UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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 8/13/1999
- ---------------------------- ----------------------- -------------
[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 1,096.8 53,500.00 X 2 X
ADC Telecommunication Common Stock 000886101 7,244.4 159,000.00 X 2 X
AFLAC INC Common Stock 001055102 1,766.6 36,900.00 X 2 X
AGCO CORPORATION Common Stock 001084102 21.5 1,900.00 X 2 X
AGL RESOURCES INC Common Stock 001204106 22.1 1,200.00 X 2 X
AES CORPORATION Common Stock 00130H105 23,525.8 404,745.00 X 2 X
AK STEEL HOLDING CORP Common Stock 001547108 15.8 700.00 X 2 X
AMR CORP Common Stock 001765106 1,617.5 23,700.00 X 2 X
AT&T CORP Common Stock 001957109 54,104.3 969,394.00 X 2 X
Abacus Direct Corpora Common Stock 002553105 82.4 900.00 X 2 X
ABBOTT LABS Common Stock 002824100 13,698.2 301,060.00 X 2 X
Abercrombie & Fitch C Common Stock 002896207 9,388.8 195,600.00 X 2 X
Abgenix, Inc. Common Stock 00339B107 97.4 4,900.00 X 2 X
Accredo Health, Incor Common Stock 00437V104 55.7 1,700.00 X 2 X
ACNIELSEN CORPORATION Common Stock 004833109 24.2 800.00 X 2 X
ACUSON CORPORATION Common Stock 005113105 22.3 1,300.00 X 2 X
Acxiom Corporation Common Stock 005125109 14,192.4 569,120.00 X 2 X
Associated British Po Foreign Stock 0056434 0.0 0.00 X 2 X
AdForce, Inc. Common Stock 006867105 0.0 0.00 X 2 X
Adobe Systems Incorpo Common Stock 00724F101 476.5 5,800.00 X 2 X
ADVANCED FIBRE COMMUN Common Stock 00754A105 412.0 26,370.00 X 2 X
Bank of Scotland Ord Foreign Stock 0076454 334.1 40,300.00 X 2 X
Aerial Communications Common Stock 007655103 3,755.7 278,200.00 X 2 X
AEROQUIP-VICKERS INC Common Stock 007869100 0.0 0.00 X 2 X
ADVANCED MICRO Common Stock 007903107 251.1 13,900.00 X 2 X
ADVANTUS MORTGAGE SEC Common Stock 007963101 0.0 572,399.92 X 2 X
ADVANTUS BOND FUND, I Common Stock 007965106 0.0 341,587.00 X 2 X
ADVANTUS ENTERPRISE F Common Stock 007966104 0.0 2,207,793.00 X 2 X
ADVANTUS CORNERSTONE Common Stock 007967102 0.0 2,242,191.78 X 2 X
ADVANTUS INTERNATIONA Common Stock 007968100 31,359.9 2,646,406.22 X 2 X
AETNA INC Common Stock 008117103 1,772.1 19,814.00 X 2 X
Affiliated Computer S Common Stock 008190100 30.4 600.00 X 2 X
AGOURON PHARMACEUTICA Common Stock 008488108 0.0 0.00 X 2 X
AIR PRODS & CHE Common Stock 009158106 1,372.5 34,100.00 X 2 X
Airborne Freight Corp Common Stock 009266107 4,532.7 163,710.00 X 2 X
AIRGAS, INCORPORATED Common Stock 009363102 14.7 1,200.00 X 2 X
AIRTOUCH COMM Common Stock 00949T100 0.0 0.00 X 2 X
ALASKA AIRGROUP INC Common Stock 011659109 20.9 500.00 X 2 X
ALBANY INT CORP Common Stock 012348108 23.0 1,107.00 X 2 X
Albany Molecular Rese Common Stock 012423109 68.4 2,300.00 X 2 X
ALBEMARLE CORPORATION Common Stock 012653101 23.1 1,000.00 X 2 X
ALBERTO-CULVER Common Stock 013068101 141.1 5,300.00 X 2 X
ALBERTSONS Common Stock 013104104 3,042.0 58,996.00 X 2 X
British Land Company Foreign Stock 0136701 0.0 0.00 X 2 X
ALCAN ALUM Common Stock 013716105 1,040.4 32,575.00 X 2 X
Alcoa Incorporated Common Stock 013817101 3,149.4 50,900.00 X 2 X
BP AMOCO Foreign Stock 0138495 536.2 47,200.00 X 2 X
Alexander & Baldwin I Common Stock 014482103 11.1 500.00 X 2 X
BG Plc/Transco Intern Foreign Stock 0154219 147.5 38,000.00 X 2 X
Algos Pharmaceutidcal Common Stock 015869100 123.6 5,600.00 X 2 X
Aliant Communications Common Stock 016090102 23.1 500.00 X 2 X
Cable and Wire Commun Foreign Stock 0163787 129.1 21,100.00 X 2 X
Alkermes Inc. Common Stock 01642T108 64.8 2,800.00 X 2 X
Sema Group PLC Ord Foreign Stock 0172857 314.0 51,350.00 X 2 X
ALLEGHENY ENERGY INC Common Stock 017361106 54.5 1,700.00 X 2 X
ALLEGHENY TELED Common Stock 017415100 729.9 32,262.00 X 2 X
ALLERGAN, INC Common Stock 018490102 1,110.0 10,000.00 X 2 X
Alliant Energy Corpor Common Stock 018802108 28.4 1,000.00 X 2 X
ALLIED SIGNAL Common Stock 019512102 4,819.5 76,500.00 X 2 X
ALLIED WASTE INDUSTRI Common Stock 019589308 53.3 2,700.00 X 2 X
Allmerica Financial C Common Stock 019754100 54.7 900.00 X 2 X
Alloy Online, Inc. Common Stock 019855105 49.2 4,300.00 X 2 X
ALLSTATE CORP Common Stock 020002101 4,126.3 115,018.00 X 2 X
ALLTEL CORPORATION Common Stock 020039103 3,167.5 44,300.00 X 2 X
Alpha Industries Inc Common Stock 020753109 6,58 8.9 138,350.00 X 2 X
Altera Corporation Common Stock 021441100 106.8 2,900.00 X 2 X
ALZA CORP Common Stock 022615108 788.6 15,500.00 X 2 X
AMBAC FINANCIAL GROUP Common Stock 023139108 62.8 1,100.00 X 2 X
AMERADA HESS Common Stock 023551104 565.3 9,500.00 X 2 X
AMEREN CORPORATION Common Stock 023608102 709.9 18,500.00 X 2 X
AMERICA ONLINE INC Common Stock 02364J104 50,465.4 456,700.00 X 2 X
AMER ELEC PWR Common Stock 025537101 1,115.6 29,700.00 X 2 X
American Express Comp Common Stock 025816109 18,087.4 139,000.00 X 2 X
AMERICAN EXPRESS CRED CONV P2 30/36 025818CJ2 1,613.01,340,000.00 X 2 X
AMERICAN FINANCIAL GR Common Stock 025932104 23.8 700.00 X 2 X
AMER GENERAL CORP Common Stock 026351106 2,557.7 33,933.00 X 2 X
AMERICAN GREETINGS CO Common Stock 026375105 192.8 6,400.00 X 2 X
AMER HOME PROD Common Stock 026609107 21,928.2 381,360.00 X 2 X
AMER INTL GROUP Common Stock 026874107 64,475.7 550,780.00 X 2 X
Nycomed Amersham Ord Foreign Stock 0274753 394.7 89,000.00 X 2 X
American Power Conver Common Stock 029066107 68.4 3,400.00 X 2 X
AMERICAN STANDARD COM Common Stock 029712106 48.0 1,000.00 X 2 X
American Stores Co. Common Stock 030096101 0.0 0.00 X 2 X
AMER WATER WORKS Common Stock 030411102 40.0 1,300.00 X 2 X
American Woodmark Cor Common Stock 030506109 546.4 15,500.00 X 2 X
American Xtal Technol Common Stock 030514103 45.2 1,900.00 X 2 X
Amerin Corporation Common Stock 03070X106 0.0 0.00 X 2 X
Amerisource Health Co Common Stock 03071P102 0.0 0.00 X 2 X
AMERUS LIFE HOLDINGS, Common Stock 030732101 280.8 10,400.00 X 2 X
Ames Department Store Common Stock 030789507 866.9 19,000.00 X 2 X
AMERITECH Common Stock 030954101 11,180.8 152,120.00 X 2 X
AMETEK INCORPORATED Common Stock 031100100 20.7 900.00 X 2 X
Amgen Inc. Common Stock 031162100 4,273.4 70,200.00 X 2 X
AMP INC Common Stock 031897101 0.0 0.00 X 2 X
Amsouth Bancorporatio Common Stock 032165102 380.3 16,400.00 X 2 X
ANADARKO PETROLEUM CO Common Stock 032511107 706.8 19,200.00 X 2 X
Anadigics Inc Common Stock 032515108 7,596.1 205,300.00 X 2 X
ANALOG DEVICES INC Common Stock 032654105 120.5 2,400.00 X 2 X
FKI Ord Foreign Stock 0329459 0.0 0.00 X 2 X
Ancor Communications, Common Stock 03332K108 2,722.7 84,100.00 X 2 X
Andrew Corporation Common Stock 034425108 375.0 19,800.00 X 2 X
Anesta Corporation Common Stock 034603100 77.7 3,800.00 X 2 X
ANHEUSER-BUSCH Common Stock 035229103 9,569.1 134,895.00 X 2 X
AnnTaylor Stores Corp Common Stock 036115103 209.1 4,700.00 X 2 X
General Electric Comp Foreign Stock 0365334 168.8 26,300.00 X 2 X
ANTEC Corporation Common Stock 03664P105 798.4 24,900.00 X 2 X
AON CORPORATION Common Stock 037389103 4,382.2 106,235.00 X 2 X
APACHE CORP Common Stock 037411105 393.9 10,100.00 X 2 X
APARTMENT INVESTMENT Common Stock 03748R101 5,454.0 127,580.00 X 2 X
APOLLO GROUP INCORPOR Common Stock 037604105 23.9 900.00 X 2 X
Apple Computer Common Stock 037833100 1,982.2 42,800.00 X 2 X
APRIA HEALTHCARE GROU Common Stock 037933108 15.3 900.00 X 2 X
Applied Materials Inc Common Stock 038222105 3,834.1 51,900.00 X 2 X
Applied Micro Circuit Common Stock 03822W109 271.4 3,300.00 X 2 X
Aptargroup Incorporat Common Stock 038336103 1,002.0 33,400.00 X 2 X
ARCHER-DANIELS Common Stock 039483102 1,260.7 81,664.25 X 2 X
ARCHSTONE COMMUNITIES Common Stock 039581103 3,286.2 149,800.00 X 2 X
ARDEN REALTY GROUP IN Common Stock 039793104 1,590.8 64,600.00 X 2 X
Argosy Education Grou Common Stock 040222101 44.8 5,600.00 X 2 X
ARMSTRONG WRLD Common Stock 042476101 346.9 6,000.00 X 2 X
ARNOLD INDUSTRIES INC Common Stock 042595108 20.1 1,300.00 X 2 X
ARROW ELECTRONICS INC Common Stock 042735100 22.8 1,200.00 X 2 X
ARVIN INDUSTRIES INC Common Stock 043339100 511.3 13,500.00 X 2 X
ASA HOLDINGS INCORPOR Common Stock 04338Q107 0.0 0.00 X 2 X
ASARCO INC Common Stock 043413103 64.0 3,400.00 X 2 X
ASCEND COMMUN Common Stock 043491109 0.0 0.00 X 2 X
ASHLAND INC Common Stock 044204105 296.9 7,400.00 X 2 X
Aspect Development, I Common Stock 045234101 0.0 0.00 X 2 X
ASSET INVESTORS CORPO Common Stock 04541W107 857.4 57,400.00 X 2 X
Imperial Tobacco Ord Foreign Stock 0454492 381.2 55,000.00 X 2 X
ASSOCIATED BANC-CORP Common Stock 045487105 48.8 1,175.00 X 2 X
ASSOC FIRST CAPITAL - Common Stock 046008108 4,551.4 102,712.00 X 2 X
Astoria Financial Cor Common Stock 046265104 30.8 700.00 X 2 X
Atlantic Coast Airlin Common Stock 048396105 0.0 0.00 X 2 X
ATLANTIC RICH Common Stock 048825103 6,451.0 77,200.00 X 2 X
