<TABLE>
DISCIPLINED INVESTMENT ADVISORS, INC.
<CAPTION>
COMBINED SEC REPORT AS OF 03/31/2000 PAGE 1
Item 1 Item 2 Item 3 Item 4 Items 5 6 7 8
NAME CLASS CUSIP VALUE SHARES INV- MGR VOTE
X 1000 DIS. AUTH
<S> <C> <C> <C> <C> <C> <C> <C>
AAR CORP COMMON 000361105 861 51650. SOLE SHARED
ABC-NACO INC COMMON 000752105 931 106457. SOLE SHARED
ABM INDUSTRIES INC COMMON 000957100 874 37200. SOLE SHARED
AMC ENTERTAINMENT INC COMMON 001669100 1 250. SOLE SHARED
AT&T CORP COMMON 001957109 383 6805. SOLE SHARED
ABBOTT LABORATORIES COMMON 002824100 2369 67342. SOLE SHARED
ABERCROMBIE & FITCH -CL COMMON 002896207 494 30900. SOLE SHARED
ACNIELSEN CORP COMMON 004833109 4 200. SOLE SHARED
ACTEL CORP COMMON 004934105 542 15200. SOLE SHARED
ADELPHIA BUS SOLTNS CL A COMMON 006847107 30 500. SOLE SHARED
ADOBE SYSTEMS INC COMMON 00724F101 64 575. SOLE SHARED
ADVANCED FIBRE COMMUNICA COMMON 00754A105 12 200. SOLE SHARED
AEGON NV -ADR COMMON 007924103 830 10318. SOLE SHARED
AFFILIATED COMP SVCS -C COMMON 008190100 98 2600. SOLE SHARED
AFFILIATED MANAGERS GRP COMMON 008252108 144 3050. SOLE SHARED
AIRBORNE FREIGHT CORP COMMON 009266107 1 80. SOLE SHARED
ALBANY INTL CORP -CL A COMMON 012348108 2 176. SOLE SHARED
ALBERTO-CULVER CO -CL B COMMON 013068101 64 2700. SOLE SHARED
ALBERTSONS INC COMMON 013104104 18 600. SOLE SHARED
ALCAN ALUMINIUM LTD COMMON 013716105 68 2000. SOLE SHARED
ALCOA INC COMMON 013817101 5560 79150. SOLE SHARED
ALFA CORP COMMON 015385107 97 5500. SOLE SHARED
ALLIANCE BANCORP INC COMMON 01852J105 106 6000. SOLE SHARED
ALLIANT TECHSYSTEMS INC COMMON 018804104 7 130. SOLE SHARED
ALPINE GROUP INC COMMON 020825105 9 1000. SOLE SHARED
ALTERA CORP COMMON 021441100 40 450. SOLE SHARED
AMBANC HOLDING CO INC COMMON 023161102 282 20700. SOLE SHARED
AMCOL INTERNATIONAL CORP COMMON 02341W103 129 8445. SOLE SHARED
AMERADA HESS CORP COMMON 023551104 96 1500. SOLE SHARED
AMEREN CORP COMMON 023608102 34 1123. SOLE SHARED
AMERICA ONLINE INC COMMON 02364J104 697 10350. SOLE SHARED
AMCORE FINL INC COMMON 023912108 69 3900. SOLE SHARED
AMERICAN AXLE & MFG HLDG COMMON 024061103 1 120. SOLE SHARED
AMERICAN EXPRESS COMMON 025816109 2021 13570. SOLE SHARED
AMERICAN HOME PRODUCTS C COMMON 026609107 44 820. SOLE SHARED
AMERICAN INTERNATIONAL G COMMON 026874107 5227 47743. SOLE SHARED
AMER ITALIAN PASTA CO - COMMON 027070101 93 3800. SOLE SHARED
AMERICAN MANAGEMENT SYST COMMON 027352103 622 14200. SOLE SHARED
AMERICAN STATES WATER CO COMMON 029899101 279 9400. SOLE SHARED
AMERON INTERNATIONAL INC COMMON 030710107 17 500. SOLE SHARED
AMERISOURCE HEALTH CP - COMMON 03071P102 214 14300. SOLE SHARED
