Wilshire Associates Inc. (Wilshire Asset Management)
13F Filing, 9/30/99
Form 13F Cover Page
Report for the Quarter Ended: 9/30/99
Institutional Manager Filing This Report:
Wilshire Associates Inc.
1299 Ocean Avenue, Suite 700
Santa Monica, CA 90401
Form 13F File Number 28-1740
Person Signing This Report on Behalf of the Reporting Manager:
Name: Thomas D. Stevens, CFA
Title: Managing Director
Phone: 310.450.3051
Type of Report: 13F Holdings Report
Date of Edgar file transmission: 5/10/99
<PAGE>
Form 13F Summary Page
Report Summary
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 8,097 lines
Form 13F Information Table Value Total: $7,098,092 (thous)
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<TABLE> <C> <C> <C> <C> <C> <C> <C>
VALUE INV. OTH vtng
NAME OF ISSUER CLASS CUSIP (x$1000) SHARES disc MGRS AUTH
Albertson College of Idaho Large Growth
ADC TELECOMMUNICATIO COMM 000886101 $7 169.00 Sole N/A Sole
AFLAC INC COMM 001055102 $14 338.00 Sole N/A Sole
AXA FINL INC COMM 002451102 $16 283.00 Sole N/A Sole
ABBOTT LABS COMM 002824100 $71 1,927.00 Sole N/A Sole
ADAPTEC INC COMM 00651F108 $5 127.00 Sole N/A Sole
ADOBE SYS INC COMM 00724F101 $9 78.00 Sole N/A Sole
AFFILIATED COMPUTER COMM 008190100 $2 60.00 Sole N/A Sole
ALCOA INC COMM 013817101 $28 456.00 Sole N/A Sole
ALLIED SIGNAL INC COMM 019512102 $42 699.00 Sole N/A Sole
ALLTEL CORP COMM 020039103 $27 388.00 Sole N/A Sole
ALTERA CORP COMM 021441100 $11 253.00 Sole N/A Sole
AMBAC FINL GROUP INC COMM 023139108 $4 89.00 Sole N/A Sole
AMERICAN EXPRESS CO COMM 025816109 $77 568.00 Sole N/A Sole
AMERICAN PWR CONVERS COMM 029066107 $5 239.00 Sole N/A Sole
AMGEN COMM 031162100 $53 648.00 Sole N/A Sole
ANHEUSER BUSCH COS COMM 035229103 $42 594.00 Sole N/A Sole
APOLLO GROUP INC COMM 037604105 $2 95.00 Sole N/A Sole
APPLIED MATLS INC COMM 038222105 $37 478.00 Sole N/A Sole
ASSOCIATES FIRST CAP COMM 046008108 $33 921.00 Sole N/A Sole
AUTOMATIC DATA PROCE COMM 053015103 $35 783.00 Sole N/A Sole
AUTOZONE INC COMM 053332102 $5 184.00 Sole N/A Sole
AVERY DENNISON CORP COMM 053611109 $8 144.00 Sole N/A Sole
BMC SOFTWARE INC COMM 055921100 $22 302.00 Sole N/A Sole
BANK NEW YORK INC COMM 064057102 $31 929.00 Sole N/A Sole
BEAR STEARNS COS INC COMM 073902108 $5 142.00 Sole N/A Sole
BIOGEN N V COMM 090597105 $15 186.00 Sole N/A Sole
BRISTOL MYERS SQUIBB COMM 110122108 $170 2,517.00 Sole N/A Sole
BRUNSWICK CORP COMM 117043109 $3 114.00 Sole N/A Sole
CAMBRIDGE TECH PARTN COMM 132524109 $1 73.00 Sole N/A Sole
CAPITAL ONE FINL COR COMM 14040H105 $10 248.00 Sole N/A Sole
CARDINAL HEALTH INC COMM 14149Y108 $19 343.00 Sole N/A Sole
CARNIVAL CRUISE LINE COMM 143658102 $34 778.00 Sole N/A Sole
CATERPILLAR INC COMM 149123101 $25 448.00 Sole N/A Sole
CENTEX CORP COMM 152312104 $2 74.00 Sole N/A Sole
CENTURYTEL INC COMM 156700106 $7 174.00 Sole N/A Sole
CINCINNATI BELL INC COMM 171870108 $3 173.00 Sole N/A Sole
CISCO SYS INC COMM 17275R102 $283 4,121.00 Sole N/A Sole
CINTAS CORP COMM 172908105 $8 139.00 Sole N/A Sole
CLAYTON HOMES INC COMM 184190106 $2 179.00 Sole N/A Sole
CLOROX CO COMM 189054109 $11 298.00 Sole N/A Sole
COASTAL CORP COMM 190441105 $11 268.00 Sole N/A Sole
COMAIR CORP COMM 199789108 $2 120.00 Sole N/A Sole
COMPUTER ASSOC INTL COMM 204912109 $42 680.00 Sole N/A Sole
COMPUTER SCIENCES CO COMM 205363104 $14 204.00 Sole N/A Sole
COMPUWARE CORP COMM 205638109 $11 441.00 Sole N/A Sole
COMVERSE TECHNOLOGY COMM 205862402 $8 89.00 Sole N/A Sole
COUNTRYWIDE CR INDS COMM 222372104 $4 137.00 Sole N/A Sole
COX COMMUNICATIONS I COMM 224044107 $27 658.00 Sole N/A Sole
CRANE CO COMM 224399105 $2 84.00 Sole N/A Sole
DST SYS INC DEL COMM 233326107 $4 79.00 Sole N/A Sole
DANA CORP COMM 235811106 $8 208.00 Sole N/A Sole
DANAHER CORP COMM 235851102 $9 178.00 Sole N/A Sole
DAYTON HUDSON CORP COMM 239753106 $33 550.00 Sole N/A Sole
DEERE & CO COMM 244199105 $11 297.00 Sole N/A Sole
DELL COMPUTER CORP COMM 247025109 $135 3,221.00 Sole N/A Sole
DONALDSON LUFKIN & S COMM 257661108 $6 159.00 Sole N/A Sole
DOVER CORP COMM 260003108 $11 265.00 Sole N/A Sole
E M C CORP MASS COMM 268648102 $92 1,287.00 Sole N/A Sole
ENSCO INTL INC COMM 26874Q100 $3 173.00 Sole N/A Sole
EDWARD A G INC COMM 281760108 $3 115.00 Sole N/A Sole
ELECTRONICS FOR IMAG COMM 286082102 $4 70.00 Sole N/A Sole
EMERSON ELEC CO COMM 291011104 $35 548.00 Sole N/A Sole
EQUIFAX INC COMM 294429105 $5 180.00 Sole N/A Sole
EXPRESS SCRIPTS INC COMM 302182100 $4 51.00 Sole N/A Sole
FDX CORP COMM 31304N107 $15 373.00 Sole N/A Sole
FIFTH THIRD BANCORP COMM 316773100 $21 343.00 Sole N/A Sole
FINOVA GROUP INC COMM 317928109 $3 75.00 Sole N/A Sole
FISERV INC COMM 337738108 $5 152.00 Sole N/A Sole
FRANKLIN RES INC COMM 354613101 $10 318.00 Sole N/A Sole
GTE CORP COMM 362320103 $95 1,242.00 Sole N/A Sole
GANNETT INC COMM 364730101 $24 354.00 Sole N/A Sole
GAP INC COMM 364760108 $35 1,085.00 Sole N/A Sole
GARTNER GROUP INC NE COMM 366651107 $1 80.00 Sole N/A Sole
GATEWAY INC COMM 367626108 $17 387.00 Sole N/A Sole
GENERAL ELEC CO COMM 369604103 $493 4,160.00 Sole N/A Sole
GLOBAL MARINE INC COMM 379352404 $4 216.00 Sole N/A Sole
GOODRICH B F CO COMM 382388106 $4 138.00 Sole N/A Sole
GROUP 1 SOFTWARE INC COMM 39943Y103 $0 4.00 Sole N/A Sole
HARLEY DAVIDSON INC COMM 412822108 $10 193.00 Sole N/A Sole
HEWLETT PACKARD CO COMM 428236103 $116 1,283.00 Sole N/A Sole
HOME DEPOT INC COMM 437076102 $129 1,881.00 Sole N/A Sole
IBP INC COMM 449223106 $3 112.00 Sole N/A Sole
ILLINOIS TOOL WKS IN COMM 452308109 $24 318.00 Sole N/A Sole
INGERSOLL RAND CO COMM 456866102 $11 209.00 Sole N/A Sole
INTEL CORP COMM 458140100 $312 4,195.00 Sole N/A Sole
INTERPUBLIC GROUP CO COMM 460690100 $15 354.00 Sole N/A Sole
INTIMATE BRANDS INC COMM 461156101 $12 314.00 Sole N/A Sole
JABIL CIRCUIT INC COMM 466313103 $5 108.00 Sole N/A Sole
JOHNSON & JOHNSON COMM 478160104 $157 1,707.00 Sole N/A Sole
JOHNSON CTLS INC COMM 478366107 $7 109.00 Sole N/A Sole
JONES APPAREL GROUP COMM 480074103 $4 152.00 Sole N/A Sole
KLA-TENCOR CORP COMM 482480100 $7 113.00 Sole N/A Sole
KNIGHT RIDDER NEWSPP COMM 499040103 $6 103.00 Sole N/A Sole
KOHLS CORP COMM 500255104 $14 208.00 Sole N/A Sole
LAFARGE CORP COMM 505862102 $3 83.00 Sole N/A Sole
LAUDER ESTEE COS INC COMM 518439104 $6 155.00 Sole N/A Sole
LEAR CORP COMM 521865105 $3 84.00 Sole N/A Sole
LEGATO SYS INC COMM 524651106 $4 103.00 Sole N/A Sole
LEXMARK INTL GROUP I COMM 529771107 $13 164.00 Sole N/A Sole
LIMITED INC COMM 532716107 $10 268.00 Sole N/A Sole
LINEAR TECHNOLOGY CO COMM 535678106 $11 193.00 Sole N/A Sole
LOWES COS INC COMM 548661107 $23 482.00 Sole N/A Sole
MBNA CORP COMM 55262L100 $23 1,013.00 Sole N/A Sole
MGIC INVT CORP WIS COMM 552848103 $6 136.00 Sole N/A Sole
MGM GRAND INC COMM 552953101 $4 79.00 Sole N/A Sole
MANPOWER INC COMM 56418H100 $3 95.00 Sole N/A Sole
MASCO CORP COMM 574599106 $17 556.00 Sole N/A Sole
MAXIM INTEGRATED PRO COMM 57772K101 $11 173.00 Sole N/A Sole
MAYTAG CO COMM 578592107 $4 110.00 Sole N/A Sole
MCDONALDS CORP COMM 580135101 $74 1,717.00 Sole N/A Sole
MCGRAW HILL INC COMM 580645109 $12 248.00 Sole N/A Sole
MEDTRONIC INC COMM 585055106 $53 1,487.00 Sole N/A Sole
MERCK & CO INC COMM 589331107 $193 2,973.00 Sole N/A Sole
MICROSOFT CORP COMM 594918104 $586 6,468.00 Sole N/A Sole
MICROCHIP TECHNOLOGY COMM 595017104 $3 65.00 Sole N/A Sole
MILLENNIUM CHEMICALS COMM 599903101 $2 93.00 Sole N/A Sole
MILLER HERMAN INC COMM 600544100 $2 99.00 Sole N/A Sole
MOLEX INC COMM 608554101 $7 194.00 Sole N/A Sole
MORGAN ST D WITTER COMM 617446448 $65 724.00 Sole N/A Sole
MOTOROLA INC COMM 620076109 $68 768.00 Sole N/A Sole
NABORS INDS INC COMM 629568106 $4 146.00 Sole N/A Sole
NAVISTAR INTL CORP N COMM 63934E108 $4 83.00 Sole N/A Sole
NEW YORK TIMES CO COMM 650111107 $8 220.00 Sole N/A Sole
NEWELL RUBBERMAID IN COMM 651229106 $10 353.00 Sole N/A Sole
NIKE INC COMM 654106103 $20 348.00 Sole N/A Sole
NORTH FORK BANCORP COMM 659424105 $3 170.00 Sole N/A Sole
NORTHERN TR CORP COMM 665859104 $12 140.00 Sole N/A Sole
NORTHROP CORP COMM 666807102 $6 88.00 Sole N/A Sole
NOVELLUS SYS INC COMM 670008101 $3 49.00 Sole N/A Sole
NUCOR CORP COMM 670346105 $5 109.00 Sole N/A Sole
OMNICOM GROUP COMM 681919106 $18 224.00 Sole N/A Sole
ORACLE SYSTEMS CORP COMM 68389X105 $83 1,822.00 Sole N/A Sole
OUTBACK STEAKHOUSE I COMM 689899102 $2 93.00 Sole N/A Sole
PACCAR INC COMM 693718108 $5 99.00 Sole N/A Sole
PARAMETRIC TECHNOLOG COMM 699173100 $5 338.00 Sole N/A Sole
PARKER HANNIFIN CORP COMM 701094104 $6 136.00 Sole N/A Sole
PAYCHEX INC COMM 704326107 $11 308.00 Sole N/A Sole
PFIZER INC COMM 717081103 $176 4,910.00 Sole N/A Sole
PRICE T ROWE & ASSOC COMM 741477103 $4 153.00 Sole N/A Sole
PROCTER & GAMBLE CO COMM 742718109 $158 1,687.00 Sole N/A Sole
PROTECTIVE LIFE CORP COMM 743674103 $2 79.00 Sole N/A Sole
QLOGIC CORP COMM 747277101 $3 44.00 Sole N/A Sole
RELIASTAR FINL CORP COMM 75952U103 $4 107.00 Sole N/A Sole
ROBERT HALF INTL INC COMM 770323103 $3 114.00 Sole N/A Sole
ROSS STORES INC COMM 778296103 $2 111.00 Sole N/A Sole
SCI SYS INC COMM 783890106 $4 88.00 Sole N/A Sole
SAFEWAY INC COMM 786514208 $25 647.00 Sole N/A Sole
SANMINA CORP COMM 800907107 $6 75.00 Sole N/A Sole
SARA LEE CORP COMM 803111103 $27 1,143.00 Sole N/A Sole
SCHERING PLOUGH CORP COMM 806605101 $81 1,862.00 Sole N/A Sole
SCHLUMBERGER LTD COMM 806857108 $43 694.00 Sole N/A Sole
SCHWAB CHARLES CP NE COMM 808513105 $35 1,037.00 Sole N/A Sole
SHERWIN WILLIAMS CO COMM 824348106 $4 210.00 Sole N/A Sole
SIEBEL SYS INC COMM 826170102 $8 117.00 Sole N/A Sole
SMITH INTL INC COMM 832110100 $2 60.00 Sole N/A Sole
SOLECTRON CORP COMM 834182107 $25 343.00 Sole N/A Sole
