UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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 10/19/1999
- ---------------------------- ----------------------- -------------
[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>
ABC-NACO Inc. Common Stock 000752105 340.4 24,100.00 X 2 X
ADC Telecommunication Common Stock 000886101 505.3 12,050.00 X 2 X
AFLAC INC Common Stock 001055102 1,532.6 36,600.00 X 2 X
AGCO CORPORATION Common Stock 001084102 14.3 1,100.00 X 2 X
AGL RESOURCES INC Common Stock 001204106 16.3 1,000.00 X 2 X
AES CORPORATION Common Stock 00130H105 28,197.6 477,925.00 X 2 X
AK STEEL HOLDING CORP Common Stock 001547108 20.1 1,100.00 X 2 X
AMFM Inc. Common Stock 001693100 6,361.4 104,500.00 X 2 X
AMR CORP Common Stock 001765106 1,267.1 23,250.00 X 2 X
AT&T CORP Common Stock 001957109 29,650.2 681,614.00 X 2 X
ABBOTT LABS Common Stock 002824100 10,905.9 296,760.00 X 2 X
Abercrombie & Fitch C Common Stock 002896207 6,560.4 192,600.00 X 2 X
Abgenix Inc. Common Stock 00339B107 278.2 7,100.00 X 2 X
Accredo Health Incorp Common Stock 00437V104 53.6 1,700.00 X 2 X
Accrue Software Inc. Common Stock 00437W102 198.0 8,800.00 X 2 X
ACNIELSEN CORPORATION Common Stock 004833109 45.4 2,000.00 X 2 X
Active Software Inc. Common Stock 00504E100 134.1 5,600.00 X 2 X
ACUSON CORPORATION Common Stock 005113105 28.1 2,200.00 X 2 X
Acxiom Corporation Common Stock 005125109 6,795.2 345,700.00 X 2 X
Adaptive Broadband Co Common Stock 00650M104 2,896.1 86,450.00 X 2 X
Adaptec Inc. Common Stock 00651F108 609.2 15,350.00 X 2 X
Adobe Systems Incorpo Common Stock 00724F101 953.4 8,400.00 X 2 X
ADTRAN INC Common Stock 00738A106 26.8 700.00 X 2 X
ADVANCED FIBRE COMMUN Common Stock 00754A105 586.7 26,370.00 X 2 X
Bank of Scotland Ord Foreign Stock 0076454 395.0 55,050.00 X 2 X
ADVANCED MICRO Common Stock 007903107 241.5 14,050.00 X 2 X
ADVANTUS MORTGAGE SEC Common Stock 007963101 0.0 572,399.92 X 2 X
ADVANTUS BOND FUND IN Common Stock 007965106 0.0 341,587.00 X 2 X
ADVANTUS ENTERPRISE F Common Stock 007966104 0.02,207,793.00 X 2 X
ADVANTUS CORNERSTONE Common Stock 007967102 0.02,242,191.78 X 2 X
ADVANTUS INTERNATIONA Common Stock 007968100 32,438.92,737,459.32 X 2 X
AETNA INC Common Stock 008117103 970.9 19,714.00 X 2 X
Affiliated Computer S Common Stock 008190100 36.6 900.00 X 2 X
Affiliated Computer S CONV P2 30/36 008190AD2 2,234.41,960,000.00 X 2 X
AIR PRODS & CHE Common Stock 009158106 983.8 33,850.00 X 2 X
Airborne Freight Corp Common Stock 009266107 19.0 900.00 X 2 X
AIRGAS INCORPORATED Common Stock 009363102 41.3 3,550.00 X 2 X
Aironet Wireless Comm Common Stock 00943A107 2,653.8 126,370.00 X 2 X
ALASKA AIRGROUP INC Common Stock 011659109 40.7 1,000.00 X 2 X
ALBANY INT CORP Common Stock 012348108 7.7 507.00 X 2 X
Albany Molecular Rese Common Stock 012423109 57.8 2,300.00 X 2 X
ALBEMARLE CORPORATION Common Stock 012653101 16.1 800.00 X 2 X
ALBERTO-CULVER Common Stock 013068101 120.3 5,200.00 X 2 X
ALBERTSONS Common Stock 013104104 2,324.1 58,746.00 X 2 X
Smithkline Beecham PL Foreign Stock 0135656 113.7 16,117.00 X 2 X
ALCAN ALUM Common Stock 013716105 1,014.8 32,475.00 X 2 X
Alcoa Incorporated Common Stock 013817101 3,121.7 50,300.00 X 2 X
Alexander & Baldwin I Common Stock 014482103 19.1 800.00 X 2 X
BG Plc/Transco Intern Foreign Stock 0154219 383.6 109,300.00 X 2 X
Algos Pharmaceutidcal Common Stock 015869100 47.6 5,600.00 X 2 X
Cable and Wire Commun Foreign Stock 0163787 130.7 21,100.00 X 2 X
Alkermes Inc. Common Stock 01642T108 138.3 4,800.00 X 2 X
ALLEGHENY ENERGY INC Common Stock 017361106 79.5 2,500.00 X 2 X
ALLEGHENY TELED Common Stock 017415100 539.4 31,962.00 X 2 X
ALLERGAN INC Common Stock 018490102 1,067.0 9,700.00 X 2 X
Alliant Energy Corpor Common Stock 018802108 38.8 1,400.00 X 2 X
ALLIED SIGNAL Common Stock 019512102 4,540.3 75,750.00 X 2 X
ALLIED WASTE INDUSTRI Common Stock 019589308 193.4 16,550.00 X 2 X
Allmerica Financial C Common Stock 019754100 71.4 1,500.00 X 2 X
Alloy Online Inc. Common Stock 019855105 56.2 4,300.00 X 2 X
ALLSTATE CORP Common Stock 020002101 2,825.9 113,318.00 X 2 X
ALLTEL CORPORATION Common Stock 020039103 3,346.3 47,550.00 X 2 X
Alpha Industries Inc Common Stock 020753109 10,790.5 191,300.00 X 2 X
Altera Corporation Common Stock 021441100 186.5 4,300.00 X 2 X
ALZA CORP Common Stock 022615108 597.2 13,950.00 X 2 X
AMBAC FINANCIAL GROUP Common Stock 023139108 71.1 1,500.00 X 2 X
AMERADA HESS Common Stock 023551104 820.8 13,400.00 X 2 X
AMEREN CORPORATION Common Stock 023608102 697.6 18,450.00 X 2 X
AMERICA ONLINE INC Common Stock 02364J104 51,386.4 494,100.00 X 2 X
AMER ELEC PWR Common Stock 025537101 1,018.6 29,850.00 X 2 X
American Eagle Outfit Common Stock 02553E106 157.4 3,250.00 X 2 X
American Express Comp Common Stock 025816109 18,346.0 136,275.00 X 2 X
AMERICAN FINANCIAL GR Common Stock 025932104 30.9 1,100.00 X 2 X
AMER GENERAL CORP Common Stock 026351106 2,115.7 33,483.00 X 2 X
AMERICAN GREETINGS CO Common Stock 026375105 160.9 6,250.00 X 2 X
AMER HOME PROD Common Stock 026609107 7,464.2 179,860.00 X 2 X
AMER INTL GROUP Common Stock 026874107 60,109.8 691,414.00 X 2 X
Nycomed Amersham Ord Foreign Stock 0274753 332.2 89,000.00 X 2 X
American National Can Common Stock 027714104 691.0 43,700.00 X 2 X
American Power Conver Common Stock 029066107 77.9 4,100.00 X 2 X
AMERICAN STANDARD COM Common Stock 029712106 57.6 1,500.00 X 2 X
AMER WATER WORKS Common Stock 030411102 75.2 2,600.00 X 2 X
American Woodmark Cor Common Stock 030506109 427.3 15,900.00 X 2 X
American Xtal Technol Common Stock 030514103 183.8 8,600.00 X 2 X
AMERUS LIFE HOLDINGS Common Stock 030732101 223.5 10,550.00 X 2 X
Ames Department Store Common Stock 030789507 1,067.8 33,500.00 X 2 X
AMERITECH Common Stock 030954101 9,985.4 148,620.00 X 2 X
AMETEK INCORPORATED Common Stock 031100100 37.6 1,900.00 X 2 X
Amgen Inc. Common Stock 031162100 5,737.6 70,400.00 X 2 X
Amsouth Bancorporatio Common Stock 032165102 382.0 16,300.00 X 2 X
ANADARKO PETROLEUM CO Common Stock 032511107 611.3 20,000.00 X 2 X
Anadigics Inc Common Stock 032515108 7,104.4 252,600.00 X 2 X
ANALOG DEVICES INC Common Stock 032654105 189.6 3,700.00 X 2 X
Ancor Communications Common Stock 03332K108 2,643.7 109,020.00 X 2 X
Andrew Corporation Common Stock 034425108 125.1 7,200.00 X 2 X
Anesta Corporation Common Stock 034603100 34.9 3,800.00 X 2 X
ANHEUSER-BUSCH Common Stock 035229103 9,011.4 128,620.00 X 2 X
AnnTaylor Stores Corp Common Stock 036115103 437.4 10,700.00 X 2 X
General Electric Comp Foreign Stock 0365334 152.5 26,300.00 X 2 X
ANTEC Corporation Common Stock 03664P105 7,301.5 137,440.00 X 2 X
AON CORPORATION Common Stock 037389103 1,062.8 35,950.00 X 2 X
APACHE CORP Common Stock 037411105 447.0 10,350.00 X 2 X
APARTMENT INVESTMENT Common Stock 03748R101 4,225.9 110,480.00 X 2 X
APOLLO GROUP INCORPOR Common Stock 037604105 29.6 1,400.00 X 2 X
Apple Computer Common Stock 037833100 1,722.1 27,200.00 X 2 X
APRIA HEALTHCARE GROU Common Stock 037933108 15.1 900.00 X 2 X
Applied Materials Inc Common Stock 038222105 11,743.6 150,800.00 X 2 X
Applied Micro Circuit Common Stock 03822W109 4,115.4 72,200.00 X 2 X
Aptargroup Incorporat Common Stock 038336103 1,003.1 37,500.00 X 2 X
ARCHER-DANIELS Common Stock 039483102 1,038.8 85,236.00 X 2 X
ARCHSTONE COMMUNITIES Common Stock 039581103 2,025.9 104,900.00 X 2 X
ARDEN REALTY GROUP IN Common Stock 039793104 1,413.8 65,000.00 X 2 X
ARMSTRONG WRLD Common Stock 042476101 265.1 5,900.00 X 2 X
ARNOLD INDUSTRIES INC Common Stock 042595108 5.1 400.00 X 2 X
Aronex Pharmaceutical Common Stock 042666206 45.5 11,739.00 X 2 X
ARROW ELECTRONICS INC Common Stock 042735100 30.0 1,700.00 X 2 X
ARVIN INDUSTRIES INC Common Stock 043339100 640.4 20,700.00 X 2 X
ASARCO INC Common Stock 043413103 93.8 3,500.00 X 2 X
ASHLAND INC Common Stock 044204105 242.1 7,200.00 X 2 X
ASSET INVESTORS CORPO Common Stock 04541W107 772.1 58,000.00 X 2 X
Imperial Tobacco Ord Foreign Stock 0454492 344.5 47,480.00 X 2 X
ASSOCIATED BANC-CORP Common Stock 045487105 64.2 1,775.00 X 2 X
ASSOC FIRST CAPITAL - Common Stock 046008108 3,447.4 95,762.00 X 2 X
Astoria Financial Cor Common Stock 046265104 30.8 1,000.00 X 2 X
Asyst Technologies In Common Stock 04648X107 26.4 800.00 X 2 X
Athena Neurosciences CONV P2 30/36 046854AB1 3,468.13,100,000.00 X 2 X
ATLANTIC RICH Common Stock 048825103 9,429.3 106,395.00 X 2 X
Anglo American PLC Foreign Stock 0490151 147.0 4,300.00 X 2 X
ATMEL CORPORATION Common Stock 049513104 74.4 2,200.00 X 2 X
AUTODESK INC Common Stock 052769106 113.8 5,200.00 X 2 X
AUTO DATA PROC Common Stock 053015103 24,262.6 543,700.00 X 2 X
AUTOZONE Common Stock 053332102 590.7 21,050.00 X 2 X
Avalonbay Communities Common Stock 053484101 4,351.2 128,450.00 X 2 X
AVERY DENNISON Common Stock 053611109 896.8 17,000.00 X 2 X
AVNET INC Common Stock 053807103 50.4 1,200.00 X 2 X
AVON PRODUCTS Common Stock 054303102 887.0 35,750.00 X 2 X
BB&T CORPORATION Common Stock 054937107 1,442.3 44,550.00 X 2 X
BISYS Common Stock 055472104 6,961.4 148,410.00 X 2 X
BJ SERVICES CO Common Stock 055482103 41.4 1,300.00 X 2 X
BJ'S WHOLESALE CLUB I Common Stock 05548J106 38.4 1,300.00 X 2 X
BP AMOCO PLC Common Stock 055622104 786.8 7,100.00 X 2 X
BMC Software Inc. Common Stock 055921100 37,151.7 519,150.00 X 2 X
ARM Holdings plc Foreign Stock 0571777 392.3 41,472.00 X 2 X
BAKER HUGHES Common Stock 057224107 1,331.7 45,920.00 X 2 X
BALL CORP Common Stock 058498106 119.0 2,700.00 X 2 X
