----------------------------
OMB APPROVAL
----------------------------
OMB Number:
Expires:
Estimated average burden
hours per response.....
----------------------------
SEC USE ONLY
----------------------------
----------------------------
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT MANAGERS PURSUANT
TO SECTION 13(f) OF THE SECURITIES EXCHANGE ACT OF 1934 AND RULES THEREUNDER
Report for the Calendar Year or Quarter Ended 03/31/99
- --------------------------------------------------------------------------------
(Please read instructions before preparing form.)
- --------------------------------------------------------------------------------
If amended report check here: |_|
Allstate Insurance Company
- --------------------------------------------------------------------------------
Name of Institutional Investment Manager
3075 Sanders Road Suite G4A Northbrook Illinois 60062-7127
- --------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
Joseph A. Haas (847)402-7581 Assistant Vice President, Investment Operations
- --------------------------------------------------------------------------------
Name, Phone No., and Title of Person Duly Authorized to Submit This Report.
- ------------------------------------ATTENTION-----------------------------------
Intentional misstatements or omissions of facts constitute
Federal Criminal Violations.
See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).
- --------------------------------------------------------------------------------
The institutional investment manager submitting this Form and its
attachments and the person by whom it is signed represent hereby that all
information contained therein is true, correct and complete. It is understood
that all required items, statements and schedules are considered integral parts
of this Form and that the submission of any amendment represents that all
unamended items, statements and schedules remain true, correct and complete as
previously submitted.
Pursuant to the requirements of Securities Exchange Act of 1934, the
undersigned institutional investment manager has caused this report to be signed
on its behalf in the the 21 day of April, 1999.
Allstate Insurance Company
------------------------------------------
(Name of Institutional Investment Manager)
/s/ Joseph A. Haas
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filled (other than the one filing this report): (List
in alphabetical order).
13F File Numbers will be assigned to Institutional Investment Managers after
they file their first report.
Name: 13F File No.:
- -------------------------------------------------------------- ---------------
1. Allstate Insurance Company 28-35
- -------------------------------------------------------------- ---------------
2.
- -------------------------------------------------------------- ---------------
3.
- -------------------------------------------------------------- ---------------
4.
- -------------------------------------------------------------- ---------------
5.
- -------------------------------------------------------------- ---------------
<PAGE>
FORM 13F
Name of Reporting Manager: ALLSTATE INSURANCE COMPANY
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------------
ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCRETION VOTING AUTHORITY
--------------------- (SHARES)
TITLE FAIR SHARES OR (A) (B) (C) MANA- ----------------
NAME OF ISSUER OF CUSIP MARKET PRINCIPAL SOLE SHARED SHARED GERS (A) (B) (C)
CLASS NUMBER VALUE AMOUNT OTHER SOLE SHARED NONE
- -----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
A D C TELECOM COMMON 00886101 6,871,768.75 144,100.00 X 1 X
ABM INDS COMMON 00957100 247,050.00 8,100.00 X 1 X
AFLAC CORP COMMON 01055102 6,799,243.75 124,900.00 X 1 X
AES CORP COMMON 0130H105 1,165,925.00 31,300.00 X 1 X
AK STEEL HOLDING COMMON 01547108 3,871,725.00 171,600.00 X 1 X
AMB PROPERTY CORP COMMON 0163T109 13,072,500.00 630,000.00 X 1 X
AMLI RESIDENTIAL PROP. TRUST CONV. NON-RED. P/S 01735109 10,312,500.00 500,000.00 X 1 X
A M R COMMON 01765106 3,712,862.49 63,400.00 X 1 X
AT & T COMMON 01957109 41,423,725.01 519,013.00 X 1 X
AT&T CORP - LIBERTY MEDIA -A COMMON 01957208 6,136,075.00 116,600.00 X 1 X
ABBOTT LABS COMMON 02824100 18,327,093.74 391,500.00 X 1 X
AMBERCROMBIE & FITCH CL A COMMON 02896207 6,716,000.00 73,000.00 X 1 X
ACNIELSEN CORP COMMON 04833109 1,584,100.00 58,400.00 X 1 X
ACXIOM CORP COMMON 05125109 588,300.00 22,200.00 X 1 X
ADAPTEC INC. COMMON 0651F108 1,368,750.00 60,000.00 X 1 X
AETNA INC COMMON 08117103 1,900,700.00 22,900.00 X 1 X
AIR EXPRESS INTL CORP COMMON 09104100 165,618.76 10,950.00 X 1 X
AIR PRODUCTS & CHEMICALS COMMON 09158106 407,575.00 11,900.00 X 1 X
AIRBORNE FREIGHT COMMON 09266107 1,615,387.50 51,900.00 X 1 X
AIRTOUCH COMM COMMON 0949T100 15,517,975.00 160,600.00 X 1 X
AIRTOUCH COMM. 6% CONV. SER. B NON-RED. P/S 0949T209 3,937,500.00 50,000.00 X 1 X
AIRTOUCH COMM 4.25% SER. C CONV. RED. P/S 0949T308 8,749,225.00 65,050.00 X 1 X
ALBEMARLE COMMON 12653101 594,625.00 28,400.00 X 1 X
ALBERTSON'S COMMON 13104104 684,337.51 12,600.00 X 1 X
ALCAN ALUMINUM COMMON FOR. 13716105 877,625.01 34,000.00 X 1 X
ALUMINUM CO OF AMERICA COMMON 13817101 2,018,187.50 49,000.00 X 1 X
ALLEGHENY ENERGY COMMON 17361106 2,162,350.00 73,300.00 X 1 X
ALLEN TELECOM COMMON 18091108 63,050.01 10,400.00 X 1 X
ALLIANT TECHSYSTEMS COMMON 18804104 2,540,381.26 32,700.00 X 1 X
ALLIED-SIGNAL COMMON 19512102 10,231,000.00 208,000.00 X 1 X
ALLTEL COMMON 20039103 4,360,012.50 69,900.00 X 1 X
ALPHARMA INC COMMON 20813101 341,474.98 8,700.00 X 1 X
ALTERA COMMON 21441100 3,040,450.00 51,100.00 X 1 X
AMCOL INTL CORP COMMON 2341W103 111,500.00 11,150.00 X 1 X
AMERADA HESS COMMON 23551104 719,468.75 14,300.00 X 1 X
AMEREN CORPORATION COMMON 23608102 1,161,618.75 32,100.00 X 1 X
AMERICA ON-LINE COMMON 2364J104 35,317,400.00 241,900.00 X 1 X
AMERICAN BANKERS INS COMMON 24456105 660,400.00 12,700.00 X 1 X
AMERICAN ELEC PWR COMMON 25537101 2,472,531.25 62,300.00 X 1 X
AMERICAN EXPRESS COMMON 25816109 11,785,250.00 100,300.00 X 1 X
AMERICAN FREIGHTWAYS COMMON 2629V108 145,487.50 11,300.00 X 1 X
AMERICAN GENERAL COMMON 26351106 2,340,600.00 33,200.00 X 1 X
AMERICAN HOME PRODUCTS COMMON 26609107 31,926,824.99 489,300.00 X 1 X
AMERICAN INTL COMMON 26874107 43,914,737.73 364,060.00 X 1 X
AMERICAN MANAGEMENT SYSTEMS COMMON 27352103 457,275.00 13,400.00 X 1 X
AMERICAN POWER CONVERSION COMMON 29066107 969,299.99 35,900.00 X 1 X
AMERICAN STANDARD COMPANIES COMMON 29712106 4,417,187.50 128,500.00 X 1 X
AMERICAN STORES COMMON 30096101 3,814,800.00 115,600.00 X 1 X
AMERICREDIT CORP COMMON 3060R101 258,562.50 19,700.00 X 1 X
AMERITECH NEW COMMON 30954101 14,329,850.02 247,600.00 X 1 X
AMGEN COMMON 31162100 6,589,000.00 88,000.00 X 1 X
AMP COMMON 31897101 601,300.00 11,200.00 X 1 X
AMRESCO INC COMMON 31909104 112,237.49 14,600.00 X 1 X
AMSOUTH COMMON 32165102 282,100.00 6,200.00 X 1 X
ANADARKO PETROLEUM COMMON 32511107 819,175.00 21,700.00 X 1 X
ANALOG DEVICES COMMON 32654105 3,346,875.00 112,500.00 X 1 X
ANIXTER INTERNATIONAL INC COMMON 35290105 187,418.76 15,700.00 X 1 X
ANNTAYLOR STORES COMMON 36115103 326,987.50 7,400.00 X 1 X
AON COMMON 37389103 3,023,350.00 47,800.00 X 1 X
APACHE COMMON 37411105 6,838,800.00 262,400.00 X 1 X
APOGEE ENTERPRISES COMMON 37598109 133,000.00 11,200.00 X 1 X
APPLE COMPUTER COMMON 37833100 902,031.25 25,100.00 X 1 X
APPLEBEES INTL INC COMMON 37899101 223,312.49 9,000.00 X 1 X
APPLIED MATERIALS COMMON 38222105 8,136,581.25 131,900.00 X 1 X
APPLIED POWER INC - CL A COMMON 38225108 1,331,843.75 48,875.00 X 1 X
APTARGROUP COMMON 38336103 312,000.01 12,000.00 X 1 X
ARCHER-DANIELS-MIDLAND COMMON 39483102 447,968.75 30,500.00 X 1 X
ARCHSTONE COMMUNITIES TRUST COMMON 39581103 83,640,747.75 4,156,062.00 X 1 X
ARCTIC CAT INC COMMON 39670104 149,062.50 15,000.00 X 1 X
ARDEN REALTY INC COMMON 39793104 5,562,500.00 250,000.00 X 1 X
ARROW ELECTRONICS INC COMMON 42735100 541,500.00 36,100.00 X 1 X
