UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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 11/13/2000
---------------------------- ----------------------- -------------
[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 TITLE 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 884.6 168,500.00 X1 X
ADC Telecommunication Common Stock 000886101 2,657.7 98,833.00 X1 X
AFLAC INC Common Stock 001055102 2,142.8 33,449.00 X1 X
AGCO CORPORATION Common Stock 001084102 22.2 1,866.00 X1 X
AGL RESOURCES INC Common Stock 001204106 35.9 1,791.00 X1 X
AES CORPORATION Common Stock 00130H105 32,896.0 480,234.00 X1 X
AES Corp Conv Jr Sub CONV P2 30/36 00130HAN5 6,222.4 2,420,000.00 X1 X
AK STEEL HOLDING CORP Common Stock 001547108 33.4 3,567.00 X1 X
AMB PROPERTY CORPORAT Common Stock 00163T109 3,920.2 159,600.00 X1 X
AMR CORP Common Stock 001765106 612.9 18,749.00 X1 X
AT&T CORP Common Stock 001957109 18,705.1 636,769.00 X1 X
AT&T Corp.-Liberty Me Common Stock 001957208 8,074.8 448,600.00 X1 X
ASAT Holdings Limited Common Stock 00208B105 79.4 12,100.00 X1 X
Abbott Labs Common Stock 002824100 12,236.5 257,272.00 X1 X
Abercrombie & Fitch C Common Stock 002896207 62.3 3,266.00 X1 X
Abgenix Inc. Common Stock 00339B107 3,232.5 40,000.00 X1 X
Aboutcom Incorporated Common Stock 003736105 2,687.1 83,000.00 X1 X
Accrue Software Inc. Common Stock 00437W102 120.3 10,080.00 X1 X
Aclara Biosciences In Common Stock 00461P106 2,922.1 96,200.00 X1 X
ACNIELSEN CORPORATION Common Stock 004833109 45.3 1,902.00 X1 X
Activision Incorporat Common Stock 004930202 789.0 52,600.00 X1 X
Actuate Corp Common Stock 00508B102 310.9 9,000.00 X1 X
ACUSON CORPORATION Common Stock 005113105 18.5 812.00 X1 X
Acxiom Corporation Common Stock 005125109 7,339.1 231,154.00 X1 X
Adaptive Broadband Co Common Stock 00650M104 3,802.9 195,018.00 X1 X
Adaptec Inc. Common Stock 00651F108 2,907.2 145,360.00 X1 X
Adelphia Business Sol Common Stock 006847107 1,508.5 127,700.00 X1 X
Adelphia Communicatio Common Stock 006848105 5.7 207.00 X1 X
Adobe Systems Incorpo Common Stock 00724F101 2,430.7 15,657.00 X1 X
ADTRAN INC Common Stock 00738A106 53.5 1,257.00 X1 X
Advance Paradigm Inco Common Stock 007491103 9,306.9 220,608.00 X1 X
ADVANCED FIBRE COMMUN Common Stock 00754A105 4,359.4 115,100.00 X1 X
Advantus Learning Sys Common Stock 00757K100 5,350.5 152,600.00 X1 X
Advanced Power Techno Common Stock 00761E108 56.3 1,700.00 X1 X
ADVANCED MICRO Common Stock 007903107 925.4 39,170.00 X1 X
AETNA INC Common Stock 008117103 1,031.7 17,768.00 X1 X
Affiliated Computer S Common Stock 008190100 380.7 7,634.00 X1 X
Agilent Technologies Common Stock 00846U101 2,806.7 57,353.00 X1 X
Agrium Incorporated Common Stock 008916108 3,149.6 307,276.00 X1 X
AIR PRODS & CHE Common Stock 009158106 1,037.7 28,825.00 X1 X
Airborne Freight Corp Common Stock 009266107 15.5 1,517.00 X1 X
AIRGAS INCORPORATED Common Stock 009363102 14.8 2,177.00 X1 X
AirNet Systems Incorp Common Stock 009417106 490.5 107,516.00 X1 X
Alamosa PCS Holdings Common Stock 011593100 762.7 47,119.00 X1 X
ALASKA AIRGROUP INC Common Stock 011659109 19.3 806.00 X1 X
ALBANY INT CORP Common Stock 012348108 12.1 1,009.00 X1 X
ALBEMARLE CORPORATION Common Stock 012653101 30.5 1,510.00 X1 X
ALBERTO-CULVER Common Stock 013068101 196.6 6,824.00 X1 X
Albertsons Common Stock 013104104 1,120.5 53,356.00 X1 X
ALCAN ALUM Common Stock 013716105 795.3 27,483.00 X1 X
Alcoa Incorporated Common Stock 013817101 6,870.9 271,441.00 X1 X
Alcatel SA - Sponsore Common Stock 013904305 21,355.1 304,800.00 X1 X
British Telecom PLC Foreign Stock 0140843 849.1 119,422.00 X1 X
Alexander & Baldwin I Common Stock 014482103 33.1 1,272.00 X1 X
Alexandria Real Est E Common Stock 015271109 3,791.5 110,500.00 X1 X
Alexion Pharmaceutica Common Stock 015351109 22.8 200.00 X1 X
Cable and Wireless PL Foreign Stock 0162557 823.6 85,436.00 X1 X
Alkermes Inc. Common Stock 01642T108 2,862.1 74,100.00 X1 X
ALLEGHENY ENERGY INC Common Stock 017361106 139.2 3,645.00 X1 X
ALLEGHENY TECHNOLOGIE Common Stock 01741R102 183.0 10,097.00 X1 X
ALLERGAN INC Common Stock 018490102 1,418.4 16,798.00 X1 X
Allete Common Stock 018522102 54.0 2,442.00 X1 X
Alliant Energy Corpor Common Stock 018802108 76.6 2,607.00 X1 X
Alliant Energy Resour CONV P4 30/36 018803205 4,257.9 6,840,000.00 X1 X
Alliant Techsystems I Common Stock 018804104 1,979.2 24,100.00 X1 X
Allied Riser Communic Common Stock 019496108 113.5 17,127.00 X1 X
ALLIED WASTE INDUSTRI Common Stock 019589308 227.9 24,803.00 X1 X
Allmerica Financial C Common Stock 019754100 114.4 1,790.00 X1 X
Alloy Online Inc. Common Stock 019855105 551.7 64,900.00 X1 X
ALLSTATE CORP Common Stock 020002101 3,223.2 92,754.00 X1 X
ALLTEL CORPORATION Common Stock 020039103 2,078.1 39,819.00 X1 X
Alpha Industries Inc Common Stock 020753109 8,948.4 262,706.00 X1 X
Altera Corporation Common Stock 021441100 14,985.1 313,824.00 X1 X
ALZA CORP Common Stock 022615108 4,883.0 56,451.00 X1 X
Alza Corp Sub Debentu CONV P0 30/36 02261WAA7 1,800.5 2,600,000.00 X1 X
AMAZON.COM INC Common Stock 023135106 18.8 489.00 X1 X
Ambac Financial Group Common Stock 023139108 168.8 2,305.00 X1 X
AMERADA HESS Common Stock 023551104 769.8 11,500.00 X1 X
AMERCO Common Stock 023586100 871.3 44,539.00 X1 X
AMEREN CORPORATION Common Stock 023608102 1,194.7 28,529.00 X1 X
AMERICA ONLINE INC Common Stock 02364J104 68,750.8 1,279,085.00 X1 X
America West Holdings Common Stock 023657208 592.3 48,600.00 X1 X
American Axle & Manuf Common Stock 024061103 571.9 53,200.00 X1 X
American Classic Voya Common Stock 024928103 3,847.1 263,048.00 X1 X
AMER ELEC PWR Common Stock 025537101 1,589.3 40,620.00 X1 X
American Eagle Outfit Common Stock 02553E106 48.5 1,539.00 X1 X
American Express Comp Common Stock 025816109 23,791.6 391,631.00 X1 X
AMERICAN FINANCIAL GR Common Stock 025932104 44.8 1,932.00 X1 X
AMER GENERAL CORP Common Stock 026351106 8,377.5 107,404.00 X1 X
AMERICAN GREETINGS CO Common Stock 026375105 138.1 7,892.00 X1 X
AMER HOME PROD Common Stock 026609107 15,572.4 275,314.00 X1 X
AMER INTL GROUP Common Stock 026874107 51,733.8 540,654.00 X1 X
Nycomed Amersham Ord Foreign Stock 0274753 1,300.2 195,662.00 X1 X
American Pacific Corp Common Stock 028740108 943.7 152,525.00 X1 X
Williams PLC Foreign Stock 0290317 1,137.4 349,970.00 X1 X
American Power Conver Common Stock 029066107 1,282.6 66,848.00 X1 X
AMERICAN STANDARD COM Common Stock 029712106 103.0 2,318.00 X1 X
American Superconduct Common Stock 030111108 1,243.7 25,300.00 X1 X
AMER WATER WORKS Common Stock 030411102 639.5 23,202.00 X1 X
AmeriCredit Corporati Common Stock 03060R101 10,023.9 347,900.00 X1 X
Amerisource Health Co Common Stock 03071P102 5,950.2 126,600.00 X1 X
AMETEK INCORPORATED Common Stock 031100100 22.4 1,055.00 X1 X
Amgen Inc. Common Stock 031162100 43,727.8 626,220.00 X1 X
Enterprise Oil PLC Foreign Stock 0318866 1,050.2 192,878.00 X1 X
Amsouth Bancorporatio Common Stock 032165102 594.7 47,572.00 X1 X
ANADARKO PETROLEUM CO Common Stock 032511107 2,614.6 39,341.00 X1 X
Anadigics Inc Common Stock 032515108 4,823.2 217,998.50 X1 X
ANALOG DEVICES INC Common Stock 032654105 14,461.2 175,154.00 X1 X
Anaren Microwave Inco Common Stock 032744104 6,028.5 44,450.00 X1 X
Anchor Gaming Common Stock 033037102 4,375.9 55,000.00 X1 X
Andrew Corporation Common Stock 034425108 265.6 10,143.00 X1 X
Anesta Corporation Common Stock 034603100 1,074.1 46,700.00 X1 X
ANHEUSER-BUSCH Common Stock 035229103 13,348.5 315,474.00 X1 X
AnnTaylor Stores Corp Common Stock 036115103 4,462.6 116,100.00 X1 X
ANTEC Corporation Common Stock 03664P105 4,798.3 162,653.00 X1 X
AON CORPORATION Common Stock 037389103 1,265.5 32,243.00 X1 X
APACHE CORP Common Stock 037411105 8,856.9 149,799.00 X1 X
APARTMENT INVESTMENT Common Stock 03748R101 6,406.4 139,080.00 X1 X
APOLLO GROUP INCORPOR Common Stock 037604105 106.1 2,661.00 X1 X
University of Phoenix Common Stock 037604204 57.1 2,800.00 X1 X
Apple Computer Common Stock 037833100 1,081.9 42,017.00 X1 X
APRIA HEALTHCARE GROU Common Stock 037933108 22.7 1,627.00 X1 X
Applied Materials Inc Common Stock 038222105 10,713.9 180,634.00 X1 X
Applied Micro Circuit Common Stock 03822W109 73.9 357.00 X1 X
Aradigm Corporation Common Stock 038505103 562.0 24,500.00 X1 X
ARCHER-DANIELS Common Stock 039483102 688.5 79,824.00 X1 X
ARCHSTONE COMMUNITIES Common Stock 039581103 3,799.8 154,700.00 X1 X
ARDEN REALTY GROUP IN Common Stock 039793104 3,394.5 126,600.00 X1 X
Argonaut Technologies Common Stock 040175101 532.7 28,700.00 X1 X
Argosy Gaming Company Common Stock 040228108 2,180.4 120,300.00 X1 X
Armstrong Holdings In Common Stock 042384107 56.5 4,737.00 X1 X
ARNOLD INDUSTRIES INC Common Stock 042595108 12.2 721.00 X1 X
ARROW ELECTRONICS INC Common Stock 042735100 108.5 3,186.00 X1 X
ArvinMeritor Inc Common Stock 043353101 33.6 2,288.00 X1 X
ASHLAND INC Common Stock 044204105 295.6 8,774.00 X1 X
Aspect Medical System Common Stock 045235108 1,841.4 148,796.00 X1 X
ASSOCIATED BANC-CORP Common Stock 045487105 59.9 2,282.00 X1 X
At Home Corporation Common Stock 045919107 8.9 627.00 X1 X
ASSOC FIRST CAPITAL - Common Stock 046008108 4,426.0 116,474.00 X1 X
Astoria Financial Cor Common Stock 046265104 65.5 1,695.00 X1 X
At Road Incorporated Common Stock 04648K105 45.9 5,100.00 X1 X
Asyst Technologies In Common Stock 04648X107 2,592.0 128,000.00 X1 X
Spirent PLC Foreign Stock 0472609 1,537.0 230,442.00 X1 X
Atlas Air, Inc Common Stock 049164106 54.9 1,300.00 X1 X
ATMEL CORPORATION Common Stock 049513104 242.0 15,936.00 X1 X
August Technology Cor Common Stock 05106U105 180.2 13,600.00 X1 X
AUTODESK INC Common Stock 052769106 182.9 7,208.00 X1 X
AUTO DATA PROC Common Stock 053015103 40,057.1 598,984.00 X1 X
AUTOZONE Common Stock 053332102 362.3 15,969.00 X1 X
Avalonbay Communities Common Stock 053484101 4,690.1 98,350.00 X1 X
Avaya Incorporated Common Stock 053499109 -0.0 580.00 X1 X
AvantGo Incorporated Common Stock 05349M100 14.0 700.00 X1 X
AVERY DENNISON Common Stock 053611109 655.6 14,138.00 X1 X
Aviron Common Stock 053762100 919.6 15,771.00 X1 X
Avistar Communication Common Stock 05379X208 76.3 11,300.00 X1 X
AVNET INC Common Stock 053807103 88.3 3,112.00 X1 X
Avocent Corporation Common Stock 053893103 80.0 1,452.00 X1 X
Avon Products Common Stock 054303102 5,417.5 132,538.00 X1 X
Axcelis Technologies Common Stock 054540109 86.7 7,300.00 X1 X
BB&T CORPORATION Common Stock 054937107 1,521.3 50,500.00 X1 X
BEI Technologies Inco Common Stock 05538P104 2,091.7 50,100.00 X1 X
BISYS Common Stock 055472104 10,685.8 138,216.00 X1 X
BJ SERVICES CO Common Stock 055482103 6,421.9 105,062.00 X1 X
BJ'S WHOLESALE CLUB I Common Stock 05548J106 82.8 2,427.00 X1 X
BP Amoco PLC Common Stock 055622104 11,706.1 220,869.00 X1 X
BRE Properties Inc Common Stock 05564E106 3,097.6 96,800.00 X1 X
BMC Software Inc. Common Stock 055921100 598.6 31,300.00 X1 X
BAKER HUGHES Common Stock 057224107 7,600.9 204,739.00 X1 X
BALL CORP Common Stock 058498106 118.6 3,742.00 X1 X
BANDAG INC Common Stock 059815100 24.7 686.00 X1 X
Bank of America Corpo Common Stock 060505104 18,429.1 351,868.00 X1 X
BANK NEW YORK Common Stock 064057102 5,227.4 93,243.00 X1 X
BANK ONE CORP Common Stock 06423A103 5,638.4 145,977.00 X1 X
Banknorth Group Inc Common Stock 06646R107 83.6 4,679.00 X1 X
Banta Corporation Common Stock 066821109 20.3 831.00 X1 X
BARD (C.R.) Common Stock 067383109 271.5 6,427.00 X1 X
BARNES & NOBLE INC Common Stock 067774109 40.6 2,062.00 X1 X
BARRICK GOLD Common Stock 067901108 759.5 49,804.00 X1 X
Barr Laboratories Inc Common Stock 068306109 4,575.6 69,000.00 X1 X
Basin Exploration Inc Common Stock 070107107 1,866.2 95,700.00 X1 X
Prudential PLC Foreign Stock 0709954 1,040.5 112,972.00 X1 X
BAUSCH & LOMB Common Stock 071707103 256.2 6,580.00 X1 X
BAXTER INT'L Common Stock 071813109 2,946.4 36,917.00 X1 X