BANDAG INC Common Stock 059815100 38.4 1,200.00 X 2 X
Bank of America Corpo Common Stock 060505104 23,086.7 414,576.00 X 2 X
Nat West Bank Group O Foreign Stock 0625395 142.9 10,100.00 X 2 X
BANK NEW YORK Common Stock 064057102 6,414.7 191,840.00 X 2 X
BANK ONE CORP Common Stock 06423A103 5,879.3 168,885.00 X 2 X
Bank United Corp. Common Stock 065412108 935.6 28,900.00 X 2 X
BANKBOSTON CORPORATIO Common Stock 06605R106 512.9 11,825.00 X 2 X
BANKNORTH GROUP INCOR Common Stock 06646L100 646.0 21,625.00 X 2 X
Banta Corporation Common Stock 066821109 11.2 500.00 X 2 X
BARD (C.R.) Common Stock 067383109 211.8 4,500.00 X 2 X
BARNES & NOBLE INC Common Stock 067774109 31.2 1,200.00 X 2 X
BARRICK GOLD Common Stock 067901108 1,232.1 56,650.00 X 2 X
Barr Laboratories Inc Common Stock 068306109 4,451.4 140,200.00 X 2 X
BAUSCH & LOMB Common Stock 071707103 362.7 5,500.00 X 2 X
BAXTER INT'L Common Stock 071813109 2,378.1 39,470.00 X 2 X
Vodafone Ord Foreign Stock 0719210 451.4 31,413.00 X 2 X
Granada Group PLC Foreign Stock 0734945 331.2 63,387.00 X 2 X
BEAR STEARNS COMPANIE Common Stock 073902108 400.1 10,410.00 X 2 X
BECKMAN COULTER INCOR Common Stock 075811109 22.6 500.00 X 2 X
BECTON DICKINSON Common Stock 075887109 958.3 34,150.00 X 2 X
BED BATH & BEYOND INC Common Stock 075896100 604.4 17,300.00 X 2 X
Bank of Ireland Ord Foreign Stock 0764403 497.0 64,800.00 X 2 X
BELL ATLANTIC Common Stock 077853109 14,323.3 212,788.00 X 2 X
BELL ATLANTIC FINANCI CONV P2 30/36 07785GAC4 1,246.51,190,000.00 X 2 X
BELLSOUTH Common Stock 079860102 23,647.5 525,500.00 X 2 X
BELO [A.H.] SER A Common Stock 080555105 66.0 3,450.00 X 2 X
BEMIS COMPANY Common Stock 081437105 274.4 8,100.00 X 2 X
Bergen Brunswig Corp. Common Stock 083739102 24.9 2,400.00 X 2 X
Standard Chartered PL Foreign Stock 0840370 123.0 13,981.00 X 2 X
BERKSHIRE HATHAWAY IN Common Stock 084670108 -0.0 -0.00 X 2 X
BEST BUY INC Common Stock 086516101 1,734.6 27,950.00 X 2 X
BESTFOODS Common Stock 08658U101 1,881.8 38,800.00 X 2 X
BETHLEHEM STEEL Common Stock 087509105 202.1 27,400.00 X 2 X
BEVERLY ENTERPRISES I Common Stock 087851309 7.7 1,800.00 X 2 X
BINDVIEW DEVELOPMENT Common Stock 090327107 187.0 9,500.00 X 2 X
BIOGEN INC Common Stock 090597105 275.8 3,500.00 X 2 X
BIOMET INC Common Stock 090613100 480.2 18,250.00 X 2 X
BioMarin Pharmaceutic Common Stock 09061G101 104.3 6,000.00 X 2 X
Biosite Diagnostics I Common Stock 090945106 123.1 13,534.00 X 2 X
BLACK & DECKER Common Stock 091797100 593.9 13,000.00 X 2 X
BLACK HILLS CORPORATI Common Stock 092113109 32.6 1,400.00 X 2 X
BLOCK (H & R) Common Stock 093671105 8,907.5 205,064.00 X 2 X
Bluestone Software In Common Stock 09623P102 41.6 1,800.00 X 2 X
Blyth Industries Inc. Common Stock 09643P108 25.3 900.00 X 2 X
BOB EVANS FARMS Common Stock 096761101 806.9 39,600.00 X 2 X
BOEING Common Stock 097023105 5,697.5 133,666.00 X 2 X
BOISE CASCADE Common Stock 097383103 335.8 9,216.00 X 2 X
BORDERS GROUP Common Stock 099709107 20.6 1,400.00 X 2 X
BORG-WARNER AUTOMOTIV Common Stock 099724106 21.5 500.00 X 2 X
BOSTON PROPERTIES INC Common Stock 101121101 883.8 28,800.00 X 2 X
BOSTON SCIENT Common Stock 101137107 1,383.7 56,050.00 X 2 X
BOWATER INC Common Stock 102183100 47.3 900.00 X 2 X
BRIGGS & STRATTON Common Stock 109043109 116.8 2,000.00 X 2 X
BRINKER INTERNATIONAL Common Stock 109641100 32.6 1,200.00 X 2 X
BRISTOL MYERS SQUIBB Common Stock 110122108 57,119.9 846,220.00 X 2 X
Broadbase Software In Common Stock 11130R100 102.0 6,400.00 X 2 X
BROWN-FORMAN Common Stock 115637209 598.8 9,600.00 X 2 X
BRUNSWICK CORP Common Stock 117043109 207.7 8,350.00 X 2 X
BUFFETS INCORPORATED Common Stock 119882108 36.0 3,100.00 X 2 X
BURLINGTON INDUSTRIES Common Stock 121693105 4.0 900.00 X 2 X
BURLINGTON NO Common Stock 12189T104 1,867.6 67,912.00 X 2 X
BURLINGTON RES Common Stock 122014103 970.5 26,409.00 X 2 X
CBL & Associates Prop Common Stock 124830100 1,840.1 75,300.00 X 2 X
CCB FINANCIAL CORPORA Common Stock 124875105 29.1 700.00 X 2 X
CBRL GROUP INC Common Stock 12489V106 17.1 1,100.00 X 2 X
CBS CORPORATION Common Stock 12490K107 16,670.8 360,450.00 X 2 X
CIGNA CORP Common Stock 125509109 2,983.3 38,370.00 X 2 X
Cleco Corporation Common Stock 12561W105 38.9 1,200.00 X 2 X
CK Witco Corporation Common Stock 12562C108 30.9 2,124.00 X 2 X
CMP GROUP INC Common Stock 125887109 15.8 600.00 X 2 X
CMS ENERGY CORPORATIO Common Stock 125896100 524.3 15,450.00 X 2 X
CSK Auto Corporation Common Stock 125965103 3,939.3 180,600.00 X 2 X
CNF TRANSPORTATION IN Common Stock 12612W104 33.5 900.00 X 2 X
CSX CORP Common Stock 126408103 1,442.9 34,050.00 X 2 X
CTC Communications Gr Common Stock 126419100 134.8 8,200.00 X 2 X
CVS CORPORATION Common Stock 126650100 11,678.5 286,150.00 X 2 X
CABLETRON Common Stock 126920107 243.9 15,550.00 X 2 X
CABOT CORPORATION Common Stock 127055101 28.5 1,200.00 X 2 X
CADENCE DESIGN SYSTEM Common Stock 127387108 70.9 5,350.00 X 2 X
CALLAWAY GOLF COMPANY Common Stock 131193104 15.8 1,300.00 X 2 X
Calpine Corporation Common Stock 131347106 51.0 600.00 X 2 X
CAMBREX CORP Common Stock 132011107 5.6 210.00 X 2 X
CAMBRIDGE TECH PARTNE Common Stock 132524109 16.0 1,100.00 X 2 X
CAMDEN PROPERTY TRUST Common Stock 133131102 1,968.6 73,250.00 X 2 X
CAMPBELL SOUP Common Stock 134429109 2,345.2 59,940.00 X 2 X
CAPITAL ONE FINANCIAL Common Stock 14040H105 1,066.7 27,350.00 X 2 X
CARDINAL HEALTH Common Stock 14149Y108 10,878.2 199,600.00 X 2 X
Career Education Corp Common Stock 141665109 30.9 1,200.00 X 2 X
CARLISLE COMPANIES Common Stock 142339100 19.8 500.00 X 2 X
CARNIVAL CORPORATION Common Stock 143658102 28,388.1 652,600.00 X 2 X
CAROLINA P & L Common Stock 144141108 914.4 25,850.00 X 2 X
CARPENTER TECHNOLOGY Common Stock 144285103 36.8 1,500.00 X 2 X
CARRAMERICA REA Common Stock 144418100 1,469.8 67,000.00 X 2 X
CARTER-WALLACE INC Common Stock 146285101 14.3 800.00 X 2 X
CASE CORP Common Stock 14743R103 8,570.2 172,050.00 X 2 X
CATELLUS DEVELOPEMENT Common Stock 149111106 3,334.7 283,800.00 X 2 X
CATERPILLAR INC Common Stock 149123101 2,688.6 49,050.00 X 2 X
CELGENE CORPORATION Common Stock 151020104 159.7 5,900.00 X 2 X
CENDANT CORPORTION Common Stock 151313103 7,683.5 432,871.00 X 2 X
CENTERPOINT PROPERTIE Common Stock 151895109 562.1 17,000.00 X 2 X
CENTEX CORP Common Stock 152312104 442.7 14,975.00 X 2 X
CENTOCOR INC Common Stock 152342101 87.8 1,500.00 X 2 X
CENTOCOR INC SUB DEBE CONV P2 30/36 152342AE1 1,276.8 970,000.00 X 2 X
CENTRAL & SO WEST Common Stock 152357109 630.6 29,850.00 X 2 X
Central Parking Corpo Common Stock 154785109 982.8 33,600.00 X 2 X
CenturyTel Incorporat Common Stock 156700106 840.9 20,700.00 X 2 X
Ceridian Corporation Common Stock 15677T106 506.2 20,350.00 X 2 X
CETUS (CHIRON) CORP C CONV P1 30/36 4185895 806.5 760,000.00 X 2 X
CHAMPION INTERNATIONA Common Stock 158525105 816.9 15,900.00 X 2 X
CHARTER ONE FIN Common Stock 160903100 87.1 3,765.00 X 2 X
CHASE MANHATTAN Common Stock 16161A108 14,843.2 196,925.00 X 2 X
CHESAPEAKE CORPORATIO Common Stock 165159104 12.1 400.00 X 2 X
Chevron Corporation Common Stock 166751107 14,843.5 167,251.00 X 2 X
CHIREX INC Common Stock 170038103 121.3 4,700.00 X 2 X
CHIRON CORPORAITON Common Stock 170040109 108.0 3,900.00 X 2 X
CHRIS-CRAFT INDUSTRIE Common Stock 170520100 34.7 618.00 X 2 X
CHUBB CORPORATION Common Stock 171232101 1,220.4 24,500.00 X 2 X
CHURCH & DWIGHT COMPA Common Stock 171340102 43.8 1,750.00 X 2 X
CIENA CORPORATION Common Stock 171779101 3,313.3 90,776.00 X 2 X
CINCINNATI BELL Common Stock 171870108 73.9 3,800.00 X 2 X
CINCINNATI FINANCIAL Common Stock 172062101 827.6 22,050.00 X 2 X
CINERGY Common Stock 172474108 602.0 21,262.00 X 2 X
CIRCUIT CITY Common Stock 172737108 1,221.3 28,950.00 X 2 X
CIRRUS LOGIC INC Common Stock 172755100 38.5 3,500.00 X 2 X
CISCO SYSTEMS Common Stock 17275R102 104,725.81,527,450.00 X 2 X
CINTAS CORPORATION Common Stock 172908105 138.8 2,400.00 X 2 X
CITIGROUP INC Common Stock 172967101 35,323.6 802,810.00 X 2 X
CITRIX SYSTEMS INCORP Common Stock 177376100 117.7 1,900.00 X 2 X
CITY NATIONAL CORPORA Common Stock 178566105 26.9 800.00 X 2 X
CLAIRES STORES INC Common Stock 179584107 14.9 900.00 X 2 X
Clarent Corporation Common Stock 180461105 168.1 3,300.00 X 2 X
CLAYTON HOMES INC Common Stock 184190106 22.2 2,550.00 X 2 X
CLEAR CHANNEL COMMUNI Common Stock 184502102 10,568.0 132,307.00 X 2 X
CLEAR CHANNEL COMMUNI CONV P2 30/36 184502AB8 3,990.02,850,000.00 X 2 X
Cleveland-Cliffs Inc. Common Stock 185896107 6.2 200.00 X 2 X
CLOROX CO Common Stock 189054109 1,201.1 31,400.00 X 2 X
COASTAL CORP Common Stock 190441105 1,510.6 36,900.00 X 2 X
COCA COLA Common Stock 191216100 16,359.0 340,370.00 X 2 X
COCA COLA ENTERPRISES Common Stock 191219104 1,310.9 58,100.00 X 2 X
COGNIZANT TECH SOLUTI Common Stock 192446102 117.0 3,700.00 X 2 X
COINSTAR INC Common Stock 19259P300 78.5 7,900.00 X 2 X
KENNETH COLE PRODUCTI Common Stock 193294105 142.0 3,800.00 X 2 X
COLGATE-PALMOLIVE Common Stock 194162103 3,678.3 80,400.00 X 2 X
COLUMBIA GAS SY Common Stock 197648108 401.5 7,250.00 X 2 X
Columbia/HCA Healthca Common Stock 197677107 1,688.6 79,697.00 X 2 X
COMAIR Holdings Inc. Common Stock 199789108 29.2 1,750.00 X 2 X
Comcast Corporation Common Stock 200300200 4,210.8 105,600.00 X 2 X
COMDISCO INC Common Stock 200336105 75.3 3,900.00 X 2 X
COMERICA Common Stock 200340107 1,217.5 24,050.00 X 2 X
