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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 JUNE 30, 1999
- --------------------------------------------------------------------------------
(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 ON THE THE 6 DAY OF AUGUST, 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 FILED (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
- -------------------------------------------------------------- ---------------
The following companies have elected to file a separate 13F report:
ALLSTATE LIFE INSURANCE COMPANY 28-35
ALLSTATE PENSION PLAN 28-35
ALLSTATE RETIREMENT PLAN 28-35
<PAGE>
FORM 13F REPORT
NAME OF REPORTING MANAGER: ALLSTATE INSURANCE COMPANY
<TABLE>
<CAPTION>
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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>
3 COM COMMON STOCK 885535104 491,050.00 18,400.00 X 1 X
A A R COMMON STOCK 000361105 221,203.14 9,750.00 X 1 X
A D C TELECOM COMMON STOCK 000886101 9,240,075.00 202,800.00 X 1 X
A M R COMMON STOCK 001765106 532,350.00 7,800.00 X 1 X
ABBOTT LABS COMMON STOCK 002824100 16,925,999.99 372,000.00 X 1 X
ABM INDS COMMON STOCK 000957100 236,293.76 7,700.00 X 1 X
ACXIOM CORP COMMON STOCK 005125109 553,612.50 22,200.00 X 1 X
ADAPTEC INC. COMMON STOCK 00651F108 2,118,750.00 60,000.00 X 1 X
ADELPHIA COMMUNICATIONS C NON-REDEEM P/S 006848402 4,020,000.00 20,000.00 X 1 X
ADOBE SYSTEMS INC COMMON STOCK 00724F101 254,684.53 3,100.00 X 1 X
ADVANCED FIBRE COMM COMMON STOCK 00754A105 451,562.50 28,900.00 X 1 X
AES CORP COMMON STOCK 00130H105 1,708,875.00 29,400.00 X 1 X
AETNA INC COMMON STOCK 008117103 643,950.00 7,200.00 X 1 X
AFLAC CORP COMMON STOCK 001055102 651,100.00 13,600.00 X 1 X
AGCO CORP COMMON STOCK 001084102 360,868.75 31,900.00 X 1 X
AH BELO COMMON STOCK 080555105 1,189,125.00 60,400.00 X 1 X
AIR EXPRESS INTL CORP COMMON STOCK 009104100 257,556.25 10,150.00 X 1 X
AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 470,925.00 11,700.00 X 1 X
AIRBORNE FREIGHT COMMON STOCK 009266107 670,037.50 24,200.00 X 1 X
AIRTOUCH COMM 4.25% SERIE REDEEMABLE P/S 00949T308 9,607,071.88 65,050.00 X 1 X
AK STEEL HOLDING COMMON STOCK 001547108 2,414,250.00 107,300.00 X 1 X
ALBERTSON'S COMMON STOCK 013104104 1,102,560.95 21,383.00 X 1 X
ALCAN ALUMINUM COMMON FOREIGN 013716105 1,079,487.49 33,800.00 X 1 X
ALKERMES INC NON-REDEEM P/S 01642T405 719,062.50 15,000.00 X 1 X
ALLAMERICA FINC. CORP COMMON STOCK 019754100 1,946,000.00 32,000.00 X 1 X
ALLEGHENY ENERGY COMMON STOCK 017361106 2,629,125.00 82,000.00 X 1 X
ALLEGHENY TELEDYNE INC COMMON STOCK 017415100 221,725.00 9,800.00 X 1 X
ALLEN TELECOM COMMON STOCK 018091108 111,800.02 10,400.00 X 1 X
ALLIANT TECHSYSTEMS COMMON STOCK 018804104 2,828,550.01 32,700.00 X 1 X
ALLIED-SIGNAL COMMON STOCK 019512102 9,273,600.00 147,200.00 X 1 X
ALLTEL COMMON STOCK 020039103 4,347,200.00 60,800.00 X 1 X
ALPHARMA INC COMMON STOCK 020813101 309,393.75 8,700.00 X 1 X
ALTERA COMMON STOCK 021441100 6,213,950.00 168,800.00 X 1 X
ALUMINUM CO OF AMERICA COMMON STOCK 013817101 3,031,874.99 49,000.00 X 1 X
ALZA CL A COMMON STOCK 022615108 259,462.50 5,100.00 X 1 X
AMB PROPERTY CORP COMMON STOCK 00163T109 14,805,000.00 630,000.00 X 1 X
AMBERCROMBIE & FITCH CL A COMMON STOCK 002896207 3,427,200.00 71,400.00 X 1 X
AMCOL INTL CORP COMMON STOCK 02341W103 161,718.74 11,250.00 X 1 X
AMERADA HESS COMMON STOCK 023551104 791,350.00 13,300.00 X 1 X
AMEREN CORPORATION COMMON STOCK 023608102 268,625.00 7,000.00 X 1 X
AMERICA ON-LINE COMMON STOCK 02364J104 29,801,850.00 269,700.00 X 1 X
AMERICAN BANKERS INS COMMON STOCK 024456105 691,356.25 12,700.00 X 1 X
AMERICAN ELEC PWR COMMON STOCK 025537101 1,029,212.50 27,400.00 X 1 X
AMERICAN EXPRESS COMMON STOCK 025816109 13,832,287.50 106,300.00 X 1 X
AMERICAN FREIGHTWAYS COMMON STOCK 02629V108 221,056.26 11,300.00 X 1 X
AMERICAN GENERAL COMMON STOCK 026351106 964,800.00 12,800.00 X 1 X
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 23,040,250.01 400,700.00 X 1 X
AMERICAN INTL COMMON STOCK 026874107 33,112,298.95 282,860.00 X 1 X
AMERICAN MANAGEMENT SYSTE COMMON STOCK 027352103 429,637.52 13,400.00 X 1 X
AMERICAN POWER CONVERSION COMMON STOCK 029066107 2,493,487.50 123,900.00 X 1 X
AMERICAN STANDARD COMPANI COMMON STOCK 029712106 12,360,000.00 257,500.00 X 1 X
AMERICREDIT CORP COMMON STOCK 03060R101 315,200.00 19,700.00 X 1 X
AMERITECH NEW COMMON STOCK 030954101 13,862,100.02 188,600.00 X 1 X
AMFM, INC. NON-REDEEM P/S 001693308 6,050,000.00 55,000.00 X 1 X
AMGEN COMMON STOCK 031162100 6,586,675.00 108,200.00 X 1 X
AMLI RESIDENTIAL PROPERTI NON-REDEEM P/S 001735109 11,187,500.00 500,000.00 X 1 X
AMRESCO INC COMMON STOCK 031909104 93,987.49 14,600.00 X 1 X
AMSOUTH COMMON STOCK 032165102 207,528.13 8,950.00 X 1 X
ANADARKO PETROLEUM COMMON STOCK 032511107 739,931.25 20,100.00 X 1 X
ANALOG DEVICES COMMON STOCK 032654105 5,636,056.25 112,300.00 X 1 X
ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 202,574.99 11,100.00 X 1 X
ANNTAYLOR STORES COMMON STOCK 036115103 333,000.00 7,400.00 X 1 X
AON COMMON STOCK 037389103 534,187.50 12,950.00 X 1 X
APACHE COMMON STOCK 037411105 1,142,700.00 29,300.00 X 1 X
APACHE CORP NON-REDEEM P/S 037411600 1,480,000.00 40,000.00 X 1 X
APARTMENT INVT & MGMT CO COMMON STOCK 03748R101 4,275,000.00 100,000.00 X 1 X
APOGEE ENTERPRISES COMMON STOCK 037598109 142,437.51 10,600.00 X 1 X
APPLE COMPUTER COMMON STOCK 037833100 3,913,406.25 84,500.00 X 1 X
APPLEBEES INTL INC COMMON STOCK 037899101 271,125.00 9,000.00 X 1 X
APPLIED MAGNETICS COMMON STOCK 038213104 34,912.50 11,400.00 X 1 X
APPLIED MATERIALS COMMON STOCK 038222105 1,403,625.00 19,000.00 X 1 X
APPLIED MICRO CIRCUITS CO COMMON STOCK 03822W109 1,883,525.00 22,900.00 X 1 X
APPLIED POWER INC - CL A COMMON STOCK 038225108 1,553,398.44 56,875.00 X 1 X
APTARGROUP COMMON STOCK 038336103 360,000.00 12,000.00 X 1 X
ARCHER-DANIELS-MIDLAND COMMON STOCK 039483102 461,581.25 29,900.00 X 1 X
ARCHSTONE COMMUNITIES TRU COMMON STOCK 039581103 88,233,985.14 4,022,062.00 X 1 X
ARCTIC CAT INC COMMON STOCK 039670104 112,612.50 12,600.00 X 1 X
ARDEN REALTY INC COMMON STOCK 039793104 6,156,250.00 250,000.00 X 1 X
ARROW ELECTRONICS INC COMMON STOCK 042735100 754,300.00 39,700.00 X 1 X
ARVIN INDUSTRIES COMMON STOCK 043339100 5,874,412.51 155,100.00 X 1 X
ASPECT TELECOMMUNICATION COMMON STOCK 045237104 117,975.00 12,100.00 X 1 X
ASSOCIATED BANC-CORP COMMON STOCK 045487105 3,112,500.00 75,000.00 X 1 X
ASSOCIATES FIRST CAPITAL COMMON STOCK 046008108 19,433,335.60 438,552.00 X 1 X
AT & T COMMON STOCK 001957109 42,270,781.33 757,371.22 X 1 X
AT&T CORP - LIBERTY MEDIA COMMON STOCK 001957208 1,903,650.00 51,800.00 X 1 X
ATLANTIC RICHFIELD COMMON STOCK 048825103 5,005,393.75 59,900.00 X 1 X
ATMEL CORP COMMON STOCK 049513104 4,674,468.75 178,500.00 X 1 X
ATMOS ENERGY COMMON STOCK 049560105 237,500.04 9,500.00 X 1 X
AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 1,386,000.01 31,500.00 X 1 X
AUTOZONE INC COMMON STOCK 053332102 228,950.00 7,600.00 X 1 X
AVALON BAY COMMUNITIES, C COMMON STOCK 053484101 40,795,016.00 1,102,568.00 X 1 X
AVNET COMMON STOCK 053807103 1,041,600.00 22,400.00 X 1 X
AVON PRODUCTS COMMON STOCK 054303102 6,193,800.00 111,600.00 X 1 X
AZTAR CORP COMMON STOCK 054802103 165,375.01 18,000.00 X 1 X
BAKER HUGHES COMMON STOCK 057224107 1,999,950.00 59,700.00 X 1 X
BALDOR ELEC COMMON STOCK 057741100 206,700.00 10,400.00 X 1 X
BALLARD MED PRODS COMMON STOCK 058566100 235,456.25 10,100.00 X 1 X
BANK OF AMERICA CORP COMMON STOCK 060505104 29,926,675.68 408,207.00 X 1 X
BANK OF NEW YORK COMMON STOCK 064057102 12,238,950.00 333,600.00 X 1 X
BANK ONE CORPORATION COMMON STOCK 06423A103 22,747,514.40 381,910.00 X 1 X
BANKBOSTON_CORP COMMON STOCK 06605R106 771,987.50 15,100.00 X 1 X
BARR LABS INC COMMON STOCK 068306109 291,087.50 7,300.00 X 1 X
BARRETT RES COMMON STOCK 068480201 10,560,800.00 275,200.00 X 1 X
BARRICK GOLD COMMON FOREIGN 067901108 2,191,312.50 113,100.00 X 1 X
BATTLE MOUNTAIN GOLD, CL COMMON FOREIGN 071593107 28,518.75 11,700.00 X 1 X
BAXTER INTL COMMON STOCK 071813109 4,674,187.50 77,100.00 X 1 X
BB&T CORPORATION COMMON STOCK 054937107 587,000.00 16,000.00 X 1 X
BEAR STEARNS COMMON STOCK 073902108 275,357.50 5,890.00 X 1 X
BECKMAN COULTER INC COMMON STOCK 075811109 1,264,250.00 26,000.00 X 1 X
BECTON DICKINSON COMMON STOCK 075887109 2,784,000.00 92,800.00 X 1 X
BELL ATLANTIC COMMON STOCK 077853109 23,816,112.49 364,300.00 X 1 X
BELLSOUTH COMMON STOCK 079860102 17,676,562.50 377,100.00 X 1 X
BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 2,317,968.75 64,500.00 X 1 X
BEST BUY COMMON STOCK 086516101 648,000.00 9,600.00 X 1 X
BESTFOODS INC COMMON STOCK 08658U101 6,435,000.00 130,000.00 X 1 X
BILLING CONCEPTS CORP COMMON STOCK 090063108 118,587.50 10,600.00 X 1 X
BINDLEY WESTERN INDS COMMON STOCK 090324104 202,949.95 8,800.00 X 1 X
BIO TECH GENERAL COMMON STOCK 090578105 109,850.00 16,900.00 X 1 X
BIOGEN COMMON STOCK 090597105 3,505,031.25 54,500.00 X 1 X
BIRMINGHAM STL COMMON STOCK 091250100 52,387.51 12,700.00 X 1 X
BISYS GROUP COMMON STOCK 055472104 497,249.99 8,500.00 X 1 X
BJ SERVICES COMMON STOCK 055482103 6,420,318.75 218,100.00 X 1 X
BLACK & DECKER COMMON STOCK 091797100 277,750.00 4,400.00 X 1 X
BLOCK (H & R) COMMON STOCK 093671105 2,225,000.00 44,500.00 X 1 X
