UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings
entries
Institutional Investment Manager Filing this Report:
Name: ADVANTUS CAPITAL MANAGEMENT
Address: 400 ROBERT STREET NORTH
ST. PAUL, MN 55101
Form 13F File Number: 28-455
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: WILLIAM N. WESTHOFF
Title: PRESIDENT
Phone: (651) 665-3840
Signature, Place, and Date of Signing:
/s/ WILLIAM N. WESTHOFF ST. PAUL, MN 5/12/1999
- ---------------------------- ----------------------- -------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting' manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
<PAGE>
Form 13F SUMMARY PAGE
Report Summary
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 0
Form 13F Information Table Value Total: $ 0
(thousands)
List of Other Included Managers
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
NONE
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
TITLE VALUE SHARES/ INVESTMENT DISCRETION MANAGER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (x$1000) PAR (A)SOLE (B)SHARED (C)SHARED (A)SOLE (B)SHARED (C)OTHER
<S> <C> <C> <C> <C> <C> <C> <C>
ADC Telecommunications Common Stock 000886101 13,443.10 281,900.00 X 2 X
AFLAC INC Common Stock 001055102 190.50 3,500.00 X 2 X
AGCO CORPORATION Common Stock 001084102 12.50 1,900.00 X 2 X
AGL RESOURCES INC Common Stock 001204106 21.10 1,200.00 X 2 X
AES CORPORATION Common Stock 00130H105 17,679.20 474,610.00 X 2 X
AK STEEL HOLDING CORP Common Stock 001547108 15.80 700.00 X 2 X
AMR CORP Common Stock 001765106 1,551.90 26,500.00 X 2 X
AT&T CORP Common Stock 001957109 36,882.00 462,108.00 X 2 X
Abacus Direct Corporati Common Stock 002553105 98.40 1,200.00 X 2 X
ABBOTT LABS Common Stock 002824100 22,599.20 482,760.00 X 2 X
ABERCROMBIE AND FITCH Common Stock 002896207 9,310.40 101,200.00 X 2 X
Abgenix, Inc. Common Stock 00339B107 51.40 3,400.00 X 2 X
ACNIELSEN CORPORATION Common Stock 004833109 13.60 500.00 X 2 X
ACUSON CORPORATION Common Stock 005113105 19.40 1,300.00 X 2 X
Acxiom Corporation Common Stock 005125109 15,582.50 588,020.00 X 2 X
Associated British Port Foreign Stock 0056434 112.60 40,000.00 X 2 X
Adobe Systems Incorpora Common Stock 00724F101 323.50 5,700.00 X 2 X
ADVANCED FIBRE COMMUNIC Common Stock 00754A105 253.00 26,370.00 X 2 X
ADVANTUS VENTURE FUND I Common Stock 00757E104 0.00 2,500,000.00 X 2 X
ADVANTUS INDEX 500 FUND Common Stock 00757F101 0.00 500,000.00 X 2 X
Bank of Scotland Ord Foreign Stock 0076454 332.90 40,300.00 X 2 X
AEROQUIP-VICKERS INC Common Stock 007869100 143.30 2,500.00 X 2 X
ADVANCED MICRO Common Stock 007903107 215.50 13,900.00 X 2 X
ADVANTUS MORTGAGE SEC Common Stock 007963101 0.00 572,399.92 X 2 X
ADVANTUS BOND FUND, INC Common Stock 007965106 0.00 341,587.00 X 2 X
ADVANTUS ENTERPRISE FUN Common Stock 007966104 0.00 2,207,793.00 X 2 X
ADVANTUS CORNERSTONE FU Common Stock 007967102 0.00 2,242,191.78 X 2 X
ADVANTUS INTERNATIONAL Common Stock 007968100 31,359.90 2,646,406.22 X 2 X
AETNA INC Common Stock 008117103 1,669.50 20,114.00 X 2 X
AGOURON PHARMACEUTICALS Common Stock 008488108 22.60 400.00 X 2 X
AIR PRODS & CHE Common Stock 009158106 1,174.80 34,300.00 X 2 X
Airborne Freight Corpor Common Stock 009266107 566.80 18,210.00 X 2 X
AIRGAS, INCORPORATED Common Stock 009363102 10.10 1,200.00 X 2 X
AIRTOUCH COMM Common Stock 00949T100 15,917.00 164,730.00 X 2 X
ALASKA AIRGROUP INC Common Stock 011659109 9.50 200.00 X 2 X
ALBANY INT CORP Common Stock 012348108 5.80 307.00 X 2 X
ALBEMARLE CORPORATION Common Stock 012653101 20.90 1,000.00 X 2 X
ALBERTO-CULVER Common Stock 013068101 123.90 5,300.00 X 2 X
ALBERTSONS Common Stock 013104104 1,824.90 33,600.00 X 2 X
British Land Company Foreign Stock 0136701 326.70 61,239.00 X 2 X
ALCAN ALUM Common Stock 013716105 848.60 32,875.00 X 2 X
Alcoa Incorporated Common Stock 013817101 2,096.40 50,900.00 X 2 X
BP AMOCO Foreign Stock 0138495 498.40 47,200.00 X 2 X
ALEXANDER & BALDWIN INC Common Stock 014482103 9.80 500.00 X 2 X
ALGOS PHARMACEUTICALS C Common Stock 015869100 137.90 5,600.00 X 2 X
ALIANT COMMUNICATIONS I Common Stock 016090102 12.30 300.00 X 2 X
Cable and Wire Communic Foreign Stock 0163787 323.90 46,100.00 X 2 X
ALKERMES INC Common Stock 01642T108 76.30 2,800.00 X 2 X
Sema Group PLC Ord Foreign Stock 0172857 359.20 51,350.00 X 2 X
ALLEGHENY ENERGY INC Common Stock 017361106 41.30 1,400.00 X 2 X
ALLEGHENY TELED Common Stock 017415100 618.50 32,662.00 X 2 X
ALLERGAN, INC Common Stock 018490102 870.00 9,900.00 X 2 X
ALLIED SIGNAL Common Stock 019512102 3,807.10 77,400.00 X 2 X
ALLIED WASTE INDUSTRIES Common Stock 019589308 39.00 2,700.00 X 2 X
ALLSTATE CORP Common Stock 020002101 6,953.00 187,603.00 X 2 X
ALLTEL CORPORATION Common Stock 020039103 2,576.10 41,300.00 X 2 X
Alpha Industries Inc Common Stock 020753109 2,725.90 148,350.00 X 2 X
ALTERA CORPORATION Common Stock 021441100 71.40 1,200.00 X 2 X
ALZA CORP Common Stock 022615108 547.00 14,300.00 X 2 X
AMBAC FINANCIAL GROUP Common Stock 023139108 59.40 1,100.00 X 2 X
AMERADA HESS Common Stock 023551104 478.00 9,500.00 X 2 X
AMEREN CORPORATION Common Stock 023608102 669.50 18,500.00 X 2 X
AMERICA ONLINE INC Common Stock 02364J104 54,078.40 370,400.00 X 2 X
AMER ELEC PWR Common Stock 025537101 1,182.70 29,800.00 X 2 X
American Express Compan Common Stock 025816109 13,837.40 117,765.00 X 2 X
AMERICAN EXPRESS CREDIT CONV P2 30/36 025818CJ2 1,574.50 1,340,000.00 X 2 X
AMERICAN FINANCIAL GROU Common Stock 025932104 24.60 700.00 X 2 X
AMER GENERAL CORP Common Stock 026351106 2,632.00 37,333.00 X 2 X
AMERICAN GREETINGS CORP Common Stock 026375105 170.00 6,700.00 X 2 X
AMER HOME PROD Common Stock 026609107 25,464.50 390,260.00 X 2 X
AMER INTL GROUP Common Stock 026874107 59,403.60 492,465.00 X 2 X
Nycomed Amersham Ord Foreign Stock 0274753 449.20 84,000.00 X 2 X
AMERICAN POWER CONVERSI Common Stock 029066107 32.40 1,200.00 X 2 X
AMERICAN STANDARD COMPA Common Stock 029712106 27.50 800.00 X 2 X
American Stores Co. Common Stock 030096101 1,260.60 38,200.00 X 2 X
AMER WATER WORKS Common Stock 030411102 37.80 1,300.00 X 2 X
AMERICAN WOODMARK CORPO Common Stock 030506109 483.90 15,300.00 X 2 X
American Xtal Technolog Common Stock 030514103 42.80 1,900.00 X 2 X
AMERIN Common Stock 03070X106 891.70 43,900.00 X 2 X
Amerisource Health Corp Common Stock 03071P102 8,027.20 234,800.00 X 2 X
AMERUS LIFE HOLDINGS, I Common Stock 030732101 242.40 10,100.00 X 2 X
AMERITECH Common Stock 030954101 8,838.70 152,720.00 X 2 X
AMETEK INCORPORATED Common Stock 031100100 16.40 900.00 X 2 X
AMGEN INC Common Stock 031162100 5,278.70 70,500.00 X 2 X
AMP INC Common Stock 031897101 1,834.00 34,160.00 X 2 X
Amsouth Bancorporation Common Stock 032165102 787.20 17,300.00 X 2 X
ANADARKO PETROLEUM CORP Common Stock 032511107 724.80 19,200.00 X 2 X
Anadigics Inc Common Stock 032515108 2,631.40 149,300.00 X 2 X
ANALOG DEVICES INC Common Stock 032654105 71.40 2,400.00 X 2 X
FKI Ord Foreign Stock 0329459 276.70 176,244.00 X 2 X
ANDREW CORP Common Stock 034425108 249.90 20,300.00 X 2 X
ANESTA CORP Common Stock 034603100 85.70 3,800.00 X 2 X
ANHEUSER-BUSCH Common Stock 035229103 5,674.40 74,480.00 X 2 X
AON CORPORATION Common Stock 037389103 1,568.60 24,800.00 X 2 X
APACHE CORP Common Stock 037411105 229.40 8,800.00 X 2 X
APARTMENT INVESTMENT & Common Stock 03748R101 4,353.60 120,100.00 X 2 X
APOLLO GROUP INCORPORAT Common Stock 037604105 26.90 900.00 X 2 X
Apple Computer Common Stock 037833100 1,232.70 34,300.00 X 2 X
APRIA HEALTHCARE GROUP Common Stock 037933108 22.60 1,900.00 X 2 X
Granada Group PLC Foreign Stock 0381125 410.80 32,400.00 X 2 X
APPLIED MATERIALS INCOR Common Stock 038222105 3,213.90 52,100.00 X 2 X
APPLIED MICRO CIRCUITS Common Stock 03822W109 149.60 3,500.00 X 2 X
Aptargroup Incorporated Common Stock 038336103 429.00 16,500.00 X 2 X
ARCHER-DANIELS Common Stock 039483102 1,209.70 82,364.25 X 2 X
ARCHSTONE COMMUNITIES T Common Stock 039581103 3,527.90 175,300.00 X 2 X
ARDEN REALTY GROUP INC Common Stock 039793104 2,645.50 118,900.00 X 2 X
Argosy Education Group Common Stock 040222101 48.30 5,600.00 X 2 X
ARMSTRONG WRLD Common Stock 042476101 271.10 6,000.00 X 2 X
ARNOLD INDUSTRIES INC Common Stock 042595108 19.30 1,300.00 X 2 X
ARROW ELECTRONICS INC Common Stock 042735100 18.00 1,200.00 X 2 X
ARVIN INDUSTRIES INC Common Stock 043339100 269.50 8,000.00 X 2 X
ASA HOLDINGS INCORPORAT Common Stock 04338Q107 16.80 500.00 X 2 X
ASARCO INC Common Stock 043413103 48.10 3,500.00 X 2 X
ASCEND COMMUN Common Stock 043491109 2,560.80 30,600.00 X 2 X
ASHLAND INC Common Stock 044204105 315.20 7,700.00 X 2 X
Aspect Development, Inc Common Stock 045234101 1,260.20 54,200.00 X 2 X
ASSET INVESTORS CORPORA Common Stock 045417201 969.60 80,800.00 X 2 X
Imperial Tobacco Ord Foreign Stock 0454492 330.60 51,700.00 X 2 X
ASSOCIATED BANC-CORP Common Stock 045487105 21.60 675.00 X 2 X
ASSOC FIRST CAPITAL - A Common Stock 046008108 4,640.10 103,112.28 X 2 X
Astoria Financial Corpo Common Stock 046265104 35.00 700.00 X 2 X
Atlantic Coast Airline Common Stock 048396105 70.30 2,500.00 X 2 X
ATLANTIC RICH Common Stock 048825103 5,356.00 73,370.00 X 2 X
ATMEL CORPORATION Common Stock 049513104 25.80 1,700.00 X 2 X
AUTODESK, INC Common Stock 052769106 169.80 4,200.00 X 2 X
AUTO DATA PROC Common Stock 053015103 23,658.20 571,800.00 X 2 X
Lasmo plc Foreign Stock 0531696 137.10 109,000.00 X 2 X
AUTOZONE Common Stock 053332102 662.20 21,800.00 X 2 X
Avalonbay Communities, Common Stock 053484101 3,994.20 126,300.00 X 2 X
AVERY DENNISON Common Stock 053611109 931.50 16,200.00 X 2 X
AVIS RENT A CAR INC Common Stock 053790101 1,113.00 40,200.00 X 2 X
AVNET, INC Common Stock 053807103 18.30 500.00 X 2 X
AVON PRODUCTS Common Stock 054303102 1,713.10 36,400.00 X 2 X
BB&T CORPORATION Common Stock 054937107 1,483.70 41,000.00 X 2 X
BISYS Common Stock 055472104 11,328.80 201,400.00 X 2 X
BJ SERVICES CO Common Stock 055482103 16.40 700.00 X 2 X
BJ'S WHOLESALE CLUB INC Common Stock 05548J106 26.40 1,000.00 X 2 X
BP AMOCO PLC Common Stock 055622104 918.50 9,100.00 X 2 X
BMC SOFTWARE INC Common Stock 055921100 23,968.30 646,700.00 X 2 X
