UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 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 09/10/2000
---------------------------- ----------------------- -------------
[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 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 452.0 56,500.00 X1 X
ADC Telecommunication Common Stock 000886101 5,900.6 70,350.00 X1 X
AFLAC INC Common Stock 001055102 1,569.5 34,165.00 X1 X
AGCO CORPORATION Common Stock 001084102 21.4 1,745.00 X1 X
AGL RESOURCES INC Common Stock 001204106 26.6 1,669.00 X1 X
AES CORPORATION Common Stock 00130H105 24,938.3 546,592.00 X1 X
AES Corp Conv Jr Sub CONV P2 30/36 00130HAN5 2,103.9 1,210,000.00 X1 X
AK STEEL HOLDING CORP Common Stock 001547108 26.8 3,353.00 X1 X
AMB PROPERTY CORPORAT Common Stock 00163T109 4,699.4 206,000.00 X1 X
AMR CORP Common Stock 001765106 502.9 19,023.00 X1 X
AT&T CORP Common Stock 001957109 21,888.1 692,114.00 X1 X
AT&T Corp.-Liberty Me Common Stock 001957208 14,048.0 579,300.00 X1 X
AT&T Wireless Group Common Stock 001957406 1,633.5 58,600.00 X1 X
Abbott Labs Common Stock 002824100 12,865.6 288,710.00 X1 X
Abercrombie & Fitch C Common Stock 002896207 37.6 3,089.00 X1 X
Abgenix Inc. Common Stock 00339B107 5,844.6 48,762.00 X1 X
Aboutcom Incorporated Common Stock 003736105 2,614.5 83,000.00 X1 X
Accelerated Networks Common Stock 00429P107 42.2 1,000.00 X1 X
Accrue Software Inc. Common Stock 00437W102 2,241.5 63,140.00 X1 X
Aclara Biosciences In Common Stock 00461P106 784.4 15,400.00 X1 X
ACNIELSEN CORPORATION Common Stock 004833109 37.3 1,697.00 X1 X
Activision Incorporat Common Stock 004930202 60.5 9,300.00 X1 X
Active Software Inc. Common Stock 00504E100 1,025.5 13,200.00 X1 X
ACUSON CORPORATION Common Stock 005113105 10.6 783.00 X1 X
Acxiom Corporation Common Stock 005125109 6,156.7 225,934.00 X1 X
Adaptive Broadband Co Common Stock 00650M104 7,277.2 198,018.00 X1 X
Adaptec Inc. Common Stock 00651F108 1,818.6 79,937.00 X1 X
Adelphia Business Sol Common Stock 006847107 2,038.2 87,900.00 X1 X
Adobe Systems Incorpo Common Stock 00724F101 2,021.2 15,548.00 X1 X
ADTRAN INC Common Stock 00738A106 75.3 1,257.00 X1 X
Advance Paradigm Inco Common Stock 007491103 5,287.1 257,908.00 X1 X
ADVANCED FIBRE COMMUN Common Stock 00754A105 2,442.3 53,900.00 X1 X
ADVANCED MICRO Common Stock 007903107 1,528.1 19,781.00 X1 X
AETNA INC Common Stock 008117103 1,171.8 18,256.00 X1 X
Affiliated Computer S Common Stock 008190100 47.9 1,448.00 X1 X
Agilent Technologies Common Stock 00846U101 5,127.5 69,525.00 X1 X
Agrium Incorporated Common Stock 008916108 1,683.9 195,240.00 X1 X
AIR PRODS & CHE Common Stock 009158106 907.3 29,445.00 X1 X
Airborne Freight Corp Common Stock 009266107 6,343.3 334,959.00 X1 X
AIRGAS INCORPORATED Common Stock 009363102 11.6 2,038.00 X1 X
AirNet Systems Incorp Common Stock 009417106 334.7 73,355.00 X1 X
Alamosa PCS Holdings Common Stock 011593100 941.0 45,080.00 X1 X
ALASKA AIRGROUP INC Common Stock 011659109 21.9 806.00 X1 X
ALBANY INT CORP Common Stock 012348108 12.9 891.00 X1 X
ALBEMARLE CORPORATION Common Stock 012653101 27.1 1,370.00 X1 X
ALBERTO-CULVER Common Stock 013068101 216.9 7,098.00 X1 X
Albertsons Common Stock 013104104 2,206.0 66,347.00 X1 X
ALCAN ALUM Common Stock 013716105 869.1 28,036.00 X1 X
Alcoa Incorporated Common Stock 013817101 7,065.1 243,624.00 X1 X
Alcatel SA - Sponsore Common Stock 013904305 10,719.8 161,200.00 X1 X
British Telecom PLC Foreign Stock 0140843 509.9 59,711.00 X1 X
Alexander & Baldwin I Common Stock 014482103 27.9 1,263.00 X1 X
Algos Pharmaceutidcal Common Stock 015869100 146.4 9,600.00 X1 X
Cable and Wireless PL Foreign Stock 0162557 479.3 42,718.00 X1 X
Alkermes Inc. Common Stock 01642T108 1,998.2 45,500.00 X1 X
Allaire Corporation Common Stock 016714107 3,193.6 86,900.00 X1 X
ALLEGHENY ENERGY INC Common Stock 017361106 92.0 3,362.00 X1 X
ALLEGHENY TECHNOLOGIE Common Stock 01741R102 187.4 10,409.00 X1 X
ALLERGAN INC Common Stock 018490102 1,255.0 16,846.00 X1 X
Alliant Energy Corpor Common Stock 018802108 62.6 2,407.00 X1 X
Alliant Energy Resour CONV P4 30/36 018803205 763.1 1,110,000.00 X1 X
Allied Riser Communic Common Stock 019496108 176.2 12,477.00 X1 X
ALLIED WASTE INDUSTRI Common Stock 019589308 240.7 24,067.00 X1 X
Allmerica Financial C Common Stock 019754100 88.5 1,690.00 X1 X
Alloy Online Inc. Common Stock 019855105 730.1 64,900.00 X1 X
ALLSTATE CORP Common Stock 020002101 2,131.1 95,780.00 X1 X
ALLTEL CORPORATION Common Stock 020039103 2,521.7 40,713.00 X1 X
Alpha Industries Inc Common Stock 020753109 8,508.7 193,106.00 X1 X
Altera Corporation Common Stock 021441100 2,612.9 25,632.00 X1 X
Alteon Websystems Inc Common Stock 02145A109 10,659.8 106,531.00 X1 X
ALZA CORP Common Stock 022615108 780.5 13,201.00 X1 X
ALZA CONVERTIBLE SUBO CONV P2 30/36 022615AD0 2,596.7 1,650,000.00 X1 X
Ambac Financial Group Common Stock 023139108 117.8 2,149.00 X1 X
AMERADA HESS Common Stock 023551104 722.2 11,695.00 X1 X
AMERCO Common Stock 023586100 642.6 32,131.00 X1 X
AMEREN CORPORATION Common Stock 023608102 974.0 28,859.00 X1 X
AMERICA ONLINE INC Common Stock 02364J104 58,442.6 1,107,917.00 X1 X
American Axle & Manuf Common Stock 024061103 383.7 27,044.00 X1 X
American Classic Voya Common Stock 024928103 5,305.7 257,248.00 X1 X
AMER ELEC PWR Common Stock 025537101 1,225.4 41,363.00 X1 X
American Eagle Outfit Common Stock 02553E106 19.1 1,367.00 X1 X
American Express Comp Common Stock 025816109 19,075.7 365,960.00 X1 X
AMERICAN FINANCIAL GR Common Stock 025932104 42.5 1,711.00 X1 X
AMER GENERAL CORP Common Stock 026351106 1,950.3 31,972.00 X1 X
AMERICAN GREETINGS CO Common Stock 026375105 156.3 8,227.00 X1 X
AMER HOME PROD Common Stock 026609107 13,953.5 237,506.00 X1 X
AMER INTL GROUP Common Stock 026874107 41,521.6 353,375.00 X1 X
Nycomed Amersham Ord Foreign Stock 0274753 642.7 97,831.00 X1 X
American Pacific Corp Common Stock 028740108 627.1 111,490.00 X1 X
Williams PLC Foreign Stock 0290317 669.3 174,985.00 X1 X
American Power Conver Common Stock 029066107 1,019.8 24,987.00 X1 X
AMERICAN STANDARD COM Common Stock 029712106 89.1 2,173.00 X1 X
American Tower Corpor Common Stock 029912201 5,982.2 143,500.00 X1 X
American Superconduct Common Stock 030111108 1,220.7 25,300.00 X1 X
AMER WATER WORKS Common Stock 030411102 572.9 22,915.00 X1 X
AmeriCredit Corporati Common Stock 03060R101 4,386.0 258,000.00 X1 X
Ames Department Store Common Stock 030789507 369.7 47,700.00 X1 X
AMETEK INCORPORATED Common Stock 031100100 16.5 942.00 X1 X
Amgen Inc. Common Stock 031162100 30,835.1 438,934.00 X1 X
Enterprise Oil PLC Foreign Stock 0318866 794.7 142,478.00 X1 X
Amsouth Bancorporatio Common Stock 032165102 795.1 50,484.00 X1 X
ANADARKO PETROLEUM CO Common Stock 032511107 809.8 16,421.00 X1 X
Anadigics Inc Common Stock 032515108 7,425.6 217,998.50 X1 X
ANALOG DEVICES INC Common Stock 032654105 6,095.2 80,200.00 X1 X
Anaren Microwave Inco Common Stock 032744104 13,733.7 104,650.00 X1 X
Anchor Gaming Common Stock 033037102 1,986.2 41,434.00 X1 X
Ancor Communications Common Stock 03332K108 311.2 8,700.00 X1 X
Andrew Corporation Common Stock 034425108 347.7 10,361.00 X1 X
Anesta Corporation Common Stock 034603100 1,054.7 42,400.00 X1 X
ANHEUSER-BUSCH Common Stock 035229103 4,352.3 58,273.00 X1 X
AnnTaylor Stores Corp Common Stock 036115103 3,759.7 113,500.00 X1 X
ANTEC Corporation Common Stock 03664P105 7,005.5 168,553.00 X1 X
AON CORPORATION Common Stock 037389103 1,016.5 32,725.00 X1 X