BMC SOFTWARE COMMON STOCK 055921100 648,000.00 12,000.00 X 1 X
BOEING COMMON STOCK 097023105 11,534,881.75 261,044.00 X 1 X
BOISE CASCADE COMMON STOCK 097383103 4,617,637.50 107,700.00 X 1 X
BORG-WARNER AUTOMOTIVE IN COMMON STOCK 099724106 9,542,500.00 173,500.00 X 1 X
BOSTON PROPERTIES INC COMMON STOCK 101121101 1,793,750.00 50,000.00 X 1 X
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 883,143.75 20,100.00 X 1 X
BOWATER COMMON STOCK 102183100 1,913,625.00 40,500.00 X 1 X
BOWNE COMMON STOCK 103043105 153,400.01 11,800.00 X 1 X
BRADLEY REAL ESTATE SERIE NON-REDEEM P/S 104580204 1,456,875.00 63,000.00 X 1 X
BRADY CORPORATION COMMON STOCK 104674106 273,000.00 8,400.00 X 1 X
BRIGHTPOINT COMMON STOCK 109473108 88,512.50 14,600.00 X 1 X
BRISTOL-MYERS-SQUIBB COMMON STOCK 110122108 38,966,025.00 553,200.00 X 1 X
BRITISH PETROLEUM COMMON FOREIGN 055622104 1,947,249.51 17,947.00 X 1 X
BROWNING-FERRIS INDUSTRIE COMMON STOCK 115885105 344,000.00 8,000.00 X 1 X
BUCKEYE CELLULOSE CORP COMMON STOCK 118255108 165,543.75 10,900.00 X 1 X
BURLINGTON NORTHERN COMMON STOCK 12189T104 740,900.00 23,900.00 X 1 X
BURLINGTON RESOURCES COMMON STOCK 122014103 3,991,975.00 92,300.00 X 1 X
BURR BROWN COMMON STOCK 122574106 379,068.75 10,350.00 X 1 X
C D I CORP COMMON STOCK 125071100 211,187.49 6,200.00 X 1 X
C I G N A COMMON STOCK 125509109 925,600.00 10,400.00 X 1 X
C M S ENERGY COMMON STOCK 125896100 251,250.00 6,000.00 X 1 X
C S X COMMON STOCK 126408103 502,968.75 11,100.00 X 1 X
C T S COMMON STOCK 126501105 287,000.00 4,100.00 X 1 X
CABLETRON COMMON STOCK 126920107 1,700,400.00 130,800.00 X 1 X
CABLEVISION SYSTEMS CONVE NON-REDEEM P/S 12686C406 2,160,000.00 20,000.00 X 1 X
CABOT COMMON STOCK 127055101 740,137.50 30,600.00 X 1 X
CADENCE DESIGNS SYS INC COMMON STOCK 127387108 1,764,600.00 138,400.00 X 1 X
CALLON PETRO CO CONVERTIB NON-REDEEM P/S 13123X201 1,192,500.01 45,000.00 X 1 X
CALLOWAY GOLF CO COMMON STOCK 131193104 503,100.00 34,400.00 X 1 X
CAMBRIDGE TECH PTNRS COMMON STOCK 132524109 382,862.50 21,800.00 X 1 X
CAMPBELL SOUP COMMON STOCK 134429109 1,029,525.00 22,200.00 X 1 X
CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 9,567,112.50 171,800.00 X 1 X
CAPITAL RE COMMON STOCK 140432105 178,293.75 11,100.00 X 1 X
CARAUSTAR INDS COMMON STOCK 140909102 229,593.73 9,300.00 X 1 X
CARDINAL HEALTH COMMON STOCK 14149Y108 891,337.50 13,900.00 X 1 X
CARLISLE COMMON STOCK 142339100 3,450,562.50 71,700.00 X 1 X
CARNIVAL CRUISE LINES COMMON STOCK 143658102 3,734,500.00 77,000.00 X 1 X
CAROLINA PWR & LT COMMON STOCK 144141108 329,656.25 7,700.00 X 1 X
CARPENTER TECH COMMON STOCK 144285103 671,218.75 23,500.00 X 1 X
CASEYS GENERAL STORES COMMON STOCK 147528103 270,000.00 18,000.00 X 1 X
CATALINA MARKETING COMMON STOCK 148867104 561,199.99 6,100.00 X 1 X
CATERPILLAR COMMON STOCK 149123101 3,258,000.00 54,300.00 X 1 X
CBS CORPORATION COMMON STOCK 12490K107 9,890,718.75 227,700.00 X 1 X
CCB FINL CORP COMMON STOCK 124875105 740,250.00 14,000.00 X 1 X
C-CUBE MICROSYSTEMS INC COMMON STOCK 125015107 370,743.75 11,700.00 X 1 X
CEC ENTERTAINMENT INC COMMON STOCK 125137109 253,500.00 6,000.00 X 1 X
CENDANT COPORATION COMMON STOCK 151313103 3,370,200.00 164,400.00 X 1 X
CENTOCOR COMMON STOCK 152342101 3,851,225.00 82,600.00 X 1 X
CENTRAL & SOUTH WEST COMMON STOCK 152357109 252,450.00 10,800.00 X 1 X
CENTRAL HUDSON GAS & ELEC COMMON STOCK 153609102 264,600.00 6,300.00 X 1 X
CENTRAL PARKING CORP COMMON STOCK 154785109 308,250.00 9,000.00 X 1 X
CENTURA BANKS COMMON STOCK 15640T100 479,187.51 8,500.00 X 1 X
CENTURYTEL INC COMMON STOCK 156700106 2,905,725.00 73,100.00 X 1 X
CERIDIAN CORP COMMON STOCK 15677T106 238,618.75 7,300.00 X 1 X
CERNER CORP COMMON STOCK 156782104 203,397.36 9,700.00 X 1 X
CHAMPION ENTERPRISES COMMON STOCK 158496109 288,687.50 15,500.00 X 1 X
CHAMPION INTL COMMON STOCK 158525105 1,953,300.00 40,800.00 X 1 X
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 24,942,109.51 287,932.00 X 1 X
CHECKPOINT SYSTEMS COMMON STOCK 162825103 100,993.74 11,300.00 X 1 X
CHEESECAKE FACTORY INC COMMON STOCK 163072101 204,350.01 6,700.00 X 1 X
CHEVRON COMMON STOCK 166751107 15,477,487.52 162,600.00 X 1 X
CHIQUITA BRANDS COMMON STOCK 170032106 180,000.00 20,000.00 X 1 X
CHIRON COMMON STOCK 170040109 541,575.00 26,100.00 X 1 X
CHUBB COMMON STOCK 171232101 569,900.00 8,200.00 X 1 X
CHURCH & DWIGHT COMMON STOCK 171340102 474,150.00 10,900.00 X 1 X
CIBER INC COMMON STOCK 17163B102 319,387.50 16,700.00 X 1 X
CILCORP COMMON STOCK 171794100 325,000.00 5,200.00 X 1 X
CINCINNATI BELL COMMON STOCK 171870108 1,516,200.00 60,800.00 X 1 X
CINERGY COMMON STOCK 172474108 259,200.00 8,100.00 X 1 X
CIRCUIT CITY STORES COMMON STOCK 172737108 6,844,800.00 73,600.00 X 1 X
CISCO SYSTEMS, INC. COMMON STOCK 17275R102 55,251,934.45 857,450.00 X 1 X
CITIGROUP INC COMMON STOCK 172967101 40,456,795.15 851,722.00 X 1 X
CITIZENS UTILITIES 5.0% C REDEEMABLE P/S 177351202 2,811,740.63 57,825.00 X 1 X
CITRIX SYSTEMS INC COMMON STOCK 177376100 2,384,300.00 42,200.00 X 1 X
CITY NATIONAL COMMON STOCK 178566105 726,287.50 19,400.00 X 1 X
CKE RESTAURANTS INC COMMON STOCK 12561E105 243,360.00 14,976.00 X 1 X
CLAIRES STORES COMMON STOCK 179584107 2,554,812.50 99,700.00 X 1 X
CLEAR CHANNEL COMMUNICATI COMMON STOCK 184502102 1,165,043.75 16,900.00 X 1 X
CLOROX COMMON STOCK 189054109 640,875.00 6,000.00 X 1 X
CNF TRANSPORTATION COMMON STOCK 12612W104 821,225.00 21,400.00 X 1 X
CNF TRUST I 5% SERIES A C REDEEMABLE P/S 12612V205 2,713,437.50 47,500.00 X 1 X
COASTAL COMMON STOCK 190441105 6,852,000.00 171,300.00 X 1 X
COCA-COLA COMMON STOCK 191216100 28,637,500.02 458,200.00 X 1 X
COCA-COLA ENTERPRISES COMMON STOCK 191219104 4,046,000.00 136,000.00 X 1 X
COEUR D'ALENE MINES COMMON STOCK 192108108 59,662.50 12,900.00 X 1 X
COGNEX CORP COMMON STOCK 192422103 385,062.51 12,200.00 X 1 X
COLGATE-PALMOLIVE COMMON STOCK 194162103 7,406,250.00 75,000.00 X 1 X
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 263,287.50 4,200.00 X 1 X
COLUMBIA HEALTHCARE COMMON STOCK 197677107 4,384,562.50 192,200.00 X 1 X
COMCAST CLASS A SPECIAL COMMON STOCK 200300200 1,449,093.75 37,700.00 X 1 X
COMDISCO COMMON STOCK 200336105 1,816,812.50 70,900.00 X 1 X
COMERICA COMMON STOCK 200340107 2,805,450.00 47,200.00 X 1 X
COMMERCE BANCORP INC COMMON STOCK 200519106 318,829.50 7,458.00 X 1 X
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 424,331.25 18,300.00 X 1 X
COMMONWEALTH ENERGY COMMON STOCK 202800108 331,800.02 7,900.00 X 1 X
COMMSCOPE INC COMMON STOCK 203372107 458,175.00 14,900.00 X 1 X
COMPAQ COMPUTER COMMON STOCK 204493100 2,048,968.75 86,500.00 X 1 X
COMPASS BANKSHARES COMMON STOCK 20449H109 1,223,525.00 44,900.00 X 1 X
COMPUSA COMMON STOCK 204932107 139,825.00 18,800.00 X 1 X
COMPUTER ASSOCIATES INTL COMMON STOCK 204912109 1,501,500.01 27,300.00 X 1 X
COMPUTER SCIENCES COMMON STOCK 205363104 3,051,168.75 44,100.00 X 1 X
COMPUWARE COMMON STOCK 205638109 4,581,000.00 144,000.00 X 1 X
COMVERSE TECHNOLOGY COMMON STOCK 205862402 9,452,600.00 125,200.00 X 1 X
CONAGRA COMMON STOCK 205887102 660,300.00 24,800.00 X 1 X
CONCORD EFS INC COMMON STOCK 206197105 10,341,175.00 244,400.00 X 1 X
CONE MLS CORP COMMON STOCK 206814105 69,000.00 11,500.00 X 1 X
CONSECO COMMON STOCK 208464107 502,218.75 16,500.00 X 1 X
CONSOLIDATED EDISON COMMON STOCK 209115104 1,312,250.00 29,000.00 X 1 X
CONSOLIDATED NATL GAS COMMON STOCK 209615103 856,575.00 14,100.00 X 1 X
CONSOLIDATED PAPERS COMMON STOCK 209759109 1,195,725.00 44,700.00 X 1 X
CONSTELLATION ENERGY GROU COMMON STOCK 210371100 225,150.00 7,600.00 X 1 X
CONVERGYS CORP COMMON STOCK 212485106 1,293,600.00 67,200.00 X 1 X
COOPER INDUSTRIES COMMON STOCK 216669101 249,600.00 4,800.00 X 1 X
CORDANT TECHNOLOGIES COMMON STOCK 218412104 799,818.75 17,700.00 X 1 X
CORN PRODUCTS INTL INC COMMON STOCK 219023108 383,512.50 12,600.00 X 1 X
CORNERSTONE PROPERTIES IN COMMON STOCK 21922H103 7,540,625.00 475,000.00 X 1 X
CORNING COMMON STOCK 219350105 3,415,087.50 48,700.00 X 1 X
COSTO COMPANIES INC COMMON STOCK 22160Q102 3,770,943.75 47,100.00 X 1 X
COUNTRYWIDE CREDIT INDUST COMMON STOCK 222372104 243,675.00 5,700.00 X 1 X
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 173,906.25 15,900.00 X 1 X
CRANE COMMON STOCK 224399105 7,779,209.38 247,450.00 X 1 X
CREDENCE SYS CORP COMMON STOCK 225302108 1,856,250.00 50,000.00 X 1 X
CROMPTON & KNOWLES COMMON STOCK 227111101 1,316,556.25 67,300.00 X 1 X
CROSS TIMBERS OIL CO COMMON STOCK 227573102 206,390.64 13,875.00 X 1 X
CROWN CORK & SEAL CONVERT NON-REDEEM P/S 228255303 3,855,637.50 143,800.00 X 1 X
CULLEN FROST BANKERS COMMON STOCK 229899109 463,049.98 16,800.00 X 1 X
CVS CORP COMMON STOCK 126650100 3,928,050.00 77,400.00 X 1 X
CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 1,237,500.00 75,000.00 X 1 X
CYPRUS AMAX MINERALS COMMON STOCK 232809103 1,666,068.75 109,700.00 X 1 X
CYTEC INDUSTRIES COMMON STOCK 232820100 2,304,562.50 72,300.00 X 1 X
DAIMLERCHRYSLER AG COMMON FOREIGN D1668R123 1,604,460.39 18,053.00 X 1 X
DALLAS SEMICONDUCTOR COMMON STOCK 235204104 469,650.01 9,300.00 X 1 X
DANA COMMON STOCK 235811106 386,925.00 8,400.00 X 1 X
DAYTON-HUDSON COMMON STOCK 239753106 4,238,000.00 65,200.00 X 1 X
DEERE COMMON STOCK 244199105 467,575.00 11,800.00 X 1 X
DELL COMPUTER COMMON STOCK 247025109 18,326,100.00 495,300.00 X 1 X