BAKER HUGHES Common Stock 057224107 987.60 40,620.00 X 2 X
BALL CORP Common Stock 058498106 131.40 2,800.00 X 2 X
BANDAG INC Common Stock 059815100 11.30 400.00 X 2 X
Bank of America Corpora Common Stock 060505104 32,982.50 467,009.00 X 2 X
Nat West Bank Group Ord Foreign Stock 0625395 145.40 10,100.00 X 2 X
BANK NEW YORK Common Stock 064057102 4,145.40 115,350.00 X 2 X
BANK ONE CORP Common Stock 06423A103 16,300.40 296,035.00 X 2 X
BANKBOSTON CORPORATION Common Stock 06605R106 1,982.60 45,775.00 X 2 X
BANKERS TRUST Common Stock 066365107 1,226.70 13,900.00 X 2 X
BANKNORTH GROUP, INCORP Common Stock 06646L100 545.20 19,300.00 X 2 X
Banta Corporation Common Stock 066821109 24.70 1,300.00 X 2 X
BARD (C.R.) Common Stock 067383109 247.10 4,900.00 X 2 X
BARNES & NOBLE INC Common Stock 067774109 22.50 700.00 X 2 X
BARRICK GOLD Common Stock 067901108 947.00 55,500.00 X 2 X
BARRINGER TECHNOLOGIES Common Stock 068509603 26.50 4,000.00 X 2 X
BATTLE MOUNTAIN GOLD Common Stock 071593107 56.70 20,600.00 X 2 X
BAUSCH & LOMB Common Stock 071707103 357.50 5,500.00 X 2 X
BAXTER INT'L Common Stock 071813109 2,595.10 39,320.00 X 2 X
Vodafone Ord Foreign Stock 0719210 374.90 32,400.00 X 2 X
BE AEROSPACE INC Common Stock 073302101 333.40 22,600.00 X 2 X
BEAR STEARNS COMPANIES Common Stock 073902108 449.60 10,060.00 X 2 X
BECKMAN COULTER INCORPO Common Stock 075811109 22.00 500.00 X 2 X
BECTON DICKINSON Common Stock 075887109 1,314.10 34,300.00 X 2 X
BED BATH & BEYOND INC Common Stock 075896100 65.70 1,800.00 X 2 X
BELL ATLANTIC Common Stock 077853109 18,079.70 349,788.00 X 2 X
BELL ATLANTIC FINANCIAL CONV P2 30/36 07785GAC4 1,507.60 1,690,000.00 X 2 X
BELLSOUTH Common Stock 079860102 18,398.10 459,235.00 X 2 X
BELO [A.H.] SER A Common Stock 080555105 23.70 1,300.00 X 2 X
BTR Siebe PLC Ord Foreign Stock 0807041 368.10 133,500.00 X 2 X
BEMIS COMPANY Common Stock 081437105 251.60 8,100.00 X 2 X
Bergen Brunswig Corp.- Common Stock 083739102 4,820.00 241,000.00 X 2 X
BERKSHIRE HATHAWAY INC Common Stock 084670108 214.20 3.00 X 2 X
Berkshire Hathaway Inc. Common Stock 084670207 -0.00 4.00 X 2 X
BEST BUY INC Common Stock 086516101 135.20 2,600.00 X 2 X
BESTFOODS Common Stock 08658U101 1,800.10 38,300.00 X 2 X
BETHLEHEM STEEL Common Stock 087509105 2,776.80 336,580.00 X 2 X
BEVERLY ENTERPRISES INC Common Stock 087851309 9.20 1,800.00 X 2 X
BINDVIEW DEVELOPMENT CO Common Stock 090327107 108.90 3,500.00 X 2 X
BIOGEN INC Common Stock 090597105 114.30 1,000.00 X 2 X
BIOMET, INC Common Stock 090613100 775.80 18,500.00 X 2 X
BLACK & DECKER Common Stock 091797100 731.80 13,200.00 X 2 X
BLACK HILLS CORPORATION Common Stock 092113109 8.50 400.00 X 2 X
BLOCK (H & R) Common Stock 093671105 5,230.90 110,415.00 X 2 X
BOB EVANS FARMS Common Stock 096761101 514.00 25,700.00 X 2 X
BOEING Common Stock 097023105 4,515.30 132,316.00 X 2 X
BOISE CASCADE Common Stock 097383103 163.40 5,066.00 X 2 X
BORDERS GROUP Common Stock 099709107 9.80 700.00 X 2 X
BORG-WARNER AUTOMOTIVE Common Stock 099724106 19.10 400.00 X 2 X
BOSTON SCIENT Common Stock 101137107 2,186.30 53,900.00 X 2 X
Bottomline Technologies Common Stock 101388106 204.20 3,200.00 X 2 X
BOWATER INC Common Stock 102183100 23.80 600.00 X 2 X
BRIGGS & STRATTON Common Stock 109043109 103.60 2,100.00 X 2 X
BRINKER INTERNATIONAL I Common Stock 109641100 28.40 1,100.00 X 2 X
BRISTOL MYERS SQUIBB Common Stock 110122108 49,602.30 771,270.00 X 2 X
BROADVISION INC Common Stock 111412102 167.30 2,800.00 X 2 X
BROWN-FORMAN Common Stock 115637209 564.70 9,800.00 X 2 X
BROWNING-FERRIS Common Stock 115885105 883.10 22,900.00 X 2 X
BRUNSWICK CORP Common Stock 117043109 162.00 8,500.00 X 2 X
BUFFETS INCORPORATED Common Stock 119882108 17.80 1,800.00 X 2 X
BURLINGTON INDUSTRIES Common Stock 121693105 11.30 1,700.00 X 2 X
BURLINGTON NO Common Stock 12189T104 2,270.40 69,062.00 X 2 X
BURLINGTON RES Common Stock 122014103 984.80 24,659.00 X 2 X
CCB FINANCIAL CORPORATI Common Stock 124875105 37.80 700.00 X 2 X
CBRL GROUP INC Common Stock 12489V106 10.80 600.00 X 2 X
CBS CORPORATION Common Stock 12490K107 16,546.90 404,200.00 X 2 X
CIGNA CORP Common Stock 125509109 3,182.40 37,970.00 X 2 X
CLECO CORP Common Stock 12561M107 8.90 300.00 X 2 X
CMGI Inc. Common Stock 125750109 4,485.00 24,500.00 X 2 X
CMP GROUP INC Common Stock 125887109 9.20 500.00 X 2 X
CMS ENERGY CORPORATION Common Stock 125896100 48.10 1,200.00 X 2 X
CSK Auto Corporation Common Stock 125965103 5,679.10 189,700.00 X 2 X
CNF TRANSPORTATION INC Common Stock 12612W104 5,334.80 141,085.00 X 2 X
CSX CORP Common Stock 126408103 1,335.60 34,300.00 X 2 X
CVS CORPORATION Common Stock 126650100 2,645.80 55,700.00 X 2 X
CABLETRON Common Stock 126920107 126.90 15,500.00 X 2 X
CABOT CORPORATION Common Stock 127055101 12.80 600.00 X 2 X
CABOT INDUSTRIAL TRUST Common Stock 127072106 560.60 29,700.00 X 2 X
CADENCE DESIGN SYSTEMS Common Stock 127387108 15,983.00 620,700.00 X 2 X
CALLAWAY GOLF COMPANY Common Stock 131193104 10.20 1,000.00 X 2 X
CAMBREX CORP Common Stock 132011107 10,177.50 459,998.00 X 2 X
CAMBRIDGE TECH PARTNERS Common Stock 132524109 8.30 600.00 X 2 X
CAMDEN PROPERTY TRUST Common Stock 133131102 2,703.40 109,230.00 X 2 X
CAMPBELL SOUP Common Stock 134429109 2,512.00 61,740.00 X 2 X
CAPITAL ONE FINANCIAL C Common Stock 14040H105 1,404.30 9,300.00 X 2 X
CARDINAL HEALTH Common Stock 14149Y108 8,639.40 130,900.00 X 2 X
Career Education Corpor Common Stock 141665109 41.60 1,200.00 X 2 X
CAREY INTERNATIONAL INC Common Stock 141750109 27.60 1,700.00 X 2 X
CARLISLE COMPANIES Common Stock 142339100 14.00 300.00 X 2 X
CARNIVAL CORPORATION Common Stock 143658102 45,255.40 931,900.00 X 2 X
CARRIAGE SERVICES INCOR Common Stock 143905107 48.40 3,200.00 X 2 X
CAROLINA P & L Common Stock 144141108 941.50 24,900.00 X 2 X
CARPENTER TECHNOLOGY Common Stock 144285103 13.00 500.00 X 2 X
CARRAMERICA REA Common Stock 144418100 2,038.60 92,400.00 X 2 X
CARTER-WALLACE INC Common Stock 146285101 21.80 1,200.00 X 2 X
CASE CORP Common Stock 14743R103 162.40 6,400.00 X 2 X
CATELLUS DEVELOPEMENT Common Stock 149111106 3,342.40 249,900.00 X 2 X
CATERPILLAR INC Common Stock 149123101 2,260.10 49,200.00 X 2 X
CAVANAUGHS HOSPITALITY Common Stock 149564106 22.90 2,800.00 X 2 X
CELGENE CORPORATION Common Stock 151020104 65.60 4,100.00 X 2 X
CENDANT CORPORTION Common Stock 151313103 27,107.80 1,721,131.00 X 2 X
CENTEX CORP Common Stock 152312104 504.80 15,125.00 X 2 X
CENTOCOR INC Common Stock 152342101 29.60 800.00 X 2 X
CENTOCOR INC SUB DEBENT CONV P2 30/36 152342AE1 940.90 970,000.00 X 2 X
CENTRAL & SO WEST Common Stock 152357109 703.10 30,000.00 X 2 X
Central Garden & Pet Co Common Stock 153527106 253.10 15,000.00 X 2 X
CenturyTel Incorporated Common Stock 156700106 857.10 12,200.00 X 2 X
CERIDIAN CORP Common Stock 15677T106 1,352.80 37,000.00 X 2 X
CETUS (CHIRON) CORP CON CONV P1 30/36 4185895 711.00 720,000.00 X 2 X
CHAMPION INTERNATIONAL Common Stock 158525105 652.90 15,900.00 X 2 X
CHARTER ONE FIN Common Stock 160903100 57.30 1,986.00 X 2 X
CHASE MANHATTAN Common Stock 16161A108 16,067.40 197,600.00 X 2 X
CHESAPEAKE CORPORATION Common Stock 165159104 16.30 600.00 X 2 X
Chevron Corporation Common Stock 166751107 13,170.80 148,927.37 X 2 X
CHIQUITA BRANDS INTERNA Common Stock 170032106 562.40 55,200.00 X 2 X
CHIREX INC Common Stock 170038103 115.20 4,700.00 X 2 X
CHIRON CORPORAITON Common Stock 170040109 50.50 2,300.00 X 2 X
CHRIS-CRAFT INDUSTRIES Common Stock 170520100 19.10 418.00 X 2 X
CHUBB CORPORATION Common Stock 171232101 1,346.90 23,000.00 X 2 X
CHURCH & DWIGHT COMPANY Common Stock 171340102 12.20 300.00 X 2 X
CINCINNATI BELL Common Stock 171870108 35.90 1,600.00 X 2 X
CINCINNATI FINANCIAL CO Common Stock 172062101 812.60 22,300.00 X 2 X
CINERGY Common Stock 172474108 586.10 21,312.00 X 2 X
CIRCUIT CITY Common Stock 172737108 1,126.40 14,700.00 X 2 X
CIRRUS LOGIC INC Common Stock 172755100 7.70 1,200.00 X 2 X
CISCO SYSTEMS Common Stock 17275R102 74,450.50 679,525.00 X 2 X
CINTAS CORPORATION Common Stock 172908105 85.00 1,300.00 X 2 X
CIRCUS CIRCUS ENTERPRIS Common Stock 172909103 26.30 1,500.00 X 2 X
CITIGROUP INC Common Stock 172967101 30,753.00 481,456.00 X 2 X
CITRIX SYSTEMS INCORPOR Common Stock 177376100 38.10 1,000.00 X 2 X
CITY NATIONAL CORPORATI Common Stock 178566105 18.50 600.00 X 2 X
CLAIRES STORES INC Common Stock 179584107 21.10 700.00 X 2 X
CLAYTON HOMES INC Common Stock 184190106 19.40 1,750.00 X 2 X
CLEAR CHANNEL COMMUNICA Common Stock 184502102 2,494.70 37,200.00 X 2 X
CLEAR CHANNEL COMMUNICA CONV P2 30/36 184502AB8 2,617.20 2,130,000.00 X 2 X
CLOROX CO Common Stock 189054109 16,546.90 141,200.00 X 2 X
COASTAL CORP Common Stock 190441105 1,197.90 36,300.00 X 2 X
COCA COLA Common Stock 191216100 33,558.00 546,770.00 X 2 X
COCA COLA ENTERPRISES Common Stock 191219104 1,678.90 55,500.00 X 2 X
COGNIZANT TECH SOLUTION Common Stock 192446102 63.80 2,300.00 X 2 X
COINSTAR INC Common Stock 19259P300 204.80 12,700.00 X 2 X
KENNETH COLE PRODUCTION Common Stock 193294105 100.20 3,800.00 X 2 X
COLGATE-PALMOLIVE Common Stock 194162103 3,707.60 40,300.00 X 2 X
COLUMBIA GAS SY Common Stock 197648108 896.70 17,162.00 X 2 X
Columbia/HCA Healthcare Common Stock 197677107 1,673.10 88,347.00 X 2 X
COMAIR Holdings, Inc. Common Stock 199789108 31.90 1,350.00 X 2 X
Comcast Corporation Common Stock 200300200 3,316.80 52,700.00 X 2 X
Comcast Corp Sub Debent CONV P2 30/36 200300408 38.80 47,000.00 X 2 X
COMDISCO INC Common Stock 200336105 35.80 2,000.00 X 2 X
COMERICA Common Stock 200340107 1,517.20 24,300.00 X 2 X
COMMERCIAL FED Common Stock 201647104 1,299.80 56,055.00 X 2 X
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COMSAT CORPORATION Common Stock 20564D107 23.20 800.00 X 2 X
COMVERSE TECHNOLOGY INC Common Stock 205862402 476.00 5,600.00 X 2 X
CONAGRA, INC Common Stock 205887102 1,718.10 67,210.00 X 2 X
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CONCORD EFS INC Common Stock 206197105 44.10 1,600.00 X 2 X
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CROMPTON & KNOWLES CORP Common Stock 227111101 12.60 800.00 X 2 X
