  86768K106          $10             300.00 Sole  N/A   Sole
SUNRISE TECHNOLOGIES    COMM  86769L103           $5             400.00 Sole  N/A   Sole
SUNTRUST BKS INC        COMM  867914103         $146           2,100.00 Sole  N/A   Sole
SUPERIOR INDS INTL      COMM  868168105           $8             300.00 Sole  N/A   Sole
SUPERIOR NATL INS GR    COMM  868224106           $3             100.00 Sole  N/A   Sole
SUPERIOR SVCS INC       COMM  868316100           $8             300.00 Sole  N/A   Sole
SUPERIOR SURGICAL MF    COMM  868358102           $1             100.00 Sole  N/A   Sole
SUPERIOR TELECOM INC    COMM  868365107           $3             125.00 Sole  N/A   Sole
SUPERVALU INC           COMM  868536103          $23             900.00 Sole  N/A   Sole
SURMODICS INC           COMM  868873100           $2             100.00 Sole  N/A   Sole
SUSQUEHANNA BKSHS PA    COMM  869099101           $7             400.00 Sole  N/A   Sole
SWIFT TRANSN CO         COMM  870756103          $10             450.00 Sole  N/A   Sole
SYBRON CHEM INDS INC    COMM  870903101           $7             400.00 Sole  N/A   Sole
SYBRON CORP DEL         COMM  87114F106          $17             600.00 Sole  N/A   Sole
SYKES ENTERPRISES IN    COMM  871237103          $13             400.00 Sole  N/A   Sole
SYLVAN LEARNING SYS     COMM  871399101           $8             300.00 Sole  N/A   Sole
SYMANTEC CORP           COMM  871503108          $10             400.00 Sole  N/A   Sole
SYMBOL TECHNOLOGIES     COMM  871508107          $17             450.00 Sole  N/A   Sole
SYNAPTIC PHARMACEUTI    COMM  87156R109           $0             100.00 Sole  N/A   Sole
SYNCOR INTL CORP DEL    COMM  87157J106          $11             300.00 Sole  N/A   Sole
SYNOPSYS INC            COMM  871607107          $28             500.00 Sole  N/A   Sole
SYNETIC INC             COMM  87160F109          $14             200.00 Sole  N/A   Sole
SYNOVUS FINL CORP       COMM  87161C105          $30           1,500.00 Sole  N/A   Sole
SYSCO CORP              COMM  871829107          $63           2,100.00 Sole  N/A   Sole
SYSTEMAX INC            COMM  871851101           $2             200.00 Sole  N/A   Sole
TCA CABLE TV INC        COMM  872241104          $22             400.00 Sole  N/A   Sole
TCF BKG & SVGS FA MI    COMM  872275102          $11             400.00 Sole  N/A   Sole
TECO ENERGY INC         COMM  872375100          $18             800.00 Sole  N/A   Sole
TEPPCO PARTNERS L P     LPTR  872384102           $7             300.00 Sole  N/A   Sole
TJX COS INC NEW         COMM  872540109          $67           2,000.00 Sole  N/A   Sole
TRW INC                 COMM  872649108          $38             700.00 Sole  N/A   Sole
TSI INTERNATIONAL SO    COMM  872879101           $6             200.00 Sole  N/A   Sole
TMP WORLDWIDE INC       COMM  872941109          $19             300.00 Sole  N/A   Sole
TV GUIDE INC            COMM  87307Q109          $15             400.00 Sole  N/A   Sole
TALBOTS INC             COMM  874161102          $11             300.00 Sole  N/A   Sole
TALK COM INC            COMM  874264104          $10             900.00 Sole  N/A   Sole
TANDY CORP              COMM  875382103          $78           1,600.00 Sole  N/A   Sole
TARAGON RLTY INVS IN    IS    876287103           $3             300.00 Sole  N/A   Sole
TARRANT APPAREL GROU    COMM  876289109           $2             100.00 Sole  N/A   Sole
TASTY BAKING CO         COMM  876553306           $4             300.00 Sole  N/A   Sole
TAUBMAN CTRS INC        REIT  876664103           $8             600.00 Sole  N/A   Sole
TECH DATA CORP          COMM  878237106          $11             300.00 Sole  N/A   Sole
TECH OPS SEVCON INC     COMM  878293109           $4             300.00 Sole  N/A   Sole
TECHNISOURCE INC        COMM  878553106           $1             200.00 Sole  N/A   Sole
TECUMSEH PRODS CO       COMM  878895200          $12             200.00 Sole  N/A   Sole
TEKTRONIX INC           COMM  879131100          $18             600.00 Sole  N/A   Sole
TELEBANC FINANCIAL C    COMM  87925R109          $23             600.00 Sole  N/A   Sole
TELEFLEX INC            COMM  879369106           $9             200.00 Sole  N/A   Sole
TELEPHONE & DATA SYS    COMM  879433100          $29             400.00 Sole  N/A   Sole
TELESCAN INC            COMM  879516102           $2             100.00 Sole  N/A   Sole
TELIGENT INC            COMM  87959Y103           $6             100.00 Sole  N/A   Sole
TELLABS INC             COMM  879664100         $176           2,600.00 Sole  N/A   Sole
TELXON CORP             COMM  879700102           $2             200.00 Sole  N/A   Sole
TEMPLE INLAND INC       COMM  879868107          $34             500.00 Sole  N/A   Sole
TELETECH HOLDINGS IN    COMM  879939106           $2             200.00 Sole  N/A   Sole
TENET HEALTHCARE COR    COMM  88033G100          $43           2,300.00 Sole  N/A   Sole
TENNANT CO              COMM  880345103           $3             100.00 Sole  N/A   Sole
TENNECO INC NEW         COMM  88037E101          $24           1,000.00 Sole  N/A   Sole
TERADYNE INC            COMM  880770102          $36             500.00 Sole  N/A   Sole
TERAYON COMMUNICATIO    COMM  880775101          $22             400.00 Sole  N/A   Sole
TEREX CORP NEW          COMM  880779103           $9             300.00 Sole  N/A   Sole
TESORO PETE CORP        COMM  881609101           $3             200.00 Sole  N/A   Sole
TETRA TECH INC NEW      COMM  88162G103          $14             875.00 Sole  N/A   Sole
TEXACO INC              COMM  881694103         $225           3,600.00 Sole  N/A   Sole
TEXARKANA FIRST FINL    COMM  881801104           $2             100.00 Sole  N/A   Sole
TEXAS INDS INC          COMM  882491103          $12             300.00 Sole  N/A   Sole
TEXAS INSTRS INC        COMM  882508104         $374           2,600.00 Sole  N/A   Sole
TEXAS UTILS CO          COMM  882848104          $79           1,900.00 Sole  N/A   Sole
TEXTRON INC             COMM  883203101          $82           1,000.00 Sole  N/A   Sole
THEGLOBE COM INC        COMM  88335R101          $16             800.00 Sole  N/A   Sole
THERMO ELECTRON CORP    COMM  883556102          $16             800.00 Sole  N/A   Sole
THERMO INSTR SYS INC    COMM  883559106          $10             600.00 Sole  N/A   Sole
THERMO BIOANALYSIS C    COMM  88355H108           $3             200.00 Sole  N/A   Sole
THERMO SENTRON INC      COMM  883593105           $4             300.00 Sole  N/A   Sole
THERMOQUEST CORP        COMM  883655102           $4             300.00 Sole  N/A   Sole
THOMAS & BETTS CORP     COMM  884315102          $19             400.00 Sole  N/A   Sole
THOMAS INDS INC         COMM  884425109           $6             300.00 Sole  N/A   Sole
THOR INDS INC           COMM  885160101           $6             200.00 Sole  N/A   Sole
3COM CORP               COMM  885535104          $72           2,700.00 Sole  N/A   Sole
THRUSTMASTER INC        COMM  886027101           $7             300.00 Sole  N/A   Sole
TIDEWATER INC.          COMM  886423102           $9             300.00 Sole  N/A   Sole
TIER TECHNOLOGIES IN    COMM  88650Q100           $1             100.00 Sole  N/A   Sole
TIFFANY & CO NEW        COMM  886547108          $19             200.00 Sole  N/A   Sole
TIME WARNER INC         COMM  887315109         $574           7,900.00 Sole  N/A   Sole
TIMES MIRROR CO NEW     COMM  887364107          $24             400.00 Sole  N/A   Sole
TIMKEN CO               COMM  887389104          $14             700.00 Sole  N/A   Sole
TOLL BROTHERS INC       COMM  889478103          $11             500.00 Sole  N/A   Sole
TOMPKINS CNTY TRUSTC    COMM  890110109           $3             100.00 Sole  N/A   Sole
TOOTSIE ROLL INDS IN    COMM  890516107           $8             203.00 Sole  N/A   Sole
TORCHMARK CORP          COMM  891027104          $31             900.00 Sole  N/A   Sole
TOSCO CORP              COMM  891490302          $26           1,000.00 Sole  N/A   Sole
TOTAL RENAL CARE HLD    COMM  89151A107          $12             800.00 Sole  N/A   Sole
TOWER AUTOMOTIVE INC    COMM  891707101          $10             400.00 Sole  N/A   Sole
TOTAL SYS SVCS INC      COMM  891906109          $19           1,000.00 Sole  N/A   Sole
TOYS R US               COMM  892335100          $33           1,600.00 Sole  N/A   Sole
TRAMMELL CROW CO        COMM  89288R106           $7             400.00 Sole  N/A   Sole
TRANSACTION SYS ARCH    COMM  893416107          $20             500.00 Sole  N/A   Sole
TRANSAMERICA CORP       COMM  893485102          $60             800.00 Sole  N/A   Sole
TRANSATLANTIC HLDGS     COMM  893521104          $15             200.00 Sole  N/A   Sole
TRANSKARYOTIC THERAP    COMM  893735100          $10             300.00 Sole  N/A   Sole
TRANSPORT CORP OF AM    COMM  89385P102           $5             400.00 Sole  N/A   Sole
TRANSPORTATION TECH     COMM  89388T101           $5             400.00 Sole  N/A   Sole
TRANSMONTAIGNE OIL C    COMM  893934109           $6             500.00 Sole  N/A   Sole
TRAVELERS PPTY CAS C    COMM  893939108          $16             400.00 Sole  N/A   Sole
TRANSWITCH CORP         COMM  894065101          $12             250.00 Sole  N/A   Sole
TRAVEL SERVICES INTL    COMM  894169101           $1             100.00 Sole  N/A   Sole
TREDEGAR INDS INC       COMM  894650100           $2             100.00 Sole  N/A   Sole
TRENDWEST RESORTS IN    COMM  894917103           $7             300.00 Sole  N/A   Sole
TRENWICK GROUP INC      COMM  895290104           $5             200.00 Sole  N/A   Sole
TRIAD HOSPITALS INC     COMM  89579K109           $8             605.00 Sole  N/A   Sole
TRIANGLE PHARMACEUTI    COMM  89589H104           $5             300.00 Sole  N/A   Sole
TRICON GLOBAL RESTAU    COMM  895953107          $65           1,200.00 Sole  N/A   Sole
TRIBUNE CO NEW          COMM  896047107          $70             800.00 Sole  N/A   Sole
TRIGON HEALTHCARE IN    COMM  89618L100          $18             500.00 Sole  N/A   Sole
TRINET CORP RLTY TR     REIT  896287109           $8             300.00 Sole  N/A   Sole
TRINITY INDS INC        COMM  896522109          $10             300.00 Sole  N/A   Sole
TRIQUINT SEMICONDUCT    COMM  89674K103          $11             200.00 Sole  N/A   Sole
TRISTAR AEROSPACE CO    COMM  89674L101           $1             100.00 Sole  N/A   Sole
TRISTAR CORP            COMM  89674U101           $1             100.00 Sole  N/A   Sole
TRUE NORTH COMMUNICA    COMM  897844106           $9             300.00 Sole  N/A   Sole
TRUSTCO BK CORP N Y     COMM  898349105           $8             300.00 Sole  N/A   Sole
TRUSTMARK CORP          COMM  898402102           $9             400.00 Sole  N/A   Sole
TUPPERWARE CORP         COMM  899896104          $15             600.00 Sole  N/A   Sole
20TH CENTY INDS CAL     COMM  901272203           $9             500.00 Sole  N/A   Sole
24 / 7 MEDIA INC        COMM  901314104          $12             300.00 Sole  N/A   Sole
TWIN DISC INC           COMM  901476101           $2             100.00 Sole  N/A   Sole
TWINLAB CORP            COMM  901774109           $3             400.00 Sole  N/A   Sole
TYSON FOODS INC         COMM  902494103          $34           1,500.00 Sole  N/A   Sole
UAL CORP                COMM  902549500          $19             300.00 Sole  N/A   Sole
UCAR INTL INC           COMM  90262K109          $10             400.00 Sole  N/A   Sole
UGI CORP NEW            COMM  902681105           $8             400.00 Sole  N/A   Sole
UICI                    COMM  902737105           $8             300.00 Sole  N/A   Sole
USX-MARATHON OIL        COMM  902905827          $68           2,100.00 Sole  N/A   Sole
UST INC                 COMM  902911106          $29           1,000.00 Sole  N/A   Sole
US BANCORP DEL          COMM  902973106         $160           4,800.00 Sole  N/A   Sole
USA NETWORKS INC        COMM  902984103          $36             900.00 Sole  N/A   Sole
UNUM CORP               COMM  903192102          $49             900.00 Sole  N/A   Sole
URS CORP NEW            COMM  903236107           $9             300.00 Sole  N/A   Sole
U S G CORP              COMM  903293405          $22             400.00 Sole  N/A   Sole
U S FOODSERVICE         COMM  90331R101           $9             200.00 Sole  N/A   Sole
U S A FLORAL PRODS I    COMM  90331T107           $1             100.00 Sole  N/A   Sole
USEC INC                COMM  90333E108          $15           1,000.00 Sole  N/A   Sole
USX-U S STL             COMM  90337T101          $22             800.00 Sole  N/A   Sole
US ONCOLOGY INC         COMM  90338W103           $2             188.00 Sole  N/A   Sole
ULTRAMAR DIAMOND SHA    COMM  904000106          $13             600.00 Sole  N/A   Sole
UNICAPITAL CORP NEW     COMM  90459D108           $1             100.00 Sole  N/A   Sole
UNIFAB INTERNATIONAL    COMM  90467L100           $3             400.00 Sole  N/A   Sole
UNIFIRST CORP           COMM  904708104           $9             500.00 Sole  N/A   Sole
UNICOM CORP             COMM  904911104          $66           1,700.00 Sole  N/A   Sole
UNION CARBIDE CORP      COMM  905581104          $44             900.00 Sole  N/A   Sole
UNION PAC CORP          COMM  907818108          $93           1,600.00 Sole  N/A   Sole
UNION PAC RES GROUP     COMM  907834105          $28           1,700.00 Sole  N/A   Sole
UNION PLANTERS CORP     COMM  908068109          $36             800.00 Sole  N/A   Sole
UNIONBANCAL CORP        COMM  908906100          $40           1,100.00 Sole  N/A   Sole
UNIPHASE CORP           COMM  909149106          $50             300.00 Sole  N/A   Sole
UNISOURCE ENERGY COR    COMM  909205106           $8             700.00 Sole  N/A   Sole
UNISYS CORP             COMM  909214108          $70           1,800.00 Sole  N/A   Sole
UNITED ASSET MGMT CO    COMM  909420101           $9             400.00 Sole  N/A   Sole
UNITED BANKSHS INC W    COMM  909907107           $8             300.00 Sole  N/A   Sole
UNITED DOMINION INDS    COMM  909914103           $5             200.00 Sole  N/A   Sole
UNITED FINL CORP MIN    COMM  909919102           $6             300.00 Sole  N/A   Sole
UNITED DOMINION RLTY    IS    910197102          $12           1,000.00 Sole  N/A   Sole
UNITED FIRE & CAS CO    COMM  910331107           $3             100.00 Sole  N/A   Sole
UNITED HEALTHCARE CO    COMM  910581107          $69           1,100.00 Sole  N/A   Sole
UNITED ILLUM CO         COMM  910637107           $8             200.00 Sole  N/A   Sole
UNITED INTL HLDGS IN    COMM  910734102          $14             200.00 Sole  N/A   Sole
UNITED NATL BANCORP     COMM  910909100           $7             300.00 Sole  N/A   Sole
UNITED PARK CITY MIN    COMM  911315208           $3             100.00 Sole  N/A   Sole
UNITED RENTALS INC      COMM  911363109          $15             500.00 Sole  N/A   Sole
U S BIOSCIENCE INC      COMM  911646206           $3             300.00 Sole  N/A   Sole
UNITED STATES CELLUL    COMM  911684108          $27             500.00 Sole  N/A   Sole
U S AIR GROUP INC       COMM  911905107          $26             600.00 Sole  N/A   Sole
U S INDS INC NEW        COMM  912080108          $10             600.00 Sole  N/A   Sole
UNITED STS SATELLITE    COMM  912534104          $13             700.00 Sole  N/A   Sole
U S WEST INC NEW        COMM  91273H101         $194           3,300.00 Sole  N/A   Sole
U S TR CORP NEW         COMM  91288L105           $9             100.00 Sole  N/A   Sole
UNITED STATIONERS IN    COMM  913004107          $13             600.00 Sole  N/A   Sole
UNITED TECHNOLOGIES     COMM  913017109         $228           3,167.00 Sole  N/A   Sole
UNITED TENN BANKSHAR    COMM  91307P103           $1             100.00 Sole  N/A   Sole
UNITIL CORP             COMM  913259107           $8             300.00 Sole  N/A   Sole
UNITRIN INC             COMM  913275103          $21             500.00 Sole  N/A   Sole
UNITRODE CORP           COMM  913283107          $14             500.00 Sole  N/A   Sole
UNIVERSAL CORP          COMM  913456109          $11             400.00 Sole  N/A   Sole
UNIVERSAL ELECTRS IN    COMM  913483103          $11             400.00 Sole  N/A   Sole
UNIVERSAL FOODS CORP    COMM  913538104           $8             400.00 Sole  N/A   Sole
UNIVERSAL HEALTH RLT    IS    91359E105           $8             400.00 Sole  N/A   Sole
UNIVERSAL HEALTH SVC    COMM  913903100          $10             200.00 Sole  N/A   Sole
UNIVISION COMMUNICAT    COMM  914906102          $46             700.00 Sole  N/A   Sole
UNOCAL CORP             COMM  915289102          $59           1,500.00 Sole  N/A   Sole
UNOVA INC               COMM  91529B106           $5             300.00 Sole  N/A   Sole
USINTERNETWORKING IN    COMM  917311805          $21             500.00 Sole  N/A   Sole
USWEB CORP              COMM  917327108          $13             600.00 Sole  N/A   Sole
UTILICORP UTD INC       COMM  918005109           $9             350.00 Sole  N/A   Sole
V F CORP                COMM  918204108          $34             800.00 Sole  N/A   Sole
VWR SCIENTIFIC PRODS    COMM  918435108           $7             200.00 Sole  N/A   Sole
VALASSIS COMMUNICATI    COMM  918866104           $9             250.00 Sole  N/A   Sole
VALHI INC NEW           COMM  918905100           $8             700.00 Sole  N/A   Sole
VALERO ENERGY CORP N    COMM  91913Y100          $26           1,200.00 Sole  N/A   Sole
VALLEY MEDIA INC        COMM  91972C106           $6             400.00 Sole  N/A   Sole
VALLEY NATL BANCORP     COMM  919794107          $11             399.00 Sole  N/A   Sole
VALLEY RES INC          COMM  920062106           $4             300.00 Sole  N/A   Sole
VALMONT INDS INC        COMM  920253101           $3             200.00 Sole  N/A   Sole
VALSPAR CORP            COMM  920355104           $8             200.00 Sole  N/A   Sole
VALUE AMER INC          COMM  92038N102           $4             200.00 Sole  N/A   Sole
VALUEVISION INTL INC    COMM  92047K107           $6             300.00 Sole  N/A   Sole
VANTIVE CORP            COMM  922091103           $2             200.00 Sole  N/A   Sole
VARCO INTL INC          COMM  922126107          $16           1,500.00 Sole  N/A   Sole
VARIAN MED SYS INC      COMM  92220P105          $20             800.00 Sole  N/A   Sole
VASTAR RES INC          COMM  922380100          $31             600.00 Sole  N/A   Sole
VENTANA MED SYS INC     COMM  92276H106          $11             600.00 Sole  N/A   Sole
VENATOR GROUP INC       COMM  922944103           $8             800.00 Sole  N/A   Sole
VERIO INC               COMM  923433106          $14             200.00 Sole  N/A   Sole
VERITAS SOFTWARE CO     COMM  923436109          $47             500.00 Sole  N/A   Sole
VERISIGN INC            COMM  92343E102          $35             400.00 Sole  N/A   Sole
VERITAS DGC             COMM  92343P107           $4             200.00 Sole  N/A   Sole
VERTEX PHARMACEUTICA    COMM  92532F100           $7             300.00 Sole  N/A   Sole
VERTICALNET INC         COMM  92532L107          $11             100.00 Sole  N/A   Sole
VETERINARY CTRS AMER    COMM  925514101           $3             200.00 Sole  N/A   Sole
VIACOM INC              COMM  925524308         $198           4,500.00 Sole  N/A   Sole
VIALINK CO              COMM  92552Q101           $5             300.00 Sole  N/A   Sole
VIAD CORP               COMM  92552R109          $19             600.00 Sole  N/A   Sole
VICAL INC               COMM  925602104           $5             400.00 Sole  N/A   Sole
VIGNETTE CORP           COMM  926734104          $15             200.00 Sole  N/A   Sole
VILLAGE SUPER MKT IN    COMM  927107409           $5             400.00 Sole  N/A   Sole
VIRCO MFG CO            COMM  927651109           $5             300.00 Sole  N/A   Sole
VISIO CORP              COMM  927914101          $19             500.00 Sole  N/A   Sole
VISHAY INTERTECHNOLO    COMM  928298108           $8             375.00 Sole  N/A   Sole
VISTANA INC             COMM  92839P108           $6             400.00 Sole  N/A   Sole
VISUAL NETWORKS INC     COMM  928444108          $10             300.00 Sole  N/A   Sole
VISX INC DEL            COMM  92844S105          $32             400.00 Sole  N/A   Sole
VITESSE SEMICONDUCTO    COMM  928497106          $34             500.00 Sole  N/A   Sole
VODAFONE GROUP PLC      ADR   92857T107         $364           1,850.00 Sole  N/A   Sole
VOICESTREAM WIRELESS    COMM  928615103          $17             600.00 Sole  N/A   Sole
VORNADO RLTY TR         IS    929042109          $39           1,100.00 Sole  N/A   Sole
VULCAN INTL CORP        COMM  929136109           $4             100.00 Sole  N/A   Sole
VULCAN MATLS CO         COMM  929160109          $34             700.00 Sole  N/A   Sole
WHX CORP                COMM  929248102           $1             200.00 Sole  N/A   Sole
WABASH NATL CORP        COMM  929566107           $4             200.00 Sole  N/A   Sole
WACHOVIA CORP           COMM  929771103         $111           1,300.00 Sole  N/A   Sole
WACKENHUT CORP          COMM  929794105           $9             300.00 Sole  N/A   Sole
WADDELL & REED FINL     COMM  930059100          $11             400.00 Sole  N/A   Sole
WAL MART STORES INC     COMM  931142103       $1,428          29,600.00 Sole  N/A   Sole
WALDEN RESIDENTIAL P    REIT  931210108           $4             200.00 Sole  N/A   Sole
WALGREEN CO             COMM  931422109         $191           6,500.00 Sole  N/A   Sole
WALL DATA INC           COMM  932045107           $5             500.00 Sole  N/A   Sole
WALTER INDS INC         COMM  93317Q105           $8             600.00 Sole  N/A   Sole
WARNACO GROUP INC       COMM  934390105           $8             300.00 Sole  N/A   Sole
WARNER LAMBERT CO       COMM  934488107         $393           5,689.00 Sole  N/A   Sole
WASHINGTON FED INC      COMM  938824109          $16             710.00 Sole  N/A   Sole
WASHINGTON GAS LT CO    COMM  938837101           $8             300.00 Sole  N/A   Sole
WASHINGTON MUT INC      COMM  939322103         $149           4,200.00 Sole  N/A   Sole
WASHINGTON POST CO      COMM  939640108          $54             100.00 Sole  N/A   Sole
WASHINGTON R EST IN     IS    939653101           $5             300.00 Sole  N/A   Sole
WASTE CONNECTIONS IN    COMM  941053100           $3             100.00 Sole  N/A   Sole
WASTE MGMT INC DEL      COMM  94106L109         $215           4,000.00 Sole  N/A   Sole
WATERS CORP             COMM  941848103          $21             400.00 Sole  N/A   Sole
WATKINS JOHNSON CO      COMM  942486101           $9             300.00 Sole  N/A   Sole
WATSCO INC              COMM  942622200           $3             200.00 Sole  N/A   Sole
WATSON PHARMACEUTICA    COMM  942683103          $18             500.00 Sole  N/A   Sole
WAVE SYSTEMS CORP       COMM  943526103           $4             200.00 Sole  N/A   Sole
WEATHERFORD INTL INC    COMM  947074100          $22             600.00 Sole  N/A   Sole
WEBSTER FINL CORP CO    COMM  947890109           $8             300.00 Sole  N/A   Sole
WEEKS CORP              REIT  94856P102           $6             200.00 Sole  N/A   Sole
WEINGARTEN REALTY IN    IS    948741103           $8             200.00 Sole  N/A   Sole
WEIS MKTS INC           COMM  948849104           $8             200.00 Sole  N/A   Sole
WELLPOINT HEALTH NET    COMM  94973H108          $34             400.00 Sole  N/A   Sole
WELLS FARGO & CO NEW    COMM  949746101         $470          11,000.00 Sole  N/A   Sole
WENDYS INTL INC         COMM  950590109          $23             800.00 Sole  N/A   Sole
WESBANCO INC            COMM  950810101           $6             200.00 Sole  N/A   Sole
WESLEY JESSEN VISION    COMM  951018100           $3             100.00 Sole  N/A   Sole
WEST MARINE INC         COMM  954235107           $3             200.00 Sole  N/A   Sole
WEST TELESERVICES CO    COMM  956188106           $2             200.00 Sole  N/A   Sole
WESTAMERICA BANCORP     COMM  957090103          $22             600.00 Sole  N/A   Sole
WESTERN BANCORP         COMM  957683105          $13             300.00 Sole  N/A   Sole
WESTERN DIGITAL CORP    COMM  958102105           $1             200.00 Sole  N/A   Sole
WESTERN GAS RES INC     COMM  958259103           $6             400.00 Sole  N/A   Sole
WESTERN RES INC         COMM  959425109           $8             300.00 Sole  N/A   Sole
WESTERN WIRELESS COR    COMM  95988E204          $14             500.00 Sole  N/A   Sole
WESTERNBANK PUERTO R    COMM  959897109           $3             200.00 Sole  N/A   Sole
WESTFIELD AMER INC      REIT  959910100           $8             500.00 Sole  N/A   Sole
WESTINGHOUSE AIR BRA    COMM  960386100           $8             300.00 Sole  N/A   Sole
WESTPOINT STEVENS IN    COMM  961238102          $18             600.00 Sole  N/A   Sole
WESTVACO CORP           COMM  961548104          $15             500.00 Sole  N/A   Sole
WESTWOOD ONE INC        COMM  961815107          $11             300.00 Sole  N/A   Sole
WEYERHAEUSER CO         COMM  962166104         $103           1,500.00 Sole  N/A   Sole
WHIRLPOOL CORP          COMM  963320106          $37             500.00 Sole  N/A   Sole
WHITE CAP INDS CORP     COMM  963505102           $1             100.00 Sole  N/A   Sole
WHITEHALL JEWELLERS     COMM  965063100           $8             300.00 Sole  N/A   Sole
WHITMAN CORP NEW        COMM  96647R107          $13             700.00 Sole  N/A   Sole
WHITTMAN-HART INC       COMM  966834103          $10             300.00 Sole  N/A   Sole
WHOLE FOODS MKT INC     COMM  966837106          $10             200.00 Sole  N/A   Sole
WILD OATS MARKETS IN    COMM  96808B107           $9             300.00 Sole  N/A   Sole
WILEY JOHN & SONS IN    COMM  968223206           $7             400.00 Sole  N/A   Sole
WILLAMETTE INDS INC     COMM  969133107          $28             600.00 Sole  N/A   Sole
WILLIAMS COS            COMM  969457100         $119           2,800.00 Sole  N/A   Sole
WILLIAMS SONOMA INC     COMM  969904101          $10             300.00 Sole  N/A   Sole
WILMINGTON TRUST COR    COMM  971807102          $11             200.00 Sole  N/A   Sole
WINFIELD CAP CORP       COMM  973859101           $9             400.00 Sole  N/A   Sole
WINN DIXIE STORES IN    COMM  974280109          $37           1,000.00 Sole  N/A   Sole
WINNEBAGO INDS INC      COMM  974637100           $9             400.00 Sole  N/A   Sole
WINSTAR COMMUNICATIO    COMM  975515107          $15             300.00 Sole  N/A   Sole
WISCONSIN CENT TRANS    COMM  976592105           $9             500.00 Sole  N/A   Sole
WISCONSIN ENERGY COR    COMM  976657106          $20             800.00 Sole  N/A   Sole
WITCO CHEM CORP         COMM  977385103          $10             500.00 Sole  N/A   Sole
WOLVERINE TUBE INC      COMM  978093102           $5             200.00 Sole  N/A   Sole
WORLD ACESS INC         COMM  98141A101          $13             900.00 Sole  N/A   Sole
WORTHINGTON INDS INC    COMM  981811102          $15             900.00 Sole  N/A   Sole
WRIGLEY WM JR CO        COMM  982526105          $80             900.00 Sole  N/A   Sole
WYNNS INTL INC          COMM  983195108           $6             300.00 Sole  N/A   Sole
XIOX CORP               COMM  983905100           $4             200.00 Sole  N/A   Sole
XETA CORP               COMM  983909102           $6             200.00 Sole  N/A   Sole
XILINX INC              COMM  983919101          $52             900.00 Sole  N/A   Sole
XIRCOM INC              COMM  983922105           $9             300.00 Sole  N/A   Sole
XEROX CORP              COMM  984121103         $260           4,400.00 Sole  N/A   Sole
XTRA INC                COMM  984138107           $5             100.00 Sole  N/A   Sole
XOOM COM INC            COMM  98413F101          $16             300.00 Sole  N/A   Sole
YAHOO INC               COMM  984332106         $264           1,535.00 Sole  N/A   Sole
YORK INTL CORP NEW      COMM  986670107          $13             300.00 Sole  N/A   Sole
YOUNG & RUBICAM INC     COMM  987425105          $27             600.00 Sole  N/A   Sole
ZALE CORP NEW           COMM  988858106          $12             300.00 Sole  N/A   Sole
ZIFF-DAVIS INC          COMM  989511100           $9             600.00 Sole  N/A   Sole
ZIONS BANCORP           COMM  989701107          $38             600.00 Sole  N/A   Sole
ZORAN CORP              COMM  98975F101           $8             500.00 Sole  N/A   Sole
ZONAGEN INC             COMM  98975L108           $1             100.00 Sole  N/A   Sole
ZOMAX OPTICAL MEDIA     COMM  989929104          $18             400.00 Sole  N/A   Sole
LORAL SPACE & COMMUN    COMM  G56462107          $31           1,700.00 Sole  N/A   Sole
SANTA FE INTL CORP      CF    G7805C108          $16             700.00 Sole  N/A   Sole
TRANSOCEAN OFFSHORE     COMM  G90076103          $16             600.00 Sole  N/A   Sole
XL CAP LTD              CF    G98255105           $5              91.00 Sole  N/A   Sole
ROYAL CARIBBEAN CRUI    CF    V7780T103          $48           1,100.00 Sole  N/A   Sole