APACHE CORP Common Stock 037411105 6,731.8 114,462.00 X1 X
APARTMENT INVESTMENT Common Stock 03748R101 5,760.0 133,180.00 X1 X
Apex Incorporated Common Stock 037548104 54.3 1,240.00 X1 X
APOLLO GROUP INCORPOR Common Stock 037604105 65.0 2,322.00 X1 X
Apple Computer Common Stock 037833100 5,887.0 112,401.00 X1 X
APRIA HEALTHCARE GROU Common Stock 037933108 18.7 1,525.00 X1 X
Applied Materials Inc Common Stock 038222105 23,944.2 264,212.00 X1 X
Applied Power Inc Common Stock 038225108 8,134.4 242,819.00 X1 X
Applied Micro Circuit Common Stock 03822W109 1,817.0 18,400.00 X1 X
Aradigm Corporation Common Stock 038505103 412.2 23,555.00 X1 X
ARCHER-DANIELS Common Stock 039483102 759.2 77,373.00 X1 X
ARCHSTONE COMMUNITIES Common Stock 039581103 2,161.0 102,600.00 X1 X
ARDEN REALTY GROUP IN Common Stock 039793104 3,520.3 149,800.00 X1 X
Argosy Gaming Company Common Stock 040228108 301.9 21,000.00 X1 X
Armstrong Holdings In Common Stock 042384107 74.1 4,837.00 X1 X
ARNOLD INDUSTRIES INC Common Stock 042595108 8.7 721.00 X1 X
Aronex Pharmaceutical Common Stock 042666206 108.8 35,527.00 X1 X
ARROW ELECTRONICS INC Common Stock 042735100 90.6 2,922.00 X1 X
ARVIN INDUSTRIES INC Common Stock 043339100 12.0 690.00 X1 X
ASHLAND INC Common Stock 044204105 316.1 9,015.00 X1 X
ASSOCIATED BANC-CORP Common Stock 045487105 45.0 2,062.00 X1 X
ASSOC FIRST CAPITAL - Common Stock 046008108 2,635.6 118,120.00 X1 X
Astoria Financial Cor Common Stock 046265104 41.0 1,593.00 X1 X
ATMEL CORPORATION Common Stock 049513104 247.1 6,701.00 X1 X
August Technology Cor Common Stock 05106U105 187.4 11,400.00 X1 X
AUTODESK INC Common Stock 052769106 259.2 7,471.00 X1 X
AUTO DATA PROC Common Stock 053015103 29,574.7 552,153.00 X1 X
AUTOZONE Common Stock 053332102 374.5 17,023.00 X1 X
Avalonbay Communities Common Stock 053484101 5,270.9 126,250.00 X1 X
AVERY DENNISON Common Stock 053611109 971.8 14,478.00 X1 X
Aviron Common Stock 053762100 256.1 8,294.00 X1 X
AVNET INC Common Stock 053807103 78.3 1,322.00 X1 X
AVON PRODUCTS Common Stock 054303102 1,947.0 43,752.00 X1 X
BB&T CORPORATION Common Stock 054937107 1,069.5 44,795.00 X1 X
BEI Technologies Inco Common Stock 05538P104 1,201.4 47,000.00 X1 X
BISYS Common Stock 055472104 6,516.9 105,966.00 X1 X
BJ SERVICES CO Common Stock 055482103 6,540.0 104,640.00 X1 X
BJ'S WHOLESALE CLUB I Common Stock 05548J106 74.4 2,254.00 X1 X
BP Amoco PLC Common Stock 055622104 14,290.5 252,650.00 X1 X
BMC Software Inc. Common Stock 055921100 1,144.6 31,373.00 X1 X
BAKER HUGHES Common Stock 057224107 25,734.4 804,199.00 X1 X
BALL CORP Common Stock 058498106 120.4 3,742.00 X1 X
BANDAG INC Common Stock 059815100 16.6 686.00 X1 X
Bank of America Corpo Common Stock 060505104 15,147.9 352,277.00 X1 X
BANK NEW YORK Common Stock 064057102 4,417.0 94,990.00 X1 X
BANK ONE CORP Common Stock 06423A103 3,929.1 147,918.00 X1 X
Banknorth Group Inc Common Stock 06646R107 74.7 4,879.00 X1 X
Banta Corporation Common Stock 066821109 13.5 711.00 X1 X
BARD (C.R.) Common Stock 067383109 313.4 6,513.00 X1 X
BARNES & NOBLE INC Common Stock 067774109 339.0 15,235.00 X1 X
BARRICK GOLD Common Stock 067901108 923.6 50,783.00 X1 X
Barr Laboratories Inc Common Stock 068306109 1,546.0 34,500.00 X1 X
Basin Exploration Inc Common Stock 070107107 722.1 40,395.00 X1 X
Prudential PLC Foreign Stock 0709954 546.8 56,486.00 X1 X
BAUSCH & LOMB Common Stock 071707103 538.5 6,960.00 X1 X
BAXTER INT'L Common Stock 071813109 2,635.8 37,487.00 X1 X
Reckitt Benckiser ORD Foreign Stock 0727871 669.3 91,179.00 X1 X
Allied Domecq PLC Foreign Stock 0729457 622.4 177,335.00 X1 X
BE AEROSPACE INC Common Stock 073302101 679.9 98,900.00 X1 X
Be Free Incorporated Common Stock 073308108 1,478.2 164,246.00 X1 X
BEA Systems Incorpora Common Stock 073325102 9,581.0 193,800.00 X1 X
BEAR STEARNS COMPANIE Common Stock 073902108 590.0 14,175.00 X1 X
Rolls Royce PLC Foreign Stock 0747761 542.8 229,746.00 X1 X
BECKMAN COULTER INCOR Common Stock 075811109 51.2 877.00 X1 X
BECTON DICKINSON Common Stock 075887109 928.3 32,358.00 X1 X
BED BATH & BEYOND INC Common Stock 075896100 656.4 18,107.00 X1 X
Belden Incorporated Common Stock 077459105 408.2 15,929.00 X1 X
Bell & Howell Company Common Stock 077852101 1,144.8 47,207.00 X1 X
BELL ATLANTIC FINANCI CONV P2 30/36 07785GAC4 1,544.0 1,190,000.00 X1 X
BELLSOUTH Common Stock 079860102 17,503.4 410,637.00 X1 X
BELO [A.H.] SER A Common Stock 080555105 704.1 40,671.00 X1 X
BEMIS COMPANY Common Stock 081437105 226.9 6,749.00 X1 X
Bergen Brunswig Corp. Common Stock 083739102 22.5 4,094.00 X1 X
BERINGER WINE ESTATES Common Stock 084102102 356.5 10,096.00 X1 X
BERKSHIRE HATHAWAY IN Common Stock 084670108 -0.0 -0.00 X1 X
BEST BUY INC Common Stock 086516101 1,663.7 26,304.00 X1 X
BESTFOODS Common Stock 08658U101 2,455.7 35,462.00 X1 X
BETHLEHEM STEEL Common Stock 087509105 59.5 16,699.00 X1 X
BIOGEN INC Common Stock 090597105 1,238.9 19,208.00 X1 X
BIOMET INC Common Stock 090613100 583.8 15,188.00 X1 X
BLACK & DECKER Common Stock 091797100 428.2 10,892.00 X1 X
BLACK HILLS CORPORATI Common Stock 092113109 12.9 571.00 X1 X
BLOCK (H & R) Common Stock 093671105 407.8 12,597.00 X1 X
Bluestone Software In Common Stock 09623P102 2,117.8 82,443.00 X1 X
Blyth Inc. Common Stock 09643P108 41.6 1,409.00 X1 X
BOB EVANS FARMS Common Stock 096761101 16.8 1,127.00 X1 X
BOEING Common Stock 097023105 4,883.7 116,799.00 X1 X
BOISE CASCADE Common Stock 097383103 186.2 7,196.00 X1 X
BOLDER Technologies C Common Stock 097519102 175.0 22,946.00 X1 X
Astrazeneca PLC Foreign Stock 0989529 577.9 18,726.00 X1 X
BORDERS GROUP Common Stock 099709107 35.3 2,266.00 X1 X
Borg Warner Inc Common Stock 099724106 2,448.7 69,714.00 X1 X
BOSTON PROPERTIES INC Common Stock 101121101 1,618.4 41,900.00 X1 X
BOSTON SCIENT Common Stock 101137107 1,149.0 52,375.00 X1 X
BOWATER INC Common Stock 102183100 71.2 1,614.00 X1 X
Bradlees Incorporated Common Stock 104499207 561.5 99,822.00 X1 X
Breakaway Solutions I Common Stock 106372105 372.6 13,800.00 X1 X
BRIGGS & STRATTON Common Stock 109043109 96.2 2,810.00 X1 X
BRINKER INTERNATIONAL Common Stock 109641100 58.8 2,009.00 X1 X
Brio Technology, Inc. Common Stock 109704106 2,065.8 97,500.00 X1 X
BRISTOL MYERS SQUIBB Common Stock 110122108 26,790.5 459,922.00 X1 X
Broadbase Software In Common Stock 11130R100 434.9 14,200.00 X1 X
Broadcom Corporation Common Stock 111320107 6,168.8 28,176.00 X1 X
Broadwing, Inc. Common Stock 111620100 169.6 6,538.00 X1 X
Brocade Communication Common Stock 111621108 2,807.3 15,300.00 X1 X
BROWN-FORMAN Common Stock 115637209 471.9 8,780.00 X1 X
BRUNSWICK CORP Common Stock 117043109 184.4 11,131.00 X1 X
BSQUARE Corporation Common Stock 11776U102 65.1 2,900.00 X1 X
BUFFETS INCORPORATED Common Stock 119882108 15.6 1,232.00 X1 X
BURLINGTON INDUSTRIES Common Stock 121693105 2.6 1,526.00 X1 X
BURLINGTON NO Common Stock 12189T104 1,263.2 55,071.00 X1 X
BURLINGTON RES Common Stock 122014103 1,056.2 27,612.00 X1 X
Burr-Brown Corporatio Common Stock 122574106 147.4 1,700.00 X1 X
Bush Boake Allen Inco Common Stock 123162109 455.5 10,412.00 X1 X
Business Objects SA Common Stock 12328X107 4,777.3 54,211.00 X1 X
CBL & Associates Prop Common Stock 124830100 2,820.4 113,100.00 X1 X
CCB Financial Corpora Common Stock 124875105 43.9 1,186.00 X1 X
CBRL GROUP INC Common Stock 12489V106 25.2 1,718.00 X1 X
C-bridge Internet Sol Common Stock 12500B105 36.5 2,100.00 X1 X
C-Cube Microsystems I Common Stock 12501N108 2,965.3 151,100.00 X1 X
CDW Computer Centers, Common Stock 125129106 171.9 2,750.00 X1 X
