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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 SEPTEMBER 30, 1999
- --------------------------------------------------------------------------------
(PLEASE READ INSTRUCTIONS BEFORE PREPARING FORM.)
- --------------------------------------------------------------------------------
IF AMENDED REPORT CHECK HERE: |_|
ALLSTATE INSURANCE
- --------------------------------------------------------------------------------
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 8 DAY OF NOVEMBER, 1999.
ALLSTATE NEW JERSEY
------------------------------------------
(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
- -------------------------------------------------------------- ---------------
2. ALLSTATE LIFE INSURANCE COMPANY 28-35
- -------------------------------------------------------------- ---------------
3. ALLSTATE PENSION PLAN 28-35
- -------------------------------------------------------------- ---------------
4. ALLSTATE RETIREMENT PLAN 28-35
- -------------------------------------------------------------- ---------------
<PAGE>
FORM 13F REPORT
NAME OF REPORTING MANAGER: ALLSTATE NEW JERSEY
<TABLE>
<CAPTION>
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(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 3,711,469 88,500 X 1 X
AFLAC CORP COMMON STOCK 001055102 4,824,000 115,200 X 1 X
AGCO CORP COMMON STOCK 001084102 347,100 26,700 X 1 X
AES CORP COMMON STOCK 00130H105 1,634,300 27,700 X 1 X
AK STEEL HOLDING COMMON STOCK 001547108 2,772,175 151,900 X 1 X
AMB PROPERTY CORP COMMON STOCK 00163T109 13,348,125 630,000 X 1 X
AMLI RESIDENTIAL PROPERTI NON-REDEEM P/S 001735109 10,500,000 500,000 X 1 X
A M R COMMON STOCK 001765106 414,200 7,600 X 1 X
AT & T COMMON STOCK 001957109 24,210,848 556,571 X 1 X
AT&T CORP - LIBERTY MEDIA -A COMMON STOCK 001957208 1,819,125 49,000 X 1 X
ABBOTT LABS COMMON STOCK 002824100 7,357,350 200,200 X 1 X
AMBERCROMBIE & FITCH CL A COMMON STOCK 002896207 1,147,906 33,700 X 1 X
ACNIELSEN CORP COMMON STOCK 004833109 608,025 26,800 X 1 X
ACXIOM CORP COMMON STOCK 005125109 436,370 22,200 X 1 X
ADAPTEC INC. COMMON STOCK 00651F108 206,375 5,200 X 1 X
ADELPHIA COMMUNICATIONS CORP NON-REDEEM P/S 006848402 3,520,000 20,000 X 1 X
ADOBE SYSTEMS INC COMMON STOCK 00724F101 351,850 3,100 X 1 X
AETNA INC COMMON STOCK 008117103 354,600 7,200 X 1 X
AIR EXPRESS INTL CORP COMMON STOCK 009104100 230,278 10,150 X 1 X
AIR PRODUCTS & CHEMICALS COMMON STOCK 009158106 337,125 11,600 X 1 X
AIRBORNE FREIGHT COMMON STOCK 009266107 509,713 24,200 X 1 X
ALASKA AIR GROUP COMMON STOCK 011659109 500,456 12,300 X 1 X
ALBERTSON'S COMMON STOCK 013104104 842,009 21,283 X 1 X
ALCAN ALUMINUM COMMON FOREIGN 013716105 962,500 30,800 X 1 X
ALUMINUM CO OF AMERICA COMMON STOCK 013817101 5,293,931 85,300 X 1 X
ALKERMES INC NON-REDEEM P/S 01642T405 840,000 15,000 X 1 X
ALLEGHENY ENERGY COMMON STOCK 017361106 3,632,988 114,200 X 1 X
ALLEN TELECOM COMMON STOCK 018091108 101,400 10,400 X 1 X
ALLIANT TECHSYSTEMS COMMON STOCK 018804104 235,662 3,400 X 1 X
ALLIED-SIGNAL COMMON STOCK 019512102 8,049,606 134,300 X 1 X
ALLTEL COMMON STOCK 020039103 4,018,413 57,100 X 1 X
ALPHARMA INC COMMON STOCK 020813101 307,219 8,700 X 1 X
ALTERA COMMON STOCK 021441100 4,467,625 103,000 X 1 X
ALZA CL A COMMON STOCK 022615108 222,625 5,200 X 1 X
AMCOL INTL CORP COMMON STOCK 02341W103 165,937 11,250 X 1 X
AMERADA HESS COMMON STOCK 023551104 281,750 4,600 X 1 X
AMEREN CORPORATION COMMON STOCK 023608102 797,844 21,100 X 1 X
AMERICA ON-LINE COMMON STOCK 02364J104 25,573,600 245,900 X 1 X
AMERICAN ELEC PWR COMMON STOCK 025537101 1,921,238 56,300 X 1 X
AMERICAN EXPRESS COMMON STOCK 025816109 9,464,138 70,300 X 1 X
AMERICAN FREIGHTWAYS COMMON STOCK 02629V108 205,519 11,300 X 1 X
AMERICAN GENERAL COMMON STOCK 026351106 796,163 12,600 X 1 X
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 9,445,400 227,600 X 1 X
AMERICAN INTL COMMON STOCK 026874107 28,174,271 324,075 X 1 X
AMERICAN MANAGEMENT SYSTEMS COMMON STOCK 027352103 343,794 13,400 X 1 X
AMERICAN POWER CONVERSION COMMON STOCK 029066107 1,920,900 101,100 X 1 X
AMERICAN STANDARD COMPANIES COMMON STOCK 029712106 3,952,625 103,000 X 1 X
AMERICAN WATER WORKS COMMON STOCK 030411102 1,192,225 41,200 X 1 X
AMERICREDIT CORP COMMON STOCK 03060R101 294,269 19,700 X 1 X
AMERITECH NEW COMMON STOCK 030954101 16,407,187 244,200 X 1 X
AMETEK INC COMMON STOCK 031100100 283,319 14,300 X 1 X
AMGEN COMMON STOCK 031162100 10,896,550 133,700 X 1 X
AMRESCO INC COMMON STOCK 031909104 43,800 14,600 X 1 X
AMSOUTH COMMON STOCK 032165102 3,181,641 135,750 X 1 X
ANALOG DEVICES COMMON STOCK 032654105 5,063,500 98,800 X 1 X
ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 258,075 11,100 X 1 X
ANNTAYLOR STORES COMMON STOCK 036115103 302,475 7,400 X 1 X
AON COMMON STOCK 037389103 385,791 13,050 X 1 X
APACHE COMMON STOCK 037411105 250,488 5,800 X 1 X
APACHE CORP NON-REDEEM P/S 037411600 2,000,000 50,000 X 1 X
APARTMENT INVT & MGMT CO CL A COMMON STOCK 03748R101 3,825,000 100,000 X 1 X
APOGEE ENTERPRISES COMMON STOCK 037598109 74,532 10,600 X 1 X
APPLE COMPUTER COMMON STOCK 037833100 4,495,188 71,000 X 1 X
APPLEBEES INTL INC COMMON STOCK 037899101 303,188 9,000 X 1 X
APPLIED MATERIALS COMMON STOCK 038222105 3,022,044 38,900 X 1 X
APPLIED POWER INC - CL A COMMON STOCK 038225108 366,778 12,075 X 1 X
APTARGROUP COMMON STOCK 038336103 321,000 12,000 X 1 X
ARCHER-DANIELS-MIDLAND COMMON STOCK 039483102 381,408 31,295 X 1 X
ARCHSTONE COMMUNITIES TRUST COMMON STOCK 039581103 67,710,822 3,506,062 X 1 X
ARCTIC CAT INC COMMON STOCK 039670104 120,488 12,600 X 1 X
ARDEN REALTY INC COMMON STOCK 039793104 5,437,500 250,000 X 1 X
ARROW ELECTRONICS INC COMMON STOCK 042735100 569,288 32,300 X 1 X
ARVIN INDUSTRIES COMMON STOCK 043339100 284,625 9,200 X 1 X
ASPECT TELECOMMUNICATION COMMON STOCK 045237104 205,322 12,100 X 1 X
ASSOCIATED BANC-CORP COMMON STOCK 045487105 2,106,113 58,200 X 1 X
ASSOCIATES FIRST CAPITAL CRP COMMON STOCK 046008108 15,787,872 438,552 X 1 X
ATLANTIC RICHFIELD COMMON STOCK 048825103 3,846,325 43,400 X 1 X
ATMEL CORP COMMON STOCK 049513104 1,930,694 57,100 X 1 X
ATMOS ENERGY COMMON STOCK 049560105 229,188 9,500 X 1 X
AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 3,663,713 82,100 X 1 X
AUTOZONE INC COMMON STOCK 053332102 210,469 7,500 X 1 X
AVALON BAY COMMUNITIES, COMMON COMMON STOCK 053484101 37,349,491 1,102,568 X 1 X
AVNET COMMON STOCK 053807103 499,800 11,900 X 1 X
AVON PRODUCTS COMMON STOCK 054303102 327,525 13,200 X 1 X
AZTAR CORP COMMON STOCK 054802103 184,500 18,000 X 1 X
BB&T CORPORATION COMMON STOCK 054937107 524,475 16,200 X 1 X
BISYS GROUP COMMON STOCK 055472104 398,704 8,500 X 1 X
BJ SERVICES COMMON STOCK 055482103 4,202,431 132,100 X 1 X
BRITISH PETROLEUM COMMON FOREIGN 055622104 1,722,802 15,547 X 1 X
BMC SOFTWARE COMMON STOCK 055921100 4,944,969 69,100 X 1 X
BAKER HUGHES COMMON STOCK 057224107 1,354,300 46,700 X 1 X
BALDOR ELEC COMMON STOCK 057741100 196,950 10,400 X 1 X
BANDAG COMMON STOCK 059815100 332,800 10,400 X 1 X
BANK OF AMERICA CORP COMMON STOCK 060505104 18,070,984 324,507 X 1 X
BANK OF NEW YORK COMMON STOCK 064057102 6,379,875 190,800 X 1 X
BANK ONE CORPORATION COMMON STOCK 06423A103 8,536,373 245,210 X 1 X
BARD COMMON STOCK 067383109 748,294 15,900 X 1 X
BARNES & NOBLE COMMON STOCK 067774109 756,600 29,100 X 1 X
BARRICK GOLD COMMON FOREIGN 067901108 7,503,750 345,000 X 1 X
BARR LABS INC COMMON STOCK 068306109 231,775 7,300 X 1 X
BARRETT RES COMMON STOCK 068480201 5,378,100 145,600 X 1 X
BAXTER INTL COMMON STOCK 071813109 4,771,800 79,200 X 1 X
BEAR STEARNS COMMON STOCK 073902108 226,397 5,890 X 1 X
BECTON DICKINSON COMMON STOCK 075887109 1,212,300 43,200 X 1 X
BED BATH & BEYOND INC COMMON STOCK 075896100 244,563 7,000 X 1 X
BELL ATLANTIC COMMON STOCK 077853109 26,453,813 393,000 X 1 X
BELLSOUTH COMMON STOCK 079860102 15,493,500 344,300 X 1 X
AH BELO COMMON STOCK 080555105 1,155,150 60,400 X 1 X
BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 787,469 22,300 X 1 X
BERGEN BRUNSWIG CORP COMMON STOCK 083739102 595,525 57,400 X 1 X
BEST BUY COMMON STOCK 086516101 639,244 10,300 X 1 X
BESTFOODS INC COMMON STOCK 08658U101 7,464,150 153,900 X 1 X
BILLING CONCEPTS CORP COMMON STOCK 090063108 53,000 10,600 X 1 X
BIO TECH GENERAL COMMON STOCK 090578105 162,135 16,900 X 1 X
BIOGEN COMMON STOCK 090597105 6,896,094 87,500 X 1 X
BIRMINGHAM STL COMMON STOCK 091250100 96,838 12,700 X 1 X
BLACK & DECKER COMMON STOCK 091797100 201,025 4,400 X 1 X
BLOCK (H & R) COMMON STOCK 093671105 1,702,750 39,200 X 1 X
BOEING COMMON STOCK 097023105 10,104,001 237,044 X 1 X
BORG-WARNER AUTOMOTIVE INC COMMON STOCK 099724106 8,062,500 187,500 X 1 X
BOSTON PROPERTIES INC COMMON STOCK 101121101 6,137,500 200,000 X 1 X
BOSTON SCIENTIFIC CORP COMMON STOCK 101137107 518,438 21,000 X 1 X