ARVIN INDUSTRIES COMMON 43339100 798,393.74 23,700.00 X 1 X
ASCEND COMMUNICATIONS INC COMMON 43491109 3,037,856.25 36,300.00 X 1 X
ASPECT TELECOMMUNICATION COMMON 45237104 88,112.49 13,300.00 X 1 X
ASSOCIATES FIRST CAPITAL CRP COMMON 46008108 19,734,840.01 438,552.00 X 1 X
ATLANTIC RICHFIELD COMMON 48825103 3,584,300.00 49,100.00 X 1 X
ATMOS ENERGY COMMON 49560105 233,406.21 9,700.00 X 1 X
AUTOMATIC DATA PROCESSING COMMON 53015103 1,100,575.00 26,600.00 X 1 X
AUTOZONE INC COMMON 53332102 236,925.00 7,800.00 X 1 X
AVALON BAY COMMUNITIES, COMMON COMMON 53484101 34,868,713.01 1,102,568.00 X 1 X
AVON PRODUCTS COMMON 54303102 635,343.75 13,500.00 X 1 X
AZTAR CORP COMMON 54802103 111,650.00 23,200.00 X 1 X
BISYS GROUP COMMON 55472104 478,125.02 8,500.00 X 1 X
BJ SERVICES COMMON 55482103 3,764,062.50 160,600.00 X 1 X
BRITISH PETROLEUM COMMON FOR. 55622104 1,811,525.31 17,947.00 X 1 X
BMC SOFTWARE COMMON 55921100 411,393.75 11,100.00 X 1 X
BAKER HUGHES COMMON 57224107 2,479,875.00 102,000.00 X 1 X
BALDOR ELEC COMMON 57741100 209,300.00 10,400.00 X 1 X
BALLARD MED PRODS COMMON 58566100 246,187.51 10,100.00 X 1 X
BALTIMORE GAS & ELEC COMMON 59165100 885,587.50 34,900.00 X 1 X
BANK OF AMERICA CORP COMMON 60505104 36,647,806.93 518,907.00 X 1 X
BANK OF NEW YORK COMMON 64057102 10,281,718.75 286,100.00 X 1 X
BANK ONE CORPORATION COMMON 6423A103 19,421,094.38 352,710.00 X 1 X
BANKBOSTON_CORP COMMON 6605R106 3,079,518.75 71,100.00 X 1 X
BANKERS TRUST CORP COMMON 66365107 432,425.00 4,900.00 X 1 X
BARNES & NOBLE COMMON 67774109 963,750.00 30,000.00 X 1 X
BARRICK GOLD COMMON FOR. 67901108 2,027,025.00 118,800.00 X 1 X
BARR LABS INC COMMON 68306109 222,650.00 7,300.00 X 1 X
BARRETT RES COMMON 68480201 1,501,243.77 59,900.00 X 1 X
BATTLE MOUNTAIN GOLD, CL A COMMON FOR. 71593107 32,450.00 11,800.00 X 1 X
BAXTER INTL COMMON 71813109 5,669,400.00 85,900.00 X 1 X
BEAR STEARNS COMMON 73902108 272,146.88 6,090.00 X 1 X
BECTON DICKINSON COMMON 75887109 3,555,400.00 92,800.00 X 1 X
BELL ATLANTIC COMMON 77853109 18,659,187.46 361,000.00 X 1 X
BELLSOUTH COMMON 79860102 18,172,349.99 453,600.00 X 1 X
AH BELO COMMON 80555105 1,102,300.00 60,400.00 X 1 X
BEST BUY COMMON 86516101 4,149,600.00 79,800.00 X 1 X
BESTFOODS INC COMMON 8658U101 690,900.00 14,700.00 X 1 X
BILLING CONCEPTS CORP COMMON 90063108 125,875.00 10,600.00 X 1 X
BIO TECH GENERAL COMMON 90578105 100,872.71 16,900.00 X 1 X
BIOGEN COMMON 90597105 4,366,737.50 38,200.00 X 1 X
BIRMINGHAM STL COMMON 91250100 50,006.24 12,700.00 X 1 X
BLACK & DECKER COMMON 91797100 1,430,287.50 25,800.00 X 1 X
BLOCK (H & R) COMMON 93671105 2,122,400.00 44,800.00 X 1 X
BOEING COMMON 97023105 9,331,276.51 273,444.00 X 1 X
BOISE CASCADE COMMON 97383103 4,827,825.00 149,700.00 X 1 X
BORDERS GROUP INC COMMON 99709107 458,437.50 32,600.00 X 1 X
BORG-WARNER AUTOMOTIVE INC COMMON 99724106 2,160,264.38 45,182.00 X 1 X
BOSTON SCIENTIFIC CORP COMMON 01137107 819,362.50 20,200.00 X 1 X
BOWATER COMMON 02183100 1,929,737.50 48,700.00 X 1 X
BOWNE COMMON 03043105 141,418.74 12,100.00 X 1 X
BRADLEY REAL ESTATE SERIES A NON-RED. P/S 04580204 1,141,875.00 63,000.00 X 1 X
BRIGHTPOINT COMMON 09473108 86,231.98 14,600.00 X 1 X
BRISTOL-MYERS-SQUIBB COMMON 10122108 38,928,356.26 605,300.00 X 1 X
BROWN GROUP COMMON 15657108 131,875.01 10,000.00 X 1 X
BROWNING-FERRIS INDUSTRIES COMMON 15885105 343,206.25 8,900.00 X 1 X
BUCKEYE CELLULOSE CORP COMMON 18255108 152,600.00 10,900.00 X 1 X
BURLINGTON NORTHERN COMMON 2189T104 3,665,562.50 111,500.00 X 1 X
BURLINGTON RESOURCES COMMON 22014103 12,891,825.00 322,800.00 X 1 X
BURR BROWN COMMON 22574106 266,725.00 11,350.00 X 1 X
CCB FINL CORP COMMON 24875105 810,937.50 15,000.00 X 1 X
CBS CORPORATION COMMON 2490K107 7,426,062.50 181,400.00 X 1 X
C-CUBE MICROSYSTEMS INC COMMON 25015107 247,656.25 12,500.00 X 1 X
CEC ENTERTAINMENT INC COMMON 25137109 222,425.00 6,200.00 X 1 X
C I G N A COMMON 25509109 888,412.49 10,600.00 X 1 X
CKE RESTAURANTS INC COMMON 2561E105 295,776.00 14,976.00 X 1 X
CMAC INVT COMMON 25662106 284,700.00 7,300.00 X 1 X
C M S ENERGY COMMON 25896100 1,931,012.50 48,200.00 X 1 X
CNF TRUST I 5% SERIES A CONV. RED. P/S 2612V205 2,636,250.00 47,500.00 X 1 X
CNF TRANSPORTATION COMMON 2612W104 990,687.50 26,200.00 X 1 X
C S X COMMON 26408103 436,100.00 11,200.00 X 1 X
C T S COMMON 26501105 202,693.75 4,100.00 X 1 X
CVS CORP COMMON 26650100 3,994,750.00 84,100.00 X 1 X
CABLE DESIGN TECH COMMON 26924109 110,550.00 10,050.00 X 1 X
CADILLAC FAIRVIEW CORP COMMON 26929207 1,052,981.25 63,100.00 X 1 X
CADENCE DESIGNS SYS INC COMMON 27387108 1,712,375.00 66,500.00 X 1 X
CALLON PETRO CO CONV. SERIES NON-RED. P/S 3123X201 1,226,250.00 45,000.00 X 1 X
CAMBRIDGE TECH PTNRS COMMON 32524109 274,725.00 19,800.00 X 1 X
CAMPBELL SOUP COMMON 34429109 2,648,756.25 65,100.00 X 1 X
CAPITAL ONE FINANCIAL COMMON 4040H105 8,969,400.00 59,400.00 X 1 X
CAPITAL RE COMMON 40432105 191,475.00 11,100.00 X 1 X
CARAUSTAR INDS COMMON 40909102 213,900.02 9,300.00 X 1 X
CARDINAL HEALTH COMMON 4149Y108 3,550,800.00 53,800.00 X 1 X
CARLISLE COMMON 42339100 2,973,300.00 63,600.00 X 1 X
CARNIVAL CRUISE LINES COMMON 43658102 3,967,556.25 81,700.00 X 1 X
CAROLINA PWR & LT COMMON 44141108 1,338,562.50 35,400.00 X 1 X
CARPENTER TECH COMMON 44285103 609,531.25 23,500.00 X 1 X
CASEYS GENERAL STORES COMMON 47528103 265,500.00 18,000.00 X 1 X
CATALINA MARKETING COMMON 48867104 532,425.00 6,200.00 X 1 X
CATERPILLAR COMMON 49123101 5,581,406.25 121,500.00 X 1 X
CENDANT COPORATION COMMON 51313103 689,850.00 43,800.00 X 1 X
CENTOCOR COMMON 52342101 1,148,756.25 31,100.00 X 1 X
CENTRAL & SOUTH WEST COMMON 52357109 1,164,843.75 49,700.00 X 1 X
CENTRAL HUDSON GAS & ELEC COMMON 53609102 225,618.75 6,300.00 X 1 X
CENTRAL PARKING CORP COMMON 54785109 310,500.00 9,000.00 X 1 X
CENTURA BANKS COMMON 5640T100 494,593.76 8,500.00 X 1 X
CENTURYTEL INC COMMON 56700106 1,011,600.00 14,400.00 X 1 X
CERIDIAN CORP COMMON 5677T106 270,562.50 7,400.00 X 1 X
CERNER CORP COMMON 56782104 179,900.01 11,200.00 X 1 X
CHAMPION ENTERPRISES COMMON 58496109 300,312.48 15,500.00 X 1 X
CHAMPION INTL COMMON 58525105 2,944,181.25 71,700.00 X 1 X
CHANCELLOR MEDIA CORP., 6% NON-RED. P/S 58915405 5,066,875.00 55,000.00 X 1 X
CHARTER ONE FINL COMMON 60903100 1,832,571.90 63,500.00 X 1 X
CHASE MANHATTAN CORP NEW COMMON 6161A108 13,874,514.50 170,632.00 X 1 X
CHECKPOINT SYSTEMS COMMON 62825103 93,931.25 11,300.00 X 1 X
CHEVRON COMMON 66751107 16,449,374.99 186,000.00 X 1 X
CHIQUITA BRANDS COMMON 70032106 211,900.00 20,800.00 X 1 X
CHIRON COMMON 70040109 2,465,775.00 112,400.00 X 1 X
CHUBB COMMON 71232101 491,925.00 8,400.00 X 1 X
CIBER INC COMMON 7163B102 320,431.25 16,700.00 X 1 X
CILCORP COMMON 71794100 312,325.01 5,200.00 X 1 X
CINCINNATI BELL COMMON 71870108 1,364,200.00 60,800.00 X 1 X
CINERGY COMMON 72474108 1,017,500.00 37,000.00 X 1 X
CIRCUIT CITY STORES COMMON 72737108 4,191,387.50 54,700.00 X 1 X
CISCO SYSTEMS, INC. COMMON 7275R102 52,044,926.64 475,025.00 X 1 X
CIRCUS CIRCUS ENTERPRISE INC COMMON 72909103 1,736,931.25 98,900.00 X 1 X
CITIGROUP INC COMMON 72967101 40,384,841.15 632,248.00 X 1 X
CITIZENS UTILITIES 5.0% CONV. RED. P/S 77351202 2,327,456.25 57,825.00 X 1 X
CITRIX SYSTEMS INC COMMON 77376100 1,242,875.00 32,600.00 X 1 X
CITY NATIONAL COMMON 78566105 1,401,725.00 45,400.00 X 1 X
CLAIRES STORES COMMON 79584107 3,003,462.50 99,700.00 X 1 X
CLEAR CHANNEL COMMUNICATIONS COMMON 84502102 905,343.75 13,500.00 X 1 X
CLOROX COMMON 89054109 5,660,156.25 48,300.00 X 1 X
COASTAL COMMON 90441105 5,897,100.00 178,700.00 X 1 X
COCA-COLA COMMON 91216100 34,081,537.51 555,300.00 X 1 X
COCA-COLA ENTERPRISES COMMON 91219104 608,025.00 20,100.00 X 1 X
COEUR D'ALENE MINES COMMON 92108108 53,212.50 12,900.00 X 1 X
COGNEX CORP COMMON 92422103 288,987.51 12,200.00 X 1 X
COLGATE-PALMOLIVE COMMON 94162103 5,299,200.00 57,600.00 X 1 X
COLUMBIA ENERGY GROUP COMMON 97648108 224,675.00 4,300.00 X 1 X
COLUMBIA HEALTHCARE COMMON 97677107 628,725.00 33,200.00 X 1 X
