Wilshire Associates Inc. (Wilshire Asset Management)
13F Filing, 3/31/00
Form 13F Cover Page
Report for the Quarter Ended: 3/31/00
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: 310.451.3051
Type of Report: 13F Holdings Report
Date of Edgar file transmission: 5/12/00
<PAGE>
Form 13F Summary Page
Report Summary
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 8,414 lines
Form 13F Information Table Value Total: $9,018,280 (thous)
<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 $18 337.00 Sole N/A Sole
AFLAC INC COMM 001055102 $14 298.00 Sole N/A Sole
AES CORP COMM 00130H105 $18 232.00 Sole N/A Sole
AXA FINL INC COMM 002451102 $18 504.00 Sole N/A Sole
ABBOTT LABS COMM 002824100 $61 1,724.00 Sole N/A Sole
ABERCROMBIE & FITCH COMM 002896207 $2 114.00 Sole N/A Sole
ADAPTEC INC COMM 00651F108 $4 116.00 Sole N/A Sole
ADOBE SYS INC COMM 00724F101 $15 133.00 Sole N/A Sole
AFFILIATED COMPUTER COMM 008190100 $2 55.00 Sole N/A Sole
ALCOA INC COMM 013817101 $29 413.00 Sole N/A Sole
ALLTEL CORP COMM 020039103 $22 352.00 Sole N/A Sole
ALTERA CORP COMM 021441100 $20 224.00 Sole N/A Sole
AMBAC FINL GROUP INC COMM 023139108 $4 78.00 Sole N/A Sole
AMERICAN EXPRESS CO COMM 025816109 $75 502.00 Sole N/A Sole
AMERICAN PWR CONVERS COMM 029066107 $9 216.00 Sole N/A Sole
AMERITRADE HLDG CORP COMM 03072H109 $4 195.00 Sole N/A Sole
AMGEN COMM 031162100 $70 1,145.00 Sole N/A Sole
ANALOG DEVICES INC COMM 032654105 $32 392.00 Sole N/A Sole
APOLLO GROUP INC COMM 037604105 $2 85.00 Sole N/A Sole
APPLIED MATLS INC COMM 038222105 $81 858.00 Sole N/A Sole
AT HOME CORP COMM 045919107 $13 389.00 Sole N/A Sole
ASSOCIATES FIRST CAP COMM 046008108 $17 816.00 Sole N/A Sole
AUTOMATIC DATA PROCE COMM 053015103 $34 707.00 Sole N/A Sole
AUTOZONE INC COMM 053332102 $4 154.00 Sole N/A Sole
AVERY DENNISON CORP COMM 053611109 $8 126.00 Sole N/A Sole
BMC SOFTWARE INC COMM 055921100 $14 274.00 Sole N/A Sole
BANK NEW YORK INC COMM 064057102 $34 825.00 Sole N/A Sole
BAXTER INTL INC COMM 071813109 $20 326.00 Sole N/A Sole
BED BATH & BEYOND IN COMM 075896100 $6 157.00 Sole N/A Sole
BEMIS INC COMM 081437105 $2 58.00 Sole N/A Sole
BIOGEN N V COMM 090597105 $12 169.00 Sole N/A Sole
BRISTOL MYERS SQUIBB COMM 110122108 $129 2,224.00 Sole N/A Sole
BROADWING INC COMM 111620100 $9 242.00 Sole N/A Sole
CNET NETWORKS INC COMM 12613R104 $4 82.00 Sole N/A Sole
CAMBRIDGE TECH PARTN COMM 132524109 $1 67.00 Sole N/A Sole
CAPITAL ONE FINL COR COMM 14040H105 $11 221.00 Sole N/A Sole
CARDINAL HEALTH INC COMM 14149Y108 $14 315.00 Sole N/A Sole
CARNIVAL CRUISE LINE COMM 143658102 $17 691.00 Sole N/A Sole
CENDANT CORP COMM 151313103 $15 791.00 Sole N/A Sole
CENTURYTEL INC COMM 156700106 $6 156.00 Sole N/A Sole
CHIRON CORP COMM 170040109 $10 203.00 Sole N/A Sole
CISCO SYS INC COMM 17275R102 $593 7,673.00 Sole N/A Sole
CINTAS CORP COMM 172908105 $7 187.00 Sole N/A Sole
CITRIX SYS INC COMM 177376100 $13 201.00 Sole N/A Sole
CLAYTON HOMES INC COMM 184190106 $2 156.00 Sole N/A Sole
CLOROX CO COMM 189054109 $9 265.00 Sole N/A Sole
COMCAST CORP COMM 200300200 $45 1,039.00 Sole N/A Sole
COMPUTER ASSOC INTL COMM 204912109 $36 608.00 Sole N/A Sole
COMPUTER SCIENCES CO COMM 205363104 $15 188.00 Sole N/A Sole
COMPUWARE CORP COMM 205638109 $9 404.00 Sole N/A Sole
COMVERSE TECHNOLOGY COMM 205862402 $16 86.00 Sole N/A Sole
CONCORD EFS INC COMM 206197105 $5 230.00 Sole N/A Sole
CONVERGYS CORP COMM 212485106 $7 171.00 Sole N/A Sole
CORNING INC COMM 219350105 $60 310.00 Sole N/A Sole
COX COMMUNICATIONS I COMM 224044107 $31 640.00 Sole N/A Sole
DST SYS INC DEL COMM 233326107 $5 71.00 Sole N/A Sole
DANAHER CORP COMM 235851102 $8 159.00 Sole N/A Sole
DELL COMPUTER CORP COMM 247025109 $155 2,876.00 Sole N/A Sole
DOLLAR GEN CORP COMM 256669102 $8 296.00 Sole N/A Sole
DOLLAR TREE STORES I COMM 256747106 $4 69.00 Sole N/A Sole
DOUBLECLICK INC COMM 258609304 $12 133.00 Sole N/A Sole
DOVER CORP COMM 260003108 $11 228.00 Sole N/A Sole
E M C CORP MASS COMM 268648102 $144 1,141.00 Sole N/A Sole
ENSCO INTL INC COMM 26874Q100 $6 154.00 Sole N/A Sole
EARTHLINK INC COMM 270321102 $3 130.00 Sole N/A Sole
EBAY INC COMM 278642103 $26 145.00 Sole N/A Sole
ELECTRONIC ARTS COMM 285512109 $5 72.00 Sole N/A Sole
ELECTRONICS FOR IMAG COMM 286082102 $4 62.00 Sole N/A Sole
EQUIFAX INC COMM 294429105 $4 158.00 Sole N/A Sole
EXODUS COMMUNICATION COMM 302088109 $27 191.00 Sole N/A Sole
EXPRESS SCRIPTS INC COMM 302182100 $2 43.00 Sole N/A Sole
FEDEX CORP COMM 31428X106 $13 325.00 Sole N/A Sole
FIFTH THIRD BANCORP COMM 316773100 $22 346.00 Sole N/A Sole
FINOVA GROUP INC COMM 317928109 $1 68.00 Sole N/A Sole
FISERV INC COMM 337738108 $5 137.00 Sole N/A Sole
FRANKLIN RES INC COMM 354613101 $9 278.00 Sole N/A Sole
FREEPORT-MCMORAN COP COMM 35671D857 $2 183.00 Sole N/A Sole
GANNETT INC COMM 364730101 $22 313.00 Sole N/A Sole
GAP INC COMM 364760108 $48 954.00 Sole N/A Sole
GARTNER GROUP INC NE COMM 366651107 $1 60.00 Sole N/A Sole
GATEWAY INC COMM 367626108 $19 355.00 Sole N/A Sole
GENERAL ELEC CO COMM 369604103 $573 3,680.00 Sole N/A Sole
GENTEX CORP COMM 371901109 $3 82.00 Sole N/A Sole
GLOBAL MARINE INC COMM 379352404 $5 195.00 Sole N/A Sole
GLOBAL TELESYSTEMS G COMM 37936U104 $4 201.00 Sole N/A Sole
GUIDANT CORP COMM 401698105 $20 345.00 Sole N/A Sole
HALLIBURTON CO COMM 406216101 $20 495.00 Sole N/A Sole
HARLEY DAVIDSON INC COMM 412822108 $13 170.00 Sole N/A Sole
HEWLETT PACKARD CO COMM 428236103 $150 1,127.00 Sole N/A Sole
HOME DEPOT INC COMM 437076102 $167 2,582.00 Sole N/A Sole
HONEYWELL INTL INC COMM 438516106 $47 888.00 Sole N/A Sole
HUTTIG BLDG PRODS IN COMM 448451104 $0 1.00 Sole N/A Sole
IMMUNEX CORP NEW COMM 452528102 $35 553.00 Sole N/A Sole
INKTOMI CORP COMM 457277101 $24 122.00 Sole N/A Sole
INTEL CORP COMM 458140100 $494 3,747.00 Sole N/A Sole
INTERPUBLIC GROUP CO COMM 460690100 $15 315.00 Sole N/A Sole
INTIMATE BRANDS INC COMM 461156101 $11 279.00 Sole N/A Sole
I2 TECHNOLOGIES INC COMM 465754109 $21 173.00 Sole N/A Sole
JDS UNIPHASE CORP COMM 46612J101 $85 704.00 Sole N/A Sole
JABIL CIRCUIT INC COMM 466313103 $9 201.00 Sole N/A Sole
JOHNSON & JOHNSON COMM 478160104 $110 1,560.00 Sole N/A Sole
JONES APPAREL GROUP COMM 480074103 $4 137.00 Sole N/A Sole
KLA-TENCOR CORP COMM 482480100 $17 206.00 Sole N/A Sole
KOHLS CORP COMM 500255104 $19 183.00 Sole N/A Sole
LSI LOGIC CORP COMM 502161102 $24 334.00 Sole N/A Sole
LAUDER ESTEE COS INC COMM 518439104 $7 139.00 Sole N/A Sole
LEAR CORP COMM 521865105 $2 75.00 Sole N/A Sole
LEGATO SYS INC COMM 524651106 $4 95.00 Sole N/A Sole
LEHMAN BROS HLDGS IN COMM 524908100 $13 135.00 Sole N/A Sole
LEXMARK INTL GROUP I COMM 529771107 $15 143.00 Sole N/A Sole
LINEAR TECHNOLOGY CO COMM 535678106 $19 349.00 Sole N/A Sole
LOWES COS INC COMM 548661107 $25 429.00 Sole N/A Sole
LUCENT TECHNOLOGIES COMM 549463107 $219 3,574.00 Sole N/A Sole
LYCOS INC COMM 550818108 $9 122.00 Sole N/A Sole
MBNA CORP COMM 55262L100 $23 899.00 Sole N/A Sole
MGIC INVT CORP WIS COMM 552848103 $5 118.00 Sole N/A Sole
MGM GRAND INC COMM 552953101 $3 127.00 Sole N/A Sole
MANPOWER INC COMM 56418H100 $3 85.00 Sole N/A Sole
MASCO CORP COMM 574599106 $10 501.00 Sole N/A Sole
MAXIM INTEGRATED PRO COMM 57772K101 $22 311.00 Sole N/A Sole
MAYTAG CO COMM 578592107 $3 94.00 Sole N/A Sole
MCDONALDS CORP COMM 580135101 $57 1,518.00 Sole N/A Sole
MCGRAW HILL INC COMM 580645109 $10 220.00 Sole N/A Sole
MEDIMMUNE INC COMM 584699102 $13 76.00 Sole N/A Sole
MEDTRONIC INC COMM 585055106 $69 1,339.00 Sole N/A Sole
MERCK & CO INC COMM 589331107 $163 2,621.00 Sole N/A Sole
MERRILL LYNCH & CO COMM 590188108 $44 416.00 Sole N/A Sole
MICROSOFT CORP COMM 594918104 $620 5,837.00 Sole N/A Sole
MICROCHIP TECHNOLOGY COMM 595017104 $6 86.00 Sole N/A Sole
MILLER HERMAN INC COMM 600544100 $2 88.00 Sole N/A Sole
MOLEX INC COMM 608554101 $13 219.00 Sole N/A Sole
MORGAN ST D WITTER COMM 617446448 $106 1,278.00 Sole N/A Sole
MOTOROLA INC COMM 620076109 $116 796.00 Sole N/A Sole
NABORS INDS INC COMM 629568106 $6 155.00 Sole N/A Sole
NAVISTAR INTL CORP N COMM 63934E108 $3 71.00 Sole N/A Sole
NETWORK APPLIANCE IN COMM 64120L104 $28 342.00 Sole N/A Sole
NEW YORK TIMES CO COMM 650111107 $8 192.00 Sole N/A Sole
NEWELL RUBBERMAID IN COMM 651229106 $8 316.00 Sole N/A Sole
NIKE INC COMM 654106103 $12 309.00 Sole N/A Sole
NORTHERN TR CORP COMM 665859104 $17 250.00 Sole N/A Sole
NOVELLUS SYS INC COMM 670008101 $7 131.00 Sole N/A Sole
OMNICOM GROUP COMM 681919106 $19 199.00 Sole N/A Sole
ORACLE SYSTEMS CORP COMM 68389X105 $247 3,164.00 Sole N/A Sole
OUTBACK STEAKHOUSE I COMM 689899102 $3 84.00 Sole N/A Sole
PARAMETRIC TECHNOLOG COMM 699173100 $6 308.00 Sole N/A Sole
PAYCHEX INC COMM 704326107 $15 277.00 Sole N/A Sole
PEROT SYS CORP COMM 714265105 $2 103.00 Sole N/A Sole
PFIZER INC COMM 717081103 $159 4,341.00 Sole N/A Sole
PRAXAIR INC COMM 74005P104 $7 178.00 Sole N/A Sole
PREMIER PKS INC COMM 740540208 $2 87.00 Sole N/A Sole
PRICE T ROWE & ASSOC COMM 741477103 $5 134.00 Sole N/A Sole
PROTECTIVE LIFE CORP COMM 743674103 $2 72.00 Sole N/A Sole
QLOGIC CORP COMM 747277101 $11 83.00 Sole N/A Sole
QUALCOMM INC COMM 747525103 $124 828.00 Sole N/A Sole
QWEST COMMUNICATIONS COMM 749121109 $40 839.00 Sole N/A Sole
REALNETWORKS INC COMM 75605L104 $10 172.00 Sole N/A Sole
ROBERT HALF INTL INC COMM 770323103 $5 100.00 Sole N/A Sole
ROHM & HAAS CO COMM 775371107 $11 245.00 Sole N/A Sole
ROSS STORES INC COMM 778296103 $2 99.00 Sole N/A Sole
SCI SYS INC COMM 783890106 $9 162.00 Sole N/A Sole
SAFEWAY INC COMM 786514208 $26 570.00 Sole N/A Sole
SANMINA CORP COMM 800907107 $10 143.00 Sole N/A Sole
SCHERING PLOUGH CORP COMM 806605101 $61 1,647.00 Sole N/A Sole
SCHLUMBERGER LTD COMM 806857108 $47 617.00 Sole N/A Sole
SCHWAB CHARLES CP NE COMM 808513105 $52 919.00 Sole N/A Sole
SIEBEL SYS INC COMM 826170102 $26 216.00 Sole N/A Sole
SMITH INTL INC COMM 832110100 $4 55.00 Sole N/A Sole
SNAP ON TOOLS CORP COMM 833034101 $2 65.00 Sole N/A Sole
SOLECTRON CORP COMM 834182107 $27 664.00 Sole N/A Sole
SOTHEBYS HLDGS INC COMM 835898107 $1 65.00 Sole N/A Sole
STARBUCKS CORP COMM 855244109 $9 205.00 Sole N/A Sole
STATE STR CORP COMM 857477103 $17 180.00 Sole N/A Sole
STRYKER CORP COMM 863667101 $8 109.00 Sole N/A Sole
SUN MICROSYSTEMS INC COMM 866810104 $166 1,770.00 Sole N/A Sole
SUNGARD DATA SYS INC COMM 867363103 $5 143.00 Sole N/A Sole
SYMBOL TECHNOLOGIES COMM 871508107 $8 100.00 Sole N/A Sole
SYNOPSYS INC COMM 871607107 $4 78.00 Sole N/A Sole
TJX COS INC NEW COMM 872540109 $8 347.00 Sole N/A Sole
TV GUIDE INC COMM 87307Q109 $8 173.00 Sole N/A Sole
TARGET CORP COMM 87612E106 $37 491.00 Sole N/A Sole
TELLABS INC COMM 879664100 $28 451.00 Sole N/A Sole
TERADYNE INC COMM 880770102 $16 192.00 Sole N/A Sole
TEXTRON INC COMM 883203101 $10 167.00 Sole N/A Sole
TIFFANY & CO NEW COMM 886547108 $7 81.00 Sole N/A Sole
TRIBUNE CO NEW COMM 896047107 $10 266.00 Sole N/A Sole
UNITED HEALTHCARE CO COMM 910581107 $6 100.00 Sole N/A Sole
UNITED STATES CELLUL COMM 911684108 $7 98.00 Sole N/A Sole
U S WEST INC NEW COMM 91273H101 $41 567.00 Sole N/A Sole
UNITED TECHNOLOGIES COMM 913017109 $34 533.00 Sole N/A Sole
UNIVISION COMMUNICAT COMM 914906102 $13 115.00 Sole N/A Sole
VERITAS SOFTWARE CO COMM 923436109 $57 436.00 Sole N/A Sole
VISX INC DEL COMM 92844S105 $1 72.00 Sole N/A Sole
VITESSE SEMICONDUCTO COMM 928497106 $17 177.00 Sole N/A Sole
WAL MART STORES INC COMM 931142103 $282 4,994.00 Sole N/A Sole
WARNER LAMBERT CO COMM 934488107 $94 963.00 Sole N/A Sole
WATSON PHARMACEUTICA COMM 942683103 $4 107.00 Sole N/A Sole
WRIGLEY WM JR CO COMM 982526105 $10 130.00 Sole N/A Sole
XILINX INC COMM 983919101 $30 360.00 Sole N/A Sole
YAHOO INC COMM 984332106 $101 591.00 Sole N/A Sole
ZIONS BANCORP COMM 989701107 $4 96.00 Sole N/A Sole
TRANSOCEAN SEDCO FOR COMM G90078109 $12 232.00 Sole N/A Sole
$7,843 110,567.00
Albertson College of Idaho Large Value
AETNA INC COMM 008117103 $14 261.00 Sole N/A Sole
AFFILIATED COMPUTER COMM 008190100 $4 93.00 Sole N/A Sole
AIR PRODS & CHEMS IN COMM 009158106 $12 429.00 Sole N/A Sole
ALCOA INC COMM 013817101 $48 690.00 Sole N/A Sole
ALLEGHENY ENERGY INC COMM 017361106 $6 207.00 Sole N/A Sole
ALLEGHENY TECHNOLOGI COMM 01741R102 $4 175.00 Sole N/A Sole
ALLSTATE CORP COMM 020002101 $36 1,508.00 Sole N/A Sole
AMEREN CORP COMM 023608102 $8 257.00 Sole N/A Sole
AMERICAN GENERAL CO COMM 026351106 $26 463.00 Sole N/A Sole
AMSOUTH BANCORPORATI COMM 032165102 $11 732.00 Sole N/A Sole
AON CORP COMM 037389103 $15 468.00 Sole N/A Sole
ARCH COAL INC COMM 039380100 $0 10.15 Sole N/A Sole
ASHLAND INC COMM 044204105 $4 133.00 Sole N/A Sole
ASSOCIATED BANC CORP COMM 045487105 $4 120.00 Sole N/A Sole
ATLANTIC RICHFIELD COMM 048825103 $50 589.00 Sole N/A Sole
AUTONATION INC COMM 05329W102 $6 754.00 Sole N/A Sole