CROSS TIMBERS OIL CO Common Stock 227573102 26.50 3,750.00 X 2 X
CROWN CORK SEAL Common Stock 228255105 485.60 17,000.00 X 2 X
CUMMINS ENGINE Common Stock 231021106 135.10 3,800.00 X 2 X
CUMULUS MEDIA INC CL-A Common Stock 231082108 72.90 6,200.00 X 2 X
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CYPRESS SEMICONDUCTOR C Common Stock 232806109 10.80 1,200.00 X 2 X
CYPRUS MINERALS Common Stock 232809103 98.20 8,100.00 X 2 X
CYTEC INDUSTRIES INC Common Stock 232820100 15.60 700.00 X 2 X
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DAYTON HUDSON Common Stock 239753106 4,037.50 60,600.00 X 2 X
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DEERE & CO Common Stock 244199105 1,456.20 37,700.00 X 2 X
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DELPHI FINANCIAL GROUP Common Stock 247131105 138.90 4,100.00 X 2 X
DELTA AIR LINES Common Stock 247361108 1,827.90 26,300.00 X 2 X
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DELUXE CORP Common Stock 248019101 5,831.80 200,235.00 X 2 X
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DEXTER CORPORATION Common Stock 252165105 6.30 200.00 X 2 X
DIAL CORPORATION Common Stock 25247D101 28,871.60 839,900.00 X 2 X
DIAMOND OFFSHORE CONV S CONV P2 30/36 25271CAA0 6,481.60 6,270,000.00 X 2 X
DIEBOLD INC Common Stock 253651103 5,956.80 248,200.00 X 2 X
DILLARDS INCORPORATED Common Stock 254067101 361.00 14,225.00 X 2 X
DIME BANCORP INC Common Stock 25429Q102 41.70 1,800.00 X 2 X
DISNEY (WALT) Common Stock 254687106 8,986.00 288,707.00 X 2 X
DOLE FOOD COMPANY Common Stock 256605106 17.90 600.00 X 2 X
DOLLAR GENERAL CORP Common Stock 256669102 535.50 15,750.00 X 2 X
Dollar Thrifty Automoti Common Stock 256743105 1,362.80 79,000.00 X 2 X
Dollar Tree Stores, Inc Common Stock 256747106 21.70 700.00 X 2 X
DOMINION RESOURCES Common Stock 257470104 8,056.10 218,100.00 X 2 X
DONALDSON INC Common Stock 257651109 16.20 900.00 X 2 X
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DOW JONES CO Common Stock 260561105 665.30 14,100.00 X 2 X
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EMC CORPORATION Common Stock 268648102 46,705.40 365,600.00 X 2 X
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EAGLE USA AIR Common Stock 270018104 11,310.00 348,000.00 X 2 X
EARTHGRAINS Common Stock 270319106 818.70 36,900.00 X 2 X
EASTERN ENTERPRISES Common Stock 27637F100 72.80 2,000.00 X 2 X
EASTMAN CHEM Common Stock 277432100 510.00 12,125.00 X 2 X
EASTMAN KODAK Common Stock 277461109 2,846.30 44,560.00 X 2 X
EATON Common Stock 278058102 715.00 10,000.00 X 2 X
ECOLAB, INC Common Stock 278865100 482.80 13,600.00 X 2 X
EDISON INT'L Common Stock 281020107 1,141.40 51,300.00 X 2 X
EDWARDS (AG) Common Stock 281760108 36.00 1,100.00 X 2 X
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ELECTRONIC ARTS INC Common Stock 285512109 33.30 700.00 X 2 X
ELECTRONIC DATA SYS Common Stock 285661104 8,598.50 176,605.00 X 2 X
EMERSON ELEC CO Common Stock 291011104 3,204.80 60,540.00 X 2 X
EMULEX CORPORATION Common Stock 292475209 102.30 3,100.00 X 2 X
ENERGY EAST CORP Common Stock 29266M109 849.90 16,170.00 X 2 X
ENGELHARD Common Stock 292845104 383.20 22,624.00 X 2 X
ENGLE HOMES INCORPORATE Common Stock 292896107 32.60 3,100.00 X 2 X
ENESCO GROUP Common Stock 292973104 18.10 1,000.00 X 2 X
ENHANCE FINANCIAL SVCS Common Stock 293310108 213.90 9,400.00 X 2 X
ENRON CORPORATION Common Stock 293561106 2,961.90 46,100.00 X 2 X
ENTERGY CORP Common Stock 29364G103 942.70 34,280.00 X 2 X
Epicor Software Corpora Common Stock 29426L108 56.70 7,688.00 X 2 X
EQUIFAX Common Stock 294429105 470.90 13,700.00 X 2 X
EQUITY OFFICE PROPERTIE Common Stock 294741103 974.30 38,300.00 X 2 X
EQUITY RESIDENTIAL PROP Common Stock 29476L107 10,343.20 250,745.00 X 2 X
ESSEX PROPERTY TRUST IN Common Stock 297178105 1,492.80 57,140.00 X 2 X
ETHYL CORPORATION Common Stock 297659104 3.40 800.00 X 2 X
EVANS & SUTHERLAND CMP Common Stock 299096107 55.10 4,595.00 X 2 X
EVEREST REINSU Common Stock 299808105 7,638.60 244,925.00 X 2 X
Exodus Communications S CONV P2 30/36 302088AC3 2,394.40 1,500,000.00 X 2 X
EXXON Common Stock 302290101 39,637.40 561,735.00 X 2 X
FMC CORP. Common Stock 302491303 153.10 3,100.00 X 2 X
FPL GROUP Common Stock 302571104 1,319.00 24,770.00 X 2 X
FAIRFIELD COMMU Common Stock 304231301 8,236.80 921,600.00 X 2 X
FAMILY DOLLAR STORES Common Stock 307000109 40,045.30 1,741,100.00 X 2 X
FAMILY GOLF CENTERS INC Common Stock 30701A106 46.10 6,200.00 X 2 X
FASTENAL COMPANY Common Stock 311900104 14.00 400.00 X 2 X
FDX CORP Common Stock 31304N107 1,980.60 21,340.00 X 2 X
Federal Home Loan Mortg Common Stock 313400301 35,817.40 627,000.00 X 2 X
FED MOGUL CORPORATION Common Stock 313549107 38.70 900.00 X 2 X
Federal National Mortga Common Stock 313586109 35,075.80 506,510.00 X 2 X
Federal Realty Investme Common Stock 313747206 608.10 28,700.00 X 2 X
FED SIGNAL CORPORATION Common Stock 313855108 18.80 900.00 X 2 X
FEDERATED DEPT Common Stock 31410H101 7,333.00 182,755.00 X 2 X
FELCOR LODGING TRUST IN Common Stock 31430F101 1,305.50 56,300.00 X 2 X
FERRO CORPORATION Common Stock 315405100 7.40 300.00 X 2 X
FIFTH THIRD BAN Common Stock 316773100 2,502.30 37,950.00 X 2 X
FINOVA GROUP, INC Common Stock 317928109 30,558.30 589,076.00 X 2 X
FIRST DATA Common Stock 319963104 2,842.90 66,500.00 X 2 X
FIRST INDUSTIAL REALTY Common Stock 32054K103 2,003.60 83,700.00 X 2 X
FIRST HEALTH GROUP CORP Common Stock 320960107 19.30 1,200.00 X 2 X
FIRST SECURITY CORPORAT Common Stock 336294103 43.50 2,250.00 X 2 X
FIRST TENNESSEE NATIONA Common Stock 337162101 62.30 1,700.00 X 2 X
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FIRST VIRGINIA BANKS IN Common Stock 337477103 36.60 800.00 X 2 X
FIRSTAR CORP Common Stock 33763V109 2,881.90 32,200.00 X 2 X
FISERV INC Common Stock 337738108 9,467.50 176,550.00 X 2 X
FIRSTENERGY CORP Common Stock 337932107 949.90 34,000.00 X 2 X
FLEET FINANCIAL GROUP Common Stock 338915101 4,674.50 124,240.00 X 2 X
FLEETWOOD ENT Common Stock 339099103 88.70 3,100.00 X 2 X
FLORIDA PROGRESS CORPOR Common Stock 341109106 41.50 1,100.00 X 2 X
FLOWERS INDUSTRIES INC Common Stock 343496105 27.10 1,100.00 X 2 X
FLOWSERVE CORPORATION Common Stock 34354P105 9.30 600.00 X 2 X
FLUOR CORP Common Stock 343861100 326.70 12,100.00 X 2 X
FOOD LION INCORPORATED Common Stock 344775200 5,675.10 616,650.00 X 2 X
FORD MOTOR Common Stock 345370100 15,569.10 274,345.00 X 2 X
FORE SYSTEMS Common Stock 345449102 24.60 1,300.00 X 2 X
FOREST LABORATORES INC Common Stock 345838106 56.40 1,000.00 X 2 X
FORT JAMES CORPORATION Common Stock 347471104 7,538.50 237,902.00 X 2 X
Fortune Brands Incorpor Common Stock 349631101 1,016.70 26,280.00 X 2 X
FOSTER WHEELER Common Stock 350244109 43.70 3,600.00 X 2 X
FOUNDATION HEALTH SYSTE Common Stock 350404109 14.60 1,200.00 X 2 X
FRANCHISE FINANCIAL COR Common Stock 351807102 998.40 47,400.00 X 2 X
FRANKLIN RESOURCES INC Common Stock 354613101 1,026.60 36,500.00 X 2 X
FREEPORT MCMOR - CL B Common Stock 35671D857 177.30 16,300.00 X 2 X
FRONTIER CORP Common Stock 35906P105 1,255.40 24,200.00 X 2 X
FUISZ TECHNOLOGIES LTD Common Stock 359536109 32.80 5,000.00 X 2 X
FULLER (H.B.) CO Common Stock 359694106 17.70 300.00 X 2 X
FURNITURE BRANDS INTERN Common Stock 360921100 11.10 500.00 X 2 X
GATX CORPORATION Common Stock 361448103 19.80 600.00 X 2 X
GBC BANCORP Common Stock 361475106 1,545.00 103,000.00 X 2 X
GPU INC Common Stock 36225X100 682.80 18,300.00 X 2 X
GTE CORP Common Stock 362320103 13,152.40 217,395.00 X 2 X
GABLES RESIDENTIAL TRUS Common Stock 362418105 1,762.80 79,900.00 X 2 X
GALILEO INTERNATIONAL I Common Stock 363547100 28,004.30 578,900.00 X 2 X
GANNETT CO Common Stock 364730101 2,394.00 38,000.00 X 2 X
GAP (THE) Common Stock 364760108 5,437.20 80,775.00 X 2 X
GARTNER GROUP Common Stock 366651107 8,655.00 383,600.00 X 2 X
GaSonics International Common Stock 367278108 5,318.50 483,500.00 X 2 X
GATEWAY 2000 INCORPORAT Common Stock 367833100 1,974.60 28,800.00 X 2 X
GENCORP INCORPORATED Common Stock 368682100 18.00 1,000.00 X 2 X
GENERAL DYNAMICS Common Stock 369550108 1,137.20 17,700.00 X 2 X
GENERAL ELECT Common Stock 369604103135,147.50 1,221,672.00 X 2 X
GENERAL INSTRUMENT COR Common Stock 370120107 679.00 22,400.00 X 2 X
GENERAL MILLS Common Stock 370334104 1,692.60 22,400.00 X 2 X
GENERAL MOTORS Common Stock 370442105 12,963.10 149,215.00 X 2 X
GENERAL NUTRITION COMPA Common Stock 37047F103 22.40 1,600.00 X 2 X
Genesis Microchip Inc. Common Stock 371933102 87.90 3,700.00 X 2 X
GENUINE PARTS Common Stock 372460105 1,105.00 38,350.00 X 2 X
GENZYME CORPORATION Common Stock 372917104 50.40 1,000.00 X 2 X
GEORGIA GULF CORPORATIO Common Stock 373200203 10.10 900.00 X 2 X
GEORGIA PACIFIC Common Stock 373298108 1,054.40 14,200.00 X 2 X
TIMBER COMPANY (THE) Common Stock 373298702 22.40 1,000.00 X 2 X
GETTY IMAGES INC Common Stock 374276103 107.10 5,100.00 X 2 X
GIBRALTAR STEEL Common Stock 37476F103 1,086.60 54,500.00 X 2 X
Gilead Sciences, Inc. Common Stock 375558103 1,710.80 37,600.00 X 2 X
GILLETTE Common Stock 375766102 9,117.70 153,400.00 X 2 X
GLATFELTER (PH) Common Stock 377316104 10.10 900.00 X 2 X
GLENBOROUGH REALTY TR Common Stock 37803P105 2,626.50 154,500.00 X 2 X
GLOBAL IMAGING SYSTEMS Common Stock 37934A100 3,517.20 264,200.00 X 2 X
GLOBAL MARINE INC Common Stock 379352404 38.80 3,300.00 X 2 X
GOLDEN WEST FINL Common Stock 381317106 764.00 8,000.00 X 2 X
GOLF TRUST OF AMERICA I Common Stock 38168B103 1,451.90 64,890.00 X 2 X
GOODRICH (B F) Common Stock 382388106 229.90 6,700.00 X 2 X
GOODYEAR TIRE & RUBBER Common Stock 382550101 1,215.40 24,400.00 X 2 X
GRACE (WR) & CO Common Stock 38388F108 77.60 6,400.00 X 2 X
GRACO INCORPORATED Common Stock 384109104 3,576.30 162,100.00 X 2 X
GRAINGER WW Common Stock 384802104 641.60 14,900.00 X 2 X
GRANITE CONSTRUCTION IN Common Stock 387328107 14.00 600.00 X 2 X
GREAT ATLANTIC Common Stock 390064103 102.00 3,400.00 X 2 X
GREAT LAKE CHEM Common Stock 390568103 194.80 5,300.00 X 2 X
GREENPOINT FINANCIAL CO Common Stock 395384100 41.70 1,200.00 X 2 X
GTECH HOLDINGS CORPORAT Common Stock 400518106 17.10 700.00 X 2 X