ATMEL CORPORATION Common Stock 049513104 44.5 1,700.00 X 2 X
AUTODESK, INC Common Stock 052769106 153.7 5,200.00 X 2 X
AUTO DATA PROC Common Stock 053015103 24,459.6 555,900.00 X 2 X
Lasmo plc Foreign Stock 0531696 0.0 0.00 X 2 X
AUTOZONE Common Stock 053332102 641.7 21,300.00 X 2 X
Avalonbay Communities Common Stock 053484101 4,416.0 119,350.00 X 2 X
AVERY DENNISON Common Stock 053611109 1,032.4 17,100.00 X 2 X
Avid Technology, Inc. Common Stock 05367P100 51.6 3,200.00 X 2 X
AVIS RENT A CAR INC Common Stock 053790101 0.0 0.00 X 2 X
AVNET, INC Common Stock 053807103 23.3 500.00 X 2 X
AVON PRODUCTS Common Stock 054303102 2,009.1 36,200.00 X 2 X
BB&T CORPORATION Common Stock 054937107 1,621.6 44,200.00 X 2 X
BISYS Common Stock 055472104 9,319.1 159,300.00 X 2 X
BJ SERVICES CO Common Stock 055482103 32.4 1,100.00 X 2 X
BJ'S WHOLESALE CLUB I Common Stock 05548J106 30.1 1,000.00 X 2 X
BP AMOCO PLC Common Stock 055622104 770.4 7,100.00 X 2 X
BMC Software, Inc. Common Stock 055921100 31,028.4 574,600.00 X 2 X
BAKER HUGHES Common Stock 057224107 1,538.3 45,920.00 X 2 X
BALL CORP Common Stock 058498106 118.3 2,800.00 X 2 X
BANDAG INC Common Stock 059815100 13.9 400.00 X 2 X
Bank of America Corpo Common Stock 060505104 36,229.9 494,184.00 X 2 X
Nat West Bank Group O Foreign Stock 0625395 135.7 10,100.00 X 2 X
BANK NEW YORK Common Stock 064057102 6,625.2 180,585.00 X 2 X
BANK ONE CORP Common Stock 06423A103 18,671.1 313,470.00 X 2 X
BANKBOSTON CORPORATIO Common Stock 06605R106 2,340.2 45,775.00 X 2 X
BANKERS TRUST Common Stock 066365107 0.0 0.00 X 2 X
BANKNORTH GROUP, INCO Common Stock 06646L100 686.4 20,800.00 X 2 X
Banta Corporation Common Stock 066821109 0.0 0.00 X 2 X
BARD (C.R.) Common Stock 067383109 215.2 4,500.00 X 2 X
BARNES & NOBLE INC Common Stock 067774109 27.4 1,000.00 X 2 X
BARRICK GOLD Common Stock 067901108 1,098.6 56,700.00 X 2 X
BARRINGER TECHNOLOGIE Common Stock 068509603 0.0 0.00 X 2 X
BATTLE MOUNTAIN GOLD Common Stock 071593107 49.7 20,400.00 X 2 X
BAUSCH & LOMB Common Stock 071707103 413.1 5,400.00 X 2 X
BAXTER INT'L Common Stock 071813109 2,414.1 39,820.00 X 2 X
Vodafone Ord Foreign Stock 0719210 425.1 33,900.00 X 2 X
BE AEROSPACE INC Common Stock 073302101 392.4 21,000.00 X 2 X
Granada Group PLC Foreign Stock 0734945 400.3 33,805.00 X 2 X
BEAR STEARNS COMPANIE Common Stock 073902108 484.3 10,360.00 X 2 X
BECKMAN COULTER INCOR Common Stock 075811109 24.3 500.00 X 2 X
BECTON DICKINSON Common Stock 075887109 1,029.0 34,300.00 X 2 X
BED BATH & BEYOND INC Common Stock 075896100 80.9 2,100.00 X 2 X
BELL ATLANTIC Common Stock 077853109 23,444.0 358,608.00 X 2 X
BELL ATLANTIC FINANCI CONV P2 30/36 07785GAC4 1,732.31,690,000.00 X 2 X
BELLSOUTH Common Stock 079860102 22,314.1 476,035.00 X 2 X
BELO [A.H.] SER A Common Stock 080555105 43.3 2,200.00 X 2 X
BTR Siebe PLC Ord Foreign Stock 0807041 401.2 133,500.00 X 2 X
BEMIS COMPANY Common Stock 081437105 326.0 8,200.00 X 2 X
Bergen Brunswig Corp. Common Stock 083739102 285.0 16,520.00 X 2 X
BERKSHIRE HATHAWAY IN Common Stock 084670108 -0.0 -0.00 X 2 X
Berkshire Hathaway In Common Stock 084670207 0.0 0.00 X 2 X
BEST BUY INC Common Stock 086516101 877.5 13,000.00 X 2 X
BESTFOODS Common Stock 08658U101 1,940.4 39,200.00 X 2 X
BETHLEHEM STEEL Common Stock 087509105 210.6 27,400.00 X 2 X
BEVERLY ENTERPRISES I Common Stock 087851309 14.5 1,800.00 X 2 X
BINDVIEW DEVELOPMENT Common Stock 090327107 225.6 9,500.00 X 2 X
BIOGEN INC Common Stock 090597105 154.4 2,400.00 X 2 X
BIOMET, INC Common Stock 090613100 727.4 18,300.00 X 2 X
Biosite Diagnostics I Common Stock 090945106 137.0 13,534.00 X 2 X
BLACK & DECKER Common Stock 091797100 820.6 13,000.00 X 2 X
BLACK HILLS CORPORATI Common Stock 092113109 27.8 1,200.00 X 2 X
BLOCK (H & R) Common Stock 093671105 6,758.8 135,175.00 X 2 X
Blyth Industries, Inc Common Stock 09643P108 27.5 800.00 X 2 X
BOB EVANS FARMS Common Stock 096761101 783.1 39,400.00 X 2 X
BOEING Common Stock 097023105 5,974.9 135,216.00 X 2 X
BOISE CASCADE Common Stock 097383103 394.1 9,166.00 X 2 X
BORDERS GROUP Common Stock 099709107 11.1 700.00 X 2 X
BORG-WARNER AUTOMOTIV Common Stock 099724106 22.0 400.00 X 2 X
BOSTON PROPERTIES INC Common Stock 101121101 1,395.5 38,900.00 X 2 X
BOSTON SCIENT Common Stock 101137107 17,698.0 402,800.00 X 2 X
Bottomline Technologi Common Stock 101388106 0.0 0.00 X 2 X
BOWATER INC Common Stock 102183100 37.8 800.00 X 2 X
BRIGGS & STRATTON Common Stock 109043109 127.1 2,200.00 X 2 X
BRINKER INTERNATIONAL Common Stock 109641100 29.9 1,100.00 X 2 X
BRISTOL MYERS SQUIBB Common Stock 110122108 63,765.0 905,270.00 X 2 X
BROADVISION INC Common Stock 111412102 177.0 2,400.00 X 2 X
BROWN-FORMAN Common Stock 115637209 638.8 9,800.00 X 2 X
BROWNING-FERRIS Common Stock 115885105 980.4 22,800.00 X 2 X
BRUNSWICK CORP Common Stock 117043109 236.9 8,500.00 X 2 X
BUFFETS INCORPORATED Common Stock 119882108 20.7 1,800.00 X 2 X
BURLINGTON INDUSTRIES Common Stock 121693105 15.4 1,700.00 X 2 X
BURLINGTON NO Common Stock 12189T104 2,137.8 68,962.00 X 2 X
BURLINGTON RES Common Stock 122014103 1,057.9 24,459.00 X 2 X
Cais Internet Inc Common Stock 12476Q102 0.0 0.00 X 2 X
CCB FINANCIAL CORPORA Common Stock 124875105 37.0 700.00 X 2 X
CBRL GROUP INC Common Stock 12489V106 10.4 600.00 X 2 X
CBS CORPORATION Common Stock 12490K107 15,919.8 366,500.00 X 2 X
CIGNA CORP Common Stock 125509109 3,468.3 38,970.00 X 2 X
Cleco Corporation Common Stock 12561W105 27.3 900.00 X 2 X
CMGI Inc. Common Stock 125750109 0.0 0.00 X 2 X
CMP GROUP INC Common Stock 125887109 13.1 500.00 X 2 X
CMS ENERGY CORPORATIO Common Stock 125896100 644.9 15,400.00 X 2 X
CSK Auto Corporation Common Stock 125965103 4,943.7 183,100.00 X 2 X
CNF TRANSPORTATION IN Common Stock 12612W104 19.2 500.00 X 2 X
CSX CORP Common Stock 126408103 1,549.7 34,200.00 X 2 X
CVS CORPORATION Common Stock 126650100 12,571.6 245,900.00 X 2 X
CABLETRON Common Stock 126920107 198.9 15,300.00 X 2 X
CABOT CORPORATION Common Stock 127055101 21.8 900.00 X 2 X
CABOT INDUSTRIAL TRUS Common Stock 127072106 0.0 0.00 X 2 X
CADENCE DESIGN SYSTEM Common Stock 127387108 57.4 4,500.00 X 2 X
CALLAWAY GOLF COMPANY Common Stock 131193104 14.6 1,000.00 X 2 X
CAMBREX CORP Common Stock 132011107 7,930.1 302,098.00 X 2 X
CAMBRIDGE TECH PARTNE Common Stock 132524109 31.6 1,800.00 X 2 X
CAMDEN PROPERTY TRUST Common Stock 133131102 910.2 32,800.00 X 2 X
CAMPBELL SOUP Common Stock 134429109 2,798.3 60,340.00 X 2 X
CAPITAL ONE FINANCIAL Common Stock 14040H105 1,531.4 27,500.00 X 2 X
CARDINAL HEALTH Common Stock 14149Y108 14,768.0 230,300.00 X 2 X
Career Education Corp Common Stock 141665109 40.6 1,200.00 X 2 X
Careerbuilder, Inc. Common Stock 141684100 51.2 3,900.00 X 2 X
CAREY INTERNATIONAL I Common Stock 141750109 41.9 1,700.00 X 2 X
CARLISLE COMPANIES Common Stock 142339100 14.4 300.00 X 2 X
CARNIVAL CORPORATION Common Stock 143658102 41,273.5 851,000.00 X 2 X
CARRIAGE SERVICES INC Common Stock 143905107 0.0 0.00 X 2 X
CAROLINA P & L Common Stock 144141108 1,061.8 24,800.00 X 2 X
CARPENTER TECHNOLOGY Common Stock 144285103 14.3 500.00 X 2 X
CARRAMERICA REA Common Stock 144418100 2,870.0 114,800.00 X 2 X
CARTER-WALLACE INC Common Stock 146285101 21.8 1,200.00 X 2 X
CASE CORP Common Stock 14743R103 6,058.2 125,885.00 X 2 X
CATELLUS DEVELOPEMENT Common Stock 149111106 4,025.4 259,700.00 X 2 X
CATERPILLAR INC Common Stock 149123101 2,958.0 49,300.00 X 2 X
CAVANAUGHS HOSPITALIT Common Stock 149564106 0.0 0.00 X 2 X
CELGENE CORPORATION Common Stock 151020104 72.0 4,100.00 X 2 X
CENDANT CORPORTION Common Stock 151313103 31,801.11,551,271.00 X 2 X
CENTEX CORP Common Stock 152312104 560.6 14,925.00 X 2 X
CENTOCOR INC Common Stock 152342101 46.6 1,000.00 X 2 X
CENTOCOR INC SUB DEBE CONV P2 30/36 152342AE1 1,082.8 970,000.00 X 2 X
CENTRAL & SO WEST Common Stock 152357109 701.3 30,000.00 X 2 X
Central Garden & Pet Common Stock 153527106 0.0 0.00 X 2 X
Central Parking Corpo Common Stock 154785109 1,000.1 29,200.00 X 2 X
CenturyTel Incorporat Common Stock 156700106 822.8 20,700.00 X 2 X
Ceridian Corporation Common Stock 15677T106 869.5 26,600.00 X 2 X
CETUS (CHIRON) CORP C CONV P1 30/36 4185895 708.8 720,000.00 X 2 X
CHAMPION INTERNATIONA Common Stock 158525105 761.2 15,900.00 X 2 X
CHARTER ONE FIN Common Stock 160903100 63.6 2,286.00 X 2 X
CHASE MANHATTAN Common Stock 16161A108 18,136.2 209,365.00 X 2 X
CHESAPEAKE CORPORATIO Common Stock 165159104 22.5 600.00 X 2 X
Chevron Corporation Common Stock 166751107 14,478.2 152,102.37 X 2 X
CHIQUITA BRANDS INTER Common Stock 170032106 0.0 0.00 X 2 X
CHIREX INC Common Stock 170038103 151.0 4,700.00 X 2 X
CHIRON CORPORAITON Common Stock 170040109 58.1 2,800.00 X 2 X
CHRIS-CRAFT INDUSTRIE Common Stock 170520100 19.7 418.00 X 2 X
