UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
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 04/25/2000
- ---------------------------- ----------------------- -------------
[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 112.4 12,849.00 X 2 X
ADC Telecommunication Common Stock 000886101 646.4 11,999.00 X 2 X
AFLAC INC Common Stock 001055102 484.4 10,631.00 X 2 X
AES CORPORATION Common Stock 00130H105 5,864.2 74,466.00 X 2 X
AES CORP CONV JR SUB CONV P2 30/36 00130HAN5 939.4 610,000.00 X 2 X
AMB PROPERTY CORPORAT Common Stock 00163T109 1,937.2 90,100.00 X 2 X
AMR CORP Common Stock 001765106 298.9 9,377.00 X 2 X
AT&T CORP Common Stock 001957109 11,381.9 202,345.00 X 2 X
AT&T Corp.-Liberty Me Common Stock 001957208 106.7 1,800.00 X 2 X
Abbott Labs Common Stock 002824100 3,425.5 97,350.00 X 2 X
Abgenix Inc. Common Stock 00339B107 593.9 4,300.00 X 2 X
Accredo Health Incorp Common Stock 00437V104 854.6 25,800.00 X 2 X
Accrue Software Inc. Common Stock 00437W102 359.0 7,840.00 X 2 X
Aclara Biosciences In Common Stock 00461P106 39.4 1,000.00 X 2 X
Adaptive Broadband Co Common Stock 00650M104 385.2 7,200.00 X 2 X
Adaptec Inc. Common Stock 00651F108 160.1 4,145.00 X 2 X
Adelphia Business Sol Common Stock 006847107 30.8 500.00 X 2 X
Adobe Systems Incorpo Common Stock 00724F101 527.2 4,736.00 X 2 X
ADVANCED MICRO Common Stock 007903107 531.9 9,322.00 X 2 X
AETNA INC Common Stock 008117103 504.3 9,056.00 X 2 X
Affiliated Computer S CONV P2 30/36 008190AD2 1,991.91,960,000.00 X 2 X
Agrium Incorporated Common Stock 008916108 607.9 75,397.00 X 2 X
AIR PRODS & CHE Common Stock 009158106 412.9 14,520.00 X 2 X
AirNet Systems Incorp Common Stock 009417106 135.7 27,839.00 X 2 X
Alamosa PCS Holdings Common Stock 011593100 77.0 2,039.00 X 2 X
ALBERTO-CULVER Common Stock 013068101 84.0 3,528.00 X 2 X
Albertsons Common Stock 013104104 831.6 26,825.00 X 2 X
ALCAN ALUM Common Stock 013716105 470.1 13,877.00 X 2 X
Alcoa Incorporated Common Stock 013817101 1,636.5 23,295.00 X 2 X
ALLEGHENY TECHNOLOGIE Common Stock 01741R102 118.9 5,924.00 X 2 X
ALLERGAN INC Common Stock 018490102 416.4 8,327.00 X 2 X
Alliant Energy Resour CONV P4 30/36 018803205 903.31,110,000.00 X 2 X
Allied Riser Communic Common Stock 019496108 300.6 8,650.00 X 2 X
ALLIED WASTE INDUSTRI Common Stock 019589308 49.5 7,544.00 X 2 X
ALLSTATE CORP Common Stock 020002101 1,214.4 51,000.00 X 2 X
ALLTEL CORPORATION Common Stock 020039103 1,253.7 19,880.00 X 2 X
Alpha Industries Inc Common Stock 020753109 1,387.0 14,600.00 X 2 X
Alteon Websystems Inc Common Stock 02145A109 8,735.5 106,531.00 X 2 X
ALZA CORP Common Stock 022615108 242.9 6,467.00 X 2 X
ALZA CONVERTIBLE SUBO CONV P2 30/36 022615AD0 1,782.01,650,000.00 X 2 X
AMERADA HESS Common Stock 023551104 371.1 5,743.00 X 2 X
AMERCO Common Stock 023586100 228.0 12,408.00 X 2 X
AMEREN CORPORATION Common Stock 023608102 169.6 5,481.00 X 2 X
AMERICA ONLINE INC Common Stock 02364J104 17,791.3 264,554.00 X 2 X
American Axle & Manuf Common Stock 024061103 146.2 9,870.00 X 2 X
AMER ELEC PWR Common Stock 025537101 366.4 12,291.00 X 2 X
American Express Comp Common Stock 025816109 4,326.5 29,049.00 X 2 X
AMER GENERAL CORP Common Stock 026351106 877.7 15,638.00 X 2 X
AMERICAN GREETINGS CO Common Stock 026375105 47.0 2,577.00 X 2 X
AMER HOME PROD Common Stock 026609107 4,434.0 82,685.00 X 2 X
AMER INTL GROUP Common Stock 026874107 11,086.1 101,243.00 X 2 X
American Pacific Corp Common Stock 028740108 289.8 41,035.00 X 2 X
American Tower Corpor Common Stock 029912201 182.7 3,700.00 X 2 X
AmeriCredit Corporati Common Stock 03060R101 1,402.9 86,000.00 X 2 X
Amgen Inc. Common Stock 031162100 8,217.4 133,888.00 X 2 X
Amsouth Bancorporatio Common Stock 032165102 233.4 15,623.00 X 2 X
ANADARKO PETROLEUM CO Common Stock 032511107 197.1 5,094.00 X 2 X
Anadigics Inc Common Stock 032515108 3,349.2 50,745.00 X 2 X
ANALOG DEVICES INC Common Stock 032654105 1,140.9 14,162.00 X 2 X
Anchor Gaming Common Stock 033037102 536.2 14,134.00 X 2 X
Ancor Communications Common Stock 03332K108 357.8 8,700.00 X 2 X
Andrew Corporation Common Stock 034425108 116.6 5,099.00 X 2 X
ANHEUSER-BUSCH Common Stock 035229103 1,834.2 29,465.00 X 2 X
AON CORPORATION Common Stock 037389103 524.1 16,251.00 X 2 X
APACHE CORP Common Stock 037411105 226.8 4,558.00 X 2 X
APARTMENT INVESTMENT Common Stock 03748R101 2,130.9 55,800.00 X 2 X
Apple Computer Common Stock 037833100 1,390.4 10,238.00 X 2 X
Applied Materials Inc Common Stock 038222105 13,988.8 148,422.00 X 2 X
Applied Micro Circuit Common Stock 03822W109 1,350.6 9,000.00 X 2 X
Aradigm Corporation Common Stock 038505103 132.7 6,355.00 X 2 X
Arch Coal Inc Common Stock 039380100 4.9 698.00 X 2 X
ARCHER-DANIELS Common Stock 039483102 398.9 38,448.00 X 2 X
ARCHSTONE COMMUNITIES Common Stock 039581103 1,198.2 60,100.00 X 2 X
ARDEN REALTY GROUP IN Common Stock 039793104 1,703.4 81,600.00 X 2 X
ARMSTRONG WRLD Common Stock 042476101 45.3 2,536.00 X 2 X
Aronex Pharmaceutical Common Stock 042666206 133.2 35,527.00 X 2 X
Arrowpoint Communicat Common Stock 042810101 14.4 300.00 X 2 X
ARTISTdirect Incorpor Common Stock 04315D103 25.2 3,300.00 X 2 X
ASHLAND INC Common Stock 044204105 150.4 4,498.00 X 2 X