Air Liquide Foreign Stock 4011406 184.60 1,338.00 X 2 X
GUIDANT CORPORATION Common Stock 401698105 40,758.90 673,700.00 X 2 X
GUILFORD PHARMACEUTICAL Common Stock 401829106 48.90 4,300.00 X 2 X
GULFSTREAM AEROSPACE CO Common Stock 402734107 34.70 800.00 X 2 X
HCR MANOR CARE INC Common Stock 404134108 257.80 11,300.00 X 2 X
HNC SOFTWARE Common Stock 40425P107 8,122.00 248,000.00 X 2 X
HSB GROUP INC Common Stock 40428N109 18.60 500.00 X 2 X
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Halliburton Company Common Stock 406216101 2,718.10 70,600.00 X 2 X
Groupe Danone Foreign Stock 4070236 445.20 1,910.00 X 2 X
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Bank of Ireland Ord Foreign Stock 4076171 516.00 26,600.00 X 2 X
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HANNA M.A. COMPANY Common Stock 410522106 14.10 1,100.00 X 2 X
HANNAFORD BROTHERS CO Common Stock 410550107 27.30 600.00 X 2 X
HARCOURT GEN Common Stock 41163G101 296.90 6,700.00 X 2 X
HARLEY DAVIDSON INC Common Stock 412822108 109.30 1,900.00 X 2 X
HARNISCHFEGER INDUSTRIE Common Stock 413345109 23.90 4,200.00 X 2 X
HARRAH'S ENT Common Stock 413619107 215.40 11,300.00 X 2 X
HARRIS CORP Common Stock 413875105 220.40 7,700.00 X 2 X
HARSCO CORPORATION Common Stock 415864107 12.60 500.00 X 2 X
Cap-Gemini Sogeti Foreign Stock 4163437 514.20 3,315.00 X 2 X
HARTFORD FINANCIAL SERV Common Stock 416515104 2,523.90 44,425.00 X 2 X
HARTFORD LIFE INC Common Stock 416592103 10,505.00 191,000.00 X 2 X
HASBRO INC Common Stock 418056107 1,443.30 49,875.00 X 2 X
HAVEN BANCORP INCORPORA Common Stock 419352109 23.60 1,800.00 X 2 X
HAWAIIAN ELECTRIC INDUS Common Stock 419870100 21.00 600.00 X 2 X
HEALTHSOUTH CORPORATION Common Stock 421924101 630.80 60,800.00 X 2 X
HEALTH MANAGEMENT ASSOC Common Stock 421933102 16,785.20 1,377,250.00 X 2 X
Heathcare Financial Par Common Stock 42219W108 3,715.00 142,200.00 X 2 X
Heico Corporation Common Stock 422806208 4,251.50 198,900.00 X 2 X
HEILIG-MEYERS COMPANY Common Stock 422893107 11.90 2,300.00 X 2 X
HEINZ (H J) Common Stock 423074103 2,369.00 50,005.00 X 2 X
Unicredito Italiano Foreign Stock 4232445 495.00 99,000.00 X 2 X
HELMERICH & PAYNE Common Stock 423452101 99.80 4,400.00 X 2 X
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HERSHEY FOODS Common Stock 427866108 1,131.20 20,200.00 X 2 X
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HIBERNIA CORP - CL A Common Stock 428656102 30.20 2,300.00 X 2 X
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HILLENBRAND INDUSTRIES Common Stock 431573104 37.00 800.00 X 2 X
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HILTON HOTELS Common Stock 432848109 589.20 41,900.00 X 2 X
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HOMESTAKE MININ Common Stock 437614100 426.60 49,460.00 X 2 X
HON INDUSTRIES Common Stock 438092108 15.40 700.00 X 2 X
HONEYWELL Common Stock 438506107 1,667.90 22,000.00 X 2 X
Horace Mann Educators C Common Stock 440327104 11.60 500.00 X 2 X
HORMEL GEORGE A & CO Common Stock 440452100 10,923.00 306,610.00 X 2 X
HOST MARRIOTT CORPORATI Common Stock 44107P104 2,444.30 219,712.00 X 2 X
HOUGHTON MIFFLIN COMPAN Common Stock 441560109 14.10 300.00 X 2 X
HOUSEHLD INT'L Common Stock 441815107 3,156.20 69,178.00 X 2 X
HOUSTON EXPLORATION CO Common Stock 442120101 575.10 33,100.00 X 2 X
HUBBELL INC CL-B Common Stock 443510201 28.00 700.00 X 2 X
Hudson United Bancorp Common Stock 444165104 1,040.40 31,000.00 X 2 X
HUMANA Common Stock 444859102 277.70 16,100.00 X 2 X
HUNT (JB) TRANSPORT SER Common Stock 445658107 8.40 400.00 X 2 X
HUNTINGTON BANCSHARES Common Stock 446150104 913.00 29,510.00 X 2 X
ICN PHARMACEUTICALS INC Common Stock 448924100 17.60 700.00 X 2 X
IBP INC Common Stock 449223106 18.60 1,000.00 X 2 X
IMC GLOBAL INC Common Stock 449669100 30.70 1,500.00 X 2 X
IMS HEALTH INC Common Stock 449934108 1,464.10 44,200.00 X 2 X
ITC DELTACOM INC Common Stock 45031T104 157.10 7,200.00 X 2 X
ITT INDUSTRIES Common Stock 450911102 350.20 9,900.00 X 2 X
IDACORP INC Common Stock 451107106 8.80 300.00 X 2 X
Linde AG Foreign Stock 4517001 536.90 1,015.00 X 2 X
IKON OFFICE SOLUTIONS Common Stock 451713101 178.10 13,900.00 X 2 X
ILLINOIS TOOL Common Stock 452308109 2,345.10 37,900.00 X 2 X
ILLINOVA CORP Common Stock 452317100 25.40 1,200.00 X 2 X
IMATION CORPORATION Common Stock 45245A107 9.90 600.00 X 2 X
INCO LTD Common Stock 453258402 203.70 15,300.00 X 2 X
INCO LIMITED CONVERTIBL CONV P2 30/36 453258AH8 2,139.00 2,400,000.00 X 2 X
Intituto Nazionale Assi Foreign Stock 4534936 621.60 222,000.00 X 2 X
INDIANA ENERGY INCORPO Common Stock 454707100 9.50 501.00 X 2 X
INFINIUM SOFTWARE INC Common Stock 45662Y109 1,232.60 273,900.00 X 2 X
Information Advantage, Common Stock 45669P101 282.80 42,687.00 X 2 X
INFORMIX CORPORATION Common Stock 456779107 13.30 1,800.00 X 2 X
Infospace.com, Inc. Common Stock 45678T102 177.10 2,000.00 X 2 X
INGERSOLL RAND Common Stock 456866102 1,186.00 23,900.00 X 2 X
INFORMATION RESOURCES I Common Stock 456905108 12.90 2,000.00 X 2 X
NH Hoteles SA Foreign Stock 4571784 378.60 35,618.00 X 2 X
INSIGHT ENTERPRISES INC Common Stock 45765U103 171.40 6,925.00 X 2 X
INNKEEPERS USA TRUST Common Stock 4576J0104 2,117.00 227,330.00 X 2 X
INSPIRE INSURANCE SOLUT Common Stock 457732105 48.50 2,550.00 X 2 X
INTEGRATED DEVICE TECHN Common Stock 458118106 12.40 2,300.00 X 2 X
Intel Corporation Common Stock 458140100 84,507.30 709,400.00 X 2 X
INTERIM SERVICES INC CO CONV P2 30/36 45868PAA8 663.40 870,000.00 X 2 X
INTERMET CORPORATION Common Stock 45881K104 1,043.30 78,000.00 X 2 X
IBM BUSINESS Common Stock 459200101 35,659.20 201,180.00 X 2 X
INTL FLAVORS Common Stock 459506101 616.00 16,400.00 X 2 X
International Integrati Common Stock 459698106 137.60 4,300.00 X 2 X
INTL GAME TECHNOLOGY Common Stock 459902102 16.00 1,100.00 X 2 X
INTL MULTIFOODS CORP Common Stock 460043102 1,345.10 57,700.00 X 2 X
INTL PAPER Common Stock 460146103 1,924.60 45,620.00 X 2 X
International Rectifier Common Stock 460254105 374.50 53,500.00 X 2 X
INTL TELECOMM DATA SYST Common Stock 46047F104 23.50 1,900.00 X 2 X
INTERPUBLIC GRP Common Stock 460690100 1,623.70 20,850.00 X 2 X
INTERSTATE BAKERIES Common Stock 46072H108 116.40 5,400.00 X 2 X
INTERSTATE ENERGY GROUP Common Stock 460845100 26.50 1,000.00 X 2 X
IntraNet Solutions, Inc Common Stock 460939309 1,501.50 182,000.00 X 2 X
INTEVAC INCORPORATED Common Stock 461148108 24.20 4,200.00 X 2 X
INTUIT INCORPORATED Common Stock 461202103 81.40 800.00 X 2 X
Invitrogen Corporation Common Stock 46185R100 38.60 3,000.00 X 2 X
IPALCO ENTERPRISES INC Common Stock 462613100 21.90 1,000.00 X 2 X
IVAX CORPORATION Common Stock 465823102 11.80 1,000.00 X 2 X
Philips Electronics Foreign Stock 4685209 599.80 7,950.00 X 2 X
Pohjola -YHTYMA OYJ Ser Foreign Stock 4691949 151.90 3,100.00 X 2 X
Porsche AG Foreign Stock 4696784 584.70 257.00 X 2 X
JACOBS ENGINEERING GROU Common Stock 469814107 23.70 600.00 X 2 X
Jacor Communications, I Common Stock 469858401 4,134.40 54,400.00 X 2 X
JEFFERSON PLT Common Stock 475070108 1,029.80 15,200.00 X 2 X
JOHNSON & JN Common Stock 478160104 40,701.60 434,440.00 X 2 X
JOHNSON CONTROL Common Stock 478366107 711.10 11,400.00 X 2 X
JONES APPAREL GROUP INC Common Stock 480074103 33.50 1,200.00 X 2 X
JOSTENS INC Common Stock 481088102 65.90 3,100.00 X 2 X
JOURNAL REGISTER COMPAN Common Stock 481138105 302.40 25,200.00 X 2 X
JUST FOR FEET INC Common Stock 48213P106 551.30 44,100.00 X 2 X
KLA-TENCOR CORPORATION Common Stock 482480100 587.60 12,100.00 X 2 X
K MART Common Stock 482584109 1,265.80 75,290.00 X 2 X
K N ENERGY INC Common Stock 482620101 1,826.50 91,610.00 X 2 X
KANSAS CITY POWER AND L Common Stock 485134100 17.20 700.00 X 2 X
KANSAS CITY SOUTHERN IN Common Stock 485170104 8,686.80 152,400.00 X 2 X
KAUFMAN & BROAD HOME CO Common Stock 486168107 471.60 20,900.00 X 2 X
KAYDON CORPORATION Common Stock 486587108 20.30 700.00 X 2 X
KEANE INC Common Stock 486665102 14.90 700.00 X 2 X
Synthelabo Foreign Stock 4872896 494.50 2,454.00 X 2 X
KELLOGG CO Common Stock 487836108 1,827.90 54,060.00 X 2 X
Television Francaise Foreign Stock 4881160 536.30 3,084.00 X 2 X
KELLY SERVICES INC CL-A Common Stock 488152208 13.90 500.00 X 2 X
KENNAMETAL INCORPORATED Common Stock 489170100 12.30 700.00 X 2 X
KERR-MCGEE CORPORATION Common Stock 492386107 252.90 7,708.00 X 2 X
KEYCORP Common Stock 493267108 1,891.50 62,400.00 X 2 X
KEYSPAN ENERGY CORP Common Stock 49337K106 45.20 1,800.00 X 2 X
KEYSTONE FINANCIAL INC Common Stock 493482103 16.10 500.00 X 2 X
Valeo SA Foreign Stock 4937579 244.50 3,372.00 X 2 X
KILROY REALTY Common Stock 49427F108 3,480.90 169,800.00 X 2 X
KIMBERLY CLARK Common Stock 494368103 3,583.80 74,760.00 X 2 X
KING WORLD PRODUCTIONS Common Stock 495667107 195.60 6,400.00 X 2 X
KNIGHT-RIDDER Common Stock 499040103 365.00 7,300.00 X 2 X
KOGER EQUITY INC Common Stock 500228101 1,242.00 92,430.00 X 2 X
KOHL'S CORPORATION Common Stock 500255104 5,677.10 80,100.00 X 2 X
KROGER Common Stock 501044101 2,817.10 47,050.00 X 2 X
LG&E ENERGY CORPORATION Common Stock 501917108 31.20 1,500.00 X 2 X
LNR PROPERTY CORPORATIO Common Stock 501940100 991.50 50,200.00 X 2 X
LSI LOGIC CORP Common Stock 502161102 820.20 26,300.00 X 2 X
LAIDLAW INC Common Stock 50730K503 172.60 29,700.00 X 2 X
LANCASTER COLONY CORPOR Common Stock 513847103 21.30 800.00 X 2 X
LANCE INC Common Stock 514606102 19.50 1,200.00 X 2 X
LANDAMERICA FINANCIAL G Common Stock 514936103 495.90 17,100.00 X 2 X
LANDS' END INC Common Stock 515086106 20.80 600.00 X 2 X
LASON INC Common Stock 51808R107 118.10 2,100.00 X 2 X
LEAR CORPORATION Common Stock 521865105 113.10 2,650.00 X 2 X
LEARNING COMPANY INC Common Stock 522008101 295.80 10,200.00 X 2 X
Allianz AG NPV Foreign Stock 5231485 416.00 1,475.00 X 2 X
LEE ENTERPRISES Common Stock 523768109 23.20 800.00 X 2 X
Legato Systems, Inc. Common Stock 524651106 20.70 400.00 X 2 X
LEGGETT & PLATT INC Common Stock 524660107 13,740.00 687,000.00 X 2 X
LEHMAN BROTHERS HOLDING Common Stock 524908100 908.20 15,200.00 X 2 X