SOUTHDOWN INC COMM 841297104 $3 49.00 Sole N/A Sole
SOUTHWEST AIRLS CO COMM 844741108 $10 635.00 Sole N/A Sole
STARBUCKS CORP COMM 855244109 $6 228.00 Sole N/A Sole
STATE STR CORP COMM 857477103 $13 204.00 Sole N/A Sole
SUN MICROSYSTEMS INC COMM 866810104 $91 982.00 Sole N/A Sole
SUNGARD DATA SYS INC COMM 867363103 $4 146.00 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
TJX COS INC NEW COMM 872540109 $11 392.00 Sole N/A Sole
TV GUIDE INC COMM 87307Q109 $4 98.00 Sole N/A Sole
TELLABS INC COMM 879664100 $28 498.00 Sole N/A Sole
TERADYNE INC COMM 880770102 $8 217.00 Sole N/A Sole
TEXTRON INC COMM 883203101 $15 190.00 Sole N/A Sole
THOMAS & BETTS CORP COMM 884315102 $3 68.00 Sole N/A Sole
TIFFANY & CO NEW COMM 886547108 $5 88.00 Sole N/A Sole
TRIBUNE CO NEW COMM 896047107 $15 294.00 Sole N/A Sole
UAL CORP COMM 902549500 $4 65.00 Sole N/A Sole
UNION CARBIDE CORP COMM 905581104 $10 169.00 Sole N/A Sole
U S WEST INC NEW COMM 91273H101 $36 638.00 Sole N/A Sole
UNITED TECHNOLOGIES COMM 913017109 $36 611.00 Sole N/A Sole
VERITAS SOFTWARE CO COMM 923436109 $16 217.00 Sole N/A Sole
VISX INC DEL COMM 92844S105 $6 78.00 Sole N/A Sole
VITESSE SEMICONDUCTO COMM 928497106 $8 98.00 Sole N/A Sole
WAL MART STORES INC COMM 931142103 $268 5,642.00 Sole N/A Sole
WARNER LAMBERT CO COMM 934488107 $72 1,081.00 Sole N/A Sole
WATSON PHARMACEUTICA COMM 942683103 $4 119.00 Sole N/A Sole
WILLIAMS COS COMM 969457100 $21 548.00 Sole N/A Sole
WRIGLEY WM JR CO COMM 982526105 $10 149.00 Sole N/A Sole
XILINX INC COMM 983919101 $13 198.00 Sole N/A Sole
XEROX CORP COMM 984121103 $35 837.00 Sole N/A Sole
ZIONS BANCORP COMM 989701107 $6 100.00 Sole N/A Sole
TRANSOCEAN OFFSHORE COMM G90076103 $4 124.00 Sole N/A Sole
$6,023 102,805.00
Albertson College of Idaho Large Value
AFFILIATED COMPUTER COMM 008190100 $6 152.00 Sole N/A Sole
AIR PRODS & CHEMS IN COMM 009158106 $22 750.00 Sole N/A Sole
ALCOA INC COMM 013817101 $74 1,200.00 Sole N/A Sole
ALLEGHENY ENERGY INC COMM 017361106 $12 375.00 Sole N/A Sole
ALLEGHENY TELEDYNE I COMM 017415100 $10 620.00 Sole N/A Sole
ALLSTATE CORP COMM 020002101 $65 2,615.00 Sole N/A Sole
AMEREN CORP COMM 023608102 $17 450.00 Sole N/A Sole
AMERICAN GENERAL CO COMM 026351106 $52 815.00 Sole N/A Sole
AMSOUTH BANCORPORATI COMM 032165102 $14 578.00 Sole N/A Sole
ASHLAND INC COMM 044204105 $8 235.00 Sole N/A Sole
ASSOCIATED BANC CORP COMM 045487105 $7 205.00 Sole N/A Sole
BANK AMER CORP COMM 060505104 $315 5,655.00 Sole N/A Sole
BANK ONE CORP COMM 06423A103 $134 3,840.00 Sole N/A Sole
BAUSCH & LOMB INC COMM 071707103 $13 190.00 Sole N/A Sole
BEAR STEARNS COS INC COMM 073902108 $15 382.00 Sole N/A Sole
BEMIS INC COMM 081437105 $6 171.00 Sole N/A Sole
BLOCK H & R INC COMM 093671105 $13 304.00 Sole N/A Sole
BOISE CASCADE CORP COMM 097383103 $6 175.00 Sole N/A Sole
BRUNSWICK CORP COMM 117043109 $7 300.00 Sole N/A Sole
BURLINGTON NORTHN SA COMM 12189T104 $42 1,520.00 Sole N/A Sole
CIGNA CORP COMM 125509109 $51 655.00 Sole N/A Sole
CSX CORP COMM 126408103 $30 715.00 Sole N/A Sole
CENTEX CORP COMM 152312104 $6 196.00 Sole N/A Sole
CHARTER ONE FINL INC COMM 160903100 $13 566.45 Sole N/A Sole
CHASE MANHATTAN CORP COMM 16161A108 $205 2,725.00 Sole N/A Sole
CHEVRON CORP COMM 166751107 $191 2,150.00 Sole N/A Sole
CINERGY CORP COMM 172474108 $15 520.00 Sole N/A Sole
COLUMBIA ENERGY GROU COMM 197648108 $15 270.00 Sole N/A Sole
COMCAST CORP COMM 200300200 $93 2,332.00 Sole N/A Sole
COMERICA INC COMM 200340107 $26 510.00 Sole N/A Sole
COMPAQ COMPUTER CORP COMM 204493100 $121 5,286.00 Sole N/A Sole
COMPASS BANCSHARES I COMM 20449H109 $9 372.00 Sole N/A Sole
COMPUTER SCIENCES CO COMM 205363104 $35 498.00 Sole N/A Sole
CONECTIV INC COMM 206829103 $6 302.00 Sole N/A Sole
CONSECO INC COMM 208464107 $20 1,070.00 Sole N/A Sole
CONSOLIDATED EDISON COMM 209115104 $30 725.00 Sole N/A Sole
CONSOLIDATED PAPERS COMM 209759109 $8 294.00 Sole N/A Sole
CONTINENTAL AIRLS IN COMM 210795308 $8 233.00 Sole N/A Sole
COOPER CAMERON CORP COMM 216640102 $7 175.00 Sole N/A Sole
COOPER INDS INC COMM 216669101 $14 310.00 Sole N/A Sole
CRANE CO COMM 224399105 $5 220.00 Sole N/A Sole
DPL INC COMM 233293109 $9 515.00 Sole N/A Sole
DQE INC COMM 23329J104 $10 250.00 Sole N/A Sole
DTE ENERGY CO COMM 233331107 $17 475.00 Sole N/A Sole
DANA CORP COMM 235811106 $20 545.00 Sole N/A Sole
DARDEN RESTAURANTS I COMM 237194105 $8 430.00 Sole N/A Sole
DEERE & CO COMM 244199105 $30 763.00 Sole N/A Sole
DELHAIZE AMER INC COMM 246688105 $11 517.00 Sole N/A Sole
DELPHI AUTOMOTIVE SY COMM 247126105 $30 1,848.00 Sole N/A Sole
DELTA AIR LINES DEL COMM 247361108 $21 437.00 Sole N/A Sole
DE LUXE CHECK PRINTE COMM 248019101 $9 250.00 Sole N/A Sole
DIAMOND OFFSHORE DRI COMM 25271C102 $15 445.00 Sole N/A Sole
DOMINION RES INC VA COMM 257470104 $28 630.00 Sole N/A Sole
DONNELLEY R R & SONS COMM 257867101 $12 416.00 Sole N/A Sole
DOVER CORP COMM 260003108 $26 646.00 Sole N/A Sole
DOW CHEM CO COMM 260543103 $82 720.00 Sole N/A Sole
DUKE ENERGY CORPORATION COMM 264399106 $66 1,195.00 Sole N/A Sole
ENSCO INTL INC COMM 26874Q100 $8 446.00 Sole N/A Sole
EASTMAN CHEM CO COMM 277432100 $10 255.00 Sole N/A Sole
EATON CORP COMM 278058102 $21 240.00 Sole N/A Sole
EDWARD A G INC COMM 281760108 $8 305.00 Sole N/A Sole
EL PASO ENERGY CORP COMM 283905107 $15 385.00 Sole N/A Sole
ENERGY EAST CORP COMM 29266M109 $9 375.00 Sole N/A Sole
ENGELHARD CORP COMM 292845104 $8 411.00 Sole N/A Sole
ENRON CORP COMM 293561106 $96 2,338.00 Sole N/A Sole
ENTERGY CORP NEW COMM 29364G103 $23 805.00 Sole N/A Sole
F M C CORP COMM 302491303 $5 106.00 Sole N/A Sole
FPL GROUP INC COMM 302571104 $29 585.00 Sole N/A Sole
FEDERAL MOGUL CORP COMM 313549107 $6 230.00 Sole N/A Sole
FINOVA GROUP INC COMM 317928109 $7 200.00 Sole N/A Sole
FIRST AMER CORP TENN COMM 318900107 $17 401.00 Sole N/A Sole
FIRST SEC CORP DEL COMM 336294103 $15 639.00 Sole N/A Sole
FIRSTAR CORP NEW WIS COMM 33763V109 $80 3,114.78 Sole N/A Sole
FISERV INC COMM 337738108 $12 384.00 Sole N/A Sole
FLEET FINL GROUP INC COMM 338915101 $68 1,865.00 Sole N/A Sole
FLORIDA PROGRESS COR COMM 341109106 $15 320.00 Sole N/A Sole
FLUOR CORP COMM 343861100 $10 250.00 Sole N/A Sole
FORD MTR CO DEL COMM 345370100 $199 3,960.00 Sole N/A Sole
GPU INC COMM 36225X100 $13 410.00 Sole N/A Sole
GARTNER GROUP INC NE COMM 366651107 $3 208.00 Sole N/A Sole
GENERAL DYNAMICS COR COMM 369550108 $40 643.00 Sole N/A Sole
GENERAL MTRS CORP COMM 370442105 $133 2,110.00 Sole N/A Sole
GENUINE PARTS CO COMM 372460105 $16 585.00 Sole N/A Sole
GEORGIA PAC CORP COMM 373298702 $6 269.00 Sole N/A Sole
GLOBAL MARINE INC COMM 379352404 $9 568.00 Sole N/A Sole
GOODRICH B F CO COMM 382388106 $10 354.00 Sole N/A Sole
GOODYEAR TIRE & RUBR COMM 382550101 $25 510.00 Sole N/A Sole
GRAINGER W W INC COMM 384802104 $14 289.00 Sole N/A Sole
GREENPOINT FINL CORP COMM 395384100 $10 359.00 Sole N/A Sole
HARTFORD FINL SVCS G COMM 416515104 $30 740.00 Sole N/A Sole
HILLENBRAND INDS INC COMM 431573104 $6 215.00 Sole N/A Sole
HILTON HOTELS CORP COMM 432848109 $8 830.00 Sole N/A Sole
HORMEL GEO A & CO COMM 440452100 $10 240.00 Sole N/A Sole
HUBBELL HARVEY INC COMM 443510201 $7 215.00 Sole N/A Sole
INGERSOLL RAND CO COMM 456866102 $30 540.00 Sole N/A Sole
JEFFERSON PILOT CORP COMM 475070108 $22 345.00 Sole N/A Sole
JOHNSON CTLS INC COMM 478366107 $19 280.00 Sole N/A Sole
KEYSPAN CORP COMM 49337W100 $13 455.00 Sole N/A Sole
KNIGHT RIDDER NEWSPP COMM 499040103 $15 264.00 Sole N/A Sole
LAFARGE CORP COMM 505862102 $7 224.00 Sole N/A Sole
LIMITED INC COMM 532716107 $27 700.00 Sole N/A Sole
LITTON INDS INC COMM 538021106 $8 152.00 Sole N/A Sole
LIZ CLAIBORNE COMM 539320101 $6 200.00 Sole N/A Sole
LOCKHEED MARTIN CORP COMM 539830109 $42 1,295.00 Sole N/A Sole
MGM GRAND INC COMM 552953101 $10 204.00 Sole N/A Sole
MANPOWER INC COMM 56418H100 $7 237.00 Sole N/A Sole
MARTIN MARIETTA MATL COMM 573284106 $6 151.00 Sole N/A Sole
MAY DEPT STORES CO COMM 577778103 $40 1,095.00 Sole N/A Sole
MAYTAG CO COMM 578592107 $9 285.00 Sole N/A Sole
MCCORMICK & CO INC COMM 579780206 $8 235.00 Sole N/A Sole
MEAD CORP COMM 582834107 $12 335.00 Sole N/A Sole
MERCANTILE BANKSHARE COMM 587405101 $7 225.00 Sole N/A Sole
MERRILL LYNCH & CO COMM 590188108 $81 1,209.00 Sole N/A Sole
MILLENNIUM CHEMICALS COMM 599903101 $5 255.00 Sole N/A Sole
MOBIL CORP COMM 607059102 $258 2,565.00 Sole N/A Sole
MOLEX INC COMM 608554101 $17 479.00 Sole N/A Sole
MORGAN J P & CO INC COMM 616880100 $66 575.00 Sole N/A Sole
NCR CORP NEW COMM 62886E108 $10 304.00 Sole N/A Sole
NABORS INDS INC COMM 629568106 $10 380.00 Sole N/A Sole
NATIONAL CITY CORP COMM 635405103 $54 2,025.00 Sole N/A Sole
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BELL ATLANTIC SMALL VALUE
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$414,896 20,093,701.86
Brockton Contributory Retirement System Large Growth
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AXA FINL INC COMM 002451102 $18 314.00 Sole N/A Sole
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SUNGARD DATA SYS INC COMM 867363103 $89 3,395.00 Sole N/A Sole
SYMBOL TECHNOLOGIES COMM 871508107 $84 2,500.00 Sole N/A Sole
SYNOPSYS INC COMM 871607107 $118 2,097.00 Sole N/A Sole
TJX COS INC NEW COMM 872540109 $255 9,092.00 Sole N/A Sole
TV GUIDE INC COMM 87307Q109 $86 2,198.00 Sole N/A Sole
TELLABS INC COMM 879664100 $647 11,364.00 Sole N/A Sole
TERADYNE INC COMM 880770102 $176 4,979.00 Sole N/A Sole
TEXTRON INC COMM 883203101 $340 4,398.00 Sole N/A Sole
THOMAS & BETTS CORP COMM 884315102 $86 1,680.00 Sole N/A Sole
TIFFANY & CO NEW COMM 886547108 $118 1,976.00 Sole N/A Sole
TRIBUNE CO NEW COMM 896047107 $339 6,819.00 Sole N/A Sole
UAL CORP COMM 902549500 $98 1,500.00 Sole N/A Sole