ASSOC FIRST CAPITAL - Common Stock 046008108 988.6 46,115.00 X 2 X
ATLANTIC RICH Common Stock 048825103 1,835.9 21,599.00 X 2 X
AUTODESK INC Common Stock 052769106 177.0 3,891.00 X 2 X
AUTO DATA PROC Common Stock 053015103 7,696.3 159,508.00 X 2 X
AUTOZONE Common Stock 053332102 242.8 8,750.00 X 2 X
Avalonbay Communities Common Stock 053484101 2,340.3 63,900.00 X 2 X
AVERY DENNISON Common Stock 053611109 435.7 7,135.00 X 2 X
Aviron Common Stock 053762100 89.1 3,203.00 X 2 X
AVON PRODUCTS Common Stock 054303102 445.9 15,344.00 X 2 X
BB&T CORPORATION Common Stock 054937107 389.5 13,879.00 X 2 X
BEI Technologies Inco Common Stock 05538P104 252.7 14,286.00 X 2 X
BISYS Common Stock 055472104 2,038.2 30,650.00 X 2 X
BMC Software Inc. Common Stock 055921100 481.7 9,755.00 X 2 X
BAKER HUGHES Common Stock 057224107 5,086.2 168,139.00 X 2 X
BALL CORP Common Stock 058498106 65.8 1,903.00 X 2 X
Bank of America Corpo Common Stock 060505104 3,829.8 73,036.00 X 2 X
BANK NEW YORK Common Stock 064057102 1,938.1 46,632.00 X 2 X
BANK ONE CORP Common Stock 06423A103 2,496.5 72,625.00 X 2 X
BARD (C.R.) Common Stock 067383109 125.4 3,241.00 X 2 X
BARRICK GOLD Common Stock 067901108 391.7 24,966.00 X 2 X
Barr Laboratories Inc Common Stock 068306109 1,158.8 27,590.00 X 2 X
Basin Exploration Inc Common Stock 070107107 191.9 12,849.00 X 2 X
BAUSCH & LOMB Common Stock 071707103 191.3 3,666.00 X 2 X
BAXTER INT'L Common Stock 071813109 1,155.0 18,424.00 X 2 X
BE AEROSPACE INC Common Stock 073302101 128.1 21,802.00 X 2 X
Be Free Incorporated Common Stock 073308108 1,272.9 57,858.00 X 2 X
BEA Systems Incorpora Common Stock 073325102 1,570.2 21,400.00 X 2 X
BEAR STEARNS COMPANIE Common Stock 073902108 206.7 4,531.00 X 2 X
BECTON DICKINSON Common Stock 075887109 419.2 15,930.00 X 2 X
BED BATH & BEYOND INC Common Stock 075896100 220.7 5,606.00 X 2 X
Belden Incorporated Common Stock 077459105 169.2 6,151.00 X 2 X
Bell & Howell Company Common Stock 077852101 516.0 16,513.00 X 2 X
BELL ATLANTIC Common Stock 077853109 6,010.4 98,330.00 X 2 X
BELL ATLANTIC FINANCI CONV P2 30/36 07785GAC4 1,706.21,190,000.00 X 2 X
BELLSOUTH Common Stock 079860102 5,825.7 123,950.00 X 2 X
BELO [A.H.] SER A Common Stock 080555105 246.7 13,800.00 X 2 X
BEMIS COMPANY Common Stock 081437105 122.1 3,312.00 X 2 X
BERINGER WINE ESTATES Common Stock 084102102 134.5 3,750.00 X 2 X
BEST BUY INC Common Stock 086516101 702.3 8,166.00 X 2 X
BESTFOODS Common Stock 08658U101 826.8 17,663.00 X 2 X
BETHLEHEM STEEL Common Stock 087509105 49.8 8,304.00 X 2 X
BIOGEN INC Common Stock 090597105 2,354.9 33,702.00 X 2 X
BIOMET INC Common Stock 090613100 259.9 7,146.00 X 2 X
BLACK & DECKER Common Stock 091797100 206.6 5,500.00 X 2 X
Blaze Software Incorp Common Stock 09347T109 2.9 100.00 X 2 X
BLOCK (H & R) Common Stock 093671105 278.7 6,227.00 X 2 X
BOEING Common Stock 097023105 2,087.0 55,011.00 X 2 X
BOISE CASCADE Common Stock 097383103 125.8 3,619.00 X 2 X
BOLDER Technologies C Common Stock 097519102 200.8 22,946.00 X 2 X
BORG-WARNER AUTOMOTIV Common Stock 099724106 1,032.2 26,214.00 X 2 X
BOSTON SCIENT Common Stock 101137107 559.7 26,260.00 X 2 X
Bradlees Incorporated Common Stock 104499207 231.6 37,438.00 X 2 X
Breakaway Solutions I Common Stock 106372105 627.9 13,800.00 X 2 X
BRIGGS & STRATTON Common Stock 109043109 37.6 914.00 X 2 X
BRISTOL MYERS SQUIBB Common Stock 110122108 10,170.8 176,117.00 X 2 X
BROADVISION INC Common Stock 111412102 1,467.4 32,700.00 X 2 X
BROWN-FORMAN Common Stock 115637209 236.1 4,338.00 X 2 X
BRUNSWICK CORP Common Stock 117043109 110.1 5,814.00 X 2 X
BSQUARE Corporation Common Stock 11776U102 64.2 2,900.00 X 2 X
BURLINGTON NO Common Stock 12189T104 640.2 28,935.00 X 2 X
BURLINGTON RES Common Stock 122014103 509.6 13,772.00 X 2 X
Bush Boake Allen Inco Common Stock 123162109 111.8 4,021.00 X 2 X
CBL & Associates Prop Common Stock 124830100 686.7 33,600.00 X 2 X
CBS Corporation Common Stock 12490K107 1,837.9 32,457.00 X 2 X
CIGNA CORP Common Stock 125509109 808.7 10,676.00 X 2 X
CMGI Inc. Common Stock 125750109 6,758.1 59,641.00 X 2 X
CMS ENERGY CORPORATIO Common Stock 125896100 83.8 4,626.00 X 2 X
CPI Corporation Common Stock 125902106 130.1 5,582.00 X 2 X
CTB International Cor Common Stock 125960104 150.8 21,934.00 X 2 X
CSX CORP Common Stock 126408103 324.9 13,825.00 X 2 X
CVS CORPORATION Common Stock 126650100 931.9 24,810.00 X 2 X
CABLETRON Common Stock 126920107 338.3 11,541.00 X 2 X
CABOT INDUSTRIAL TRUS Common Stock 127072106 333.4 17,900.00 X 2 X
CAMBREX CORP Common Stock 132011107 548.1 12,600.00 X 2 X
CAMDEN PROPERTY TRUST Common Stock 133131102 744.2 27,500.00 X 2 X
CAMPBELL SOUP Common Stock 134429109 829.8 26,985.00 X 2 X
CAPITAL ONE FINANCIAL Common Stock 14040H105 454.3 9,477.00 X 2 X
Cardinal Health Common Stock 14149Y108 817.1 17,812.00 X 2 X
Carnival Corporation Common Stock 143658102 969.4 39,069.00 X 2 X
CAROLINA P & L Common Stock 144141108 327.8 10,105.00 X 2 X
CARRAMERICA REA Common Stock 144418100 853.5 40,400.00 X 2 X
Catellus Development Common Stock 149111106 1,477.7 106,500.00 X 2 X
CATERPILLAR INC Common Stock 149123101 887.9 22,515.00 X 2 X
Cendant Corporation Common Stock 151313103 1,184.7 64,038.00 X 2 X
CENTEX CORP Common Stock 152312104 89.2 3,747.00 X 2 X