LENNAR CORPORATION Common Stock 526057104 720.50 32,200.00 X 2 X
Lennar Corp. Convertibl CONV P0 30/36 526057AA2 1,174.50 2,700,000.00 X 2 X
Level One Communication Common Stock 527295109 3,257.90 67,000.00 X 2 X
Telecom Italia Foreign Stock 5297506 528.10 53,664.00 X 2 X
LEXMARK INTL GROUP INC Common Stock 529771107 29,245.00 261,700.00 X 2 X
LIFECELL CORPORATION Common Stock 531927101 87.30 18,873.00 X 2 X
LILLY (ELI) Common Stock 532457108 25,654.30 302,260.00 X 2 X
LIMITED (THE) Common Stock 532716107 1,254.90 31,670.00 X 2 X
LINCARE HOLDINGS INCORP Common Stock 532791100 19.70 700.00 X 2 X
SCM Microsystems NPV Foreign Stock 5333529 405.40 7,240.00 X 2 X
LINCOLN NAT'L Common Stock 534187109 2,444.70 24,725.00 X 2 X
LINEAR TECHNOLOGY CORP Common Stock 535678106 102.50 2,000.00 X 2 X
LITHIA MOTORS INCORPORA Common Stock 536797103 36.50 2,300.00 X 2 X
LITTON INDUSTRIES INC Common Stock 538021106 34.50 600.00 X 2 X
Cortefiel Foreign Stock 5385564 455.80 21,200.00 X 2 X
LIZ CLAIRBORNE Common Stock 539320101 349.90 10,725.00 X 2 X
LOCKHEED MARTIN Common Stock 539830109 2,229.50 59,158.00 X 2 X
LOEWS CORP Common Stock 540424108 1,283.60 17,200.00 X 2 X
LONE STAR STEAKHOUSE Common Stock 542307103 15.40 1,500.00 X 2 X
LONGS DRUG STOR Common Stock 543162101 277.00 9,100.00 X 2 X
LONGVIEW FIBRE COMPANY Common Stock 543213102 16.20 1,400.00 X 2 X
LOUIS-PACIFIC Common Stock 546347105 2,347.80 126,055.00 X 2 X
Petroleum GEO-Services Foreign Stock 5469372 5,935.40 50,300.00 X 2 X
Teles AG NPV Foreign Stock 5478419 247.80 1,236.00 X 2 X
TNT Post Groep NV Foreign Stock 5481558 532.90 19,100.00 X 2 X
LOWE'S CO Common Stock 548661107 3,091.60 51,100.00 X 2 X
LUBRIZOL CORPORATION Common Stock 549271104 11.30 500.00 X 2 X
LUCENT TECH Common Stock 549463107 52,571.20 487,900.00 X 2 X
LYONDELL PETROCHEMICAL Common Stock 552078107 21.90 1,600.00 X 2 X
MBIA INCORPORATED Common Stock 55262C100 817.80 14,100.00 X 2 X
MBNA CORP Common Stock 55262L100 10,388.80 435,134.00 X 2 X
MCN ENERGY GROUP INC Common Stock 55267J100 16.10 1,000.00 X 2 X
MCI Worldcom Inc. Common Stock 55268B106 83,414.00 941,866.00 X 2 X
MGIC INVESTMENT Common Stock 552848103 4,523.10 129,000.00 X 2 X
MSC INDUSTRIAL Common Stock 553530106 3,607.40 212,200.00 X 2 X
MAC-GRAY CORP Common Stock 554153106 54.20 5,900.00 X 2 X
MACERICH COMPANY (THE) Common Stock 554382101 2,874.50 126,700.00 X 2 X
MACK-CALI REALTY CORPOR Common Stock 554489104 2,162.00 73,600.00 X 2 X
Vendex CVA (Non Food) Foreign Stock 5562389 474.80 21,246.00 X 2 X
MALLINCKRODT Common Stock 561232109 183.70 6,900.00 X 2 X
MANPOWER, INC Common Stock 56418H100 23.40 1,000.00 X 2 X
MAAPICS INC Common Stock 564910107 116.10 15,100.00 X 2 X
Nokia Oyh ORD Foreign Stock 5655212 577.50 3,873.00 X 2 X
MARK IV INDUSTRIES INC Common Stock 570387100 20.90 1,600.00 X 2 X
MARSH & MCLENN Common Stock 571748102 2,830.30 38,150.00 X 2 X
MARSHALL & ILSLEY CORPO Common Stock 571834100 72.10 1,300.00 X 2 X
MARRIOTT INTL CONV NOTE CONV P0 30/36 571900AH2 1,429.10 2,125,000.00 X 2 X
MARRIOTT INTERNATIONAL Common Stock 571903202 1,156.70 34,400.00 X 2 X
MARTIN MARIETTA MATERIA Common Stock 573284106 45.70 800.00 X 2 X
MASCO CORP Common Stock 574599106 31,381.50 1,110,850.00 X 2 X
MASTECH CORPORATION Common Stock 57632N105 2,619.50 201,500.00 X 2 X
MATTEL Common Stock 577081102 983.30 39,531.00 X 2 X
Maxtor Corporation Common Stock 577729205 81.90 11,600.00 X 2 X
MAXIM INTEGRATED PRODUC Common Stock 57772K101 92.00 1,700.00 X 2 X
MAXWELL TECHNOLOGIES IN Common Stock 577767106 53.80 2,300.00 X 2 X
May Department Stores Common Stock 577778103 2,444.30 62,475.00 X 2 X
MAXXAM INC Common Stock 577913106 10.10 200.00 X 2 X
MAXIMUS INCORPORATED Common Stock 577933104 8,894.80 305,400.00 X 2 X
MAYTAG CORP Common Stock 578592107 730.50 12,100.00 X 2 X
MCCORMICK AND CO Common Stock 579780206 29.00 1,000.00 X 2 X
MCDERMOTT INT'L Common Stock 580037109 134.20 5,300.00 X 2 X
MCDONALDS CORP Common Stock 580135101 8,565.00 189,020.00 X 2 X
MCGRAW-HILL Common Stock 580645109 1,602.30 29,400.00 X 2 X
MCKESSON HBOC INCORPORA Common Stock 58155Q103 16,332.80 247,467.00 X 2 X
MEAD CORP Common Stock 582834107 4,613.20 150,022.00 X 2 X
MEDIA GENERAL INCORPORA Common Stock 584404107 23.40 500.00 X 2 X
MEDIAONE GROUP INC Common Stock 58440J104 5,358.10 84,380.00 X 2 X
MEDTRONIC Common Stock 585055106 5,704.10 79,500.00 X 2 X
MELLON BANK Common Stock 585509102 3,312.90 47,075.00 X 2 X
MENTOR GRAPHICS CORPORA Common Stock 587200106 13.50 1,000.00 X 2 X
MERCANTILE BANCORPORATI Common Stock 587342106 1,078.30 22,700.00 X 2 X
MERCANTILE BANKSHARES C Common Stock 587405101 40.70 1,100.00 X 2 X
MERCK & CO Common Stock 589331107 56,947.60 710,180.00 X 2 X
MEREDITH CORP Common Stock 589433101 144.60 4,600.00 X 2 X
MERISTAR HOSPITALITY CO Common Stock 58984Y103 3,466.50 190,600.00 X 2 X
MERITOR AUTOMOTIVE INC Common Stock 59000G100 10.90 700.00 X 2 X
Merkert American Corpor Common Stock 590080107 320.80 29,500.00 X 2 X
MERRILL LYNCH Common Stock 590188108 4,298.10 48,600.00 X 2 X
Merrill Lynch Notes CONV P2 30/36 59018SZ23 2,036.40 2,100,000.00 X 2 X
METROMEDIA FIBER NETWOR Common Stock 591689104 233.20 4,500.00 X 2 X
FRED MEYER INC Common Stock 592907109 1,277.60 21,700.00 X 2 X
MICROSOFT Common Stock 594918104133,379.90 1,488,200.00 X 2 X
MICROCHIP TECHNOLOGY IN Common Stock 595017104 27.70 800.00 X 2 X
MICRO WAREHOUSE INC Common Stock 59501B105 8.10 500.00 X 2 X
MICRON TECH Common Stock 595112103 1,553.70 32,200.00 X 2 X
Midamerican Energy Hold Common Stock 59562V107 16.80 600.00 X 2 X
S & P 400 MID-CAP DEP R Common Stock 595635103 212.90 3,100.00 X 2 X
MIDWEST EXPRESS HOLDING Common Stock 597911106 628.60 21,400.00 X 2 X
MILACRON INC Common Stock 598709103 52.00 3,300.00 X 2 X
MILLER (HERMAN) INC Common Stock 600544100 16.40 900.00 X 2 X
MILLIPORE CORP Common Stock 601073109 91.70 3,800.00 X 2 X
MINERALS TECHNOLGIES IN Common Stock 603158106 830.40 17,300.00 X 2 X
Minnesota Mining & Manu Common Stock 604059105 3,915.30 55,340.00 X 2 X
MINNESOTA POWER AND LIG Common Stock 604110106 1,157.70 58,620.00 X 2 X
MIRAGE RESORTS INC Common Stock 60462E104 357.00 16,800.00 X 2 X
MOBIL CORP Common Stock 607059102 16,849.80 191,475.00 X 2 X
China Telecom (Hong Kon Foreign Stock 6073556 1,109.40 86,000.00 X 2 X
MODINE MANUFACTURING CO Common Stock 607828100 16.80 600.00 X 2 X
MODIS PROFESSIONAL SERV Common Stock 607830106 10.00 1,100.00 X 2 X
Modtech Holdings Inc. Common Stock 60783C100 19.10 2,127.00 X 2 X
MOLEX INC Common Stock 608554101 61.00 2,075.00 X 2 X
ROBERT MONDOVI CORPORAT Common Stock 609200100 936.70 26,200.00 X 2 X
MONSANTO Common Stock 611662107 4,042.50 88,000.00 X 2 X
MONTANA POWER COMPANY Common Stock 612085100 51.50 700.00 X 2 X
MOORE CORP LTD Common Stock 615785102 137.30 13,900.00 X 2 X
MORGAN (J.P.) Common Stock 616880100 3,135.00 25,410.00 X 2 X
MORGAN STANLEY DEAN WIT Common Stock 617446448 13,060.80 130,690.00 X 2 X
MORTON INT'L Common Stock 619335102 11,586.00 315,265.00 X 2 X
MOTOROLA Common Stock 620076109 6,079.80 83,000.00 X 2 X
The Daimaru, Inc. Foreign Stock 6250768 47,040.00 84,000.00 X 2 X
MURPHY OIL CORPORATION Common Stock 626717102 20.80 500.00 X 2 X
MYLAN LABORATORIES INC Common Stock 628530107 41.20 1,500.00 X 2 X
NCO GROUP INC Common Stock 628858102 12,256.30 331,250.00 X 2 X
NCR CORPORATION Common Stock 62886E108 60.00 1,200.00 X 2 X
NAC RE CORPORATION Common Stock 628907107 338.20 6,300.00 X 2 X
NABISCO HOLDINGS CORPOR Common Stock 629526104 314.80 7,575.00 X 2 X
NABORS INDUSTRIES INC Common Stock 629568106 16.40 900.00 X 2 X
NABORS INDUSTRIES INC S CONV P2 30/36 629568AA4 2,809.40 2,500,000.00 X 2 X
NACCO INDUST-CL A Common Stock 629579103 59.30 800.00 X 2 X
NALCO CHEM Common Stock 629853102 154.10 5,800.00 X 2 X
NAT'L CITY CORP Common Stock 635405103 5,154.70 77,660.00 X 2 X
The Furukawa Electric C Foreign Stock 6357562 25,970.00 53,000.00 X 2 X
NATIONAL EQUIPMENT SERV Common Stock 635847106 67.50 7,300.00 X 2 X
NAT'L FUEL GAS CO Common Stock 636180101 23.60 600.00 X 2 X
National Presto Industr Common Stock 637215104 503.20 14,200.00 X 2 X
NATIONAL R V HOLDINGS I Common Stock 637277104 5,274.60 238,399.00 X 2 X
NAT'L SEMICOND Common Stock 637640103 141.60 15,200.00 X 2 X
NAT'L SERVICE IND Common Stock 637657107 122.60 3,600.00 X 2 X
NATIONWIDE FINANCIAL SE Common Stock 638612101 10,785.60 256,800.00 X 2 X
NAVISTAR Common Stock 63934E108 243.10 6,050.00 X 2 X
NETWORKS ASSOCIATES INC Common Stock 640938106 6,085.30 198,300.00 X 2 X
NetGravity, Inc. Common Stock 641114103 120.00 2,900.00 X 2 X
NETWORK APPLIA Common Stock 64120L104 215.10 4,249.00 X 2 X
NEVADA POWER COMPANY Common Stock 641423108 9.90 400.00 X 2 X
NEW CENTURY ENERGIES IN Common Stock 64352U103 538.20 15,800.00 X 2 X
NEW ENGLAND ELECTRIC SY Common Stock 644001109 38.80 800.00 X 2 X
NEW ERA OF NETWORKS INC Common Stock 644312100 210.00 3,100.00 X 2 X
Jafco Co., Ltd. Foreign Stock 6471439 55,200.00 10,000.00 X 2 X
NEW PLAN EXCEL REALTY T Common Stock 648053106 3,255.70 169,680.00 X 2 X
Kurita Water Industries Foreign Stock 6497963 44,574.00 23,000.00 X 2 X
Asahi Bank, Ltd. Foreign Stock 6499367 43,750.00 70,000.00 X 2 X
NEW YORK TIMES Common Stock 650111107 775.20 27,200.00 X 2 X
Newell Rubbermaid Incor Common Stock 651229106 2,067.50 43,525.45 X 2 X
NEWMONT MINING Common Stock 651639106 261.10 14,922.00 X 2 X
NEWPARK RESOURCES INCOR Common Stock 651718504 3,317.60 457,600.00 X 2 X
NEWPORT NEWS SHIPBUILDI Common Stock 652228107 9.50 300.00 X 2 X
NEXTEL COMMUNICATIONS I Common Stock 65332V103 1,523.60 41,600.00 X 2 X
NEXTLINK COMMUNICATIONS Common Stock 65333H707 123.20 2,200.00 X 2 X
Niagara Mohawk Holdings Common Stock 653520106 225.80 16,800.00 X 2 X
NICOR Common Stock 654086107 154.50 4,300.00 X 2 X
NIKE INC (CL B) Common Stock 654106103 2,249.80 39,000.00 X 2 X
NINE WEST GROUP, INC Common Stock 65440D102 17.30 700.00 X 2 X
NiSource Incorporated Common Stock 65473P105 48.60 1,800.00 X 2 X
NOBLE AFFILIATES INC Common Stock 654894104 14.50 500.00 X 2 X
Nokia Oyj Corp-Sponsore Common Stock 654902204 19,749.10 126,800.00 X 2 X
NOBLE DRILLING CORPORAT Common Stock 655042109 29.40 1,700.00 X 2 X