BAKER HUGHES INC COMM 057224107 $19 616.00 Sole N/A Sole
BANK AMER CORP COMM 060505104 $168 3,198.00 Sole N/A Sole
BANK ONE CORP COMM 06423A103 $74 2,148.00 Sole N/A Sole
BAUSCH & LOMB INC COMM 071707103 $6 108.00 Sole N/A Sole
BEAR STEARNS COS INC COMM 073902108 $10 212.00 Sole N/A Sole
BELL ATLANTIC CORP COMM 077853109 $178 2,909.00 Sole N/A Sole
BEMIS INC COMM 081437105 $4 98.00 Sole N/A Sole
BEST FOODS COMM 08658U101 $24 509.00 Sole N/A Sole
BLACK & DECKER MFG COMM 091797100 $6 158.00 Sole N/A Sole
BLOCK H & R INC COMM 093671105 $8 184.00 Sole N/A Sole
BOEING CO COMM 097023105 $62 1,627.00 Sole N/A Sole
BOISE CASCADE CORP COMM 097383103 $4 107.00 Sole N/A Sole
BRUNSWICK CORP COMM 117043109 $3 172.00 Sole N/A Sole
BURLINGTON NORTHN SA COMM 12189T104 $19 856.00 Sole N/A Sole
CIGNA CORP COMM 125509109 $24 316.00 Sole N/A Sole
CSX CORP COMM 126408103 $10 409.00 Sole N/A Sole
CARDINAL HEALTH INC COMM 14149Y108 $24 513.00 Sole N/A Sole
CARNIVAL CRUISE LINE COMM 143658102 $28 1,126.00 Sole N/A Sole
CATERPILLAR INC COMM 149123101 $26 649.00 Sole N/A Sole
CENTEX CORP COMM 152312104 $3 111.00 Sole N/A Sole
CHARTER ONE FINL INC COMM 160903100 $8 397.00 Sole N/A Sole
CHASE MANHATTAN CORP COMM 16161A108 $135 1,545.00 Sole N/A Sole
CHEVRON CORP COMM 166751107 $114 1,230.00 Sole N/A Sole
CINERGY CORP COMM 172474108 $6 297.00 Sole N/A Sole
COASTAL CORP COMM 190441105 $18 400.00 Sole N/A Sole
COLUMBIA ENERGY GROU COMM 197648108 $9 152.00 Sole N/A Sole
COLUMBIA/HCA HEALTHC COMM 197677107 $26 1,028.00 Sole N/A Sole
COMCAST CORP COMM 200300200 $75 1,732.00 Sole N/A Sole
COMERICA INC COMM 200340107 $12 293.00 Sole N/A Sole
COMPAQ COMPUTER CORP COMM 204493100 $86 3,173.00 Sole N/A Sole
COMPASS BANCSHARES I COMM 20449H109 $4 212.00 Sole N/A Sole
CONAGRA INC COMM 205887102 $17 922.00 Sole N/A Sole
CONECTIV INC COMM 206829103 $3 174.00 Sole N/A Sole
CONOCO INC COMM 208251306 $9 355.00 Sole N/A Sole
CONSECO INC COMM 208464107 $7 612.00 Sole N/A Sole
CONSOLIDATED EDISON COMM 209115104 $12 414.00 Sole N/A Sole
CONSOLIDATED PAPERS COMM 209759109 $7 170.00 Sole N/A Sole
COOPER INDS INC COMM 216669101 $6 176.00 Sole N/A Sole
CROWN CORK & SEAL IN COMM 228255105 $4 235.00 Sole N/A Sole
CUMMINS ENGINE INC COMM 231021106 $3 76.00 Sole N/A Sole
DPL INC COMM 233293109 $6 250.00 Sole N/A Sole
DTE ENERGY CO COMM 233331107 $8 272.00 Sole N/A Sole
DANA CORP COMM 235811106 $9 308.00 Sole N/A Sole
DARDEN RESTAURANTS I COMM 237194105 $4 240.00 Sole N/A Sole
DEERE & CO COMM 244199105 $17 438.00 Sole N/A Sole
DELHAIZE AMER INC COMM 246688105 $5 293.00 Sole N/A Sole
DELPHI AUTOMOTIVE SY COMM 247126105 $17 1,058.00 Sole N/A Sole
DELTA AIR LINES DEL COMM 247361108 $13 242.00 Sole N/A Sole
DE LUXE CHECK PRINTE COMM 248019101 $4 137.00 Sole N/A Sole
DIAMOND OFFSHORE DRI COMM 25271C102 $10 254.00 Sole N/A Sole
DOMINION RES INC VA COMM 25746U109 $17 437.00 Sole N/A Sole
DONNELLEY R R & SONS COMM 257867101 $5 236.00 Sole N/A Sole
DOVER CORP COMM 260003108 $18 381.00 Sole N/A Sole
DOW CHEM CO COMM 260543103 $47 411.00 Sole N/A Sole
DU PONT E I DE NEMOU COMM 263534109 $104 1,957.00 Sole N/A Sole
DUKE ENERGY CORPORATION COMM 264399106 $36 685.00 Sole N/A Sole
EOG RES INC COMM 26875P101 $5 222.00 Sole N/A Sole
EASTMAN CHEM CO COMM 277432100 $7 147.00 Sole N/A Sole
EASTMAN KODAK CO COMM 277461109 $32 591.00 Sole N/A Sole
EATON CORP COMM 278058102 $11 138.00 Sole N/A Sole
EDWARD A G INC COMM 281760108 $7 167.00 Sole N/A Sole
EL PASO ENERGY CORP COMM 283905107 $17 428.00 Sole N/A Sole
EMERSON ELEC CO COMM 291011104 $43 808.00 Sole N/A Sole
ENERGY EAST CORP COMM 29266M109 $5 232.00 Sole N/A Sole
ENGELHARD CORP COMM 292845104 $4 235.00 Sole N/A Sole
ENRON CORP COMM 293561106 $100 1,341.00 Sole N/A Sole
ENTERGY CORP NEW COMM 29364G103 $9 462.00 Sole N/A Sole
EXXON MOBIL CORP COMM 30231G102 $504 6,469.00 Sole N/A Sole
F M C CORP COMM 302491303 $3 57.00 Sole N/A Sole
FPL GROUP INC COMM 302571104 $15 336.00 Sole N/A Sole
FEDERAL MOGUL CORP COMM 313549107 $2 138.00 Sole N/A Sole
FEDERATED DEPT STORE COMM 31410H101 $17 393.00 Sole N/A Sole
FINOVA GROUP INC COMM 317928109 $2 114.00 Sole N/A Sole
FIRST SEC CORP DEL COMM 336294103 $4 366.00 Sole N/A Sole
FIRST UN CORP COMM 337358105 $67 1,803.00 Sole N/A Sole
FISERV INC COMM 337738108 $9 230.00 Sole N/A Sole
FLEETBOSTON FINL COR COMM 339030108 $63 1,715.00 Sole N/A Sole
FLUOR CORP COMM 343861100 $4 142.00 Sole N/A Sole
FORD MTR CO DEL COMM 345370100 $104 2,263.00 Sole N/A Sole
GPU INC COMM 36225X100 $6 231.00 Sole N/A Sole
GTE CORP COMM 362320103 $129 1,821.00 Sole N/A Sole
GENERAL DYNAMICS COR COMM 369550108 $19 377.00 Sole N/A Sole
GENERAL MTRS CORP COMM 370442105 $99 1,199.00 Sole N/A Sole
GENUINE PARTS CO COMM 372460105 $8 333.00 Sole N/A Sole
GEORGIA PAC CORP COMM 373298108 $13 320.00 Sole N/A Sole
GEORGIA PAC CORP COMM 373298702 $4 155.00 Sole N/A Sole
GOODRICH B F CO COMM 382388106 $6 206.00 Sole N/A Sole
GOODYEAR TIRE & RUBR COMM 382550101 $7 293.00 Sole N/A Sole
GREENPOINT FINL CORP COMM 395384100 $4 201.00 Sole N/A Sole
HARCOURT GEN INC COMM 41163G101 $5 133.00 Sole N/A Sole
HARTFORD FINL SVCS G COMM 416515104 $22 415.00 Sole N/A Sole
HERCULES INC COMM 427056106 $3 194.00 Sole N/A Sole
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BELL ATLANTIC LARGE GROWTH
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Brockton Contributory Retirement System Lg. Growth
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NOVARTIS LARGE COMPANY
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AMGEN COMM 031162100 $1,902 30,992.00 Sole N/A Sole
ANALOG DEVICES INC COMM 032654105 $853 10,600.00 Sole N/A Sole
APOLLO GROUP INC COMM 037604105 $62 2,200.00 Sole N/A Sole
APPLIED MATLS INC COMM 038222105 $2,185 23,184.00 Sole N/A Sole
AT HOME CORP COMM 045919107 $346 10,500.00 Sole N/A Sole
ASSOCIATES FIRST CAP COMM 046008108 $470 21,982.00 Sole N/A Sole
AUTOMATIC DATA PROCE COMM 053015103 $921 19,095.00 Sole N/A Sole
AUTOZONE INC COMM 053332102 $114 4,098.00 Sole N/A Sole
AVERY DENNISON CORP COMM 053611109 $207 3,382.00 Sole N/A Sole
BMC SOFTWARE INC COMM 055921100 $365 7,392.00 Sole N/A Sole
BANK NEW YORK INC COMM 064057102 $928 22,321.00 Sole N/A Sole
BAXTER INTL INC COMM 071813109 $332 5,300.00 Sole N/A Sole
BED BATH & BEYOND IN COMM 075896100 $165 4,200.00 Sole N/A Sole
BEMIS INC COMM 081437105 $55 1,500.00 Sole N/A Sole
BIOGEN N V COMM 090597105 $318 4,548.00 Sole N/A Sole
BRISTOL MYERS SQUIBB COMM 110122108 $3,491 60,182.00 Sole N/A Sole
BROADWING INC COMM 111620100 $243 6,542.00 Sole N/A Sole
CNET NETWORKS INC COMM 12613R104 $112 2,200.00 Sole N/A Sole
CAMBRIDGE TECH PARTN COMM 132524109 $24 1,780.00 Sole N/A Sole
CAPITAL ONE FINL COR COMM 14040H105 $288 5,998.00 Sole N/A Sole
CARDINAL HEALTH INC COMM 14149Y108 $391 8,528.00 Sole N/A Sole
CARNIVAL CRUISE LINE COMM 143658102 $464 18,692.00 Sole N/A Sole
CENDANT CORP COMM 151313103 $396 21,400.00 Sole N/A Sole
CENTURYTEL INC COMM 156700106 $156 4,192.00 Sole N/A Sole
CHIRON CORP COMM 170040109 $274 5,500.00 Sole N/A Sole
CISCO SYS INC COMM 17275R102 $16,043 207,504.00 Sole N/A Sole
CINTAS CORP COMM 172908105 $196 4,998.00 Sole N/A Sole
CITRIX SYS INC COMM 177376100 $358 5,400.00 Sole N/A Sole
CLAYTON HOMES INC COMM 184190106 $42 4,178.00 Sole N/A Sole
CLOROX CO COMM 189054109 $234 7,096.00 Sole N/A Sole
COMCAST CORP COMM 200300200 $1,219 28,100.00 Sole N/A Sole
COMPUTER ASSOC INTL COMM 204912109 $970 16,387.00 Sole N/A Sole
COMPUTER SCIENCES CO COMM 205363104 $403 5,094.00 Sole N/A Sole
COMPUWARE CORP COMM 205638109 $229 10,880.00 Sole N/A Sole
COMVERSE TECHNOLOGY COMM 205862402 $442 2,340.00 Sole N/A Sole
CONCORD EFS INC COMM 206197105 $142 6,200.00 Sole N/A Sole
CONVERGYS CORP COMM 212485106 $178 4,600.00 Sole N/A Sole
CORNING INC COMM 219350105 $1,630 8,400.00 Sole N/A Sole
COX COMMUNICATIONS I COMM 224044107 $840 17,322.00 Sole N/A Sole
DST SYS INC DEL COMM 233326107 $123 1,898.00 Sole N/A Sole
DANAHER CORP COMM 235851102 $218 4,273.00 Sole N/A Sole
DELL COMPUTER CORP COMM 247025109 $4,195 77,781.00 Sole N/A Sole
DOLLAR GEN CORP COMM 256669102 $215 8,000.00 Sole N/A Sole
DOLLAR TREE STORES I COMM 256747106 $99 1,900.00 Sole N/A Sole
DOUBLECLICK INC COMM 258609304 $337 3,600.00 Sole N/A Sole
DOVER CORP COMM 260003108 $297 6,200.00 Sole N/A Sole
E M C CORP MASS COMM 268648102 $3,885 30,833.00 Sole N/A Sole
ENSCO INTL INC COMM 26874Q100 $148 4,098.00 Sole N/A Sole
EARTHLINK INC COMM 270321102 $68 3,500.00 Sole N/A Sole
EBAY INC COMM 278642103 $704 4,000.00 Sole N/A Sole
ELECTRONIC ARTS COMM 285512109 $142 2,000.00 Sole N/A Sole
ELECTRONICS FOR IMAG COMM 286082102 $102 1,697.00 Sole N/A Sole
EQUIFAX INC COMM 294429105 $106 4,200.00 Sole N/A Sole
EXODUS COMMUNICATION COMM 302088109 $731 5,200.00 Sole N/A Sole
EXPRESS SCRIPTS INC COMM 302182100 $46 1,098.00 Sole N/A Sole
FEDEX CORP COMM 31428X106 $342 8,800.00 Sole N/A Sole
FIFTH THIRD BANCORP COMM 316773100 $586 9,306.00 Sole N/A Sole
FINOVA GROUP INC COMM 317928109 $30 1,797.00 Sole N/A Sole
FISERV INC COMM 337738108 $136 3,658.00 Sole N/A Sole
FRANKLIN RES INC COMM 354613101 $251 7,497.00 Sole N/A Sole
FREEPORT-MCMORAN COP COMM 35671D857 $59 4,900.00 Sole N/A Sole
GANNETT INC COMM 364730101 $598 8,497.00 Sole N/A Sole
GAP INC COMM 364760108 $1,284 25,782.00 Sole N/A Sole
GARTNER GROUP INC NE COMM 366651107 $25 1,589.00 Sole N/A Sole
GATEWAY INC COMM 367626108 $509 9,594.00 Sole N/A Sole
GENERAL ELEC CO COMM 369604103 $15,490 99,533.00 Sole N/A Sole
GENTEX CORP COMM 371901109 $82 2,200.00 Sole N/A Sole
GLOBAL MARINE INC COMM 379352404 $133 5,241.00 Sole N/A Sole
GLOBAL TELESYSTEMS G COMM 37936U104 $111 5,400.00 Sole N/A Sole
GUIDANT CORP COMM 401698105 $548 9,300.00 Sole N/A Sole
HALLIBURTON CO COMM 406216101 $551 13,400.00 Sole N/A Sole
HARLEY DAVIDSON INC COMM 412822108 $363 4,578.00 Sole N/A Sole
HEWLETT PACKARD CO COMM 428236103 $4,051 30,489.00 Sole N/A Sole
HOME DEPOT INC COMM 437076102 $4,503 69,815.00 Sole N/A Sole
HONEYWELL INTL INC COMM 438516106 $1,264 23,997.00 Sole N/A Sole
IMMUNEX CORP NEW COMM 452528102 $945 14,900.00 Sole N/A Sole
INKTOMI CORP COMM 457277101 $644 3,300.00 Sole N/A Sole
INTEL CORP COMM 458140100 $13,362 101,272.00 Sole N/A Sole
INTERPUBLIC GROUP CO COMM 460690100 $402 8,498.00 Sole N/A Sole
INTIMATE BRANDS INC COMM 461156101 $311 7,545.00 Sole N/A Sole
I2 TECHNOLOGIES INC COMM 465754109 $574 4,700.00 Sole N/A Sole
JDS UNIPHASE CORP COMM 46612J101 $2,303 19,100.00 Sole N/A Sole
JABIL CIRCUIT INC COMM 466313103 $229 5,292.00 Sole N/A Sole
JOHNSON & JOHNSON COMM 478160104 $2,964 42,189.00 Sole N/A Sole
JONES APPAREL GROUP COMM 480074103 $117 3,698.00 Sole N/A Sole
KLA-TENCOR CORP COMM 482480100 $470 5,576.00 Sole N/A Sole
KOHLS CORP COMM 500255104 $512 4,994.00 Sole N/A Sole
LSI LOGIC CORP COMM 502161102 $654 9,000.00 Sole N/A Sole
LAUDER ESTEE COS INC COMM 518439104 $189 3,784.00 Sole N/A Sole
LEAR CORP COMM 521865105 $56 2,000.00 Sole N/A Sole
LEGATO SYS INC COMM 524651106 $116 2,597.00 Sole N/A Sole
LEHMAN BROS HLDGS IN COMM 524908100 $359 3,700.00 Sole N/A Sole
LEXMARK INTL GROUP I COMM 529771107 $412 3,900.00 Sole N/A Sole
LINEAR TECHNOLOGY CO COMM 535678106 $517 9,396.00 Sole N/A Sole
LOWES COS INC COMM 548661107 $677 11,594.00 Sole N/A Sole
LUCENT TECHNOLOGIES COMM 549463107 $5,917 96,600.00 Sole N/A Sole
LYCOS INC COMM 550818108 $232 3,300.00 Sole N/A Sole
MBNA CORP COMM 55262L100 $620 24,304.00 Sole N/A Sole
MGIC INVT CORP WIS COMM 552848103 $139 3,197.00 Sole N/A Sole
MGM GRAND INC COMM 552953101 $82 3,396.00 Sole N/A Sole
MANPOWER INC COMM 56418H100 $78 2,200.00 Sole N/A Sole
MASCO CORP COMM 574599106 $277 13,526.00 Sole N/A Sole
MAXIM INTEGRATED PRO COMM 57772K101 $595 8,368.00 Sole N/A Sole
MAYTAG CO COMM 578592107 $83 2,492.00 Sole N/A Sole
MCDONALDS CORP COMM 580135101 $1,532 40,990.00 Sole N/A Sole
MCGRAW HILL INC COMM 580645109 $268 5,898.00 Sole N/A Sole
MEDIMMUNE INC COMM 584699102 $366 2,100.00 Sole N/A Sole
MEDTRONIC INC COMM 585055106 $1,862 36,206.00 Sole N/A Sole
MERCK & CO INC COMM 589331107 $4,404 70,888.00 Sole N/A Sole
MERRILL LYNCH & CO COMM 590188108 $1,187 11,300.00 Sole N/A Sole
MICROSOFT CORP COMM 594918104 $16,765 157,787.00 Sole N/A Sole
MICROCHIP TECHNOLOGY COMM 595017104 $154 2,345.00 Sole N/A Sole
MILLER HERMAN INC COMM 600544100 $64 2,298.00 Sole N/A Sole
MOLEX INC COMM 608554101 $351 5,977.00 Sole N/A Sole
MORGAN ST D WITTER COMM 617446448 $2,867 34,592.00 Sole N/A Sole
MOTOROLA INC COMM 620076109 $3,138 21,494.00 Sole N/A Sole
NABORS INDS INC COMM 629568106 $163 4,195.00 Sole N/A Sole
NAVISTAR INTL CORP N COMM 63934E108 $75 1,877.00 Sole N/A Sole
NETWORK APPLIANCE IN COMM 64120L104 $761 9,200.00 Sole N/A Sole
NEW YORK TIMES CO COMM 650111107 $223 5,200.00 Sole N/A Sole