Reckitt Benckiser ORD Foreign Stock 0727871 1,141.0 137,640.00 X1 X
Allied Domecq PLC Foreign Stock 0729457 1,195.2 354,670.00 X1 X
BE AEROSPACE INC Common Stock 073302101 2,152.7 133,500.00 X1 X
Be Free Incorporated Common Stock 073308108 2,300.4 541,268.00 X1 X
BEA Systems Incorpora Common Stock 073325102 21,088.6 270,800.00 X1 X
Beacon Capital Partne Common Stock 073561300 11,375.0 1,000,000.00 X1 X
BEAR STEARNS COMPANIE Common Stock 073902108 854.2 13,559.00 X1 X
BECKMAN COULTER INCOR Common Stock 075811109 75.4 977.00 X1 X
BECTON DICKINSON Common Stock 075887109 842.8 31,878.00 X1 X
BED BATH & BEYOND INC Common Stock 075896100 890.5 36,511.00 X1 X
Belden Incorporated Common Stock 077459105 521.6 22,080.00 X1 X
Bell & Howell Company Common Stock 077852101 2,226.9 101,800.00 X1 X
Bell Atlantic Financi CONV P2 30/36 07785GAC4 2,564.5 2,380,000.00 X1 X
BELLSOUTH Common Stock 079860102 15,797.4 392,482.00 X1 X
BELO [A.H.] SER A Common Stock 080555105 1,009.0 54,723.00 X1 X
BEMIS COMPANY Common Stock 081437105 214.2 6,669.00 X1 X
Bergen Brunswig Corp. Common Stock 083739102 51.9 4,439.00 X1 X
BERINGER WINE ESTATES Common Stock 084102102 819.3 14,746.00 X1 X
BERKSHIRE HATHAWAY IN Common Stock 084670108 -0.0 -0.00 X1 X
BEST BUY INC Common Stock 086516101 1,674.2 26,314.00 X1 X
BESTFOODS Common Stock 08658U101 2,565.6 35,266.00 X1 X
BETHLEHEM STEEL Common Stock 087509105 48.2 16,083.00 X1 X
BIOGEN INC Common Stock 090597105 1,174.8 19,259.00 X1 X
BIOMET INC Common Stock 090613100 794.4 22,698.00 X1 X
BLACK & DECKER Common Stock 091797100 649.0 18,984.00 X1 X
BLACK HILLS CORPORATI Common Stock 092113109 19.8 706.00 X1 X
BLOCK (H & R) Common Stock 093671105 452.9 12,219.00 X1 X
Blyth Inc. Common Stock 09643P108 37.2 1,586.00 X1 X
Boardwalk Equities In Common Stock 096613104 896.4 112,400.00 X1 X
BOB EVANS FARMS Common Stock 096761101 20.8 1,127.00 X1 X
BOEING Common Stock 097023105 7,147.8 113,457.00 X1 X
BOISE CASCADE Common Stock 097383103 186.6 7,025.00 X1 X
BOLDER Technologies C Common Stock 097519102 196.5 45,892.00 X1 X
AstraZeneca PLC Foreign Stock 0989529 1,328.0 37,452.00 X1 X
BORDERS GROUP Common Stock 099709107 35.7 2,564.00 X1 X
Borg Warner Inc Common Stock 099724106 4,691.3 141,623.00 X1 X
Boston Private Financ Common Stock 101119105 236.0 14,300.00 X1 X
BOSTON PROPERTIES INC Common Stock 101121101 4,499.9 104,800.00 X1 X
BOSTON SCIENT Common Stock 101137107 840.7 51,145.00 X1 X
BOWATER INC Common Stock 102183100 79.6 1,714.00 X1 X
Bradlees Incorporated Common Stock 104499207 188.7 137,260.00 X1 X
BRIGGS & STRATTON Common Stock 109043109 102.5 2,710.00 X1 X
BRINKER INTERNATIONAL Common Stock 109641100 64.9 2,153.00 X1 X
Brio Technology, Inc. Common Stock 109704106 1,647.8 156,000.00 X1 X
BRISTOL MYERS SQUIBB Common Stock 110122108 18,117.4 317,153.00 X1 X
Broadbase Software In Common Stock 11130R100 32.6 2,400.00 X1 X
Broadcom Corporation Common Stock 111320107 6,879.6 28,224.00 X1 X
BROADVISION INC Common Stock 111412102 15.9 623.00 X1 X
Broadwing, Inc. Common Stock 111620100 180.1 7,047.00 X1 X
Brocade Communication Common Stock 111621108 7,764.4 32,900.00 X1 X
Brookfield Properties Common Stock 112900105 3,044.9 188,100.00 X1 X
BROWN-FORMAN Common Stock 115637209 478.2 8,735.00 X1 X
Bruker Daltonics Inc Common Stock 116795105 1,686.3 38,000.00 X1 X
BRUNSWICK CORP Common Stock 117043109 195.8 10,729.00 X1 X
BSQUARE Corporation Common Stock 11776U102 89.9 5,800.00 X1 X
BUFFETS INCORPORATED Common Stock 119882108 18.9 1,371.00 X1 X
BURLINGTON NO Common Stock 12189T104 1,099.5 50,991.00 X1 X
BURLINGTON RES Common Stock 122014103 999.8 27,159.00 X1 X
Bush Boake Allen Inco Common Stock 123162109 997.0 20,852.00 X1 X
Business Objects SA Common Stock 12328X107 6,264.9 55,411.00 X1 X
CBL & Associates Prop Common Stock 124830100 1,436.1 57,300.00 X1 X
CBRL GROUP INC Common Stock 12489V106 26.2 1,826.00 X1 X
C-Cube Microsystems I Common Stock 12501N108 3,788.4 184,800.00 X1 X
CDW Computer Centers, Common Stock 125129106 198.0 2,869.00 X1 X
C H Robinson Worldwid Common Stock 12541W100 2,051.9 36,407.00 X1 X
CIGNA CORP Common Stock 125509109 2,709.0 25,948.00 X1 X
CIT Group Incorporate Common Stock 125577106 577.8 33,017.00 X1 X
Cleco Corporation Common Stock 12561W105 32.8 702.00 X1 X
CMGI Inc. Common Stock 125750109 3,547.4 126,975.00 X1 X
CMS ENERGY CORPORATIO Common Stock 125896100 369.5 13,718.00 X1 X
CPI Corporation Common Stock 125902106 425.8 20,036.00 X1 X
CTB International Cor Common Stock 125960104 611.0 80,799.00 X1 X
CNF TRANSPORTATION IN Common Stock 12612W104 35.6 1,601.00 X1 X
CNET Networks Inc Common Stock 12613R104 631.6 25,928.00 X1 X
C P & L Energy Inc Common Stock 12614C106 838.6 20,117.00 X1 X
CSG Systems Internati Common Stock 126349109 49.9 1,721.00 X1 X
CSX CORP Common Stock 126408103 598.7 27,446.00 X1 X
CTC Communications Gr Common Stock 126419100 2,895.5 142,990.00 X1 X
CVS CORPORATION Common Stock 126650100 2,280.7 49,246.00 X1 X
CABLETRON Common Stock 126920107 681.0 23,183.00 X1 X
Cabot Corporation Common Stock 127055101 70.1 2,213.00 X1 X
CABOT INDUSTRIAL TRUS Common Stock 127072106 1,000.9 50,200.00 X1 X
Cabot Oil & Gas Corpo Common Stock 127097103 1,063.6 52,200.00 X1 X
Cabot Microelectronic Common Stock 12709P103 420.7 8,765.00 X1 X
CADENCE DESIGN SYSTEM Common Stock 127387108 208.3 8,108.00 X1 X
Caliper Technologies Common Stock 130876105 5,898.0 101,800.00 X1 X
CALLAWAY GOLF COMPANY Common Stock 131193104 37.5 2,436.00 X1 X
Calpine Corporation Common Stock 131347106 474.0 4,541.00 X1 X
CAMBREX CORP Common Stock 132011107 1,757.5 47,500.00 X1 X
CAMBRIDGE TECH PARTNE Common Stock 132524109 9.0 2,059.00 X1 X
CAMDEN PROPERTY TRUST Common Stock 133131102 2,588.5 83,500.00 X1 X
CAMPBELL SOUP Common Stock 134429109 1,375.4 53,155.00 X1 X
Canadian 88 Energy Co Common Stock 13566G509 474.4 191,300.00 X1 X
Canadian Natural Reso Common Stock 136385101 308.4 9,207.00 X1 X
CAPITAL ONE FINANCIAL Common Stock 14040H105 8,338.1 119,010.00 X1 X
Cardinal Health Common Stock 14149Y108 3,811.8 43,224.00 X1 X
Caremark Rx Incorpora Common Stock 141705103 6,226.9 553,500.00 X1 X
CARLISLE COMPANIES Common Stock 142339100 41.5 1,000.00 X1 X
Carnival Corporation Common Stock 143658102 1,834.0 74,478.00 X1 X
CARPENTER TECHNOLOGY Common Stock 144285103 21.1 725.00 X1 X
CARRAMERICA REA Common Stock 144418100 4,646.4 153,600.00 X1 X
CARTER-WALLACE INC Common Stock 146285101 36.3 1,485.00 X1 X
Catellus Development Common Stock 149111106 5,138.0 293,600.00 X1 X
CATERPILLAR INC Common Stock 149123101 1,922.5 56,964.00 X1 X
The Cato Corporation Common Stock 149205106 448.8 35,900.00 X1 X
Celeritek Incorporate Common Stock 150926103 561.5 14,900.00 X1 X
Cell Therapeutics Inc Common Stock 150934107 1,840.6 27,600.00 X1 X
Cendant Corporation Common Stock 151313103 5,611.9 516,035.00 X1 X
CENTERPOINT PROPERTIE Common Stock 151895109 511.3 11,100.00 X1 X
CENTEX CORP Common Stock 152312104 234.3 7,294.00 X1 X
Centocor Inc Sub Debe CONV P2 30/36 152342AE1 2,483.2 1,940,000.00 X1 X
CenturyTel Incorporat Common Stock 156700106 477.1 17,507.00 X1 X
Ceridian Corporation Common Stock 15677T106 508.9 18,133.00 X1 X
Certicom Corp Common Stock 156915100 459.7 11,600.00 X1 X
Championship Auto Rac Common Stock 158711101 5,668.1 232,537.00 X1 X
Channell Commercial C Common Stock 159186105 337.0 25,555.00 X1 X
Charles River Laborat Common Stock 159864107 397.8 11,700.00 X1 X
CHARTER ONE FIN Common Stock 160903100 645.8 26,496.00 X1 X
CHASE MANHATTAN Common Stock 16161A108 13,164.3 285,018.00 X1 X
Cheap Tickets Inc. Common Stock 162672109 1,037.5 100,000.00 X1 X
CheckFree Corporation Common Stock 162813109 105.0 2,506.00 X1 X
Chelseas GCA Realty I Common Stock 163262108 1,896.8 54,000.00 X1 X
Chevron Corporation Common Stock 166751107 12,676.5 148,698.00 X1 X
CHILDREN'S PLACE RETA Common Stock 168905107 942.5 36,600.00 X1 X
CHIRON CORPORAITON Common Stock 170040109 295.4 6,564.00 X1 X
CHRIS-CRAFT INDUSTRIE Common Stock 170520100 100.3 1,217.00 X1 X
CHUBB CORPORATION Common Stock 171232101 1,752.2 22,145.00 X1 X
CHURCH & DWIGHT COMPA Common Stock 171340102 23.1 1,257.00 X1 X
CIENA Corp Common Stock 171779101 3,395.3 27,646.00 X1 X
CINCINNATI FINANCIAL Common Stock 172062101 721.9 20,336.00 X1 X
CINERGY Common Stock 172474108 655.4 19,823.00 X1 X
CIRCUIT CITY Common Stock 172737108 590.9 25,693.00 X1 X
CIRRUS LOGIC INC Common Stock 172755100 329.6 8,177.00 X1 X
CISCO SYSTEMS Common Stock 17275R102 169,213.3 3,062,684.00 X1 X
Citadel Communication Common Stock 172853202 2,261.0 133,000.00 X1 X
CINTAS CORPORATION Common Stock 172908105 258.5 5,934.00 X1 X
CITIGROUP INC Common Stock 172967101 67,042.7 1,240,096.00 X1 X
CITRIX SYSTEMS INCORP Common Stock 177376100 475.3 23,689.00 X1 X
CITY NATIONAL CORPORA Common Stock 178566105 60.5 1,567.00 X1 X
CLAIRES STORES INC Common Stock 179584107 30.4 1,690.00 X1 X
Clarent Corporation Common Stock 180461105 3,083.1 78,300.00 X1 X
Clarus Corporation Common Stock 182707109 629.6 27,600.00 X1 X
CLAYTON HOMES INC Common Stock 184190106 44.5 4,454.00 X1 X
Clear Channel Communi Common Stock 184502102 4,180.1 73,984.00 X1 X
Clear Channel Communi CONV P2 30/36 184502AE2 7,622.0 8,240,000.00 X1 X
Cleveland-Cliffs Inc. Common Stock 185896107 6.7 295.00 X1 X
CLOROX CO Common Stock 189054109 1,169.0 29,547.00 X1 X
COASTAL CORP Common Stock 190441105 2,019.7 27,247.00 X1 X
Cobalt Networks Inc Common Stock 19074R101 1,620.5 28,000.00 X1 X
COCA COLA Common Stock 191216100 17,303.0 313,887.00 X1 X
COCA COLA ENTERPRISES Common Stock 191219104 839.4 52,670.00 X1 X
COGNIZANT TECH SOLUTI Common Stock 192446102 397.8 10,200.00 X1 X
Coherent Incorporated Common Stock 192479103 8,860.4 130,300.00 X1 X
COINSTAR INC Common Stock 19259P300 107.1 7,900.00 X1 X
KENNETH COLE PRODUCTI Common Stock 193294105 927.0 26,250.00 X1 X
COLGATE-PALMOLIVE Common Stock 194162103 3,434.7 72,770.00 X1 X
CollaGenex Pharmaceut Common Stock 19419B100 286.1 35,214.00 X1 X
COLUMBIA GAS SY Common Stock 197648108 728.2 10,257.00 X1 X
Comcast Corporation Common Stock 200300200 8,797.3 214,895.00 X1 X
COMDISCO INC Common Stock 200336105 95.8 5,026.00 X1 X
COMERICA Common Stock 200340107 1,160.4 19,857.00 X1 X
COMMSCOPE INC Common Stock 203372107 41.3 1,684.00 X1 X
Community Health Syst Common Stock 203668108 443.3 13,800.00 X1 X
COMPAQ COMPUTER COMPA Common Stock 204493100 8,658.1 313,925.00 X1 X
Compass Bancshares In Common Stock 20449H109 77.6 3,982.00 X1 X
CompuCredit Corportat Common Stock 20478N100 2,384.0 42,500.00 X1 X
COMPUTER ASSOC Common Stock 204912109 1,880.6 74,665.00 X1 X
COMPUTER SCIENCES Common Stock 205363104 1,587.0 21,374.00 X1 X
COMPUWARE CORPORATION Common Stock 205638109 388.1 46,335.00 X1 X
COMVERSE TECHNOLOGY I Common Stock 205862402 27,017.7 250,164.00 X1 X
Conagra Foods Inc Common Stock 205887102 1,895.9 94,501.00 X1 X
Concord Camera Corpor Common Stock 206156101 374.1 14,600.00 X1 X
CONCORD EFS INC Common Stock 206197105 266.8 7,511.00 X1 X
CONECTIV INCORPORATED Common Stock 206829103 51.6 2,885.00 X1 X
CONEXANT SYSTEMS INC Common Stock 207142100 1,236.2 29,521.00 X1 X
CONMED CORPORATION Common Stock 207410101 134.1 9,800.00 X1 X
Conoco Incorporated ( Common Stock 208251405 2,657.5 98,654.00 X1 X
CONSECO INC Common Stock 208464107 312.2 40,944.00 X1 X
CONS EDISON INC Common Stock 209115104 1,519.8 44,535.00 X1 X
CONS STORES CORP Common Stock 210149100 884.1 65,491.00 X1 X
Constellation Energy Common Stock 210371100 940.4 18,903.00 X1 X
Convergent Group Corp Common Stock 21247V100 34.7 7,300.00 X1 X
CONVERGYS CORPORATION Common Stock 212485106 761.3 19,583.00 X1 X
Cooper Cameron Corpor Common Stock 216640102 4,372.2 59,334.00 X1 X
The Cooper Companies Common Stock 216648402 2,157.9 61,000.00 X1 X
COOPER INDUSTRIES INC Common Stock 216669101 410.3 11,639.00 X1 X