NORDSON CORPORATION Common Stock 655663102 16.70 300.00 X 2 X
NORDSTROM Common Stock 655664100 846.10 20,700.00 X 2 X
NORFOLK SOUTHER Common Stock 655844108 1,315.30 49,870.00 X 2 X
NORSTAN INCORPORATED Common Stock 656535101 161.90 17,500.00 X 2 X
Nortel Networks Corpora Common Stock 656569100 5,850.90 94,180.00 X 2 X
Credit Saison Co Foreign Stock 659180 37,700.00 14,500.00 X 2 X
NORTH FORK BANCORPORATI Common Stock 659424105 34.90 1,650.00 X 2 X
Mitsubishi Heavy Inds L Foreign Stock 6597067 46,010.00 86,000.00 X 2 X
Mitsuibishi Motors Corp Foreign Stock 6598446 40,664.00 92,000.00 X 2 X
NORTHEAST UTILITIES Common Stock 664397106 19.40 1,400.00 X 2 X
NORTHERN STATES Common Stock 665772109 326.90 14,100.00 X 2 X
NORTHERN TRUST CORPORAT Common Stock 665859104 1,421.00 16,000.00 X 2 X
Otsuka Kagu Foreign Stock 6663076 54,600.00 4,200.00 X 2 X
Overseas Union Bank Ltd Foreign Stock 6664057 245.50 41,000.00 X 2 X
NORTHROP GRUM Common Stock 666807102 455.10 7,600.00 X 2 X
NORTHWESTERN CORPORATIO Common Stock 668074107 998.60 38,500.00 X 2 X
Phillippine Long Distan Foreign Stock 6685661 5,814.00 5,700.00 X 2 X
NOVA CORPORATION/GEORGI Common Stock 669784100 28,342.10 1,079,700.00 X 2 X
Paramount Bed Co., Ltd. Foreign Stock 6699349 68,556.00 11,600.00 X 2 X
NOVELL INC Common Stock 670006105 1,229.20 48,800.00 X 2 X
NOVOSTE CORPORATION Common Stock 67010C100 384.00 16,000.00 X 2 X
NUCOR CORP Common Stock 670346105 947.30 21,500.00 X 2 X
Nvidia Corporation Common Stock 67066G104 78.20 3,700.00 X 2 X
OEA INCORPORATED Common Stock 670826106 7.40 900.00 X 2 X
OGE ENERGY CORPORATION Common Stock 670837103 18.10 800.00 X 2 X
OCCIDENTAL PET Common Stock 674599105 963.00 53,500.00 X 2 X
Ocean Energy Incorporat Common Stock 67481E106 49.70 7,300.00 X 2 X
OCEANEERING INTERNATION Common Stock 675232102 901.50 59,600.00 X 2 X
OFFICE DEPOT INC Common Stock 676220106 11,809.50 320,800.00 X 2 X
OFFICEMAX INC Common Stock 67622M108 15.50 1,800.00 X 2 X
OGDEN CORPORATION Common Stock 676346109 21.70 900.00 X 2 X
Softbank Corporation Foreign Stock 6770620 57,104.00 4,300.00 X 2 X
Seiyu, Ltd. Foreign Stock 6793780 49,068.00 87,000.00 X 2 X
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OLD REPUBLIC INT'L CORP Common Stock 680223104 28.30 1,550.00 X 2 X
Shin-Etsu Chemical Co., Foreign Stock 6804585 39,186.00 12,600.00 X 2 X
OLIN CORPORATION Common Stock 680665205 3.00 300.00 X 2 X
OLSTEN CORPORATION Common Stock 681385100 9.90 1,600.00 X 2 X
OMNICARE INCORPORATED Common Stock 681904108 8,187.30 429,500.00 X 2 X
Omnicare Inc. Convertib CONV P2 30/36 681904AD0 884.10 1,100,000.00 X 2 X
OMNICOM GROUP Common Stock 681919106 52,860.10 661,268.00 X 2 X
ONEOK INC Common Stock 682680103 69.30 2,800.00 X 2 X
ORACLE CORP Common Stock 68389X105 5,338.30 202,399.00 X 2 X
Sumitomo Realty & Devel Foreign Stock 6858902 44,451.00 99,000.00 X 2 X
OREGON STEEL MILLS INC Common Stock 686079104 3.10 300.00 X 2 X
Toshiba Corporation Foreign Stock 6897217 37,214.00 46,000.00 X 2 X
Outback Steakhouse I Common Stock 689899102 24.60 750.00 X 2 X
OVERSEAS SHIPHOLDING GR Common Stock 690368105 10.20 900.00 X 2 X
OWENS CORNING Common Stock 69073F103 152.70 4,800.00 X 2 X
OWENS-ILLINOIS INCORPOR Common Stock 690768403 1,674.80 66,990.00 X 2 X
Uniden Corporation Foreign Stock 6911515 42,840.00 36,000.00 X 2 X
OXFORD HEALTH PLANS Common Stock 691471106 21.90 1,400.00 X 2 X
PECO ENERGY CO Common Stock 693304107 1,646.50 35,600.00 X 2 X
PG&E Common Stock 69331C108 1,630.80 52,500.00 X 2 X
PE Corp-PE Biosystems G Common Stock 69332S102 679.40 7,000.00 X 2 X
P.F. Changs China Bistr Common Stock 69333Y108 42.70 1,400.00 X 2 X
PMI GROUP (THE) INC Common Stock 69344M101 18.60 400.00 X 2 X
PNC BANK CORP Common Stock 693475105 2,398.60 43,170.00 X 2 X
PP & L RESOURCES INC Common Stock 693499105 336.60 13,600.00 X 2 X
PPG INDUSTRIES Common Stock 693506107 1,285.40 25,080.00 X 2 X
PSS WORLD MEDICAL INCOR Common Stock 69366A100 15.90 1,800.00 X 2 X
PACCAR INC Common Stock 693718108 508.30 12,340.00 X 2 X
PACIFIC CENTURY FINANCI Common Stock 694058108 18.80 900.00 X 2 X
PACIFIC GULF PROPERTIES Common Stock 694396102 2,883.60 160,200.00 X 2 X
PACIFICARE HEALTH SYSTE Common Stock 695112201 34.10 500.00 X 2 X
PACIFICORP Common Stock 695114108 757.30 43,900.00 X 2 X
PAINE WEBBER GROUP INC Common Stock 695629105 682.90 17,125.00 X 2 X
PALL CORP Common Stock 696429307 339.50 20,499.00 X 2 X
PAN PACIFIC RETAIL PPTY Common Stock 69806L104 2,614.60 147,300.00 X 2 X
PAPA JOHN'S INTERNATION Common Stock 698813102 1,473.80 33,400.00 X 2 X
PARAMETRIC TECH Common Stock 699173100 928.30 47,000.00 X 2 X
PARKER DRILLING COMPANY Common Stock 701081101 24.20 6,800.00 X 2 X
PARKER HANNIFIN Common Stock 701094104 585.70 17,100.00 X 2 X
PARKWAY PROPERTIES INC Common Stock 70159Q104 2,748.30 97,500.00 X 2 X
PATTERSON DENTAL COMPAN Common Stock 703412106 9,930.20 229,600.00 X 2 X
PAYCHEX INCORPORATED Common Stock 704326107 15,851.20 334,150.00 X 2 X
PAYLESS SHOESOURCE INC Common Stock 704379106 18.60 400.00 X 2 X
PEAPOD INCORPORATED Common Stock 704718105 1,748.90 159,900.00 X 2 X
PEGASUS SYSTEMS Common Stock 705906105 179.40 4,500.00 X 2 X
PENNEY (JC) Common Stock 708160106 1,595.70 39,400.00 X 2 X
Pennzenergy Company Con CONV P2 30/36 70931QAB5 4,689.50 4,672,000.00 X 2 X
PENNZOIL-QUAKER STATE C Common Stock 709323109 22.00 1,774.00 X 2 X
PENTAIR INCORPORATED Common Stock 709631105 10.10 300.00 X 2 X
PEOPLES ENERGY Common Stock 711030106 103.40 3,200.00 X 2 X
PEOPLES HERITAG Common Stock 711147108 1,353.60 75,200.00 X 2 X
PEOPLESOFT INCORPORATED Common Stock 712713106 488.50 33,400.00 X 2 X
PEP BOYS Common Stock 713278109 71.70 4,700.00 X 2 X
Pepsi Bottling Group, I Common Stock 713409100 2,127.50 92,500.00 X 2 X
PEPSICO Common Stock 713448108 8,447.30 215,560.00 X 2 X
Peregrine Systems, Inc. Common Stock 71366Q101 319.20 9,494.00 X 2 X
Periphonics Corporation Common Stock 714005105 25.90 4,100.00 X 2 X
PERRIGO COMPANY Common Stock 714290103 11.60 1,600.00 X 2 X
Personnel Group of Amer Common Stock 715338109 214.20 29,800.00 X 2 X
Pervasive Software Inc. Common Stock 715710109 118.00 6,600.00 X 2 X
PHARMACYCLICS INCORPORA Common Stock 716933106 31.40 1,900.00 X 2 X
PHARM & UPJOHN Common Stock 716941109 4,377.70 70,184.00 X 2 X
PFIZER INCORPORATED Common Stock 717081103 62,501.30 450,460.00 X 2 X
PHARMACEUTICAL PRODUCT Common Stock 717124101 9,981.50 297,400.00 X 2 X
PHELPS DODGE Common Stock 717265102 482.70 9,800.00 X 2 X
PHILIP MORRIS Common Stock 718154107 39,012.70 1,108,710.00 X 2 X
PHILIPS INTERNATIONAL R Common Stock 718333107 1,624.50 114,500.00 X 2 X
PHILLIPS PET Common Stock 718507106 1,891.90 40,040.00 X 2 X
PHOTRONICS INCORPORATED Common Stock 719405102 46.60 2,500.00 X 2 X
PIEDMONT NATURAL GAS CO Common Stock 720186105 924.00 26,400.00 X 2 X
PINNACLE WEST CAPITAL Common Stock 723484101 40.00 1,100.00 X 2 X
PIONEER HI-BRED Common Stock 723686101 1,324.40 35,200.00 X 2 X
PIONEER NATURAL RESOURC Common Stock 723787107 9.30 1,200.00 X 2 X
PITNEY BOWES Common Stock 724479100 2,413.60 37,860.00 X 2 X
PITTSTON BRINK'S GROUP Common Stock 725701106 7.10 300.00 X 2 X
PLACER DOME Common Stock 725906101 419.50 37,500.00 X 2 X
PLATINUM TECHNOLOGY INT Common Stock 72764T101 35.70 1,400.00 X 2 X
POLAROID CORP Common Stock 731095105 82.30 4,100.00 X 2 X
POLICY MANAGEMENT SYSTE Common Stock 731108106 12.30 400.00 X 2 X
POLYCOM INC Common Stock 73172K104 101.30 5,400.00 X 2 X
POST PROPERTIES INCORPO Common Stock 737464107 1,872.00 52,000.00 X 2 X
POTLATCH CORP Common Stock 737628107 88.20 2,600.00 X 2 X
POTOMAC ELECTRIC POWER Common Stock 737679100 39.40 1,700.00 X 2 X
Powerwave Technologies, Common Stock 739363109 111.20 3,900.00 X 2 X
PRAXAIR INC Common Stock 74005P104 779.00 21,600.00 X 2 X
PRECISION CASTPARTS COR Common Stock 740189105 12.10 300.00 X 2 X
PREMARK INTERNATIONAL I Common Stock 740459102 26.40 800.00 X 2 X
PRENTISS PROPER Common Stock 740706106 767.40 41,200.00 X 2 X
PREVIEW TRAVEL INC Common Stock 74137R101 49.40 2,600.00 X 2 X
PRICE T ROWE & ASSOC Common Stock 741477103 19,459.70 566,100.00 X 2 X
Priceline.com Incorpora Common Stock 741503106 165.80 2,000.00 X 2 X
PROCTER & GAMBLE Common Stock 742718109 34,952.30 356,884.00 X 2 X
PROGRESSIVE CORPORATION Common Stock 743315103 1,463.70 10,200.00 X 2 X
PROLOGIS TRUST Common Stock 743410102 1,412.50 68,900.00 X 2 X
PROMUS HOTEL CORP Common Stock 74342P106 39.20 1,077.00 X 2 X
PROTECTIVE LIFE CORPORA Common Stock 743674103 26.50 700.00 X 2 X
Provant, Inc. Common Stock 743724106 73.30 4,100.00 X 2 X
PROVIDENT COMPANIES INC Common Stock 743862104 625.60 18,100.00 X 2 X
PROVIDENT FINANCIAL GRO Common Stock 743866105 23.00 600.00 X 2 X
Providian Financial Cor Common Stock 74406A102 2,178.00 19,800.00 X 2 X
PUBLIC SERVICE COMPANY Common Stock 744499104 18.70 1,100.00 X 2 X
PUB SERV ENTER Common Stock 744573106 1,384.30 36,250.00 X 2 X
PUBLIC STORAGE INCORPOR Common Stock 74460D109 3,988.00 159,520.00 X 2 X
PUGET SOUND ENERGY INC Common Stock 745332106 27.70 1,200.00 X 2 X
PULTE CORP Common Stock 745867101 79.10 3,800.00 X 2 X
QRS Corporation Common Stock 74726X105 162.70 2,600.00 X 2 X
QUAKER OATS Common Stock 747402105 1,628.20 26,025.00 X 2 X
QUALCOMM INCORPORATED Common Stock 747525103 111.90 900.00 X 2 X
QUANTUM CORPORATION Common Stock 747906105 36.00 2,000.00 X 2 X
QUEST DIAGNOSTICS INC Common Stock 74834L100 1,094.70 49,200.00 X 2 X
QUESTAR CORPORATION Common Stock 748356102 18.60 1,100.00 X 2 X
QUIKSILVER INC Common Stock 74838C106 211.30 5,000.00 X 2 X
QUINTILES TRANSNATIONAL Common Stock 748767100 24,205.30 641,200.00 X 2 X
QUORUM HEALTH GROUP Common Stock 749084109 18.00 1,800.00 X 2 X
RLI CORP Common Stock 749607107 694.00 23,725.00 X 2 X
RJR NABISCO HOLDINGS CO Common Stock 74960K876 1,117.50 44,700.00 X 2 X
RPM INC/OHIO Common Stock 749685103 17.30 1,300.00 X 2 X
RF MICRO DEVICES INC Common Stock 749941100 229.70 2,400.00 X 2 X
RALSTON PURINA Common Stock 751277302 1,345.10 50,400.00 X 2 X
RANGER OIL LTD Common Stock 752805101 3.20 800.00 X 2 X