NEWELL RUBBERMAID IN COMM 651229106 $210 8,482.00 Sole N/A Sole
NIKE INC COMM 654106103 $329 8,305.00 Sole N/A Sole
NORTHERN TR CORP COMM 665859104 $453 6,700.00 Sole N/A Sole
NOVELLUS SYS INC COMM 670008101 $200 3,561.00 Sole N/A Sole
OMNICOM GROUP COMM 681919106 $505 5,390.00 Sole N/A Sole
ORACLE SYSTEMS CORP COMM 68389X105 $6,681 85,580.00 Sole N/A Sole
OUTBACK STEAKHOUSE I COMM 689899102 $70 2,198.00 Sole N/A Sole
PARAMETRIC TECHNOLOG COMM 699173100 $174 8,254.00 Sole N/A Sole
PAYCHEX INC COMM 704326107 $390 7,448.00 Sole N/A Sole
PEROT SYS CORP COMM 714265105 $54 2,700.00 Sole N/A Sole
PFIZER INC COMM 717081103 $4,290 117,324.00 Sole N/A Sole
PRAXAIR INC COMM 74005P104 $200 4,800.00 Sole N/A Sole
PREMIER PKS INC COMM 740540208 $48 2,300.00 Sole N/A Sole
PRICE T ROWE & ASSOC COMM 741477103 $142 3,594.00 Sole N/A Sole
PROTECTIVE LIFE CORP COMM 743674103 $61 1,927.00 Sole N/A Sole
QLOGIC CORP COMM 747277101 $308 2,274.00 Sole N/A Sole
QUALCOMM INC COMM 747525103 $3,345 22,400.00 Sole N/A Sole
QWEST COMMUNICATIONS COMM 749121109 $1,090 22,700.00 Sole N/A Sole
REALNETWORKS INC COMM 75605L104 $262 4,600.00 Sole N/A Sole
ROBERT HALF INTL INC COMM 770323103 $128 2,694.00 Sole N/A Sole
ROHM & HAAS CO COMM 775371107 $295 6,600.00 Sole N/A Sole
ROSS STORES INC COMM 778296103 $62 2,597.00 Sole N/A Sole
SCI SYS INC COMM 783890106 $237 4,400.00 Sole N/A Sole
SAFEWAY INC COMM 786514208 $698 15,435.00 Sole N/A Sole
SANMINA CORP COMM 800907107 $263 3,894.00 Sole N/A Sole
SCHERING PLOUGH CORP COMM 806605101 $1,651 44,481.00 Sole N/A Sole
SCHLUMBERGER LTD COMM 806857108 $1,275 16,672.00 Sole N/A Sole
SCHWAB CHARLES CP NE COMM 808513105 $1,414 24,883.00 Sole N/A Sole
SIEBEL SYS INC COMM 826170102 $697 5,836.00 Sole N/A Sole
SMITH INTL INC COMM 832110100 $116 1,498.00 Sole N/A Sole
SNAP ON TOOLS CORP COMM 833034101 $45 1,700.00 Sole N/A Sole
SOLECTRON CORP COMM 834182107 $721 17,968.00 Sole N/A Sole
SOTHEBYS HLDGS INC COMM 835898107 $32 1,700.00 Sole N/A Sole
STARBUCKS CORP COMM 855244109 $246 5,490.00 Sole N/A Sole
STATE STR CORP COMM 857477103 $474 4,898.00 Sole N/A Sole
STRYKER CORP COMM 863667101 $202 2,900.00 Sole N/A Sole
SUN MICROSYSTEMS INC COMM 866810104 $4,486 47,872.00 Sole N/A Sole
SUNGARD DATA SYS INC COMM 867363103 $143 3,795.00 Sole N/A Sole
SYMBOL TECHNOLOGIES COMM 871508107 $222 2,700.00 Sole N/A Sole
SYNOPSYS INC COMM 871607107 $102 2,097.00 Sole N/A Sole
TJX COS INC NEW COMM 872540109 $208 9,392.00 Sole N/A Sole
TV GUIDE INC COMM 87307Q109 $226 4,696.00 Sole N/A Sole
TARGET CORP COMM 87612E106 $991 13,251.00 Sole N/A Sole
TELLABS INC COMM 879664100 $766 12,164.00 Sole N/A Sole
TERADYNE INC COMM 880770102 $425 5,179.00 Sole N/A Sole
TEXTRON INC COMM 883203101 $274 4,498.00 Sole N/A Sole
TIFFANY & CO NEW COMM 886547108 $182 2,176.00 Sole N/A Sole
TRIBUNE CO NEW COMM 896047107 $260 7,119.00 Sole N/A Sole
UNITED HEALTHCARE CO COMM 910581107 $304 5,100.00 Sole N/A Sole
UNITED STATES CELLUL COMM 911684108 $192 2,700.00 Sole N/A Sole
U S WEST INC NEW COMM 91273H101 $1,110 15,288.00 Sole N/A Sole
UNITED TECHNOLOGIES COMM 913017109 $910 14,397.00 Sole N/A Sole
UNIVISION COMMUNICAT COMM 914906102 $350 3,100.00 Sole N/A Sole
VERITAS SOFTWARE CO COMM 923436109 $1,548 11,816.00 Sole N/A Sole
VISX INC DEL COMM 92844S105 $34 1,877.00 Sole N/A Sole
VITESSE SEMICONDUCTO COMM 928497106 $457 4,748.00 Sole N/A Sole
WAL MART STORES INC COMM 931142103 $7,631 135,069.00 Sole N/A Sole
WARNER LAMBERT CO COMM 934488107 $2,548 26,082.00 Sole N/A Sole
WATSON PHARMACEUTICA COMM 942683103 $115 2,896.00 Sole N/A Sole
WRIGLEY WM JR CO COMM 982526105 $269 3,498.00 Sole N/A Sole
XILINX INC COMM 983919101 $811 9,788.00 Sole N/A Sole
YAHOO INC COMM 984332106 $2,742 16,000.00 Sole N/A Sole
ZIONS BANCORP COMM 989701107 $108 2,592.00 Sole N/A Sole
TRANSOCEAN SEDCO FOR COMM G90078109 $323 6,300.00 Sole N/A Sole
$211,966 2,985,988.00
Florida Large Company Growth
ADC TELECOMMUNICATIO COMM 000886101 $6,047 112,244.00 Sole N/A None
AFLAC INC COMM 001055102 $4,532 99,460.00 Sole N/A None
AES CORP COMM 00130H105 $6,080 77,200.00 Sole N/A None
AXA FINL INC COMM 002451102 $6,036 168,252.00 Sole N/A None
ABBOTT LABS COMM 002824100 $20,221 574,675.00 Sole N/A None
ABERCROMBIE & FITCH COMM 002896207 $610 38,100.00 Sole N/A None
ADAPTEC INC COMM 00651F108 $1,502 38,878.00 Sole N/A None
ADOBE SYS INC COMM 00724F101 $4,937 44,354.00 Sole N/A None
AFFILIATED COMPUTER COMM 008190100 $699 18,386.00 Sole N/A None
ALCOA INC COMM 013817101 $9,664 137,566.00 Sole N/A None
ALLTEL CORP COMM 020039103 $7,426 117,404.00 Sole N/A None
ALTERA CORP COMM 021441100 $6,656 74,573.00 Sole N/A None
AMBAC FINL GROUP INC COMM 023139108 $1,315 26,105.00 Sole N/A None
AMERICAN EXPRESS CO COMM 025816109 $24,931 167,393.00 Sole N/A None
AMERICAN PWR CONVERS COMM 029066107 $3,084 71,939.00 Sole N/A None
AMERITRADE HLDG CORP COMM 03072H109 $1,362 65,200.00 Sole N/A None
AMGEN COMM 031162100 $23,443 381,958.00 Sole N/A None
ANALOG DEVICES INC COMM 032654105 $10,529 130,800.00 Sole N/A None
APOLLO GROUP INC COMM 037604105 $797 28,271.00 Sole N/A None
APPLIED MATLS INC COMM 038222105 $26,974 286,192.00 Sole N/A None
AT HOME CORP COMM 045919107 $4,279 129,900.00 Sole N/A None
ASSOCIATES FIRST CAP COMM 046008108 $5,819 272,225.00 Sole N/A None
AUTOMATIC DATA PROCE COMM 053015103 $11,368 235,599.00 Sole N/A None
AUTOZONE INC COMM 053332102 $1,433 51,654.00 Sole N/A None
AVERY DENNISON CORP COMM 053611109 $2,572 42,125.00 Sole N/A None
BMC SOFTWARE INC COMM 055921100 $4,507 91,287.00 Sole N/A None
BANK NEW YORK INC COMM 064057102 $11,443 275,309.00 Sole N/A None
BAXTER INTL INC COMM 071813109 $5,817 92,800.00 Sole N/A None
BED BATH & BEYOND IN COMM 075896100 $2,063 52,400.00 Sole N/A None
BEMIS INC COMM 081437105 $719 19,500.00 Sole N/A None
BIOGEN N V COMM 090597105 $3,929 56,222.00 Sole N/A None
BRISTOL MYERS SQUIBB COMM 110122108 $43,017 741,673.00 Sole N/A None
BROADWING INC COMM 111620100 $3,004 80,771.00 Sole N/A None
CNET NETWORKS INC COMM 12613R104 $1,394 27,500.00 Sole N/A None
CAMBRIDGE TECH PARTN COMM 132524109 $306 22,529.00 Sole N/A None
CAPITAL ONE FINL COR COMM 14040H105 $3,535 73,740.00 Sole N/A None
CARDINAL HEALTH INC COMM 14149Y108 $4,824 105,148.00 Sole N/A None
CARNIVAL CRUISE LINE COMM 143658102 $5,722 230,623.00 Sole N/A None
CENDANT CORP COMM 151313103 $4,882 263,900.00 Sole N/A None
CENTURYTEL INC COMM 156700106 $1,939 52,224.00 Sole N/A None
CHIRON CORP COMM 170040109 $3,387 67,900.00 Sole N/A None
CISCO SYS INC COMM 17275R102 $197,776 2,558,142.00 Sole N/A None
CINTAS CORP COMM 172908105 $2,450 62,529.00 Sole N/A None
CITRIX SYS INC COMM 177376100 $4,439 67,000.00 Sole N/A None
CLAYTON HOMES INC COMM 184190106 $528 52,122.00 Sole N/A None
CLOROX CO COMM 189054109 $2,917 88,381.00 Sole N/A None
COMCAST CORP COMM 200300200 $15,025 346,400.00 Sole N/A None
COMPUTER ASSOC INTL COMM 204912109 $11,995 202,669.00 Sole N/A None
COMPUTER SCIENCES CO COMM 205363104 $4,948 62,538.00 Sole N/A None
COMPUWARE CORP COMM 205638109 $2,837 134,678.00 Sole N/A None
COMVERSE TECHNOLOGY COMM 205862402 $5,407 28,611.00 Sole N/A None
CONCORD EFS INC COMM 206197105 $1,762 76,800.00 Sole N/A None
CONVERGYS CORP COMM 212485106 $2,209 57,100.00 Sole N/A None
CORNING INC COMM 219350105 $20,021 103,200.00 Sole N/A None
COX COMMUNICATIONS I COMM 224044107 $10,354 213,477.00 Sole N/A None
DST SYS INC DEL COMM 233326107 $1,542 23,750.00 Sole N/A None
DANAHER CORP COMM 235851102 $2,712 53,185.00 Sole N/A None
DELL COMPUTER CORP COMM 247025109 $51,725 958,986.00 Sole N/A None
DOLLAR GEN CORP COMM 256669102 $2,655 98,800.00 Sole N/A None
DOLLAR TREE STORES I COMM 256747106 $1,209 23,200.00 Sole N/A None
DOUBLECLICK INC COMM 258609304 $4,138 44,200.00 Sole N/A None
DOVER CORP COMM 260003108 $3,645 76,140.00 Sole N/A None
E M C CORP MASS COMM 268648102 $47,936 380,443.00 Sole N/A None
ENSCO INTL INC COMM 26874Q100 $1,852 51,267.00 Sole N/A None
EARTHLINK INC COMM 270321102 $847 43,600.00 Sole N/A None
EBAY INC COMM 278642103 $8,518 48,400.00 Sole N/A None
ELECTRONIC ARTS COMM 285512109 $1,709 24,000.00 Sole N/A None
ELECTRONICS FOR IMAG COMM 286082102 $1,241 20,686.00 Sole N/A None
EQUIFAX INC COMM 294429105 $1,335 52,866.00 Sole N/A None
EXODUS COMMUNICATION COMM 302088109 $8,964 63,800.00 Sole N/A None
EXPRESS SCRIPTS INC COMM 302182100 $604 14,388.00 Sole N/A None
FEDEX CORP COMM 31428X106 $3,373 86,900.00 Sole N/A None
FIFTH THIRD BANCORP COMM 316773100 $7,271 115,416.00 Sole N/A None
FINOVA GROUP INC COMM 317928109 $385 22,871.00 Sole N/A None
FISERV INC COMM 337738108 $1,701 45,754.00 Sole N/A None
FRANKLIN RES INC COMM 354613101 $3,107 92,932.00 Sole N/A None
FREEPORT-MCMORAN COP COMM 35671D857 $737 61,100.00 Sole N/A None
GANNETT INC COMM 364730101 $7,334 104,210.00 Sole N/A None
GAP INC COMM 364760108 $15,845 318,096.00 Sole N/A None
GARTNER GROUP INC NE COMM 366651107 $316 20,040.00 Sole N/A None
GATEWAY INC COMM 367626108 $6,277 118,330.00 Sole N/A None
GENERAL ELEC CO COMM 369604103 $190,897 1,226,645.00 Sole N/A None
GENTEX CORP COMM 371901109 $1,016 27,400.00 Sole N/A None
GLOBAL MARINE INC COMM 379352404 $1,654 65,194.00 Sole N/A None
GLOBAL TELESYSTEMS G COMM 37936U104 $1,380 67,300.00 Sole N/A None
GUIDANT CORP COMM 401698105 $6,765 114,900.00 Sole N/A None
HALLIBURTON CO COMM 406216101 $6,037 146,800.00 Sole N/A None
HARLEY DAVIDSON INC COMM 412822108 $4,489 56,553.00 Sole N/A None
HEWLETT PACKARD CO COMM 428236103 $49,927 375,743.00 Sole N/A None
HOME DEPOT INC COMM 437076102 $55,517 860,736.00 Sole N/A None
HONEYWELL INTL INC COMM 438516106 $15,594 295,970.00 Sole N/A None
HUTTIG BLDG PRODS IN COMM 448451104 $0 1.00 Sole N/A None
IMMUNEX CORP NEW COMM 452528102 $11,685 184,200.00 Sole N/A None
INKTOMI CORP COMM 457277101 $7,937 40,700.00 Sole N/A None
INTEL CORP COMM 458140100 $164,809 1,249,146.00 Sole N/A None
INTERPUBLIC GROUP CO COMM 460690100 $4,958 104,932.00 Sole N/A None
INTIMATE BRANDS INC COMM 461156101 $3,834 93,085.00 Sole N/A None
I2 TECHNOLOGIES INC COMM 465754109 $7,022 57,500.00 Sole N/A None
JDS UNIPHASE CORP COMM 46612J101 $28,296 234,700.00 Sole N/A None
JABIL CIRCUIT INC COMM 466313103 $2,860 66,138.00 Sole N/A None
JOHNSON & JOHNSON COMM 478160104 $36,548 520,252.00 Sole N/A None
JONES APPAREL GROUP COMM 480074103 $1,447 45,766.00 Sole N/A None
KLA-TENCOR CORP COMM 482480100 $5,780 68,606.00 Sole N/A None
KOHLS CORP COMM 500255104 $6,247 60,949.00 Sole N/A None
LSI LOGIC CORP COMM 502161102 $8,076 111,200.00 Sole N/A None
LAUDER ESTEE COS INC COMM 518439104 $2,321 46,356.00 Sole N/A None
LEAR CORP COMM 521865105 $705 25,084.00 Sole N/A None
LEGATO SYS INC COMM 524651106 $1,418 31,780.00 Sole N/A None
LEHMAN BROS HLDGS IN COMM 524908100 $4,355 44,900.00 Sole N/A None
LEXMARK INTL GROUP I COMM 529771107 $5,051 47,768.00 Sole N/A None
LINEAR TECHNOLOGY CO COMM 535678106 $6,395 116,264.00 Sole N/A None
LOWES COS INC COMM 548661107 $8,346 142,968.00 Sole N/A None
LUCENT TECHNOLOGIES COMM 549463107 $72,992 1,191,700.00 Sole N/A None
LYCOS INC COMM 550818108 $2,866 40,800.00 Sole N/A None
MBNA CORP COMM 55262L100 $7,644 299,753.00 Sole N/A None
MGIC INVT CORP WIS COMM 552848103 $1,722 39,469.00 Sole N/A None
MGM GRAND INC COMM 552953101 $1,019 42,470.00 Sole N/A None
MANPOWER INC COMM 56418H100 $1,004 28,284.00 Sole N/A None
MASCO CORP COMM 574599106 $3,424 167,029.00 Sole N/A None
MAXIM INTEGRATED PRO COMM 57772K101 $7,373 103,752.00 Sole N/A None
MAYTAG CO COMM 578592107 $1,045 31,544.00 Sole N/A None
MCDONALDS CORP COMM 580135101 $18,918 506,177.00 Sole N/A None
MCGRAW HILL INC COMM 580645109 $3,337 73,339.00 Sole N/A None
MEDIMMUNE INC COMM 584699102 $4,388 25,200.00 Sole N/A None
MEDTRONIC INC COMM 585055106 $22,968 446,525.00 Sole N/A None
MERCK & CO INC COMM 589331107 $54,288 873,852.00 Sole N/A None
MERRILL LYNCH & CO COMM 590188108 $12,558 119,600.00 Sole N/A None
MICROSOFT CORP COMM 594918104 $206,759 1,945,969.00 Sole N/A None
MICROCHIP TECHNOLOGY COMM 595017104 $1,882 28,627.00 Sole N/A None
MILLER HERMAN INC COMM 600544100 $825 29,480.00 Sole N/A None
MOLEX INC COMM 608554101 $4,308 73,331.00 Sole N/A None
MORGAN ST D WITTER COMM 617446448 $35,307 426,026.00 Sole N/A None
MOTOROLA INC COMM 620076109 $38,712 265,150.00 Sole N/A None
NABORS INDS INC COMM 629568106 $2,013 51,858.00 Sole N/A None
NAVISTAR INTL CORP N COMM 63934E108 $948 23,621.00 Sole N/A None
NETWORK APPLIANCE IN COMM 64120L104 $9,425 113,900.00 Sole N/A None
NEW YORK TIMES CO COMM 650111107 $2,746 63,960.00 Sole N/A None
NEWELL RUBBERMAID IN COMM 651229106 $2,615 105,401.00 Sole N/A None
NIKE INC COMM 654106103 $4,088 103,167.00 Sole N/A None
NORTHERN TR CORP COMM 665859104 $5,624 83,246.00 Sole N/A None
