UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings
entries
Institutional Investment Manager Filing this Report:
Name: ADVANTUS CAPITAL MANAGEMENT
Address: 400 ROBERT STREET NORTH
ST. PAUL, MN 55101
Form 13F File Number: 28-455
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: WILLIAM N. WESTHOFF
Title: PRESIDENT
Phone: (651) 665-3840
Signature, Place, and Date of Signing:
/s/ WILLIAM N. WESTHOFF ST. PAUL, MN 02/10/2000
- ---------------------------- ----------------------- -------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting' manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
<PAGE>
Form 13F SUMMARY PAGE
Report Summary
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 0
Form 13F Information Table Value Total: $ 0
(thousands)
List of Other Included Managers
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
NONE
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
TITLE VALUE SHARES/ INVESTMENT DISCRETION MANAGER VOTING AUTHORITY
NAME OF ISSUER OF CLASS CUSIP (x$1000) PAR (A)SOLE (B)SHARED (C)SHARED (A)SOLE (B)SHARED (C)OTHER
<S> <C> <C> <C> <C> <C> <C> <C>
ABC-NACO Inc. Common Stock 000752105 116.3 14,100.00 X 2 X
ADC Telecommunication Common Stock 000886101 8,986.1 123,840.00 X 2 X
AFLAC INC Common Stock 001055102 1,737.7 36,825.00 X 2 X
AGCO CORPORATION Common Stock 001084102 14.8 1,100.00 X 2 X
AGL RESOURCES INC Common Stock 001204106 17.0 1,000.00 X 2 X
AES CORPORATION Common Stock 00130H105 44,245.6 591,915.00 X 2 X
AES CORP CONV JR SUB CONV P2 30/36 00130HAN5 895.9 610,000.00 X 2 X
AK STEEL HOLDING CORP Common Stock 001547108 37.8 2,000.00 X 2 X
AMB PROPERTY CORPORAT Common Stock 00163T109 1,922.0 96,400.00 X 2 X
AMFM Inc. Common Stock 001693100 8,177.1 104,500.00 X 2 X
AMR CORP Common Stock 001765106 1,579.5 23,575.00 X 2 X
AT&T CORP Common Stock 001957109 29,008.9 571,603.00 X 2 X
AT&T Corp.-Liberty Me Common Stock 001957208 4,074.7 71,800.00 X 2 X
ABBOTT LABS Common Stock 002824100 10,375.8 285,735.00 X 2 X
Abercrombie & Fitch C Common Stock 002896207 1,504.6 56,380.00 X 2 X
Abgenix Inc. Common Stock 00339B107 649.3 4,900.00 X 2 X
Accrue Software Inc. Common Stock 00437W102 2,642.4 48,820.00 X 2 X
ACNIELSEN CORPORATION Common Stock 004833109 49.3 2,000.00 X 2 X
Active Software Inc. Common Stock 00504E100 625.6 6,800.00 X 2 X
ACUSON CORPORATION Common Stock 005113105 27.6 2,200.00 X 2 X
Acxiom Corporation Common Stock 005125109 48.0 2,000.00 X 2 X
Adaptive Broadband Co Common Stock 00650M104 2,802.7 37,970.00 X 2 X
Adaptec Inc. Common Stock 00651F108 1,012.5 20,300.00 X 2 X
Adobe Systems Incorpo Common Stock 00724F101 1,506.4 22,400.00 X 2 X
ADTRAN INC Common Stock 00738A106 69.4 1,350.00 X 2 X
ADVANCED MICRO Common Stock 007903107 399.3 13,800.00 X 2 X
AETNA INC Common Stock 008117103 1,182.6 21,189.00 X 2 X
Affiliated Computer S Common Stock 008190100 41.4 900.00 X 2 X
Affiliated Computer S CONV P2 30/36 008190AD2 2,355.71,960,000.00 X 2 X
Agilent Technologies, Common Stock 00846U101 3,711.0 48,000.00 X 2 X
AIR PRODS & CHE Common Stock 009158106 1,125.2 33,525.00 X 2 X
Airborne Freight Corp Common Stock 009266107 50.1 2,275.00 X 2 X
AIRGAS INCORPORATED Common Stock 009363102 33.7 3,550.00 X 2 X
Aironet Wireless Comm Common Stock 00943A107 44.1 660.00 X 2 X
ALASKA AIRGROUP INC Common Stock 011659109 35.1 1,000.00 X 2 X
Albany Molecular Rese Common Stock 012423109 70.2 2,300.00 X 2 X
ALBEMARLE CORPORATION Common Stock 012653101 15.4 800.00 X 2 X
ALBERTO-CULVER Common Stock 013068101 131.0 5,075.00 X 2 X
ALBERTSONS Common Stock 013104104 1,877.6 58,221.00 X 2 X
Smithkline Beecham PL Foreign Stock 0135656 126.8 16,117.00 X 2 X
ALCAN ALUM Common Stock 013716105 1,262.4 30,650.00 X 2 X
Alcoa Incorporated Common Stock 013817101 6,826.8 82,250.00 X 2 X
Alexander & Baldwin I Common Stock 014482103 18.3 800.00 X 2 X
Algos Pharmaceutidcal Common Stock 015869100 105.6 9,600.00 X 2 X
Cable and Wireless PL Foreign Stock 0162557 371.4 35,470.00 X 2 X
Alkermes Inc. Common Stock 01642T108 442.1 9,000.00 X 2 X
ALLEGHENY ENERGY INC Common Stock 017361106 67.3 2,500.00 X 2 X
ALLEGHENY TECHNOLOGIE Common Stock 01741R102 350.2 15,606.00 X 2 X
ALLERGAN INC Common Stock 018490102 931.6 18,725.00 X 2 X
Alliant Energy Corpor Common Stock 018802108 66.0 2,400.00 X 2 X
ALLIED WASTE INDUSTRI Common Stock 019589308 156.0 17,700.00 X 2 X
Allmerica Financial C Common Stock 019754100 83.4 1,500.00 X 2 X
Alloy Online Inc. Common Stock 019855105 274.1 17,400.00 X 2 X
ALLSTATE CORP Common Stock 020002101 5,172.4 215,518.00 X 2 X
ALLTEL CORPORATION Common Stock 020039103 3,896.6 47,125.00 X 2 X
Alpha Industries Inc Common Stock 020753109 4,321.4 75,400.00 X 2 X
Altera Corporation Common Stock 021441100 252.8 5,100.00 X 2 X
ALZA CORP Common Stock 022615108 493.4 14,250.00 X 2 X
ALZA CONVERTIBLE SUBO CONV P2 30/36 022615AD0 1,518.91,450,000.00 X 2 X
AMBAC FINANCIAL GROUP Common Stock 023139108 109.6 2,100.00 X 2 X
AMERADA HESS Common Stock 023551104 486.6 8,575.00 X 2 X
AMEREN CORPORATION Common Stock 023608102 617.3 18,850.00 X 2 X
AMERICA ONLINE INC Common Stock 02364J104 90,932.41,205,400.00 X 2 X
AMER ELEC PWR Common Stock 025537101 962.1 29,950.00 X 2 X
American Eagle Outfit Common Stock 02553E106 103.5 2,300.00 X 2 X