                                                           1,983,736.51


RAYTHEON LARGE CAP PLUS

AMR CORP                COMM  001765106         $314           4,600.00 Sole  N/A   None
AT&T CORP               COMM  001957109       $1,784          31,957.00 Sole  N/A   None
ABBOTT LABS             COMM  002824100         $871          19,200.00 Sole  N/A   None
ADVANCED MICRO DEVIC    COMM  007903107          $90           5,000.00 Sole  N/A   None
AETNA INC               COMM  008117103           $9             100.00 Sole  N/A   None
AIR PRODS & CHEMS IN    COMM  009158106         $523          13,000.00 Sole  N/A   None
ALBERTSONS INC          COMM  013104104         $258           5,000.00 Sole  N/A   None
ALLEGHENY TELEDYNE I    COMM  017415100         $109           4,800.00 Sole  N/A   None
ALLIED SIGNAL INC       COMM  019512102       $1,140          18,100.00 Sole  N/A   None
ALLSTATE CORP           COMM  020002101          $79           2,200.00 Sole  N/A   None
ALLTEL CORP             COMM  020039103          $36             500.00 Sole  N/A   None
AMERADA HESS CORP       COMM  023551104         $161           2,700.00 Sole  N/A   None
AMEREN CORP             COMM  023608102          $12             300.00 Sole  N/A   None
AMERICA ONLINE INC D    COMM  02364J104       $1,782          16,200.00 Sole  N/A   None
AMERICAN EXPRESS CO     COMM  025816109         $846           6,500.00 Sole  N/A   None
AMERICAN GENERAL CO     COMM  026351106         $588           7,800.00 Sole  N/A   None
AMERICAN GREETINGS      COMM  026375105          $60           2,000.00 Sole  N/A   None
AMERICAN HOME PRODS     COMM  026609107         $809          14,100.00 Sole  N/A   None
AMERICAN INTL GROUP     COMM  026874107       $2,319          19,778.00 Sole  N/A   None
AMERITECH CORP          COMM  030954101         $595           8,100.00 Sole  N/A   None
AMGEN                   COMM  031162100         $499           8,200.00 Sole  N/A   None
ANADARKO PETE CORP      COMM  032511107         $214           5,800.00 Sole  N/A   None
APPLE COMPUTER INC      COMM  037833100         $310           6,700.00 Sole  N/A   None
APPLIED MATLS INC       COMM  038222105         $355           4,800.00 Sole  N/A   None
ARCHER DANIELS MIDLA    COMM  039483102          $34           2,205.00 Sole  N/A   None
ASHLAND INC             COMM  044204105          $40           1,000.00 Sole  N/A   None
ATLANTIC RICHFIELD      COMM  048825103         $351           4,200.00 Sole  N/A   None
AUTOMATIC DATA PROCE    COMM  053015103          $88           2,000.00 Sole  N/A   None
AVERY DENNISON CORP     COMM  053611109         $127           2,100.00 Sole  N/A   None
AVON PRODS INC          COMM  054303102         $167           3,000.00 Sole  N/A   None
BMC SOFTWARE INC        COMM  055921100         $205           3,800.00 Sole  N/A   None
BAKER HUGHES INC        COMM  057224107         $178           5,300.00 Sole  N/A   None
BANK AMER CORP          COMM  060505104         $844          11,513.00 Sole  N/A   None
BANK NEW YORK INC       COMM  064057102         $209           5,700.00 Sole  N/A   None
BANK ONE CORP           COMM  06423A103         $116           1,942.00 Sole  N/A   None
BANKBOSTON CORP         COMM  06605R106          $71           1,380.00 Sole  N/A   None
BARD C R INC            COMM  067383109          $72           1,500.00 Sole  N/A   None
BAXTER INTL INC         COMM  071813109          $49             800.00 Sole  N/A   None
BECTON DICKINSON        COMM  075887109          $66           2,200.00 Sole  N/A   None
BELL ATLANTIC CORP      COMM  077853109         $628           9,600.00 Sole  N/A   None
BELLSOUTH CORP          COMM  079860102         $784          17,000.00 Sole  N/A   None
BIOMET INC              COMM  090613100         $227           5,700.00 Sole  N/A   None
BLOCK H & R INC         COMM  093671105          $55           1,100.00 Sole  N/A   None
BOSTON SCIENTIFIC CO    COMM  101137107          $18             400.00 Sole  N/A   None
BRISTOL MYERS SQUIBB    COMM  110122108       $1,430          20,300.00 Sole  N/A   None
BROWNING FERRIS INDS    COMM  115885105         $108           2,500.00 Sole  N/A   None
BURLINGTON NORTHN SA    COMM  12189T104         $112           3,600.00 Sole  N/A   None
CIGNA CORP              COMM  125509109         $917          10,300.00 Sole  N/A   None
CSX CORP                COMM  126408103          $73           1,600.00 Sole  N/A   None
CVS CORP                COMM  126650100         $198           3,900.00 Sole  N/A   None
CAMPBELL SOUP CO        COMM  134429109          $37             800.00 Sole  N/A   None
CARDINAL HEALTH INC     COMM  14149Y108         $260           4,050.00 Sole  N/A   None
CARNIVAL CRUISE LINE    COMM  143658102          $24             500.00 Sole  N/A   None
CASE EQUIPMENT CORP     COMM  14743R103         $351           7,300.00 Sole  N/A   None
CATERPILLAR INC         COMM  149123101         $528           8,800.00 Sole  N/A   None
CENDANT CORP            COMM  151313103          $41           2,000.00 Sole  N/A   None
CENTRAL & SO WEST CO    COMM  152357109          $58           2,500.00 Sole  N/A   None
CERIDIAN CORP           COMM  15677T106         $118           3,600.00 Sole  N/A   None
CHAMPION INTL CORP      COMM  158525105         $326           6,800.00 Sole  N/A   None
CHASE MANHATTAN CORP    COMM  16161A108       $1,384          16,000.00 Sole  N/A   None
CHEVRON CORP            COMM  166751107         $475           5,000.00 Sole  N/A   None
CISCO SYS INC           COMM  17275R102       $2,030          31,500.00 Sole  N/A   None
CLEAR CHANNEL COMMUN    COMM  184502102         $207           3,000.00 Sole  N/A   None
CLOROX CO               COMM  189054109         $117           1,100.00 Sole  N/A   None
COCA COLA CO            COMM  191216100       $1,296          20,900.00 Sole  N/A   None
COLUMBIA ENERGY GROU    COMM  197648108          $50             800.00 Sole  N/A   None
COMPAQ COMPUTER CORP    COMM  204493100         $464          19,603.00 Sole  N/A   None
COMPUTER ASSOC INTL     COMM  204912109         $263           4,800.00 Sole  N/A   None
COMPUTER SCIENCES CO    COMM  205363104         $180           2,600.00 Sole  N/A   None
COMPUWARE CORP          COMM  205638109         $289           9,100.00 Sole  N/A   None
CONSOLIDATED EDISON     COMM  209115104         $226           5,000.00 Sole  N/A   None
CONSOLIDATED NAT GAS    COMM  209615103           $6             100.00 Sole  N/A   None
CONSTELLATION ENERGY    COMM  210371100         $548          18,500.00 Sole  N/A   None
COOPER INDS INC         COMM  216669101          $26             500.00 Sole  N/A   None
CORNING INC             COMM  219350105         $210           3,000.00 Sole  N/A   None
COSTCO COMPANIES INC    COMM  22160Q102         $280           3,500.00 Sole  N/A   None
CRANE CO                COMM  224399105           $3             100.00 Sole  N/A   None
CROWN CORK & SEAL IN    COMM  228255105         $314          11,000.00 Sole  N/A   None
CYPRUS AMAX MINERALS    COMM  232809103           $9             600.00 Sole  N/A   None
DTE ENERGY CO           COMM  233331107         $416          10,200.00 Sole  N/A   None
DAYTON HUDSON CORP      COMM  239753106         $585           9,000.00 Sole  N/A   None
DEERE & CO              COMM  244199105         $196           5,000.00 Sole  N/A   None
DELL COMPUTER CORP      COMM  247025109       $1,106          29,900.00 Sole  N/A   None
DELTA AIR LINES DEL     COMM  247361108         $161           2,800.00 Sole  N/A   None
DE LUXE CHECK PRINTE    COMM  248019101         $190           4,900.00 Sole  N/A   None
DISNEY WALT PRODTNS     COMM  254687106         $111           3,600.00 Sole  N/A   None
DOW CHEM CO             COMM  260543103       $1,180           9,300.00 Sole  N/A   None
DOW JONES & CO INC      COMM  260561105         $366           6,900.00 Sole  N/A   None
DU PONT E I DE NEMOU    COMM  263534109         $567           8,300.00 Sole  N/A   None
E M C CORP MASS         COMM  268648102         $748          13,600.00 Sole  N/A   None
EASTMAN KODAK CO        COMM  277461109         $217           3,200.00 Sole  N/A   None
EATON CORP              COMM  278058102          $37             400.00 Sole  N/A   None
ECOLAB INC              COMM  278865100          $26             600.00 Sole  N/A   None
ELECTRONIC DATA SYS     COMM  285661104          $68           1,200.00 Sole  N/A   None
EMERSON ELEC CO         COMM  291011104          $44             700.00 Sole  N/A   None
ENGELHARD CORP          COMM  292845104          $48           2,100.00 Sole  N/A   None
ENRON CORP              COMM  293561106         $948          11,600.00 Sole  N/A   None
ENTERGY CORP NEW        COMM  29364G103         $538          17,200.00 Sole  N/A   None
EQUIFAX INC             COMM  294429105           $7             200.00 Sole  N/A   None
EXXON CORP              COMM  302290101       $1,843          23,900.00 Sole  N/A   None
FDX CORP                COMM  31304N107         $119           2,200.00 Sole  N/A   None
FIFTH THIRD BANCORP     COMM  316773100         $140           2,100.00 Sole  N/A   None
FIRST DATA CORP         COMM  319963104          $83           1,700.00 Sole  N/A   None
FIRST UN CORP           COMM  337358105         $650          13,800.00 Sole  N/A   None
FIRSTAR CORP NEW WIS    COMM  33763V109         $185           6,600.00 Sole  N/A   None
FLEET FINL GROUP INC    COMM  338915101         $133           3,000.00 Sole  N/A   None
FLUOR CORP              COMM  343861100          $57           1,400.00 Sole  N/A   None
FORD MTR CO DEL         COMM  345370100       $1,913          33,900.00 Sole  N/A   None
FORTUNE BRANDS INC      COMM  349631101         $327           7,900.00 Sole  N/A   None
FRONTIER CORP           COMM  35906P105         $293           5,000.00 Sole  N/A   None
GPU INC                 COMM  36225X100         $101           2,400.00 Sole  N/A   None
GTE CORP                COMM  362320103         $483           6,400.00 Sole  N/A   None
GANNETT INC             COMM  364730101          $14             200.00 Sole  N/A   None
GAP INC                 COMM  364760108         $525          10,425.00 Sole  N/A   None
GATEWAY INC             COMM  367626108          $77           1,300.00 Sole  N/A   None
GENERAL ELEC CO         COMM  369604103       $2,610          23,100.00 Sole  N/A   None
GILLETTE COMPANY        COMM  375766102         $431          10,500.00 Sole  N/A   None
GOODRICH B F CO         COMM  382388106         $106           2,500.00 Sole  N/A   None
HALLIBURTON CO          COMM  406216101           $5             100.00 Sole  N/A   None
HARRIS CORP DEL         COMM  413875105          $24             600.00 Sole  N/A   None
HEALTHSOUTH CORP        COMM  421924101          $58           3,900.00 Sole  N/A   None
HEINZ H J CO            COMM  423074103          $65           1,300.00 Sole  N/A   None
HEWLETT PACKARD CO      COMM  428236103         $965           9,600.00 Sole  N/A   None
HILTON HOTELS CORP      COMM  432848109         $279          19,700.00 Sole  N/A   None
HOME DEPOT INC          COMM  437076102         $857          13,300.00 Sole  N/A   None
HONEYWELL INC           COMM  438506107         $162           1,400.00 Sole  N/A   None
ITT INDS INC IND        COMM  450911102           $8             200.00 Sole  N/A   None
IKON OFFICE SOLUTION    COMM  451713101           $5             300.00 Sole  N/A   None
INTEL CORP              COMM  458140100       $1,975          33,200.00 Sole  N/A   None
INTERNATIONAL BUS MA    COMM  459200101       $2,430          18,800.00 Sole  N/A   None
INTERNATIONAL FLAV&F    COMM  459506101         $422           9,600.00 Sole  N/A   None
INTERNATIONAL PAPER     COMM  460146103         $171           3,400.00 Sole  N/A   None
INTERPUBLIC GROUP CO    COMM  460690100         $199           2,300.00 Sole  N/A   None
JEFFERSON PILOT CORP    COMM  475070108          $46             700.00 Sole  N/A   None
JOHNSON & JOHNSON       COMM  478160104         $911           9,300.00 Sole  N/A   None
JOHNSON CTLS INC        COMM  478366107           $7             100.00 Sole  N/A   None
KLA-TENCOR CORP         COMM  482480100          $91           1,400.00 Sole  N/A   None
K MART                  COMM  482584109          $12             700.00 Sole  N/A   None
KELLOGG CO              COMM  487836108         $125           3,800.00 Sole  N/A   None
KERR MCGEE CORP         COMM  492386107         $402           8,000.00 Sole  N/A   None
KEYCORP                 COMM  493267108         $283           8,800.00 Sole  N/A   None
LSI LOGIC CORP          COMM  502161102         $166           3,600.00 Sole  N/A   None
LILLY ELI & CO          COMM  532457108         $673           9,400.00 Sole  N/A   None
LIMITED INC             COMM  532716107         $476          10,500.00 Sole  N/A   None
LINCOLN NATL CORP IN    COMM  534187109          $63           1,200.00 Sole  N/A   None
LOCKHEED MARTIN CORP    COMM  539830109          $15             400.00 Sole  N/A   None
LOEWS CORP              COMM  540424108         $356           4,500.00 Sole  N/A   None
LOWES COS INC           COMM  548661107         $198           3,500.00 Sole  N/A   None
LUCENT TECHNOLOGIES     COMM  549463107       $1,902          28,200.00 Sole  N/A   None
MCI WORLDCOM INC        COMM  55268B106       $1,903          22,107.00 Sole  N/A   None
MALLINCKRODT GROUP      COMM  561232109          $15             400.00 Sole  N/A   None
MARSH & MCLENNAN COS    COMM  571748102         $295           3,900.00 Sole  N/A   None
MASCO CORP              COMM  574599106         $116           4,000.00 Sole  N/A   None
MATTEL INC              COMM  577081102         $115           4,400.00 Sole  N/A   None
MAY DEPT STORES CO      COMM  577778103         $116           2,850.00 Sole  N/A   None
MCDERMOTT INTL          COMM  580037109         $345          12,200.00 Sole  N/A   None
MCDONALDS CORP          COMM  580135101         $547          13,300.00 Sole  N/A   None
MCGRAW HILL INC         COMM  580645109          $86           1,600.00 Sole  N/A   None
MCKESSON HBOC INC       COMM  58155Q103         $138           4,292.00 Sole  N/A   None
MELLON BK CORP          COMM  585509102          $36           1,000.00 Sole  N/A   None
MERCK & CO INC          COMM  589331107       $1,782          24,200.00 Sole  N/A   None
MICROSOFT CORP          COMM  594918104       $4,545          50,400.00 Sole  N/A   None
MICRON TECHNOLOGY IN    COMM  595112103           $4             100.00 Sole  N/A   None
MINNESOTA MNG & MFG     COMM  604059105           $9             100.00 Sole  N/A   None
MIRAGE RESORTS INC      COMM  60462E104           $8             500.00 Sole  N/A   None
MOBIL CORP              COMM  607059102         $909           9,200.00 Sole  N/A   None
MOMENTUM BUSINESS AP    COMM  60877P108           $2             220.00 Sole  N/A   None
MONSANTO CO             COMM  611662107         $443          11,200.00 Sole  N/A   None
MORGAN S D WITTER DI    COMM  617446448         $965           9,400.00 Sole  N/A   None
MOTOROLA INC            COMM  620076109         $521           5,500.00 Sole  N/A   None
NABISCO GROUP HLDG C    COMM  62952P102          $59           3,000.00 Sole  N/A   None
NATIONAL CITY CORP      COMM  635405103          $85           1,300.00 Sole  N/A   None
NATIONAL SEMICONDUCT    COMM  637640103         $124           4,900.00 Sole  N/A   None
NATIONAL SVC INDS IN    COMM  637657107          $83           2,300.00 Sole  N/A   None
NIKE INC                COMM  654106103         $120           1,900.00 Sole  N/A   None
NORFOLK SOUTHERN COR    COMM  655844108          $81           2,700.00 Sole  N/A   None
NOVELL INC              COMM  670006105           $8             300.00 Sole  N/A   None
OMNICOM GROUP           COMM  681919106          $56             700.00 Sole  N/A   None
ORACLE SYSTEMS CORP     COMM  68389X105         $264           7,100.00 Sole  N/A   None
PECO ENERGY CO          COMM  693304107          $84           2,000.00 Sole  N/A   None
PG&E CORP               COMM  69331C108          $58           1,800.00 Sole  N/A   None
PE Corp - PE Biosystems COMM  69332S102         $195           1,700.00 Sole  N/A   None
PE CORP                 COMM  69332S201          $14             850.00 Sole  N/A   None
PPG INDS INC            COMM  693506107         $337           5,700.00 Sole  N/A   None
PACIFICORP              COMM  695114108         $288          15,700.00 Sole  N/A   None
PARAMETRIC TECHNOLOG    COMM  699173100          $89           6,400.00 Sole  N/A   None
PAYCHEX INC             COMM  704326107         $201           6,300.00 Sole  N/A   None
PENNEY J C INC          COMM  708160106          $53           1,100.00 Sole  N/A   None
PEOPLESOFT INC          COMM  712713106         $147           8,500.00 Sole  N/A   None
PEPSICO INC             COMM  713448108       $1,021          26,400.00 Sole  N/A   None
PFIZER INC              COMM  717081103       $1,286          11,800.00 Sole  N/A   None
PHILIP MORRIS COS IN    COMM  718154107         $840          20,900.00 Sole  N/A   None
PHILLIPS PETE CO        COMM  718507106         $111           2,200.00 Sole  N/A   None
PITNEY BOWES INC        COMM  724479100         $193           3,000.00 Sole  N/A   None
PROCTER & GAMBLE CO     COMM  742718109       $1,133          12,700.00 Sole  N/A   None
PROVIDIAN FINL CORP     COMM  74406A102         $629           6,750.00 Sole  N/A   None
PUBLIC SVC ENTERPRIS    COMM  744573106         $531          13,000.00 Sole  N/A   None
RAYTHEON CO             COMM  755111408          $14             200.00 Sole  N/A   None
RELIANT ENERGY INC      COMM  75952J108           $6             200.00 Sole  N/A   None
REYNOLDS METALS CO      COMM  761763101          $89           1,500.00 Sole  N/A   None
REYNOLDS R J TOB HLD    COMM  76182K105          $32           1,000.00 Sole  N/A   None
ROHM & HAAS CO          COMM  775371107         $157           3,663.80 Sole  N/A   None
RYDER SYS INC           COMM  783549108          $59           2,300.00 Sole  N/A   None
SBC COMMUNICATIONS I    COMM  78387G103       $1,688          29,100.00 Sole  N/A   None
SAFECO CORP             COMM  786429100         $838          19,000.00 Sole  N/A   None
ST PAUL COS INC         COMM  792860108         $283           8,884.00 Sole  N/A   None
SARA LEE CORP           COMM  803111103          $84           3,700.00 Sole  N/A   None
SCHERING PLOUGH CORP    COMM  806605101         $751          14,300.00 Sole  N/A   None
SCHLUMBERGER LTD        COMM  806857108         $675          10,600.00 Sole  N/A   None
SCHWAB CHARLES CP NE    COMM  808513105         $469           4,300.00 Sole  N/A   None
SERVICE CORP INTL       COMM  817565104           $6             300.00 Sole  N/A   None
SHERWIN WILLIAMS CO     COMM  824348106           $8             300.00 Sole  N/A   None
SILICON GRAPHICS INC    COMM  827056102          $97           5,900.00 Sole  N/A   None
SNAP ON TOOLS CORP      COMM  833034101         $228           6,300.00 Sole  N/A   None
SOLECTRON CORP          COMM  834182107         $293           4,400.00 Sole  N/A   None
SONAT INC               COMM  835415100         $189           5,700.00 Sole  N/A   None
SOUTHERN CO             COMM  842587107          $72           2,700.00 Sole  N/A   None
SOUTHWEST AIRLS CO      COMM  844741108         $125           4,000.00 Sole  N/A   None
SPRINT -FON             COMM  852061100         $360           6,800.00 Sole  N/A   None
STAPLES INC             COMM  855030102         $186           6,000.00 Sole  N/A   None
STATE STR CORP          COMM  857477103         $154           1,800.00 Sole  N/A   None
SUN MICROSYSTEMS INC    COMM  866810104         $331           4,800.00 Sole  N/A   None
SUNOCO INC              COMM  86764P109          $54           1,800.00 Sole  N/A   None
SUNTRUST BKS INC        COMM  867914103         $368           5,300.00 Sole  N/A   None
TJX COS INC NEW         COMM  872540109         $240           7,200.00 Sole  N/A   None
TANDY CORP              COMM  875382103         $450           9,200.00 Sole  N/A   None
TELLABS INC             COMM  879664100         $405           6,000.00 Sole  N/A   None
TEXAS INSTRS INC        COMM  882508104         $634           4,400.00 Sole  N/A   None
TEXAS UTILS CO          COMM  882848104         $352           8,500.00 Sole  N/A   None
THERMO ELECTRON CORP    COMM  883556102         $201          10,000.00 Sole  N/A   None
THOMAS & BETTS CORP     COMM  884315102          $24             500.00 Sole  N/A   None
3COM CORP               COMM  885535104          $29           1,100.00 Sole  N/A   None
TIME WARNER INC         COMM  887315109         $203           2,800.00 Sole  N/A   None
TORCHMARK CORP          COMM  891027104           $3             100.00 Sole  N/A   None
TOYS R US               COMM  892335100          $33           1,600.00 Sole  N/A   None
TRANSAMERICA CORP       COMM  893485102          $30             400.00 Sole  N/A   None
TRIBUNE CO NEW          COMM  896047107           $9             100.00 Sole  N/A   None
USX-MARATHON OIL        COMM  902905827         $228           7,000.00 Sole  N/A   None
UST INC                 COMM  902911106         $164           5,600.00 Sole  N/A   None
USX-U S STL             COMM  90337T101         $208           7,700.00 Sole  N/A   None
UNICOM CORP             COMM  904911104         $266           6,900.00 Sole  N/A   None
UNION CARBIDE CORP      COMM  905581104          $63           1,300.00 Sole  N/A   None
UNION PAC CORP          COMM  907818108           $6             100.00 Sole  N/A   None
UNITED HEALTHCARE CO    COMM  910581107         $113           1,800.00 Sole  N/A   None
UNITED TECHNOLOGIES     COMM  913017109         $187           2,600.00 Sole  N/A   None
UNOCAL CORP             COMM  915289102           $4             100.00 Sole  N/A   None
V F CORP                COMM  918204108          $90           2,100.00 Sole  N/A   None
VIACOM INC              COMM  925524308       $1,276          29,000.00 Sole  N/A   None
VODAFONE GROUP PLC      ADR   92857T107         $847           4,300.00 Sole  N/A   None
WACHOVIA CORP           COMM  929771103         $599           7,000.00 Sole  N/A   None
WAL MART STORES INC     COMM  931142103       $1,882          39,000.00 Sole  N/A   None
WALGREEN CO             COMM  931422109         $388          13,200.00 Sole  N/A   None
WARNER LAMBERT CO       COMM  934488107         $249           3,600.00 Sole  N/A   None
WASTE MGMT INC DEL      COMM  94106L109           $3              52.00 Sole  N/A   None
WELLS FARGO & CO NEW    COMM  949746101         $513          12,000.00 Sole  N/A   None
WESTVACO CORP           COMM  961548104       $1,209          41,700.00 Sole  N/A   None
WEYERHAEUSER CO         COMM  962166104         $186           2,700.00 Sole  N/A   None
WINN DIXIE STORES IN    COMM  974280109          $92           2,500.00 Sole  N/A   None
XEROX CORP              COMM  984121103         $332           5,622.00 Sole  N/A   None

