UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Aon Advisors, Inc.
Address: 123 North Wacker Drive
Chicago, IL 60606
Name of additional disclosed party:
Name: Aon Corporation
Address: 123 North Wacker Drive
Chicago, IL 60606
Form 13F File Number: 28-2005
28-2401
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Michael A. Conway
Title: President
Phone: (312) 701-3910
Signature, Place, and Date of Signing:
/s/ Michael A. Conway Chicago, IL August 12, 1999
- ---------------------------- ----------------------- ---------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
<PAGE>
Form 13F SUMMARY PAGE
Report Summary
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 876
Form 13F Information Table Value Total: $ 1,283,354
(thousands)
List of Other Included Managers
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column
headings and list entries]
No. Form 13F File Number Name
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Secid Inv
NAME OF ISSUER TITLE OF CLASS CUSIP Market Value Par Shares ITEM:6 ITEM:7 ITEM:8 type Type
ACM GOVT OPPOR FUND INC. Common Stock 000918102 28,639,313 3,984,600 X X 1 1
AFLAC INC Common Stock 001055102 335,125 7,000 X X 1 1
AES CORP. Common Stock 00130H105 267,375 4,600 X X 1 1
AMB PROPERTY CORP Common Stock 00163T109 902,400 38,400 X X 1 1
AMFM, INC Common Stock 001693100 6,645,352 120,551 X X 1 1
AMLI RESIDENTIAL PROPERTIES Common Stock 001735109 5,572,382 249,045 X X 1 1
AMR CORPORATION Common Stock 001765106 317,226 4,648 X X 1 1
AT&T CORP. Common Stock 001957109 6,102,898 109,346 X X 1 1
AT&T CORP. Common Stock 001957208 551,250 15,000 X X 1 1
ABBOTT LABORATORIES Common Stock 002824100 6,429,547 141,698 X X 1 1
ADOBE SYSTEMS INC Common Stock 00724F101 139,666 1,700 X X 1 1
ADVANCED MICRO DEVICES Common Stock 007903107 66,994 3,709 X X 1 1
AETNA INC. Common Stock 008117103 312,852 3,498 X X 1 1
AIR PRODUCTS & CHEMICALS, INC. Common Stock 009158106 2,856,865 70,978 X X 1 1
AIRTOUCH Common Stock 00949T100 1,567,260 14,558 X X 1 1
ALBERTO CULVER CO Common Stock 013068101 37,275 1,400 X X 1 1
ALBERTSONS INCORPORATED Common Stock 013104104 323,967 6,283 X X 1 1
ALCAN ALUMINIUM, LTD. Common Stock 013716105 179,904 5,633 X X 1 1
ALCOA, INC. Common Stock 013817101 4,602,758 74,388 X X 1 1
ALEXANDRIA REAL EST EQUITIES Common Stock 015271109 140,625 4,500 X X 1 1
ALLEGHENY TELEDYNE INC. Common Stock 017415100 113,600 5,021 X X 1 1
ALLERGAN INC. Common Stock 018490102 183,594 1,654 X X 1 1
ALLERGAN SPECIALTY THERAPEUTIC Common Stock 018494104 11 1 X X 1 1
ALLIED CAPITAL CORP Common Stock 01903Q108 1,680,000 70,000 X X 1 1
ALLIED-SIGNAL, INC. Common Stock 019512102 898,254 14,258 X X 1 1
ALLIED WASTE INDUSTRIES INC Common Stock 019589308 1,679,106 85,018 X X 1 1
ALLSTATE CORPORATION Common Stock 020002101 747,061 20,824 X X 1 1
ALLTEL CORP. Common Stock 020039103 2,284,854 31,956 X X 1 1
ALZA CORPORATION Common Stock 022615108 125,661 2,470 X X 1 1
AMERADA HESS CORP Common Stock 023551104 135,541 2,278 X X 1 1