UNION CARBIDE CORP COMM 905581104 $221 3,896.00 Sole N/A Sole
U S WEST INC NEW COMM 91273H101 $832 14,588.00 Sole N/A Sole
UNITED TECHNOLOGIES COMM 913017109 $824 13,897.00 Sole N/A Sole
VERITAS SOFTWARE CO COMM 923436109 $372 4,896.00 Sole N/A Sole
VISX INC DEL COMM 92844S105 $148 1,877.00 Sole N/A Sole
VITESSE SEMICONDUCTO COMM 928497106 $186 2,174.00 Sole N/A Sole
WAL MART STORES INC COMM 931142103 $6,120 128,669.00 Sole N/A Sole
WARNER LAMBERT CO COMM 934488107 $1,645 24,782.00 Sole N/A Sole
WATSON PHARMACEUTICA COMM 942683103 $82 2,696.00 Sole N/A Sole
WILLIAMS COS COMM 969457100 $470 12,504.00 Sole N/A Sole
WRIGLEY WM JR CO COMM 982526105 $234 3,398.00 Sole N/A Sole
XILINX INC COMM 983919101 $301 4,594.00 Sole N/A Sole
XEROX CORP COMM 984121103 $805 19,191.00 Sole N/A Sole
ZIONS BANCORP COMM 989701107 $126 2,292.00 Sole N/A Sole
TRANSOCEAN OFFSHORE COMM G90076103 $89 2,898.00 Sole N/A Sole
$137,575 2,349,408.00
Florida Large Company Growth
ADC TELECOMMUNICATIO COMM 000886101 $1,938 46,222.00 Sole N/A None
AFLAC INC COMM 001055102 $3,796 90,660.00 Sole N/A None
AXA FINL INC COMM 002451102 $4,268 76,476.00 Sole N/A None
ABBOTT LABS COMM 002824100 $19,036 518,875.00 Sole N/A None
ADAPTEC INC COMM 00651F108 $1,392 35,078.00 Sole N/A None
ADOBE SYS INC COMM 00724F101 $2,364 20,827.00 Sole N/A None
AFFILIATED COMPUTER COMM 008190100 $682 16,786.00 Sole N/A None
ALCOA INC COMM 013817101 $7,743 124,766.00 Sole N/A None
ALLIED SIGNAL INC COMM 019512102 $11,248 187,670.00 Sole N/A None
ALLTEL CORP COMM 020039103 $7,326 104,104.00 Sole N/A None
ALTERA CORP COMM 021441100 $2,944 67,873.00 Sole N/A None
AMBAC FINL GROUP INC COMM 023139108 $1,128 23,805.00 Sole N/A None
AMERICAN EXPRESS CO COMM 025816109 $20,695 153,293.00 Sole N/A None
AMERICAN PWR CONVERS COMM 029066107 $1,245 65,539.00 Sole N/A None
AMGEN COMM 031162100 $14,179 173,979.00 Sole N/A None
ANHEUSER BUSCH COS COMM 035229103 $11,173 159,476.00 Sole N/A None
APOLLO GROUP INC COMM 037604105 $555 26,271.00 Sole N/A None
APPLIED MATLS INC COMM 038222105 $9,951 128,096.00 Sole N/A None
ASSOCIATES FIRST CAP COMM 046008108 $8,940 248,325.00 Sole N/A None
AUTOMATIC DATA PROCE COMM 053015103 $9,416 210,999.00 Sole N/A None
AUTOZONE INC COMM 053332102 $1,424 50,754.00 Sole N/A None
AVERY DENNISON CORP COMM 053611109 $2,043 38,725.00 Sole N/A None
BMC SOFTWARE INC COMM 055921100 $5,839 81,587.00 Sole N/A None
BANK NEW YORK INC COMM 064057102 $8,386 250,809.00 Sole N/A None
BEAR STEARNS COS INC COMM 073902108 $1,521 39,562.00 Sole N/A None
BIOGEN N V COMM 090597105 $4,029 51,122.00 Sole N/A None
BRISTOL MYERS SQUIBB COMM 110122108 $45,723 677,373.00 Sole N/A None
BRUNSWICK CORP COMM 117043109 $781 31,377.00 Sole N/A None
CAMBRIDGE TECH PARTN COMM 132524109 $296 20,429.00 Sole N/A None
CAPITAL ONE FINL COR COMM 14040H105 $2,626 67,340.00 Sole N/A None
CARDINAL HEALTH INC COMM 14149Y108 $5,066 92,948.00 Sole N/A None
CARNIVAL CRUISE LINE COMM 143658102 $9,101 209,223.00 Sole N/A None
CATERPILLAR INC COMM 149123101 $6,649 121,299.00 Sole N/A None
CENTEX CORP COMM 152312104 $599 20,274.00 Sole N/A None
CENTURYTEL INC COMM 156700106 $1,931 47,524.00 Sole N/A None
CINCINNATI BELL INC COMM 171870108 $913 46,971.00 Sole N/A None
CISCO SYS INC COMM 17275R102 $76,024 1,108,821.00 Sole N/A None
CINTAS CORP COMM 172908105 $2,188 37,853.00 Sole N/A None
CLAYTON HOMES INC COMM 184190106 $428 49,222.00 Sole N/A None
CLOROX CO COMM 189054109 $3,078 80,481.00 Sole N/A None
COASTAL CORP COMM 190441105 $2,979 72,776.00 Sole N/A None
COMAIR CORP COMM 199789108 $543 32,562.00 Sole N/A None
COMPUTER ASSOC INTL COMM 204912109 $11,208 183,369.00 Sole N/A None
COMPUTER SCIENCES CO COMM 205363104 $3,835 54,538.00 Sole N/A None
COMPUWARE CORP COMM 205638109 $3,163 121,378.00 Sole N/A None
COMVERSE TECHNOLOGY COMM 205862402 $2,246 23,811.00 Sole N/A None
COUNTRYWIDE CR INDS COMM 222372104 $1,237 38,366.00 Sole N/A None
COX COMMUNICATIONS I COMM 224044107 $7,489 179,377.00 Sole N/A None
CRANE CO COMM 224399105 $516 22,980.00 Sole N/A None
DST SYS INC DEL COMM 233326107 $1,231 21,650.00 Sole N/A None
DANA CORP COMM 235811106 $2,099 56,542.00 Sole N/A None
DANAHER CORP COMM 235851102 $2,555 48,485.00 Sole N/A None
DAYTON HUDSON CORP COMM 239753106 $9,032 150,377.00 Sole N/A None
DEERE & CO COMM 244199105 $3,081 79,635.00 Sole N/A None
DELL COMPUTER CORP COMM 247025109 $36,234 866,586.00 Sole N/A None
DONALDSON LUFKIN & S COMM 257661108 $1,695 42,856.00 Sole N/A None
DOVER CORP COMM 260003108 $2,904 71,040.00 Sole N/A None
E M C CORP MASS COMM 268648102 $24,670 345,643.00 Sole N/A None
ENSCO INTL INC COMM 26874Q100 $845 46,767.00 Sole N/A None
EDWARD A G INC COMM 281760108 $843 31,978.00 Sole N/A None
ELECTRONICS FOR IMAG COMM 286082102 $955 18,586.00 Sole N/A None
EMERSON ELEC CO COMM 291011104 $9,364 148,193.00 Sole N/A None
EQUIFAX INC COMM 294429105 $1,377 48,966.00 Sole N/A None
EXPRESS SCRIPTS INC COMM 302182100 $1,024 13,088.00 Sole N/A None
FDX CORP COMM 31304N107 $3,942 101,398.00 Sole N/A None
FIFTH THIRD BANCORP COMM 316773100 $5,629 92,516.00 Sole N/A None
FINOVA GROUP INC COMM 317928109 $762 20,871.00 Sole N/A None
FISERV INC COMM 337738108 $1,364 41,954.00 Sole N/A None
FRANKLIN RES INC COMM 354613101 $2,626 85,932.00 Sole N/A None
GTE CORP COMM 362320103 $25,722 334,594.00 Sole N/A None
GANNETT INC COMM 364730101 $6,601 95,410.00 Sole N/A None
GAP INC COMM 364760108 $9,357 292,396.00 Sole N/A None
GARTNER GROUP INC NE COMM 366651107 $349 21,840.00 Sole N/A None
GATEWAY INC COMM 367626108 $4,687 106,530.00 Sole N/A None
GENERAL ELEC CO COMM 369604103 $132,648 1,118,805.00 Sole N/A None
GLOBAL MARINE INC COMM 379352404 $973 59,194.00 Sole N/A None
GOODRICH B F CO COMM 382388106 $1,083 37,340.00 Sole N/A None
GROUP 1 SOFTWARE INC COMM 39943Y103 $10 1,195.00 Sole N/A None
HARLEY DAVIDSON INC COMM 412822108 $2,601 51,953.00 Sole N/A None
HEWLETT PACKARD CO COMM 428236103 $31,358 345,543.00 Sole N/A None
HOME DEPOT INC COMM 437076102 $34,712 505,824.00 Sole N/A None
IBP INC COMM 449223106 $772 31,291.00 Sole N/A None
ILLINOIS TOOL WKS IN COMM 452308109 $6,377 85,524.00 Sole N/A None
INGERSOLL RAND CO COMM 456866102 $3,096 56,357.00 Sole N/A None
INTEL CORP COMM 458140100 $83,843 1,128,246.00 Sole N/A None
INTERPUBLIC GROUP CO COMM 460690100 $3,953 96,132.00 Sole N/A None
INTIMATE BRANDS INC COMM 461156101 $3,305 84,885.00 Sole N/A None
JABIL CIRCUIT INC COMM 466313103 $1,479 29,869.00 Sole N/A None
JOHNSON & JOHNSON COMM 478160104 $42,129 458,552.00 Sole N/A None
JOHNSON CTLS INC COMM 478366107 $1,928 29,072.00 Sole N/A None
JONES APPAREL GROUP COMM 480074103 $1,198 41,666.00 Sole N/A None
KLA-TENCOR CORP COMM 482480100 $1,953 30,053.00 Sole N/A None
KNIGHT RIDDER NEWSPP COMM 499040103 $1,522 27,678.00 Sole N/A None
KOHLS CORP COMM 500255104 $3,673 55,549.00 Sole N/A None
LAFARGE CORP COMM 505862102 $740 23,119.00 Sole N/A None
LAUDER ESTEE COS INC COMM 518439104 $1,643 42,056.00 Sole N/A None
LEAR CORP COMM 521865105 $802 22,784.00 Sole N/A None
LEGATO SYS INC COMM 524651106 $1,211 27,780.00 Sole N/A None
LEXMARK INTL GROUP I COMM 529771107 $3,539 43,968.00 Sole N/A None
LIMITED INC COMM 532716107 $2,790 72,938.00 Sole N/A None
LINEAR TECHNOLOGY CO COMM 535678106 $3,070 52,232.00 Sole N/A None
LOWES COS INC COMM 548661107 $6,341 130,068.00 Sole N/A None
MBNA CORP COMM 55262L100 $6,238 273,453.00 Sole N/A None
MGIC INVT CORP WIS COMM 552848103 $1,775 37,169.00 Sole N/A None
MGM GRAND INC COMM 552953101 $1,083 21,185.00 Sole N/A None
MANPOWER INC COMM 56418H100 $760 26,084.00 Sole N/A None
MASCO CORP COMM 574599106 $4,679 150,929.00 Sole N/A None
MAXIM INTEGRATED PRO COMM 57772K101 $2,904 46,026.00 Sole N/A None
MAYTAG CO COMM 578592107 $991 29,744.00 Sole N/A None
MCDONALDS CORP COMM 580135101 $19,985 462,077.00 Sole N/A None
MCGRAW HILL INC COMM 580645109 $3,248 67,139.00 Sole N/A None
MEDTRONIC INC COMM 585055106 $14,233 400,225.00 Sole N/A None
MERCK & CO INC COMM 589331107 $51,853 800,052.00 Sole N/A None
MICROSOFT CORP COMM 594918104 $157,648 1,740,769.00 Sole N/A None
MICROCHIP TECHNOLOGY COMM 595017104 $893 17,385.00 Sole N/A None
MILLENNIUM CHEMICALS COMM 599903101 $540 26,408.00 Sole N/A None
MILLER HERMAN INC COMM 600544100 $647 27,080.00 Sole N/A None
MOLEX INC COMM 608554101 $1,923 52,866.00 Sole N/A None
MORGAN ST D WITTER COMM 617446448 $17,362 194,663.00 Sole N/A None
MOTOROLA INC COMM 620076109 $18,229 207,150.00 Sole N/A None
NABORS INDS INC COMM 629568106 $991 39,658.00 Sole N/A None
NAVISTAR INTL CORP N COMM 63934E108 $1,047 22,521.00 Sole N/A None
NEW YORK TIMES CO COMM 650111107 $2,226 59,360.00 Sole N/A None
NEWELL RUBBERMAID IN COMM 651229106 $2,745 96,101.00 Sole N/A None
NIKE INC COMM 654106103 $5,441 95,667.00 Sole N/A None
NORTH FORK BANCORP COMM 659424105 $907 46,508.00 Sole N/A None
NORTHERN TR CORP COMM 665859104 $3,179 38,073.00 Sole N/A None
NORTHROP CORP COMM 666807102 $1,501 23,617.00 Sole N/A None
NOVELLUS SYS INC COMM 670008101 $894 13,253.00 Sole N/A None
NUCOR CORP COMM 670346105 $1,418 29,774.00 Sole N/A None
OMNICOM GROUP COMM 681919106 $4,797 60,573.00 Sole N/A None
ORACLE SYSTEMS CORP COMM 68389X105 $22,336 490,904.00 Sole N/A None
OUTBACK STEAKHOUSE I COMM 689899102 $651 25,578.00 Sole N/A None
PACCAR INC COMM 693718108 $1,357 26,674.00 Sole N/A None
PARAMETRIC TECHNOLOG COMM 699173100 $1,239 91,773.00 Sole N/A None
PARKER HANNIFIN CORP COMM 701094104 $1,657 36,969.00 Sole N/A None
PAYCHEX INC COMM 704326107 $2,861 83,849.00 Sole N/A None
PFIZER INC COMM 717081103 $47,411 1,321,569.00 Sole N/A None