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 2,861,633.22 154,162.06 X 1 X
DELPHI FINANCIAL GROUP COMMON STOCK 247131105 242,012.75 6,746.00 X 1 X
DELTA AIR LINES COMMON STOCK 247361108 1,573,162.50 27,300.00 X 1 X
DELTA AND PINE LAND COMMON STOCK 247357106 338,089.50 10,733.00 X 1 X
DENTSPLY INTERNATIONAL IN COMMON STOCK 249030107 681,450.00 23,600.00 X 1 X
DETROIT EDISON COMMON STOCK 233331107 296,000.00 7,400.00 X 1 X
DEVELOPERS DIVER REALTY C COMMON STOCK 251591103 1,662,500.00 100,000.00 X 1 X
DEVON ENERGY CORP COMMON STOCK 251799102 371,800.35 10,400.01 X 1 X
DEVRY INC COMMON STOCK 251893103 487,775.17 21,800.01 X 1 X
DEXTER COMMON STOCK 252165105 975,418.75 23,900.00 X 1 X
DIAL CORP. COMMON STOCK 25247D101 1,554,437.50 41,800.00 X 1 X
DIALOGIC CORP COMMON STOCK 252499108 210,600.00 4,800.00 X 1 X
DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 1,611,700.00 56,800.00 X 1 X
DIGITAL MICROWAVE CORP COMMON STOCK 253859102 232,050.00 18,200.00 X 1 X
DIME BANCORP INC COMMON STOCK 25429Q102 2,169,475.00 107,800.00 X 1 X
DIONEX COMMON STOCK 254546104 307,800.01 7,600.00 X 1 X
DISNEY (WALT) COMMON STOCK 254687106 15,397,006.23 499,700.00 X 1 X
DOLLAR GENERAL COMMON STOCK 256669102 2,674,525.00 92,225.00 X 1 X
DOMINION RESOURCES COMMON STOCK 257470104 424,462.50 9,800.00 X 1 X
DONNELLEY & SONS COMMON STOCK 257867101 2,483,187.50 67,000.00 X 1 X
DOUBLECLICK INC COMMON STOCK 258609304 220,200.00 2,400.00 X 1 X
DOVER COMMON STOCK 260003108 381,500.00 10,900.00 X 1 X
DOW CHEMICAL COMMON STOCK 260543103 7,371,437.50 58,100.00 X 1 X
DOW JONES COMMON STOCK 260561105 244,087.50 4,600.00 X 1 X
DR HORTON INC COMMON STOCK 23331A109 231,087.50 13,900.00 X 1 X
DU PONT DE NEMOURS COMMON STOCK 263534109 15,636,731.25 228,900.00 X 1 X
DUKE ENERGY CORP COMMON STOCK 264399106 2,533,875.00 46,600.00 X 1 X
DUKE REALTY INVESTMENTS I COMMON STOCK 264411505 3,612,256.25 160,100.00 X 1 X
DUN & BRADSTREET CORP COMMON STOCK 26483B106 294,131.25 8,300.00 X 1 X
E M C COMMON STOCK 268648102 15,213,000.00 276,600.00 X 1 X
E TRADE GROUP INC COMMON STOCK 269246104 5,219,831.25 130,700.00 X 1 X
EARTHGRAINS COMPANY COMMON STOCK 270319106 382,025.00 14,800.00 X 1 X
EASTERN UTIL ASSOC COMMON STOCK 277173100 270,862.78 9,300.01 X 1 X
EASTMAN CHEMICAL COMMON STOCK 277432100 207,000.00 4,000.00 X 1 X
EASTMAN KODAK COMMON STOCK 277461109 4,417,300.00 65,200.00 X 1 X
EATON COMMON STOCK 278058102 3,523,600.00 38,300.00 X 1 X
EATON VANCE CORP COMMON STOCK 278265103 327,156.25 9,500.00 X 1 X
ECOLAB COMMON STOCK 278865100 2,874,887.50 65,900.00 X 1 X
EDISON INTL COMMON STOCK 281020107 1,134,200.00 42,400.00 X 1 X
EL PASO ENERGY CAPITAL TR NON-REDEEM P/S 283678209 3,960,000.00 80,000.00 X 1 X
EL PASO ENERGY CORP DELAW COMMON STOCK 283905107 6,383,294.00 181,408.00 X 1 X
ELECTRONIC ARTS COMMON STOCK 285512109 1,958,425.02 36,100.00 X 1 X
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 1,414,062.50 25,000.00 X 1 X
ELECTRONICS FOR IMAGING COMMON STOCK 286082102 1,808,400.00 35,200.00 X 1 X
EMERSON ELEC COMMON STOCK 291011104 7,098,587.50 112,900.00 X 1 X
ENERGY EAST CORPORATION COMMON STOCK 29266M109 1,357,200.00 52,200.00 X 1 X
ENGELHARD COMMON STOCK 292845104 2,687,850.00 118,800.00 X 1 X
ENHANCE FINANCIAL SERVICE COMMON STOCK 293310108 246,875.00 12,500.00 X 1 X
ENRON COMMON STOCK 293561106 11,416,387.48 139,650.00 X 1 X
ENRON OIL AND GAS COMMON STOCK 293562104 1,743,525.00 86,100.00 X 1 X
ENSCO INTERNATIONAL COMMON STOCK 26874Q100 1,808,331.25 90,700.00 X 1 X
ENTERGY COMMON STOCK 29364G103 393,750.00 12,600.00 X 1 X
EQUIFAX COMMON STOCK 294429105 260,518.75 7,300.00 X 1 X
EQUITY OFFICE PROPERTIES COMMON STOCK 294741103 16,896,637.50 4,561,820.00 X 1 X
EQUITY RESIDENTIAL PROP T COMMON STOCK 29476L107 8,692,556.26 192,900.00 X 1 X
ETHAN ALLEN INTERIORS COMMON STOCK 297602104 4,318,600.38 114,400.01 X 1 X
EVEREST REINSURANCE COMMON STOCK 299808105 1,572,525.00 48,200.00 X 1 X
EVI INC., 5.0%, REDEEMABLE P/S 268939204 2,362,500.00 60,000.00 X 1 X
EXCEL LEGACY CORPORATION NON-REDEEM P/S 300665106 9,500,000.00 2,000,000.00 X 1 X
EXECUTIVE RISK INC COMMON STOCK 301586103 212,656.25 2,500.00 X 1 X
EXPEDITORS INTL WASHINGTO COMMON STOCK 302130109 408,750.01 15,000.00 X 1 X
EXPRESS SCRIPTS COMMON STOCK 302182100 650,025.00 10,800.00 X 1 X
EXXON COMMON STOCK 302290101 41,662,924.99 540,200.00 X 1 X
F M C COMMON STOCK 302491303 3,094,556.25 45,300.00 X 1 X
F P L GROUP COMMON STOCK 302571104 1,267,300.00 23,200.00 X 1 X
FASTENAL CO COMMON STOCK 311900104 1,693,731.25 32,300.00 X 1 X
FDX CORP COMMON STOCK 31304N107 2,229,675.00 41,100.00 X 1 X
FEDDERS CORP COMMON STOCK 313135105 121,712.51 18,200.00 X 1 X
FEDERAL MOGUL COMMON STOCK 313549107 1,289,600.00 24,800.00 X 1 X
FEDERAL NAT'L MORT. ASSOC COMMON STOCK 313586109 15,876,675.00 232,200.00 X 1 X
FEDERAL REALTY INVEST. TR COMMON STOCK 313747206 7,163,381.25 312,300.00 X 1 X
FEDERATED DEPARTMENT STOR COMMON STOCK 31410H101 7,353,018.75 138,900.00 X 1 X
FERRO COMMON STOCK 315405100 1,157,750.00 42,100.00 X 1 X
FIDELITY NAT FINL CORP COMMON STOCK 316326107 210,000.00 10,000.00 X 1 X
FIFTH THIRD BANCORP COMMON STOCK 316773100 911,906.25 13,700.00 X 1 X
FINOVA FINANCE 5.5% CONVE REDEEMABLE P/S 31808E207 2,090,625.00 30,000.00 X 1 X
FINOVA GROUP INC COMMON STOCK 317928109 2,268,137.50 43,100.00 X 1 X
FIRST AMERICAN FINL CORP COMMON STOCK 318522307 336,943.75 18,850.00 X 1 X
FIRST BANCORP COMMON STOCK 318672102 207,575.00 9,200.00 X 1 X
FIRST DATA COMMON STOCK 319963104 4,732,256.26 96,700.00 X 1 X
FIRST MIDWEST BANCORP COMMON STOCK 320867104 361,725.00 9,100.00 X 1 X
FIRST SECURITY COMMON STOCK 336294103 912,875.01 33,500.00 X 1 X
FIRST TENNESSEE NATIONAL COMMON STOCK 337162101 1,429,056.25 37,300.00 X 1 X
FIRST UNION COMMON STOCK 337358105 9,362,400.02 199,200.00 X 1 X
FIRST VIRGINIA BANKS COMMON STOCK 337477103 2,249,925.00 45,800.00 X 1 X
FIRSTAR CORPORATION COMMON STOCK 33763V109 6,560,400.00 234,300.00 X 1 X
FIRSTENERGY CORP COMMON STOCK 337932107 368,900.00 11,900.00 X 1 X
FIRSTMERIT CORP COMMON STOCK 337915102 580,893.76 20,700.00 X 1 X
FISERV INC. COMMON STOCK 337738108 6,261,717.20 199,975.00 X 1 X
FLEET/NORSTAR FINANCIAL COMMON STOCK 338915101 7,339,624.99 165,400.00 X 1 X
FLORIDA PROGRESS COMMON STOCK 341109106 206,562.50 5,000.00 X 1 X
FOODMAKER, INC. COMMON STOCK 344839204 368,875.00 13,000.00 X 1 X
FOOTSTAR INC COMMON STOCK 344912100 282,625.00 7,600.00 X 1 X
FORD MOTOR COMMON STOCK 345370100 9,379,912.51 166,200.00 X 1 X
FOUNDATION HEALTH SYSTEMS COMMON STOCK 350404109 9,535,500.00 635,700.00 X 1 X
FRANKLIN RESOURCES COMMON STOCK 354613101 520,000.00 12,800.00 X 1 X
FREDDIE MAC COMMON STOCK 313400301 13,856,200.01 238,900.00 X 1 X
FREEPORT MCMORAN B COMMON STOCK 35671D857 1,334,550.00 74,400.00 X 1 X
FREMONT GENERAL CORP COMMON STOCK 357288109 2,746,312.50 145,500.00 X 1 X
FRITZ COS COMMON STOCK 358846103 113,950.00 10,600.00 X 1 X
FRONTIER COMMON STOCK 35906P105 1,628,400.00 27,600.00 X 1 X
FULLER (H.B.) COMMON STOCK 359694106 4,205,062.50 61,500.00 X 1 X
G & K SERVICES COMMON STOCK 361268105 371,862.52 7,100.00 X 1 X
G T E COMMON STOCK 362320103 17,740,650.08 234,200.00 X 1 X
GALILEO INTERNATIONAL INC COMMON STOCK 363547100 566,437.50 10,600.00 X 1 X
GALLAGHER (ARTHUR J & CO) COMMON STOCK 363576109 316,800.00 6,400.00 X 1 X
GANNETT COMMON STOCK 364730101 4,589,412.50 64,300.00 X 1 X
GAP STORES COMMON STOCK 364760108 7,057,537.50 140,100.00 X 1 X
GATEWAY INC COMMON STOCK 367626108 472,000.00 8,000.00 X 1 X
GENCORP COMMON STOCK 368682100 666,600.00 26,400.00 X 1 X
GENERAL DYNAMICS COMMON STOCK 369550108 445,250.00 6,500.00 X 1 X
GENERAL ELECTRIC COMMON STOCK 369604103 78,263,799.99 692,600.00 X 1 X
GENERAL GROWTH PROPERTIES COMMON STOCK 370021107 7,348,499.99 207,000.00 X 1 X
GENERAL INSTRUMENT CORPOR COMMON STOCK 370120107 2,095,250.00 49,300.00 X 1 X
GENERAL MILLS COMMON STOCK 370334104 626,925.00 7,800.00 X 1 X
GENERAL MOTORS COMMON STOCK 370442105 9,715,200.00 147,200.00 X 1 X
GENERAL MOTORS CL H COMMON STOCK 370442832 3,870,000.00 68,800.00 X 1 X
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 114,062.50 12,500.00 X 1 X
GENESIS HEALTH VENTURE COMMON STOCK 371912106 35,099.99 11,700.00 X 1 X
GENTEX CORP COMMON STOCK 371901109 613,200.02 21,900.00 X 1 X
GENUINE PARTS COMMON STOCK 372460105 318,500.00 9,100.00 X 1 X
GENZYME CORP. COMMON STOCK 372917104 1,896,350.00 39,100.00 X 1 X
GEON CO COMMON STOCK 37246W105 261,225.02 8,100.00 X 1 X
GEORGIA-PACIFIC COMMON STOCK 373298108 3,936,862.50 83,100.00 X 1 X
GEORGIA-PACIFIC (TIMBER G COMMON STOCK 373298702 939,300.00 37,200.00 X 1 X
GILLETTE COMMON STOCK 375766102 5,621,100.01 137,100.00 X 1 X
GLOBAL MARINE COMMON STOCK 379352404 4,831,937.50 313,000.00 X 1 X
GOLDEN STATE BANCORP COMMON STOCK 381197102 844,800.00 38,400.00 X 1 X
GOLDEN WEST FINL COMMON STOCK 381317106 284,200.00 2,900.00 X 1 X
GOODYEAR TIRE & RUBBER COMMON STOCK 382550101 464,618.75 7,900.00 X 1 X
GOODY'S FAMILY CLOTHING I COMMON STOCK 382588101 122,381.25 10,700.00 X 1 X
GPU INC COMMON STOCK 36225X100 270,000.00 6,400.00 X 1 X
GRAINGER COMMON STOCK 384802104 252,918.75 4,700.00 X 1 X
GREAT LAKES CHEMICAL COMMON STOCK 390568103 1,285,143.75 27,900.00 X 1 X
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 570,937.50 17,400.00 X 1 X
GRIFFON CORP COMMON STOCK 398433102 87,499.99 11,200.00 X 1 X