RATIONAL SOFTWARE CORP Common Stock 75409P202 26.80 1,000.00 X 2 X
Raychem Corp. Common Stock 754603108 6,409.20 284,064.00 X 2 X
RAYONIER INC Common Stock 754907103 8.00 200.00 X 2 X
RAYTHEON CO CL B Common Stock 755111408 3,502.80 59,750.00 X 2 X
READER'S DIGEST ASSN-CL Common Stock 755267101 1,388.80 44,175.00 X 2 X
RECKSON SERVICE INDUSTR Common Stock 75621J109 13.50 3,000.00 X 2 X
RECKSON ASSOC REALTY Common Stock 75621K106 547.00 26,600.00 X 2 X
REEBOK INTL Common Stock 758110100 77.80 4,900.00 X 2 X
REGENCY REALTY CORPORAT Common Stock 758939102 2,621.30 139,800.00 X 2 X
REGIONS FINANCIAL CORPO Common Stock 758940100 1,073.40 31,000.00 X 2 X
REINSURANCE GROUP OF AM Common Stock 759351109 7,976.20 187,400.00 X 2 X
Reliant Energy, Inc. Common Stock 75952J108 1,024.80 39,322.00 X 2 X
RELIASTAR FINANCIAL COR Common Stock 75952U103 46.90 1,100.00 X 2 X
REMEC INCORPORATED Common Stock 759543101 96.00 4,600.00 X 2 X
REPUBLIC BANCORP INC Common Stock 760282103 747.20 57,475.00 X 2 X
REPUBLIC NAT'L BANK CON CONV P2 30/36 76067UAE3 2,089.10 1,695,000.00 X 2 X
REP NEW YORK Common Stock 760719104 442.80 9,600.00 X 2 X
REYNOLDS & REYNOLDS -CL Common Stock 761695105 15.20 800.00 X 2 X
REYNOLDS METALS Common Stock 761763101 468.60 9,700.00 X 2 X
RITE AID Common Stock 767754104 1,275.00 51,000.00 X 2 X
RITE AID CORPORATION CO CONV P2 30/36 767754AL8 1,886.00 1,840,000.00 X 2 X
ROBERT HALF INTERNATION Common Stock 770323103 36.10 1,100.00 X 2 X
ROBERTS PHARMACEUTICAL Common Stock 770491108 174.30 8,400.00 X 2 X
ROCHE HOLDINGS CONV DEB CONV P0 30/36 771196AE2 1,210.40 2,300,000.00 X 2 X
ROCKWELL INTL Common Stock 773903109 1,150.10 27,100.00 X 2 X
ROHM & HAAS Common Stock 775371107 785.40 23,400.00 X 2 X
ROLLINS INC Common Stock 775711104 5.00 300.00 X 2 X
ROSS STORES INCORPORATE Common Stock 778296103 26.30 600.00 X 2 X
ROWAN COMPANIES, INC Common Stock 779382100 93.90 7,400.00 X 2 X
ROYAL DUTCH PET Common Stock 780257804 15,658.20 301,120.00 X 2 X
RUDDICK CORPORATION Common Stock 781258108 7.80 400.00 X 2 X
RUSSELL CORP Common Stock 782352108 62.40 3,100.00 X 2 X
RYDER SYSTEM Common Stock 783549108 174.00 6,300.00 X 2 X
Ryerson Tull Inc. Common Stock 78375P107 7.30 500.00 X 2 X
SBC COMMUN Common Stock 78387G103 24,684.80 523,816.00 X 2 X
SCI SYSTEMS INC Common Stock 783890106 17.80 600.00 X 2 X
SCP POOL CORPORATION Common Stock 784028102 64.40 4,600.00 X 2 X
SL Green Realty Corpora Common Stock 78440X101 812.70 43,200.00 X 2 X
SLM HOLDING CORPORATION Common Stock 78442A109 960.30 23,000.00 X 2 X
SM&A Corporation Common Stock 784432106 47.20 4,100.00 X 2 X
S&P 500 DEPOSITARY RECE Common Stock 78462F103 29,066.70 226,200.00 X 2 X
SPX CORPORATION Common Stock 784635104 15.10 300.00 X 2 X
SAFECO CORP Common Stock 786429100 772.40 19,100.00 X 2 X
SAFEWAY INC Common Stock 786514208 39,310.50 766,100.00 X 2 X
ST JUDE MED Common Stock 790849103 191.30 7,850.00 X 2 X
ST PAUL COS Common Stock 792860108 1,053.60 33,918.00 X 2 X
SAKS INC Common Stock 79377W108 273.10 10,503.00 X 2 X
SAPIENT CORP Common Stock 803062108 2,498.10 35,000.00 X 2 X
SARA LEE Common Stock 803111103 3,249.70 131,300.00 X 2 X
SAVILLE SYSTEMS PLC-ADR Common Stock 805174109 5,431.70 443,400.00 X 2 X
SBARRO INCORPORATED Common Stock 805844107 13.30 500.00 X 2 X
SCANA CORPORATION Common Stock 805898103 23.90 1,100.00 X 2 X
SCHERING PLOUGH Common Stock 806605101 27,448.80 496,250.00 X 2 X
SCHLUMBERGER LTD Common Stock 806857108 4,546.60 75,540.00 X 2 X
SCHOLASTIC CORPORATION Common Stock 807066105 14.70 300.00 X 2 X
SCHULMAN A INC Common Stock 808194104 12.30 900.00 X 2 X
SCHWAB (CHARLES) CORPOR Common Stock 808513105 5,291.70 55,050.00 X 2 X
SCIENTIFIC-ATLANTA Common Stock 808655104 179.90 6,600.00 X 2 X
SEAGATE TECHNOL Common Stock 811804103 1,019.90 34,500.00 X 2 X
SEAGRAM CO Common Stock 811850106 2,746.50 54,930.00 X 2 X
SEACOR SMIT INCORPORATE Common Stock 811904101 984.80 18,300.00 X 2 X
SEALED AIR CORP Common Stock 81211K100 373.90 7,602.00 X 2 X
SEARS, ROEBUCK Common Stock 812387108 2,367.80 52,400.00 X 2 X
SECURE COMPUTING CORPOR Common Stock 813705100 3,717.00 354,000.00 X 2 X
Select Comfort Corporat Common Stock 81616X103 1,457.90 52,300.00 X 2 X
SEMPRA ENERGY Common Stock 816851109 642.40 33,479.00 X 2 X
SENSORMATIC ELECTRONICS Common Stock 817265101 11.40 1,200.00 X 2 X
SEPRACOR INCORPORATED Common Stock 817315104 44.90 400.00 X 2 X
SEQUA CORPORATION - CL Common Stock 817320104 5.00 100.00 X 2 X
SEQUENT COMPUTER SYSTEM Common Stock 817338106 13.60 1,500.00 X 2 X
SERVICE CORP INT'L Common Stock 817565104 513.00 36,000.00 X 2 X
SHARED MEDICAL SYSTEMS Common Stock 819486101 133.70 2,400.00 X 2 X
SHAW INDUSTRIES INC Common Stock 820286102 40.70 2,200.00 X 2 X
SHERWIN-WILLIAMS Common Stock 824348106 810.00 28,800.00 X 2 X
SHIRE PHARMACEUTICALS A Common Stock 82481R106 84.40 3,700.00 X 2 X
SHOPKO STORES INC Common Stock 824911101 890.30 29,800.00 X 2 X
SIEBEL SYSTEMS INC Common Stock 826170102 52.30 1,100.00 X 2 X
SIERRA PACIFIC RESOURCE Common Stock 826425100 1,692.50 48,100.00 X 2 X
SIGMA-ALDRICH Common Stock 826552101 4,561.10 155,935.00 X 2 X
SILICON GRAPH Common Stock 827056102 295.40 17,700.00 X 2 X
SILVERLEAF RESORTS INC Common Stock 828395103 54.40 6,800.00 X 2 X
SIMON PROPERTY GRP INC Common Stock 828806109 2,167.60 79,000.00 X 2 X
SKYWEST INCORPORATED Common Stock 830879102 7,094.60 245,700.00 X 2 X
Smart Modular Technolog Common Stock 831690102 418.30 28,000.00 X 2 X
SMITH (AO) CORPORATION Common Stock 831865209 804.70 42,350.00 X 2 X
SMITH INTERNATIONAL INC Common Stock 832110100 20.00 500.00 X 2 X
SMITH CHARLES RESIDENTI Common Stock 832197107 878.20 28,500.00 X 2 X
SMUCKER (J.M.) CO Common Stock 832696108 20.10 900.00 X 2 X
SNYDER COMMUNICATIONS I Common Stock 832914105 22.30 800.00 X 2 X
SNAP-ON INC Common Stock 833034101 152.30 5,250.00 X 2 X
SOFTWARE AG SYSTEMS INC Common Stock 834025108 33.50 4,000.00 X 2 X
Softworks, Inc. Common Stock 83404P102 5,996.40 420,800.00 X 2 X
SOLECTRON CORPORATION Common Stock 834182107 1,685.10 34,700.00 X 2 X
SOLUTIA INCORPORATED Common Stock 834376105 24.30 1,400.00 X 2 X
SONAT Common Stock 835415100 294.00 9,800.00 X 2 X
SONOCO PRODUCTS COMPANY Common Stock 835495102 26.50 1,150.00 X 2 X
SOTHEBY'S HOLDINGS CL-A Common Stock 835898107 19.40 600.00 X 2 X
SOUTHDOWN INC Common Stock 841297104 21.50 400.00 X 2 X
SOUTHERN CO Common Stock 842587107 2,226.80 95,520.00 X 2 X
SOUTHTRUST CORP Common Stock 844730101 611.90 16,400.00 X 2 X
SOUTHWEST AIRLINES Common Stock 844741108 1,450.50 47,950.00 X 2 X
SOVEREIGN BANC Common Stock 845905108 7,650.70 624,551.00 X 2 X
SpeedFam-IPEC Inc. Common Stock 847705100 222.00 18,500.00 X 2 X
SPIEKER PROPERTIES INC Common Stock 848497103 863.60 24,500.00 X 2 X
SPRINGS INDUSTRIES CL-A Common Stock 851783100 40.60 1,500.00 X 2 X
SPRINT Common Stock 852061100 6,024.90 61,400.00 X 2 X
SPRINT CORP (PCS GROUP) Common Stock 852061506 2,629.90 59,350.00 X 2 X
STANDARD PACIFIC CORPOR Common Stock 85375C101 745.50 57,900.00 X 2 X
STANDARD REGISTER COMPA Common Stock 853887107 17.80 600.00 X 2 X
STANLEY WORKS Common Stock 854616109 369.00 14,400.00 X 2 X
STAR TELECOMMUNICATIONS Common Stock 854923109 112.80 11,717.00 X 2 X
STAPLES INCORPORATED Common Stock 855030102 2,288.10 69,600.00 X 2 X
STARBUCKS CORPORATION Common Stock 855244109 8,020.30 285,800.00 X 2 X
STARWOOD HOTELS & RESOR Common Stock 85590A203 2,006.50 70,250.00 X 2 X
STATE STREET CORPORATIO Common Stock 857477103 1,997.20 24,300.00 X 2 X
Steel Dynamics, Incorpo Common Stock 858119100 831.40 50,200.00 X 2 X
Steris Corporation Common Stock 859152100 21.30 800.00 X 2 X
Sterigenics Internation Common Stock 85915R105 860.90 88,300.00 X 2 X
STERLING COMMERCE INC Common Stock 859205106 13,674.50 444,700.00 X 2 X
STERLING SOFTWARE INC Common Stock 859547101 21.40 900.00 X 2 X
STEWART & STEVENSON SER Common Stock 860342104 2.30 300.00 X 2 X
STEWART ENTERPRSES INC Common Stock 860370105 20.90 1,300.00 X 2 X
STORAGE TECHNOLOGY CORP Common Stock 862111200 33.50 1,200.00 X 2 X
STRUCTURAL DYNAMICS RES Common Stock 863555108 21.00 1,100.00 X 2 X
STRYKER CORPORATION Common Stock 863667101 65.60 1,300.00 X 2 X
SUIZA FOODS CORPORATION Common Stock 865077101 185.30 5,500.00 X 2 X
SUMMIT BANCORP Common Stock 866005101 951.60 24,400.00 X 2 X
SUMMIT PROP Common Stock 866239106 1,078.00 64,600.00 X 2 X
SUN MICROSYSTEM Common Stock 866810104 24,750.10 198,100.00 X 2 X
Sundstrand Corporation Common Stock 867323107 285.00 4,100.00 X 2 X
SUNGARD DATA SYSTEMS IN Common Stock 867363103 56.00 1,400.00 X 2 X
SUNOCO INC Common Stock 86764P109 302.90 8,400.00 X 2 X
SUNRISE ASSIST Common Stock 86768K106 11,864.50 260,400.00 X 2 X
SUNTRUST BANKS Common Stock 867914103 2,798.80 44,960.00 X 2 X
SUPERIOR INDUSTRIES INT Common Stock 868168105 14.00 600.00 X 2 X
SUPER VALU Common Stock 868536103 239.30 11,600.00 X 2 X
SWIFT TRANSPORTATION CO Common Stock 870756103 644.30 24,900.00 X 2 X
SYBRON INTERNATIONAL CO Common Stock 87114F106 30,200.00 1,208,000.00 X 2 X
SYMANTEC CORPORATION Common Stock 871503108 11.90 700.00 X 2 X
SYMBOL TECHNOLOGIES INC Common Stock 871508107 31.50 700.00 X 2 X
SYNOPSYS Common Stock 871607107 9,438.50 175,600.00 X 2 X
SYNOVUS FINANCIAL CORP Common Stock 87161C105 769.50 37,650.00 X 2 X
SYSCO CORP Common Stock 871829107 1,210.40 46,000.00 X 2 X
TCA CABLE TV INC Common Stock 872241104 26.10 600.00 X 2 X
TCF FINANCIAL CORP Common Stock 872275102 4,081.90 156,995.00 X 2 X
TECO ENERGY INC Common Stock 872375100 7,119.50 358,215.00 X 2 X
TJX COS Common Stock 872540109 2,185.40 64,275.00 X 2 X
TRW INC Common Stock 872649108 787.20 17,300.00 X 2 X
TV Guide Inc. Common Stock 87307Q109 12,810.40 347,400.00 X 2 X
TANDY CORP Common Stock 875382103 593.50 9,300.00 X 2 X
Targeted Genetics Common Stock 87612M108 22.00 14,675.00 X 2 X
TECH DATA CORP Common Stock 878237106 34.40 1,500.00 X 2 X
TECHNISOURCE INCORPORAT Common Stock 878553106 60.60 8,500.00 X 2 X
Tecumseh Products Compa Common Stock 878895200 702.90 13,800.00 X 2 X
TEKTRONIX Common Stock 879131100 106.10 4,200.00 X 2 X
TELEBANC FINANCIAL CORP Common Stock 87925R109 279.10 3,500.00 X 2 X