COMCAST CLASS A SPECIAL COMMON 00300200 3,952,475.00 62,800.00 X 1 X
COMDISCO COMMON 00336105 600,600.00 33,600.00 X 1 X
COMERICA COMMON 00340107 5,307,187.52 85,000.00 X 1 X
COMMERCE BANCORP INC COMMON 00519106 307,642.50 7,458.00 X 1 X
COMMERCIAL FEDERAL CORP COMMON 01647104 424,331.25 18,300.00 X 1 X
COMMONWEALTH ENERGY COMMON 02800108 304,150.01 7,900.00 X 1 X
COMMSCOPE INC COMMON 03372107 311,968.75 14,900.00 X 1 X
COMPAQ COMPUTER COMMON 04493100 8,479,575.00 267,600.00 X 1 X
COMPUTER ASSOCIATES INTL COMMON 04912109 3,456,675.01 97,200.00 X 1 X
COMPUSA COMMON 04932107 119,700.00 17,100.00 X 1 X
COMPUTER SCIENCES COMMON 05363104 2,433,768.75 44,100.00 X 1 X
COMPUWARE COMMON 05638109 448,850.00 18,800.00 X 1 X
COMVERSE TECHNOLOGY COMMON 05862402 2,397,000.00 28,200.00 X 1 X
CONAGRA COMMON 05887102 1,541,418.75 60,300.00 X 1 X
CONE MLS CORP COMMON 06814105 73,125.00 15,000.00 X 1 X
CONECTIV INC COMMON 06829103 308,062.50 15,900.00 X 1 X
CONSECO COMMON 08464107 4,433,650.00 143,600.00 X 1 X
CONSOLIDATED EDISON COMMON 09115104 543,750.00 12,000.00 X 1 X
CONSOLIDATED GRAPHICS COMMON 09341106 213,675.00 3,700.00 X 1 X
CONSOLIDATED NATL GAS COMMON 09615103 2,619,387.50 53,800.00 X 1 X
COOPER INDUSTRIES COMMON 16669101 225,912.50 5,300.00 X 1 X
CORDANT TECHNOLOGIES COMMON 18412104 704,681.25 17,700.00 X 1 X
CORN PRODUCTS INTL INC COMMON 19023108 306,400.00 12,800.00 X 1 X
CORNERSTONE PROPERTIES INC COMMON 1922H103 6,946,875.00 475,000.00 X 1 X
CORNING COMMON 19350105 3,144,000.00 52,400.00 X 1 X
COSTO COMPANIES INC COMMON 2160Q102 5,686,031.25 62,100.00 X 1 X
COUNTRYWIDE CREDIT INDUSTRIES COMMON 22372104 5,276,250.00 140,700.00 X 1 X
COVANCE INC COMMON 22816100 656,637.50 26,200.00 X 1 X
COVENTRY HEALTH CARE INC COMMON 22862104 119,249.99 15,900.00 X 1 X
CRANE COMMON 24399105 1,612,096.87 66,650.00 X 1 X
CROMPTON & KNOWLES COMMON 27111101 716,625.00 45,500.00 X 1 X
CROSS TIMBERS OIL CO COMMON 27573102 100,817.19 14,275.00 X 1 X
CROWN CORK & SEAL CONV. 4.5% NON-RED. P/S 28255303 3,918,550.00 143,800.00 X 1 X
CULLEN FROST BANKERS COMMON 29899109 402,675.01 8,400.00 X 1 X
CUMMINS ENGINE COMMON 31021106 1,155,781.25 32,500.00 X 1 X
CYPRUS AMAX MINERALS COMMON 32809103 1,479,250.00 122,000.00 X 1 X
CYTEC INDUSTRIES COMMON 32820100 1,044,225.00 46,800.00 X 1 X
D P L COMMON 33293109 1,016,400.00 61,600.00 X 1 X
DR HORTON INC COMMON 3331A109 232,825.00 13,900.00 X 1 X
DETROIT EDISON COMMON 33331107 1,303,031.25 33,900.00 X 1 X
DALLAS SEMICONDUCTOR COMMON 35204104 359,212.50 9,300.00 X 1 X
DAMES & MOORE COMMON 35713104 115,231.25 10,300.00 X 1 X
DANA COMMON 35811106 323,000.00 8,500.00 X 1 X
DAYTON-HUDSON COMMON 39753106 5,949,612.50 89,300.00 X 1 X
DEERE COMMON 44199105 475,087.50 12,300.00 X 1 X
DELL COMPUTER COMMON 47025109 23,691,150.00 579,600.00 X 1 X
DELPHI FINANCIAL GROUP COMMON 47131105 220,729.50 6,516.00 X 1 X
DELTA AND PINE LAND COMMON 47357106 326,964.75 10,633.00 X 1 X
DELTA AIR LINES COMMON 47361108 507,350.00 7,300.00 X 1 X
DELUXE CORP COMMON 48019101 1,074,712.50 36,900.00 X 1 X
DENTSPLY INTERNATIONAL INC COMMON 49030107 785,850.00 33,800.00 X 1 X
DEVON ENERGY CORP COMMON 51799102 286,650.27 10,400.01 X 1 X
DEVRY INC COMMON 51893103 632,200.21 21,800.01 X 1 X
DEXTER COMMON 52165105 752,850.00 23,900.00 X 1 X
DIAL CORP. COMMON 5247D101 1,436,875.00 41,800.00 X 1 X
DIAMOND OFFSHORE DRILLING INC COMMON 5271C102 3,636,875.00 115,000.00 X 1 X
DIGITAL MICROWAVE CORP COMMON 53859102 152,425.00 18,200.00 X 1 X
DIME BANCORP INC COMMON 5429Q102 2,311,793.74 99,700.00 X 1 X
DIONEX COMMON 54546104 286,899.99 7,600.00 X 1 X
DISNEY (WALT) COMMON 54687106 14,357,962.48 461,300.00 X 1 X
DOLE FOODS COMMON 56605106 3,721,725.00 125,100.00 X 1 X
DOLLAR TREE STORES INC COMMON 56747106 2,010,937.50 65,000.00 X 1 X
DOMINION RESOURCES COMMON 57470104 2,164,537.50 58,600.00 X 1 X
DONNELLEY & SONS COMMON 57867101 2,166,218.75 67,300.00 X 1 X
DOVER COMMON 60003108 378,062.50 11,500.00 X 1 X
DOW CHEMICAL COMMON 60543103 3,187,012.50 34,200.00 X 1 X
DOW JONES COMMON 60561105 226,500.00 4,800.00 X 1 X
DRIL QUIP COMMON 62037104 295,637.50 13,400.00 X 1 X
DU PONT DE NEMOURS COMMON 63534109 15,723,325.00 270,800.00 X 1 X
DUKE ENERGY CORP COMMON 64399106 3,463,225.00 63,400.00 X 1 X
DUN & BRADSTREET CORP COMMON 6483B106 306,375.00 8,600.00 X 1 X
E M C COMMON 68648102 30,711,100.00 240,400.00 X 1 X
ENSCO INTERNATIONAL COMMON 6874Q100 1,163,512.50 87,400.00 X 1 X
EVI INC., 5.0%, RED. P/S 68939204 1,980,000.00 60,000.00 X 1 X
E TRADE GROUP INC COMMON 69246104 2,221,706.25 38,100.00 X 1 X
EAGLE HARDWARE & GARDEN COMMON 6959B101 385,693.74 10,100.00 X 1 X
EARTHGRAINS COMPANY COMMON 70319106 2,076,750.01 93,600.00 X 1 X
EASTERN UTIL ASSOC COMMON 77173100 263,306.53 9,300.01 X 1 X
EASTMAN KODAK COMMON 77461109 1,060,325.00 16,600.00 X 1 X
EATON COMMON 78058102 264,550.00 3,700.00 X 1 X
ECOLAB COMMON 78865100 2,580,850.00 72,700.00 X 1 X
EDISON INTL COMMON 81020107 952,300.00 42,800.00 X 1 X
EDWARDS (AG) COMMON 81760108 496,850.00 15,200.00 X 1 X
EL PASO ENER. CAP. TRUST I, 4.75%, NON-RED. P/S 83678209 3,850,000.00 80,000.00 X 1 X
EL PASO ENERGY CORP DELAWARE COMMON 83905107 6,099,748.99 186,608.00 X 1 X
ELECTRONIC ARTS COMMON 85512109 988,000.01 20,800.00 X 1 X
ELECTRONIC DATA SYSTEMS COMMON 85661104 1,231,793.75 25,300.00 X 1 X
EMERSON ELEC COMMON 91011104 7,988,268.76 150,900.00 X 1 X
ENERGY EAST CORPORATION COMMON 9266M109 3,001,318.75 57,100.00 X 1 X
ENGELHARD COMMON 92845104 873,975.00 51,600.00 X 1 X
ENHANCE FINANCIAL SERVICES GROUP COMMON 93310108 284,375.01 12,500.00 X 1 X
ENRON COMMON 93561106 9,454,387.53 147,150.00 X 1 X
ENRON OIL AND GAS COMMON 93562104 1,098,912.50 66,100.00 X 1 X
ENTERGY COMMON 9364G103 1,586,750.00 57,700.00 X 1 X
EQUIFAX COMMON 94429105 261,250.00 7,600.00 X 1 X
EQUITABLE COMPANIES COMMON 9444G107 847,000.00 12,100.00 X 1 X
EQUITY OFFICE PROPERTIES TRUST COMMON 94741103 141,478,796.25 5,561,820.00 X 1 X
EQUITY RESIDENTIAL PROP TR COMMON 9476L107 7,957,124.99 192,900.00 X 1 X
ETHAN ALLEN INTERIORS COMMON 97602104 353,281.25 8,500.00 X 1 X
EXCEL LEGACY CORP. SERIES B LIQUID NON-RED. P/S 00665106 6,875,000.00 2,000,000.00 X 1 X
EXPEDITORS INTL WASHINGTON COMMON 02130109 404,999.99 7,500.00 X 1 X
EXPRESS SCRIPTS COMMON 02182100 928,125.00 10,800.00 X 1 X
EXXON COMMON 02290101 46,105,537.50 653,400.00 X 1 X
F P L GROUP COMMON 02571104 2,167,275.00 40,700.00 X 1 X
FDX CORP COMMON 1304N107 2,051,156.25 22,100.00 X 1 X
FEDDERS CORP COMMON 13135105 92,137.51 18,200.00 X 1 X
FREDDIE MAC COMMON 13400301 14,515,462.50 254,100.00 X 1 X
FEDERAL NAT'L MORT. ASSOC COMMON 13586109 17,146,299.98 247,600.00 X 1 X
FEDERAL REALTY INVEST. TRUST COMMON 13747206 16,680,918.75 787,300.00 X 1 X
FEDERATED DEPARTMENT STORES COMMON 1410H101 10,300,087.50 256,700.00 X 1 X
FERRO COMMON 15405100 1,041,975.00 42,100.00 X 1 X
FIDELITY NAT FINL CORP COMMON 16326107 156,000.00 10,400.00 X 1 X
FIFTH THIRD BANCORP COMMON 16773100 903,343.75 13,700.00 X 1 X
FILENET CORP COMMON 16869106 75,600.00 10,800.00 X 1 X
FINOVA GROUP INC COMMON 17928109 876,687.50 16,900.00 X 1 X
FINOVA FINANCE 5.5% CONVERTIBLE RED. P/S 1808E207 2,160,000.00 30,000.00 X 1 X
FIRST AMERICAN FINL CORP COMMON 18522307 293,321.88 18,550.00 X 1 X
FIRST BANCORP COMMON 18672102 247,843.74 10,300.00 X 1 X
FIRST DATA COMMON 19963104 10,118,925.00 236,700.00 X 1 X
FIRST MIDWEST BANCORP COMMON 20867104 345,800.00 9,100.00 X 1 X
FIRST SECURITY COMMON 36294103 693,318.75 35,900.00 X 1 X
FIRST TENNESSEE NATIONAL COMMON 37162101 1,834,912.50 50,100.00 X 1 X
FIRST UNION COMMON 37358105 6,872,062.51 128,600.00 X 1 X
FIRST VIRGINIA BANKS COMMON 37477103 685,312.50 15,000.00 X 1 X
FISERV INC. COMMON 37738108 13,746,768.78 256,350.00 X 1 X
FIRSTMERIT CORP COMMON 37915102 533,025.00 20,700.00 X 1 X
FIRSTENERGY CORP COMMON 37932107 1,547,737.50 55,400.00 X 1 X
FLEET/NORSTAR FINANCIAL COMMON 38915101 6,230,699.99 165,600.00 X 1 X
FLORIDA PROGRESS COMMON 41109106 1,230,650.00 32,600.00 X 1 X