AMERUS LIFE HLDGS INC - COMMON 030732101 440 24300. SOLE SHARED
AMGEN INC COMMON 031162100 2054 33468. SOLE SHARED
ANAREN MICROWAVE INC COMMON 032744104 177 1850. SOLE SHARED
ANDOVER BANCORP INC/DE COMMON 034258103 3 125. SOLE SHARED
ANHEUSER-BUSCH COS INC COMMON 035229103 155 2500. SOLE SHARED
AON CORP COMMON 037389103 12 375. SOLE SHARED
APOGEE ENTERPRISES INC COMMON 037598109 17 4505. SOLE SHARED
APPLE COMPUTER INC COMMON 037833100 122 900. SOLE SHARED
APPLEBEES INTL INC COMMON 037899101 219 7800. SOLE SHARED
APPLIED MATERIAL COMMON 038222105 397 4220. SOLE SHARED
ARCHER-DANIELS-MIDLAND C COMMON 039483102 31. SOLE SHARED
ARNOLD INDUSTRIES INC COMMON 042595108 108 8500. SOLE SHARED
ARROW FINL CORP COMMON 042744102 21 1200. SOLE SHARED
ARTESYN TECHNOLOGIES INC COMMON 043127109 588 31100. SOLE SHARED
ASHLAND INC COMMON 044204105 36 1100. SOLE SHARED
ASSOCIATED BANC CORP COMMON 045487105 11 384. SOLE SHARED
ASSOCIATES FIRST CAPITAL COMMON 046008108 23 1092. SOLE SHARED
ATLANTIC RICHFIELD CO COMMON 048825103 552 6500. SOLE SHARED
ATLAS AIR INC COMMON 049164106 123 4500. SOLE SHARED
ATMEL CORP COMMON 049513104 25 500. SOLE SHARED
ATMOS ENERGY CORP COMMON 049560105 1 90. SOLE SHARED
AURA SYSTEMS INC COMMON 051526101 1450. SOLE SHARED
AUTOMATIC DATA PROCESSIN COMMON 053015103 969 20100. SOLE SHARED
AVENTIS SPON ADR COMMON 053561106 27 500. SOLE SHARED
AVON PRODUCTS COMMON 054303102 11 400. SOLE SHARED
BB&T CORP COMMON 054937107 144 5136. SOLE SHARED
BCE INC COMMON 05534B109 11051 88100. SOLE SHARED
BISYS GROUP INC COMMON 055472104 558 8400. SOLE SHARED
BJS WHOLESALE CLUB INC COMMON 05548J106 15 400. SOLE SHARED
BMC INDUSTRIES INC/MN COMMON 055607105 271 47700. SOLE SHARED
BP AMOCO plc COMMON 055622104 125 2348. SOLE SHARED
BMC SOFTWARE INC COMMON 055921100 24 500. SOLE SHARED
BALDOR ELECTRIC COMMON 057741100 126 7000. SOLE SHARED
BANCO COMERCIAL PORTGE COMMON 059479303 5 200. SOLE SHARED
BANCORP CONN INC COMMON 059684100 2 200. SOLE SHARED
BANK OF AMERICA CORP. COMMON 060505104 2685 51217. SOLE SHARED
BANK OF NEW YORK CO INC COMMON 064057102 66 1600. SOLE SHARED
BANK ONE CORP COMMON 06423A103 6 200. SOLE SHARED
BANKNORTH GROUP INC/DE COMMON 06646L100 24 900. SOLE SHARED
BARD (C.R.) INC COMMON 067383109 15 400. SOLE SHARED
BARNETT INC COMMON 068062108 9 900. SOLE SHARED
BARRETT RESOURCES CORP COMMON 068480201 80 2700. SOLE SHARED
BASSETT FURNITURE INDS COMMON 070203104 320 22900. SOLE SHARED
BAXTER INTERNATIONAL INC COMMON 071813109 18 300. SOLE SHARED
BEAR STEARNS COMPANIES I COMMON 073902108 45 1005. SOLE SHARED
BED BATH & BEYOND INC COMMON 075896100 7 200. SOLE SHARED