                                                           1,790,443.80

RAYTHEON SMALL CAP PLUS

AAR CORP                COMM  000361105         $127           5,600.00 Sole  N/A   None
AFC CABLE SYS INC       COMM  000950105         $162           4,600.00 Sole  N/A   None
ABM INDS INC            COMM  000957100         $129           4,200.00 Sole  N/A   None
AGCO CORP               COMM  001084102          $60           5,300.00 Sole  N/A   None
AK STL HLDG CORP        COMM  001547108         $200           8,900.00 Sole  N/A   None
ABACUS DIRECT CORP      COMM  002553105         $192           2,100.00 Sole  N/A   None
ACNIELSEN CORP          COMM  004833109          $57           1,900.00 Sole  N/A   None
ACTION PERFORMANCE C    COMM  004933107         $122           3,700.00 Sole  N/A   None
ACUSON CORP             COMM  005113105          $89           5,200.00 Sole  N/A   None
ACX TECHNOLOGIES INC    COMM  005123104          $86           5,300.00 Sole  N/A   None
ACXIOM CORP             COMM  005125109         $115           4,600.00 Sole  N/A   None
ADTRAN INC              COMM  00738A106         $160           4,400.00 Sole  N/A   None
ADVANTAGE LEARNING S    COMM  00757K100          $44           2,000.00 Sole  N/A   None
ADVANTA CORP            COMM  007942105          $60           3,300.00 Sole  N/A   None
AFFILIATED COMPUTER     COMM  008190100         $157           3,100.00 Sole  N/A   None
AIR EXPRESS INTL COR    COMM  009104100         $124           4,900.00 Sole  N/A   None
AIRBORNE FGHT CORP      COMM  009266107         $138           5,000.00 Sole  N/A   None
ALBEMARLE CORP          COMM  012653101          $90           3,900.00 Sole  N/A   None
ALBERTO CULVER CO       COMM  013068101          $99           3,700.00 Sole  N/A   None
ALEXANDER & BALDWIN     COMM  014482103          $69           3,100.00 Sole  N/A   None
ALFA CORP               COMM  015385107         $168           8,400.00 Sole  N/A   None
ALIANT COMMUNICATION    COMM  016090102         $305           6,600.00 Sole  N/A   None
ALKERMES INC            COMM  01642T108          $90           3,900.00 Sole  N/A   None
ALLIANT TECHSYSTEMS     COMM  018804104         $208           2,400.00 Sole  N/A   None
ALPHARMA INC            COMM  020813101         $220           6,200.00 Sole  N/A   None
AMERICA WEST HLDG CO    COMM  023657208          $96           5,100.00 Sole  N/A   None
AMERICAN ANNUITY GRO    COMM  023840101         $148           6,100.00 Sole  N/A   None
AMCORE FINL INC         COMM  023912108         $145           6,300.00 Sole  N/A   None
AMERICAN BUSINESS PR    COMM  024763104           $2             100.00 Sole  N/A   None
AMERICAN EAGLE OUTFI    COMM  02553E106         $223           4,900.00 Sole  N/A   None
AMERICAN FREIGHTWAYS    COMM  02629V108         $155           7,900.00 Sole  N/A   None
AMERICAN ITALIAN PAS    COMM  027070101          $21             700.00 Sole  N/A   None
AMERICAN MGMT SYS IN    COMM  027352103         $221           6,900.00 Sole  N/A   None
AMERICREDIT CORP        COMM  03060R101         $163          10,200.00 Sole  N/A   None
AMERITRADE HLDG CORP    COMM  03072H109       $1,028           9,700.00 Sole  N/A   None
AMES DEPT STORES INC    COMM  030789507          $87           1,900.00 Sole  N/A   None
ANALYSTS INTL CORP      COMM  032681108          $63           4,400.00 Sole  N/A   None
ANCHOR GAMING           COMM  033037102          $72           1,500.00 Sole  N/A   None
ANDRX CORP              COMM  034551101         $455           5,900.00 Sole  N/A   None
ANIXTER INTL INC        COMM  035290105         $108           5,900.00 Sole  N/A   None
ANN TAYLOR STORES CO    COMM  036115103         $104           2,300.00 Sole  N/A   None
ANTEC CORP              COMM  03664P105         $170           5,300.00 Sole  N/A   None
APPLEBEES INTL INC      COMM  037899101         $139           4,600.00 Sole  N/A   None
APPLIED GRAPHICS TEC    COMM  037937109         $121           9,600.00 Sole  N/A   None
APPLIED INDL TECHNOL    COMM  03820C105          $91           4,800.00 Sole  N/A   None
APPLIED PWR INC         COMM  038225108          $44           1,600.00 Sole  N/A   None
APPLIED MICRO CIRCUI    COMM  03822W109         $280           3,400.00 Sole  N/A   None
APTARGROUP INC          COMM  038336103         $168           5,600.00 Sole  N/A   None
ARCH COAL INC           COMM  039380100          $71           5,100.00 Sole  N/A   None
ARCTIC CAT INC          COMM  039670104          $55           6,100.00 Sole  N/A   None
ARGONAUT GROUP INC      COMM  040157109          $98           4,100.00 Sole  N/A   None
ARROW INTL INC          COMM  042764100          $78           3,000.00 Sole  N/A   None
ARVIN INDS INC          COMM  043339100          $72           1,900.00 Sole  N/A   None
ASPECT DEV INC          COMM  045234101          $70           3,800.00 Sole  N/A   None
ASPECT TELECOMMUNICA    COMM  045237104          $89           9,100.00 Sole  N/A   None
ASTORIA FINL CORP       COMM  046265104         $189           4,300.00 Sole  N/A   None
ATMOS ENERGY CORP       COMM  049560105         $113           4,500.00 Sole  N/A   None
ATWOOD OCEANICS INC     COMM  050095108          $91           2,900.00 Sole  N/A   None
AUTODESK INC            COMM  052769106         $124           4,200.00 Sole  N/A   None
AVANT CORP              COMM  053487104          $78           6,200.00 Sole  N/A   None
AVID TECHNOLOGY INC     COMM  05367P100          $66           4,100.00 Sole  N/A   None
AXENT TECHNOLOGIES I    COMM  05459C108          $55           4,900.00 Sole  N/A   None
AZTAR CORP              COMM  054802103          $82           8,900.00 Sole  N/A   None
BEC ENERGY              COMM  05538M101         $120           2,900.00 Sole  N/A   None
BISYS GROUP INC         COMM  055472104         $216           3,700.00 Sole  N/A   None
BJS WHOLESALE CLUB I    COMM  05548J106           $9             300.00 Sole  N/A   None
BT FINL CORP            COMM  055763106          $91           3,700.00 Sole  N/A   None
BALDWIN & LYONS INC     COMM  057755209          $52           2,200.00 Sole  N/A   None
BALLARD MED PRODS       COMM  058566100         $119           5,100.00 Sole  N/A   None
BANCORPSOUTH INC        COMM  059692103         $118           6,500.00 Sole  N/A   None
BANDAG INC              COMM  059815100          $83           2,400.00 Sole  N/A   None
BANK GRANITE FALLS N    COMM  062401104           $2             100.00 Sole  N/A   None
BANKNORTH GRP INC DE    COMM  06646L100         $132           4,000.00 Sole  N/A   None
BANTA GEORGE INC        COMM  066821109          $82           3,900.00 Sole  N/A   None
BASSETT FURNITURE IN    COMM  070203104          $96           4,200.00 Sole  N/A   None
BELDEN INC              COMM  077459105          $81           3,400.00 Sole  N/A   None
BERINGER WINE ESTATE    COMM  084102102          $50           1,200.00 Sole  N/A   None
BERKLEY W R CORP        COMM  084423102          $73           2,900.00 Sole  N/A   None
BETHLEHEM STL CORP      COMM  087509105         $188          24,500.00 Sole  N/A   None
BEVERLY ENTERPRISES     COMM  087851309          $55           6,800.00 Sole  N/A   None
BILLING INFORMATION     COMM  090063108          $25           2,200.00 Sole  N/A   None
BINDLY WESTN INDS IN    COMM  090324104         $160           6,933.16 Sole  N/A   None
BIO TECHNOLOGY GEN      COMM  090578105          $92          14,100.00 Sole  N/A   None
BLACK BOX CORP DEL      COMM  091826107         $195           3,900.00 Sole  N/A   None
BLACK HILLS PWR & LT    COMM  092113109         $148           6,400.00 Sole  N/A   None
BLOCK DRUG INC          COMM  093644102         $103           2,472.00 Sole  N/A   None
BLOUNT INTL INC         COMM  095177101         $120           4,400.00 Sole  N/A   None
BLYTHE INDUSTRIES IN    COMM  09643P108         $133           3,900.00 Sole  N/A   None
BOISE CASCADE CORP      COMM  097383103         $137           3,200.00 Sole  N/A   None
BOISE CASCADE OFFICE    COMM  097403109          $85           7,200.00 Sole  N/A   None
BORON LEPORE & ASSOC    COMM  10001P102          $21           2,500.00 Sole  N/A   None
BOWATER INC             COMM  102183100         $161           3,400.00 Sole  N/A   None
BOWNE & CO INC          COMM  103043105         $112           8,400.00 Sole  N/A   None
BRADY CORPORATION       COMM  104674106         $120           3,700.00 Sole  N/A   None
BRIGHTPOINT INC         COMM  109473108          $58           9,500.00 Sole  N/A   None
BRINKER INTL INC        COMM  109641100         $201           7,300.00 Sole  N/A   None
BROADVISION INC         COMM  111412102         $937          12,700.00 Sole  N/A   None
TOM BROWN INC NEW       COMM  115660201          $51           3,300.00 Sole  N/A   None
BUCKLE INC              COMM  118440106          $43           1,500.00 Sole  N/A   None
BUFFETS INC             COMM  119882108         $133          11,600.00 Sole  N/A   None
BURLINGTON COAT FACT    COMM  121579106         $160           8,300.00 Sole  N/A   None
BURR BROWN CORP         COMM  122574106         $260           7,100.00 Sole  N/A   None
CFW COMMUNICATIONS      COMM  124923103          $73           3,000.00 Sole  N/A   None
C-CUBE MICROSYSTEMS     COMM  125015107         $212           6,700.00 Sole  N/A   None
C D I CORP              COMM  125071100          $85           2,500.00 Sole  N/A   None
CDW COMPUTER CTRS IN    COMM  125129106         $207           4,700.00 Sole  N/A   None
CEC ENTMT INC           COMM  125137109         $237           5,600.00 Sole  N/A   None
CHS ELECTRONICS INC     COMM  12542A206          $26           6,000.00 Sole  N/A   None
CKE RESTAURANTS INC     COMM  12561E105          $66           4,070.00 Sole  N/A   None
CLECO CORP              COMM  12561M107         $125           4,100.00 Sole  N/A   None
CSS INDS INC            COMM  125906107          $14             500.00 Sole  N/A   None
CNB BANCSHARES INC      COMM  126126101         $177           3,100.00 Sole  N/A   None
CNF TRANSN INC          COMM  12612W104         $108           2,800.00 Sole  N/A   None
CABLEVISION SYS CORP    COMM  12686C109         $693           9,900.00 Sole  N/A   None
CABLE DESING TECHNOL    COMM  126924109          $43           2,800.00 Sole  N/A   None
CABOT OIL & GAS CORP    COMM  127097103         $110           5,900.00 Sole  N/A   None
CAL DIVE INTL INC       COMM  127914109         $131           4,400.00 Sole  N/A   None
CALGON CARBON CORP      COMM  129603106          $24           4,000.00 Sole  N/A   None
CAMBREX CORP            COMM  132011107         $137           5,200.00 Sole  N/A   None
CARBO CERAMICS INC      COMM  140781105          $61           2,000.00 Sole  N/A   None
CARAUSTAR INDS INC      COMM  140909102          $94           3,800.00 Sole  N/A   None
CARLISLE CORP           COMM  142339100         $135           2,800.00 Sole  N/A   None
CARPENTER TECHNOLOGY    COMM  144285103          $49           1,700.00 Sole  N/A   None
CATALINA MARKETING C    COMM  148867104         $166           1,800.00 Sole  N/A   None
CATO CORP NEW           COMM  149205106          $94           8,100.00 Sole  N/A   None
CELLSTAR CORP           COMM  150925105          $58           7,400.00 Sole  N/A   None
CENTEX CONSTRUCTION     COMM  15231R109          $96           2,800.00 Sole  N/A   None
CENTRAL GARDEN & PET    COMM  153527106          $31           3,000.00 Sole  N/A   None
CENTRAL NEWSPAPERS I    COMM  154647101         $188           5,000.00 Sole  N/A   None
CENTRAL PKG CORP        COMM  154785109          $10             300.00 Sole  N/A   None
CENTURA BKS INC         COMM  15640T100         $107           1,900.00 Sole  N/A   None
CENTURY ALUM CO         COMM  156431108          $45           7,300.00 Sole  N/A   None
CENTURY BUSINESS SVC    COMM  156490104          $86           5,900.00 Sole  N/A   None
CERNER CORP             COMM  156782104         $111           5,300.00 Sole  N/A   None
CHAMPION ENTERPRISES    COMM  158496109         $147           7,900.00 Sole  N/A   None
CHART INDS INC          COMM  16115Q100          $15           1,900.00 Sole  N/A   None
CHECKFREE HLDGS CORP    COMM  162816102          $99           3,600.00 Sole  N/A   None
CHEESECAKE FACTORY I    COMM  163072101          $64           2,100.00 Sole  N/A   None
CHEMED CORP             COMM  163596109         $103           3,100.00 Sole  N/A   None
CHEMFIRST INC           COMM  16361A106          $53           2,200.00 Sole  N/A   None
CHESAPEAKE CORP VA      COMM  165159104         $120           3,200.00 Sole  N/A   None
CHIQUITA BRANDS INTL    COMM  170032106          $65           7,200.00 Sole  N/A   None
CHITTENDEN CORP         COMM  170228100         $153           4,900.00 Sole  N/A   None
CHRIS CRAFT INDS INC    COMM  170520100         $215           4,572.00 Sole  N/A   None
CHURCH & DWIGHT INC     COMM  171340102         $174           4,000.00 Sole  N/A   None
CIBER INC               COMM  17163B102          $34           1,800.00 Sole  N/A   None
CISCO SYS INC           COMM  17275R102         $152           2,363.48 Sole  N/A   None
CITIZENS BKG CORP MI    COMM  174420109         $102           3,400.00 Sole  N/A   None
CLAIRES STORES INC      COMM  179584107         $170           6,600.00 Sole  N/A   None
CLARCOR INC             COMM  179895107         $121           6,300.00 Sole  N/A   None
CLEVELAND CLIFFS INC    COMM  185896107         $126           3,900.00 Sole  N/A   None
COACH USA INC           COMM  18975L106          $55           1,300.00 Sole  N/A   None
COGNEX CORP             COMM  192422103         $110           3,500.00 Sole  N/A   None
COLE KENNETH PRODTNS    COMM  193294105          $61           2,200.00 Sole  N/A   None
COLONIAL BANCGROUP I    COMM  195493309         $105           7,500.00 Sole  N/A   None
COLUMBIA SPORTSWEAR     COMM  198516106          $17           1,100.00 Sole  N/A   None
COMMERCIAL METALS CO    COMM  201723103          $74           2,600.00 Sole  N/A   None
COMMONWEALTH ENERGY     COMM  202800108         $160           3,800.00 Sole  N/A   None
COMPLETE BUSINESS SO    COMM  20452F107          $38           2,100.00 Sole  N/A   None
COMSAT CORP             COMM  20564D107         $202           6,200.00 Sole  N/A   None
CONCENTRA MANAGED       COMM  20589T103          $64           4,300.00 Sole  N/A   None
COMPUTER HORIZONS CO    COMM  205908106          $35           2,500.00 Sole  N/A   None
CONSOLIDATED GRAPHIC    COMM  209341106         $130           2,600.00 Sole  N/A   None
COOPER TIRE & RUBR      COMM  216831107          $71           3,000.00 Sole  N/A   None
COORS ADOLPH CO         COMM  217016104         $163           3,300.00 Sole  N/A   None
COPART INC              COMM  217204106          $51           2,400.00 Sole  N/A   None
CORDANT TECHNOLOGIES    COMM  218412104         $194           4,300.00 Sole  N/A   None
CORPORATE EXPRESS IN    COMM  219888104          $48           6,900.00 Sole  N/A   None
CORUS BANKSHARES INC    COMM  220873103          $73           2,300.00 Sole  N/A   None
COVENTRY HEALTH CARE    COMM  222862104          $90           8,200.00 Sole  N/A   None
CREDENCE SYS CORP       COMM  225302108         $171           4,600.00 Sole  N/A   None
CREDIT ACCEP CORP MI    COMM  225310101          $56           9,400.00 Sole  N/A   None
CULLEN FROST BANKERS    COMM  229899109         $143           5,200.00 Sole  N/A   None
CUMMINS ENGINE INC      COMM  231021106         $280           4,900.00 Sole  N/A   None
CURATIVE TECHNOLOGIE    COMM  231264102          $19           3,500.00 Sole  N/A   None
CYMER INC               COMM  232572107          $28           1,100.00 Sole  N/A   None
CYPRESS SEMICONDUCTO    COMM  232806109         $125           7,300.00 Sole  N/A   None
CYTEC INDS INC          COMM  232820100          $98           3,100.00 Sole  N/A   None
DSP COMMUNICATIONS I    COMM  23332K106         $196           6,800.00 Sole  N/A   None
DT INDUSTRIES INC       COMM  23333J108          $32           3,500.00 Sole  N/A   None
DAIN RAUSCHER CORP      COMM  233856103         $103           1,900.00 Sole  N/A   None
DALLAS SEMICONDUCTOR    COMM  235204104         $203           4,000.00 Sole  N/A   None
DATA GEN CORP           COMM  237688106          $89           6,100.00 Sole  N/A   None
DATASTREAM SYS INC      COMM  238124101          $18           1,100.00 Sole  N/A   None
DELPHI FINL GROUP IN    COMM  247131105         $157           4,369.00 Sole  N/A   None
DENDRITE INTL INC       COMM  248239105         $166           4,600.00 Sole  N/A   None
DENTSPLY INTL INC NE    COMM  249030107         $150           5,200.00 Sole  N/A   None
DEPARTMENT 56 INC       COMM  249509100         $134           5,000.00 Sole  N/A   None
DETROIT DIESEL CORP     COMM  250837101         $133           5,400.00 Sole  N/A   None
DEVON ENERGY CORP       COMM  251799102         $100           2,800.00 Sole  N/A   None
DEVRY INC DEL           COMM  251893103         $172           7,700.00 Sole  N/A   None
DEXTER CORP             COMM  252165105          $78           1,900.00 Sole  N/A   None
DIAGNOSTIC PRODS CP     COMM  252450101          $36           1,300.00 Sole  N/A   None
DIALOGIC CORP           COMM  252499108         $149           3,400.00 Sole  N/A   None
DIEBOLD INC             COMM  253651103         $124           4,300.00 Sole  N/A   None
DIONEX CORP             COMM  254546104         $215           5,300.00 Sole  N/A   None
DISCOUNT AUTO PTS IN    COMM  254642101          $46           1,900.00 Sole  N/A   None
DONALDSON INC           COMM  257651109         $127           5,200.00 Sole  N/A   None
DOVER DOWNS ENTMT IN    COMM  260086103         $164           9,300.00 Sole  N/A   None
DRESS BARN INC          COMM  261570105         $166          10,400.00 Sole  N/A   None
DREYERS GRAND ICE CR    COMM  261878102         $124           8,200.00 Sole  N/A   None
DRIL-QUIP INC           COMM  262037104          $94           4,100.00 Sole  N/A   None
DUPONT PHOTOMASKS IN    COMM  26613X101          $43             900.00 Sole  N/A   None
DURA PHARMACEUTICALS    COMM  26632S109         $123          10,300.00 Sole  N/A   None
DYCOM INDS INC          COMM  267475101         $146           2,600.00 Sole  N/A   None
EG & G INC              COMM  268457108         $214           6,000.00 Sole  N/A   None
ETEC SYS INC            COMM  26922C103         $143           4,300.00 Sole  N/A   None
E TRADE GROUP INC       COMM  269246104         $691          17,300.00 Sole  N/A   None
EAGLE GEOPHYSICAL IN    COMM  269524104           $0             263.00 Sole  N/A   None
EAGLE USA AIRFREIGHT    COMM  270018104          $98           2,300.00 Sole  N/A   None
EASTERN ENTERPRISES     COMM  27637F100         $115           2,900.00 Sole  N/A   None
EATON VANCE CORP        COMM  278265103         $258           7,500.00 Sole  N/A   None
ELDER BEERMAN STORES    COMM  284470101          $68           9,300.00 Sole  N/A   None
ELECTRO SCIENTIFIC      COMM  285229100          $17             400.00 Sole  N/A   None
ELECTRONICS FOR IMAG    COMM  286082102         $267           5,200.00 Sole  N/A   None
ENERGEN CORP            COMM  29265N108         $129           6,900.00 Sole  N/A   None
ENGINEERING ANIMATIO    COMM  292872108          $15             700.00 Sole  N/A   None
ENHANCE FINL SVCS GR    COMM  293310108          $45           2,300.00 Sole  N/A   None
EPICOR SOFTWARE CORP    COMM  29426L108         $126          16,900.00 Sole  N/A   None
EQUITABLE RES INC       COMM  294549100         $155           4,100.00 Sole  N/A   None
ERIE INDTY CO           COMM  29530P102         $120           4,200.00 Sole  N/A   None
ETHAN ALLEN INTERIOR    COMM  297602104         $255           6,750.00 Sole  N/A   None
EVEREN CAPITAL CORP     COMM  299761106          $45           1,500.00 Sole  N/A   None
EVEREST REINS HLDGS     COMM  299808105         $104           3,200.00 Sole  N/A   None
EXCEL SWITCHING CORP    COMM  30067V108          $63           2,100.00 Sole  N/A   None
EXPEDITORS INTL WASH    COMM  302130109         $213           7,800.00 Sole  N/A   None
EXPRESS SCRIPTS INC     COMM  302182100         $169           2,800.00 Sole  N/A   None
EXTENDED STAY AMER I    COMM  30224P101         $151          12,600.00 Sole  N/A   None
FBL FINL GROUP INC      COMM  30239F106         $113           5,800.00 Sole  N/A   None
FPIC INS GROUP INC      COMM  302563101          $49           1,000.00 Sole  N/A   None
FAIRCHILD CORP          COMM  303698104          $45           3,500.00 Sole  N/A   None
FAIRFIELD CMNTYS INC    COMM  304231301         $152           9,400.00 Sole  N/A   None
FAMILY GOLF CTRS INC    COMM  30701A106          $29           3,800.00 Sole  N/A   None
FASTENAL CO             COMM  311900104          $94           1,800.00 Sole  N/A   None
FERRO CORP              COMM  315405100         $132           4,800.00 Sole  N/A   None
FILENET CORP            COMM  316869106          $62           5,400.00 Sole  N/A   None
FINISH LINE INC         COMM  317923100          $35           3,100.00 Sole  N/A   None
FIRST AMERN FINL COR    COMM  318522307         $105           5,900.00 Sole  N/A   None
FIRST CITIZENS BANCS    COMM  31946M103         $105           1,300.00 Sole  N/A   None
FIRST COMWLTH FINL P    COMM  319829107         $122           5,100.00 Sole  N/A   None
FIRST MIDWEST BANCOR    COMM  320867104         $103           2,600.00 Sole  N/A   None
FIRST HEALTH GROUP C    COMM  320960107          $88           4,100.00 Sole  N/A   None
1ST SOURCE CORP         COMM  336901103         $190           5,940.00 Sole  N/A   None
FIRSTMERIT CORP         COMM  337915102         $115           4,100.00 Sole  N/A   None
FLOWSERVE CORP          COMM  34354P105          $81           4,300.00 Sole  N/A   None
FOREST CITY ENTERPRI    COMM  345550107         $137           4,900.00 Sole  N/A   None
FORRESTER RESH INC      COMM  346563109          $13             500.00 Sole  N/A   None
FOSSIL INC              COMM  349882100         $145           3,000.00 Sole  N/A   None
FOSTER WHEELER CORP     COMM  350244109         $105           7,500.00 Sole  N/A   None
FRANKLIN COVEY CO       COMM  353469109          $46           6,300.00 Sole  N/A   None
FREMONT GEN CORP        COMM  357288109         $125           6,600.00 Sole  N/A   None
FRITZ COS INC           COMM  358846103           $5             500.00 Sole  N/A   None
FRONTIER INS GROUP I    COMM  359081106          $89           5,800.00 Sole  N/A   None
FULLER H B CO           COMM  359694106         $109           1,600.00 Sole  N/A   None
FULTON FINL CORP PA     COMM  360271100         $121           5,830.00 Sole  N/A   None
G & K SVCS INC          COMM  361268105         $168           3,200.00 Sole  N/A   None
GC COS INC              COMM  36155Q109          $93           2,600.00 Sole  N/A   None
GT INTERACTIVE SOFTW    COMM  36236E109          $66          18,800.00 Sole  N/A   None
GARDEN RIDGE CORP       COMM  36541P104          $23           4,800.00 Sole  N/A   None
GENESCO INC             COMM  371532102          $66           4,500.00 Sole  N/A   None
GENTEX CORP             COMM  371901109         $190           6,800.00 Sole  N/A   None
GENESYS TELECOMMUNIC    COMM  371931106          $60           2,400.00 Sole  N/A   None
GEON CO                 COMM  37246W105         $148           4,600.00 Sole  N/A   None
GENZYME CORP            COMM  372917104         $243           5,000.00 Sole  N/A   None
GENZYME CORP            COMM  372917609           $4             895.05 Sole  N/A   None
GEORGIA PAC CORP        COMM  373298702         $167           6,600.00 Sole  N/A   None
GLATFELTER P H CO       COMM  377316104          $98           6,700.00 Sole  N/A   None
GLENAYRE TECHNOLOGIE    COMM  377899109          $23           6,300.00 Sole  N/A   None
GLOBAL INDS LTD         COMM  379336100         $190          14,800.00 Sole  N/A   None
GOLDEN ST BANCORP IN    COMM  381197102          $20             900.00 Sole  N/A   None
GOODYS FAMILY CLOTHI    COMM  382588101          $92           8,000.00 Sole  N/A   None
GRACO INC               COMM  384109104         $167           5,700.00 Sole  N/A   None
GRANITE CONSTR INC      COMM  387328107         $103           3,500.00 Sole  N/A   None
GTECH HLDGS CORP        COMM  400518106          $19             800.00 Sole  N/A   None
GUILFORD MLS INC        COMM  401794102          $55           5,300.00 Sole  N/A   None
HCC INS HLDGS INC       COMM  404132102         $129           5,700.00 Sole  N/A   None
HCR MANOR CARE INC      COMM  404134108         $167           6,900.00 Sole  N/A   None
HNC SOFTWARE INC        COMM  40425P107          $99           3,200.00 Sole  N/A   None
HSB GROUP INC           COMM  40428N109         $115           2,800.00 Sole  N/A   None
HA-LO INDS INC          COMM  404429102          $68           6,900.00 Sole  N/A   None
HAIN FOOD GROUP INC     COMM  405219106          $31           1,500.00 Sole  N/A   None
HALTER MARINE GROUP     COMM  40642Y105          $42           6,300.00 Sole  N/A   None
HAMBRECHT & QUIST GR    COMM  406545103          $81           2,200.00 Sole  N/A   None
HANGER ORHOPEDIC GRO    COMM  41043F208          $23           1,600.00 Sole  N/A   None
HANNA M A CO            COMM  410522106          $62           3,800.00 Sole  N/A   None
HANNAFORD BROS CO       COMM  410550107         $150           2,800.00 Sole  N/A   None
HANOVER COMPRESSOR C    COMM  410768105          $45           1,400.00 Sole  N/A   None
HARBINGER CORP          COMM  41145C103         $163          13,000.00 Sole  N/A   None
HARDINGE INC            COMM  412324303          $42           2,400.00 Sole  N/A   None
HARLAND JOHN H CO       COMM  412693103         $112           5,600.00 Sole  N/A   None
HARSCO CORP             COMM  415864107          $96           3,000.00 Sole  N/A   None
HARTE-HANKS COMMUNIC    COMM  416196103         $198           7,300.00 Sole  N/A   None
HEALTHCARE FINANCIAL    COMM  42219W108          $34           1,000.00 Sole  N/A   None
HEARTLAND EXPRESS IN    COMM  422347104          $74           4,500.00 Sole  N/A   None
HEILIG MEYERS CO        COMM  422893107           $3             400.00 Sole  N/A   None
HELMERICH & PAYNE IN    COMM  423452101         $125           5,300.00 Sole  N/A   None
HENRY JACK & ASSOC I    COMM  426281101         $114           2,900.00 Sole  N/A   None
HISPANIC BROADCASTIN    COMM  43357B104         $334           4,400.00 Sole  N/A   None
HOMEBASE INC            COMM  43738E108          $51           8,000.00 Sole  N/A   None
HOMESTEAD VLG PPTYS     COMM  437851108         $196          80,400.00 Sole  N/A   None
HON INDS INC            COMM  438092108         $114           3,900.00 Sole  N/A   None
HORACE MANN EDUCATOR    COMM  440327104         $103           3,800.00 Sole  N/A   None
HOUGHTON MIFFLIN CO     COMM  441560109         $212           4,500.00 Sole  N/A   None
HOUSTON EXPL CO         COMM  442120101         $153           8,100.00 Sole  N/A   None
HOWMET INTERNATIONAL    COMM  443208103          $26           1,500.00 Sole  N/A   None
HUDSON UNITED BANCOR    COMM  444165104         $126           4,000.00 Sole  N/A   None
HUGHES SUPPLY INC       COMM  444482103         $110           3,700.00 Sole  N/A   None
HUNT JB TRANS SVC IN    COMM  445658107          $57           3,500.00 Sole  N/A   None
HUTCHINSON TECHNOLOG    COMM  448407106         $122           4,400.00 Sole  N/A   None
IDT CORP                COMM  448947101         $127           5,700.00 Sole  N/A   None
IBP INC                 COMM  449223106         $140           5,900.00 Sole  N/A   None
ICOS CORP               COMM  449295104         $494          12,100.00 Sole  N/A   None
IDEC PHARMACEUTICALS    COMM  449370105         $154           2,000.00 Sole  N/A   None
IDX SYS CORP            COMM  449491109          $52           2,300.00 Sole  N/A   None
IMCO RECYCLING INC      COMM  449681105          $84           4,900.00 Sole  N/A   None
ITT EDUCATIONAL SERV    COMM  45068B109         $117           4,500.00 Sole  N/A   None
IDEX CORP               COMM  45167R104         $112           3,400.00 Sole  N/A   None
IDEXX LABS CORP         COMM  45168D104         $103           4,400.00 Sole  N/A   None
IMATION CORP            COMM  45245A107         $129           5,200.00 Sole  N/A   None
IMPERIAL BANCORP        COMM  452556103          $98           4,968.00 Sole  N/A   None
IMRGLOBAL CORPORATIO    COMM  45321W106          $23           1,200.00 Sole  N/A   None
INACOM CORP             COMM  45323G109          $84           6,620.00 Sole  N/A   None
INDIANA ENERGY INC      COMM  454707100         $124           5,833.00 Sole  N/A   None
INDUS INTL INC          COMM  45578L100          $28           6,600.00 Sole  N/A   None
INFORMIX CORP           COMM  456779107         $104          12,200.00 Sole  N/A   None
INFOUSA INC NEW         COMM  456818103          $70           8,200.00 Sole  N/A   None
INPUT/OUTPUT INC        COMM  457652105          $46           6,100.00 Sole  N/A   None
INSIGHT ENTERPRISES     COMM  45765U103          $50           2,000.00 Sole  N/A   None
INSITUFORM TECHNOLOG    COMM  457667103          $95           4,400.00 Sole  N/A   None
INTEGRATED SYS INC      COMM  45812M104          $31           2,600.00 Sole  N/A   None
INTER TEL INC           COMM  458372109         $102           5,600.00 Sole  N/A   None
INTERIM SVCS INC        COMM  45868P100          $89           4,300.00 Sole  N/A   None
INTERNATIONAL NETWOR    COMM  460053101         $192           4,750.00 Sole  N/A   None
INTERNATIONAL RECTIF    COMM  460254105          $59           4,400.00 Sole  N/A   None
INTERNATIONAL TELECO    COMM  46047F104         $101           6,300.00 Sole  N/A   None
INVACARE CORP           COMM  461203101         $147           5,500.00 Sole  N/A   None
INVESTMENT TECHNOLOGY GROUP   46145F105          $76           2,355.00 Sole  N/A   None
IOMEGA CORP             COMM  462030107          $80          16,300.00 Sole  N/A   None
IONICS INC              COMM  462218108          $58           1,600.00 Sole  N/A   None
IPALCO ENTERPRISES I    COMM  462613100         $127           6,000.00 Sole  N/A   None
IRWIN FINL CORP         COMM  464119106         $107           5,500.00 Sole  N/A   None
IVAX CORP               COMM  465823102         $213          15,100.00 Sole  N/A   None
JLG INDS INC            COMM  466210101         $106           5,200.00 Sole  N/A   None
JABIL CIRCUIT INC       COMM  466313103         $366           8,100.00 Sole  N/A   None
JACOBS ENGR GROUP IN    COMM  469814107         $106           2,800.00 Sole  N/A   None
JO-ANN STORES INC       COMM  47758P109          $68           4,500.00 Sole  N/A   None
JOHN NUVEEN CO          INVF  478035108         $132           3,100.00 Sole  N/A   None
JUST FOR FEET INC       COMM  48213P106          $37           5,700.00 Sole  N/A   None
JUSTIN INDS INC         COMM  482171105         $118           8,500.00 Sole  N/A   None
KANSAS CITY LIFE INS    COMM  484836101         $138           3,200.00 Sole  N/A   None
KANSAS CITY PWR<      COMM  485134100          $99           3,900.00 Sole  N/A   None
KAUFMAN&BROAD HOME C    COMM  486168107          $52           2,100.00 Sole  N/A   None
KAYDON CORP             COMM  486587108          $40           1,200.00 Sole  N/A   None
KELLY SVCS INC          COMM  488152208          $96           3,000.00 Sole  N/A   None
KEMET CORP              COMM  488360108          $96           4,200.00 Sole  N/A   None
KENNAMETAL INC          COMM  489170100         $236           7,600.00 Sole  N/A   None
KEYSTONE FINANCIAL I    INVF  493482103         $101           3,400.00 Sole  N/A   None
KIMBALL INTL INC        COMM  494274103          $59           3,500.00 Sole  N/A   None
KING WORLD PRODTNS I    COMM  495667107         $167           4,800.00 Sole  N/A   None