NOVELLUS SYS INC COMM 670008101 $2,462 43,859.00 Sole N/A None
OMNICOM GROUP COMM 681919106 $6,214 66,373.00 Sole N/A None
ORACLE SYSTEMS CORP COMM 68389X105 $82,349 1,054,908.00 Sole N/A None
OUTBACK STEAKHOUSE I COMM 689899102 $897 27,978.00 Sole N/A None
PARAMETRIC TECHNOLOG COMM 699173100 $2,165 102,773.00 Sole N/A None
PAYCHEX INC COMM 704326107 $4,837 92,349.00 Sole N/A None
PEROT SYS CORP COMM 714265105 $686 34,300.00 Sole N/A None
PFIZER INC COMM 717081103 $52,916 1,447,269.00 Sole N/A None
PRAXAIR INC COMM 74005P104 $2,473 59,400.00 Sole N/A None
PREMIER PKS INC COMM 740540208 $613 29,200.00 Sole N/A None
PRICE T ROWE & ASSOC COMM 741477103 $1,767 44,740.00 Sole N/A None
PROTECTIVE LIFE CORP COMM 743674103 $764 24,048.00 Sole N/A None
QLOGIC CORP COMM 747277101 $3,728 27,514.00 Sole N/A None
QUALCOMM INC COMM 747525103 $41,195 275,900.00 Sole N/A None
QWEST COMMUNICATIONS COMM 749121109 $13,421 279,600.00 Sole N/A None
REALNETWORKS INC COMM 75605L104 $3,268 57,400.00 Sole N/A None
ROBERT HALF INTL INC COMM 770323103 $1,592 33,562.00 Sole N/A None
ROHM & HAAS CO COMM 775371107 $3,650 81,800.00 Sole N/A None
ROSS STORES INC COMM 778296103 $796 33,079.00 Sole N/A None
SCI SYS INC COMM 783890106 $2,908 54,100.00 Sole N/A None
SAFEWAY INC COMM 786514208 $8,608 190,239.00 Sole N/A None
SANMINA CORP COMM 800907107 $3,214 47,568.00 Sole N/A None
SCHERING PLOUGH CORP COMM 806605101 $20,388 549,185.00 Sole N/A None
SCHLUMBERGER LTD COMM 806857108 $15,726 205,571.00 Sole N/A None
SCHWAB CHARLES CP NE COMM 808513105 $17,414 306,524.00 Sole N/A None
SIEBEL SYS INC COMM 826170102 $8,609 72,080.00 Sole N/A None
SMITH INTL INC COMM 832110100 $1,417 18,286.00 Sole N/A None
SNAP ON TOOLS CORP COMM 833034101 $571 21,800.00 Sole N/A None
SOLECTRON CORP COMM 834182107 $8,891 221,576.00 Sole N/A None
SOTHEBYS HLDGS INC COMM 835898107 $411 21,900.00 Sole N/A None
STARBUCKS CORP COMM 855244109 $3,074 68,595.00 Sole N/A None
STATE STR CORP COMM 857477103 $5,798 59,854.00 Sole N/A None
STRYKER CORP COMM 863667101 $2,532 36,300.00 Sole N/A None
SUN MICROSYSTEMS INC COMM 866810104 $55,298 590,140.00 Sole N/A None
SUNGARD DATA SYS INC COMM 867363103 $1,807 47,861.00 Sole N/A None
SYMBOL TECHNOLOGIES COMM 871508107 $2,731 33,178.00 Sole N/A None
SYNOPSYS INC COMM 871607107 $1,265 25,956.00 Sole N/A None
TJX COS INC NEW COMM 872540109 $2,572 115,925.00 Sole N/A None
TV GUIDE INC COMM 87307Q109 $2,776 57,754.00 Sole N/A None
TARGET CORP COMM 87612E106 $12,250 163,877.00 Sole N/A None
TELLABS INC COMM 879664100 $9,469 150,345.00 Sole N/A None
TERADYNE INC COMM 880770102 $5,242 63,928.00 Sole N/A None
TEXTRON INC COMM 883203101 $3,382 55,564.00 Sole N/A None
TIFFANY & CO NEW COMM 886547108 $2,259 27,016.00 Sole N/A None
TRIBUNE CO NEW COMM 896047107 $3,247 88,820.00 Sole N/A None
UNITED HEALTHCARE CO COMM 910581107 $3,786 63,500.00 Sole N/A None
UNITED STATES CELLUL COMM 911684108 $2,322 32,700.00 Sole N/A None
U S WEST INC NEW COMM 91273H101 $13,723 188,955.00 Sole N/A None
UNITED TECHNOLOGIES COMM 913017109 $11,221 177,583.00 Sole N/A None
UNIVISION COMMUNICAT COMM 914906102 $4,305 38,100.00 Sole N/A None
VERITAS SOFTWARE CO COMM 923436109 $19,042 145,355.00 Sole N/A None
VISX INC DEL COMM 92844S105 $438 24,024.00 Sole N/A None
VITESSE SEMICONDUCTO COMM 928497106 $5,661 58,818.00 Sole N/A None
WAL MART STORES INC COMM 931142103 $94,080 1,665,132.00 Sole N/A None
WARNER LAMBERT CO COMM 934488107 $31,361 321,035.00 Sole N/A None
WATSON PHARMACEUTICA COMM 942683103 $1,423 35,852.00 Sole N/A None
WRIGLEY WM JR CO COMM 982526105 $3,324 43,271.00 Sole N/A None
XILINX INC COMM 983919101 $9,946 120,098.00 Sole N/A None
YAHOO INC COMM 984332106 $33,744 196,900.00 Sole N/A None
ZIONS BANCORP COMM 989701107 $1,328 31,904.00 Sole N/A None
TRANSOCEAN SEDCO FOR COMM G90078109 $4,008 78,100.00 Sole N/A None
$2,611,978 36,825,073.00
Florida Large Company Value
AETNA INC COMM 008117103 $1,199 21,602.00 Sole N/A None
AFFILIATED COMPUTER COMM 008190100 $289 7,614.00 Sole N/A None
AIR PRODS & CHEMS IN COMM 009158106 $1,007 35,400.00 Sole N/A None
ALCOA INC COMM 013817101 $3,990 56,800.00 Sole N/A None
ALLEGHENY ENERGY INC COMM 017361106 $471 17,000.00 Sole N/A None
ALLEGHENY TECHNOLOGI COMM 01741R102 $288 14,350.00 Sole N/A None
ALLSTATE CORP COMM 020002101 $2,958 124,200.00 Sole N/A None
AMEREN CORP COMM 023608102 $656 21,200.00 Sole N/A None
AMERICAN GENERAL CO COMM 026351106 $2,138 38,100.00 Sole N/A None
AMSOUTH BANCORPORATI COMM 032165102 $900 60,282.00 Sole N/A None
AON CORP COMM 037389103 $1,248 38,709.00 Sole N/A None
ARCH COAL INC COMM 039380100 $0 0.04 Sole N/A None
ASHLAND INC COMM 044204105 $362 10,900.00 Sole N/A None
ASSOCIATED BANC CORP COMM 045487105 $293 9,800.00 Sole N/A None
ATLANTIC RICHFIELD COMM 048825103 $4,138 48,679.00 Sole N/A None
AUTONATION INC COMM 05329W102 $493 62,100.00 Sole N/A None
BAKER HUGHES INC COMM 057224107 $1,537 50,800.00 Sole N/A None
BANK AMER CORP COMM 060505104 $13,815 263,462.00 Sole N/A None
BANK ONE CORP COMM 06423A103 $6,104 176,942.00 Sole N/A None
BAUSCH & LOMB INC COMM 071707103 $464 8,900.00 Sole N/A None
BEAR STEARNS COS INC COMM 073902108 $801 17,550.00 Sole N/A None
BELL ATLANTIC CORP COMM 077853109 $14,646 239,600.00 Sole N/A None
BEMIS INC COMM 081437105 $299 8,100.00 Sole N/A None
BEST FOODS COMM 08658U101 $1,968 42,032.00 Sole N/A None
BLACK & DECKER MFG COMM 091797100 $492 13,098.00 Sole N/A None
BLOCK H & R INC COMM 093671105 $677 15,139.00 Sole N/A None
BOEING CO COMM 097023105 $5,067 134,000.00 Sole N/A None
BOISE CASCADE CORP COMM 097383103 $307 8,821.00 Sole N/A None
BRUNSWICK CORP COMM 117043109 $267 14,100.00 Sole N/A None
BURLINGTON NORTHN SA COMM 12189T104 $1,604 70,500.00 Sole N/A None
CIGNA CORP COMM 125509109 $1,970 26,000.00 Sole N/A None
CSX CORP COMM 126408103 $792 33,700.00 Sole N/A None
CARDINAL HEALTH INC COMM 14149Y108 $1,946 42,423.00 Sole N/A None
CARNIVAL CRUISE LINE COMM 143658102 $2,309 93,058.00 Sole N/A None
CATERPILLAR INC COMM 149123101 $2,116 53,664.00 Sole N/A None
CENTEX CORP COMM 152312104 $217 9,100.00 Sole N/A None
CHARTER ONE FINL INC COMM 160903100 $686 32,655.00 Sole N/A None
CHASE MANHATTAN CORP COMM 16161A108 $11,099 127,300.00 Sole N/A None
CHEVRON CORP COMM 166751107 $9,364 101,300.00 Sole N/A None
CINERGY CORP COMM 172474108 $527 24,500.00 Sole N/A None
COASTAL CORP COMM 190441105 $1,518 33,000.00 Sole N/A None
COLUMBIA ENERGY GROU COMM 197648108 $747 12,600.00 Sole N/A None
COLUMBIA/HCA HEALTHC COMM 197677107 $2,150 84,944.00 Sole N/A None
COMCAST CORP COMM 200300200 $6,192 142,754.00 Sole N/A None
COMERICA INC COMM 200340107 $1,009 24,100.00 Sole N/A None
COMPAQ COMPUTER CORP COMM 204493100 $7,058 261,391.00 Sole N/A None
COMPASS BANCSHARES I COMM 20449H109 $349 17,500.00 Sole N/A None
CONAGRA INC COMM 205887102 $1,376 75,900.00 Sole N/A None
CONECTIV INC COMM 206829103 $250 14,300.00 Sole N/A None
CONOCO INC COMM 208251306 $719 29,200.00 Sole N/A None
CONSECO INC COMM 208464107 $576 50,395.00 Sole N/A None
CONSOLIDATED EDISON COMM 209115104 $993 34,100.00 Sole N/A None
CONSOLIDATED PAPERS COMM 209759109 $538 14,000.00 Sole N/A None
COOPER INDS INC COMM 216669101 $508 14,500.00 Sole N/A None
CROWN CORK & SEAL IN COMM 228255105 $311 19,452.00 Sole N/A None
CUMMINS ENGINE INC COMM 231021106 $235 6,256.00 Sole N/A None
DPL INC COMM 233293109 $457 20,600.00 Sole N/A None
DTE ENERGY CO COMM 233331107 $654 22,400.00 Sole N/A None
DANA CORP COMM 235811106 $716 25,400.00 Sole N/A None
DARDEN RESTAURANTS I COMM 237194105 $351 19,700.00 Sole N/A None
DEERE & CO COMM 244199105 $1,372 36,100.00 Sole N/A None
DELHAIZE AMER INC COMM 246688105 $435 24,166.00 Sole N/A None
DELPHI AUTOMOTIVE SY COMM 247126105 $1,393 87,086.00 Sole N/A None
DELTA AIR LINES DEL COMM 247361108 $1,061 19,930.00 Sole N/A None
DE LUXE CHECK PRINTE COMM 248019101 $300 11,324.00 Sole N/A None
DIAMOND OFFSHORE DRI COMM 25271C102 $839 21,000.00 Sole N/A None
DOMINION RES INC VA COMM 25746U109 $1,387 36,086.00 Sole N/A None
DONNELLEY R R & SONS COMM 257867101 $408 19,500.00 Sole N/A None
DOVER CORP COMM 260003108 $1,504 31,421.00 Sole N/A None
DOW CHEM CO COMM 260543103 $3,865 33,900.00 Sole N/A None
DU PONT E I DE NEMOU COMM 263534109 $8,534 161,200.00 Sole N/A None
DUKE ENERGY CORPORATION COMM 264399106 $2,961 56,400.00 Sole N/A None
EOG RES INC COMM 26875P101 $388 18,300.00 Sole N/A None
EASTMAN CHEM CO COMM 277432100 $551 12,100.00 Sole N/A None
EASTMAN KODAK CO COMM 277461109 $2,645 48,700.00 Sole N/A None
EATON CORP COMM 278058102 $889 11,400.00 Sole N/A None
EDWARD A G INC COMM 281760108 $552 13,800.00 Sole N/A None
EL PASO ENERGY CORP COMM 283905107 $1,421 35,200.00 Sole N/A None
EMERSON ELEC CO COMM 291011104 $3,533 66,500.00 Sole N/A None
ENERGY EAST CORP COMM 29266M109 $378 19,100.00 Sole N/A None
ENGELHARD CORP COMM 292845104 $293 19,400.00 Sole N/A None
ENRON CORP COMM 293561106 $8,266 110,400.00 Sole N/A None
ENTERGY CORP NEW COMM 29364G103 $767 38,000.00 Sole N/A None
EXXON MOBIL CORP COMM 30231G102 $41,529 532,851.00 Sole N/A None
F M C CORP COMM 302491303 $266 4,700.00 Sole N/A None
FPL GROUP INC COMM 302571104 $1,276 27,700.00 Sole N/A None
FEDERAL MOGUL CORP COMM 313549107 $189 11,300.00 Sole N/A None
FEDERATED DEPT STORE COMM 31410H101 $1,369 32,400.00 Sole N/A None
FINOVA GROUP INC COMM 317928109 $158 9,400.00 Sole N/A None
FIRST SEC CORP DEL COMM 336294103 $362 30,191.00 Sole N/A None
FIRST UN CORP COMM 337358105 $5,549 148,971.00 Sole N/A None
FISERV INC COMM 337738108 $704 18,930.00 Sole N/A None
FLEETBOSTON FINL COR COMM 339030108 $5,157 141,300.00 Sole N/A None
FLUOR CORP COMM 343861100 $363 11,722.00 Sole N/A None
FORD MTR CO DEL COMM 345370100 $8,563 186,400.00 Sole N/A None
GPU INC COMM 36225X100 $520 19,000.00 Sole N/A None
GTE CORP COMM 362320103 $10,650 150,000.00 Sole N/A None
GENERAL DYNAMICS COR COMM 369550108 $1,541 30,978.00 Sole N/A None
GENERAL MTRS CORP COMM 370442105 $8,182 98,800.00 Sole N/A None
GENUINE PARTS CO COMM 372460105 $654 27,400.00 Sole N/A None
GEORGIA PAC CORP COMM 373298108 $1,044 26,400.00 Sole N/A None
GEORGIA PAC CORP COMM 373298702 $325 12,700.00 Sole N/A None
GOODRICH B F CO COMM 382388106 $488 17,002.00 Sole N/A None
GOODYEAR TIRE & RUBR COMM 382550101 $562 24,100.00 Sole N/A None
GREENPOINT FINL CORP COMM 395384100 $326 16,600.00 Sole N/A None
HARCOURT GEN INC COMM 41163G101 $410 11,000.00 Sole N/A None
HARTFORD FINL SVCS G COMM 416515104 $1,803 34,180.00 Sole N/A None
HERCULES INC COMM 427056106 $258 16,031.00 Sole N/A None
HILLENBRAND INDS INC COMM 431573104 $330 9,700.00 Sole N/A None
HILTON HOTELS CORP COMM 432848109 $441 56,877.00 Sole N/A None
HONEYWELL INTL INC COMM 438516106 $6,294 119,450.00 Sole N/A None
HORMEL GEO A & CO COMM 440452100 $362 22,000.00 Sole N/A None
HOUSEHOLD INTL CORP COMM 441815107 $2,644 70,868.00 Sole N/A None
HUBBELL HARVEY INC COMM 443510201 $274 10,000.00 Sole N/A None
HUNTINGTON BANCSHARE COMM 446150104 $772 34,505.00 Sole N/A None
ILLINOIS TOOL WKS IN COMM 452308109 $2,562 46,372.00 Sole N/A None
INGERSOLL RAND CO COMM 456866102 $1,115 25,200.00 Sole N/A None
JEFFERSON PILOT CORP COMM 475070108 $1,075 16,150.00 Sole N/A None
JOHNS MANVILLE CORP COMM 478129109 $241 22,700.00 Sole N/A None
JOHNSON CTLS INC COMM 478366107 $714 13,200.00 Sole N/A None
K MART COMM 482584109 $728 75,100.00 Sole N/A None
KELLOGG CO COMM 487836108 $1,573 61,093.00 Sole N/A None
KERR MCGEE CORP COMM 492386107 $849 14,700.00 Sole N/A None
KEYSPAN CORP COMM 49337W100 $571 20,658.00 Sole N/A None
KIMBERLY CLARK CORP COMM 494368103 $4,805 85,700.00 Sole N/A None
KNIGHT RIDDER NEWSPP COMM 499040103 $666 12,995.00 Sole N/A None
LAFARGE CORP COMM 505862102 $249 10,500.00 Sole N/A None
LEGGETT & PLATT INC COMM 524660107 $635 29,520.00 Sole N/A None
LEHMAN BROS HLDGS IN COMM 524908100 $1,795 18,500.00 Sole N/A None
LIMITED INC COMM 532716107 $1,394 33,100.00 Sole N/A None
LINCOLN NATL CORP IN COMM 534187109 $986 29,422.00 Sole N/A None
LITTON INDS INC COMM 538021106 $309 7,000.00 Sole N/A None
LIZ CLAIBORNE COMM 539320101 $417 9,100.00 Sole N/A None
LOCKHEED MARTIN CORP COMM 539830109 $1,247 61,000.00 Sole N/A None
MBIA INC COMM 55262C100 $784 15,053.00 Sole N/A None
MANPOWER INC COMM 56418H100 $415 11,689.00 Sole N/A None
MARTIN MARIETTA MATL COMM 573284106 $342 7,200.00 Sole N/A None
MASCO CORP COMM 574599106 $1,381 67,349.00 Sole N/A None
MAY DEPT STORES CO COMM 577778103 $1,462 51,300.00 Sole N/A None
MAYTAG CO COMM 578592107 $431 13,012.00 Sole N/A None
MCCORMICK & CO INC COMM 579780206 $353 10,931.00 Sole N/A None
MEAD CORP COMM 582834107 $552 15,800.00 Sole N/A None
MERCANTILE BANKSHARE COMM 587405101 $324 10,600.00 Sole N/A None