C H Robinson Worldwid Common Stock 12541W100 683.4 13,807.00 X1 X
CIGNA CORP Common Stock 125509109 2,536.7 27,131.00 X1 X
Cleco Corporation Common Stock 12561W105 23.5 702.00 X1 X
CMGI Inc. Common Stock 125750109 2,892.9 63,147.00 X1 X
CMP GROUP INC Common Stock 125887109 29.0 988.00 X1 X
CMS ENERGY CORPORATIO Common Stock 125896100 310.0 14,010.00 X1 X
CPI Corporation Common Stock 125902106 305.3 14,454.00 X1 X
CTB International Cor Common Stock 125960104 383.4 56,798.00 X1 X
CNF TRANSPORTATION IN Common Stock 12612W104 32.2 1,417.00 X1 X
C P & L Energy Inc Common Stock 12614C106 655.7 20,530.00 X1 X
CSG Systems Internati Common Stock 126349109 90.8 1,619.00 X1 X
CSX CORP Common Stock 126408103 589.5 27,822.00 X1 X
CTC Communications Gr Common Stock 126419100 5,147.6 142,990.00 X1 X
CVS CORPORATION Common Stock 126650100 2,003.6 50,089.00 X1 X
CABLETRON Common Stock 126920107 587.6 23,271.00 X1 X
Cabot Corporation Common Stock 127055101 56.3 2,066.00 X1 X
Cabot Oil & Gas Corpo Common Stock 127097103 230.9 10,900.00 X1 X
Cabot Microelectronic Common Stock 12709P103 347.7 7,600.00 X1 X
CADENCE DESIGN SYSTEM Common Stock 127387108 151.0 7,413.00 X1 X
Caliper Technologies Common Stock 130876105 1,380.0 30,000.00 X1 X
CALLAWAY GOLF COMPANY Common Stock 131193104 36.4 2,229.00 X1 X
Calpine Corporation Common Stock 131347106 256.2 3,896.00 X1 X
CAMBREX CORP Common Stock 132011107 1,300.5 28,900.00 X1 X
CAMBRIDGE TECH PARTNE Common Stock 132524109 15.4 1,770.00 X1 X
CAMDEN PROPERTY TRUST Common Stock 133131102 1,624.4 55,300.00 X1 X
CAMPBELL SOUP Common Stock 134429109 1,584.2 54,392.00 X1 X
Canadian 88 Energy Co Common Stock 13566G509 285.5 138,400.00 X1 X
CAPITAL ONE FINANCIAL Common Stock 14040H105 8,075.1 180,955.00 X1 X
Capstone Turbine Corp Common Stock 14067D102 301.9 6,700.00 X1 X
Cardinal Health Common Stock 14149Y108 2,617.5 35,372.00 X1 X
Caremark Rx Incorpora Common Stock 141705103 3,686.9 541,200.00 X1 X
CARLISLE COMPANIES Common Stock 142339100 40.5 900.00 X1 X
Carnival Corporation Common Stock 143658102 1,514.1 77,646.00 X1 X
CARPENTER TECHNOLOGY Common Stock 144285103 12.4 586.00 X1 X
CARRAMERICA REA Common Stock 144418100 3,506.0 132,300.00 X1 X
CARTER-WALLACE INC Common Stock 146285101 26.5 1,318.00 X1 X
Catellus Development Common Stock 149111106 4,086.0 272,400.00 X1 X
CATERPILLAR INC Common Stock 149123101 1,968.6 58,115.00 X1 X
The Cato Corporation Common Stock 149205106 417.3 35,900.00 X1 X
Celeritek Incorporate Common Stock 150926103 608.1 14,900.00 X1 X
Cell Therapeutics Inc Common Stock 150934107 1,359.8 44,400.00 X1 X
Cendant Corporation Common Stock 151313103 5,458.0 389,855.00 X1 X
CENTEX CORP Common Stock 152312104 177.7 7,560.00 X1 X
CENTOCOR INC SUB DEBE CONV P2 30/36 152342AE1 1,308.3 970,000.00 X1 X
CenturyTel Incorporat Common Stock 156700106 515.1 17,918.00 X1 X
Cepheid Incorporated Common Stock 15670R107 95.2 10,800.00 X1 X
Ceridian Corporation Common Stock 15677T106 443.8 18,445.00 X1 X
Championship Auto Rac Common Stock 158711101 1,449.4 56,838.00 X1 X
Channell Commercial C Common Stock 159186105 221.2 18,436.00 X1 X
Charles River Laborat Common Stock 159864107 301.8 13,600.00 X1 X
CHARTER ONE FIN Common Stock 160903100 616.4 26,800.00 X1 X
CHASE MANHATTAN Common Stock 16161A108 13,308.8 288,929.00 X1 X
Cheap Tickets Inc. Common Stock 162672109 600.0 50,000.00 X1 X
CheckFree Corporation Common Stock 162813109 92.9 1,802.00 X1 X
Chelseas GCA Realty I Common Stock 163262108 933.2 27,000.00 X1 X
CHESAPEAKE CORPORATIO Common Stock 165159104 16.8 568.00 X1 X
Chevron Corporation Common Stock 166751107 13,104.9 154,516.00 X1 X
CHILDREN'S PLACE RETA Common Stock 168905107 461.3 22,500.00 X1 X
CHIRON CORPORAITON Common Stock 170040109 262.7 5,531.00 X1 X
CHRIS-CRAFT INDUSTRIE Common Stock 170520100 73.8 1,117.00 X1 X
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Gentek Incorporated Common Stock 37245X104 763.2 68,215.00 X1 X
GENUINE PARTS Common Stock 372460105 451.1 22,553.00 X1 X
The Geon Company Common Stock 37246W105 309.6 16,735.00 X1 X
Genzyme Corporation Common Stock 372917104 152.5 2,566.00 X1 X
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HOME PROPERTIES NEW Y Common Stock 437306103 717.0 23,900.00 X1 X
HOMESTAKE MININ Common Stock 437614100 228.2 33,198.00 X1 X
Hon Industies Common Stock 438092108 41.5 1,768.00 X1 X
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Horace Mann Educators Common Stock 440327104 18.0 1,202.00 X1 X
Horizon Offshore Inc. Common Stock 44043J105 768.8 49,600.00 X1 X
HORMEL GEORGE A & CO Common Stock 440452100 73.1 4,345.00 X1 X
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HUMANA Common Stock 444859102 103.7 21,270.00 X1 X
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Hunt (JB) Transport S Common Stock 445658107 16.1 1,044.00 X1 X
Huntington Bancshares Common Stock 446150104 449.6 28,435.00 X1 X
Hutchinson Technology Common Stock 448407106 555.7 38,994.00 X1 X
Hybrid Networks Incor Common Stock 44860K102 378.0 43,203.00 X1 X
ICN PHARMACEUTICALS I Common Stock 448924100 66.6 2,396.00 X1 X
IBP INC Common Stock 449223106 50.1 3,244.00 X1 X
ICU Medical Incorpora Common Stock 44930G107 291.6 10,800.00 X1 X
IDEC Pharmaceuticals Common Stock 449370105 4,777.3 40,723.00 X1 X
IMC GLOBAL INC Common Stock 449669100 45.3 3,485.00 X1 X
IMS HEALTH INC Common Stock 449934108 686.3 38,125.00 X1 X
ITC Deltacom Inc. Common Stock 45031T104 624.8 28,000.00 X1 X
Istar Financial Incor Common Stock 45031U101 371.5 17,745.00 X1 X
iBasis Inc Common Stock 450732102 6,770.8 157,232.00 X1 X
ITT INDUSTRIES Common Stock 450911102 340.4 11,205.00 X1 X
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iGATE Capital Corpora Common Stock 45169U105 524.2 38,120.00 X1 X
ILEX Oncology, Inc. Common Stock 451923106 722.6 20,500.00 X1 X
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IMATION CORPORATION Common Stock 45245A107 577.9 19,674.00 X1 X
Immersion Corporation Common Stock 452521107 543.0 18,100.00 X1 X
Immunex Corporation Common Stock 452528102 4,246.7 85,900.00 X1 X
INAMED Corporation Common Stock 453235103 1,025.5 28,000.00 X1 X
INCO LTD Common Stock 453258402 356.3 23,174.00 X1 X
INCO Limited Converti CONV P2 30/36 453258AH8 865.2 1,030,000.00 X1 X
Incyte Genomics Incor Common Stock 45337C102 74.0 900.00 X1 X
Infineon Technologies Common Stock 45662N103 269.5 3,400.00 X1 X
Infinity Broadcasting Common Stock 45662S102 3,975.3 109,100.00 X1 X
Infinium Software Inc Common Stock 45662Y109 153.2 38,290.00 X1 X
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Informix Corporation Common Stock 456779107 61.0 8,196.00 X1 X
infoUSA Inc. Common Stock 456818301 269.8 41,500.00 X1 X
INGERSOLL RAND Common Stock 456866102 839.4 20,855.00 X1 X
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INNERDYNE INCORPORATE Common Stock 45764D102 534.4 72,464.00 X1 X
INNKEEPERS USA TRUST Common Stock 4576J0104 2,010.2 220,300.00 X1 X
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Integrated Silicon So Common Stock 45812P107 1,045.0 27,500.00 X1 X
Intel Corporation Common Stock 458140100 172,003.0 1,286,605.00 X1 X
Interactive Intellige Common Stock 45839M103 675.0 18,000.00 X1 X
The InterCept Group I Common Stock 45845L107 394.4 23,200.00 X1 X
Interep National Radi Common Stock 45866V109 318.8 60,000.00 X1 X
Interim Services Inc CONV P2 30/36 45868PAA8 439.3 550,000.00 X1 X
Interlink Electronics Common Stock 458751104 5,084.9 121,430.00 X1 X