COOPER TIRE & RUBBER Common Stock 216831107 87.8 8,723.00 X1 X
COORS (ADOLPH) COMPAN Common Stock 217016104 299.8 4,745.00 X1 X
CoorsTek Incorporated Common Stock 217020106 512.6 13,400.00 X1 X
COPART INC Common Stock 217204106 4,840.7 348,880.00 X1 X
Copper Mountain Netwo Common Stock 217510106 127.5 3,400.00 X1 X
COR Therapeutics Inco Common Stock 217753102 5,483.5 88,000.00 X1 X
CORN PRODUCTS INTL I Common Stock 219023108 894.1 39,300.00 X1 X
CORNING INC Common Stock 219350105 16,293.4 54,860.00 X1 X
CORPORATE OFFICE PROP Common Stock 22002T108 895.4 90,100.00 X1 X
Corvis Corporation Common Stock 221009103 2,802.1 45,900.00 X1 X
Cosine Communications Common Stock 221222102 50.0 900.00 X1 X
COSTCO WHOLESALE CORP Common Stock 22160K105 1,991.3 56,995.00 X1 X
CoStar Group Inc. Common Stock 22160N109 1,106.3 29,900.00 X1 X
Costco Companies Inc CONV P0 30/36 22160QAC6 6,300.3 7,358,000.00 X1 X
Countrywide Credit In Common Stock 222372104 544.0 14,411.00 X1 X
COVANCE INC Common Stock 222816100 15.4 1,887.00 X1 X
Cox Communications In CONV P2 30/36 224044AW7 1,118.0 1,600,000.00 X1 X
Cox Communications In CONV P2 30/36 224044AX5 3,569.0 8,600,000.00 X1 X
Cox Radio Incorporate Common Stock 224051102 374.9 21,500.00 X1 X
CRANE CO Common Stock 224399105 169.2 7,397.00 X1 X
Credence Systems Corp Common Stock 225302108 52.2 1,741.00 X1 X
Cree Inc Common Stock 225447101 5,367.3 46,170.00 X1 X
Crompton Corporation Common Stock 227116100 28.8 3,658.00 X1 X
CROSS TIMBERS OIL CO Common Stock 227573102 1,443.4 75,225.00 X1 X
Crown Cork Seal Common Stock 228255105 168.9 15,805.00 X1 X
Crown Media Holdings, Common Stock 228411104 2,379.2 167,700.00 X1 X
Cubist Pharmaceutical Common Stock 229678107 1,067.3 20,500.00 X1 X
CUMMINS ENGINE Common Stock 231021106 156.3 5,220.00 X1 X
Curon Medical Inc Common Stock 231292103 170.2 14,800.00 X1 X
Curtiss Wright Corpor Common Stock 231561101 627.7 13,302.00 X1 X
Cymer Inc Common Stock 232572107 6,392.4 208,306.00 X1 X
CYPRESS SEMICONDUCTOR Common Stock 232806109 163.9 3,943.00 X1 X
CYTEC INDUSTRIES INC Common Stock 232820100 45.6 1,363.00 X1 X
Cytyc Corporation Common Stock 232946103 3,347.5 77,624.00 X1 X
DPL INCORPORATED Common Stock 233293109 129.7 4,361.00 X1 X
DQE Inc. Common Stock 23329J104 78.5 1,957.00 X1 X
DST Systems Inc. Common Stock 233326107 243.5 2,072.00 X1 X
DSP Group Inc Common Stock 23332B106 5,438.8 145,520.00 X1 X
DTE ENERGY CO Common Stock 233331107 691.3 18,074.00 X1 X
DANA CORP Common Stock 235811106 401.8 18,688.00 X1 X
DANAHER CORPORATION Common Stock 235851102 892.1 17,932.00 X1 X
DARDEN RESTAURANTS IN Common Stock 237194105 317.5 15,257.00 X1 X
DEAN FOODS Common Stock 242361103 39.5 1,188.00 X1 X
DEERE & CO Common Stock 244199105 4,918.5 147,925.00 X1 X
DELL COMPUTER Common Stock 247025109 58,587.8 1,901,430.00 X1 X
Delphi Automotive Sys Common Stock 247126105 1,068.2 70,622.00 X1 X
DELTA AIR LINES Common Stock 247361108 689.5 15,537.00 X1 X
DELUXE CORP Common Stock 248019101 178.6 8,792.00 X1 X
Denison International Common Stock 248335101 1,477.0 112,000.00 X1 X
DensePac Microsystems Common Stock 248719304 198.6 35,300.00 X1 X
DENTSPLY INTERNATIONA Common Stock 249030107 59.8 1,713.00 X1 X
Devon Energy Corporat Common Stock 25179M103 9,323.0 154,996.00 X1 X
Devon Energy Corp Con CONV P2 30/36 25179MAB9 6,137.8 6,344,000.00 X1 X
DeVry Inc. Common Stock 251893103 86.4 2,296.00 X1 X
DIAL CORPORATION Common Stock 25247D101 35.9 3,088.00 X1 X
DIAMOND OFFSHORE DRIL Common Stock 25271C102 14,538.6 354,600.00 X1 X
Diamond Offshore Conv CONV P2 30/36 25271CAA0 4,492.4 3,980,000.00 X1 X
Diamond Offshore Dril CONV P0 30/36 25271CAB8 1,604.0 3,200,000.00 X1 X
Diamonds Trust Series Common Stock 252787106 6,792.0 63,700.00 X1 X
DIEBOLD INC Common Stock 253651103 62.4 2,349.00 X1 X
DILLARDS INCORPORATED Common Stock 254067101 121.7 11,457.00 X1 X
DIME BANCORP INC Common Stock 25429Q102 1,061.9 49,248.00 X1 X
DISNEY (WALT) Common Stock 254687106 20,375.2 532,685.00 X1 X
Ditech Communications Common Stock 25500M103 98.4 2,400.00 X1 X
Docent Incorporated Common Stock 25608L106 15.4 1,400.00 X1 X
Documentum Incorporat Common Stock 256159104 7,545.6 92,940.00 X1 X
DOLE FOOD COMPANY Common Stock 256605106 26.1 1,743.00 X1 X
DOLLAR GENERAL CORP Common Stock 256669102 693.4 41,397.00 X1 X
Dollar Thrifty Automo Common Stock 256743105 783.8 39,688.00 X1 X
Dollar Tree Stores In Common Stock 256747106 153.2 3,776.00 X1 X
DOMINION RESOURCES Common Stock 25746U109 2,353.4 40,533.00 X1 X
DONALDSON INC Common Stock 257651109 33.3 1,514.00 X1 X
DONNELLEY (R R) Common Stock 257867101 373.1 15,189.00 X1 X
DOVER CORP Common Stock 260003108 1,204.4 25,659.00 X1 X
DOW CHEMICAL Common Stock 260543103 2,133.3 85,545.00 X1 X
DOW JONES CO Common Stock 260561105 1,239.5 20,487.00 X1 X
dreamlife incorporate Common Stock 26152Q103 41.0 11,300.00 X1 X
DREYERS GRAND ICE CRE Common Stock 261878102 18.2 843.00 X1 X
DU PONT EI DEN Common Stock 263534109 9,441.0 227,837.00 X1 X
DUKE ENERGY CORP Common Stock 264399106 3,987.7 46,504.00 X1 X
Dura Automotive Syste Common Stock 265903104 947.8 102,640.00 X1 X
DUPONT PHOTOMAS Common Stock 26613X101 6,875.6 117,032.00 X1 X
Durect Corporation Common Stock 266605104 90.0 6,000.00 X1 X
Dynegy Incorporated Common Stock 26816Q101 581.7 10,206.00 X1 X
EMC CORPORATION Common Stock 268648102 118,112.3 1,191,549.00 X1 X
ENSCO INTERNATINAL IN Common Stock 26874Q100 174.1 4,551.00 X1 X
E.piphany Inc Common Stock 26881V100 277.4 3,600.00 X1 X
E*TRADE Group Inc. Common Stock 269246104 162.5 9,886.00 X1 X
EASTERN ENTERPRISES Common Stock 27637F100 232.9 3,649.00 X1 X
EASTGROUP PROPERTIES Common Stock 277276101 2,356.3 105,900.00 X1 X
EASTMAN CHEM Common Stock 277432100 359.3 9,727.00 X1 X
EASTMAN KODAK Common Stock 277461109 1,966.5 48,111.00 X1 X
EATON Common Stock 278058102 574.2 9,318.00 X1 X
eBay Incorporated Common Stock 278642103 34.0 495.00 X1 X
Echostar Communicatio Common Stock 278762109 26.5 502.00 X1 X
ECOLAB INC Common Stock 278865100 580.0 16,084.00 X1 X
Eden Bioscience Corpo Common Stock 279445100 75.9 2,300.00 X1 X
EDISON INT'L Common Stock 281020107 793.9 41,106.00 X1 X
EDWARDS (AG) Common Stock 281760108 141.9 2,713.00 X1 X
Edwards Lifesciences Common Stock 28176E108 41.8 1,917.00 X1 X
Efficient Networks In Common Stock 282056100 953.7 25,560.00 X1 X
eFunds Corporation Common Stock 28224R101 45.7 6,200.00 X1 X
EL PASO ENERGY CORP Common Stock 283905107 2,392.2 38,818.00 X1 X
Elan Finance Corp LTD CONV P0 30/36 284129AC7 7,040.0 8,800,000.00 X1 X
Elan Corporation Common Stock 284131208 4,473.1 81,700.00 X1 X
Elastic Networks Inco Common Stock 284159100 147.9 10,900.00 X1 X
Elcor Corporation Common Stock 284443108 407.5 28,100.00 X1 X
ELECTRONIC ARTS INC Common Stock 285512109 230.5 4,668.00 X1 X
ELECTRONIC DATA SYS Common Stock 285661104 3,003.1 72,363.00 X1 X
Emcore Corporation Common Stock 290846104 7,725.2 185,800.00 X1 X
Emerson Electric Comp Common Stock 291011104 4,263.7 63,637.00 X1 X
Endocare Inc Common Stock 29264P104 416.7 21,100.00 X1 X
ENERGY EAST CORP Common Stock 29266M109 95.6 4,224.00 X1 X
Energizer Holdings In Common Stock 29266R108 77.2 3,149.00 X1 X
ENGELHARD Common Stock 292845104 258.6 15,912.00 X1 X
ENRON CORPORATION Common Stock 293561106 17,625.9 201,151.00 X1 X
Entegris Incorporated Common Stock 29362U104 403.5 42,200.00 X1 X
ENTERGY CORP Common Stock 29364G103 1,044.6 28,043.00 X1 X
Entertainmenet Proper Common Stock 29380T105 357.0 33,600.00 X1 X
Entravision Communica Common Stock 29382R107 248.5 14,300.00 X1 X
Epicor Software Corpo Common Stock 29426L108 53.8 15,376.00 X1 X
Epoch Pharmaceuticals Common Stock 294273107 506.7 52,556.00 X1 X
EQUIFAX Common Stock 294429105 476.0 17,670.00 X1 X
EQUITY OFFICE PROPERT Common Stock 294741103 10,418.4 335,400.00 X1 X
EQUITY RESIDENTIAL PR Common Stock 29476L107 3,662.4 76,300.00 X1 X
Telefonaktiebolaget L Common Stock 294821400 40.0 2,703.00 X1 X
EVANS & SUTHERLAND CM Common Stock 299096107 50.0 9,190.00 X1 X
Evergreen Resources I Common Stock 299900308 1,403.9 40,400.00 X1 X
Exar Corporation Common Stock 300645108 3,811.5 31,500.00 X1 X
Exchange Applications Common Stock 300867108 10.9 2,400.00 X1 X
Exchangeable Cert Cor CONV P2 30/36 30149TAA3 8,882.3 7,800,000.00 X1 X
Exchangeable Certs Co CONV P2 30/36 30149TAC9 3,015.0 3,600,000.00 X1 X
Exelon Corporation Common Stock 30161N101 7,794.1 128,695.00 X1 X
Exelixis Incorporated Common Stock 30161Q104 6.3 200.00 X1 X
Exodus Communications Common Stock 302088109 18,890.9 382,600.00 X1 X
Express Scripts Inc. Common Stock 302182100 88.8 1,229.00 X1 X
EXTENDED STAY AMERICA Common Stock 30224P101 2,469.8 186,400.00 X1 X
Extensity Inc Common Stock 302255104 558.6 26,600.00 X1 X
Exult Incorporated Common Stock 302284104 82.9 6,000.00 X1 X
Exxon Mobil Corporati Common Stock 30231G102 62,070.7 696,446.00 X1 X
FMC CORP. Common Stock 302491303 262.8 3,918.00 X1 X
FPL GROUP Common Stock 302571104 2,122.3 32,279.00 X1 X
Factory 2U Stores Inc Common Stock 303072102 394.3 12,900.00 X1 X
Fair Isaac and Compan Common Stock 303250104 1,016.0 23,800.00 X1 X
FairMarket Incorporat Common Stock 305158107 10.4 3,200.00 X1 X
FAMILY DOLLAR STORES Common Stock 307000109 10,648.1 553,147.00 X1 X
FASTENAL COMPANY Common Stock 311900104 75.7 1,314.00 X1 X
Federal Home Loan Mor Common Stock 313400301 23,795.1 440,140.00 X1 X
FED MOGUL CORPORATION Common Stock 313549107 315.0 57,927.00 X1 X
Federal National Mort Common Stock 313586109 16,618.4 232,425.00 X1 X
FED SIGNAL CORPORATIO Common Stock 313855108 29.7 1,495.00 X1 X
FEDERATED DEPT Common Stock 31410H101 686.6 26,283.00 X1 X
Fedex Corporation Common Stock 31428X106 2,108.0 47,541.00 X1 X
FERRO CORPORATION Common Stock 315405100 21.8 1,144.00 X1 X
Fidelity National Fin Common Stock 316326107 5,187.6 209,600.00 X1 X
FIFTH THIRD BAN Common Stock 316773100 3,167.0 58,784.00 X1 X
FINOVA GROUP INC Common Stock 317928109 13.9 1,923.00 X1 X
FIRST DATA Common Stock 319963104 2,553.1 65,359.00 X1 X
FIRST INDUSTIAL REALT Common Stock 32054K103 2,380.1 77,400.00 X1 X
FIRST HEALTH GROUP CO Common Stock 320960107 50.8 1,576.00 X1 X
FIRST SECURITY CORPOR Common Stock 336294103 105.7 6,481.00 X1 X
FIRST TENNESSEE NATIO Common Stock 337162101 85.6 4,190.00 X1 X
FIRST UNION Common Stock 337358105 4,001.3 124,312.00 X1 X
FIRST VIRGINIA BANKS Common Stock 337477103 66.7 1,565.00 X1 X
FIRSTAR CORP Common Stock 33763V109 2,706.0 120,937.00 X1 X
FISERV INC Common Stock 337738108 266.0 4,442.00 X1 X
FirstMerit Corporatio Common Stock 337915102 66.9 2,917.00 X1 X
FIRSTENERGY CORP Common Stock 337932107 774.8 28,763.00 X1 X
FLEET BOSTON FINANCIA Common Stock 339030108 4,445.4 113,984.00 X1 X
FLORIDA PROGRESS CORP Common Stock 341109106 666.7 12,595.00 X1 X
FLOWERS INDUSTRIES IN Common Stock 343496105 64.4 3,300.00 X1 X
FLOWSERVE CORPORATION Common Stock 34354P105 18.7 1,135.00 X1 X
FLUOR CORP Common Stock 343861100 280.3 9,343.00 X1 X
Ford Motor Company Wh Common Stock 345370860 9,011.2 355,998.00 X1 X
FOREST LABORATORES IN Common Stock 345838106 331.3 2,889.00 X1 X
FORT JAMES CORPORATIO Common Stock 347471104 786.3 25,727.00 X1 X
Fortune Brands Incorp Common Stock 349631101 521.4 19,675.00 X1 X
FRANCHISE FINANCIAL C Common Stock 351807102 2,466.0 109,600.00 X1 X
FRANKLIN RESOURCES IN Common Stock 354613101 1,369.9 30,832.00 X1 X
FREEPORT MCMOR - CL B Common Stock 35671D857 169.1 19,186.00 X1 X
Frontline Capital Gro Common Stock 35921N101 49.3 3,000.00 X1 X
Fuller (H.B.) Co. Common Stock 359694106 13.7 475.00 X1 X
FURNITURE BRANDS INTE Common Stock 360921100 329.7 19,830.00 X1 X
GATX CORPORATION Common Stock 361448103 65.9 1,574.00 X1 X
GPU INC Common Stock 36225X100 492.8 15,193.00 X1 X
GSI Lumonics Incorpor Common Stock 36229U102 224.2 13,587.00 X1 X
GALILEO INTERNATIONAL Common Stock 363547100 45.2 2,918.00 X1 X