KIRBY EXPL CO.          COMM  497266106         $110           5,200.00 Sole  N/A   None
LTV CORP NEW            COMM  501921100          $72          10,800.00 Sole  N/A   None
LABOR READY INC         COMM  505401208         $117           3,600.00 Sole  N/A   None
LACLEDE GAS CO          COMM  505588103          $79           3,400.00 Sole  N/A   None
LANCE INC               COMM  514606102          $88           5,600.00 Sole  N/A   None
LANDAMERICA FINL GRO    COMM  514936103          $98           3,400.00 Sole  N/A   None
LANDS END INC           COMM  515086106         $231           4,800.00 Sole  N/A   None
LANDRYS SEAFOOD REST    COMM  51508L103          $33           4,100.00 Sole  N/A   None
LANDSTAR SYS INC        COMM  515098101         $130           3,600.00 Sole  N/A   None
LASON INC               COMM  51808R107          $40             800.00 Sole  N/A   None
LATTICE SEMICONDUCTO    COMM  518415104         $125           2,000.00 Sole  N/A   None
LEE ENTERPRISES INC     COMM  523768109         $119           3,900.00 Sole  N/A   None
LEGATO SYS INC          COMM  524651106         $318           5,500.00 Sole  N/A   None
LEGG MASON INC          COMM  524901105         $296           7,700.00 Sole  N/A   None
LENNAR CORP             COMM  526057104          $65           2,700.00 Sole  N/A   None
LEVEL ONE COMMUNICAT    COMM  527295109         $250           5,100.00 Sole  N/A   None
LIBERTY FINL COS INC    COMM  530512102         $111           3,800.00 Sole  N/A   None
LINENS N THINGS INC     COMM  535679104         $131           3,000.00 Sole  N/A   None
LITTELFUSE INC          COMM  537008104         $104           5,400.00 Sole  N/A   None
LONE STAR INDS INC      COMM  542290408         $188           5,000.00 Sole  N/A   None
LONE STAR STEAKHOUSE    COMM  542307103          $31           3,200.00 Sole  N/A   None
LONGS DRUG STORES IN    COMM  543162101         $107           3,100.00 Sole  N/A   None
LOUIS DREYFUS NAT GA    COMM  546011107         $205           9,500.00 Sole  N/A   None
LUBYS CAFETERIAS INC    COMM  549282101          $93           6,200.00 Sole  N/A   None
MAF BANCORP INC         COMM  55261R108         $121           5,000.00 Sole  N/A   None
M D C CORP COLO         COMM  552676108         $120           5,600.00 Sole  N/A   None
MDU RESOURCES GROUP     COMM  552690109         $176           7,700.00 Sole  N/A   None
MGM GRAND INC           COMM  552953101         $176           3,600.00 Sole  N/A   None
MMI COS INC             COMM  553087107          $95           5,600.00 Sole  N/A   None
MRV COMMUNICATIONS I    COMM  553477100          $55           4,200.00 Sole  N/A   None
MSC INDL DIRECT INC     COMM  553530106          $28           2,700.00 Sole  N/A   None
M S CARRIERS INC        COMM  553533100          $92           3,100.00 Sole  N/A   None
MACROMEDIA INC          COMM  556100105         $250           7,100.00 Sole  N/A   None
MANDALAY RESORT GROU    COMM  562567107         $117           5,500.00 Sole  N/A   None
MANITOWOC INC           COMM  563571108         $256           6,150.00 Sole  N/A   None
MAPICS INC              COMM  564910107          $49           4,600.00 Sole  N/A   None
MARINE DRILLING COS     COMM  568240204         $107           7,800.00 Sole  N/A   None
MARKEL CORP             COMM  570535104         $131             700.00 Sole  N/A   None
MARSHALL INDS           COMM  572393106          $83           2,300.00 Sole  N/A   None
MASTEC INC              COMM  576323109         $136           4,800.00 Sole  N/A   None
MCCLATCHY NEWSPAPERS    COMM  579489105         $129           3,900.00 Sole  N/A   None
MEDICAL MANAGER CORP    COMM  58461C103          $40             900.00 Sole  N/A   None
MEDQUIST INC            COMM  584949101         $477          10,900.00 Sole  N/A   None
MEMBERWORKS INC         COMM  586002107           $6             200.00 Sole  N/A   None
MENS WEARHOUSE INC      COMM  587118100         $143           5,600.00 Sole  N/A   None
MERCURY INTERACTIVE     COMM  589405109         $212           6,000.00 Sole  N/A   None
METAMOR WORLDWIDE IN    COMM  59133P100         $103           4,300.00 Sole  N/A   None
METRIS COS INC          COMM  591598107          $41           1,000.00 Sole  N/A   None
METRO NETWORKS INC      COMM  591918107         $246           4,600.00 Sole  N/A   None
METZLER GROUP INC       COMM  592903108          $94           3,400.00 Sole  N/A   None
MICHAEL FOOD INC NEW    COMM  594079105         $143           6,100.00 Sole  N/A   None
MICHAEL'S STORES INC    COMM  594087108          $70           2,300.00 Sole  N/A   None
MICREL INC              COMM  594793101          $96           1,300.00 Sole  N/A   None
MICROS SYS INC          COMM  594901100         $156           4,600.00 Sole  N/A   None
MICROCHIP TECHNOLOGY    COMM  595017104         $171           3,600.00 Sole  N/A   None
MICRO WHSE INC          COMM  59501B105         $111           6,200.00 Sole  N/A   None
MICRON ELECTRONICS I    COMM  595100108          $99           9,800.00 Sole  N/A   None
MID ATLANTIC MED SVC    COMM  59523C107          $77           7,800.00 Sole  N/A   None
MIDWEST EXPRESS HLDG    COMM  597911106         $143           4,200.00 Sole  N/A   None
MILACRON INC            COMM  598709103          $85           4,600.00 Sole  N/A   None
MINDSPRING ENTERPRIS    COMM  602683104         $479          10,800.00 Sole  N/A   None
MINERALS TECHNOLOGIE    COMM  603158106         $156           2,800.00 Sole  N/A   None
MINIMED INC             COMM  60365K108         $700           9,100.00 Sole  N/A   None
MINNESOTA POWER INC     COMM  604110106         $115           5,800.00 Sole  N/A   None
MITCHELL ENERGY & DE    COMM  606592202         $156           8,100.00 Sole  N/A   None
MOHAWK INDS INC         COMM  608190104         $109           3,600.00 Sole  N/A   None
MONDAVI ROBERT CORP     COMM  609200100          $51           1,400.00 Sole  N/A   None
MONTANA POWER CO        COMM  612085100         $310           4,400.00 Sole  N/A   None
MORGAN KEEGAN INC       COMM  617410105         $152           8,000.00 Sole  N/A   None
MORRISON KNUDSEN COR    COMM  61844A109         $101           9,800.00 Sole  N/A   None
MOTIVEPOWER INDS INC    COMM  61980K101         $142           7,650.00 Sole  N/A   None
MUELLER INDS INC        COMM  624756102         $163           4,800.00 Sole  N/A   None
NBT BANCORP INC         COMM  628778102          $90           4,400.00 Sole  N/A   None
NCO GROUP INC           COMM  628858102          $30             800.00 Sole  N/A   None
NVR INC                 COMM  62944T105         $172           3,300.00 Sole  N/A   None
NABISCO HLDGS CORP      COMM  629526104         $146           3,400.00 Sole  N/A   None
NATIONAL CITY BANCSH    COMM  635313109         $111           3,465.00 Sole  N/A   None
NATIONAL COMPUTER SY    COMM  635519101         $213           6,300.00 Sole  N/A   None
NATIONAL DATA CORP      COMM  635621105         $150           3,500.00 Sole  N/A   None
NATIONAL INSTRS CORP    COMM  636518102         $153           3,800.00 Sole  N/A   None
NATIONAL-OILWELL INC    COMM  637071101         $126           9,000.00 Sole  N/A   None
NATIONAL PROCESSING     COMM  637229105          $83           8,200.00 Sole  N/A   None
NATIONAL STL CORP       COMM  637844309          $70           8,300.00 Sole  N/A   None
NEIMAN MARCUS GROUP     COMM  640204103          $87           3,400.00 Sole  N/A   None
NEOMAGIC CORP           COMM  640497103          $22           2,600.00 Sole  N/A   None
NEW ENG BUSINESS SVC    COMM  643872104         $127           4,100.00 Sole  N/A   None
NEW JERSEY RES          COMM  646025106         $131           3,500.00 Sole  N/A   None
NEWPARK RES INC         COMM  651718504         $129          14,500.00 Sole  N/A   None
NIAGARA MOHAWK HLDGS    COMM  653520106         $172          10,700.00 Sole  N/A   None
NICHOLS RESH CORP       COMM  653818104          $15             700.00 Sole  N/A   None
NICOR INC               COMM  654086107         $114           3,000.00 Sole  N/A   None
99 CENTS ONLY STORES    COMM  65440K106         $286           5,725.00 Sole  N/A   None
NORRELL CORP GA         COMM  656301108          $90           4,800.00 Sole  N/A   None
NOVA CORP GA            COMM  669784100         $110           4,400.00 Sole  N/A   None
NOVELLUS SYS INC        COMM  670008101         $669           9,800.00 Sole  N/A   None
OAK INDS INC            COMM  671400505         $180           4,100.00 Sole  N/A   None
OAKWOOD HOMES CORP      COMM  674098108          $28           2,100.00 Sole  N/A   None
OFFICEMAX INC           COMM  67622M108          $90           7,500.00 Sole  N/A   None
OFFSHORE LOGISTICS      COMM  676255102          $70           6,300.00 Sole  N/A   None
OLD NATL BANCP IND      COMM  680033107         $133           4,410.00 Sole  N/A   None
OLSTEN CORP             COMM  681385100          $49           7,800.00 Sole  N/A   None
ONEOK INC NEW           COMM  682680103         $102           3,200.00 Sole  N/A   None
ORANGE & ROCKLAND UT    COMM  684065105         $204           3,500.00 Sole  N/A   None
OREGON STL MLS INC      COMM  686079104          $52           3,900.00 Sole  N/A   None
O REILLY AUTOMOTIVE     COMM  686091109         $131           2,600.00 Sole  N/A   None
ORION CAP CORP          COMM  686268103         $126           3,500.00 Sole  N/A   None
ORTHODONTIC CTRS AME    COMM  68750P103          $88           6,200.00 Sole  N/A   None
OSHKOSH B'GOSH 'A'      COMM  688222207         $108           5,100.00 Sole  N/A   None
OUTBACK STEAKHOUSE I    COMM  689899102         $265           6,750.00 Sole  N/A   None
PSS WORLD MED INC       COMM  69366A100          $62           5,500.00 Sole  N/A   None
PACIFIC GATEWAY EXCH    COMM  694327107         $111           3,800.00 Sole  N/A   None
PACIFIC SUNWEAR CALI    COMM  694873100         $195           8,000.00 Sole  N/A   None
PAIRGAIN TECHNOLOGIE    COMM  695934109         $116          10,100.00 Sole  N/A   None
PANAMSAT CORP NEW       COMM  697933109         $273           7,000.00 Sole  N/A   None
PAPA JOHNS INTL INC     COMM  698813102          $58           1,300.00 Sole  N/A   None
PAREXEL INTL CORP       COMM  699462107          $44           3,300.00 Sole  N/A   None
PARKER DRILLING CO      COMM  701081101         $129          39,000.00 Sole  N/A   None
PAXAR CORP              COMM  704227107          $92          10,400.00 Sole  N/A   None
PAYMENTECH INC          COMM  704384106         $175           6,900.00 Sole  N/A   None
PEDIATRIX MED GROUP     COMM  705324101          $57           2,700.00 Sole  N/A   None
PENSKE MOTORSPORTS I    COMM  709598106         $129           2,600.00 Sole  N/A   None
PENTAIR INDS INC        COMM  709631105         $142           3,100.00 Sole  N/A   None
PEOPLES HERITGE SV B    COMM  711147108         $201          10,700.00 Sole  N/A   None
PERRIGO CO              COMM  714290103          $75           9,900.00 Sole  N/A   None
PERSONNEL GROUP AMER    COMM  715338109          $74           7,400.00 Sole  N/A   None
PETSMART INC            COMM  716768106         $121          11,800.00 Sole  N/A   None
PHARMACEUTICAL PROD     COMM  717124101         $167           6,100.00 Sole  N/A   None
PHOTRONIC LABS INC      COMM  719405102         $100           4,100.00 Sole  N/A   None
PIEDMONT NAT GAS INC    COMM  720186105          $65           2,100.00 Sole  N/A   None
PIER I IMPORTS INC      COMM  720279108          $56           5,000.00 Sole  N/A   None
PIONEER GROUP INC       COMM  723684106          $74           4,300.00 Sole  N/A   None
PITTWAY CORP DEL        COMM  725790208         $123           3,600.00 Sole  N/A   None
POLARIS INDS INC        COMM  731068102         $170           3,900.00 Sole  N/A   None
POLICY MGMT SYS CORP    COMM  731108106          $69           2,300.00 Sole  N/A   None
POLYCOM INC             COMM  73172K104         $328           8,400.00 Sole  N/A   None
POOL ENERGY SVCS CO     COMM  732788104         $122           6,000.00 Sole  N/A   None
POTLATCH CORP           COMM  737628107          $97           2,200.00 Sole  N/A   None
PRE PAID LEGAL SVCS     COMM  740065107         $125           4,600.00 Sole  N/A   None
PRECISION CASTPARTS     COMM  740189105          $85           2,000.00 Sole  N/A   None
PREMARK INTL INC        COMM  740459102         $176           4,700.00 Sole  N/A   None
PREMISYS COMMUNICATI    COMM  740584107          $33           4,500.00 Sole  N/A   None
PRIME HOSPITALITY CO    COMM  741917108          $66           5,500.00 Sole  N/A   None
PRIDE INTL INC          COMM  741932107         $157          14,900.00 Sole  N/A   None
PROFIT RECOVERY GROU    COMM  743168106         $208           4,400.00 Sole  N/A   None
PROGRESS SOFTWARE CO    COMM  743312100          $31           1,100.00 Sole  N/A   None
PROTECTION ONE INC      COMM  743663304          $63          11,800.00 Sole  N/A   None
PUBLIC SVC CO N MEX     COMM  744499104          $60           3,000.00 Sole  N/A   None
PUBLIC SVC CO N C IN    COMM  744516105         $254           8,700.00 Sole  N/A   None
PULTE CORP              COMM  745867101         $155           6,700.00 Sole  N/A   None
QRS CORP                COMM  74726X105          $55             700.00 Sole  N/A   None
QLOGIC CORP             COMM  747277101         $581           4,400.00 Sole  N/A   None
QUEENS CNTY BANCORP     COMM  748242104         $183           5,650.00 Sole  N/A   None
QUIKSILVER INC          COMM  74838C106          $82           3,150.00 Sole  N/A   None
RPM INC OHIO            COMM  749685103         $112           7,900.00 Sole  N/A   None
RTI INTL METALS INC     COMM  74973W107          $93           6,300.00 Sole  N/A   None
RWD TECHNOLOGIES INC    COMM  74975B101           $8             800.00 Sole  N/A   None
RADIAN GROUP INC        COMM  750236101          $98           2,000.00 Sole  N/A   None
RAINFOREST CAFE INC     COMM  75086K104          $38           7,500.00 Sole  N/A   None
RAMBUS INC DEL          COMM  750917106         $267           2,900.00 Sole  N/A   None
RALCORP HLDGS INC NE    COMM  751028101          $15             900.00 Sole  N/A   None
RATIONAL SOFTWARE CO    COMM  75409P202         $319           9,700.00 Sole  N/A   None
RAYMOND JAMES FINL I    COMM  754730109          $84           3,500.00 Sole  N/A   None
RED ROOF INNS INC       COMM  757005103         $106           5,900.00 Sole  N/A   None
REGIS CORP MINN         COMM  758932107         $141           7,350.00 Sole  N/A   None
REINSURANCE GROUP AM    COMM  759351109         $152           4,300.00 Sole  N/A   None
RELIANCE STEEL & ALU    COMM  759509102         $176           4,500.00 Sole  N/A   None
REMEDY CORP             COMM  759548100          $27           1,000.00 Sole  N/A   None
RENAISSANCE WORLDWID    COMM  75968A109          $39           4,900.00 Sole  N/A   None
RENAL CARE GROUP INC    COMM  759930100         $132           5,100.00 Sole  N/A   None
RENT A CTR INC NEW      COMM  76009N100         $134           5,600.00 Sole  N/A   None
RESOURCE AMERICA INC    COMM  761195205          $41           2,800.00 Sole  N/A   None
RESOURCE BANCSHARES     COMM  761197102          $84           8,200.00 Sole  N/A   None
RESPIRONICS INC         COMM  761230101          $67           4,400.00 Sole  N/A   None
REYNOLDS & REYNOLDS     COMM  761695105         $145           6,200.00 Sole  N/A   None
RIGS NATL CORP WASH     COMM  766570105         $138           6,700.00 Sole  N/A   None
ROBERTS PHARMACEUTIC    COMM  770491108         $187           7,800.00 Sole  N/A   None
ROCHESTER GAS &ELEC     COMM  771367109         $135           5,100.00 Sole  N/A   None
ROCK-TENN CO            COMM  772739207          $92           5,500.00 Sole  N/A   None
ROHN INDS INC           COMM  775381106          $22          16,200.00 Sole  N/A   None
ROMAC INTL INC          COMM  775835101           $8             900.00 Sole  N/A   None
ROSLYN BANCORP INC      COMM  778162107          $80           4,680.00 Sole  N/A   None
ROSS STORES INC         COMM  778296103         $191           3,800.00 Sole  N/A   None
ROWAN COS INC           COMM  779382100         $146           8,000.00 Sole  N/A   None
RUBY TUESDAY INC        COMM  781182100         $194          10,200.00 Sole  N/A   None
RUDDICK CORP            COMM  781258108         $132           6,600.00 Sole  N/A   None
RUSSELL CORP            COMM  782352108          $51           2,600.00 Sole  N/A   None
RYANS FAMILY STK HSE    COMM  783519101          $87           7,500.00 Sole  N/A   None
RYERSON TULL INC NEW    COMM  78375P107         $113           5,000.00 Sole  N/A   None
SCI SYS INC             COMM  783890106         $422           8,900.00 Sole  N/A   None
SCIPE HLDGS INC         COMM  78402P104          $42           1,300.00 Sole  N/A   None
SDL INC                 COMM  784076101         $521          10,200.00 Sole  N/A   None
SEI CORP                COMM  784117103         $124           1,400.00 Sole  N/A   None
SPS TECHNOLOGIES INC    COMM  784626103         $131           3,500.00 Sole  N/A   None
SABRE GROUP HLDGS IN    COMM  785905100         $275           4,000.00 Sole  N/A   None
SAFEGUARD SCIENTIFIC    COMM  786449108         $151           2,400.00 Sole  N/A   None
SAFESKIN CORP           COMM  786454108          $40           3,300.00 Sole  N/A   None
SAFETY-KLEEN CORP NE    COMM  78648R203          $54           3,000.00 Sole  N/A   None
SAGA SYS INC            COMM  786610105          $41           3,200.00 Sole  N/A   None
ST PAUL BANCORP INC     COMM  792848103         $128           5,000.00 Sole  N/A   None
SANDISK CORP            COMM  80004C101          $72           1,600.00 Sole  N/A   None
SANMINA CORP            COMM  800907107         $288           3,800.00 Sole  N/A   None
SANTA FE SNYDER CORP    COMM  80218K105         $107          13,325.00 Sole  N/A   None
SAPIENT CORP            COMM  803062108         $153           2,700.00 Sole  N/A   None
SAWTEK INC              COMM  805468105          $78           1,700.00 Sole  N/A   None
SCHEIN HENRY INC        COMM  806407102         $114           3,600.00 Sole  N/A   None
SCHOLASTIC CORP         COMM  807066105          $15             300.00 Sole  N/A   None
SCHULMAN A INC          COMM  808194104          $58           3,400.00 Sole  N/A   None
SCIENTIFIC ATLANTA      COMM  808655104         $263           7,300.00 Sole  N/A   None
SCOTTS CO               COMM  810186106         $205           4,300.00 Sole  N/A   None
SEACOR SMIT INC         COMM  811904101         $246           4,600.00 Sole  N/A   None
SECURITY DYNAMICS TE    COMM  814208104         $121           5,700.00 Sole  N/A   None
SEITEL INC              COMM  816074306          $66           4,100.00 Sole  N/A   None
SELECTIVE INS GROUP     COMM  816300107          $53           2,800.00 Sole  N/A   None
SENSORMATIC ELECTRS     COMM  817265101         $138           9,900.00 Sole  N/A   None
SEQUENT COMPUTER SYS    COMM  817338106          $69           3,900.00 Sole  N/A   None
SEROLOGICALS CORP       COMM  817523103          $32           3,900.00 Sole  N/A   None
SERVICE EXPERTS INC     COMM  817567100          $24           1,100.00 Sole  N/A   None
7-ELEVEN INC            COMM  817826100          $14           6,500.00 Sole  N/A   None
SHARED MED SYS CORP     COMM  819486101         $124           1,900.00 Sole  N/A   None
SHAW GROUP INC          COMM  820280105          $27           1,700.00 Sole  N/A   None
SHAW INDS INC           COMM  820286102         $156           8,900.00 Sole  N/A   None
SIERRA HEALTH SVCS I    COMM  826322109          $58           4,000.00 Sole  N/A   None
SIERRA PAC RES          COMM  826425100         $105           2,900.00 Sole  N/A   None
SIGCORP INC             COMM  826912107         $116           4,100.00 Sole  N/A   None
SILICON VY BANCSHARE    COMM  827064106          $54           2,200.00 Sole  N/A   None
SILICON VY GROUP INC    COMM  827066101         $138           8,200.00 Sole  N/A   None
SIMPSON INDS INC        COMM  829060102           $8             800.00 Sole  N/A   None
SIMPSON MANUFACTURIN    COMM  829073105         $152           3,200.00 Sole  N/A   None
SIPEX CORP              COMM  829909100          $33           1,600.00 Sole  N/A   None
SKY FINL GROUP INC      COMM  83080P103         $148           5,420.00 Sole  N/A   None
SKYWEST INC             COMM  830879102         $112           4,500.00 Sole  N/A   None
SMART MODULAR TECH I    COMM  831690102          $85           4,900.00 Sole  N/A   None
SMITH A O CORP  'B'     COMM  831865209         $120           4,300.00 Sole  N/A   None
SMITH INTL INC          COMM  832110100         $135           3,100.00 Sole  N/A   None
SODEXHO MARRIOTT SVC    COMM  833793102         $219          11,400.00 Sole  N/A   None
SOLA INTL INC           COMM  834092108          $74           3,800.00 Sole  N/A   None
SOTHEBYS HLDGS INC      COMM  835898107         $160           4,200.00 Sole  N/A   None
SOUTHDOWN INC           COMM  841297104         $129           2,000.00 Sole  N/A   None
SPARTECH CORP           COMM  847220209         $259           8,200.00 Sole  N/A   None
SPEEDWAY MOTORSPORTS    COMM  847788106         $193           4,900.00 Sole  N/A   None
SPIEGEL INC             COMM  848457107         $137          15,400.00 Sole  N/A   None
SS&C TECHNOLOGIES IN    COMM  85227Q100          $31           4,100.00 Sole  N/A   None
STANDARD PAC CORP NE    COMM  85375C101          $25           1,900.00 Sole  N/A   None
STANDARD PRODS CO       COMM  853836104         $118           4,600.00 Sole  N/A   None
STATE AUTO FINL CORP    COMM  855707105         $149          11,000.00 Sole  N/A   None
STEEL DYNAMICS INC      COMM  858119100          $71           4,600.00 Sole  N/A   None
STEIN MART INC          COMM  858375108          $72           7,700.00 Sole  N/A   None
STILLWATER MNG CO       COMM  86074Q102         $141           4,350.00 Sole  N/A   None
STRAYER ED INC          COMM  863236105          $92           3,000.00 Sole  N/A   None
STRIDE RITE CORP        COMM  863314100          $86           8,300.00 Sole  N/A   None
STRUCTURAL DYNAMIC R    COMM  863555108         $117           6,300.00 Sole  N/A   None
SUPERIOR CONSULTANT     COMM  868146101          $17             700.00 Sole  N/A   None
SUPERIOR INDS INTL      COMM  868168105         $112           4,100.00 Sole  N/A   None
SUPERIOR SVCS INC       COMM  868316100         $117           4,400.00 Sole  N/A   None
SUPERIOR TELECOM INC    COMM  868365107          $69           2,750.00 Sole  N/A   None
SWIFT TRANSN CO         COMM  870756103         $195           8,850.00 Sole  N/A   None
SYBASE INC              COMM  871130100         $171          15,500.00 Sole  N/A   None
SYKES ENTERPRISES IN    COMM  871237103         $227           6,800.00 Sole  N/A   None
SYLVAN LEARNING SYS     COMM  871399101          $73           2,700.00 Sole  N/A   None
SYMANTEC CORP           COMM  871503108         $143           5,600.00 Sole  N/A   None
SYNTEL INC              COMM  87162H103          $16           1,800.00 Sole  N/A   None
SYSTEMAX INC            COMM  871851101          $72           5,800.00 Sole  N/A   None
SYSTEMS & COMPTR TEC    COMM  871873105          $31           2,100.00 Sole  N/A   None
TJ INTL INC             COMM  872534102         $155           5,000.00 Sole  N/A   None
TMP WORLDWIDE INC       COMM  872941109         $152           2,400.00 Sole  N/A   None
TV GUIDE INC            COMM  87307Q109         $308           8,400.00 Sole  N/A   None
TALBOTS INC             COMM  874161102          $76           2,000.00 Sole  N/A   None
TECH DATA CORP          COMM  878237106         $161           4,200.00 Sole  N/A   None
TECHNE CORP             COMM  878377100          $41           1,600.00 Sole  N/A   None
TECHNITROL INC          COMM  878555101         $158           4,900.00 Sole  N/A   None
TECHNOLOGY SOLUTIONS    COMM  87872T108          $52           4,800.00 Sole  N/A   None
TECUMSEH PRODS CO       COMM  878895200         $145           2,400.00 Sole  N/A   None
TEKELEC                 COMM  879101103          $68           5,600.00 Sole  N/A   None
TEKTRONIX INC           COMM  879131100         $181           6,000.00 Sole  N/A   None
TELEFLEX INC            COMM  879369106         $148           3,400.00 Sole  N/A   None
TELETECH HOLDINGS IN    COMM  879939106         $130          12,800.00 Sole  N/A   None
TERRA INDS INC          COMM  880915103          $50          12,400.00 Sole  N/A   None
TESORO PETE CORP        COMM  881609101         $108           6,800.00 Sole  N/A   None
TETRA TECHNOLOGIES I    COMM  88162F105          $13           1,400.00 Sole  N/A   None
TEXAS INDS INC          COMM  882491103          $89           2,300.00 Sole  N/A   None
THERAGENICS CORP        COMM  883375107          $49           7,100.00 Sole  N/A   None
THERMO FIBERTEK INC     COMM  88355W105          $74          10,400.00 Sole  N/A   None
THERMO OPTEK CORP       COMM  883582108          $82           7,900.00 Sole  N/A   None
THERMEDICS INC          COMM  883901100          $32           3,400.00 Sole  N/A   None
TIFFANY & CO NEW        COMM  886547108         $309           3,200.00 Sole  N/A   None
TIMBERLAND CO           COMM  887100105          $75           1,100.00 Sole  N/A   None
TIMKEN CO               COMM  887389104         $119           6,100.00 Sole  N/A   None
TITAN INTL INC ILL      COMM  88830M102          $49           4,100.00 Sole  N/A   None
TITANIUM METALS CORP    COMM  888339108         $200          17,800.00 Sole  N/A   None
TOWER AUTOMOTIVE INC    COMM  891707101         $148           5,800.00 Sole  N/A   None
TRANS WORLD ENTMT CO    COMM  89336Q100          $48           4,300.00 Sole  N/A   None
TRANSACTION SYS ARCH    COMM  893416107         $133           3,400.00 Sole  N/A   None
TREDEGAR INDS INC       COMM  894650100         $131           5,800.00 Sole  N/A   None
TRINITY INDS INC        COMM  896522109          $94           2,800.00 Sole  N/A   None
TRUE NORTH COMMUNICA    COMM  897844106         $119           4,000.00 Sole  N/A   None
TRUSTCO BK CORP N Y     COMM  898349105         $124           4,600.00 Sole  N/A   None
TUBOSCOPE VETCO INTL    COMM  898600101         $170          12,400.00 Sole  N/A   None
20TH CENTY INDS CAL     COMM  901272203          $89           4,800.00 Sole  N/A   None
UICI                    COMM  902737105         $111           4,000.00 Sole  N/A   None
UMB FINL CORP           COMM  902788108         $111           2,600.00 Sole  N/A   None
UST CORP                COMM  902900109         $145           4,800.00 Sole  N/A   None
U S FOODSERVICE         COMM  90331R101         $128           3,000.00 Sole  N/A   None
UNITED AUTO GROUP IN    COMM  909440109          $31           3,000.00 Sole  N/A   None
UNITED BANKSHS INC W    COMM  909907107         $103           3,900.00 Sole  N/A   None
UNITED DOMINION INDS    COMM  909914103         $107           4,400.00 Sole  N/A   None
UNITED NAT FOODS INC    COMM  911163103          $25           1,000.00 Sole  N/A   None
U S TR CORP NEW         COMM  91288L105         $213           2,300.00 Sole  N/A   None
UNITED TELEVISION IN    COMM  913066106          $31             300.00 Sole  N/A   None
UNIVERSAL CORP          COMM  913456109          $63           2,200.00 Sole  N/A   None
UNIVERSAL FOODS CORP    COMM  913538104          $93           4,400.00 Sole  N/A   None
UNIVERSAL HEALTH SVC    COMM  913903100         $153           3,200.00 Sole  N/A   None
UNIVISION COMMUNICAT    COMM  914906102         $358           5,500.00 Sole  N/A   None
USFREIGHTWAYS CORP      COMM  916906100         $190           4,100.00 Sole  N/A   None
VAIL RESORTS INC        COMM  91879Q109          $54           3,000.00 Sole  N/A   None
VALASSIS COMMUNICATI    COMM  918866104         $282           7,700.00 Sole  N/A   None
VALLEY NATL BANCORP     COMM  919794107         $130           4,515.00 Sole  N/A   None
VALSPAR CORP            COMM  920355104         $141           3,700.00 Sole  N/A   None
VALUE CITY DEPT STOR    COMM  920387107          $25           2,000.00 Sole  N/A   None
VARCO INTL INC          COMM  922126107         $117          10,800.00 Sole  N/A   None
VARIAN MED SYS INC      COMM  92220P105          $61           2,400.00 Sole  N/A   None
VENTANA MED SYS INC     COMM  92276H106         $293          15,300.00 Sole  N/A   None
VERITAS SOFTWARE CO     COMM  923436109         $655           6,900.00 Sole  N/A   None
VERITAS DGC             COMM  92343P107         $103           5,600.00 Sole  N/A   None
VICOR CORP              COMM  925815102          $40           1,900.00 Sole  N/A   None
VINTAGE PETE INC        COMM  927460105          $67           6,200.00 Sole  N/A   None
VISIO CORP              COMM  927914101         $122           3,200.00 Sole  N/A   None
VISHAY INTERTECHNOLO    COMM  928298108          $37           1,750.00 Sole  N/A   None
VISX INC DEL            COMM  92844S105       $1,117          14,100.00 Sole  N/A   None
VITESSE SEMICONDUCTO    COMM  928497106         $600           8,900.00 Sole  N/A   None
WD 40 CO                COMM  929236107          $88           3,500.00 Sole  N/A   None
WICOR INC               COMM  929253102          $92           3,300.00 Sole  N/A   None
WPS RESOURCES CORP      COMM  92931B106         $150           5,000.00 Sole  N/A   None
WALLACE COMPUTER SVC    COMM  932270101          $65           2,600.00 Sole  N/A   None
WASHINGTON FED INC      COMM  938824109         $126           5,610.00 Sole  N/A   None
WATSCO INC              COMM  942622200         $113           6,900.00 Sole  N/A   None
WATTS INDS INC          COMM  942749102         $102           5,300.00 Sole  N/A   None
WAUSAU-MOSINEE PAPER    COMM  943315101          $90           5,000.00 Sole  N/A   None
WEBSTER FINL CORP CO    COMM  947890109         $133           4,900.00 Sole  N/A   None
WELLMAN INC             COMM  949702104         $210          13,200.00 Sole  N/A   None
WERNER ENTERPRISES I    COMM  950755108         $133           6,400.00 Sole  N/A   None
WESBANCO INC            COMM  950810101          $84           2,800.00 Sole  N/A   None
WESLEY JESSEN VISION    COMM  951018100          $52           1,600.00 Sole  N/A   None
WEST TELESERVICES CO    COMM  956188106          $27           2,900.00 Sole  N/A   None
WESTERN GAS RES INC     COMM  958259103          $93           5,800.00 Sole  N/A   None
WHITNEY HLDG CORP       COMM  966612103          $87           2,200.00 Sole  N/A   None
WHITTMAN-HART INC       COMM  966834103         $241           7,600.00 Sole  N/A   None
WHOLE FOODS MKT INC     COMM  966837106          $77           1,600.00 Sole  N/A   None
WILD OATS MARKETS IN    COMM  96808B107         $115           3,800.00 Sole  N/A   None
WILLIAMS SONOMA INC     COMM  969904101         $118           3,400.00 Sole  N/A   None
WILMINGTON TRUST COR    COMM  971807102         $132           2,300.00 Sole  N/A   None
WIND RIVER SYSTEMS I    COMM  973149107         $175          10,900.00 Sole  N/A   None
WINDMERE CORP           COMM  973411101          $57           3,400.00 Sole  N/A   None
WISCONSIN CENT TRANS    COMM  976592105         $134           7,100.00 Sole  N/A   None
WITCO CHEM CORP         COMM  977385103         $115           5,800.00 Sole  N/A   None
XIRCOM INC              COMM  983922105          $48           1,600.00 Sole  N/A   None
YELLOW CORP             COMM  985509108          $73           4,100.00 Sole  N/A   None
ZALE CORP NEW           COMM  988858106          $56           1,400.00 Sole  N/A   None
ZEBRA TECHNOLOGIES C    COMM  989207105          $31             800.00 Sole  N/A   None
ZENITH NATL INS CORP    COMM  989390109         $241           9,800.00 Sole  N/A   None
ZOLTEK COS INC          COMM  98975W104          $35           4,400.00 Sole  N/A   None