Intermet Corporation Common Stock 45881K104 105.1 15,289.00 X1 X
Intermune Pharmaceuti Common Stock 45885B100 1,569.9 38,000.00 X1 X
IBM CORP Common Stock 459200101 46,420.1 423,686.00 X1 X
INTL FLAVORS Common Stock 459506101 394.0 13,052.00 X1 X
INTL GAME TECHNOLOGY Common Stock 459902102 2,270.4 85,675.00 X1 X
INTL MULTIFOODS CORP Common Stock 460043102 8.6 496.00 X1 X
INTL PAPER Common Stock 460146103 6,129.7 205,607.00 X1 X
International Speedwa Common Stock 460335201 68.6 1,657.00 X1 X
Internet Security Sys Common Stock 46060X107 812.6 8,230.00 X1 X
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IntraNet Solutions In Common Stock 460939309 12,706.9 331,125.00 X1 X
Interwoven Incorporat Common Stock 46114T102 659.9 6,000.00 X1 X
Intuit Incorporated Common Stock 461202103 246.1 5,947.00 X1 X
Investment Technology Common Stock 46145F105 39.5 929.00 X1 X
Nestle SA-Registered Foreign Stock 4616696 1,482.3 454.00 X1 X
Invivo Corporation Common Stock 461858102 268.9 24,447.00 X1 X
Invitrogen Corporatio Common Stock 46185R100 970.1 12,900.00 X1 X
IONA Technologies PLC Common Stock 46206P109 8,018.7 127,281.00 X1 X
IPALCO ENTERPRISES IN Common Stock 462613100 50.6 2,512.00 X1 X
IVAX CORPORATION Common Stock 465823102 200.8 4,839.00 X1 X
JDS Uniphase Corporat Common Stock 46612J101 35,902.6 299,500.00 X1 X
JLG Industries Incorp Common Stock 466210101 1,165.7 98,165.00 X1 X
Jabil Circuit Inc. Common Stock 466313103 282.5 5,692.00 X1 X
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Swatch Group AG Foreign Stock 4762403 1,597.0 770.00 X1 X
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K-MART CORPORATION Common Stock 482584109 419.7 61,604.00 X1 X
Schneider Electric SA Foreign Stock 4834108 1,025.5 14,048.00 X1 X
Schering AG Foreign Stock 4845757 1,194.3 20,592.00 X1 X
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Kansas City Southern Common Stock 485170302 4,514.7 50,906.00 X1 X
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KAYDON CORPORATION Common Stock 486587108 19.4 923.00 X1 X
KEANE INC Common Stock 486665102 47.6 2,200.00 X1 X
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Kelly Services Inc. C Common Stock 488152208 24.5 1,059.00 X1 X
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Vontobel Holding AG B Foreign Stock 4921099 1,421.3 397.00 X1 X
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Keynote Systems Inc. Common Stock 493308100 508.1 7,200.00 X1 X
KeySpan Corporation Common Stock 49337W100 123.7 4,023.00 X1 X
Keystone Financial In Common Stock 493482103 30.3 1,427.00 X1 X
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KIMCO REALTY CORPORAT Common Stock 49446R109 2,923.3 71,300.00 X1 X
Kinder Morgan Incorpo Common Stock 49455P101 117.5 3,399.00 X1 X
KNIGHT-RIDDER Common Stock 499040103 980.0 18,425.00 X1 X
KOGER EQUITY INC Common Stock 500228101 2,548.6 151,030.00 X1 X
KOHL'S CORPORATION Common Stock 500255104 11,953.5 214,895.00 X1 X
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Ladish Company Incorp Common Stock 505754200 1,075.0 110,253.00 X1 X
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Lennar Corp Convertib CONV P0 30/36 526057AA2 433.4 1,070,000.00 X1 X
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Lifecell Corporation Common Stock 531927101 186.2 29,200.00 X1 X
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Lightspan Inc Common Stock 53226T103 175.5 31,900.00 X1 X
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Lilly Industries Inco Common Stock 532491107 1,941.1 64,570.00 X1 X
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Lincare Holdings Inco Common Stock 532791100 39.0 1,584.00 X1 X
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Loislaw.com Inc. Common Stock 541431102 526.6 61,500.00 X1 X
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Lucent Technologies I Common Stock 549463107 59,016.9 996,065.00 X1 X
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MBNA CORP Common Stock 55262L100 5,237.1 193,073.00 X1 X
MCN ENERGY GROUP INC Common Stock 55267J100 55.8 2,610.00 X1 X
MGIC INVESTMENT Common Stock 552848103 617.2 13,564.00 X1 X
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MACERICH COMPANY (THE Common Stock 554382101 875.9 39,700.00 X1 X
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Mandalay Resort Group Common Stock 562567107 2,612.0 130,599.00 X1 X
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MANPOWER INC Common Stock 56418H100 74.3 2,323.00 X1 X
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Masco Corporation Common Stock 574599106 1,042.2 57,700.00 X1 X
MATTEL Common Stock 577081102 720.9 54,667.00 X1 X
Maxim Integrated Prod Common Stock 57772K101 8,070.7 118,796.00 X1 X
Maxygen Common Stock 577776107 2,996.5 52,788.00 X1 X
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McLeodUSA Incorporate Common Stock 582266102 9,938.3 480,400.00 X1 X
MEAD CORP Common Stock 582834107 329.8 13,061.00 X1 X
Medarex Incorporated Common Stock 583916101 4,630.6 54,800.00 X1 X
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Mettler-Toledo Intern Common Stock 592688105 1,120.0 28,000.00 X1 X
Micrel Incorporated Common Stock 594793101 112.9 2,600.00 X1 X
Microsoft Common Stock 594918104 123,319.6 1,541,495.00 X1 X
Microchip Technology Common Stock 595017104 136.6 2,345.00 X1 X
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Motorola Inc Common Stock 620076109 14,283.5 491,475.00 X1 X
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NCR CORPORATION Common Stock 62886E108 477.6 12,265.00 X1 X
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Nabisco Group Holding Common Stock 62952P102 1,083.5 41,774.00 X1 X
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HIS Company Limited Foreign Stock 6400433 890.8 170.00 X1 X
Neiman Marcus Group I Common Stock 640204202 43.5 1,441.00 X1 X
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Netro Corporation Common Stock 64114R109 1,331.1 23,200.00 X1 X
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NEW YORK TIMES Common Stock 650111107 867.5 21,962.00 X1 X
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NiSource Incorporated Common Stock 65473P105 70.9 3,807.00 X1 X
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NOBLE DRILLING CORPOR Common Stock 655042109 3,375.4 81,952.00 X1 X
Nordson Corporation Common Stock 655663102 27.3 540.00 X1 X
Nordstrom Inc. Common Stock 655664100 411.4 17,052.00 X1 X
NORFOLK SOUTHER Common Stock 655844108 731.5 49,179.00 X1 X
Nortek Incorporated Common Stock 656559101 338.6 17,143.00 X1 X
Nortel Networks Corpo Common Stock 656568102 45,570.0 667,693.00 X1 X
NORTH FORK BANCORPORA Common Stock 659424105 81.2 5,367.00 X1 X
NORTHEAST UTILITIES Common Stock 664397106 94.6 4,351.00 X1 X
NORTHERN STATES Common Stock 665772109 401.9 19,906.00 X1 X
Northern Trust Corpor Common Stock 665859104 7,961.4 122,366.00 X1 X
NORTHROP GRUM Common Stock 666807102 597.0 9,011.00 X1 X
NOVA CORPORATION/GEOR Common Stock 669784100 63.1 2,257.00 X1 X
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Novel Inc. Common Stock 670006105 390.0 42,160.00 X1 X
Novellus Systems Inc. Common Stock 670008101 951.7 16,826.00 X1 X
Noven Pharmaceuticals Common Stock 670009109 652.4 21,700.00 X1 X
NSTAR Common Stock 67019E107 75.8 1,863.00 X1 X
NUCOR CORP Common Stock 670346105 363.0 10,938.00 X1 X
Numerical Technology Common Stock 67053T101 209.1 4,300.00 X1 X
Nvidia Corporation Common Stock 67066G104 127.3 2,002.00 X1 X
OGE ENERGY CORPORATIO Common Stock 670837103 42.2 2,280.00 X1 X