American Express Comp Common Stock 025816109 10,054.0 60,475.00 X 2 X
AMERICAN FINANCIAL GR Common Stock 025932104 29.0 1,100.00 X 2 X
AMER GENERAL CORP Common Stock 026351106 4,763.7 62,783.00 X 2 X
AMERICAN GREETINGS CO Common Stock 026375105 142.3 6,025.00 X 2 X
AMER HOME PROD Common Stock 026609107 8,177.6 207,355.00 X 2 X
AMER INTL GROUP Common Stock 026874107 50,183.3 464,123.00 X 2 X
American National Can Common Stock 027714104 568.1 43,700.00 X 2 X
Allied Zurich Ord Foreign Stock 0287579 153.7 20,942.00 X 2 X
American Power Conver Common Stock 029066107 518.9 19,675.00 X 2 X
AMERICAN STANDARD COM Common Stock 029712106 68.8 1,500.00 X 2 X
American Tower Corpor Common Stock 029912201 100.9 3,300.00 X 2 X
AMER WATER WORKS Common Stock 030411102 55.3 2,600.00 X 2 X
Ames Department Store Common Stock 030789507 559.0 19,400.00 X 2 X
AMETEK INCORPORATED Common Stock 031100100 36.2 1,900.00 X 2 X
Amgen Inc. Common Stock 031162100 8,473.3 141,075.00 X 2 X
Enterprise Oil PLC Foreign Stock 0318866 338.2 81,200.00 X 2 X
Amsouth Bancorporatio Common Stock 032165102 1,031.3 53,400.00 X 2 X
ANADARKO PETROLEUM CO Common Stock 032511107 668.9 19,600.00 X 2 X
Anadigics Inc Common Stock 032515108 13,519.2 286,500.00 X 2 X
ANALOG DEVICES INC Common Stock 032654105 2,241.3 24,100.00 X 2 X
Ancor Communications Common Stock 03332K108 4,200.1 61,880.00 X 2 X
Andrew Corporation Common Stock 034425108 145.3 7,675.00 X 2 X
Anesta Corporation Common Stock 034603100 223.4 13,000.00 X 2 X
ANHEUSER-BUSCH Common Stock 035229103 9,144.3 129,020.00 X 2 X
AnnTaylor Stores Corp Common Stock 036115103 368.5 10,700.00 X 2 X
AON CORPORATION Common Stock 037389103 1,446.0 36,150.00 X 2 X
APACHE CORP Common Stock 037411105 395.2 10,700.00 X 2 X
APARTMENT INVESTMENT Common Stock 03748R101 5,254.5 131,980.00 X 2 X
APOLLO GROUP INCORPOR Common Stock 037604105 28.1 1,400.00 X 2 X
Apple Computer Common Stock 037833100 8,628.5 83,925.00 X 2 X
APRIA HEALTHCARE GROU Common Stock 037933108 38.6 2,150.00 X 2 X
Applied Materials Inc Common Stock 038222105 29,857.1 235,675.00 X 2 X
Applied Micro Circuit Common Stock 03822W109 6,513.9 51,190.00 X 2 X
Aptargroup Incorporat Common Stock 038336103 995.0 39,600.00 X 2 X
ARCHER-DANIELS Common Stock 039483102 1,030.0 84,511.00 X 2 X
ARCHSTONE COMMUNITIES Common Stock 039581103 990.2 48,300.00 X 2 X
ARDEN REALTY GROUP IN Common Stock 039793104 3,043.5 151,700.00 X 2 X
ARMSTRONG WRLD Common Stock 042476101 202.8 6,075.00 X 2 X
ARNOLD INDUSTRIES INC Common Stock 042595108 5.6 400.00 X 2 X
Aronex Pharmaceutical Common Stock 042666206 111.0 35,527.00 X 2 X
ARROW ELECTRONICS INC Common Stock 042735100 60.3 2,375.00 X 2 X
ARVIN INDUSTRIES INC Common Stock 043339100 556.2 19,600.00 X 2 X
ASHLAND INC Common Stock 044204105 223.2 6,775.00 X 2 X
ASSET INVESTORS CORPO Common Stock 04541W107 818.8 73,600.00 X 2 X
ASSOCIATED BANC-CORP Common Stock 045487105 60.8 1,775.00 X 2 X
At Home Corporation Common Stock 045919107 8,969.5 209,200.00 X 2 X
ASSOC FIRST CAPITAL - Common Stock 046008108 2,649.4 96,562.00 X 2 X
Astoria Financial Cor Common Stock 046265104 30.4 1,000.00 X 2 X
Athena Neurosciences CONV P2 30/36 046854AB1 3,146.53,100,000.00 X 2 X
Atlantic Coast Airlin Common Stock 048396105 693.5 29,200.00 X 2 X
ATLANTIC RICH Common Stock 048825103 6,099.5 70,515.00 X 2 X
ATMEL CORPORATION Common Stock 049513104 820.4 27,750.00 X 2 X
AUTODESK INC Common Stock 052769106 194.1 5,750.00 X 2 X
AUTO DATA PROC Common Stock 053015103 29,464.2 546,900.00 X 2 X
AUTOZONE Common Stock 053332102 655.1 20,275.00 X 2 X
Avalonbay Communities Common Stock 053484101 4,922.1 143,450.00 X 2 X
AVERY DENNISON Common Stock 053611109 1,155.1 15,850.00 X 2 X
AVIS RENT A CAR INC Common Stock 053790101 1,510.7 59,100.00 X 2 X
AVNET INC Common Stock 053807103 72.6 1,200.00 X 2 X
AVON PRODUCTS Common Stock 054303102 1,130.3 34,250.00 X 2 X
BB&T CORPORATION Common Stock 054937107 1,204.5 44,000.00 X 2 X
BISYS Common Stock 055472104 10,111.8 154,970.00 X 2 X
BJ SERVICES CO Common Stock 055482103 89.9 2,150.00 X 2 X
BJ'S WHOLESALE CLUB I Common Stock 05548J106 63.9 1,750.00 X 2 X
BMC Software Inc. Common Stock 055921100 21,808.9 272,825.00 X 2 X
ARM Holdings plc Foreign Stock 0571777 573.2 13,846.00 X 2 X
BAKER HUGHES Common Stock 057224107 949.8 45,095.00 X 2 X
BALL CORP Common Stock 058498106 108.3 2,750.00 X 2 X
BANDAG INC Common Stock 059815100 30.0 1,200.00 X 2 X
Bank of America Corpo Common Stock 060505104 20,901.4 416,466.00 X 2 X
Nat West Bank Group O Foreign Stock 0625395 134.6 10,100.00 X 2 X
BANK NEW YORK Common Stock 064057102 7,751.6 193,790.00 X 2 X
BANK ONE CORP Common Stock 06423A103 6,105.7 190,430.00 X 2 X
Bank United Corp. Common Stock 065412108 836.6 30,700.00 X 2 X
BANKNORTH GROUP INCOR Common Stock 06646L100 615.9 23,025.00 X 2 X
Banta Corporation Common Stock 066821109 11.3 500.00 X 2 X
BARD (C.R.) Common Stock 067383109 257.1 4,850.00 X 2 X
BARNES & NOBLE INC Common Stock 067774109 24.8 1,200.00 X 2 X
BARRICK GOLD Common Stock 067901108 972.8 55,000.00 X 2 X
Barr Laboratories Inc Common Stock 068306109 4,460.6 142,170.00 X 2 X
BAUSCH & LOMB Common Stock 071707103 383.3 5,600.00 X 2 X
BAXTER INT'L Common Stock 071813109 2,507.5 39,920.00 X 2 X