BELL ATLANTIC CORP COMMON 077853109 3618 59200. SOLE SHARED
BELLSOUTH CORP COMMON 079860102 3150 67220. SOLE SHARED
BENCHMARK ELECTRONICS IN COMMON 08160H101 1 50. SOLE SHARED
BERKSHIRE HATHAWAY INC. COMMON 084670207 123 68. SOLE SHARED
BEST BUY CO INC COMMON 086516101 253 2950. SOLE SHARED
BESTFOODS COMMON 08658U101 44 956. SOLE SHARED
BINDLEY WESTERN INDS COMMON 090324104 20 1500. SOLE SHARED
BIOGEN INC COMMON 090597105 499 7150. SOLE SHARED
BIOVAIL CORP INTERNATION COMMON 09067K106 26 600. SOLE SHARED
BLACK & DECKER CORP COMMON 091797100 26 700. SOLE SHARED
BLANCH E W HLDGS INC COMMON 093210102 43 2150. SOLE SHARED
BLOCK DRUG -CL A COMMON 093644102 239 8678. SOLE SHARED
BLOCK H & R INC COMMON 093671105 572 12800. SOLE SHARED
BLOUNT INTL INC COMMON 095180105 13. SOLE SHARED
BLUE FISH CLOTHING COMMON 095480109 200. SOLE SHARED
BLYTH INDUSTRIES INC COMMON 09643P108 128 4700. SOLE SHARED
BOB EVANS FARMS COMMON 096761101 492 39400. SOLE SHARED
BOEING CO COMMON 097023105 105 2800. SOLE SHARED
BOISE CASCADE OFFICE PDS COMMON 097403109 32 2000. SOLE SHARED
BOMBAY CO INC COMMON 097924104 29 8900. SOLE SHARED
BORG WARNER AUTO COMMON 099724106 2 60. SOLE SHARED
BOWNE & CO INC COMMON 103043105 88 6900. SOLE SHARED
BRADY CORP COMMON 104674106 109 3500. SOLE SHARED
BRIGGS & STRATTON COMMON 109043109 111 2700. SOLE SHARED
BRISTOL MYERS SQUIBB COMMON 110122108 2950 50871. SOLE SHARED
BROWN & BROWN INC COMMON 115236101 181 4700. SOLE SHARED
BROWN-FORMAN -CL B COMMON 115637209 903 16600. SOLE SHARED
BRUNSWICK CORP COMMON 117043109 37 2000. SOLE SHARED
BRUSH WELLMAN INC COMMON 117421107 3 200. SOLE SHARED
BUCKEYE TECHNOLOGIES INC COMMON 118255108 13 750. SOLE SHARED
BUCKLE INC COMMON 118440106 66 4100. SOLE SHARED
BRLNGTN NTHRN SANTA FE COMMON 12189T104 618 27200. SOLE SHARED
BURR-BROWN CORP COMMON 122574106 16 302. SOLE SHARED
BUY.COM INC COMMON 124269101 4 500. SOLE SHARED
C&D TECHNOLOGIES INC COMMON 124661109 76 1300. SOLE SHARED
CBS CORP COMMON 12490K107 184 3250. SOLE SHARED
CCBT FINANCIAL COMPANIES COMMON 12500Q102 117 9100. SOLE SHARED
CDW COMPUTER CENTERS COMMON 125129106 69 824. SOLE SHARED
CH ENERGY GROUP INC COMMON 12541M102 9 300. SOLE SHARED
CIGNA CORP COMMON 125509109 45 600. SOLE SHARED
CLECO CORP. COMMON 12561W105 246 7400. SOLE SHARED
CMGI INC COMMON 125750109 45 400. SOLE SHARED
CPB INC COMMON 125903104 232 9600. SOLE SHARED
CNA SURETY CORP COMMON 12612L108 80 5750. SOLE SHARED
CTS CORP COMMON 126501105 364 6400. SOLE SHARED
CVS CORP COMMON 126650100 14 380. SOLE SHARED
CABLE & WIRELESS HKT SPO COMMON 126828102 180 7000. SOLE SHARED