GUIDANT COMMON STOCK 401698105 5,946,175.00 115,600.00 X 1 X
HALLIBURTON COMMON STOCK 406216101 4,579,300.00 101,200.00 X 1 X
HA-LO INDUSTRIES COMMON STOCK 404429102 111,093.75 11,250.00 X 1 X
HARBINGER CORP COMMON STOCK 41145C103 150,000.00 12,000.00 X 1 X
HARCOURT GENERAL COMMON STOCK 41163G101 3,712,500.00 72,000.00 X 1 X
HARLEY DAVIDSON COMMON STOCK 412822108 1,555,125.00 28,600.00 X 1 X
HARSCO COMMON STOCK 415864107 4,006,400.00 125,200.00 X 1 X
HARTE HANKS COMMUNICATION COMMON STOCK 416196103 938,525.00 34,600.00 X 1 X
HARTFORD FINANCIAL SERVIC COMMON STOCK 416515104 1,201,237.49 20,600.00 X 1 X
HARTFORD LIFE - CL A COMMON STOCK 416592103 6,104,500.00 116,000.00 X 1 X
HASBRO COMMON STOCK 418056107 275,184.38 9,850.00 X 1 X
HEALTH CARE PROPERTY INVE COMMON STOCK 421915109 1,155,000.00 40,000.00 X 1 X
HEALTHCARE REALTY TRUST I COMMON STOCK 421946104 1,201,536.00 57,216.00 X 1 X
HEALTHSOUTH COMMON STOCK 421924101 315,181.25 21,100.00 X 1 X
HEARTLAND EXPRESS INC COMMON STOCK 422347104 171,937.51 10,500.00 X 1 X
HECLA MINING COMMON STOCK 422704106 48,056.24 23,300.00 X 1 X
HEILIG-MEYERS COMMON STOCK 422893107 789,568.75 115,900.00 X 1 X
HEINZ COMMON STOCK 423074103 3,749,350.00 74,800.00 X 1 X
HENRY JACK & ASSOCIATES COMMON STOCK 426281101 245,312.49 6,250.00 X 1 X
HERCULES COMMON STOCK 427056106 1,607,881.25 40,900.00 X 1 X
HERSHEY FOODS COMMON STOCK 427866108 421,562.50 7,100.00 X 1 X
HEWLETT-PACKARD COMMON STOCK 428236103 24,602,399.98 244,800.00 X 1 X
HIBERNIA COMMON STOCK 428656102 8,058,668.75 513,700.00 X 1 X
HILTON HOTELS COMMON STOCK 432848109 185,856.25 13,100.00 X 1 X
HNC SOFTWARE COMMON STOCK 40425P107 231,093.75 7,500.00 X 1 X
HOLLYWOOD ENT. CORP COMMON STOCK 436141105 2,682,018.75 137,100.00 X 1 X
HOME DEPOT COMMON STOCK 437076102 20,368,564.89 316,098.00 X 1 X
HOMESTAKE MINING COMMON STOCK 437614100 108,075.00 13,200.00 X 1 X
HOMESTEAD VILLAGE INC. COMMON STOCK 437851108 1,571,366.07 644,663.00 X 1 X
HONEYWELL COMMON STOCK 438506107 741,600.00 6,400.00 X 1 X
HORACE MANN EDUCATORS COMMON STOCK 440327104 1,071,187.50 39,400.00 X 1 X
HOUSEHOLD INTL COMMON STOCK 441815107 1,155,950.00 24,400.00 X 1 X
HOUSTON INDS INC. 7% CONV NON-REDEEM P/S 442161204 14,906,250.00 125,000.00 X 1 X
HRPT PROPERTIES TRUST COMMON STOCK 40426W101 932,531.25 60,900.00 X 1 X
HUDSON UNITED BANCORP COMMON STOCK 444165104 396,165.00 12,936.00 X 1 X
HUNTINGTON BANCSHARES COMMON STOCK 446150104 4,343,500.00 124,100.00 X 1 X
HUSSMANN INTERNATIONAL IN COMMON STOCK 448110106 2,161,406.25 130,500.00 X 1 X
HUTCHINSON TECH COMMON STOCK 448407106 205,350.00 7,400.00 X 1 X
ICN PHARMACEUTICALS COMMON STOCK 448924100 1,400,156.25 43,500.00 X 1 X
IDEXX LABS CORP COMMON STOCK 45168D104 296,068.75 12,700.00 X 1 X
ILLINOIS TOOL WORKS COMMON STOCK 452308109 3,321,000.00 40,500.00 X 1 X
ILLINOVA COMMON STOCK 452317100 2,629,625.00 96,500.00 X 1 X
IMC FERTILIZER COMMON STOCK 449669100 1,094,512.50 62,100.00 X 1 X
IMS HEALTH INC COMMON STOCK 449934108 1,387,500.00 44,400.00 X 1 X
INACOM CORP COMMON STOCK 45323G109 134,633.00 10,664.00 X 1 X
INCYTE PHARMACEUTICALS COMMON STOCK 45337C102 203,568.75 7,700.00 X 1 X
INFORMIX CORP COMMON STOCK 456779107 463,249.59 54,300.00 X 1 X
INGERSOLL-RAND COMMON STOCK 456866102 3,864,575.00 59,800.00 X 1 X
INPUT/OUTPUT INC COMMON STOCK 457652105 107,387.50 14,200.00 X 1 X
INSURANCE AUTO AUCTIONS,I COMMON STOCK 457875102 26,880,375.00 1,667,000.00 X 1 X
INTEGRATED HEALTH SERVICE COMMON STOCK 45812C106 106,360.01 13,295.00 X 1 X
INTEL COMMON STOCK 458140100 45,612,700.00 766,600.00 X 1 X
INTERFACE INC COMMON STOCK 458665106 137,137.50 15,900.00 X 1 X
INTERIM SERVICES INC COMMON STOCK 45868P100 309,374.99 15,000.00 X 1 X
INTERMEDIA COMMUNICATIONS COMMON STOCK 458801107 745,710.00 24,857.00 X 1 X
INTERNATIONAL RECTIFIER C COMMON STOCK 460254105 227,643.76 17,100.00 X 1 X
INTERPUBLIC GROUP OF COS COMMON STOCK 460690100 3,413,025.00 39,400.00 X 1 X
INTERRA FINANCIAL INC COMMON STOCK 233856103 238,150.00 4,400.00 X 1 X
INTIMATE BRANDS COMMON STOCK 461156101 3,382,575.00 71,400.00 X 1 X
INTL BUSINESS MACHINES COMMON STOCK 459200101 63,681,475.01 492,700.00 X 1 X
INTL FLAVORS & FRAGRANCES COMMON STOCK 459506101 239,625.00 5,400.00 X 1 X
INTL PAPER COMMON STOCK 460146103 1,055,348.99 20,898.00 X 1 X
INTUIT INC COMMON STOCK 461202103 2,280,162.50 25,300.00 X 1 X
INVACARE CORP COMMON STOCK 461203101 278,199.99 10,400.00 X 1 X
IONICS COMMON STOCK 462218108 219,000.00 6,000.00 X 1 X
IVAX CORP COMMON STOCK 465823102 3,737,475.00 264,600.00 X 1 X
JABIL CIRCUIT INC COMMON STOCK 466313103 1,913,300.00 42,400.00 X 1 X
JACOBS ENGINEERING GRP COMMON STOCK 469814107 528,200.00 13,900.00 X 1 X
JAMES RIVER COMMON STOCK 347471104 424,200.00 11,200.00 X 1 X
JEFFERSON-PILOT COMMON STOCK 475070108 357,412.52 5,400.00 X 1 X
JEFFERSON-PILOT CORP. NON-REDEEM P/S 475070207 1,303,800.00 10,600.00 X 1 X
JLG INDUSTRIES INC COMMON STOCK 466210101 281,175.00 13,800.00 X 1 X
JOHNSON & JOHNSON COMMON STOCK 478160104 33,653,200.00 343,400.00 X 1 X
JOHNSON CONTROLS COMMON STOCK 478366107 298,043.75 4,300.00 X 1 X
JONES APPAREL GROUP INC COMMON STOCK 480074103 1,866,600.00 54,400.00 X 1 X
JONES PHARMA COMMON STOCK 480236108 342,562.50 8,700.00 X 1 X
JOSTENS COMMON STOCK 481088102 3,260,475.00 154,800.00 X 1 X
JSB FINANCIAL INC COMMON STOCK 46624M100 249,287.50 4,900.00 X 1 X
JUSTIN INDUSTRIES COMMON STOCK 482171105 165,856.26 11,900.00 X 1 X
K MART COMMON STOCK 482584109 414,225.00 25,200.00 X 1 X
KANSAS CITY SOUTHERN INDU COMMON STOCK 485170104 2,890,706.25 45,300.00 X 1 X
KEANE CORP COMMON STOCK 486665102 936,675.00 41,400.00 X 1 X
KEEBLER FOODS CO COMMON STOCK 487256109 1,971,337.50 64,900.00 X 1 X
KELLOGG COMMON STOCK 487836108 679,800.00 20,600.00 X 1 X
KEMET CORP COMMON STOCK 488360108 272,956.25 11,900.00 X 1 X
KENNAMETAL COMMON STOCK 489170100 424,700.00 13,700.00 X 1 X
KERR-MCGEE COMMON STOCK 492386107 220,825.00 4,400.00 X 1 X
KEYCORP COMMON STOCK 493267108 5,605,812.50 174,500.00 X 1 X
KEYSPAN CORP COMMON STOCK 49337W100 1,862,075.00 70,600.00 X 1 X
KEYSTONE FINANCIAL INC COMMON STOCK 493482103 798,187.50 27,000.00 X 1 X
KIMBERLY-CLARK COMMON STOCK 494368103 10,493,700.00 184,100.00 X 1 X
KIMCO REALTY CORP COMMON STOCK 49446R109 7,825,000.00 200,000.00 X 1 X
KING WORLD PRODUCTIONS COMMON STOCK 495667107 1,448,200.00 41,600.00 X 1 X
KLA-TENCOR CORP COMMON STOCK 482480100 291,937.50 4,500.00 X 1 X
KMART FINANCING 7.75% CON REDEEMABLE P/S 498778208 2,925,000.00 50,000.00 X 1 X
KNIGHT-RIDDER COMMON STOCK 499040103 7,042,987.50 128,200.00 X 1 X
KOHLS CORP COMMON STOCK 500255104 2,493,156.25 32,300.00 X 1 X
KOMAG INC COMMON STOCK 500453105 57,968.75 17,500.00 X 1 X
KROGER COMMON STOCK 501044101 5,900,400.00 211,200.00 X 1 X
KULICKE & SOFFA INDUSTRIE COMMON STOCK 501242101 201,093.76 7,500.00 X 1 X
L S I LOGIC COMMON STOCK 502161102 9,506,362.50 206,100.00 X 1 X
LA JOLLA PHARMACEUTICAL COMMON STOCK 503459109 809,283.64 1,106,637.00 X 1 X
LAIDLAW INC COMMON STOCK 50730K503 123,900.00 16,800.00 X 1 X
LANCASTER COLONY COMMON STOCK 513847103 1,221,300.00 35,400.00 X 1 X
LASON INC COMMON STOCK 51808R107 218,350.00 4,400.00 X 1 X
LATTICE SEMICONDUCTOR COMMON STOCK 518415104 1,562,475.00 25,100.00 X 1 X
LA-Z-BOY CHAIR COMMON STOCK 505336107 391,000.00 17,000.00 X 1 X
LEAR SEATING CORP COMMON STOCK 521865105 5,631,700.00 113,200.00 X 1 X
LEGATO SYS INC COMMON STOCK 524651106 1,230,075.00 21,300.00 X 1 X
LEGG MASON COMMON STOCK 524901105 627,550.01 16,300.00 X 1 X
LEGGETT & PLATT COMMON STOCK 524660107 2,275,062.50 81,800.00 X 1 X
LEHMAN BROS HOLDING COMMON STOCK 524908100 4,282,800.00 68,800.00 X 1 X
LEXMARK INT'L GROUP A COMMON STOCK 529771107 18,656,050.00 282,400.00 X 1 X
LILLY (ELI) COMMON STOCK 532457108 19,162,838.99 267,544.00 X 1 X
LIMITED COMMON STOCK 532716107 470,947.13 10,379.00 X 1 X
LINCOLN NATIONAL COMMON STOCK 534187109 12,549,768.74 239,900.00 X 1 X
LINEAR TECH COMMON STOCK 535678106 4,620,075.00 68,700.00 X 1 X
LINENS 'N THINGS INC COMMON STOCK 535679104 507,500.00 11,600.00 X 1 X
LIPOSOME COMMON STOCK 536310105 227,587.50 11,900.00 X 1 X
LITTON INDUSTRIES COMMON STOCK 538021106 1,126,475.00 15,700.00 X 1 X
LOCKHEED MARTIN COMMON STOCK 539830109 11,387,325.00 305,700.00 X 1 X
LONE STAR INDS COMMON STOCK 542290408 285,474.99 7,600.00 X 1 X
LONGVIEW FIBRE COMMON STOCK 543213102 640,625.00 41,000.00 X 1 X
LORAL SPACE AND COMMUNICA COMMON STOCK G56462107 1,242,000.00 69,000.00 X 1 X
LOUIS DREYFUS NATURAL COR COMMON STOCK 546011107 1,502,906.25 69,700.00 X 1 X
LOWE'S COMMON STOCK 548661107 4,427,293.75 78,100.00 X 1 X
LUBRIZOL COMMON STOCK 549271104 735,750.00 27,000.00 X 1 X
LUBYS CAFETERIAS COMMON STOCK 549282101 174,000.00 11,600.00 X 1 X
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 54,600,299.93 809,643.00 X 1 X
LYONDELL PETROCHEMICAL COMMON STOCK 552078107 1,204,500.00 58,400.00 X 1 X
M. A. HANNA COMMON STOCK 410522106 4,211,287.50 256,200.00 X 1 X
MACERICH COMPANY COMMON STOCK 554382101 1,312,500.00 50,000.00 X 1 X
MACK-CALI REALTY CORP COMMON STOCK 554489104 3,867,187.50 125,000.00 X 1 X
MACROMEDIA INC COMMON STOCK 556100105 444,150.00 12,600.00 X 1 X
MAGELLAN HEALTH SERVICES COMMON STOCK 559079108 102,000.00 10,200.00 X 1 X
MANDALAY RESORT GROUP COMMON STOCK 562567107 933,725.00 44,200.00 X 1 X
MANITOWOC INC COMMON STOCK 563571108 345,487.51 8,300.00 X 1 X