MERRILL LYNCH & CO COMM 590188108 $6,006 57,200.00 Sole N/A None
MILLENNIUM CHEMICALS COMM 599903101 $209 10,428.00 Sole N/A None
MINNESOTA MNG & MFG COMM 604059105 $5,455 61,600.00 Sole N/A None
MORGAN J P & CO INC COMM 616880100 $3,531 26,800.00 Sole N/A None
NCR CORP NEW COMM 62886E108 $599 14,934.00 Sole N/A None
NATIONAL CITY CORP COMM 635405103 $1,962 95,122.00 Sole N/A None
NAVISTAR INTL CORP N COMM 63934E108 $393 9,800.00 Sole N/A None
NEW CENTURY ENERGIES COMM 64352U103 $535 17,800.00 Sole N/A None
NIKE INC COMM 654106103 $1,650 41,641.00 Sole N/A None
NORFOLK SOUTHERN COR COMM 655844108 $839 58,900.00 Sole N/A None
NORTH FORK BANCORP COMM 659424105 $486 27,200.00 Sole N/A None
NORTHN STS PWR MINN COMM 665772109 $473 23,800.00 Sole N/A None
NORTHROP CORP COMM 666807102 $566 10,700.00 Sole N/A None
OCCIDENTAL PETE CORP COMM 674599105 $1,150 55,424.00 Sole N/A None
PG&E CORP COMM 69331C108 $1,243 59,200.00 Sole N/A None
PNC FINANCIAL CORP COMM 693475105 $2,046 45,400.00 Sole N/A None
PPL CORP COMM 69351T106 $463 22,124.00 Sole N/A None
PACCAR INC COMM 693718108 $605 12,100.00 Sole N/A None
PACTIV CORP COMM 695257105 $229 26,376.00 Sole N/A None
PARKER HANNIFIN CORP COMM 701094104 $715 17,300.00 Sole N/A None
PENNEY J C INC COMM 708160106 $597 40,168.00 Sole N/A None
PHILLIPS PETE CO COMM 718507106 $1,768 38,220.00 Sole N/A None
PINNACLE WEST CAP CO COMM 723484101 $369 13,100.00 Sole N/A None
POTOMAC ELEC PWR CO COMM 737679100 $412 18,200.00 Sole N/A None
PROTECTIVE LIFE CORP COMM 743674103 $314 9,900.00 Sole N/A None
PUBLIC SVC ENTERPRIS COMM 744573106 $998 33,700.00 Sole N/A None
RAYTHEON CO COMM 755111408 $927 52,200.00 Sole N/A None
REGIONS FINL CORP COMM 758940100 $769 33,692.00 Sole N/A None
RELIANT ENERGY INC COMM 75952J108 $1,050 44,574.00 Sole N/A None
RELIASTAR FINL CORP COMM 75952U103 $464 13,699.00 Sole N/A None
RITE AID CORP COMM 767754104 $224 39,900.00 Sole N/A None
ROCKWELL INTL CORP N COMM 773903109 $1,225 29,300.00 Sole N/A None
SCI SYS INC COMM 783890106 $1,203 22,384.00 Sole N/A None
SARA LEE CORP COMM 803111103 $2,467 137,045.00 Sole N/A None
SCOTTISH PWR PLC ADR 81013T705 $1,444 45,578.00 Sole N/A None
SEAGATE TECHNOLOGY COMM 811804103 $2,059 33,351.00 Sole N/A None
SEARS ROEBUCK & CO COMM 812387108 $1,785 58,300.00 Sole N/A None
SHAW INDS INC COMM 820286102 $313 20,600.00 Sole N/A None
SHERWIN WILLIAMS CO COMM 824348106 $566 25,600.00 Sole N/A None
SIGMA ALDRICH CORP COMM 826552101 $417 15,500.00 Sole N/A None
SNAP ON TOOLS CORP COMM 833034101 $236 9,000.00 Sole N/A None
SONOCO PRODS CO COMM 835495102 $361 15,700.00 Sole N/A None
SOUTHDOWN INC COMM 841297104 $332 5,600.00 Sole N/A None
SOUTHTRUST CORP COMM 844730101 $659 25,900.00 Sole N/A None
SUMMIT BANCORP COMM 866005101 $708 26,968.00 Sole N/A None
SUNGARD DATA SYS INC COMM 867363103 $747 19,775.00 Sole N/A None
SUNOCO INC COMM 86764P109 $381 13,900.00 Sole N/A None
SUPERVALU INC COMM 868536103 $407 21,494.00 Sole N/A None
TCF BKG & SVGS FA MI COMM 872275102 $298 12,512.00 Sole N/A None
TRW INC COMM 872649108 $1,100 18,800.00 Sole N/A None
TENNECO AUTOMOTIVE I COMM 880349105 $41 5,155.00 Sole N/A None
TEXACO INC COMM 881694103 $4,585 85,300.00 Sole N/A None
TEXAS UTILS CO COMM 882848104 $1,265 42,600.00 Sole N/A None
TEXTRON INC COMM 883203101 $1,369 22,482.00 Sole N/A None
THOMAS & BETTS CORP COMM 884315102 $251 8,900.00 Sole N/A None
TORCHMARK CORP COMM 891027104 $469 20,300.00 Sole N/A None
TOYS R US COMM 892335100 $536 36,167.00 Sole N/A None
TRAVELERS PPTY CAS C COMM 893939108 $388 9,400.00 Sole N/A None
USX MARATHON GROUP COMM 902905827 $1,248 47,900.00 Sole N/A None
USX-U S STL COMM 90337T101 $340 13,600.00 Sole N/A None
UNICOM CORP COMM 904911104 $1,226 33,600.00 Sole N/A None
UNION CARBIDE CORP COMM 905581104 $1,207 20,700.00 Sole N/A None
UNION PAC CORP COMM 907818108 $1,469 37,536.00 Sole N/A None
UNITED STATES CELLUL COMM 911684108 $963 13,559.00 Sole N/A None
UNITED TECHNOLOGIES COMM 913017109 $4,527 71,650.00 Sole N/A None
UTILICORP UTD INC COMM 918005109 $258 14,300.00 Sole N/A None
V F CORP COMM 918204108 $438 18,200.00 Sole N/A None
VIAD CORP COMM 92552R109 $335 14,643.00 Sole N/A None
WACHOVIA CORP COMM 929771103 $2,067 30,595.00 Sole N/A None
WASHINGTON MUT INC COMM 939322103 $2,359 89,016.00 Sole N/A None
WELLS FARGO & CO NEW COMM 949746101 $10,145 248,969.00 Sole N/A None
WESTVACO CORP COMM 961548104 $517 15,500.00 Sole N/A None
WEYERHAEUSER CO COMM 962166104 $2,063 36,200.00 Sole N/A None
WHIRLPOOL CORP COMM 963320106 $674 11,500.00 Sole N/A None
WILLAMETTE INDS INC COMM 969133107 $690 17,200.00 Sole N/A None
XEROX CORP COMM 984121103 $2,665 102,500.00 Sole N/A None
SANTA FE INTL CORP CF G7805C108 $655 17,700.00 Sole N/A None
TRANSOCEAN SEDCO FOR COMM G90078109 $1,641 31,973.00 Sole N/A None
$399,437 9,491,039.04
Florida Real Estate Fund
AMB PROPERTY CORP. REIT 00163T109 $713 33,150.00 Sole N/A None
AMLI RESIDENTIAL PPT IS 001735109 $135 6,600.00 Sole N/A None
ALEXANDRIA REAL ESTA REIT 015271109 $161 5,350.00 Sole N/A None
APARTMENT INVT & MGM REIT 03748R101 $995 26,050.00 Sole N/A None
ARCHSTONE CMNTYS TR IS 039581103 $1,077 54,000.00 Sole N/A None
ARDEN RLTY GROUP INC REIT 039793104 $514 24,600.00 Sole N/A None
ASSOCIATED ESTATES R REIT 045604105 $61 7,600.00 Sole N/A None
AVALONBAY CMNTYS INC REIT 053484101 $938 25,600.00 Sole N/A None
BRE PROPERTIES INC IS 05564E106 $448 17,350.00 Sole N/A None
BEDFORD PPTY INVS IN IS 076446301 $122 7,600.00 Sole N/A None
BOSTON PROPERTIES IN REIT 101121101 $840 26,400.00 Sole N/A None
BOYKIN LODGING CO REIT 103430104 $78 6,650.00 Sole N/A None
BRADLEY REAL ESTATE IS 104580105 $148 8,650.00 Sole N/A None
BRANDYWINE RLTY TR IS 105368203 $241 14,100.00 Sole N/A None
BURNHAM PAC PPTYS IN IU 12232C108 $88 12,500.00 Sole N/A None
CBL & ASSOC PPTYS IN REIT 124830100 $196 9,600.00 Sole N/A None
CABOT INDUSTRIAL TRU REIT 127072106 $294 15,800.00 Sole N/A None
CAMDEN PPTY TR IS 133131102 $414 15,300.00 Sole N/A None
CARRAMERICA RLTY COR REIT 144418100 $551 25,950.00 Sole N/A None
CATELLUS DEV CORP COMM 149111106 $577 41,600.00 Sole N/A None
CENTER TR INC REIT 151845104 $66 10,341.00 Sole N/A None
CENTERPOINT PPTYS CO REIT 151895109 $293 8,050.00 Sole N/A None
CHATEAU CMNTYS INC REIT 161726104 $282 11,050.00 Sole N/A None
CHELSEA GCA RLTY INC REIT 163262108 $180 6,200.00 Sole N/A None
COLONIAL PPTYS TR REIT 195872106 $202 8,500.00 Sole N/A None
CORNERSTONE PPTYS IN REIT 21922H103 $875 50,200.00 Sole N/A None
CORNERSTONE RLTY INC REIT 21922V102 $158 14,700.00 Sole N/A None
CORPORATE OFFICE PPT REIT 22002T108 $56 6,850.00 Sole N/A None
COUSINS PPTYS INC REIT 222795106 $461 12,512.00 Sole N/A None
CRESCENT REAL ESTATE REIT 225756105 $826 47,200.00 Sole N/A None
CROWN AMERN RLTY TR IS 228186102 $54 10,150.00 Sole N/A None
DEVELOPERS DIVERSIFI REIT 251591103 $321 23,100.00 Sole N/A None
DUKE-WEEKS REALTY CO REIT 264411505 $939 49,100.00 Sole N/A None
EASTGROUP PPTY INC IS 277276101 $130 6,050.00 Sole N/A None
EQUITY INNS INC REIT 294703103 $97 14,200.00 Sole N/A None
EQUITY OFFICE PROPER REIT 294741103 $2,420 96,300.00 Sole N/A None
EQUITY RESIDENTIAL P IS 29476L107 $1,997 49,700.00 Sole N/A None
ESSEX PPTY TR INC REIT 297178105 $252 7,000.00 Sole N/A None
EXTENDED STAY AMER I COMM 30224P101 $278 37,050.00 Sole N/A None
FEDERAL REALTY INVT IS 313747206 $296 15,350.00 Sole N/A None
FELCOR LODGING TR IN REIT 31430F101 $458 25,609.00 Sole N/A None
FIRST INDUSTRIAL REA REIT 32054K103 $409 15,000.00 Sole N/A None
FIRST UN RL EST EQ&M REIT 337400105 $45 16,481.00 Sole N/A None
FIRST WASH RLTY TR I REIT 337489504 $70 3,750.00 Sole N/A None
GABLES RESIDENTIAL T IS 362418105 $216 9,606.00 Sole N/A None
GENERAL GROWTH PPTYS REIT 370021107 $615 20,200.00 Sole N/A None
GLENBOROUGH RLTY TR REIT 37803P105 $170 11,750.00 Sole N/A None
GLIMCHER RLTY TR IS 379302102 $124 9,200.00 Sole N/A None
GREAT LAKES REIT INC REIT 390752103 $95 6,300.00 Sole N/A None
HIGHWOODS PPTYS INC REIT 431284108 $506 23,650.00 Sole N/A None
HOME PPTYS N Y INC REIT 437306103 $203 7,600.00 Sole N/A None
HOSPITALITY PPTYS TR REIT 44106M102 $444 21,950.00 Sole N/A None
HOST MARRIOTT CORP N REIT 44107P104 $762 85,900.00 Sole N/A None
IRT PPTY CO IS 450058102 $102 12,700.00 Sole N/A None
IMPERIAL PKG CORP COMM 453077109 $0 0.05 Sole N/A None
INNKEEPERS USA TR REIT 4576J0104 $109 13,450.00 Sole N/A None
JDN RLTY CORP REIT 465917102 $136 13,150.00 Sole N/A None
JP REALTY INC REIT 46624A106 $111 6,250.00 Sole N/A None
KILROY RLTY CORP REIT 49427F108 $214 10,150.00 Sole N/A None
KIMCO REALTY CORP REIT 49446R109 $887 23,650.00 Sole N/A None
KOGER EQUITY INC REIT 500228101 $181 10,500.00 Sole N/A None
KONOVER PPTY TR INC REIT 50047R100 $66 11,950.00 Sole N/A None
LASALLE HOTEL PPTYS REIT 517942108 $82 6,550.00 Sole N/A None
LIBERTY PPTY TR REIT 531172104 $622 26,000.00 Sole N/A None
LODGIAN INC COMM 54021P106 $41 10,800.00 Sole N/A None
MACERICH CO REIT 554382101 $273 13,250.00 Sole N/A None
MACK CALI RLTY CORP REIT 554489104 $579 22,700.00 Sole N/A None
MANUFACTURED HOME CM REIT 564682102 $201 8,700.00 Sole N/A None
MERISTAR HOSPITALITY REIT 58984Y103 $322 18,450.00 Sole N/A None
MID-AMER APT CMNTYS REIT 59522J103 $163 7,150.00 Sole N/A None
MID-ATLANTIC RLTY TR IS 595232109 $50 5,400.00 Sole N/A None
MILLS CORP REIT 601148109 $162 9,000.00 Sole N/A None
NEW PLAN EXCEL RLTY REIT 648053106 $468 34,050.00 Sole N/A None
NEWHALL LD & FARMING LPTR 651426108 $345 12,200.00 Sole N/A None
PACIFIC GULF PPTYS I REIT 694396102 $158 8,050.00 Sole N/A None
PAN PACIFIC RETAIL P REIT 69806L104 $152 8,250.00 Sole N/A None
PARKWAY PPTYS INC IS 70159Q104 $113 3,850.00 Sole N/A None
PENNSYLVANIA RL EST IS 709102107 $84 5,150.00 Sole N/A None
PHILIPS INTL RLTY CO REIT 718333107 $47 2,850.00 Sole N/A None
POST PPTYS INC REIT 737464107 $613 15,200.00 Sole N/A None
PRENTISS PPTYS TR REIT 740706106 $312 14,000.00 Sole N/A None
PRIME RETAIL INC REIT 741570105 $37 16,800.00 Sole N/A None
PRIME GROUP REALTY T REIT 74158J103 $84 5,900.00 Sole N/A None
PRIME HOSPITALITY CO COMM 741917108 $137 18,950.00 Sole N/A None
PROLOGIS TR REIT 743410102 $1,213 63,000.00 Sole N/A None
PUBLIC STORAGE INC REIT 74460D109 $1,055 50,250.00 Sole N/A None
RFS HOTEL INVS INC REIT 74955J108 $102 9,500.00 Sole N/A None
RECKSON ASSOCS RLTY REIT 75621K106 $294 15,676.00 Sole N/A None
REGENCY RLTY CORP REIT 758939102 $434 21,950.00 Sole N/A None
ROUSE CO REIT 779273101 $590 27,950.00 Sole N/A None
SL GREEN RLTY CORP REIT 78440X101 $223 9,400.00 Sole N/A None
SAUL CTRS INC REIT 804395101 $84 5,200.00 Sole N/A None
SHURGARD STORAGE CTR REIT 82567D104 $295 11,300.00 Sole N/A None
SIMON PPTY GROUP INC REIT 828806109 $1,568 67,250.00 Sole N/A None
SMITH CHARLES E RESD REIT 832197107 $291 8,050.00 Sole N/A None
SOVRAN SELF STORAGE REIT 84610H108 $97 4,800.00 Sole N/A None
SPIEKER PPTYS INC REIT 848497103 $1,124 25,250.00 Sole N/A None
STARWOOD HOTELS&RESO REIT 85590A203 $2,020 78,450.00 Sole N/A None
STORAGE USA INC REIT 861907103 $332 10,850.00 Sole N/A None
SUMMIT PPTYS INC REIT 866239106 $196 10,250.00 Sole N/A None
SUN COMMUNITIES INC REIT 866674104 $196 6,800.00 Sole N/A None
TANGER FACTORY OUTLE REIT 875465106 $59 3,050.00 Sole N/A None
TAUBMAN CTRS INC REIT 876664103 $229 20,600.00 Sole N/A None
TOWN & CTRY TR REIT 892081100 $103 6,150.00 Sole N/A None
TRIZEC HAHN CORP COMM 896938107 $878 58,550.00 Sole N/A None
UNITED DOMINION RLTY IS 910197102 $401 39,900.00 Sole N/A None
URBAN SHOPPING CTRS REIT 917060105 $202 6,950.00 Sole N/A None
VORNADO RLTY TR IS 929042109 $1,124 33,550.00 Sole N/A None
WASHINGTON REAL ESTA IS 939653101 $208 13,850.00 Sole N/A None
WEINGARTEN REALTY IN IS 948741103 $382 10,400.00 Sole N/A None
WESTERN PPTYS TR IS 959261108 $68 6,650.00 Sole N/A None
WESTFIELD AMER INC REIT 959910100 $387 28,500.00 Sole N/A None
WINSTON HOTELS INC REIT 97563A102 $51 6,550.00 Sole N/A None
WYNDHAM INTL INC COMM 983101106 $122 65,100.00 Sole N/A None
$44,072 2,225,825.05
FORD LARGE COMPANY VALUE
AETNA INC COMM 008117103 $1,104 19,890.00 Sole N/A None
AFFILIATED COMPUTER COMM 008190100 $269 7,087.00 Sole N/A None
AIR PRODS & CHEMS IN COMM 009158106 $930 32,700.00 Sole N/A None
ALCOA INC COMM 013817101 $3,688 52,500.00 Sole N/A None
ALLEGHENY ENERGY INC COMM 017361106 $436 15,753.00 Sole N/A None
ALLEGHENY TECHNOLOGI COMM 01741R102 $266 13,250.00 Sole N/A None
ALLSTATE CORP COMM 020002101 $2,734 114,800.00 Sole N/A None
AMEREN CORP COMM 023608102 $606 19,600.00 Sole N/A None
AMERICAN GENERAL CO COMM 026351106 $1,976 35,200.00 Sole N/A None
AMSOUTH BANCORPORATI COMM 032165102 $831 55,665.00 Sole N/A None
AON CORP COMM 037389103 $1,151 35,685.00 Sole N/A None
ASHLAND INC COMM 044204105 $337 10,140.00 Sole N/A None