Reckitt & Colman PLC Foreign Stock 0727871 347.8 59,550.00 X 2 X
Allied Domecq PLC Foreign Stock 0729457 159.7 52,500.00 X 2 X
BEA Systems Incorpora Common Stock 073325102 2,154.1 30,800.00 X 2 X
BEAR STEARNS COMPANIE Common Stock 073902108 479.0 11,205.00 X 2 X
Rolls Royce PLC Foreign Stock 0747761 194.4 91,075.00 X 2 X
BECKMAN COULTER INCOR Common Stock 075811109 25.4 500.00 X 2 X
BECTON DICKINSON Common Stock 075887109 916.2 34,250.00 X 2 X
BED BATH & BEYOND INC Common Stock 075896100 641.1 18,450.00 X 2 X
BELL ATLANTIC Common Stock 077853109 14,674.2 238,363.00 X 2 X
BELL ATLANTIC FINANCI CONV P2 30/36 07785GAC4 1,471.11,190,000.00 X 2 X
BELLSOUTH Common Stock 079860102 21,568.2 460,735.00 X 2 X
BELO [A.H.] SER A Common Stock 080555105 65.8 3,450.00 X 2 X
BEMIS COMPANY Common Stock 081437105 282.5 8,100.00 X 2 X
Bergen Brunswig Corp. Common Stock 083739102 20.0 2,400.00 X 2 X
BERKSHIRE HATHAWAY IN Common Stock 084670108 -0.0 -0.00 X 2 X
BEST BUY INC Common Stock 086516101 1,430.3 28,500.00 X 2 X
BESTFOODS Common Stock 08658U101 2,036.8 38,750.00 X 2 X
BETHLEHEM STEEL Common Stock 087509105 235.5 28,125.00 X 2 X
BEVERLY ENTERPRISES I Common Stock 087851309 7.9 1,800.00 X 2 X
BINDVIEW DEVELOPMENT Common Stock 090327107 472.0 9,500.00 X 2 X
BIOGEN INC Common Stock 090597105 314.8 3,725.00 X 2 X
BIOMET INC Common Stock 090613100 663.0 16,575.00 X 2 X
Biosite Diagnostics I Common Stock 090945106 1,068.1 66,759.00 X 2 X
BLACK & DECKER Common Stock 091797100 1,191.3 22,800.00 X 2 X
BLACK HILLS CORPORATI Common Stock 092113109 31.1 1,400.00 X 2 X
BLOCK (H & R) Common Stock 093671105 9,675.9 221,164.00 X 2 X
Blyth Industries Inc. Common Stock 09643P108 22.1 900.00 X 2 X
BOEING Common Stock 097023105 8,240.4 198,266.00 X 2 X
BOISE CASCADE Common Stock 097383103 380.3 9,391.00 X 2 X
BOLDER Technologies C Common Stock 097519102 292.6 22,946.00 X 2 X
BORDERS GROUP Common Stock 099709107 30.5 1,900.00 X 2 X
BORG-WARNER AUTOMOTIV Common Stock 099724106 20.3 500.00 X 2 X
BOSTON PROPERTIES INC Common Stock 101121101 647.4 20,800.00 X 2 X
BOSTON SCIENT Common Stock 101137107 1,229.4 56,200.00 X 2 X
BOWATER INC Common Stock 102183100 62.5 1,150.00 X 2 X
Breakaway Solutions I Common Stock 106372105 5,044.3 69,100.00 X 2 X
BRIGGS & STRATTON Common Stock 109043109 118.0 2,200.00 X 2 X
BRINKER INTERNATIONAL Common Stock 109641100 28.8 1,200.00 X 2 X
Brio Technology, Inc. Common Stock 109704106 277.2 6,600.00 X 2 X
BRISTOL MYERS SQUIBB Common Stock 110122108 47,129.4 734,245.00 X 2 X
Broadbase Software In Common Stock 11130R100 798.8 7,100.00 X 2 X
BROADVISION INC Common Stock 111412102 8,945.3 52,600.00 X 2 X
Broadwing, Inc. Common Stock 111620100 228.6 6,200.00 X 2 X
Brocade Communication Common Stock 111621108 2,389.5 13,500.00 X 2 X
BROWN-FORMAN Common Stock 115637209 539.6 9,425.00 X 2 X
BRUNSWICK CORP Common Stock 117043109 191.9 8,625.00 X 2 X
BSQUARE Corporation Common Stock 11776U102 626.1 14,930.00 X 2 X
BUFFETS INCORPORATED Common Stock 119882108 31.0 3,100.00 X 2 X
BURLINGTON INDUSTRIES Common Stock 121693105 3.6 900.00 X 2 X
BURLINGTON NO Common Stock 12189T104 1,446.2 59,637.00 X 2 X
BURLINGTON RES Common Stock 122014103 993.8 30,059.00 X 2 X
CBL & Associates Prop Common Stock 124830100 2,041.9 99,000.00 X 2 X
CCB FINANCIAL CORPORA Common Stock 124875105 63.2 1,450.00 X 2 X
CBRL GROUP INC Common Stock 12489V106 32.5 3,350.00 X 2 X
CBS CORPORATION Common Stock 12490K107 22,993.6 359,626.00 X 2 X
C-bridge Internet Sol Common Stock 12500B105 102.1 2,100.00 X 2 X
CDW Computer Centers, Common Stock 125129106 86.5 1,100.00 X 2 X
CIGNA CORP Common Stock 125509109 2,714.6 33,695.00 X 2 X
Cleco Corporation Common Stock 12561W105 38.5 1,200.00 X 2 X
CK Witco Corporation Common Stock 12562C108 28.4 2,124.00 X 2 X
CMP GROUP INC Common Stock 125887109 47.5 1,725.00 X 2 X
CMS ENERGY CORPORATIO Common Stock 125896100 474.8 15,225.00 X 2 X
CSK Auto Corporation Common Stock 125965103 3,371.6 192,660.00 X 2 X
CNF TRANSPORTATION IN Common Stock 12612W104 31.1 900.00 X 2 X
CSX CORP Common Stock 126408103 1,058.9 33,750.00 X 2 X
CTC Communications Gr Common Stock 126419100 319.9 8,200.00 X 2 X
CTS Corporation Common Stock 126501105 241.2 3,200.00 X 2 X
CVS CORPORATION Common Stock 126650100 13,644.6 341,650.00 X 2 X
CABLETRON Common Stock 126920107 440.7 16,950.00 X 2 X
CABOT CORPORATION Common Stock 127055101 24.5 1,200.00 X 2 X
CADENCE DESIGN SYSTEM Common Stock 127387108 149.4 6,225.00 X 2 X
CALLAWAY GOLF COMPANY Common Stock 131193104 59.7 3,375.00 X 2 X
Calpine Corporation Common Stock 131347106 96.0 1,500.00 X 2 X
CAMBREX CORP Common Stock 132011107 2.4 70.00 X 2 X
CAMBRIDGE TECH PARTNE Common Stock 132524109 28.9 1,100.00 X 2 X
CAMDEN PROPERTY TRUST Common Stock 133131102 2,654.0 96,950.00 X 2 X
CAMPBELL SOUP Common Stock 134429109 2,318.9 59,940.00 X 2 X
Canandaigua Brands In Common Stock 137219200 739.5 14,500.00 X 2 X
CAPITAL ONE FINANCIAL Common Stock 14040H105 27,033.2 561,000.00 X 2 X
CARDINAL HEALTH Common Stock 14149Y108 5,143.0 107,425.00 X 2 X
CARLISLE COMPANIES Common Stock 142339100 18.0 500.00 X 2 X
CARNIVAL CORPORATION Common Stock 143658102 32,182.6 673,100.00 X 2 X
CAROLINA P & L Common Stock 144141108 768.5 25,250.00 X 2 X