GANNETT CO Common Stock 364730101 1,763.6 33,275.00 X1 X
GAP (THE) Common Stock 364760108 2,165.3 107,593.00 X1 X
Gartner Group Incorpo Common Stock 366651206 30.2 2,780.00 X1 X
GaSonics Internationa Common Stock 367278108 5,237.9 427,585.00 X1 X
Gateway Incorporated Common Stock 367626108 27,779.4 594,212.00 X1 X
Gemstar - tv Guide In Common Stock 36866W106 7,740.6 88,781.00 X1 X
Genentech Common Stock 368710406 25,272.1 136,100.00 X1 X
GENERAL DYNAMICS Common Stock 369550108 1,575.7 25,085.00 X1 X
GENERAL ELECT Common Stock 369604103 188,692.6 3,270,944.00 X1 X
General Growth Proper Common Stock 370021107 1,409.8 43,800.00 X1 X
GENERAL MILLS Common Stock 370334104 1,280.0 36,056.00 X1 X
GENERAL MOTORS Common Stock 370442105 4,409.5 67,838.00 X1 X
Genesee & Wyoming Inc Common Stock 371559105 987.0 40,700.00 X1 X
Gentex Corporation Common Stock 371901109 1,650.0 66,000.00 X1 X
Genomica Corporation Common Stock 37243Q101 95.0 5,000.00 X1 X
Gentek Incorporated Common Stock 37245X104 1,420.9 93,174.00 X1 X
GENUINE PARTS Common Stock 372460105 421.1 22,089.00 X1 X
Genzyme Corporation Common Stock 372917104 215.9 3,167.00 X1 X
GEORGIA GULF CORPORAT Common Stock 373200203 10.8 942.00 X1 X
GEORGIA PACIFIC Common Stock 373298108 503.6 21,430.00 X1 X
TIMBER COMPANY (THE) Common Stock 373298702 71.5 2,661.00 X1 X
Getty Images Inc. Common Stock 374276103 4,328.4 142,206.00 X1 X
Gilead Sciences Inc. Common Stock 375558103 7,788.5 71,006.00 X1 X
GILLETTE Common Stock 375766102 4,114.7 133,269.00 X1 X
GLATFELTER (PH) Common Stock 377316104 16.9 1,396.00 X1 X
GLOBAL MARINE INC Common Stock 379352404 11,775.9 381,407.00 X1 X
GOLDEN WEST FINL Common Stock 381317106 1,071.7 19,986.00 X1 X
Goldman Sachs Group I Common Stock 38141G104 4,432.2 38,900.00 X1 X
GOLF TRUST OF AMERICA Common Stock 38168B103 1,312.2 97,200.00 X1 X
The Good Guys, Inc. Common Stock 382091106 250.6 35,800.00 X1 X
GOODRICH (B F) Common Stock 382388106 503.7 12,854.00 X1 X
GOODYEAR TIRE & RUBBE Common Stock 382550101 350.6 19,480.00 X1 X
Go2Net Inc Common Stock 383486107 195.4 3,600.00 X1 X
GRACE (WR) & CO Common Stock 38388F108 55.5 8,079.00 X1 X
GRAINGER WW Common Stock 384802104 306.7 11,657.00 X1 X
GRANITE CONSTRUCTION Common Stock 387328107 20.0 823.00 X1 X
Grant Prideco Incorpo Common Stock 38821G101 78.5 3,577.00 X1 X
GREAT LAKE CHEM Common Stock 390568103 189.4 6,463.00 X1 X
Greater Bay Bancorp Common Stock 391648102 49.4 711.00 X1 X
GREENPOINT FINANCIAL Common Stock 395384100 97.9 3,303.00 X1 X
GTECH HOLDINGS CORPOR Common Stock 400518106 17.4 1,048.00 X1 X
Grupo Aeroportuario d Common Stock 40051E202 144.3 9,500.00 X1 X
Alleanza Assicurazion Foreign Stock 4015970 2,246.6 149,770.00 X1 X
GUIDANT CORPORATION Common Stock 401698105 48,235.0 682,370.00 X1 X
HCA - Healthcare Comp Common Stock 404119109 2,616.0 70,464.00 X1 X
HNC Software Common Stock 40425P107 1,963.5 24,000.00 X1 X
HSB GROUP INC Common Stock 40428N109 39.2 978.00 X1 X
HS RESOURCES INC Common Stock 404297103 874.3 26,000.00 X1 X
Halliburton Company Common Stock 406216101 7,191.3 146,949.00 X1 X
Bergesen D Y ASA-B Foreign Stock 4100906 18,349.5 106,994.00 X1 X
Hanover Compressor Co Common Stock 410768105 62.8 1,906.00 X1 X
HARCOURT GEN Common Stock 41163G101 553.7 9,384.00 X1 X
HARLEY DAVIDSON INC Common Stock 412822108 1,839.3 38,418.00 X1 X
Banque Nationale De P Foreign Stock 4133667 2,065.1 20,672.00 X1 X
HARRAH'S ENT Common Stock 413619107 4,708.6 171,223.00 X1 X
HARRIS CORP Common Stock 413875105 64.9 2,283.00 X1 X
HARSCO CORPORATION Common Stock 415864107 29.1 1,318.00 X1 X
Harte-Hanks Inc. Common Stock 416196103 61.4 2,255.00 X1 X
HARTFORD FINANCIAL SE Common Stock 416515104 2,068.9 28,366.00 X1 X
HASBRO INC Common Stock 418056107 245.9 21,499.00 X1 X
HAWAIIAN ELECTRIC IND Common Stock 419870100 37.2 1,066.00 X1 X
Hawk Corporation Common Stock 420089104 571.8 81,685.00 X1 X
Healthsouth Corporati Common Stock 421924101 395.2 48,634.00 X1 X
HEALTH MANAGEMENT ASS Common Stock 421933102 166.5 8,002.00 X1 X
Head Common Stock 422070102 134.0 13,400.00 X1 X
Health Net Inc Common Stock 42222G108 67.1 4,035.00 X1 X
Heico Corp (class A s Common Stock 422806208 1,077.4 84,920.00 X1 X
HEINZ (H J) Common Stock 423074103 2,201.8 59,408.00 X1 X
HELMERICH & PAYNE Common Stock 423452101 59.8 1,655.00 X1 X
Rolo Banca 1473 SPA Foreign Stock 4235778 1,679.1 83,536.00 X1 X
HERCULES INCORPORATED Common Stock 427056106 187.4 13,270.00 X1 X
HERSHEY FOODS Common Stock 427866108 934.0 17,257.00 X1 X
HEWLETT-PACKARD Common Stock 428236103 16,362.9 168,690.00 X1 X
Hewlett Packard Conv CONV P0 30/36 428236AC7 3,650.0 5,000,000.00 X1 X
hi/fn inc. Common Stock 428358105 136.3 2,000.00 X1 X
HIBERNIA CORP - CL A Common Stock 428656102 63.4 5,172.00 X1 X
HIGHWOODS PROPERTIES Common Stock 431284108 3,515.4 148,800.00 X1 X
HILLENBRAND INDUSTRIE Common Stock 431573104 92.6 2,070.00 X1 X
HILTON HOTELS Common Stock 432848109 2,053.9 177,638.00 X1 X
Hispanic Broadcasting Common Stock 43357B104 100.1 3,591.00 X1 X
Depfa Deutsche Pfandb Foreign Stock 4355063 1,538.5 16,714.00 X1 X
HOLLINGER INTERNATION Common Stock 435569108 2,978.2 177,800.00 X1 X
HOME DEPOT Common Stock 437076102 57,271.3 1,079,318.00 X1 X
HOMESTAKE MININ Common Stock 437614100 170.6 32,891.00 X1 X
HomeStore.com, Inc. Common Stock 437852106 1,047.2 22,400.00 X1 X
Hon Industies Common Stock 438092108 48.9 1,985.00 X1 X
Honeywell Internation Common Stock 438516106 4,257.3 119,504.00 X1 X
Horace Mann Educators Common Stock 440327104 20.5 1,249.00 X1 X
Horizon Offshore Inc. Common Stock 44043J105 874.2 49,600.00 X1 X
HORMEL GEORGE A & CO Common Stock 440452100 76.3 4,570.00 X1 X
HOST MARRIOTT CORPORA Common Stock 44107P104 3,283.9 291,900.00 X1 X
Hotel Reservations Ne Common Stock 441451101 490.8 13,400.00 X1 X
HOUGHTON MIFFLIN COMP Common Stock 441560109 40.9 1,042.00 X1 X
HOUSEHLD INT'L Common Stock 441815107 10,632.0 187,762.00 X1 X
Hovnanian Enterprises Common Stock 442487203 517.7 69,600.00 X1 X
HUBBELL INC CL-B Common Stock 443510201 49.2 1,964.00 X1 X
ENI SPA Foreign Stock 4436399 1,945.2 324,198.00 X1 X
HUMANA Common Stock 444859102 224.4 20,872.00 X1 X
Human Genome Sciences Common Stock 444903108 5,817.0 33,600.00 X1 X
Hunt (JB) Transport S Common Stock 445658107 13.6 1,069.00 X1 X
Huntington Bancshares Common Stock 446150104 464.8 31,649.00 X1 X
Hutchinson Technology Common Stock 448407106 1,012.6 48,074.00 X1 X
Hybrid Networks Incor Common Stock 44860K102 1,603.9 86,406.00 X1 X
Hydril Company Common Stock 448774109 527.8 23,200.00 X1 X
ICN PHARMACEUTICALS I Common Stock 448924100 87.2 2,622.00 X1 X
IBP INC Common Stock 449223106 62.2 3,394.00 X1 X
ICU Medical Incorpora Common Stock 44930G107 279.5 10,800.00 X1 X
IDEC Pharmaceuticals Common Stock 449370105 17,799.2 101,501.00 X1 X
IMC GLOBAL INC Common Stock 449669100 54.8 3,779.00 X1 X
I-many Inc Common Stock 44973Q103 622.1 31,200.00 X1 X
IMS HEALTH INC Common Stock 449934108 776.5 37,421.00 X1 X
GN Store Nord A/S Foreign Stock 4501093 15,475.2 12,896.00 X1 X
ITC Deltacom Inc. Common Stock 45031T104 644.0 56,000.00 X1 X
iBasis Inc Common Stock 450732102 6,120.7 385,556.00 X1 X
ITT INDUSTRIES Common Stock 450911102 360.2 11,104.00 X1 X
IDACORP INC Common Stock 451107106 57.4 1,241.00 X1 X
iGATE Capital Corpora Common Stock 45169U105 409.8 76,240.00 X1 X
ILEX Oncology, Inc. Common Stock 451923106 617.6 20,500.00 X1 X
ILLINOIS TOOL Common Stock 452308109 2,125.5 38,040.00 X1 X
Illumina Inc Common Stock 452327109 9.1 200.00 X1 X
IMATION CORPORATION Common Stock 45245A107 498.8 26,779.00 X1 X
Immersion Corporation Common Stock 452521107 389.1 25,100.00 X1 X
Immunex Corporation Common Stock 452528102 70.4 1,618.00 X1 X
INAMED Corporation Common Stock 453235103 1,575.0 56,000.00 X1 X
INCO LTD Common Stock 453258402 365.4 22,661.00 X1 X
INCO Limited Converti CONV P2 30/36 453258AH8 1,851.4 2,060,000.00 X1 X
Incyte Genomics Incor Common Stock 45337C102 86.7 2,109.00 X1 X
Infineon Technologies Common Stock 45662N103 223.3 4,700.00 X1 X
Infinity Broadcasting Common Stock 45662S102 2,003.1 60,700.00 X1 X
Infocus Corporation Common Stock 45665B106 68.9 1,300.00 X1 X
Informatica Corporati Common Stock 45666Q102 1,771.8 19,000.00 X1 X
Informix Corporation Common Stock 456779107 38.6 9,360.00 X1 X
INGERSOLL RAND Common Stock 456866102 684.9 20,218.00 X1 X
Inhale Therapeutic Sy Common Stock 457191104 4,284.5 76,000.00 X1 X
Inrange Technologies Common Stock 45769V206 37.1 700.00 X1 X
INNKEEPERS USA TRUST Common Stock 4576J0104 3,491.2 340,600.00 X1 X
Inspire Pharmaceutica Common Stock 457733103 108.0 3,600.00 X1 X
Integrated Device Tec Common Stock 458118106 6,070.8 67,081.00 X1 X
Integrated Silicon So Common Stock 45812P107 390.2 27,500.00 X1 X
Intel Corporation Common Stock 458140100 82,083.8 1,971,982.00 X1 X
Interactive Intellige Common Stock 45839M103 707.6 18,000.00 X1 X
The InterCept Group I Common Stock 45845L107 899.9 38,600.00 X1 X
Interep National Radi Common Stock 45866V109 259.4 83,000.00 X1 X
Interland Incorporate Common Stock 458726106 77.6 9,200.00 X1 X
Interlink Electronics Common Stock 458751104 2,352.7 121,430.00 X1 X
Intermet Corporation Common Stock 45881K104 152.9 21,088.00 X1 X
Intermune Pharmaceuti Common Stock 45885B100 2,387.0 44,000.00 X1 X
IBM CORP Common Stock 459200101 47,696.1 423,965.00 X1 X
INTL FLAVORS Common Stock 459506101 228.4 12,514.00 X1 X
INTL GAME TECHNOLOGY Common Stock 459902102 4,527.4 134,643.00 X1 X
INTL MULTIFOODS CORP Common Stock 460043102 9.0 518.00 X1 X
INTL PAPER Common Stock 460146103 5,785.8 201,685.00 X1 X
International Rectifi Common Stock 460254105 102.5 2,028.00 X1 X
International Speedwa Common Stock 460335201 68.5 1,757.00 X1 X
Internet Security Sys Common Stock 46060X107 1,236.6 16,460.00 X1 X
INTERPUBLIC GRP Common Stock 460690100 1,326.0 38,929.00 X1 X
Interpublic Group Co CONV P2 30/36 460690AJ9 177.3 200,000.00 X1 X
INTERSTATE BAKERIES Common Stock 46072H108 30.4 2,078.00 X1 X
INTRAWEST CORPORATION Common Stock 460915200 1,862.0 112,000.00 X1 X
IntraNet Solutions In Common Stock 460939309 15,074.8 301,495.00 X1 X
Interwoven Incorporat Common Stock 46114T102 2,849.2 25,200.00 X1 X
Intuit Incorporated Common Stock 461202103 421.7 7,398.00 X1 X
Investment Technology Common Stock 46145F105 41.1 1,029.00 X1 X
Nestle SA-Registered Foreign Stock 4616696 3,268.8 908.00 X1 X
Invivo Corporation Common Stock 461858102 360.1 33,888.00 X1 X
Invitrogen Corporatio Common Stock 46185R100 917.5 12,900.00 X1 X
IONA Technologies PLC Common Stock 46206P109 10,347.2 148,881.00 X1 X
IPALCO ENTERPRISES IN Common Stock 462613100 64.7 2,828.00 X1 X
i2 Technologies, Inc. Common Stock 465754109 98.2 525.00 X1 X
IVAX CORPORATION Common Stock 465823102 241.3 5,246.00 X1 X
JDS Uniphase Corporat Common Stock 46612J101 60,626.4 640,279.00 X1 X
JLG Industries Incorp Common Stock 466210101 1,650.1 135,389.00 X1 X
Jabil Circuit Inc. Common Stock 466313103 355.4 6,262.00 X1 X
JACOBS ENGINEERING GR Common Stock 469814107 36.0 893.00 X1 X
JEFFERSON PLT Common Stock 475070108 897.8 13,227.00 X1 X
Swatch Group AG Foreign Stock 4762403 3,850.0 1,540.00 X1 X
JOHNSON & JN Common Stock 478160104 21,794.0 232,005.00 X1 X
JOHNSON CONTROL Common Stock 478366107 1,025.2 19,275.00 X1 X
JONES APPAREL GROUP I Common Stock 480074103 103.6 3,909.00 X1 X
Juniper Networks Inc. Common Stock 48203R104 15,106.7 69,000.00 X1 X
KLA-Tencor Corporatio Common Stock 482480100 993.4 24,118.00 X1 X
K-MART CORPORATION Common Stock 482584109 363.1 60,519.00 X1 X
Schneider Electric SA Foreign Stock 4834108 2,006.1 28,096.00 X1 X
Schering AG Foreign Stock 4845757 3,031.1 41,184.00 X1 X
KANSAS CITY POWER AND Common Stock 485134100 54.5 2,043.00 X1 X
KAUFMAN & BROAD HOME Common Stock 486168107 163.0 6,051.00 X1 X
KAYDON CORPORATION Common Stock 486587108 21.2 923.00 X1 X