ASSOCIATED BANC CORP COMM 045487105 $272 9,100.00 Sole N/A None
ATLANTIC RICHFIELD COMM 048825103 $3,812 44,850.00 Sole N/A None
AUTONATION INC COMM 05329W102 $456 57,400.00 Sole N/A None
BAKER HUGHES INC COMM 057224107 $1,419 46,900.00 Sole N/A None
BANK AMER CORP COMM 060505104 $12,759 243,321.00 Sole N/A None
BANK ONE CORP COMM 06423A103 $5,638 163,425.00 Sole N/A None
BAUSCH & LOMB INC COMM 071707103 $428 8,200.00 Sole N/A None
BEAR STEARNS COS INC COMM 073902108 $736 16,140.00 Sole N/A None
BELL ATLANTIC CORP COMM 077853109 $13,533 221,400.00 Sole N/A None
BEMIS INC COMM 081437105 $277 7,500.00 Sole N/A None
BEST FOODS COMM 08658U101 $1,817 38,805.00 Sole N/A None
BLACK & DECKER MFG COMM 091797100 $454 12,090.00 Sole N/A None
BLOCK H & R INC COMM 093671105 $626 13,982.00 Sole N/A None
BOEING CO COMM 097023105 $4,681 123,800.00 Sole N/A None
BOISE CASCADE CORP COMM 097383103 $282 8,104.00 Sole N/A None
BRUNSWICK CORP COMM 117043109 $248 13,085.00 Sole N/A None
BURLINGTON NORTHN SA COMM 12189T104 $1,481 65,100.00 Sole N/A None
CIGNA CORP COMM 125509109 $1,826 24,100.00 Sole N/A None
CSX CORP COMM 126408103 $731 31,100.00 Sole N/A None
CARDINAL HEALTH INC COMM 14149Y108 $1,794 39,097.00 Sole N/A None
CARNIVAL CRUISE LINE COMM 143658102 $2,126 85,702.00 Sole N/A None
CATERPILLAR INC COMM 149123101 $1,949 49,432.00 Sole N/A None
CENTEX CORP COMM 152312104 $200 8,400.00 Sole N/A None
CHARTER ONE FINL INC COMM 160903100 $634 30,185.00 Sole N/A None
CHASE MANHATTAN CORP COMM 16161A108 $10,250 117,568.00 Sole N/A None
CHEVRON CORP COMM 166751107 $8,651 93,585.00 Sole N/A None
CINERGY CORP COMM 172474108 $486 22,600.00 Sole N/A None
COASTAL CORP COMM 190441105 $1,403 30,500.00 Sole N/A None
COLUMBIA ENERGY GROU COMM 197648108 $687 11,600.00 Sole N/A None
COLUMBIA/HCA HEALTHC COMM 197677107 $1,982 78,292.00 Sole N/A None
COMCAST CORP COMM 200300200 $5,719 131,853.00 Sole N/A None
COMERICA INC COMM 200340107 $932 22,260.00 Sole N/A None
COMPAQ COMPUTER CORP COMM 204493100 $6,520 241,478.00 Sole N/A None
COMPASS BANCSHARES I COMM 20449H109 $323 16,200.00 Sole N/A None
CONAGRA INC COMM 205887102 $1,271 70,100.00 Sole N/A None
CONECTIV INC COMM 206829103 $231 13,200.00 Sole N/A None
CONOCO INC COMM 208251306 $665 27,000.00 Sole N/A None
CONSECO INC COMM 208464107 $533 46,576.00 Sole N/A None
CONSOLIDATED EDISON COMM 209115104 $917 31,476.00 Sole N/A None
CONSOLIDATED PAPERS COMM 209759109 $496 12,900.00 Sole N/A None
COOPER INDS INC COMM 216669101 $468 13,382.00 Sole N/A None
CROWN CORK & SEAL IN COMM 228255105 $287 17,940.00 Sole N/A None
CUMMINS ENGINE INC COMM 231021106 $216 5,752.00 Sole N/A None
DPL INC COMM 233293109 $421 18,968.00 Sole N/A None
DTE ENERGY CO COMM 233331107 $603 20,648.00 Sole N/A None
DANA CORP COMM 235811106 $659 23,390.00 Sole N/A None
DARDEN RESTAURANTS I COMM 237194105 $324 18,200.00 Sole N/A None
DEERE & CO COMM 244199105 $1,269 33,400.00 Sole N/A None
DELHAIZE AMER INC COMM 246688105 $400 22,233.00 Sole N/A None
DELPHI AUTOMOTIVE SY COMM 247126105 $1,288 80,485.00 Sole N/A None
DELTA AIR LINES DEL COMM 247361108 $982 18,436.00 Sole N/A None
DE LUXE CHECK PRINTE COMM 248019101 $276 10,400.00 Sole N/A None
DIAMOND OFFSHORE DRI COMM 25271C102 $775 19,400.00 Sole N/A None
DOMINION RES INC VA COMM 25746U109 $1,281 33,319.00 Sole N/A None
DONNELLEY R R & SONS COMM 257867101 $377 18,000.00 Sole N/A None
DOVER CORP COMM 260003108 $1,390 29,028.00 Sole N/A None
DOW CHEM CO COMM 260543103 $3,572 31,331.00 Sole N/A None
DU PONT E I DE NEMOU COMM 263534109 $7,882 148,900.00 Sole N/A None
DUKE ENERGY CORPORATION COMM 264399106 $2,736 52,113.00 Sole N/A None
EOG RES INC COMM 26875P101 $358 16,900.00 Sole N/A None
EASTMAN CHEM CO COMM 277432100 $509 11,195.00 Sole N/A None
EASTMAN KODAK CO COMM 277461109 $2,444 45,000.00 Sole N/A None
EATON CORP COMM 278058102 $819 10,500.00 Sole N/A None
EDWARD A G INC COMM 281760108 $508 12,702.00 Sole N/A None
EL PASO ENERGY CORP COMM 283905107 $1,312 32,500.00 Sole N/A None
EMERSON ELEC CO COMM 291011104 $3,267 61,500.00 Sole N/A None
ENERGY EAST CORP COMM 29266M109 $349 17,600.00 Sole N/A None
ENGELHARD CORP COMM 292845104 $271 17,900.00 Sole N/A None
ENRON CORP COMM 293561106 $7,637 102,000.00 Sole N/A None
ENTERGY CORP NEW COMM 29364G103 $709 35,100.00 Sole N/A None
EXXON MOBIL CORP COMM 30231G102 $38,371 492,336.00 Sole N/A None
F M C CORP COMM 302491303 $249 4,400.00 Sole N/A None
FPL GROUP INC COMM 302571104 $1,177 25,555.00 Sole N/A None
FEDERAL MOGUL CORP COMM 313549107 $175 10,500.00 Sole N/A None
FEDERATED DEPT STORE COMM 31410H101 $1,263 29,900.00 Sole N/A None
FINOVA GROUP INC COMM 317928109 $146 8,700.00 Sole N/A None
FIRST SEC CORP DEL COMM 336294103 $334 27,837.00 Sole N/A None
FIRST UN CORP COMM 337358105 $5,114 137,280.00 Sole N/A None
FISERV INC COMM 337738108 $651 17,514.00 Sole N/A None
FLEETBOSTON FINL COR COMM 339030108 $4,763 130,480.00 Sole N/A None
FLUOR CORP COMM 343861100 $335 10,800.00 Sole N/A None
GPU INC COMM 36225X100 $482 17,600.00 Sole N/A None
GTE CORP COMM 362320103 $9,834 138,500.00 Sole N/A None
GENERAL DYNAMICS COR COMM 369550108 $1,427 28,675.00 Sole N/A None
GENERAL MTRS CORP COMM 370442105 $7,556 91,239.00 Sole N/A None
GENUINE PARTS CO COMM 372460105 $604 25,300.00 Sole N/A None
GEORGIA PAC CORP COMM 373298108 $965 24,400.00 Sole N/A None
GEORGIA PAC CORP COMM 373298702 $302 11,800.00 Sole N/A None
GOODRICH B F CO COMM 382388106 $449 15,644.00 Sole N/A None
GOODYEAR TIRE & RUBR COMM 382550101 $520 22,300.00 Sole N/A None
GREENPOINT FINL CORP COMM 395384100 $301 15,314.00 Sole N/A None
HARCOURT GEN INC COMM 41163G101 $376 10,100.00 Sole N/A None
HARTFORD FINL SVCS G COMM 416515104 $1,667 31,600.00 Sole N/A None
HERCULES INC COMM 427056106 $237 14,722.00 Sole N/A None
HILLENBRAND INDS INC COMM 431573104 $306 9,000.00 Sole N/A None
HILTON HOTELS CORP COMM 432848109 $407 52,538.00 Sole N/A None
HONEYWELL INTL INC COMM 438516106 $5,795 109,980.00 Sole N/A None
HORMEL GEO A & CO COMM 440452100 $333 20,244.00 Sole N/A None
HOUSEHOLD INTL CORP COMM 441815107 $2,437 65,325.00 Sole N/A None
HUBBELL HARVEY INC COMM 443510201 $252 9,200.00 Sole N/A None
HUNTINGTON BANCSHARE COMM 446150104 $711 31,785.00 Sole N/A None
ILLINOIS TOOL WKS IN COMM 452308109 $2,369 42,880.00 Sole N/A None
INGERSOLL RAND CO COMM 456866102 $1,033 23,350.00 Sole N/A None
JEFFERSON PILOT CORP COMM 475070108 $998 14,992.00 Sole N/A None
JOHNS MANVILLE CORP COMM 478129109 $222 20,900.00 Sole N/A None
JOHNSON CTLS INC COMM 478366107 $659 12,193.00 Sole N/A None
K MART COMM 482584109 $672 69,400.00 Sole N/A None
KELLOGG CO COMM 487836108 $1,451 56,355.00 Sole N/A None
KERR MCGEE CORP COMM 492386107 $785 13,600.00 Sole N/A None
KEYSPAN CORP COMM 49337W100 $527 19,072.00 Sole N/A None
KIMBERLY CLARK CORP COMM 494368103 $4,440 79,200.00 Sole N/A None
KNIGHT RIDDER NEWSPP COMM 499040103 $614 11,989.00 Sole N/A None
LAFARGE CORP COMM 505862102 $230 9,700.00 Sole N/A None
LEGGETT & PLATT INC COMM 524660107 $585 27,202.00 Sole N/A None
LEHMAN BROS HLDGS IN COMM 524908100 $1,659 17,100.00 Sole N/A None
LIMITED INC COMM 532716107 $1,289 30,600.00 Sole N/A None
LINCOLN NATL CORP IN COMM 534187109 $911 27,202.00 Sole N/A None
LITTON INDS INC COMM 538021106 $287 6,500.00 Sole N/A None
LIZ CLAIBORNE COMM 539320101 $385 8,400.00 Sole N/A None
LOCKHEED MARTIN CORP COMM 539830109 $1,153 56,400.00 Sole N/A None
MBIA INC COMM 55262C100 $721 13,845.00 Sole N/A None
MANPOWER INC COMM 56418H100 $383 10,801.00 Sole N/A None
MARTIN MARIETTA MATL COMM 573284106 $318 6,700.00 Sole N/A None
MASCO CORP COMM 574599106 $1,273 62,107.00 Sole N/A None
MAY DEPT STORES CO COMM 577778103 $1,351 47,400.00 Sole N/A None
MAYTAG CO COMM 578592107 $398 12,000.00 Sole N/A None
MCCORMICK & CO INC COMM 579780206 $326 10,100.00 Sole N/A None
MEAD CORP COMM 582834107 $510 14,600.00 Sole N/A None
MERCANTILE BANKSHARE COMM 587405101 $300 9,800.00 Sole N/A None
MERRILL LYNCH & CO COMM 590188108 $5,555 52,900.00 Sole N/A None
MILLENNIUM CHEMICALS COMM 599903101 $194 9,700.00 Sole N/A None
MINNESOTA MNG & MFG COMM 604059105 $5,039 56,900.00 Sole N/A None
MORGAN J P & CO INC COMM 616880100 $3,254 24,700.00 Sole N/A None
NCR CORP NEW COMM 62886E108 $553 13,775.00 Sole N/A None
NABISCO GROUP HLDG C COMM 62952P102 $560 46,400.00 Sole N/A None
NATIONAL CITY CORP COMM 635405103 $1,813 87,894.00 Sole N/A None
NAVISTAR INTL CORP N COMM 63934E108 $361 9,000.00 Sole N/A None
NEW CENTURY ENERGIES COMM 64352U103 $496 16,500.00 Sole N/A None
NIKE INC COMM 654106103 $1,518 38,317.00 Sole N/A None
NORFOLK SOUTHERN COR COMM 655844108 $775 54,400.00 Sole N/A None
NORTH FORK BANCORP COMM 659424105 $449 25,100.00 Sole N/A None
NORTHN STS PWR MINN COMM 665772109 $437 22,000.00 Sole N/A None
NORTHROP CORP COMM 666807102 $524 9,900.00 Sole N/A None
OCCIDENTAL PETE CORP COMM 674599105 $1,060 51,090.00 Sole N/A None
PG&E CORP COMM 69331C108 $1,149 54,710.00 Sole N/A None
PNC FINANCIAL CORP COMM 693475105 $1,888 41,900.00 Sole N/A None
PPL CORP COMM 69351T106 $428 20,458.00 Sole N/A None
PACCAR INC COMM 693718108 $560 11,200.00 Sole N/A None
PACTIV CORP COMM 695257105 $211 24,326.00 Sole N/A None
PARKER HANNIFIN CORP COMM 701094104 $661 15,994.00 Sole N/A None
PENNEY J C INC COMM 708160106 $552 37,100.00 Sole N/A None
PHILLIPS PETE CO COMM 718507106 $1,628 35,197.00 Sole N/A None
PINNACLE WEST CAP CO COMM 723484101 $341 12,100.00 Sole N/A None
POTOMAC ELEC PWR CO COMM 737679100 $382 16,900.00 Sole N/A None
PROTECTIVE LIFE CORP COMM 743674103 $292 9,200.00 Sole N/A None
PUBLIC SVC ENTERPRIS COMM 744573106 $923 31,150.00 Sole N/A None
RAYTHEON CO COMM 755111408 $856 48,200.00 Sole N/A None
REGIONS FINL CORP COMM 758940100 $709 31,087.00 Sole N/A None
RELIANT ENERGY INC COMM 75952J108 $967 41,047.00 Sole N/A None
RELIASTAR FINL CORP COMM 75952U103 $428 12,648.00 Sole N/A None
RITE AID CORP COMM 767754104 $208 36,900.00 Sole N/A None
ROCKWELL INTL CORP N COMM 773903109 $1,133 27,100.00 Sole N/A None
SCI SYS INC COMM 783890106 $1,112 20,694.00 Sole N/A None
SARA LEE CORP COMM 803111103 $2,273 126,262.00 Sole N/A None
SCOTTISH PWR PLC ADR 81013T705 $1,336 42,146.00 Sole N/A None
SEAGATE TECHNOLOGY COMM 811804103 $1,901 30,778.00 Sole N/A None
SEARS ROEBUCK & CO COMM 812387108 $1,651 53,900.00 Sole N/A None
SHAW INDS INC COMM 820286102 $289 19,000.00 Sole N/A None
SHERWIN WILLIAMS CO COMM 824348106 $522 23,600.00 Sole N/A None
SIGMA ALDRICH CORP COMM 826552101 $387 14,400.00 Sole N/A None
SNAP ON TOOLS CORP COMM 833034101 $217 8,300.00 Sole N/A None
SONOCO PRODS CO COMM 835495102 $334 14,500.00 Sole N/A None
SOUTHDOWN INC COMM 841297104 $302 5,100.00 Sole N/A None
SOUTHTRUST CORP COMM 844730101 $609 23,939.00 Sole N/A None
SUMMIT BANCORP COMM 866005101 $652 24,853.00 Sole N/A None
SUNGARD DATA SYS INC COMM 867363103 $689 18,252.00 Sole N/A None
SUNOCO INC COMM 86764P109 $350 12,800.00 Sole N/A None
SUPERVALU INC COMM 868536103 $375 19,804.00 Sole N/A None
TCF BKG & SVGS FA MI COMM 872275102 $274 11,505.00 Sole N/A None
TRW INC COMM 872649108 $1,018 17,400.00 Sole N/A None
TENNECO AUTOMOTIVE I COMM 880349105 $38 4,785.00 Sole N/A None
TEXACO INC COMM 881694103 $4,236 78,800.00 Sole N/A None
TEXAS UTILS CO COMM 882848104 $1,170 39,400.00 Sole N/A None
TEXTRON INC COMM 883203101 $1,258 20,670.00 Sole N/A None
THOMAS & BETTS CORP COMM 884315102 $231 8,193.00 Sole N/A None
TORCHMARK CORP COMM 891027104 $432 18,700.00 Sole N/A None
TOYS R US COMM 892335100 $494 33,345.00 Sole N/A None
TRAVELERS PPTY CAS C COMM 893939108 $359 8,700.00 Sole N/A None
USX MARATHON GROUP COMM 902905827 $1,155 44,300.00 Sole N/A None
UST INC COMM 902911106 $380 24,300.00 Sole N/A None
USX-U S STL COMM 90337T101 $315 12,600.00 Sole N/A None
UNICOM CORP COMM 904911104 $1,132 31,000.00 Sole N/A None
UNION CARBIDE CORP COMM 905581104 $1,114 19,100.00 Sole N/A None
UNION PAC CORP COMM 907818108 $1,350 34,515.00 Sole N/A None
UNITED STATES CELLUL COMM 911684108 $887 12,486.00 Sole N/A None
UNITED TECHNOLOGIES COMM 913017109 $4,171 66,007.00 Sole N/A None
UTILICORP UTD INC COMM 918005109 $238 13,200.00 Sole N/A None
V F CORP COMM 918204108 $404 16,800.00 Sole N/A None
VIAD CORP COMM 92552R109 $308 13,485.00 Sole N/A None
WACHOVIA CORP COMM 929771103 $1,904 28,177.00 Sole N/A None
WASHINGTON MUT INC COMM 939322103 $2,180 82,280.00 Sole N/A None
WELLS FARGO & CO NEW COMM 949746101 $9,349 229,417.00 Sole N/A None
WESTVACO CORP COMM 961548104 $478 14,329.00 Sole N/A None
WEYERHAEUSER CO COMM 962166104 $1,910 33,500.00 Sole N/A None
WHIRLPOOL CORP COMM 963320106 $621 10,600.00 Sole N/A None
WILLAMETTE INDS INC COMM 969133107 $638 15,900.00 Sole N/A None
XEROX CORP COMM 984121103 $2,462 94,700.00 Sole N/A None