CARRAMERICA REA Common Stock 144418100 1,487.2 70,400.00 X 2 X
CARTER-WALLACE INC Common Stock 146285101 14.4 800.00 X 2 X
CATELLUS DEVELOPEMENT Common Stock 149111106 4,044.9 315,700.00 X 2 X
CATERPILLAR INC Common Stock 149123101 2,313.1 49,150.00 X 2 X
CELGENE CORPORATION Common Stock 151020104 882.0 12,600.00 X 2 X
CENDANT CORPORTION Common Stock 151313103 11,949.4 449,861.00 X 2 X
CENTERPOINT PROPERTIE Common Stock 151895109 1,700.5 47,400.00 X 2 X
CENTEX CORP Common Stock 152312104 131.5 5,325.00 X 2 X
CENTOCOR INC SUB DEBE CONV P2 30/36 152342AE1 1,291.3 970,000.00 X 2 X
CENTRAL & SO WEST Common Stock 152357109 584.0 29,200.00 X 2 X
Central Garden & Pet Common Stock 153527106 518.8 50,000.00 X 2 X
CenturyTel Incorporat Common Stock 156700106 897.8 18,950.00 X 2 X
Ceridian Corporation Common Stock 15677T106 429.1 19,900.00 X 2 X
CETUS (CHIRON) CORP C CONV P1 30/36 4185895 1,017.1 760,000.00 X 2 X
CHAMPION INTERNATIONA Common Stock 158525105 933.7 15,075.00 X 2 X
CHARTER ONE FIN Common Stock 160903100 91.1 4,765.00 X 2 X
CHASE MANHATTAN Common Stock 16161A108 16,643.8 214,240.00 X 2 X
CheckFree Corporation Common Stock 162816102 135.9 1,300.00 X 2 X
CHESAPEAKE CORPORATIO Common Stock 165159104 12.2 400.00 X 2 X
Chevron Corporation Common Stock 166751107 14,284.5 164,901.00 X 2 X
CHIREX INC Common Stock 170038103 109.7 7,500.00 X 2 X
CHIRON CORPORAITON Common Stock 170040109 207.6 4,900.00 X 2 X
CHRIS-CRAFT INDUSTRIE Common Stock 170520100 62.6 868.00 X 2 X
CHUBB CORPORATION Common Stock 171232101 1,336.0 23,725.00 X 2 X
CHURCH & DWIGHT COMPA Common Stock 171340102 46.7 1,750.00 X 2 X
CIENA CORPORATION Common Stock 171779101 153.0 2,660.00 X 2 X
CINCINNATI FINANCIAL Common Stock 172062101 708.7 22,725.00 X 2 X
CINERGY Common Stock 172474108 528.0 21,887.00 X 2 X
CIRCUIT CITY Common Stock 172737108 1,698.9 37,700.00 X 2 X
CIRRUS LOGIC INC Common Stock 172755100 46.6 3,500.00 X 2 X
CISCO SYSTEMS Common Stock 17275R102 188,288.31,757,650.00 X 2 X
CINTAS CORPORATION Common Stock 172908105 140.8 2,650.00 X 2 X
CITIGROUP INC Common Stock 172967101 46,861.5 843,401.00 X 2 X
CITRIX SYSTEMS INCORP Common Stock 177376100 1,543.7 12,550.00 X 2 X
CITY NATIONAL CORPORA Common Stock 178566105 26.4 800.00 X 2 X
CLAIRES STORES INC Common Stock 179584107 20.1 900.00 X 2 X
Clarent Corporation Common Stock 180461105 544.3 7,000.00 X 2 X
Clarus Corporation Common Stock 182707109 4,890.6 74,100.00 X 2 X
CLAYTON HOMES INC Common Stock 184190106 23.4 2,550.00 X 2 X
CLEAR CHANNEL COMMUNI Common Stock 184502102 11,797.2 132,182.00 X 2 X
CLEAR CHANNEL COMMUNI CONV P2 30/36 184502AB8 3,475.12,350,000.00 X 2 X
Clear Channel Communi CONV P2 30/36 184502AE2 1,942.81,900,000.00 X 2 X
Cleveland-Cliffs Inc. Common Stock 185896107 6.2 200.00 X 2 X
CLOROX CO Common Stock 189054109 1,573.0 31,225.00 X 2 X
COASTAL CORP Common Stock 190441105 1,592.0 44,925.00 X 2 X
COCA COLA Common Stock 191216100 19,611.0 336,670.00 X 2 X
COCA COLA ENTERPRISES Common Stock 191219104 1,182.3 58,750.00 X 2 X
COGNIZANT TECH SOLUTI Common Stock 192446102 338.9 3,100.00 X 2 X
COINSTAR INC Common Stock 19259P300 110.6 7,900.00 X 2 X
KENNETH COLE PRODUCTI Common Stock 193294105 297.4 6,500.00 X 2 X
COLGATE-PALMOLIVE Common Stock 194162103 5,230.9 80,475.00 X 2 X
CollaGenex Pharmaceut Common Stock 19419B100 440.2 17,607.00 X 2 X
COLUMBIA GAS SY Common Stock 197648108 483.9 7,650.00 X 2 X
Columbia/HCA Healthca Common Stock 197677107 2,385.2 81,372.00 X 2 X
Comcast Corporation Common Stock 200300200 5,455.7 107,900.00 X 2 X
COMDISCO INC Common Stock 200336105 145.3 3,900.00 X 2 X
COMERICA Common Stock 200340107 908.1 19,450.00 X 2 X
COMMSCOPE INC Common Stock 203372107 187.5 4,650.00 X 2 X
COMPAQ COMPUTER COMPA Common Stock 204493100 9,071.2 335,195.00 X 2 X
Compass Bancshares In Common Stock 20449H109 66.9 3,000.00 X 2 X
Complete Business Sol Common Stock 20452F107 1,437.2 57,200.00 X 2 X
COMPUTER ASSOC Common Stock 204912109 5,688.5 81,337.00 X 2 X
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Emerson Electric Comp Common Stock 291011104 7,443.8 129,740.00 X 2 X
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Fedex Corporation Common Stock 31428X106 1,771.8 43,280.00 X 2 X
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Fortune Brands Incorp Common Stock 349631101 850.7 25,730.00 X 2 X
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GTE Corporation Common Stock 362320103 28,001.0 396,825.00 X 2 X
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Gateway Incorporated Common Stock 367626108 20,928.8 290,425.00 X 2 X
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Genesis Microchip Inc Common Stock 371933102 4,112.8 194,690.00 X 2 X
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Genzyme Corporation Common Stock 372917104 97.9 2,175.00 X 2 X
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Global Imaging System Common Stock 37934A100 2,878.6 234,990.00 X 2 X
GLOBAL MARINE INC Common Stock 379352404 3,765.4 226,490.00 X 2 X
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IBP INC Common Stock 449223106 39.6 2,200.00 X 2 X
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Masco Corporation Common Stock 574599106 2,077.6 81,875.00 X 2 X