CABLE DESIGN TECH CP -C COMMON 126924109 139 4100. SOLE SHARED
CAMPBELL SOUP CO COMMON 134429109 6 200. SOLE SHARED
CANANDAIGUA BRANDS -CL COMMON 137219200 20 400. SOLE SHARED
CANON INC -ADR COMMON 138006309 767 17800. SOLE SHARED
CARDINAL HEALTH INC COMMON 14149Y108 6 150. SOLE SHARED
CARLISLE COS INC COMMON 142339100 156 3900. SOLE SHARED
CARNIVAL CORP COMMON 143658102 24 1000. SOLE SHARED
CARTER-WALLACE INC COMMON 146285101 37 2000. SOLE SHARED
CASCADE NATURAL GAS CORP COMMON 147339105 140 8700. SOLE SHARED
CATERPILLAR INC COMMON 149123101 69 1750. SOLE SHARED
CATO CORP -CL A COMMON 149205106 368 31400. SOLE SHARED
CENTEX CONSTRN PRODS INC COMMON 15231R109 94 3600. SOLE SHARED
CENTRAL NEWSPAPERS -CL COMMON 154647101 100 3000. SOLE SHARED
CENTRAL VERMONT PUB SERV COMMON 155771108 452 43400. SOLE SHARED
CENTURA BANKS INC COMMON 15640T100 105 2300. SOLE SHARED
CENTURY BANCORP INC/MA COMMON 156432106 23 1800. SOLE SHARED
CHALONE WINE GROUP LTD COMMON 157639105 100. SOLE SHARED
CHARTER ONE FINL CORP COMMON 160903100 29 1423. SOLE SHARED
CHASE MANHATTAN CORP COMMON 16161A108 1759 20180. SOLE SHARED
CHESAPEAKE CORP COMMON 165159104 62 2100. SOLE SHARED
CHEVRON CORP COMMON 166751107 2112 22850. SOLE SHARED
CHIRON CORP COMMON 170040109 13 275. SOLE SHARED
CHOICEPOINT INC. COMMON 170388102 8 240. SOLE SHARED
CHURCH & DWIGHT INC COMMON 171340102 13 800. SOLE SHARED
CIFRA S A DE C V ADR B COMMON 171785207 5 2232. SOLE SHARED
CIRCOR INTERNATIONAL, IN COMMON 17273K109 69 5250. SOLE SHARED
CISCO SYSTEMS INC COMMON 17275R102 11515 148950. SOLE SHARED
CITIGROUP INC COMMON 172967101 8031 134136. SOLE SHARED
CITIZENS UTILITIES -CL B COMMON 177342201 5 360. SOLE SHARED
CITRIX SYSTEMS INC COMMON 177376100 19 300. SOLE SHARED
CITY NATIONAL CORP COMMON 178566105 217 6450. SOLE SHARED
CLAIRES STORES INC COMMON 179584107 316 15800. SOLE SHARED
CLARCOR INC COMMON 179895107 472 26600. SOLE SHARED
CLAYTON HOMES INC COMMON 184190106 3 300. SOLE SHARED
COACHMEN INDUSTRIES INC COMMON 189873102 6 500. SOLE SHARED
COCA-COLA CO COMMON 191216100 2239 47705. SOLE SHARED
COGNIZANT TECHNLGY SOL COMMON 192446102 6 100. SOLE SHARED
COLE KENNETH PROD INC - COMMON 193294105 100 2550. SOLE SHARED
COLGATE-PALMOLIVE CO COMMON 194162103 2214 39290. SOLE SHARED
COLUMBIA SPORTSWEAR CO. COMMON 198516106 2 100. SOLE SHARED
COLUMBUS ENERGY CORP COMMON 199064106 65. SOLE SHARED
COMCAST CORP -CL A SPL COMMON 200300200 505 11650. SOLE SHARED
COMERICA INC COMMON 200340107 517 12350. SOLE SHARED
COMMERCE BANCORP INC/NJ COMMON 200519106 98 2650. SOLE SHARED
COMMERCE BANCSHARES INC COMMON 200525103 35 1149. SOLE SHARED