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Compass Bancshares In Common Stock 20449H109 75.0 3,000.00 X 2 X
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COMPUSA INC Common Stock 204932107 9.8 1,600.00 X 2 X
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CONMED CORPORATION Common Stock 207410101 937.1 38,250.00 X 2 X
Conoco Incorporated ( Common Stock 208251405 6,416.2 234,380.00 X 2 X
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CONS EDISON INC Common Stock 209115104 1,234.6 29,750.00 X 2 X
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COPART INC Common Stock 217204106 10,999.6 596,590.00 X 2 X
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CYPRESS SEMICONDUCTOR Common Stock 232806109 49.5 2,300.00 X 2 X
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CYTEC INDUSTRIES INC Common Stock 232820100 19.2 800.00 X 2 X
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DEXTER CORPORATION Common Stock 252165105 14.9 400.00 X 2 X
DIAL CORPORATION Common Stock 25247D101 20,160.3 790,600.00 X 2 X
DIAMOND OFFSHORE CONV CONV P2 30/36 25271CAA0 2,084.51,990,000.00 X 2 X
DIEBOLD INC Common Stock 253651103 27.8 1,200.00 X 2 X
Digital Insight Common Stock 25385P106 15.0 1,000.00 X 2 X
DILLARDS INCORPORATED Common Stock 254067101 198.0 9,750.00 X 2 X
DIME BANCORP INC Common Stock 25429Q102 35.0 2,000.00 X 2 X
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Ditech Communications Common Stock 25500M103 252.0 4,800.00 X 2 X
DOLE FOOD COMPANY Common Stock 256605106 19.0 1,000.00 X 2 X
DOLLAR GENERAL CORP Common Stock 256669102 10,276.3 332,837.00 X 2 X
Dollar Thrifty Automo Common Stock 256743105 1,170.9 56,600.00 X 2 X
Dollar Tree Stores In Common Stock 256747106 43.9 1,100.00 X 2 X
DOMINION RESOURCES Common Stock 257470104 1,324.4 29,350.00 X 2 X
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DOW JONES CO Common Stock 260561105 736.6 13,800.00 X 2 X
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Dura Automotive Syste Common Stock 265903104 972.1 40,400.00 X 2 X
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EASTMAN CHEM Common Stock 277432100 409.0 10,225.00 X 2 X
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ECOLAB INC Common Stock 278865100 653.5 19,150.00 X 2 X
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Efficient Networks In Common Stock 282056100 982.1 27,000.00 X 2 X
eGain Communications Common Stock 28225C103 75.9 4,100.00 X 2 X
EL PASO ENERGY CORP Common Stock 283905107 103.5 2,600.00 X 2 X
ELECTRONIC ARTS INC Common Stock 285512109 94.1 1,300.00 X 2 X
ELECTRONIC DATA SYS Common Stock 285661104 3,726.8 70,400.00 X 2 X
Emerson Electric Comp Common Stock 291011104 6,905.1 109,280.00 X 2 X
EMULEX CORPORATION Common Stock 292475209 403.6 4,700.00 X 2 X
ENERGY EAST CORP Common Stock 29266M109 737.2 31,040.00 X 2 X
ENGELHARD Common Stock 292845104 383.3 21,074.00 X 2 X
ENHANCE FINANCIAL SVC Common Stock 293310108 700.1 39,580.00 X 2 X
ENRON CORPORATION Common Stock 293561106 11,782.0 285,625.00 X 2 X
ENTERGY CORP Common Stock 29364G103 984.7 34,030.00 X 2 X
Epicor Software Corpo Common Stock 29426L108 44.2 7,688.00 X 2 X
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Equitable Resources I Common Stock 294549100 941.5 24,900.00 X 2 X
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EQUITY RESIDENTIAL PR Common Stock 29476L107 4,343.4 102,500.00 X 2 X
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ETHYL CORPORATION Common Stock 297659104 5.8 1,500.00 X 2 X
EVANS & SUTHERLAND CM Common Stock 299096107 56.9 4,595.00 X 2 X
EVEREST REINSU Common Stock 299808105 21.4 900.00 X 2 X
Evergreen Resources I Common Stock 299900308 67.4 2,800.00 X 2 X
Exchangeable Cert Cor CONV P2 30/36 30149TAA3 3,680.63,900,000.00 X 2 X
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FPL GROUP Common Stock 302571104 1,230.2 24,420.00 X 2 X
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Fatbrain.com Inc. Common Stock 311889109 76.2 5,100.00 X 2 X
FASTENAL COMPANY Common Stock 311900104 33.0 700.00 X 2 X
FDX CORP Common Stock 31304N107 1,690.7 43,630.00 X 2 X
Federal Home Loan Mor Common Stock 313400301 34,858.2 670,350.00 X 2 X
FED MOGUL CORPORATION Common Stock 313549107 41.3 1,500.00 X 2 X
Federal National Mort Common Stock 313586109 37,096.3 591,765.00 X 2 X
FED SIGNAL CORPORATIO Common Stock 313855108 15.9 800.00 X 2 X
FEDERATED DEPT Common Stock 31410H101 6,480.4 148,335.00 X 2 X
FELCOR LODGING TRUST Common Stock 31430F101 1,107.8 63,300.00 X 2 X
FERRO CORPORATION Common Stock 315405100 12.8 600.00 X 2 X
FIFTH THIRD BAN Common Stock 316773100 2,321.2 38,150.00 X 2 X
FINOVA GROUP INC Common Stock 317928109 40.2 1,100.00 X 2 X
FIRST DATA Common Stock 319963104 2,579.9 58,800.00 X 2 X
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FIRST HEALTH GROUP CO Common Stock 320960107 20.2 900.00 X 2 X
FIRST SECURITY CORPOR Common Stock 336294103 98.7 4,150.00 X 2 X
FIRST TENNESSEE NATIO Common Stock 337162101 78.8 2,800.00 X 2 X
FIRST UNION Common Stock 337358105 4,707.8 132,380.00 X 2 X
FIRST VIRGINIA BANKS Common Stock 337477103 39.2 900.00 X 2 X
FIRSTAR CORP Common Stock 33763V109 2,287.1 89,254.00 X 2 X
FISERV INC Common Stock 337738108 9,744.3 299,825.00 X 2 X
FirstFed Financial Co Common Stock 337907109 1,037.3 59,700.00 X 2 X
FIRSTENERGY CORP Common Stock 337932107 849.2 33,300.00 X 2 X
FLEET BOSTON CORPORAT Common Stock 33901A108 2,803.6 76,550.00 X 2 X
FLEETWOOD ENT Common Stock 339099103 54.5 2,700.00 X 2 X
FLORIDA PROGRESS CORP Common Stock 341109106 407.0 8,800.00 X 2 X
FLOWERS INDUSTRIES IN Common Stock 343496105 913.8 67,375.00 X 2 X
FLOWSERVE CORPORATION Common Stock 34354P105 38.2 2,300.00 X 2 X
FLUOR CORP Common Stock 343861100 551.4 13,700.00 X 2 X
FORD MOTOR Common Stock 345370100 17,727.7 353,230.00 X 2 X
FOREST LABORATORES IN Common Stock 345838106 75.8 1,800.00 X 2 X
FORT JAMES CORPORATIO Common Stock 347471104 890.0 33,350.00 X 2 X
Fortune Brands Incorp Common Stock 349631101 825.0 25,580.00 X 2 X
FOSTER WHEELER Common Stock 350244109 42.2 3,500.00 X 2 X
FOUNDATION HEALTH SYS Common Stock 350404109 20.8 2,200.00 X 2 X
FRANCHISE FINANCIAL C Common Stock 351807102 2,470.7 105,700.00 X 2 X
FRANKLIN RESOURCES IN Common Stock 354613101 1,111.6 36,150.00 X 2 X
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FreeShop.com Inc. Common Stock 356873109 66.7 5,800.00 X 2 X
Fuller (H.B.) Co. Common Stock 359694106 36.5 600.00 X 2 X
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GATX CORPORATION Common Stock 361448103 28.0 900.00 X 2 X
GPU INC Common Stock 36225X100 588.9 18,050.00 X 2 X
GTE Corporation Common Stock 362320103 30,255.7 393,570.00 X 2 X
GABLES RESIDENTIAL TR Common Stock 362418105 2,217.6 92,400.00 X 2 X
GALILEO INTERNATIONAL Common Stock 363547100 15,411.7 382,900.00 X 2 X
GANNETT CO Common Stock 364730101 2,653.3 38,350.00 X 2 X
GAP (THE) Common Stock 364760108 3,867.6 120,862.00 X 2 X
Gartner Group Incorpo Common Stock 366651206 50.1 3,000.00 X 2 X
GaSonics Internationa Common Stock 367278108 7,535.9 456,720.00 X 2 X
Gateway Incorporated Common Stock 367626108 16,130.8 363,000.00 X 2 X
GENERAL DYNAMICS Common Stock 369550108 1,706.4 27,330.00 X 2 X
GENERAL ELECT Common Stock 369604103 149,919.01,264,472.00 X 2 X
GENERAL INSTRUMENT C Common Stock 370120107 1,198.3 24,900.00 X 2 X
GENERAL MILLS Common Stock 370334104 1,995.7 24,600.00 X 2 X
GENERAL MOTORS Common Stock 370442105 5,586.3 88,760.00 X 2 X
Genesis Microchip Inc Common Stock 371933102 2,225.1 125,800.00 X 2 X
GENUINE PARTS Common Stock 372460105 1,105.7 41,625.00 X 2 X
Genzyme Corporation Common Stock 372917104 81.1 1,800.00 X 2 X
GEORGIA GULF CORPORAT Common Stock 373200203 31.7 1,800.00 X 2 X
GEORGIA PACIFIC Common Stock 373298108 1,121.9 27,700.00 X 2 X
TIMBER COMPANY (THE) Common Stock 373298702 34.3 1,500.00 X 2 X
Getty Images Inc. Common Stock 374276103 142.3 5,900.00 X 2 X
Gibraltar Steel Common Stock 37476F103 784.6 37,250.00 X 2 X
Gilead Sciences Inc. Common Stock 375558103 3,872.4 60,330.00 X 2 X
GILLETTE Common Stock 375766102 5,077.1 149,600.00 X 2 X
GLATFELTER (PH) Common Stock 377316104 11.5 700.00 X 2 X
Global Imaging System Common Stock 37934A100 3,762.2 252,920.00 X 2 X
GLOBAL MARINE INC Common Stock 379352404 3,631.0 220,900.00 X 2 X
GOLDEN WEST FINL Common Stock 381317106 751.6 7,650.00 X 2 X
GOLF TRUST OF AMERICA Common Stock 38168B103 770.1 38,990.00 X 2 X
GOODRICH (B F) Common Stock 382388106 271.2 9,350.00 X 2 X
GOODYEAR TIRE & RUBBE Common Stock 382550101 1,169.4 24,300.00 X 2 X
GRACE (WR) & CO Common Stock 38388F108 567.0 35,300.00 X 2 X
GRACO INCORPORATED Common Stock 384109104 4,959.0 151,130.00 X 2 X
GRAINGER WW Common Stock 384802104 701.7 14,600.00 X 2 X
GRANITE CONSTRUCTION Common Stock 387328107 13.0 500.00 X 2 X
GREAT ATLANTIC Common Stock 390064103 103.1 3,400.00 X 2 X
GREAT LAKE CHEM Common Stock 390568103 194.1 5,100.00 X 2 X
GREENPOINT FINANCIAL Common Stock 395384100 77.0 2,900.00 X 2 X
GTECH HOLDINGS CORPOR Common Stock 400518106 36.4 1,700.00 X 2 X
GUIDANT CORPORATION Common Stock 401698105 30,705.7 572,600.00 X 2 X
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HSB GROUP INC Common Stock 40428N109 42.2 1,200.00 X 2 X
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Halliburton Company Common Stock 406216101 2,820.8 68,800.00 X 2 X
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HANNA M.A. COMPANY Common Stock 410522106 31.9 2,800.00 X 2 X