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MATTEL Common Stock 577081102 756.1 57,606.00 X 2 X
Maxim Integrated Prod Common Stock 57772K101 332.7 7,050.00 X 2 X
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MEAD CORP Common Stock 582834107 8,367.0 192,622.00 X 2 X
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MiniMed Inc. Common Stock 60365K108 51.3 700.00 X 2 X
Minnesota Mining & Ma Common Stock 604059105 8,878.7 90,715.00 X 2 X
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Molex Incorporated Common Stock 608554101 1,230.1 21,700.00 X 2 X
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Nabisco Group Holding Common Stock 62952P102 502.6 47,300.00 X 2 X
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NACCO INDUST-CL A Common Stock 629579103 44.5 800.00 X 2 X
NAT'L CITY CORP Common Stock 635405103 1,976.7 83,450.00 X 2 X
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Newhall Land & Farmin Common Stock 651426108 977.4 36,200.00 X 2 X
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Oshkosh Truck Corpora Common Stock 688239201 732.8 25,000.00 X 2 X
Outback Steakhouse I Common Stock 689899102 35.0 1,350.00 X 2 X
OVERSEAS SHIPHOLDING Common Stock 690368105 14.8 1,000.00 X 2 X
OWENS CORNING Common Stock 69073F103 96.1 4,975.00 X 2 X
OWENS-ILLINOIS INCORP Common Stock 690768403 691.1 27,575.00 X 2 X
Oxford Health Plans Common Stock 691471106 17.8 1,400.00 X 2 X
PECO ENERGY CO Common Stock 693304107 895.7 25,775.00 X 2 X
PG&E Common Stock 69331C108 1,082.9 52,825.00 X 2 X
PE Corp-PE Biosystems Common Stock 69332S102 1,732.5 14,400.00 X 2 X
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PMI GROUP (THE) INC Common Stock 69344M101 65.9 1,350.00 X 2 X
PNC BANK CORP Common Stock 693475105 1,715.3 38,545.00 X 2 X
PP & L RESOURCES INC Common Stock 693499105 308.2 13,475.00 X 2 X
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PACIFIC CENTURY FINAN Common Stock 694058108 26.2 1,400.00 X 2 X
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Pacificare Health Sys Common Stock 695112102 63.6 1,200.00 X 2 X
Pactiv Corporation Common Stock 695257105 250.2 23,550.00 X 2 X
PAINE WEBBER GROUP IN Common Stock 695629105 1,311.9 33,800.00 X 2 X
PairGain Technologies Common Stock 695934109 3,922.3 276,460.00 X 2 X
PALL CORP Common Stock 696429307 443.1 20,549.00 X 2 X
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Paradyne Networks Inc Common Stock 69911G107 378.8 13,900.00 X 2 X
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Pegasus Systems Common Stock 705906105 265.4 4,400.00 X 2 X
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PENNZOIL-QUAKER STATE Common Stock 709323109 14.0 1,374.00 X 2 X
PENTAIR INCORPORATED Common Stock 709631105 61.6 1,600.00 X 2 X
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Peoples Heritage Common Stock 711147108 744.8 49,450.00 X 2 X
Peoplesoft Incorporat Common Stock 712713106 491.3 23,050.00 X 2 X
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Perrigo Company Common Stock 714290103 10.4 1,300.00 X 2 X
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Photronics Incorporat Common Stock 719405102 392.2 13,700.00 X 2 X
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Polycom Inc Common Stock 73172K104 159.2 2,500.00 X 2 X
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PRAXAIR INC Common Stock 74005P104 1,098.1 21,825.00 X 2 X
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Primus Knowledge Solu Common Stock 74163Q100 416.9 9,200.00 X 2 X
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PROGRESSIVE CORPORATI Common Stock 743315103 745.9 10,200.00 X 2 X
PROTECTIVE LIFE CORPO Common Stock 743674103 47.7 1,500.00 X 2 X
Protein Design Labs I Common Stock 74369L103 3,854.9 55,070.00 X 2 X
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Povident Financial Gr Common Stock 743866105 28.7 800.00 X 2 X
Province Healthcare C Common Stock 743977100 4,268.4 224,650.00 X 2 X
Providian Financial C Common Stock 74406A102 8,534.8 93,725.00 X 2 X
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PUGET SOUND ENERGY IN Common Stock 745332106 29.1 1,500.00 X 2 X
PULTE CORP Common Stock 745867101 85.5 3,800.00 X 2 X
QRS Corporation Common Stock 74726X105 312.9 3,000.00 X 2 X
QLogic Corporation Common Stock 747277101 147.9 925.00 X 2 X
QUAKER OATS Common Stock 747402105 1,538.9 23,450.00 X 2 X
Qualcomm Incorporated Common Stock 747525103 23,160.4 131,500.00 X 2 X
Quantum Corporation - Common Stock 747906204 66.6 4,400.00 X 2 X
QUEST DIAGNOSTICS INC Common Stock 74834L100 952.0 31,150.00 X 2 X
QUESTAR CORPORATION Common Stock 748356102 22.5 1,500.00 X 2 X
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Quintiles Transnation Common Stock 748767100 200.0 10,700.00 X 2 X
Quintas Corporation Common Stock 748798105 224.8 4,900.00 X 2 X
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RLI CORP Common Stock 749607107 939.3 27,625.00 X 2 X
RPM INC/OHIO Common Stock 749685103 19.4 1,900.00 X 2 X
Radian Group Incorpor Common Stock 750236101 988.8 20,707.00 X 2 X
Rainmaker Systems, In Common Stock 750875106 172.1 8,500.00 X 2 X
RALSTON PURINA Common Stock 751277302 1,116.4 40,050.00 X 2 X