COMMERCIAL METALS COMMON 201723103 809 29300. SOLE SHARED
COMMONWEALTH BANCORP INC COMMON 20268X102 2 200. SOLE SHARED
COMMUNITY BK SYS INC COMMON 203607106 2 100. SOLE SHARED
COMMUNITY FIRST BANKSHAR COMMON 203902101 131 8200. SOLE SHARED
COMMUNITY SAVINGS BANKSH COMMON 204037105 276 27300. SOLE SHARED
COMPAQ COMPUTER CORP COMMON 204493100 64 2374. SOLE SHARED
COMPASS BANCSHARES INC COMMON 20449H109 13 666. SOLE SHARED
COMPLETE BUSINESS COMMON 20452F107 4 220. SOLE SHARED
COMPUTER ASSOCIATES INTL COMMON 204912109 17 300. SOLE SHARED
COMPUWARE CORP COMMON 205638109 12 570. SOLE SHARED
COMVERSE TECHNOLOGY INC COMMON 205862402 37 200. SOLE SHARED
CONAGRA, INC. COMMON 205887102 23 1298. SOLE SHARED
CONEXANT SYSTEMS INC COMMON 207142100 21 300. SOLE SHARED
CONMED CORP COMMON 207410101 35 1415. SOLE SHARED
CONNECTICUT WATER SVC IN COMMON 207797101 48 1700. SOLE SHARED
CONSECO INC COMMON 208464107 1 100. SOLE SHARED
CONSOLIDATED EDISON, INC COMMON 209115104 49 1700. SOLE SHARED
CONSTELLATION ENERGY COMMON 210371100 114 3600. SOLE SHARED
CONTINENTAL AIRLS INC - COMMON 210795308 8 200. SOLE SHARED
COOPER INDUSTRIES INC COMMON 216669101 98 2800. SOLE SHARED
COOPER TIRE & RUBBER COMMON 216831107 120 9600. SOLE SHARED
COORS (ADOLPH) -CL B COMMON 217016104 4 100. SOLE SHARED
CORNING INC COMMON 219350105 2502 12900. SOLE SHARED
CORUS BANKSHARES INC COMMON 220873103 94 4000. SOLE SHARED
COSTCO WHOLESALE CORP COMMON 22160K105 296 5650. SOLE SHARED
COUNTRYWIDE CREDIT IND I COMMON 222372104 591 21700. SOLE SHARED
COX COMMUNICATIONS -CL COMMON 224044107 13 280. SOLE SHARED
CRISTALERIAS DE CHILE - COMMON 226714103 5 300. SOLE SHARED
CROWN CORK & SEAL CO INC COMMON 228255105 494 30900. SOLE SHARED
CUBIC CORP COMMON 229669106 121 5400. SOLE SHARED
CULLEN/FROST BANKERS INC COMMON 229899109 10 400. SOLE SHARED
CURTISS-WRIGHT CORP COMMON 231561101 267 7300. SOLE SHARED
DQE INC COMMON 23329J104 81 1800. SOLE SHARED
D R HORTON INC COMMON 23331A109 119 9150. SOLE SHARED
DAIN RAUSCHER CORP COMMON 233856103 72 1100. SOLE SHARED
DALLAS SEMICONDUCTOR COR COMMON 235204104 383 10500. SOLE SHARED
DANA CORP COMMON 235811106 938 33300. SOLE SHARED
DAYTON SUPERIOR CORP -C COMMON 240028100 70 2800. SOLE SHARED
DEB SHOPS INC COMMON 242728103 111 8100. SOLE SHARED
DEERE & CO COMMON 244199105 7 210. SOLE SHARED
DELL COMPUTER CORP COMMON 247025109 2923 54200. SOLE SHARED
DELTA AIR LINES INC COMMON 247361108 16 314. SOLE SHARED
DEPARTMENT 56 INC -SER COMMON 249509100 26 1800. SOLE SHARED
DETROIT DIESEL CORP COMMON 250837101 275 14400. SOLE SHARED
DIAGNOSTIC PRODUCTS CORP COMMON 252450101 212 8700. SOLE SHARED