CENTOCOR INC SUB DEBE CONV P2 30/36 152342AE1 1,074.3 970,000.00 X 2 X
CENTRAL & SO WEST Common Stock 152357109 229.7 13,465.00 X 2 X
CenturyTel Incorporat Common Stock 156700106 207.2 5,580.00 X 2 X
Ceridian Corporation Common Stock 15677T106 175.7 9,159.00 X 2 X
CHAMPION INTERNATIONA Common Stock 158525105 324.4 6,092.00 X 2 X
Championship Auto Rac Common Stock 158711101 473.0 21,499.00 X 2 X
Channell Commercial C Common Stock 159186105 97.9 7,119.00 X 2 X
CHASE MANHATTAN Common Stock 16161A108 4,757.6 54,567.00 X 2 X
Chelseas GCA Realty I Common Stock 163262108 783.0 27,000.00 X 2 X
Chevron Corporation Common Stock 166751107 3,999.4 43,266.00 X 2 X
CHUBB CORPORATION Common Stock 171232101 752.8 11,142.00 X 2 X
CINCINNATI FINANCIAL Common Stock 172062101 246.7 6,556.00 X 2 X
CINERGY Common Stock 172474108 216.3 10,062.00 X 2 X
CIRCUIT CITY Common Stock 172737108 783.8 12,876.00 X 2 X
CISCO SYSTEMS Common Stock 17275R102 78,484.51,015,159.00 X 2 X
CITIGROUP INC Common Stock 172967101 8,564.1 144,389.00 X 2 X
CITRIX SYSTEMS INCORP Common Stock 177376100 474.4 7,160.00 X 2 X
Clarus Corporation Common Stock 182707109 946.4 13,400.00 X 2 X
Clear Channel Communi Common Stock 184502102 933.9 13,523.00 X 2 X
Clear Channel Communi CONV P2 30/36 184502AE2 3,831.64,120,000.00 X 2 X
CLOROX CO Common Stock 189054109 486.7 14,976.00 X 2 X
COASTAL CORP Common Stock 190441105 622.3 13,529.00 X 2 X
COCA COLA Common Stock 191216100 7,341.5 156,411.00 X 2 X
COCA COLA ENTERPRISES Common Stock 191219104 366.5 16,997.00 X 2 X
Coherent Incorporated Common Stock 192479103 511.6 9,838.00 X 2 X
COLGATE-PALMOLIVE Common Stock 194162103 2,079.8 36,892.00 X 2 X
CollaGenex Pharmaceut Common Stock 19419B100 281.7 17,607.00 X 2 X
COLUMBIA GAS SY Common Stock 197648108 305.0 5,147.00 X 2 X
Columbia/HCA Healthca Common Stock 197677107 902.9 35,669.00 X 2 X
Comcast Corporation Common Stock 200300200 2,545.0 58,674.00 X 2 X
COMERICA Common Stock 200340107 414.7 9,904.00 X 2 X
COMPAQ COMPUTER COMPA Common Stock 204493100 2,856.1 107,272.00 X 2 X
COMPUTER ASSOC Common Stock 204912109 2,274.0 38,420.00 X 2 X
COMPUTER SCIENCES Common Stock 205363104 839.1 10,605.00 X 2 X
COMPUWARE CORPORATION Common Stock 205638109 362.3 17,200.00 X 2 X
COMVERSE TECHNOLOGY I Common Stock 205862402 7,059.2 37,350.00 X 2 X
CONAGRA INC Common Stock 205887102 565.2 31,183.00 X 2 X
CONEXANT SYSTEMS INC Common Stock 207142100 609.1 8,579.00 X 2 X
CONMED CORPORATION Common Stock 207410101 199.7 7,969.00 X 2 X
Conoco Incorporated ( Common Stock 208251405 641.1 25,018.00 X 2 X
CONSECO INC Common Stock 208464107 149.5 13,068.00 X 2 X
CONS EDISON INC Common Stock 209115104 405.9 13,995.00 X 2 X
CONS STORES CORP Common Stock 210149100 208.9 18,361.00 X 2 X
Constellation Energy Common Stock 210371100 301.9 9,470.00 X 2 X
COOPER INDUSTRIES INC Common Stock 216669101 208.7 5,962.00 X 2 X
COOPER TIRE & RUBBER Common Stock 216831107 60.3 4,803.00 X 2 X
COORS (ADOLPH) COMPAN Common Stock 217016104 111.5 2,332.00 X 2 X
COPART INC Common Stock 217204106 3,052.7 174,440.00 X 2 X
CORN PRODUCTS INTL I Common Stock 219023108 165.4 6,875.00 X 2 X
CORNING INC Common Stock 219350105 3,423.5 17,647.00 X 2 X
COSTCO WHOLESALE CORP Common Stock 22160K105 933.6 17,762.00 X 2 X
CoStar Group Inc. Common Stock 22160N109 125.4 3,400.00 X 2 X
COSTCO COMPANIES INC CONV P0 30/36 22160QAC6 3,664.03,079,000.00 X 2 X
Countrywide Credit In Common Stock 222372104 123.4 4,527.00 X 2 X
Cox Communications In CONV P2 30/36 224044AW7 904.0 800,000.00 X 2 X
CRANE CO Common Stock 224399105 98.3 4,172.00 X 2 X
Cree Inc Common Stock 225447101 2,574.7 22,810.00 X 2 X
Crown Castle Internat Common Stock 228227104 128.8 3,400.00 X 2 X
Crown Cork Seal Common Stock 228255105 130.7 8,167.00 X 2 X
CUMMINS ENGINE Common Stock 231021106 98.5 2,621.00 X 2 X
CUMULUS MEDIA INC CL- Common Stock 231082108 219.9 15,300.00 X 2 X
Curtiss Wright Corpor Common Stock 231561101 135.7 3,706.00 X 2 X
CYGNUS INC Common Stock 232560102 662.8 45,710.00 X 2 X
Cymer Inc Common Stock 232572107 2,484.5 49,690.00 X 2 X
Cytyc Corporation Common Stock 232946103 1,653.0 34,260.00 X 2 X
DII GROUP INCORPORATE Common Stock 232949107 721.3 6,380.00 X 2 X
DSC COMMUNICATIONS CO CONV P2 30/36 233311AC3 4,214.73,995,000.00 X 2 X
D.R. HORTON INCORPORA Common Stock 23331A109 305.7 23,400.00 X 2 X
DTE ENERGY CO Common Stock 233331107 266.3 9,184.00 X 2 X
DANA CORP Common Stock 235811106 293.6 10,417.00 X 2 X
DANAHER CORPORATION Common Stock 235851102 290.0 5,687.00 X 2 X
DARDEN RESTAURANTS IN Common Stock 237194105 144.5 8,114.00 X 2 X
DEERE & CO Common Stock 244199105 631.5 16,618.00 X 2 X
DELL COMPUTER Common Stock 247025109 20,967.6 388,738.00 X 2 X
Delphi Automotive Sys Common Stock 247126105 500.3 31,271.00 X 2 X
DELTA AIR LINES Common Stock 247361108 435.3 8,175.00 X 2 X
DELUXE CORP Common Stock 248019101 123.1 4,647.00 X 2 X
Denison International Common Stock 248335101 352.9 27,143.00 X 2 X
Devon Energy Corp Con CONV P2 30/36 25179MAB9 3,183.93,172,000.00 X 2 X
DIAMOND OFFSHORE DRIL Common Stock 25271C102 1,417.8 35,500.00 X 2 X
DIAMOND OFFSHORE CONV CONV P2 30/36 25271CAA0 2,276.11,990,000.00 X 2 X
Digitas Incorporated Common Stock 25388K104 9.8 400.00 X 2 X