KEANE INC Common Stock 486665102 38.6 2,216.00 X1 X
KELLOGG CO Common Stock 487836108 1,806.5 74,686.00 X1 X
Kelly Services Inc. C Common Stock 488152208 27.8 1,178.00 X1 X
KENNAMETAL INCORPORAT Common Stock 489170100 25.9 1,007.00 X1 X
Total Fina SA Foreign Stock 4905413 2,387.2 14,398.00 X1 X
Vontobel Holding AG B Foreign Stock 4921099 3,763.6 794.00 X1 X
KERR-MCGEE CORPORATIO Common Stock 492386107 801.7 12,101.00 X1 X
KEYCORP Common Stock 493267108 1,376.4 54,376.00 X1 X
Keynote Systems Inc. Common Stock 493308100 192.6 7,200.00 X1 X
KeySpan Corporation Common Stock 49337W100 679.0 16,922.00 X1 X
Keystone Financial In Common Stock 493482103 35.1 1,614.00 X1 X
KILROY REALTY Common Stock 49427F108 4,491.5 168,300.00 X1 X
KIMBERLY CLARK Common Stock 494368103 3,790.8 67,920.00 X1 X
KIMCO REALTY CORPORAT Common Stock 49446R109 2,987.1 70,700.00 X1 X
Kinder Morgan Incorpo Common Stock 49455P101 154.3 3,768.00 X1 X
KNIGHT-RIDDER Common Stock 499040103 484.1 9,527.00 X1 X
KOHL'S CORPORATION Common Stock 500255104 13,539.8 234,709.00 X1 X
KROGER Common Stock 501044101 2,350.7 104,188.00 X1 X
LG&E ENERGY CORPORATI Common Stock 501917108 104.6 4,280.00 X1 X
LSI LOGIC CORP Common Stock 502161102 1,145.4 39,160.00 X1 X
L-3 Communications Ho Common Stock 502424104 1,372.0 24,284.00 X1 X
LaBranche & Co Inc Common Stock 505447102 200.3 6,000.00 X1 X
Ladish Company Incorp Common Stock 505754200 2,005.9 152,830.00 X1 X
Ing Groep NV Foreign Stock 5058877 2,104.4 27,880.00 X1 X
Lam Research Corporat Common Stock 512807108 20,288.4 969,000.00 X1 X
Lancaster Colony Corp Common Stock 513847103 32.1 1,305.00 X1 X
Lance Inc. Common Stock 514606102 8.5 878.00 X1 X
LANDS' END INC Common Stock 515086106 21.1 1,006.00 X1 X
LaSalle Hotel Propert Common Stock 517942108 2,628.7 173,800.00 X1 X
Lattice Semiconductor Common Stock 518415104 87.6 1,630.00 X1 X
LEAP WIRELESS INTL IN Common Stock 521863100 1,764.3 28,200.00 X1 X
LEAR CORPORATION Common Stock 521865105 1,983.9 96,482.00 X1 X
LEE ENTERPRISES Common Stock 523768109 42.1 1,457.00 X1 X
Legato Systems Inc. Common Stock 524651106 40.4 3,003.00 X1 X
LEGGETT & PLATT INC Common Stock 524660107 390.4 24,687.00 X1 X
Legg Mason Inc. Common Stock 524901105 120.5 2,073.00 X1 X
LEHMAN BROTHERS HOLDI Common Stock 524908100 9,910.9 67,079.00 X1 X
LENNAR CORPORATION Common Stock 526057104 597.6 20,130.00 X1 X
Level 3 Communication Common Stock 52729N100 49.4 641.00 X1 X
Lexmark International Common Stock 529771107 2,197.6 58,603.00 X1 X
Liberate Technologies Common Stock 530129105 173.6 6,000.00 X1 X
AT&T Corp-Liberty Med CONV P2 30/36 530715AL5 2,306.3 3,000,000.00 X1 X
LIBERTY PROPERTY TRUS Common Stock 531172104 3,819.8 138,900.00 X1 X
Lifecell Corporation Common Stock 531927101 135.1 29,200.00 X1 X
LifeMinders Inc Common Stock 53220Q105 210.8 9,192.00 X1 X
LILLY (ELI) Common Stock 532457108 11,609.8 143,110.00 X1 X
Lilly Industries Inco Common Stock 532491107 2,127.0 72,100.00 X1 X
LIMITED (THE) Common Stock 532716107 1,197.4 54,275.00 X1 X
Lincare Holdings Inco Common Stock 532791100 50.4 1,758.00 X1 X
LINCOLN NAT'L Common Stock 534187109 1,159.6 24,095.00 X1 X
Lindberg Corporation Common Stock 535171102 389.1 51,878.00 X1 X
Linear Technology Cor Common Stock 535678106 2,611.8 40,336.00 X1 X
Linens 's Things Inc. Common Stock 535679104 585.0 22,940.00 X1 X
LITTON INDUSTRIES INC Common Stock 538021106 68.6 1,534.00 X1 X
LIZ CLAIRBORNE Common Stock 539320101 256.9 6,674.00 X1 X
LOCKHEED MARTIN Common Stock 539830109 1,774.9 53,849.00 X1 X
Koninklijke Numico NV Foreign Stock 5402601 1,872.4 32,200.00 X1 X
LOEWS CORP Common Stock 540424108 1,038.8 12,459.00 X1 X
Loislaw.com Inc. Common Stock 541431102 296.0 61,500.00 X1 X
Lone Star Steakhouse Common Stock 542307103 5.8 785.00 X1 X
LONGS DRUG STOR Common Stock 543162101 85.2 4,455.00 X1 X
LONGVIEW FIBRE COMPAN Common Stock 543213102 19.3 1,605.00 X1 X
Louis Dreyfus Natural Common Stock 546011107 1,750.6 44,180.00 X1 X
LOUIS-PACIFIC Common Stock 546347105 119.7 13,025.00 X1 X
LOWE'S CO Common Stock 548661107 2,166.4 48,277.00 X1 X
LUBRIZOL CORPORATION Common Stock 549271104 32.9 1,671.00 X1 X
Lucent Technologies I Common Stock 549463107 12,934.1 423,202.00 X1 X
Luminex Corporation Common Stock 55027E102 7.6 200.00 X1 X
Luxottica Group SPA-S Foreign Stock 55068R202 1,885.8 116,948.00 X1 X
Lycos Incorporated Common Stock 550818108 23.7 344.00 X1 X
Lynx Therapeutics Inc Common Stock 551812308 3,379.2 107,917.00 X1 X
LYONDELL PETROCHEMIC Common Stock 552078107 1,586.2 134,280.00 X1 X
MBIA INCORPORATED Common Stock 55262C100 893.1 12,557.00 X1 X
MBNA CORP Common Stock 55262L100 13,884.0 360,624.00 X1 X
MCN ENERGY GROUP INC Common Stock 55267J100 76.2 2,974.00 X1 X
MGIC INVESTMENT Common Stock 552848103 1,375.3 22,500.00 X1 X
MGM Mirage Incorporat Common Stock 552953101 921.5 24,132.00 X1 X
MRV Communications In Common Stock 553477100 4,232.2 93,400.00 X1 X
MACERICH COMPANY (THE Common Stock 554382101 1,972.0 92,800.00 X1 X
Autostrade SPA Foreign Stock 5554654 1,842.3 245,634.00 X1 X
Macromedia Incorporat Common Stock 556100105 139.4 1,725.00 X1 X
Magna International I CONV P2 30/36 559222AG9 177.8 200,000.00 X1 X
MagneTek Inc. Common Stock 559424106 7.3 683.00 X1 X
MALLINCKRODT Common Stock 561232109 394.2 8,639.00 X1 X
Mandalay Resort Group Common Stock 562567107 3,902.1 152,278.00 X1 X
Manhattan Associates Common Stock 562750109 986.1 16,100.00 X1 X
MANOR CARE INC Common Stock 564055101 199.2 12,695.00 X1 X
MANPOWER INC Common Stock 56418H100 80.0 2,506.00 X1 X
Manufacturers Service Common Stock 565005105 327.8 27,600.00 X1 X
Manugistics Group Inc Common Stock 565011103 29,611.3 301,771.00 X1 X
MarchFirst Incorporat Common Stock 566244109 77.7 4,951.00 X1 X
Wolters Kluwer NV Foreign Stock 5671519 1,764.8 76,732.00 X1 X
Marimba Inc. Common Stock 56781Q109 1,343.0 109,916.00 X1 X
Marine Drilling Compa Common Stock 568240204 1,485.3 52,000.00 X1 X
Tele Danmark AS Foreign Stock 5698790 10,970.3 23,592.00 X1 X
MARSH & MCLENN Common Stock 571748102 4,571.9 34,440.00 X1 X
MARSHALL & ILSLEY COR Common Stock 571834100 172.1 3,433.00 X1 X
MARRIOTT INTERNATIONA Common Stock 571903202 2,583.1 70,891.00 X1 X
Telefonica SA Foreign Stock 5732524 1,886.6 84,036.00 X1 X
MARTIN MARIETTA MATER Common Stock 573284106 60.1 1,569.00 X1 X
Masco Corporation Common Stock 574599106 1,074.8 57,708.00 X1 X
Deutsche Bank AG Foreign Stock 5750355 1,728.3 18,386.00 X1 X
Bayerische Motoren We Foreign Stock 5756029 1,730.9 44,726.00 X1 X
MATTEL Common Stock 577081102 600.7 53,695.00 X1 X
Maxim Integrated Prod Common Stock 57772K101 9,592.8 119,258.00 X1 X
Maxygen Common Stock 577776107 2,800.6 53,988.00 X1 X
May Department Stores Common Stock 577778103 821.9 40,092.00 X1 X
MAXXAM INC Common Stock 577913106 3.7 187.00 X1 X
MAYTAG CORP Common Stock 578592107 302.9 9,750.00 X1 X
Amadeus Global Travel Foreign Stock 5788130 1,718.4 171,330.00 X1 X
McCormick and Company Common Stock 579780206 67.7 2,275.00 X1 X
McData Corporation Common Stock 580031102 5,984.8 48,700.00 X1 X
MCDERMOTT INT'L Common Stock 580037109 80.1 7,283.00 X1 X
MCDONALDS CORP Common Stock 580135101 5,207.0 172,488.00 X1 X
MCGRAW-HILL Common Stock 580645109 1,567.1 24,655.00 X1 X
MCKESSON HBOC INCORPO Common Stock 58155Q103 1,091.9 35,726.00 X1 X
McLeodUSA Incorporate Common Stock 582266102 8,130.6 568,079.00 X1 X
MEAD CORP Common Stock 582834107 296.7 12,693.00 X1 X
Medarex Incorporated Common Stock 583916101 6,499.1 55,400.00 X1 X
MEDIA GENERAL INCORPO Common Stock 584404107 34.9 811.00 X1 X
Media Communications Common Stock 58446K105 3,225.0 200,000.00 X1 X
The Medicines Company Common Stock 584688105 1,326.5 38,800.00 X1 X
Medicis Pharmaceutica Common Stock 584690309 7,469.7 121,458.00 X1 X
MedImmune Inc. Common Stock 584699102 7,623.3 98,683.00 X1 X
MedQuist Inc. Common Stock 584949101 353.3 17,502.00 X1 X
Medtronic Inc Common Stock 585055106 38,251.4 738,266.00 X1 X
MELLON FINANCIAL CORP Common Stock 58551A108 2,863.7 61,752.00 X1 X
Mentor Graphics Corpo Common Stock 587200106 49.2 2,086.00 X1 X
Mercantile Bankshares Common Stock 587405101 85.2 2,346.00 X1 X
MERCK & CO Common Stock 589331107 24,121.2 324,047.00 X1 X
Mercury Interactive C Common Stock 589405109 1,614.1 10,297.00 X1 X
MEREDITH CORP Common Stock 589433101 181.7 6,158.00 X1 X
MERRILL LYNCH Common Stock 590188108 12,049.3 182,565.00 X1 X
Merrill Lynch Co Conv CONV P2 30/36 590188A24 4,693.0 5,200,000.00 X1 X
Mesa Air Group Incorp Common Stock 590479101 1,208.4 220,969.00 X1 X
Metawave Communicatio Common Stock 591409107 586.0 32,000.00 X1 X
Methanex Corporation Common Stock 59151K108 965.9 190,800.00 X1 X
Metris Companies Inc Common Stock 591598107 4,977.0 126,000.00 X1 X
Metromedia Fiber Netw Common Stock 591689104 29.6 1,218.00 X1 X
Mettler-Toledo Intern Common Stock 592688105 2,569.6 58,400.00 X1 X
Micrel Incorporated Common Stock 594793101 239.3 3,571.00 X1 X
Micros Systems Inc Common Stock 594901100 1,030.3 68,400.00 X1 X
Microsoft Common Stock 594918104 86,369.7 1,433,522.00 X1 X
Microchip Technology Common Stock 595017104 141.1 4,267.00 X1 X
MICRON TECH Common Stock 595112103 3,295.0 71,631.00 X1 X
Mid Atlantic Medical Common Stock 59523C107 4,136.7 273,500.00 X1 X
KON KPN NV Foreign Stock 5956078 688.7 27,904.00 X1 X
Vestas Wind Systems A Foreign Stock 5964651 22,219.5 51,434.00 X1 X
Alcatel Foreign Stock 5975006 2,560.7 35,320.00 X1 X
Telia AB Foreign Stock 5978384 12,137.4 191,140.00 X1 X
Philips Electronics N Foreign Stock 5986622 1,677.7 34,400.00 X1 X
Thomson Multimedia Foreign Stock 5988930 2,017.2 35,390.00 X1 X
Millennium Pharmaceut Common Stock 599902103 5,918.5 40,520.00 X1 X
Miller (Herman) Inc. Common Stock 600544100 85.1 2,654.00 X1 X
Millipore Corporation Common Stock 601073109 288.3 5,952.00 X1 X
Mills Corporation Common Stock 601148109 2,285.8 120,700.00 X1 X
MINERALS TECHNOLGIES Common Stock 603158106 30.6 665.00 X1 X
MiniMed Inc. Common Stock 60365K108 187.3 2,096.00 X1 X
Minnesota Mining & Ma Common Stock 604059105 5,153.6 56,555.00 X1 X
MIPS Technologies Inc Common Stock 604567107 2,815.2 61,200.00 X1 X
Mission West Properti Common Stock 605203108 1,495.7 107,800.00 X1 X
Mobility Electronics Common Stock 60741U101 357.7 39,200.00 X1 X
MODINE MANUFACTURING Common Stock 607828100 28.0 993.00 X1 X
MODIS PROFESSIONAL SE Common Stock 607830106 16.0 3,083.00 X1 X
Mohawk Industries Inc Common Stock 608190104 36.8 1,687.00 X1 X
Molex Incorporated Common Stock 608554101 1,366.6 25,104.00 X1 X
MONTANA POWER COMPANY Common Stock 612085100 116.3 3,484.00 X1 X
Mony Group Inc Common Stock 615337102 60.6 1,521.00 X1 X
Moodys Corporation Common Stock 615369105 2,310.3 67,088.00 X1 X
MORGAN (J.P.) Common Stock 616880100 4,134.5 25,307.00 X1 X
MORGAN STANLEY DEAN W Common Stock 617446448 28,906.7 316,136.00 X1 X
Motorola Inc Common Stock 620076109 11,193.6 396,233.00 X1 X
Multex.com Incorporat Common Stock 625367107 1,035.0 60,438.00 X1 X
MURPHY OIL CORPORATIO Common Stock 626717102 98.4 1,518.00 X1 X
Mutual Risk Managemen Common Stock 628351108 1,577.3 71,900.00 X1 X
MYLAN LABORATORIES IN Common Stock 628530107 110.7 4,111.00 X1 X
Mynd Corporation Common Stock 628551103 14.1 1,042.00 X1 X
NCH Corporation Common Stock 628850109 5.0 143.00 X1 X
NCO Group Inc. Common Stock 628858102 820.8 69,118.00 X1 X
NCR CORPORATION Common Stock 62886E108 455.7 12,051.00 X1 X
NS Group Incorporated Common Stock 628916108 1,122.1 56,500.00 X1 X
EQ TEMPLATE Common Stock 629407107 28.1 607.00 X1 X
Nabisco Group Holding Common Stock 62952P102 1,173.3 41,169.00 X1 X
NABORS INDUSTRIES INC Common Stock 629568106 25,162.8 480,207.00 X1 X
Nanophase Technologie Common Stock 630079101 1,961.9 145,324.00 X1 X
Nasdaq 100-Shares Common Stock 631100104 53.2 600.00 X1 X
NATCO Group Incorpora Common Stock 63227W203 516.0 59,400.00 X1 X