DIEBOLD INC COMMON 253651103 2 100. SOLE SHARED
DIME COMMUNITY BANCSHARE COMMON 253922108 162 10300. SOLE SHARED
DISNEY (WALT) COMPANY COMMON 254687106 4783 115958. SOLE SHARED
DIXIE GROUP INC COMMON 255519100 66 14900. SOLE SHARED
DOLLAR GENERAL COMMON 256669102 484 18014. SOLE SHARED
DOMINION RESOURCES INC V COMMON 25746U109 111 2904. SOLE SHARED
DONALDSON CO INC COMMON 257651109 239 10600. SOLE SHARED
DONNELLEY (R R) & SONS C COMMON 257867101 33 1600. SOLE SHARED
DOVER CORP COMMON 260003108 378 7900. SOLE SHARED
DOW CHEMICAL COMMON 260543103 4229 37105. SOLE SHARED
DOWNEY FINANCIAL CORP COMMON 261018105 36 1700. SOLE SHARED
DU PONT (E I) DE NEMOURS COMMON 263534109 5623 106238. SOLE SHARED
DUANE READE INC COMMON 263578106 2 100. SOLE SHARED
DUN & BRADSTREET (NEW) COMMON 26483B106 5 200. SOLE SHARED
DYCOM INDUSTRIES INC COMMON 267475101 521 10700. SOLE SHARED
ECCS,INC. COMMON 26825H100 11 800. SOLE SHARED
EMC CORP/MA COMMON 268648102 3307 26250. SOLE SHARED
ESB FINANCIAL CORP COMMON 26884F102 13 1200. SOLE SHARED
ETEC SYS INC COMMON 26922C103 19 155. SOLE SHARED
E'TOWN CORP COMMON 269242103 18 300. SOLE SHARED
EAGLE BANCSHARES INC COMMON 26942C109 38 2300. SOLE SHARED
EARTHGRAINS CO COMMON 270319106 68 4600. SOLE SHARED
EASTMAN KODAK CO COMMON 277461109 5 100. SOLE SHARED
EATON CORP COMMON 278058102 15 200. SOLE SHARED
EATON VANCE CORP COMMON 278265103 17 400. SOLE SHARED
ECOLAB INC COMMON 278865100 986 26900. SOLE SHARED
EDISON INTERNATIONAL COMMON 281020107 3 200. SOLE SHARED
ELCOR CORP COMMON 284443108 446 12944. SOLE SHARED
ELECTRONIC ARTS INC COMMON 285512109 7 100. SOLE SHARED
EMERSON ELECTRIC CO COMMON 291011104 2839 53458. SOLE SHARED
EMULEX CORP COMMON 292475209 10 100. SOLE SHARED
ENERGEN CORP COMMON 29265N108 172 10800. SOLE SHARED
ENERGY EAST CORP COMMON 29266M109 1 100. SOLE SHARED
ENGAGE TECHNOLOGIES COMMON 292827102 30 400. SOLE SHARED
ENNIS BUSINESS FORMS COMMON 293389102 393 54300. SOLE SHARED
ENRON CORP COMMON 293561106 2596 34674. SOLE SHARED
ENTERGY CORP COMMON 29364G103 276 13700. SOLE SHARED
EQUIFAX INC COMMON 294429105 392 15550. SOLE SHARED
ERICSSON (L M) TEL -ADR COMMON 294821400 370 3950. SOLE SHARED
EXPEDITORS INTL WASH INC COMMON 302130109 373 9400. SOLE SHARED
EXXON MOBIL CORP COMMON 30231G102 8553 109746. SOLE SHARED
F & M NATL CORP COMMON 302374103 117 5347. SOLE SHARED
F N B CORP/PA COMMON 302520101 94 5130. SOLE SHARED
FPL GROUP INC COMMON 302571104 96 2100. SOLE SHARED
FACTSET RESEARCH SYSTEMS COMMON 303075105 5 200. SOLE SHARED
FAMILY DOLLAR STORES COMMON 307000109 250 12050. SOLE SHARED
FASTENAL CO COMMON 311900104 545 11400. SOLE SHARED