BOWATER COMMON STOCK 102183100 2,609,250 49,700 X 1 X
BOWNE COMMON STOCK 103043105 142,338 11,800 X 1 X
BRADLEY REAL ESTATE SERIES A NON-REDEEM P/S 104580204 1,437,188 63,000 X 1 X
BRADY CORPORATION COMMON STOCK 104674106 268,800 8,400 X 1 X
BRIGHTPOINT COMMON STOCK 109473108 106,307 14,600 X 1 X
BRINKER INT'L COMMON STOCK 109641100 775,775 28,600 X 1 X
BRISTOL-MYERS-SQUIBB COMMON STOCK 110122108 44,070,750 652,900 X 1 X
BUCKEYE CELLULOSE CORP COMMON STOCK 118255108 170,994 10,900 X 1 X
BURLINGTON NORTHERN COMMON STOCK 12189T104 649,000 23,600 X 1 X
BURLINGTON RESOURCES COMMON STOCK 122014103 330,750 9,000 X 1 X
BURR BROWN COMMON STOCK 122574106 408,825 10,350 X 1 X
CRACKER BARREL OLD COUNTRY STORE COMMON STOCK 12489V106 596,750 38,500 X 1 X
CBS CORPORATION COMMON STOCK 12490K107 9,051,125 195,700 X 1 X
C-CUBE MICROSYSTEMS INC COMMON STOCK 125015107 508,950 11,700 X 1 X
CDW COMPUTER CENTERS INC COMMON STOCK 125129106 1,808,375 37,000 X 1 X
CEC ENTERTAINMENT INC COMMON STOCK 125137109 322,875 9,000 X 1 X
C I G N A COMMON STOCK 125509109 785,275 10,100 X 1 X
CKE RESTAURANTS INC COMMON STOCK 12561E105 108,576 14,976 X 1 X
CK WITKO CORPORATION COMMON STOCK 12562C108 845,933 58,090 X 1 X
CENTRAL MAINE PWR COMMON STOCK 125887109 369,250 14,000 X 1 X
C M S ENERGY COMMON STOCK 125896100 1,167,450 34,400 X 1 X
CNF TRUST I 5% SERIES A CONVERTIBLE REDEEMABLE P/S 12612V205 2,553,125 47,500 X 1 X
CNF TRANSPORTATION COMMON STOCK 12612W104 1,184,550 31,800 X 1 X
C S X COMMON STOCK 126408103 466,125 11,000 X 1 X
C T S COMMON STOCK 126501105 471,500 8,200 X 1 X
CVS CORP COMMON STOCK 126650100 2,216,119 54,300 X 1 X
CABLEVISION SYSTEMS CONVERT NON-REDEEM P/S 12686C406 2,167,500 20,000 X 1 X
CABOT COMMON STOCK 127055101 726,750 30,600 X 1 X
CADENCE DESIGNS SYS INC COMMON STOCK 127387108 1,213,700 91,600 X 1 X
CALLOWAY GOLF CO COMMON STOCK 131193104 419,250 34,400 X 1 X
CALLON PETRO CO CONVE NON-REDEEM P/S 13123X201 1,575,000 45,000 X 1 X
CAMPBELL SOUP COMMON STOCK 134429109 860,750 22,000 X 1 X
CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 924,300 23,700 X 1 X
CAPITAL RE COMMON STOCK 140432105 111,000 11,100 X 1 X
CARAUSTAR INDS COMMON STOCK 140909102 237,150 9,300 X 1 X
CARDINAL HEALTH COMMON STOCK 14149Y108 752,100 13,800 X 1 X
CARLISLE COMMON STOCK 142339100 1,181,050 29,900 X 1 X
CARNIVAL CRUISE LINES COMMON STOCK 143658102 1,352,850 31,100 X 1 X
CAROLINA PWR & LT COMMON STOCK 144141108 1,047,100 29,600 X 1 X
CARPENTER TECH COMMON STOCK 144285103 575,750 23,500 X 1 X
CASEYS GENERAL STORES COMMON STOCK 147528103 241,313 18,000 X 1 X
CATALINA MARKETING COMMON STOCK 148867104 517,356 6,100 X 1 X
CATERPILLAR COMMON STOCK 149123101 4,522,031 82,500 X 1 X
CENDANT COPORATION COMMON STOCK 151313103 647,875 36,500 X 1 X
CENTOCOR COMMON STOCK 152342101 1,985,269 33,900 X 1 X
CENTRAL & SOUTH WEST COMMON STOCK 152357109 1,284,400 60,800 X 1 X
CENTRAL HUDSON GAS & ELEC COMMON STOCK 153609102 791,438 20,100 X 1 X
CENTRAL PARKING CORP COMMON STOCK 154785109 263,250 9,000 X 1 X
CENTURA BANKS COMMON STOCK 15640T100 351,688 8,500 X 1 X
CENTURYTEL INC COMMON STOCK 156700106 2,697,500 66,400 X 1 X
CERIDIAN CORP COMMON STOCK 15677T106 1,139,275 45,800 X 1 X
CHAMPION ENTERPRISES COMMON STOCK 158496109 139,500 15,500 X 1 X
CHAMPION INTL COMMON STOCK 158525105 2,476,275 48,200 X 1 X
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 11,685,537 155,032 X 1 X
CHECKPOINT SYSTEMS COMMON STOCK 162825103 105,231 11,300 X 1 X
CHESAPEAKE CORP COMMON STOCK 165159104 263,175 8,700 X 1 X
CHEVRON COMMON STOCK 166751107 13,170,500 148,400 X 1 X
CHIQUITA BRANDS COMMON STOCK 170032106 118,750 20,000 X 1 X
CHIRON COMMON STOCK 170040109 2,181,775 78,800 X 1 X
CHRIS CRAFT INDS INC COMMON STOCK 170520100 819,425 14,600 X 1 X
CHUBB COMMON STOCK 171232101 443,331 8,900 X 1 X
CHURCH & DWIGHT COMMON STOCK 171340102 545,000 21,800 X 1 X
CIBER INC COMMON STOCK 17163B102 255,719 16,700 X 1 X
CILCORP COMMON STOCK 171794100 337,025 5,200 X 1 X
CINCINNATI BELL COMMON STOCK 171870108 3,275,219 168,500 X 1 X
CINERGY COMMON STOCK 172474108 4,439,400 156,800 X 1 X
CIRCUIT CITY STORES COMMON STOCK 172737108 1,645,313 39,000 X 1 X
CISCO SYSTEMS, INC. COMMON STOCK 17275R102 49,978,634 728,950 X 1 X
CINTAS COMMON STOCK 172908105 2,636,250 45,600 X 1 X
CITIGROUP INC COMMON STOCK 172967101 37,418,568 850,422 X 1 X
CITIZENS UTILITIES 5.0% CONVERTIBLE REDEEMABLE P/S 177351202 1,492,500 30,000 X 1 X
CITRIX SYSTEMS INC COMMON STOCK 177376100 2,551,825 41,200 X 1 X
CITY NATIONAL COMMON STOCK 178566105 2,131,219 63,500 X 1 X
CLAIRES STORES COMMON STOCK 179584107 1,426,031 86,100 X 1 X
CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 184502102 2,795,625 35,000 X 1 X
CLEVELAND-CLIFFS COMMON STOCK 185896107 815,475 26,200 X 1 X
CLOROX COMMON STOCK 189054109 459,000 12,000 X 1 X
COASTAL COMMON STOCK 190441105 8,289,844 202,500 X 1 X
COCA-COLA COMMON STOCK 191216100 22,243,325 462,800 X 1 X
COCA-COLA ENTERPRISES COMMON STOCK 191219104 487,350 21,600 X 1 X
COEUR D'ALENE MINES COMMON STOCK 192108108 60,469 12,900 X 1 X
COGNEX CORP COMMON STOCK 192422103 368,288 12,200 X 1 X
COLGATE-PALMOLIVE COMMON STOCK 194162103 3,138,450 68,600 X 1 X
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 232,575 4,200 X 1 X
COLUMBIA HEALTHCARE COMMON STOCK 197677107 3,368,813 159,000 X 1 X
COMAIR COMMON STOCK 199789108 704,213 42,200 X 1 X
COMCAST CLASS A SPECIAL COMMON STOCK 200300200 5,371,163 134,700 X 1 X
COMDISCO COMMON STOCK 200336105 1,376,981 71,300 X 1 X
COMERICA COMMON STOCK 200340107 3,123,563 61,700 X 1 X
COMMERCE BANCORP INC COMMON STOCK 200519106 309,507 7,458 X 1 X
COMMERCIAL FEDERAL CORP COMMON STOCK 201647104 359,138 18,300 X 1 X
COMMSCOPE INC COMMON STOCK 203372107 484,250 14,900 X 1 X
COMPAQ COMPUTER COMMON STOCK 204493100 5,929,344 258,500 X 1 X
COMPASS BANKSHARES COMMON STOCK 20449H109 2,265,000 90,600 X 1 X
COMPUTER ASSOCIATES INTL COMMON STOCK 204912109 1,672,125 27,300 X 1 X
COMPUTER SCIENCES COMMON STOCK 205363104 3,853,125 54,800 X 1 X
COMPUWARE COMMON STOCK 205638109 1,860,863 71,400 X 1 X
COMSAT CORP. COMMON STOCK 20564D107 1,030,950 34,800 X 1 X
COMVERSE TECHNOLOGY COMMON STOCK 205862402 3,414,113 36,200 X 1 X
CONAGRA COMMON STOCK 205887102 559,550 24,800 X 1 X
CONCORD EFS INC COMMON STOCK 206197105 3,709,406 179,850 X 1 X
CONE MLS CORP COMMON STOCK 206814105 56,063 11,500 X 1 X
CONECTIV INC COMMON STOCK 206829103 761,450 38,800 X 1 X
CONSECO COMMON STOCK 208464107 320,588 16,600 X 1 X
CONSOLIDATED EDISON COMMON STOCK 209115104 3,124,950 75,300 X 1 X
CONSOLIDATED NATL GAS COMMON STOCK 209615103 305,638 4,900 X 1 X
CONSOLIDATED PAPERS COMMON STOCK 209759109 1,201,313 44,700 X 1 X
CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 213,750 7,600 X 1 X
CONVERGYS CORP COMMON STOCK 212485106 1,085,725 54,800 X 1 X
COOPER INDUSTRIES COMMON STOCK 216669101 224,400 4,800 X 1 X
CORDANT TECHNOLOGIES COMMON STOCK 218412104 538,744 17,700 X 1 X
CORN PRODUCTS INTL INC COMMON STOCK 219023108 383,513 12,600 X 1 X
CORNERSTONE PROPERTIES INC COMMON STOCK 21922H103 7,243,750 475,000 X 1 X
CORNING COMMON STOCK 219350105 3,119,594 45,500 X 1 X
COSTO WHOLESALE CORP COMMON STOCK 22160K105 4,492,800 62,400 X 1 X
COVENTRY HEALTH CARE INC COMMON STOCK 222862104 151,050 15,900 X 1 X
CREDENCE SYS CORP COMMON STOCK 225302108 1,121,875 25,000 X 1 X
CROSS TIMBERS OIL CO COMMON STOCK 227573102 187,313 13,875 X 1 X
CROWN CORK & SEAL CONVERTIBLE 4.5% NON-REDEEM P/S 228255303 2,092,913 93,800 X 1 X
CULLEN FROST BANKERS COMMON STOCK 229899109 420,000 16,800 X 1 X
CUMMINS ENGINE COMMON STOCK 231021106 981,306 19,700 X 1 X
CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 1,051,350 48,900 X 1 X
CYTEC INDUSTRIES COMMON STOCK 232820100 828,000 34,500 X 1 X
DIIG GROUP INC COMMON STOCK 232949107 981,731 27,900 X 1 X
D P L COMMON STOCK 233293109 1,217,888 69,100 X 1 X
DQE COMMON STOCK 23329J104 907,700 23,200 X 1 X
DR HORTON INC COMMON STOCK 23331A109 179,831 13,900 X 1 X
DST SYSTEMS INC COMMON STOCK 233326107 1,126,125 19,800 X 1 X
DETROIT EDISON COMMON STOCK 233331107 874,225 24,200 X 1 X
INTERRA FINANCIAL INC COMMON STOCK 233856103 215,600 4,400 X 1 X
DALLAS SEMICONDUCTOR COMMON STOCK 235204104 496,969 9,300 X 1 X
DANA COMMON STOCK 235811106 311,850 8,400 X 1 X
DAYTON-HUDSON COMMON STOCK 239753106 1,345,400 22,400 X 1 X
DEAN FOODS COMMON STOCK 242361103 740,563 17,000 X 1 X
DEERE COMMON STOCK 244199105 2,549,506 65,900 X 1 X
DELL COMPUTER COMMON STOCK 247025109 21,286,744 509,100 X 1 X
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 461,701 28,744 X 1 X
DELPHI FINANCIAL GROUP COMMON STOCK 247131105 203,645 6,746 X 1 X
DELTA AND PINE LAND COMMON STOCK 247357106 277,716 10,733 X 1 X
DELTA AIR LINES COMMON STOCK 247361108 1,236,750 25,500 X 1 X
DEVELOPERS DIVER REALTY CORP COMMON STOCK 251591103 1,400,000 100,000 X 1 X