SANTA FE INTL CORP CF G7805C108 $607 16,400.00 Sole N/A None
TRANSOCEAN SEDCO FOR COMM G90078109 $1,512 29,467.00 Sole N/A None
$361,875 8,662,036.00
FORD SMALL COMPANY VALUE
AAR CORP COMM 000361105 $238 14,250.00 Sole N/A None
ABM INDS INC COMM 000957100 $276 11,756.00 Sole N/A None
AK STL HLDG CORP COMM 001547108 $605 58,343.00 Sole N/A None
ALASKA AIRGROUP COMM 011659109 $418 13,900.00 Sole N/A None
ALBEMARLE CORP COMM 012653101 $510 24,600.00 Sole N/A None
ALEXANDER & BALDWIN COMM 014482103 $468 22,700.00 Sole N/A None
ALLIANCE SEMICONDUCT COMM 01877H100 $477 22,244.00 Sole N/A None
AMCOL INTL CORP COMM 02341W103 $217 14,100.00 Sole N/A None
AMERICA WEST HLDG CO COMM 023657208 $288 18,600.00 Sole N/A None
AMCORE FINL INC COMM 023912108 $266 14,902.00 Sole N/A None
ANIXTER INTL INC COMM 035290105 $530 19,017.00 Sole N/A None
APTARGROUP INC COMM 038336103 $512 19,197.00 Sole N/A None
ARCH CHEMICALS INC COMM 03937R102 $241 12,062.00 Sole N/A None
ARNOLD INDS INC COMM 042595108 $165 12,900.00 Sole N/A None
ARVIN INDS INC COMM 043339100 $308 13,600.00 Sole N/A None
AVISTA CORP COMM 05379B107 $765 18,778.00 Sole N/A None
AVNET INC COMM 053807103 $1,459 23,160.00 Sole N/A None
BALDOR ELEC CO COMM 057741100 $341 18,900.00 Sole N/A None
BANCWEST CORP NEW COMM 059790105 $758 38,404.00 Sole N/A None
BANK UTD CORP COMM 065412108 $540 17,100.00 Sole N/A None
BANTA CORP COMM 066821109 $257 14,000.00 Sole N/A None
BASSETT FURNITURE IN COMM 070203104 $90 6,400.00 Sole N/A None
BLACK HILLS PWR & LT COMM 092113109 $247 11,200.00 Sole N/A None
BORG-WARNER AUTOMOTI COMM 099724106 $560 14,227.00 Sole N/A None
BRADY CORPORATION COMM 104674106 $364 11,682.00 Sole N/A None
BRIGGS & STRATTON CO COMM 109043109 $500 12,148.00 Sole N/A None
BROWN SHOE INC NEW COMM 115736100 $115 9,600.00 Sole N/A None
BURLINGTON COAT FACT COMM 121579106 $408 23,753.00 Sole N/A None
CLECO CORP NEW COMM 12561W105 $396 11,900.00 Sole N/A None
CALIFORNIA WTR SVC G COMM 130788102 $155 6,800.00 Sole N/A None
CALLAWAY GOLF CO COMM 131193104 $604 38,940.00 Sole N/A None
CANANDAIGUA WINE INC COMM 137219200 $485 9,508.00 Sole N/A None
CARAUSTAR INDS INC COMM 140909102 $189 13,400.00 Sole N/A None
CARLISLE CORP COMM 142339100 $636 15,900.00 Sole N/A None
CARPENTER TECHNOLOGY COMM 144285103 $240 11,552.00 Sole N/A None
CATO CORP NEW COMM 149205106 $163 13,900.00 Sole N/A None
CENTURY BUSINESS SVC COMM 156490104 $140 48,000.00 Sole N/A None
CHEMED CORP COMM 163596109 $164 5,480.00 Sole N/A None
CHESAPEAKE CORP VA COMM 165159104 $265 8,956.00 Sole N/A None
CHITTENDEN CORP COMM 170228100 $442 14,900.00 Sole N/A None
CHURCH & DWIGHT INC COMM 171340102 $341 19,859.00 Sole N/A None
CIRCOR INTL INC COMM 17273K109 $92 6,900.00 Sole N/A None
CLARCOR INC COMM 179895107 $225 12,650.00 Sole N/A None
COMMERCE GROUP INC M COMM 200641108 $537 18,200.00 Sole N/A None
COMMERCIAL METALS CO COMM 201723103 $210 7,600.00 Sole N/A None
COMPUTER HORIZONS CO COMM 205908106 $281 16,400.00 Sole N/A None
CONSOL ENERGY INC COMM 20854P109 $443 41,650.00 Sole N/A None
COOPER TIRE & RUBR COMM 216831107 $501 39,900.00 Sole N/A None
COORS ADOLPH CO COMM 217016104 $931 19,400.00 Sole N/A None
CORN PRODS INTL INC COMM 219023108 $471 19,557.00 Sole N/A None
CUMMINS ENGINE INC COMM 231021106 $797 21,212.00 Sole N/A None
DAIN RAUSCHER CORP COMM 233856103 $434 6,581.00 Sole N/A None
DEAN FOODS CO COMM 242361103 $520 19,450.00 Sole N/A None
DELHAIZE AMER INC COMM 246688204 $770 38,745.00 Sole N/A None
DETROIT DIESEL CORP COMM 250837101 $242 12,656.00 Sole N/A None
DEXTER CORP COMM 252165105 $642 12,108.00 Sole N/A None
DIAGNOSTIC PRODS COR COMM 252450101 $176 7,200.00 Sole N/A None
DIME CMNTY BANCORP I COMM 253922108 $103 6,500.00 Sole N/A None
DOWNEY FINL CORP COMM 261018105 $315 14,800.00 Sole N/A None
EASTERN UTILS ASSOC COMM 277173100 $338 10,780.00 Sole N/A None
EMPIRE DIST ELEC CO COMM 291641108 $178 9,048.00 Sole N/A None
ENERGEN CORP COMM 29265N108 $252 15,800.00 Sole N/A None
ENHANCE FINL SVCS GR COMM 293310108 $283 20,000.00 Sole N/A None
EQUITABLE RES INC COMM 294549100 $778 17,363.00 Sole N/A None
ETHYL CORP COMM 297659104 $134 43,900.00 Sole N/A None
FEDERAL MOGUL CORP COMM 313549107 $630 37,772.00 Sole N/A None
FEDERAL SIGNAL CORP COMM 313855108 $437 24,200.00 Sole N/A None
FERRO CORP COMM 315405100 $323 18,107.00 Sole N/A None
FIDELITY NAT FINL CO COMM 316326107 $483 34,963.00 Sole N/A None
FIRST AMERN FINL COR COMM 318522307 $478 34,300.00 Sole N/A None
FLEMING COS INC COMM 339130106 $307 20,385.00 Sole N/A None
FULLER H B CO COMM 359694106 $288 7,204.00 Sole N/A None
FULTON FINL CORP PA COMM 360271100 $761 36,121.00 Sole N/A None
FURNITURE BRANDS INT COMM 360921100 $488 25,945.00 Sole N/A None
GATX CORP COMM 361448103 $982 25,844.00 Sole N/A None
GENCORP INC COMM 368682100 $170 21,900.00 Sole N/A None
GEON CO COMM 37246W105 $269 12,522.00 Sole N/A None
GLATFELTER P H CO COMM 377316104 $236 22,200.00 Sole N/A None
GLOBAL INDS LTD COMM 379336100 $701 47,900.00 Sole N/A None
GRACO INC COMM 384109104 $313 10,800.00 Sole N/A None
HANGER ORTHOPEDIC GR COMM 41043F208 $53 10,000.00 Sole N/A None
HANNA M A CO COMM 410522106 $291 25,686.00 Sole N/A None
HARSCO CORP COMM 415864107 $612 21,164.00 Sole N/A None
HAWAIIAN ELEC INDUST COMM 419870100 $541 17,000.00 Sole N/A None
HELLER FINANCIAL INC COMM 423328103 $541 23,509.00 Sole N/A None
HOLLINGER INTL INC COMM 435569108 $578 53,800.00 Sole N/A None
HUGHES SUPPLY INC COMM 444482103 $192 12,400.00 Sole N/A None
IDACORP INC COMM 451107106 $689 19,830.00 Sole N/A None
IDEX CORP COMM 45167R104 $425 15,600.00 Sole N/A None
IMATION CORP COMM 45245A107 $512 19,190.00 Sole N/A None
INDEPENDENCE CMNTY B COMM 453414104 $388 34,851.00 Sole N/A None
INTERFACE FLOORING COMM 458665106 $117 27,600.00 Sole N/A None
INTERNATIONAL MULTIF COMM 460043102 $131 9,800.00 Sole N/A None
JUSTIN INDS INC COMM 482171105 $241 13,400.00 Sole N/A None
KAMAN CORP COMM 483548103 $119 12,200.00 Sole N/A None
KAUFMAN&BROAD HOME C COMM 486168107 $538 25,100.00 Sole N/A None
KAYDON CORP COMM 486587108 $431 15,771.00 Sole N/A None
KELLWOOD CO COMM 488044108 $256 14,600.00 Sole N/A None
KELLY SVCS INC COMM 488152208 $452 18,900.00 Sole N/A None
KENNAMETAL INC COMM 489170100 $481 16,000.00 Sole N/A None
LA Z BOY INC COMM 505336107 $497 32,300.00 Sole N/A None
LACLEDE GAS CO COMM 505588103 $198 9,900.00 Sole N/A None
LANCASTER COLONY COR COMM 513847103 $638 20,864.00 Sole N/A None
LEE ENTERPRISES INC COMM 523768109 $593 22,683.00 Sole N/A None
LILLY INDL COATINGS COMM 532491107 $151 12,200.00 Sole N/A None
LINCOLN ELEC HLDGS I COMM 533900106 $558 23,070.00 Sole N/A None
LONGS DRUG STORES IN COMM 543162101 $471 20,688.00 Sole N/A None
LUBRIZOL CORP COMM 549271104 $830 28,798.00 Sole N/A None
M S CARRIERS INC COMM 553533100 $153 6,494.00 Sole N/A None
MADISON GAS & ELEC COMM 557497104 $151 8,429.00 Sole N/A None
MALLINCKRODT GROUP COMM 561232109 $1,010 35,143.00 Sole N/A None
MARCUS CORP COMM 566330106 $198 15,284.00 Sole N/A None
MARK IV INDS INC COMM 570387100 $514 23,300.00 Sole N/A None
MASCOTECH INC COMM 574670105 $288 23,400.00 Sole N/A None
MERITOR AUTOMOTIVE I COMM 59000G100 $518 32,780.00 Sole N/A None
MILACRON INC COMM 598709103 $282 19,500.00 Sole N/A None
MINNESOTA PWR INC COMM 604110106 $642 38,636.00 Sole N/A None
MODIS PROFESSIONAL S COMM 607830106 $625 50,500.00 Sole N/A None
MONDAVI ROBERT CORP COMM 609200100 $153 4,400.00 Sole N/A None
MORGAN KEEGAN INC COMM 617410105 $257 14,893.00 Sole N/A None
MORRISON KNUDSEN COR COMM 61844A109 $203 27,500.00 Sole N/A None
NATIONAL SVC INDS IN COMM 637657107 $451 21,397.00 Sole N/A None
NATIONWIDE FINL SVCS COMM 638612101 $356 12,169.00 Sole N/A None
NEW JERSEY RES COMM 646025106 $403 9,418.00 Sole N/A None
NORTHWEST NAT GAS CO COMM 667655104 $256 13,132.00 Sole N/A None
OM GROUP INC COMM 670872100 $570 12,522.00 Sole N/A None
OHIO CAS CORP COMM 677240103 $564 31,578.00 Sole N/A None
OLIN CORP COMM 680665205 $420 23,664.00 Sole N/A None
OMNOVA SOLUTIONS INC COMM 682129101 $123 21,900.00 Sole N/A None
ONE VY BANCORP WV IN COMM 682419106 $608 17,568.00 Sole N/A None
ONEOK INC NEW COMM 682680103 $406 16,222.00 Sole N/A None
OREGON STL MLS INC COMM 686079104 $52 13,500.00 Sole N/A None
PARK ELECTROCHEMICAL COMM 700416209 $135 5,500.00 Sole N/A None
PAYLESS SHOESOURCE I COMM 704379106 $831 16,009.00 Sole N/A None
PENTAIR INDS INC COMM 709631105 $941 25,400.00 Sole N/A None
PEOPLES ENERGY CORP COMM 711030106 $513 18,700.00 Sole N/A None
PIONEER NAT RES CO COMM 723787107 $554 52,747.00 Sole N/A None
PIONEER STD ELECTRS COMM 723877106 $225 14,300.00 Sole N/A None
PRIME HOSPITALITY CO COMM 741917108 $186 25,700.00 Sole N/A None
PUBLIC SVC CO N MEX COMM 744499104 $337 21,400.00 Sole N/A None
PULTE CORP COMM 745867101 $476 22,800.00 Sole N/A None
RAYMOND JAMES FINL I COMM 754730109 $489 23,559.00 Sole N/A None
REGAL BELOIT CORP COMM 758750103 $193 11,000.00 Sole N/A None
ROADWAY EXPRESS INC COMM 769742107 $207 10,200.00 Sole N/A None
ROLLINS TRUCK LEASIN COMM 775741101 $251 29,800.00 Sole N/A None
RYLAND GROUP INC COMM 783764103 $141 7,500.00 Sole N/A None
SLI INC COMM 78442T108 $311 18,302.00 Sole N/A None
SAFETY-KLEEN CORP NE COMM 78648R203 $69 52,925.00 Sole N/A None
SCHULMAN A INC COMM 808194104 $215 16,200.00 Sole N/A None
SCHWEITZER-MAUDUIT I COMM 808541106 $106 8,200.00 Sole N/A None
SEACOR SMIT INC COMM 811904101 $362 6,000.00 Sole N/A None
SEITEL INC COMM 816074306 $101 12,700.00 Sole N/A None
SENSORMATIC ELECTRS COMM 817265101 $906 40,400.00 Sole N/A None
SHAW INDS INC COMM 820286102 $1,041 68,534.00 Sole N/A None
SHOPKO STORES INC COMM 824911101 $284 16,000.00 Sole N/A None
SMITH A O CORP 'B' COMM 831865209 $222 12,312.00 Sole N/A None
SONOCO PRODS CO COMM 835495102 $1,202 52,274.00 Sole N/A None
SPRINGS INDS INC COMM 851783100 $359 9,444.00 Sole N/A None
STAFFMARK INC COMM 852389105 $122 15,400.00 Sole N/A None
STANDARD PAC CORP NE COMM 85375C101 $155 15,500.00 Sole N/A None
STATEN IS BANCORP IN COMM 857550107 $347 20,246.00 Sole N/A None
STEWART ENTERPRISES COMM 860370105 $276 55,900.00 Sole N/A None
STRIDE RITE CORP COMM 863314100 $189 23,400.00 Sole N/A None
STURM RUGER & CO INC COMM 864159108 $123 14,100.00 Sole N/A None
SUIZA FOODS CORP COMM 865077101 $661 16,429.00 Sole N/A None
SUPERIOR INDS INTL COMM 868168105 $444 14,000.00 Sole N/A None
TECUMSEH PRODS CO COMM 878895200 $462 10,500.00 Sole N/A None
TELEFLEX INC COMM 879369106 $689 19,470.00 Sole N/A None
TIDEWATER INC. COMM 886423102 $932 29,300.00 Sole N/A None
TIMKEN CO COMM 887389104 $530 32,600.00 Sole N/A None
TOLL BROTHERS INC COMM 889478103 $384 19,200.00 Sole N/A None
TORO CO COMM 891092108 $199 6,661.00 Sole N/A None
TOWER AUTOMOTIVE INC COMM 891707101 $404 24,700.00 Sole N/A None
TRENWICK GROUP INC COMM 895290104 $138 9,793.00 Sole N/A None
TRINITY INDS INC COMM 896522109 $490 20,700.00 Sole N/A None
TUPPERWARE CORP COMM 899896104 $479 30,300.00 Sole N/A None
UGI CORP NEW COMM 902681105 $301 13,921.00 Sole N/A None
USEC INC COMM 90333E108 $226 47,600.00 Sole N/A None
ULTRAMAR DIAMOND SHA COMM 904000106 $1,157 45,615.00 Sole N/A None
UNITED BANKSHS INC W COMM 909907107 $495 22,480.00 Sole N/A None
UNITED DOMINION INDS COMM 909914103 $375 20,600.00 Sole N/A None
UNITED ILLUM CO COMM 910637107 $299 7,614.00 Sole N/A None
U S INDS INC NEW COMM 912080108 $499 45,063.00 Sole N/A None
UNIVERSAL CORP COMM 913456109 $238 15,800.00 Sole N/A None
UNIVERSAL FOODS CORP COMM 913538104 $558 26,100.00 Sole N/A None
USFREIGHTWAYS CORP COMM 916906100 $524 14,000.00 Sole N/A None
VARCO INTL INC COMM 922126107 $433 34,300.00 Sole N/A None
VARIAN MED SYS INC COMM 92220P105 $744 16,300.00 Sole N/A None
WPS RESOURCES CORP COMM 92931B106 $366 14,092.00 Sole N/A None
WALLACE COMPUTER SVC COMM 932270101 $260 22,000.00 Sole N/A None
WASHINGTON FED INC COMM 938824109 $525 27,550.00 Sole N/A None
WASHINGTON GAS LT CO COMM 938837101 $648 23,851.00 Sole N/A None
WATTS INDS INC COMM 942749102 $172 13,900.00 Sole N/A None
WAUSAU-MOSINEE PAPER COMM 943315101 $349 27,000.00 Sole N/A None
WERNER ENTERPRISES I COMM 950755108 $425 25,000.00 Sole N/A None
WEST PHARMACEUTICAL COMM 955306105 $195 7,691.00 Sole N/A None
WESTINGHOUSE AIR BRA COMM 960386100 $288 27,142.00 Sole N/A None
WHITNEY HLDG CORP COMM 966612103 $388 11,888.00 Sole N/A None
WORTHINGTON INDS INC COMM 981811102 $580 46,900.00 Sole N/A None
WYNNS INTL INC COMM 983195108 $135 9,775.00 Sole N/A None
YORK INTL CORP NEW COMM 986670107 $479 20,500.00 Sole N/A None
ZENITH NATL INS CORP COMM 989390109 $200 9,020.00 Sole N/A None
$81,930 4,191,221.00
LARGE GROWTH GROUP TRUST
ADC TELECOMMUNICATIO COMM 000886101 $253 4,698.00 Sole N/A Sole
AFLAC INC COMM 001055102 $191 4,199.00 Sole N/A Sole