CHUBB CORPORATION Common Stock 171232101 1,584.6 22,800.00 X 2 X
CHURCH & DWIGHT COMPA Common Stock 171340102 13.1 300.00 X 2 X
CIENA CORPORATION Common Stock 171779101 559.2 28,316.00 X 2 X
CINCINNATI BELL Common Stock 171870108 59.9 2,400.00 X 2 X
CINCINNATI FINANCIAL Common Stock 172062101 826.4 22,000.00 X 2 X
CINERGY Common Stock 172474108 682.0 21,312.00 X 2 X
CIRCUIT CITY Common Stock 172737108 1,348.5 14,500.00 X 2 X
CIRRUS LOGIC INC Common Stock 172755100 31.1 3,500.00 X 2 X
CISCO SYSTEMS Common Stock 17275R102 97,430.51,510,550.00 X 2 X
CINTAS CORPORATION Common Stock 172908105 107.5 1,600.00 X 2 X
CITIGROUP INC Common Stock 172967101 37,614.1 791,875.00 X 2 X
CITRIX SYSTEMS INCORP Common Stock 177376100 73.5 1,300.00 X 2 X
CITY NATIONAL CORPORA Common Stock 178566105 22.5 600.00 X 2 X
CLAIRES STORES INC Common Stock 179584107 17.9 700.00 X 2 X
CLAYTON HOMES INC Common Stock 184190106 20.0 1,750.00 X 2 X
CLEAR CHANNEL COMMUNI Common Stock 184502102 9,041.6 131,157.00 X 2 X
CLEAR CHANNEL COMMUNI CONV P2 30/36 184502AB8 2,694.52,130,000.00 X 2 X
CLOROX CO Common Stock 189054109 1,687.6 15,800.00 X 2 X
COASTAL CORP Common Stock 190441105 1,476.0 36,900.00 X 2 X
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Hudson United Bancorp Common Stock 444165104 937.1 30,600.00 X 2 X
HUMANA Common Stock 444859102 207.0 16,000.00 X 2 X
Hunt (JB) Transport S Common Stock 445658107 6.5 400.00 X 2 X
Huntington Bancshares Common Stock 446150104 1,025.9 29,310.00 X 2 X
Karstadt AG Foreign Stock 4484105 611.4 1,312.00 X 2 X
ICN PHARMACEUTICALS I Common Stock 448924100 32.2 1,000.00 X 2 X
IBP INC Common Stock 449223106 33.3 1,400.00 X 2 X
IMC GLOBAL INC Common Stock 449669100 146.3 8,300.00 X 2 X
IMS HEALTH INC Common Stock 449934108 1,362.5 43,600.00 X 2 X
ISS Group, Inc. Common Stock 450306105 4,288.4 113,600.00 X 2 X
ITC Deltacom Inc. Common Stock 45031T104 201.6 7,200.00 X 2 X
ITT INDUSTRIES Common Stock 450911102 320.3 8,400.00 X 2 X
IDACORP INC Common Stock 451107106 28.4 900.00 X 2 X
Linde AG Foreign Stock 4517001 589.7 1,015.00 X 2 X
IKON OFFICE SOLUTIONS Common Stock 451713101 211.5 14,100.00 X 2 X
ILLINOIS TOOL Common Stock 452308109 2,804.4 34,200.00 X 2 X
ILLINOVA CORP Common Stock 452317100 32.7 1,200.00 X 2 X
IMATION CORPORATION Common Stock 45245A107 14.9 600.00 X 2 X
INCO LTD Common Stock 453258402 315.0 17,500.00 X 2 X
INCO LIMITED CONVERTI CONV P2 30/36 453258AH8 2,148.02,400,000.00 X 2 X
Intituto Nazionale As Foreign Stock 4534936 540.7 240,330.00 X 2 X
INDIANA ENERGY INCOR Common Stock 454707100 10.7 501.00 X 2 X
Infinium Software Inc Common Stock 45662Y109 1,540.9 293,500.00 X 2 X
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Informix Corporation Common Stock 456779107 15.4 1,800.00 X 2 X
Infospace.com, Inc. Common Stock 45678T102 216.2 4,600.00 X 2 X
INGERSOLL RAND Common Stock 456866102 1,544.5 23,900.00 X 2 X
Information Resources Common Stock 456905108 17.5 2,000.00 X 2 X
NH Hoteles SA Foreign Stock 4571784 613.5 49,393.00 X 2 X
Insight Enterprises I Common Stock 45765U103 171.4 6,925.00 X 2 X
INNKEEPERS USA TRUST Common Stock 4576J0104 2,999.3 299,930.00 X 2 X
Inspire Insurance Sol Common Stock 457732105 37.0 2,550.00 X 2 X
Integrated Device Tec Common Stock 458118106 25.0 2,300.00 X 2 X
Intel Corporation Common Stock 458140100 90,511.41,521,200.00 X 2 X
Intelligent Life Corp Common Stock 45816V100 36.1 5,500.00 X 2 X
Koninklijke Hoogovens Foreign Stock 4583905 634.1 12,531.00 X 2 X
INTERIM SERVICES INC CONV P2 30/36 45868PAA8 741.7 870,000.00 X 2 X
Intermet Corporation Common Stock 45881K104 0.0 0.00 X 2 X
IBM BUSINESS Common Stock 459200101 53,561.2 414,400.00 X 2 X
INTL FLAVORS Common Stock 459506101 727.8 16,400.00 X 2 X
International Integra Common Stock 459698106 119.3 5,300.00 X 2 X
Continental AG-Parent Foreign Stock 4598589 600.0 26,088.00 X 2 X
INTL GAME TECHNOLOGY Common Stock 459902102 20.4 1,100.00 X 2 X
INTL MULTIFOODS CORP Common Stock 460043102 925.1 41,000.00 X 2 X
INTL PAPER Common Stock 460146103 6,014.0 119,090.00 X 2 X
International Rectifi Common Stock 460254105 782.8 58,800.00 X 2 X
Intl Telecomm Data Sy Common Stock 46047F104 0.0 0.00 X 2 X
INTERPUBLIC GRP Common Stock 460690100 1,719.5 19,850.00 X 2 X
INTERSTATE BAKERIES Common Stock 46072H108 20.2 900.00 X 2 X
IntraNet Solutions, I Common Stock 460939309 2,959.9 350,800.00 X 2 X
INTEVAC INCORPORATED Common Stock 461148108 0.0 0.00 X 2 X
Intuit Incorporated Common Stock 461202103 81.1 900.00 X 2 X
Investment Technology Common Stock 46145F105 13.0 400.00 X 2 X
Nestle SA-Registered Foreign Stock 4616696 375.3 134.00 X 2 X
Invitrogen Corporatio Common Stock 46185R100 133.3 5,400.00 X 2 X
IPALCO ENTERPRISES IN Common Stock 462613100 21.2 1,000.00 X 2 X
ITurf Inc. Common Stock 46575Q100 0.0 0.00 X 2 X
IVAX CORPORATION Common Stock 465823102 22.6 1,600.00 X 2 X
JDS Uniphase Corporat Common Stock 46612J101 5,278.8 31,800.00 X 2 X
J Jill Group Incorpor Common Stock 466189107 100.9 6,900.00 X 2 X
Jabil Circuit, Inc. Common Stock 466313103 49.6 1,100.00 X 2 X
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Pohjola -YHTYMA OYJ S Foreign Stock 4691949 154.2 3,100.00 X 2 X
Porsche AG Foreign Stock 4696784 239.4 105.00 X 2 X
JACOBS ENGINEERING GR Common Stock 469814107 22.8 600.00 X 2 X
Jacor Communications, Common Stock 469858401 0.0 0.00 X 2 X
JEFFERSON PLT Common Stock 475070108 999.4 15,100.00 X 2 X
JOHNSON & JN Common Stock 478160104 43,359.1 442,440.00 X 2 X
JOHNSON CONTROL Common Stock 478366107 783.2 11,300.00 X 2 X
JONES APPAREL GROUP I Common Stock 480074103 63.5 1,850.00 X 2 X
JOSTENS INC Common Stock 481088102 59.0 2,800.00 X 2 X
JOURNAL REGISTER COMP Common Stock 481138105 452.3 20,100.00 X 2 X
Juniper Networks, Inc Common Stock 48203R104 789.7 5,300.00 X 2 X
JUST FOR FEET INC Common Stock 48213P106 0.0 0.00 X 2 X
KLA-Tencor Corporatio Common Stock 482480100 778.5 12,000.00 X 2 X
K-MART CORPORATION Common Stock 482584109 1,234.3 75,090.00 X 2 X
K N ENERGY INC Common Stock 482620101 31.4 2,350.00 X 2 X
KANSAS CITY POWER AND Common Stock 485134100 17.9 700.00 X 2 X
KANSAS CITY SOUTHERN Common Stock 485170104 10,631.2 166,600.00 X 2 X
KAUFMAN & BROAD HOME Common Stock 486168107 104.5 4,200.00 X 2 X
KAYDON CORPORATION Common Stock 486587108 23.5 700.00 X 2 X
KEANE INC Common Stock 486665102 22.6 1,000.00 X 2 X
Synthelabo Foreign Stock 4872896 0.0 0.00 X 2 X
KELLOGG CO Common Stock 487836108 1,774.1 53,760.00 X 2 X
Telefonica SA Foreign Stock 4880822 540.0 11,560.00 X 2 X
Television Francaise Foreign Stock 4881160 0.0 0.00 X 2 X
Kelly Services Inc. C Common Stock 488152208 16.1 500.00 X 2 X
KENNAMETAL INCORPORAT Common Stock 489170100 21.7 700.00 X 2 X
KERR-MCGEE CORPORATIO Common Stock 492386107 386.8 7,708.00 X 2 X
KEYCORP Common Stock 493267108 1,972.5 61,400.00 X 2 X
KeySpan Corporation Common Stock 49337W100 65.9 2,500.00 X 2 X
Keystone Financial In Common Stock 493482103 32.5 1,100.00 X 2 X
Valeo SA Foreign Stock 4937579 561.8 7,022.00 X 2 X
KILROY REALTY Common Stock 49427F108 4,356.8 179,200.00 X 2 X
KIMBERLY CLARK Common Stock 494368103 4,198.6 73,660.00 X 2 X
KIMCO REALTY CORPORAT Common Stock 49446R109 637.7 16,300.00 X 2 X
KING WORLD PRODUCTION Common Stock 495667107 219.3 6,300.00 X 2 X
KNIGHT-RIDDER Common Stock 499040103 472.5 8,600.00 X 2 X
Knight/Trimark Group, Common Stock 499067106 22,321.7 370,100.00 X 2 X
KOGER EQUITY INC Common Stock 500228101 1,931.0 104,730.00 X 2 X
KOHL'S CORPORATION Common Stock 500255104 6,190.4 80,200.00 X 2 X
KROGER Common Stock 501044101 2,545.1 91,100.00 X 2 X
LG&E ENERGY CORPORATI Common Stock 501917108 39.9 1,900.00 X 2 X
LNR PROPERTY CORPORAT Common Stock 501940100 1,335.9 62,500.00 X 2 X
LSI LOGIC CORP Common Stock 502161102 950.2 20,600.00 X 2 X
LAIDLAW INC Common Stock 50730K503 218.3 29,600.00 X 2 X
Lancaster Colony Corp Common Stock 513847103 27.6 800.00 X 2 X
Lance Inc. Common Stock 514606102 18.8 1,200.00 X 2 X
LANDAMERICA FINANCIAL Common Stock 514936103 345.0 12,000.00 X 2 X
LANDS' END INC Common Stock 515086106 29.1 600.00 X 2 X
Novo Nordisk A/S-B Foreign Stock 5154656 4,856.3 6,250.00 X 2 X
France Telecom SA Foreign Stock 5176177 606.5 8,280.00 X 2 X
Lason Inc. Common Stock 51808R107 223.3 4,500.00 X 2 X
LEAR CORPORATION Common Stock 521865105 44.8 900.00 X 2 X
LEARNING COMPANY INC Common Stock 522008101 0.0 0.00 X 2 X
Allianz AG NPV Foreign Stock 5231485 0.0 0.00 X 2 X
LEE ENTERPRISES Common Stock 523768109 24.4 800.00 X 2 X
Legato Systems, Inc. Common Stock 524651106 34.7 600.00 X 2 X
LEGGETT & PLATT INC Common Stock 524660107 18,453.6 663,500.00 X 2 X
LEHMAN BROTHERS HOLDI Common Stock 524908100 1,095.6 17,600.00 X 2 X
LENNAR CORPORATION Common Stock 526057104 304.8 12,700.00 X 2 X