DEVRY INC COMMON STOCK 251893103 436,000 21,800 X 1 X
DEXTER COMMON STOCK 252165105 537,300 14,400 X 1 X
DIAL CORP. COMMON STOCK 25247D101 1,065,900 41,800 X 1 X
DIAMOND OFFSHORE DRILLING INC COMMON STOCK 25271C102 1,635,375 49,000 X 1 X
DIEBOLD COMMON STOCK 253651103 321,438 13,900 X 1 X
DIGITAL MICROWAVE CORP COMMON STOCK 253859102 285,513 18,200 X 1 X
DIME BANCORP INC COMMON STOCK 25429Q102 775,250 44,300 X 1 X
DIONEX COMMON STOCK 254546104 324,900 7,600 X 1 X
DISNEY (WALT) COMMON STOCK 254687106 11,855,925 458,200 X 1 X
DOLE FOODS COMMON STOCK 256605106 473,100 24,900 X 1 X
DOLLAR GENERAL COMMON STOCK 256669102 1,544,522 50,025 X 1 X
DOLLAR TREE STORES INC COMMON STOCK 256747106 1,086,300 27,200 X 1 X
DOMINION RESOURCES COMMON STOCK 257470104 3,226,438 71,500 X 1 X
DONALDSON COMMON STOCK 257651109 486,938 21,000 X 1 X
DONNELLEY & SONS COMMON STOCK 257867101 7,963,725 275,800 X 1 X
DOVER COMMON STOCK 260003108 433,275 10,600 X 1 X
DOW CHEMICAL COMMON STOCK 260543103 6,578,887 57,900 X 1 X
DOW JONES COMMON STOCK 260561105 245,525 4,600 X 1 X
DU PONT DE NEMOURS COMMON STOCK 263534109 11,071,032 181,865 X 1 X
DUKE ENERGY CORP COMMON STOCK 264399106 26,586,788 482,300 X 1 X
DUKE REALTY INVESTMENTS INC COMMON STOCK 264411505 6,442,800 330,400 X 1 X
DUN & BRADSTREET CORP COMMON STOCK 26483B106 244,975 8,200 X 1 X
E M C COMMON STOCK 268648102 18,052,256 252,700 X 1 X
ENSCO INTERNATIONAL COMMON STOCK 26874Q100 1,049,431 58,100 X 1 X
EOG RESOURCES INC COMMON STOCK 26875P101 873,375 41,100 X 1 X
EVI INC., 5.0%, REDEEMABLE P/S 268939204 2,205,000 60,000 X 1 X
ETEC SYSTEMS INC COMMON STOCK 26922C103 225,750 6,000 X 1 X
E TRADE GROUP INC COMMON STOCK 269246104 1,273,700 54,200 X 1 X
EARTHGRAINS COMPANY COMMON STOCK 270319106 327,450 14,800 X 1 X
EASTERN UTIL ASSOC COMMON STOCK 277173100 277,838 9,300 X 1 X
EASTMAN KODAK COMMON STOCK 277461109 1,214,544 16,100 X 1 X
EATON COMMON STOCK 278058102 3,046,831 35,300 X 1 X
EATON VANCE CORP COMMON STOCK 278265103 304,000 9,500 X 1 X
ECOLAB COMMON STOCK 278865100 2,071,388 60,700 X 1 X
EDISON INTL COMMON STOCK 281020107 5,088,606 209,300 X 1 X
EL PASO ENERGY CAPITAL TRUST I, NON-REDEEM P/S 283678209 3,535,313 67,500 X 1 X
EL PASO ENERGY CORP DELAWARE COMMON STOCK 283905107 4,678,287 117,508 X 1 X
ELECTRONIC ARTS COMMON STOCK 285512109 1,715,288 23,700 X 1 X
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 2,895,681 54,700 X 1 X
EMERSON ELEC COMMON STOCK 291011104 9,648,731 152,700 X 1 X
ENERGY EAST CORPORATION COMMON STOCK 29266M109 2,664,750 112,200 X 1 X
ENGELHARD COMMON STOCK 292845104 3,682,969 202,500 X 1 X
ENHANCE FINANCIAL SERVICES GROUP COMMON STOCK 293310108 221,094 12,500 X 1 X
ENRON COMMON STOCK 293561106 10,547,625 255,700 X 1 X
ENTERGY COMMON STOCK 29364G103 1,409,256 48,700 X 1 X
ENZO BIOCHEM COMMON STOCK 294100102 210,259 7,410 X 1 X
EQUIFAX COMMON STOCK 294429105 205,313 7,300 X 1 X
EQUITY OFFICE PROPERTIES TRUST COMMON STOCK 294741103 104,762,059 4,505,895 X 1 X
EQUITY RESIDENTIAL PROP TR COMMON STOCK 29476L107 8,174,137 192,900 X 1 X
ETHAN ALLEN INTERIORS COMMON STOCK 297602104 3,200,338 100,600 X 1 X
EVEREST REINSURANCE COMMON STOCK 299808105 1,147,763 48,200 X 1 X
EXCEL LEGACY CORPORATION NON-REDEEM P/S 300665106 8,375,000 2,000,000 X 1 X
EXPEDITORS INTL WASHINGTON COMMON STOCK 302130109 481,407 15,000 X 1 X
EXPRESS SCRIPTS COMMON STOCK 302182100 845,100 10,800 X 1 X
EXXON COMMON STOCK 302290101 37,680,188 496,200 X 1 X
F P L GROUP COMMON STOCK 302571104 4,639,538 92,100 X 1 X
FASTENAL CO COMMON STOCK 311900104 857,675 18,200 X 1 X
FDX CORP COMMON STOCK 31304N107 1,503,500 38,800 X 1 X
FEDDERS CORP COMMON STOCK 313135105 109,200 18,200 X 1 X
FREDDIE MAC COMMON STOCK 313400301 11,689,600 224,800 X 1 X
FEDERAL MOGUL COMMON STOCK 313549107 683,550 24,800 X 1 X
FEDERAL NAT'L MORT. ASSOC COMMON STOCK 313586109 9,779,250 156,000 X 1 X
FEDERAL REALTY INVEST. TRUST COMMON STOCK 313747206 4,679,531 223,500 X 1 X
FEDERATED DEPARTMENT STORES COMMON STOCK 31410H101 3,608,588 82,600 X 1 X
FIDELITY NAT FINL CORP COMMON STOCK 316326107 151,875 10,000 X 1 X
FIFTH THIRD BANCORP COMMON STOCK 316773100 5,214,314 85,700 X 1 X
FINOVA FINANCE 5.5% CONVERTIBLE REDEEMABLE P/S 31808E207 1,511,250 30,000 X 1 X
FIRST AMERICAN FINL CORP COMMON STOCK 318522307 252,119 18,850 X 1 X
FIRST DATA COMMON STOCK 319963104 3,128,288 71,300 X 1 X
FIRST MIDWEST BANCORP COMMON STOCK 320867104 347,506 9,100 X 1 X
HEALTH CARE COMPARE COMMON STOCK 320960107 459,969 20,500 X 1 X
FIRST SECURITY COMMON STOCK 336294103 1,357,912 57,100 X 1 X
FIRST TENNESSEE NATIONAL COMMON STOCK 337162101 1,049,063 37,300 X 1 X
FIRST UNION COMMON STOCK 337358105 1,724,781 48,500 X 1 X
FIRSTAR CORPORATION COMMON STOCK 33763V109 10,729,188 418,700 X 1 X
FISERV INC. COMMON STOCK 337738108 6,814,438 209,675 X 1 X
FIRSTMERIT CORP COMMON STOCK 337915102 657,212 25,900 X 1 X
FIRSTENERGY CORP COMMON STOCK 337932107 316,200 12,400 X 1 X
FLEET/NORSTAR FINANCIAL COMMON STOCK 33901A108 6,027,905 164,584 X 1 X
FLORIDA PROGRESS COMMON STOCK 341109106 231,250 5,000 X 1 X
FOODMAKER, INC. COMMON STOCK 344839204 324,188 13,000 X 1 X
FOOTSTAR INC COMMON STOCK 344912100 267,900 7,600 X 1 X
FORD MOTOR COMMON STOCK 345370100 7,618,463 151,800 X 1 X
FOREST LABS COMMON STOCK 345838106 1,550,200 36,800 X 1 X
JAMES RIVER COMMON STOCK 347471104 298,900 11,200 X 1 X
FOUNDATION HEALTH SYSTEMS - A COMMON STOCK 350404109 2,683,081 284,300 X 1 X
FRANKLIN RESOURCES COMMON STOCK 354613101 4,369,575 142,100 X 1 X
FREEPORT MCMORAN B COMMON STOCK 35671D857 1,067,588 68,600 X 1 X
FREMONT GENERAL CORP COMMON STOCK 357288109 206,150 21,700 X 1 X
FRITZ COS COMMON STOCK 358846103 109,975 10,600 X 1 X
FULLER (H.B.) COMMON STOCK 359694106 2,721,113 44,700 X 1 X
G & K SERVICES COMMON STOCK 361268105 287,550 7,100 X 1 X
GPU INC COMMON STOCK 36225X100 257,738 7,900 X 1 X
G T E COMMON STOCK 362320103 17,250,750 224,400 X 1 X
GALLAGHER (ARTHUR J & CO) COMMON STOCK 363576109 340,800 6,400 X 1 X
GANNETT COMMON STOCK 364730101 2,719,069 39,300 X 1 X
GAP STORES COMMON STOCK 364760108 4,057,600 126,800 X 1 X
GATEWAY INC COMMON STOCK 367626108 706,556 15,900 X 1 X
GENERAL DYNAMICS COMMON STOCK 369550108 3,309,188 53,000 X 1 X
GENERAL ELECTRIC COMMON STOCK 369604103 75,002,638 632,600 X 1 X
GENERAL GROWTH PROPERTIES COMMON STOCK 370021107 12,033,000 382,000 X 1 X
GENERAL INSTRUMENT CORPORATION COMMON STOCK 370120107 1,592,938 33,100 X 1 X
GENERAL MILLS COMMON STOCK 370334104 3,561,388 43,900 X 1 X
GENERAL MOTORS COMMON STOCK 370442105 7,590,263 120,600 X 1 X
GENERAL MOTORS CL H COMMON STOCK 370442832 1,912,150 33,400 X 1 X
GENERAL SEMICONDUCTOR INC COMMON STOCK 370787103 128,906 12,500 X 1 X
GENTEX CORP COMMON STOCK 371901109 452,373 21,900 X 1 X
GENESIS HEALTH VENTURE COMMON STOCK 371912106 27,788 11,700 X 1 X
GENUINE PARTS COMMON STOCK 372460105 241,719 9,100 X 1 X
GEON CO COMMON STOCK 37246W105 208,575 8,100 X 1 X
GENZYME CORP. COMMON STOCK 372917104 1,532,125 34,000 X 1 X
GEORGIA-PACIFIC COMMON STOCK 373298108 2,673,000 66,000 X 1 X
GEORGIA-PACIFIC (TIMBER GRP) COMMON STOCK 373298702 816,638 35,700 X 1 X
GILLETTE COMMON STOCK 375766102 4,232,006 124,700 X 1 X
GLOBAL MARINE COMMON STOCK 379352404 4,249,094 258,500 X 1 X
GOLDEN STATE BANCORP COMMON STOCK 381197102 688,800 38,400 X 1 X
GOLDEN WEST FINL COMMON STOCK 381317106 275,100 2,800 X 1 X
BF GOODRICH COMMON STOCK 382388106 1,754,500 60,500 X 1 X
GOODYEAR TIRE & RUBBER COMMON STOCK 382550101 380,188 7,900 X 1 X
GOODY'S FAMILY CLOTHING INC COMMON STOCK 382588101 86,269 10,700 X 1 X
GRACE COMMON STOCK 38388F108 1,103,494 68,700 X 1 X
GRACO COMMON STOCK 384109104 223,125 6,800 X 1 X
GRAINGER COMMON STOCK 384802104 225,894 4,700 X 1 X
GREAT LAKES CHEMICAL COMMON STOCK 390568103 978,206 25,700 X 1 X
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 462,188 17,400 X 1 X
GRIFFON CORP COMMON STOCK 398433102 89,600 11,200 X 1 X
GUIDANT COMMON STOCK 401698105 3,308,663 61,700 X 1 X
HNC SOFTWARE COMMON STOCK 40425P107 297,656 7,500 X 1 X
HRPT PROPERTIES TRUST COMMON STOCK 40426W101 707,963 60,900 X 1 X
HA-LO INDUSTRIES COMMON STOCK 404429102 70,313 11,250 X 1 X
HALLIBURTON COMMON STOCK 406216101 3,972,900 96,900 X 1 X
M. A. HANNA COMMON STOCK 410522106 2,161,250 190,000 X 1 X
HANNAFORD BROTHERS COMMON STOCK 410550107 1,253,788 17,800 X 1 X
HARBINGER CORP COMMON STOCK 41145C103 202,500 12,000 X 1 X
HARCOURT GENERAL COMMON STOCK 41163G101 1,252,913 30,100 X 1 X
HARLEY DAVIDSON COMMON STOCK 412822108 3,198,994 63,900 X 1 X
HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 2,125,650 76,600 X 1 X
HARSCO COMMON STOCK 415864107 2,254,200 81,600 X 1 X
HARTFORD FINANCIAL SERVICES GROUP COMMON STOCK 416515104 470,063 11,500 X 1 X
HASBRO COMMON STOCK 418056107 1,192,997 55,650 X 1 X