MANUFACTURED HOME COMMUNI COMMON STOCK 564682102 16,021,226.01 616,201.00 X 1 X
MARCUS CORP COMMON STOCK 566330106 142,824.99 11,600.00 X 1 X
MARINER POST ACUTE NETWOR COMMON STOCK 568459101 8,824.85 21,720.00 X 1 X
MARRIOTT INTERNATIONAL IN COMMON STOCK 571903202 474,662.50 12,700.00 X 1 X
MARSH & MC LENNAN COMMON STOCK 571748102 1,011,700.00 13,400.00 X 1 X
MARSHALL & ILSLEY COMMON STOCK 571834100 2,433,375.00 37,800.00 X 1 X
MARSHALL IND COMMON STOCK 572393106 226,406.25 6,300.00 X 1 X
MASCO COMMON STOCK 574599106 493,762.50 17,100.00 X 1 X
MASCOTECH COMMON STOCK 574670105 171,068.75 10,100.00 X 1 X
MATTEL COMMON STOCK 577081102 5,184,393.75 196,100.00 X 1 X
MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 3,910,200.00 58,800.00 X 1 X
MAY DEPARTMENT STORES COMMON STOCK 577778103 694,875.00 17,000.00 X 1 X
MAYTAG COMMON STOCK 578592107 3,853,718.75 55,300.00 X 1 X
MBNA CORP COMMON STOCK 55262L100 4,942,875.00 161,400.00 X 1 X
MCCORMICK COMMON STOCK 579780206 1,833,781.25 58,100.00 X 1 X
MCDONALD'S COMMON STOCK 580135101 16,756,350.00 405,600.00 X 1 X
MCGRAW-HILL COMMON STOCK 580645109 2,362,462.50 43,800.00 X 1 X
MCI WORLDCOM INC COMMON STOCK 55268B106 35,874,981.00 416,848.00 X 1 X
MCKESSON HBOC INC COMMON STOCK 58155Q103 452,962.50 14,100.00 X 1 X
MCN ENERGY GROUP COMMON STOCK 55267J100 867,350.00 41,800.00 X 1 X
MEAD COMMON STOCK 582834107 3,661,475.00 87,700.00 X 1 X
MEDIAONE REDEEMABLE P/S 58440J203 15,101,100.00 100,800.00 X 1 X
MEDIAONE GROUP COMMON STOCK 58440J104 4,417,875.00 59,400.00 X 1 X
MEDIMMUNE INC COMMON STOCK 584699102 1,700,525.00 25,100.00 X 1 X
MEDITRUST CORP COMMON STOCK 58501T306 1,891,397.75 144,796.00 X 1 X
MEDQUIST INC COMMON STOCK 584949101 437,500.00 10,000.00 X 1 X
MEDTRONICS COMMON STOCK 585055106 12,086,200.00 155,200.00 X 1 X
MELLON BANK COMMON STOCK 585509102 963,937.50 26,500.00 X 1 X
MENS WEARHOUSE COMMON STOCK 587118100 5,358,825.00 210,150.00 X 1 X
MERCANTILE BANCORP COMMON STOCK 587342106 457,000.00 8,000.00 X 1 X
MERCK COMMON STOCK 589331107 48,484,800.10 655,200.00 X 1 X
MERCURY INTERACTIVE CORP. COMMON STOCK 589405109 385,587.50 10,900.00 X 1 X
MEREDITH COMMON STOCK 589433101 6,301,750.00 182,000.00 X 1 X
MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 944,618.75 42,100.00 X 1 X
MERITOR AUTOMOTIVE INC COMMON STOCK 59000G100 5,658,450.00 221,900.00 X 1 X
MERRILL LYNCH COMMON STOCK 590188108 11,191,250.00 140,000.00 X 1 X
METHODE ELECTRONICS CLASS COMMON STOCK 591520200 256,199.98 11,200.00 X 1 X
MGIC INVESTMENT COMMON STOCK 552848103 3,471,825.00 71,400.00 X 1 X
MICHAEL'S STORES INC COMMON STOCK 594087108 272,562.50 8,900.00 X 1 X
MICREL INC COMMON STOCK 594793101 451,400.00 6,100.00 X 1 X
MICRO WAREHOUSE COMMON STOCK 59501B105 248,462.50 13,900.00 X 1 X
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 3,411,000.00 72,000.00 X 1 X
MICRON TECH COMMON STOCK 595112103 511,968.75 12,700.00 X 1 X
MICROSOFT COMMON STOCK 594918104 15,394,906.23 1,279,500.00 X 1 X
MICROSOFT CORP. $2.196 CO NON-REDEEM P/S 594918203 2,998,125.00 30,000.00 X 1 X
MIDAMERICAN ENERGY HOLDIN COMMON STOCK 59562V107 820,612.50 23,700.00 X 1 X
MIDWAY GAMES COMMON STOCK 598148104 137,085.75 10,596.00 X 1 X
MILLS CORP COMMON STOCK 601148109 3,253,125.00 150,000.00 X 1 X
MINNESOTA MNG & MFG COMMON STOCK 604059105 3,294,931.24 37,900.00 X 1 X
MIRAGE RESORTS COMMON STOCK 60462E104 169,175.00 10,100.00 X 1 X
MISSISSIPPI CHEMICAL CORP COMMON STOCK 605288208 104,993.75 10,700.00 X 1 X
MOBIL COMMON STOCK 607059102 24,938,099.98 251,900.00 X 1 X
MODIS PROFESSIONAL SERVIC COMMON STOCK 607830106 798,875.00 58,100.00 X 1 X
MOLEX COMMON STOCK 608554101 2,778,700.00 75,100.00 X 1 X
MONSANTO COMMON STOCK 611662107 3,612,475.00 91,600.00 X 1 X
MONTANA PWR COMMON STOCK 612085100 1,833,000.00 26,000.00 X 1 X
MORGAN (J.P.) COMMON STOCK 616880100 5,029,900.00 35,800.00 X 1 X
MORGAN STANLEY DEAN WITTE COMMON STOCK 617446448 16,564,000.00 161,600.00 X 1 X
MORRISON KNUDSEN CORP COMMON STOCK 61844A109 208,312.51 20,200.00 X 1 X
MOTOROLA COMMON STOCK 620076109 24,748,700.00 261,200.00 X 1 X
MUELLER INDUSTRIES INC COMMON STOCK 624756102 2,290,781.25 67,500.00 X 1 X
MUTUAL RISK MANAGEMENT COMMON STOCK 628351108 423,862.50 12,700.00 X 1 X
MYLAN LABS COMMON STOCK 628530107 8,612,500.00 325,000.00 X 1 X
NABISCO GROUP HOLDINGS COMMON STOCK 62952P102 322,781.25 16,500.00 X 1 X
NABORS INDUSTRIES COMMON STOCK 629568106 7,446,106.25 304,700.00 X 1 X
NANOPHASE TECHNOLOGIES CO COMMON STOCK 630079101 50,719.50 22,542.00 X 1 X
NATIONAL AUSTRALIA BANK 7 NON-REDEEM P/S 632525309 1,063,125.00 35,000.00 X 1 X
NATIONAL CITY COMMON STOCK 635405103 5,174,500.00 79,000.00 X 1 X
NATIONAL DATA CORP COMMON STOCK 635621105 393,300.00 9,200.00 X 1 X
NATIONAL FUEL GAS COMMON STOCK 636180101 1,086,400.00 22,400.00 X 1 X
NATIONAL HEALTH INVESTORS COMMON STOCK 63633D104 1,619,687.50 71,000.00 X 1 X
NATIONAL iNSTRUMENTS CORP COMMON STOCK 636518102 403,750.00 10,000.00 X 1 X
NATIONAL SEMICONDUCTOR COMMON STOCK 637640103 215,156.25 8,500.00 X 1 X
NATIONWIDE FINANCIAL COMMON STOCK 638612101 1,737,600.00 38,400.00 X 1 X
NATIONWIDE HEALTH PPTYS COMMON STOCK 638620104 1,334,375.00 70,000.00 X 1 X
NATL COMPUTER SYSTEMS COMMON STOCK 635519101 351,000.01 10,400.00 X 1 X
NAUTICA ENTERPRISES INC COMMON STOCK 639089101 197,437.50 11,700.00 X 1 X
NAVISTAR INTL COMMON STOCK 63934E108 4,615,000.00 92,300.00 X 1 X
NBTY INC COMMON STOCK 628782104 124,800.01 19,200.00 X 1 X
NCR CORP COMMON STOCK 62886E108 2,421,100.00 49,600.00 X 1 X
NETWORK ASSOCIATES INC COMMON STOCK 640938106 782,109.38 53,250.00 X 1 X
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 232,875.00 6,000.00 X 1 X
NEW JERSEY RESOURCES COMMON STOCK 646025106 247,087.50 6,600.00 X 1 X
NEW PLAN EXCEL REALTY TRU COMMON STOCK 648053106 1,800,000.00 100,000.00 X 1 X
NEW YORK TIMES COMMON STOCK 650111107 4,067,781.25 110,500.00 X 1 X
NEWBRIDGE NETWORK COMMON FOREIGN 650901101 10,499,500.00 365,200.00 X 1 X
NEWELL RUBBERMAID INC COMMON STOCK 651229106 663,508.50 14,269.00 X 1 X
NEWFIELD EXPLORATION CORP COMMON STOCK 651290108 344,093.75 12,100.00 X 1 X
NEWMONT MINING COMMON STOCK 651639106 1,423,050.00 71,600.00 X 1 X
NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 2,333,718.75 46,500.00 X 1 X
NIAGARA MOHAWK HOLDINGS I COMMON STOCK 653520106 2,186,106.25 136,100.00 X 1 X
NIKE CL B COMMON STOCK 654106103 3,070,656.25 48,500.00 X 1 X
NOBLE AFFILIATES COMMON STOCK 654894104 8,766,312.50 311,000.00 X 1 X
NOBLE DRILLING COMMON STOCK 655042109 1,478,531.25 75,100.00 X 1 X
NORDSTROM COMMON STOCK 655664100 241,200.00 7,200.00 X 1 X
NORFOLK SOUTHERN COMMON STOCK 655844108 581,412.50 19,300.00 X 1 X
NORTEL NETWORKS CORP COMMON FOREIGN 656569100 9,983,437.50 115,000.00 X 1 X
NORTH FORK BANCORPORATION COMMON STOCK 659424105 880,206.25 41,300.00 X 1 X
NORTHEAST UTIL COMMON STOCK 664397106 705,731.25 39,900.00 X 1 X
NORTHERN TRUST COMMON STOCK 665859104 552,900.00 5,700.00 X 1 X
NORTHROP GRUMMAN COMMON STOCK 666807102 232,093.75 3,500.00 X 1 X
NORTHWEST NATURAL GAS COMMON STOCK 667655104 207,475.00 8,600.00 X 1 X
NOVA CORP/GA COMMON STOCK 669784100 2,097,500.00 83,900.00 X 1 X
NOVELL COMMON STOCK 670006105 453,150.00 17,100.00 X 1 X
NOVELLUS SYSTEM INC COMMON STOCK 670008101 764,400.01 11,200.00 X 1 X
NUCOR COMMON STOCK 670346105 1,394,662.50 29,400.00 X 1 X
NUEVO FINANCING 5.75% CON REDEEMABLE P/S 670511203 1,691,250.00 55,000.00 X 1 X
NUVEEN MUNI VALUE FUND COMMON STOCK 670928100 10,490,287.50 1,141,800.00 X 1 X
O REILLY AUTOMOTIVE INC COMMON STOCK 686091109 332,474.99 6,600.00 X 1 X
OAK IND., INC COMMON STOCK 671400505 244,650.01 5,600.00 X 1 X
OAKWOOD HOMES COMMON STOCK 674098108 189,000.01 14,400.00 X 1 X
OCCIDENTAL PETROLEUM COMMON STOCK 674599105 373,912.50 17,700.00 X 1 X
OCEAN ENERGY INC COMMON STOCK 67481E106 457,187.50 47,500.00 X 1 X
OFFICE DEPOT INC COMMON STOCK 676220106 388,300.00 17,600.00 X 1 X
OFFICEMAX INC COMMON STOCK 67622M108 1,418,400.00 118,200.00 X 1 X
OGDEN COMMON STOCK 676346109 4,274,981.25 158,700.00 X 1 X
OLD REPUBLIC INTL CORP COMMON STOCK 680223104 1,211,875.00 70,000.00 X 1 X
OLIN COMMON STOCK 680665205 276,937.50 21,000.00 X 1 X
OLSTEN COMMON STOCK 681385100 270,175.00 42,800.00 X 1 X
OM GROUP INC COMMON STOCK 670872100 282,900.01 8,200.00 X 1 X
OMNICOM GROUP COMMON STOCK 681919106 1,688,000.00 21,100.00 X 1 X
ORACLE SYSTEMS COMMON STOCK 68389X105 12,015,506.25 323,650.00 X 1 X
ORANGE & ROCKLAND UTIL COMMON STOCK 684065105 327,249.99 5,600.00 X 1 X
ORBITAL SCIENCES COMMON STOCK 685564106 248,062.49 10,500.00 X 1 X
ORION CAPITAL COMMON STOCK 686268103 287,000.00 8,000.00 X 1 X
ORTHODONTIC CENTERS OF AM COMMON STOCK 68750P103 224,587.50 15,900.00 X 1 X
OWENS & MINOR COMMON STOCK 690732102 132,000.00 12,000.00 X 1 X
OWENS ILLINOIS, 4.75%, CO NON-REDEEM P/S 690768502 3,740,000.00 85,000.00 X 1 X
OWENS-ILLINOIS COMMON STOCK 690768403 4,004,218.75 122,500.00 X 1 X
OXFORD HEALTH PLANS INC COMMON STOCK 691471106 560,250.00 36,000.00 X 1 X
P N C FINANCIAL COMMON STOCK 693475105 893,187.50 15,500.00 X 1 X
P P G INDUSTRIES COMMON STOCK 693506107 519,750.00 8,800.00 X 1 X
PACCAR COMMON STOCK 693718108 773,937.50 14,500.00 X 1 X
PACIFIC CENTURY FINANCIAL COMMON STOCK 694058108 1,778,906.25 82,500.00 X 1 X
PACIFICORP COMMON STOCK 695114108 277,462.50 15,100.00 X 1 X