OCCIDENTAL PET Common Stock 674599105 996.4 47,307.00 X1 X
Ocean Energy Incorpor Common Stock 67481E106 1,244.1 87,693.00 X1 X
OFFICE DEPOT INC Common Stock 676220106 253.1 40,491.00 X1 X
OFFICEMAX INC Common Stock 67622M108 17.2 3,447.00 X1 X
OGDEN CORPORATION Common Stock 676346109 13.0 1,449.00 X1 X
Ohio Casualty Corpora Common Stock 677240103 18.7 1,760.00 X1 X
Old Kent Financial Co Common Stock 679833103 472.1 17,650.00 X1 X
OLD REPUBLIC INT'L CO Common Stock 680223104 62.7 3,799.00 X1 X
OLIN CORPORATION Common Stock 680665205 21.8 1,320.00 X1 X
OMNICARE INCORPORATED Common Stock 681904108 931.4 102,775.00 X1 X
Omnicare Inc Converti CONV P2 30/36 681904AD0 384.0 570,000.00 X1 X
OMNICOM GROUP Common Stock 681919106 46,396.4 520,942.00 X1 X
Omnicom Group Sub Deb CONV P2 30/36 681919AE6 1,401.9 500,000.00 X1 X
ONEOK INC Common Stock 682680103 91.8 3,541.00 X1 X
Oracle Corp Common Stock 68389X105 82,476.7 981,136.00 X1 X
OraPharma Incorporate Common Stock 68554E106 113.0 11,300.00 X1 X
OSCA Incorporated Common Stock 687836106 634.5 37,600.00 X1 X
OshKosh BGosh Incorpo Common Stock 688222207 317.0 19,356.00 X1 X
Outback Steakhouse I Common Stock 689899102 67.2 2,298.00 X1 X
OVERSEAS SHIPHOLDING Common Stock 690368105 24.6 1,000.00 X1 X
OWENS CORNING Common Stock 69073F103 63.6 6,873.00 X1 X
OWENS-ILLINOIS INCORP Common Stock 690768403 218.6 18,706.00 X1 X
Oxford Health Plans Common Stock 691471106 9,144.5 384,020.00 X1 X
PBOC Holdings Incorpo Common Stock 69316G108 869.0 102,235.00 X1 X
PECO ENERGY CO Common Stock 693304107 6,509.1 161,465.00 X1 X
PG&E Common Stock 69331C108 1,219.2 49,509.00 X1 X
PE Corp-PE Biosystems Common Stock 69332S102 26,886.0 408,137.00 X1 X
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PLX Technology Inc. Common Stock 693417107 1,352.9 32,600.00 X1 X
PMC-Sierra Inc. Common Stock 69344F106 3,909.1 22,000.00 X1 X
PMI Group (The) Incor Common Stock 69344M101 66.9 1,409.00 X1 X
PNC Financial Service Common Stock 693475105 1,749.3 37,319.00 X1 X
PPG INDUSTRIES Common Stock 693506107 995.8 22,472.00 X1 X
PPL Corporation Common Stock 69351T106 400.1 18,236.00 X1 X
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Paccar Inc. Common Stock 693718108 391.8 9,871.00 X1 X
PACIFIC CENTURY FINAN Common Stock 694058108 34.3 2,345.00 X1 X
PACIFIC GULF PROPERTI Common Stock 694396102 3,260.6 130,100.00 X1 X
Pacificare Health Sys Common Stock 695112102 82.9 1,377.00 X1 X
Packaging Corporation Common Stock 695156109 438.4 43,294.00 X1 X
Packeteer Incorporate Common Stock 695210104 742.7 25,500.00 X1 X
Pactiv Corporation Common Stock 695257105 169.5 21,523.00 X1 X
PAINE WEBBER GROUP IN Common Stock 695629105 1,107.6 24,343.00 X1 X
PALL CORP Common Stock 696429307 289.5 15,649.00 X1 X
Palm Inc Common Stock 696642107 2,700.0 80,900.00 X1 X
PAN PACIFIC RETAIL PP Common Stock 69806L104 2,223.8 110,500.00 X1 X
PAPA JOHN'S INTERNATI Common Stock 698813102 22.4 914.00 X1 X
Paradyne Networks Inc Common Stock 69911G107 1,287.7 39,547.00 X1 X
Parametric Technology Common Stock 699173100 388.3 35,297.00 X1 X
PARK PLACE ENTERTAINM Common Stock 700690100 112.6 9,235.00 X1 X
PARKER HANNIFIN Common Stock 701094104 1,219.2 35,596.00 X1 X
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Patterson Energy Inc. Common Stock 703414102 1,171.4 41,100.00 X1 X
PAYCHEX INCORPORATED Common Stock 704326107 2,006.7 47,778.00 X1 X
PAYLESS SHOESOURCE IN Common Stock 704379106 36.2 694.00 X1 X
Penn Engineering & Ma Common Stock 707389300 1,036.6 29,406.00 X1 X
PENNEY (JC) Common Stock 708160106 614.4 33,322.00 X1 X
PENNZOIL-QUAKER STATE Common Stock 709323109 27.6 2,285.00 X1 X
PENTAIR INCORPORATED Common Stock 709631105 50.1 1,412.00 X1 X
PEOPLES ENERGY Common Stock 711030106 144.3 4,458.00 X1 X
Peoplesoft Incorporat Common Stock 712713106 591.6 35,321.00 X1 X
PEPSICO Common Stock 713448108 8,241.3 185,459.00 X1 X
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PerkinElmer Inc. Common Stock 714046109 415.8 6,288.00 X1 X
Perrigo Company Common Stock 714290103 13.6 2,150.00 X1 X
PETRO GEO SVCS Common Stock 716597109 3,502.9 205,300.00 X1 X
Pharmacyclics Incorpo Common Stock 716933106 652.7 10,700.00 X1 X
PFIZER INCORPORATED Common Stock 717081103 160,512.9 3,344,019.00 X1 X
Pharmacia Corporation Common Stock 71713U102 27,996.2 541,643.00 X1 X
PHELPS DODGE Common Stock 717265102 3,488.7 93,814.00 X1 X
PHILIP MORRIS Common Stock 718154107 7,825.2 294,594.00 X1 X
PHILIPS INTERNATIONAL Common Stock 718333107 2,376.9 136,800.00 X1 X
PHILLIPS PET Common Stock 718507106 1,660.9 32,767.00 X1 X
Physiometrix Incorpor Common Stock 718928104 843.0 38,100.00 X1 X
Photronics Incorporat Common Stock 719405102 5,210.6 183,634.00 X1 X
Pilot Network Service Common Stock 721596104 464.1 31,200.00 X1 X
Pinnacle Holdings Inc Common Stock 72346N101 950.4 17,600.00 X1 X
PINNACLE WEST CAPITA Common Stock 723484101 366.2 10,811.00 X1 X
PIONEER NATURAL RESOU Common Stock 723787107 38.8 3,040.00 X1 X
PITNEY BOWES Common Stock 724479100 1,733.3 43,333.00 X1 X
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PJ America Inc. Common Stock 72585Q104 59.5 6,100.00 X1 X
PLACER DOME Common Stock 725906101 401.7 42,010.00 X1 X
Plains Resources Inco Common Stock 726540503 676.6 42,453.00 X1 X
POLAROID CORP Common Stock 731095105 98.3 5,440.00 X1 X
POLICY MANAGEMENT SYS Common Stock 731108106 16.0 1,042.00 X1 X
Polycom Inc Common Stock 73172K104 5,855.5 62,230.00 X1 X
Polymer Group Incorpo Common Stock 731745105 218.5 23,626.00 X1 X
POST PROPERTIES INCOR Common Stock 737464107 1,227.6 27,900.00 X1 X
POTLATCH CORP Common Stock 737628107 119.0 3,592.00 X1 X
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Powertel Inc. Common Stock 73936C109 5,241.3 73,886.00 X1 X
PRAECIS Pharmaceutica Common Stock 739421105 591.0 21,200.00 X1 X
PRAXAIR INC Common Stock 74005P104 763.7 20,399.00 X1 X
PRECISION CASTPARTS C Common Stock 740189105 34.2 755.00 X1 X
Precision Drilling Co Common Stock 74022D100 7,049.1 182,500.00 X1 X
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Primex Technologies I Common Stock 741597108 536.8 24,400.00 X1 X
Primus Knowledge Solu Common Stock 74163Q100 414.0 9,200.00 X1 X
Primus Telecommunicat Common Stock 741929103 572.1 23,000.00 X1 X
PROCTER & GAMBLE Common Stock 742718109 9,795.4 171,099.00 X1 X
PROGRESSIVE CORPORATI Common Stock 743315103 695.3 9,396.00 X1 X
PROLOGIS TRUST Common Stock 743410102 3,582.6 168,100.00 X1 X
PROTECTIVE LIFE CORPO Common Stock 743674103 50.3 1,890.00 X1 X
Povident Financial Gr Common Stock 743866105 33.9 1,422.00 X1 X
Province Healthcare C Common Stock 743977100 7,206.3 199,482.00 X1 X
Providian Financial C Common Stock 74406A102 1,659.2 18,435.00 X1 X
Proxim Incorporated Common Stock 744284100 5,265.1 53,200.00 X1 X
PSINet Inc Common Stock 74437C101 1,126.1 44,820.00 X1 X
PUBLIC SERVICE COMPAN Common Stock 744499104 18.4 1,195.00 X1 X
PUB SERV ENTER Common Stock 744573106 959.2 27,703.00 X1 X
PUBLIC STORAGE INCORP Common Stock 74460D109 2,848.1 121,520.00 X1 X
PUGET SOUND ENERGY IN Common Stock 745332106 54.9 2,578.00 X1 X
PULTE CORP Common Stock 745867101 316.7 14,643.00 X1 X
Puma Technology Incor Common Stock 745887109 1,976.1 73,700.00 X1 X
Pure Resources Inc Common Stock 74622E102 720.7 40,319.00 X1 X
QRS Corporation Common Stock 74726X105 1,738.7 70,788.00 X1 X
QLogic Corporation Common Stock 747277101 148.8 2,253.00 X1 X
QUAKER OATS Common Stock 747402105 1,698.4 22,608.00 X1 X