                                                           3,650,433.69


REAL ESTATE GROUP TRUST FUND

AMB PROPERTY CORP.      REIT  00163T109       $1,532          65,200.00 Sole  N/A   Sole
AMLI RESIDENTIAL PPT    IS    001735109         $288          12,850.00 Sole  N/A   Sole
ALEXANDRIA REAL ESTA    REIT  015271109         $322          10,300.00 Sole  N/A   Sole
APARTMENT INVT & MGM    REIT  03748R101       $2,090          48,884.00 Sole  N/A   Sole
ARCHSTONE CMNTYS TR     IS    039581103       $2,309         105,250.00 Sole  N/A   Sole
ARDEN RLTY GROUP INC    REIT  039793104       $1,164          47,250.00 Sole  N/A   Sole
ASSOCIATED ESTATES R    REIT  045604105         $201          17,050.00 Sole  N/A   Sole
AVALONBAY CMNTYS INC    REIT  053484101       $1,809          48,880.00 Sole  N/A   Sole
BRE PROPERTIES          IS    05564E106         $878          33,750.00 Sole  N/A   Sole
BEDFORD PPTY INVS IN    IS    076446301         $293          16,400.00 Sole  N/A   Sole
BERKSHIRE RLTY INC      REIT  084710102         $321          27,800.00 Sole  N/A   Sole
BOSTON PROPERTIES IN    REIT  101121101       $1,726          48,100.00 Sole  N/A   Sole
BOYKIN LODGING CO       REIT  103430104         $198          12,900.00 Sole  N/A   Sole
BRADLEY REAL ESTATE     IS    104580105         $378          18,200.00 Sole  N/A   Sole
BRANDYWINE RLTY TR      IS    105368203         $571          28,800.00 Sole  N/A   Sole
BURHAM PAC PPTYS INC    IU    12232C108         $297          24,150.00 Sole  N/A   Sole
CBL & ASSOC PPTYS IN    REIT  124830100         $492          18,650.00 Sole  N/A   Sole
CABOT INDUSTRIAL TRU    REIT  127072106         $651          30,650.00 Sole  N/A   Sole
CAMDEN PPTY TR          IS    133131102         $869          31,333.00 Sole  N/A   Sole
CARRAMERICA RLTY COR    REIT  144418100       $1,265          50,600.00 Sole  N/A   Sole
CATELLUS DEV CORP       COMM  149111106       $1,234          80,900.00 Sole  N/A   Sole
CENTERPOINT PPTYS CO    REIT  151895109         $560          15,300.00 Sole  N/A   Sole
CENTERTRUST RETAIL P    REIT  152038105         $217          18,450.00 Sole  N/A   Sole
CHATEAU CMNTYS INC      REIT  161726104         $637          21,281.00 Sole  N/A   Sole
CHELSEA GCA RLTY INC    REIT  163262108         $440          11,850.00 Sole  N/A   Sole
COLONIAL PPTYS TR       REIT  195872106         $545          19,300.00 Sole  N/A   Sole
CORNERSTONE PPTYS IN    REIT  21922H103       $1,541          97,100.00 Sole  N/A   Sole
CORNERSTONE RLTY INC    REIT  21922V102         $320          29,750.00 Sole  N/A   Sole
COUSINS PPTYS INC       REIT  222795106         $822          24,300.00 Sole  N/A   Sole
CRESCENT REAL ESTATE    REIT  225756105       $2,280          96,000.00 Sole  N/A   Sole
CROWN AMERN RLTY TR     IS    228186102         $145          19,800.00 Sole  N/A   Sole
DEVELOPERS DIVERSIFI    REIT  251591103         $783          46,400.00 Sole  N/A   Sole
DUKE REALTY INVT INC    REIT  264411505       $1,515          67,150.00 Sole  N/A   Sole
EASTGROUP PPTY INC      IS    277276101         $244          12,150.00 Sole  N/A   Sole
EQUITY INNS INC         REIT  294703103         $260          28,150.00 Sole  N/A   Sole
EQUITY OFFICE PROPER    REIT  294741103       $5,004         195,261.00 Sole  N/A   Sole
EQUITY RESIDENTIAL P    IS    29476L107       $4,080          90,551.00 Sole  N/A   Sole
ESSEX PPTY TR INC       REIT  297178105         $460          13,000.00 Sole  N/A   Sole
EXTENDED STAY AMER I    COMM  30224P101         $873          72,750.00 Sole  N/A   Sole
FEDERAL REALTY INVT     IS    313747206         $698          30,450.00 Sole  N/A   Sole
FELCOR LODGING TR IN    REIT  31430F101       $1,069          51,516.00 Sole  N/A   Sole
FIRST INDUSTRIAL REA    REIT  32054K103         $792          28,850.00 Sole  N/A   Sole
FIRST UN RL EST EQ&M    REIT  337400105         $150          33,250.00 Sole  N/A   Sole
FIRST WASH RLTY TR I    REIT  337489504         $152           6,500.00 Sole  N/A   Sole
GABLES RESIDENTIAL T    IS    362418105         $480          19,900.00 Sole  N/A   Sole
GENERAL GROWTH PPTYS    REIT  370021107       $1,077          30,350.00 Sole  N/A   Sole
GLENBOROUGH RLTY TR     REIT  37803P105         $419          23,950.00 Sole  N/A   Sole
GLIMCHER RLTY TR        IS    379302102         $295          18,000.00 Sole  N/A   Sole
GREAT LAKES REIT INC    REIT  390752103         $202          12,400.00 Sole  N/A   Sole
HIGHWOODS PPTYS INC     REIT  431284108       $1,281          46,700.00 Sole  N/A   Sole
HOME PPTYS N Y INC      REIT  437306103         $380          13,750.00 Sole  N/A   Sole
HOMESTEAD VLG PPTYS     COMM  437851108          $70          28,900.00 Sole  N/A   Sole
HORIZON GROUP PPTYS     COMM  44041U102           $0               0.30 Sole  N/A   Sole
HOSPITALITY PPTYS TR    REIT  44106M102       $1,142          42,100.00 Sole  N/A   Sole
HOST MARRIOTT CORP N    REIT  44107P104       $2,050         172,600.00 Sole  N/A   Sole
IRT PPTY CO             IS    450058102         $248          25,150.00 Sole  N/A   Sole
INNKEEPERS USA TR       REIT  4576J0104         $263          26,250.00 Sole  N/A   Sole
INTERSTATE HOTELS CO    COMM  46088R108           $0               0.49 Sole  N/A   Sole
JDN RLTY CORP           REIT  465917102         $563          25,150.00 Sole  N/A   Sole
JP REALTY INC           REIT  46624A106         $275          13,350.00 Sole  N/A   Sole
KILROY RLTY CORP        REIT  49427F108         $509          20,900.00 Sole  N/A   Sole
KIMCO REALTY CORP       REIT  49446R109       $1,816          45,675.00 Sole  N/A   Sole
KOGER EQUITY INC        REIT  500228101         $372          20,200.00 Sole  N/A   Sole
KONOVER PPTY TR INC     REIT  50047R100         $210          23,300.00 Sole  N/A   Sole
KRANZCO RLTY TR         IS    50076E103         $105           7,950.00 Sole  N/A   Sole
LASALLE HOTEL PPTYS     REIT  517942108         $176          11,500.00 Sole  N/A   Sole
LEXFORD RESIDENTIAL     REIT  528933104         $172           7,200.00 Sole  N/A   Sole
LIBERTY PPTY TR         REIT  531172104       $1,249          50,200.00 Sole  N/A   Sole
LODGIAN INC             COMM  54021P106         $134          20,400.00 Sole  N/A   Sole
MGI PROPERTIES          IS    552885105         $294          10,400.00 Sole  N/A   Sole
MACERICH CO             REIT  554382101         $676          25,750.00 Sole  N/A   Sole
MACK CALI RLTY CORP     REIT  554489104       $1,371          44,300.00 Sole  N/A   Sole
MANUFACTURED HOME CM    REIT  564682102         $515          19,800.00 Sole  N/A   Sole
MERISTAR HOSPITALITY    REIT  58984Y103         $807          35,950.00 Sole  N/A   Sole
MERRY LAND PROPERTIE    COMM  590441101           $0               0.50 Sole  N/A   Sole
MID-AMER APT CMNTYS     REIT  59522J103         $331          14,300.00 Sole  N/A   Sole
MID-ATLANTIC RLTY TR    IS    595232109         $121          10,850.00 Sole  N/A   Sole
MILLS CORP              REIT  601148109         $409          18,850.00 Sole  N/A   Sole
NEW PLAN EXCEL REALT    REIT  648053106       $1,216          67,550.00 Sole  N/A   Sole
NEWHALL LD & FARMING    LPTR  651426108         $609          24,750.00 Sole  N/A   Sole
PACIFIC GULF PPTYS I    REIT  694396102         $343          15,150.00 Sole  N/A   Sole
PAN PACIFIC RETAIL P    REIT  69806L104         $311          16,050.00 Sole  N/A   Sole
PARKWAY PPTYS INC       IS    70159Q104         $250           7,550.00 Sole  N/A   Sole
PENNSYLVANIA RL EST     IS    709102107         $210          10,050.00 Sole  N/A   Sole
POST PPTYS INC          REIT  737464107       $1,192          29,072.00 Sole  N/A   Sole
PRENTISS PPTYS TR       REIT  740706106         $716          30,300.00 Sole  N/A   Sole
PRIME RETAIL INC        REIT  741570105         $283          32,628.00 Sole  N/A   Sole
PRIME GROUP REALTY T    REIT  74158J103         $197          11,450.00 Sole  N/A   Sole
PRIME HOSPITALITY CO    COMM  741917108         $474          39,500.00 Sole  N/A   Sole
PROLOGIS TR             REIT  743410102       $2,472         122,056.00 Sole  N/A   Sole
PUBLIC STORAGE INC      REIT  74460D109       $2,725          97,307.00 Sole  N/A   Sole
RFS HOTEL INVS INC      REIT  74955J108         $237          18,900.00 Sole  N/A   Sole
RECKSON ASSOCS RLTY     REIT  75621K106         $719          30,500.00 Sole  N/A   Sole
RED ROOF INNS INC       COMM  757005103         $365          20,350.00 Sole  N/A   Sole
REGENCY RLTY CORP       REIT  758939102         $921          42,000.00 Sole  N/A   Sole
ROUSE CO                REIT  779273101       $1,388          54,700.00 Sole  N/A   Sole
SL GREEN RLTY CORP      REIT  78440X101         $374          18,300.00 Sole  N/A   Sole
SAUL CTRS INC           REIT  804395101         $163           9,900.00 Sole  N/A   Sole
SHURGARD STORAGE CTR    REIT  82567D104         $594          21,900.00 Sole  N/A   Sole
SIMON PPTY GROUP INC    REIT  828806109       $3,266         128,712.00 Sole  N/A   Sole
SMITH CHARLES E RESD    REIT  832197107         $487          14,350.00 Sole  N/A   Sole
SOVRAN SELF STORAGE     REIT  84610H108         $252           9,350.00 Sole  N/A   Sole
SPIEKER PPTYS INC       REIT  848497103       $1,866          48,000.00 Sole  N/A   Sole
STARWOOD HOTELS&RESO    REIT  85590A203       $4,120         134,800.00 Sole  N/A   Sole
STORAGE USA INC         REIT  861907103         $675          21,100.00 Sole  N/A   Sole
SUMMIT PPTYS INC        REIT  866239106         $427          21,600.00 Sole  N/A   Sole
SUN COMMUNITIES INC     REIT  866674104         $462          13,000.00 Sole  N/A   Sole
SUNSTONE HOTEL INVS     REIT  867933103         $242          28,450.00 Sole  N/A   Sole
TANGER FACTORY OUTLE    REIT  875465106         $155           5,950.00 Sole  N/A   Sole
TAUBMAN CTRS INC        REIT  876664103         $530          40,200.00 Sole  N/A   Sole
TOWN & CTRY TR          REIT  892081100         $214          11,950.00 Sole  N/A   Sole
TRIZEC HAHN CORP        COMM  896938107       $2,230         109,450.00 Sole  N/A   Sole
UNITED DOMINION RLTY    IS    910197102         $925          78,724.00 Sole  N/A   Sole
URBAN SHOPPING CTRS     REIT  917060105         $417          13,250.00 Sole  N/A   Sole
VORNADO RLTY TR         IS    929042109       $2,278          64,500.00 Sole  N/A   Sole
WALDEN RESIDENTIAL P    REIT  931210108         $399          18,550.00 Sole  N/A   Sole
WASHINGTON R EST IN     IS    939653101         $458          27,050.00 Sole  N/A   Sole
WEEKS CORP              REIT  94856P102         $459          15,050.00 Sole  N/A   Sole
WEINGARTEN REALTY IN    IS    948741103         $843          20,200.00 Sole  N/A   Sole
WESTERN INVT RL EST     IS    958468100         $151          13,000.00 Sole  N/A   Sole
WESTFIELD AMER INC      REIT  959910100         $836          55,500.00 Sole  N/A   Sole
WINSTON HOTELS INC      REIT  97563A102         $127          12,350.00 Sole  N/A   Sole
WYNDHAM INTL INC        COMM  983101106         $817         181,595.00 Sole  N/A   Sole

                                             $98,878       4,499,726.29


Sara Lee Real Estate Fund

AMB PROPERTY CORP.      REIT  00163T109         $269          11,450.00 Sole  N/A   Sole
AMLI RESIDENTIAL PPT    IS    001735109          $50           2,250.00 Sole  N/A   Sole
ALEXANDRIA REAL ESTA    REIT  015271109          $56           1,800.00 Sole  N/A   Sole
APARTMENT INVT & MGM    REIT  03748R101         $368           8,600.00 Sole  N/A   Sole
ARCHSTONE CMNTYS TR     IS    039581103         $406          18,500.00 Sole  N/A   Sole
ARDEN RLTY GROUP INC    REIT  039793104         $204           8,300.00 Sole  N/A   Sole
ASSOCIATED ESTATES R    REIT  045604105          $35           3,000.00 Sole  N/A   Sole
AVALONBAY CMNTYS INC    REIT  053484101         $318           8,582.00 Sole  N/A   Sole
BRE PROPERTIES          IS    05564E106         $155           5,950.00 Sole  N/A   Sole
BEDFORD PPTY INVS IN    IS    076446301          $52           2,900.00 Sole  N/A   Sole
BERKSHIRE RLTY INC      REIT  084710102          $56           4,850.00 Sole  N/A   Sole
BOSTON PROPERTIES IN    REIT  101121101         $305           8,500.00 Sole  N/A   Sole
BOYKIN LODGING CO       REIT  103430104          $35           2,250.00 Sole  N/A   Sole
BRADLEY REAL ESTATE     IS    104580105          $66           3,200.00 Sole  N/A   Sole
BRANDYWINE RLTY TR      IS    105368203         $100           5,050.00 Sole  N/A   Sole
BURHAM PAC PPTYS INC    IU    12232C108          $52           4,250.00 Sole  N/A   Sole
CBL & ASSOC PPTYS IN    REIT  124830100          $87           3,300.00 Sole  N/A   Sole
CABOT INDUSTRIAL TRU    REIT  127072106         $115           5,400.00 Sole  N/A   Sole
CAMDEN PPTY TR          IS    133131102         $153           5,500.00 Sole  N/A   Sole
CARRAMERICA RLTY COR    REIT  144418100         $223           8,900.00 Sole  N/A   Sole
CATELLUS DEV CORP       COMM  149111106         $217          14,250.00 Sole  N/A   Sole
CENTERPOINT PPTYS CO    REIT  151895109          $99           2,700.00 Sole  N/A   Sole
CENTERTRUST RETAIL P    REIT  152038105          $38           3,250.00 Sole  N/A   Sole
CHATEAU CMNTYS INC      REIT  161726104         $112           3,750.00 Sole  N/A   Sole
CHELSEA GCA RLTY INC    REIT  163262108          $78           2,100.00 Sole  N/A   Sole
COLONIAL PPTYS TR       REIT  195872106          $96           3,400.00 Sole  N/A   Sole
CORNERSTONE PPTYS IN    REIT  21922H103         $271          17,050.00 Sole  N/A   Sole
CORNERSTONE RLTY INC    REIT  21922V102          $56           5,200.00 Sole  N/A   Sole
COUSINS PPTYS INC       REIT  222795106         $145           4,300.00 Sole  N/A   Sole
CRESCENT REAL ESTATE    REIT  225756105         $401          16,900.00 Sole  N/A   Sole
CROWN AMERN RLTY TR     IS    228186102          $25           3,450.00 Sole  N/A   Sole
DEVELOPERS DIVERSIFI    REIT  251591103         $138           8,150.00 Sole  N/A   Sole
DUKE REALTY INVT INC    REIT  264411505         $266          11,800.00 Sole  N/A   Sole
EASTGROUP PPTY INC      IS    277276101          $43           2,150.00 Sole  N/A   Sole
EQUITY INNS INC         REIT  294703103          $46           4,950.00 Sole  N/A   Sole
EQUITY OFFICE PROPER    REIT  294741103         $881          34,390.00 Sole  N/A   Sole
EQUITY RESIDENTIAL P    IS    29476L107         $720          15,971.00 Sole  N/A   Sole
ESSEX PPTY TR INC       REIT  297178105          $81           2,300.00 Sole  N/A   Sole
EXTENDED STAY AMER I    COMM  30224P101         $154          12,800.00 Sole  N/A   Sole
FEDERAL REALTY INVT     IS    313747206         $123           5,350.00 Sole  N/A   Sole
FELCOR LODGING TR IN    REIT  31430F101         $188           9,078.00 Sole  N/A   Sole
FIRST INDUSTRIAL REA    REIT  32054K103         $139           5,050.00 Sole  N/A   Sole
FIRST UN RL EST EQ&M    REIT  337400105          $26           5,850.00 Sole  N/A   Sole
FIRST WASH RLTY TR I    REIT  337489504          $26           1,100.00 Sole  N/A   Sole
GABLES RESIDENTIAL T    IS    362418105          $84           3,500.00 Sole  N/A   Sole
GENERAL GROWTH PPTYS    REIT  370021107         $190           5,350.00 Sole  N/A   Sole
GLENBOROUGH RLTY TR     REIT  37803P105          $74           4,200.00 Sole  N/A   Sole
GLIMCHER RLTY TR        IS    379302102          $52           3,150.00 Sole  N/A   Sole
GREAT LAKES REIT INC    REIT  390752103          $36           2,200.00 Sole  N/A   Sole
HIGHWOODS PPTYS INC     REIT  431284108         $225           8,200.00 Sole  N/A   Sole
HOME PPTYS N Y INC      REIT  437306103          $66           2,400.00 Sole  N/A   Sole
HOMESTEAD VLG PPTYS     COMM  437851108          $12           5,050.00 Sole  N/A   Sole
HOSPITALITY PPTYS TR    REIT  44106M102         $201           7,400.00 Sole  N/A   Sole
HOST MARRIOTT CORP N    REIT  44107P104         $360          30,350.00 Sole  N/A   Sole
IRT PPTY CO             IS    450058102          $43           4,400.00 Sole  N/A   Sole
INNKEEPERS USA TR       REIT  4576J0104          $46           4,600.00 Sole  N/A   Sole
JDN RLTY CORP           REIT  465917102          $99           4,425.00 Sole  N/A   Sole
JP REALTY INC           REIT  46624A106          $48           2,350.00 Sole  N/A   Sole
KILROY RLTY CORP        REIT  49427F108          $90           3,700.00 Sole  N/A   Sole
KIMCO REALTY CORP       REIT  49446R109         $320           8,050.00 Sole  N/A   Sole
KOGER EQUITY INC        REIT  500228101          $65           3,550.00 Sole  N/A   Sole
KONOVER PPTY TR INC     REIT  50047R100          $37           4,100.00 Sole  N/A   Sole
KRANZCO RLTY TR         IS    50076E103          $19           1,400.00 Sole  N/A   Sole
LASALLE HOTEL PPTYS     REIT  517942108          $31           2,000.00 Sole  N/A   Sole
LEXFORD RESIDENTIAL     REIT  528933104          $29           1,200.00 Sole  N/A   Sole
LIBERTY PPTY TR         REIT  531172104         $220           8,850.00 Sole  N/A   Sole
LODGIAN INC             COMM  54021P106          $24           3,600.00 Sole  N/A   Sole
MGI PROPERTIES          IS    552885105          $52           1,850.00 Sole  N/A   Sole
MACERICH CO             REIT  554382101         $119           4,550.00 Sole  N/A   Sole
MACK CALI RLTY CORP     REIT  554489104         $241           7,800.00 Sole  N/A   Sole
MANUFACTURED HOME CM    REIT  564682102          $91           3,500.00 Sole  N/A   Sole
MERISTAR HOSPITALITY    REIT  58984Y103         $142           6,350.00 Sole  N/A   Sole
MID-AMER APT CMNTYS     REIT  59522J103          $58           2,500.00 Sole  N/A   Sole
MID-ATLANTIC RLTY TR    IS    595232109          $21           1,900.00 Sole  N/A   Sole
MILLS CORP              REIT  601148109          $72           3,300.00 Sole  N/A   Sole
NEW PLAN EXCEL REALT    REIT  648053106         $214          11,910.00 Sole  N/A   Sole
NEWHALL LD & FARMING    LPTR  651426108         $107           4,350.00 Sole  N/A   Sole
PACIFIC GULF PPTYS I    REIT  694396102          $60           2,650.00 Sole  N/A   Sole
PAN PACIFIC RETAIL P    REIT  69806L104          $54           2,800.00 Sole  N/A   Sole
PARKWAY PPTYS INC       IS    70159Q104          $45           1,350.00 Sole  N/A   Sole
PENNSYLVANIA RL EST     IS    709102107          $37           1,750.00 Sole  N/A   Sole
POST PPTYS INC          REIT  737464107         $211           5,150.00 Sole  N/A   Sole
PRENTISS PPTYS TR       REIT  740706106         $125           5,300.00 Sole  N/A   Sole
PRIME RETAIL INC        REIT  741570105          $50           5,720.00 Sole  N/A   Sole
PRIME GROUP REALTY T    REIT  74158J103          $34           2,000.00 Sole  N/A   Sole
PRIME HOSPITALITY CO    COMM  741917108          $83           6,950.00 Sole  N/A   Sole
PROLOGIS TR             REIT  743410102         $435          21,505.00 Sole  N/A   Sole
PUBLIC STORAGE INC      REIT  74460D109         $480          17,142.00 Sole  N/A   Sole
RFS HOTEL INVS INC      REIT  74955J108          $41           3,300.00 Sole  N/A   Sole
RECKSON ASSOCS RLTY     REIT  75621K106         $126           5,350.00 Sole  N/A   Sole
RED ROOF INNS INC       COMM  757005103          $65           3,600.00 Sole  N/A   Sole
REGENCY RLTY CORP       REIT  758939102         $171           7,800.00 Sole  N/A   Sole
ROUSE CO                REIT  779273101         $245           9,650.00 Sole  N/A   Sole
SL GREEN RLTY CORP      REIT  78440X101          $65           3,200.00 Sole  N/A   Sole
SAUL CTRS INC           REIT  804395101          $29           1,750.00 Sole  N/A   Sole
SHURGARD STORAGE CTR    REIT  82567D104         $104           3,850.00 Sole  N/A   Sole
SIMON PPTY GROUP INC    REIT  828806109         $575          22,650.00 Sole  N/A   Sole
SMITH CHARLES E RESD    REIT  832197107          $87           2,550.00 Sole  N/A   Sole
SOVRAN SELF STORAGE     REIT  84610H108          $44           1,650.00 Sole  N/A   Sole
SPIEKER PPTYS INC       REIT  848497103         $328           8,450.00 Sole  N/A   Sole
STARWOOD HOTELS&RESO    REIT  85590A203         $726          23,750.00 Sole  N/A   Sole
STORAGE USA INC         REIT  861907103         $118           3,700.00 Sole  N/A   Sole
SUMMIT PPTYS INC        REIT  866239106          $75           3,800.00 Sole  N/A   Sole
SUN COMMUNITIES INC     REIT  866674104          $82           2,300.00 Sole  N/A   Sole
SUNSTONE HOTEL INVS     REIT  867933103          $43           5,000.00 Sole  N/A   Sole
TANGER FACTORY OUTLE    REIT  875465106          $27           1,050.00 Sole  N/A   Sole
TAUBMAN CTRS INC        REIT  876664103          $93           7,050.00 Sole  N/A   Sole
TOWN & CTRY TR          REIT  892081100          $38           2,100.00 Sole  N/A   Sole
TRIZEC HAHN CORP        COMM  896938107         $392          19,250.00 Sole  N/A   Sole
UNITED DOMINION RLTY    IS    910197102         $163          13,850.00 Sole  N/A   Sole
URBAN SHOPPING CTRS     REIT  917060105          $74           2,350.00 Sole  N/A   Sole
VORNADO RLTY TR         IS    929042109         $401          11,350.00 Sole  N/A   Sole
WALDEN RESIDENTIAL P    REIT  931210108          $70           3,250.00 Sole  N/A   Sole
WASHINGTON R EST IN     IS    939653101          $80           4,750.00 Sole  N/A   Sole
WEEKS CORP              REIT  94856P102          $81           2,650.00 Sole  N/A   Sole
WEINGARTEN REALTY IN    IS    948741103         $148           3,550.00 Sole  N/A   Sole
WESTERN INVT RL EST     IS    958468100          $26           2,250.00 Sole  N/A   Sole
WESTFIELD AMER INC      REIT  959910100         $147           9,750.00 Sole  N/A   Sole
WINSTON HOTELS INC      REIT  97563A102          $22           2,150.00 Sole  N/A   Sole
WYNDHAM INTL INC        COMM  983101106         $144          31,933.00 Sole  N/A   Sole