AES CORP COMM 00130H105 $260 3,300.00 Sole N/A Sole
AXA FINL INC COMM 002451102 $255 7,098.00 Sole N/A Sole
ABBOTT LABS COMM 002824100 $855 24,291.00 Sole N/A Sole
ABERCROMBIE & FITCH COMM 002896207 $26 1,600.00 Sole N/A Sole
ADAPTEC INC COMM 00651F108 $61 1,583.00 Sole N/A Sole
ADOBE SYS INC COMM 00724F101 $209 1,878.00 Sole N/A Sole
AFFILIATED COMPUTER COMM 008190100 $27 699.00 Sole N/A Sole
ALCOA INC COMM 013817101 $410 5,840.00 Sole N/A Sole
ALLTEL CORP COMM 020039103 $316 4,995.00 Sole N/A Sole
ALTERA CORP COMM 021441100 $285 3,193.00 Sole N/A Sole
AMBAC FINL GROUP INC COMM 023139108 $55 1,100.00 Sole N/A Sole
AMERICAN EXPRESS CO COMM 025816109 $1,057 7,099.00 Sole N/A Sole
AMERICAN PWR CONVERS COMM 029066107 $128 2,995.00 Sole N/A Sole
AMERITRADE HLDG CORP COMM 03072H109 $56 2,700.00 Sole N/A Sole
AMGEN COMM 031162100 $988 16,096.00 Sole N/A Sole
ANALOG DEVICES INC COMM 032654105 $443 5,500.00 Sole N/A Sole
APOLLO GROUP INC COMM 037604105 $31 1,100.00 Sole N/A Sole
APPLIED MATLS INC COMM 038222105 $1,140 12,096.00 Sole N/A Sole
AT HOME CORP COMM 045919107 $178 5,400.00 Sole N/A Sole
ASSOCIATES FIRST CAP COMM 046008108 $246 11,487.00 Sole N/A Sole
AUTOMATIC DATA PROCE COMM 053015103 $478 9,897.00 Sole N/A Sole
AUTOZONE INC COMM 053332102 $58 2,100.00 Sole N/A Sole
AVERY DENNISON CORP COMM 053611109 $110 1,795.00 Sole N/A Sole
BMC SOFTWARE INC COMM 055921100 $187 3,796.00 Sole N/A Sole
BANK NEW YORK INC COMM 064057102 $482 11,600.00 Sole N/A Sole
BAXTER INTL INC COMM 071813109 $288 4,600.00 Sole N/A Sole
BED BATH & BEYOND IN COMM 075896100 $87 2,200.00 Sole N/A Sole
BEMIS INC COMM 081437105 $30 800.00 Sole N/A Sole
BIOGEN N V COMM 090597105 $166 2,375.00 Sole N/A Sole
BRISTOL MYERS SQUIBB COMM 110122108 $1,819 31,364.00 Sole N/A Sole
BROADWING INC COMM 111620100 $125 3,364.00 Sole N/A Sole
CNET NETWORKS INC COMM 12613R104 $56 1,100.00 Sole N/A Sole
CAMBRIDGE TECH PARTN COMM 132524109 $12 890.00 Sole N/A Sole
CAPITAL ONE FINL COR COMM 14040H105 $149 3,099.00 Sole N/A Sole
CARDINAL HEALTH INC COMM 14149Y108 $204 4,454.00 Sole N/A Sole
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REAL ESTATE GROUP TRUST FUND
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$92,018 4,647,370.00
Sara Lee Real Estate Fund
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2,218,727.00
TACTICAL ASSET ALLOCATION
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SWIFT TRANSN CO COMM 870756103 $93 4,560.00 Sole N/A Sole
SYKES ENTERPRISES IN COMM 871237103 $42 2,185.00 Sole N/A Sole
SYMANTEC CORP COMM 871503108 $285 3,800.00 Sole N/A Sole
SYNTEL INC COMM 87162H103 $24 1,613.00 Sole N/A Sole
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TSI INTERNATIONAL SO COMM 872879101 $166 2,000.00 Sole N/A Sole
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WILSHIRE SMALL VALUE TARGET
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CARLISLE CORP COMM 142339100 $200 5,000.00 Sole N/A Sole
CARPENTER TECHNOLOGY COMM 144285103 $79 3,800.00 Sole N/A Sole
CATO CORP NEW COMM 149205106 $62 5,300.00 Sole N/A Sole
CENTURY BUSINESS SVC COMM 156490104 $51 17,600.00 Sole N/A Sole
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CLEVELAND CLIFFS INC COMM 185896107 $5 200.00 Sole N/A Sole
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COMMERCE GROUP INC M COMM 200641108 $227 7,700.00 Sole N/A Sole
COMMERCIAL METALS CO COMM 201723103 $97 3,500.00 Sole N/A Sole
COMPUTER HORIZONS CO COMM 205908106 $134 7,822.00 Sole N/A Sole
CONSOL ENERGY INC COMM 20854P109 $39 3,700.00 Sole N/A Sole
COOPER TIRE & RUBR COMM 216831107 $172 13,700.00 Sole N/A Sole
COORS ADOLPH CO COMM 217016104 $350 7,300.00 Sole N/A Sole
CORN PRODS INTL INC COMM 219023108 $221 9,191.00 Sole N/A Sole
CUMMINS ENGINE INC COMM 231021106 $113 3,000.00 Sole N/A Sole
DAIN RAUSCHER CORP COMM 233856103 $191 2,895.00 Sole N/A Sole
DEAN FOODS CO COMM 242361103 $226 8,455.00 Sole N/A Sole
DEXTER CORP COMM 252165105 $290 5,471.00 Sole N/A Sole
DIAGNOSTIC PRODS COR COMM 252450101 $32 1,300.00 Sole N/A Sole
DOWNEY FINL CORP COMM 261018105 $111 5,200.00 Sole N/A Sole
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EMPIRE DIST ELEC CO COMM 291641108 $75 3,800.00 Sole N/A Sole
ENERGEN CORP COMM 29265N108 $108 6,800.00 Sole N/A Sole
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EQUITABLE RES INC COMM 294549100 $338 7,534.00 Sole N/A Sole
F & M NATL CORP COMM 302374103 $2 83.00 Sole N/A Sole
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FIRST AMERN FINL COR COMM 318522307 $127 9,100.00 Sole N/A Sole
FLEMING COS INC COMM 339130106 $75 5,000.00 Sole N/A Sole
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FLOWSERVE CORP COMM 34354P105 $84 6,500.00 Sole N/A Sole
FULTON FINL CORP PA COMM 360271100 $330 15,646.00 Sole N/A Sole
FURNITURE BRANDS INT COMM 360921100 $171 9,099.00 Sole N/A Sole
GATX CORP COMM 361448103 $103 2,700.00 Sole N/A Sole
GENCORP INC COMM 368682100 $57 7,300.00 Sole N/A Sole
GEON CO COMM 37246W105 $120 5,603.00 Sole N/A Sole
GLATFELTER P H CO COMM 377316104 $101 9,500.00 Sole N/A Sole
GLOBAL INDS LTD COMM 379336100 $306 20,915.00 Sole N/A Sole
GRACO INC COMM 384109104 $161 5,536.00 Sole N/A Sole
HA-LO INDS INC COMM 404429102 $63 8,000.00 Sole N/A Sole
HANGER ORTHOPEDIC GR COMM 41043F208 $33 6,301.00 Sole N/A Sole
HANNA M A CO COMM 410522106 $94 8,349.00 Sole N/A Sole
HARSCO CORP COMM 415864107 $226 7,826.00 Sole N/A Sole
HAWAIIAN ELEC INDUST COMM 419870100 $150 4,700.00 Sole N/A Sole
HELLER FINANCIAL INC COMM 423328103 $21 900.00 Sole N/A Sole
HELMERICH & PAYNE IN COMM 423452101 $287 9,257.00 Sole N/A Sole
HOLLINGER INTL INC COMM 435569108 $151 14,000.00 Sole N/A Sole
HUGHES SUPPLY INC COMM 444482103 $66 4,250.00 Sole N/A Sole
HUNT J B TRANS SVCS COMM 445658107 $60 4,400.00 Sole N/A Sole
IDACORP INC COMM 451107106 $285 8,200.00 Sole N/A Sole
IDEX CORP COMM 45167R104 $177 6,500.00 Sole N/A Sole
IMATION CORP COMM 45245A107 $261 9,785.00 Sole N/A Sole
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INTERFACE FLOORING COMM 458665106 $48 11,200.00 Sole N/A Sole
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KAYDON CORP COMM 486587108 $38 1,400.00 Sole N/A Sole
KELLWOOD CO COMM 488044108 $35 2,000.00 Sole N/A Sole
KELLY SVCS INC COMM 488152208 $170 7,100.00 Sole N/A Sole
KENNAMETAL INC COMM 489170100 $201 6,700.00 Sole N/A Sole
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LA Z BOY INC COMM 505336107 $154 10,000.00 Sole N/A Sole
LANCASTER COLONY COR COMM 513847103 $244 7,969.00 Sole N/A Sole
LANCE INC COMM 514606102 $32 3,000.00 Sole N/A Sole
LEE ENTERPRISES INC COMM 523768109 $3 100.00 Sole N/A Sole
LILLY INDL COATINGS COMM 532491107 $51 4,100.00 Sole N/A Sole
LINCOLN ELEC HLDGS I COMM 533900106 $15 600.00 Sole N/A Sole
LONGS DRUG STORES IN COMM 543162101 $193 8,500.00 Sole N/A Sole
LUBRIZOL CORP COMM 549271104 $376 13,044.00 Sole N/A Sole
M S CARRIERS INC COMM 553533100 $82 3,488.00 Sole N/A Sole
MALLINCKRODT GROUP COMM 561232109 $279 9,700.00 Sole N/A Sole
MARK IV INDS INC COMM 570387100 $196 8,900.00 Sole N/A Sole
MASCOTECH INC COMM 574670105 $82 6,700.00 Sole N/A Sole
MCDERMOTT INTL COMM 580037109 $51 5,500.00 Sole N/A Sole
MERITOR AUTOMOTIVE I COMM 59000G100 $83 5,240.00 Sole N/A Sole
MILACRON INC COMM 598709103 $105 7,300.00 Sole N/A Sole
MINNESOTA PWR INC COMM 604110106 $276 16,600.00 Sole N/A Sole
MISSISSIPPI CHEM COR COMM 605288208 $17 2,500.00 Sole N/A Sole
MODIS PROFESSIONAL S COMM 607830106 $228 18,400.00 Sole N/A Sole
MONDAVI ROBERT CORP COMM 609200100 $79 2,271.00 Sole N/A Sole
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NATIONAL SVC INDS IN COMM 637657107 $176 8,369.00 Sole N/A Sole
NATIONWIDE FINL SVCS COMM 638612101 $56 1,900.00 Sole N/A Sole
NAUTICA ENTERPRISES COMM 639089101 $63 5,400.00 Sole N/A Sole
NEW JERSEY RES COMM 646025106 $158 3,700.00 Sole N/A Sole
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OM GROUP INC COMM 670872100 $214 4,702.00 Sole N/A Sole
OHIO CAS CORP COMM 677240103 $161 9,000.00 Sole N/A Sole
OLIN CORP COMM 680665205 $212 11,936.00 Sole N/A Sole
ONE VY BANCORP WV IN COMM 682419106 $251 7,256.00 Sole N/A Sole
ONEOK INC NEW COMM 682680103 $183 7,300.00 Sole N/A Sole
OREGON STL MLS INC COMM 686079104 $21 5,300.00 Sole N/A Sole
PARK ELECTROCHEMICAL COMM 700416209 $81 3,314.00 Sole N/A Sole
PAYLESS SHOESOURCE I COMM 704379106 $320 6,168.00 Sole N/A Sole
PENTAIR INDS INC COMM 709631105 $371 10,000.00 Sole N/A Sole
PEOPLES ENERGY CORP COMM 711030106 $291 10,608.00 Sole N/A Sole
PIONEER NAT RES CO COMM 723787107 $146 13,900.00 Sole N/A Sole
PIONEER STD ELECTRS COMM 723877106 $93 5,900.00 Sole N/A Sole
PRIME HOSPITALITY CO COMM 741917108 $58 8,000.00 Sole N/A Sole
PUBLIC SVC CO N MEX COMM 744499104 $54 3,400.00 Sole N/A Sole
PULTE CORP COMM 745867101 $113 5,400.00 Sole N/A Sole
R S G ENERGY GROUP I COMM 74956K104 $34 1,600.00 Sole N/A Sole
RAYMOND JAMES FINL I COMM 754730109 $19 900.00 Sole N/A Sole
REGAL BELOIT CORP COMM 758750103 $77 4,400.00 Sole N/A Sole
REPUBLIC BANCORP INC COMM 760282103 $96 10,293.00 Sole N/A Sole
RIVIANA FOODS INC COMM 769536103 $40 2,500.00 Sole N/A Sole
ROADWAY EXPRESS INC COMM 769742107 $87 4,300.00 Sole N/A Sole
ROMAC INTL INC COMM 775835101 $62 6,800.00 Sole N/A Sole
SAFETY-KLEEN CORP NE COMM 78648R203 $23 17,176.00 Sole N/A Sole
SCHULMAN A INC COMM 808194104 $91 6,900.00 Sole N/A Sole
SCHWEITZER-MAUDUIT I COMM 808541106 $36 2,800.00 Sole N/A Sole
SEACOR SMIT INC COMM 811904101 $149 2,471.00 Sole N/A Sole
SEITEL INC COMM 816074306 $54 6,779.00 Sole N/A Sole
SENSORMATIC ELECTRS COMM 817265101 $384 17,122.00 Sole N/A Sole
SHAW INDS INC COMM 820286102 $193 12,700.00 Sole N/A Sole
SHOPKO STORES INC COMM 824911101 $80 4,500.00 Sole N/A Sole
SIGCORP INC COMM 826912107 $46 1,800.00 Sole N/A Sole
SMITH A O CORP 'B' COMM 831865209 $86 4,800.00 Sole N/A Sole
SONOCO PRODS CO COMM 835495102 $246 10,700.00 Sole N/A Sole
SOUTHWEST GAS CORP COMM 844895102 $10 500.00 Sole N/A Sole
SPRINGS INDS INC COMM 851783100 $160 4,200.00 Sole N/A Sole
STAFFMARK INC COMM 852389105 $46 5,800.00 Sole N/A Sole
STANDARD PAC CORP NE COMM 85375C101 $66 6,600.00 Sole N/A Sole
STEWART ENTERPRISES COMM 860370105 $65 13,200.00 Sole N/A Sole
STRIDE RITE CORP COMM 863314100 $84 10,400.00 Sole N/A Sole
STURM RUGER & CO INC COMM 864159108 $60 6,822.00 Sole N/A Sole
SUIZA FOODS CORP COMM 865077101 $149 3,700.00 Sole N/A Sole
SUPERIOR INDS INTL COMM 868168105 $168 5,300.00 Sole N/A Sole
TALBOTS INC COMM 874161102 $29 500.00 Sole N/A Sole
TECH DATA CORP COMM 878237106 $150 4,550.00 Sole N/A Sole
TECUMSEH PRODS CO COMM 878895200 $145 3,300.00 Sole N/A Sole
TELEFLEX INC COMM 879369106 $67 1,900.00 Sole N/A Sole
TEXAS INDS INC COMM 882491103 $89 2,800.00 Sole N/A Sole
TIDEWATER INC. COMM 886423102 $452 14,193.00 Sole N/A Sole
TIMKEN CO COMM 887389104 $241 14,829.00 Sole N/A Sole
TOWER AUTOMOTIVE INC COMM 891707101 $142 8,700.00 Sole N/A Sole
TRENWICK GROUP INC COMM 895290104 $28 2,000.00 Sole N/A Sole
TRINITY INDS INC COMM 896522109 $204 8,600.00 Sole N/A Sole
TUPPERWARE CORP COMM 899896104 $65 4,100.00 Sole N/A Sole
ULTRAMAR DIAMOND SHA COMM 904000106 $137 5,383.00 Sole N/A Sole
UNITED BANKSHS INC W COMM 909907107 $232 10,529.00 Sole N/A Sole
UNITED DOMINION INDS COMM 909914103 $155 8,500.00 Sole N/A Sole
UNITED ILLUM CO COMM 910637107 $118 3,000.00 Sole N/A Sole
U S INDS INC NEW COMM 912080108 $201 18,198.00 Sole N/A Sole
UNIVERSAL CORP COMM 913456109 $41 2,700.00 Sole N/A Sole
UNIVERSAL FOODS CORP COMM 913538104 $232 10,864.00 Sole N/A Sole
USFREIGHTWAYS CORP COMM 916906100 $232 6,200.00 Sole N/A Sole
VARCO INTL INC COMM 922126107 $242 19,161.00 Sole N/A Sole
VARIAN MED SYS INC COMM 92220P105 $329 7,200.00 Sole N/A Sole
WD 40 CO COMM 929236107 $95 4,502.00 Sole N/A Sole
WPS RESOURCES CORP COMM 92931B106 $117 4,500.00 Sole N/A Sole
WALLACE COMPUTER SVC COMM 932270101 $96 8,100.00 Sole N/A Sole
WASHINGTON FED INC COMM 938824109 $238 12,460.00 Sole N/A Sole
WATTS INDS INC COMM 942749102 $14 1,100.00 Sole N/A Sole
WAUSAU-MOSINEE PAPER COMM 943315101 $153 11,800.00 Sole N/A Sole
WELLMAN INC COMM 949702104 $113 5,700.00 Sole N/A Sole
WERNER ENTERPRISES I COMM 950755108 $122 7,200.00 Sole N/A Sole
WEST PHARMACEUTICAL COMM 955306105 $23 900.00 Sole N/A Sole
WHITNEY HLDG CORP COMM 966612103 $218 6,672.00 Sole N/A Sole
WOLVERINE WORLD WIDE COMM 978097103 $70 6,400.00 Sole N/A Sole
WORTHINGTON INDS INC COMM 981811102 $260 21,000.00 Sole N/A Sole
WYNNS INTL INC COMM 983195108 $57 4,100.00 Sole N/A Sole
YORK INTL CORP NEW COMM 986670107 $175 7,500.00 Sole N/A Sole
ZALE CORP NEW COMM 988858106 $9 200.00 Sole N/A Sole
ZENITH NATL INS CORP COMM 989390109 $51 2,300.00 Sole N/A Sole
$27,480 1,374,057.00
</TABLE>