Lennar Corp. Converti CONV P0 30/36 526057AA2 1,161.02,700,000.00 X 2 X
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LEXMARK INTL GROUP IN Common Stock 529771107 33,368.2 505,100.00 X 2 X
LIBERTY PROPERTY TRUS Common Stock 531172104 1,711.4 68,800.00 X 2 X
Lifecell Corporation Common Stock 531927101 77.9 18,873.00 X 2 X
LifePoint Hospitals I Common Stock 53219L109 0.0 0.00 X 2 X
LILLY (ELI) Common Stock 532457108 21,233.9 296,460.00 X 2 X
LIMITED (THE) Common Stock 532716107 1,369.0 30,170.00 X 2 X
Lincare Holdings Inco Common Stock 532791100 17.5 700.00 X 2 X
SCM Microsystems NPV Foreign Stock 5333529 0.0 0.00 X 2 X
LINCOLN NAT'L Common Stock 534187109 2,728.1 52,150.00 X 2 X
Linear Technology Cor Common Stock 535678106 154.7 2,300.00 X 2 X
LITHIA MOTORS INCORPO Common Stock 536797103 47.2 2,300.00 X 2 X
LITTON INDUSTRIES INC Common Stock 538021106 43.1 600.00 X 2 X
Cortefiel Foreign Stock 5385564 0.0 0.00 X 2 X
LIZ CLAIRBORNE Common Stock 539320101 208.1 5,700.00 X 2 X
LOCKHEED MARTIN Common Stock 539830109 2,028.6 54,458.00 X 2 X
LOEWS CORP Common Stock 540424108 1,329.3 16,800.00 X 2 X
Lone Star Steakhouse Common Stock 542307103 14.6 1,500.00 X 2 X
LONGS DRUG STOR Common Stock 543162101 356.0 10,300.00 X 2 X
LONGVIEW FIBRE COMPAN Common Stock 543213102 21.9 1,400.00 X 2 X
Orkla ASA Foreign Stock 5459715 4,746.9 38,750.00 X 2 X
Louis Dreyfus Natural Common Stock 546011107 804.3 37,300.00 X 2 X
LOUIS-PACIFIC Common Stock 546347105 6,621.4 278,795.00 X 2 X
Petroleum GEO-Service Foreign Stock 5469372 4,965.2 41,900.00 X 2 X
Teles AG NPV Foreign Stock 5478419 582.3 2,941.00 X 2 X
TNT Post Groep NV Foreign Stock 5481558 222.2 9,598.00 X 2 X
UBS AG-Registered Foreign Stock 5485958 897.4 1,934.00 X 2 X
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LUBRIZOL CORPORATION Common Stock 549271104 21.8 800.00 X 2 X
LUCENT TECH Common Stock 549463107 70,000.51,038,005.00 X 2 X
Volkswagen AG Foreign Stock 5497102 0.0 0.00 X 2 X
Luxottica Group SPA-S Foreign Stock 55068R202 634.9 40,794.00 X 2 X
Lycos Incorporated Common Stock 550818108 0.0 0.00 X 2 X
LYONDELL PETROCHEMIC Common Stock 552078107 33.0 1,600.00 X 2 X
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MBNA CORP Common Stock 55262L100 12,566.5 410,334.00 X 2 X
MCN ENERGY GROUP INC Common Stock 55267J100 20.8 1,000.00 X 2 X
MCI Worldcom Inc. Common Stock 55268B106 87,418.81,013,551.00 X 2 X
MGIC INVESTMENT Common Stock 552848103 2,927.2 60,200.00 X 2 X
MSC INDUSTRIAL Common Stock 553530106 1,380.7 134,700.00 X 2 X
MAC-GRAY CORP Common Stock 554153106 0.0 0.00 X 2 X
MACERICH COMPANY (THE Common Stock 554382101 3,890.3 148,200.00 X 2 X
MACK-CALI REALTY CORP Common Stock 554489104 2,208.9 71,400.00 X 2 X
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MALLINCKRODT Common Stock 561232109 251.0 6,900.00 X 2 X
Mandalay Resort Group Common Stock 562567107 31.7 1,500.00 X 2 X
MANPOWER, INC Common Stock 56418H100 22.6 1,000.00 X 2 X
Maapics Inc. Common Stock 564910107 0.0 0.00 X 2 X
Nokia Oyh ORD Foreign Stock 5655212 710.3 8,356.00 X 2 X
Repsol SA Foreign Stock 5669354 257.4 13,000.00 X 2 X
Philips Electronics N Foreign Stock 5671434 699.6 7,314.00 X 2 X
Marimba, Inc. Common Stock 56781Q109 0.0 0.00 X 2 X
Vivendi Foreign Stock 5687237 612.5 7,797.00 X 2 X
Parques Reunidos SA Foreign Stock 5691108 0.0 0.00 X 2 X
MARK IV INDUSTRIES IN Common Stock 570387100 33.8 1,600.00 X 2 X
MARSH & MCLENN Common Stock 571748102 2,918.1 38,650.00 X 2 X
MARSHALL & ILSLEY COR Common Stock 571834100 103.0 1,600.00 X 2 X
MARRIOTT INTL CONV NO CONV P0 30/36 571900AH2 1,482.22,125,000.00 X 2 X
MARRIOTT INTERNATIONA Common Stock 571903202 1,300.7 34,800.00 X 2 X
Bank of Ireland Ord Foreign Stock 5728169 182.6 11,200.00 X 2 X
MARTIN MARIETTA MATER Common Stock 573284106 47.2 800.00 X 2 X
Masco Corporation Common Stock 574599106 7,341.5 254,250.00 X 2 X
MASTECH CORPORATION Common Stock 57632N105 3,495.9 187,700.00 X 2 X
MATTEL Common Stock 577081102 1,513.0 57,231.00 X 2 X
Maxtor Corporation Common Stock 577729205 108.7 21,600.00 X 2 X
Maxim Integrated Prod Common Stock 57772K101 139.7 2,100.00 X 2 X
Maxwell Technologies Common Stock 577767106 55.3 2,300.00 X 2 X
May Department Stores Common Stock 577778103 1,953.8 47,800.00 X 2 X
MAXXAM INC Common Stock 577913106 12.9 200.00 X 2 X
MAXIMUS INCORPORATED Common Stock 577933104 8,360.5 290,800.00 X 2 X
MAYTAG CORP Common Stock 578592107 892.0 12,800.00 X 2 X
McCormick and Company Common Stock 579780206 31.6 1,000.00 X 2 X
MCDERMOTT INT'L Common Stock 580037109 146.9 5,200.00 X 2 X
MCDONALDS CORP Common Stock 580135101 7,829.5 189,520.00 X 2 X
MCGRAW-HILL Common Stock 580645109 1,483.3 27,500.00 X 2 X
MCKESSON HBOC INCORPO Common Stock 58155Q103 1,216.6 37,870.00 X 2 X
MEAD CORP Common Stock 582834107 5,712.3 136,822.00 X 2 X
MEDIA GENERAL INCORPO Common Stock 584404107 25.5 500.00 X 2 X
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Media Metrix, Inc. Common Stock 58440X103 697.6 13,100.00 X 2 X
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MedQuist, Inc. Common Stock 584949101 6,549.4 149,700.00 X 2 X
MEDTRONIC Common Stock 585055106 6,159.9 79,100.00 X 2 X
MELLON BANK Common Stock 585509102 3,410.2 93,750.00 X 2 X
Mentor Graphics Corpo Common Stock 587200106 12.8 1,000.00 X 2 X
MERCANTILE BANCORPORA Common Stock 587342106 1,279.6 22,400.00 X 2 X
Mercantile Bankshares Common Stock 587405101 38.9 1,100.00 X 2 X
MERCK & CO Common Stock 589331107 68,722.3 928,680.00 X 2 X
MEREDITH CORP Common Stock 589433101 159.3 4,600.00 X 2 X
MERISTAR HOSPITALITY Common Stock 58984Y103 4,631.1 206,400.00 X 2 X
MERITOR AUTOMOTIVE IN Common Stock 59000G100 38.3 1,500.00 X 2 X
Merkert American Corp Common Stock 590080107 312.6 32,900.00 X 2 X
MERRILL LYNCH Common Stock 590188108 3,956.9 49,500.00 X 2 X
Merrill Lynch Notes CONV P2 30/36 59018SZ23 1,947.82,100,000.00 X 2 X
Metamor Worldwide, In Common Stock 59133P100 3,736.9 155,300.00 X 2 X
Metromedia Fiber Netw Common Stock 591689104 309.1 8,600.00 X 2 X
FRED MEYER INC Common Stock 592907109 0.0 0.00 X 2 X
Microsoft Common Stock 594918104 151,370.71,678,400.00 X 2 X
Microchip Technology Common Stock 595017104 37.9 800.00 X 2 X
Micro Warehouse Inc. Common Stock 59501B105 30.4 1,700.00 X 2 X
MICRON TECH Common Stock 595112103 1,382.7 34,300.00 X 2 X
Midamerican Energy Ho Common Stock 59562V107 31.2 900.00 X 2 X
S & P 400 MID-CAP DEP Common Stock 595635103 0.0 0.00 X 2 X
MIDWEST EXPRESS HOLDI Common Stock 597911106 853.4 25,100.00 X 2 X
MILACRON INC Common Stock 598709103 57.4 3,100.00 X 2 X
Miller (Herman) Inc. Common Stock 600544100 18.9 900.00 X 2 X
Millipore Corporation Common Stock 601073109 154.1 3,800.00 X 2 X
MINERALS TECHNOLGIES Common Stock 603158106 999.0 17,900.00 X 2 X
Minnesota Mining & Ma Common Stock 604059105 4,854.6 55,840.00 X 2 X
MINNESOTA POWER AND L Common Stock 604110106 1,035.9 52,120.00 X 2 X
MIRAGE RESORTS INC Common Stock 60462E104 361.8 21,600.00 X 2 X
Amcor Limited Foreign Stock 6066608 386.3 46,000.00 X 2 X
MOBIL CORP Common Stock 607059102 19,783.7 199,835.00 X 2 X
China Telecom (Hong K Foreign Stock 6073556 0.0 0.00 X 2 X
MODINE MANUFACTURING Common Stock 607828100 19.5 600.00 X 2 X
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Modtech Holdings Inc. Common Stock 60783C100 21.9 1,927.00 X 2 X
Mohawk Industries, In Common Stock 608190104 21.3 700.00 X 2 X
Molex Incorporated Common Stock 608554101 87.9 2,375.00 X 2 X
Robert Mondovi Corpor Common Stock 609200100 1,174.9 32,300.00 X 2 X
MONSANTO Common Stock 611662107 3,470.5 88,000.00 X 2 X
MONTANA POWER COMPANY Common Stock 612085100 56.4 800.00 X 2 X
Trend Micro Incorpora Foreign Stock 6125286 0.0 0.00 X 2 X
MOORE CORP LTD Common Stock 615785102 0.0 0.00 X 2 X
MORGAN (J.P.) Common Stock 616880100 3,570.1 25,410.00 X 2 X
MORGAN STANLEY DEAN W Common Stock 617446448 14,056.3 137,135.00 X 2 X
MORTON INT'L Common Stock 619335102 0.0 0.00 X 2 X
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Mpath Interactive, In Common Stock 62473C101 0.0 0.00 X 2 X
The Daiei, Inc. Foreign Stock 6249982 45,954.0 111,000.00 X 2 X
The Daimaru, Inc. Foreign Stock 6250768 0.0 0.00 X 2 X
Dai Nippon Printing C Foreign Stock 6250906 29,025.0 15,000.00 X 2 X
MURPHY OIL CORPORATIO Common Stock 626717102 43.9 900.00 X 2 X
Disco Corporation Foreign Stock 6270948 71,680.0 6,400.00 X 2 X
MYLAN LABORATORIES IN Common Stock 628530107 61.0 2,300.00 X 2 X
NCO Group Inc. Common Stock 628858102 9,760.3 256,850.00 X 2 X
NCR CORPORATION Common Stock 62886E108 68.3 1,400.00 X 2 X
NAC RE CORPORATION Common Stock 628907107 0.0 0.00 X 2 X
NABISCO HOLDINGS CORP Common Stock 629526104 228.1 5,275.00 X 2 X
Nabisco Group Holding Common Stock 62952P102 1,199.2 61,300.00 X 2 X