Qualcomm Incorporated Common Stock 747525103 18,820.9 313,682.00 X1 X
Quanta Services Incor Common Stock 74762E102 96.3 1,750.00 X1 X
Quantum Corporation - Common Stock 747906204 47.4 4,889.00 X1 X
QUEST DIAGNOSTICS INC Common Stock 74834L100 107.3 1,500.00 X1 X
QUESTAR CORPORATION Common Stock 748356102 46.8 2,416.00 X1 X
QuickLogic Corporatio Common Stock 74837P108 427.2 19,200.00 X1 X
Quintiles Transnation Common Stock 748767100 205.7 14,563.00 X1 X
QUORUM HEALTH GROUP Common Stock 749084109 21.4 2,072.00 X1 X
Qwest Communications Common Stock 749121109 6,817.1 137,200.00 X1 X
RPM INC/OHIO Common Stock 749685103 32.8 3,243.00 X1 X
RSA Security Incorpor Common Stock 749719100 1,382.5 20,000.00 X1 X
RF MICRO DEVICES INC Common Stock 749941100 2,514.8 28,700.00 X1 X
Radiant Systems Incor Common Stock 75025N102 5,299.2 220,800.00 X1 X
Radio One Incorporate Common Stock 75040P108 354.8 12,000.00 X1 X
Radio One Inc (Class Common Stock 75040P405 529.5 24,000.00 X1 X
Radioshack Corporatio Common Stock 750438103 1,139.6 24,055.00 X1 X
RALSTON PURINA Common Stock 751277302 784.9 39,370.00 X1 X
RANGER OIL LTD Common Stock 752805101 665.0 120,900.00 X1 X
RATIONAL SOFTWARE COR Common Stock 75409P202 251.1 2,702.00 X1 X
RAYONIER INC Common Stock 754907103 29.9 834.00 X1 X
RAYTHEON CO CL B Common Stock 755111408 840.1 43,640.00 X1 X
READER'S DIGEST ASSN- Common Stock 755267101 2,962.4 74,525.00 X1 X
RECKSON ASSOC REALTY Common Stock 75621K106 1,885.8 79,400.00 X1 X
Reckson Associates Re Common Stock 75621K304 572.6 22,511.00 X1 X
Redback Networks Inc Common Stock 757209101 14,738.4 82,800.00 X1 X
REEBOK INTL Common Stock 758110100 112.5 7,061.00 X1 X
Regions Financial Cor Common Stock 758940100 559.6 28,156.00 X1 X
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Reliant Energy Inc. Common Stock 75952J108 1,118.9 37,850.00 X1 X
Reliant Energy Inc ZE CONV P4 30/36 75952J207 3,079.3 4,240,000.00 X1 X
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Retek, Inc. Common Stock 76128Q109 598.4 18,700.00 X1 X
REYNOLDS & REYNOLDS - Common Stock 761695105 40.8 2,235.00 X1 X
R. J. Reynolds Tobacc Common Stock 76182K105 92.6 3,313.00 X1 X
Richmond County Finan Common Stock 764556106 848.0 44,339.00 X1 X
Ritchie Brothers Auct Common Stock 767744105 167.5 6,999.00 X1 X
RITE AID Common Stock 767754104 216.7 33,023.00 X1 X
ROBERT HALF INTERNATI Common Stock 770323103 155.6 5,458.00 X1 X
ROCKWELL INTL Common Stock 773903109 757.7 24,055.00 X1 X
ROHM & HAAS Common Stock 775371107 961.7 27,874.00 X1 X
ROLLINS INC Common Stock 775711104 13.1 881.00 X1 X
Ross Stores Incorpora Common Stock 778296103 1,581.6 92,695.00 X1 X
ROWAN COMPANIES INC Common Stock 779382100 2,205.2 72,599.00 X1 X
ROYAL DUTCH PET Common Stock 780257804 19,864.2 322,667.00 X1 X
RUDDICK CORPORATION Common Stock 781258108 16.0 1,358.00 X1 X
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RYDER SYSTEM Common Stock 783549108 139.5 7,368.00 X1 X
Ryerson Tull Inc. Common Stock 78375P107 7.5 726.00 X1 X
SBC Communications In Common Stock 78387G103 30,199.5 698,255.00 X1 X
SCG Holding Corporati Common Stock 783884109 124.7 5,700.00 X1 X
SCI SYSTEMS INC Common Stock 783890106 172.7 4,407.00 X1 X
SCI Systems Inc Conv CONV P2 30/36 783890AF3 1,334.5 1,360,000.00 X1 X
SCP Pool Corporation Common Stock 784028102 329.0 14,000.00 X1 X
SDL Incorporated Common Stock 784076101 2,709.3 9,500.00 X1 X
SPX CORPORATION Common Stock 784635104 113.0 934.00 X1 X
Saber Holdings Corpor Common Stock 785905100 466.9 16,382.00 X1 X
Safeco Corp Common Stock 786429100 320.7 16,134.00 X1 X
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Sage Inc. Common Stock 786632109 349.3 27,000.00 X1 X
The Saint Joe Company Common Stock 790148100 2,670.0 89,000.00 X1 X
ST Jude Med Common Stock 790849103 491.8 10,720.00 X1 X
ST PAUL COS Common Stock 792860108 931.2 27,287.00 X1 X
SAKS INC Common Stock 79377W108 45.3 4,315.00 X1 X
Salem Communications Common Stock 794093104 130.5 14,058.00 X1 X
Sanmina Corporation Common Stock 800907107 7,785.4 91,057.00 X1 X
SangStat Medical Corp Common Stock 801003104 251.2 8,700.00 X1 X
The Santa Cruz Operat Common Stock 801833104 478.1 75,000.00 X1 X
Santa Fe Snyder Corpo Common Stock 80218K105 63.7 5,604.00 X1 X
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Sawtek Inc. Common Stock 805468105 77.0 1,338.00 X1 X
SCANA CORPORATION Common Stock 80589M102 76.1 3,153.00 X1 X
SCHERING PLOUGH Common Stock 806605101 25,926.3 513,393.00 X1 X
SCHLUMBERGER LTD Common Stock 806857108 22,288.3 298,671.00 X1 X
Scholastic Corporatio Common Stock 807066105 33.1 542.00 X1 X
SCHULMAN A INC Common Stock 808194104 10.9 903.00 X1 X
SCHWAB (CHARLES) CORP Common Stock 808513105 24,267.7 721,716.00 X1 X
SCIENTIFIC-ATLANTA Common Stock 808655104 1,533.1 20,578.00 X1 X
SeaChange Internation Common Stock 811699107 4,423.8 153,205.00 X1 X
SEAGATE TECHNOL Common Stock 811804103 1,607.1 29,220.00 X1 X
SEAGRAM CO Common Stock 811850106 3,262.9 56,257.00 X1 X
SEACOR SMIT INCORPORA Common Stock 811904101 6,277.0 162,250.00 X1 X
SEALED AIR CORP Common Stock 81211K100 563.2 10,753.00 X1 X
SEARS ROEBUCK Common Stock 812387108 1,897.1 58,149.00 X1 X
Semtech Corporation Common Stock 816850101 91.8 1,200.00 X1 X
SEMPRA ENERGY Common Stock 816851109 441.9 25,993.00 X1 X
SENSORMATIC ELECTRONI Common Stock 817265101 35.5 2,248.00 X1 X
SEPRACOR INCORPORATED Common Stock 817315104 2,453.9 20,343.00 X1 X
SEQUA CORPORATION - C Common Stock 817320104 10.6 277.00 X1 X
SHAW INDUSTRIES INC Common Stock 820286102 50.3 4,021.00 X1 X
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Siebel Systems Inc. Common Stock 826170102 6,551.7 40,056.00 X1 X
Sierra Pacific Resour Common Stock 826428104 28.9 2,298.00 X1 X
Sigma-Aldrich Common Stock 826552101 321.6 10,995.00 X1 X
Silicon Valley Bancsh Common Stock 827064106 639.4 15,000.00 X1 X
SIMON PROPERTY GRP IN Common Stock 828806109 3,270.4 147,400.00 X1 X
Simpson Industries In Common Stock 829060102 1,223.8 162,500.00 X1 X
Six Flags, Incorporat Common Stock 83001P109 54.4 2,393.00 X1 X
SMITH INTERNATIONAL I Common Stock 832110100 8,128.0 111,629.00 X1 X
SMUCKER (J.M.) CO Common Stock 832696108 16.3 849.00 X1 X
SNAP-ON INC Common Stock 833034101 198.9 7,469.00 X1 X
SOLECTRON CORPORATION Common Stock 834182107 8,872.6 211,884.00 X1 X
Solectron Corp Conver CONV P0 30/36 834182AJ6 3,092.5 4,590,000.00 X1 X
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SonoSite Inc. Common Stock 83568G104 1,022.8 35,500.00 X1 X
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SOUTHERN CO Common Stock 842587107 1,947.1 83,521.00 X1 X
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SOUTHWEST AIRLINES Common Stock 844741108 1,207.0 63,738.00 X1 X
Sovereign Banc Common Stock 845905108 46.6 6,627.00 X1 X
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Spectrasite Holdings Common Stock 84760T100 348.8 12,294.00 X1 X
Speedway Motorsports Common Stock 847788106 851.0 37,000.00 X1 X
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SPRINGS INDUSTRIES CL Common Stock 851783100 72.1 2,239.00 X1 X
SPRINT Common Stock 852061100 21,711.3 425,711.00 X1 X
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Stamps.con Inc. Common Stock 852857101 264.0 36,100.00 X1 X
STANDARD REGISTER COM Common Stock 853887107 11.6 816.00 X1 X
Stanford Microdevices Common Stock 854399102 703.7 16,200.00 X1 X
STANLEY WORKS Common Stock 854616109 622.3 26,204.00 X1 X
Staples Incorporated Common Stock 855030102 955.3 62,134.00 X1 X