HEALTH CARE PROPERTY INVESTORS COMMON STOCK 421915109 1,050,000 40,000 X 1 X
HEALTHSOUTH COMMON STOCK 421924101 127,313 21,000 X 1 X
HEALTH MANAGEMENT COMMON STOCK 421933102 799,450 108,400 X 1 X
HEALTHCARE REALTY TRUST INC COMMON STOCK 421946104 1,069,224 57,216 X 1 X
HEARTLAND EXPRESS INC COMMON STOCK 422347104 148,312 10,500 X 1 X
HECLA MINING COMMON STOCK 422704106 68,444 23,300 X 1 X
HEINZ COMMON STOCK 423074103 6,880,000 160,000 X 1 X
HENRY JACK & ASSOCIATES COMMON STOCK 426281101 230,859 6,250 X 1 X
HERCULES COMMON STOCK 427056106 1,090,613 38,100 X 1 X
HERSHEY FOODS COMMON STOCK 427866108 345,681 7,100 X 1 X
HEWLETT-PACKARD COMMON STOCK 428236103 18,197,600 197,800 X 1 X
HIBERNIA COMMON STOCK 428656102 3,545,625 305,000 X 1 X
HILTON HOTELS COMMON STOCK 432848109 127,388 12,900 X 1 X
HOME DEPOT COMMON STOCK 437076102 24,327,425 354,498 X 1 X
HOMESTAKE MINING COMMON STOCK 437614100 121,275 13,200 X 1 X
HOMESTEAD VILLAGE INC. COMMON STOCK 437851108 1,391,240 494,663 X 1 X
HONEYWELL COMMON STOCK 438506107 4,875,488 43,800 X 1 X
HORACE MANN EDUCATORS COMMON STOCK 440327104 1,979,819 76,700 X 1 X
HORMEL COMMON STOCK 440452100 1,231,113 29,800 X 1 X
HOUSEHOLD INTL COMMON STOCK 441815107 975,038 24,300 X 1 X
HOUSTON INDS INC. 7% CONVERTIBLE NON-REDEEM P/S 442161204 10,710,000 105,000 X 1 X
HUDSON UNITED BANCORP COMMON STOCK 444165104 398,591 12,936 X 1 X
HUNTINGTON BANCSHARES COMMON STOCK 446150104 309,984 11,670 X 1 X
ICN PHARMACEUTICALS COMMON STOCK 448924100 747,656 43,500 X 1 X
IBP COMMON STOCK 449223106 896,156 36,300 X 1 X
IMC FERTILIZER COMMON STOCK 449669100 825,694 56,700 X 1 X
IMS HEALTH INC COMMON STOCK 449934108 1,558,094 68,300 X 1 X
IDACORP INC COMMON STOCK 451107106 494,050 16,400 X 1 X
IDEX CORP COMMON STOCK 45167R104 229,331 8,100 X 1 X
IDEXX LABS CORP COMMON STOCK 45168D104 218,679 12,700 X 1 X
ILLINOIS TOOL WORKS COMMON STOCK 452308109 2,840,831 38,100 X 1 X
ILLINOVA COMMON STOCK 452317100 3,951,200 140,800 X 1 X
INACOM CORP COMMON STOCK 45323G109 97,976 10,664 X 1 X
INCO COMMON FOREIGN 453258402 207,338 9,700 X 1 X
INFORMIX CORP COMMON STOCK 456779107 351,631 44,300 X 1 X
INGERSOLL-RAND COMMON STOCK 456866102 2,900,700 52,800 X 1 X
INPUT/OUTPUT INC COMMON STOCK 457652105 94,075 14,200 X 1 X
INSURANCE AUTO AUCTIONS,INC COMMON STOCK 457875102 24,796,625 1,667,000 X 1 X
INTEGRATED HEALTH SERVICES COMMON STOCK 45812C106 20,773 13,295 X 1 X
INTEL COMMON STOCK 458140100 58,223,844 783,500 X 1 X
INTERFACE INC COMMON STOCK 458665106 81,488 15,900 X 1 X
INTERIM SERVICES INC COMMON STOCK 45868P100 378,263 23,100 X 1 X
INTERMEDIA COMMUNICATIONS COMMON STOCK 458801107 540,640 24,857 X 1 X
INTL BUSINESS MACHINES COMMON STOCK 459200101 49,715,200 409,600 X 1 X
INTL PAPER COMMON STOCK 460146103 3,421,954 71,198 X 1 X
INTERNATIONAL RECTIFIER CORP COMMON STOCK 460254105 260,775 17,100 X 1 X
INTERPUBLIC GROUP OF COS COMMON STOCK 460690100 3,002,125 73,000 X 1 X
INTERSTATE BAKERIES COMMON STOCK 46072H108 706,100 30,700 X 1 X
INTIMATE BRANDS COMMON STOCK 461156101 2,402,444 61,700 X 1 X
INTUIT INC COMMON STOCK 461202103 2,252,767 25,700 X 1 X
INVACARE CORP COMMON STOCK 461203101 203,450 10,400 X 1 X
I P A L C O ENTERPRISES COMMON STOCK 462613100 693,919 35,700 X 1 X
JLG INDUSTRIES INC COMMON STOCK 466210101 209,588 13,800 X 1 X
JSB FINANCIAL INC COMMON STOCK 46624M100 280,525 4,900 X 1 X
JABIL CIRCUIT INC COMMON STOCK 466313103 2,187,900 44,200 X 1 X
JACOBS ENGINEERING GRP COMMON STOCK 469814107 451,750 13,900 X 1 X
JEFFERSON-PILOT COMMON STOCK 475070108 4,119,825 65,200 X 1 X
JEFFERSON-PILOT CORP. NON-REDEEM P/S 475070207 969,900 10,600 X 1 X
JOHNSON & JOHNSON COMMON STOCK 478160104 23,832,375 259,400 X 1 X
JOHNSON CONTROLS COMMON STOCK 478366107 285,144 4,300 X 1 X
JONES APPAREL GROUP INC COMMON STOCK 480074103 2,673,750 93,000 X 1 X
JONES PHARMA COMMON STOCK 480236108 430,243 13,050 X 1 X
JUSTIN INDUSTRIES COMMON STOCK 482171105 168,831 11,900 X 1 X
KLA-TENCOR CORP COMMON STOCK 482480100 292,500 4,500 X 1 X
K MART COMMON STOCK 482584109 292,188 25,000 X 1 X
KANSAS CITY PWR & LT COMMON STOCK 485134100 665,156 27,500 X 1 X
KANSAS CITY SOUTHERN INDUSTRIES COMMON STOCK 485170104 1,448,850 31,200 X 1 X
KEEBLER FOODS CO COMMON STOCK 487256109 5,792,763 193,900 X 1 X
KELLOGG COMMON STOCK 487836108 771,213 20,600 X 1 X
KEMET CORP COMMON STOCK 488360108 380,429 11,900 X 1 X
KENNAMETAL COMMON STOCK 489170100 354,488 13,700 X 1 X
KERR-MCGEE COMMON STOCK 492386107 1,784,025 32,400 X 1 X
KEYCORP COMMON STOCK 493267108 588,525 22,800 X 1 X
KEYSPAN CORP COMMON STOCK 49337W100 2,020,925 70,600 X 1 X
KIMBERLY-CLARK COMMON STOCK 494368103 12,600,000 240,000 X 1 X
KIMCO REALTY CORP COMMON STOCK 49446R109 7,150,000 200,000 X 1 X
K N ENERGY COMMON STOCK 49455P101 7,016,206 312,700 X 1 X
KMART FINANCING 7.75% CONVERTIBLE REDEEMABLE P/S 498778208 2,381,250 50,000 X 1 X
KNIGHT-RIDDER COMMON STOCK 499040103 6,266,725 114,200 X 1 X
KOHLS CORP COMMON STOCK 500255104 548,838 8,300 X 1 X
KOMAG INC COMMON STOCK 500453105 52,500 17,500 X 1 X
KROGER COMMON STOCK 501044101 928,831 42,100 X 1 X
LG & E ENERGY COMMON STOCK 501917108 1,168,750 55,000 X 1 X
L S I LOGIC COMMON STOCK 502161102 3,965,500 77,000 X 1 X
LA JOLLA PHARMACEUTICAL COMMON STOCK 503459109 497,987 1,106,637 X 1 X
LA-Z-BOY CHAIR COMMON STOCK 505336107 324,063 17,000 X 1 X
LAIDLAW INC COMMON STOCK 50730K503 112,725 16,700 X 1 X
LANCASTER COLONY COMMON STOCK 513847103 1,132,800 35,400 X 1 X
LANDS' END COMMON STOCK 515086106 970,200 14,700 X 1 X
LATTICE SEMICONDUCTOR COMMON STOCK 518415104 445,313 15,000 X 1 X
LEAR SEATING CORP COMMON STOCK 521865105 3,360,406 95,500 X 1 X
LEGATO SYS INC COMMON STOCK 524651106 1,551,939 35,600 X 1 X
LEGG MASON COMMON STOCK 524901105 624,494 16,300 X 1 X
LEHMAN BROS HOLDING COMMON STOCK 524908100 1,312,031 22,500 X 1 X
LEXMARK INT'L GROUP A COMMON STOCK 529771107 10,746,750 133,500 X 1 X
LILLY (ELI) COMMON STOCK 532457108 32,425,216 506,644 X 1 X
LIMITED COMMON STOCK 532716107 416,122 10,879 X 1 X
LINCARE HOLDINGS INC COMMON STOCK 532791100 669,073 25,100 X 1 X
LINCOLN NATIONAL COMMON STOCK 534187109 2,772,113 73,800 X 1 X
LINEAR TECH COMMON STOCK 535678106 3,791,394 64,500 X 1 X
LINENS 'N THINGS INC COMMON STOCK 535679104 391,500 11,600 X 1 X
LIPOSOME COMMON STOCK 536310105 90,552 11,900 X 1 X
LITTON INDUSTRIES COMMON STOCK 538021106 700,800 12,800 X 1 X
LOCKHEED MARTIN COMMON STOCK 539830109 9,172,113 280,600 X 1 X
LONE STAR INDS COMMON STOCK 542290408 379,050 7,600 X 1 X
LONGVIEW FIBRE COMMON STOCK 543213102 509,938 41,000 X 1 X
LOWE'S COMMON STOCK 548661107 3,436,875 70,500 X 1 X
LUBRIZOL COMMON STOCK 549271104 2,373,525 92,400 X 1 X
LUBYS CAFETERIAS COMMON STOCK 549282101 133,400 11,600 X 1 X
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 42,184,515 650,243 X 1 X
MBNA CORP COMMON STOCK 55262L100 928,469 40,700 X 1 X
MCN ENERGY GROUP COMMON STOCK 55267J100 1,362,969 79,300 X 1 X
MCI WORLDCOM INC COMMON STOCK 55268B106 24,563,138 341,748 X 1 X
MGIC INVESTMENT COMMON STOCK 552848103 4,989,875 104,500 X 1 X
MACERICH COMPANY COMMON STOCK 554382101 1,156,250 50,000 X 1 X
MACK-CALI REALTY CORP COMMON STOCK 554489104 3,351,563 125,000 X 1 X
MACROMEDIA INC COMMON STOCK 556100105 515,025 12,600 X 1 X
MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079108 74,588 10,200 X 1 X
MANDALAY RESORT GROUP COMMON STOCK 562567107 872,950 44,200 X 1 X
MANITOWOC INC COMMON STOCK 563571108 283,238 8,300 X 1 X
MANPOWER COMMON STOCK 56418H100 1,007,725 34,600 X 1 X
MANUFACTURED HOME COMMUNITIES COMMON STOCK 564682102 14,403,698 616,201 X 1 X
MARCUS CORP COMMON STOCK 566330106 139,925 11,600 X 1 X
MARSH & MC LENNAN COMMON STOCK 571748102 2,472,850 36,100 X 1 X
MARSHALL & ILSLEY COMMON STOCK 571834100 2,156,963 37,800 X 1 X
MARRIOTT INTERNATIONAL INC COMMON STOCK 571903202 1,899,144 58,100 X 1 X
MARSHALL IND COMMON STOCK 572393106 229,950 6,300 X 1 X
MASCO COMMON STOCK 574599106 740,900 23,900 X 1 X
MASCOTECH COMMON STOCK 574670105 163,494 10,100 X 1 X
MATTEL COMMON STOCK 577081102 404,700 21,300 X 1 X
MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 3,526,943 55,900 X 1 X
MAY DEPARTMENT STORES COMMON STOCK 577778103 619,438 17,000 X 1 X
MCCORMICK COMMON STOCK 579780206 1,920,931 58,100 X 1 X
MCDONALD'S COMMON STOCK 580135101 15,239,200 354,400 X 1 X
MCGRAW-HILL COMMON STOCK 580645109 483,750 10,000 X 1 X
MCKESSON HBOC INC COMMON STOCK 58155Q103 414,700 14,300 X 1 X
MEAD COMMON STOCK 582834107 1,106,875 32,200 X 1 X
MEDIAONE GROUP COMMON STOCK 58440J104 3,791,344 55,500 X 1 X
MEDIAONE REDEEMABLE P/S 58440J203 11,475,000 85,000 X 1 X
MEDIMMUNE INC COMMON STOCK 584699102 2,501,373 25,100 X 1 X
MEDQUIST INC COMMON STOCK 584949101 334,375 10,000 X 1 X
MEDITRUST CORP COMMON STOCK 58501T306 593,266 69,796 X 1 X
MEDTRONICS COMMON STOCK 585055106 6,390,000 180,000 X 1 X