NAT'L CITY CORP Common Stock 635405103 1,696.1 76,660.00 X1 X
National Commerce Ban Common Stock 635449101 131.7 6,605.00 X1 X
NAT'L FUEL GAS CO Common Stock 636180101 75.5 1,346.00 X1 X
National Oilwell Inco Common Stock 637071101 1,953.1 62,500.00 X1 X
NAT'L SEMICOND Common Stock 637640103 903.5 22,447.00 X1 X
NAT'L SERVICE IND Common Stock 637657107 92.5 4,727.00 X1 X
NATIONWIDE FINANCIAL Common Stock 638612101 5,348.4 143,100.00 X1 X
Natural Microsystems Common Stock 638882100 215.2 4,000.00 X1 X
NAVISTAR Common Stock 63934E108 220.2 7,355.00 X1 X
NaviSite Inc. Common Stock 63935M109 476.8 17,700.00 X1 X
Navigant Consulting I Common Stock 63935N107 4.3 1,263.00 X1 X
Neiman Marcus Group I Common Stock 640204202 49.1 1,513.00 X1 X
Networks Associates I Common Stock 640938106 107.2 4,740.00 X1 X
Netegrity Incorporate Common Stock 64110P107 472.5 6,750.00 X1 X
Netro Corporation Common Stock 64114R109 1,274.3 21,400.00 X1 X
Network Appliance Inc Common Stock 64120L104 5,163.5 40,538.00 X1 X
NEW YORK TIMES Common Stock 650111107 829.9 21,111.00 X1 X
Newell Rubbermaid Inc Common Stock 651229106 765.2 33,544.00 X1 X
Newhall Land & Farmin Common Stock 651426108 1,350.0 57,400.00 X1 X
NEWMONT MINING Common Stock 651639106 356.9 20,995.00 X1 X
NEWPORT NEWS SHIPBUIL Common Stock 652228107 42.6 981.00 X1 X
News Corporation Limi Common Stock 652487703 4,810.2 85,800.00 X1 X
Nextel Communications Common Stock 65332V103 4,609.7 98,604.00 X1 X
Niagara Mohawk Holdin Common Stock 653520106 319.3 20,270.00 X1 X
NICOR Common Stock 654086107 702.0 19,399.00 X1 X
NIKE INC (CL B) Common Stock 654106103 1,361.0 33,972.00 X1 X
NiSource Incorporated Common Stock 65473P105 97.4 3,997.00 X1 X
NOBLE AFFILIATES INC Common Stock 654894104 69.5 1,872.00 X1 X
NOBLE DRILLING CORPOR Common Stock 655042109 4,804.4 95,609.00 X1 X
Nordson Corporation Common Stock 655663102 30.7 1,080.00 X1 X
Nordstrom Inc. Common Stock 655664100 254.8 16,372.00 X1 X
NORFOLK SOUTHER Common Stock 655844108 706.5 48,305.00 X1 X
Nortek Incorporated Common Stock 656559101 415.9 23,763.00 X1 X
Nortel Networks Corpo Common Stock 656568102 52,277.6 877,693.00 X1 X
NORTH FORK BANCORPORA Common Stock 659424105 124.0 5,734.00 X1 X
NORTHEAST UTILITIES Common Stock 664397106 106.3 4,902.00 X1 X
Northern Trust Corpor Common Stock 665859104 10,830.0 121,856.00 X1 X
NORTHROP GRUM Common Stock 666807102 833.2 9,169.00 X1 X
Northwest Airlines Co Common Stock 667280101 1.9 76.00 X1 X
NOVA CORPORATION/GEOR Common Stock 669784100 38.7 2,257.00 X1 X
Nuance Communications Common Stock 669967101 146.0 1,200.00 X1 X
Novel Inc. Common Stock 670006105 415.7 41,835.00 X1 X
Novellus Systems Inc. Common Stock 670008101 775.4 16,652.00 X1 X
Noven Pharmaceuticals Common Stock 670009109 778.1 18,200.00 X1 X
NSTAR Common Stock 67019E107 71.0 1,763.00 X1 X
NUCOR CORP Common Stock 670346105 306.3 10,168.00 X1 X
Numerical Technology Common Stock 67053T101 429.3 14,900.00 X1 X
Nvidia Corporation Common Stock 67066G104 172.1 2,102.00 X1 X
OGE ENERGY CORPORATIO Common Stock 670837103 54.8 2,569.00 X1 X
OCCIDENTAL PET Common Stock 674599105 1,013.3 46,455.00 X1 X
Ocean Energy Incorpor Common Stock 67481E106 1,974.9 127,931.00 X1 X
OFFICE DEPOT INC Common Stock 676220106 301.2 38,558.00 X1 X
OFFICEMAX INC Common Stock 67622M108 13.3 3,721.00 X1 X
OGDEN CORPORATION Common Stock 676346109 20.8 1,537.00 X1 X
Ohio Casualty Corpora Common Stock 677240103 11.9 1,882.00 X1 X
Old Kent Financial Co Common Stock 679833103 494.5 17,087.00 X1 X
OLD REPUBLIC INT'L CO Common Stock 680223104 91.7 3,812.00 X1 X
OLIN CORPORATION Common Stock 680665205 22.5 1,389.00 X1 X
OMNICARE INCORPORATED Common Stock 681904108 3,272.4 202,941.00 X1 X
OMNICOM GROUP Common Stock 681919106 48,741.9 668,269.00 X1 X
Omnicom Group Sub Deb CONV P2 30/36 681919AE6 2,293.8 1,000,000.00 X1 X
Omnivision Technologi Common Stock 682128103 781.7 21,600.00 X1 X
On Semiconductor Corp Common Stock 682189105 103.3 9,500.00 X1 X
ONEOK INC Common Stock 682680103 140.8 3,541.00 X1 X
Oracle Corp Common Stock 68389X105 79,338.0 1,007,467.00 X1 X
OraPharma Incorporate Common Stock 68554E106 353.4 26,300.00 X1 X
OSCA Incorporated Common Stock 687836106 896.1 53,900.00 X1 X
OshKosh BGosh Incorpo Common Stock 688222207 402.0 26,418.00 X1 X
O2wireless Solutions Common Stock 689803104 52.1 2,700.00 X1 X
Outback Steakhouse I Common Stock 689899102 69.8 2,573.00 X1 X
OVERSEAS SHIPHOLDING Common Stock 690368105 30.6 1,118.00 X1 X
OWENS-ILLINOIS INCORP Common Stock 690768403 169.3 18,300.00 X1 X
Oxford Health Plans Common Stock 691471106 11,809.4 384,242.00 X1 X
PBOC Holdings Incorpo Common Stock 69316G108 1,383.8 162,795.00 X1 X
PG&E Common Stock 69331C108 1,175.2 48,587.00 X1 X
PE Corp-PE Biosystems Common Stock 69332S102 37,455.3 321,505.00 X1 X
P.F. Changs China Bis Common Stock 69333Y108 1,078.4 31,200.00 X1 X
PLX Technology Inc. Common Stock 693417107 1,752.3 65,200.00 X1 X
PMC-Sierra Inc. Common Stock 69344F106 4,822.9 22,406.00 X1 X
PMI Group (The) Incor Common Stock 69344M101 102.2 1,509.00 X1 X
PNC Financial Service Common Stock 693475105 2,381.5 36,639.00 X1 X
PPG INDUSTRIES Common Stock 693506107 866.8 21,840.00 X1 X
PPL Corporation Common Stock 69351T106 761.1 18,231.00 X1 X
PS Business Parks Inc Common Stock 69360J107 2,011.1 73,800.00 X1 X
PSS WORLD MEDICAL INC Common Stock 69366A100 8.1 2,244.00 X1 X
Paccar Inc. Common Stock 693718108 364.7 9,841.00 X1 X
PACIFIC CENTURY FINAN Common Stock 694058108 43.2 2,520.00 X1 X
PACIFIC GULF PROPERTI Common Stock 694396102 4,753.5 177,700.00 X1 X
Pacificare Health Sys Common Stock 695112102 43.9 1,261.00 X1 X
Packaging Corporation Common Stock 695156109 747.9 67,609.00 X1 X
Packeteer Incorporate Common Stock 695210104 967.4 25,500.00 X1 X
Pactiv Corporation Common Stock 695257105 236.7 21,159.00 X1 X
PAINE WEBBER GROUP IN Common Stock 695629105 1,277.7 18,755.00 X1 X
Pain Therapeutics Inc Common Stock 69562K100 491.4 24,800.00 X1 X
PALL CORP Common Stock 696429307 307.0 15,396.00 X1 X
Palm Inc Common Stock 696642107 10,236.2 193,364.00 X1 X
PANAMSAT CORPORATION Common Stock 697933109 13.0 408.00 X1 X
PAN PACIFIC RETAIL PP Common Stock 69806L104 3,088.0 154,400.00 X1 X
PAPA JOHN'S INTERNATI Common Stock 698813102 20.4 814.00 X1 X
Paradyne Networks Inc Common Stock 69911G107 282.7 52,294.00 X1 X
Parametric Technology Common Stock 699173100 383.7 35,079.00 X1 X
PARK PLACE ENTERTAINM Common Stock 700690100 149.7 9,896.00 X1 X
PARKER HANNIFIN Common Stock 701094104 955.4 28,309.00 X1 X
PARKWAY PROPERTIES IN Common Stock 70159Q104 3,901.0 127,900.00 X1 X
Patterson Energy Inc. Common Stock 703414102 1,412.8 41,100.00 X1 X
PAYCHEX INCORPORATED Common Stock 704326107 2,514.9 47,903.00 X1 X
PAYLESS SHOESOURCE IN Common Stock 704379106 44.5 794.00 X1 X
Peco II Inc Common Stock 705221109 32.8 700.00 X1 X
Penn Engineering & Ma Common Stock 707389300 1,264.0 40,206.00 X1 X
PENNEY (JC) Common Stock 708160106 387.9 32,837.00 X1 X
PENNZOIL-QUAKER STATE Common Stock 709323109 27.2 2,586.00 X1 X
PENTAIR INCORPORATED Common Stock 709631105 42.8 1,600.00 X1 X
PEOPLES ENERGY Common Stock 711030106 145.4 4,358.00 X1 X
Peoplesoft Incorporat Common Stock 712713106 1,012.1 36,226.00 X1 X
PEPSICO Common Stock 713448108 8,409.9 182,823.00 X1 X
Peregrine Systems Inc Common Stock 71366Q101 7,029.2 371,181.00 X1 X
PerkinElmer Inc. Common Stock 714046109 657.5 6,299.00 X1 X
Perrigo Company Common Stock 714290103 15.9 2,321.00 X1 X
PETRO GEO SVCS Common Stock 716597109 3,622.5 210,000.00 X1 X
Pharmacyclics Incorpo Common Stock 716933106 531.0 10,700.00 X1 X
PFIZER INCORPORATED Common Stock 717081103 153,033.7 3,405,478.00 X1 X
Pharmacia Corporation Common Stock 71713U102 45,553.0 756,851.00 X1 X
PHELPS DODGE Common Stock 717265102 4,546.2 108,892.00 X1 X
PHILIP MORRIS Common Stock 718154107 11,921.9 404,990.00 X1 X
PHILIPS INTERNATIONAL Common Stock 718333107 2,998.1 173,800.00 X1 X
PHILLIPS PET Common Stock 718507106 2,023.9 32,254.00 X1 X
Physiometrix Incorpor Common Stock 718928104 1,013.3 45,800.00 X1 X
Photronics Incorporat Common Stock 719405102 4,086.2 187,334.00 X1 X
Pilot Network Service Common Stock 721596104 323.7 31,200.00 X1 X
PINNACLE WEST CAPITA Common Stock 723484101 549.6 10,802.00 X1 X
PIONEER NATURAL RESOU Common Stock 723787107 45.2 3,188.00 X1 X
PITNEY BOWES Common Stock 724479100 1,272.1 32,255.00 X1 X
PITTSTON BRINK'S GROU Common Stock 725701106 24.9 1,608.00 X1 X
Pixelworks Incorporat Common Stock 72581M107 1,492.6 31,300.00 X1 X
PLACER DOME Common Stock 725906101 389.6 41,279.00 X1 X
Plains Resources Inco Common Stock 726540503 1,113.9 59,012.00 X1 X
POLAROID CORP Common Stock 731095105 70.4 5,240.00 X1 X
Polycom Inc Common Stock 73172K104 8,561.5 127,843.00 X1 X
Polymer Group Incorpo Common Stock 731745105 241.5 32,750.00 X1 X
Polyone Corporation Common Stock 73179P106 339.3 46,396.00 X1 X
POST PROPERTIES INCOR Common Stock 737464107 4,029.5 92,500.00 X1 X
POTLATCH CORP Common Stock 737628107 110.4 3,492.00 X1 X
POTOMAC ELECTRIC POWE Common Stock 737679100 94.2 3,739.00 X1 X
Powerwave Technologie Common Stock 739363109 6,871.2 180,969.00 X1 X
Powertel Inc. Common Stock 73936C109 1,350.9 17,760.00 X1 X
PRAECIS Pharmaceutica Common Stock 739421105 901.0 21,200.00 X1 X
PRAXAIR INC Common Stock 74005P104 745.6 19,950.00 X1 X
PRECISION CASTPARTS C Common Stock 740189105 65.6 1,710.00 X1 X
Precision Drilling Co Common Stock 74022D100 7,381.5 207,200.00 X1 X
Predictive Systems In Common Stock 74036W102 2,147.6 111,200.00 X1 X
PRENTISS PROPER Common Stock 740706106 1,982.9 75,900.00 X1 X
Price T Rowe & Assoc. Common Stock 741477103 721.2 15,366.00 X1 X
Primex Technologies I Common Stock 741597108 970.7 33,400.00 X1 X
Primus Knowledge Solu Common Stock 74163Q100 94.8 6,400.00 X1 X
Prime Hospitality Cor Common Stock 741917108 1,747.6 172,600.00 X1 X
Primus Telecommunicat Common Stock 741929103 437.0 46,000.00 X1 X
Probusiness Services Common Stock 742674104 229.9 7,600.00 X1 X
PROCTER & GAMBLE Common Stock 742718109 13,437.2 200,555.00 X1 X
PROGRESSIVE CORPORATI Common Stock 743315103 766.4 9,361.00 X1 X
PROLOGIS TRUST Common Stock 743410102 7,538.3 317,400.00 X1 X
PROTECTIVE LIFE CORPO Common Stock 743674103 63.6 2,130.00 X1 X
Proton Energy Systems Common Stock 74371K101 27.2 1,600.00 X1 X
Povident Financial Gr Common Stock 743866105 47.2 1,608.00 X1 X
Province Healthcare C Common Stock 743977100 12,022.1 301,022.00 X1 X
Providian Financial C Common Stock 74406A102 2,322.1 18,284.00 X1 X
Proxim Incorporated Common Stock 744284100 4,734.8 106,400.00 X1 X
PSINet Inc Common Stock 74437C101 862.8 89,640.00 X1 X
PUBLIC SERVICE COMPAN Common Stock 744499104 33.7 1,304.00 X1 X
PUB SERV ENTER Common Stock 744573106 1,212.5 27,132.00 X1 X
PUBLIC STORAGE INCORP Common Stock 74460D109 4,571.3 190,970.00 X1 X
PUGET SOUND ENERGY IN Common Stock 745332106 71.4 2,812.00 X1 X
PULTE CORP Common Stock 745867101 1,334.6 40,443.00 X1 X
Puma Technology Incor Common Stock 745887109 814.5 40,100.00 X1 X
Pure Resources Inc Common Stock 74622E102 1,184.1 55,889.00 X1 X
QRS Corporation Common Stock 74726X105 1,066.2 70,788.00 X1 X
QLogic Corporation Common Stock 747277101 1,232.2 14,002.00 X1 X
QUAKER OATS Common Stock 747402105 1,342.8 16,970.00 X1 X
Qualcomm Incorporated Common Stock 747525103 30,296.4 425,213.00 X1 X
Quanta Services Incor Common Stock 74762E102 58.3 2,121.00 X1 X
Quantum Corporation - Common Stock 747906204 74.0 4,910.00 X1 X
QUEST DIAGNOSTICS INC Common Stock 74834L100 172.1 1,500.00 X1 X
Quest Software Inc Common Stock 74834T103 248.4 4,000.00 X1 X
QUESTAR CORPORATION Common Stock 748356102 73.4 2,640.00 X1 X
QuickLogic Corporatio Common Stock 74837P108 316.8 19,200.00 X1 X
Quintiles Transnation Common Stock 748767100 231.4 14,519.00 X1 X
Quintas Corporation Common Stock 748798105 123.4 14,406.00 X1 X