PRICE T ROWE & ASSOC COMM 741477103 $1,134 41,340.00 Sole N/A None
PROCTER & GAMBLE CO COMM 742718109 $42,483 453,155.00 Sole N/A None
PROTECTIVE LIFE CORP COMM 743674103 $636 21,948.00 Sole N/A None
QLOGIC CORP COMM 747277101 $863 12,357.00 Sole N/A None
RELIASTAR FINL CORP COMM 75952U103 $973 29,277.00 Sole N/A None
ROBERT HALF INTL INC COMM 770323103 $740 31,162.00 Sole N/A None
ROSS STORES INC COMM 778296103 $625 31,079.00 Sole N/A None
SCI SYS INC COMM 783890106 $1,089 24,514.00 Sole N/A None
SAFEWAY INC COMM 786514208 $6,624 174,039.00 Sole N/A None
SANMINA CORP COMM 800907107 $1,539 19,884.00 Sole N/A None
SARA LEE CORP COMM 803111103 $7,201 308,058.00 Sole N/A None
SCHERING PLOUGH CORP COMM 806605101 $21,847 500,785.00 Sole N/A None
SCHLUMBERGER LTD COMM 806857108 $11,638 186,771.00 Sole N/A None
SCHWAB CHARLES CP NE COMM 808513105 $9,327 278,924.00 Sole N/A None
SHERWIN WILLIAMS CO COMM 824348106 $1,207 57,656.00 Sole N/A None
SIEBEL SYS INC COMM 826170102 $2,098 31,490.00 Sole N/A None
SMITH INTL INC COMM 832110100 $684 16,886.00 Sole N/A None
SOLECTRON CORP COMM 834182107 $6,609 92,038.00 Sole N/A None
SOUTHDOWN INC COMM 841297104 $688 12,855.00 Sole N/A None
SOUTHWEST AIRLS CO COMM 844741108 $2,610 171,864.00 Sole N/A None
STARBUCKS CORP COMM 855244109 $1,539 62,095.00 Sole N/A None
STATE STR CORP COMM 857477103 $3,551 54,954.00 Sole N/A None
SUN MICROSYSTEMS INC COMM 866810104 $24,549 263,970.00 Sole N/A None
SUNGARD DATA SYS INC COMM 867363103 $1,075 40,861.00 Sole N/A None
SYMBOL TECHNOLOGIES COMM 871508107 $1,011 30,078.00 Sole N/A None
SYNOPSYS INC COMM 871607107 $1,357 24,156.00 Sole N/A None
TJX COS INC NEW COMM 872540109 $3,031 108,025.00 Sole N/A None
TV GUIDE INC COMM 87307Q109 $1,028 26,277.00 Sole N/A None
TELLABS INC COMM 879664100 $7,604 133,545.00 Sole N/A None
TERADYNE INC COMM 880770102 $2,056 58,328.00 Sole N/A None
TEXTRON INC COMM 883203101 $3,967 51,264.00 Sole N/A None
THOMAS & BETTS CORP COMM 884315102 $986 19,332.00 Sole N/A None
TIFFANY & CO NEW COMM 886547108 $1,433 23,916.00 Sole N/A None
TRIBUNE CO NEW COMM 896047107 $4,011 80,620.00 Sole N/A None
UAL CORP COMM 902549500 $1,155 17,680.00 Sole N/A None
UNION CARBIDE CORP COMM 905581104 $2,583 45,461.00 Sole N/A None
U S WEST INC NEW COMM 91273H101 $9,818 172,055.00 Sole N/A None
UNITED TECHNOLOGIES COMM 913017109 $9,744 164,283.00 Sole N/A None
VERITAS SOFTWARE CO COMM 923436109 $4,416 58,147.00 Sole N/A None
VISX INC DEL COMM 92844S105 $1,718 21,724.00 Sole N/A None
VITESSE SEMICONDUCTO COMM 928497106 $2,229 26,109.00 Sole N/A None
WAL MART STORES INC COMM 931142103 $72,192 1,517,832.00 Sole N/A None
WARNER LAMBERT CO COMM 934488107 $19,351 291,535.00 Sole N/A None
WATSON PHARMACEUTICA COMM 942683103 $998 32,652.00 Sole N/A None
WILLIAMS COS COMM 969457100 $5,570 148,050.00 Sole N/A None
WRIGLEY WM JR CO COMM 982526105 $2,730 39,671.00 Sole N/A None
XILINX INC COMM 983919101 $3,535 53,949.00 Sole N/A None
XEROX CORP COMM 984121103 $9,484 226,139.00 Sole N/A None
ZIONS BANCORP COMM 989701107 $1,483 26,904.00 Sole N/A None
TRANSOCEAN OFFSHORE COMM G90076103 $1,050 34,275.00 Sole N/A None
$1,623,102 27,738,271.00
Florida Large Company Value
AFFILIATED COMPUTER COMM 008190100 $508 12,514.00 Sole N/A None
AIR PRODS & CHEMS IN COMM 009158106 $1,784 61,000.00 Sole N/A None
ALCOA INC COMM 013817101 $6,057 97,600.00 Sole N/A None
ALLEGHENY ENERGY INC COMM 017361106 $975 30,600.00 Sole N/A None
ALLEGHENY TELEDYNE I COMM 017415100 $856 50,700.00 Sole N/A None
ALLSTATE CORP COMM 020002101 $5,299 212,500.00 Sole N/A None
AMEREN CORP COMM 023608102 $1,380 36,500.00 Sole N/A None
AMERICAN GENERAL CO COMM 026351106 $4,193 66,300.00 Sole N/A None
AMSOUTH BANCORPORATI COMM 032165102 $1,099 46,900.00 Sole N/A None
ASHLAND INC COMM 044204105 $646 19,200.00 Sole N/A None
ASSOCIATED BANC CORP COMM 045487105 $608 16,800.00 Sole N/A None
BANK AMER CORP COMM 060505104 $25,614 459,962.00 Sole N/A None
BANK ONE CORP COMM 06423A103 $10,870 312,242.00 Sole N/A None
BAUSCH & LOMB INC COMM 071707103 $1,009 15,300.00 Sole N/A None
BEAR STEARNS COS INC COMM 073902108 $1,192 31,000.00 Sole N/A None
BEMIS INC COMM 081437105 $471 13,900.00 Sole N/A None
BLOCK H & R INC COMM 093671105 $1,079 24,839.00 Sole N/A None
BOISE CASCADE CORP COMM 097383103 $529 14,521.00 Sole N/A None
BRUNSWICK CORP COMM 117043109 $609 24,500.00 Sole N/A None
BURLINGTON NORTHN SA COMM 12189T104 $3,405 123,800.00 Sole N/A None
CIGNA CORP COMM 125509109 $4,121 53,000.00 Sole N/A None
CSX CORP COMM 126408103 $2,458 58,000.00 Sole N/A None
CENTEX CORP COMM 152312104 $467 15,800.00 Sole N/A None
CHARTER ONE FINL INC COMM 160903100 $1,067 46,155.00 Sole N/A None
CHASE MANHATTAN CORP COMM 16161A108 $16,703 221,600.00 Sole N/A None
CHEVRON CORP COMM 166751107 $15,505 174,700.00 Sole N/A None
CINERGY CORP COMM 172474108 $1,198 42,300.00 Sole N/A None
COLUMBIA ENERGY GROU COMM 197648108 $1,213 21,900.00 Sole N/A None
COMCAST CORP COMM 200300200 $7,600 190,591.00 Sole N/A None
COMERICA INC COMM 200340107 $2,106 41,600.00 Sole N/A None
COMPAQ COMPUTER CORP COMM 204493100 $9,891 432,391.00 Sole N/A None
COMPASS BANCSHARES I COMM 20449H109 $755 30,200.00 Sole N/A None
COMPUTER SCIENCES CO COMM 205363104 $2,862 40,697.00 Sole N/A None
CONECTIV INC COMM 206829103 $489 24,900.00 Sole N/A None
CONSECO INC COMM 208464107 $1,653 86,994.05 Sole N/A None
CONSOLIDATED EDISON COMM 209115104 $2,440 58,800.00 Sole N/A None
CONSOLIDATED PAPERS COMM 209759109 $648 24,100.00 Sole N/A None
CONTINENTAL AIRLS IN COMM 210795308 $629 19,214.00 Sole N/A None
COOPER CAMERON CORP COMM 216640102 $540 14,300.00 Sole N/A None
COOPER INDS INC COMM 216669101 $1,178 25,200.00 Sole N/A None
CRANE CO COMM 224399105 $404 18,000.00 Sole N/A None
DPL INC COMM 233293109 $744 42,200.00 Sole N/A None
DQE INC COMM 23329J104 $786 20,100.00 Sole N/A None
DTE ENERGY CO COMM 233331107 $1,404 38,600.00 Sole N/A None
DANA CORP COMM 235811106 $1,637 44,100.00 Sole N/A None
DARDEN RESTAURANTS I COMM 237194105 $687 35,100.00 Sole N/A None
DEERE & CO COMM 244199105 $2,406 62,200.00 Sole N/A None
DELHAIZE AMER INC COMM 246688105 $889 41,966.00 Sole N/A None
DELPHI AUTOMOTIVE SY COMM 247126105 $2,416 150,386.00 Sole N/A None
DELTA AIR LINES DEL COMM 247361108 $1,733 35,730.00 Sole N/A None
DE LUXE CHECK PRINTE COMM 248019101 $688 20,224.00 Sole N/A None
DIAMOND OFFSHORE DRI COMM 25271C102 $1,208 36,200.00 Sole N/A None
DOMINION RES INC VA COMM 257470104 $2,306 51,100.00 Sole N/A None
DONNELLEY R R & SONS COMM 257867101 $982 34,000.00 Sole N/A None
DOVER CORP COMM 260003108 $2,167 53,021.00 Sole N/A None
DOW CHEM CO COMM 260543103 $6,658 58,600.00 Sole N/A None
DUKE ENERGY CORPORATION COMM 264399106 $5,358 97,200.00 Sole N/A None
ENSCO INTL INC COMM 26874Q100 $659 36,500.00 Sole N/A None
EASTMAN CHEM CO COMM 277432100 $829 20,800.00 Sole N/A None
EATON CORP COMM 278058102 $1,666 19,300.00 Sole N/A None
EDWARD A G INC COMM 281760108 $659 25,000.00 Sole N/A None
EL PASO ENERGY CORP COMM 283905107 $1,264 31,400.00 Sole N/A None
ENERGY EAST CORP COMM 29266M109 $722 30,400.00 Sole N/A None
ENGELHARD CORP COMM 292845104 $611 33,500.00 Sole N/A None
ENRON CORP COMM 293561106 $7,802 190,000.00 Sole N/A None
ENTERGY CORP NEW COMM 29364G103 $1,901 65,700.00 Sole N/A None
F M C CORP COMM 302491303 $410 8,500.00 Sole N/A None
FPL GROUP INC COMM 302571104 $2,403 47,700.00 Sole N/A None
FEDERAL MOGUL CORP COMM 313549107 $515 18,700.00 Sole N/A None
FINOVA GROUP INC COMM 317928109 $595 16,300.00 Sole N/A None
FIRST AMER CORP TENN COMM 318900107 $1,422 32,700.00 Sole N/A None
FIRST SEC CORP DEL COMM 336294103 $1,236 51,991.00 Sole N/A None
FIRSTAR CORP NEW WIS COMM 33763V109 $6,519 254,405.00 Sole N/A None
FISERV INC COMM 337738108 $1,021 31,430.00 Sole N/A None
FLEET FINL GROUP INC COMM 338915101 $5,552 151,600.00 Sole N/A None
FLORIDA PROGRESS COR COMM 341109106 $1,212 26,200.00 Sole N/A None
FLUOR CORP COMM 343861100 $814 20,222.00 Sole N/A None
FORD MTR CO DEL COMM 345370100 $16,186 322,100.00 Sole N/A None
GPU INC COMM 36225X100 $1,090 33,400.00 Sole N/A None
GARTNER GROUP INC NE COMM 366651107 $272 17,000.00 Sole N/A None
GENERAL DYNAMICS COR COMM 369550108 $3,264 52,278.00 Sole N/A None
GENERAL MTRS CORP COMM 370442105 $10,794 171,500.00 Sole N/A None
GENUINE PARTS CO COMM 372460105 $1,264 47,600.00 Sole N/A None
GEORGIA PAC CORP COMM 373298702 $503 22,000.00 Sole N/A None
GLOBAL MARINE INC COMM 379352404 $761 46,300.00 Sole N/A None
GOODRICH B F CO COMM 382388106 $835 28,802.00 Sole N/A None
GOODYEAR TIRE & RUBR COMM 382550101 $2,002 41,600.00 Sole N/A None
GRAINGER W W INC COMM 384802104 $1,143 23,787.00 Sole N/A None
GREENPOINT FINL CORP COMM 395384100 $773 29,100.00 Sole N/A None
HARTFORD FINL SVCS G COMM 416515104 $2,460 60,180.00 Sole N/A None
HILLENBRAND INDS INC COMM 431573104 $467 17,700.00 Sole N/A None
HILTON HOTELS CORP COMM 432848109 $670 67,800.00 Sole N/A None
HORMEL GEO A & CO COMM 440452100 $801 19,400.00 Sole N/A None
HUBBELL HARVEY INC COMM 443510201 $551 17,300.00 Sole N/A None
INGERSOLL RAND CO COMM 456866102 $2,417 44,000.00 Sole N/A None
JEFFERSON PILOT CORP COMM 475070108 $1,772 28,050.00 Sole N/A None
JOHNSON CTLS INC COMM 478366107 $1,505 22,700.00 Sole N/A None
KEYSPAN CORP COMM 49337W100 $1,061 37,058.00 Sole N/A None
KNIGHT RIDDER NEWSPP COMM 499040103 $1,188 21,595.00 Sole N/A None
LAFARGE CORP COMM 505862102 $579 18,100.00 Sole N/A None
LIMITED INC COMM 532716107 $2,180 57,000.00 Sole N/A None
LITTON INDS INC COMM 538021106 $662 12,100.00 Sole N/A None
LIZ CLAIBORNE COMM 539320101 $505 16,300.00 Sole N/A None
LOCKHEED MARTIN CORP COMM 539830109 $3,439 105,200.00 Sole N/A None