Starbucks Corporation Common Stock 855244109 900.5 23,580.00 X1 X
STARWOOD HOTELS & RES Common Stock 85590A203 7,312.3 226,300.00 X1 X
STATE STREET CORPORAT Common Stock 857477103 2,203.0 20,771.00 X1 X
Staten Island Bancorp Common Stock 857550107 765.3 43,421.00 X1 X
Steelcase Inc Common Stock 858155203 562.3 33,076.00 X1 X
Steinway Musical Inst Common Stock 858495104 1,293.0 78,364.00 X1 X
Stepan Co Common Stock 858586100 1,666.8 71,690.00 X1 X
Steris Corporation Common Stock 859152100 17.6 1,978.00 X1 X
Stewart & Stevenson S Common Stock 860342104 12.4 820.00 X1 X
Stewart Enterprises I Common Stock 860370105 11.3 3,213.00 X1 X
Stmicroelectron Globa CONV P0 30/36 861012AB8 1,607.9 950,000.00 X1 X
Stone Energy Corp Common Stock 861642106 7,576.1 126,796.00 X1 X
STORAGE TECHNOLOGY CO Common Stock 862111200 33.4 3,050.00 X1 X
StorageNetworks Incor Common Stock 86211E103 13.5 500.00 X1 X
Stratos Lightwave Inc Common Stock 863100103 192.3 6,900.00 X1 X
STRUCTURAL DYNAMICS R Common Stock 863555108 15.8 1,047.00 X1 X
STRYKER CORPORATION Common Stock 863667101 257.4 5,884.00 X1 X
SUIZA FOODS CORPORATI Common Stock 865077101 45.6 934.00 X1 X
SUMMIT BANCORP Common Stock 866005101 554.6 22,520.00 X1 X
SUMMIT PROP Common Stock 866239106 1,241.1 59,100.00 X1 X
Sun Microsystem Common Stock 866810104 66,396.5 730,133.00 X1 X
SUNGARD DATA SYSTEMS Common Stock 867363103 119.6 3,858.00 X1 X
SUNOCO INC Common Stock 86764P109 333.0 11,313.00 X1 X
SUNTRUST BANKS Common Stock 867914103 1,778.3 38,924.00 X1 X
SUPERIOR INDUSTRIES I Common Stock 868168105 20.9 812.00 X1 X
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Swift Transportation Common Stock 870756103 26.4 1,885.00 X1 X
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SYBRON INTERNATIONAL Common Stock 87114F106 62.4 3,151.00 X1 X
Sycamore Networks Inc Common Stock 871206108 8,421.6 76,300.00 X1 X
Sykes Enterprises Inc Common Stock 871237103 16.0 1,241.00 X1 X
Sylvan Learning Syste Common Stock 871399101 17.4 1,262.00 X1 X
Symantec Corporation Common Stock 871503108 99.3 1,841.00 X1 X
SYMBOL TECHNOLOGIES I Common Stock 871508107 218.7 4,050.00 X1 X
Synopsys Common Stock 871607107 73.9 2,137.00 X1 X
SYNOVUS FINANCIAL CO Common Stock 87161C105 636.0 36,084.00 X1 X
SYSCO CORP Common Stock 871829107 1,809.0 42,943.00 X1 X
TCF FINANCIAL CORP Common Stock 872275102 65.0 2,531.00 X1 X
TECO ENERGY INC Common Stock 872375100 671.4 33,466.00 X1 X
TJX COS Common Stock 872540109 720.1 38,405.00 X1 X
TRW INC Common Stock 872649108 687.1 15,842.00 X1 X
TMP Worldwide Incorpo Common Stock 872941109 5,572.8 75,500.00 X1 X
TXU Corporation Common Stock 873168108 1,003.2 34,007.00 X1 X
Target Corporation Common Stock 87612E106 3,911.9 67,447.00 X1 X
Tech Data Corp Common Stock 878237106 70.9 1,628.00 X1 X
Tecumseh Products Com Common Stock 878895200 24.2 633.00 X1 X
Tekelec Common Stock 879101103 6,679.1 138,606.00 X1 X
TEKTRONIX Common Stock 879131100 459.5 6,210.00 X1 X
Telaxis Communication Common Stock 879202109 312.5 10,000.00 X1 X
TELEDYNE TECHNOLOGIES Common Stock 879360105 0.0 0.00 X1 X
TELEFLEX INCORPORATED Common Stock 879369106 41.3 1,115.00 X1 X
TELEPHONE & DATA SYS Common Stock 879433100 191.5 1,910.00 X1 X
Tellabs Inc Common Stock 879664100 3,611.7 52,773.00 X1 X
TEMPLE-INLAND Common Stock 879868107 285.9 6,806.00 X1 X
TENET HEALTH Common Stock 88033G100 1,078.6 39,948.00 X1 X
TERADYNE INC Common Stock 880770102 1,648.5 22,428.00 X1 X
Terayon Communication Common Stock 880775101 1,445.3 22,500.00 X1 X
Texaco Inc Common Stock 881694103 3,783.5 71,051.00 X1 X
TEXAS INSTRUMEN Common Stock 882508104 73,238.8 1,066,261.00 X1 X
TEXTRON Common Stock 883203101 1,005.3 18,509.00 X1 X
ThermaWave Incorporat Common Stock 88343A108 495.3 22,200.00 X1 X
THERMO ELECTRON CORP Common Stock 883556102 418.1 19,852.00 X1 X
THOMAS & BETTS COMPAN Common Stock 884315102 613.3 32,067.00 X1 X
3 Com Common Stock 885535104 2,604.6 45,199.00 X1 X
TIDEWATER INCORPORATE Common Stock 886423102 62.3 1,730.00 X1 X
TIFFANY & COMPANY Common Stock 886547108 643.0 9,526.00 X1 X
TIME WARNER Common Stock 887315109 42,959.2 565,252.00 X1 X
Time Warner Telecom I Common Stock 887319101 2,819.6 43,800.00 X1 X
TIMKEN CO Common Stock 887389104 139.6 7,496.00 X1 X
The Titan Corporation Common Stock 888266103 70.3 1,570.00 X1 X
Titan International I Common Stock 88830M102 591.9 111,418.00 X1 X
Titan Pharmaceuticals Common Stock 888314101 1,857.6 43,200.00 X1 X
Toll Brothers Incorpo Common Stock 889478103 522.8 25,500.00 X1 X
Tootsie Roll Industri Common Stock 890516107 1,505.0 43,000.00 X1 X
TORCHMARK Common Stock 891027104 401.1 16,249.00 X1 X
TOSCO CORPORATION Common Stock 891490302 741.1 26,176.00 X1 X
TOTAL RENAL CAR Common Stock 89151A107 0.0 0.00 X1 X
Toys 'R' Us, Inc. Common Stock 892335100 401.1 27,545.00 X1 X
Trammell Crow Company Common Stock 89288R106 1,554.5 144,600.00 X1 X
Transaction Systems A Common Stock 893416107 17.0 994.00 X1 X
Transwitch Intl Inc Common Stock 894065101 5,162.7 66,885.00 X1 X
TRICON GLOBAL RESTAUR Common Stock 895953107 528.4 18,703.00 X1 X
TRIBUNE CO Common Stock 896047107 1,387.5 39,643.00 X1 X
Tribune Company Conv CONV P4 30/36 896047305 1,643.5 1,426,000.00 X1 X
TRIGON HEALTHCARE INC Common Stock 89618L100 64.5 1,251.00 X1 X
TRINITY INDUSTRIES IN Common Stock 896522109 21.4 1,155.00 X1 X
TriQuint Semiconducto Common Stock 89674K103 115.7 1,209.00 X1 X
Triquint Semiconducto CONV P2 30/36 89674KAA1 893.8 1,000,000.00 X1 X
Trizec Hahn Corporati Common Stock 896938107 3,083.4 172,500.00 X1 X
TUPPERWARE Common Stock 899896104 159.1 7,234.00 X1 X
Tut Systems Inc Common Stock 901103101 659.8 11,500.00 X1 X
Tweeter Home Entertai Common Stock 901167106 838.4 27,600.00 X1 X
TYCO INTL LTD Common Stock 902124106 46,647.4 984,641.00 X1 X
TYSON FOODS INC - CL Common Stock 902494103 60.3 6,892.00 X1 X
UCAR INTL INCORPORATE Common Stock 90262K109 17.3 1,321.00 X1 X
USX-MARATHON OI Common Stock 902905827 999.7 39,890.00 X1 X
UST INC Common Stock 902911106 658.6 44,838.00 X1 X
US BANCORP Common Stock 902973106 1,862.6 96,756.00 X1 X
USG Corporation Common Stock 903293405 44.0 1,449.00 X1 X
USX U.S. STEEL Common Stock 90337T101 207.5 11,177.00 X1 X
UTI Energy Corp. Common Stock 903387108 1,914.0 47,700.00 X1 X
UbiquiTel Incorporate Common Stock 903474302 64.2 6,800.00 X1 X
Ulticom Incorporated Common Stock 903844108 523.5 21,800.00 X1 X
USA Education Incorpo Common Stock 90390U102 751.1 20,062.00 X1 X
ULTRAMAR DIAMOND SHAM Common Stock 904000106 167.2 6,739.00 X1 X
UNIFI INCORPORATED Common Stock 904677101 21.4 1,732.00 X1 X
Unify Corporation Common Stock 904743101 1,958.2 228,700.00 X1 X
Unilever NV Common Stock 904784709 3,164.8 73,599.00 X1 X
UNICOM CORP Common Stock 904911104 885.9 22,900.00 X1 X
Union Carbide Corpora Common Stock 905581104 864.1 17,457.00 X1 X
UNION PACIFIC Common Stock 907818108 1,181.5 31,771.00 X1 X
UNION PACIF RES Common Stock 907834105 706.7 32,124.00 X1 X
UNION PLANTERS CORPOR Common Stock 908068109 484.9 17,358.00 X1 X
Unisys Corporation Common Stock 909214108 582.9 40,025.00 X1 X
US Cellular Corp Conv CONV P0 30/36 911684AA6 1,623.5 2,740,000.00 X1 X
USAIR GROUP Common Stock 911905107 335.2 8,594.00 X1 X
US WEST INC Common Stock 91273H101 11,990.0 138,613.00 X1 X
UNITED TECH Common Stock 913017109 4,145.1 70,405.00 X1 X
United Therapeutics C Common Stock 91307C102 1,517.3 14,000.00 X1 X
Unitedhealth Group In Common Stock 91324P102 1,806.2 21,064.00 X1 X
Unitrin Inc. Common Stock 913275103 64.1 2,181.00 X1 X