QUORUM HEALTH GROUP Common Stock 749084109 29.3 2,250.00 X1 X
Qwest Communications Common Stock 749121109 16,706.8 347,606.00 X1 X
RPM INC/OHIO Common Stock 749685103 30.6 3,372.00 X1 X
RSA Security Incorpor Common Stock 749719100 2,208.0 51,200.00 X1 X
RF MICRO DEVICES INC Common Stock 749941100 11.2 358.00 X1 X
Radiant Systems Incor Common Stock 75025N102 4,719.6 220,800.00 X1 X
Radio One Incorporate Common Stock 75040P108 199.5 24,000.00 X1 X
Radio One Inc (Class Common Stock 75040P405 339.0 48,000.00 X1 X
Radioshack Corporatio Common Stock 750438103 1,527.3 23,634.00 X1 X
RALSTON PURINA Common Stock 751277302 913.8 38,577.00 X1 X
RATIONAL SOFTWARE COR Common Stock 75409P202 426.8 6,152.00 X1 X
RAYONIER INC Common Stock 754907103 33.6 934.00 X1 X
RAYTHEON CO CL B Common Stock 755111408 1,219.0 42,867.00 X1 X
READER'S DIGEST ASSN- Common Stock 755267101 2,640.5 74,774.00 X1 X
RealNetworks Incorpor Common Stock 75605L104 5,766.5 145,069.00 X1 X
RECKSON ASSOC REALTY Common Stock 75621K106 1,772.3 69,500.00 X1 X
Reckson Associates Re Common Stock 75621K304 793.8 30,679.00 X1 X
Redback Networks Inc Common Stock 757209101 12,737.9 77,700.00 X1 X
REEBOK INTL Common Stock 758110100 130.4 6,929.00 X1 X
Regeneration Technolo Common Stock 75886N100 90.8 11,000.00 X1 X
Regions Financial Cor Common Stock 758940100 626.9 27,633.00 X1 X
REINSURANCE GROUP OF Common Stock 759351109 1,027.5 30,000.00 X1 X
Reliant Energy Inc. Common Stock 75952J108 1,731.5 37,237.00 X1 X
Reliant Energy Inc ZE CONV P4 30/36 75952J207 6,476.6 8,480,000.00 X1 X
Remedy Corporation Common Stock 759548100 2,182.0 115,600.00 X1 X
Renal Care Group Inco Common Stock 759930100 2,715.5 145,800.00 X1 X
Rent-A-Center Incorpo Common Stock 76009N100 593.2 17,100.00 X1 X
Retek, Inc. Common Stock 76128Q109 1,073.4 20,252.00 X1 X
REYNOLDS & REYNOLDS - Common Stock 761695105 48.3 2,428.00 X1 X
R. J. Reynolds Tobacc Common Stock 76182K105 106.8 3,313.00 X1 X
Richmond County Finan Common Stock 764556106 1,473.4 60,915.00 X1 X
Ritchie Brothers Auct Common Stock 767744105 70.5 3,300.00 X1 X
Rita Medical Systems Common Stock 76774E103 56.9 5,100.00 X1 X
ROBERT HALF INTERNATI Common Stock 770323103 203.3 5,861.00 X1 X
ROCKWELL INTL Common Stock 773903109 708.5 23,423.00 X1 X
ROHM & HAAS Common Stock 775371107 793.9 27,316.00 X1 X
ROLLINS INC Common Stock 775711104 13.2 891.00 X1 X
Rosetta Inpharmatics Common Stock 777777103 474.1 17,000.00 X1 X
Roslyn Bancorp, Inc. Common Stock 778162107 47.0 2,100.00 X1 X
Ross Stores Incorpora Common Stock 778296103 2,626.2 182,695.00 X1 X
ROWAN COMPANIES INC Common Stock 779382100 2,137.6 73,711.00 X1 X
ROYAL DUTCH PET Common Stock 780257804 20,633.2 344,245.00 X1 X
RUDDICK CORPORATION Common Stock 781258108 19.8 1,425.00 X1 X
RUSSELL CORP Common Stock 782352108 59.2 3,729.00 X1 X
RYDER SYSTEM Common Stock 783549108 134.7 7,305.00 X1 X
Ryerson Tull Inc. Common Stock 78375P107 6.9 726.00 X1 X
SBC Communications In Common Stock 78387G103 35,866.1 717,321.00 X1 X
SCI SYSTEMS INC Common Stock 783890106 3,689.2 89,980.00 X1 X
SCI Systems Inc Conv CONV P2 30/36 783890AF3 2,709.8 2,720,000.00 X1 X
SDL Incorporated Common Stock 784076101 68.4 222.00 X1 X
SEI Investments Compa Common Stock 784117103 123.8 1,750.00 X1 X
SL Green Realty Corpo Common Stock 78440X101 2,896.1 103,200.00 X1 X
SPX CORPORATION Common Stock 784635104 147.5 1,039.00 X1 X
Saber Holdings Corpor Common Stock 785905100 466.8 16,133.00 X1 X
Safeco Corp Common Stock 786429100 433.9 15,922.00 X1 X
SAFEWAY INC Common Stock 786514208 35,202.9 754,012.00 X1 X
Sage Inc. Common Stock 786632109 237.9 27,000.00 X1 X
The Saint Joe Company Common Stock 790148100 3,663.0 132,000.00 X1 X
ST Jude Med Common Stock 790849103 546.2 10,709.00 X1 X
ST PAUL COS Common Stock 792860108 1,392.7 28,243.00 X1 X
SAKS INC Common Stock 79377W108 45.6 4,621.00 X1 X
Salem Communications Common Stock 794093104 247.2 19,487.00 X1 X
SanDisk Corporation Common Stock 80004C101 3,584.5 53,700.00 X1 X
Sanmina Corporation Common Stock 800907107 8,549.5 91,316.00 X1 X
SangStat Medical Corp Common Stock 801003104 153.8 12,000.00 X1 X
Sapient Corp Common Stock 803062108 609.7 14,984.00 X1 X
SARA LEE Common Stock 803111103 2,235.0 110,033.00 X1 X
Sawtek Inc. Common Stock 805468105 55.4 1,438.00 X1 X
SCANA CORPORATION Common Stock 80589M102 106.7 3,456.00 X1 X
SCHERING PLOUGH Common Stock 806605101 8,632.2 185,638.00 X1 X
SCHLUMBERGER LTD Common Stock 806857108 5,997.0 72,857.00 X1 X
Scholastic Corporatio Common Stock 807066105 43.1 542.00 X1 X
SCHULMAN A INC Common Stock 808194104 9.9 903.00 X1 X
SCHWAB (CHARLES) CORP Common Stock 808513105 27,701.4 780,320.00 X1 X
SCIENTIFIC-ATLANTA Common Stock 808655104 1,293.3 20,327.00 X1 X
SeaChange Internation Common Stock 811699107 5,230.0 156,705.00 X1 X
SEAGATE TECHNOL Common Stock 811804103 2,006.1 29,074.00 X1 X
SEAGRAM CO Common Stock 811850106 3,169.6 55,184.00 X1 X
SEACOR SMIT INCORPORA Common Stock 811904101 7,564.9 162,250.00 X1 X
SEALED AIR CORP Common Stock 81211K100 483.1 10,676.00 X1 X
SEARS ROEBUCK Common Stock 812387108 1,402.6 43,263.00 X1 X
SECURITY CAPITAL GRP Common Stock 81413P204 4,522.3 238,800.00 X1 X
Selectica Inc Common Stock 816288104 135.6 3,400.00 X1 X
Semtech Corporation Common Stock 816850101 92.8 2,152.00 X1 X
SEMPRA ENERGY Common Stock 816851109 533.2 25,617.00 X1 X
Sensient Technologies Common Stock 81725T100 31.3 1,538.00 X1 X
SENSORMATIC ELECTRONI Common Stock 817265101 36.6 2,442.00 X1 X
SEPRACOR INCORPORATED Common Stock 817315104 2,540.5 20,707.00 X1 X
SEQUA CORPORATION - C Common Stock 817320104 16.0 377.00 X1 X
SHAW INDUSTRIES INC Common Stock 820286102 76.8 4,149.00 X1 X
SHERWIN-WILLIAMS Common Stock 824348106 435.9 20,392.00 X1 X
Siebel Systems Inc. Common Stock 826170102 9,170.9 82,389.00 X1 X
Sierra Pacific Resour Common Stock 826428104 44.8 2,488.00 X1 X
Sigma-Aldrich Common Stock 826552101 334.7 10,141.00 X1 X
Silicon Laboratories Common Stock 826919102 82.0 2,000.00 X1 X
Silicon Valley Bancsh Common Stock 827064106 1,946.2 33,420.00 X1 X
SIMON PROPERTY GRP IN Common Stock 828806109 1,378.1 58,800.00 X1 X
Simple Technology Common Stock 828820100 184.8 16,800.00 X1 X
Simpson Industries In Common Stock 829060102 2,731.8 223,000.00 X1 X
SIPEX Corp Common Stock 829909100 3,861.3 91,800.00 X1 X
Six Flags, Incorporat Common Stock 83001P109 38.7 2,497.00 X1 X
SMITH INTERNATIONAL I Common Stock 832110100 9,115.3 111,759.00 X1 X
SMITH CHARLES RESIDEN Common Stock 832197107 889.4 19,600.00 X1 X
SMTC Corporation Common Stock 832682108 122.6 5,700.00 X1 X
Smucker J M Common Stock 832696306 18.2 749.00 X1 X
SMURFIT-STONE CONTAIN Common Stock 832727101 6.0 503.00 X1 X
SNAP-ON INC Common Stock 833034101 169.7 7,201.00 X1 X
SOLECTRON CORPORATION Common Stock 834182107 10,383.7 225,121.00 X1 X
Solectron Corp Conver CONV P0 30/36 834182AJ6 6,724.4 9,180,000.00 X1 X
Solectron Corp Notes CONV P0 30/36 834182AK3 1,869.0 2,800,000.00 X1 X
SOLUTIA INCORPORATED Common Stock 834376105 39.8 3,497.00 X1 X
SONOCO PRODUCTS COMPA Common Stock 835495102 57.5 3,182.00 X1 X
SonoSite Inc. Common Stock 83568G104 136.4 7,300.00 X1 X
SOTHEBY'S HOLDINGS CL Common Stock 835898107 48.3 1,943.00 X1 X
Sonus Networks Inc Common Stock 835916107 9,282.2 73,450.00 X1 X
SOUTHDOWN INC Common Stock 841297104 82.7 1,160.00 X1 X
SOUTHERN CO Common Stock 842587107 2,657.8 81,935.00 X1 X
Southern Energy Incor Common Stock 842816100 1,038.5 33,100.00 X1 X
Southtrust Corp. Common Stock 844730101 660.1 20,997.00 X1 X
SOUTHWEST AIRLINES Common Stock 844741108 1,521.0 62,720.00 X1 X
Sovereign Banc Common Stock 845905108 68.0 7,352.00 X1 X
Specialty Equipment C Common Stock 847497203 1,962.6 79,497.00 X1 X
Spectrasite Holdings Common Stock 84760T100 351.9 18,960.00 X1 X
Speedway Motorsports Common Stock 847788106 1,540.1 74,000.00 X1 X
SPIEKER PROPERTIES IN Common Stock 848497103 3,338.6 58,000.00 X1 X
SPRINGS INDUSTRIES CL Common Stock 851783100 60.3 2,139.00 X1 X
SPRINT Common Stock 852061100 3,916.0 133,595.00 X1 X
SPRINT CORP (PCS GROU Common Stock 852061506 4,123.5 117,604.00 X1 X
STANDARD PACIFIC CORP Common Stock 85375C101 669.6 37,200.00 X1 X
STANDARD REGISTER COM Common Stock 853887107 13.1 816.00 X1 X
Stanford Microdevices Common Stock 854399102 866.7 16,200.00 X1 X
STANLEY WORKS Common Stock 854616109 597.4 25,902.00 X1 X
Staples Incorporated Common Stock 855030102 821.8 57,923.00 X1 X
Starbucks Corporation Common Stock 855244109 968.0 24,161.00 X1 X
STARWOOD HOTELS & RES Common Stock 85590A203 10,187.5 326,000.00 X1 X
STATE STREET CORPORAT Common Stock 857477103 2,670.3 20,541.00 X1 X
Staten Island Bancorp Common Stock 857550107 1,308.4 65,419.00 X1 X
Steelcase Inc Common Stock 858155203 727.7 43,443.00 X1 X
Steinway Musical Inst Common Stock 858495104 2,078.9 119,220.00 X1 X
Stepan Co Common Stock 858586100 1,981.1 98,748.00 X1 X
Steris Corporation Common Stock 859152100 25.5 2,127.00 X1 X
Stewart & Stevenson S Common Stock 860342104 16.1 923.00 X1 X
Stillwell Financial I Common Stock 860831106 5,101.2 117,268.00 X1 X
Stmicroelectron Globa CONV P0 30/36 861012AB8 2,512.8 1,900,000.00 X1 X
Stone Energy Corp Common Stock 861642106 7,083.8 128,796.00 X1 X
STORAGE TECHNOLOGY CO Common Stock 862111200 45.1 3,324.00 X1 X
Stratos Lightwave Inc Common Stock 863100103 141.9 4,400.00 X1 X
STRUCTURAL DYNAMICS R Common Stock 863555108 19.5 1,188.00 X1 X
STRYKER CORPORATION Common Stock 863667101 276.1 6,431.00 X1 X
SUIZA FOODS CORPORATI Common Stock 865077101 47.3 934.00 X1 X
SUMMIT BANCORP Common Stock 866005101 756.6 21,930.00 X1 X
SUMMIT PROP Common Stock 866239106 2,613.2 108,600.00 X1 X
Sun Microsystem Common Stock 866810104 99,294.4 850,487.00 X1 X
SUNGARD DATA SYSTEMS Common Stock 867363103 185.8 4,341.00 X1 X
SUNOCO INC Common Stock 86764P109 291.3 10,813.00 X1 X
SUNTRUST BANKS Common Stock 867914103 1,878.2 37,705.00 X1 X
SUPERIOR INDUSTRIES I Common Stock 868168105 24.4 812.00 X1 X
SUPER VALU Common Stock 868536103 247.3 16,420.00 X1 X
Swift Transportation Common Stock 870756103 27.2 2,081.00 X1 X
Sybase, Inc. Common Stock 871130100 6,057.3 263,359.00 X1 X
SYBRON INTERNATIONAL Common Stock 87114F106 82.8 3,450.00 X1 X
Sykes Enterprises Inc Common Stock 871237103 7.0 1,310.00 X1 X
Sylvan Learning Syste Common Stock 871399101 20.5 1,381.00 X1 X
Symantec Corporation Common Stock 871503108 90.6 2,060.00 X1 X
SYMBOL TECHNOLOGIES I Common Stock 871508107 162.1 4,510.00 X1 X
Synopsys Common Stock 871607107 94.5 2,494.00 X1 X
SYNOVUS FINANCIAL CO Common Stock 87161C105 752.9 35,535.00 X1 X
SYSCO CORP Common Stock 871829107 1,949.3 42,090.00 X1 X
TCF FINANCIAL CORP Common Stock 872275102 100.4 2,669.00 X1 X
TECO ENERGY INC Common Stock 872375100 1,246.6 43,359.00 X1 X
TJX COS Common Stock 872540109 830.0 36,891.00 X1 X
TRW INC Common Stock 872649108 642.7 15,821.00 X1 X
TMP Worldwide Incorpo Common Stock 872941109 25,438.0 316,000.00 X1 X
TTM Technologies Common Stock 87305R109 49.4 2,100.00 X1 X
Tvia Inc Common Stock 87307P101 626.0 34,900.00 X1 X
TXU Corporation Common Stock 873168108 1,315.3 33,193.00 X1 X
Talarian Corpoation Common Stock 874090103 69.1 3,600.00 X1 X
Target Corporation Common Stock 87612E106 2,945.5 114,947.00 X1 X
Tech Data Corp Common Stock 878237106 73.9 1,728.00 X1 X
Tecumseh Products Com Common Stock 878895200 26.5 633.00 X1 X
Tekelec Common Stock 879101103 5,733.6 174,406.00 X1 X
TEKTRONIX Common Stock 879131100 1,399.4 18,219.00 X1 X
TeleCommunication Sys Common Stock 87929J103 407.4 21,300.00 X1 X
TELEDYNE TECHNOLOGIES Common Stock 879360105 471.8 16,200.00 X1 X
TELEFLEX INCORPORATED Common Stock 879369106 43.2 1,258.00 X1 X
TELEPHONE & DATA SYS Common Stock 879433100 222.5 2,010.00 X1 X
Tellabs Inc Common Stock 879664100 2,503.7 52,433.00 X1 X
TEMPLE-INLAND Common Stock 879868107 243.3 6,424.00 X1 X