HANNAFORD BROTHERS CO Common Stock 410550107 63.4 900.00 X 2 X
Harbinger Corporation Common Stock 41145C103 412.5 25,000.00 X 2 X
HARCOURT GEN Common Stock 41163G101 270.6 6,500.00 X 2 X
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HARRAH'S ENT Common Stock 413619107 319.1 11,500.00 X 2 X
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Harte-Hanks Inc. Common Stock 416196103 32.7 1,300.00 X 2 X
HARTFORD FINANCIAL SE Common Stock 416515104 1,815.9 44,425.00 X 2 X
HARTFORD LIFE INC Common Stock 416592103 8,845.3 179,600.00 X 2 X
Castorama Dubois Inve Foreign Stock 4179144 756.1 2,862.00 X 2 X
HASBRO INC Common Stock 418056107 1,074.6 50,125.00 X 2 X
HAWAIIAN ELECTRIC IND Common Stock 419870100 21.1 600.00 X 2 X
Healthsouth Corporati Common Stock 421924101 606.6 100,050.00 X 2 X
HEALTH MANAGEMENT ASS Common Stock 421933102 32.8 4,450.00 X 2 X
Heico Corporation Common Stock 422806208 3,701.4 192,280.00 X 2 X
HEILIG-MEYERS COMPANY Common Stock 422893107 29.9 6,300.00 X 2 X
HEINZ (H J) Common Stock 423074103 2,115.8 49,205.00 X 2 X
HELMERICH & PAYNE Common Stock 423452101 111.4 4,400.00 X 2 X
HERCULES INCORPORATED Common Stock 427056106 283.4 9,900.00 X 2 X
HERSHEY FOODS Common Stock 427866108 954.3 19,600.00 X 2 X
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HILLENBRAND INDUSTRIE Common Stock 431573104 29.0 1,100.00 X 2 X
HILTON HOTELS Common Stock 432848109 405.4 41,050.00 X 2 X
Hispanic Broadcasting Common Stock 43357B104 91.4 1,200.00 X 2 X
HOME DEPOT Common Stock 437076102 69,877.01,018,244.00 X 2 X
HOME DEPOT CONVERTIBL CONV P2 30/36 437076AE2 1,051.2 355,000.00 X 2 X
HOMESTAKE MININ Common Stock 437614100 469.6 51,110.00 X 2 X
Finmeccanica SPA Foreign Stock 4379159 541.7 626,300.00 X 2 X
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HONEYWELL Common Stock 438506107 2,933.1 26,350.00 X 2 X
Horace Mann Educators Common Stock 440327104 18.1 700.00 X 2 X
Horizon Offshore Inc. Common Stock 44043J105 139.2 17,400.00 X 2 X
HORMEL GEORGE A & CO Common Stock 440452100 8,962.1 216,935.00 X 2 X
HOUGHTON MIFFLIN COMP Common Stock 441560109 20.3 500.00 X 2 X
HOUSEHLD INT'L Common Stock 441815107 2,729.6 68,028.00 X 2 X
HOUSTON EXPLORATION C Common Stock 442120101 2,061.4 95,050.00 X 2 X
HUBBELL INC CL-B Common Stock 443510201 38.3 1,200.00 X 2 X
ENI SPA Foreign Stock 4436399 504.2 85,600.00 X 2 X
Hudson United Bancorp Common Stock 444165104 1,177.0 38,200.00 X 2 X
ISS International Ser Foreign Stock 4442620 4,966.5 12,702.00 X 2 X
HUMANA Common Stock 444859102 110.3 16,050.00 X 2 X
Italcementi SPA Foreign Stock 4450076 616.2 47,957.00 X 2 X
Hunt (JB) Transport S Common Stock 445658107 8.3 600.00 X 2 X
Huntington Bancshares Common Stock 446150104 879.0 33,091.00 X 2 X
ICN PHARMACEUTICALS I Common Stock 448924100 24.1 1,400.00 X 2 X
IBP INC Common Stock 449223106 39.5 1,600.00 X 2 X
IDEC Pharmaceuticals Common Stock 449370105 968.5 10,300.00 X 2 X
IMC GLOBAL INC Common Stock 449669100 128.2 8,800.00 X 2 X
IMS HEALTH INC Common Stock 449934108 978.7 42,900.00 X 2 X
ISS Group Inc. Common Stock 450306105 1,650.8 60,580.00 X 2 X
ITC Deltacom Inc. Common Stock 45031T104 225.5 8,200.00 X 2 X
ITT INDUSTRIES Common Stock 450911102 265.6 8,350.00 X 2 X
IDACORP INC Common Stock 451107106 21.1 700.00 X 2 X
IKON OFFICE SOLUTIONS Common Stock 451713101 150.7 14,100.00 X 2 X
ILLINOIS TOOL Common Stock 452308109 2,550.0 34,200.00 X 2 X
ILLINOVA CORP Common Stock 452317100 33.7 1,200.00 X 2 X
IMATION CORPORATION Common Stock 45245A107 21.7 700.00 X 2 X
INCO LTD Common Stock 453258402 370.9 17,350.00 X 2 X
INCO LIMITED CONVERTI CONV P2 30/36 453258AH8 2,139.02,400,000.00 X 2 X
Intituto Nazionale As Foreign Stock 4534936 735.4 240,330.00 X 2 X
INDIANA ENERGY INCOR Common Stock 454707100 34.1 1,701.00 X 2 X
Infinium Software Inc Common Stock 45662Y109 1,322.0 264,400.00 X 2 X
Informix Corporation Common Stock 456779107 27.0 3,400.00 X 2 X
Infospace.com Inc. Common Stock 45678T102 189.2 4,600.00 X 2 X
INGERSOLL RAND Common Stock 456866102 1,299.3 23,650.00 X 2 X
NH Hoteles SA Foreign Stock 4571784 516.2 46,930.00 X 2 X
Insight Enterprises I Common Stock 45765U103 176.3 5,425.00 X 2 X
Innotrac Corporation Common Stock 45767M109 94.7 5,300.00 X 2 X
INNKEEPERS USA TRUST Common Stock 4576J0104 2,507.3 301,630.00 X 2 X
Integrated Device Tec Common Stock 458118106 29.6 1,600.00 X 2 X
Intel Corporation Common Stock 458140100 107,664.01,448,800.00 X 2 X
Koninklijke Hoogovens Foreign Stock 4583905 181.8 3,410.00 X 2 X
INTERIM SERVICES INC CONV P2 30/36 45868PAA8 688.4 870,000.00 X 2 X
IBM CORP Common Stock 459200101 63,729.8 525,065.00 X 2 X
INTL FLAVORS Common Stock 459506101 500.3 14,500.00 X 2 X
International Integra Common Stock 459698106 173.6 5,300.00 X 2 X
INTL GAME TECHNOLOGY Common Stock 459902102 30.6 1,700.00 X 2 X
INTL MULTIFOODS CORP Common Stock 460043102 970.6 42,200.00 X 2 X
INTL PAPER Common Stock 460146103 7,752.5 161,300.00 X 2 X
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INTERPUBLIC GRP Common Stock 460690100 1,700.5 41,350.00 X 2 X
INTERSTATE BAKERIES Common Stock 46072H108 27.6 1,200.00 X 2 X
IntraNet Solutions In Common Stock 460939309 2,874.6 333,290.00 X 2 X
Intuit Incorporated Common Stock 461202103 114.0 1,300.00 X 2 X
Investment Technology Common Stock 46145F105 34.5 1,500.00 X 2 X
Nestle SA-Registered Foreign Stock 4616696 377.9 134.00 X 2 X
Invitrogen Corporatio Common Stock 46185R100 181.6 5,400.00 X 2 X
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IVAX CORPORATION Common Stock 465823102 31.4 1,900.00 X 2 X
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Jabil Circuit Inc. Common Stock 466313103 94.1 1,900.00 X 2 X
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Pohjola -YHTYMA OYJ S Foreign Stock 4691949 138.0 3,100.00 X 2 X
Porsche AG Foreign Stock 4696784 235.5 92.00 X 2 X
JACOBS ENGINEERING GR Common Stock 469814107 16.3 500.00 X 2 X
JEFFERSON PLT Common Stock 475070108 947.8 15,000.00 X 2 X
Compagnie de Saint Go Foreign Stock 4768371 231.2 1,321.00 X 2 X
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JOSTENS INC Common Stock 481088102 53.6 2,800.00 X 2 X
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Sonae Investimentos S Foreign Stock 4822686 200.2 6,546.00 X 2 X
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K-MART CORPORATION Common Stock 482584109 873.5 74,740.00 X 2 X
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KAYDON CORPORATION Common Stock 486587108 14.9 600.00 X 2 X
KEANE INC Common Stock 486665102 29.7 1,300.00 X 2 X
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Kendle International Common Stock 48880L107 304.0 38,300.00 X 2 X
KENNAMETAL INCORPORAT Common Stock 489170100 12.9 500.00 X 2 X
KERR-MCGEE CORPORATIO Common Stock 492386107 424.4 7,708.00 X 2 X
KEYCORP Common Stock 493267108 1,643.0 63,650.00 X 2 X
Keynote Systems Inc. Common Stock 493308100 127.5 5,100.00 X 2 X
KeySpan Corporation Common Stock 49337W100 88.7 3,100.00 X 2 X
Keystone Financial In Common Stock 493482103 21.4 900.00 X 2 X
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Kinder Morgan Incorpo Common Stock 49455P101 28.0 1,250.00 X 2 X
KING WORLD PRODUCTION Common Stock 495667107 309.4 8,250.00 X 2 X
KNIGHT-RIDDER Common Stock 499040103 482.9 8,800.00 X 2 X
Knight/Trimark Group Common Stock 499067106 13,826.0 466,700.00 X 2 X
KOGER EQUITY INC Common Stock 500228101 2,701.3 168,830.00 X 2 X
KOHL'S CORPORATION Common Stock 500255104 4,995.7 75,550.00 X 2 X
KROGER Common Stock 501044101 2,723.6 123,450.00 X 2 X
Kulicke and Soffa Ind Common Stock 501242101 165.3 6,800.00 X 2 X
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LNR PROPERTY CORPORAT Common Stock 501940100 1,522.0 74,700.00 X 2 X
LSI LOGIC CORP Common Stock 502161102 1,086.7 21,100.00 X 2 X
LAIDLAW INC Common Stock 50730K503 198.1 29,350.00 X 2 X
Lancaster Colony Corp Common Stock 513847103 22.4 700.00 X 2 X
Lance Inc. Common Stock 514606102 6.5 500.00 X 2 X
Dexia Belgium (Credit Foreign Stock 5150290 597.2 4,275.00 X 2 X
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Lason Inc. Common Stock 51808R107 200.4 4,500.00 X 2 X
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Legato Systems Inc. Common Stock 524651106 78.5 1,800.00 X 2 X
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LEHMAN BROTHERS HOLDI Common Stock 524908100 1,029.2 17,650.00 X 2 X
LEXMARK INTL GROUP IN Common Stock 529771107 44,206.6 549,150.00 X 2 X
Liberate Technologies Common Stock 530129105 139.0 3,300.00 X 2 X
LIBERTY PROPERTY TRUS Common Stock 531172104 1,613.1 71,100.00 X 2 X
Lifecell Corporation Common Stock 531927101 108.5 18,873.00 X 2 X
LILLY (ELI) Common Stock 532457108 17,568.6 274,510.00 X 2 X
LIMITED (THE) Common Stock 532716107 1,152.1 30,120.00 X 2 X
Lincare Holdings Inco Common Stock 532791100 26.7 1,000.00 X 2 X
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Linear Technology Cor Common Stock 535678106 194.0 3,300.00 X 2 X
Linens 's Things Inc. Common Stock 535679104 1,967.6 58,300.00 X 2 X
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LITTON INDUSTRIES INC Common Stock 538021106 65.7 1,200.00 X 2 X
LIZ CLAIRBORNE Common Stock 539320101 170.5 5,500.00 X 2 X
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Koninklijke Numico NV Foreign Stock 5402601 389.0 10,000.00 X 2 X
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Loislaw.com Inc. Common Stock 541431102 -0.0 2,900.00 X 2 X