FLOWSERVE CORP COMMON 4354P105 775,012.50 49,800.00 X 1 X
FOODMAKER, INC. COMMON 44839204 334,050.00 13,100.00 X 1 X
FOOTSTAR INC COMMON 44912100 268,800.00 8,400.00 X 1 X
FORD MOTOR COMMON 45370100 11,111,649.99 195,800.00 X 1 X
FORE SYSTEMS INC COMMON 45449102 750,580.11 39,700.00 X 1 X
FOREST LABS COMMON 45838106 1,522,125.00 27,000.00 X 1 X
JAMES RIVER COMMON 47471104 358,068.75 11,300.00 X 1 X
FOUNDATION HEALTH SYSTEMS - A COMMON 50404109 5,294,250.00 434,400.00 X 1 X
FRANKLIN RESOURCES COMMON 54613101 365,625.00 13,000.00 X 1 X
FREEPORT MCMORAN B COMMON 5671D857 1,336,537.50 122,900.00 X 1 X
FREMONT GENERAL CORP COMMON 57288109 413,656.24 21,700.00 X 1 X
FRITZ COS COMMON 58846103 90,750.00 13,200.00 X 1 X
FRONTIER COMMON 5906P105 1,540,687.51 29,700.00 X 1 X
FULLER (H.B.) COMMON 59694106 901,743.75 15,300.00 X 1 X
G & K SERVICES COMMON 61268105 327,931.24 7,100.00 X 1 X
GPU INC COMMON 6225X100 1,115,643.75 29,900.00 X 1 X
G T E COMMON 62320103 14,925,350.00 246,700.00 X 1 X
GALLAGHER (ARTHUR J & CO) COMMON 63576109 294,400.00 6,400.00 X 1 X
GANNETT COMMON 64730101 6,375,600.00 101,200.00 X 1 X
GAP STORES COMMON 64760108 7,417,837.50 110,200.00 X 1 X
GATEWAY 2000 INC COMMON 67833100 548,500.00 8,000.00 X 1 X
GENERAL DYNAMICS COMMON 69550108 1,651,225.00 25,700.00 X 1 X
GENERAL ELECTRIC COMMON 69604103 95,812,312.50 866,100.00 X 1 X
GENERAL GROWTH PROPERTIES COMMON 70021107 6,714,562.50 207,000.00 X 1 X
GENERAL INSTRUMENT CORPORATION COMMON 70120107 1,367,093.75 45,100.00 X 1 X
GENERAL MILLS COMMON 70334104 596,943.75 7,900.00 X 1 X
GENERAL MOTORS COMMON 70442105 11,328,500.00 130,400.00 X 1 X
GENERAL SEMICONDUCTOR INC COMMON 70787103 91,350.00 12,600.00 X 1 X
GENTEX CORP COMMON 71901109 498,093.74 23,100.00 X 1 X
GENESIS HEALTH VENTURE COMMON 71912106 58,987.50 12,100.00 X 1 X
GENUINE PARTS COMMON 72460105 265,075.00 9,200.00 X 1 X
GEON CO COMMON 7246W105 216,124.99 9,500.00 X 1 X
GENZYME CORP. COMMON 72917104 2,123,418.75 42,100.00 X 1 X
GEORGIA-PACIFIC COMMON 73298108 2,903,175.00 39,100.00 X 1 X
GETCHELL GOLD CORP COMMON 74265106 235,687.50 9,000.00 X 1 X
GILLETTE COMMON 75766102 19,917,506.25 335,100.00 X 1 X
GLOBAL MARINE COMMON 79352404 1,240,800.00 105,600.00 X 1 X
GOLDEN STATE BANCORP COMMON 81197102 2,216,100.00 99,600.00 X 1 X
GOLDEN WEST FINL COMMON 81317106 3,848,650.00 40,300.00 X 1 X
GOODYEAR TIRE & RUBBER COMMON 82550101 398,500.00 8,000.00 X 1 X
GOODY'S FAMILY CLOTHING INC COMMON 82588101 149,131.25 10,700.00 X 1 X
GRAINGER COMMON 84802104 211,006.25 4,900.00 X 1 X
GREAT LAKES CHEMICAL COMMON 90568103 1,128,225.00 30,700.00 X 1 X
GREENPOINT FINANCIAL CORP COMMON 95384100 649,825.00 18,700.00 X 1 X
GRIFFON CORP COMMON 98433102 77,000.00 11,200.00 X 1 X
GUIDANT COMMON 01698105 7,955,750.00 131,500.00 X 1 X
GUILFORD MILLS COMMON 01794102 88,812.50 10,150.00 X 1 X
GULFSTREAM AEROSPACE CORP COMMON 02734107 1,461,737.50 33,700.00 X 1 X
HEALTH CARE RETIREMENT COMMON 04134108 711,750.00 31,200.00 X 1 X
HNC SOFTWARE COMMON 0425P107 265,275.00 8,100.00 X 1 X
HRPT PROPERTIES TRUST COMMON 0426W101 822,150.00 60,900.00 X 1 X
HUBCO INC COMMON 04382103 434,164.50 12,936.00 X 1 X
HA-LO INDUSTRIES COMMON 04429102 137,284.38 11,150.00 X 1 X
HALLIBURTON COMMON 06216101 10,533,600.00 273,600.00 X 1 X
M. A. HANNA COMMON 10522106 3,424,781.25 267,300.00 X 1 X
HARBINGER CORP COMMON 1145C103 83,025.00 12,300.00 X 1 X
HARCOURT GENERAL COMMON 1163G101 2,441,618.75 55,100.00 X 1 X
HARLEY DAVIDSON COMMON 12822108 4,042,250.00 70,300.00 X 1 X
HARSCO COMMON 15864107 2,926,787.50 116,200.00 X 1 X
HARTFORD FINANCIAL SERVICES GROUP COMMON 16515104 1,931,625.01 34,000.00 X 1 X
HASBRO COMMON 18056107 2,430,750.01 84,000.00 X 1 X
HEALTH CARE PROPERTY INVESTORS COMMON 21915109 1,150,000.00 40,000.00 X 1 X
HEALTHSOUTH COMMON 21924101 225,137.50 21,700.00 X 1 X
HEALTH MANAGEMENT COMMON 21933102 691,031.25 56,700.00 X 1 X
HEALTHCARE REALTY TRUST INC COMMON 21946104 1,942,104.00 102,216.00 X 1 X
HEARTLAND EXPRESS INC COMMON 22347104 159,468.74 10,500.00 X 1 X
HECLA MINING COMMON 22704106 64,075.01 23,300.00 X 1 X
HEINZ COMMON 23074103 3,557,862.50 75,100.00 X 1 X
HENRY JACK & ASSOCIATES COMMON 26281101 244,387.49 6,650.00 X 1 X
HERCULES COMMON 27056106 1,141,300.00 45,200.00 X 1 X
HERSHEY FOODS COMMON 27866108 414,400.00 7,400.00 X 1 X
HEWLETT-PACKARD COMMON 28236103 15,725,718.74 231,900.00 X 1 X
HIBERNIA COMMON 28656102 1,382,062.50 105,300.00 X 1 X
HILTON HOTELS COMMON 32848109 188,437.50 13,400.00 X 1 X
HOME DEPOT COMMON 37076102 21,793,600.51 350,098.00 X 1 X
HOMESTAKE MINING COMMON 37614100 106,087.50 12,300.00 X 1 X
HOMESTEAD VILLAGE INC. COMMON 37851108 1,571,366.07 644,663.00 X 1 X
HONEYWELL COMMON 38506107 7,581,249.99 100,000.00 X 1 X
HOUSEHOLD INTL COMMON 41815107 4,849,937.50 106,300.00 X 1 X
HOUSTON INDS INC. 7% CONVERTIBLE NON-RED. P/S 42161204 16,930,250.00 140,500.00 X 1 X
HUSSMANN INTERNATIONAL INC COMMON 48110106 765,218.75 52,100.00 X 1 X
ICN PHARMACEUTICALS COMMON 48924100 800,962.50 31,800.00 X 1 X
IMC FERTILIZER COMMON 49669100 3,077,887.50 150,600.00 X 1 X
IDEXX LABS CORP COMMON 5168D104 315,974.99 13,200.00 X 1 X
ILLINOIS TOOL WORKS COMMON 52308109 2,710,125.00 43,800.00 X 1 X
INCO COMMON FOR. 53258402 547,143.75 41,100.00 X 1 X
INFORMIX CORP COMMON 56779107 364,325.00 49,400.00 X 1 X
INGERSOLL-RAND COMMON 56866102 6,451,250.00 130,000.00 X 1 X
INPUT/OUTPUT INC COMMON 57652105 89,637.49 14,200.00 X 1 X
INSURANCE AUTO AUCTIONS,INC COMMON 57875102 20,212,375.00 1,667,000.00 X 1 X
INTEGRATED HEALTH SERVICES COMMON 5812C106 78,072.50 14,195.00 X 1 X
INTEL COMMON 58140100 54,088,125.00 455,000.00 X 1 X
INTERFACE INC COMMON 58665106 154,962.50 16,100.00 X 1 X
INTERIM SERVICES INC COMMON 5868P100 225,000.01 15,000.00 X 1 X
INTERMEDIA COMMUNICATIONS COMMON 58801107 539,236.13 20,253.00 X 1 X
INTL BUSINESS MACHINES COMMON 59200101 38,817,749.99 219,000.00 X 1 X
INTL FLAVORS & FRAGRANCES COMMON 59506101 206,593.75 5,500.00 X 1 X
INTL PAPER COMMON 60146103 2,678,906.23 63,500.00 X 1 X
INTERNATIONAL RECTIFIER CORP COMMON 60254105 131,600.00 18,800.00 X 1 X
INTERPUBLIC GROUP OF COS COMMON 60690100 552,912.50 7,100.00 X 1 X
INTUIT INC COMMON 61202103 2,096,050.00 20,600.00 X 1 X
INVACARE CORP COMMON 61203101 252,850.01 10,400.00 X 1 X
I P A L C O ENTERPRISES COMMON 62613100 583,537.50 26,600.00 X 1 X
IVAX CORP COMMON 65823102 1,152,900.00 97,600.00 X 1 X
JLG INDUSTRIES INC COMMON 66210101 205,737.50 15,100.00 X 1 X
JSB FINANCIAL INC COMMON 6624M100 245,612.50 4,900.00 X 1 X
JEFFERIES GROUP INC COMMON 72318104 317,831.25 6,700.00 X 1 X
JEFFERSON-PILOT COMMON 75070108 365,850.01 5,400.00 X 1 X
JEFFERSON-PILOT CORP. NON-RED. P/S 75070207 1,240,200.00 10,600.00 X 1 X
JOHNSON & JOHNSON COMMON 78160104 33,474,543.77 357,300.00 X 1 X
JOHNSON CONTROLS COMMON 78366107 274,450.00 4,400.00 X 1 X
JONES APPAREL GROUP INC COMMON 80074103 2,598,187.50 93,000.00 X 1 X
JONES PHARMA COMMON 80236108 302,325.00 8,700.00 X 1 X
JOSTENS COMMON 81088102 1,071,000.00 50,400.00 X 1 X
JUST FOR FEET INC COMMON 8213P106 143,750.01 11,500.00 X 1 X
JUSTIN INDUSTRIES COMMON 82171105 130,900.00 11,900.00 X 1 X
KLA-TENCOR CORP COMMON 82480100 218,531.25 4,500.00 X 1 X
K MART COMMON 82584109 425,356.25 25,300.00 X 1 X
KANSAS CITY SOUTHERN INDUSTRIES COMMON 85170104 2,582,100.00 45,300.00 X 1 X
KEANE CORP COMMON 86665102 1,080,543.75 50,700.00 X 1 X
KELLOGG COMMON 87836108 703,300.00 20,800.00 X 1 X
KEMET CORP COMMON 88360108 148,350.01 12,900.00 X 1 X
KEYCORP COMMON 93267108 709,312.50 23,400.00 X 1 X
KEYSPAN ENERGY COMMON 9337K106 1,452,225.00 57,800.00 X 1 X
KEYSTONE FINANCIAL INC COMMON 93482103 474,075.03 14,700.00 X 1 X
KIMBERLY-CLARK COMMON 94368103 7,554,950.01 157,600.00 X 1 X
KING WORLD PRODUCTIONS COMMON 95667107 1,411,987.50 46,200.00 X 1 X
KMART FINANCING 7.75% CONVERTIBLE RED. P/S 98778208 6,050,000.00 100,000.00 X 1 X
KNIGHT-RIDDER COMMON 99040103 3,435,000.00 68,700.00 X 1 X
KOHLS CORP COMMON 00255104 1,991,587.50 28,100.00 X 1 X
KOMAG INC COMMON 00453105 76,562.50 17,500.00 X 1 X