DILLARDS INCORPORATED Common Stock 254067101 109.2 6,642.00 X 2 X
DISNEY (WALT) Common Stock 254687106 5,626.0 135,977.00 X 2 X
DOLLAR GENERAL CORP Common Stock 256669102 449.8 16,737.00 X 2 X
Dollar Thrifty Automo Common Stock 256743105 162.3 9,441.00 X 2 X
DOMINION RESOURCES Common Stock 25746U109 579.3 15,071.00 X 2 X
DONNELLEY (R R) Common Stock 257867101 167.6 8,006.00 X 2 X
DOVER CORP Common Stock 260003108 617.4 12,896.00 X 2 X
DOW CHEMICAL Common Stock 260543103 1,583.2 13,888.00 X 2 X
DOW JONES CO Common Stock 260561105 408.5 5,688.00 X 2 X
DU PONT EI DEN Common Stock 263534109 3,617.5 68,417.00 X 2 X
DUKE ENERGY CORP Common Stock 264399106 1,215.7 23,157.00 X 2 X
DUN & BRADSTREET CORP Common Stock 26483B106 184.0 6,427.00 X 2 X
Dura Automotive Syste Common Stock 265903104 434.8 25,298.00 X 2 X
DUPONT PHOTOMAS Common Stock 26613X101 1,899.8 32,790.00 X 2 X
DYCOM INDUSTRIES INCO Common Stock 267475101 3,374.0 69,210.00 X 2 X
EGL Inc Common Stock 268484102 1,208.0 51,680.00 X 2 X
EMC CORPORATION Common Stock 268648102 23,391.6 187,133.00 X 2 X
EMC Corp. Convertible CONV P2 30/36 268648AE2 1,685.81,100,000.00 X 2 X
E-Stamp Corporation Common Stock 269154100 116.5 15,800.00 X 2 X
E-Tek Dynamics Inc. Common Stock 269240107 2,067.8 8,790.00 X 2 X
EASTERN ENTERPRISES Common Stock 27637F100 64.2 1,072.00 X 2 X
EASTMAN CHEM Common Stock 277432100 225.4 4,953.00 X 2 X
EASTMAN KODAK Common Stock 277461109 1,085.5 19,986.00 X 2 X
EATON Common Stock 278058102 363.6 4,661.00 X 2 X
eBay Incorporated Common Stock 278642103 2,147.2 12,200.00 X 2 X
ECOLAB INC Common Stock 278865100 301.0 8,205.00 X 2 X
EDISON INT'L Common Stock 281020107 364.1 21,986.00 X 2 X
Efficient Networks In Common Stock 282056100 3,267.6 20,980.00 X 2 X
eGain Communications Common Stock 28225C103 1,185.6 30,400.00 X 2 X
EL PASO ENERGY CORP Common Stock 283905107 583.7 14,458.00 X 2 X
Elan Finance Corp LTD CONV P0 30/36 284129AC7 3,129.54,400,000.00 X 2 X
ELECTRONIC DATA SYS Common Stock 285661104 1,913.6 29,812.00 X 2 X
Emcore Corporation Common Stock 290846104 2,347.3 20,400.00 X 2 X
Emerson Electric Comp Common Stock 291011104 1,443.4 27,298.00 X 2 X
ENGELHARD Common Stock 292845104 120.5 7,968.00 X 2 X
ENRON CORPORATION Common Stock 293561106 3,678.9 49,134.00 X 2 X
ENTERGY CORP Common Stock 29364G103 315.5 15,630.00 X 2 X
Entertainmenet Proper Common Stock 29380T105 152.1 11,530.00 X 2 X
Enzon, Inc. Common Stock 293904108 930.9 24,700.00 X 2 X
Epicor Software Corpo Common Stock 29426L108 65.3 7,688.00 X 2 X
Epoch Pharmaceuticals Common Stock 294273107 377.7 26,278.00 X 2 X
Eprise Corporation Common Stock 294352109 4.7 300.00 X 2 X
EQUIFAX Common Stock 294429105 226.1 8,956.00 X 2 X
EQUITY OFFICE PROPERT Common Stock 294741103 1,165.8 46,400.00 X 2 X
EQUITY RESIDENTIAL PR Common Stock 29476L107 1,820.5 45,300.00 X 2 X
Telefonaktiebolaget L Common Stock 294821400 5,572.5 59,400.00 X 2 X
ESSEX PROPERTY TRUST Common Stock 297178105 879.8 24,440.00 X 2 X
Etinuum Inc Common Stock 297664104 2.9 300.00 X 2 X
EVANS & SUTHERLAND CM Common Stock 299096107 51.7 4,595.00 X 2 X
Exchangeable Cert Cor CONV P2 30/36 30149TAA3 4,226.63,900,000.00 X 2 X
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Exodus Communications Common Stock 302088109 3,934.0 28,000.00 X 2 X
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FPL GROUP Common Stock 302571104 522.9 11,351.00 X 2 X
Fair Isaac and Compan Common Stock 303250104 186.6 4,800.00 X 2 X
FAIRFIELD COMMU Common Stock 304231301 327.8 41,300.00 X 2 X
FairMarket Incorporat Common Stock 305158107 20.5 900.00 X 2 X
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Federal Home Loan Mor Common Stock 313400301 1,945.2 44,022.00 X 2 X
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Federal National Mort Common Stock 313586109 4,009.5 71,043.00 X 2 X
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Fedex Corporation Common Stock 31428X106 716.1 18,361.00 X 2 X
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Finisar Corporation Common Stock 31787A101 140.7 960.00 X 2 X
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FLORIDA PROGRESS CORP Common Stock 341109106 180.0 3,923.00 X 2 X
FLUOR CORP Common Stock 343861100 149.2 4,814.00 X 2 X
FORD MOTOR Common Stock 345370100 3,649.9 79,454.00 X 2 X
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Fortune Brands Incorp Common Stock 349631101 259.8 10,390.00 X 2 X
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FRANKLIN RESOURCES IN Common Stock 354613101 332.1 9,933.00 X 2 X
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GTE Corporation Common Stock 362320103 4,783.4 67,372.00 X 2 X
GANNETT CO Common Stock 364730101 1,242.4 17,654.00 X 2 X
GAP (THE) Common Stock 364760108 2,684.0 53,882.00 X 2 X
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Gateway Incorporated Common Stock 367626108 6,055.0 114,245.00 X 2 X
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GENERAL MOTORS Common Stock 370442105 3,489.9 42,142.00 X 2 X
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Gentek Incorporated Common Stock 37245X104 349.4 24,959.00 X 2 X
GENUINE PARTS Common Stock 372460105 268.8 11,259.00 X 2 X
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Gilead Sciences Inc. Common Stock 375558103 767.5 12,110.00 X 2 X