MGM GRAND INC COMM 552953101 $844 16,500.00 Sole N/A None
MANPOWER INC COMM 56418H100 $568 19,489.00 Sole N/A None
MARTIN MARIETTA MATL COMM 573284106 $495 12,400.00 Sole N/A None
MAY DEPT STORES CO COMM 577778103 $3,243 89,000.00 Sole N/A None
MAYTAG CO COMM 578592107 $773 23,212.00 Sole N/A None
MCCORMICK & CO INC COMM 579780206 $626 18,931.00 Sole N/A None
MEAD CORP COMM 582834107 $935 27,200.00 Sole N/A None
MERCANTILE BANKSHARE COMM 587405101 $569 18,400.00 Sole N/A None
MERRILL LYNCH & CO COMM 590188108 $6,630 98,400.00 Sole N/A None
MILLENNIUM CHEMICALS COMM 599903101 $424 20,728.00 Sole N/A None
MOBIL CORP COMM 607059102 $21,006 208,500.00 Sole N/A None
MOLEX INC COMM 608554101 $1,435 39,455.00 Sole N/A None
MORGAN J P & CO INC COMM 616880100 $5,347 46,800.00 Sole N/A None
NCR CORP NEW COMM 62886E108 $824 24,934.00 Sole N/A None
NABORS INDS INC COMM 629568106 $773 30,910.00 Sole N/A None
NATIONAL CITY CORP COMM 635405103 $4,391 164,522.00 Sole N/A None
NAVISTAR INTL CORP N COMM 63934E108 $818 17,600.00 Sole N/A None
NEW CENTURY ENERGIES COMM 64352U103 $1,027 30,700.00 Sole N/A None
NOBLE DRILLING CORP COMM 655042109 $768 35,100.00 Sole N/A None
NORTH FORK BANCORP COMM 659424105 $708 36,300.00 Sole N/A None
NORTHN STS PWR MINN COMM 665772109 $884 41,000.00 Sole N/A None
NORTHROP CORP COMM 666807102 $1,176 18,500.00 Sole N/A None
PG&E CORP COMM 69331C108 $2,644 102,200.00 Sole N/A None
PNC FINANCIAL CORP COMM 693475105 $4,262 80,900.00 Sole N/A None
P P & L RES INC COMM 693499105 $1,086 40,124.00 Sole N/A None
PACCAR INC COMM 693718108 $1,063 20,900.00 Sole N/A None
PACIFICORP COMM 695114108 $1,592 79,100.00 Sole N/A None
PALL CORP COMM 696429307 $765 33,000.00 Sole N/A None
PARKER HANNIFIN CORP COMM 701094104 $1,295 28,900.00 Sole N/A None
PENNEY J C INC COMM 708160106 $2,421 70,168.00 Sole N/A None
PINNACLE WEST CAP CO COMM 723484101 $822 22,600.00 Sole N/A None
POTOMAC ELEC PWR CO COMM 737679100 $801 31,500.00 Sole N/A None
PREMARK INTL INC COMM 740459102 $823 16,300.00 Sole N/A None
PROMUS HOTEL CORP NE COMM 74342P106 $681 20,900.00 Sole N/A None
PROTECTIVE LIFE CORP COMM 743674103 $499 17,200.00 Sole N/A None
PUBLIC SVC ENTERPRIS COMM 744573106 $2,256 58,400.00 Sole N/A None
RAYTHEON CO COMM 755111408 $4,461 89,900.00 Sole N/A None
READERS DIGEST ASSN COMM 755267101 $837 28,600.00 Sole N/A None
REGIONS FINL CORP COMM 758940100 $1,788 59,592.00 Sole N/A None
RELIASTAR FINL CORP COMM 75952U103 $761 22,899.00 Sole N/A None
RITE AID CORP COMM 767754104 $952 68,900.00 Sole N/A None
ROBERT HALF INTL INC COMM 770323103 $551 23,214.00 Sole N/A None
SCI SYS INC COMM 783890106 $815 18,342.00 Sole N/A None
SCIENTIFIC ATLANTA COMM 808655104 $1,011 20,391.00 Sole N/A None
SEAGATE TECHNOLOGY COMM 811804103 $1,735 56,651.00 Sole N/A None
SEARS ROEBUCK & CO COMM 812387108 $3,178 101,300.00 Sole N/A None
SERVICE CORP INTL COMM 817565104 $765 72,400.00 Sole N/A None
SHERWIN WILLIAMS CO COMM 824348106 $942 45,000.00 Sole N/A None
SIGMA ALDRICH CORP COMM 826552101 $851 26,800.00 Sole N/A None
SILICON GRAPHICS INC COMM 827056102 $525 47,958.00 Sole N/A None
SNYDER COMMUNICATION COMM 832914105 $283 18,628.00 Sole N/A None
SONOCO PRODS CO COMM 835495102 $618 27,100.00 Sole N/A None
SOUTHDOWN INC COMM 841297104 $540 10,100.00 Sole N/A None
SOUTHTRUST CORP COMM 844730101 $1,600 44,600.00 Sole N/A None
STERLING SOFTWARE IN COMM 859547101 $448 22,400.00 Sole N/A None
SUMMIT BANCORP COMM 866005101 $1,527 47,068.00 Sole N/A None
SUNGARD DATA SYS INC COMM 867363103 $802 30,475.00 Sole N/A None
SUNOCO INC COMM 86764P109 $660 24,100.00 Sole N/A None
SUPERVALU INC COMM 868536103 $810 36,694.00 Sole N/A None
TRW INC COMM 872649108 $1,607 32,300.00 Sole N/A None
TENNECO INC NEW COMM 88037E101 $736 43,276.00 Sole N/A None
TEXAS UTILS CO COMM 882848104 $2,746 73,600.00 Sole N/A None
THERMO ELECTRON CORP COMM 883556102 $564 42,000.00 Sole N/A None
THOMAS & BETTS CORP COMM 884315102 $775 15,200.00 Sole N/A None
3COM CORP COMM 885535104 $2,615 90,949.00 Sole N/A None
TORCHMARK CORP COMM 891027104 $916 35,400.00 Sole N/A None
TRAVELERS PPTY CAS C COMM 893939108 $493 16,700.00 Sole N/A None
UAL CORP COMM 902549500 $908 13,900.00 Sole N/A None
USX-U S STL COMM 90337T101 $605 23,500.00 Sole N/A None
UNICOM CORP COMM 904911104 $2,139 57,900.00 Sole N/A None
UNION CARBIDE CORP COMM 905581104 $2,017 35,500.00 Sole N/A None
UNITED STATES CELLUL COMM 911684108 $1,514 22,259.00 Sole N/A None
UTILICORP UTD INC COMM 918005109 $520 24,700.00 Sole N/A None
V F CORP COMM 918204108 $980 31,600.00 Sole N/A None
VIAD CORP COMM 92552R109 $730 24,743.00 Sole N/A None
WASHINGTON MUT INC COMM 939322103 $4,508 154,116.00 Sole N/A None
WESTVACO CORP COMM 961548104 $682 26,600.00 Sole N/A None
WEYERHAEUSER CO COMM 962166104 $3,089 53,600.00 Sole N/A None
WHIRLPOOL CORP COMM 963320106 $1,313 20,100.00 Sole N/A None
SANTA FE INTL CORP CF G7805C108 $658 30,500.00 Sole N/A None
TRANSOCEAN OFFSHORE COMM G90076103 $821 26,800.00 Sole N/A None
$403,804 10,123,273.05
FORD LARGE COMPANY VALUE
AFFILIATED COMPUTER COMM 008190100 $576 14,187.00 Sole N/A None
AIR PRODS & CHEMS IN COMM 009158106 $2,007 68,600.00 Sole N/A None
ALCOA INC COMM 013817101 $6,808 109,700.00 Sole N/A None
ALLEGHENY ENERGY INC COMM 017361106 $1,095 34,353.00 Sole N/A None
ALLEGHENY TELEDYNE I COMM 017415100 $960 56,900.00 Sole N/A None
ALLSTATE CORP COMM 020002101 $5,955 238,800.00 Sole N/A None
AMEREN CORP COMM 023608102 $1,550 41,000.00 Sole N/A None
AMERICAN GENERAL CO COMM 026351106 $4,712 74,500.00 Sole N/A None
AMSOUTH BANCORPORATI COMM 032165102 $1,238 52,800.00 Sole N/A None
ASHLAND INC COMM 044204105 $724 21,540.00 Sole N/A None
ASSOCIATED BANC CORP COMM 045487105 $684 18,900.00 Sole N/A None
BANK AMER CORP COMM 060505104 $28,775 516,721.00 Sole N/A None
BANK ONE CORP COMM 06423A103 $12,213 350,825.00 Sole N/A None
BAUSCH & LOMB INC COMM 071707103 $1,134 17,200.00 Sole N/A None
BEAR STEARNS COS INC COMM 073902108 $1,338 34,800.00 Sole N/A None
BEMIS INC COMM 081437105 $528 15,600.00 Sole N/A None
BLOCK H & R INC COMM 093671105 $1,224 28,182.00 Sole N/A None
BOISE CASCADE CORP COMM 097383103 $601 16,504.00 Sole N/A None
BRUNSWICK CORP COMM 117043109 $684 27,485.00 Sole N/A None
BURLINGTON NORTHN SA COMM 12189T104 $3,823 139,000.00 Sole N/A None
CIGNA CORP COMM 125509109 $4,634 59,600.00 Sole N/A None
CSX CORP COMM 126408103 $2,759 65,100.00 Sole N/A None
CENTEX CORP COMM 152312104 $526 17,800.00 Sole N/A None
CHARTER ONE FINL INC COMM 160903100 $1,200 51,885.00 Sole N/A None
CHASE MANHATTAN CORP COMM 16161A108 $18,766 248,968.00 Sole N/A None
CHEVRON CORP COMM 166751107 $17,420 196,285.00 Sole N/A None
CINERGY CORP COMM 172474108 $1,345 47,500.00 Sole N/A None
COLUMBIA ENERGY GROU COMM 197648108 $1,357 24,500.00 Sole N/A None
COMCAST CORP COMM 200300200 $8,628 216,386.00 Sole N/A None
COMERICA INC COMM 200340107 $2,367 46,760.00 Sole N/A None
COMPAQ COMPUTER CORP COMM 204493100 $11,227 490,778.00 Sole N/A None
COMPASS BANCSHARES I COMM 20449H109 $850 34,000.00 Sole N/A None
COMPUTER SCIENCES CO COMM 205363104 $3,251 46,230.00 Sole N/A None
CONECTIV INC COMM 206829103 $548 27,900.00 Sole N/A None
CONSECO INC COMM 208464107 $1,858 97,776.00 Sole N/A None
CONSOLIDATED EDISON COMM 209115104 $2,742 66,076.00 Sole N/A None
CONSOLIDATED PAPERS COMM 209759109 $728 27,100.00 Sole N/A None
CONTINENTAL AIRLS IN COMM 210795308 $708 21,619.00 Sole N/A None
COOPER CAMERON CORP COMM 216640102 $608 16,100.00 Sole N/A None
COOPER INDS INC COMM 216669101 $1,322 28,282.00 Sole N/A None
CRANE CO COMM 224399105 $453 20,200.00 Sole N/A None
DPL INC COMM 233293109 $835 47,368.00 Sole N/A None
DQE INC COMM 23329J104 $886 22,643.00 Sole N/A None
DTE ENERGY CO COMM 233331107 $1,577 43,348.00 Sole N/A None
DANA CORP COMM 235811106 $1,841 49,590.00 Sole N/A None
DARDEN RESTAURANTS I COMM 237194105 $773 39,500.00 Sole N/A None
DEERE & CO COMM 244199105 $2,704 69,900.00 Sole N/A None
DELHAIZE AMER INC COMM 246688105 $1,001 47,233.00 Sole N/A None
DELPHI AUTOMOTIVE SY COMM 247126105 $2,714 168,985.00 Sole N/A None
DELTA AIR LINES DEL COMM 247361108 $1,966 40,536.00 Sole N/A None
DE LUXE CHECK PRINTE COMM 248019101 $772 22,700.00 Sole N/A None
DIAMOND OFFSHORE DRI COMM 25271C102 $1,355 40,600.00 Sole N/A None
DOMINION RES INC VA COMM 257470104 $2,590 57,400.00 Sole N/A None
DONNELLEY R R & SONS COMM 257867101 $1,103 38,200.00 Sole N/A None
DOVER CORP COMM 260003108 $2,458 60,128.00 Sole N/A None
DOW CHEM CO COMM 260543103 $7,480 65,831.00 Sole N/A None
DUKE ENERGY CORPORATION COMM 264399106 $6,015 109,113.00 Sole N/A None
ENSCO INTL INC COMM 26874Q100 $741 41,000.00 Sole N/A None
EASTMAN CHEM CO COMM 277432100 $933 23,395.00 Sole N/A None
EATON CORP COMM 278058102 $1,864 21,600.00 Sole N/A None
EDWARD A G INC COMM 281760108 $739 28,002.00 Sole N/A None
EL PASO ENERGY CORP COMM 283905107 $1,417 35,200.00 Sole N/A None
ENERGY EAST CORP COMM 29266M109 $812 34,200.00 Sole N/A None
ENGELHARD CORP COMM 292845104 $686 37,600.00 Sole N/A None
ENRON CORP COMM 293561106 $8,767 213,500.00 Sole N/A None
ENTERGY CORP NEW COMM 29364G103 $2,136 73,800.00 Sole N/A None
F M C CORP COMM 302491303 $458 9,500.00 Sole N/A None
FPL GROUP INC COMM 302571104 $2,703 53,655.00 Sole N/A None
FEDERAL MOGUL CORP COMM 313549107 $582 21,100.00 Sole N/A None
FINOVA GROUP INC COMM 317928109 $668 18,300.00 Sole N/A None
FIRST AMER CORP TENN COMM 318900107 $1,596 36,700.00 Sole N/A None
FIRST SEC CORP DEL COMM 336294103 $1,387 58,337.00 Sole N/A None
FIRSTAR CORP NEW WIS COMM 33763V109 $7,374 287,748.00 Sole N/A None
FISERV INC COMM 337738108 $1,157 35,614.00 Sole N/A None