KROGER COMMON 01044101 3,071,587.50 51,300.00 X 1 X
L S I LOGIC COMMON 02161102 227,668.75 7,300.00 X 1 X
LA JOLLA PHARMACEUTICAL COMMON 03459109 2,614,429.91 1,106,637.00 X 1 X
LA JOLLA PHARMACEUTICAL CO. WAR. WARRANTS 03459117 17,571.69 140,573.50 X 1 X
LA-Z-BOY CHAIR COMMON 05336107 323,000.00 17,000.00 X 1 X
LANCE COMMON 14606102 827,125.00 50,900.00 X 1 X
LASON INC COMMON 1808R107 247,500.00 4,400.00 X 1 X
LATTICE SEMICONDUCTOR COMMON 18415104 341,718.75 7,500.00 X 1 X
LAWTER INTL COMMON 20786104 254,100.00 36,300.00 X 1 X
LEAR SEATING CORP COMMON 21865105 3,551,600.00 83,200.00 X 1 X
LEGATO SYS INC COMMON 24651106 650,475.00 12,600.00 X 1 X
LEGGETT & PLATT COMMON 24660107 1,636,000.00 81,800.00 X 1 X
LEGG MASON COMMON 24901105 549,106.27 16,300.00 X 1 X
LEHMAN BROS HOLDING COMMON 24908100 358,500.00 6,000.00 X 1 X
LEXMARK INT'L GROUP A COMMON 29771107 13,722,900.00 122,800.00 X 1 X
LILLY (ELI) COMMON 32457108 25,041,859.49 295,044.00 X 1 X
LIMITED COMMON 32716107 463,612.50 11,700.00 X 1 X
LINCOLN NATIONAL COMMON 34187109 8,720,775.00 88,200.00 X 1 X
LINEAR TECH COMMON 35678106 2,952,000.00 57,600.00 X 1 X
LINENS 'N THINGS INC COMMON 35679104 526,350.00 11,600.00 X 1 X
LIPOSOME COMMON 36310105 174,687.50 13,000.00 X 1 X
LITTON INDUSTRIES COMMON 38021106 454,250.00 7,900.00 X 1 X
LOCKHEED MARTIN COMMON 39830109 9,045,000.00 240,000.00 X 1 X
LONE STAR INDS COMMON 42290408 235,600.00 7,600.00 X 1 X
LOWE'S COMMON 48661107 6,600,550.00 109,100.00 X 1 X
LUBYS CAFETERIAS COMMON 49282101 210,937.50 12,500.00 X 1 X
LUCENT TECHNOLOGIES INC COMMON 49463107 39,485,418.48 366,454.00 X 1 X
LYONDELL PETROCHEMICAL COMMON 52078107 799,350.00 58,400.00 X 1 X
MBNA CORP COMMON 5262L100 3,359,212.50 140,700.00 X 1 X
MCN ENERGY GROUP COMMON 5267J100 1,082,612.50 67,400.00 X 1 X
MCI WORLDCOM INC COMMON 5268B106 45,658,219.73 515,548.00 X 1 X
MGIC INVESTMENT COMMON 52848103 4,466,962.50 127,400.00 X 1 X
MACK-CALI REALTY CORP COMMON 54489104 3,671,875.00 125,000.00 X 1 X
MACROMEDIA INC COMMON 56100105 570,937.50 12,600.00 X 1 X
MAGELLAN HEALTH SERVICES INC COMMON 59079108 43,968.75 10,500.00 X 1 X
MANITOWOC INC COMMON 63571108 259,625.00 6,200.00 X 1 X
MANUFACTURED HOME COMMUNITIES COMMON 64682102 15,331,224.00 638,801.00 X 1 X
MARCUS CORP COMMON 66330106 175,200.01 14,600.00 X 1 X
MARINER POST ACUTE NETWORK COMMON 68459101 46,856.25 21,420.00 X 1 X
MARSH & MC LENNAN COMMON 71748102 979,275.00 13,200.00 X 1 X
MARSHALL & ILSLEY COMMON 71834100 2,322,831.25 41,900.00 X 1 X
MASCO COMMON 74599106 491,550.00 17,400.00 X 1 X
MASCOTECH COMMON 74670105 156,550.00 10,100.00 X 1 X
MATTEL COMMON 77081102 4,992,412.50 200,700.00 X 1 X
MAXIM INTEGRATED PRODUCTS COMMON 7772K101 2,311,137.50 42,700.00 X 1 X
MAY DEPARTMENT STORES COMMON 77778103 2,582,250.00 66,000.00 X 1 X
MAYTAG COMMON 78592107 3,344,775.00 55,400.00 X 1 X
MCCORMICK COMMON 79780206 777,200.00 26,800.00 X 1 X
MCDONALD'S COMMON 80135101 19,484,375.03 430,000.00 X 1 X
MCGRAW-HILL COMMON 80645109 2,605,100.00 47,800.00 X 1 X
MCKESSON HBOC INC COMMON 8155Q103 904,200.00 13,700.00 X 1 X
MEAD COMMON 82834107 2,699,849.99 87,800.00 X 1 X
MEDIA GENERAL, CL A COMMON 84404107 785,850.00 16,900.00 X 1 X
MEDIAONE GROUP COMMON 8440J104 3,797,300.00 59,800.00 X 1 X
MEDIAONE RED. P/S 8440J203 12,959,100.00 100,800.00 X 1 X
MEDIMMUNE INC COMMON 84699102 893,731.25 15,100.00 X 1 X
MEDQUIST INC COMMON 84949101 300,000.00 10,000.00 X 1 X
MEDITRUST CORP COMMON 8501T306 2,764,806.50 222,296.00 X 1 X
MEDTRONICS COMMON 85055106 10,568,775.01 147,300.00 X 1 X
MELLON BANK COMMON 85509102 3,370,962.50 47,900.00 X 1 X
MENS WEARHOUSE COMMON 87118100 310,406.25 10,750.00 X 1 X
MERCANTILE BANCORP COMMON 87342106 7,020,500.00 147,800.00 X 1 X
MERCANTILE BANKSHARES COMMON 87405101 869,500.00 23,500.00 X 1 X
MERCK COMMON 89331107 61,423,625.09 766,000.00 X 1 X
MERCURY INTERACTIVE CORP. COMMON 89405109 388,312.50 10,900.00 X 1 X
MEREDITH COMMON 89433101 6,058,006.25 192,700.00 X 1 X
MERRILL LYNCH COMMON 90188108 8,109,718.75 91,700.00 X 1 X
METHODE ELECTRONICS CLASS A COMMON 91520200 139,062.49 12,500.00 X 1 X
MICHAEL'S STORES INC COMMON 94087108 249,343.75 10,100.00 X 1 X
MICREL INC COMMON 94793101 315,393.75 6,300.00 X 1 X
MICROSOFT COMMON 94918104 116,207,774.99 1,296,600.00 X 1 X
MICROSOFT CORP. $2.196 CONV. SER. NON-RED. P/S 94918203 2,955,000.00 30,000.00 X 1 X
MICROCHIP TECHNOLOGY INC COMMON 95017104 889,862.50 25,700.00 X 1 X
MICRON TECH COMMON 95112103 1,978,250.00 41,000.00 X 1 X
MIDWAY GAMES COMMON 98148104 92,052.75 10,596.00 X 1 X
MINNESOTA MNG & MFG COMMON 04059105 2,688,500.00 38,000.00 X 1 X
MISSISSIPPI CHEMICAL CORP COMMON 05288208 106,875.01 11,400.00 X 1 X
MOBIL COMMON 07059102 25,009,600.02 284,200.00 X 1 X
MOHAWK INDUSTRIES INC COMMON 08190104 535,500.00 17,850.00 X 1 X
MOLEX COMMON 08554101 1,063,375.00 36,200.00 X 1 X
MONSANTO COMMON 11662107 4,524,843.75 98,500.00 X 1 X
MONTANA PWR COMMON 12085100 2,530,550.00 34,400.00 X 1 X
MORGAN (J.P.) COMMON 16880100 5,922,000.00 48,000.00 X 1 X
MORGAN STANLEY DEAN WITTER & CO COMMON 17446448 21,976,256.25 219,900.00 X 1 X
MORRISON KNUDSEN CORP COMMON 1844A109 200,737.49 20,200.00 X 1 X
MORTON INTERNATIONAL INC COMMON 19335102 227,850.00 6,200.00 X 1 X
MOTOROLA COMMON 20076109 19,528,450.00 266,600.00 X 1 X
MUELLER INDUSTRIES INC COMMON 24756102 268,500.01 12,000.00 X 1 X
MURPHY OIL COMMON 26717102 1,975,400.00 47,600.00 X 1 X
MUTUAL RISK MANAGEMENT COMMON 28351108 485,775.00 12,700.00 X 1 X
MYLAN LABS COMMON 28530107 3,440,662.49 125,400.00 X 1 X
NBTY INC COMMON 28782104 93,600.01 19,200.00 X 1 X
NCR CORP COMMON 2886E108 2,295,000.00 45,900.00 X 1 X
NAC RE COMMON 28907107 306,018.75 5,700.00 X 1 X
NIPSCO COMMON 29140104 2,381,400.00 88,200.00 X 1 X
NABORS INDUSTRIES COMMON 29568106 1,467,731.25 80,700.00 X 1 X
NATIONAL AUST. BANK 7.875% CONV. NON-RED. P/S 32525309 2,348,437.50 75,000.00 X 1 X
NATIONAL CITY COMMON 635405103 5,953,837.50 89,700.00 X 1 X
NATL COMPUTER SYSTEMS COMMON 635519101 269,500.00 11,000.00 X 1 X
NATIONAL DATA CORP COMMON 635621105 386,400.01 9,200.00 X 1 X
NATIONAL FUEL GAS COMMON 636180101 879,200.00 22,400.00 X 1 X
NATIONAL HEALTH INVESTORS COMMON 63633D104 2,365,000.00 110,000.00 X 1 X
NATIONAL iNSTRUMENTS CORP COMMON 636518102 285,000.00 10,000.00 X 1 X
NATIONWIDE HEALTH PPTYS COMMON 638620104 1,330,000.00 70,000.00 X 1 X
NAUTICA ENTERPRISES INC COMMON 639089101 148,193.75 13,100.00 X 1 X
NAVISTAR INTL COMMON 63934E108 3,906,225.00 97,200.00 X 1 X
NETWORK ASSOCIATES INC COMMON 640938106 1,572,734.38 51,250.00 X 1 X
NEW CENTURY ENERGIES INC COMMON 64352U103 2,285,593.75 67,100.00 X 1 X
NEW ENGLAND ELEC COMMON 644001109 1,430,750.00 29,500.00 X 1 X
NEW JERSEY RESOURCES COMMON 646025106 234,712.50 6,600.00 X 1 X
NEW YORK TIMES COMMON 650111107 267,900.00 9,400.00 X 1 X
NEWELL RUBBERMAID INC COMMON 651229106 687,320.73 14,469.91 X 1 X
NEWFIELD EXPLORATION CORP COMMON 651290108 273,762.50 12,100.00 X 1 X
NEWMONT MINING COMMON 651639106 2,003,750.00 114,500.00 X 1 X
NEXTEL COMMUNICATIONS INC COMMON 65332V103 1,823,925.00 49,800.00 X 1 X
NIAGARA MOHAWK PWR COMMON 653520106 1,471,406.25 109,500.00 X 1 X
NIKE CL B COMMON 654106103 3,051,668.75 52,900.00 X 1 X
NOBLE AFFILIATES COMMON 654894104 4,109,300.00 141,700.00 X 1 X
NOBLE DRILLING COMMON 655042109 1,300,168.75 75,100.00 X 1 X
NORDSTROM COMMON 655664100 314,737.50 7,700.00 X 1 X
NORFOLK SOUTHERN COMMON 655844108 514,312.50 19,500.00 X 1 X
NORTEL NETWORKS CORP COMMON FOR. 656569100 7,268,625.00 117,000.00 X 1 X
NORTH FORK BANCORPORATION COMMON 659424105 1,582,262.50 74,900.00 X 1 X
NORTHERN STATES PWR COMMON 665772109 825,475.00 35,600.00 X 1 X
NORTHERN TRUST COMMON 665859104 506,231.25 5,700.00 X 1 X
NORTHROP GRUMMAN COMMON 666807102 209,562.50 3,500.00 X 1 X
NOVA CORP/GA COMMON 669784100 1,349,250.00 51,400.00 X 1 X
NOVELL COMMON 670006105 1,639,706.25 65,100.00 X 1 X
NOVELLUS SYSTEM INC COMMON 670008101 617,400.00 11,200.00 X 1 X
NUCOR COMMON 670346105 599,250.00 13,600.00 X 1 X