                                             $17,408         791,806.00


SMALL GROWTH GROUP TRUST

ABACUS DIRECT CORP      COMM  002553105         $109           1,190.00 Sole  N/A   Sole
ACNIELSEN CORP          COMM  004833109         $209           6,900.00 Sole  N/A   Sole
ACTION PERFORMANCE C    COMM  004933107          $66           2,000.00 Sole  N/A   Sole
ADVO SYSTEM INC         COMM  007585102          $53           2,576.00 Sole  N/A   Sole
AMERICAN FREIGHTWAYS    COMM  02629V108          $74           3,800.00 Sole  N/A   Sole
AMERICAN MGMT SYS IN    COMM  027352103         $163           5,090.00 Sole  N/A   Sole
AMERICREDIT CORP        COMM  03060R101         $122           7,652.00 Sole  N/A   Sole
ANALYSTS INTL CORP      COMM  032681108          $39           2,694.00 Sole  N/A   Sole
ANCHOR GAMING           COMM  033037102          $68           1,421.00 Sole  N/A   Sole
APPLEBEES INTL INC      COMM  037899101         $106           3,532.00 Sole  N/A   Sole
ARTESYN TECHNOLOGIES    COMM  043127109          $98           4,426.00 Sole  N/A   Sole
ASTEC INDS INC          COMM  046224101          $93           2,280.00 Sole  N/A   Sole
ATLANTIC COAST AIRLS    COMM  048396105          $44           2,300.00 Sole  N/A   Sole
ATWOOD OCEANICS INC     COMM  050095108          $51           1,637.00 Sole  N/A   Sole
BARNES & NOBLES INC     COMM  067774109         $224           8,200.00 Sole  N/A   Sole
BARR LABS INC           COMM  068306109         $109           2,734.00 Sole  N/A   Sole
BEBE STORES INC         COMM  075571109          $98           2,870.00 Sole  N/A   Sole
BENCHMARK ELECTRS IN    COMM  08160H101          $65           1,800.00 Sole  N/A   Sole
BINDLY WESTN INDS IN    COMM  090324104         $121           5,255.33 Sole  N/A   Sole
BLACK BOX CORP DEL      COMM  091826107         $106           2,115.00 Sole  N/A   Sole
BLYTHE INDUSTRIES IN    COMM  09643P108         $198           5,835.00 Sole  N/A   Sole
BORG WARNER SEC CORP    COMM  099733107          $58           2,864.00 Sole  N/A   Sole
BOWNE & CO INC          COMM  103043105          $59           4,412.00 Sole  N/A   Sole
BRINKER INTL INC        COMM  109641100         $219           7,980.00 Sole  N/A   Sole
BUCKLE INC              COMM  118440106          $76           2,644.00 Sole  N/A   Sole
C&D TECHNOLOGIES INC    COMM  124661109          $46           1,504.00 Sole  N/A   Sole
C D I CORP              COMM  125071100          $78           2,280.00 Sole  N/A   Sole
CDW COMPUTER CTRS IN    COMM  125129106         $228           5,180.00 Sole  N/A   Sole
CKE RESTAURANTS INC     COMM  12561E105         $101           6,209.00 Sole  N/A   Sole
CNF TRANSN INC          COMM  12612W104         $222           5,770.00 Sole  N/A   Sole
CTS CORP                COMM  126501105         $116           1,653.00 Sole  N/A   Sole
CABLE DESING TECHNOL    COMM  126924109          $52           3,372.00 Sole  N/A   Sole
CAMBRIDGE TECH PARTN    COMM  132524109         $125           7,100.00 Sole  N/A   Sole
CASEYS GEN STORES       COMM  147528103          $95           6,316.00 Sole  N/A   Sole
CATALINA MARKETING C    COMM  148867104         $204           2,219.00 Sole  N/A   Sole
CERNER CORP             COMM  156782104          $84           4,000.00 Sole  N/A   Sole
CHAMPION ENTERPRISES    COMM  158496109         $108           5,821.00 Sole  N/A   Sole
CHEESECAKE FACTORY I    COMM  163072101          $74           2,410.00 Sole  N/A   Sole
CHILDRENS PL RETAIL     COMM  168905107         $121           2,990.00 Sole  N/A   Sole
CIBER INC               COMM  17163B102         $134           6,996.00 Sole  N/A   Sole
CLAIRES STORES INC      COMM  179584107         $157           6,091.00 Sole  N/A   Sole
COLE KENNETH PRODTNS    COMM  193294105          $43           1,560.00 Sole  N/A   Sole
COMPUTER TASK GROUP     COMM  205477102          $43           2,501.00 Sole  N/A   Sole
COMPUTER HORIZONS CO    COMM  205908106          $52           3,770.00 Sole  N/A   Sole
CONSOLIDATED GRAPHIC    COMM  209341106          $86           1,724.00 Sole  N/A   Sole
CONSOLIDATED PRODUCT    COMM  209798107          $57           3,172.00 Sole  N/A   Sole
D R HORTON INC          COMM  23331A109         $128           7,687.00 Sole  N/A   Sole
DELTA & PINE LD CO      COMM  247357106           $0               0.90 Sole  N/A   Sole
DEVRY INC DEL           COMM  251893103         $186           8,320.00 Sole  N/A   Sole
DORAL FINL CORP         COMM  25811P100          $83           4,840.00 Sole  N/A   Sole
DURA AUTOMOTIVE SYST    COMM  265903104          $36           1,090.00 Sole  N/A   Sole
DYCOM INDS INC          COMM  267475101         $172           3,064.00 Sole  N/A   Sole
ETEC SYS INC            COMM  26922C103          $85           2,558.00 Sole  N/A   Sole
J D EDWARDS & CO        COMM  281667105         $233          12,600.00 Sole  N/A   Sole
ELCOR CORP              COMM  284443108          $68           1,560.00 Sole  N/A   Sole
ETHAN ALLEN INTERIOR    COMM  297602104         $185           4,898.00 Sole  N/A   Sole
EXECUTIVE RISK INC      COMM  301586103         $118           1,386.00 Sole  N/A   Sole
EXPEDITORS INTL WASH    COMM  302130109         $163           5,994.00 Sole  N/A   Sole
FACTSET RESH SYS INC    COMM  303075105         $105           1,858.00 Sole  N/A   Sole
FAIR ISAAC & CO INC     COMM  303250104          $59           1,684.00 Sole  N/A   Sole
FAIRFIELD CMNTYS INC    COMM  304231301          $85           5,300.00 Sole  N/A   Sole
FASTENAL CO             COMM  311900104         $239           4,550.00 Sole  N/A   Sole
FIRST AMERN FINL COR    COMM  318522307         $138           7,700.00 Sole  N/A   Sole
FURNITURE BRANDS INT    COMM  360921100         $170           6,100.00 Sole  N/A   Sole
GRACO INC               COMM  384109104          $72           2,436.00 Sole  N/A   Sole
HA-LO INDS INC          COMM  404429102          $57           5,813.00 Sole  N/A   Sole
HANOVER COMPRESSOR C    COMM  410768105         $109           3,400.00 Sole  N/A   Sole
HARMONIC LIGHTWAVES     COMM  413160102          $92           1,600.00 Sole  N/A   Sole
HENRY JACK & ASSOC I    COMM  426281101          $95           2,412.00 Sole  N/A   Sole
HON INDS INC            COMM  438092108         $214           7,344.00 Sole  N/A   Sole
HUNT JB TRANS SVC IN    COMM  445658107          $69           4,264.00 Sole  N/A   Sole
IHOP CORP               COMM  449623107          $57           2,378.00 Sole  N/A   Sole
IMPERIAL BANCORP        COMM  452556103          $99           5,018.00 Sole  N/A   Sole
INPUT/OUTPUT INC        COMM  457652105          $46           6,046.00 Sole  N/A   Sole
INSIGHT ENTERPRISES     COMM  45765U103          $76           3,059.00 Sole  N/A   Sole
INTERMET CORP           COMM  45881K104          $46           3,036.00 Sole  N/A   Sole
INTERNATIONAL SPEEDW    COMM  460335201          $67           1,400.00 Sole  N/A   Sole
INVESTMENT TECHNOLOGY GRCOMM  46145F105         $119           3,696.00 Sole  N/A   Sole
INVESTORS FINL SERVI    COMM  461915100          $70           1,740.00 Sole  N/A   Sole
JLG INDS INC            COMM  466210101         $108           5,288.00 Sole  N/A   Sole
JACOBS ENGR GROUP IN    COMM  469814107         $118           3,105.00 Sole  N/A   Sole
JEFFERIES GROUP INC     COMM  472319102          $83           2,866.00 Sole  N/A   Sole
JONES PHARMA INC        COMM  480236108         $136           3,450.00 Sole  N/A   Sole
KAUFMAN&BROAD HOME C    COMM  486168107         $142           5,700.00 Sole  N/A   Sole
KEANE ASSOC INC         COMM  486665102         $194           8,590.00 Sole  N/A   Sole
KENT ELECTRS CORP       COMM  490553104          $66           3,352.00 Sole  N/A   Sole
LHS GROUP INC           COMM  501938104         $209           6,300.00 Sole  N/A   Sole
LABOR READY INC         COMM  505401208         $111           3,400.00 Sole  N/A   Sole
LANDAMERICA FINL GRO    COMM  514936103          $52           1,800.00 Sole  N/A   Sole
LANDRYS SEAFOOD REST    COMM  51508L103          $27           3,334.00 Sole  N/A   Sole
LATTICE SEMICONDUCTO    COMM  518415104         $175           2,809.00 Sole  N/A   Sole
LEGG MASON INC          COMM  524901105         $259           6,738.00 Sole  N/A   Sole
LENNAR CORP             COMM  526057104         $166           6,900.00 Sole  N/A   Sole
M S CARRIERS INC        COMM  553533100          $44           1,470.00 Sole  N/A   Sole
MACDERMID INC           COMM  554273102         $140           3,000.00 Sole  N/A   Sole
MACROVISION CORP        COMM  555904101          $80           1,070.00 Sole  N/A   Sole
MANITOWOC INC           COMM  563571108         $129           3,100.00 Sole  N/A   Sole
MARKEL CORP             COMM  570535104         $126             676.00 Sole  N/A   Sole
MEDPARTNERS INC NEW     COMM  58503X107         $179          23,800.00 Sole  N/A   Sole
MENS WEARHOUSE INC      COMM  587118100         $120           4,714.00 Sole  N/A   Sole
MEREDITH CORP           COMM  589433101         $215           6,200.00 Sole  N/A   Sole
METRO NETWORKS INC      COMM  591918107         $107           2,010.00 Sole  N/A   Sole
METZLER GROUP INC       COMM  592903108         $139           5,044.00 Sole  N/A   Sole
MICREL INC              COMM  594793101         $179           2,423.00 Sole  N/A   Sole
MICROS SYS INC          COMM  594901100          $65           1,900.00 Sole  N/A   Sole
MOHAWK INDS INC         COMM  608190104         $219           7,200.00 Sole  N/A   Sole
MONACO COACH CORP       COMM  60886R103          $63           1,500.00 Sole  N/A   Sole
MYERS INDS INC          COMM  628464109          $44           2,204.00 Sole  N/A   Sole
NCI BUILDING SYS INC    COMM  628852105          $47           2,194.00 Sole  N/A   Sole
NCO GROUP INC           COMM  628858102          $82           2,170.00 Sole  N/A   Sole
NPC INTERNATIONAL IN    COMM  629360306          $45           2,900.00 Sole  N/A   Sole
NVR INC                 COMM  62944T105          $68           1,299.00 Sole  N/A   Sole
NATIONAL INSTRS CORP    COMM  636518102         $160           3,974.00 Sole  N/A   Sole
NETWORK SOLUTIONS IN    COMM  64121Q102          $86           1,090.00 Sole  N/A   Sole
OAKLEY INC              COMM  673662102          $60           8,464.00 Sole  N/A   Sole
OAKWOOD HOMES CORP      COMM  674098108          $74           5,634.00 Sole  N/A   Sole
OCEANEERING INTL INC    COMM  675232102          $44           2,706.00 Sole  N/A   Sole
O REILLY AUTOMOTIVE     COMM  686091109         $149           2,964.00 Sole  N/A   Sole
ORTHODONTIC CTRS AME    COMM  68750P103          $81           5,754.00 Sole  N/A   Sole
OSTEOTECH INC           COMM  688582105          $48           1,660.00 Sole  N/A   Sole
PACIFIC GATEWAY EXCH    COMM  694327107          $67           2,314.00 Sole  N/A   Sole
PALM HARBOR HOMES       COMM  696639103          $70           2,800.00 Sole  N/A   Sole
PAPA JOHNS INTL INC     COMM  698813102         $161           3,610.00 Sole  N/A   Sole
PATTERSON DENTAL CO     COMM  703412106         $140           4,036.00 Sole  N/A   Sole
PEDIATRIX MED GROUP     COMM  705324101          $39           1,856.00 Sole  N/A   Sole
PERSONNEL GROUP AMER    COMM  715338109          $39           3,900.00 Sole  N/A   Sole
PIER I IMPORTS INC      COMM  720279108         $130          11,550.00 Sole  N/A   Sole
PLEXUS CORP             COMM  729132100          $55           1,818.00 Sole  N/A   Sole
POWER INTEGRATIONS I    COMM  739276103         $110           1,500.00 Sole  N/A   Sole
PREMIER BANCSHARES I    COMM  739909109          $57           3,120.00 Sole  N/A   Sole
PRE PAID LEGAL SVCS     COMM  740065107          $76           2,805.00 Sole  N/A   Sole
PRECISION CASTPARTS     COMM  740189105         $125           2,934.00 Sole  N/A   Sole
PRIORITY HEALTHCARE     COMM  74264T102          $89           2,571.00 Sole  N/A   Sole
QRS CORP                COMM  74726X105          $81           1,036.00 Sole  N/A   Sole
QUANTA SVCS INC         COMM  74762E102         $136           3,080.00 Sole  N/A   Sole
QUIKSILVER INC          COMM  74838C106          $69           2,636.00 Sole  N/A   Sole
RADIAN GROUP INC        COMM  750236101         $216           4,425.00 Sole  N/A   Sole
RAYMOND JAMES FINL I    COMM  754730109         $137           5,709.00 Sole  N/A   Sole
RELIANCE STEEL & ALU    COMM  759509102          $86           2,210.00 Sole  N/A   Sole
RENAL CARE GROUP INC    COMM  759930100         $137           5,314.00 Sole  N/A   Sole
RENT WAY INC            COMM  76009U104          $63           2,544.00 Sole  N/A   Sole
RES-CARE INC            COMM  760943100          $52           2,274.00 Sole  N/A   Sole
RESMED INC              COMM  761152107          $59           1,770.00 Sole  N/A   Sole
REXALL SUNDOWN INC      COMM  761648104          $95           7,790.00 Sole  N/A   Sole
ROPER INDS INC NEW      COMM  776696106         $116           3,632.00 Sole  N/A   Sole
SEI CORP                COMM  784117103         $187           2,120.00 Sole  N/A   Sole
SLI INC                 COMM  78442T108          $95           3,523.00 Sole  N/A   Sole
SPS TECHNOLOGIES INC    COMM  784626103          $57           1,520.00 Sole  N/A   Sole
SAFEGUARD SCIENTIFIC    COMM  786449108         $239           3,800.00 Sole  N/A   Sole
SANCHEZ COMPUTER ASS    COMM  799702105          $97           2,800.00 Sole  N/A   Sole
SAPIENT CORP            COMM  803062108         $190           3,348.00 Sole  N/A   Sole
SAWTEK INC              COMM  805468105         $115           2,504.00 Sole  N/A   Sole
SCOTTS CO               COMM  810186106         $105           2,200.00 Sole  N/A   Sole
SECURITY DYNAMICS TE    COMM  814208104          $98           4,600.00 Sole  N/A   Sole
SIERRA HEALTH SVCS I    COMM  826322109          $46           3,206.00 Sole  N/A   Sole
SIMPSON MANUFACTURIN    COMM  829073105          $66           1,395.00 Sole  N/A   Sole
SIPEX CORP              COMM  829909100          $44           2,164.00 Sole  N/A   Sole
SKYWEST INC             COMM  830879102          $73           2,910.00 Sole  N/A   Sole
SMITHFIELD FOODS INC    COMM  832248108         $168           5,018.00 Sole  N/A   Sole
SONIC CORP              COMM  835451105          $74           2,271.00 Sole  N/A   Sole
SOUTHDOWN INC           COMM  841297104           $0               0.56 Sole  N/A   Sole
SOUTHWEST SECS GROUP    COMM  845224104          $92           1,290.00 Sole  N/A   Sole
SPARTECH CORP           COMM  847220209         $101           3,200.00 Sole  N/A   Sole
SPEEDWAY MOTORSPORTS    COMM  847788106         $196           4,974.00 Sole  N/A   Sole
STANDARD PAC CORP NE    COMM  85375C101          $46           3,550.00 Sole  N/A   Sole
STEIN MART INC          COMM  858375108          $51           5,432.00 Sole  N/A   Sole
STERIS CORP             COMM  859152100         $157           8,100.00 Sole  N/A   Sole
STRAYER ED INC          COMM  863236105          $58           1,879.00 Sole  N/A   Sole
SUPERIOR TELECOM INC    COMM  868365107          $60           2,412.00 Sole  N/A   Sole
SWIFT TRANSN CO         COMM  870756103         $169           7,667.00 Sole  N/A   Sole
TJ INTL INC             COMM  872534102          $57           1,850.00 Sole  N/A   Sole
TSI INTERNATIONAL SO    COMM  872879101          $85           3,000.00 Sole  N/A   Sole
TARRANT APPAREL GROU    COMM  876289109          $43           1,900.00 Sole  N/A   Sole
TECH DATA CORP          COMM  878237106         $234           6,129.00 Sole  N/A   Sole
TECHNE CORP             COMM  878377100          $61           2,421.00 Sole  N/A   Sole
TECHNITROL INC          COMM  878555101          $63           1,938.00 Sole  N/A   Sole
TETRA TECH INC NEW      COMM  88162G103          $74           4,511.25 Sole  N/A   Sole
THERMO FIBERTEK INC     COMM  88355W105          $52           7,300.00 Sole  N/A   Sole
THOR INDS INC           COMM  885160101          $41           1,460.00 Sole  N/A   Sole
TOLL BROTHERS INC       COMM  889478103          $95           4,421.00 Sole  N/A   Sole
TOTAL RENAL CARE HLD    COMM  89151A107         $151           9,700.00 Sole  N/A   Sole
TOWER AUTOMOTIVE INC    COMM  891707101         $142           5,600.00 Sole  N/A   Sole
TRANS WORLD ENTMT CO    COMM  89336Q100          $75           6,644.00 Sole  N/A   Sole
TRANSACTION SYS ARCH    COMM  893416107         $146           3,749.00 Sole  N/A   Sole
UICI                    COMM  902737105         $153           5,537.00 Sole  N/A   Sole
UNITED STATIONERS IN    COMM  913004107          $90           4,074.00 Sole  N/A   Sole
UNIVERSAL HEALTH SVC    COMM  913903100         $181           3,798.00 Sole  N/A   Sole
VARCO INTL INC          COMM  922126107          $84           7,789.00 Sole  N/A   Sole
VINTAGE PETE INC        COMM  927460105          $79           7,392.00 Sole  N/A   Sole
VISIO CORP              COMM  927914101         $138           3,619.00 Sole  N/A   Sole
WACKENHUT CORRECTION    COMM  929798106          $53           2,675.00 Sole  N/A   Sole
WERNER ENTERPRISES I    COMM  950755108         $118           5,671.00 Sole  N/A   Sole
WHITTMAN-HART INC       COMM  966834103         $202           6,370.00 Sole  N/A   Sole
WILLIAMS SONOMA INC     COMM  969904101         $233           6,690.00 Sole  N/A   Sole
XIRCOM INC              COMM  983922105          $87           2,880.00 Sole  N/A   Sole
ZALE CORP NEW           COMM  988858106         $172           4,300.00 Sole  N/A   Sole
ZEBRA TECHNOLOGIES C    COMM  989207105         $143           3,726.00 Sole  N/A   Sole
HELEN OF TROY CORP L    COMM  G4388N106          $62           3,474.00 Sole  N/A   Sole