RATIONAL SOFTWARE COR Common Stock 75409P202 113.0 2,300.00 X 2 X
RAYONIER INC Common Stock 754907103 24.2 500.00 X 2 X
RAYTHEON CO CL B Common Stock 755111408 1,300.9 48,975.00 X 2 X
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Reliant Energy Conver CONV P4 30/36 75952J207 2,132.32,990,000.00 X 2 X
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Retek, Inc. Common Stock 76128Q109 895.5 11,900.00 X 2 X
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Rhythms NetConnection Common Stock 762430205 1,424.1 45,939.00 X 2 X
RITE AID Common Stock 767754104 399.1 35,675.00 X 2 X
ROBERT HALF INTERNATI Common Stock 770323103 61.4 2,150.00 X 2 X
ROCKWELL INTL Common Stock 773903109 1,260.3 26,325.00 X 2 X
ROHM & HAAS Common Stock 775371107 1,265.7 31,107.00 X 2 X
ROLLINS INC Common Stock 775711104 31.5 2,100.00 X 2 X
Roslyn Bancorp, Inc. Common Stock 778162107 366.3 19,800.00 X 2 X
Ross Stores Incorpora Common Stock 778296103 59.6 3,325.00 X 2 X
ROWAN COMPANIES INC Common Stock 779382100 167.5 7,725.00 X 2 X
ROYAL DUTCH PET Common Stock 780257804 18,239.7 301,795.00 X 2 X
RUDDICK CORPORATION Common Stock 781258108 27.9 1,800.00 X 2 X
Rudolph Technologies Common Stock 781270103 420.4 12,550.00 X 2 X
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RYDER SYSTEM Common Stock 783549108 146.6 6,000.00 X 2 X
Ryerson Tull Inc. Common Stock 78375P107 7.8 400.00 X 2 X
SBC Communications In Common Stock 78387G103 40,851.2 837,974.00 X 2 X
SCI SYSTEMS INC Common Stock 783890106 152.0 1,850.00 X 2 X
SCP Pool Corporation Common Stock 784028102 298.3 11,500.00 X 2 X
SL Green Realty Corpo Common Stock 78440X101 1,078.8 49,600.00 X 2 X
SLM HOLDING CORPORATI Common Stock 78442A109 941.1 22,275.00 X 2 X
S&P 500 DEPOSITARY RE Common Stock 78462F103 7,972.4 54,280.00 X 2 X
SPX CORPORATION Common Stock 784635104 80.8 1,000.00 X 2 X
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Sage Inc. Common Stock 786632109 217.0 11,200.00 X 2 X
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SAKS INC Common Stock 79377W108 53.3 3,428.00 X 2 X
Salem Communications Common Stock 794093104 2,753.0 121,680.00 X 2 X
Sanmina Corporation Common Stock 800907107 139.8 1,400.00 X 2 X
SangStat Medical Corp Common Stock 801003104 111.9 3,761.00 X 2 X
Santa Fe Snyder Corpo Common Stock 80218K105 44.8 5,600.00 X 2 X
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Sawtek Inc. Common Stock 805468105 1,241.4 18,650.00 X 2 X
SCANA CORPORATION Common Stock 805898103 61.8 2,300.00 X 2 X
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SCHLUMBERGER LTD Common Stock 806857108 4,263.2 75,790.00 X 2 X
Scholastic Corporatio Common Stock 807066105 56.0 900.00 X 2 X
SCHULMAN A INC Common Stock 808194104 9.8 600.00 X 2 X
SCHWAB (CHARLES) CORP Common Stock 808513105 4,314.3 112,425.00 X 2 X
SCIENTIFIC-ATLANTA Common Stock 808655104 413.0 7,425.00 X 2 X
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SEAGRAM CO Common Stock 811850106 2,613.3 58,155.00 X 2 X
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SEALED AIR CORP Common Stock 81211K100 404.2 7,802.00 X 2 X
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SHAW INDUSTRIES INC Common Stock 820286102 58.7 3,800.00 X 2 X
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Skywest Incorporated Common Stock 830879102 6,927.2 247,400.00 X 2 X
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SMITH INTERNATIONAL I Common Stock 832110100 62.1 1,250.00 X 2 X
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Star Telelcommunicati Common Stock 854923109 92.6 11,717.00 X 2 X
Staples Incorporated Common Stock 855030102 7,061.7 340,325.00 X 2 X
Starbucks Corporation Common Stock 855244109 109.1 4,500.00 X 2 X
Starwood Financial In Common Stock 85569R104 1,416.7 83,645.00 X 2 X
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Steel Dynamics Incorp Common Stock 858119100 811.7 50,930.00 X 2 X
Steris Corporation Common Stock 859152100 23.7 2,300.00 X 2 X
Sterling Commerce Inc Common Stock 859205106 74.9 2,200.00 X 2 X
STERLING SOFTWARE INC Common Stock 859547101 65.4 2,075.00 X 2 X
Stewart & Stevenson S Common Stock 860342104 2.4 200.00 X 2 X
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SUMMIT BANCORP Common Stock 866005101 503.8 16,450.00 X 2 X
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Sun Microsystem Common Stock 866810104 82,469.01,064,975.00 X 2 X
SUNGARD DATA SYSTEMS Common Stock 867363103 62.9 2,650.00 X 2 X
SUNOCO INC Common Stock 86764P109 196.2 8,350.00 X 2 X
SUNTRUST BANKS Common Stock 867914103 5,810.2 84,435.00 X 2 X
SUPERIOR INDUSTRIES I Common Stock 868168105 42.9 1,600.00 X 2 X
SUPER VALU Common Stock 868536103 261.0 13,050.00 X 2 X
Swift Transportation Common Stock 870756103 765.8 43,450.00 X 2 X
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Sylvan Learning Syste Common Stock 871399101 35.8 2,750.00 X 2 X
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SYMBOL TECHNOLOGIES I Common Stock 871508107 143.0 2,250.00 X 2 X
Symix Systems Inc Common Stock 871535100 647.9 35,500.00 X 2 X
Synopsys Common Stock 871607107 7,345.8 110,050.00 X 2 X
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SYSCO CORP Common Stock 871829107 1,808.0 45,700.00 X 2 X