PAINE WEBBER GROUP COMMON STOCK 695629105 345,950.00 7,400.00 X 1 X
PAPA JOHNS INTL INC COMMON STOCK 698813102 563,062.50 12,600.00 X 1 X
PARAMETRIC TECHNOLOGY COR COMMON STOCK 699173100 191,475.00 13,800.00 X 1 X
PARKER-HANNIFIN COMMON STOCK 701094104 251,625.00 5,500.00 X 1 X
PATTERSON DENTAL CO COMMON STOCK 703412106 2,489,837.51 71,650.00 X 1 X
PAXAR CORP COMMON STOCK 704227107 128,925.00 14,325.00 X 1 X
PAYCHEX COMMON STOCK 704326107 400,031.25 12,550.00 X 1 X
P-COM INC COMMON STOCK 693262107 65,953.44 12,600.00 X 1 X
PE CORP - PE BIOSYSTEMS G COMMON STOCK 69332S102 298,350.00 2,600.00 X 1 X
PECO ENERGY CO COMMON STOCK 693304107 1,281,375.00 30,600.00 X 1 X
PENNEY (J.C.) COMMON STOCK 708160106 650,737.50 13,400.00 X 1 X
PENTAIR COMMON STOCK 709631105 4,945,575.00 108,100.00 X 1 X
PEOPLES HERITAGE FINANCIA COMMON STOCK 711147108 325,456.25 17,300.00 X 1 X
PEOPLESOFT INC COMMON STOCK 712713106 210,450.00 12,200.00 X 1 X
PEPSI BOTTLING GROUP COMMON STOCK 713409100 3,353,287.50 145,400.00 X 1 X
PEPSICO COMMON STOCK 713448108 22,519,993.77 582,100.00 X 1 X
PERKIN-ELMER COMMON STOCK 69332S102 298,350.00 2,600.00 X 1 X
PFIZER COMMON STOCK 717081103 94,033,799.93 856,800.00 X 1 X
PG & E CORP COMMON STOCK 69331C108 1,592,500.00 49,000.00 X 1 X
PHARMACEUTICAL PRODUCT DE COMMON STOCK 717124101 210,787.50 7,700.00 X 1 X
PHARMACIA & UPJOHN INC COMMON STOCK 716941109 1,465,762.50 25,800.00 X 1 X
PHELPS DODGE COMMON STOCK 717265102 3,152,618.75 50,900.00 X 1 X
PHILADELPHIA SUBURBAN COMMON STOCK 718009608 214,481.32 9,300.00 X 1 X
PHILLIPS PETROLEUM COMMON STOCK 718507106 644,000.00 12,800.00 X 1 X
PHILLIPS-VAN HEUSEN COMMON STOCK 718592108 106,650.00 10,800.00 X 1 X
PHYCOR COMMON STOCK 71940F100 157,754.19 21,300.00 X 1 X
PICTURETEL CORP COMMON STOCK 720035302 80,000.00 10,000.00 X 1 X
PIEDMONT NATL GAS COMMON STOCK 720186105 295,687.82 9,500.01 X 1 X
PIER 1 COMMON STOCK 720279108 335,531.25 29,825.00 X 1 X
PIONEER HI BRED COMMON STOCK 723686101 475,037.50 12,200.00 X 1 X
PIONEER NATURAL RESOURCES COMMON STOCK 723787107 985,600.00 89,600.00 X 1 X
PIONEER STANDARD ELECTRON COMMON STOCK 723877106 120,000.00 10,000.00 X 1 X
PITNEY BOWES COMMON STOCK 724479100 880,225.00 13,700.00 X 1 X
PITTSTON BRINK'S GROUP COMMON STOCK 725701106 912,175.00 34,100.00 X 1 X
PLACER DOME COMMON FOREIGN 725906101 196,087.50 16,600.00 X 1 X
POGO PRODUCING COMMON STOCK 730448107 199,287.50 10,700.00 X 1 X
POLARIS INDUSTRIES INC COMMON STOCK 731068102 339,300.00 7,800.00 X 1 X
POLICY MGMT SYSTEMS COMMON STOCK 731108106 372,000.00 12,400.00 X 1 X
POST PROPERTIES, INC. COMMON STOCK 737464107 23,665,200.00 577,200.00 X 1 X
POTOMAC ELEC PWR COMMON STOCK 737679100 1,713,262.50 58,200.00 X 1 X
PP & L RESOURCES INC COMMON STOCK 693499105 246,000.00 8,000.00 X 1 X
PRE PAID LEGAL SVC COMMON STOCK 740065107 201,187.50 7,400.00 X 1 X
PREMARK INTL COMMON STOCK 740459102 7,758,750.00 206,900.00 X 1 X
PRENTISS PROPERTIES TRUST COMMON STOCK 740706106 2,350,000.00 100,000.00 X 1 X
PRICE T ROWE & ASSOC INC COMMON STOCK 741477103 1,888,050.00 49,200.00 X 1 X
PRIDE INTL COMMON STOCK 741932107 140,481.25 13,300.00 X 1 X
PRIME HOSPITALITY COMMON STOCK 741917108 199,200.00 16,600.00 X 1 X
PROCTER & GAMBLE COMMON STOCK 742718109 33,763,274.99 378,300.00 X 1 X
PROGRESSIVE CORP. COMMON STOCK 743315103 536,499.99 3,700.00 X 1 X
PROLOGIS TRUST COMMON STOCK 743410102 46,430,496.00 2,292,864.00 X 1 X
PROMUS HOTEL CORP COMMON STOCK 74342P106 954,800.00 30,800.00 X 1 X
PROVIDENT FINANCIAL GROUP COMMON STOCK 743866105 1,658,125.00 37,900.00 X 1 X
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 9,191,050.00 98,300.00 X 1 X
PUBLIC STORAGE INC COMMON STOCK 74460D109 4,200,000.00 150,000.00 X 1 X
PUBLIC SVC ENTERPRISE GRO COMMON STOCK 744573106 1,189,462.50 29,100.00 X 1 X
PUBLIC SVC OF NEW MEXICO COMMON STOCK 744499104 1,609,875.00 81,000.00 X 1 X
QUAKER OATS COMMON STOCK 747402105 4,221,450.00 63,600.00 X 1 X
QUALCOM COMMON STOCK 747525103 9,384,900.00 65,400.00 X 1 X
QUALCOMM INC 5.75% CONVER REDEEMABLE P/S 74752R204 16,360,000.00 80,000.00 X 1 X
QUANTUM COMMON STOCK 747906105 2,856,400.00 118,400.00 X 1 X
QUEENS COUNTY BANCORP COMMON STOCK 748242104 249,287.50 7,700.00 X 1 X
QUESTAR COMMON STOCK 748356102 830,025.00 43,400.00 X 1 X
QUORUM HEALTH GROUP COMMON STOCK 749084109 527,625.00 42,000.00 X 1 X
QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 1,653,125.00 50,000.00 X 1 X
R & B FALCON CORP COMMON STOCK 74912E101 3,327,187.50 354,900.00 X 1 X
R P M COMMON STOCK 749685103 678,162.50 47,800.00 X 1 X
RADIAN GROUP INC COMMON STOCK 750236101 6,526,231.24 133,700.00 X 1 X
RALSTON-RALSTON PURINA COMMON STOCK 751277302 3,049,837.50 100,200.00 X 1 X
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 1,156,106.25 35,100.00 X 1 X
RAYMOND JAMES FINANCIAL I COMMON STOCK 754730109 365,645.33 15,275.00 X 1 X
RAYONIER COMMON STOCK 754907103 627,637.50 12,600.00 X 1 X
RAYTHEON COMMON STOCK 755111408 3,948,037.50 56,100.00 X 1 X
READERS DIGEST COMMON STOCK 755267101 4,265,175.00 107,300.00 X 1 X
READERS DIGEST, 8.25%, CO NON-REDEEM P/S 755271202 3,883,150.00 104,950.00 X 1 X
READ-RITE CORP COMMON STOCK 755246105 97,388.68 15,700.00 X 1 X
REGIONS FINANCIAL COMMON STOCK 758940100 438,187.50 11,400.00 X 1 X
REGIS CORP COMMON STOCK 758932107 231,209.37 12,050.00 X 1 X
RELIANT ENERGY INC COMMON STOCK 75952J108 417,137.50 15,100.00 X 1 X
RENAL CARE GROUP INC COMMON STOCK 759930100 318,262.50 12,300.00 X 1 X
REPUBLIC NEW YORK COMMON STOCK 760719104 368,212.50 5,400.00 X 1 X
REYNOLDS METALS COMMON STOCK 761763101 15,039,100.00 254,900.00 X 1 X
RICHFOOD HOLDINGS COMMON STOCK 763408101 253,800.02 14,400.00 X 1 X
RIGGS NATIONAL COMMON STOCK 766570105 224,131.25 10,900.00 X 1 X
RITE AID COMMON STOCK 767754104 325,050.00 13,200.00 X 1 X
ROBERTS PARMACEUTICALS COMMON STOCK 770491108 264,325.01 10,900.00 X 1 X
ROCKWELL INTL COMMON STOCK 773903109 589,275.01 9,700.00 X 1 X
ROHM & HAAS COMMON STOCK 775371107 3,034,967.33 70,786.41 X 1 X
ROLLINS TRUCK LEASING COMMON STOCK 775741101 238,075.00 21,400.00 X 1 X
ROPER COMMON STOCK 776696106 304,000.01 9,500.00 X 1 X
ROUSE CO COMMON STOCK 779273101 3,045,000.00 120,000.00 X 1 X
ROYAL DUTCH PETROLEUM COMMON FOREIGN 780257804 33,655,650.00 558,600.00 X 1 X
RUBY TUESDAY INC COMMON STOCK 781182100 241,300.00 12,700.00 X 1 X
RUSS BERRIE COMMON STOCK 782233100 202,949.98 8,200.00 X 1 X
RYANS FAMILY STEAK HOUSE COMMON STOCK 783519101 213,900.00 18,400.00 X 1 X
RYERSON TULL INC COMMON STOCK 78375P107 1,317,650.00 58,400.00 X 1 X
RYLAND GROUP COMMON STOCK 783764103 201,875.01 6,800.00 X 1 X
S C I SYSTEMS COMMON STOCK 783890106 1,928,500.00 40,600.00 X 1 X
S E I COMMON STOCK 784117103 520,675.01 5,900.00 X 1 X
S3 INC COMMON STOCK 784849101 137,316.39 15,100.00 X 1 X
SAFESKIN CORP COMMON STOCK 786454108 178,800.00 14,900.00 X 1 X
SAFEWAY INC COMMON STOCK 786514208 1,252,350.00 25,300.00 X 1 X
SANMINA CORP COMMON STOCK 800907107 682,875.00 9,000.00 X 1 X
SANTA FE SNYDER CORP COMMON STOCK 80218K105 247,812.50 32,500.00 X 1 X
SARA LEE COMMON STOCK 803111103 1,043,625.00 46,000.00 X 1 X
SBC COMMUNICATIONS COMMON STOCK 78387G103 24,470,200.02 421,900.00 X 1 X
SCHERING-PLOUGH COMMON STOCK 806605101 19,122,400.00 360,800.00 X 1 X
SCHLUMBERGER COMMON STOCK 806857108 8,960,831.25 140,700.00 X 1 X
SCHULMAN COMMON STOCK 808194104 1,988,593.75 115,700.00 X 1 X
SCHWAB CHARLES CORP NEW COMMON STOCK 808513105 17,459,137.50 158,900.00 X 1 X
SCIENTIFIC-ATLANTA COMMON STOCK 808655104 1,508,400.00 41,900.00 X 1 X
SCOTTS CO CLASS A COMMON STOCK 810186106 314,325.00 6,600.00 X 1 X
SEAGATE TECH COMMON STOCK 811804103 289,562.50 11,300.00 X 1 X
SEALED AIR COMMON STOCK 81211K100 272,475.00 4,200.00 X 1 X
SEALED AIR CORP., $2.00, NON-REDEEM P/S 81211K209 9,133,250.00 146,132.00 X 1 X
SEARS ROEBUCK COMMON STOCK 812387108 864,512.50 19,400.00 X 1 X
SECURITY CAPITAL GROUP IN COMMON STOCK 81413P105 43,274,700.07 61,821.00 X 1 X
SECURITY CAPITAL GROUP IN COMMON STOCK 81413P204 3,670,434.44 252,047.00 X 1 X
SECURITY DYNAMICS TECH IN COMMON STOCK 814208104 216,750.00 10,200.00 X 1 X
SELECTIVE INSURANCE GROUP COMMON STOCK 816300107 213,500.01 11,200.00 X 1 X
SEMPRA ENERGY COMMON STOCK 816851109 276,025.00 12,200.00 X 1 X
SEPRACOR INC COMMON STOCK 817315104 893,750.00 11,000.00 X 1 X
SERVICE CORP. INTL COMMON STOCK 817565104 265,650.00 13,800.00 X 1 X
SHERWIN-WILLIAMS COMMON STOCK 824348106 241,425.00 8,700.00 X 1 X
SHOPKO COMMON STOCK 824911101 333,500.00 9,200.00 X 1 X
SHOREWOOD PACKAGING CO COMMON STOCK 825229107 192,671.88 10,450.00 X 1 X
SIEBEL SYSTEMS INC COMMON STOCK 826170102 5,988,018.75 90,300.00 X 1 X
SILICON GRAPHICS COMMON STOCK 827056102 2,117,287.50 129,300.00 X 1 X
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 8,967,525.00 353,400.00 X 1 X
SIMPSON INDUSTRIES COMMON STOCK 829060102 109,675.00 10,700.00 X 1 X
SL GREEN REALTY CORP COMMON STOCK 78440X101 3,065,625.00 150,000.00 X 1 X
SMITH (A.O.) COMMON STOCK 831865209 229,600.00 8,200.00 X 1 X
SMITH INTL COMMON STOCK 832110100 1,329,187.50 30,600.00 X 1 X
SMITHFIELD FOODS COMMON STOCK 832248108 414,624.99 12,400.00 X 1 X
SMURFIT-STONE CONTAINER C COMMON STOCK 832727101 3,273,550.00 159,200.00 X 1 X
SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 3,677,825.00 112,300.00 X 1 X
SOLECTRON CORP COMMON STOCK 834182107 853,600.00 12,800.00 X 1 X