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GLOBAL MARINE INC Common Stock 379352404 1,122.1 44,220.00 X 2 X
GOLDEN WEST FINL Common Stock 381317106 319.1 10,233.00 X 2 X
GOODRICH (B F) Common Stock 382388106 200.1 6,974.00 X 2 X
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GRACE (WR) & CO Common Stock 38388F108 36.4 2,867.00 X 2 X
GRAINGER WW Common Stock 384802104 320.8 5,914.00 X 2 X
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GREAT LAKE CHEM Common Stock 390568103 78.1 2,297.00 X 2 X
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Halliburton Company Common Stock 406216101 723.6 17,648.00 X 2 X
Harbinger Corporation Common Stock 41145C103 1,213.6 41,670.00 X 2 X
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Healthsouth Corporati Common Stock 421924101 85.8 15,430.00 X 2 X
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HOUSEHLD INT'L Common Stock 441815107 700.8 18,781.00 X 2 X
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Huntington Bancshares Common Stock 446150104 204.6 9,143.00 X 2 X
Hutchinson Technology Common Stock 448407106 256.2 14,537.00 X 2 X
Hybrid Networks Incor Common Stock 44860K102 507.6 43,203.00 X 2 X
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IMS HEALTH INC Common Stock 449934108 208.3 12,301.00 X 2 X
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ILLINOIS TOOL Common Stock 452308109 663.2 12,004.00 X 2 X
IMATION CORPORATION Common Stock 45245A107 370.7 13,890.00 X 2 X
Immunex Corporation Common Stock 452528102 1,230.7 19,400.00 X 2 X
INCO LTD Common Stock 453258402 140.4 7,668.00 X 2 X
INCO LIMITED CONVERTI CONV P2 30/36 453258AH8 2,061.02,400,000.00 X 2 X
Infineon Technologies Common Stock 45662N103 224.0 3,900.00 X 2 X
Infinium Software Inc Common Stock 45662Y109 197.4 38,290.00 X 2 X
INGERSOLL RAND Common Stock 456866102 289.2 6,535.00 X 2 X
INNERDYNE INCORPORATE Common Stock 45764D102 443.8 72,464.00 X 2 X
inSilicon Corporation Common Stock 45769H108 1.6 100.00 X 2 X
INNKEEPERS USA TRUST Common Stock 4576J0104 192.6 23,700.00 X 2 X
Integrated Device Tec Common Stock 458118106 1,141.2 28,800.00 X 2 X
Intel Corporation Common Stock 458140100 50,435.6 382,269.00 X 2 X
Interep National Radi Common Stock 45866V109 90.8 13,571.00 X 2 X
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Intermet Corporation Common Stock 45881K104 111.3 12,199.00 X 2 X
Intermune Pharmaceuti Common Stock 45885B100 19.9 1,000.00 X 2 X
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INTL PAPER Common Stock 460146103 880.9 20,605.00 X 2 X
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IntraBiotics Pharmace Common Stock 46116T100 40.5 2,700.00 X 2 X
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IONA Technologies PLC Common Stock 46206P109 1,591.0 21,500.00 X 2 X
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JLG Industries Incorp Common Stock 466210101 339.7 37,224.00 X 2 X
JEFFERSON PLT Common Stock 475070108 278.5 4,184.00 X 2 X
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K-MART CORPORATION Common Stock 482584109 188.4 19,450.00 X 2 X
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KEYCORP Common Stock 493267108 339.5 17,869.00 X 2 X
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KIMCO REALTY CORPORAT Common Stock 49446R109 1,507.5 40,200.00 X 2 X
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KOGER EQUITY INC Common Stock 500228101 1,054.3 61,120.00 X 2 X
KOHL'S CORPORATION Common Stock 500255104 7,040.0 68,683.00 X 2 X
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Ladish Company Incorp Common Stock 505754200 266.1 42,577.00 X 2 X
Lam Research Corporat Common Stock 512807108 6,507.0 144,400.00 X 2 X
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LEGGETT & PLATT INC Common Stock 524660107 168.6 7,841.00 X 2 X
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LENNAR CORPORATION Common Stock 526057104 349.2 16,100.00 X 2 X
LEXMARK INTL GROUP IN Common Stock 529771107 7,360.5 69,603.00 X 2 X
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Linens 's Things Inc. Common Stock 535679104 392.8 11,470.00 X 2 X
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LOEWS CORP Common Stock 540424108 211.9 4,237.00 X 2 X
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MACERICH COMPANY (THE Common Stock 554382101 459.9 22,300.00 X 2 X
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MANOR CARE INC Common Stock 564055101 55.6 4,116.00 X 2 X
Manugistics Group Inc Common Stock 565011103 4,974.8 99,000.00 X 2 X
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Masco Corporation Common Stock 574599106 366.1 17,857.00 X 2 X
MATTEL Common Stock 577081102 175.4 16,809.00 X 2 X
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MCDONALDS CORP Common Stock 580135101 2,031.8 54,091.00 X 2 X
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McLeodUSA Incorporate Common Stock 582266102 2,094.9 24,700.00 X 2 X
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MEREDITH CORP Common Stock 589433101 56.9 2,055.00 X 2 X
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Mesa Air Group Incorp Common Stock 590479101 308.4 49,351.00 X 2 X