MELLON BANK COMMON STOCK 58551A108 880,875 26,100 X 1 X
MENS WEARHOUSE COMMON STOCK 587118100 3,350,775 155,850 X 1 X
MENTOR COMMON STOCK 587188103 202,350 7,100 X 1 X
MERCK COMMON STOCK 589331107 38,874,537 599,800 X 1 X
MERCURY INTERACTIVE CORP. COMMON STOCK 589405109 703,731 10,900 X 1 X
MEREDITH COMMON STOCK 589433101 5,788,213 159,400 X 1 X
MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 2,696,200 176,800 X 1 X
MERITOR AUTOMOTIVE INC COMMON STOCK 59000G100 4,949,463 237,100 X 1 X
MERRILL LYNCH COMMON STOCK 590188108 5,731,094 85,300 X 1 X
METHODE ELECTRONICS CLASS A COMMON STOCK 591520200 211,400 11,200 X 1 X
MICHAEL'S STORES INC COMMON STOCK 594087108 262,550 8,900 X 1 X
MICREL INC COMMON STOCK 594793101 529,175 12,200 X 1 X
MICROSOFT COMMON STOCK 594918104 103,829,906 1,146,500 X 1 X
MICROSOFT CORP. $2.196 CO NON-REDEEM P/S 594918203 3,020,625 30,000 X 1 X
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 1,402,538 27,300 X 1 X
MICRON TECH COMMON STOCK 595112103 4,679,344 70,300 X 1 X
MIDAMERICAN ENERGY HOLDINGS CO COMMON STOCK 59562V107 784,700 26,600 X 1 X
MIDWAY GAMES COMMON STOCK 598148104 166,887 10,596 X 1 X
MILLER HERMAN COMMON STOCK 600544100 817,595 34,200 X 1 X
MILLS CORP COMMON STOCK 601148109 2,671,875 150,000 X 1 X
MINNESOTA MNG & MFG COMMON STOCK 604059105 7,896,337 82,200 X 1 X
MINNESOTA PWR & LT COMMON STOCK 604110106 542,681 30,900 X 1 X
MIRAGE RESORTS COMMON STOCK 60462E104 3,453,750 245,600 X 1 X
MISSISSIPPI CHEMICAL CORP COMMON STOCK 605288208 74,900 10,700 X 1 X
MOBIL COMMON STOCK 607059102 22,003,800 218,400 X 1 X
MODIS PROFESSIONAL SERVICES COMMON STOCK 607830106 769,825 58,100 X 1 X
MOLEX COMMON STOCK 608554101 1,840,575 50,600 X 1 X
MONSANTO COMMON STOCK 611662107 2,658,719 74,500 X 1 X
MONTANA PWR COMMON STOCK 612085100 1,454,913 47,800 X 1 X
MORGAN (J.P.) COMMON STOCK 616880100 1,016,825 8,900 X 1 X
MORGAN STANLEY DEAN WITTER & CO COMMON STOCK 617446448 16,455,094 184,500 X 1 X
MORRISON KNUDSEN CORP COMMON STOCK 61844A109 208,313 20,200 X 1 X
MOTOROLA COMMON STOCK 620076109 16,658,400 189,300 X 1 X
MUELLER INDUSTRIES INC COMMON STOCK 624756102 1,778,281 59,900 X 1 X
MUTUAL RISK MANAGEMENT COMMON STOCK 628351108 155,575 12,700 X 1 X
NBTY INC COMMON STOCK 628782104 146,400 19,200 X 1 X
NCR CORP COMMON STOCK 62886E108 915,831 27,700 X 1 X
NABISCO GROUP HOLDINGS COMMON STOCK 62952P102 247,500 16,500 X 1 X
NABORS INDUSTRIES COMMON STOCK 629568106 6,497,500 259,900 X 1 X
NANOPHASE TECHNOLOGIES CORP COMMON STOCK 630079101 44,381 22,542 X 1 X
NATIONAL AUSTRALIA BANK 7 NON-REDEEM P/S 632525309 958,125 35,000 X 1 X
NATIONAL CITY COMMON STOCK 635405103 837,988 31,400 X 1 X
NATL COMPUTER SYSTEMS COMMON STOCK 635519101 398,776 10,400 X 1 X
NATIONAL DATA CORP COMMON STOCK 635621105 239,200 9,200 X 1 X
NATIONAL FUEL GAS COMMON STOCK 636180101 1,057,000 22,400 X 1 X
NATIONAL HEALTH INVESTORS COMMON STOCK 63633D104 821,875 50,000 X 1 X
NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 530,157 15,000 X 1 X
NATIONAL SEMICONDUCTOR COMMON STOCK 637640103 1,241,350 40,700 X 1 X
NATIONWIDE HEALTH PPTYS COMMON STOCK 638620104 1,163,750 70,000 X 1 X
NAUTICA ENTERPRISES INC COMMON STOCK 639089101 188,663 11,700 X 1 X
NETWORK ASSOCIATES INC COMMON STOCK 640938106 1,169,494 61,150 X 1 X
NEW CENTURY ENERGIES INC COMMON STOCK 64352U103 200,625 6,000 X 1 X
NEW ENGLAND ELEC COMMON STOCK 644001109 1,276,125 24,600 X 1 X
NEW JERSEY RESOURCES COMMON STOCK 646025106 264,000 6,600 X 1 X
NEW PLAN EXCEL REALTY TRUST COMMON STOCK 648053106 1,781,250 100,000 X 1 X
NEW YORK TIMES COMMON STOCK 650111107 3,802,500 101,400 X 1 X
NEWELL RUBBERMAID INC COMMON STOCK 651229106 407,558 14,269 X 1 X
NEWFIELD EXPLORATION CORP COMMON STOCK 651290108 398,544 12,100 X 1 X
NEWMONT MINING COMMON STOCK 651639106 7,702,988 297,700 X 1 X
NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 3,078,688 45,400 X 1 X
NIAGARA MOHAWK HOLDINGS INC COMMON STOCK 653520106 1,835,519 118,900 X 1 X
NICOR COMMON STOCK 654086107 996,625 26,800 X 1 X
NIKE CL B COMMON STOCK 654106103 2,587,813 45,500 X 1 X
NISOURCE INC COMMON STOCK 65473P105 657,113 29,700 X 1 X
NOBLE AFFILIATES COMMON STOCK 654894104 7,212,300 248,700 X 1 X
NOBLE DRILLING COMMON STOCK 655042109 1,642,813 75,100 X 1 X
NORFOLK SOUTHERN COMMON STOCK 655844108 472,850 19,300 X 1 X
NORTEL NETWORKS CORP COMMON FOREIGN 656569100 9,562,500 187,500 X 1 X
NORTHEAST UTIL COMMON STOCK 664397106 1,422,225 77,400 X 1 X
NORTHERN TRUST COMMON STOCK 665859104 475,950 5,700 X 1 X
NORTHROP GRUMMAN COMMON STOCK 666807102 222,469 3,500 X 1 X
NORTHWEST NATURAL GAS COMMON STOCK 667655104 221,988 8,600 X 1 X
NOVA CORP/GA COMMON STOCK 669784100 1,957,500 78,300 X 1 X
NOVELL COMMON STOCK 670006105 351,688 17,000 X 1 X
NOVELLUS SYSTEM INC COMMON STOCK 670008101 755,300 11,200 X 1 X
NUCOR COMMON STOCK 670346105 2,290,763 48,100 X 1 X
NUEVO FINANCING 5.75% CONV REDEEMABLE P/S 670511203 1,595,000 55,000 X 1 X
OGE ENERGY CORP COMMON STOCK 670837103 732,025 32,900 X 1 X
OM GROUP INC COMMON STOCK 670872100 314,675 8,200 X 1 X
NUVEEN MUNI VALUE FUND COMMON STOCK 670928100 10,055,813 1,191,800 X 1 X
OAKWOOD HOMES COMMON STOCK 674098108 64,800 14,400 X 1 X
OCCIDENTAL PETROLEUM COMMON STOCK 674599105 409,313 17,700 X 1 X
OCEAN ENERGY INC COMMON STOCK 67481E106 2,851,481 279,900 X 1 X
OFFICE DEPOT INC COMMON STOCK 676220106 193,563 19,000 X 1 X
OFFICEMAX INC COMMON STOCK 67622M108 295,275 50,800 X 1 X
OGDEN COMMON STOCK 676346109 214,000 21,400 X 1 X
OLD KENT FINANCIAL COMMON STOCK 679833103 735,075 19,800 X 1 X
OLIN COMMON STOCK 680665205 286,125 21,000 X 1 X
OLSTEN COMMON STOCK 681385100 364,269 34,900 X 1 X
OMNICOM GROUP COMMON STOCK 681919106 712,688 9,000 X 1 X
ORACLE SYSTEMS COMMON STOCK 68389X105 14,148,225 310,950 X 1 X
ORBITAL SCIENCES COMMON STOCK 685564106 183,750 10,500 X 1 X
O REILLY AUTOMOTIVE INC COMMON STOCK 686091109 314,532 6,600 X 1 X
ORION CAPITAL COMMON STOCK 686268103 379,000 8,000 X 1 X
ORTHODONTIC CENTERS OF AMERICA COMMON STOCK 68750P103 278,250 15,900 X 1 X
OUTBACK STEAKHOUSE INC COMMON STOCK 689899102 858,299 33,700 X 1 X
OWENS & MINOR COMMON STOCK 690732102 1,829,712 190,100 X 1 X
OWENS-ILLINOIS COMMON STOCK 690768403 2,226,925 112,400 X 1 X
OWENS ILLINOIS, 4.75%, CONVERTIBLE NON-REDEEM P/S 690768502 2,783,750 85,000 X 1 X
OXFORD HEALTH PLANS INC COMMON STOCK 691471106 1,033,750 82,700 X 1 X
P-COM INC COMMON STOCK 693262107 88,200 12,600 X 1 X
PECO ENERGY CO COMMON STOCK 693304107 2,936,250 78,300 X 1 X
PG & E CORP COMMON STOCK 69331C108 2,732,400 105,600 X 1 X
PE CORP - PE BIOSYSTEMS GROUP COMMON STOCK 69332S102 375,700 5,200 X 1 X
THE PMI GROUP COMMON STOCK 69344M101 1,998,788 48,900 X 1 X
P N C FINANCIAL COMMON STOCK 693475105 811,388 15,400 X 1 X
PP & L RESOURCES INC COMMON STOCK 693499105 1,201,575 44,400 X 1 X
P P G INDUSTRIES COMMON STOCK 693506107 1,656,000 27,600 X 1 X
PACCAR COMMON STOCK 693718108 203,500 4,000 X 1 X
PACIFIC CENTURY FINANCIAL COMMON STOCK 694058108 1,686,094 82,500 X 1 X
PACIFICORP COMMON STOCK 695114108 1,034,425 51,400 X 1 X
PAINE WEBBER GROUP COMMON STOCK 695629105 268,250 7,400 X 1 X
PAPA JOHNS INTL INC COMMON STOCK 698813102 519,750 12,600 X 1 X
PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173100 184,950 13,700 X 1 X
PARKER-HANNIFIN COMMON STOCK 701094104 246,469 5,500 X 1 X
PATTERSON DENTAL CO COMMON STOCK 703412106 3,139,784 63,350 X 1 X
PAXAR CORP COMMON STOCK 704227107 137,878 14,325 X 1 X
PAYCHEX COMMON STOCK 704326107 424,856 12,450 X 1 X
PENNEY (J.C.) COMMON STOCK 708160106 460,625 13,400 X 1 X
PENTAIR COMMON STOCK 709631105 3,936,263 98,100 X 1 X
PEOPLESOFT INC COMMON STOCK 712713106 208,331 12,300 X 1 X
PEPSICO COMMON STOCK 713448108 12,565,850 415,400 X 1 X
PHARMACIA & UPJOHN INC COMMON STOCK 716941109 1,275,363 25,700 X 1 X
PFIZER COMMON STOCK 717081103 24,962,188 694,600 X 1 X
PHELPS DODGE COMMON STOCK 717265102 1,602,319 29,100 X 1 X
PHILADELPHIA SUBURBAN COMMON STOCK 718009608 219,131 9,300 X 1 X
PHILLIPS PETROLEUM COMMON STOCK 718507106 624,000 12,800 X 1 X
PHILLIPS-VAN HEUSEN COMMON STOCK 718592108 95,850 10,800 X 1 X
PHYCOR COMMON STOCK 71940F100 93,188 21,300 X 1 X
PICTURETEL CORP COMMON STOCK 720035302 42,500 10,000 X 1 X
PIEDMONT NATL GAS COMMON STOCK 720186105 287,969 9,500 X 1 X
PIER 1 COMMON STOCK 720279108 201,319 29,825 X 1 X
PINNACLE WEST CAPITAL COMMON STOCK 723484101 7,333,200 201,600 X 1 X
PIONEER HI BRED COMMON STOCK 723686101 481,731 12,100 X 1 X
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 1,727,625 162,600 X 1 X
PIONEER STANDARD ELECTRONICS INC COMMON STOCK 723877106 144,375 10,000 X 1 X
PITNEY BOWES COMMON STOCK 724479100 828,750 13,600 X 1 X
PLACER DOME COMMON FOREIGN 725906101 3,888,325 261,400 X 1 X
POGO PRODUCING COMMON STOCK 730448107 222,025 10,700 X 1 X
POLARIS INDUSTRIES INC COMMON STOCK 731068102 270,075 7,800 X 1 X