                                             $21,139         780,165.04


SMALL VALUE GROUP TRUST

AAR CORP                COMM  000361105         $271          11,950.00 Sole  N/A   Sole
ABM INDS INC            COMM  000957100         $294           9,570.00 Sole  N/A   Sole
AK STL HLDG CORP        COMM  001547108         $558          24,800.00 Sole  N/A   Sole
ADVANTA CORP            COMM  007942105         $200          11,085.00 Sole  N/A   Sole
ALASKA AIRGROUP         COMM  011659109         $458          10,980.00 Sole  N/A   Sole
ALBEMARLE CORP          COMM  012653101         $453          19,600.00 Sole  N/A   Sole
ALEXANDER & BALDWIN     COMM  014482103         $420          18,860.00 Sole  N/A   Sole
AMCOL INTL CORP         COMM  02341W103         $167          11,590.00 Sole  N/A   Sole
AMERICA WEST HLDG CO    COMM  023657208         $290          15,390.00 Sole  N/A   Sole
ARNOLD INDS INC         COMM  042595108         $168          10,855.00 Sole  N/A   Sole
ARVIN INDS INC          COMM  043339100         $426          11,245.00 Sole  N/A   Sole
ATMOS ENERGY CORP       COMM  049560105         $336          13,430.00 Sole  N/A   Sole
AVISTA CORP             COMM  05379B107         $287          17,650.00 Sole  N/A   Sole
BALDOR ELEC CO          COMM  057741100         $314          15,785.00 Sole  N/A   Sole
BANCWEST CORP NEW       COMM  059790105         $512          13,780.00 Sole  N/A   Sole
BANDAG INC              COMM  059815100         $316           9,100.00 Sole  N/A   Sole
BANK UTD CORP           COMM  065412108         $499          12,420.00 Sole  N/A   Sole
BANTA GEORGE INC        COMM  066821109         $252          12,020.00 Sole  N/A   Sole
BARNES GROUP INC        COMM  067806109         $186           8,535.00 Sole  N/A   Sole
BASSETT FURNITURE IN    COMM  070203104         $127           5,535.00 Sole  N/A   Sole
BAY VIEW CAP CORP       COMM  07262L101         $171           8,330.00 Sole  N/A   Sole
BLACK HILLS PWR & LT    COMM  092113109         $216           9,330.00 Sole  N/A   Sole
BOB EVANS FARMS INC     COMM  096761101         $356          17,895.00 Sole  N/A   Sole
BORG-WARNER AUTOMOTI    COMM  099724106         $645          11,720.00 Sole  N/A   Sole
BROWN SHOE INC NEW      COMM  115736100         $165           7,595.00 Sole  N/A   Sole
CLECO CORP              COMM  12561M107         $297           9,790.00 Sole  N/A   Sole
CNB BANCSHARES INC      COMM  126126101         $873          15,315.00 Sole  N/A   Sole
CALIFORNIA WTR SVC G    COMM  130788102         $143           5,475.00 Sole  N/A   Sole
CARAUSTAR INDS INC      COMM  140909102         $268          10,845.00 Sole  N/A   Sole
CARLISLE CORP           COMM  142339100         $636          13,225.00 Sole  N/A   Sole
CARPENTER TECHNOLOGY    COMM  144285103         $271           9,490.00 Sole  N/A   Sole
CATO CORP NEW           COMM  149205106         $134          11,485.00 Sole  N/A   Sole
CENTRAL HUDSON GAS&E    COMM  153609102         $310           7,380.00 Sole  N/A   Sole
CENTURY BUSINESS SVC    COMM  156490104         $465          32,100.00 Sole  N/A   Sole
CHEMED CORP             COMM  163596109         $150           4,520.00 Sole  N/A   Sole
CHESAPEAKE CORP VA      COMM  165159104         $351           9,365.00 Sole  N/A   Sole
CHICAGO TITLE CORP      COMM  168228104         $325           9,100.00 Sole  N/A   Sole
CHITTENDEN CORP         COMM  170228100         $194           6,210.00 Sole  N/A   Sole
CIRCLE INTL GROUP IN    COMM  172574105         $164           7,480.00 Sole  N/A   Sole
CITIZENS BKG CORP MI    COMM  174420109         $361          12,010.00 Sole  N/A   Sole
CLARCOR INC             COMM  179895107         $199          10,375.00 Sole  N/A   Sole
CLEVELAND CLIFFS INC    COMM  185896107         $157           4,845.00 Sole  N/A   Sole
COMMERCE GROUP INC M    COMM  200641108         $355          14,570.00 Sole  N/A   Sole
COMMERCIAL METALS CO    COMM  201723103         $180           6,320.00 Sole  N/A   Sole
COMMONWEALTH ENERGY     COMM  202800108         $394           9,370.00 Sole  N/A   Sole
COOPER TIRE & RUBR      COMM  216831107         $749          31,700.00 Sole  N/A   Sole
COORS ADOLPH CO         COMM  217016104         $797          16,100.00 Sole  N/A   Sole
DEXTER CORP             COMM  252165105         $412          10,100.00 Sole  N/A   Sole
DIAGNOSTIC PRODS CP     COMM  252450101         $163           5,900.00 Sole  N/A   Sole
DIME CMNTY BANCORP I    COMM  253922108         $132           5,680.00 Sole  N/A   Sole
DOWNEY FINL CORP        COMM  261018105         $259          11,800.00 Sole  N/A   Sole
EASTERN ENTERPRISES     COMM  27637F100         $392           9,865.00 Sole  N/A   Sole
EASTERN UTILS ASSOC     COMM  277173100         $258           8,845.00 Sole  N/A   Sole
EMPIRE DIST ELEC CO     COMM  291641108         $195           7,475.00 Sole  N/A   Sole
ENERGEN CORP            COMM  29265N108         $241          12,940.00 Sole  N/A   Sole
ENHANCE FINL SVCS GR    COMM  293310108         $314          15,900.00 Sole  N/A   Sole
ETHYL CORP              COMM  297659104         $209          34,800.00 Sole  N/A   Sole
F & M NATL CORP         COMM  302374103         $325           9,805.00 Sole  N/A   Sole
FNB CORP                COMM  302520101         $225           8,315.00 Sole  N/A   Sole
FEDERAL SIGNAL CORP     COMM  313855108         $402          18,985.00 Sole  N/A   Sole
FERRO CORP              COMM  315405100         $420          15,275.00 Sole  N/A   Sole
FIDELITY NAT FINL CO    COMM  316326107         $252          12,600.00 Sole  N/A   Sole
FIRST AMERN FINL COR    COMM  318522307         $504          28,170.00 Sole  N/A   Sole
FLEETWOOD ENTERPRISE    COMM  339099103         $401          15,150.00 Sole  N/A   Sole
FLORIDA ROCK INDS IN    COMM  341140101         $373           8,200.00 Sole  N/A   Sole
FLOWSERVE CORP          COMM  34354P105         $295          15,600.00 Sole  N/A   Sole
FOREMOST CORP OF AME    COMM  345469100         $255          11,585.00 Sole  N/A   Sole
FULTON FINL CORP PA     COMM  360271100         $625          30,209.00 Sole  N/A   Sole
GENCORP INC             COMM  368682100         $437          17,300.00 Sole  N/A   Sole
GLATFELTER P H CO       COMM  377316104         $269          18,410.00 Sole  N/A   Sole
HSB GROUP INC           COMM  40428N109         $520          12,635.00 Sole  N/A   Sole
HARLEYSVILLE GROUP I    COMM  412824104         $261          12,735.00 Sole  N/A   Sole
HAWAIIAN ELEC INDUST    COMM  419870100         $497          14,000.00 Sole  N/A   Sole
HELMERICH & PAYNE IN    COMM  423452101         $487          20,600.00 Sole  N/A   Sole
HOLLINGER INTL INC      COMM  435569108         $559          47,105.00 Sole  N/A   Sole
HUGHES SUPPLY INC       COMM  444482103         $314          10,565.00 Sole  N/A   Sole
HUNT JB TRANS SVC IN    COMM  445658107         $242          14,880.00 Sole  N/A   Sole
IDACORP INC             COMM  451107106         $517          16,420.00 Sole  N/A   Sole
IDEX CORP               COMM  45167R104         $404          12,300.00 Sole  N/A   Sole
INTERFACE FLOORING      COMM  458665106         $199          23,040.00 Sole  N/A   Sole
JSB FINANCIAL INC       COMM  46624M100         $209           4,110.00 Sole  N/A   Sole
JOSTENS INC             COMM  481088102         $315          14,965.00 Sole  N/A   Sole
JUNO LTG INC            COMM  482047206          $18             923.25 Sole  N/A   Sole
JUSTIN INDS INC         COMM  482171105         $154          11,065.00 Sole  N/A   Sole
KAMAN CORP              COMM  483548103         $160          10,215.00 Sole  N/A   Sole
KAUFMAN&BROAD HOME C    COMM  486168107         $519          20,850.00 Sole  N/A   Sole
KELLWOOD CO             COMM  488044108         $323          11,900.00 Sole  N/A   Sole
KELLY SVCS INC          COMM  488152208         $501          15,605.00 Sole  N/A   Sole
KENNAMETAL INC          COMM  489170100         $388          12,500.00 Sole  N/A   Sole
KIMBALL INTL INC        COMM  494274103         $299          17,690.00 Sole  N/A   Sole
LA Z BOY CHAIR CO       COMM  505336107         $526          22,850.00 Sole  N/A   Sole
LACLEDE GAS CO          COMM  505588103         $179           7,680.00 Sole  N/A   Sole
LANCE INC               COMM  514606102         $204          13,055.00 Sole  N/A   Sole
LEE ENTERPRISES INC     COMM  523768109         $591          19,375.00 Sole  N/A   Sole
LILLY INDL COATINGS     COMM  532491107         $187          10,100.00 Sole  N/A   Sole
LONGS DRUG STORES IN    COMM  543162101         $593          17,150.00 Sole  N/A   Sole
MADISON GAS & ELEC      COMM  557497104         $144           7,000.00 Sole  N/A   Sole
MARK IV INDS INC        COMM  570387100         $433          20,500.00 Sole  N/A   Sole
MASCOTECH INC           COMM  574670105         $312          18,400.00 Sole  N/A   Sole
MILACRON INC            COMM  598709103         $298          16,130.00 Sole  N/A   Sole
MINNESOTA POWER INC     COMM  604110106         $633          31,825.00 Sole  N/A   Sole
MISSISSIPPI CHEM COR    COMM  605288208         $112          11,380.00 Sole  N/A   Sole
MODINE MFG CO           COMM  607828100         $418          12,845.00 Sole  N/A   Sole
MODIS PROFESSIONAL S    COMM  607830106         $543          40,000.00 Sole  N/A   Sole
MORRISON KNUDSEN COR    COMM  61844A109         $228          22,100.00 Sole  N/A   Sole
NAUTICA ENTERPRISES     COMM  639089101         $243          14,400.00 Sole  N/A   Sole
NEVADA POWER CO         COMM  641423108         $558          22,315.00 Sole  N/A   Sole
NEW JERSEY RES          COMM  646025106         $292           7,790.00 Sole  N/A   Sole
NORTHWEST NAT GAS CO    COMM  667655104         $261          10,822.00 Sole  N/A   Sole
NORTHWESTERN CORP       COMM  668074107         $243          10,045.00 Sole  N/A   Sole
OGDEN CORP              COMM  676346109         $576          21,380.00 Sole  N/A   Sole
OHIO CAS CORP           COMM  677240103         $493          13,644.00 Sole  N/A   Sole
ONE VY BANCORP WV IN    COMM  682419106         $564          15,031.00 Sole  N/A   Sole
ONEOK INC NEW           COMM  682680103         $438          13,790.00 Sole  N/A   Sole
OWENS & MINOR INC NE    COMM  690732102         $156          14,205.00 Sole  N/A   Sole
PENTAIR INDS INC        COMM  709631105         $850          18,585.00 Sole  N/A   Sole
PEOPLES ENERGY CORP     COMM  711030106         $561          14,880.00 Sole  N/A   Sole
PIEDMONT NAT GAS INC    COMM  720186105         $419          13,470.00 Sole  N/A   Sole
PRIME HOSPITALITY CO    COMM  741917108         $257          21,400.00 Sole  N/A   Sole
PROVIDENT BANKSHARES    COMM  743859100         $245          10,544.00 Sole  N/A   Sole
PUBLIC SVC CO N MEX     COMM  744499104         $354          17,800.00 Sole  N/A   Sole
PULTE CORP              COMM  745867101         $434          18,840.00 Sole  N/A   Sole
REGAL BELOIT CORP       COMM  758750103         $216           9,125.00 Sole  N/A   Sole
REPUBLIC BANCORP INC    COMM  760282103         $265          17,480.00 Sole  N/A   Sole
RIVIANA FOODS INC       COMM  769536103         $119           6,355.00 Sole  N/A   Sole
ROADWAY EXPRESS INC     COMM  769742107         $163           8,405.00 Sole  N/A   Sole
ROCHESTER GAS &ELEC     COMM  771367109         $426          16,035.00 Sole  N/A   Sole
ROLLINS TRUCK LEASIN    COMM  775741101         $279          25,120.00 Sole  N/A   Sole
RUDDICK CORP            COMM  781258108         $388          19,395.00 Sole  N/A   Sole
RUSS BERRIE & CO        COMM  782233100         $229           9,270.00 Sole  N/A   Sole
RYLAND GROUP INC        COMM  783764103         $192           6,460.00 Sole  N/A   Sole
SCHULMAN A INC          COMM  808194104         $234          13,620.00 Sole  N/A   Sole
SCHWEITZER-MAUDUIT I    COMM  808541106         $104           6,950.00 Sole  N/A   Sole
SELECTIVE INS GROUP     COMM  816300107         $233          12,220.00 Sole  N/A   Sole
SHOPKO STORES INC       COMM  824911101         $397          10,880.00 Sole  N/A   Sole
SIGCORP INC             COMM  826912107         $290          10,257.00 Sole  N/A   Sole
SMITH A O CORP  'B'     COMM  831865209         $282          10,055.00 Sole  N/A   Sole
SOUTHWEST GAS CORP      COMM  844895102         $382          13,360.00 Sole  N/A   Sole
SPRINGS INDS INC        COMM  851783100         $340           7,795.00 Sole  N/A   Sole
STANDARD PAC CORP NE    COMM  85375C101         $168          12,945.00 Sole  N/A   Sole
STANDARD PRODS CO       COMM  853836104         $178           6,955.00 Sole  N/A   Sole
STANDARD REGISTER CO    COMM  853887107         $379          12,315.00 Sole  N/A   Sole
STANDEX INTL CORP       COMM  854231107         $153           5,580.00 Sole  N/A   Sole
STRIDE RITE CORP        COMM  863314100         $208          20,190.00 Sole  N/A   Sole
STURM RUGER & CO INC    COMM  864159108         $125          11,685.00 Sole  N/A   Sole
SUPERIOR INDS INTL      COMM  868168105         $322          11,795.00 Sole  N/A   Sole
TALBOTS INC             COMM  874161102         $518          13,590.00 Sole  N/A   Sole
TECUMSEH PRODS CO       COMM  878895200         $543           8,960.00 Sole  N/A   Sole
TEXAS INDS INC          COMM  882491103         $337           8,700.00 Sole  N/A   Sole
THOMAS INDS INC         COMM  884425109         $140           6,840.00 Sole  N/A   Sole
TIDEWATER INC.          COMM  886423102         $707          23,190.00 Sole  N/A   Sole
TIMKEN CO               COMM  887389104         $503          25,800.00 Sole  N/A   Sole
TOLL BROTHERS INC       COMM  889478103         $330          15,390.00 Sole  N/A   Sole
TOWER AUTOMOTIVE INC    COMM  891707101         $496          19,500.00 Sole  N/A   Sole
TRENWICK GROUP INC      COMM  895290104         $113           4,600.00 Sole  N/A   Sole
TRINITY INDS INC        COMM  896522109         $603          18,000.00 Sole  N/A   Sole
TUPPERWARE CORP         COMM  899896104         $612          24,000.00 Sole  N/A   Sole
UST CORP                COMM  902900109         $563          18,625.00 Sole  N/A   Sole
USEC INC                COMM  90333E108         $622          41,800.00 Sole  N/A   Sole
UNITED BANKSHS INC W    COMM  909907107         $501          18,895.00 Sole  N/A   Sole
UNITED DOMINION INDS    COMM  909914103         $419          17,270.00 Sole  N/A   Sole
UNITED ILLUM CO         COMM  910637107         $264           6,215.00 Sole  N/A   Sole
UNIVERSAL CORP          COMM  913456109         $405          14,240.00 Sole  N/A   Sole
UNIVERSAL FOODS CORP    COMM  913538104         $463          21,935.00 Sole  N/A   Sole
USFREIGHTWAYS CORP      COMM  916906100         $536          11,570.00 Sole  N/A   Sole
VARCO INTL INC          COMM  922126107         $294          27,190.00 Sole  N/A   Sole
VARIAN MED SYS INC      COMM  92220P105         $318          12,600.00 Sole  N/A   Sole
WD 40 CO                COMM  929236107         $169           6,765.00 Sole  N/A   Sole
WPS RESOURCES CORP      COMM  92931B106         $347          11,550.00 Sole  N/A   Sole
WALLACE COMPUTER SVC    COMM  932270101         $438          17,500.00 Sole  N/A   Sole
WASHINGTON FED INC      COMM  938824109         $534          23,808.00 Sole  N/A   Sole
WATTS INDS INC          COMM  942749102         $220          11,480.00 Sole  N/A   Sole
WAUSAU-MOSINEE PAPER    COMM  943315101         $392          21,800.00 Sole  N/A   Sole
WELLMAN INC             COMM  949702104         $218          13,680.00 Sole  N/A   Sole
WERNER ENTERPRISES I    COMM  950755108         $409          19,700.00 Sole  N/A   Sole
WHITNEY HLDG CORP       COMM  966612103         $401          10,095.00 Sole  N/A   Sole
WITCO CHEM CORP         COMM  977385103         $474          24,000.00 Sole  N/A   Sole
WOLVERINE WORLD WIDE    COMM  978097103         $239          17,100.00 Sole  N/A   Sole
WORTHINGTON INDS INC    COMM  981811102         $630          38,300.00 Sole  N/A   Sole
WYNNS INTL INC          COMM  983195108         $151           8,185.00 Sole  N/A   Sole
YORK INTL CORP NEW      COMM  986670107         $715          16,700.00 Sole  N/A   Sole
ZALE CORP NEW           COMM  988858106         $608          15,190.00 Sole  N/A   Sole
ZENITH NATL INS CORP    COMM  989390109         $184           7,470.00 Sole  N/A   Sole