Metamor Worldwide Inc Common Stock 59133P100 1,410.0 49,800.00 X 2 X
METRIS COMPANIES Common Stock 591598107 1,632.8 42,000.00 X 2 X
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MICRON TECH Common Stock 595112103 1,360.3 10,796.00 X 2 X
MILACRON INC Common Stock 598709103 21.3 1,477.00 X 2 X
Millipore Corporation Common Stock 601073109 102.0 1,808.00 X 2 X
Minnesota Mining & Ma Common Stock 604059105 1,500.2 16,940.00 X 2 X
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Molex Incorporated Common Stock 608554101 460.3 7,835.00 X 2 X
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NEW YORK TIMES Common Stock 650111107 293.8 6,842.00 X 2 X
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Newhall Land & Farmin Common Stock 651426108 463.3 16,400.00 X 2 X
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Nextel Communications Common Stock 65332V103 2,158.4 14,559.00 X 2 X
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NUCOR CORP Common Stock 670346105 174.2 3,484.00 X 2 X
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PECO ENERGY CO Common Stock 693304107 391.7 10,622.00 X 2 X
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POLAROID CORP Common Stock 731095105 42.2 1,778.00 X 2 X
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Price T Rowe & Assoc. Common Stock 741477103 188.8 4,780.00 X 2 X
PROCTER & GAMBLE Common Stock 742718109 2,956.6 52,561.00 X 2 X
PROGRESSIVE CORPORATI Common Stock 743315103 222.2 2,921.00 X 2 X
PROLOGIS TRUST Common Stock 743410102 775.8 40,300.00 X 2 X
Protein Design Labs I Common Stock 74369L103 271.1 3,410.00 X 2 X
Province Healthcare C Common Stock 743977100 1,242.3 43,400.00 X 2 X
Providian Financial C Common Stock 74406A102 491.3 5,672.00 X 2 X
PSi Technologies Hold Common Stock 74438Q109 24.9 1,500.00 X 2 X
PUB SERV ENTER Common Stock 744573106 258.7 8,732.00 X 2 X
PUBLIC STORAGE INCORP Common Stock 74460D109 2,018.8 96,134.00 X 2 X
PULTE CORP Common Stock 745867101 182.2 8,727.00 X 2 X
QUAKER OATS Common Stock 747402105 324.0 5,345.00 X 2 X
Qualcomm Incorporated Common Stock 747525103 10,732.7 71,881.00 X 2 X
Quintiles Transnation Common Stock 748767100 78.4 4,592.00 X 2 X
RF MICRO DEVICES INC Common Stock 749941100 967.5 7,200.00 X 2 X
RALSTON PURINA Common Stock 751277302 330.1 12,057.00 X 2 X
RANGER OIL LTD Common Stock 752805101 142.6 36,804.00 X 2 X
RAYTHEON CO CL B Common Stock 755111408 240.0 13,519.00 X 2 X
READER'S DIGEST ASSN- Common Stock 755267101 142.2 4,019.00 X 2 X
RECKSON ASSOC REALTY Common Stock 75621K106 401.3 21,400.00 X 2 X
Reckson Associates Re Common Stock 75621K304 205.6 10,027.00 X 2 X
REEBOK INTL Common Stock 758110100 20.8 2,247.00 X 2 X
Regions Financial Cor Common Stock 758940100 199.2 8,734.00 X 2 X
Reliant Energy Inc. Common Stock 75952J108 276.8 11,811.00 X 2 X
Reliant Energy Conver CONV P4 30/36 75952J207 2,743.32,990,000.00 X 2 X
Retek, Inc. Common Stock 76128Q109 227.4 5,520.00 X 2 X
REYNOLDS METALS Common Stock 761763101 275.9 4,126.00 X 2 X
Richmond County Finan Common Stock 764556106 267.3 16,576.00 X 2 X
Ritchie Brothers Auct Common Stock 767744105 68.9 2,703.00 X 2 X
RITE AID Common Stock 767754104 56.9 10,343.00 X 2 X
ROBERT HALF INTERNATI Common Stock 770323103 702.1 14,800.00 X 2 X
ROCKWELL INTL Common Stock 773903109 317.0 7,581.00 X 2 X
ROHM & HAAS Common Stock 775371107 390.2 8,744.00 X 2 X
ROWAN COMPANIES INC Common Stock 779382100 108.6 3,689.00 X 2 X
ROYAL DUTCH PET Common Stock 780257804 5,028.8 87,362.00 X 2 X
Rudolph Technologies Common Stock 781270103 113.9 2,530.00 X 2 X
RUSSELL CORP Common Stock 782352108 18.8 1,316.00 X 2 X
RYDER SYSTEM Common Stock 783549108 58.2 2,565.00 X 2 X
SBC Communications In Common Stock 78387G103 6,052.5 144,108.00 X 2 X
SCI Systems Inc Conv CONV P2 30/36 783890AF3 1,492.61,360,000.00 X 2 X
SL Green Realty Corpo Common Stock 78440X101 282.6 11,900.00 X 2 X
SLM HOLDING CORPORATI Common Stock 78442A109 211.7 6,355.00 X 2 X
S&P 500 DEPOSITARY RE Common Stock 78462F103 2,951.0 19,600.00 X 2 X
Saber Holdings Corpor Common Stock 785905100 191.1 5,173.00 X 2 X
Safeco Corp Common Stock 786429100 137.9 5,193.00 X 2 X
SAFEWAY INC Common Stock 786514208 9,664.4 213,578.00 X 2 X
The Saint Joe Company Common Stock 790148100 989.7 34,200.00 X 2 X
ST Jude Med Common Stock 790849103 86.8 3,362.00 X 2 X
ST PAUL COS Common Stock 792860108 309.8 9,078.00 X 2 X
Salem Communications Common Stock 794093104 64.8 5,429.00 X 2 X
Sapient Corp Common Stock 803062108 428.6 5,110.00 X 2 X
SARA LEE Common Stock 803111103 653.4 36,301.00 X 2 X
SCHERING PLOUGH Common Stock 806605101 5,442.2 148,088.00 X 2 X
SCHLUMBERGER LTD Common Stock 806857108 5,612.5 73,366.00 X 2 X
SCHWAB (CHARLES) CORP Common Stock 808513105 4,650.5 81,857.00 X 2 X
SCIENTIFIC-ATLANTA Common Stock 808655104 400.8 6,318.00 X 2 X
SEAGATE TECHNOL Common Stock 811804103 519.5 8,623.00 X 2 X
SEAGRAM CO Common Stock 811850106 1,030.4 17,318.00 X 2 X
SEALED AIR CORP Common Stock 81211K100 181.2 3,336.00 X 2 X
SEARS ROEBUCK Common Stock 812387108 466.2 15,099.00 X 2 X
SEMPRA ENERGY Common Stock 816851109 136.7 8,163.00 X 2 X
SHARED MEDICAL SYSTEM Common Stock 819486101 55.4 1,067.00 X 2 X
SHERWIN-WILLIAMS Common Stock 824348106 305.5 13,926.00 X 2 X