NABORS INDUSTRIES INC Common Stock 629568106 36.7 1,500.00 X 2 X
NABORS INDUSTRIES INC CONV P2 30/36 629568AA4 3,306.32,500,000.00 X 2 X
NACCO INDUST-CL A Common Stock 629579103 58.8 800.00 X 2 X
NALCO CHEM Common Stock 629853102 300.9 5,800.00 X 2 X
NAT'L CITY CORP Common Stock 635405103 4,916.4 75,060.00 X 2 X
Fuji Bank, Ltd. Foreign Stock 6356280 51,484.0 61,000.00 X 2 X
Fuji Electric Co., Lt Foreign Stock 6356365 0.0 0.00 X 2 X
The Furukawa Electric Foreign Stock 6357562 0.0 0.00 X 2 X
NATIONAL EQUIPMENT SE Common Stock 635847106 87.6 7,300.00 X 2 X
NAT'L FUEL GAS CO Common Stock 636180101 29.1 600.00 X 2 X
National Presto Indus Common Stock 637215104 684.7 17,900.00 X 2 X
National R V Holdings Common Stock 637277104 4,239.5 172,599.00 X 2 X
NAT'L SEMICOND Common Stock 637640103 384.8 15,200.00 X 2 X
NAT'L SERVICE IND Common Stock 637657107 126.0 3,500.00 X 2 X
NATIONWIDE FINANCIAL Common Stock 638612101 11,240.1 248,400.00 X 2 X
NAVISTAR Common Stock 63934E108 367.5 7,350.00 X 2 X
H.I.S. Company Limite Foreign Stock 6400433 46,714.3 11,100.00 X 2 X
Networks Associates I Common Stock 640938106 25.0 1,700.00 X 2 X
NetGravity, Inc. Common Stock 641114103 134.2 5,900.00 X 2 X
Network Appliance Inc Common Stock 64120L104 600.6 10,749.00 X 2 X
NEW CENTURY ENERGIES Common Stock 64352U103 613.2 15,800.00 X 2 X
NEW ENGLAND ELECTRIC Common Stock 644001109 40.1 800.00 X 2 X
New Era Of Networks I Common Stock 644312100 193.3 4,400.00 X 2 X
Fairfax (John) Holdin Foreign Stock 6467074 312.8 69,500.00 X 2 X
Itoham Foods Foreign Stock 6467900 41,820.0 85,000.00 X 2 X
Jafco Co., Ltd. Foreign Stock 6471439 0.0 0.00 X 2 X
Japan Airport Termina Foreign Stock 6472175 0.0 0.00 X 2 X
NEW PLAN EXCEL REALTY Common Stock 648053106 2,138.0 118,780.00 X 2 X
Kaneka Corporation Foreign Stock 6483360 61,560.0 54,000.00 X 2 X
Kurita Water Industri Foreign Stock 6497963 58,590.0 27,000.00 X 2 X
Asahi Bank, Ltd. Foreign Stock 6499367 40,600.0 70,000.00 X 2 X
NEW YORK TIMES Common Stock 650111107 975.5 26,500.00 X 2 X
Newell Rubbermaid Inc Common Stock 651229106 12,568.3 270,285.00 X 2 X
Newgen Results Corpor Common Stock 651359101 31.2 2,600.00 X 2 X
NEWMONT MINING Common Stock 651639106 294.6 14,822.00 X 2 X
NEWPARK RESOURCES INC Common Stock 651718504 3,867.7 435,800.00 X 2 X
NEWPORT NEWS SHIPBUIL Common Stock 652228107 8.9 300.00 X 2 X
Nextera Enterprises, Common Stock 65332E101 48.3 7,500.00 X 2 X
Nextel Communications Common Stock 65332V103 2,037.6 40,600.00 X 2 X
Nextlink Communicatri Common Stock 65333H707 163.6 2,200.00 X 2 X
Niagara Mohawk Holdin Common Stock 653520106 266.6 16,600.00 X 2 X
NICOR Common Stock 654086107 159.9 4,200.00 X 2 X
NIKE INC (CL B) Common Stock 654106103 2,456.5 38,800.00 X 2 X
NINE WEST GROUP, INC Common Stock 65440D102 0.0 0.00 X 2 X
NiSource Incorporated Common Stock 65473P105 46.5 1,800.00 X 2 X
NOBLE AFFILIATES INC Common Stock 654894104 22.6 800.00 X 2 X
Nokia Oyj Corp-Sponso Common Stock 654902204 22,442.0 245,100.00 X 2 X
NOBLE DRILLING CORPOR Common Stock 655042109 33.5 1,700.00 X 2 X
Nordson Corporation Common Stock 655663102 24.5 400.00 X 2 X
Nordstrom, Inc. Common Stock 655664100 472.4 14,100.00 X 2 X
NORFOLK SOUTHER Common Stock 655844108 1,505.3 49,970.00 X 2 X
Norstan Incorporated Common Stock 656535101 0.0 0.00 X 2 X
Nortel Networks Corpo Common Stock 656569100 8,132.6 93,680.00 X 2 X
Credit Saison Co Foreign Stock 659180 0.0 0.00 X 2 X
Mikuni Coca-Cola Bott Foreign Stock 6592147 46,740.0 19,000.00 X 2 X
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Mitsubishi Heavy Inds Foreign Stock 6597067 0.0 0.00 X 2 X
Mitsumi Electric Comp Foreign Stock 6597409 43,940.0 13,000.00 X 2 X
Mitsuibishi Motors Co Foreign Stock 6598446 47,025.0 75,000.00 X 2 X
NORTHEAST UTILITIES Common Stock 664397106 33.6 1,900.00 X 2 X
NORTHERN STATES Common Stock 665772109 341.0 14,100.00 X 2 X
Northern Trust Corpor Common Stock 665859104 1,542.3 15,900.00 X 2 X
Orix Corporation Foreign Stock 6661144 69,120.0 6,400.00 X 2 X
Otsuka Kagu Foreign Stock 6663076 0.0 0.00 X 2 X
Overseas Union Bank L Foreign Stock 6664057 0.0 0.00 X 2 X
NorthPoint Communicat Common Stock 666610100 0.0 0.00 X 2 X
NORTHROP GRUM Common Stock 666807102 504.0 7,600.00 X 2 X
NORTHWESTERN CORPORAT Common Stock 668074107 984.4 40,700.00 X 2 X
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Paramount Bed Co., Lt Foreign Stock 6699349 0.0 0.00 X 2 X
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Novoste Corporation Common Stock 67010C100 415.0 19,762.00 X 2 X
NUCOR CORP Common Stock 670346105 1,048.4 22,100.00 X 2 X
Nuevo Energy Company Common Stock 670509108 728.8 55,000.00 X 2 X
Nvidia Corporation Common Stock 67066G104 206.6 10,800.00 X 2 X
OEA INCORPORATED Common Stock 670826106 0.0 0.00 X 2 X
OGE ENERGY CORPORATIO Common Stock 670837103 28.5 1,200.00 X 2 X
OCCIDENTAL PET Common Stock 674599105 1,132.3 53,600.00 X 2 X
Ocean Energy Incorpor Common Stock 67481E106 22.1 2,300.00 X 2 X
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OGDEN CORPORATION Common Stock 676346109 24.2 900.00 X 2 X
Softbank Corporation Foreign Stock 6770620 0.0 0.00 X 2 X
Sanyo Electric Co., L Foreign Stock 6776769 67,404.0 137,000.00 X 2 X
Seiyu, Ltd. Foreign Stock 6793780 50,920.0 76,000.00 X 2 X
Old Kent Financial Co Common Stock 679833103 62.6 1,496.00 X 2 X
OLD REPUBLIC INT'L CO Common Stock 680223104 42.4 2,450.00 X 2 X
Shin-Etsu Chemical Co Foreign Stock 6804585 0.0 0.00 X 2 X
OLIN CORPORATION Common Stock 680665205 4.0 300.00 X 2 X
OLSTEN CORPORATION Common Stock 681385100 29.0 4,600.00 X 2 X
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Omnicare Inc. Convert CONV P2 30/36 681904AD0 805.81,100,000.00 X 2 X
OMNICOM GROUP Common Stock 681919106 46,717.4 583,968.00 X 2 X
Omnipoint Corporation Common Stock 68212D102 2,752.0 95,100.00 X 2 X
ONEOK INC Common Stock 682680103 88.9 2,800.00 X 2 X
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Sumitomo Realty & Dev Foreign Stock 6858902 44,946.0 99,000.00 X 2 X
OREGON STEEL MILLS IN Common Stock 686079104 4.0 300.00 X 2 X
Mitsui Marine and Fir Foreign Stock 6870122 0.0 0.00 X 2 X
Toshiba Corporation Foreign Stock 6897217 0.0 0.00 X 2 X
Outback Steakhouse I Common Stock 689899102 37.3 950.00 X 2 X
OVERSEAS SHIPHOLDING Common Stock 690368105 11.6 900.00 X 2 X
OWENS CORNING Common Stock 69073F103 168.4 4,900.00 X 2 X
OWENS-ILLINOIS INCORP Common Stock 690768403 921.8 28,200.00 X 2 X
Uniden Corporation Foreign Stock 6911515 0.0 0.00 X 2 X
Oxford Health Plans Common Stock 691471106 21.8 1,400.00 X 2 X
PECO ENERGY CO Common Stock 693304107 1,130.6 27,000.00 X 2 X
PG&E Common Stock 69331C108 1,706.3 52,500.00 X 2 X
PE Corp-PE Biosystems Common Stock 69332S102 814.7 7,100.00 X 2 X
PE Corp-Celera Genomi Common Stock 69332S201 0.0 0.00 X 2 X
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PMC-Sierra, Inc. Common Stock 69344F106 2,923.3 49,600.00 X 2 X
PMI GROUP (THE) INC Common Stock 69344M101 25.1 400.00 X 2 X
PNC BANK CORP Common Stock 693475105 2,493.4 43,270.00 X 2 X
PP & L RESOURCES INC Common Stock 693499105 433.6 14,100.00 X 2 X
PPG INDUSTRIES Common Stock 693506107 1,451.8 24,580.00 X 2 X
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Paccar Inc. Common Stock 693718108 648.0 12,140.00 X 2 X
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Pacificare Health Sys Common Stock 695112102 43.2 600.00 X 2 X
PACIFICORP Common Stock 695114108 806.7 43,900.00 X 2 X
PAINE WEBBER GROUP IN Common Stock 695629105 1,667.8 35,675.00 X 2 X
PALL CORP Common Stock 696429307 454.8 20,499.00 X 2 X
PAN PACIFIC RETAIL PP Common Stock 69806L104 3,526.0 181,400.00 X 2 X
York-Benimaru Co, Ltd Foreign Stock 6986955 59,410.0 13,000.00 X 2 X
PAPA JOHN'S INTERNATI Common Stock 698813102 116.2 2,600.00 X 2 X
Parametric Tech Common Stock 699173100 654.9 47,200.00 X 2 X
PARKER DRILLING COMPA Common Stock 701081101 0.0 0.00 X 2 X
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PARKWAY PROPERTIES IN Common Stock 70159Q104 2,295.6 69,300.00 X 2 X
Patterson Dental Comp Common Stock 703412106 7,923.0 228,000.00 X 2 X
Patterson Energy, Inc Common Stock 703414102 116.5 11,800.00 X 2 X
PAYCHEX INCORPORATED Common Stock 704326107 1,125.2 35,300.00 X 2 X
PAYLESS SHOESOURCE IN Common Stock 704379106 21.4 400.00 X 2 X
Peapod Incorporated Common Stock 704718105 1,209.7 152,400.00 X 2 X
Pegasus Systems Common Stock 705906105 168.5 4,500.00 X 2 X
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Pennzenergy Company C CONV P2 30/36 70931QAB5 4,788.84,672,000.00 X 2 X
PENNZOIL-QUAKER STATE Common Stock 709323109 26.6 1,774.00 X 2 X
PENTAIR INCORPORATED Common Stock 709631105 22.9 500.00 X 2 X
PEOPLES ENERGY Common Stock 711030106 116.8 3,100.00 X 2 X