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LONGS DRUG STOR Common Stock 543162101 316.7 10,600.00 X 2 X
LONGVIEW FIBRE COMPAN Common Stock 543213102 36.1 2,900.00 X 2 X
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LOUIS-PACIFIC Common Stock 546347105 147.7 9,450.00 X 2 X
Petroleum GEO-Service Foreign Stock 5469372 5,280.8 36,294.00 X 2 X
Jenoptik AG Foreign Stock 5470556 216.0 11,106.00 X 2 X
TNT Post Groep NV Foreign Stock 5481558 229.4 9,598.00 X 2 X
LOWE'S CO Common Stock 548661107 3,198.0 65,600.00 X 2 X
LUBRIZOL CORPORATION Common Stock 549271104 25.7 1,000.00 X 2 X
LUCENT TECH Common Stock 549463107 71,648.31,104,405.00 X 2 X
Luminant Worldwide Co Common Stock 550260103 922.5 30,000.00 X 2 X
Luxottica Group SPA-S Foreign Stock 55068R202 777.6 40,794.00 X 2 X
Lynx Therapeutics Inc Common Stock 551812308 16.7 1,486.00 X 2 X
LYONDELL PETROCHEMIC Common Stock 552078107 26.8 2,000.00 X 2 X
MBIA INCORPORATED Common Stock 55262C100 652.8 14,000.00 X 2 X
MBNA CORP Common Stock 55262L100 9,351.6 409,934.00 X 2 X
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MCI Worldcom Inc. Common Stock 55268B106 65,003.8 904,401.00 X 2 X
MGIC INVESTMENT Common Stock 552848103 5,720.5 119,800.00 X 2 X
Banca Nazionale Del L Foreign Stock 5528604 636.6 189,460.00 X 2 X
MACERICH COMPANY (THE Common Stock 554382101 3,443.3 148,900.00 X 2 X
MACK-CALI REALTY CORP Common Stock 554489104 2,941.3 109,700.00 X 2 X
Steven Madden Ltd. Common Stock 556269108 1,291.7 99,840.00 X 2 X
Magna International I CONV P2 30/36 559222AG9 90.3 100,000.00 X 2 X
MagneTek Inc. Common Stock 559424106 30.4 3,400.00 X 2 X
MALLINCKRODT Common Stock 561232109 277.7 9,200.00 X 2 X
Mandalay Resort Group Common Stock 562567107 31.6 1,600.00 X 2 X
MANOR CARE INC Common Stock 564055101 182.2 10,600.00 X 2 X
MANPOWER INC Common Stock 56418H100 40.8 1,400.00 X 2 X
Manugistics Group Inc Common Stock 565011103 1,979.3 188,500.00 X 2 X
Repsol SA Foreign Stock 5669354 577.4 31,400.00 X 2 X
Philips Electronics N Foreign Stock 5671434 599.7 6,346.00 X 2 X
Wolters Kluwer NV Foreign Stock 5671519 571.6 17,750.00 X 2 X
MARK IV INDUSTRIES IN Common Stock 570387100 17.8 900.00 X 2 X
MARSH & MCLENN Common Stock 571748102 2,644.1 38,600.00 X 2 X
MARSHALL & ILSLEY COR Common Stock 571834100 131.2 2,300.00 X 2 X
MARRIOTT INTL CONV NO CONV P0 30/36 571900AH2 1,405.22,125,000.00 X 2 X
MARRIOTT INTERNATIONA Common Stock 571903202 1,129.4 34,550.00 X 2 X
Telefonica SA Foreign Stock 5732524 537.6 35,770.00 X 2 X
MARTIN MARIETTA MATER Common Stock 573284106 55.9 1,400.00 X 2 X
Masco Corporation Common Stock 574599106 8,163.9 263,350.00 X 2 X
MASTECH CORPORATION Common Stock 57632N105 2,498.6 185,080.00 X 2 X
MATTEL Common Stock 577081102 1,094.0 57,581.00 X 2 X
DSM NV Foreign Stock 5773987 184.4 4,950.00 X 2 X
Maxim Integrated Prod Common Stock 57772K101 183.0 2,900.00 X 2 X
May Department Stores Common Stock 577778103 1,729.0 47,450.00 X 2 X
MAXXAM INC Common Stock 577913106 5.1 100.00 X 2 X
MAXIMUS INCORPORATED Common Stock 577933104 8,587.6 286,850.00 X 2 X
MAYTAG CORP Common Stock 578592107 419.7 12,600.00 X 2 X
Karstadt AG Foreign Stock 5786565 510.5 1,204.00 X 2 X
McCormick and Company Common Stock 579780206 43.0 1,300.00 X 2 X
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MCDONALDS CORP Common Stock 580135101 8,093.5 188,220.00 X 2 X
MCGRAW-HILL Common Stock 580645109 1,320.6 27,300.00 X 2 X
MCKESSON HBOC INCORPO Common Stock 58155Q103 1,076.9 37,134.00 X 2 X
MEAD CORP Common Stock 582834107 5,721.3 166,437.00 X 2 X
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Media Metrix Inc. Common Stock 58440X103 895.8 12,820.00 X 2 X
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MELLON FINANCIAL CORP Common Stock 58551A108 3,342.9 99,050.00 X 2 X
Mentor Graphics Corpo Common Stock 587200106 35.1 4,100.00 X 2 X
Mercantile Bankshares Common Stock 587405101 61.9 2,000.00 X 2 X
MERCK & CO Common Stock 589331107 58,132.3 896,930.00 X 2 X
MEREDITH CORP Common Stock 589433101 168.9 4,650.00 X 2 X
MERISTAR HOSPITALITY Common Stock 58984Y103 3,041.6 199,450.00 X 2 X
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MERRILL LYNCH Common Stock 590188108 3,332.5 49,600.00 X 2 X
Metamor Worldwide Inc Common Stock 59133P100 3,452.7 194,520.00 X 2 X
Metromedia Fiber Netw Common Stock 591689104 210.7 8,600.00 X 2 X
Microsoft Common Stock 594918104 153,331.41,693,100.00 X 2 X
Microchip Technology Common Stock 595017104 69.4 1,350.00 X 2 X
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Midamerican Energy Ho Common Stock 59562V107 29.5 1,000.00 X 2 X
S & P 400 MID-CAP DEP Common Stock 595635103 396.8 5,550.00 X 2 X
MIDWEST EXPRESS HOLDI Common Stock 597911106 306.4 11,700.00 X 2 X
MILACRON INC Common Stock 598709103 55.0 3,100.00 X 2 X
Millennium Pharmaceut Common Stock 599902103 52.0 800.00 X 2 X
Miller (Herman) Inc. Common Stock 600544100 33.5 1,400.00 X 2 X
Millipore Corporation Common Stock 601073109 154.0 4,100.00 X 2 X
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MiniMed Inc. Common Stock 60365K108 68.8 700.00 X 2 X
Minnesota Mining & Ma Common Stock 604059105 5,320.9 55,390.00 X 2 X
MINNESOTA POWER AND L Common Stock 604110106 941.7 53,620.00 X 2 X
MIRAGE RESORTS INC Common Stock 60462E104 302.3 21,500.00 X 2 X
Amcor Limited Foreign Stock 6066608 573.3 78,000.00 X 2 X
MOBIL CORP Common Stock 607059102 22,163.0 219,980.00 X 2 X
Bangkok Bank Public C Foreign Stock 6077019 8,621.6 107,100.00 X 2 X
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Modtech Holdings Inc. Common Stock 60783C100 14.2 1,927.00 X 2 X
Mohawk Industries Inc Common Stock 608190104 21.9 1,100.00 X 2 X
Molex Incorporated Common Stock 608554101 122.8 3,375.00 X 2 X
Robert Mondovi Corpor Common Stock 609200100 1,145.7 30,500.00 X 2 X
MONSANTO Common Stock 611662107 3,135.1 87,850.00 X 2 X
MONTANA POWER COMPANY Common Stock 612085100 85.2 2,800.00 X 2 X
Megachips Corporation Foreign Stock 6123923 48,600.0 6,000.00 X 2 X
NTT Data Corporation Foreign Stock 6125639 656.0 41.00 X 2 X
Fujitsu Support and S Foreign Stock 6127130 45,450.0 1,500.00 X 2 X
Fancl Corporation Foreign Stock 6131261 49,760.0 1,600.00 X 2 X
United Arrows Ltd. Foreign Stock 6166597 45,000.0 3,000.00 X 2 X
Del Monte Pacific Ltd Foreign Stock 6168485 165.1 355,000.00 X 2 X
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Nihon Eslead Corporat Foreign Stock 6175849 4,300.0 1,000.00 X 2 X
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MURPHY OIL CORPORATIO Common Stock 626717102 70.3 1,300.00 X 2 X
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NCH Corporation Common Stock 628850109 4.5 100.00 X 2 X
NCO Group Inc. Common Stock 628858102 9,503.9 202,210.00 X 2 X
NCR CORPORATION Common Stock 62886E108 72.7 2,200.00 X 2 X
NABISCO HOLDINGS CORP Common Stock 629526104 182.3 5,275.00 X 2 X
Nabisco Group Holding Common Stock 62952P102 704.3 46,950.00 X 2 X
NABORS INDUSTRIES INC Common Stock 629568106 63.8 2,550.00 X 2 X
NACCO INDUST-CL A Common Stock 629579103 41.9 600.00 X 2 X
NAT'L CITY CORP Common Stock 635405103 2,213.7 82,950.00 X 2 X
NATIONAL EQUIPMENT SE Common Stock 635847106 74.4 7,300.00 X 2 X
NAT'L FUEL GAS CO Common Stock 636180101 33.0 700.00 X 2 X
National Presto Indus Common Stock 637215104 718.4 18,600.00 X 2 X
National R V Holdings Common Stock 637277104 3,315.0 167,849.00 X 2 X
NAT'L SEMICOND Common Stock 637640103 686.3 22,500.00 X 2 X
NAT'L SERVICE IND Common Stock 637657107 110.3 3,500.00 X 2 X
NATIONWIDE FINANCIAL Common Stock 638612101 8,557.2 241,900.00 X 2 X
NAVISTAR Common Stock 63934E108 341.8 7,350.00 X 2 X
Navigant Consulting I Common Stock 63935N107 37.1 800.00 X 2 X
H.I.S. Company Limite Foreign Stock 6400433 56,610.0 11,100.00 X 2 X
Network Event Theater Common Stock 640924106 176.8 7,900.00 X 2 X
Networks Associates I Common Stock 640938106 45.9 2,400.00 X 2 X
Netegrity Incorporate Common Stock 64110P107 268.1 11,000.00 X 2 X
The Netplex Group Inc Common Stock 641147103 39.0 16,400.00 X 2 X
Netro Corporation Common Stock 64114R109 41.1 1,500.00 X 2 X
NetSolve Incorporated Common Stock 64115J106 117.2 6,600.00 X 2 X
Network Appliance Inc Common Stock 64120L104 698.3 9,750.00 X 2 X
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NEW CENTURY ENERGIES Common Stock 64352U103 525.0 15,700.00 X 2 X
NEW ENGLAND ELECTRIC Common Stock 644001109 67.4 1,300.00 X 2 X
Fairfax (John) Holdin Foreign Stock 6467074 459.4 116,500.00 X 2 X
NEW PLAN EXCEL REALTY Common Stock 648053106 1,857.5 104,280.00 X 2 X
Kurita Water Industri Foreign Stock 6497963 25,920.0 12,000.00 X 2 X
NEW YORK TIMES Common Stock 650111107 877.5 23,400.00 X 2 X
Newell Rubbermaid Inc Common Stock 651229106 11,207.1 392,370.00 X 2 X
Newgen Results Corpor Common Stock 651359101 28.3 2,600.00 X 2 X
Newhall Land & Farmin Common Stock 651426108 593.5 24,100.00 X 2 X
NEWMONT MINING Common Stock 651639106 384.8 14,872.00 X 2 X
NEWPARK RESOURCES INC Common Stock 651718504 3,331.5 429,870.00 X 2 X
NEWPORT NEWS SHIPBUIL Common Stock 652228107 19.4 600.00 X 2 X
Nextel Communications Common Stock 65332V103 3,177.0 46,850.00 X 2 X
Nextlink Communicatri Common Stock 65333H707 264.4 5,100.00 X 2 X
Niagara Mohawk Holdin Common Stock 653520106 256.3 16,600.00 X 2 X
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NIKE INC (CL B) Common Stock 654106103 2,189.7 38,500.00 X 2 X
NiSource Incorporated Common Stock 65473P105 73.0 3,300.00 X 2 X