FLEET FINL GROUP INC COMM 338915101 $6,240 170,380.00 Sole N/A None
FLORIDA PROGRESS COR COMM 341109106 $1,360 29,400.00 Sole N/A None
FLUOR CORP COMM 343861100 $914 22,700.00 Sole N/A None
GPU INC COMM 36225X100 $1,223 37,500.00 Sole N/A None
GARTNER GROUP INC NE COMM 366651107 $306 19,100.00 Sole N/A None
GENERAL DYNAMICS COR COMM 369550108 $3,676 58,875.00 Sole N/A None
GENERAL MTRS CORP COMM 370442105 $12,131 192,739.00 Sole N/A None
GENUINE PARTS CO COMM 372460105 $1,421 53,500.00 Sole N/A None
GEORGIA PAC CORP COMM 373298702 $567 24,800.00 Sole N/A None
GLOBAL MARINE INC COMM 379352404 $856 52,100.00 Sole N/A None
GOODRICH B F CO COMM 382388106 $941 32,444.00 Sole N/A None
GOODYEAR TIRE & RUBR COMM 382550101 $2,247 46,700.00 Sole N/A None
GRAINGER W W INC COMM 384802104 $1,294 26,927.00 Sole N/A None
GREENPOINT FINL CORP COMM 395384100 $869 32,714.00 Sole N/A None
HARTFORD FINL SVCS G COMM 416515104 $2,763 67,600.00 Sole N/A None
HILLENBRAND INDS INC COMM 431573104 $522 19,800.00 Sole N/A None
HILTON HOTELS CORP COMM 432848109 $752 76,200.00 Sole N/A None
HORMEL GEO A & CO COMM 440452100 $902 21,822.00 Sole N/A None
HUBBELL HARVEY INC COMM 443510201 $618 19,400.00 Sole N/A None
INGERSOLL RAND CO COMM 456866102 $2,711 49,350.00 Sole N/A None
JEFFERSON PILOT CORP COMM 475070108 $1,996 31,592.00 Sole N/A None
JOHNSON CTLS INC COMM 478366107 $1,697 25,593.00 Sole N/A None
KEYSPAN CORP COMM 49337W100 $1,193 41,672.00 Sole N/A None
KNIGHT RIDDER NEWSPP COMM 499040103 $1,330 24,189.00 Sole N/A None
LAFARGE CORP COMM 505862102 $653 20,400.00 Sole N/A None
LIMITED INC COMM 532716107 $2,448 64,000.00 Sole N/A None
LITTON INDS INC COMM 538021106 $745 13,600.00 Sole N/A None
LIZ CLAIBORNE COMM 539320101 $570 18,400.00 Sole N/A None
LOCKHEED MARTIN CORP COMM 539830109 $3,864 118,200.00 Sole N/A None
MGM GRAND INC COMM 552953101 $951 18,600.00 Sole N/A None
MANPOWER INC COMM 56418H100 $644 22,101.00 Sole N/A None
MARTIN MARIETTA MATL COMM 573284106 $559 14,000.00 Sole N/A None
MAY DEPT STORES CO COMM 577778103 $3,640 99,900.00 Sole N/A None
MAYTAG CO COMM 578592107 $869 26,100.00 Sole N/A None
MCCORMICK & CO INC COMM 579780206 $704 21,300.00 Sole N/A None
MEAD CORP COMM 582834107 $1,052 30,600.00 Sole N/A None
MERCANTILE BANKSHARE COMM 587405101 $640 20,700.00 Sole N/A None
MERRILL LYNCH & CO COMM 590188108 $7,452 110,600.00 Sole N/A None
MILLENNIUM CHEMICALS COMM 599903101 $474 23,200.00 Sole N/A None
MOBIL CORP COMM 607059102 $23,606 234,298.00 Sole N/A None
MOLEX INC COMM 608554101 $1,629 44,782.00 Sole N/A None
MORGAN J P & CO INC COMM 616880100 $5,998 52,500.00 Sole N/A None
NCR CORP NEW COMM 62886E108 $938 28,375.00 Sole N/A None
NABORS INDS INC COMM 629568106 $870 34,805.00 Sole N/A None
NATIONAL CITY CORP COMM 635405103 $4,934 184,894.00 Sole N/A None
NAVISTAR INTL CORP N COMM 63934E108 $921 19,800.00 Sole N/A None
NEW CENTURY ENERGIES COMM 64352U103 $1,154 34,500.00 Sole N/A None
NOBLE DRILLING CORP COMM 655042109 $862 39,400.00 Sole N/A None
NORTH FORK BANCORP COMM 659424105 $794 40,700.00 Sole N/A None
NORTHN STS PWR MINN COMM 665772109 $994 46,100.00 Sole N/A None
NORTHROP CORP COMM 666807102 $1,322 20,800.00 Sole N/A None
PG&E CORP COMM 69331C108 $2,971 114,810.00 Sole N/A None
PNC FINANCIAL CORP COMM 693475105 $4,789 90,900.00 Sole N/A None
P P & L RES INC COMM 693499105 $1,230 45,458.00 Sole N/A None
PACCAR INC COMM 693718108 $1,190 23,400.00 Sole N/A None
PACIFICORP COMM 695114108 $1,789 88,900.00 Sole N/A None
PALL CORP COMM 696429307 $860 37,100.00 Sole N/A None
PARKER HANNIFIN CORP COMM 701094104 $1,456 32,494.00 Sole N/A None
PENNEY J C INC COMM 708160106 $2,719 78,800.00 Sole N/A None
PINNACLE WEST CAP CO COMM 723484101 $924 25,400.00 Sole N/A None
POTOMAC ELEC PWR CO COMM 737679100 $900 35,400.00 Sole N/A None
PREMARK INTL INC COMM 740459102 $924 18,300.00 Sole N/A None
PROMUS HOTEL CORP NE COMM 74342P106 $765 23,500.00 Sole N/A None
PROTECTIVE LIFE CORP COMM 743674103 $560 19,300.00 Sole N/A None
PUBLIC SVC ENTERPRIS COMM 744573106 $2,532 65,550.00 Sole N/A None
RAYTHEON CO COMM 755111408 $5,012 101,000.00 Sole N/A None
READERS DIGEST ASSN COMM 755267101 $939 32,100.00 Sole N/A None
REGIONS FINL CORP COMM 758940100 $2,010 66,987.00 Sole N/A None
RELIASTAR FINL CORP COMM 75952U103 $856 25,748.00 Sole N/A None
RITE AID CORP COMM 767754104 $1,069 77,400.00 Sole N/A None
ROBERT HALF INTL INC COMM 770323103 $626 26,348.00 Sole N/A None
SCI SYS INC COMM 783890106 $926 20,847.00 Sole N/A None
SCIENTIFIC ATLANTA COMM 808655104 $1,134 22,886.00 Sole N/A None
SEAGATE TECHNOLOGY COMM 811804103 $1,969 64,278.00 Sole N/A None
SEARS ROEBUCK & CO COMM 812387108 $3,570 113,800.00 Sole N/A None
SERVICE CORP INTL COMM 817565104 $859 81,300.00 Sole N/A None
SHERWIN WILLIAMS CO COMM 824348106 $1,059 50,600.00 Sole N/A None
SIGMA ALDRICH CORP COMM 826552101 $959 30,200.00 Sole N/A None
SILICON GRAPHICS INC COMM 827056102 $595 54,434.00 Sole N/A None
SNYDER COMMUNICATION COMM 832914105 $321 21,136.00 Sole N/A None
SONOCO PRODS CO COMM 835495102 $696 30,500.00 Sole N/A None
SOUTHDOWN INC COMM 841297104 $605 11,300.00 Sole N/A None
SOUTHTRUST CORP COMM 844730101 $1,795 50,039.00 Sole N/A None
STERLING SOFTWARE IN COMM 859547101 $504 25,200.00 Sole N/A None
SUMMIT BANCORP COMM 866005101 $1,718 52,953.00 Sole N/A None
SUNGARD DATA SYS INC COMM 867363103 $909 34,552.00 Sole N/A None
SUNOCO INC COMM 86764P109 $742 27,100.00 Sole N/A None
SUPERVALU INC COMM 868536103 $911 41,304.00 Sole N/A None
TRW INC COMM 872649108 $1,806 36,300.00 Sole N/A None
TENNECO INC NEW COMM 88037E101 $835 49,126.00 Sole N/A None
TEXAS UTILS CO COMM 882848104 $3,086 82,700.00 Sole N/A None
THERMO ELECTRON CORP COMM 883556102 $634 47,200.00 Sole N/A None
THOMAS & BETTS CORP COMM 884315102 $867 16,993.00 Sole N/A None
3COM CORP COMM 885535104 $2,969 103,271.00 Sole N/A None
TORCHMARK CORP COMM 891027104 $1,030 39,800.00 Sole N/A None
TRAVELERS PPTY CAS C COMM 893939108 $555 18,800.00 Sole N/A None
UAL CORP COMM 902549500 $1,019 15,600.00 Sole N/A None
UST INC COMM 902911106 $1,573 52,100.00 Sole N/A None
USX-U S STL COMM 90337T101 $680 26,400.00 Sole N/A None
UNICOM CORP COMM 904911104 $2,401 65,000.00 Sole N/A None
UNION CARBIDE CORP COMM 905581104 $2,267 39,900.00 Sole N/A None
UNITED STATES CELLUL COMM 911684108 $1,719 25,286.00 Sole N/A None
UTILICORP UTD INC COMM 918005109 $586 27,800.00 Sole N/A None
V F CORP COMM 918204108 $1,101 35,500.00 Sole N/A None
VIAD CORP COMM 92552R109 $829 28,085.00 Sole N/A None
WASHINGTON MUT INC COMM 939322103 $5,066 173,180.00 Sole N/A None
WESTVACO CORP COMM 961548104 $767 29,929.00 Sole N/A None
WEYERHAEUSER CO COMM 962166104 $3,469 60,200.00 Sole N/A None
WHIRLPOOL CORP COMM 963320106 $1,476 22,600.00 Sole N/A None
SANTA FE INTL CORP CF G7805C108 $740 34,300.00 Sole N/A None
TRANSOCEAN OFFSHORE COMM G90076103 $922 30,100.00 Sole N/A None
$437,619 11,082,014.00
FORD SMALL COMPANY VALUE
AAR CORP COMM 000361105 $480 26,650.00 Sole N/A None
ABM INDS INC COMM 000957100 $544 21,456.00 Sole N/A None
AK STL HLDG CORP COMM 001547108 $1,055 57,800.00 Sole N/A None
ALASKA AIRGROUP COMM 011659109 $1,042 25,600.00 Sole N/A None
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BOB EVANS FARMS INC COMM 096761101 $784 38,500.00 Sole N/A None
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CARLISLE CORP COMM 142339100 $1,157 29,300.00 Sole N/A None
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CATO CORP NEW COMM 149205106 $362 25,700.00 Sole N/A None
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CENTURY BUSINESS SVC COMM 156490104 $866 74,500.00 Sole N/A None
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CHEMED CORP COMM 163596109 $308 10,180.00 Sole N/A None
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FIRST AMERN FINL COR COMM 318522307 $845 63,200.00 Sole N/A None
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KELLWOOD CO COMM 488044108 $592 26,900.00 Sole N/A None
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LANCE INC COMM 514606102 $379 29,000.00 Sole N/A None
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LILLY INDL COATINGS COMM 532491107 $307 22,500.00 Sole N/A None
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MARK IV INDS INC COMM 570387100 $940 47,600.00 Sole N/A None
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MISSISSIPPI CHEM COR COMM 605288208 $177 25,300.00 Sole N/A None
MODIS PROFESSIONAL S COMM 607830106 $1,232 93,000.00 Sole N/A None
MONDAVI ROBERT CORP COMM 609200100 $297 7,900.00 Sole N/A None
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MOTIVEPOWER INDS INC COMM 61980K101 $288 26,200.00 Sole N/A None
NAUTICA ENTERPRISES COMM 639089101 $540 33,500.00 Sole N/A None
NEW JERSEY RES COMM 646025106 $693 17,318.00 Sole N/A None
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OHIO CAS CORP COMM 677240103 $1,000 59,278.00 Sole N/A None
OLSTEN CORP COMM 681385100 $822 78,800.00 Sole N/A None
ONE VY BANCORP WV IN COMM 682419106 $1,120 32,468.00 Sole N/A None
ONEOK INC NEW COMM 682680103 $931 30,722.00 Sole N/A None
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PARK ELECTROCHEMICAL COMM 700416209 $332 10,100.00 Sole N/A None
PENTAIR INDS INC COMM 709631105 $1,661 41,400.00 Sole N/A None
PEOPLES ENERGY CORP COMM 711030106 $1,210 34,400.00 Sole N/A None
PIONEER STD ELECTRS COMM 723877106 $378 26,200.00 Sole N/A None
POOL ENERGY SVCS CO COMM 732788104 $507 20,600.00 Sole N/A None
PRIME HOSPITALITY CO COMM 741917108 $401 50,100.00 Sole N/A None
PROVIDENT BANKSHARES COMM 743859100 $527 24,778.00 Sole N/A None