FED HOME LOAN MTG CO COMMON 313400301 79 1800. SOLE SHARED
FEDERAL-MOGUL CORP COMMON 313549107 452 27100. SOLE SHARED
FEDERAL NATL MORTGAGE AS COMMON 313586109 726 12850. SOLE SHARED
FEDERAL SIGNAL CORP COMMON 313855108 36 2000. SOLE SHARED
FEDERATED DEPT STORES COMMON 31410H101 26 635. SOLE SHARED
FEDEX CORP COMMON 31428X106 7 200. SOLE SHARED
THE FINISH LINE COMMON 317923100 12 1285. SOLE SHARED
FINOVA GROUP INC COMMON 317928109 163 9700. SOLE SHARED
FIRST BANCORP P R COMMON 318672102 12 700. SOLE SHARED
FIRST CITIZENS BANCSH - COMMON 31946M103 101 1800. SOLE SHARED
FIRST COMMONWLTH FINL CP COMMON 319829107 6 800. SOLE SHARED
FIRST ESSEX BANCORP COMMON 320103104 1 100. SOLE SHARED
FIRST FEDERAL BANCSHARES COMMON 32020F105 46 3400. SOLE SHARED
FIRST SENTINEL BANCORP I COMMON 33640T103 87 11400. SOLE SHARED
FIRST UNION CORP (N C) COMMON 337358105 14 400. SOLE SHARED
FIRST WASHINGTON BANCORP COMMON 33748T104 321 17600. SOLE SHARED
FIRSTENERGY CORP COMMON 337932107 80 3900. SOLE SHARED
FLEETBOSTON FINANCIAL CO COMMON 339030108 85 2336. SOLE SHARED
FLEXSTEEL INDS COMMON 339382103 29 2400. SOLE SHARED
FLORIDA ROCK INDS COMMON 341140101 1265 45200. SOLE SHARED
FLUSHING FINANCIAL CORP COMMON 343873105 66 4900. SOLE SHARED
FORD MOTOR CO COMMON 345370100 2836 61750. SOLE SHARED
FORT JAMES CORP COMMON 347471104 4 200. SOLE SHARED
FRANKLIN ELECTRIC CO COMMON 353514102 57 900. SOLE SHARED
FREMONT GENERAL CORP COMMON 357288109 1 175. SOLE SHARED
FULTON FINANCIAL CORP COMMON 360271100 9 450. SOLE SHARED
GA FINANCIAL INC COMMON 361437106 1 100. SOLE SHARED
GATX CORP COMMON 361448103 22 600. SOLE SHARED
GBC BANCORP/CA COMMON 361475106 4 200. SOLE SHARED
GPU INC COMMON 36225X100 399 14600. SOLE SHARED
GTE CORP COMMON 362320103 1909 26900. SOLE SHARED
GAINSCO INC COMMON 363127101 232 39100. SOLE SHARED
GALLAGHER (ARTHUR J.) & COMMON 363576109 104 3200. SOLE SHARED
GANNETT CO COMMON 364730101 63 900. SOLE SHARED
GAP INC COMMON 364760108 3130 62837. SOLE SHARED
GARDEN FRESH RESTAURANT COMMON 365235100 5 500. SOLE SHARED
GATEWAY INC COMMON 367626108 57 1080. SOLE SHARED
GENERAL CABLE CORP/DE COMMON 369300108 1 135. SOLE SHARED
GENERAL DYNAMICS CORP COMMON 369550108 557 11200. SOLE SHARED
GENERAL ELECTRIC CO COMMON 369604103 11299 72606. SOLE SHARED
GENERAL MILLS INC COMMON 370334104 329 9100. SOLE SHARED
GENERAL MOTORS CORP COMMON 370442105 1515 18300. SOLE SHARED
GENUINE PARTS CO COMMON 372460105 522 21869. SOLE SHARED
GERBER SCIENTIFIC INDS COMMON 373730100 169 8800. SOLE SHARED
GILLETTE CO COMMON 375766102 146 3875. SOLE SHARED
GLAXO WELLCOME PLC -SP COMMON 37733W105 149 2600. SOLE SHARED