NOBLE AFFILIATES INC Common Stock 654894104 29.0 1,000.00 X 2 X
Nokia Oyj Corp-Sponso Common Stock 654902204 34,218.6 381,000.00 X 2 X
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Matsumotokiyoshi Foreign Stock 6572581 30,710.0 3,700.00 X 2 X
Mikuni Coca-Cola Bott Foreign Stock 6592147 45,125.0 19,000.00 X 2 X
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Namco Ltd. Foreign Stock 6620941 42,420.0 10,100.00 X 2 X
Nippon Sheet Glass Co Foreign Stock 6641447 39,600.0 66,000.00 X 2 X
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Normandy Mining Limit Foreign Stock 6645201 631.0 464,000.00 X 2 X
NORTHERN STATES Common Stock 665772109 300.8 13,950.00 X 2 X
Northern Trust Corpor Common Stock 665859104 1,319.3 15,800.00 X 2 X
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Orix Corporation Foreign Stock 6661144 62,832.0 4,800.00 X 2 X
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NORTHWESTERN CORPORAT Common Stock 668074107 949.8 41,750.00 X 2 X
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Novel Inc. Common Stock 670006105 995.1 48,100.00 X 2 X
Novellus Systems Inc. Common Stock 670008101 57.3 850.00 X 2 X
Novoste Corporation Common Stock 67010C100 352.6 19,762.00 X 2 X
NUCOR CORP Common Stock 670346105 1,047.8 22,000.00 X 2 X
Nuevo Energy Company Common Stock 670509108 971.2 56,300.00 X 2 X
Nvidia Corporation Common Stock 67066G104 207.9 10,800.00 X 2 X
OGE ENERGY CORPORATIO Common Stock 670837103 31.2 1,400.00 X 2 X
OCCIDENTAL PET Common Stock 674599105 1,236.0 53,450.00 X 2 X
Ocean Energy Incorpor Common Stock 67481E106 29.5 2,900.00 X 2 X
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OFFICEMAX INC Common Stock 67622M108 11.6 2,000.00 X 2 X
OGDEN CORPORATION Common Stock 676346109 9.0 900.00 X 2 X
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OLSTEN CORPORATION Common Stock 681385100 40.7 3,900.00 X 2 X
OMNICARE INCORPORATED Common Stock 681904108 15.4 1,600.00 X 2 X
OMNICOM GROUP Common Stock 681919106 45,043.3 568,818.00 X 2 X
Omnicom Group Sub Deb CONV P2 30/36 681919AE6 1,266.9 500,000.00 X 2 X
Omnipoint Corporation Common Stock 68212D102 2,544.5 45,540.00 X 2 X
ONEOK INC Common Stock 682680103 84.9 2,800.00 X 2 X
Oracle Corp Common Stock 68389X105 14,148.2 310,949.00 X 2 X
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OREGON STEEL MILLS IN Common Stock 686079104 5.6 500.00 X 2 X
Ortel Corporation Common Stock 68749W102 110.1 7,100.00 X 2 X
Outback Steakhouse I Common Stock 689899102 34.4 1,350.00 X 2 X
OVERSEAS SHIPHOLDING Common Stock 690368105 9.3 600.00 X 2 X
OWENS CORNING Common Stock 69073F103 104.1 4,800.00 X 2 X
OWENS-ILLINOIS INCORP Common Stock 690768403 557.7 28,150.00 X 2 X
Oxford Health Plans Common Stock 691471106 17.5 1,400.00 X 2 X
PECO ENERGY CO Common Stock 693304107 980.6 26,150.00 X 2 X
PG&E Common Stock 69331C108 1,410.2 54,500.00 X 2 X
PE Corp-PE Biosystems Common Stock 69332S102 989.8 13,700.00 X 2 X
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PMI GROUP (THE) INC Common Stock 69344M101 30.7 750.00 X 2 X
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PP & L RESOURCES INC Common Stock 693499105 380.2 14,050.00 X 2 X
PPG INDUSTRIES Common Stock 693506107 1,468.8 24,480.00 X 2 X
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Paccar Inc. Common Stock 693718108 622.7 12,240.00 X 2 X
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Pacificare Health Sys Common Stock 695112102 51.9 1,200.00 X 2 X
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PAINE WEBBER GROUP IN Common Stock 695629105 1,213.5 33,475.00 X 2 X
PairGain Technologies Common Stock 695934109 3,506.3 275,000.00 X 2 X
PALL CORP Common Stock 696429307 471.8 20,349.00 X 2 X
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PAPA JOHN'S INTERNATI Common Stock 698813102 20.6 500.00 X 2 X
Parametric Tech Common Stock 699173100 633.8 46,950.00 X 2 X
PARKER HANNIFIN Common Stock 701094104 759.6 16,950.00 X 2 X
PARKWAY PROPERTIES IN Common Stock 70159Q104 724.0 22,450.00 X 2 X
Patterson Dental Comp Common Stock 703412106 11,159.0 225,150.00 X 2 X
Patterson Energy Inc. Common Stock 703414102 208.1 13,700.00 X 2 X
PAYCHEX INCORPORATED Common Stock 704326107 1,122.7 32,900.00 X 2 X
PAYLESS SHOESOURCE IN Common Stock 704379106 30.3 600.00 X 2 X
Peapod Incorporated Common Stock 704718105 1,513.7 150,430.00 X 2 X
Pegasus Systems Common Stock 705906105 165.0 4,400.00 X 2 X
PENNEY (JC) Common Stock 708160106 1,345.8 39,150.00 X 2 X
PENNZOIL-QUAKER STATE Common Stock 709323109 17.3 1,374.00 X 2 X
PENTAIR INCORPORATED Common Stock 709631105 32.1 800.00 X 2 X
PEOPLES ENERGY Common Stock 711030106 109.1 3,100.00 X 2 X
Peoples Heritage Common Stock 711147108 790.5 47,550.00 X 2 X
Peoplesoft Incorporat Common Stock 712713106 420.1 24,800.00 X 2 X
PEP BOYS Common Stock 713278109 66.9 4,500.00 X 2 X
PEPSICO Common Stock 713448108 6,340.7 209,610.00 X 2 X
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Perrigo Company Common Stock 714290103 10.2 1,300.00 X 2 X
Pervasive Software In Common Stock 715710109 400.2 11,600.00 X 2 X
Pharmacyclics Incorpo Common Stock 716933106 183.9 4,500.00 X 2 X
PHARM & UPJOHN Common Stock 716941109 7,610.4 153,359.00 X 2 X
PFIZER INCORPORATED Common Stock 717081103 40,272.61,120,630.00 X 2 X
PHELPS DODGE Common Stock 717265102 721.3 13,100.00 X 2 X
PHILIP MORRIS Common Stock 718154107 19,971.1 584,165.00 X 2 X
PHILIPS INTERNATIONAL Common Stock 718333107 1,708.9 108,500.00 X 2 X
PHILLIPS PET Common Stock 718507106 1,669.2 34,240.00 X 2 X
Photronics Incorporat Common Stock 719405102 168.3 7,500.00 X 2 X
PIEDMONT NATURAL GAS Common Stock 720186105 663.8 21,900.00 X 2 X
PINNACLE WEST CAPITA Common Stock 723484101 80.0 2,200.00 X 2 X
PIONEER HI-BRED Common Stock 723686101 1,389.5 34,900.00 X 2 X
PIONEER NATURAL RESOU Common Stock 723787107 19.1 1,800.00 X 2 X
PITNEY BOWES Common Stock 724479100 2,252.3 36,960.00 X 2 X
PITTSTON BRINK'S GROU Common Stock 725701106 16.2 700.00 X 2 X
PJ America Inc. Common Stock 72585Q104 123.2 5,900.00 X 2 X
PLACER DOME Common Stock 725906101 653.0 43,900.00 X 2 X
POLAROID CORP Common Stock 731095105 110.5 4,250.00 X 2 X
POLICY MANAGEMENT SYS Common Stock 731108106 19.0 600.00 X 2 X
Polycom Inc Common Stock 73172K104 162.0 3,400.00 X 2 X
POST PROPERTIES INCOR Common Stock 737464107 735.1 18,700.00 X 2 X
POTLATCH CORP Common Stock 737628107 109.1 2,650.00 X 2 X
POTOMAC ELECTRIC POWE Common Stock 737679100 78.9 3,100.00 X 2 X
Power-One Incorporate Common Stock 739308104 2,244.0 88,000.00 X 2 X
Powerwave Technologie Common Stock 739363109 9,602.8 199,150.00 X 2 X
Powertel Inc. Common Stock 73936C109 2,050.5 37,240.00 X 2 X
PRAXAIR INC Common Stock 74005P104 1,000.5 21,750.00 X 2 X
PRECISION CASTPARTS C Common Stock 740189105 12.2 400.00 X 2 X
Precision Drilling Co Common Stock 74022D100 911.3 39,300.00 X 2 X
PREMARK INTERNATIONAL Common Stock 740459102 55.6 1,100.00 X 2 X
Premier Parks Inc. Common Stock 740540208 49.3 1,700.00 X 2 X
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Preview Travel Inc. Common Stock 74137R101 1,300.3 80,020.00 X 2 X
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Primus Knowledge Solu Common Stock 74163Q100 170.9 6,200.00 X 2 X
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PROGRESSIVE CORPORATI Common Stock 743315103 825.0 10,100.00 X 2 X
PROLOGIS TRUST Common Stock 743410102 1,092.9 57,900.00 X 2 X
PROMUS HOTEL CORP Common Stock 74342P106 48.1 1,477.00 X 2 X
PROTECTIVE LIFE CORPO Common Stock 743674103 31.9 1,100.00 X 2 X
Protein Design Labs I Common Stock 74369L103 1,846.0 51,100.00 X 2 X
Provant Inc. Common Stock 743724106 66.1 4,100.00 X 2 X
Povident Financial Gr Common Stock 743866105 29.3 800.00 X 2 X
Providian Financial C Common Stock 74406A102 10,001.4 126,300.00 X 2 X
PUBLIC SERVICE COMPAN Common Stock 744499104 38.3 2,100.00 X 2 X
PUB SERV ENTER Common Stock 744573106 1,154.9 29,900.00 X 2 X
PUBLIC STORAGE INCORP Common Stock 74460D109 4,949.8 196,520.00 X 2 X
PUGET SOUND ENERGY IN Common Stock 745332106 33.7 1,500.00 X 2 X
PULTE CORP Common Stock 745867101 80.5 3,700.00 X 2 X
QRS Corporation Common Stock 74726X105 250.1 3,900.00 X 2 X
QLogic Corporation Common Stock 747277101 55.9 800.00 X 2 X
QUAKER OATS Common Stock 747402105 1,461.8 23,625.00 X 2 X
Qualcomm Incorporated Common Stock 747525103 4,162.1 22,000.00 X 2 X
Quantum Corporation - Common Stock 747906204 61.9 4,400.00 X 2 X
Quantum Corp. - Hard Common Stock 747906303 10.1 1,500.00 X 2 X
QUEST DIAGNOSTICS INC Common Stock 74834L100 794.3 30,550.00 X 2 X
QUESTAR CORPORATION Common Stock 748356102 27.2 1,500.00 X 2 X
Quicksilver Inc. Common Stock 74838C106 184.3 10,100.00 X 2 X
Quintiles Transnation Common Stock 748767100 45.7 2,400.00 X 2 X
QUORUM HEALTH GROUP Common Stock 749084109 30.2 4,300.00 X 2 X
RLI CORP Common Stock 749607107 862.1 26,125.00 X 2 X
RPM INC/OHIO Common Stock 749685103 23.2 1,900.00 X 2 X
RF MICRO DEVICES INC Common Stock 749941100 352.3 7,700.00 X 2 X
Radian Group Incorpor Common Stock 750236101 1,082.3 25,207.00 X 2 X
RALSTON PURINA Common Stock 751277302 1,373.9 49,400.00 X 2 X
RATIONAL SOFTWARE COR Common Stock 75409P202 67.3 2,300.00 X 2 X
RAYONIER INC Common Stock 754907103 21.0 500.00 X 2 X
RAYTHEON CO CL B Common Stock 755111408 2,692.2 54,250.00 X 2 X
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Reckson Associates Re Common Stock 75621K304 479.3 21,911.00 X 2 X