Siebel Systems Inc. Common Stock 826170102 1,254.1 10,500.00 X 2 X
Sigma-Aldrich Common Stock 826552101 108.3 4,030.00 X 2 X
Silicon Laboratories Common Stock 826919102 17.7 200.00 X 2 X
SILICON GRAPH Common Stock 827056102 77.7 7,358.00 X 2 X
SIMON PROPERTY GRP IN Common Stock 828806109 1,483.2 61,800.00 X 2 X
Simpson Industries In Common Stock 829060102 479.4 48,857.00 X 2 X
Skywest Incorporated Common Stock 830879102 1,227.0 31,360.00 X 2 X
SNAP-ON INC Common Stock 833034101 61.2 2,337.00 X 2 X
Snowball.com Incorpor Common Stock 83335R102 49.3 4,900.00 X 2 X
SOLECTRON CORPORATION Common Stock 834182107 948.5 23,676.00 X 2 X
Solectron Corp. Conve CONV P0 30/36 834182AJ6 1,992.12,990,000.00 X 2 X
SOUTHERN CO Common Stock 842587107 584.8 26,889.00 X 2 X
Southtrust Corp. Common Stock 844730101 170.5 6,703.00 X 2 X
SOUTHWEST AIRLINES Common Stock 844741108 419.4 20,151.00 X 2 X
Specialty Equipment C Common Stock 847497203 405.0 19,518.00 X 2 X
Spectrasite Holdings Common Stock 84760T100 260.2 9,190.00 X 2 X
SPIEKER PROPERTIES IN Common Stock 848497103 992.4 22,300.00 X 2 X
SPRINGS INDUSTRIES CL Common Stock 851783100 27.6 726.00 X 2 X
SPRINT Common Stock 852061100 5,021.9 79,713.00 X 2 X
SPRINT CORP (PCS GROU Common Stock 852061506 2,327.1 35,631.00 X 2 X
STANDARD PACIFIC CORP Common Stock 85375C101 251.0 25,100.00 X 2 X
STANLEY WORKS Common Stock 854616109 94.2 3,572.00 X 2 X
Staples Incorporated Common Stock 855030102 375.4 18,768.00 X 2 X
Starwood Financial In Common Stock 85569R104 649.7 36,865.00 X 2 X
STARWOOD HOTELS & RES Common Stock 85590A203 2,585.6 98,500.00 X 2 X
STATE STREET CORPORAT Common Stock 857477103 619.1 6,391.00 X 2 X
Staten Island Bancorp Common Stock 857550107 287.2 16,768.00 X 2 X
Steelcase Inc Common Stock 858155203 153.3 12,773.00 X 2 X
Steinway Musical Inst Common Stock 858495104 552.0 29,344.00 X 2 X
Stepan Co Common Stock 858586100 586.8 27,058.00 X 2 X
Stmicroelectron Globa CONV P0 30/36 861012AB8 1,594.8 950,000.00 X 2 X
SUMMIT BANCORP Common Stock 866005101 183.3 6,981.00 X 2 X
SUMMIT PROP Common Stock 866239106 1,220.2 63,800.00 X 2 X
Sun Microsystem Common Stock 866810104 21,444.9 228,860.00 X 2 X
SUNOCO INC Common Stock 86764P109 98.7 3,604.00 X 2 X
SUNTRUST BANKS Common Stock 867914103 738.2 12,782.00 X 2 X
SUPER VALU Common Stock 868536103 105.6 5,577.00 X 2 X
SYNOVUS FINANCIAL CO Common Stock 87161C105 211.0 11,177.00 X 2 X
SYSCO CORP Common Stock 871829107 470.5 13,183.00 X 2 X
TJX COS Common Stock 872540109 274.8 12,387.00 X 2 X
TRW INC Common Stock 872649108 284.2 4,858.00 X 2 X
TMP Worldwide Incorpo Common Stock 872941109 886.4 11,400.00 X 2 X
TV Guide Inc. Common Stock 87307Q109 4,183.4 87,040.00 X 2 X
TANDY CORP Common Stock 875382103 391.9 7,723.00 X 2 X
Target Corporation Common Stock 87612E106 2,074.2 27,748.00 X 2 X
TEKTRONIX Common Stock 879131100 105.7 1,888.00 X 2 X
Tellabs Inc Common Stock 879664100 1,012.2 16,071.00 X 2 X
Telocity Incorporated Common Stock 87971D103 69.3 5,600.00 X 2 X
TEMPLE-INLAND Common Stock 879868107 111.1 2,231.00 X 2 X
TeleTech Holdings Inc Common Stock 879939106 1,307.6 37,900.00 X 2 X
TENET HEALTH Common Stock 88033G100 286.6 12,461.00 X 2 X
TERADYNE INC Common Stock 880770102 561.8 6,831.00 X 2 X
Terayon Communication Common Stock 880775101 2,306.3 11,250.00 X 2 X
TEXACO Common Stock 881694103 1,184.8 22,094.00 X 2 X
TEXAS INSTRUMEN Common Stock 882508104 21,260.6 132,879.00 X 2 X
TEXAS UTILITIES Common Stock 882848104 327.8 11,042.00 X 2 X
TEXTRON Common Stock 883203101 361.7 5,942.00 X 2 X
THERMO ELECTRON CORP Common Stock 883556102 128.8 6,321.00 X 2 X
THOMAS & BETTS COMPAN Common Stock 884315102 229.1 8,109.00 X 2 X
3 Com Common Stock 885535104 760.7 13,676.00 X 2 X
TIME WARNER Common Stock 887315109 15,099.5 150,995.00 X 2 X
Time Warner Telecom I Common Stock 887319101 1,200.5 15,100.00 X 2 X
TIMES MIRROR - CL A Common Stock 887364107 222.8 2,397.00 X 2 X
TIMKEN CO Common Stock 887389104 40.2 2,474.00 X 2 X
Titan Exploration Inc Common Stock 888289105 181.0 36,190.00 X 2 X
Titan International I Common Stock 88830M102 281.2 39,125.00 X 2 X
Toll Brothers Incorpo Common Stock 889478103 224.0 11,200.00 X 2 X
Tootsie Roll Industri Common Stock 890516107 1,354.5 43,000.00 X 2 X
TORCHMARK Common Stock 891027104 121.5 5,254.00 X 2 X
TOSCO CORPORATION Common Stock 891490302 175.0 5,750.00 X 2 X
TOTAL RENAL CAR Common Stock 89151A107 0.0 0.00 X 2 X
Toys 'R' Us, Inc. Common Stock 892335100 142.0 9,585.00 X 2 X
Trammell Crow Company Common Stock 89288R106 698.0 63,100.00 X 2 X
Travelers Property Ca Common Stock 893939108 33.0 800.00 X 2 X
Travelocity.com Incor Common Stock 893953109 291.4 9,920.00 X 2 X
Transwitch Intl Inc Common Stock 894065101 1,690.8 17,590.00 X 2 X
TRICON GLOBAL RESTAUR Common Stock 895953107 187.4 6,032.00 X 2 X
TRIBUNE CO Common Stock 896047107 347.1 9,493.00 X 2 X
Tribune Company Conv CONV P4 30/36 896047305 2,053.41,426,000.00 X 2 X
Triquint Semiconducto CONV P2 30/36 89674KAA1 746.31,000,000.00 X 2 X
Trizec Hahn Corporati Common Stock 896938107 1,080.0 72,000.00 X 2 X
Tuboscope Inc. Common Stock 898600101 1,270.1 74,710.00 X 2 X
TUPPERWARE Common Stock 899896104 36.4 2,303.00 X 2 X
Tut Systems, Inc. Common Stock 901103101 685.0 11,500.00 X 2 X