                                             $63,931       2,648,943.25


ICMA TACTICAL ASSET ALLOCATION

AFLAC INC               COMM  001055102         $622          13,000.00 Sole  N/A   Sole
AES CORP                COMM  00130H105         $512           8,800.00 Sole  N/A   Sole
AMR CORP                COMM  001765106         $512           7,500.00 Sole  N/A   Sole
AT&T CORP               COMM  001957109       $8,699         155,853.00 Sole  N/A   Sole
ABBOTT LABS             COMM  002824100       $3,371          74,300.00 Sole  N/A   Sole
ADOBE SYS INC           COMM  00724F101         $255           3,100.00 Sole  N/A   Sole
ADVANCED MICRO DEVIC    COMM  007903107         $126           7,000.00 Sole  N/A   Sole
AETNA INC               COMM  008117103         $629           7,037.00 Sole  N/A   Sole
AIR PRODS & CHEMS IN    COMM  009158106         $451          11,200.00 Sole  N/A   Sole
ALBERTO CULVER CO       COMM  013068101          $72           2,700.00 Sole  N/A   Sole
ALBERTSONS INC          COMM  013104104       $1,054          20,442.00 Sole  N/A   Sole
ALCAN ALUM LTD          COMM  013716105         $355          11,100.00 Sole  N/A   Sole
ALCOA INC               COMM  013817101       $1,108          17,900.00 Sole  N/A   Sole
ALLEGHENY TELEDYNE I    COMM  017415100         $216           9,567.00 Sole  N/A   Sole
ALLERGAN INC            COMM  018490102         $366           3,300.00 Sole  N/A   Sole
ALLIED SIGNAL INC       COMM  019512102       $1,714          27,200.00 Sole  N/A   Sole
ALLSTATE CORP           COMM  020002101       $1,440          40,138.00 Sole  N/A   Sole
ALLTEL CORP             COMM  020039103         $965          13,500.00 Sole  N/A   Sole
ALZA CORP               COMM  022615108         $244           4,800.00 Sole  N/A   Sole
AMERADA HESS CORP       COMM  023551104         $262           4,400.00 Sole  N/A   Sole
AMEREN CORP             COMM  023608102         $257           6,700.00 Sole  N/A   Sole
AMERICA ONLINE INC D    COMM  02364J104       $5,852          53,200.00 Sole  N/A   Sole
AMERICAN ELEC PWR IN    COMM  025537101         $349           9,300.00 Sole  N/A   Sole
AMERICAN EXPRESS CO     COMM  025816109       $2,889          22,200.00 Sole  N/A   Sole
AMERICAN GENERAL CO     COMM  026351106         $936          12,424.00 Sole  N/A   Sole
AMERICAN GREETINGS      COMM  026375105         $102           3,400.00 Sole  N/A   Sole
AMERICAN HOME PRODS     COMM  026609107       $3,706          64,600.00 Sole  N/A   Sole
AMERICAN INTL GROUP     COMM  026874107       $7,048          60,112.00 Sole  N/A   Sole
AMERITECH CORP          COMM  030954101       $3,962          53,900.00 Sole  N/A   Sole
AMGEN                   COMM  031162100       $1,522          25,000.00 Sole  N/A   Sole
AMSOUTH BANCORPORATI    COMM  032165102         $202           8,700.00 Sole  N/A   Sole
ANADARKO PETE CORP      COMM  032511107         $214           5,800.00 Sole  N/A   Sole
ANDREW CORP             COMM  034425108          $76           3,987.00 Sole  N/A   Sole
ANHEUSER BUSCH COS      COMM  035229103       $1,667          23,500.00 Sole  N/A   Sole
AON CORP                COMM  037389103         $517          12,525.00 Sole  N/A   Sole
APACHE CORP             COMM  037411105         $183           4,700.00 Sole  N/A   Sole
APPLE COMPUTER INC      COMM  037833100         $306           6,600.00 Sole  N/A   Sole
APPLIED MATLS INC       COMM  038222105       $1,330          18,000.00 Sole  N/A   Sole
ARCHER DANIELS MIDLA    COMM  039483102         $448          28,991.00 Sole  N/A   Sole
ARMSTRONG WORLD         COMM  042476101         $110           1,900.00 Sole  N/A   Sole
ASARCO INC              COMM  043413103          $36           1,900.00 Sole  N/A   Sole
ASHLAND INC             COMM  044204105         $144           3,600.00 Sole  N/A   Sole
ASSOCIATES FIRST CAP    COMM  046008108       $1,573          35,642.00 Sole  N/A   Sole
ATLANTIC RICHFIELD      COMM  048825103       $1,337          16,000.00 Sole  N/A   Sole
AUTODESK INC            COMM  052769106          $86           2,900.00 Sole  N/A   Sole
AUTOMATIC DATA PROCE    COMM  053015103       $1,324          30,100.00 Sole  N/A   Sole
AUTOZONE INC            COMM  053332102         $220           7,300.00 Sole  N/A   Sole
AVERY DENNISON CORP     COMM  053611109         $344           5,700.00 Sole  N/A   Sole
AVON PRODS INC          COMM  054303102         $710          12,800.00 Sole  N/A   Sole
BB&T CORP               COMM  054937107         $558          15,200.00 Sole  N/A   Sole
BMC SOFTWARE INC        COMM  055921100         $621          11,500.00 Sole  N/A   Sole
BAKER HUGHES INC        COMM  057224107         $535          15,980.00 Sole  N/A   Sole
BALL CORP               COMM  058498106          $63           1,500.00 Sole  N/A   Sole
BANK AMER CORP          COMM  060505104       $6,218          84,816.00 Sole  N/A   Sole
BANK NEW YORK INC       COMM  064057102       $1,365          37,200.00 Sole  N/A   Sole
BANK ONE CORP           COMM  06423A103       $3,429          57,569.00 Sole  N/A   Sole
BANKBOSTON CORP         COMM  06605R106         $741          14,500.00 Sole  N/A   Sole
BARD C R INC            COMM  067383109         $124           2,600.00 Sole  N/A   Sole
BARRICK GOLD CORP       COMM  067901108         $353          18,200.00 Sole  N/A   Sole
BATTLE MTN GOLD CO      COMM  071593107          $27          11,200.00 Sole  N/A   Sole
BAUSCH & LOMB INC       COMM  071707103         $215           2,806.00 Sole  N/A   Sole
BAXTER INTL INC         COMM  071813109         $855          14,100.00 Sole  N/A   Sole
BEAR STEARNS COS INC    COMM  073902108         $255           5,460.00 Sole  N/A   Sole
BECTON DICKINSON        COMM  075887109         $363          12,100.00 Sole  N/A   Sole
BELL ATLANTIC CORP      COMM  077853109       $4,966          75,964.00 Sole  N/A   Sole
BELLSOUTH CORP          COMM  079860102       $4,336          94,000.00 Sole  N/A   Sole
BEMIS INC               COMM  081437105          $99           2,500.00 Sole  N/A   Sole
BEST FOODS              COMM  08658U101         $688          13,900.00 Sole  N/A   Sole
BETHLEHEM STL CORP      COMM  087509105          $48           6,300.00 Sole  N/A   Sole
BIOMET INC              COMM  090613100         $219           5,500.00 Sole  N/A   Sole
BLACK & DECKER MFG      COMM  091797100         $271           4,300.00 Sole  N/A   Sole
BLOCK H & R INC         COMM  093671105         $240           4,800.00 Sole  N/A   Sole
BOEING CO               COMM  097023105       $2,019          45,892.00 Sole  N/A   Sole
BOISE CASCADE CORP      COMM  097383103         $116           2,700.00 Sole  N/A   Sole
BOSTON SCIENTIFIC CO    COMM  101137107         $844          19,200.00 Sole  N/A   Sole
BRIGGS & STRATTON CO    COMM  109043109          $69           1,200.00 Sole  N/A   Sole
BRISTOL MYERS SQUIBB    COMM  110122108       $6,861          97,400.00 Sole  N/A   Sole
BROWN FORMAN DST 'B'    COMM  115637209         $222           3,400.00 Sole  N/A   Sole
BROWNING FERRIS INDS    COMM  115885105         $340           7,900.00 Sole  N/A   Sole
BRUNSWICK CORP          COMM  117043109         $125           4,500.00 Sole  N/A   Sole
BURLINGTON NORTHN SA    COMM  12189T104         $712          22,956.00 Sole  N/A   Sole
BURLINGTON RES INC      COMM  122014103         $372           8,602.00 Sole  N/A   Sole
CBS CORP                COMM  12490K107       $1,503          34,500.00 Sole  N/A   Sole
CIGNA CORP              COMM  125509109         $908          10,200.00 Sole  N/A   Sole
CMS ENERGY CORP         COMM  125896100         $239           5,700.00 Sole  N/A   Sole
CSX CORP                COMM  126408103         $481          10,600.00 Sole  N/A   Sole
CVS CORP                COMM  126650100         $969          19,100.00 Sole  N/A   Sole
CABLETRON SYS INC       COMM  126920107         $109           8,400.00 Sole  N/A   Sole
CAMPBELL SOUP CO        COMM  134429109       $1,006          21,700.00 Sole  N/A   Sole
CAPITAL ONE FINL COR    COMM  14040H105         $535           9,600.00 Sole  N/A   Sole
CARDINAL HEALTH INC     COMM  14149Y108         $859          13,400.00 Sole  N/A   Sole
CARNIVAL CRUISE LINE    COMM  143658102       $1,455          30,000.00 Sole  N/A   Sole
CAROLINA PWR & LT CO    COMM  144141108         $317           7,400.00 Sole  N/A   Sole
CASE EQUIPMENT CORP     COMM  14743R103         $173           3,600.00 Sole  N/A   Sole
CATERPILLAR INC         COMM  149123101       $1,056          17,600.00 Sole  N/A   Sole
CENDANT CORP            COMM  151313103         $771          37,600.00 Sole  N/A   Sole
CENTEX CORP             COMM  152312104         $109           2,900.00 Sole  N/A   Sole
CENTRAL & SO WEST CO    COMM  152357109         $243          10,400.00 Sole  N/A   Sole
CENTURYTEL INC          COMM  156700106         $266           6,700.00 Sole  N/A   Sole
CERIDIAN CORP           COMM  15677T106         $229           7,000.00 Sole  N/A   Sole
CHAMPION INTL CORP      COMM  158525105         $220           4,600.00 Sole  N/A   Sole
CHASE MANHATTAN CORP    COMM  16161A108       $3,588          41,480.00 Sole  N/A   Sole
CHEVRON CORP            COMM  166751107       $3,042          32,000.00 Sole  N/A   Sole
CHUBB CORP              COMM  171232101         $553           7,960.00 Sole  N/A   Sole
CINCINNATI FINL CORP    COMM  172062101         $304           8,100.00 Sole  N/A   Sole
CINERGY CORP            COMM  172474108         $246           7,700.00 Sole  N/A   Sole
CIRCUIT CITY STORES     COMM  172737108         $465           5,000.00 Sole  N/A   Sole
CISCO SYS INC           COMM  17275R102      $10,023         155,550.00 Sole  N/A   Sole
CITIGROUP INC           COMM  172967101       $7,884         165,972.00 Sole  N/A   Sole
CLEAR CHANNEL COMMUN    COMM  184502102       $1,089          15,800.00 Sole  N/A   Sole
CLOROX CO               COMM  189054109         $620           5,800.00 Sole  N/A   Sole
COASTAL CORP            COMM  190441105         $419          10,400.00 Sole  N/A   Sole
COCA COLA CO            COMM  191216100       $7,490         120,800.00 Sole  N/A   Sole
COCA COLA ENTERPRISE    COMM  191219104         $616          20,700.00 Sole  N/A   Sole
COLGATE PALMOLIVE CO    COMM  194162103       $1,418          14,400.00 Sole  N/A   Sole
COLUMBIA ENERGY GROU    COMM  197648108         $251           4,000.00 Sole  N/A   Sole
COLUMBIA/HCA HEALTHC    COMM  197677107         $634          27,777.00 Sole  N/A   Sole
COMCAST CORP            COMM  200300200       $1,395          36,300.00 Sole  N/A   Sole
COMERICA INC            COMM  200340107         $455           7,650.00 Sole  N/A   Sole
COMPAQ COMPUTER CORP    COMM  204493100       $1,956          82,569.00 Sole  N/A   Sole
COMPUTER ASSOC INTL     COMM  204912109       $1,441          26,325.00 Sole  N/A   Sole
COMPUTER SCIENCES CO    COMM  205363104         $533           7,700.00 Sole  N/A   Sole
COMPUWARE CORP          COMM  205638109         $573          18,000.00 Sole  N/A   Sole
CONAGRA INC             COMM  205887102         $636          23,900.00 Sole  N/A   Sole
CONSECO INC             COMM  208464107         $475          15,606.00 Sole  N/A   Sole
CONSOLIDATED EDISON     COMM  209115104         $516          11,400.00 Sole  N/A   Sole
CONSOLIDATED NAT GAS    COMM  209615103         $279           4,600.00 Sole  N/A   Sole
CONSOLIDATED STORES     COMM  210149100         $143           5,300.00 Sole  N/A   Sole
CONSTELLATION ENERGY    COMM  210371100         $216           7,300.00 Sole  N/A   Sole
COOPER INDS INC         COMM  216669101         $239           4,600.00 Sole  N/A   Sole
COOPER TIRE & RUBR      COMM  216831107          $87           3,700.00 Sole  N/A   Sole
COORS ADOLPH CO         COMM  217016104          $84           1,700.00 Sole  N/A   Sole
CORNING INC             COMM  219350105         $792          11,300.00 Sole  N/A   Sole
COSTCO COMPANIES INC    COMM  22160Q102         $860          10,738.00 Sole  N/A   Sole
COUNTRYWIDE CR INDS     COMM  222372104         $235           5,500.00 Sole  N/A   Sole
CRANE CO                COMM  224399105         $105           3,325.00 Sole  N/A   Sole
CROWN CORK & SEAL IN    COMM  228255105         $168           5,900.00 Sole  N/A   Sole
CUMMINS ENGINE INC      COMM  231021106         $114           2,000.00 Sole  N/A   Sole
CYPRUS AMAX MINERALS    COMM  232809103          $67           4,400.00 Sole  N/A   Sole
DTE ENERGY CO           COMM  233331107         $289           7,100.00 Sole  N/A   Sole
DANA CORP               COMM  235811106         $374           8,124.00 Sole  N/A   Sole
DANAHER CORP            COMM  235851102         $384           6,600.00 Sole  N/A   Sole
DARDEN RESTAURANTS I    COMM  237194105         $155           7,100.00 Sole  N/A   Sole
DATA GEN CORP           COMM  237688106          $35           2,400.00 Sole  N/A   Sole
DAYTON HUDSON CORP      COMM  239753106       $1,404          21,600.00 Sole  N/A   Sole
DEERE & CO              COMM  244199105         $455          11,600.00 Sole  N/A   Sole
DELL COMPUTER CORP      COMM  247025109       $4,610         124,600.00 Sole  N/A   Sole
DELPHI AUTOMOTIVE SY    COMM  247126105         $493          26,635.00 Sole  N/A   Sole
DELTA AIR LINES DEL     COMM  247361108         $403           7,000.00 Sole  N/A   Sole
DE LUXE CHECK PRINTE    COMM  248019101         $151           3,900.00 Sole  N/A   Sole
DILLARDS INC            COMM  254067101         $183           5,200.00 Sole  N/A   Sole
DISNEY WALT PRODTNS     COMM  254687106       $3,100         100,600.00 Sole  N/A   Sole
DOLLAR GEN CORP         COMM  256669102         $314          10,812.00 Sole  N/A   Sole
DOMINION RES INC VA     COMM  257470104         $414           9,550.00 Sole  N/A   Sole
DONNELLEY R R & SONS    COMM  257867101         $241           6,500.00 Sole  N/A   Sole
DOVER CORP              COMM  260003108         $382          10,900.00 Sole  N/A   Sole
DOW CHEM CO             COMM  260543103       $1,374          10,829.00 Sole  N/A   Sole
DOW JONES & CO INC      COMM  260561105         $239           4,500.00 Sole  N/A   Sole
DU PONT E I DE NEMOU    COMM  263534109       $3,771          55,200.00 Sole  N/A   Sole
DUKE ENERGY CORPORATION COMM  264399106         $964          17,712.00 Sole  N/A   Sole
DUN & BRADSTREET COR    COMM  26483B106         $284           8,000.00 Sole  N/A   Sole
EG & G INC              COMM  268457108          $75           2,100.00 Sole  N/A   Sole
E M C CORP MASS         COMM  268648102       $2,706          49,200.00 Sole  N/A   Sole
EASTERN ENTERPRISES     COMM  27637F100          $44           1,100.00 Sole  N/A   Sole
EASTMAN CHEM CO         COMM  277432100         $201           3,875.00 Sole  N/A   Sole
EASTMAN KODAK CO        COMM  277461109       $1,077          15,900.00 Sole  N/A   Sole
EATON CORP              COMM  278058102         $322           3,500.00 Sole  N/A   Sole
ECOLAB INC              COMM  278865100         $275           6,300.00 Sole  N/A   Sole
EDISON INTL             COMM  281020107         $460          17,200.00 Sole  N/A   Sole
ELECTRONIC DATA SYS     COMM  285661104       $1,365          24,100.00 Sole  N/A   Sole
EMERSON ELEC CO         COMM  291011104       $1,353          21,500.00 Sole  N/A   Sole
ENGELHARD CORP          COMM  292845104         $137           6,037.00 Sole  N/A   Sole
ENRON CORP              COMM  293561106       $1,406          17,200.00 Sole  N/A   Sole
ENTERGY CORP NEW        COMM  29364G103         $375          12,000.00 Sole  N/A   Sole
EQUIFAX INC             COMM  294429105         $257           7,200.00 Sole  N/A   Sole
EXXON CORP              COMM  302290101       $9,186         119,100.00 Sole  N/A   Sole
F M C CORP              COMM  302491303         $116           1,700.00 Sole  N/A   Sole
FPL GROUP INC           COMM  302571104         $481           8,800.00 Sole  N/A   Sole
FDX CORP                COMM  31304N107         $794          14,640.00 Sole  N/A   Sole
FREDDIE MAC             COMM  313400301       $1,931          33,300.00 Sole  N/A   Sole
FEDERAL NATL MTG ASN    COMM  313586109       $3,467          50,800.00 Sole  N/A   Sole
FEDERATED DEPT STORE    COMM  31410H101         $540          10,200.00 Sole  N/A   Sole
FIFTH THIRD BANCORP     COMM  316773100         $869          13,050.00 Sole  N/A   Sole
FIRST DATA CORP         COMM  319963104       $1,057          21,600.00 Sole  N/A   Sole
FIRST UN CORP           COMM  337358105       $2,285          48,484.00 Sole  N/A   Sole
FIRSTAR CORP NEW WIS    COMM  33763V109         $944          33,700.00 Sole  N/A   Sole
FIRST ENERGY CORP       COMM  337932107         $360          11,600.00 Sole  N/A   Sole
FLEET FINL GROUP INC    COMM  338915101       $1,231          27,752.00 Sole  N/A   Sole
FLEETWOOD ENTERPRISE    COMM  339099103          $45           1,700.00 Sole  N/A   Sole
FLORIDA PROGRESS COR    COMM  341109106         $103           2,500.00 Sole  N/A   Sole
FLUOR CORP              COMM  343861100         $150           3,700.00 Sole  N/A   Sole
FORD MTR CO DEL         COMM  345370100       $3,348          59,314.00 Sole  N/A   Sole
FORT JAMES CORP         COMM  347471104         $405          10,700.00 Sole  N/A   Sole
FORTUNE BRANDS INC      COMM  349631101         $343           8,300.00 Sole  N/A   Sole
FOSTER WHEELER CORP     COMM  350244109          $27           1,900.00 Sole  N/A   Sole
FRANKLIN RES INC        COMM  354613101         $500          12,300.00 Sole  N/A   Sole
FREEPORT-MCMORAN COP    COMM  35671D857         $145           8,100.00 Sole  N/A   Sole
FRONTIER CORP           COMM  35906P105         $492           8,400.00 Sole  N/A   Sole
GPU INC                 COMM  36225X100         $262           6,200.00 Sole  N/A   Sole
GTE CORP                COMM  362320103       $3,576          47,362.00 Sole  N/A   Sole
GANNETT INC             COMM  364730101         $985          13,800.00 Sole  N/A   Sole
GAP INC                 COMM  364760108       $2,110          41,887.50 Sole  N/A   Sole
GATEWAY INC             COMM  367626108         $455           7,700.00 Sole  N/A   Sole
GENERAL DYNAMICS COR    COMM  369550108         $434           6,300.00 Sole  N/A   Sole
GENERAL ELEC CO         COMM  369604103      $18,103         160,200.00 Sole  N/A   Sole
GENERAL INSTR CORP D    COMM  370120107         $344           8,100.00 Sole  N/A   Sole
GENERAL MLS INC         COMM  370334104         $611           7,600.00 Sole  N/A   Sole
GENERAL MTRS CORP       COMM  370442105       $2,119          32,100.00 Sole  N/A   Sole
GENUINE PARTS CO        COMM  372460105         $305           8,725.00 Sole  N/A   Sole
GEORGIA PAC CORP        COMM  373298108         $417           8,800.00 Sole  N/A   Sole
GILLETTE COMPANY        COMM  375766102       $2,226          54,300.00 Sole  N/A   Sole
GOLDEN WEST FINL DEL    COMM  381317106         $274           2,800.00 Sole  N/A   Sole
GOODRICH B F CO         COMM  382388106         $153           3,600.00 Sole  N/A   Sole
GOODYEAR TIRE & RUBR    COMM  382550101         $447           7,600.00 Sole  N/A   Sole
GRACE W R & CO DEL N    COMM  38388F108          $68           3,600.00 Sole  N/A   Sole
GRAINGER W W INC        COMM  384802104         $248           4,600.00 Sole  N/A   Sole
GREAT ATL & PAC TEA     COMM  390064103          $61           1,800.00 Sole  N/A   Sole
GREAT LAKES CHEM COR    COMM  390568103         $129           2,800.00 Sole  N/A   Sole
GUIDANT CORP            COMM  401698105         $752          14,700.00 Sole  N/A   Sole
HCR MANOR CARE INC      COMM  404134108         $131           5,400.00 Sole  N/A   Sole
HALLIBURTON CO          COMM  406216101         $973          21,500.00 Sole  N/A   Sole
HARCOURT GEN INC        COMM  41163G101         $175           3,402.00 Sole  N/A   Sole
HARRAHS ENTMT INC       COMM  413619107         $136           6,150.00 Sole  N/A   Sole
HARRIS CORP DEL         COMM  413875105         $149           3,800.00 Sole  N/A   Sole
HARTFORD FINL SVCS G    COMM  416515104         $665          11,400.00 Sole  N/A   Sole
HASBRO BRADLEY INC      COMM  418056107         $268           9,575.00 Sole  N/A   Sole
HEALTHSOUTH CORP        COMM  421924101         $308          20,700.00 Sole  N/A   Sole
HEINZ H J CO            COMM  423074103         $885          17,650.00 Sole  N/A   Sole
HELMERICH & PAYNE IN    COMM  423452101          $57           2,400.00 Sole  N/A   Sole
HERCULES INC            COMM  427056106         $193           4,900.00 Sole  N/A   Sole
HERSHEY FOODS CORP      COMM  427866108         $416           7,000.00 Sole  N/A   Sole
HEWLETT PACKARD CO      COMM  428236103       $5,005          49,800.00 Sole  N/A   Sole
HILTON HOTELS CORP      COMM  432848109         $180          12,700.00 Sole  N/A   Sole
HOME DEPOT INC          COMM  437076102       $4,646          72,100.00 Sole  N/A   Sole
HOMESTAKE MNG CO        COMM  437614100          $96          11,700.00 Sole  N/A   Sole
HONEYWELL INC           COMM  438506107         $718           6,200.00 Sole  N/A   Sole
HOUSEHOLD INTL CORP     COMM  441815107       $1,119          23,619.00 Sole  N/A   Sole
HUMANA INC              COMM  444859102         $105           8,100.00 Sole  N/A   Sole
HUNTINGTON BANCSHARE    COMM  446150104         $359          10,270.00 Sole  N/A   Sole
IMS HEALTH INC          COMM  449934108         $488          15,600.00 Sole  N/A   Sole
ITT INDS INC IND        COMM  450911102         $168           4,400.00 Sole  N/A   Sole
IKON OFFICE SOLUTION    COMM  451713101         $108           7,200.00 Sole  N/A   Sole
ILLINOIS TOOL WKS IN    COMM  452308109       $1,006          12,300.00 Sole  N/A   Sole
INCO LTD                COMM  453258402         $146           8,100.00 Sole  N/A   Sole
INGERSOLL RAND CO       COMM  456866102         $527           8,150.00 Sole  N/A   Sole
INTEL CORP              COMM  458140100       $9,722         163,400.00 Sole  N/A   Sole
INTERNATIONAL BUS MA    COMM  459200101      $11,490          88,900.00 Sole  N/A   Sole
INTERNATIONAL FLAV&F    COMM  459506101         $224           5,100.00 Sole  N/A   Sole
INTERNATIONAL PAPER     COMM  460146103       $1,007          20,049.00 Sole  N/A   Sole
INTERPUBLIC GROUP CO    COMM  460690100         $593           6,850.00 Sole  N/A   Sole
JEFFERSON PILOT CORP    COMM  475070108         $346           5,225.00 Sole  N/A   Sole
JOHNSON & JOHNSON       COMM  478160104       $6,458          65,900.00 Sole  N/A   Sole
JOHNSON CTLS INC        COMM  478366107         $291           4,200.00 Sole  N/A   Sole
JOSTENS INC             COMM  481088102          $36           1,700.00 Sole  N/A   Sole
KLA-TENCOR CORP         COMM  482480100         $279           4,300.00 Sole  N/A   Sole
K MART                  COMM  482584109         $398          24,100.00 Sole  N/A   Sole
KANSAS CITY SOUTHN      COMM  485170104         $345           5,400.00 Sole  N/A   Sole
KAUFMAN&BROAD HOME C    COMM  486168107          $57           2,300.00 Sole  N/A   Sole
KELLOGG CO              COMM  487836108         $653          19,800.00 Sole  N/A   Sole
KERR MCGEE CORP         COMM  492386107         $209           4,171.00 Sole  N/A   Sole
KEYCORP                 COMM  493267108         $713          22,200.00 Sole  N/A   Sole
KIMBERLY CLARK CORP     COMM  494368103       $1,517          26,620.00 Sole  N/A   Sole
KING WORLD PRODTNS I    COMM  495667107         $122           3,500.00 Sole  N/A   Sole
KNIGHT RIDDER NEWSPP    COMM  499040103         $209           3,800.00 Sole  N/A   Sole
KOHLS CORP              COMM  500255104         $600           7,800.00 Sole  N/A   Sole
KROGER CO               COMM  501044101       $1,123          40,200.00 Sole  N/A   Sole
LSI LOGIC CORP          COMM  502161102         $318           6,900.00 Sole  N/A   Sole
LAIDLAW INC             COMM  50730K503         $119          16,100.00 Sole  N/A   Sole
LEHMAN BROS HLDGS IN    COMM  524908100         $342           5,500.00 Sole  N/A   Sole
LILLY ELI & CO          COMM  532457108       $3,861          53,900.00 Sole  N/A   Sole
LIMITED INC             COMM  532716107         $499          11,000.00 Sole  N/A   Sole
LINCOLN NATL CORP IN    COMM  534187109         $523          10,000.00 Sole  N/A   Sole
LIZ CLAIBORNE           COMM  539320101         $113           3,100.00 Sole  N/A   Sole
LOCKHEED MARTIN CORP    COMM  539830109         $715          19,200.00 Sole  N/A   Sole
LOEWS CORP              COMM  540424108         $443           5,600.00 Sole  N/A   Sole
LONGS DRUG STORES IN    COMM  543162101          $66           1,900.00 Sole  N/A   Sole
LOUISIANA PAC CORP      COMM  546347105         $127           5,300.00 Sole  N/A   Sole
LOWES COS INC           COMM  548661107       $1,026          18,100.00 Sole  N/A   Sole
LUCENT TECHNOLOGIES     COMM  549463107      $10,016         148,519.00 Sole  N/A   Sole
MBIA INC                COMM  55262C100         $317           4,900.00 Sole  N/A   Sole
MBNA CORP               COMM  55262L100       $1,201          39,227.00 Sole  N/A   Sole
MCI WORLDCOM INC        COMM  55268B106       $7,843          91,131.00 Sole  N/A   Sole
MGIC INVT CORP WIS      COMM  552848103         $258           5,300.00 Sole  N/A   Sole
MALLINCKRODT GROUP      COMM  561232109         $124           3,400.00 Sole  N/A   Sole
MARSH & MCLENNAN COS    COMM  571748102         $961          12,700.00 Sole  N/A   Sole
MARRIOTT INTL INC NE    COMM  571903202         $441          11,800.00 Sole  N/A   Sole
MASCO CORP              COMM  574599106         $479          16,600.00 Sole  N/A   Sole
MATTEL INC              COMM  577081102         $532          20,378.00 Sole  N/A   Sole
MAY DEPT STORES CO      COMM  577778103         $699          17,100.00 Sole  N/A   Sole
MAYTAG CO               COMM  578592107         $314           4,500.00 Sole  N/A   Sole
MCDERMOTT INTL          COMM  580037109          $79           2,800.00 Sole  N/A   Sole
MCDONALDS CORP          COMM  580135101       $2,722          66,200.00 Sole  N/A   Sole
MCGRAW HILL INC         COMM  580645109         $518           9,600.00 Sole  N/A   Sole
MCKESSON HBOC INC       COMM  58155Q103         $437          13,589.00 Sole  N/A   Sole
MEAD CORP               COMM  582834107         $205           4,900.00 Sole  N/A   Sole
MEDIAONE GROUP INC      COMM  58440J104       $2,216          29,800.00 Sole  N/A   Sole
MEDTRONIC INC           COMM  585055106       $2,235          28,700.00 Sole  N/A   Sole
MELLON BK CORP          COMM  585509102         $931          25,600.00 Sole  N/A   Sole
MERCANTILE BANCORP      COMM  587342106         $440           7,700.00 Sole  N/A   Sole
MERCK & CO INC          COMM  589331107       $8,511         115,600.00 Sole  N/A   Sole
MEREDITH CORP           COMM  589433101          $87           2,500.00 Sole  N/A   Sole
MERRILL LYNCH & CO      COMM  590188108       $1,383          17,400.00 Sole  N/A   Sole
MICROSOFT CORP          COMM  594918104      $22,547         250,000.00 Sole  N/A   Sole
MICRON TECHNOLOGY IN    COMM  595112103         $490          12,100.00 Sole  N/A   Sole
MILACRON INC            COMM  598709103          $33           1,800.00 Sole  N/A   Sole
MILLIPORE CORP          COMM  601073109          $85           2,100.00 Sole  N/A   Sole
MINNESOTA MNG & MFG     COMM  604059105       $1,713          19,700.00 Sole  N/A   Sole
MIRAGE RESORTS INC      COMM  60462E104         $147           8,800.00 Sole  N/A   Sole
MOBIL CORP              COMM  607059102       $3,772          38,200.00 Sole  N/A   Sole
MONSANTO CO             COMM  611662107       $1,211          30,600.00 Sole  N/A   Sole
MORGAN J P & CO INC     COMM  616880100       $1,208           8,600.00 Sole  N/A   Sole
MORGAN S D WITTER DI    COMM  617446448       $2,906          28,315.00 Sole  N/A   Sole
MOTOROLA INC            COMM  620076109       $2,786          29,400.00 Sole  N/A   Sole
NABISCO GROUP HLDG C    COMM  62952P102         $311          15,900.00 Sole  N/A   Sole
NACCO INDS INC          COMM  629579103          $29             400.00 Sole  N/A   Sole
NALCO CHEM CO           COMM  629853102         $166           3,200.00 Sole  N/A   Sole
NATIONAL CITY CORP      COMM  635405103       $1,048          16,000.00 Sole  N/A   Sole
NATIONAL SEMICONDUCT    COMM  637640103         $205           8,100.00 Sole  N/A   Sole
NATIONAL SVC INDS IN    COMM  637657107          $72           2,000.00 Sole  N/A   Sole
NAVISTAR INTL CORP N    COMM  63934E108         $160           3,200.00 Sole  N/A   Sole
NETWORK APPLIANCE IN    COMM  64120L104          $28             500.00 Sole  N/A   Sole
NEW CENTY ENERGIES I    COMM  64352U103         $213           5,500.00 Sole  N/A   Sole
NEW YORK TIMES CO       COMM  650111107         $328           8,900.00 Sole  N/A   Sole
NEWELL RUBBERMAID IN    COMM  651229106         $633          13,660.00 Sole  N/A   Sole
NEWMONT MNG CORP        COMM  651639106         $162           8,168.00 Sole  N/A   Sole
NEXTEL COMMUNICATION    COMM  65332V103         $703          14,000.00 Sole  N/A   Sole
NIAGARA MOHAWK HLDGS    COMM  653520106         $146           9,100.00 Sole  N/A   Sole
NICOR INC               COMM  654086107          $88           2,300.00 Sole  N/A   Sole
NIKE INC                COMM  654106103         $881          13,900.00 Sole  N/A   Sole
NORDSTROM INC           COMM  655664100         $231           6,900.00 Sole  N/A   Sole
NORFOLK SOUTHERN COR    COMM  655844108         $557          18,500.00 Sole  N/A   Sole
NORTEL NETWORKS CORP    COMM  656569100       $2,825          32,540.00 Sole  N/A   Sole
NORTHN STS PWR MINN     COMM  665772109         $179           7,400.00 Sole  N/A   Sole
NORTHERN TR CORP        COMM  665859104         $534           5,500.00 Sole  N/A   Sole
NORTHROP CORP           COMM  666807102         $225           3,400.00 Sole  N/A   Sole
NOVELL INC              COMM  670006105         $437          16,500.00 Sole  N/A   Sole
NUCOR CORP              COMM  670346105         $199           4,200.00 Sole  N/A   Sole
OCCIDENTAL PETE CORP    COMM  674599105         $357          16,890.00 Sole  N/A   Sole
OFFICE DEPOT INC        COMM  676220106         $375          17,000.00 Sole  N/A   Sole
OMNICOM GROUP           COMM  681919106         $664           8,300.00 Sole  N/A   Sole
ONEOK INC NEW           COMM  682680103          $48           1,500.00 Sole  N/A   Sole
ORACLE SYSTEMS CORP     COMM  68389X105       $2,617          70,480.00 Sole  N/A   Sole
OWENS CORNING           COMM  69073F103          $89           2,600.00 Sole  N/A   Sole
OWENS ILL INC           COMM  690768403         $248           7,600.00 Sole  N/A   Sole
PECO ENERGY CO          COMM  693304107         $456          10,900.00 Sole  N/A   Sole
PG&E CORP               COMM  69331C108         $607          18,700.00 Sole  N/A   Sole
PE Corp - PE Biosystems COMM  69332S102         $287           2,500.00 Sole  N/A   Sole
PNC FINANCIAL CORP      COMM  693475105         $847          14,700.00 Sole  N/A   Sole
P P & L RES INC         COMM  693499105         $228           7,400.00 Sole  N/A   Sole
PPG INDS INC            COMM  693506107         $503           8,524.00 Sole  N/A   Sole
PACCAR INC              COMM  693718108         $203           3,810.00 Sole  N/A   Sole
PACIFICORP              COMM  695114108         $266          14,500.00 Sole  N/A   Sole
PAINE WEBBER INC        COMM  695629105         $327           7,000.00 Sole  N/A   Sole
PALL CORP               COMM  696429307         $135           6,066.00 Sole  N/A   Sole
PARAMETRIC TECHNOLOG    COMM  699173100         $180          13,000.00 Sole  N/A   Sole
PARKER HANNIFIN CORP    COMM  701094104         $239           5,225.00 Sole  N/A   Sole
PAYCHEX INC             COMM  704326107         $383          12,000.00 Sole  N/A   Sole
PENNEY J C INC          COMM  708160106         $626          12,900.00 Sole  N/A   Sole
PEOPLES ENERGY CORP     COMM  711030106          $64           1,700.00 Sole  N/A   Sole
PEOPLESOFT INC          COMM  712713106         $197          11,400.00 Sole  N/A   Sole
PEP BOYS MANNY MOE&J    COMM  713278109          $59           2,800.00 Sole  N/A   Sole
PEPSICO INC             COMM  713448108       $2,778          71,800.00 Sole  N/A   Sole
PHARMACIA & UPJOHN      ADR   716941109       $1,410          24,810.00 Sole  N/A   Sole
PFIZER INC              COMM  717081103       $6,922          63,500.00 Sole  N/A   Sole
PHELPS DODGE CORP       COMM  717265102         $173           2,800.00 Sole  N/A   Sole
PHILIP MORRIS COS IN    COMM  718154107       $4,790         119,200.00 Sole  N/A   Sole
PHILLIPS PETE CO        COMM  718507106         $624          12,400.00 Sole  N/A   Sole
PIONEER HI BRED INTL    COMM  723686101         $456          11,700.00 Sole  N/A   Sole
PITNEY BOWES INC        COMM  724479100         $861          13,400.00 Sole  N/A   Sole
PLACER DOME INC         COMM  725906101         $143          12,200.00 Sole  N/A   Sole
POLAROID CORP           COMM  731095105          $58           2,100.00 Sole  N/A   Sole
POTLATCH CORP           COMM  737628107          $62           1,400.00 Sole  N/A   Sole
PRAXAIR INC             COMM  74005P104         $377           7,700.00 Sole  N/A   Sole
PROCTER & GAMBLE CO     COMM  742718109       $5,810          65,100.00 Sole  N/A   Sole
PROGRESSIVE CORP OHI    COMM  743315103         $522           3,600.00 Sole  N/A   Sole
PROVIDENT COS INC       COMM  743862104         $264           6,600.00 Sole  N/A   Sole
PROVIDIAN FINL CORP     COMM  74406A102         $653           7,000.00 Sole  N/A   Sole
PUBLIC SVC ENTERPRIS    COMM  744573106         $445          10,900.00 Sole  N/A   Sole
PULTE CORP              COMM  745867101          $48           2,100.00 Sole  N/A   Sole
QUAKER OATS CO          COMM  747402105         $445           6,700.00 Sole  N/A   Sole
RALSTON PURINA CO       COMM  751277302         $487          16,000.00 Sole  N/A   Sole
RAYCHEM CORP            COMM  754603108         $137           3,700.00 Sole  N/A   Sole
RAYTHEON CO             COMM  755111408       $1,170          16,600.00 Sole  N/A   Sole
REEBOK INTL LTD         COMM  758110100          $50           2,700.00 Sole  N/A   Sole
REGIONS FINL CORP       COMM  758940100         $415          10,800.00 Sole  N/A   Sole
RELIANT ENERGY INC      COMM  75952J108         $385          13,926.00 Sole  N/A   Sole
REPUBLIC N Y CORP       COMM  760719104         $355           5,200.00 Sole  N/A   Sole
REYNOLDS METALS CO      COMM  761763101         $183           3,100.00 Sole  N/A   Sole
RITE AID CORP           COMM  767754104         $310          12,600.00 Sole  N/A   Sole
ROCKWELL INTL CORP N    COMM  773903109         $559           9,200.00 Sole  N/A   Sole
ROHM & HAAS CO          COMM  775371107         $445          10,375.78 Sole  N/A   Sole
ROWAN COS INC           COMM  779382100          $75           4,100.00 Sole  N/A   Sole
ROYAL DUTCH PETE CO     ADR   780257804       $6,326         105,000.00 Sole  N/A   Sole
RUSSELL CORP            COMM  782352108          $33           1,700.00 Sole  N/A   Sole
RYDER SYS INC           COMM  783549108          $90           3,500.00 Sole  N/A   Sole
SBC COMMUNICATIONS I    COMM  78387G103       $5,552          95,720.00 Sole  N/A   Sole
SLM HLDG CORP           COMM  78442A109         $371           8,100.00 Sole  N/A   Sole
SAFECO CORP             COMM  786429100         $291           6,600.00 Sole  N/A   Sole
SAFEWAY INC             COMM  786514208       $1,178          23,800.00 Sole  N/A   Sole
ST JUDE MED INC         COMM  790849103         $144           4,050.00 Sole  N/A   Sole
ST PAUL COS INC         COMM  792860108         $366          11,504.00 Sole  N/A   Sole
SARA LEE CORP           COMM  803111103       $1,012          44,600.00 Sole  N/A   Sole
SCHERING PLOUGH CORP    COMM  806605101       $3,775          71,900.00 Sole  N/A   Sole
SCHLUMBERGER LTD        COMM  806857108       $1,700          26,700.00 Sole  N/A   Sole
SCHWAB CHARLES CP NE    COMM  808513105       $2,144          19,674.00 Sole  N/A   Sole
SCIENTIFIC ATLANTA      COMM  808655104         $130           3,600.00 Sole  N/A   Sole
SEAGATE TECHNOLOGY      COMM  811804103         $305          11,900.00 Sole  N/A   Sole
SEAGRAM LTD             COMM  811850106         $981          19,472.00 Sole  N/A   Sole
SEALED AIR CORP NEW     COMM  81211K100         $264           4,065.00 Sole  N/A   Sole
SEARS ROEBUCK & CO      COMM  812387108         $833          18,700.00 Sole  N/A   Sole
SEMPRA ENERGY           COMM  816851109         $264          11,669.00 Sole  N/A   Sole
SERVICE CORP INTL       COMM  817565104         $256          13,300.00 Sole  N/A   Sole
SHARED MED SYS CORP     COMM  819486101          $85           1,300.00 Sole  N/A   Sole
SHERWIN WILLIAMS CO     COMM  824348106         $233           8,400.00 Sole  N/A   Sole
SIGMA ALDRICH CORP      COMM  826552101         $169           4,900.00 Sole  N/A   Sole
SILICON GRAPHICS INC    COMM  827056102         $149           9,100.00 Sole  N/A   Sole
SNAP ON TOOLS CORP      COMM  833034101         $103           2,850.00 Sole  N/A   Sole
SOLECTRON CORP          COMM  834182107         $820          12,300.00 Sole  N/A   Sole
SONAT INC               COMM  835415100         $176           5,300.00 Sole  N/A   Sole
SOUTHERN CO             COMM  842587107         $904          34,100.00 Sole  N/A   Sole
SOUTHTRUST CORP         COMM  844730101         $307           8,000.00 Sole  N/A   Sole
SOUTHWEST AIRLS CO      COMM  844741108         $512          16,450.00 Sole  N/A   Sole
SPRINGS INDS INC        COMM  851783100          $35             800.00 Sole  N/A   Sole
SPRINT -FON             COMM  852061100       $2,321          43,800.00 Sole  N/A   Sole
SPRINT -PCS             COMM  852061506       $1,226          21,500.00 Sole  N/A   Sole
STANLEY WKS             COMM  854616109         $138           4,300.00 Sole  N/A   Sole
STAPLES INC             COMM  855030102         $696          22,500.00 Sole  N/A   Sole
STATE STR CORP          COMM  857477103         $674           7,900.00 Sole  N/A   Sole
SUMMIT BANCORP          COMM  866005101         $355           8,500.00 Sole  N/A   Sole
SUN MICROSYSTEMS INC    COMM  866810104       $2,603          37,800.00 Sole  N/A   Sole
SUNOCO INC              COMM  86764P109         $136           4,500.00 Sole  N/A   Sole
SUNTRUST BKS INC        COMM  867914103       $1,090          15,700.00 Sole  N/A   Sole
SUPERVALU INC           COMM  868536103         $150           5,800.00 Sole  N/A   Sole
SYNOVUS FINL CORP       COMM  87161C105         $258          13,000.00 Sole  N/A   Sole
SYSCO CORP              COMM  871829107         $486          16,300.00 Sole  N/A   Sole
TJX COS INC NEW         COMM  872540109         $526          15,800.00 Sole  N/A   Sole
TRW INC                 COMM  872649108         $318           5,800.00 Sole  N/A   Sole
TANDY CORP              COMM  875382103         $479           9,800.00 Sole  N/A   Sole
TEKTRONIX INC           COMM  879131100          $68           2,250.00 Sole  N/A   Sole
TELLABS INC             COMM  879664100       $1,284          19,000.00 Sole  N/A   Sole
TEMPLE INLAND INC       COMM  879868107         $192           2,800.00 Sole  N/A   Sole
TENET HEALTHCARE COR    COMM  88033G100         $280          15,100.00 Sole  N/A   Sole
TENNECO INC NEW         COMM  88037E101         $198           8,300.00 Sole  N/A   Sole
TEXACO INC              COMM  881694103       $1,628          26,100.00 Sole  N/A   Sole
TEXAS INSTRS INC        COMM  882508104       $2,750          19,100.00 Sole  N/A   Sole
TEXAS UTILS CO          COMM  882848104         $570          13,767.00 Sole  N/A   Sole
TEXTRON INC             COMM  883203101         $642           7,800.00 Sole  N/A   Sole
THERMO ELECTRON CORP    COMM  883556102         $154           7,700.00 Sole  N/A   Sole
THOMAS & BETTS CORP     COMM  884315102         $128           2,700.00 Sole  N/A   Sole
3COM CORP               COMM  885535104         $467          17,500.00 Sole  N/A   Sole
TIME WARNER INC         COMM  887315109       $4,244          58,440.00 Sole  N/A   Sole
TIMES MIRROR CO NEW     COMM  887364107         $207           3,500.00 Sole  N/A   Sole
TIMKEN CO               COMM  887389104          $59           3,000.00 Sole  N/A   Sole
TORCHMARK CORP          COMM  891027104         $232           6,800.00 Sole  N/A   Sole
TOYS R US               COMM  892335100         $252          12,200.00 Sole  N/A   Sole
TRANSAMERICA CORP       COMM  893485102         $465           6,200.00 Sole  N/A   Sole
TRICON GLOBAL RESTAU    COMM  895953107         $409           7,550.00 Sole  N/A   Sole
TRIBUNE CO NEW          COMM  896047107         $514           5,900.00 Sole  N/A   Sole
TUPPERWARE CORP         COMM  899896104          $71           2,800.00 Sole  N/A   Sole
TYCO INTL LTD NEW       COMM  902124106       $3,792          40,026.00 Sole  N/A   Sole
USX-MARATHON OIL        COMM  902905827         $488          15,000.00 Sole  N/A   Sole
UST INC                 COMM  902911106         $267           9,100.00 Sole  N/A   Sole
US BANCORP DEL          COMM  902973106       $1,189          35,624.00 Sole  N/A   Sole
UNUM CORP               COMM  903192102         $367           6,700.00 Sole  N/A   Sole
USX-U S STL             COMM  90337T101         $117           4,320.00 Sole  N/A   Sole
UNILEVER N V            ADR   904784709       $1,955          28,034.00 Sole  N/A   Sole
UNICOM CORP             COMM  904911104         $409          10,600.00 Sole  N/A   Sole
UNION CARBIDE CORP      COMM  905581104         $317           6,500.00 Sole  N/A   Sole
UNION PAC CORP          COMM  907818108         $706          12,100.00 Sole  N/A   Sole
UNION PAC RES GROUP     COMM  907834105         $199          12,203.00 Sole  N/A   Sole
UNION PLANTERS CORP     COMM  908068109         $299           6,700.00 Sole  N/A   Sole
UNISYS CORP             COMM  909214108         $495          12,700.00 Sole  N/A   Sole
UNITED HEALTHCARE CO    COMM  910581107         $570           9,100.00 Sole  N/A   Sole
U S AIR GROUP INC       COMM  911905107         $183           4,200.00 Sole  N/A   Sole
U S WEST INC NEW        COMM  91273H101       $1,446          24,615.00 Sole  N/A   Sole
UNITED TECHNOLOGIES     COMM  913017109       $1,598          22,200.00 Sole  N/A   Sole
UNOCAL CORP             COMM  915289102         $468          11,810.00 Sole  N/A   Sole
V F CORP                COMM  918204108         $248           5,800.00 Sole  N/A   Sole
VIACOM INC              COMM  925524308       $1,498          34,046.00 Sole  N/A   Sole
VODAFONE GROUP PLC      ADR   92857T107       $2,758          14,000.00 Sole  N/A   Sole
WACHOVIA CORP           COMM  929771103         $856          10,000.00 Sole  N/A   Sole
WAL MART STORES INC     COMM  931142103      $10,490         217,400.00 Sole  N/A   Sole
WALGREEN CO             COMM  931422109       $1,434          48,800.00 Sole  N/A   Sole
WARNER LAMBERT CO       COMM  934488107       $2,786          40,300.00 Sole  N/A   Sole
WASHINGTON MUT INC      COMM  939322103       $1,033          29,043.00 Sole  N/A   Sole
WASTE MGMT INC DEL      COMM  94106L109       $1,571          29,227.00 Sole  N/A   Sole
WATSON PHARMACEUTICA    COMM  942683103         $161           4,600.00 Sole  N/A   Sole
WELLPOINT HEALTH NET    COMM  94973H108         $280           3,300.00 Sole  N/A   Sole
WELLS FARGO & CO NEW    COMM  949746101       $3,440          80,460.00 Sole  N/A   Sole
WENDYS INTL INC         COMM  950590109         $171           6,000.00 Sole  N/A   Sole
WESTVACO CORP           COMM  961548104         $142           4,900.00 Sole  N/A   Sole
WEYERHAEUSER CO         COMM  962166104         $674           9,800.00 Sole  N/A   Sole
WHIRLPOOL CORP          COMM  963320106         $281           3,800.00 Sole  N/A   Sole
WILLAMETTE INDS INC     COMM  969133107         $249           5,400.00 Sole  N/A   Sole
WILLIAMS COS            COMM  969457100         $890          20,900.00 Sole  N/A   Sole
WINN DIXIE STORES IN    COMM  974280109         $266           7,200.00 Sole  N/A   Sole
WORTHINGTON INDS INC    COMM  981811102          $74           4,475.00 Sole  N/A   Sole
WRIGLEY WM JR CO        COMM  982526105         $508           5,700.00 Sole  N/A   Sole
XEROX CORP              COMM  984121103       $1,896          32,100.00 Sole  N/A   Sole
FRUIT OF THE LOOM LT    COMM  G3682L105          $34           3,500.00 Sole  N/A   Sole

                                                           9,733,412.28
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