SOLUTIA INC COMMON STOCK 834376105 1,236,125.00 58,000.00 X 1 X
SONAT COMMON STOCK 835415100 864,562.50 26,100.00 X 1 X
SONIC CORP COMMON STOCK 835451105 223,481.26 6,850.00 X 1 X
SONOCO PRODUCTS COMMON STOCK 835495102 5,179,187.50 173,000.00 X 1 X
SOTHEBY HLDGS INC COMMON STOCK 835898107 2,154,062.50 56,500.00 X 1 X
SOUTHERN COMMON STOCK 842587107 2,427,400.00 91,600.00 X 1 X
SOUTHTRUST COMMON STOCK 844730101 3,975,650.00 103,600.00 X 1 X
SOUTHWEST AIRLINES COMMON STOCK 844741108 2,013,787.50 64,700.00 X 1 X
SOUTHWESTERN ENERGY COMMON STOCK 845467109 106,681.25 10,100.00 X 1 X
SPRINT COMMON STOCK 852061100 11,090,625.66 210,000.01 X 1 X
SPRINT CONV NON-REDEEM P/S 852061407 3,915,000.00 45,000.00 X 1 X
SPRINT CORP (PCS GROUP) COMMON STOCK 852061506 4,912,749.99 86,000.00 X 1 X
SPX CORP. COMMON STOCK 784635104 4,676,000.00 56,000.00 X 1 X
ST JUDE MEDICAL COMMON STOCK 790849103 6,234,375.00 175,000.00 X 1 X
ST. PAUL COMMON STOCK 792860108 4,415,575.00 138,800.00 X 1 X
ST. PAUL BANCORP COMMON STOCK 792848103 303,450.00 11,900.00 X 1 X
STANDARD PACIFIC COMMON STOCK 85375C101 157,837.50 12,200.00 X 1 X
STAPLES COMMON STOCK 855030102 1,698,468.75 54,900.00 X 1 X
STARBUCKS, CORP COMMON STOCK 855244109 4,451,156.25 118,500.00 X 1 X
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A203 34,281,956.26 1,121,700.00 X 1 X
STATE STREET CORP COMMON STOCK 857477103 700,075.00 8,200.00 X 1 X
STEIN MART INC COMMON STOCK 858375108 111,562.50 11,900.00 X 1 X
STERIS CORP COMMON STOCK 859152100 1,608,125.00 83,000.00 X 1 X
STERLING COMMERCE INC COMMON STOCK 859205106 1,930,850.00 52,900.00 X 1 X
STERLING SOFTWARE COMMON STOCK 859547101 952,743.75 35,700.00 X 1 X
STEWART & STEVENSON SVC COMMON STOCK 860342104 1,325,225.00 86,900.00 X 1 X
STILLWATER MINING CORP COMMON STOCK 86074Q102 354,659.70 10,850.01 X 1 X
STORAGE TECH COMMON STOCK 862111200 718,900.00 31,600.00 X 1 X
STRIDE RITE COMMON STOCK 863314100 160,875.00 15,600.00 X 1 X
STRYKER COMMON STOCK 863667101 2,916,062.50 48,500.00 X 1 X
STUDENT LOAN MKTG ASSN COMMON STOCK 78442A109 380,243.75 8,300.00 X 1 X
SUMMIT BANCORP COMMON STOCK 866005101 3,700,406.25 88,500.00 X 1 X
SUN CO. COMMON STOCK 86764P109 407,531.25 13,500.00 X 1 X
SUN MICROSYSTEMS COMMON STOCK 866810104 11,115,529.63 161,387.00 X 1 X
SUNGARD DATA SYSTEMS COMMON STOCK 867363103 2,294,250.00 66,500.00 X 1 X
SUNTRUST BANKS COMMON STOCK 867914103 7,117,343.75 102,500.00 X 1 X
SUPERIOR INDUSTRIES INTL COMMON STOCK 868168105 333,212.50 12,200.00 X 1 X
SUPERIOR SVCS INC COMMON STOCK 868316100 226,843.75 8,500.00 X 1 X
SUSQUEHANNA BANCSHARES IN COMMON STOCK 869099101 192,793.76 10,900.00 X 1 X
SWIFT TRANSPORTATION CO I COMMON STOCK 870756103 2,016,300.00 91,650.00 X 1 X
SYBRON CORP COMMON STOCK 87114F106 5,476,668.75 198,700.00 X 1 X
SYMANTEC CORP. COMMON STOCK 871503108 587,520.00 25,600.00 X 1 X
SYMBOL TECH COMMON STOCK 871508107 1,742,343.77 47,250.00 X 1 X
SYNOPSYS INC COMMON STOCK 871607107 1,622,512.50 29,400.00 X 1 X
SYNOVUS FINANCIAL CORP COMMON STOCK 87161C105 274,275.00 13,800.00 X 1 X
SYSCO COMMON STOCK 871829107 500,850.00 16,800.00 X 1 X
T N P ENTERPRISES COMMON STOCK 872594106 228,374.99 6,300.00 X 1 X
T R W COMMON STOCK 872649108 2,590,100.00 47,200.00 X 1 X
TALK.COM INC COMMON STOCK 874264104 182,249.99 16,200.00 X 1 X
TANDY COMMON STOCK 875382103 478,975.00 9,800.00 X 1 X
TCF FINANCIAL COMMON STOCK 872275102 1,053,675.00 37,800.00 X 1 X
TECH DATA COMMON STOCK 878237106 1,071,000.00 28,000.00 X 1 X
TECHNOLOGY SOLUTIONS CO COMMON STOCK 87872T108 138,940.63 12,850.00 X 1 X
TECUMSEH CL A COMMON STOCK 878895200 635,906.25 10,500.00 X 1 X
TELECOM CORP OF NEW ZEALA COMMON FOREIGN 879278208 814,043.75 23,300.00 X 1 X
TELEFLEX COMMON STOCK 879369106 582,062.50 13,400.00 X 1 X
TELEPHONE & DATA SYSTEMS COMMON STOCK 879433100 1,600,068.75 21,900.00 X 1 X
TELLABS COMMON STOCK 879664100 4,074,018.75 60,300.00 X 1 X
TENET HEALTHCARE COMMON STOCK 88033G100 293,287.50 15,800.00 X 1 X
TENNECO COMMON STOCK 88037E101 207,712.50 8,700.00 X 1 X
TERADYNE COMMON STOCK 880770102 3,085,250.00 43,000.00 X 1 X
TESORO PETROLEUM NON-REDEEM P/S 881609408 945,000.00 60,000.00 X 1 X
TETRA TECH COMMON STOCK 88162G103 175,312.50 10,625.00 X 1 X
TEXACO COMMON STOCK 881694103 11,025,000.02 176,400.00 X 1 X
TEXAS INDUSTRIES COMMON STOCK 882491103 984,249.98 25,400.00 X 1 X
TEXAS INSTRUMENTS COMMON STOCK 882508104 13,949,000.00 96,200.00 X 1 X
TEXAS UTILITIES CO (HLDG) COMMON STOCK 882848104 1,258,125.00 30,500.00 X 1 X
TEXTRON COMMON STOCK 883203101 6,148,743.75 74,700.00 X 1 X
THE PMI GROUP COMMON STOCK 69344M101 2,047,687.50 32,600.00 X 1 X
TIDEWATER COMMON STOCK 886423102 674,050.00 22,100.00 X 1 X
TIMBERLAND CO - CL A COMMON STOCK 887100105 224,606.90 3,300.01 X 1 X
TIME WARNER COMMON STOCK 887315109 20,197,800.00 274,800.00 X 1 X
TIMES MIRROR COMMON STOCK 887364107 3,104,700.00 52,400.00 X 1 X
TJX COMMON STOCK 872540109 5,190,087.50 155,800.00 X 1 X
TOLL BROTHERS INC COMMON STOCK 889478103 259,393.74 12,100.00 X 1 X
TORCHMARK COMMON STOCK 891027104 232,050.00 6,800.00 X 1 X
TOSCO COMMON STOCK 891490302 2,352,531.25 90,700.00 X 1 X
TOWER AUTO COMMON STOCK 891707101 1,231,175.00 48,400.00 X 1 X
TOYS R US COMMON STOCK 892335100 260,662.50 12,600.00 X 1 X
TRANSAMERICA COMMON STOCK 893485102 472,500.00 6,300.00 X 1 X
TRANSOCEAN OFFSHORE INC COMMON STOCK G90076103 1,149,750.00 43,800.00 X 1 X
TREDEGAR COMMON STOCK 894650100 230,550.00 10,600.00 X 1 X
TRIBUNE COMMON STOCK 896047107 522,750.01 6,000.00 X 1 X
TRINITY INDS INC COMMON STOCK 896522109 629,800.00 18,800.00 X 1 X
TRUE NORTH COMMUNICATION COMMON STOCK 897844106 429,000.00 14,300.00 X 1 X
TUBOSCOPE VETCO INTL CO COMMON STOCK 898600101 166,987.50 12,200.00 X 1 X
TYCO INTERNATIONAL COMMON STOCK 902124106 32,111,438.25 338,907.00 X 1 X
TYSON FOODS COMMON STOCK 902494103 2,238,749.99 99,500.00 X 1 X
U S TRUST COMMON STOCK 91288L105 508,750.00 5,500.00 X 1 X
UCAR INTERNATIONAL INC COMMON STOCK 90262K109 1,030,200.00 40,800.00 X 1 X
ULTRAMAR DIAMOND SHAMROCK COMMON STOCK 904000106 1,259,410.13 57,738.00 X 1 X
UNICOM COMMON STOCK 904911104 2,641,531.25 68,500.00 X 1 X
UNIFI COMMON STOCK 904677101 1,319,625.00 62,100.00 X 1 X
UNILEVER N.V. COMMON FOREIGN 904784709 7,840,646.07 112,410.70 X 1 X
UNION CARBIDE COMMON STOCK 905581104 331,500.00 6,800.00 X 1 X
UNION PACIFIC COMMON STOCK 907818108 6,816,731.25 116,900.00 X 1 X
UNION PACIFIC RESOURCES G COMMON STOCK 907834105 2,221,762.50 136,200.00 X 1 X
UNION PLANTERS COMMON STOCK 908068109 2,994,062.50 67,000.00 X 1 X
UNISYS COMMON STOCK 909214108 533,443.75 13,700.00 X 1 X
UNITED BANKSHARES COMMON STOCK 909907107 1,404,500.00 53,000.00 X 1 X
UNITED HEALTHCARE COMMON STOCK 910581107 551,100.00 8,800.00 X 1 X
UNITED ILLUMINATING COMMON STOCK 910637107 220,674.99 5,200.00 X 1 X
UNITED RENTALS INC COMMON STOCK 911363109 1,823,100.00 61,800.00 X 1 X
UNITED TECH COMMON STOCK 913017109 6,430,368.75 89,700.00 X 1 X
UNITRODE COMMON STOCK 913283107 266,793.75 9,300.00 X 1 X
UNIVERSAL HEALTH SERVICES COMMON STOCK 913903100 482,275.00 10,100.00 X 1 X
UNIVISION COMMUNICATION I COMMON STOCK 914906102 2,092,200.00 31,700.00 X 1 X
UNOCAL COMMON STOCK 915289102 828,162.49 20,900.00 X 1 X
UNUM COMMON STOCK 903192102 3,449,250.00 63,000.00 X 1 X
US BANCORP COMMON STOCK 902973106 3,808,000.00 112,000.00 X 1 X
US FREIGHTWAYS CORP COMMON STOCK 916906100 398,287.50 8,600.00 X 1 X
US ONCOLOGY INC COMMON STOCK 90338W103 249,600.00 20,800.00 X 1 X
US WEST COMMON STOCK 91273H101 1,504,000.01 25,600.00 X 1 X
UST CORP COMMON STOCK 902900109 438,625.00 14,500.00 X 1 X
USX-MARATHON GROUP COMMON STOCK 902905827 2,464,981.25 75,700.00 X 1 X
V F COMMON STOCK 918204108 1,402,200.00 32,800.00 X 1 X
VALASSIS COMMUNICATION COMMON STOCK 918866104 2,856,750.00 78,000.00 X 1 X
VALERO ENERGY CORP COMMON STOCK 91913Y100 589,531.25 27,500.00 X 1 X
VARCO INTL COMMON STOCK 922126107 341,250.00 31,200.00 X 1 X
VERITAS SOFTWARE CORP COMMON STOCK 923436109 3,636,106.25 38,300.00 X 1 X
VIACOM -CL B COMMON STOCK 925524308 4,705,360.00 106,940.00 X 1 X
VIAD CORP COMMON STOCK 92552R109 1,287,000.00 41,600.00 X 1 X
VICOR CORP COMMON STOCK 925815102 286,031.25 13,500.00 X 1 X
VINTAGE PETE INC COMMON STOCK 927460105 184,900.00 17,200.00 X 1 X
VISHAY INTERTECH. INC COMMON STOCK 928298108 875,175.00 41,675.00 X 1 X
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 3,567,443.75 52,900.00 X 1 X
VORNADO COMMON STOCK 929042109 12,359,375.00 350,000.00 X 1 X
VORNADO OPERATING CO COMMON STOCK 92904N103 140,000.00 17,500.00 X 1 X
VULCAN MATERIALS COMMON STOCK 929160109 250,900.00 5,200.00 X 1 X
WACHOVIA CORP COMMON STOCK 929771103 881,293.75 10,300.00 X 1 X
WADDELL & REED FINANCIAL COMMON STOCK 930059100 1,360,900.00 49,600.00 X 1 X
WALGREEN COMMON STOCK 931422109 1,498,125.00 51,000.00 X 1 X
WALLACE COMPUTER SVC COMMON STOCK 932270101 2,165,000.00 86,600.00 X 1 X
WAL-MART STORES COMMON STOCK 931142103 48,862,775.04 1,012,700.00 X 1 X
WARNACO GROUP INC COMMON STOCK 934390105 486,850.00 18,200.00 X 1 X
WARNER-LAMBERT COMMON STOCK 934488107 15,893,812.50 229,100.00 X 1 X
WASHINGTON MUTUAL COMMON STOCK 939322103 1,071,862.50 30,300.00 X 1 X
WASHINGTON POST CLASS B COMMON STOCK 939640108 2,151,000.01 4,000.00 X 1 X
WASTE MANAGEMENT INC COMMON STOCK 94106L109 7,401,375.00 137,700.00 X 1 X
WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 1,922,812.50 52,500.00 X 1 X