AMEREN CORPORATION Common Stock 023608102 135,541 3,532 X X 1 1
AMERICA ONLINE INC Common Stock 02364J104 5,082,000 46,200 X X 1 1
AMERICAN BANK NOTE HOLOGRAPH Common Stock 024377103 110,000 40,000 X X 1 1
AMERICAN ELECTRIC POWER INC Common Stock 025537101 184,131 4,902 X X 1 1
AMERICAN GENERAL CORP Common Stock 026351106 487,149 6,463 X X 1 1
AMERICAN GREETINGS CORPORATION Common Stock 026375105 56,093 1,862 X X 1 1
AMERICAN HOME PRODUCTS Common Stock 026609107 1,924,013 33,534 X X 1 1
AMERICAN INDUSTRIAL PROPS REIT Common Stock 026791202 96,050 6,800 X X 1 1
AMERICAN INTERNATIONAL GROUP Common Stock 026874107 11,955,680 101,967 X X 1 1
AMERICAN MOBILE SATELITE Common Stock 02755R111 17,580 586 X X 1 1
AMERICAN STORES CO Common Stock 030096101 228,218 6,942 X X 1 1
AMERILINK CORP Common Stock 03070N108 390,000 20,000 X X 1 1
AMERITECH CORP. Common Stock 030954101 3,711,309 50,494 X X 1 1
AMGEN, INC. Common Stock 031162100 5,785,317 95,036 X X 1 1
AMSOUTH BANCOPORATION Common Stock 032165102 107,822 4,650 X X 1 1
ANADARKO PETROLEUM CORP Common Stock 032511107 114,119 3,100 X X 1 1
ANDREW CORPORATION Common Stock 034425108 42,344 2,236 X X 1 1
ANHEUSER-BUSCH COMPANIES INC Common Stock 035229103 2,632,065 37,104 X X 1 1
AON FUNDS Common Stock 036912301 21,216,701 1,892,658 X X 1 1
AON FUNDS Common Stock 036912889 108,733,170 10,797,733 X X 1 1
AON FUNDS Common Stock 037387206 24,263,076 1,337,546 X X 1 1
APACHE CORP. Common Stock 037411105 565,500 14,500 X X 1 1
APARTMENT INVESTMENT & MGMT CO Common Stock 03748R101 740,131 17,313 X X 1 1
APPLE COMPUTER, INC. Common Stock 037833100 157,509 3,401 X X 1 1
APPLIED MATERIALS INC. Common Stock 038222105 694,130 9,396 X X 1 1
APTARGROUP, INC. Common Stock 038336103 1,200,000 40,000 X X 1 1
ARCHER DANIELS MIDLAND Common Stock 039483102 232,813 15,081 X X 1 1
ARCHSTONE COMMUNITIES TRUST Common Stock 039581103 1,040,496 47,430 X X 1 1
ARDEN REALTY GROUP INC. Common Stock 039793104 507,275 20,600 X X 1 1
ARMSTRONG WORLD INDUSTRIES INC Common Stock 042476101 59,605 1,031 X X 1 1
ASARCO INCORPORATED Common Stock 043413103 19,038 1,012 X X 1 1
ASCEND COMMUNICATIONS INC Common Stock 043491109 579,563 5,500 X X 1 1
ASHLAND OIL INC. Common Stock 044204105 2,485,904 61,954 X X 1 1
ASSOCIATED ESTATES REALTY CORP Common Stock 045604105 88,239 7,470 X X 1 1
ASSOCIATES FIRST CAPITAL CORP. Common Stock 046008108 2,654,580 60,160 X X 1 1
ATLANTIC RICHFIELD COMPANY Common Stock 048825103 2,370,167 28,364 X X 1 1
AUTODESK, INC. Common Stock 052769106 37,426 1,266 X X 1 1
AUTOMATIC DATA PROCESSING Common Stock 053015103 689,656 15,674 X X 1 1
AUTOZONE INC Common Stock 053332102 117,488 3,900 X X 1 1
AVALONBAY COMMUNITIES INC. Common Stock 053484101 782,994 21,162 X X 1 1
AVERY DENNISON CORP Common Stock 053611109 180,280 2,986 X X 1 1
AVON PRODUCTS, INC Common Stock 054303102 372,849 6,718 X X 1 1
BB & T CORPORATION Common Stock 054937107 289,831 7,900 X X 1 1
BP AMOCO PLC Common Stock 055622104 4,882,500 45,000 X X 1 1