REEBOK INTL Common Stock 758110100 51.8 4,850.00 X 2 X
REGENCY REALTY CORPOR Common Stock 758939102 650.0 30,950.00 X 2 X
Regions Financial Cor Common Stock 758940100 928.5 30,950.00 X 2 X
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Reliant Energy Conver CONV P4 30/36 75952J207 1,801.52,990,000.00 X 2 X
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Remec Incorporated Common Stock 759543101 63.3 4,600.00 X 2 X
Republic Bancorp Inc. Common Stock 760282103 720.6 62,325.00 X 2 X
REP NEW YORK Common Stock 760719104 854.0 13,900.00 X 2 X
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REYNOLDS METALS Common Stock 761763101 564.5 9,350.00 X 2 X
R. J. Reynolds Tobacc Common Stock 76182K105 225.9 8,366.00 X 2 X
RITE AID Common Stock 767754104 548.4 39,700.00 X 2 X
ROBERT HALF INTERNATI Common Stock 770323103 38.4 1,600.00 X 2 X
ROBERTS PHARMACEUTICA Common Stock 770491108 263.2 8,700.00 X 2 X
ROCKWELL INTL Common Stock 773903109 1,414.9 26,950.00 X 2 X
ROHM & HAAS Common Stock 775371107 1,142.7 31,632.00 X 2 X
ROLLINS INC Common Stock 775711104 32.4 2,100.00 X 2 X
Ross Stores Incorpora Common Stock 778296103 32.2 1,600.00 X 2 X
ROWAN COMPANIES INC Common Stock 779382100 118.6 7,300.00 X 2 X
ROYAL DUTCH PET Common Stock 780257804 18,053.6 305,670.00 X 2 X
RUDDICK CORPORATION Common Stock 781258108 12.7 800.00 X 2 X
RUSSELL CORP Common Stock 782352108 39.7 2,800.00 X 2 X
RYDER SYSTEM Common Stock 783549108 124.3 6,100.00 X 2 X
Ryerson Tull Inc. Common Stock 78375P107 9.3 400.00 X 2 X
SBC Communications In Common Stock 78387G103 32,422.7 634,961.00 X 2 X
SCI SYSTEMS INC Common Stock 783890106 82.2 1,850.00 X 2 X
SCP Pool Corporation Common Stock 784028102 152.8 6,500.00 X 2 X
SL Green Realty Corpo Common Stock 78440X101 1,184.6 59,600.00 X 2 X
SLM HOLDING CORPORATI Common Stock 78442A109 1,027.7 23,900.00 X 2 X
S&P 500 DEPOSITARY RE Common Stock 78462F103 10,090.8 78,585.00 X 2 X
SPX CORPORATION Common Stock 784635104 54.5 600.00 X 2 X
Safeco Corp Common Stock 786429100 512.4 18,300.00 X 2 X
SAFEWAY INC Common Stock 786514208 34,001.2 893,300.00 X 2 X
ST Jude Med Common Stock 790849103 245.7 7,800.00 X 2 X
ST PAUL COS Common Stock 792860108 905.2 32,918.00 X 2 X
SAKS INC Common Stock 79377W108 38.4 2,528.00 X 2 X
Salem Communications Common Stock 794093104 502.4 19,700.00 X 2 X
Sanmina Corporation Common Stock 800907107 92.9 1,200.00 X 2 X
Santa Fe Snyder Corpo Common Stock 80218K105 50.4 5,600.00 X 2 X
Sapient Corp Common Stock 803062108 5,306.3 56,300.00 X 2 X
SARA LEE Common Stock 803111103 2,790.2 119,050.00 X 2 X
Saville Systems PLC-A Common Stock 805174109 3,582.0 243,880.00 X 2 X
Sawtek Inc. Common Stock 805468105 1,322.3 37,780.00 X 2 X
SCANA CORPORATION Common Stock 805898103 43.5 1,800.00 X 2 X
SCHERING PLOUGH Common Stock 806605101 28,984.5 664,400.00 X 2 X
SCHLUMBERGER LTD Common Stock 806857108 4,682.2 75,140.00 X 2 X
Scholastic Corporatio Common Stock 807066105 45.0 900.00 X 2 X
SCHULMAN A INC Common Stock 808194104 10.4 600.00 X 2 X
SCHWAB (CHARLES) CORP Common Stock 808513105 3,783.1 112,300.00 X 2 X
SCIENTIFIC-ATLANTA Common Stock 808655104 334.5 6,750.00 X 2 X
SEAGATE TECHNOL Common Stock 811804103 992.2 32,200.00 X 2 X
SEAGRAM CO Common Stock 811850106 2,619.9 57,580.00 X 2 X
SEALED AIR CORP Common Stock 81211K100 379.8 7,402.00 X 2 X
SEARS ROEBUCK Common Stock 812387108 1,642.5 52,350.00 X 2 X
SEMPRA ENERGY Common Stock 816851109 691.6 33,229.00 X 2 X
SENSORMATIC ELECTRONI Common Stock 817265101 16.5 1,300.00 X 2 X
SEPRACOR INCORPORATED Common Stock 817315104 45.3 600.00 X 2 X
SEQUA CORPORATION - C Common Stock 817320104 37.8 600.00 X 2 X
SERVICE CORP INT'L Common Stock 817565104 377.1 35,700.00 X 2 X
SHARED MEDICAL SYSTEM Common Stock 819486101 112.2 2,400.00 X 2 X
SHAW INDUSTRIES INC Common Stock 820286102 60.3 3,800.00 X 2 X
SHERWIN-WILLIAMS Common Stock 824348106 352.8 16,850.00 X 2 X
Shire Pharmaceuticals Common Stock 82481R106 106.6 3,700.00 X 2 X
SHOPKO STORES INC Common Stock 824911101 1,080.3 37,250.00 X 2 X
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Siebel Systems Inc. Common Stock 826170102 133.3 2,000.00 X 2 X
Sierra Pacific Resour Common Stock 826428104 1,295.9 58,244.00 X 2 X
Sigma-Aldrich Common Stock 826552101 300.0 9,450.00 X 2 X
SILICON GRAPH Common Stock 827056102 259.8 23,750.00 X 2 X
SIMON PROPERTY GRP IN Common Stock 828806109 2,932.6 130,700.00 X 2 X
Skywest Incorporated Common Stock 830879102 3,348.3 152,630.00 X 2 X
Smart Modular Technol Common Stock 831690102 933.3 27,400.00 X 2 X
SMITH (AO) CORPORATIO Common Stock 831865209 1,391.5 46,000.00 X 2 X
SMITH INTERNATIONAL I Common Stock 832110100 36.5 900.00 X 2 X
SMUCKER (J.M.) CO Common Stock 832696108 33.8 1,600.00 X 2 X
SNYDER COMMUNICATIONS Common Stock 832914105 19.7 1,300.00 X 2 X
SNAP-ON INC Common Stock 833034101 186.9 5,750.00 X 2 X
Software.com Inc. Common Stock 83402P104 162.9 3,800.00 X 2 X
SOLECTRON CORPORATION Common Stock 834182107 2,631.9 36,650.00 X 2 X
SOLUTIA INCORPORATED Common Stock 834376105 35.8 2,000.00 X 2 X
SONAT Common Stock 835415100 390.9 9,850.00 X 2 X
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SonoSite Inc. Common Stock 83568G104 143.7 5,500.00 X 2 X
SOTHEBY'S HOLDINGS CL Common Stock 835898107 25.8 1,000.00 X 2 X
SOUTHDOWN INC Common Stock 841297104 37.5 700.00 X 2 X
SOUTHERN CO Common Stock 842587107 2,426.2 94,220.00 X 2 X
Southtrust Corp. Common Stock 844730101 848.4 23,650.00 X 2 X
SOUTHWEST AIRLINES Common Stock 844741108 1,084.0 71,375.00 X 2 X
Sovereign Banc Common Stock 845905108 29.1 3,200.00 X 2 X
SpeedFam-IPEC Inc. Common Stock 847705100 3.6 300.00 X 2 X
SPIEKER PROPERTIES IN Common Stock 848497103 2,084.7 60,100.00 X 2 X
SPRINGS INDUSTRIES CL Common Stock 851783100 47.5 1,400.00 X 2 X
SPRINT Common Stock 852061100 6,447.6 118,850.00 X 2 X
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Stamps.con Inc. Common Stock 852857101 236.3 6,800.00 X 2 X
Stancorp Financial Gr Common Stock 852891100 507.9 22,700.00 X 2 X
STANDARD PACIFIC CORP Common Stock 85375C101 421.3 41,100.00 X 2 X
STANDARD REGISTER COM Common Stock 853887107 35.3 1,500.00 X 2 X
STANLEY WORKS Common Stock 854616109 362.7 14,400.00 X 2 X
Star Telelcommunicati Common Stock 854923109 63.3 11,717.00 X 2 X
Staples Incorporated Common Stock 855030102 7,913.6 362,800.00 X 2 X
Starbucks Corporation Common Stock 855244109 96.6 3,900.00 X 2 X
STATE STREET CORPORAT Common Stock 857477103 1,560.7 24,150.00 X 2 X
Steel Dynamics Incorp Common Stock 858119100 960.5 61,230.00 X 2 X
Steris Corporation Common Stock 859152100 16.5 1,200.00 X 2 X
Sterling Commerce Inc Common Stock 859205106 31.6 1,700.00 X 2 X
STERLING SOFTWARE INC Common Stock 859547101 30.0 1,500.00 X 2 X
Stewart & Stevenson S Common Stock 860342104 35.4 2,700.00 X 2 X
Stewart Enterprises I Common Stock 860370105 44.3 7,300.00 X 2 X
Stmicroelectron Globa CONV P0 30/36 861012AB8 760.0 950,000.00 X 2 X
STORAGE TECHNOLOGY CO Common Stock 862111200 34.7 1,800.00 X 2 X
STRUCTURAL DYNAMICS R Common Stock 863555108 34.6 2,300.00 X 2 X
STRYKER CORPORATION Common Stock 863667101 107.4 2,100.00 X 2 X
SUIZA FOODS CORPORATI Common Stock 865077101 22.5 600.00 X 2 X
SUMMIT BANCORP Common Stock 866005101 804.5 24,800.00 X 2 X
SUMMIT PROP Common Stock 866239106 1,628.9 81,700.00 X 2 X
Sun Microsystem Common Stock 866810104 37,116.3 399,100.00 X 2 X
SUNGARD DATA SYSTEMS Common Stock 867363103 69.7 2,650.00 X 2 X
SUNOCO INC Common Stock 86764P109 219.0 8,000.00 X 2 X
Sunrise Assist Common Stock 86768K106 3,935.5 148,160.00 X 2 X
SUNTRUST BANKS Common Stock 867914103 2,926.5 44,510.00 X 2 X
SUPERIOR INDUSTRIES I Common Stock 868168105 14.0 500.00 X 2 X
SUPER VALU Common Stock 868536103 367.5 16,850.00 X 2 X
Swift Transportation Common Stock 870756103 867.2 44,050.00 X 2 X
SYBRON INTERNATIONAL Common Stock 87114F106 36,646.81,363,600.00 X 2 X
Sylvan Learning Syste Common Stock 871399101 17.4 900.00 X 2 X
Symantec Corporation Common Stock 871503108 36.0 1,000.00 X 2 X
SYMBOL TECHNOLOGIES I Common Stock 871508107 75.7 2,250.00 X 2 X
Synopsys Common Stock 871607107 9,900.3 176,300.00 X 2 X
SYNOVUS FINANCIAL CO Common Stock 87161C105 484.0 25,900.00 X 2 X
SYSCO CORP Common Stock 871829107 1,591.8 45,400.00 X 2 X
TCF FINANCIAL CORP Common Stock 872275102 70.0 2,450.00 X 2 X
TECO ENERGY INC Common Stock 872375100 73.9 3,500.00 X 2 X
TJX COS Common Stock 872540109 1,952.4 69,575.00 X 2 X
TRW INC Common Stock 872649108 858.2 17,250.00 X 2 X
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TV Guide Inc. Common Stock 87307Q109 12,977.8 331,700.00 X 2 X
TANDY CORP Common Stock 875382103 1,362.0 26,350.00 X 2 X
Tanning Technology Co Common Stock 87588P101 89.3 3,400.00 X 2 X
Targeted Genetics Common Stock 87612M108 35.1 22,012.00 X 2 X
Tech Data Corp Common Stock 878237106 21.0 900.00 X 2 X
Tecumseh Products Com Common Stock 878895200 538.8 10,750.00 X 2 X
TEKTRONIX Common Stock 879131100 137.4 4,100.00 X 2 X
Telcom Semiconductor Common Stock 87921P107 91.8 7,200.00 X 2 X
Telebanc Financial Co Common Stock 87925R109 1.8 80.00 X 2 X
TELEFLEX INCORPORATED Common Stock 879369106 27.7 700.00 X 2 X
TELEPHONE & DATA SYS Common Stock 879433100 115.5 1,300.00 X 2 X
Tellabs Inc Common Stock 879664100 14,345.4 251,950.00 X 2 X
TEMPLE-INLAND Common Stock 879868107 320.7 5,300.00 X 2 X
TENET HEALTH Common Stock 88033G100 1,126.6 64,150.00 X 2 X
TENNECO AUTOMOTIVE IN Common Stock 880349105 394.4 23,200.00 X 2 X