Tweeter Home Entertai Common Stock 901167106 593.0 13,400.00 X 2 X
TYCO INTL LTD Common Stock 902124106 15,360.1 307,972.00 X 2 X
UBS AG Stamford Conv CONV P2 30/36 90261AAA0 1,965.02,000,000.00 X 2 X
USX-MARATHON OI Common Stock 902905827 323.5 12,413.00 X 2 X
UST INC Common Stock 902911106 106.8 6,834.00 X 2 X
US BANCORP Common Stock 902973106 1,043.6 47,708.00 X 2 X
USX U.S. STEEL Common Stock 90337T101 88.3 3,531.00 X 2 X
UTI Energy Corp. Common Stock 903387108 705.9 18,700.00 X 2 X
Ultimate Electronics Common Stock 903849107 691.7 31,620.00 X 2 X
Unilever NV Common Stock 904784709 1,098.9 22,834.00 X 2 X
UNICOM CORP Common Stock 904911104 317.2 8,690.00 X 2 X
Union Carbide Corpora Common Stock 905581104 311.9 5,348.00 X 2 X
UNION PACIFIC Common Stock 907818108 388.5 9,930.00 X 2 X
UNION PACIF RES Common Stock 907834105 146.0 10,069.00 X 2 X
UNION PLANTERS CORPOR Common Stock 908068109 173.6 5,634.00 X 2 X
Unisys Corporation Common Stock 909214108 316.4 12,408.00 X 2 X
UNITED HEALTH Common Stock 910581107 404.4 6,782.00 X 2 X
US CELLULAR CORP CONV CONV P0 30/36 911684AA6 1,859.82,740,000.00 X 2 X
USAIR GROUP Common Stock 911905107 79.4 2,854.00 X 2 X
US WEST INC Common Stock 91273H101 1,640.4 22,587.00 X 2 X
UNITED TECH Common Stock 913017109 1,199.0 18,976.00 X 2 X
United Therapeutics C Common Stock 91307C102 1,862.9 23,960.00 X 2 X
Universal Access Inco Common Stock 913363107 50.3 1,500.00 X 2 X
Universal Health Serv Common Stock 913903100 1,592.5 32,500.00 X 2 X
UNOCAL Common Stock 915289102 288.1 9,684.00 X 2 X
UNUMProvident Corpora Common Stock 91529Y106 163.0 9,588.00 X 2 X
URBAN SHOP CTRS Common Stock 917060105 366.2 12,600.00 X 2 X
USinternetworking Inc Common Stock 917311805 738.2 19,050.00 X 2 X
VF CORP Common Stock 918204108 113.5 4,718.00 X 2 X
ValueClick Incorporat Common Stock 92046N102 54.6 600.00 X 2 X
ValueVision Internati Common Stock 92047K107 628.9 15,200.00 X 2 X
VERITAS Software Corp Common Stock 923436109 5,502.0 42,000.00 X 2 X
Verticalnet, Inc. Common Stock 92532L107 897.6 6,600.00 X 2 X
VIACOM CL B Common Stock 925524308 1,468.8 27,844.00 X 2 X
The viaLink Company Common Stock 92552Q101 1,399.2 42,400.00 X 2 X
Viasystems Group Inco Common Stock 92553H100 6.2 400.00 X 2 X
VORNADO REALTY TRUST Common Stock 929042109 723.6 21,600.00 X 2 X
VULCAN MATERIALS COMP Common Stock 929160109 183.1 3,997.00 X 2 X
WACHOVIA CORP Common Stock 929771103 547.3 8,100.00 X 2 X
WAL-MART STORES Common Stock 931142103 16,828.8 303,222.00 X 2 X
WALGREEN Common Stock 931422109 1,035.1 40,198.00 X 2 X
WARNER LAMBERT Common Stock 934488107 14,040.3 144,003.00 X 2 X
WASHINGTON MUTUAL INC Common Stock 939322103 611.1 23,062.00 X 2 X
WASTE MANAGEMENT INC Common Stock 94106L109 338.8 24,753.00 X 2 X
WATSON PHARMACEUTICAL Common Stock 942683103 152.2 3,834.00 X 2 X
Websense Incorporated Common Stock 947684106 4.8 100.00 X 2 X
WELLPOINT HEALTH NETW Common Stock 94973H108 177.6 2,542.00 X 2 X
Wells Fargo & Company Common Stock 949746101 2,875.9 70,251.00 X 2 X
WENDY'S INTL Common Stock 950590109 96.4 4,776.00 X 2 X
Western Gas Resources Common Stock 958259103 659.7 41,558.00 X 2 X
WESTINGHOUSE AIR BRAK Common Stock 960386100 361.3 34,000.00 X 2 X
WESTVACO CORP Common Stock 961548104 133.7 4,006.00 X 2 X
WEYERHAEUSER CO Common Stock 962166104 534.8 9,382.00 X 2 X
Whirlpool Corporation Common Stock 963320106 174.3 2,973.00 X 2 X
Whitehall Jewellers I Common Stock 965063100 169.0 7,190.00 X 2 X
WILLAMETTE IND Common Stock 969133107 178.8 4,457.00 X 2 X
WILLIAMS CO Common Stock 969457100 763.1 17,367.00 X 2 X
Wilsons The Leather E Common Stock 972463103 74.1 5,490.00 X 2 X
WINN-DIXIE STOR Common Stock 974280109 113.5 5,838.00 X 2 X
Wolverine Tube Inc Common Stock 978093102 83.1 6,482.00 X 2 X
Worthington Industrie Common Stock 981811102 44.1 3,564.00 X 2 X
WRIGLEY (WM) JR Common Stock 982526105 355.3 4,625.00 X 2 X
Xilinx Inc. Common Stock 983919101 1,062.9 12,835.00 X 2 X
XEROX Common Stock 984121103 689.9 26,536.00 X 2 X
XEROX CORP CONVERTIBL CONV P2 30/36 984121BB8 1,819.03,400,000.00 X 2 X
Yahoo! Incorporated Common Stock 984332106 5,369.7 31,333.00 X 2 X
Young & Rubicam Inc. Common Stock 987425105 130.7 2,781.00 X 2 X
Young & Rubicam Inc 1 CONV P2 30/36 987425AA3 610.5 660,000.00 X 2 X
Zapata Corp Common Stock 989070503 214.3 45,121.00 X 2 X
Zonagen Inc Common Stock 98975L108 562.8 65,725.00 X 2 X
ACE Limited Common Stock G0070K103 913.1 39,916.00 X 2 X
Gemstar International Common Stock G3788V106 2,777.8 32,300.00 X 2 X
Global Crossing Ltd. Common Stock G3921A100 1,241.1 30,316.00 X 2 X
PARTNERRE LTD Common Stock G6852T105 159.9 4,343.00 X 2 X
Renaissancere Holding Common Stock G7496G103 88.5 2,164.00 X 2 X
Transocean Sedco Fore Common Stock G90078109 443.8 8,649.00 X 2 X
BackWeb Technologies Common Stock M15633106 666.9 19,400.00 X 2 X
BreezeCom Limited Common Stock M20385106 37.4 1,000.00 X 2 X
ORBOTECH LTD Common Stock M75253100 3,071.1 36,130.00 X 2 X
RADVision Limitaed Common Stock M81869105 21.0 400.00 X 2 X
Completel Europe NV Common Stock N21590109 10.0 500.00 X 2 X
Core Laboratories NV Common Stock N22717107 770.2 26,500.00 X 2 X
GRAND TOTAL ( 842 items ) 1,402,823.01,220,687.00
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