PUBLIC SVC CO N MEX COMM 744499104 $721 39,500.00 Sole N/A None
PULTE CORP COMM 745867101 $914 42,000.00 Sole N/A None
R S G ENERGY GROUP I COMM 74956K104 $875 35,700.00 Sole N/A None
REGAL BELOIT CORP COMM 758750103 $421 20,300.00 Sole N/A None
REPUBLIC BANCORP INC COMM 760282103 $459 39,700.00 Sole N/A None
RIVIANA FOODS INC COMM 769536103 $275 14,300.00 Sole N/A None
ROADWAY EXPRESS INC COMM 769742107 $380 18,800.00 Sole N/A None
ROLLINS TRUCK LEASIN COMM 775741101 $563 55,600.00 Sole N/A None
ROMAC INTL INC COMM 775835101 $373 45,100.00 Sole N/A None
RUSS BERRIE & CO COMM 782233100 $423 20,200.00 Sole N/A None
RYLAND GROUP INC COMM 783764103 $330 14,500.00 Sole N/A None
SCHULMAN A INC COMM 808194104 $523 30,200.00 Sole N/A None
SCHWEITZER-MAUDUIT I COMM 808541106 $198 15,300.00 Sole N/A None
SEACOR SMIT INC COMM 811904101 $600 11,700.00 Sole N/A None
SEITEL INC COMM 816074306 $229 23,500.00 Sole N/A None
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SIGCORP INC COMM 826912107 $585 22,945.00 Sole N/A None
SMITH A O CORP 'B' COMM 831865209 $681 22,512.00 Sole N/A None
SOUTHWEST GAS CORP COMM 844895102 $803 29,800.00 Sole N/A None
SPRINGS INDS INC COMM 851783100 $589 17,344.00 Sole N/A None
STAFFMARK INC COMM 852389105 $225 28,400.00 Sole N/A None
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STANDARD REGISTER CO COMM 853887107 $643 27,352.00 Sole N/A None
STANDEX INTL CORP COMM 854231107 $338 12,500.00 Sole N/A None
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STRIDE RITE CORP COMM 863314100 $315 45,000.00 Sole N/A None
STURM RUGER & CO INC COMM 864159108 $235 26,100.00 Sole N/A None
SUPERIOR INDS INTL COMM 868168105 $728 26,000.00 Sole N/A None
TALBOTS INC COMM 874161102 $1,354 30,300.00 Sole N/A None
TECH DATA CORP COMM 878237106 $1,157 49,700.00 Sole N/A None
TECUMSEH PRODS CO COMM 878895200 $982 19,600.00 Sole N/A None
TEXAS INDS INC COMM 882491103 $755 20,400.00 Sole N/A None
TIDEWATER INC. COMM 886423102 $1,377 54,000.00 Sole N/A None
TIMKEN CO COMM 887389104 $969 60,100.00 Sole N/A None
TOLL BROTHERS INC COMM 889478103 $677 35,500.00 Sole N/A None
TOWER AUTOMOTIVE INC COMM 891707101 $898 45,300.00 Sole N/A None
TRENWICK GROUP INC COMM 895290104 $171 10,299.00 Sole N/A None
TRINITY INDS INC COMM 896522109 $1,201 38,900.00 Sole N/A None
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UST CORP COMM 902900109 $1,276 41,500.00 Sole N/A None
USEC INC COMM 90333E108 $994 97,000.00 Sole N/A None
UNITED BANKSHS INC W COMM 909907107 $1,021 41,980.00 Sole N/A None
UNITED DOMINION INDS COMM 909914103 $907 38,200.00 Sole N/A None
UNITED ILLUM CO COMM 910637107 $673 13,914.00 Sole N/A None
UNIVERSAL CORP COMM 913456109 $828 31,700.00 Sole N/A None
UNIVERSAL FOODS CORP COMM 913538104 $1,119 48,800.00 Sole N/A None
USFREIGHTWAYS CORP COMM 916906100 $1,218 25,700.00 Sole N/A None
VARCO INTL INC COMM 922126107 $769 63,100.00 Sole N/A None
VARIAN MED SYS INC COMM 92220P105 $648 29,600.00 Sole N/A None
WD 40 CO COMM 929236107 $353 15,100.00 Sole N/A None
WPS RESOURCES CORP COMM 92931B106 $729 25,992.00 Sole N/A None
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WASHINGTON FED INC COMM 938824109 $1,230 53,050.00 Sole N/A None
WATTS INDS INC COMM 942749102 $557 25,600.00 Sole N/A None
WAUSAU-MOSINEE PAPER COMM 943315101 $615 50,700.00 Sole N/A None
WELLMAN INC COMM 949702104 $551 30,500.00 Sole N/A None
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WHITNEY HLDG CORP COMM 966612103 $763 22,188.00 Sole N/A None
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WORTHINGTON INDS INC COMM 981811102 $1,515 89,100.00 Sole N/A None
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ZALE CORP NEW COMM 988858106 $1,352 35,300.00 Sole N/A None
ZENITH NATL INS CORP COMM 989390109 $357 16,720.00 Sole N/A None
$129,568 6,278,000.28
LARGE GROWTH GROUP TRUST
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AFLAC INC COMM 001055102 $197 4,699.00 Sole N/A Sole
AXA FINL INC COMM 002451102 $223 3,999.00 Sole N/A Sole
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BIOGEN N V COMM 090597105 $211 2,675.00 Sole N/A Sole
BRISTOL MYERS SQUIBB COMM 110122108 $2,387 35,364.00 Sole N/A Sole
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E M C CORP MASS COMM 268648102 $1,289 18,065.00 Sole N/A Sole
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LEXMARK INTL GROUP I COMM 529771107 $185 2,300.00 Sole N/A Sole
LIMITED INC COMM 532716107 $145 3,798.00 Sole N/A Sole
LINEAR TECHNOLOGY CO COMM 535678106 $158 2,696.00 Sole N/A Sole
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MGIC INVT CORP WIS COMM 552848103 $91 1,899.00 Sole N/A Sole
MGM GRAND INC COMM 552953101 $56 1,100.00 Sole N/A Sole
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MASCO CORP COMM 574599106 $241 7,781.00 Sole N/A Sole
MAXIM INTEGRATED PRO COMM 57772K101 $151 2,400.00 Sole N/A Sole
MAYTAG CO COMM 578592107 $49 1,476.00 Sole N/A Sole
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MEDTRONIC INC COMM 585055106 $740 20,816.00 Sole N/A Sole
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MICROCHIP TECHNOLOGY COMM 595017104 $46 900.00 Sole N/A Sole
MILLENNIUM CHEMICALS COMM 599903101 $26 1,288.00 Sole N/A Sole
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SIMON PPTY GROUP INC REIT 828806109 $800 35,650.00 Sole N/A Sole
SMITH CHARLES E RESD REIT 832197107 $140 4,100.00 Sole N/A Sole
SOVRAN SELF STORAGE REIT 84610H108 $59 2,600.00 Sole N/A Sole
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STARWOOD HOTELS&RESO REIT 85590A203 $833 37,350.00 Sole N/A Sole
STORAGE USA INC REIT 861907103 $161 5,850.00 Sole N/A Sole
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$24,254 1,230,523.00
RAYTHEON LARGE CAP PLUS
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BAXTER INTL INC COMM 071813109 $42 700.00 Sole N/A None
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CSX CORP COMM 126408103 $51 1,200.00 Sole N/A None
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CISCO SYS INC COMM 17275R102 $1,502 21,900.00 Sole N/A None
CITIGROUP INC COMM 172967101 $1,021 23,200.00 Sole N/A None
CLEAR CHANNEL COMMUN COMM 184502102 $240 3,000.00 Sole N/A None
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COMPAQ COMPUTER CORP COMM 204493100 $490 21,403.00 Sole N/A None
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COMPUTER SCIENCES CO COMM 205363104 $183 2,600.00 Sole N/A None
COMPUWARE CORP COMM 205638109 $237 9,100.00 Sole N/A None
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CONSTELLATION ENERGY COMM 210371100 $520 18,500.00 Sole N/A None
COOPER INDS INC COMM 216669101 $23 500.00 Sole N/A None
CORNING INC COMM 219350105 $398 5,800.00 Sole N/A None
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CRANE CO COMM 224399105 $1,014 45,200.00 Sole N/A None
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CUMMINS ENGINE INC COMM 231021106 $115 2,300.00 Sole N/A None
DTE ENERGY CO COMM 233331107 $371 10,200.00 Sole N/A None
DANA CORP COMM 235811106 $100 2,700.00 Sole N/A None
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DEERE & CO COMM 244199105 $193 5,000.00 Sole N/A None
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DU PONT E I DE NEMOU COMM 263534109 $502 8,300.00 Sole N/A None
E M C CORP MASS COMM 268648102 $971 13,600.00 Sole N/A None
EASTMAN KODAK CO COMM 277461109 $23 300.00 Sole N/A None
EATON CORP COMM 278058102 $35 400.00 Sole N/A None
ECOLAB INC COMM 278865100 $20 600.00 Sole N/A None
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EMERSON ELEC CO COMM 291011104 $265 4,200.00 Sole N/A None
ENGELHARD CORP COMM 292845104 $38 2,100.00 Sole N/A None
ENRON CORP COMM 293561106 $628 15,300.00 Sole N/A None
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EXXON CORP COMM 302290101 $1,824 24,000.00 Sole N/A None
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FIRST DATA CORP COMM 319963104 $75 1,700.00 Sole N/A None
FIRST UN CORP COMM 337358105 $492 13,800.00 Sole N/A None
FIRSTAR CORP NEW WIS COMM 33763V109 $169 6,600.00 Sole N/A None
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FORD MTR CO DEL COMM 345370100 $1,709 34,000.00 Sole N/A None
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GPU INC COMM 36225X100 $78 2,400.00 Sole N/A None
GTE CORP COMM 362320103 $1,030 13,400.00 Sole N/A None
GANNETT INC COMM 364730101 $14 200.00 Sole N/A None
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GOODRICH B F CO COMM 382388106 $73 2,500.00 Sole N/A None
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HEINZ H J CO COMM 423074103 $56 1,300.00 Sole N/A None
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HOME DEPOT INC COMM 437076102 $913 13,300.00 Sole N/A None
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IKON OFFICE SOLUTION COMM 451713101 $43 4,000.00 Sole N/A None
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INTEL CORP COMM 458140100 $2,475 33,300.00 Sole N/A None
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INTERNATIONAL FLAV&F COMM 459506101 $331 9,600.00 Sole N/A None
INTERNATIONAL PAPER COMM 460146103 $163 3,400.00 Sole N/A None
INTERPUBLIC GROUP CO COMM 460690100 $189 4,600.00 Sole N/A None
JEFFERSON PILOT CORP COMM 475070108 $44 700.00 Sole N/A None
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JOHNSON CTLS INC COMM 478366107 $7 100.00 Sole N/A None
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K MART COMM 482584109 $7 600.00 Sole N/A None
KELLOGG CO COMM 487836108 $142 3,800.00 Sole N/A None
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KEYCORP COMM 493267108 $227 8,800.00 Sole N/A None