BRE PROPERTIES, INC. Common Stock 05564E106 379,080 14,580 X X 1 1
BMC SOFTWARE INC Common Stock 055921100 297,000 5,500 X X 1 1
BWAY CORPORATION Common Stock 056039100 505,241 35,456 X X 1 1
BAKER HUGHES INCORPORATED Common Stock 057224107 277,313 8,278 X X 1 1
BALL CORPORATION Common Stock 058498106 34,772 823 X X 1 1
BANKAMERICA CORP Common Stock 060505104 7,666,948 104,579 X X 1 1
BANK OF NEW YORK CO. INC. Common Stock 064057102 709,169 19,330 X X 1 1
BANC ONE CORP Common Stock 06423A103 1,783,718 29,947 X X 1 1
BANK OF BOSTON Common Stock 06605R106 380,779 7,448 X X 1 1
C.R. BARD, INC. Common Stock 067383109 69,185 1,447 X X 1 1
BARRICK GOLD CORP. Common Stock 067901108 184,876 9,542 X X 1 1
BATTLE MOUNTAIN GOLD CO. Common Stock 071593107 14,218 5,833 X X 1 1
BAUSCH & LOMB Common Stock 071707103 110,696 1,447 X X 1 1
BAXTER INTERNATIONAL Common Stock 071813109 440,865 7,272 X X 1 1
BEAR STEARNS COMPANIES, INC. Common Stock 073902108 142,354 3,045 X X 1 1
BECTON DICKINSON & CO Common Stock 075887109 3,114,540 103,818 X X 1 1
BEDFORD PROPERTY INVESTORS Common Stock 076446301 134,420 7,520 X X 1 1
BELL ATLANTIC CORPORATION Common Stock 077853109 2,579,436 39,456 X X 1 1
BELL SOUTH CORP Common Stock 079860102 2,293,612 49,726 X X 1 1
BEMIS COMPANY INC. Common Stock 081437105 452,872 11,393 X X 1 1
BERKSHIRE REALTY COMPANY Common Stock 084710102 143,259 12,390 X X 1 1
BEST BUY CO INC Common Stock 086516101 351,000 5,200 X X 1 1
BESTFOODS, INC. Common Stock 08658U101 363,033 7,334 X X 1 1
BETHLEHEM STL CORP Common Stock 087509105 25,669 3,339 X X 1 1
BILLINGS CONCEPTS CORP. Common Stock 090063108 898,535 80,316 X X 1 1
BIOMET INC Common Stock 090613100 114,997 2,893 X X 1 1
BLACK & DECKER CORPORATION Common Stock 091797100 143,294 2,270 X X 1 1
BLOCK H&R INC Common Stock 093671105 129,300 2,586 X X 1 1
BOEING COMPANY Common Stock 097023105 1,056,880 24,020 X X 1 1
BOISE CASCADE CORPORATION Common Stock 097383103 61,697 1,439 X X 1 1
BOLDER TECHNOLOGIES CORP. Common Stock 097519102 203,613 23,270 X X 1 1
BOSTON PROPERTIES INC Common Stock 101121101 753,375 21,000 X X 1 1
BOSTON SCIENTIFIC CORP. Common Stock 101137107 438,848 9,988 X X 1 1
BOYKIN LODGING Common Stock 103430104 86,100 5,600 X X 1 1
BRADLEY REAL ESTATES INC Common Stock 104580105 162,888 7,850 X X 1 1
BRANDYWINE REALTY TRUST Common Stock 105368203 248,746 12,555 X X 1 1
BRIGGS & STRATTON CORP Common Stock 109043109 37,538 650 X X 1 1
BRISTOL MYERS SQUIBB Common Stock 110122108 3,566,392 50,632 X X 1 1
BROWN FORMAN DISTILLERS CL B Common Stock 115637209 114,339 1,754 X X 1 1
BROWNING FERRIS Common Stock 115885105 173,075 4,025 X X 1 1
11601 HOLDING CORP. Common Stock 11601H$01 2 2 X X 1 1
BRUNSWICK CORP Common Stock 117043109 70,580 2,532 X X 1 1
BURLINGTON NORTHERN/SANTA FE Common Stock 12189T104 2,507,218 80,878 X X 1 1
BURLINGTON RESOURCES INC Common Stock 122014103 197,268 4,561 X X 1 1
BURNHAM PACIFIC PPTY INC. Common Stock 12232C108 130,636 10,610 X X 1 1
CAIS INTERNET INC Common Stock 12476Q102 235,200 12,800 X X 1 1