NUEVO FINANCING 5.75% CONV. SER. RED. P/S 670511203 1,650,000.00 55,000.00 X 1 X
OGE ENERGY CORP COMMON 670837103 717,487.50 31,800.00 X 1 X
OM GROUP INC COMMON 670872100 277,200.00 8,400.00 X 1 X
NUVEEN MUNI VALUE FUND COMMON 670928100 11,275,275.00 1,141,800.00 X 1 X
OAKWOOD HOMES COMMON 674098108 202,500.00 14,400.00 X 1 X
OCCIDENTAL PETROLEUM COMMON 674599105 320,400.00 17,800.00 X 1 X
OCEAN ENERGY INC COMMON 67481E106 650,593.75 95,500.00 X 1 X
OFFICE DEPOT INC COMMON 676220106 9,398,231.25 255,300.00 X 1 X
OFFICEMAX INC COMMON 67622M108 404,512.50 46,900.00 X 1 X
OGDEN COMMON 676346109 1,501,500.00 62,400.00 X 1 X
OLD KENT FINANCIAL COMMON 679833103 494,325.00 11,700.00 X 1 X
ORACLE SYSTEMS COMMON 68389X105 8,061,518.75 305,650.00 X 1 X
ORANGE & ROCKLAND UTIL COMMON 684065105 321,649.98 5,600.00 X 1 X
ORBITAL SCIENCES COMMON 685564106 311,437.50 11,000.00 X 1 X
O REILLY AUTOMOTIVE INC COMMON 686091109 295,350.00 6,600.00 X 1 X
ORION CAPITAL COMMON 686268103 265,625.00 8,500.00 X 1 X
ORTHODONTIC CENTERS OF AMERICA COMMON 68750P103 250,425.00 15,900.00 X 1 X
OUTBACK STEAKHOUSE INC COMMON 689899102 2,200,800.00 67,200.00 X 1 X
OWENS & MINOR COMMON 690732102 121,500.00 12,000.00 X 1 X
OWENS-ILLINOIS COMMON 690768403 3,397,500.00 135,900.00 X 1 X
OWENS ILLINOIS, 4.75%, CONV. NON-RED. P/S 690768502 3,097,187.50 85,000.00 X 1 X
OXFORD HEALTH PLANS INC COMMON 691471106 882,812.50 56,500.00 X 1 X
P-COM INC COMMON 693262107 96,075.00 12,600.00 X 1 X
PECO ENERGY CO COMMON 693304107 1,493,875.00 32,300.00 X 1 X
PG & E CORP COMMON 69331C108 1,360,537.50 43,800.00 X 1 X
P N C FINANCIAL COMMON 693475105 861,218.75 15,500.00 X 1 X
PP & L RESOURCES INC COMMON 693499105 876,150.00 35,400.00 X 1 X
P P G INDUSTRIES COMMON 693506107 466,375.00 9,100.00 X 1 X
PACCAR COMMON 693718108 1,388,018.75 33,700.00 X 1 X
PACIFICARE HEALTH SYS INC - B COMMON 695112201 4,518,150.00 66,200.00 X 1 X
PACIFICORP COMMON 695114108 1,198,875.00 69,500.00 X 1 X
PAINE WEBBER GROUP COMMON 695629105 2,129,325.00 53,400.00 X 1 X
PARAMETRIC TECHNOLOGY CORP COMMON 699173100 276,500.00 14,000.00 X 1 X
PAREXEL INTERNATIONAL CORP COMMON 699462107 1,276,418.75 61,700.00 X 1 X
PARKER-HANNIFIN COMMON 701094104 1,818,675.00 53,100.00 X 1 X
PATTERSON DENTAL CO COMMON 703412106 469,262.52 10,850.00 X 1 X
PAXAR CORP COMMON 704227107 105,798.46 14,225.00 X 1 X
PAYCHEX COMMON 704326107 398,475.00 8,400.00 X 1 X
PENNEY (J.C.) COMMON 708160106 526,500.00 13,000.00 X 1 X
PENTAIR COMMON 709631105 1,164,375.00 34,500.00 X 1 X
PEPSICO COMMON 713448108 22,438,762.49 572,600.00 X 1 X
PERKIN-ELMER COMMON 714041100 252,362.50 2,600.00 X 1 X
PHARMACIA & UPJOHN INC COMMON 716941109 1,627,987.50 26,100.00 X 1 X
PFIZER COMMON 717081103 46,952,999.98 338,400.00 X 1 X
PHARMACEUTICAL PRODUCT DEVEL COMMON 717124101 258,431.25 7,700.00 X 1 X
PHELPS DODGE COMMON 717265102 4,708,299.99 95,600.00 X 1 X
PHILADELPHIA SUBURBAN COMMON 718009608 210,993.83 9,300.00 X 1 X
PHILLIPS PETROLEUM COMMON 718507106 618,975.00 13,100.00 X 1 X
PHILLIPS-VAN HEUSEN COMMON 718592108 92,962.51 13,400.00 X 1 X
PHYCOR COMMON 71940F100 101,175.02 21,300.00 X 1 X
PICTURETEL CORP COMMON 720035302 95,199.99 13,600.00 X 1 X
PIEDMONT NATL GAS COMMON 720186105 332,500.35 9,500.01 X 1 X
PIER 1 COMMON 720279108 256,953.13 31,625.00 X 1 X
PINNACLE WEST CAPITAL COMMON 723484101 1,149,450.00 31,600.00 X 1 X
PIONEER HI BRED COMMON 723686101 466,550.00 12,400.00 X 1 X
PIONEER NATURAL RESOURCES CO COMMON 723787107 694,400.00 89,600.00 X 1 X
PIONEER STANDARD ELECTRONICS INC COMMON 723877106 65,624.99 10,000.00 X 1 X
PITNEY BOWES COMMON 724479100 892,500.00 14,000.00 X 1 X
PITTSTON BRINK'S GROUP COMMON 725701106 801,350.00 34,100.00 X 1 X
PLACER DOME COMMON FOR. 725906101 143,200.00 12,800.00 X 1 X
PLATINUM TECHN. INTERNATIONAL INC COMMON 72764T101 986,850.00 38,700.00 X 1 X
POGO PRODUCING COMMON 730448107 139,100.01 10,700.00 X 1 X
POLARIS INDUSTRIES INC COMMON 731068102 250,825.00 7,900.00 X 1 X
POST PROPERTIES, INC. COMMON 737464107 20,779,200.01 577,200.00 X 1 X
POTOMAC ELEC PWR COMMON 737679100 1,205,750.00 52,000.00 X 1 X
PREMARK INTL COMMON 740459102 1,445,956.25 43,900.00 X 1 X
PRICE T ROWE & ASSOC INC COMMON 741477103 2,162,187.50 62,900.00 X 1 X
PRIME HOSPITALITY COMMON 741917108 164,962.50 16,600.00 X 1 X
PRIDE INTL COMMON 741932107 123,750.00 15,000.00 X 1 X
PROCTER & GAMBLE COMMON 742718109 30,879,693.73 315,300.00 X 1 X
PROGRESS SOFTWARE CORP. COMMON 743312100 216,693.79 6,350.00 X 1 X
PROGRESSIVE CORP. COMMON 743315103 530,950.00 3,700.00 X 1 X
PROLOGIS TRUST COMMON 743410102 47,003,712.02 2,292,864.00 X 1 X
PROMUS HOTEL CORP COMMON 74342P106 1,731,450.00 47,600.00 X 1 X
PROTECTIVE LIFE CORP COMMON 743674103 1,761,187.50 46,500.00 X 1 X
PROVIDENT COMPANIES COMMON 743862104 238,481.25 6,900.00 X 1 X
PROVIDENT FINANCIAL GROUP COMMON 743866105 648,537.50 16,900.00 X 1 X
PROVIDIAN FINANCIAL CORP COMMON 74406A102 10,252,000.00 93,200.00 X 1 X
PUBLIC SVC ENTERPRISE GROUP COMMON 744573106 446,793.75 11,700.00 X 1 X
QUALCOM COMMON 747525103 3,569,562.50 28,700.00 X 1 X
QUANTUM COMMON 747906105 2,019,600.00 112,200.00 X 1 X
QUEENS COUNTY BANCORP COMMON 748242104 216,000.00 8,000.00 X 1 X
QUESTAR COMMON 748356102 1,148,362.50 67,800.00 X 1 X
RALSTON-RALSTON PURINA COMMON 751277302 427,000.00 16,000.00 X 1 X
RANGER OIL COMMON FOR. 752805101 398,400.00 99,600.00 X 1 X
RATIONAL SOFTWARE CORP COMMON 75409P202 858,000.00 32,000.00 X 1 X
RAYMOND JAMES FINANCIAL INC COMMON 754730109 301,681.26 15,275.00 X 1 X
RAYTHEON COMMON 755111408 10,142,125.00 173,000.00 X 1 X
READ-RITE CORP COMMON 755246105 103,522.66 15,700.00 X 1 X
READERS DIGEST, 8.25%, CONV. NON-RED. P/S 755271202 4,065,368.75 134,950.00 X 1 X
REGIS CORP COMMON 758932107 318,168.75 11,950.00 X 1 X
REGIONS FINANCIAL COMMON 758940100 394,725.00 11,400.00 X 1 X
RELIANT ENERGY INC COMMON 75952J108 2,429,025.00 93,200.00 X 1 X
RELIASTAR FINL COMMON 75952U103 1,538,762.50 36,100.00 X 1 X
RENAL CARE GROUP INC COMMON 759930100 241,387.50 12,300.00 X 1 X
REPUBLIC NEW YORK COMMON 760719104 253,687.50 5,500.00 X 1 X
REYNOLDS METALS COMMON 761763101 483,124.99 10,000.00 X 1 X
RICHFOOD HOLDINGS COMMON 763408101 338,531.22 15,700.00 X 1 X
RIGGS NATIONAL COMMON 766570105 183,937.51 10,900.00 X 1 X
RITE AID COMMON 767754104 332,500.00 13,300.00 X 1 X
ROBERTS PARMACEUTICALS COMMON 770491108 226,175.00 10,900.00 X 1 X
ROCKWELL INTL COMMON 773903109 415,887.49 9,800.00 X 1 X
ROHM & HAAS COMMON 775371107 3,034,050.00 90,400.00 X 1 X
ROLLINS TRUCK LEASING COMMON 775741101 202,906.25 21,500.00 X 1 X
ROPER COMMON 776696106 238,750.00 10,000.00 X 1 X
ROSS STORES COMMON 778296103 3,268,412.50 74,600.00 X 1 X
ROWAN COMMON 779382100 446,600.00 35,200.00 X 1 X
ROYAL DUTCH PETROLEUM COMMON FOR. 780257804 31,922,800.06 613,900.00 X 1 X
RUBY TUESDAY INC COMMON 781182100 220,662.50 12,700.00 X 1 X
RUSS BERRIE COMMON 782233100 214,225.01 8,200.00 X 1 X
RYANS FAMILY STEAK HOUSE COMMON 783519101 221,949.99 18,400.00 X 1 X
RYERSON TULL COMMON 78375P107 464,125.00 31,600.00 X 1 X
SBC COMMUNICATIONS COMMON 78387G103 20,989,474.98 445,400.00 X 1 X
S C I SYSTEMS COMMON 783890106 1,638,262.50 55,300.00 X 1 X
S E I COMMON 784117103 545,749.99 5,900.00 X 1 X
SL GREEN REALTY CORP COMMON 78440X101 2,821,875.00 150,000.00 X 1 X
STUDENT LOAN MKTG ASSN COMMON 78442A109 354,875.00 8,500.00 X 1 X
SPX CORP. COMMON 784635104 1,240,762.50 24,600.00 X 1 X
S3 INC COMMON 784849101 113,250.01 15,100.00 X 1 X
SAFESKIN CORP COMMON 786454108 120,487.50 16,200.00 X 1 X
SAFEWAY INC COMMON 786514208 1,282,812.50 25,000.00 X 1 X
ST. PAUL BANCORP COMMON 792848103 257,709.98 11,900.00 X 1 X
ST. PAUL COMMON 792860108 375,856.25 12,100.00 X 1 X
SANMINA CORP COMMON 800907107 1,045,500.00 16,400.00 X 1 X
SANTA FE ENERGY RESOURCES, INC. COMMON 802012104 247,893.75 33,900.00 X 1 X
SARA LEE COMMON 803111103 6,714,675.00 271,300.00 X 1 X
SCANA COMMON 805898103 494,475.00 22,800.00 X 1 X
SCHERING-PLOUGH COMMON 806605101 21,649,312.50 391,400.00 X 1 X