Universal Compression Common Stock 913431102 653.3 19,500.00 X1 X
UNIVERSAL CORPORATION Common Stock 913456109 18.1 859.00 X1 X
UNIVERSAL FOODS CORP Common Stock 913538104 26.9 1,456.00 X1 X
Universal Health Serv Common Stock 913903100 11,540.5 174,856.00 X1 X
Univision Communicati Common Stock 914906102 321.3 3,104.00 X1 X
UNOCAL Common Stock 915289102 1,351.3 40,793.00 X1 X
UNUMProvident Corpora Common Stock 91529Y106 615.0 30,654.00 X1 X
USinternetworking Inc Common Stock 917311805 389.3 19,050.00 X1 X
UTILICORP UNITED INC Common Stock 918005109 56.2 2,829.00 X1 X
UTStarcom Incorporate Common Stock 918076100 449.6 14,800.00 X1 X
VF CORP Common Stock 918204108 345.1 14,491.00 X1 X
Valassis Communicatio Common Stock 918866104 66.6 1,748.00 X1 X
VALERO ENERGY CORPORA Common Stock 91913Y100 51.9 1,634.00 X1 X
VALSPAR CORP Common Stock 920355104 47.3 1,400.00 X1 X
ValueClick Incorporat Common Stock 92046N102 15.4 1,500.00 X1 X
ValueVision Internati Common Stock 92047K107 3,955.9 164,828.00 X1 X
Varco International I Common Stock 922122106 1,801.2 77,473.00 X1 X
Vectren Corporation Common Stock 92240G101 31.0 1,796.00 X1 X
VERITAS Software Corp Common Stock 923436109 20,746.1 183,568.00 X1 X
VeriSign Incorporated Common Stock 92343E102 19,627.5 111,204.00 X1 X
VERITAS DGC INC. Common Stock 92343P107 637.0 24,500.00 X1 X
Verizon Communication Common Stock 92343V104 10,384.3 204,366.00 X1 X
Versata Incorporated Common Stock 925298101 495.8 12,300.00 X1 X
Verticalnet, Inc. Common Stock 92532L107 487.6 13,200.00 X1 X
VIACOM CL B Common Stock 925524308 29,263.2 429,158.00 X1 X
Viatel Incorporated Common Stock 925529208 3,621.5 126,793.00 X1 X
The viaLink Company Common Stock 92552Q101 437.3 42,400.00 X1 X
VIAD CORPORAITON Common Stock 92552R109 2,803.6 102,883.00 X1 X
Vignette Corporation Common Stock 926734104 2,981.7 15,429.00 X1 X
Virage Incorporated Common Stock 92763Q106 9.0 500.00 X1 X
VISHAY INTERTECHNOLOG Common Stock 928298108 156.2 4,118.00 X1 X
Visteon Corporation Common Stock 92839U107 215.8 17,794.00 X1 X
VISX Incorporated Common Stock 92844S105 52.9 1,884.00 X1 X
Vitesse Semiconductor Common Stock 928497106 405.6 5,514.00 X1 X
VoiceStream Wireless Common Stock 928615103 3,977.4 34,200.00 X1 X
VULCAN MATERIALS COMP Common Stock 929160109 551.7 12,923.00 X1 X
Wabtec Corporation Common Stock 929740108 947.2 91,300.00 X1 X
WACHOVIA CORP Common Stock 929771103 1,415.5 26,093.00 X1 X
WADDELL & REED FINANC Common Stock 930059100 82.0 2,500.00 X1 X
WAL-MART STORES Common Stock 931142103 66,865.6 1,160,357.00 X1 X
WALGREEN Common Stock 931422109 4,180.6 129,884.00 X1 X
Wallace Computer Serv Common Stock 932270101 12.1 1,227.00 X1 X
WARNACO GROUP CL-A Common Stock 934390105 12.6 1,630.00 X1 X
WASHINGTON GAS LIGHT Common Stock 938837101 32.8 1,362.00 X1 X
WASHINGTON MUTUAL INC Common Stock 939322103 2,033.8 70,433.00 X1 X
WASHINGTON POST CL B Common Stock 939640108 179.3 375.00 X1 X
WASTE MANAGEMENT INC Common Stock 94106L109 1,516.3 79,806.00 X1 X
Waters Corporation Common Stock 941848103 240.0 1,923.00 X1 X
WATSON PHARMACEUTICAL Common Stock 942683103 665.2 12,376.00 X1 X
WAUSAU-MOSINEE PAPER Common Stock 943315101 12.9 1,506.00 X1 X
WEATHERFORD INTL INC Common Stock 947074100 130.1 3,268.00 X1 X
Websense Incorporated Common Stock 947684106 10.1 400.00 X1 X
Webster Financial Cor Common Stock 947890109 39.4 1,777.00 X1 X
WELLMAN INC Common Stock 949702104 16.3 1,007.00 X1 X
WELLPOINT HEALTH NETW Common Stock 94973H108 1,028.8 14,202.00 X1 X
Wells Fargo & Company Common Stock 949746101 15,594.7 402,444.00 X1 X
WENDY'S INTL Common Stock 950590109 255.9 14,368.00 X1 X
Westamerica Bancorpor Common Stock 957090103 29.9 1,145.00 X1 X
Westell Technologies Common Stock 957541105 1,950.0 130,000.00 X1 X
Western Gas Resources Common Stock 958259103 2,226.0 106,000.00 X1 X
Western Resources Inc Common Stock 959425109 759.5 49,000.00 X1 X
Western Wireless Corp Common Stock 95988E204 8,300.4 152,300.00 X1 X
WestPoint Stevens Inc Common Stock 961238102 17.4 1,564.00 X1 X
WESTVACO CORP Common Stock 961548104 316.4 12,753.00 X1 X
Westwood One Inc. Common Stock 961815107 115.2 3,377.00 X1 X
WEYERHAEUSER CO Common Stock 962166104 1,734.0 40,326.00 X1 X
Whirlpool Corporation Common Stock 963320106 706.7 15,158.00 X1 X
Whitehall Jewellers I Common Stock 965063100 346.8 18,619.00 X1 X
Whitman Corporation Common Stock 96647R107 53.2 4,297.00 X1 X
WILLAMETTE IND Common Stock 969133107 382.4 14,033.00 X1 X
WILLIAMS CO Common Stock 969457100 2,373.0 56,923.00 X1 X
Williams-Sonoma Inc. Common Stock 969904101 53.6 1,653.00 X1 X
Wilmington Trust Corp Common Stock 971807102 41.5 971.00 X1 X
Wilsons The Leather E Common Stock 972463103 208.8 14,215.00 X1 X
WINN-DIXIE STOR Common Stock 974280109 261.4 18,267.00 X1 X
Winston Hotels Inc Common Stock 97563A102 1,130.3 150,700.00 X1 X
Wisconsin Central Tra Common Stock 976592105 19.5 1,502.00 X1 X
WISCONSIN ENERGY CORP Common Stock 976657106 71.1 3,588.00 X1 X
Wolverine Tube Inc Common Stock 978093102 285.3 16,785.00 X1 X
Worldcom Inc Common Stock 98157D106 41,598.1 906,770.00 X1 X
Worthington Industrie Common Stock 981811102 113.2 10,778.00 X1 X
WRIGLEY (WM) JR Common Stock 982526105 1,186.5 14,797.00 X1 X
Xilinx Inc. Common Stock 983919101 16,862.9 204,244.00 X1 X
XEROX Common Stock 984121103 2,239.3 107,917.00 X1 X
Yahoo! Incorporated Common Stock 984332106 16,650.0 134,410.00 X1 X
Xicor Incorporated Common Stock 984903104 239.4 35,800.00 X1 X
YORK INTERNATIONAL CO Common Stock 986670107 29.8 1,142.00 X1 X
Young & Rubicam Inc. Common Stock 987425105 533.5 9,329.00 X1 X
Young & Rubicam Inc 1 CONV P2 30/36 987425AA3 669.9 660,000.00 X1 X
Z-Tel Technologies In Common Stock 988792107 181.2 15,100.00 X1 X
Zapata Corp Common Stock 989070503 394.4 126,201.00 X1 X
Zions Bancorporation Common Stock 989701107 119.6 2,606.00 X1 X
Zoran Corporation Common Stock 98975F101 494.5 7,500.00 X1 X
Zonagen Inc Common Stock 98975L108 214.6 65,725.00 X1 X
ACE Limited Common Stock G0070K103 2,835.2 101,258.00 X1 X
Everest Re Group Limi Common Stock G3223R108 410.1 12,476.00 X1 X
Global Crossing Ltd. Common Stock G3921A100 2,984.0 113,405.00 X1 X
Marvell Technology Gr Common Stock G5876H105 45.6 800.00 X1 X
PARTNERRE LTD Common Stock G6852T105 398.5 11,245.00 X1 X
Renaissancere Holding Common Stock G7496G103 954.0 21,900.00 X1 X
RSL Communications Lt Common Stock G7702U102 509.0 44,500.00 X1 X
Santa Fe Internationa Common Stock G7805C108 768.6 22,000.00 X1 X
Transocean Sedco Fore Common Stock G90078109 4,328.6 81,003.00 X1 X
Accord Networks Incor Common Stock M01690102 140.6 15,200.00 X1 X
AudioCodes Limited Common Stock M15342104 8,366.4 69,720.00 X1 X
BackWeb Technologies Common Stock M15633106 4,864.4 212,650.00 X1 X
BreezeCom Limited Common Stock M20385106 800.4 18,400.00 X1 X
Ectel Ltd. Common Stock M29925100 653.2 28,400.00 X1 X
Precise Software Solu Common Stock M41450103 72.0 4,500.00 X1 X
Gilat Satellite Netwo Common Stock M51474100 4,419.2 63,700.00 X1 X
Jacada Ltd. Common Stock M6184R101 229.6 18,100.00 X1 X
Nova Measuring Instru Common Stock M7516K103 416.0 25,900.00 X1 X
ORBOTECH LTD Common Stock M75253100 14,317.1 154,154.00 X1 X
RADVision Limitaed Common Stock M81869105 589.5 21,100.00 X1 X
Core Laboratories NV Common Stock N22717107 768.5 26,500.00 X1 X
Flextronics Internati Common Stock Y2573F102 10,818.3 157,500.00 X1 X
GRAND TOTAL ( 1433 items ) 5,117,106.2 171,040,570.50
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