POLICY MGMT SYSTEMS COMMON STOCK 731108106 319,413 10,100 X 1 X
POST PROPERTIES, INC. COMMON STOCK 737464107 22,691,175 577,200 X 1 X
POTOMAC ELEC PWR COMMON STOCK 737679100 2,246,131 88,300 X 1 X
PRE PAID LEGAL SVC COMMON STOCK 740065107 291,375 7,400 X 1 X
PRENTISS PROPERTIES TRUST COMMON STOCK 740706106 2,218,750 100,000 X 1 X
PRICE T ROWE & ASSOC INC COMMON STOCK 741477103 1,349,925 49,200 X 1 X
PRIME HOSPITALITY COMMON STOCK 741917108 132,800 16,600 X 1 X
PRIDE INTL COMMON STOCK 741932107 1,232,894 86,900 X 1 X
PROCTER & GAMBLE COMMON STOCK 742718109 25,209,375 268,900 X 1 X
PROGRESSIVE CORP. COMMON STOCK 743315103 302,244 3,700 X 1 X
PROLOGIS TRUST COMMON STOCK 743410102 43,277,808 2,292,864 X 1 X
PROMUS HOTEL CORP COMMON STOCK 74342P106 1,227,606 37,700 X 1 X
PROTEIN DESIGN LABS INC COMMON STOCK 74369L103 220,362 6,100 X 1 X
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 6,612,156 83,500 X 1 X
PUBLIC SVC OF NEW MEXICO COMMON STOCK 744499104 1,620,600 88,800 X 1 X
PUBLIC SVC ENTERPRISE GROUP COMMON STOCK 744573106 3,758,213 97,300 X 1 X
PUBLIC STORAGE INC COMMON STOCK 74460D109 3,778,125 150,000 X 1 X
PUGET SOUND ENERGY COMMON STOCK 745332106 814,481 36,300 X 1 X
QUAKER OATS COMMON STOCK 747402105 420,750 6,800 X 1 X
QUALCOM COMMON STOCK 747525103 5,959,406 31,500 X 1 X
QUALCOMM INC 5.75% CONV 14 REDEEMABLE P/S 74752R204 15,900,000 60,000 X 1 X
QUANTUM COMMON STOCK 747906204 711,563 50,600 X 1 X
QUEENS COUNTY BANCORP COMMON STOCK 748242104 212,713 7,700 X 1 X
QUESTAR COMMON STOCK 748356102 786,625 43,400 X 1 X
QUORUM HEALTH GROUP COMMON STOCK 749084109 295,315 42,000 X 1 X
QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 1,108,594 37,500 X 1 X
R G S ENERGY GROUP, INC. COMMON STOCK 74956K104 730,100 29,800 X 1 X
R P M COMMON STOCK 749685103 582,563 47,800 X 1 X
RSA SECURITY INC COMMON STOCK 749719100 270,938 10,200 X 1 X
RADIAN GROUP INC COMMON STOCK 750236101 3,439,294 80,100 X 1 X
RALSTON-RALSTON PURINA COMMON STOCK 751277302 2,466,969 88,700 X 1 X
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 1,051,199 35,900 X 1 X
RAYMOND JAMES FINANCIAL INC COMMON STOCK 754730109 304,545 15,275 X 1 X
RAYTHEON COMMON STOCK 755111408 2,615,238 52,700 X 1 X
READ-RITE CORP COMMON STOCK 755246105 69,179 15,700 X 1 X
READERS DIGEST COMMON STOCK 755267101 1,377,675 47,100 X 1 X
READERS DIGEST, 8.25%, CONVERTIBLE NON-REDEEM P/S 755271202 1,977,500 70,000 X 1 X
REGIS CORP COMMON STOCK 758932107 231,963 12,050 X 1 X
REGIONS FINANCIAL COMMON STOCK 758940100 342,000 11,400 X 1 X
RELIANT ENERGY INC COMMON STOCK 75952J108 1,545,269 57,100 X 1 X
RELIASTAR FINL COMMON STOCK 75952U103 2,001,650 60,200 X 1 X
RENAL CARE GROUP INC COMMON STOCK 759930100 269,447 12,300 X 1 X
REPUBLIC NEW YORK COMMON STOCK 760719104 3,680,106 59,900 X 1 X
REYNOLDS & REYNOLDS COMMON STOCK 761695105 643,850 31,600 X 1 X
REYNOLDS METALS COMMON STOCK 761763101 639,975 10,600 X 1 X
RIGGS NATIONAL COMMON STOCK 766570105 183,938 10,900 X 1 X
RITE AID COMMON STOCK 767754104 180,944 13,100 X 1 X
ROBERTS PARMACEUTICALS COMMON STOCK 770491108 329,725 10,900 X 1 X
ROCKWELL INTL COMMON STOCK 773903109 509,250 9,700 X 1 X
ROHM & HAAS COMMON STOCK 775371107 2,358,472 65,286 X 1 X
ROLLINS TRUCK LEASING COMMON STOCK 775741101 216,675 21,400 X 1 X
ROPER COMMON STOCK 776696106 363,375 9,500 X 1 X
ROSS STORES COMMON STOCK 778296103 1,722,700 85,600 X 1 X
ROUSE CO COMMON STOCK 779273101 2,760,000 120,000 X 1 X
ROYAL DUTCH PETROLEUM COMMON FOREIGN 780257804 29,466,281 498,900 X 1 X
RUBY TUESDAY INC COMMON STOCK 781182100 247,650 12,700 X 1 X
RYANS FAMILY STEAK HOUSE COMMON STOCK 783519101 165,600 18,400 X 1 X
SBC COMMUNICATIONS COMMON STOCK 78387G103 22,840,256 447,300 X 1 X
S C I SYSTEMS COMMON STOCK 783890106 888,750 20,000 X 1 X
S E I COMMON STOCK 784117103 526,760 5,900 X 1 X
SL GREEN REALTY CORP COMMON STOCK 78440X101 3,075,000 150,000 X 1 X
STUDENT LOAN MKTG ASSN COMMON STOCK 78442A109 352,600 8,200 X 1 X
SPX CORP. COMMON STOCK 784635104 2,976,600 32,800 X 1 X
S3 INC COMMON STOCK 784849101 157,606 15,100 X 1 X
SAFESKIN CORP COMMON STOCK 786454108 122,460 14,900 X 1 X
SAFEWAY INC COMMON STOCK 786514208 3,006,938 79,000 X 1 X
ST JUDE MEDICAL COMMON STOCK 790849103 1,893,150 60,100 X 1 X
ST. PAUL BANCORP COMMON STOCK 792848103 272,213 11,900 X 1 X
ST. PAUL COMMON STOCK 792860108 330,000 12,000 X 1 X
SAKS HOLDINGS COMMON STOCK 79377W108 958,331 63,100 X 1 X
SANMINA CORP COMMON STOCK 800907107 1,918,900 24,800 X 1 X
SANTA FE SNYDER CORP COMMON STOCK 80218K105 2,214,045 246,005 X 1 X
SARA LEE COMMON STOCK 803111103 1,073,438 45,800 X 1 X
SCANA COMMON STOCK 805898103 1,533,488 63,400 X 1 X
SCHERING-PLOUGH COMMON STOCK 806605101 16,695,287 382,700 X 1 X
SCHLUMBERGER COMMON STOCK 806857108 4,393,031 70,500 X 1 X
SCHULMAN COMMON STOCK 808194104 775,600 44,800 X 1 X
SCHWAB CHARLES CORP NEW COMMON STOCK 808513105 2,034,725 60,400 X 1 X
SCOTTS CO CLASS A COMMON STOCK 810186106 228,525 6,600 X 1 X
SEAGATE TECH COMMON STOCK 811804103 348,181 11,300 X 1 X
SEALED AIR COMMON STOCK 81211K100 215,513 4,200 X 1 X
SEALED AIR CORP., $2.00, CONVERTIBLE NON-REDEEM P/S 81211K209 7,416,199 146,132 X 1 X
SEARS ROEBUCK COMMON STOCK 812387108 605,538 19,300 X 1 X
SECURITY CAPITAL GROUP INC. COMMON STOCK 81413P105 44,820,225 61,821 X 1 X
SECURITY CAPITAL GROUP INCORPORATED COMMON STOCK 81413P204 3,701,940 252,047 X 1 X
SELECTIVE INSURANCE GROUP COMMON STOCK 816300107 211,400 11,200 X 1 X
SEMPRA ENERGY COMMON STOCK 816851109 253,913 12,200 X 1 X
SEPRACOR INC COMMON STOCK 817315104 830,500 11,000 X 1 X
SERVICE CORP. INTL COMMON STOCK 817565104 145,763 13,800 X 1 X
SHOPKO COMMON STOCK 824911101 266,800 9,200 X 1 X
SHOREWOOD PACKAGING CO COMMON STOCK 825229107 141,728 10,450 X 1 X
SIEBEL SYSTEMS INC COMMON STOCK 826170102 2,684,988 40,300 X 1 X
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 7,929,413 353,400 X 1 X
SIMPSON INDUSTRIES COMMON STOCK 829060102 118,369 10,700 X 1 X
SMITH (A.O.) COMMON STOCK 831865209 248,050 8,200 X 1 X
SMITHFIELD FOODS COMMON STOCK 832248108 331,700 12,400 X 1 X
SMURFIT-STONE CONTAINER CORP COMMON STOCK 832727101 4,424,475 204,600 X 1 X
SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 490,556 32,300 X 1 X
SOLECTRON CORP COMMON STOCK 834182107 983,831 13,700 X 1 X
SOLUTIA INC COMMON STOCK 834376105 1,170,813 65,500 X 1 X
SONAT COMMON STOCK 835415100 222,250 5,600 X 1 X
SONIC CORP COMMON STOCK 835451105 208,497 6,850 X 1 X
SONOCO PRODUCTS COMMON STOCK 835495102 1,927,656 84,500 X 1 X
SOUTHERN COMMON STOCK 842587107 11,041,600 428,800 X 1 X
SOUTHTRUST COMMON STOCK 844730101 304,938 8,500 X 1 X
SOUTHWEST AIRLINES COMMON STOCK 844741108 1,493,691 98,350 X 1 X
SOUTHWESTERN ENERGY COMMON STOCK 845467109 91,531 10,100 X 1 X
SOVEREIGN BANCORP COMMON STOCK 845905108 335,561 36,900 X 1 X
SPRINT COMMON STOCK 852061100 10,421,425 192,100 X 1 X
SPRINT CONV NON-REDEEM P/S 852061407 2,712,500 35,000 X 1 X
SPRINT CORP (PCS GROUP) COMMON STOCK 852061506 5,927,719 79,500 X 1 X
STANDARD PACIFIC COMMON STOCK 85375C101 125,050 12,200 X 1 X
STANDARD PRODUCTS COMMON STOCK 853836104 222,862 6,300 X 1 X
STAPLES COMMON STOCK 855030102 1,760,269 80,700 X 1 X
STARBUCKS, CORP COMMON STOCK 855244109 2,094,020 84,500 X 1 X
STARWOOD HOTELS & RESORTS TRUST COMMON STOCK 85590A203 25,027,931 1,121,700 X 1 X
STATE STREET CORP COMMON STOCK 857477103 529,925 8,200 X 1 X
STEIN MART INC COMMON STOCK 858375108 84,788 11,900 X 1 X
STERIS CORP COMMON STOCK 859152100 398,750 29,000 X 1 X
STERLING COMMERCE INC COMMON STOCK 859205106 573,581 30,900 X 1 X
STERLING SOFTWARE COMMON STOCK 859547101 582,000 29,100 X 1 X
STEWART & STEVENSON SVC COMMON STOCK 860342104 887,250 67,600 X 1 X
STEWART ENTERPRISES COMMON STOCK 860370105 293,425 48,400 X 1 X
STILLWATER MINING CORP COMMON STOCK 86074Q102 291,594 10,850 X 1 X
STORAGE TECH COMMON STOCK 862111200 496,650 25,800 X 1 X
STRIDE RITE COMMON STOCK 863314100 109,200 15,600 X 1 X
STRYKER COMMON STOCK 863667101 1,549,088 30,300 X 1 X
SUMMIT BANCORP COMMON STOCK 866005101 291,938 9,000 X 1 X
SUN MICROSYSTEMS COMMON STOCK 866810104 18,356,991 197,387 X 1 X
SUNGARD DATA SYSTEMS COMMON STOCK 867363103 1,481,394 56,300 X 1 X
SUNTRUST BANKS COMMON STOCK 867914103 5,963,525 90,700 X 1 X
SUPERIOR INDUSTRIES INTL COMMON STOCK 868168105 341,600 12,200 X 1 X
SUPERIOR SVCS INC COMMON STOCK 868316100 228,305 8,500 X 1 X
SUSQUEHANNA BANCSHARES INC COMMON STOCK 869099101 188,025 10,900 X 1 X
SWIFT TRANSPORTATION CO INC COMMON STOCK 870756103 517,781 26,300 X 1 X
SYBRON CORP COMMON STOCK 87114F106 3,603,938 134,100 X 1 X
SYLVAN KEE SYSTEMS COMMON STOCK 871399101 381,881 21,900 X 1 X
SYMANTEC CORP. COMMON STOCK 871503108 867,567 26,800 X 1 X
SYMBOL TECH COMMON STOCK 871508107 1,222,269 36,350 X 1 X
SYNOPSYS INC COMMON STOCK 871607107 1,622,917 28,900 X 1 X