LSI LOGIC CORP COMM 502161102 $255 4,900.00 Sole N/A None
LILLY ELI & CO COMM 532457108 $295 4,600.00 Sole N/A None
LIMITED INC COMM 532716107 $402 10,500.00 Sole N/A None
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LOWES COS INC COMM 548661107 $171 3,500.00 Sole N/A None
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MCGRAW HILL INC COMM 580645109 $77 1,600.00 Sole N/A None
MELLON BK CORP COMM 585509102 $34 1,000.00 Sole N/A None
MERCK & CO INC COMM 589331107 $1,543 23,800.00 Sole N/A None
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MONSANTO CO COMM 611662107 $400 11,200.00 Sole N/A None
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NATIONAL CITY CORP COMM 635405103 $69 2,600.00 Sole N/A None
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NETWORK APPLIANCE IN COMM 64120L104 $50 700.00 Sole N/A None
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OMNICOM GROUP COMM 681919106 $55 700.00 Sole N/A None
ORACLE SYSTEMS CORP COMM 68389X105 $637 14,000.00 Sole N/A None
PECO ENERGY CO COMM 693304107 $75 2,000.00 Sole N/A None
PG&E CORP COMM 69331C108 $47 1,800.00 Sole N/A None
PE CORP COMM 69332S102 $246 3,400.00 Sole N/A None
PPG INDS INC COMM 693506107 $342 5,700.00 Sole N/A None
PACIFICORP COMM 695114108 $2 100.00 Sole N/A None
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PFIZER INC COMM 717081103 $1,274 35,500.00 Sole N/A None
PHILIP MORRIS COS IN COMM 718154107 $564 16,500.00 Sole N/A None
PHILLIPS PETE CO COMM 718507106 $107 2,200.00 Sole N/A None
PITNEY BOWES INC COMM 724479100 $183 3,000.00 Sole N/A None
PROCTER & GAMBLE CO COMM 742718109 $1,200 12,800.00 Sole N/A None
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PUBLIC SVC ENTERPRIS COMM 744573106 $421 10,900.00 Sole N/A None
QUALCOMM INC COMM 747525103 $454 2,400.00 Sole N/A None
RAYTHEON CO COMM 755111408 $10 200.00 Sole N/A None
RELIANT ENERGY INC COMM 75952J108 $5 200.00 Sole N/A None
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ROHM & HAAS CO COMM 775371107 $132 3,663.00 Sole N/A None
SBC COMMUNICATIONS I COMM 78387G103 $1,491 29,200.00 Sole N/A None
SAFECO CORP COMM 786429100 $358 12,800.00 Sole N/A None
ST PAUL COS INC COMM 792860108 $244 8,884.00 Sole N/A None
SARA LEE CORP COMM 803111103 $86 3,700.00 Sole N/A None
SCHERING PLOUGH CORP COMM 806605101 $624 14,300.00 Sole N/A None
SCHLUMBERGER LTD COMM 806857108 $661 10,600.00 Sole N/A None
SCHWAB CHARLES CP NE COMM 808513105 $43 1,300.00 Sole N/A None
SEAGATE TECHNOLOGY COMM 811804103 $401 13,100.00 Sole N/A None
SERVICE CORP INTL COMM 817565104 $59 5,600.00 Sole N/A None
SHERWIN WILLIAMS CO COMM 824348106 $6 300.00 Sole N/A None
SIGMA ALDRICH CORP COMM 826552101 $749 23,600.00 Sole N/A None
SILICON GRAPHICS INC COMM 827056102 $63 5,800.00 Sole N/A None
SNAP ON TOOLS CORP COMM 833034101 $322 9,900.00 Sole N/A None
SOLECTRON CORP COMM 834182107 $223 3,100.00 Sole N/A None
SONAT INC COMM 835415100 $226 5,700.00 Sole N/A None
SOUTHERN CO COMM 842587107 $57 2,200.00 Sole N/A None
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RAYTHEON SMALL CAP PLUS FUND
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Sara Lee Real Estate Fund
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TACTICAL ASSET ALLOCATION
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WILSHIRE SMALL GROWTH TARGET
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WILSHIRE SMALL VALUE TARGET
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KENNAMETAL INC COMM 489170100 $212 8,200.00 Sole N/A Sole
KIMBALL INTL INC COMM 494274103 $212 11,000.00 Sole N/A Sole
LA Z BOY INC COMM 505336107 $271 14,200.00 Sole N/A Sole
LACLEDE GAS CO COMM 505588103 $116 5,100.00 Sole N/A Sole
LANCE INC COMM 514606102 $106 8,100.00 Sole N/A Sole
LANDAMERICA FINL GRO COMM 514936103 $69 3,500.00 Sole N/A Sole
LILLY INDL COATINGS COMM 532491107 $86 6,300.00 Sole N/A Sole
LONGS DRUG STORES IN COMM 543162101 $320 10,700.00 Sole N/A Sole
MADISON GAS & ELEC COMM 557497104 $87 4,400.00 Sole N/A Sole
MARK IV INDS INC COMM 570387100 $265 13,400.00 Sole N/A Sole
MASCOTECH INC COMM 574670105 $203 12,200.00 Sole N/A Sole
MCDERMOTT INTL COMM 580037109 $298 14,700.00 Sole N/A Sole
MICRO WHSE INC COMM 59501B105 $106 8,800.00 Sole N/A Sole
MILACRON INC COMM 598709103 $179 10,100.00 Sole N/A Sole
MINNESOTA PWR INC COMM 604110106 $349 19,900.00 Sole N/A Sole
MISSISSIPPI CHEM COR COMM 605288208 $50 7,100.00 Sole N/A Sole
MODIS PROFESSIONAL S COMM 607830106 $346 26,100.00 Sole N/A Sole
MONDAVI ROBERT CORP COMM 609200100 $75 2,000.00 Sole N/A Sole
MORRISON KNUDSEN COR COMM 61844A109 $147 14,300.00 Sole N/A Sole
MOTIVEPOWER INDS INC COMM 61980K101 $73 6,600.00 Sole N/A Sole
NAUTICA ENTERPRISES COMM 639089101 $152 9,400.00 Sole N/A Sole
NEW JERSEY RES COMM 646025106 $196 4,900.00 Sole N/A Sole
NORTHWEST NAT GAS CO COMM 667655104 $176 6,800.00 Sole N/A Sole
OHIO CAS CORP COMM 677240103 $280 16,600.00 Sole N/A Sole
OLSTEN CORP COMM 681385100 $210 20,100.00 Sole N/A Sole
ONE VY BANCORP WV IN COMM 682419106 $316 9,156.00 Sole N/A Sole
ONEOK INC NEW COMM 682680103 $261 8,600.00 Sole N/A Sole
OREGON STL MLS INC COMM 686079104 $72 6,400.00 Sole N/A Sole
PARK ELECTROCHEMICAL COMM 700416209 $82 2,500.00 Sole N/A Sole
PENTAIR INDS INC COMM 709631105 $469 11,700.00 Sole N/A Sole
PEOPLES ENERGY CORP COMM 711030106 $341 9,700.00 Sole N/A Sole
PIONEER STD ELECTRS COMM 723877106 $95 6,600.00 Sole N/A Sole
POOL ENERGY SVCS CO COMM 732788104 $131 5,300.00 Sole N/A Sole
PRIME HOSPITALITY CO COMM 741917108 $112 14,000.00 Sole N/A Sole
PROVIDENT BANKSHARES COMM 743859100 $149 6,997.00 Sole N/A Sole
PUBLIC SVC CO N MEX COMM 744499104 $203 11,100.00 Sole N/A Sole
PULTE CORP COMM 745867101 $257 11,800.00 Sole N/A Sole
R S G ENERGY GROUP I COMM 74956K104 $245 10,000.00 Sole N/A Sole
REGAL BELOIT CORP COMM 758750103 $118 5,700.00 Sole N/A Sole
REPUBLIC BANCORP INC COMM 760282103 $128 11,100.00 Sole N/A Sole
RIVIANA FOODS INC COMM 769536103 $77 4,000.00 Sole N/A Sole
ROADWAY EXPRESS INC COMM 769742107 $107 5,300.00 Sole N/A Sole
ROLLINS TRUCK LEASIN COMM 775741101 $157 15,550.00 Sole N/A Sole
ROMAC INTL INC COMM 775835101 $95 11,500.00 Sole N/A Sole
RUSS BERRIE & CO COMM 782233100 $119 5,700.00 Sole N/A Sole
RYLAND GROUP INC COMM 783764103 $93 4,100.00 Sole N/A Sole
SCHULMAN A INC COMM 808194104 $147 8,500.00 Sole N/A Sole
SCHWEITZER-MAUDUIT I COMM 808541106 $56 4,300.00 Sole N/A Sole
SEACOR SMIT INC COMM 811904101 $154 3,000.00 Sole N/A Sole
SEITEL INC COMM 816074306 $59 6,000.00 Sole N/A Sole
SENSORMATIC ELECTRS COMM 817265101 $222 17,500.00 Sole N/A Sole
SHOPKO STORES INC COMM 824911101 $232 8,000.00 Sole N/A Sole
SIGCORP INC COMM 826912107 $163 6,400.00 Sole N/A Sole
SMITH A O CORP 'B' COMM 831865209 $191 6,300.00 Sole N/A Sole
SOUTHWEST GAS CORP COMM 844895102 $226 8,400.00 Sole N/A Sole
SPRINGS INDS INC COMM 851783100 $166 4,900.00 Sole N/A Sole
STAFFMARK INC COMM 852389105 $57 7,200.00 Sole N/A Sole
STANDARD PAC CORP NE COMM 85375C101 $82 8,000.00 Sole N/A Sole
STANDARD REGISTER CO COMM 853887107 $181 7,700.00 Sole N/A Sole
STANDEX INTL CORP COMM 854231107 $95 3,500.00 Sole N/A Sole
STEWART ENTERPRISES COMM 860370105 $168 27,700.00 Sole N/A Sole
STRIDE RITE CORP COMM 863314100 $88 12,600.00 Sole N/A Sole
STURM RUGER & CO INC COMM 864159108 $66 7,300.00 Sole N/A Sole
SUPERIOR INDS INTL COMM 868168105 $204 7,300.00 Sole N/A Sole
TALBOTS INC COMM 874161102 $380 8,500.00 Sole N/A Sole
TECH DATA CORP COMM 878237106 $296 12,700.00 Sole N/A Sole
TECUMSEH PRODS CO COMM 878895200 $276 5,500.00 Sole N/A Sole
TEXAS INDS INC COMM 882491103 $211 5,700.00 Sole N/A Sole
TIDEWATER INC. COMM 886423102 $388 15,200.00 Sole N/A Sole
TIMKEN CO COMM 887389104 $273 16,900.00 Sole N/A Sole
TOLL BROTHERS INC COMM 889478103 $191 10,000.00 Sole N/A Sole
TOWER AUTOMOTIVE INC COMM 891707101 $252 12,700.00 Sole N/A Sole
TRENWICK GROUP INC COMM 895290104 $48 2,900.00 Sole N/A Sole
TRINITY INDS INC COMM 896522109 $337 10,900.00 Sole N/A Sole
TUPPERWARE CORP COMM 899896104 $318 15,700.00 Sole N/A Sole
UST CORP COMM 902900109 $360 11,700.00 Sole N/A Sole
USEC INC COMM 90333E108 $279 27,200.00 Sole N/A Sole
UNITED BANKSHS INC W COMM 909907107 $287 11,800.00 Sole N/A Sole
UNITED DOMINION INDS COMM 909914103 $254 10,700.00 Sole N/A Sole
UNITED ILLUM CO COMM 910637107 $189 3,900.00 Sole N/A Sole
UNIVERSAL CORP COMM 913456109 $233 8,900.00 Sole N/A Sole
UNIVERSAL FOODS CORP COMM 913538104 $314 13,700.00 Sole N/A Sole
USFREIGHTWAYS CORP COMM 916906100 $341 7,200.00 Sole N/A Sole
VARCO INTL INC COMM 922126107 $216 17,700.00 Sole N/A Sole
VARIAN MED SYS INC COMM 92220P105 $182 8,300.00 Sole N/A Sole
WD 40 CO COMM 929236107 $101 4,300.00 Sole N/A Sole
WPS RESOURCES CORP COMM 92931B106 $205 7,300.00 Sole N/A Sole
WALLACE COMPUTER SVC COMM 932270101 $231 11,400.00 Sole N/A Sole
WASHINGTON FED INC COMM 938824109 $345 14,860.00 Sole N/A Sole
WATTS INDS INC COMM 942749102 $157 7,200.00 Sole N/A Sole
WAUSAU-MOSINEE PAPER COMM 943315101 $172 14,200.00 Sole N/A Sole
WELLMAN INC COMM 949702104 $154 8,500.00 Sole N/A Sole
WERNER ENTERPRISES I COMM 950755108 $227 12,900.00 Sole N/A Sole
WHITNEY HLDG CORP COMM 966612103 $217 6,300.00 Sole N/A Sole
WOLVERINE WORLD WIDE COMM 978097103 $127 11,200.00 Sole N/A Sole
WORTHINGTON INDS INC COMM 981811102 $425 25,000.00 Sole N/A Sole
WYNNS INTL INC COMM 983195108 $81 5,100.00 Sole N/A Sole
YORK INTL CORP NEW COMM 986670107 $392 10,900.00 Sole N/A Sole
ZALE CORP NEW COMM 988858106 $379 9,900.00 Sole N/A Sole
ZENITH NATL INS CORP COMM 989390109 $100 4,700.00 Sole N/A Sole
$36,024 1,738,265.06
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