TENET HEALTH Common Stock 88033G100 5,023.8 138,110.00 X1 X
TERADYNE INC Common Stock 880770102 772.1 22,061.00 X1 X
Terayon Communication Common Stock 880775101 1,527.2 45,000.00 X1 X
Texaco Inc Common Stock 881694103 3,656.7 69,651.00 X1 X
Texas Biotechnology C Common Stock 88221T104 3.3 200.00 X1 X
TEXAS INSTRUMEN Common Stock 882508104 57,859.5 1,226,162.00 X1 X
TEXTRON Common Stock 883203101 833.1 18,061.00 X1 X
ThermaWave Incorporat Common Stock 88343A108 638.3 22,200.00 X1 X
THERMO ELECTRON CORP Common Stock 883556102 566.2 21,777.00 X1 X
THOMAS & BETTS COMPAN Common Stock 884315102 1,305.5 74,867.00 X1 X
3 Com Common Stock 885535104 228.4 11,901.00 X1 X
3 Dimensional Pharmac Common Stock 88554W104 82.8 2,300.00 X1 X
TIDEWATER INCORPORATE Common Stock 886423102 83.6 1,837.00 X1 X
TIFFANY & COMPANY Common Stock 886547108 706.7 18,326.00 X1 X
Time Warner Common Stock 887315109 35,613.1 455,120.00 X1 X
Time Warner Telecom I Common Stock 887319101 3,348.1 69,300.00 X1 X
TIMKEN CO Common Stock 887389104 98.5 7,196.00 X1 X
The Titan Corporation Common Stock 888266103 1,857.6 112,580.00 X1 X
Titan International I Common Stock 88830M102 1,090.2 189,593.00 X1 X
Titan Pharmaceuticals Common Stock 888314101 2,018.6 31,055.00 X1 X
Tootsie Roll Industri Common Stock 890516107 3,375.5 86,000.00 X1 X
TORCHMARK Common Stock 891027104 445.9 16,031.00 X1 X
TOSCO CORPORATION Common Stock 891490302 800.6 25,671.00 X1 X
Toys 'R' Us, Inc. Common Stock 892335100 439.7 27,061.00 X1 X
Transaction Systems A Common Stock 893416107 16.2 994.00 X1 X
Transwitch Intl Inc Common Stock 894065101 8,551.7 134,144.00 X1 X
TRICON GLOBAL RESTAUR Common Stock 895953107 562.4 18,365.00 X1 X
TRIBUNE CO Common Stock 896047107 1,697.1 38,903.00 X1 X
Tribune Company Conv CONV P4 30/36 896047305 3,393.9 2,852,000.00 X1 X
TRIGON HEALTHCARE INC Common Stock 89618L100 65.8 1,251.00 X1 X
TRINITY INDUSTRIES IN Common Stock 896522109 27.9 1,195.00 X1 X
TriQuint Semiconducto Common Stock 89674K103 96.0 2,634.00 X1 X
Triquint Semiconducto CONV P2 30/36 89674KAA1 1,582.5 2,000,000.00 X1 X
Trizec Hahn Corporati Common Stock 896938107 2,612.7 155,400.00 X1 X
TUPPERWARE Common Stock 899896104 125.8 6,988.00 X1 X
Tut Systems Inc Common Stock 901103101 1,985.2 23,000.00 X1 X
Tweeter Home Entertai Common Stock 901167106 1,002.2 27,600.00 X1 X
TYCO INTL LTD Common Stock 902124106 55,458.0 1,069,069.00 X1 X
TYSON FOODS INC - CL Common Stock 902494103 73.4 7,341.00 X1 X
UCAR INTL INCORPORATE Common Stock 90262K109 17.6 1,389.00 X1 X
USX-MARATHON OI Common Stock 902905827 1,114.6 39,280.00 X1 X
UST INC Common Stock 902911106 1,015.7 44,400.00 X1 X
US BANCORP Common Stock 902973106 2,142.2 94,163.00 X1 X
USA Networks Incorpor Common Stock 902984103 16.7 760.00 X1 X
USG Corporation Common Stock 903293405 36.3 1,449.00 X1 X
USX U.S. STEEL Common Stock 90337T101 165.2 10,877.00 X1 X
UTI Energy Corp. Common Stock 903387108 2,963.1 66,400.00 X1 X
Ulticom Incorporated Common Stock 903844108 1,027.3 21,800.00 X1 X
USA Education Incorpo Common Stock 90390U102 946.1 19,633.00 X1 X
ULTRAMAR DIAMOND SHAM Common Stock 904000106 176.7 6,963.00 X1 X
UNIFI INCORPORATED Common Stock 904677101 18.1 1,777.00 X1 X
Unify Corporation Common Stock 904743101 886.2 228,700.00 X1 X
Unilever NV Common Stock 904784709 3,483.0 72,187.00 X1 X
UNICOM CORP Common Stock 904911104 1,245.1 22,159.00 X1 X
Union Carbide Corpora Common Stock 905581104 642.6 17,022.00 X1 X
UNION PACIFIC Common Stock 907818108 1,213.5 31,215.00 X1 X
UNION PLANTERS CORPOR Common Stock 908068109 562.3 17,006.00 X1 X
Unisys Corporation Common Stock 909214108 441.9 39,277.00 X1 X
UNITED RENTALS INC Common Stock 911363109 44.6 1,850.00 X1 X
US Cellular Corp Conv CONV P0 30/36 911684AA6 1,686.4 2,480,000.00 X1 X
USAIR GROUP Common Stock 911905107 254.8 8,372.00 X1 X
UNITED TECH Common Stock 913017109 4,099.2 59,194.00 X1 X
United Therapeutics C Common Stock 91307C102 4,395.0 50,300.00 X1 X
Unitedhealth Group In Common Stock 91324P102 2,010.6 20,360.00 X1 X
Unitrin Inc. Common Stock 913275103 72.3 2,281.00 X1 X
Universal Compression Common Stock 913431102 727.0 23,500.00 X1 X
UNIVERSAL CORPORATION Common Stock 913456109 25.2 859.00 X1 X
Universal Health Serv Common Stock 913903100 13,259.5 154,856.00 X1 X
Univision Communicati Common Stock 914906102 253.5 6,782.00 X1 X
UNOCAL Common Stock 915289102 1,423.9 40,181.00 X1 X
UNUMProvident Corpora Common Stock 91529Y106 825.2 30,282.00 X1 X
USinternetworking Inc Common Stock 917311805 254.2 38,100.00 X1 X
UTILICORP UNITED INC Common Stock 918005109 77.3 2,989.00 X1 X
UTStarcom Incorporate Common Stock 918076100 427.1 20,400.00 X1 X
VF CORP Common Stock 918204108 351.6 14,242.00 X1 X
Valassis Communicatio Common Stock 918866104 38.9 1,748.00 X1 X
VALERO ENERGY CORPORA Common Stock 91913Y100 71.4 2,028.00 X1 X
VALSPAR CORP Common Stock 920355104 32.2 1,400.00 X1 X
ValueVision Internati Common Stock 92047K107 5,352.3 213,028.00 X1 X
Varco International I Common Stock 922122106 7,262.3 348,941.00 X1 X
Varian Inc Common Stock 922206107 129.2 3,000.00 X1 X
Vastera Incorporated Common Stock 92239N109 389.4 17,700.00 X1 X
Vectren Corporation Common Stock 92240G101 39.1 1,923.00 X1 X
VERITAS Software Corp Common Stock 923436109 32,567.4 229,348.00 X1 X
VeriSign Incorporated Common Stock 92343E102 29,511.1 145,689.00 X1 X
VERITAS DGC INC. Common Stock 92343P107 709.0 24,500.00 X1 X
Verizon Communication Common Stock 92343V104 27,975.1 577,551.00 X1 X
Versata Inc Common Stock 925298101 644.0 24,300.00 X1 X
Versicor Inc Common Stock 925314106 961.5 64,100.00 X1 X
Verticalnet, Inc. Common Stock 92532L107 927.3 26,400.00 X1 X
VIACOM CL B Common Stock 925524308 21,239.1 363,062.00 X1 X
Viatel Incorporated Common Stock 925529208 1,299.6 126,793.00 X1 X
The viaLink Company Common Stock 92552Q101 752.6 84,800.00 X1 X
VIAD CORPORAITON Common Stock 92552R109 6,457.1 243,092.00 X1 X
Viant Corp Common Stock 92553N107 35.3 6,000.00 X1 X
Vignette Corporation Common Stock 926734104 3,450.1 115,484.00 X1 X
Virage Logic Corporat Common Stock 92763R104 26.3 1,600.00 X1 X
VISHAY INTERTECHNOLOG Common Stock 928298108 139.5 4,537.00 X1 X
Visteon Corporation Common Stock 92839U107 245.9 16,258.00 X1 X
VISX Incorporated Common Stock 92844S105 54.0 2,004.00 X1 X
Vitesse Semiconductor Common Stock 928497106 20,879.9 234,771.00 X1 X
VoiceStream Wireless Common Stock 928615103 66.9 576.00 X1 X
VULCAN MATERIALS COMP Common Stock 929160109 512.4 12,751.00 X1 X
WGL Holdings Inc Common Stock 92924F106 41.2 1,534.00 X1 X
Wabtec Corporation Common Stock 929740108 1,673.7 165,300.00 X1 X
WACHOVIA CORP Common Stock 929771103 1,456.0 25,685.00 X1 X
WADDELL & REED FINANC Common Stock 930059100 84.0 2,710.00 X1 X
Wal-Mart Stores Inc Common Stock 931142103 58,341.5 1,212,291.00 X1 X
WALGREEN Common Stock 931422109 4,851.0 127,868.00 X1 X
Wallace Computer Serv Common Stock 932270101 18.8 1,231.00 X1 X
WARNACO GROUP CL-A Common Stock 934390105 6.6 1,657.00 X1 X
WASHINGTON MUTUAL INC Common Stock 939322103 2,708.7 68,037.00 X1 X
WASHINGTON POST CL B Common Stock 939640108 198.0 375.00 X1 X
WASTE MANAGEMENT INC Common Stock 94106L109 1,368.7 78,491.00 X1 X
Waters Corporation Common Stock 941848103 380.7 4,278.00 X1 X
WATSON PHARMACEUTICAL Common Stock 942683103 836.4 12,892.00 X1 X
WAUSAU-MOSINEE PAPER Common Stock 943315101 12.4 1,597.00 X1 X
WEATHERFORD INTL INC Common Stock 947074100 154.0 3,581.00 X1 X
Webster Financial Cor Common Stock 947890109 47.9 1,777.00 X1 X
WELLMAN INC Common Stock 949702104 14.5 1,007.00 X1 X
WELLPOINT HEALTH NETW Common Stock 94973H108 767.2 7,992.00 X1 X
Wells Fargo & Company Common Stock 949746101 19,406.0 422,444.00 X1 X
WENDY'S INTL Common Stock 950590109 285.4 14,225.00 X1 X
Westamerica Bancorpor Common Stock 957090103 38.3 1,145.00 X1 X
Westell Technologies Common Stock 957541105 1,673.8 130,000.00 X1 X
Western Gas Resources Common Stock 958259103 3,671.7 146,500.00 X1 X
Western Resources Inc Common Stock 959425109 1,504.8 69,588.00 X1 X
Western Wireless Corp Common Stock 95988E204 3,501.9 98,300.00 X1 X
WestPoint Stevens Inc Common Stock 961238102 19.2 1,564.00 X1 X
WESTVACO CORP Common Stock 961548104 333.1 12,480.00 X1 X
Westwood One Inc. Common Stock 961815107 79.4 3,705.00 X1 X
WEYERHAEUSER CO Common Stock 962166104 1,122.7 27,807.00 X1 X
Whirlpool Corporation Common Stock 963320106 346.4 8,910.00 X1 X
Whitehall Jewellers I Common Stock 965063100 497.9 62,729.00 X1 X
Whitman Corporation Common Stock 96647R107 50.9 4,399.00 X1 X
WILLAMETTE IND Common Stock 969133107 382.3 13,653.00 X1 X
WILLIAMS CO Common Stock 969457100 2,359.8 55,853.00 X1 X
Williams-Sonoma Inc. Common Stock 969904101 64.7 1,861.00 X1 X
Wilmington Trust Corp Common Stock 971807102 57.4 1,071.00 X1 X
Wilson Greatbatch Tec Common Stock 972232102 464.2 22,400.00 X1 X
Wilsons The Leather E Common Stock 972463103 355.9 19,705.00 X1 X
Wind River Systems Common Stock 973149107 114.4 2,387.00 X1 X
WINN-DIXIE STOR Common Stock 974280109 253.1 17,606.00 X1 X
Wisconsin Central Tra Common Stock 976592105 16.2 1,533.00 X1 X
WISCONSIN ENERGY CORP Common Stock 976657106 79.3 3,975.00 X1 X
Wolverine Tube Inc Common Stock 978093102 346.1 23,267.00 X1 X
Worldcom Inc Common Stock 98157D106 15,663.9 515,683.00 X1 X
Worthington Industrie Common Stock 981811102 100.7 10,744.00 X1 X
WRIGLEY (WM) JR Common Stock 982526105 1,089.3 14,548.00 X1 X
XO Communications Inc Common Stock 983764101 16,403.7 466,181.00 X1 X
Xcel Energy Inc Common Stock 98389B100 1,170.3 42,557.00 X1 X
Xilinx Inc. Common Stock 983919101 11,906.8 139,057.00 X1 X
XEROX Common Stock 984121103 1,266.9 84,107.00 X1 X
Yahoo! Incorporated Common Stock 984332106 6,409.3 70,432.00 X1 X
Xicor Incorporated Common Stock 984903104 295.4 35,800.00 X1 X
YORK INTERNATIONAL CO Common Stock 986670107 31.2 1,255.00 X1 X
Young & Rubicam Inc. Common Stock 987425105 455.9 9,210.00 X1 X
Young & Rubicam Inc 1 CONV P2 30/36 987425AA3 1,295.3 1,320,000.00 X1 X
Z-Tel Technologies In Common Stock 988792107 286.4 39,500.00 X1 X
Zapata Corp Common Stock 989070503 591.9 205,880.00 X1 X
Ziff-Davis Inc. - ZDN Common Stock 989511209 421.9 30,000.00 X1 X
Zions Bancorporation Common Stock 989701107 144.7 2,829.00 X1 X
Zoran Corporation Common Stock 98975F101 565.5 11,600.00 X1 X
Zonagen Inc Common Stock 98975L108 456.0 131,450.00 X1 X
ACE Limited Common Stock G0070K103 4,865.4 123,958.00 X1 X
APW Limited Common Stock G04397108 9,492.6 194,719.00 X1 X
Everest Re Group Limi Common Stock G3223R108 1,416.3 28,612.00 X1 X
Global Crossing Ltd. Common Stock G3921A100 3,513.7 113,344.00 X1 X
02Micro International Common Stock G6797E106 252.9 14,700.00 X1 X
PARTNERRE LTD Common Stock G6852T105 1,128.4 23,788.00 X1 X
Renaissancere Holding Common Stock G7496G103 1,982.1 31,000.00 X1 X
Transocean Sedco Fore Common Stock G90078109 6,136.0 104,666.00 X1 X
TyCom Limited Common Stock G9144B106 4,290.3 111,800.00 X1 X
AudioCodes Limited Common Stock M15342104 5,934.9 69,720.00 X1 X
BackWeb Technologies Common Stock M15633106 2,353.1 232,050.00 X1 X
BreezeCom Ltd Common Stock M20385106 606.1 18,400.00 X1 X
Camtek Ltd Common Stock M20791105 207.6 24,600.00 X1 X
Ceragon Networks Ltd Common Stock M22013102 37.6 1,400.00 X1 X
Ectel Ltd. Common Stock M29925100 566.2 28,400.00 X1 X
Gilat Satellite Netwo Common Stock M51474100 4,896.9 63,700.00 X1 X
Jacada Ltd. Common Stock M6184R101 155.0 18,100.00 X1 X
Nova Measuring Instru Common Stock M7516K103 295.0 29,500.00 X1 X
ORBOTECH LTD Common Stock M75253100 12,656.1 231,425.00 X1 X
RADVision Limitaed Common Stock M81869105 524.3 18,600.00 X1 X
Core Laboratories NV Common Stock N22717107 1,790.6 72,900.00 X1 X
Flextronics Internati Common Stock Y2573F102 25,294.5 308,000.00 X1 X
GRAND TOTAL ( 1490 items ) 5,475,355.9 248,116,857.50
</TABLE>