WELLPOINT HEALTH COMMON STOCK 94973H108 288,575.00 3,400.00 X 1 X
WELLS FARGO & CO (NEW) COMMON STOCK 949746101 17,489,025.00 409,100.00 X 1 X
WENDY'S INTL COMMON STOCK 950590109 3,100,218.75 109,500.00 X 1 X
WERNER ENTERPRISES INC COMMON STOCK 950755108 349,637.49 16,850.00 X 1 X
WESTVACO COMMON STOCK 961548104 1,252,800.01 43,200.00 X 1 X
WESTWOOD ONE COMMON STOCK 961815107 264,087.50 7,400.00 X 1 X
WEYERHAEUSER COMMON STOCK 962166104 2,158,750.00 31,400.00 X 1 X
WHIRLPOOL COMMON STOCK 963320106 281,200.00 3,800.00 X 1 X
WHITMAN COMMON STOCK 96647R107 833,400.00 46,300.00 X 1 X
WHITNEY HOLDING CORP COMMON STOCK 966612103 278,250.40 7,000.01 X 1 X
WHITTMAN-HART INC COMMON STOCK 966834103 473,075.00 14,900.00 X 1 X
WHOLE FOODS MARKET INC COMMON STOCK 966837106 394,112.50 8,200.00 X 1 X
WICOR COMMON STOCK 929253102 377,156.25 13,500.00 X 1 X
WILLAMETTE INDUSTRIES COMMON STOCK 969133107 1,957,656.25 42,500.00 X 1 X
WILLIAMS COMMON STOCK 969457100 2,021,718.75 47,500.00 X 1 X
WILLIAMS SONOMA COMMON STOCK 969904101 577,887.52 16,600.00 X 1 X
WINSTAR COMMUNICATIONS IN COMMON STOCK 975515107 594,750.00 12,200.00 X 1 X
WITCO COMMON STOCK 977385103 504,000.00 25,200.00 X 1 X
WOLVERINE WORLD WIDE COMMON STOCK 978097103 201,600.00 14,400.00 X 1 X
WORLD COLOR PRESS COMMON STOCK 981443104 346,500.00 12,600.00 X 1 X
WRIGLEY COMMON STOCK 982526105 531,000.00 5,900.00 X 1 X
XEROX COMMON STOCK 984121103 7,495,031.26 126,900.00 X 1 X
XILINX, INC. COMMON STOCK 983919101 6,268,875.00 109,500.00 X 1 X
XIRCOM INC COMMON STOCK 983922105 1,028,137.50 34,200.00 X 1 X
YELLOW FREIGHT SYSTEM COMMON STOCK 985509108 182,825.00 10,300.00 X 1 X
YORK INTERNATIONAL COMMON STOCK 986670107 8,181,468.75 191,100.00 X 1 X
ZALE CORP. COMMON STOCK 988858106 2,272,000.00 56,800.00 X 1 X
ZEBRA TECHNOLOGIES COMMON STOCK 989207105 319,031.26 8,300.00 X 1 X
ADT OPERATIONS INC CONV DEBT 000945AC9 6,580,000.00 2,800,000.00 X 1 X
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AMKOR TECHNOLOGIES INC CO DEBT 031652AA8 2,340,000.00 2,600,000.00 X 1 X
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CYMER INC CONV DEBT 232572AA5 1,305,000.00 1,500,000.00 X 1 X
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HEWLETT PACKARD CO CONV DEBT 428236AA1 5,200,000.00 8,000,000.00 X 1 X
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HUTCHINSON TECHNOLOGY INC DEBT 448407AA4 2,320,000.00 2,000,000.00 X 1 X
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MAGNA INTL INC CONV DEBT 559222AG9 1,666,000.00 1,700,000.00 X 1 X
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NETWORK ASSOCIATES INC CO DEBT 640938AA4 1,305,000.00 4,500,000.00 X 1 X
OFFICE DEPOT INC DEBT 676220AA4 3,404,000.00 3,700,000.00 X 1 X
OFFSHORE LOGISTICS INC CO DEBT 676255AD4 850,000.00 1,000,000.00 X 1 X
OFFSHORE LOGISTICS INC CO DEBT 676255AF9 1,275,000.00 1,500,000.00 X 1 X
ORBITAL SCIENCES CORP CON DEBT 685564AB2 1,050,000.00 1,000,000.00 X 1 X
PHOTRONICS INC CONV DEBT 719405AA0 648,000.00 600,000.00 X 1 X
QUANTUM CORP CONV DEBT 747906AC9 2,350,000.00 2,500,000.00 X 1 X
ROBBINS & MYERS INC CONV DEBT 770196AA1 2,425,500.00 2,450,000.00 X 1 X
ST PAUL CAPITAL CONV DEBT 792856205 3,009,000.00 5,100,000.00 X 1 X
SEACOR HLDGS INC CONV DEBT 811904AC5 2,000,000.00 2,000,000.00 X 1 X
SEPRACOR INC CONV DEBT 817315AC8 3,700,000.00 2,000,000.00 X 1 X
THERMO ELECTRON CORP CONV DEBT 883556AF9 1,800,000.00 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 2,697,500.00 3,250,000.00 X 1 X
THERMO OPTEK CORP CONV DEBT 883582AA6 1,980,000.00 2,000,000.00 X 1 X
THERMOQUEST CORP CONV DEBT 883655AA0 1,960,000.00 2,000,000.00 X 1 X
VALHI INC NEW CONV DEBT 918905AC4 2,287,500.00 3,750,000.00 X 1 X
VERITAS SOFTWARE CORP CON DEBT 923436AA7 0.00 1,000,000.00 X 1 X
WMX TECHNOLOGIES INC CONV DEBT 92929QAF4 1,417,000.00 1,300,000.00 X 1 X
</TABLE>
<TABLE>
<CAPTION>
---------------
(SEC USE ONLY)
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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 STOCK 000886101 214,143.75 4,700.00 X 1 X
ABBOTT LABS COMMON STOCK 002824100 341,250.00 7,500.00 X 1 X
AMERICA ON-LINE COMMON STOCK 02364J104 574,600.00 5,200.00 X 1 X
AMERICAN EXPRESS COMMON STOCK 025816109 273,262.50 2,100.00 X 1 X
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 488,750.00 8,500.00 X 1 X
AMERICAN INTL COMMON STOCK 026874107 597,018.75 5,100.00 X 1 X
AMERICAN POWER CONVERSION COMMON STOCK 029066107 44,275.00 2,200.00 X 1 X
AMERICAN STANDARD COMPANI COMMON STOCK 029712106 249,600.00 5,200.00 X 1 X
AMERITECH NEW COMMON STOCK 030954101 279,300.00 3,800.00 X 1 X
ASSOCIATES FIRST CAPITAL COMMON STOCK 046008108 234,590.38 5,294.00 X 1 X
AT & T COMMON STOCK 001957109 816,648.75 14,632.00 X 1 X
BANK OF AMERICA CORP COMMON STOCK 060505104 607,100.81 8,281.00 X 1 X
BANK OF NEW YORK COMMON STOCK 064057102 311,843.75 8,500.00 X 1 X
BANK ONE CORPORATION COMMON STOCK 06423A103 475,308.76 7,980.00 X 1 X
BARRETT RES COMMON STOCK 068480201 203,387.50 5,300.00 X 1 X
BELL ATLANTIC COMMON STOCK 077853109 470,700.00 7,200.00 X 1 X
BELLSOUTH COMMON STOCK 079860102 351,562.50 7,500.00 X 1 X
BOEING COMMON STOCK 097023105 234,193.75 5,300.00 X 1 X
BORG-WARNER AUTOMOTIVE IN COMMON STOCK 099724106 209,000.00 3,800.00 X 1 X
BRISTOL-MYERS-SQUIBB COMMON STOCK 110122108 795,943.75 11,300.00 X 1 X
CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 233,887.50 4,200.00 X 1 X
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 528,412.50 6,100.00 X 1 X
CHEVRON COMMON STOCK 166751107 314,118.75 3,300.00 X 1 X
CISCO SYSTEMS, INC. COMMON STOCK 17275R102 1,095,437.50 17,000.00 X 1 X
CITIGROUP INC COMMON STOCK 172967101 802,750.00 16,900.00 X 1 X
CLEAR CHANNEL COMMUNICATI COMMON STOCK 184502102 34,468.75 500.00 X 1 X
COCA-COLA COMMON STOCK 191216100 556,250.00 8,900.00 X 1 X
DELL COMPUTER COMMON STOCK 247025109 333,000.00 9,000.00 X 1 X
DISNEY (WALT) COMMON STOCK 254687106 298,881.25 9,700.00 X 1 X
DU PONT DE NEMOURS COMMON STOCK 263534109 293,743.75 4,300.00 X 1 X
E M C COMMON STOCK 268648102 302,500.00 5,500.00 X 1 X
EXXON COMMON STOCK 302290101 802,100.00 10,400.00 X 1 X
FEDERAL NAT'L MORT. ASSOC COMMON STOCK 313586109 314,525.00 4,600.00 X 1 X
FIRST TENNESSEE NATIONAL COMMON STOCK 337162101 26,818.75 700.00 X 1 X
FOUNDATION HEALTH SYSTEMS COMMON STOCK 350404109 178,500.00 11,900.00 X 1 X
FREDDIE MAC COMMON STOCK 313400301 290,000.00 5,000.00 X 1 X
G T E COMMON STOCK 362320103 356,025.00 4,700.00 X 1 X
GENERAL ELECTRIC COMMON STOCK 369604103 1,514,200.00 13,400.00 X 1 X
HEWLETT-PACKARD COMMON STOCK 428236103 482,400.00 4,800.00 X 1 X
HOME DEPOT COMMON STOCK 437076102 393,068.75 6,100.00 X 1 X
INTEL COMMON STOCK 458140100 904,400.00 15,200.00 X 1 X
INTL BUSINESS MACHINES COMMON STOCK 459200101 1,266,650.00 9,800.00 X 1 X
JOHNSON & JOHNSON COMMON STOCK 478160104 725,200.00 7,400.00 X 1 X
KIMBERLY-CLARK COMMON STOCK 494368103 233,700.00 4,100.00 X 1 X
LEXMARK INT'L GROUP A COMMON STOCK 529771107 416,193.75 6,300.00 X 1 X
LILLY (ELI) COMMON STOCK 532457108 379,612.50 5,300.00 X 1 X
LINCOLN NATIONAL COMMON STOCK 534187109 308,643.75 5,900.00 X 1 X
LOCKHEED MARTIN COMMON STOCK 539830109 230,950.00 6,200.00 X 1 X
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 1,056,071.25 15,660.00 X 1 X
MCDONALD'S COMMON STOCK 580135101 338,762.50 8,200.00 X 1 X
MCI WORLDCOM INC COMMON STOCK 55268B106 703,560.94 8,175.00 X 1 X
MEDTRONICS COMMON STOCK 585055106 241,412.50 3,100.00 X 1 X
MERCK COMMON STOCK 589331107 991,600.00 13,400.00 X 1 X
MERRILL LYNCH COMMON STOCK 590188108 207,837.50 2,600.00 X 1 X
MICROSOFT COMMON STOCK 594918104 2,281,743.75 25,300.00 X 1 X
MOBIL COMMON STOCK 607059102 524,700.00 5,300.00 X 1 X
MORGAN STANLEY DEAN WITTE COMMON STOCK 617446448 307,500.00 3,000.00 X 1 X
MOTOROLA COMMON STOCK 620076109 521,125.00 5,500.00 X 1 X
NEWBRIDGE NETWORK COMMON FOREIGN 650901101 221,375.00 7,700.00 X 1 X
ORACLE SYSTEMS COMMON STOCK 68389X105 237,600.00 6,400.00 X 1 X
PEPSICO COMMON STOCK 713448108 475,856.25 12,300.00 X 1 X
PFIZER COMMON STOCK 717081103 1,843,800.00 16,800.00 X 1 X
PROCTER & GAMBLE COMMON STOCK 742718109 669,375.00 7,500.00 X 1 X
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 205,700.00 2,200.00 X 1 X
QUANTUM COMMON STOCK 747906105 28,950.00 1,200.00 X 1 X
RAYONIER COMMON STOCK 754907103 9,962.50 200.00 X 1 X
REYNOLDS METALS COMMON STOCK 761763101 300,900.00 5,100.00 X 1 X
ROYAL DUTCH PETROLEUM COMMON FOREIGN 780257804 650,700.00 10,800.00 X 1 X
SBC COMMUNICATIONS COMMON STOCK 78387G103 487,200.00 8,400.00 X 1 X
SCHERING-PLOUGH COMMON STOCK 806605101 371,000.00 7,000.00 X 1 X
SCHWAB CHARLES CORP NEW COMMON STOCK 808513105 329,625.00 3,000.00 X 1 X
SPRINT COMMON STOCK 852061100 232,375.00 4,400.00 X 1 X
SUN MICROSYSTEMS COMMON STOCK 866810104 212,410.50 3,084.00 X 1 X
TEXACO COMMON STOCK 881694103 250,000.00 4,000.00 X 1 X
TEXAS INSTRUMENTS COMMON STOCK 882508104 275,500.00 1,900.00 X 1 X
THE PMI GROUP COMMON STOCK 69344M101 37,687.50 600.00 X 1 X
TIME WARNER COMMON STOCK 887315109 389,550.00 5,300.00 X 1 X
TYCO INTERNATIONAL COMMON STOCK 902124106 682,200.00 7,200.00 X 1 X
WAL-MART STORES COMMON STOCK 931142103 955,350.00 19,800.00 X 1 X
WARNER-LAMBERT COMMON STOCK 934488107 312,187.50 4,500.00 X 1 X
WELLS FARGO & CO (NEW) COMMON STOCK 949746101 380,475.00 8,900.00 X 1 X
</TABLE>