TERADYNE INC Common Stock 880770102 130.4 3,700.00 X 2 X
Terayon Communication Common Stock 880775101 5,027.8 102,870.00 X 2 X
TEXACO Common Stock 881694103 4,906.1 77,720.00 X 2 X
TEXAS INSTRUMEN Common Stock 882508104 24,703.8 300,350.00 X 2 X
TEXAS UTILITIES Common Stock 882848104 10,492.3 281,202.00 X 2 X
TEXTRON Common Stock 883203101 2,069.8 26,750.00 X 2 X
THERMO ELECTRON CORP Common Stock 883556102 200.9 14,950.00 X 2 X
THOMAS & BETTS COMPAN Common Stock 884315102 255.0 5,000.00 X 2 X
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TIDEWATER INCORPORATE Common Stock 886423102 25.5 1,000.00 X 2 X
TIFFANY & COMPANY Common Stock 886547108 89.9 1,500.00 X 2 X
TIME WARNER Common Stock 887315109 27,166.2 447,180.00 X 2 X
TIMES MIRROR - CL A Common Stock 887364107 717.4 10,900.00 X 2 X
TIMKEN CO Common Stock 887389104 87.9 5,450.00 X 2 X
TORCHMARK Common Stock 891027104 314.4 12,150.00 X 2 X
TOSCO CORPORATION Common Stock 891490302 501.2 19,850.00 X 2 X
TOTAL RENAL CAR Common Stock 89151A107 35.0 4,700.00 X 2 X
Tower Automotive Inco Common Stock 891707101 1,010.4 51,000.00 X 2 X
TOYS R US Common Stock 892335100 338.6 22,575.00 X 2 X
Trammell Crow Company Common Stock 89288R106 1,742.4 131,500.00 X 2 X
Transaction Systems A Common Stock 893416107 16.2 600.00 X 2 X
Transwitch Intl Inc Common Stock 894065101 3,864.6 67,800.00 X 2 X
TRICON GLOBAL RESTAUR Common Stock 895953107 947.5 23,146.00 X 2 X
TRIBUNE CO Common Stock 896047107 1,616.9 32,500.00 X 2 X
Tribune Company Conv CONV P4 30/36 896047305 2,196.51,840,000.00 X 2 X
TRIGON HEALTHCARE INC Common Stock 89618L100 40.4 1,400.00 X 2 X
TRINET CORPORATE REAL Common Stock 896287109 1,235.9 51,900.00 X 2 X
TRINITY INDUSTRIES IN Common Stock 896522109 24.7 800.00 X 2 X
Trizec Hahn Corporati Common Stock 896938107 2,020.6 106,700.00 X 2 X
Tropical Sportswear I Common Stock 89708P102 7,240.3 388,740.00 X 2 X
Tuboscope Inc. Common Stock 898600101 3,826.0 307,620.00 X 2 X
Tuesday Morning Corpo Common Stock 899035505 2,422.5 95,940.00 X 2 X
TUPPERWARE Common Stock 899896104 100.2 4,950.00 X 2 X
Tweeter Home Entertai Common Stock 901167106 1,500.6 40,150.00 X 2 X
TYCO INTL LTD Common Stock 902124106 80,765.6 782,233.00 X 2 X
TYSON FOODS INC - CL Common Stock 902494103 82.2 5,000.00 X 2 X
UBS AG Stamford Conv CONV P2 30/36 90261AAA0 1,770.02,000,000.00 X 2 X
UCAR INTL INCORPORATE Common Stock 90262K109 18.3 800.00 X 2 X
UST Corporation Common Stock 902900109 370.5 12,050.00 X 2 X
USX-MARATHON OI Common Stock 902905827 1,657.0 56,650.00 X 2 X
UST INC Common Stock 902911106 778.8 25,800.00 X 2 X
US BANCORP Common Stock 902973106 3,013.1 99,814.00 X 2 X
USG Corporation Common Stock 903293405 42.8 900.00 X 2 X
U.S. Foodservice Common Stock 90331R101 15,265.8 848,100.00 X 2 X
USX U.S. STEEL Common Stock 90337T101 540.8 21,000.00 X 2 X
UTI Energy Corp. Common Stock 903387108 754.2 38,800.00 X 2 X
Ultimate Electronics Common Stock 903849107 1,728.1 110,600.00 X 2 X
ULTRAMAR DIAMOND SHAM Common Stock 904000106 63.8 2,500.00 X 2 X
UNIFI INCORPORATED Common Stock 904677101 12.1 1,100.00 X 2 X
Unilever NV Common Stock 904784709 5,348.8 78,515.00 X 2 X
UNICOM CORP Common Stock 904911104 1,824.7 49,400.00 X 2 X
Union Carbide Corpora Common Stock 905581104 1,059.6 18,650.00 X 2 X
UNION PACIFIC Common Stock 907818108 7,499.4 156,035.00 X 2 X
UNION PACIF RES Common Stock 907834105 359.8 22,400.00 X 2 X
UNION PLANTERS CORPOR Common Stock 908068109 841.5 20,650.00 X 2 X
Unisys Corporation Common Stock 909214108 22,560.2 499,950.00 X 2 X
UNITED DOMINION IND Common Stock 909914103 897.7 37,799.00 X 2 X
UNITED HEALTH Common Stock 910581107 1,251.3 25,700.00 X 2 X
US CELLULAR CORP CONV CONV P0 30/36 911684AA6 3,781.25,990,000.00 X 2 X
USAIR GROUP Common Stock 911905107 166.7 6,350.00 X 2 X
US WEST INC Common Stock 91273H101 3,931.7 68,901.00 X 2 X
UNITED TECH Common Stock 913017109 4,555.2 76,800.00 X 2 X
United Therapeutics C Common Stock 91307C102 3,467.0 120,070.00 X 2 X
Unitrin Inc. Common Stock 913275103 69.5 2,000.00 X 2 X
UNIVERSAL CORPORATION Common Stock 913456109 15.7 600.00 X 2 X
UNIVERSAL FOODS CORP Common Stock 913538104 20.6 900.00 X 2 X
Univision Communicati Common Stock 914906102 179.0 2,200.00 X 2 X
UNOCAL Common Stock 915289102 1,428.8 38,550.00 X 2 X
UNUMProvident Corpora Common Stock 91529Y106 952.0 32,340.00 X 2 X
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URBAN SHOP CTRS Common Stock 917060105 1,073.0 37,000.00 X 2 X
UROCOR INCORPORATED Common Stock 91727P105 12.2 2,983.00 X 2 X
UTILICORP UNITED INC Common Stock 918005109 34.8 1,650.00 X 2 X
VF CORP Common Stock 918204108 632.4 20,400.00 X 2 X
VALERO ENERGY CORPORA Common Stock 91913Y100 19.3 1,000.00 X 2 X
Valley Media Inc. Common Stock 91972C106 12.2 1,020.00 X 2 X
VARCO INTERNATIONAL I Common Stock 922126107 14.6 1,200.00 X 2 X
Ventiv Health Incorpo Common Stock 922793104 4.3 433.00 X 2 X
VERITAS Software Corp Common Stock 923436109 2,278.1 30,000.00 X 2 X
VERITAS DGC INC. Common Stock 92343P107 86.6 4,500.00 X 2 X
VIACOM CL B Common Stock 925524308 4,067.0 96,260.00 X 2 X
Viatel Incorporated Common Stock 925529208 195.1 6,600.00 X 2 X
VIAD CORPORAITON Common Stock 92552R109 53.1 1,800.00 X 2 X
Vignette Corporation Common Stock 926734104 162.9 1,800.00 X 2 X
VISHAY INTERTECHNOLOG Common Stock 928298108 1,512.9 63,700.00 X 2 X
VISX Incorporated Common Stock 92844S105 110.7 1,400.00 X 2 X
Vitesse Semiconductor Common Stock 928497106 5,020.1 58,800.00 X 2 X
Vitria Technology Inc Common Stock 92849Q104 136.0 3,700.00 X 2 X
VLASIC FOODS INT'L Common Stock 928559103 4.9 700.00 X 2 X
Vodafone AirTouch PLC Common Stock 92857T107 8,761.1 36,850.00 X 2 X
VoiceStream Wireless Common Stock 928615103 1,789.8 29,000.00 X 2 X
VULCAN MATERIALS COMP Common Stock 929160109 496.3 13,550.00 X 2 X
WICOR INC Common Stock 929253102 1,694.3 58,300.00 X 2 X
WPS RESOURCES CORP Common Stock 92931B106 1,185.6 42,250.00 X 2 X
WACHOVIA CORP Common Stock 929771103 2,146.5 27,300.00 X 2 X
WAL-MART STORES Common Stock 931142103 70,725.91,487,010.00 X 2 X
WALGREEN Common Stock 931422109 3,476.1 136,990.00 X 2 X
Wallace Computer Serv Common Stock 932270101 14.2 700.00 X 2 X
WARNACO GROUP CL-A Common Stock 934390105 18.3 1,000.00 X 2 X
WARNER LAMBERT Common Stock 934488107 19,703.4 296,850.00 X 2 X
WASHINGTON GAS LIGHT Common Stock 938837101 21.7 800.00 X 2 X
WASHINGTON MUTUAL INC Common Stock 939322103 3,987.3 136,319.00 X 2 X
WASHINGTON POST CL B Common Stock 939640108 102.1 200.00 X 2 X
WASTE MANAGEMENT INC Common Stock 94106L109 1,600.2 83,125.00 X 2 X
Waters Corporation Common Stock 941848103 78.7 1,300.00 X 2 X
WATSCO INCORPORATED Common Stock 942622200 424.3 37,300.00 X 2 X
WATSON PHARMACEUTICAL Common Stock 942683103 395.8 12,950.00 X 2 X
WATTS INDUSTRIES INC Common Stock 942749102 37.0 1,700.00 X 2 X
WAUSAU-MOSINEE PAPER Common Stock 943315101 34.0 2,800.00 X 2 X
WEATHERFORD INTL INC Common Stock 947074100 66.7 2,085.00 X 2 X
Webster Financial Cor Common Stock 947890109 25.5 1,000.00 X 2 X
WELLMAN INC Common Stock 949702104 10.8 600.00 X 2 X
WELLPOINT HEALTH NETW Common Stock 94973H108 1,125.8 19,750.00 X 2 X
Wells Fargo & Company Common Stock 949746101 22,458.3 566,770.00 X 2 X
WENDY'S INTL Common Stock 950590109 292.8 11,100.00 X 2 X
Westamerica Bancorpor Common Stock 957090103 21.2 700.00 X 2 X
Western Wireless Corp Common Stock 95988E204 3,223.8 71,890.00 X 2 X
WESTINGHOUSE AIR BRAK Common Stock 960386100 560.2 30,800.00 X 2 X
WestPoint Stevens Inc Common Stock 961238102 23.6 1,000.00 X 2 X
WESTVACO CORP Common Stock 961548104 228.1 8,900.00 X 2 X
WEYERHAEUSER CO Common Stock 962166104 1,573.2 27,300.00 X 2 X
Whirlpool Corporation Common Stock 963320106 836.0 12,800.00 X 2 X
Whitman Corporation Common Stock 96647R107 44.2 3,100.00 X 2 X
WILLAMETTE IND Common Stock 969133107 491.6 11,400.00 X 2 X
WILLIAMS CO Common Stock 969457100 2,396.9 64,025.00 X 2 X
Wilmington Trust Corp Common Stock 971807102 29.1 600.00 X 2 X
WINN-DIXIE STOR Common Stock 974280109 434.9 14,650.00 X 2 X
Wisconsin Central Tra Common Stock 976592105 12.3 900.00 X 2 X
WISCONSIN ENERGY CORP Common Stock 976657106 49.2 2,100.00 X 2 X
Worthington Industrie Common Stock 981811102 136.9 8,050.00 X 2 X
WRIGLEY (WM) JR Common Stock 982526105 1,101.0 16,000.00 X 2 X
Xilinx Inc. Common Stock 983919101 226.1 3,450.00 X 2 X
XEROX Common Stock 984121103 3,810.0 90,850.00 X 2 X
XEROX CORP CONVERTIBL CONV P2 30/36 984121BB8 1,874.33,400,000.00 X 2 X
Yesmail.com Inc. Common Stock 98583Q101 103.1 9,700.00 X 2 X
YORK INTERNATIONAL CO Common Stock 986670107 25.2 700.00 X 2 X
ZALE CORPORATION Common Stock 988858106 1,176.2 30,700.00 X 2 X
Zamba Corp Common Stock 988881108 83.1 39,125.00 X 2 X
Zions Bancorporation Common Stock 989701107 93.7 1,700.00 X 2 X
Zonagen Inc. Common Stock 98975L108 159.8 54,391.00 X 2 X
Leica Geosystems Fina CONV P2 30/36 5707674 141.2 140,000.00 X 2 X
Amdocs Limited Common Stock G02602103 7,457.1 355,100.00 X 2 X
Global Crossing Ltd. Common Stock G3921A100 2,778.5 104,850.00 X 2 X
TOM HILFIGER Common Stock G8915Z102 3,794.0 134,600.00 X 2 X
TRANSOCEAN OFFSHORE I Common Stock G90076103 79.6 2,600.00 X 2 X
Galileo Technology Lt Common Stock M47298100 2,543.0 101,720.00 X 2 X
ORBOTECH LTD Common Stock M75253100 12,299.5 198,780.00 X 2 X
GRAND TOTAL ( 1324 items ) 5,081,649.60,162,916.02
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