SYNOVUS FINANCIAL CORP COMMON STOCK 87161C105 257,888 13,800 X 1 X
SYSCO COMMON STOCK 871829107 589,050 16,800 X 1 X
TECO ENERGY COMMON STOCK 872375100 1,168,213 55,300 X 1 X
TJX COMMON STOCK 872540109 3,420,819 121,900 X 1 X
T N P ENTERPRISES COMMON STOCK 872594106 245,306 6,300 X 1 X
T R W COMMON STOCK 872649108 6,621,725 133,100 X 1 X
TALK.COM INC COMMON STOCK 874264104 209,082 16,200 X 1 X
TANDY COMMON STOCK 875382103 1,855,581 35,900 X 1 X
TECH DATA COMMON STOCK 878237106 570,392 24,500 X 1 X
TECHNOLOGY SOLUTIONS CO COMMON STOCK 87872T108 181,506 12,850 X 1 X
TECUMSEH CL A COMMON STOCK 878895200 526,313 10,500 X 1 X
TELECOM CORP OF NEW ZEALAND COMMON FOREIGN 879278208 745,600 23,300 X 1 X
TELEFLEX COMMON STOCK 879369106 528,463 13,400 X 1 X
TELEPHONE & DATA SYSTEMS COMMON STOCK 879433100 2,424,581 27,300 X 1 X
TELLABS COMMON STOCK 879664100 1,133,056 19,900 X 1 X
TEMPLE-INLAND COMMON STOCK 879868107 1,597,200 26,400 X 1 X
TENET HEALTHCARE COMMON STOCK 88033G100 277,488 15,800 X 1 X
TERADYNE COMMON STOCK 880770102 2,474,550 70,200 X 1 X
TESORO PETROLEUM NON-REDEEM P/S 881609408 941,250 60,000 X 1 X
TETRA TECH COMMON STOCK 88162G103 177,305 10,625 X 1 X
TEXACO COMMON STOCK 881694103 10,081,063 159,700 X 1 X
TEXAS INDUSTRIES COMMON STOCK 882491103 939,800 25,400 X 1 X
TEXAS INSTRUMENTS COMMON STOCK 882508104 16,211,475 197,100 X 1 X
TEXAS UTILITIES CO (HLDG) COMMON STOCK 882848104 6,089,400 163,200 X 1 X
TEXTRON COMMON STOCK 883203101 5,068,063 65,500 X 1 X
3 COM COMMON STOCK 885535104 1,641,625 57,100 X 1 X
TIFFANY & CO COMMON STOCK 886547108 1,846,075 30,800 X 1 X
TIMBERLAND CO - CL A COMMON STOCK 887100105 257,813 6,600 X 1 X
TIME WARNER COMMON STOCK 887315109 17,234,775 283,700 X 1 X
TIMES MIRROR COMMON STOCK 887364107 3,165,581 48,100 X 1 X
TOLL BROTHERS INC COMMON STOCK 889478103 230,656 12,100 X 1 X
TOSCO COMMON STOCK 891490302 997,375 39,500 X 1 X
TOWER AUTO COMMON STOCK 891707101 257,563 13,000 X 1 X
TOYS R US COMMON STOCK 892335100 189,000 12,600 X 1 X
TREDEGAR COMMON STOCK 894650100 226,575 10,600 X 1 X
TRIBUNE COMMON STOCK 896047107 597,000 12,000 X 1 X
TRINITY INDS INC COMMON STOCK 896522109 580,450 18,800 X 1 X
TRUE NORTH COMMUNICATION COMMON STOCK 897844106 520,163 14,300 X 1 X
TRUSTCO BANK CORP NY COMMON STOCK 898349105 203,766 6,900 X 1 X
TUBOSCOPE VETCO INTL CO COMMON STOCK 898600101 151,738 12,200 X 1 X
TYCO INTERNATIONAL COMMON STOCK 902124106 22,230,448 215,307 X 1 X
TYSON FOODS COMMON STOCK 902494103 1,706,213 103,800 X 1 X
UCAR INTERNATIONAL INC COMMON STOCK 90262K109 930,750 40,800 X 1 X
UST CORP COMMON STOCK 902900109 445,875 14,500 X 1 X
USX-MARATHON GROUP COMMON STOCK 902905827 459,225 15,700 X 1 X
US BANCORP COMMON STOCK 902973106 5,276,775 174,800 X 1 X
US FOODSERVICE COMMON STOCK 90331R101 858,600 47,700 X 1 X
U S X- U.S. STEEL GROUP COMMON STOCK 90337T101 1,627,400 63,200 X 1 X
US ONCOLOGY INC COMMON STOCK 90338W103 188,500 20,800 X 1 X
ULTRAMAR DIAMOND SHAMROCK COMMON STOCK 904000106 1,077,069 42,238 X 1 X
UNIFI COMMON STOCK 904677101 282,700 25,700 X 1 X
UNILEVER N.V. COMMON FOREIGN 904784709 6,881,354 101,011 X 1 X
UNICOM COMMON STOCK 904911104 1,473,806 39,900 X 1 X
UNION CARBIDE COMMON STOCK 905581104 386,325 6,800 X 1 X
UNION PACIFIC COMMON STOCK 907818108 5,036,950 104,800 X 1 X
UNION PACIFIC RESOURCES GRP COMMON STOCK 907834105 1,917,863 119,400 X 1 X
UNION PLANTERS COMMON STOCK 908068109 297,475 7,300 X 1 X
UNISYS COMMON STOCK 909214108 699,438 15,500 X 1 X
UNITED BANKSHARES COMMON STOCK 909907107 303,906 12,500 X 1 X
UNITED HEALTHCARE COMMON STOCK 910581107 428,450 8,800 X 1 X
UNITED ILLUMINATING COMMON STOCK 910637107 251,550 5,200 X 1 X
UNITED RENTALS INC COMMON STOCK 911363109 1,694,325 77,900 X 1 X
US WEST COMMON STOCK 91273H101 1,460,800 25,600 X 1 X
U S TRUST COMMON STOCK 91288L105 442,062 5,500 X 1 X
UNITED TECH COMMON STOCK 913017109 4,940,731 83,300 X 1 X
UNITRODE COMMON STOCK 913283107 390,600 9,300 X 1 X
UNIVERSAL FOODS COMMON STOCK 913538104 511,506 22,300 X 1 X
UNIVERSAL HEALTH SERVICES INC COMMON STOCK 913903100 261,338 10,100 X 1 X
UNIVISION COMMUNICATION INC COMMON STOCK 914906102 3,320,100 40,800 X 1 X
UNOCAL COMMON STOCK 915289102 455,869 12,300 X 1 X
UNUM PROVIDENT COMMON STOCK 91529Y106 356,194 12,100 X 1 X
US FREIGHTWAYS CORP COMMON STOCK 916906100 407,425 8,600 X 1 X
UTILICORP UNITED COMMON STOCK 918005109 823,544 39,100 X 1 X
VALASSIS COMMUNICATION COMMON STOCK 918866104 3,062,444 69,700 X 1 X
VALERO ENERGY CORP COMMON STOCK 91913Y100 529,375 27,500 X 1 X
VARCO INTL COMMON STOCK 922126107 380,250 31,200 X 1 X
VERITAS SOFTWARE CORP COMMON STOCK 923436109 5,459,906 71,900 X 1 X
VERTEX PHARMACEUTICALS COMMON STOCK 92532F100 248,500 8,000 X 1 X
VIACOM -CL B COMMON STOCK 925524308 4,526,665 107,140 X 1 X
VIAD CORP COMMON STOCK 92552R109 1,227,200 41,600 X 1 X
VICOR CORP COMMON STOCK 925815102 306,281 13,500 X 1 X
VINTAGE PETE INC COMMON STOCK 927460105 232,200 17,200 X 1 X
VISHAY INTERTECH. INC COMMON STOCK 928298108 809,281 34,075 X 1 X
VISX INC DEL COMMON STOCK 92844S105 1,945,707 24,600 X 1 X
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 2,603,938 30,500 X 1 X
VORNADO COMMON STOCK 929042109 11,375,000 350,000 X 1 X
VORNADO OPERATING CO COMMON STOCK 92904N103 105,000 17,500 X 1 X
WICOR COMMON STOCK 929253102 392,344 13,500 X 1 X
WACHOVIA CORP COMMON STOCK 929771103 809,838 10,300 X 1 X
WADDELL & REED FINANCIAL COMMON STOCK 930059100 1,100,500 49,600 X 1 X
WAL-MART STORES COMMON STOCK 931142103 44,347,275 932,400 X 1 X
WALGREEN COMMON STOCK 931422109 1,291,588 50,900 X 1 X
WALLACE COMPUTER SVC COMMON STOCK 932270101 1,753,650 86,600 X 1 X
WARNER-LAMBERT COMMON STOCK 934488107 11,688,638 176,100 X 1 X
WASHINGTON MUTUAL COMMON STOCK 939322103 859,950 29,400 X 1 X
WASHINGTON POST CLASS B COMMON STOCK 939640108 2,040,000 4,000 X 1 X
WASTE MANAGEMENT INC COMMON STOCK 94106L109 1,655,500 86,000 X 1 X
WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 1,315,200 41,100 X 1 X
WELLS FARGO & CO (NEW) COMMON STOCK 949746101 19,911,563 502,500 X 1 X
WERNER ENTERPRISES INC COMMON STOCK 950755108 296,981 16,850 X 1 X
WEYERHAEUSER COMMON STOCK 962166104 7,387,525 128,200 X 1 X
WHIRLPOOL COMMON STOCK 963320106 248,188 3,800 X 1 X
WHITMAN COMMON STOCK 96647R107 659,775 46,300 X 1 X
WHITNEY HOLDING CORP COMMON STOCK 966612103 240,625 7,000 X 1 X
WHITTMAN-HART INC COMMON STOCK 966834103 577,841 14,900 X 1 X
WHOLE FOODS MARKET INC COMMON STOCK 966837106 1,577,046 48,200 X 1 X
WILLAMETTE INDUSTRIES COMMON STOCK 969133107 1,289,438 29,900 X 1 X
WILLIAMS COMMON STOCK 969457100 4,754,563 127,000 X 1 X
WINSTAR COMMUNICATIONS INC COMMON STOCK 975515107 510,117 13,059 X 1 X
WISCONSIN ENERGY COMMON STOCK 976657106 1,157,813 49,400 X 1 X
WOLVERINE WORLD WIDE COMMON STOCK 978097103 163,800 14,400 X 1 X
WRIGLEY COMMON STOCK 982526105 405,994 5,900 X 1 X
XILINX, INC. COMMON STOCK 983919101 4,927,954 75,200 X 1 X
XIRCOM INC COMMON STOCK 983922105 315,888 7,400 X 1 X
XEROX COMMON STOCK 984121103 3,229,188 77,000 X 1 X
YELLOW FREIGHT SYSTEM COMMON STOCK 985509108 170,594 10,300 X 1 X
YORK INTERNATIONAL COMMON STOCK 986670107 8,757,969 243,700 X 1 X
ZALE CORP. COMMON STOCK 988858106 429,100 11,200 X 1 X
ZEBRA TECHNOLOGIES COMMON STOCK 989207105 377,391 8,300 X 1 X
ZIONS UTAH BANCORP COMMON STOCK 989701107 2,673,563 48,500 X 1 X
LORAL SPACE AND COMMUNICATION COMMON STOCK G56462107 1,113,750 64,800 X 1 X
TRANSOCEAN OFFSHORE INC COMMON STOCK G90076103 2,235,625 73,000 X 1 X
ADT OPERATIONS INC CONV DEBT 000945AC9 12,190,875 12,190,875 X 1 X
ADAPTEC INC, CONVERTIBLE DEBT 00651FAC2 7,357,219 7,357,219 X 1 X
AFFILIATED COMPUTER INC., DEBT 008190AC4 8,503,125 8,503,125 X 1 X
ALPHARMA DEBT 020813AC5 8,934,375 8,934,375 X 1 X
ALZA CORP CONV DEBT 022615AD0 21,600,000 21,600,000 X 1 X
AMAZON.COM DEBT 023135AD8 13,134,375 13,134,375 X 1 X
AMERICA ONLINE DEBT 02364JAB0 22,942,800 22,942,800 X 1 X
AMERICAN GEN DEL CONV DEBT 02637G200 8,880,000 8,880,000 X 1 X
AMERICAN TOWER CORP. DEBT 029912AA0 18,000,000 18,000,000 X 1 X
AMKOR TECHNOLOGIES INC., DEBT 031652AA8 10,101,000 10,101,000 X 1 X
AT HOME CORP CONV DEBT 045919AA5 4,790,625 4,790,625 X 1 X
AT HOME CORP. DEBT 045919AC1 1,916,250 1,916,250 X 1 X
ATHENA NEUROSCIENCES INC., DEBT 046854AA3 7,593,750 7,593,750 X 1 X
AMTEL CORP CONV DEBT 049513AB0 13,577,250 13,577,250 X 1 X
AVIRON, CONVERTIBLE DEBT 053762AA8 5,475,000 5,475,000 X 1 X
BAKER HUGHES INTL CONV DEBT 057224AH0 4,357,500 4,357,500 X 1 X
BELL ATLANTIC FINL SVCS INC., CONV. DEBT 07785GAB6 5,263,125 5,263,125 X 1 X
BERKSHIRE HATHAWAY INC DEL CONV DEBT 084670AF5 15,414,750 15,414,750 X 1 X
CUC INTL INC CONV DEBT 126545AB8 5,512,500 5,512,500 X 1 X
CENTOCOR INC. DEBT 152342AE1 9,825,000 9,825,000 X 1 X
CITRIX SYSTEMS DEBT 177376AA8 4,680,000 4,680,000 X 1 X
CLEAR CHANNEL COMM., INC., CONV DEBT 184502AB8 9,441,563 9,441,563 X 1 X