Peoples Heritage Common Stock 711147108 865.4 46,000.00 X 2 X
Peoplesoft Incorporat Common Stock 712713106 584.8 33,900.00 X 2 X
PEP BOYS Common Stock 713278109 99.5 4,600.00 X 2 X
Pepsi Bottling Group, Common Stock 713409100 0.0 0.00 X 2 X
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Peregrine Systems, In Common Stock 71366Q101 243.9 9,494.00 X 2 X
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Perrigo Company Common Stock 714290103 12.2 1,600.00 X 2 X
Personnel Group of Am Common Stock 715338109 362.0 36,200.00 X 2 X
Pervasive Software In Common Stock 715710109 288.6 11,600.00 X 2 X
Pharmacyclics Incorpo Common Stock 716933106 53.2 1,900.00 X 2 X
PHARM & UPJOHN Common Stock 716941109 6,812.3 119,909.00 X 2 X
PFIZER INCORPORATED Common Stock 717081103 48,417.3 441,160.00 X 2 X
Pharmaceutical Produc Common Stock 717124101 6,030.7 220,300.00 X 2 X
PHELPS DODGE Common Stock 717265102 811.4 13,100.00 X 2 X
PHILIP MORRIS Common Stock 718154107 28,449.1 707,910.00 X 2 X
PHILIPS INTERNATIONAL Common Stock 718333107 1,819.1 107,800.00 X 2 X
PHILLIPS PET Common Stock 718507106 1,722.7 34,240.00 X 2 X
Photronics Incorporat Common Stock 719405102 183.8 7,500.00 X 2 X
PIEDMONT NATURAL GAS Common Stock 720186105 656.7 21,100.00 X 2 X
PINNACLE WEST CAPITA Common Stock 723484101 44.3 1,100.00 X 2 X
PIONEER HI-BRED Common Stock 723686101 1,358.9 34,900.00 X 2 X
PIONEER NATURAL RESOU Common Stock 723787107 15.4 1,400.00 X 2 X
PITNEY BOWES Common Stock 724479100 2,400.4 37,360.00 X 2 X
PITTSTON BRINK'S GROU Common Stock 725701106 26.8 1,000.00 X 2 X
PLACER DOME Common Stock 725906101 520.9 44,100.00 X 2 X
Platinum Technology I Common Stock 72764T101 0.0 0.00 X 2 X
POLAROID CORP Common Stock 731095105 113.3 4,100.00 X 2 X
POLICY MANAGEMENT SYS Common Stock 731108106 12.0 400.00 X 2 X
Polycom Inc Common Stock 73172K104 210.6 5,400.00 X 2 X
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POTLATCH CORP Common Stock 737628107 114.2 2,600.00 X 2 X
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Powertel, Inc. Common Stock 73936C109 2,019.6 67,600.00 X 2 X
PRAXAIR INC Common Stock 74005P104 1,061.9 21,700.00 X 2 X
PRECISION CASTPARTS C Common Stock 740189105 12.8 300.00 X 2 X
PREMARK INTERNATIONAL Common Stock 740459102 30.0 800.00 X 2 X
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Preview Travel Inc. Common Stock 74137R101 1,787.9 81,500.00 X 2 X
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Priceline.com Incorpo Common Stock 741503106 0.0 0.00 X 2 X
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PROGRESSIVE CORPORATI Common Stock 743315103 1,479.0 10,200.00 X 2 X
PROLOGIS TRUST Common Stock 743410102 0.0 0.00 X 2 X
PROMUS HOTEL CORP Common Stock 74342P106 1,939.9 62,577.00 X 2 X
PROTECTIVE LIFE CORPO Common Stock 743674103 36.3 1,100.00 X 2 X
Provant, Inc. Common Stock 743724106 63.8 4,100.00 X 2 X
PROVIDENT COMPANIES I Common Stock 743862104 720.0 18,000.00 X 2 X
Povident Financial Gr Common Stock 743866105 26.3 600.00 X 2 X
Providian Financial C Common Stock 74406A102 10,948.9 117,100.00 X 2 X
PUBLIC SERVICE COMPAN Common Stock 744499104 21.9 1,100.00 X 2 X
PUB SERV ENTER Common Stock 744573106 1,465.4 35,850.00 X 2 X
PUBLIC STORAGE INCORP Common Stock 74460D109 4,735.4 169,120.00 X 2 X
PUGET SOUND ENERGY IN Common Stock 745332106 28.8 1,200.00 X 2 X
PULTE CORP Common Stock 745867101 87.6 3,800.00 X 2 X
QRS Corporation Common Stock 74726X105 202.8 2,600.00 X 2 X
QUAKER OATS Common Stock 747402105 1,581.4 23,825.00 X 2 X
Qualcomm Incorporated Common Stock 747525103 330.1 2,300.00 X 2 X
Quantum Corporation - Common Stock 747906204 60.3 2,500.00 X 2 X
QUEST DIAGNOSTICS INC Common Stock 74834L100 1,155.2 42,200.00 X 2 X
QUESTAR CORPORATION Common Stock 748356102 21.0 1,100.00 X 2 X
Quicksilver Inc. Common Stock 74838C106 226.7 8,700.00 X 2 X
Quintiles Transnation Common Stock 748767100 27,879.6 663,800.00 X 2 X
QUORUM HEALTH GROUP Common Stock 749084109 22.6 1,800.00 X 2 X
RLI CORP Common Stock 749607107 973.6 25,125.00 X 2 X
RPM INC/OHIO Common Stock 749685103 18.4 1,300.00 X 2 X
RF MICRO DEVICES INC Common Stock 749941100 358.2 4,800.00 X 2 X
Radian Group Incorpor Common Stock 750236101 1,188.9 24,357.00 X 2 X
RALSTON PURINA Common Stock 751277302 1,515.8 49,800.00 X 2 X
Ramp Networks, Inc. Common Stock 751567108 42.9 3,000.00 X 2 X
RANGER OIL LTD Common Stock 752805101 4.0 800.00 X 2 X
RATIONAL SOFTWARE COR Common Stock 75409P202 52.7 1,600.00 X 2 X
Raychem Corp. Common Stock 754603108 277.5 7,500.00 X 2 X
RAYONIER INC Common Stock 754907103 19.9 400.00 X 2 X
RAYTHEON CO CL B Common Stock 755111408 4,176.8 59,350.00 X 2 X
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Reckson Service Indus Common Stock 75621J109 45.4 3,000.00 X 2 X
RECKSON ASSOC REALTY Common Stock 75621K106 1,196.2 50,900.00 X 2 X
Reckson Associates Re Common Stock 75621K304 523.1 21,911.00 X 2 X
Redback Networks Inc. Common Stock 757209101 0.0 0.00 X 2 X
REEBOK INTL Common Stock 758110100 89.4 4,800.00 X 2 X
REGENCY REALTY CORPOR Common Stock 758939102 1,801.1 82,100.00 X 2 X
Regions Financial Cor Common Stock 758940100 1,191.6 31,000.00 X 2 X
REINSURANCE GROUP OF Common Stock 759351109 3,715.4 105,400.00 X 2 X
Reliant Energy, Inc. Common Stock 75952J108 1,111.1 40,222.00 X 2 X
RELIASTAR FINANCIAL C Common Stock 75952U103 56.9 1,300.00 X 2 X
Remec Incorporated Common Stock 759543101 74.2 4,600.00 X 2 X
Republic Bancorp Inc. Common Stock 760282103 938.2 61,775.00 X 2 X
REPUBLIC NAT'L BANK C CONV P2 30/36 76067UAE3 1,915.41,695,000.00 X 2 X
REP NEW YORK Common Stock 760719104 961.4 14,100.00 X 2 X
REYNOLDS & REYNOLDS - Common Stock 761695105 18.7 800.00 X 2 X
REYNOLDS METALS Common Stock 761763101 572.3 9,700.00 X 2 X
R. J. Reynolds Tobacc Common Stock 76182K105 225.7 7,166.00 X 2 X
RITE AID Common Stock 767754104 1,251.0 50,800.00 X 2 X
RITE AID CORPORATION CONV P2 30/36 767754AL8 1,837.71,840,000.00 X 2 X
ROBERT HALF INTERNATI Common Stock 770323103 28.6 1,100.00 X 2 X
ROBERTS PHARMACEUTICA Common Stock 770491108 475.3 19,600.00 X 2 X
ROCHE HOLDINGS CONV D CONV P0 30/36 771196AE2 1,111.22,300,000.00 X 2 X
ROCKWELL INTL Common Stock 773903109 1,634.2 26,900.00 X 2 X
ROHM & HAAS Common Stock 775371107 1,330.5 31,032.00 X 2 X
ROLLINS INC Common Stock 775711104 4.8 300.00 X 2 X
Ross Stores Incorpora Common Stock 778296103 30.2 600.00 X 2 X
ROWAN COMPANIES, INC Common Stock 779382100 134.6 7,300.00 X 2 X
ROYAL DUTCH PET Common Stock 780257804 18,371.4 304,920.00 X 2 X
RUDDICK CORPORATION Common Stock 781258108 26.0 1,300.00 X 2 X
RUSSELL CORP Common Stock 782352108 54.6 2,800.00 X 2 X
RYDER SYSTEM Common Stock 783549108 163.8 6,300.00 X 2 X
Ryerson Tull Inc. Common Stock 78375P107 11.3 500.00 X 2 X
SBC Communications, I Common Stock 78387G103 32,771.8 565,031.00 X 2 X
SCI SYSTEMS INC Common Stock 783890106 52.3 1,100.00 X 2 X
SCP Pool Corporation Common Stock 784028102 119.0 4,600.00 X 2 X
SL Green Realty Corpo Common Stock 78440X101 1,722.9 84,300.00 X 2 X
SLM HOLDING CORPORATI Common Stock 78442A109 1,039.9 22,700.00 X 2 X
SM&A Corporation Common Stock 784432106 0.0 0.00 X 2 X
S&P 500 DEPOSITARY RE Common Stock 78462F103 11,513.6 84,070.00 X 2 X
SPX CORPORATION Common Stock 784635104 33.4 400.00 X 2 X
Safeco Corp Common Stock 786429100 838.4 19,000.00 X 2 X
SAFEWAY INC Common Stock 786514208 37,753.7 762,700.00 X 2 X
ST Jude Med Common Stock 790849103 283.2 7,950.00 X 2 X
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SAKS INC Common Stock 79377W108 309.0 10,703.00 X 2 X
Sanmina Corporation Common Stock 800907107 60.7 800.00 X 2 X
Santa Fe Snyder Corpo Common Stock 80218K105 18.3 2,400.00 X 2 X
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Saville Systems PLC-A Common Stock 805174109 3,506.1 241,800.00 X 2 X
Sawtek Inc. Common Stock 805468105 2,477.3 54,000.00 X 2 X
SBARRO INCORPORATED Common Stock 805844107 13.5 500.00 X 2 X
SCANA CORPORATION Common Stock 805898103 42.1 1,800.00 X 2 X
SCHERING PLOUGH Common Stock 806605101 37,245.8 702,750.00 X 2 X
SCHLUMBERGER LTD Common Stock 806857108 4,798.2 75,340.00 X 2 X
Scholastic Corporatio Common Stock 807066105 15.2 300.00 X 2 X
SCHULMAN A INC Common Stock 808194104 15.5 900.00 X 2 X
SCHWAB (CHARLES) CORP Common Stock 808513105 6,169.5 56,150.00 X 2 X
Scient Corporation Common Stock 80864H109 0.0 0.00 X 2 X
SCIENTIFIC-ATLANTA Common Stock 808655104 237.6 6,600.00 X 2 X
SEAGATE TECHNOL Common Stock 811804103 832.8 32,500.00 X 2 X
SEAGRAM CO Common Stock 811850106 2,888.0 57,330.00 X 2 X
SEACOR SMIT INCORPORA Common Stock 811904101 0.0 0.00 X 2 X
SEALED AIR CORP Common Stock 81211K100 486.7 7,502.00 X 2 X
SEARS, ROEBUCK Common Stock 812387108 2,914.4 65,400.00 X 2 X