SCHLUMBERGER COMMON 806857108 11,562,018.75 192,100.00 X 1 X
SCHULMAN COMMON 808194104 891,075.00 65,400.00 X 1 X
SCHWAB CHARLES CORP NEW COMMON 808513105 8,218,687.50 85,500.00 X 1 X
SCIENTIFIC-ATLANTA COMMON 808655104 1,264,400.00 46,400.00 X 1 X
SCOTTS CO CLASS A COMMON 810186106 257,887.51 6,900.00 X 1 X
SEAGATE TECH COMMON 811804103 372,487.50 12,600.00 X 1 X
SEALED AIR COMMON 81211K100 211,506.25 4,300.00 X 1 X
SEALED AIR CORP., $2.00, CONV. NON-RED. P/S 81211K209 7,233,534.00 146,132.00 X 1 X
SEARS ROEBUCK COMMON 812387108 890,193.75 19,700.00 X 1 X
SECURITY CAPITAL GROUP INC. COMMON 81413P105 44,864,542.17 74,821.00 X 1 X
SELECTIVE INSURANCE GROUP COMMON 816300107 197,400.00 11,200.00 X 1 X
SERVICE CORP. INTL COMMON 817565104 188,100.00 13,200.00 X 1 X
SHERWIN-WILLIAMS COMMON 824348106 247,500.00 8,800.00 X 1 X
SHOPKO COMMON 824911101 286,800.00 9,600.00 X 1 X
SHOREWOOD PACKAGING CO COMMON 825229107 203,118.74 10,350.00 X 1 X
SIEBEL SYSTEMS INC COMMON 826170102 1,467,750.00 30,900.00 X 1 X
SIERRA PACIFIC RESOURCES COMMON 826425100 348,356.25 9,900.00 X 1 X
SILICON GRAPHICS COMMON 827056102 1,828,950.00 109,600.00 X 1 X
SIMON PROPERTY GROUP INC COMMON 828806109 9,696,412.50 353,400.00 X 1 X
SIMPSON INDUSTRIES COMMON 829060102 102,987.50 10,700.00 X 1 X
SMITH INTL COMMON 832110100 1,224,000.00 30,600.00 X 1 X
SMITHFIELD FOODS COMMON 832248108 281,325.00 12,400.00 X 1 X
SMURFIT-STONE CONTAINER CORP COMMON 832727101 3,431,831.25 177,700.00 X 1 X
SNYDER OIL COMMON 833482102 171,824.99 11,600.00 X 1 X
SOLECTRON CORP COMMON 834182107 582,750.00 12,000.00 X 1 X
SOLUTIA INC COMMON 834376105 1,007,750.00 58,000.00 X 1 X
SONAT COMMON 835415100 786,000.00 26,200.00 X 1 X
SOUTHERN COMMON 842587107 2,834,800.00 121,600.00 X 1 X
SOUTHTRUST COMMON 844730101 283,575.00 7,600.00 X 1 X
SOUTHWEST AIRLINES COMMON 844741108 2,129,600.00 70,400.00 X 1 X
SOUTHWESTERN ENERGY COMMON 845467109 71,331.25 10,100.00 X 1 X
SOVEREIGN BANCORP COMMON 845905108 520,625.00 42,500.00 X 1 X
SPRINT COMMON 852061100 12,442,250.62 126,800.01 X 1 X
SPRINT CONV NON-RED. P/S 852061407 3,285,000.00 45,000.00 X 1 X
SPRINT CORP (PCS GROUP) COMMON 852061506 3,996,987.51 90,200.00 X 1 X
STANDARD PACIFIC COMMON 85375C101 158,362.50 12,300.00 X 1 X
STAPLES COMMON 855030102 2,421,243.75 73,650.00 X 1 X
STARBUCKS, CORP COMMON 855244109 3,695,831.25 131,700.00 X 1 X
STARWOOD HOTELS & RESORTS TRUST COMMON 85590A203 32,038,556.26 1,121,700.00 X 1 X
STATE STREET CORP COMMON 857477103 3,871,031.25 47,100.00 X 1 X
STEIN MART INC COMMON 858375108 119,000.00 11,900.00 X 1 X
STERLING COMMERCE INC COMMON 859205106 1,113,150.00 36,200.00 X 1 X
STERLING SOFTWARE COMMON 859547101 771,875.00 32,500.00 X 1 X
STILLWATER MINING CORP COMMON 86074Q102 283,531.51 10,750.01 X 1 X
STORAGE TECH COMMON 862111200 1,326,850.00 47,600.00 X 1 X
STRIDE RITE COMMON 863314100 191,100.00 15,600.00 X 1 X
STRYKER COMMON 863667101 1,654,350.00 32,800.00 X 1 X
SUMMIT BANCORP COMMON 866005101 3,139,500.00 80,500.00 X 1 X
SUN MICROSYSTEMS COMMON 866810104 18,996,993.75 151,900.00 X 1 X
SUNGARD DATA SYSTEMS COMMON 867363103 3,364,000.00 84,100.00 X 1 X
SUN CO. COMMON 86764P109 1,395,618.75 38,700.00 X 1 X
SUNTRUST BANKS COMMON 867914103 672,300.00 10,800.00 X 1 X
SUPERIOR INDUSTRIES INTL COMMON 868168105 283,650.00 12,200.00 X 1 X
SUPERIOR SVCS INC COMMON 868316100 964,868.75 48,700.00 X 1 X
SUSQUEHANNA BANCSHARES INC COMMON 869099101 200,287.50 10,900.00 X 1 X
SWIFT TRANSPORTATION CO INC COMMON 870756103 1,561,868.75 61,100.00 X 1 X
SYBRON CORP COMMON 87114F106 4,717,500.00 188,700.00 X 1 X
SYLVAN KEE SYSTEMS COMMON 871399101 243,344.59 9,877.00 X 1 X
SYMANTEC CORP. COMMON 871503108 355,180.54 23,300.00 X 1 X
SYMBOL TECH COMMON 871508107 1,341,000.01 29,800.00 X 1 X
SYNOPSYS INC COMMON 871607107 795,500.00 14,800.00 X 1 X
SYSCO COMMON 871829107 452,575.00 17,200.00 X 1 X
SYSTEM SOFTWARE ASSOCIATION COMMON 871839106 33,975.02 15,100.00 X 1 X
TCF FINANCIAL COMMON 872275102 377,000.00 14,500.00 X 1 X
TECO ENERGY COMMON 872375100 993,750.00 50,000.00 X 1 X
TJX COMMON 872540109 3,090,600.00 90,900.00 X 1 X
T R W COMMON 872649108 1,210,300.00 26,600.00 X 1 X
TALK.COM INC COMMON 874264104 169,087.51 16,200.00 X 1 X
TANDY COMMON 875382103 4,856,131.25 76,100.00 X 1 X
TAUBMAN CENTERS INC COMMON 876664103 298,900.00 24,400.00 X 1 X
TECHNOLOGY SOLUTIONS CO COMMON 87872T108 90,843.75 12,750.00 X 1 X
TELECOM CORP OF NEW ZEALAND COMMON FOR. 879278208 908,700.00 23,300.00 X 1 X
TELEFLEX COMMON 879369106 456,437.50 13,400.00 X 1 X
TELEPHONE & DATA SYSTEMS COMMON 879433100 1,234,612.50 21,900.00 X 1 X
TELLABS COMMON 879664100 3,215,975.00 32,900.00 X 1 X
TENET HEALTHCARE COMMON 88033G100 301,106.25 15,900.00 X 1 X
TENNECO COMMON 88037E101 243,056.25 8,700.00 X 1 X
TERADYNE COMMON 880770102 1,314,956.25 24,100.00 X 1 X
TESORO PETROLEUM NON-RED. P/S 881609408 716,250.00 60,000.00 X 1 X
TEXACO COMMON 881694103 18,046,500.00 318,000.00 X 1 X
TEXAS INDUSTRIES COMMON 882491103 1,128,968.76 45,500.00 X 1 X
TEXAS INSTRUMENTS COMMON 882508104 9,786,050.00 98,600.00 X 1 X
TEXAS UTILITIES CO (HLDG) COMMON 882848104 1,279,806.25 30,700.00 X 1 X
TEXTRON COMMON 883203101 5,810,862.50 75,100.00 X 1 X
3 COM COMMON 885535104 1,300,837.50 55,800.00 X 1 X
TIDEWATER COMMON 886423102 571,837.50 22,100.00 X 1 X
TIFFANY & CO COMMON 886547108 2,025,725.00 27,100.00 X 1 X
TIMBERLAND CO - CL A COMMON 887100105 208,106.86 3,300.01 X 1 X
TIME WARNER COMMON 887315109 19,577,718.75 275,500.00 X 1 X
TIMES MIRROR COMMON 887364107 3,157,250.00 58,400.00 X 1 X
TOLL BROTHERS INC COMMON 889478103 219,312.51 12,100.00 X 1 X
TORCHMARK COMMON 891027104 227,700.00 7,200.00 X 1 X
TOSCO COMMON 891490302 2,250,493.75 90,700.00 X 1 X
TOYS R US COMMON 892335100 252,087.50 13,400.00 X 1 X
TRANSAMERICA COMMON 893485102 454,400.00 6,400.00 X 1 X
TRANSOCEAN OFFSHORE INC COMMON 893817106 1,495,368.75 51,900.00 X 1 X
TRANSWITCH CORPORATION COMMON 894065101 1,095,050.00 24,200.00 X 1 X
TREDEGAR COMMON 894650100 327,937.50 10,600.00 X 1 X
TRIBUNE COMMON 896047107 4,835,831.25 73,900.00 X 1 X
TRINITY INDS INC COMMON 896522109 611,000.00 20,800.00 X 1 X
TRUE NORTH COMMUNICATION COMMON 897844106 402,187.50 14,300.00 X 1 X
TUBOSCOPE VETCO INTL CO COMMON 898600101 134,100.00 14,900.00 X 1 X
TYCO INTERNATIONAL COMMON 902124106 17,499,825.00 243,900.00 X 1 X
TYSON FOODS COMMON 902494103 4,878,112.50 235,800.00 X 1 X
UST CORP COMMON 902900109 318,919.48 14,600.00 X 1 X
U S TRUST COMMON 91288L105 408,031.24 5,500.00 X 1 X
USX-MARATHON GROUP COMMON 902905827 2,084,500.00 75,800.00 X 1 X
US BANCORP COMMON 902973106 5,473,843.75 160,700.00 X 1 X
UNUM COMMON 903192102 1,550,537.50 32,600.00 X 1 X
ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 1,248,584.26 57,738.00 X 1 X
UNILEVER N.V. COMMON FOR. 904784709 11,041,912.49 166,200.00 X 1 X
UNICOM COMMON 904911104 3,667,218.75 100,300.00 X 1 X
UNION CAMP COMMON 905530101 241,650.00 3,600.00 X 1 X
UNION CARBIDE COMMON 905581104 307,275.00 6,800.00 X 1 X
UNION PACIFIC COMMON 907818108 678,656.25 12,700.00 X 1 X
UNION PACIFIC RESOURCES GRP COMMON 907834105 629,375.00 53,000.00 X 1 X
UNION PLANTERS COMMON 908068109 307,562.50 7,000.00 X 1 X
UNISYS COMMON 909214108 3,823,643.75 138,100.00 X 1 X
UNITED BANKSHARES COMMON 909907107 285,937.50 12,500.00 X 1 X
UNITED HEALTHCARE COMMON 910581107 505,200.00 9,600.00 X 1 X
UNITED ILLUMINATING COMMON 910637107 218,075.00 5,200.00 X 1 X
US WEST COMMON 91273H101 4,759,547.48 86,439.00 X 1 X
UNITED TECH COMMON 913017109 9,616,062.49 71,000.00 X 1 X
UNIVERSAL HEALTH SERVICES INC COMMON 913903100 458,450.00 10,600.00 X 1 X
UNOCAL COMMON 915289102 4,627,331.25 125,700.00 X 1 X
US FREIGHTWAYS CORP COMMON 916906100 299,162.50 9,100.00 X 1 X
UTILICORP UNITED COMMON 918005109 617,662.50 27,150.00 X 1 X
V F COMMON 918204108 1,698,750.00 36,000.00 X 1 X
V L S I TECH COMMON 918270109 257,687.49 13,300.00 X 1 X
VALASSIS COMMUNICATION COMMON 918866104 579,600.00 11,200.00 X 1 X