COMVERSE TECHNOLOGY INC DEBT 205862AG0 19,672,875 19,672,875 X 1 X
COSTCO DEBT 22160QAC6 6,468,750 6,468,750 X 1 X
CYMER INC., CONVERTIBLE DEBT 232572AA5 4,365,000 4,365,000 X 1 X
CYMER DEBT 232572AC1 5,820,000 5,820,000 X 1 X
DSC COMMUNICATIONS CORP DEBT 233311AB5 7,537,500 7,537,500 X 1 X
DSC COMMUNICATIONS CORP DEBT 233311AC3 6,030,000 6,030,000 X 1 X
DEVON ENERGY CORP. DEBT 25179MAB9 10,531,620 10,531,620 X 1 X
DIAMOND OFFSHORE CONV DEBT 25271CAA0 26,271,188 26,271,188 X 1 X
DOUBLECLICK DEBT 258609AA4 5,864,063 5,864,063 X 1 X
E M C CORP MASS CONV. DEBT 268648AC6 40,297,969 40,297,969 X 1 X
ELAN INTL FIN CONV DEBT 284129AA1 13,440,000 13,440,000 X 1 X
EXODUS COMM. DEBT 302088AC3 4,771,875 4,771,875 X 1 X
EXODUS COMMUNICATION DEBT 302088AE9 3,244,875 3,244,875 X 1 X
FRANCE TELECOM DEBT 35177QAB1 3,008,213 3,008,213 X 1 X
GENZYME CORP., CONVERTIBLE DEBT 372917AE4 6,390,000 6,390,000 X 1 X
HNC SOFTWARE INC., CONVERTIBLE DEBT 40425PAA5 4,983,750 4,983,750 X 1 X
HEWLETT PACKARD CO., CONVERRTIBLE DEBT 428236AA1 14,490,000 14,490,000 X 1 X
HEWLETT PACKARD CO CONV DEBT 428236AC7 3,169,688 3,169,688 X 1 X
HOME DEPOT INC CONV DEBT 437076AE2 37,054,313 37,054,313 X 1 X
HUTCHINSON TECH. INC., CONVERTIBLE DEBT 448407AA4 6,727,500 6,727,500 X 1 X
IDEC PHARMACEUTICALS DEBT 449370AA3 2,607,188 2,607,188 X 1 X
INTEGRATED PROCESS EQUIP., CONV DEBT 45812KAB4 5,343,750 5,343,750 X 1 X
INTERIM SVCS INC CONV DEBT 45868PAA8 4,747,500 4,747,500 X 1 X
INTERPUBLIC GROUP DEBT 460690AG5 14,490,000 14,490,000 X 1 X
LSI LOGIC DEBT 502161AB8 10,695,000 10,695,000 X 1 X
LAM RESH CORP CONV DEBT 512807AB4 5,925,000 5,925,000 X 1 X
LEVEL 3 COMMUNICATIONS DEBT 52729NAG5 11,880,000 11,880,000 X 1 X
MAGNA INTL INC., CONVERTIBLE DEBT 559222AF1 12,968,925 12,968,925 X 1 X
MAGNA INTL INC DEBT 559222AG9 4,602,750 4,602,750 X 1 X
MASCOTECH INC CONV DEBT 574670AB1 6,009,375 6,009,375 X 1 X
MAY & SPEH., CONVERTIBLE DEBT 577777AA3 5,135,625 5,135,625 X 1 X
MUTUAL RISK MGMT LTD CONV DEBT 628351AA6 4,449,375 4,449,375 X 1 X
NETWORK ASSOCIATES INC. DEBT 640938AA4 4,539,375 4,539,375 X 1 X
NEXTEL DEBT 65332VAR4 14,062,500 14,062,500 X 1 X
OFFICE DEPOT INC DEBT 676220AA4 7,048,500 7,048,500 X 1 X
OFFSHORE LOGISTICS INC CONV DEBT 676255AD4 2,493,750 2,493,750 X 1 X
OFFSHORE LOGISTICS INC DEBT 676255AF9 3,740,625 3,740,625 X 1 X
PHOTRONICS INC CONV DEBT 719405AA0 1,838,250 1,838,250 X 1 X
QUANTUM CORPORATION, CONVERTIBLE DEBT 747906AC9 6,037,500 6,037,500 X 1 X
RITE AID CORP, CONVERTIBLE DEBT 767754AK0 4,298,438 4,298,438 X 1 X
ROBBINS & MYERS INC CONV DEBT 770196AA1 3,615,938 3,615,938 X 1 X
ROCHE HLDGS INC., CONVERTIBLE DEBT 771196AC6 28,411,313 28,411,313 X 1 X
ST PAUL CAPITAL CONV. DEBT 792856205 8,367,188 8,367,188 X 1 X
Sanmina DEBT 800907AA5 10,035,000 10,035,000 X 1 X
SEACOR HLDGS INC CONV. DEBT 811904AC5 5,767,500 5,767,500 X 1 X
SEACOR HLDGS INC., CONVERTIBLE DEBT 811904AE1 3,172,125 3,172,125 X 1 X
SEPRACOR INC., CONVERTIBLE DEBT 817315AC8 10,020,000 10,020,000 X 1 X
SOLECTRON CORP. DEBT 834182AG2 16,503,750 16,503,750 X 1 X
TECNOST INTL DEBT EC1437234 4,400,139 4,400,139 X 1 X
THERMO ELECTRON CORP CONV DEBT 883556AF9 5,220,000 5,220,000 X 1 X
THERMO INSTR SYS INC CONV DEBT 883559AC0 7,785,000 7,785,000 X 1 X
THERMO INSTR SYS INC., CONVERTIBLE DEBT 883559AE6 7,714,688 7,714,688 X 1 X
THERMO OPTEK CORP CONV DEBT 883582AA6 2,932,500 2,932,500 X 1 X
THERMOQUEST CORP CONV DEBT 883655AA0 5,797,500 5,797,500 X 1 X
U S CELLULAR CORP CONV DEBT 911684AA6 2,863,125 2,863,125 X 1 X
VALHI INC NEW CONV DEBT 918905AC4 5,028,375 5,028,375 X 1 X
VERITAS SOFTWARE CORP., CONVERTIBLE DEBT 923436AA7 10,773,750 10,773,750 X 1 X
Veritas Software DEBT 92343RAA1 9,438,750 9,438,750 X 1 X
WMX TECHNOLOGIES CONVERTIBLE DEBT 92929QAF4 3,188,250 3,188,250 X 1 X
USA WASTE SVCS INC CONV DEBT 94106LAA7 6,007,500 6,007,500 X 1 X
WHOLE FOODS MKT DEBT 966837AC0 6,682,500 6,682,500 X 1 X
XEROX CREDIT CORP., CONVERTIBLE DEBT 984121AY9 5,814,375 5,814,375 X 1 X
XEROX DEBT 984121BB8 3,073,313 3,073,313 X 1 X
<CAPTION>
---------------
(SEC USE ONLY)
- ------------------------------------------------------------------------------------------------------------------------------------
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>
AT & T COMMON STOCK 001957109 579,942 13,332 X 1 X
ALLIED-SIGNAL COMMON STOCK 019512102 221,769 3,700 X 1 X
AMERICA ON-LINE COMMON STOCK 02364J104 634,400 6,100 X 1 X
AMERICAN EXPRESS COMMON STOCK 025816109 228,863 1,700 X 1 X
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 224,100 5,400 X 1 X
AMERICAN INTL COMMON STOCK 026874107 669,419 7,700 X 1 X
AMERITECH NEW COMMON STOCK 030954101 430,000 6,400 X 1 X
AMGEN COMMON STOCK 031162100 277,100 3,400 X 1 X
BANK OF AMERICA CORP COMMON STOCK 060505104 466,717 8,381 X 1 X
BARRICK GOLD COMMON FOREIGN 067901108 206,625 9,500 X 1 X
BELL ATLANTIC COMMON STOCK 077853109 720,244 10,700 X 1 X
BELLSOUTH COMMON STOCK 079860102 391,500 8,700 X 1 X
BESTFOODS INC COMMON STOCK 08658U101 203,700 4,200 X 1 X
BOEING COMMON STOCK 097023105 268,538 6,300 X 1 X
BORG-WARNER AUTOMOTIVE INC COMMON STOCK 099724106 210,700 4,900 X 1 X
BRISTOL-MYERS-SQUIBB COMMON STOCK 110122108 1,221,750 18,100 X 1 X
CBS CORPORATION COMMON STOCK 12490K107 226,625 4,900 X 1 X
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 301,500 4,000 X 1 X
CHEVRON COMMON STOCK 166751107 346,125 3,900 X 1 X
CISCO SYSTEMS, INC. COMMON STOCK 17275R102 1,282,119 18,700 X 1 X
CITIGROUP INC COMMON STOCK 172967101 1,003,200 22,800 X 1 X
COASTAL COMMON STOCK 190441105 262,000 6,400 X 1 X
COCA-COLA COMMON STOCK 191216100 552,719 11,500 X 1 X
DELL COMPUTER COMMON STOCK 247025109 526,838 12,600 X 1 X
DISNEY (WALT) COMMON STOCK 254687106 307,913 11,900 X 1 X
DONNELLEY & SONS COMMON STOCK 257867101 231,000 8,000 X 1 X
DU PONT DE NEMOURS COMMON STOCK 263534109 264,380 4,343 X 1 X
DUKE ENERGY CORP COMMON STOCK 264399106 733,163 13,300 X 1 X
E M C COMMON STOCK 268648102 471,488 6,600 X 1 X
EMERSON ELEC COMMON STOCK 291011104 278,025 4,400 X 1 X
EXXON COMMON STOCK 302290101 782,156 10,300 X 1 X
FREDDIE MAC COMMON STOCK 313400301 306,800 5,900 X 1 X
FEDERAL NAT'L MORT. ASSOC COMMON STOCK 313586109 231,944 3,700 X 1 X
FIRSTAR CORPORATION COMMON STOCK 33763V109 328,000 12,800 X 1 X
G T E COMMON STOCK 362320103 453,563 5,900 X 1 X
GENERAL ELECTRIC COMMON STOCK 369604103 1,814,006 15,300 X 1 X
HEWLETT-PACKARD COMMON STOCK 428236103 441,600 4,800 X 1 X
HOME DEPOT COMMON STOCK 437076102 597,038 8,700 X 1 X
INTEL COMMON STOCK 458140100 1,426,800 19,200 X 1 X
INTL BUSINESS MACHINES COMMON STOCK 459200101 1,274,438 10,500 X 1 X
JOHNSON & JOHNSON COMMON STOCK 478160104 551,250 6,000 X 1 X
KIMBERLY-CLARK COMMON STOCK 494368103 367,500 7,000 X 1 X
KNIGHT-RIDDER COMMON STOCK 499040103 203,038 3,700 X 1 X
LEXMARK INT'L GROUP A COMMON STOCK 529771107 322,000 4,000 X 1 X
LILLY (ELI) COMMON STOCK 532457108 915,200 14,300 X 1 X
LOCKHEED MARTIN COMMON STOCK 539830109 284,381 8,700 X 1 X
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 1,048,380 16,160 X 1 X
MCI WORLDCOM INC COMMON STOCK 55268B106 601,953 8,375 X 1 X
MCDONALD'S COMMON STOCK 580135101 404,200 9,400 X 1 X
MERCK COMMON STOCK 589331107 1,043,481 16,100 X 1 X
MICROSOFT COMMON STOCK 594918104 2,653,481 29,300 X 1 X
MOBIL COMMON STOCK 607059102 503,750 5,000 X 1 X
MORGAN STANLEY DEAN WITTER & CO COMMON STOCK 617446448 428,100 4,800 X 1 X
MOTOROLA COMMON STOCK 620076109 457,600 5,200 X 1 X
NEWMONT MINING COMMON STOCK 651639106 217,350 8,400 X 1 X
NOBLE AFFILIATES COMMON STOCK 654894104 220,400 7,600 X 1 X
ORACLE SYSTEMS COMMON STOCK 68389X105 354,900 7,800 X 1 X
PEPSICO COMMON STOCK 713448108 344,850 11,400 X 1 X
PFIZER COMMON STOCK 717081103 524,688 14,600 X 1 X
PINNACLE WEST CAPITAL COMMON STOCK 723484101 203,700 5,600 X 1 X
PROCTER & GAMBLE COMMON STOCK 742718109 628,125 6,700 X 1 X
ROYAL DUTCH PETROLEUM COMMON FOREIGN 780257804 708,750 12,000 X 1 X
SBC COMMUNICATIONS COMMON STOCK 78387G103 602,538 11,800 X 1 X
SCHERING-PLOUGH COMMON STOCK 806605101 357,725 8,200 X 1 X
SOUTHERN COMMON STOCK 842587107 324,450 12,600 X 1 X
SPRINT COMMON STOCK 852061100 287,525 5,300 X 1 X
SUN MICROSYSTEMS COMMON STOCK 866810104 482,112 5,184 X 1 X
T R W COMMON STOCK 872649108 208,950 4,200 X 1 X
TEXACO COMMON STOCK 881694103 290,375 4,600 X 1 X
TEXAS INSTRUMENTS COMMON STOCK 882508104 419,475 5,100 X 1 X
TIME WARNER COMMON STOCK 887315109 400,950 6,600 X 1 X
TYCO INTERNATIONAL COMMON STOCK 902124106 609,175 5,900 X 1 X
WAL-MART STORES COMMON STOCK 931142103 1,112,963 23,400 X 1 X
WARNER-LAMBERT COMMON STOCK 934488107 292,050 4,400 X 1 X
WELLS FARGO & CO (NEW) COMMON STOCK 949746101 546,825 13,800 X 1 X
WEYERHAEUSER COMMON STOCK 962166104 218,975 3,800 X 1 X
YORK INTERNATIONAL COMMON STOCK 986670107 219,219 6,100 X 1 X
</TABLE>