Secure Computing Corp Common Stock 813705100 703.2 288,500.00 X 2 X
Select Comfort Corpor Common Stock 81616X103 0.0 0.00 X 2 X
SEMPRA ENERGY Common Stock 816851109 755.2 33,379.00 X 2 X
SENSORMATIC ELECTRONI Common Stock 817265101 16.7 1,200.00 X 2 X
SEPRACOR INCORPORATED Common Stock 817315104 32.5 400.00 X 2 X
SEQUA CORPORATION - C Common Stock 817320104 7.0 100.00 X 2 X
Sequent Computer Syst Common Stock 817338106 26.6 1,500.00 X 2 X
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SHARED MEDICAL SYSTEM Common Stock 819486101 163.1 2,500.00 X 2 X
SHAW INDUSTRIES INC Common Stock 820286102 36.3 2,200.00 X 2 X
SHERWIN-WILLIAMS Common Stock 824348106 788.1 28,400.00 X 2 X
Shire Pharmaceuticals Common Stock 82481R106 96.2 3,700.00 X 2 X
SHOPKO STORES INC Common Stock 824911101 1,152.8 31,800.00 X 2 X
Siebel Systems Inc. Common Stock 826170102 86.3 1,300.00 X 2 X
SIERRA PACIFIC RESOUR Common Stock 826425100 1,407.7 38,700.00 X 2 X
Sierra Pacific Resour Common Stock 826428104 20.0 800.00 X 2 X
Sigma-Aldrich Common Stock 826552101 6,853.9 199,025.00 X 2 X
SILICON GRAPH Common Stock 827056102 288.2 17,600.00 X 2 X
Silverleaf Resorts In Common Stock 828395103 0.0 0.00 X 2 X
SIMON PROPERTY GRP IN Common Stock 828806109 3,009.5 118,600.00 X 2 X
Skywest Incorporated Common Stock 830879102 3,880.3 155,600.00 X 2 X
Smart Modular Technol Common Stock 831690102 665.5 38,300.00 X 2 X
SMITH (AO) CORPORATIO Common Stock 831865209 1,244.6 44,450.00 X 2 X
SMITH INTERNATIONAL I Common Stock 832110100 39.1 900.00 X 2 X
SMITH CHARLES RESIDEN Common Stock 832197107 560.0 16,500.00 X 2 X
SMUCKER (J.M.) CO Common Stock 832696108 20.0 900.00 X 2 X
SNYDER COMMUNICATIONS Common Stock 832914105 49.1 1,500.00 X 2 X
SNAP-ON INC Common Stock 833034101 211.7 5,850.00 X 2 X
SOFTWARE AG SYSTEMS I Common Stock 834025108 0.0 0.00 X 2 X
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Softworks, Inc. Common Stock 83404P102 4,398.9 399,900.00 X 2 X
SOLECTRON CORPORATION Common Stock 834182107 2,300.7 34,500.00 X 2 X
SOLUTIA INCORPORATED Common Stock 834376105 29.8 1,400.00 X 2 X
SONAT Common Stock 835415100 321.3 9,700.00 X 2 X
SONOCO PRODUCTS COMPA Common Stock 835495102 55.4 1,850.00 X 2 X
SonoSite, Inc. Common Stock 83568G104 102.0 6,000.00 X 2 X
SOTHEBY'S HOLDINGS CL Common Stock 835898107 30.5 800.00 X 2 X
SOUTHDOWN INC Common Stock 841297104 32.1 500.00 X 2 X
SOUTHERN CO Common Stock 842587107 2,557.8 96,520.00 X 2 X
Southtrust Corp. Common Stock 844730101 909.5 23,700.00 X 2 X
SOUTHWEST AIRLINES Common Stock 844741108 1,483.1 47,650.00 X 2 X
Sovereign Banc Common Stock 845905108 934.5 77,072.00 X 2 X
SpeedFam-IPEC Inc. Common Stock 847705100 300.4 18,700.00 X 2 X
SPIEKER PROPERTIES IN Common Stock 848497103 0.0 0.00 X 2 X
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SPRINT Common Stock 852061100 6,305.8 119,400.00 X 2 X
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Stamps.con Inc. Common Stock 852857101 119.0 6,800.00 X 2 X
Stancorp Financial Gr Common Stock 852891100 888.0 29,600.00 X 2 X
STANDARD PACIFIC CORP Common Stock 85375C101 984.5 76,100.00 X 2 X
STANDARD REGISTER COM Common Stock 853887107 18.5 600.00 X 2 X
STANLEY WORKS Common Stock 854616109 463.5 14,400.00 X 2 X
Star Telelcommunicati Common Stock 854923109 91.5 11,717.00 X 2 X
Staples Incorporated Common Stock 855030102 2,150.2 69,500.00 X 2 X
Starbucks Corporation Common Stock 855244109 3,748.7 99,800.00 X 2 X
StarMedia Network, In Common Stock 855546107 0.0 0.00 X 2 X
STARWOOD HOTELS & RES Common Stock 85590A203 3,574.3 116,950.00 X 2 X
STATE STREET CORPORAT Common Stock 857477103 2,066.1 24,200.00 X 2 X
Steel Dynamics, Incor Common Stock 858119100 776.5 50,200.00 X 2 X
Steris Corporation Common Stock 859152100 15.5 800.00 X 2 X
Sterigenics Internati Common Stock 85915R105 0.0 0.00 X 2 X
Sterling Commerce Inc Common Stock 859205106 11,548.6 316,400.00 X 2 X
STERLING SOFTWARE INC Common Stock 859547101 34.7 1,300.00 X 2 X
Stewart & Stevenson S Common Stock 860342104 4.6 300.00 X 2 X
Stewart Enterprises I Common Stock 860370105 18.9 1,300.00 X 2 X
STORAGE TECHNOLOGY CO Common Stock 862111200 27.3 1,200.00 X 2 X
STRUCTURAL DYNAMICS R Common Stock 863555108 20.4 1,100.00 X 2 X
STRYKER CORPORATION Common Stock 863667101 90.2 1,500.00 X 2 X
SUIZA FOODS CORPORATI Common Stock 865077101 221.9 5,300.00 X 2 X
SUMMIT BANCORP Common Stock 866005101 1,007.7 24,100.00 X 2 X
SUMMIT PROP Common Stock 866239106 1,931.6 97,800.00 X 2 X
Sun Microsystem Common Stock 866810104 25,910.8 376,200.00 X 2 X
Sundstrand Corporatio Common Stock 867323107 0.0 0.00 X 2 X
SUNGARD DATA SYSTEMS Common Stock 867363103 58.7 1,700.00 X 2 X
SUNOCO INC Common Stock 86764P109 241.5 8,000.00 X 2 X
Sunrise Assist Common Stock 86768K106 10,378.8 297,600.00 X 2 X
SUNTRUST BANKS Common Stock 867914103 3,108.0 44,760.00 X 2 X
SUPERIOR INDUSTRIES I Common Stock 868168105 16.4 600.00 X 2 X
SUPER VALU Common Stock 868536103 364.8 14,200.00 X 2 X
Swift Transportation Common Stock 870756103 914.1 41,550.00 X 2 X
SYBRON INTERNATIONAL Common Stock 87114F106 38,361.51,391,800.00 X 2 X
Sylvan Learning Syste Common Stock 871399101 19.0 700.00 X 2 X
Symantec Corporation Common Stock 871503108 17.9 700.00 X 2 X
SYMBOL TECHNOLOGIES I Common Stock 871508107 49.8 1,350.00 X 2 X
Synopsys Common Stock 871607107 9,702.0 175,800.00 X 2 X
SYNOVUS FINANCIAL CO Common Stock 87161C105 748.3 37,650.00 X 2 X
SYSCO CORP Common Stock 871829107 1,359.5 45,600.00 X 2 X
TCA Cable TV Inc Common Stock 872241104 33.3 600.00 X 2 X
TCF FINANCIAL CORP Common Stock 872275102 36.2 1,300.00 X 2 X
TECO ENERGY INC Common Stock 872375100 43.2 1,900.00 X 2 X
TJX COS Common Stock 872540109 2,114.5 63,475.00 X 2 X
TRW INC Common Stock 872649108 943.9 17,200.00 X 2 X
TSI International Sof Common Stock 872879101 124.9 4,400.00 X 2 X
TLC The Laser Center Common Stock 872934104 4,728.0 98,500.00 X 2 X
TV Guide Inc. Common Stock 87307Q109 12,478.1 340,700.00 X 2 X
TANDY CORP Common Stock 875382103 1,290.3 26,400.00 X 2 X
Targeted Genetics Common Stock 87612M108 22.9 14,675.00 X 2 X
Tech Data Corp Common Stock 878237106 26.8 700.00 X 2 X
Technisource Incorpor Common Stock 878553106 37.4 7,200.00 X 2 X
Tecumseh Products Com Common Stock 878895200 1,211.3 20,000.00 X 2 X
TEKTRONIX Common Stock 879131100 126.8 4,200.00 X 2 X
Telebanc Financial Co Common Stock 87925R109 2,305.6 59,500.00 X 2 X
TELEFLEX INCORPORATED Common Stock 879369106 17.4 400.00 X 2 X
TELEPHONE & DATA SYS Common Stock 879433100 65.8 900.00 X 2 X
Tellabs Inc Common Stock 879664100 15,809.6 234,000.00 X 2 X
TEMPLE-INLAND Common Stock 879868107 354.9 5,200.00 X 2 X
TENET HEALTH Common Stock 88033G100 1,191.7 64,200.00 X 2 X
TENET HEALTHCARE CORP CONV P2 30/36 88033GAD2 1,214.41,450,000.00 X 2 X
TENNECO INC Common Stock 88037E101 553.9 23,200.00 X 2 X
TERADYNE INC Common Stock 880770102 93.3 1,300.00 X 2 X
Terayon Communication Common Stock 880775101 6,028.9 107,900.00 X 2 X
TESORO PETROLEUM CORP Common Stock 881609101 859.0 53,900.00 X 2 X
TEXACO Common Stock 881694103 8,226.3 131,620.00 X 2 X
TEXAS INSTRUMEN Common Stock 882508104 7,830.0 54,000.00 X 2 X
TEXAS UTILITIES Common Stock 882848104 11,000.0 266,667.00 X 2 X
TEXTRON Common Stock 883203101 1,712.1 20,800.00 X 2 X
THERMO ELECTRON CORP Common Stock 883556102 300.9 15,000.00 X 2 X
THERMO ELECTRON CORP CONV P2 30/36 883556AF9 896.31,000,000.00 X 2 X
THOMAS & BETTS COMPAN Common Stock 884315102 241.0 5,100.00 X 2 X
3 Com Common Stock 885535104 1,497.2 56,100.00 X 2 X
TIDEWATER INCORPORATE Common Stock 886423102 18.3 600.00 X 2 X
Tier Technologies Inc Common Stock 88650Q100 0.0 0.00 X 2 X
TIFFANY & COMPANY Common Stock 886547108 48.3 500.00 X 2 X
TIME WARNER Common Stock 887315109 25,642.7 348,880.00 X 2 X
Time Warner Telecom I Common Stock 887319101 0.0 0.00 X 2 X
TIMES MIRROR - CL A Common Stock 887364107 657.7 11,100.00 X 2 X
TIMES MIRROR CONVERTI CONV P0 30/36 887364AC1 1,586.33,375,000.00 X 2 X
TIMKEN CO Common Stock 887389104 105.3 5,400.00 X 2 X
TORCHMARK Common Stock 891027104 419.7 12,300.00 X 2 X
TOSCO CORPORATION Common Stock 891490302 51.9 2,000.00 X 2 X
TOTAL RENAL CAR Common Stock 89151A107 14.0 900.00 X 2 X
Tower Automotive Inco Common Stock 891707101 1,271.9 50,000.00 X 2 X
TOWER REALTY TRUST IN Common Stock 89185E109 0.0 0.00 X 2 X
TOYS R US Common Stock 892335100 472.2 22,825.00 X 2 X
Trammell Crow Company Common Stock 89288R106 1,366.0 83,100.00 X 2 X
Transaction Network S Common Stock 893414102 29.3 1,000.00 X 2 X
TransAmerica Common Stock 893485102 1,305.0 17,400.00 X 2 X
Transwitch Intl Inc Common Stock 894065101 1,838.4 40,100.00 X 2 X
Triad Hospitals Incor Common Stock 89579K109 0.0 0.00 X 2 X
TRICON GLOBAL RESTAUR Common Stock 895953107 1,263.6 23,346.00 X 2 X