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Tanning Technology Co Common Stock 87588P101 200.4 3,400.00 X 2 X
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Tech Data Corp Common Stock 878237106 24.4 900.00 X 2 X
Tecumseh Products Com Common Stock 878895200 818.7 17,350.00 X 2 X
TEKTRONIX Common Stock 879131100 173.0 4,450.00 X 2 X
Telebanc Financial Co Common Stock 87925R109 0.8 30.00 X 2 X
TELEDYNE TECHNOLOGIES Common Stock 879360105 0.0 0.00 X 2 X
TELEFLEX INCORPORATED Common Stock 879369106 21.9 700.00 X 2 X
TELEPHONE & DATA SYS Common Stock 879433100 189.0 1,500.00 X 2 X
Tellabs Inc Common Stock 879664100 15,742.6 245,260.00 X 2 X
TEMPLE-INLAND Common Stock 879868107 349.5 5,300.00 X 2 X
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TENET HEALTH Common Stock 88033G100 1,466.4 62,400.00 X 2 X
TERADYNE INC Common Stock 880770102 1,531.2 23,200.00 X 2 X
Terayon Communication Common Stock 880775101 6,831.5 108,760.00 X 2 X
TEXACO Common Stock 881694103 7,257.2 133,620.00 X 2 X
TEXAS INSTRUMEN Common Stock 882508104 37,652.9 388,675.00 X 2 X
TEXAS UTILITIES Common Stock 882848104 1,414.9 39,787.00 X 2 X
TEXTRON Common Stock 883203101 1,986.2 25,900.00 X 2 X
THERMO ELECTRON CORP Common Stock 883556102 222.0 14,800.00 X 2 X
THOMAS & BETTS COMPAN Common Stock 884315102 169.7 5,325.00 X 2 X
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TIDEWATER INCORPORATE Common Stock 886423102 70.2 1,950.00 X 2 X
TIFFANY & COMPANY Common Stock 886547108 178.5 2,000.00 X 2 X
Timberline Software C Common Stock 887134104 84.7 6,300.00 X 2 X
TIME WARNER Common Stock 887315109 51,342.3 708,780.00 X 2 X
TIMES MIRROR - CL A Common Stock 887364107 636.5 9,500.00 X 2 X
TIMKEN CO Common Stock 887389104 118.5 5,800.00 X 2 X
Titan Pharmaceuticals Common Stock 888314101 467.4 24,600.00 X 2 X
TORCHMARK Common Stock 891027104 358.9 12,350.00 X 2 X
TOSCO CORPORATION Common Stock 891490302 531.5 19,550.00 X 2 X
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Transwitch Intl Inc Common Stock 894065101 6,636.6 91,460.00 X 2 X
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TRIBUNE CO Common Stock 896047107 1,793.7 32,575.00 X 2 X
Tribune Company Conv CONV P4 30/36 896047305 2,267.31,426,000.00 X 2 X
TRIGON HEALTHCARE INC Common Stock 89618L100 41.3 1,400.00 X 2 X
TRINITY INDUSTRIES IN Common Stock 896522109 22.8 800.00 X 2 X
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TYCO INTL LTD Common Stock 902124106 48,562.31,249,191.00 X 2 X
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UCAR INTL INCORPORATE Common Stock 90262K109 41.0 2,300.00 X 2 X
UST Corporation Common Stock 902900109 408.0 12,850.00 X 2 X
USX-MARATHON OI Common Stock 902905827 1,382.5 56,000.00 X 2 X
UST INC Common Stock 902911106 404.9 16,075.00 X 2 X
U.S. Restaurant Prope Common Stock 902971100 592.5 41,400.00 X 2 X
US BANCORP Common Stock 902973106 4,458.6 187,239.00 X 2 X
USG Corporation Common Stock 903293405 56.6 1,200.00 X 2 X
U.S. Foodservice Common Stock 90331R101 17,754.21,059,950.00 X 2 X
USX U.S. STEEL Common Stock 90337T101 695.1 21,065.00 X 2 X
UTI Energy Corp. Common Stock 903387108 2,240.3 97,140.00 X 2 X
Ultimate Electronics Common Stock 903849107 4,434.0 179,150.00 X 2 X
ULTRAMAR DIAMOND SHAM Common Stock 904000106 152.6 6,725.00 X 2 X
UNIFI INCORPORATED Common Stock 904677101 43.1 3,500.00 X 2 X
Unilever NV Common Stock 904784709 4,297.3 78,940.00 X 2 X
UNICOM CORP Common Stock 904911104 1,138.2 33,975.00 X 2 X
Union Carbide Corpora Common Stock 905581104 1,226.5 18,375.00 X 2 X
UNION PACIFIC Common Stock 907818108 1,475.6 33,825.00 X 2 X
UNION PACIF RES Common Stock 907834105 302.2 23,700.00 X 2 X
UNION PLANTERS CORPOR Common Stock 908068109 755.2 19,150.00 X 2 X
Unisys Corporation Common Stock 909214108 1,288.7 40,350.00 X 2 X
UNITED DOMINION IND Common Stock 909914103 693.8 34,799.00 X 2 X
UNITED HEALTH Common Stock 910581107 1,354.7 25,500.00 X 2 X
US CELLULAR CORP CONV CONV P0 30/36 911684AA6 2,627.02,740,000.00 X 2 X
USAIR GROUP Common Stock 911905107 211.6 6,600.00 X 2 X
US WEST INC Common Stock 91273H101 7,504.3 104,226.00 X 2 X
United Stationers Inc Common Stock 913004107 965.4 33,800.00 X 2 X
UNITED TECH Common Stock 913017109 4,980.6 76,625.00 X 2 X
United Therapeutics C Common Stock 91307C102 5,678.2 123,440.00 X 2 X
Unitrin Inc. Common Stock 913275103 75.3 2,000.00 X 2 X
UNIVERSAL CORPORATION Common Stock 913456109 13.7 600.00 X 2 X
UNIVERSAL FOODS CORP Common Stock 913538104 18.3 900.00 X 2 X
Universal Health Serv Common Stock 913903100 5,210.1 144,725.00 X 2 X
Univision Communicati Common Stock 914906102 265.7 2,600.00 X 2 X
UNOCAL Common Stock 915289102 1,277.9 38,075.00 X 2 X
UNUMProvident Corpora Common Stock 91529Y106 1,056.9 32,965.00 X 2 X
USFreightways Corp Common Stock 916906100 938.4 19,600.00 X 2 X
URBAN SHOP CTRS Common Stock 917060105 862.6 31,800.00 X 2 X
UROCOR INCORPORATED Common Stock 91727P105 12.5 2,983.00 X 2 X
USinternetworking Inc Common Stock 917311805 4,566.7 65,355.00 X 2 X
UTILICORP UNITED INC Common Stock 918005109 61.2 3,150.00 X 2 X
VF CORP Common Stock 918204108 570.8 19,025.00 X 2 X
VALERO ENERGY CORPORA Common Stock 91913Y100 19.9 1,000.00 X 2 X
Valley Media Inc. Common Stock 91972C106 7.5 1,070.00 X 2 X