VALERO ENERGY CORP COMMON 91913Y100 684,062.50 27,500.00 X 1 X
VERTEX PHARMACEUTICALS COMMON 92532F100 204,524.99 8,100.00 X 1 X
VETERINARY CENTERS OF AMERICA COMMON 925514101 706,250.00 50,000.00 X 1 X
VIACOM -CL B COMMON 925524308 5,944,453.75 70,820.00 X 1 X
VICOR CORP COMMON 925815102 168,750.01 13,500.00 X 1 X
VINTAGE PETE INC COMMON 927460105 154,800.00 17,200.00 X 1 X
VISX INC DEL COMMON 92844S105 1,011,087.50 9,400.00 X 1 X
VITESSE SEMICONDUCTOR COMMON 928497106 1,685,812.50 33,300.00 X 1 X
VORNADO COMMON 929042109 12,075,000.00 350,000.00 X 1 X
WHX CORP COMMON 929248102 81,900.00 10,400.00 X 1 X
WICOR COMMON 929253102 273,374.99 13,500.00 X 1 X
WACHOVIA CORP COMMON 929771103 844,350.00 10,400.00 X 1 X
WAL-MART STORES COMMON 931142103 53,146,093.70 576,500.00 X 1 X
WALGREEN COMMON 931422109 1,446,400.00 51,200.00 X 1 X
WARNACO GROUP INC COMMON 934390105 449,312.50 18,200.00 X 1 X
WARNER-LAMBERT COMMON 934488107 11,675,475.00 176,400.00 X 1 X
WASHINGTON MUTUAL COMMON 939322103 8,767,687.50 214,500.00 X 1 X
WASHINGTON POST CLASS B COMMON 939640108 2,085,999.99 4,000.00 X 1 X
WASTE MANAGEMENT INC COMMON 94106L109 6,354,500.00 143,200.00 X 1 X
WEATHERFORD INTERNATIONAL COMMON 947074100 1,371,562.50 52,500.00 X 1 X
WELLS FARGO & CO (NEW) COMMON 949746101 10,020,862.50 285,800.00 X 1 X
WENDY'S INTL COMMON 950590109 3,458,000.00 121,600.00 X 1 X
WERNER ENTERPRISES INC COMMON 950755108 260,662.50 16,550.00 X 1 X
WESTERN DIGITAL COMMON 958102105 1,071,562.50 135,000.00 X 1 X
WESTVACO COMMON 961548104 909,299.99 43,300.00 X 1 X
WESTWOOD ONE COMMON 961815107 230,849.99 8,100.00 X 1 X
WEYERHAEUSER COMMON 962166104 3,013,650.00 54,300.00 X 1 X
WHITMAN COMMON 96647R107 1,448,906.25 84,300.00 X 1 X
WHITNEY HOLDING CORP COMMON 966612103 258,344.46 7,000.01 X 1 X
WHITTMAN-HART INC COMMON 966834103 320,350.00 14,900.00 X 1 X
WHOLE FOODS MARKET INC COMMON 966837106 281,875.00 8,200.00 X 1 X
WILLAMETTE INDUSTRIES COMMON 969133107 215,175.00 5,700.00 X 1 X
WILLIAMS COMMON 969457100 4,953,300.00 125,400.00 X 1 X
WILLIAMS SONOMA COMMON 969904101 485,899.99 17,200.00 X 1 X
WINSTAR COMMUNICATIONS INC COMMON 975515107 402,289.52 11,069.00 X 1 X
WISCONSIN ENERGY COMMON 976657106 969,237.50 37,100.00 X 1 X
WOLVERINE WORLD WIDE COMMON 978097103 142,499.99 15,000.00 X 1 X
WORLD COLOR PRESS COMMON 981443104 267,750.00 12,600.00 X 1 X
WRIGLEY COMMON 982526105 3,834,550.00 42,400.00 X 1 X
XILINX, INC. COMMON 983919101 1,918,606.25 47,300.00 X 1 X
XEROX COMMON 984121103 4,472,825.00 83,800.00 X 1 X
XYLAN CORP COMMON 984151100 456,475.00 12,400.00 X 1 X
YELLOW FREIGHT SYSTEM COMMON 985509108 178,962.50 10,300.00 X 1 X
YORK INTERNATIONAL COMMON 986670107 3,538,312.50 100,200.00 X 1 X
ZALE CORP. COMMON 988858106 382,900.00 11,200.00 X 1 X
ZIONS UTAH BANCORP COMMON 989701107 871,150.00 13,100.00 X 1 X
DAIMLERCHRYSLER AG COMMON FOR. D1668R123 1,549,173.07 18,053.00 X 1 X
ROYAL CARIBBEAN 7.25% CONV. SER. NON-RED. P/S V7780T111 4,038,375.00 33,000.00 X 1 X
ADT OPERATIONS INC CONV DEBT 000945AC9 8,595,000.00 4,500,000.00 X 1 X
ADAPTEC INC CONV DEBT 00651FAC2 1,025,000.00 1,250,000.00 X 1 X
AFFILIATED COMPUTER SVCS INC DEBT 008190AC4 3,780,000.00 3,000,000.00 X 1 X
ALZA CORP DEBT 022615AD0 8,700,000.00 7,500,000.00 X 1 X
AMERICA ON LINE DEBT 02364JAB0 800,000.00 800,000.00 X 1 X
AMERICAN GENERAL DEL DEBT 02637G200 5,996,500.00 6,700,000.00 X 1 X
NCS HEALTHCARE INC CONV DEBT 028913AA9 3,000,000.00 3,000,000.00 X 1 X
AMKOR TECHNOLOGIES INC CONV DEBT 031652AA8 2,158,000.00 2,600,000.00 X 1 X
ANTEC CORP CONV DEBT 03664PAA3 2,120,000.00 2,000,000.00 X 1 X
ATMEL CORP CONV DEBT 049513AB0 8,600,000.00 8,600,000.00 X 1 X
AVIRON CONV DEBT 053762AA8 2,580,000.00 3,000,000.00 X 1 X
BAKER HUGHES CONV DEBT 057224AH0 1,380,000.00 2,000,000.00 X 1 X
BEA SYSTEMS CONV DEBT 073325AA0 1,155,000.00 1,500,000.00 X 1 X
COMVERSE TECHNOLOGY INC CONV DEBT 205862AG0 4,205,000.00 2,900,000.00 X 1 X
CONTINENTAL AIRLS INC CONV DEBT 210795AQ3 1,920,000.00 1,500,000.00 X 1 X
COSTCO DEBT 22160QAC6 2,650,000.00 2,500,000.00 X 1 X
CYMER INC CONV DEBT 232572AA5 1,200,000.00 1,500,000.00 X 1 X
DATA GEN CORP CONV DEBT 237688AE6 1,215,000.00 1,500,000.00 X 1 X
DIAMOND OFFSHORE CONV DEBT 25271CAA0 8,600,500.00 8,350,000.00 X 1 X
E M C CORP MASS CONV DEBT 268648AC6 17,010,000.00 3,000,000.00 X 1 X
FAMILY GOLF CENTERS DEBT 30701AAC0 1,525,000.00 2,500,000.00 X 1 X
FRANCE TELECOM CONV DEBT 35177QAB1 97,000.00 97,000.00 X 1 X
GENZYME CORP CONV DEBT 372917AE4 3,000,000.00 3,000,000.00 X 1 X
HEWLETT PACKARD CO CONV DEBT 428236AA1 4,400,000.00 8,000,000.00 X 1 X
HEWLETT PACKARD CO CONV DEBT 428236AC7 997,500.00 1,750,000.00 X 1 X
HILTON HOTELS CORP CONV DEBT 432848AL3 2,444,000.00 2,600,000.00 X 1 X
HOME DEPOT INC CONV DEBT 437076AE2 5,085,000.00 450,000.00 X 1 X
HUTCHINSON TECHNOLOGY INC CONV DEBT 448407AA4 2,160,000.00 2,000,000.00 X 1 X
INTEGRATED PROCESS EQUIPMENT DEBT 45812KAB4 2,500,000.00 2,500,000.00 X 1 X
INTERIM SVCS INC CORP DEBT 45868PAA8 1,520,000.00 2,000,000.00 X 1 X
LTC PPTYS INC CONV DEBT 502175AF9 4,885,200.00 5,310,000.00 X 1 X
LAM RESH CORP CONV DEBT 512807AB4 1,720,000.00 2,000,000.00 X 1 X
MAGNA INTL INC CONV DEBT 559222AF1 4,790,000.00 4,790,000.00 X 1 X
MAGNA INTL INC CONV DEBT 559222AG9 1,700,000.00 1,700,000.00 X 1 X
MAIL-WELL INC CONV DEBT 560321AD3 900,000.00 1,000,000.00 X 1 X
MASCOTECH INC CONV DEBT 574670AB1 2,730,000.00 3,500,000.00 X 1 X
MEDIMMUNE INC CONV DEBT 584699AA0 4,530,000.00 750,000.00 X 1 X
MICRON TECHNOLOGY DEBT 595112AB9 5,300,000.00 5,000,000.00 X 1 X
MUTUAL RISK MGMT LTD CONV DEBT 628351AA6 4,150,000.00 5,000,000.00 X 1 X
NABORS INDS INC CONV DEBT 629568AA4 1,130,000.00 1,000,000.00 X 1 X
NETWORK ASSOCIATES INC CONV DEBT 640938AA4 4,500,000.00 4,500,000.00 X 1 X
NETWORK ASSOCIATES INC CONV DEBT 640938AB2 1,080,000.00 3,000,000.00 X 1 X
OFFICE DEPOT INC DEBT 676220AA4 2,178,000.00 2,200,000.00 X 1 X
OFFSHORE LOGISTICS INC CONV DEBT 676255AD4 1,000,000.00 1,000,000.00 X 1 X
OFFSHORE LOGISTICS INC CONV DEBT 676255AF9 1,305,000.00 1,500,000.00 X 1 X
ORBITAL SCIENCES CORP CONV DEBT 685564AB2 1,180,000.00 1,000,000.00 X 1 X
PHOTRONICS INC CONV DEBT 719405AA0 588,000.00 600,000.00 X 1 X
PLATINUM TECHNOLOGY INC CONV DEBT 72764TAA9 5,827,500.00 3,150,000.00 X 1 X
POTOMAC ELEC PWR DEBT 737679BT6 3,120,000.00 3,250,000.00 X 1 X
QUANTUM CORP CONV DEBT 747906AC9 2,200,000.00 2,500,000.00 X 1 X
ROBBINS & MYERS INC CONV DEBT 770196AA1 2,180,000.00 2,450,000.00 X 1 X
SCI SYS INC CONV DEBT 783890AD8 2,853,600.00 2,320,000.00 X 1 X
ST PAUL CAPITAL CONV DEBT 792856205 2,958,000.00 5,100,000.00 X 1 X
SEACOR HLDGS INC CONV DEBT 811904AC5 2,020,000.00 2,000,000.00 X 1 X
SEPRACOR INC CONV DEBT 817315AC8 4,900,000.00 2,000,000.00 X 1 X
THERMO ELECTRON CORP CONV DEBT 883556AF9 1,780,000.00 2,000,000.00 X 1 X
THERMO INSTR SYS INC CONV DEBT 883559AC0 2,670,000.00 3,000,000.00 X 1 X
THERMO INSTR SYS INC CONV DEBT 883559AE6 2,632,500.00 3,250,000.00 X 1 X
THERMO OPTEK CORP CONV DEBT 883582AA6 1,920,000.00 2,000,000.00 X 1 X
THERMOQUEST CORP CONV DEBT 883655AA0 1,940,000.00 2,000,000.00 X 1 X
UNITED STATES CELLULAR CORP CONV DEBT 911684AA6 675,000.00 1,500,000.00 X 1 X
UNITED STATES FILTER CORP NEW DEBT 911843AF7 1,225,000.00 1,250,000.00 X 1 X
VALHI INC NEW CONV DEBT 918905AC4 2,800,000.00 5,000,000.00 X 1 X
VERITAS SOFTWARE CORP CONV DEBT 923436AA7 1,000,000.00 1,000,000.00 X 1 X
VERITAS SOFTWARE CORP CONV DEBT 923436AB5 500,000.00 500,000.00 X 1 X
VETERINARY CTRS AMER INC CONV DEBT 925514AB7 2,000,000.00 2,000,000.00 X 1 X
WMX TECHNOLOGIES INC CONV DEBT 92929QAF4 1,248,000.00 1,300,000.00 X 1 X
WESTERN DIGITAL CORP CONV DEBT 958102AH8 2,050,000.00 10,250,000.00 X 1 X
WIND RIV SYS INC CONV DEBT 923436AA7 1,760,000.00 2,000,000.00 X 1 X
WORLD COLOR PRESS INC CONV DEBT 981443AA2 682,500.00 750,000.00 X 1 X
PALL CORP COMMON 696429307 106,000.00 106,000.00 X 1 X
SECURITY CAPITAL CORP COMMON 81413P204 3,371,128.63 3,371,128.63 X 1 X
AMENDED COMPANY TOTAL 3,897,436,017.60
</TABLE>