GORMAN-RUPP CO COMMON 383082104 22 1400. SOLE SHARED
GRACO INC COMMON 384109104 124 4300. SOLE SHARED
GRAINGER (W W) INC COMMON 384802104 43 800. SOLE SHARED
GRANITE CONSTRUCTION INC COMMON 387328107 778 28850. SOLE SHARED
GRANITE ST BANKSHARES IN COMMON 387472103 3 200. SOLE SHARED
GREATER BAY BANCORP COMMON 391648102 4 100. SOLE SHARED
GREIF BROS CORP -CL A COMMON 397624107 621 19500. SOLE SHARED
GRUPO ELEKTRA SA DE CV COMMON 40050A102 270 21200. SOLE SHARED
HMT TECHNOLOGY CORP COMMON 403917107 1 455. SOLE SHARED
HS RESOURCES INC COMMON 404297103 92 4400. SOLE SHARED
HADCO CORP COMMON 404681108 136 2100. SOLE SHARED
HANOVER COMPRESSOR CO COMMON 410768105 91 1600. SOLE SHARED
HARCOURT GENERAL INC COMMON 41163G101 81 2200. SOLE SHARED
HARBOR FLORIDA BANCSHARE COMMON 411901101 178 15700. SOLE SHARED
HARLEY-DAVIDSON INC COMMON 412822108 238 3000. SOLE SHARED
HARTFORD FINANCIAL SVCS COMMON 416515104 29 560. SOLE SHARED
HAVERTY FURNITURE COMMON 419596101 64 6100. SOLE SHARED
HEICO CORP COMMON 422806109 5 400. SOLE SHARED
HERSHEY FOODS CORP COMMON 427866108 282 5800. SOLE SHARED
HEWLETT-PACKARD CO COMMON 428236103 4035 30370. SOLE SHARED
HILB ROGAL & HAMILTON CO COMMON 431294107 109 4000. SOLE SHARED
HOLLINGER INTL INC -CL COMMON 435569108 52 4900. SOLE SHARED
HOLLY CORP COMMON 435758305 450 39200. SOLE SHARED
HOLOGIC INC COMMON 436440101 3 480. SOLE SHARED
HOME DEPOT INC COMMON 437076102 8500 131791. SOLE SHARED
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MOORE CORP LTD COMMON 615785102 148 39600. SOLE SHARED
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OM GROUP INC COMMON 670872100 277 6100. SOLE SHARED
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PARKER-HANNIFIN CORP COMMON 701094104 394 9550. SOLE SHARED
PATTERSON DENTAL CO COMMON 703412106 7 200. SOLE SHARED
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QUALCOMM INC COMMON 747525103 2090 14000. SOLE SHARED
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RLI CORP COMMON 749607107 247 7400. SOLE SHARED
RF MICRO-DEVICES COMMON 749941100 20 150. SOLE SHARED
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RADISYS CORP COMMON 750459109 378 6300. SOLE SHARED
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RITE AID CORP COMMON 767754104 1 300. SOLE SHARED
ROHM & HAAS CO COMMON 775371107 58 1300. SOLE SHARED
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SCHERING-PLOUGH COMMON 806605101 1947 52450. SOLE SHARED
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WEBB (DEL E) CORP COMMON 947423109 312 21125. SOLE SHARED
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