TELEFLEX INCORPORATED Common Stock 879369106 13.60 400.00 X 2 X
TELEPHONE & DATA SYS Common Stock 879433100 50.90 900.00 X 2 X
TELLABS INC Common Stock 879664100 17,184.50 175,800.00 X 2 X
TEMPLE-INLAND Common Stock 879868107 326.30 5,200.00 X 2 X
TEMPLETON INTL Common Stock 880210505 28,406.70 1,573,776.76 X 2 X
TENET HEALTH Common Stock 88033G100 1,221.50 64,500.00 X 2 X
TENET HEALTHCARE CORP C CONV P2 30/36 88033GAD2 1,218.00 1,450,000.00 X 2 X
TENNECO INC Common Stock 88037E101 653.70 23,400.00 X 2 X
TERADYNE INC Common Stock 880770102 54.60 1,000.00 X 2 X
Terayon Communication S Common Stock 880775101 4,388.00 109,700.00 X 2 X
TESORO PETROLEUM CORPOR Common Stock 881609101 485.10 44,100.00 X 2 X
TEXACO Common Stock 881694103 7,064.00 124,475.00 X 2 X
TEXAS INSTRUMEN Common Stock 882508104 5,359.50 54,000.00 X 2 X
TEXAS UTILITIES Common Stock 882848104 10,928.90 262,162.00 X 2 X
TEXTRON Common Stock 883203101 1,679.00 21,700.00 X 2 X
THERMO ELECTRON CORP Common Stock 883556102 206.20 15,200.00 X 2 X
THERMO ELECTRON CORP SU CONV P2 30/36 883556AF9 888.80 1,000,000.00 X 2 X
THOMAS & BETTS COMPANY Common Stock 884315102 191.60 5,100.00 X 2 X
3 COM Common Stock 885535104 1,307.80 56,100.00 X 2 X
TIDEWATER INCORPORATED Common Stock 886423102 15.50 600.00 X 2 X
TIER TECHNOLOGIES INC - Common Stock 88650Q100 23.50 2,700.00 X 2 X
TIFFANY & COMPANY Common Stock 886547108 29.90 400.00 X 2 X
TIME WARNER Common Stock 887315109 12,057.90 169,680.00 X 2 X
TIMES MIRROR - CL A Common Stock 887364107 627.10 11,600.00 X 2 X
TIMES MIRROR CONVERTIBL CONV P0 30/36 887364AC1 1,523.00 3,375,000.00 X 2 X
TIMKEN CO Common Stock 887389104 87.80 5,400.00 X 2 X
TORCHMARK Common Stock 891027104 414.30 13,100.00 X 2 X
TOSCO CORPORATION Common Stock 891490302 49.60 2,000.00 X 2 X
TOTAL RENAL CAR Common Stock 89151A107 3,540.20 321,832.00 X 2 X
Tower Automotive Incorp Common Stock 891707101 989.00 53,100.00 X 2 X
TOWER REALTY TRUST INC Common Stock 89185E109 736.70 38,900.00 X 2 X
TOYS R US Common Stock 892335100 436.90 23,225.00 X 2 X
Trammell Crow Company Common Stock 89288R106 277.50 15,000.00 X 2 X
TransAmerica Common Stock 893485102 1,249.60 17,600.00 X 2 X
TRANSOCEAN OFFSHORE INC Common Stock 893817106 34.60 1,200.00 X 2 X
TRANSWITCH CORP Common Stock 894065101 270.80 5,984.00 X 2 X
TRICON GLOBAL RESTAURAN Common Stock 895953107 1,647.10 23,446.00 X 2 X
TRIBUNE CO Common Stock 896047107 1,092.80 16,700.00 X 2 X
TRIGON HEALTHCARE INCOR Common Stock 89618L100 13.70 400.00 X 2 X
TRINET CORPORATE REALTY Common Stock 896287109 1,304.30 51,400.00 X 2 X
TRINITY INDUSTRIES INCO Common Stock 896522109 14.70 500.00 X 2 X
TROPICAL SPORTSWEAR INT Common Stock 89708P102 9,804.50 481,200.00 X 2 X
TUPPERWARE Common Stock 899896104 91.80 5,100.00 X 2 X
Tweeter Home Entertainm Common Stock 901167106 112.90 3,500.00 X 2 X
TYCO INTL LTD Common Stock 902124106 68,043.50 948,342.00 X 2 X
TYSON FOODS INC - CL A Common Stock 902494103 64.10 3,100.00 X 2 X
UST CORPORATION Common Stock 902900109 251.20 11,500.00 X 2 X
USX-MARATHON OI Common Stock 902905827 1,314.50 47,800.00 X 2 X
UST INC Common Stock 902911106 705.40 27,000.00 X 2 X
US BANCORP Common Stock 902973106 3,416.90 100,314.00 X 2 X
US LIQUIDS INCORPORATIO Common Stock 902974104 101.70 5,000.00 X 2 X
UNUM Common Stock 903192102 918.00 19,300.00 X 2 X
USG Corporation Common Stock 903293405 36.00 700.00 X 2 X
U.S. Foodservice Common Stock 90331R101 16,949.30 364,500.00 X 2 X
USX U.S. STEEL Common Stock 90337T101 479.40 20,400.00 X 2 X
U.S. Xpress Enterprises Common Stock 90338N103 835.80 71,900.00 X 2 X
ULTRAMAR DIAMOND SHAMRO Common Stock 904000106 23.80 1,100.00 X 2 X
UNIFI INCORPORATED Common Stock 904677101 15.30 1,200.00 X 2 X
Unilever NV Common Stock 904784709 6,118.90 92,100.00 X 2 X
UNICOM CORP Common Stock 904911104 1,649.00 45,100.00 X 2 X
UNION CAMP CORP Common Stock 905530101 721.60 10,750.00 X 2 X
Union Carbide Corporati Common Stock 905581104 845.00 18,700.00 X 2 X
UNION PACIFIC Common Stock 907818108 7,006.50 131,115.00 X 2 X
UNION PACIF RES Common Stock 907834105 268.40 22,600.00 X 2 X
UNION PLANTERS CORPORAT Common Stock 908068109 817.20 18,600.00 X 2 X
UNIPHASE CORPORATION Common Stock 909149106 8,553.80 74,300.00 X 2 X
UNISOURCE WORLDWIDE INC Common Stock 909208100 10.00 1,400.00 X 2 X
Unisys Corporation Common Stock 909214108 1,016.10 36,700.00 X 2 X
UNITED DOMINION IND Common Stock 909914103 620.10 31,199.00 X 2 X
UNITED HEALTH Common Stock 910581107 1,426.10 27,100.00 X 2 X
UNITED RENTALS INC Common Stock 911363109 13,628.70 478,200.00 X 2 X
US CELLULAR CORP CONV N CONV P0 30/36 911684AA6 3,417.30 7,490,000.00 X 2 X
UNITED STATES FILTER CO Common Stock 911843209 72.70 2,375.00 X 2 X
USAIR GROUP Common Stock 911905107 395.40 8,100.00 X 2 X
US WEST INC Common Stock 91273H101 3,818.60 69,351.00 X 2 X
UNITED TECH Common Stock 913017109 5,048.40 37,275.00 X 2 X
UNIVERSAL CORPORATION - Common Stock 913456109 7.70 300.00 X 2 X
UNIVERSAL FOODS CORP Common Stock 913538104 8.30 400.00 X 2 X
UNOCAL Common Stock 915289102 1,424.60 38,700.00 X 2 X
URBAN SHOP CTRS Common Stock 917060105 1,509.00 52,600.00 X 2 X
UROCOR INCORPORATED Common Stock 91727P105 14.50 2,983.00 X 2 X
USWEB CORP Common Stock 917327108 13,977.60 338,850.00 X 2 X
UTILICORP UNITED INC Common Stock 918005109 23.90 1,050.00 X 2 X
VF CORP Common Stock 918204108 1,278.80 27,100.00 X 2 X
VALERO ENERGY CORPORATI Common Stock 91913Y100 12.40 500.00 X 2 X
Valley Media, Inc. Common Stock 91972C106 22.80 1,000.00 X 2 X
VANGUARD CELLULAR SYSTE Common Stock 922022108 13.70 500.00 X 2 X
VARCO INTERNATIONAL INC Common Stock 922126107 21.10 1,900.00 X 2 X
VARIAN ASSOCIATES INC Common Stock 922204102 23.30 600.00 X 2 X
VERITAS DGC INC. Common Stock 92343P107 63.80 4,500.00 X 2 X
VIACOM CL B Common Stock 925524308 4,031.50 48,030.00 X 2 X
Viatel Incorporated Common Stock 925529208 165.30 5,800.00 X 2 X
VIAD CORPORAITON Common Stock 92552R109 36.20 1,300.00 X 2 X
VISHAY INTERTECHNOLOGY Common Stock 928298108 766.30 52,620.00 X 2 X
Vitesse Semiconductor C Common Stock 928497106 30.40 600.00 X 2 X
VLASIC FOODS INT'L Common Stock 928559103 9.10 700.00 X 2 X
VORNADO REALTY TRUST Common Stock 929042109 803.90 23,300.00 X 2 X
VULCAN MATERIALS COMPAN Common Stock 929160109 49.60 1,200.00 X 2 X
WICOR INC Common Stock 929253102 1,294.00 63,900.00 X 2 X
WMX MANAGEMENT INC CONV CONV P2 30/36 92929QAF4 1,819.30 1,900,000.00 X 2 X
WPS RESOURCES CORP Common Stock 92931B106 1,168.20 39,600.00 X 2 X
WACHOVIA CORP Common Stock 929771103 2,232.70 27,500.00 X 2 X
WAL-MART STORES Common Stock 931142103 60,943.30 661,080.00 X 2 X
WALGREEN Common Stock 931422109 3,891.20 137,740.00 X 2 X
Wallace Computer Servic Common Stock 932270101 13.90 700.00 X 2 X
WARNACO GROUP CL-A Common Stock 934390105 12.30 500.00 X 2 X
WARNER LAMBERT Common Stock 934488107 27,381.80 413,700.00 X 2 X
WASHINGTON GAS LIGHT CO Common Stock 938837101 20.40 900.00 X 2 X
WASHINGTON MUTUAL INCOR Common Stock 939322103 3,982.00 97,419.00 X 2 X
WASHINGTON POST CL B Common Stock 939640108 52.20 100.00 X 2 X
WASTE MANAGEMENT INC Common Stock 94106L109 18,292.50 412,225.00 X 2 X
WATSCO INCORPORATED Common Stock 942622200 953.60 65,200.00 X 2 X
WATSON PHARMACEUTICALS Common Stock 942683103 48.50 1,100.00 X 2 X
WATTS INDUSTRIES INC Common Stock 942749102 5.40 400.00 X 2 X
WAUSAU-MOSINEE PAPER CO Common Stock 943315101 834.40 59,600.00 X 2 X
WEATHERFORD INTL INC Common Stock 947074100 28.30 1,085.00 X 2 X
WELLMAN INC Common Stock 949702104 2.70 300.00 X 2 X
WELLPOINT HEALTH NETWOR Common Stock 94973H108 847.20 11,175.00 X 2 X
Wells Fargo & Company Common Stock 949746101 25,199.10 718,690.00 X 2 X
WENDY'S INTL Common Stock 950590109 608.60 21,400.00 X 2 X
WESTINGHOUSE AIR BRAKE Common Stock 960386100 776.60 37,200.00 X 2 X
WESTPOINT STEVENS INC. Common Stock 961238102 13.80 500.00 X 2 X
WESTVACO CORP Common Stock 961548104 186.90 8,900.00 X 2 X
WEYERHAEUSER CO Common Stock 962166104 1,517.90 27,350.00 X 2 X
Whirlpool Corporation Common Stock 963320106 369.80 6,800.00 X 2 X
WHITMAN CORP Common Stock 96647K102 22.30 1,300.00 X 2 X
WILLAMETTE IND Common Stock 969133107 373.70 9,900.00 X 2 X
WILLIAMS CO Common Stock 969457100 2,505.30 63,425.00 X 2 X
Wilmington Trust Corpor Common Stock 971807102 28.60 500.00 X 2 X
Wind River Systems Inc. CONV P2 30/36 973149AC1 921.40 1,050,000.00 X 2 X
WINN-DIXIE STOR Common Stock 974280109 919.40 24,600.00 X 2 X
WISCONSIN CENTRAL TRANS Common Stock 976592105 15.90 1,200.00 X 2 X
WISCONSIN ENERGY CORP Common Stock 976657106 34.00 1,300.00 X 2 X
WITCO CORP Common Stock 977385103 12.70 1,000.00 X 2 X
WORTHINGTON IND Common Stock 981811102 96.40 8,200.00 X 2 X
WRIGLEY (WM) JR Common Stock 982526105 1,465.10 16,200.00 X 2 X
XILINX INC Common Stock 983919101 77.10 1,900.00 X 2 X
XEROX Common Stock 984121103 5,238.80 98,150.00 X 2 X
XEROX CORP CONVERTIBLE CONV P2 30/36 984121BB8 2,671.90 4,500,000.00 X 2 X
YPF SOCIEDAD Common Stock 984245100 10,955.00 347,090.00 X 2 X
YORK INTERNATIONAL CORP Common Stock 986670107 17.70 500.00 X 2 X
ZALE CORPORATION Common Stock 988858106 994.90 29,100.00 X 2 X
ZAMBA CORP Common Stock 988881108 86.80 39,125.00 X 2 X
Ziff-Davis Inc. - ZDNet Common Stock 989511209 380.00 20,000.00 X 2 X
ZIONS BANCORPORATION Common Stock 989701107 66.50 1,000.00 X 2 X
ZONAGEN INC Common Stock 98975L108 1,169.40 54,391.00 X 2 X
DAIMLERCHRYSLER AG Common Stock D1668R123 408.80 4,764.00 X 2 X
Fruit of the Loom, Inc. Common Stock G3682L105 68.50 6,600.00 X 2 X
NOVEL DENIM HOLDINGS LT Common Stock G6674P109 37.10 3,800.00 X 2 X
Scottish Annuity & Life Common Stock G7885T104 2,286.40 234,500.00 X 2 X
TOM HILFIGER Common Stock G8915Z102 4,173.80 60,600.00 X 2 X
Galileo Technology Ltd. Common Stock M47298100 152.10 5,200.00 X 2 X
ORBOTECH LTD Common Stock M75253100 9,319.00 189,700.00 X 2 X
J RAY MCDERMOTT Common Stock P64658100 3,925.60 131,400.00 X 2 X
DEUTSCHE BANK FINANCE E CONV P0 30/36 5184233 1,210.20 2,270,000.00 X 2 X
GRAND TOTAL ( 1297 items ) 5,197,908.0 190,300,994.02
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