TRIBUNE CO Common Stock 896047107 1,437.6 16,500.00 X 2 X
TRIGON HEALTHCARE INC Common Stock 89618L100 14.6 400.00 X 2 X
TRINET CORPORATE REAL Common Stock 896287109 1,755.4 63,400.00 X 2 X
TRINITY INDUSTRIES IN Common Stock 896522109 16.8 500.00 X 2 X
Tropical Sportswear I Common Stock 89708P102 12,651.2 396,900.00 X 2 X
Tuboscope, Inc. Common Stock 898600101 2,725.2 199,100.00 X 2 X
Tuesday Morning Corpo Common Stock 899035505 2,486.3 97,500.00 X 2 X
TUPPERWARE Common Stock 899896104 130.1 5,100.00 X 2 X
Tweeter Home Entertai Common Stock 901167106 180.6 4,600.00 X 2 X
TYCO INTL LTD Common Stock 902124106 77,873.4 821,883.00 X 2 X
TYSON FOODS INC - CL Common Stock 902494103 81.0 3,600.00 X 2 X
UCAR INTL INCORPORATE Common Stock 90262K109 17.7 700.00 X 2 X
UST Corporation Common Stock 902900109 347.9 11,500.00 X 2 X
USX-MARATHON OI Common Stock 902905827 1,751.9 53,800.00 X 2 X
UST INC Common Stock 902911106 763.4 26,100.00 X 2 X
US BANCORP Common Stock 902973106 3,380.1 99,414.00 X 2 X
US LIQUIDS INCORPORAT Common Stock 902974104 104.4 5,000.00 X 2 X
USG Corporation Common Stock 903293405 39.2 700.00 X 2 X
U.S. Foodservice Common Stock 90331R101 18,533.4 434,800.00 X 2 X
USX U.S. STEEL Common Stock 90337T101 567.0 21,000.00 X 2 X
UTI Energy Corp. Common Stock 903387108 147.4 8,900.00 X 2 X
U.S. Xpress Enterpris Common Stock 90338N103 0.0 0.00 X 2 X
Ultimate Electronics, Common Stock 903849107 65.5 3,600.00 X 2 X
ULTRAMAR DIAMOND SHAM Common Stock 904000106 24.0 1,100.00 X 2 X
UNIFI INCORPORATED Common Stock 904677101 25.5 1,200.00 X 2 X
Unilever NV Common Stock 904784709 5,500.8 78,865.00 X 2 X
UNICOM CORP Common Stock 904911104 1,739.2 45,100.00 X 2 X
UNION CAMP CORP Common Stock 905530101 0.0 0.00 X 2 X
Union Carbide Corpora Common Stock 905581104 911.6 18,700.00 X 2 X
UNION PACIFIC Common Stock 907818108 8,586.2 147,245.00 X 2 X
UNION PACIF RES Common Stock 907834105 365.4 22,400.00 X 2 X
UNION PLANTERS CORPOR Common Stock 908068109 920.6 20,600.00 X 2 X
UNISOURCE WORLDWIDE I Common Stock 909208100 0.0 0.00 X 2 X
Unisys Corporation Common Stock 909214108 26,162.1 671,900.00 X 2 X
UNITED DOMINION IND Common Stock 909914103 899.7 37,099.00 X 2 X
UNITED HEALTH Common Stock 910581107 1,609.5 25,700.00 X 2 X
UNITED RENTALS INC Common Stock 911363109 8,419.3 285,400.00 X 2 X
US CELLULAR CORP CONV CONV P0 30/36 911684AA6 3,810.57,490,000.00 X 2 X
UNITED STATES FILTER Common Stock 911843209 0.0 0.00 X 2 X
USAIR GROUP Common Stock 911905107 300.6 6,900.00 X 2 X
US WEST INC Common Stock 91273H101 4,068.5 69,251.00 X 2 X
UNITED TECH Common Stock 913017109 5,530.7 77,150.00 X 2 X
United Therapeutics C Common Stock 91307C102 1,484.4 125,000.00 X 2 X
Unitrin, Inc. Common Stock 913275103 44.3 1,100.00 X 2 X
UNIVERSAL CORPORATION Common Stock 913456109 8.5 300.00 X 2 X
UNIVERSAL FOODS CORP Common Stock 913538104 25.4 1,200.00 X 2 X
Univision Communicati Common Stock 914906102 92.4 1,400.00 X 2 X
UNOCAL Common Stock 915289102 1,529.5 38,600.00 X 2 X
UNUMProvident Corpora Common Stock 91529Y106 1,062.2 19,400.00 X 2 X
USFreightways Corp Common Stock 916906100 643.7 13,900.00 X 2 X
URBAN SHOP CTRS Common Stock 917060105 2,157.8 68,500.00 X 2 X
UROCOR INCORPORATED Common Stock 91727P105 14.6 2,983.00 X 2 X
USinternetworking, In Common Stock 917311805 0.0 0.00 X 2 X
USWeb Corp Common Stock 917327108 0.0 0.00 X 2 X
UTILICORP UNITED INC Common Stock 918005109 45.0 1,850.00 X 2 X
VF CORP Common Stock 918204108 872.1 20,400.00 X 2 X
VALERO ENERGY CORPORA Common Stock 91913Y100 32.2 1,500.00 X 2 X
Valley Media, Inc. Common Stock 91972C106 13.4 900.00 X 2 X
Value America, Inc. Common Stock 92038N102 0.0 0.00 X 2 X
Vanguard Cellular Sys Common Stock 922022108 0.0 0.00 X 2 X
VARCO INTERNATIONAL I Common Stock 922126107 17.5 1,600.00 X 2 X
VARIAN ASSOCIATES INC Common Stock 922204102 0.0 0.00 X 2 X
VERITAS Software Corp Common Stock 923436109 123.4 1,300.00 X 2 X
VERITAS DGC INC. Common Stock 92343P107 82.4 4,500.00 X 2 X
VIACOM CL B Common Stock 925524308 4,209.0 95,660.00 X 2 X
Viatel Incorporated Common Stock 925529208 348.0 6,200.00 X 2 X
VIAD CORPORAITON Common Stock 92552R109 40.2 1,300.00 X 2 X
VISHAY INTERTECHNOLOG Common Stock 928298108 1,305.2 62,150.00 X 2 X
VISX, Incorporated Common Stock 92844S105 71.3 900.00 X 2 X
Vitesse Semiconductor Common Stock 928497106 7,580.0 112,400.00 X 2 X
VLASIC FOODS INT'L Common Stock 928559103 5.1 700.00 X 2 X
Vodafone AirTouch PLC Common Stock 92857T107 11,409.3 57,915.00 X 2 X
VoiceStream Wireless Common Stock 928615103 1,578.3 55,500.00 X 2 X
VORNADO REALTY TRUST Common Stock 929042109 0.0 0.00 X 2 X
VULCAN MATERIALS COMP Common Stock 929160109 86.9 1,800.00 X 2 X
WICOR INC Common Stock 929253102 1,628.8 58,300.00 X 2 X
WMX MANAGEMENT INC CO CONV P2 30/36 92929QAF4 2,073.41,900,000.00 X 2 X
WPS RESOURCES CORP Common Stock 92931B106 1,239.0 41,300.00 X 2 X
WACHOVIA CORP Common Stock 929771103 2,344.4 27,400.00 X 2 X
WAL-MART STORES Common Stock 931142103 63,490.21,315,860.00 X 2 X
WALGREEN Common Stock 931422109 4,031.4 137,240.00 X 2 X
Wallace Computer Serv Common Stock 932270101 17.5 700.00 X 2 X
WARNACO GROUP CL-A Common Stock 934390105 21.4 800.00 X 2 X
WARNER LAMBERT Common Stock 934488107 30,511.1 439,800.00 X 2 X
WASHINGTON GAS LIGHT Common Stock 938837101 23.4 900.00 X 2 X
WASHINGTON MUTUAL INC Common Stock 939322103 3,428.5 96,919.00 X 2 X
WASHINGTON POST CL B Common Stock 939640108 107.6 200.00 X 2 X
WASTE MANAGEMENT INC Common Stock 94106L109 22,189.3 412,825.00 X 2 X
WATSCO INCORPORATED Common Stock 942622200 990.7 60,500.00 X 2 X
WATSON PHARMACEUTICAL Common Stock 942683103 459.3 13,100.00 X 2 X
WATTS INDUSTRIES INC Common Stock 942749102 7.7 400.00 X 2 X
WAUSAU-MOSINEE PAPER Common Stock 943315101 617.4 34,300.00 X 2 X
WEATHERFORD INTL INC Common Stock 947074100 50.7 1,385.00 X 2 X
WELLMAN INC Common Stock 949702104 4.8 300.00 X 2 X
WELLPOINT HEALTH NETW Common Stock 94973H108 1,551.1 18,275.00 X 2 X
Wells Fargo & Company Common Stock 949746101 24,295.7 568,320.00 X 2 X
WENDY'S INTL Common Stock 950590109 600.2 21,200.00 X 2 X
Westamerica Bancorpor Common Stock 957090103 21.9 600.00 X 2 X
Western Wireless Corp Common Stock 95988E204 953.1 35,300.00 X 2 X
WESTINGHOUSE AIR BRAK Common Stock 960386100 778.1 30,000.00 X 2 X
WestPoint Stevens Inc Common Stock 961238102 23.9 800.00 X 2 X
WESTVACO CORP Common Stock 961548104 258.1 8,900.00 X 2 X
WEYERHAEUSER CO Common Stock 962166104 1,873.4 27,250.00 X 2 X
Whirlpool Corporation Common Stock 963320106 791.8 10,700.00 X 2 X
Whitman Corporation Common Stock 96647R107 23.4 1,300.00 X 2 X
WILLAMETTE IND Common Stock 969133107 525.1 11,400.00 X 2 X
WILLIAMS CO Common Stock 969457100 2,737.8 64,325.00 X 2 X
Wilmington Trust Corp Common Stock 971807102 28.7 500.00 X 2 X
Wind River Systems In CONV P2 30/36 973149AC1 908.31,050,000.00 X 2 X
WINN-DIXIE STOR Common Stock 974280109 546.7 14,800.00 X 2 X
Wisconsin Central Tra Common Stock 976592105 22.7 1,200.00 X 2 X
WISCONSIN ENERGY CORP Common Stock 976657106 50.1 2,000.00 X 2 X
WITCO CORP Common Stock 977385103 20.0 1,000.00 X 2 X
Worthington Industrie Common Stock 981811102 131.5 8,000.00 X 2 X
WRIGLEY (WM) JR Common Stock 982526105 1,440.0 16,000.00 X 2 X
Xilinx Inc. Common Stock 983919101 143.1 2,500.00 X 2 X
XEROX Common Stock 984121103 5,374.7 91,000.00 X 2 X
XEROX CORP CONVERTIBL CONV P2 30/36 984121BB8 2,846.34,500,000.00 X 2 X
YPF SOCIEDAD Common Stock 984245100 178.6 4,700.00 X 2 X
YORK INTERNATIONAL CO Common Stock 986670107 21.4 500.00 X 2 X
ZALE CORPORATION Common Stock 988858106 1,192.0 29,800.00 X 2 X
Zamba Corp Common Stock 988881108 75.8 39,125.00 X 2 X
Ziff-Davis Inc. - ZDN Common Stock 989511209 0.0 0.00 X 2 X
Zions Bancorporation Common Stock 989701107 88.9 1,400.00 X 2 X
Zonagen Inc. Common Stock 98975L108 503.1 54,391.00 X 2 X
DAIMLERCHRYSLER AG Common Stock D1668R123 396.7 4,464.00 X 2 X
Fruit of the Loom, In Common Stock G3682L105 63.4 6,500.00 X 2 X
Novel Denim Holdings Common Stock G6674P109 0.0 0.00 X 2 X
Scottish Annuity & Li Common Stock G7885T104 0.0 0.00 X 2 X
TOM HILFIGER Common Stock G8915Z102 5,916.8 80,500.00 X 2 X
TRANSOCEAN OFFSHORE I Common Stock G90076103 275.6 10,500.00 X 2 X
XL Capital Limited Common Stock G98255105 0.0 0.00 X 2 X
Galileo Technology Lt Common Stock M47298100 2,419.7 53,400.00 X 2 X
ORBOTECH LTD Common Stock M75253100 9,731.7 186,700.00 X 2 X
J RAY MCDERMOTT Common Stock P64658100 0.0 0.00 X 2 X
ROYAL CARIBBEAN CRUIS Common Stock V7780T103 23,380.0 534,400.00 X 2 X
DEUTSCHE BANK FINANCE CONV P0 30/36 5184233 1,152.02,270,000.00 X 2 X
GRAND TOTAL ( 1446 items ) 5,618,516.94,798,955.53
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