ValueVision Internati Common Stock 92047K107 4,449.7 77,640.00 X 2 X
VARCO INTERNATIONAL I Common Stock 922126107 19.4 1,900.00 X 2 X
VERITAS Software Corp Common Stock 923436109 22,567.2 157,675.00 X 2 X
Verisign Incorporated Common Stock 92343E102 2,234.0 11,700.00 X 2 X
VERITAS DGC INC. Common Stock 92343P107 63.0 4,500.00 X 2 X
Verticalnet, Inc. Common Stock 92532L107 5,543.2 33,800.00 X 2 X
VIACOM CL B Common Stock 925524308 5,816.2 96,235.00 X 2 X
Viatel Incorporated Common Stock 925529208 327.5 6,107.00 X 2 X
The viaLink Company Common Stock 92552Q101 3,990.3 109,700.00 X 2 X
VIAD CORPORAITON Common Stock 92552R109 66.9 2,400.00 X 2 X
Vignette Corporation Common Stock 926734104 293.4 1,800.00 X 2 X
VISHAY INTERTECHNOLOG Common Stock 928298108 1,512.5 47,825.00 X 2 X
VISX Incorporated Common Stock 92844S105 93.2 1,800.00 X 2 X
Vitesse Semiconductor Common Stock 928497106 3,437.8 65,560.00 X 2 X
Vitria Technology Inc Common Stock 92849Q104 865.8 3,700.00 X 2 X
VLASIC FOODS INT'L Common Stock 928559103 4.0 700.00 X 2 X
Vodafone AirTouch PLC Common Stock 92857T107 7,189.9 145,250.00 X 2 X
VULCAN MATERIALS COMP Common Stock 929160109 533.2 13,350.00 X 2 X
WICOR INC Common Stock 929253102 966.1 33,100.00 X 2 X
WPS RESOURCES CORP Common Stock 92931B106 983.6 39,150.00 X 2 X
WACHOVIA CORP Common Stock 929771103 1,870.0 27,500.00 X 2 X
WAL-MART STORES Common Stock 931142103 99,537.21,439,960.00 X 2 X
WALGREEN Common Stock 931422109 4,046.4 138,340.00 X 2 X
Wallace Computer Serv Common Stock 932270101 34.9 2,100.00 X 2 X
WARNACO GROUP CL-A Common Stock 934390105 12.3 1,000.00 X 2 X
WARNER LAMBERT Common Stock 934488107 24,202.3 295,375.00 X 2 X
WASHINGTON GAS LIGHT Common Stock 938837101 22.0 800.00 X 2 X
WASHINGTON MUTUAL INC Common Stock 939322103 4,062.1 156,234.00 X 2 X
WASHINGTON POST CL B Common Stock 939640108 111.2 200.00 X 2 X
WASTE MANAGEMENT INC Common Stock 94106L109 1,433.9 83,425.00 X 2 X
Waters Corporation Common Stock 941848103 68.9 1,300.00 X 2 X
WATSCO INCORPORATED Common Stock 942622200 877.6 75,900.00 X 2 X
WATSON PHARMACEUTICAL Common Stock 942683103 483.5 13,500.00 X 2 X
WAUSAU-MOSINEE PAPER Common Stock 943315101 32.7 2,800.00 X 2 X
WEATHERFORD INTL INC Common Stock 947074100 101.2 2,535.00 X 2 X
Webster Financial Cor Common Stock 947890109 23.6 1,000.00 X 2 X
Webvan Group Inc Common Stock 94845V103 408.7 24,770.00 X 2 X
WELLMAN INC Common Stock 949702104 11.2 600.00 X 2 X
WELLPOINT HEALTH NETW Common Stock 94973H108 952.8 14,450.00 X 2 X
Wells Fargo & Company Common Stock 949746101 24,394.9 603,275.00 X 2 X
WENDY'S INTL Common Stock 950590109 229.5 11,125.00 X 2 X
Westamerica Bancorpor Common Stock 957090103 19.6 700.00 X 2 X
WESTINGHOUSE AIR BRAK Common Stock 960386100 385.2 21,700.00 X 2 X
WestPoint Stevens Inc Common Stock 961238102 17.5 1,000.00 X 2 X
WESTVACO CORP Common Stock 961548104 307.5 9,425.00 X 2 X
Westwood One Inc. Common Stock 961815107 108.3 1,425.00 X 2 X
WEYERHAEUSER CO Common Stock 962166104 2,219.0 30,900.00 X 2 X
Whirlpool Corporation Common Stock 963320106 849.1 13,050.00 X 2 X
Whitman Corporation Common Stock 96647R107 41.7 3,100.00 X 2 X
WILLAMETTE IND Common Stock 969133107 488.8 10,525.00 X 2 X
WILLIAMS CO Common Stock 969457100 1,780.3 58,250.00 X 2 X
Williams-Sonoma Inc. Common Stock 969904101 57.5 1,250.00 X 2 X
Wilmington Trust Corp Common Stock 971807102 29.0 600.00 X 2 X
WINN-DIXIE STOR Common Stock 974280109 333.9 13,950.00 X 2 X
Wisconsin Central Tra Common Stock 976592105 39.0 2,900.00 X 2 X
WISCONSIN ENERGY CORP Common Stock 976657106 52.0 2,700.00 X 2 X
Worthington Industrie Common Stock 981811102 137.9 8,325.00 X 2 X
WRIGLEY (WM) JR Common Stock 982526105 1,329.1 16,025.00 X 2 X
Xilinx Inc. Common Stock 983919101 1,980.2 43,550.00 X 2 X
XEROX Common Stock 984121103 2,070.8 91,275.00 X 2 X
XEROX CORP CONVERTIBL CONV P2 30/36 984121BB8 1,810.53,400,000.00 X 2 X
Xpedior Incorporated Common Stock 98413B100 1,388.6 48,300.00 X 2 X
Yahoo! Incorporated Common Stock 984332106 15,338.8 35,450.00 X 2 X
YORK INTERNATIONAL CO Common Stock 986670107 19.2 700.00 X 2 X
Young & Rubicam Inc. Common Stock 987425105 314.8 4,450.00 X 2 X
ZALE CORPORATION Common Stock 988858106 1,044.9 21,600.00 X 2 X
Zamba Corp Common Stock 988881108 1,129.9 65,032.00 X 2 X
Zions Bancorporation Common Stock 989701107 118.4 2,000.00 X 2 X
Zoran Corporation Common Stock 98975F101 418.1 7,500.00 X 2 X
Zonagen Inc Common Stock 98975L108 287.5 65,725.00 X 2 X
Leica Geosystems Fina CONV P2 30/36 5707674 142.7 140,000.00 X 2 X
Amdocs Limited Common Stock G02602103 4,995.6 144,800.00 X 2 X
Global Crossing Ltd. Common Stock G3921A100 5,212.5 104,250.00 X 2 X
Transocean Sedco Fore Common Stock G90078109 989.4 29,369.00 X 2 X
Ectel Ltd. Common Stock M29925100 142.4 7,800.00 X 2 X
Galileo Technology Lt Common Stock M47298100 1,598.8 66,270.00 X 2 X
Jacada Ltd. Common Stock M6184R101 139.4 5,000.00 X 2 X
Metalink Ltd. Common Stock M69897102 203.8 10,000.00 X 2 X
ORBOTECH LTD Common Stock M75253100 17,918.0 231,200.00 X 2 X
Core Laboratories NV Common Stock N22717107 1,531.4 76,330.00 X 2 X
GRAND TOTAL ( 1367 items ) 6,223,919.20,297,871.00
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