CBL & ASSOC. PROPERTIES Common Stock 124830100 475,409 18,025 X X 1 1
CBS CORP Common Stock 12490K107 2,524,098 57,942 X X 1 1
CIGNA CORP Common Stock 125509109 452,654 5,086 X X 1 1
CMS ENERGY CORP Common Stock 125896100 113,063 2,700 X X 1 1
CSG SYSTEM INTL INC Common Stock 126349109 1,791,225 68,400 X X 1 1
CSX CORPORATION Common Stock 126408103 4,781,209 105,371 X X 1 1
CVS CORPORATION Common Stock 126650100 3,038,504 59,872 X X 1 1
CABLETRON SYSTEM Common Stock 126920107 54,912 4,224 X X 1 1
CABOT INDUSTRIAL TRUST Common Stock 127072106 131,750 6,200 X X 1 1
CAMDEN PROPERTY TRUST Common Stock 133131102 407,759 14,694 X X 1 1
CAMPBELL SOUP CO. Common Stock 134429109 527,469 11,374 X X 1 1
CANWEST GLOBAL COMM. CORP. Common Stock 138906300 874,137 65,356 X X 1 1
CAPITAL AUTOMOTIVE REIT Common Stock 139733109 94,075 7,100 X X 1 1
CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 94,669 1,700 X X 1 1
CAPTEC NET LEASE REALTY INC Common Stock 140724105 42,044 3,100 X X 1 1
CARAUSTAR INDUSTRIES INC Common Stock 140909102 2,221,875 90,000 X X 1 1
CARDINAL HEALTH INC. Common Stock 14149Y108 1,410,750 22,000 X X 1 1
CARNIVAL CORP Common Stock 143658102 739,625 15,250 X X 1 1
CAROLINA POWER & LIGHT Common Stock 144141108 167,996 3,924 X X 1 1
CARRAMERICA REALTY CORP Common Stock 144418100 552,875 22,115 X X 1 1
CARREKER-ANTINORI INC Common Stock 144433109 30,625 3,500 X X 1 1
CASE CORPORATION Common Stock 14743R103 91,823 1,908 X X 1 1
CATERPILLAR, INC. Common Stock 149123101 546,720 9,112 X X 1 1
CENDANT CORPORATION Common Stock 151313103 445,937 21,753 X X 1 1
CENTER TRUST, INC. Common Stock 151845104 96,703 8,230 X X 1 1
CENTERPOINT PROPERTIES TRUST Common Stock 151895109 1,215,401 33,185 X X 1 1
CENTEX CORP Common Stock 152312104 58,072 1,546 X X 1 1
CENTRAL & SOUTH WEST CORP Common Stock 152357109 127,885 5,471 X X 1 1
CENTRAL GARDEN & PET CO. Common Stock 153527106 256,250 25,000 X X 1 1
CENTURYTEL, INC. Common Stock 156700106 1,128,900 28,400 X X 1 1
CERIDIAN CORPORATION Common Stock 15677T106 774,955 23,708 X X 1 1
CHAMPION INTERNATIONAL CORP Common Stock 158525105 118,634 2,478 X X 1 1
CHASE MANHATTAN NEW Common Stock 16161A108 1,863,383 21,542 X X 1 1
CHATEAU COMMUNITIES INC Common Stock 161726104 275,126 9,190 X X 1 1
CHELSEA GCA REALTY INC Common Stock 163262108 189,152 5,095 X X 1 1
CHEVRON CORP Common Stock 166751107 2,260,871 23,783 X X 1 1
CHUBB CORP Common Stock 171232101 284,533 4,094 X X 1 1
CINCINNATI BELL INC Common Stock 171870108 872,813 35,000 X X 1 1
CINAR CORP CL B SUB VTG Common Stock 171905300 612,500 25,000 X X 1 1
CINCINNATI FINANCIAL CORP Common Stock 172062101 161,519 4,300 X X 1 1
CINERGY CORP. Common Stock 172474108 130,656 4,083 X X 1 1
CIRCUIT CITY STORES Common Stock 172737108 235,476 2,532 X X 1 1
CISCO SYSTEMS Common Stock 17275R102 10,969,067 170,228 X X 1 1
CITIGROUP INC. Common Stock 172967101 6,663,158 140,277 X X 1 1
CITRIX SYSTEMS INC Common Stock 177376100 678,000 12,000 X X 1 1
CLEAR CHANNEL COMMUNICATIONS Common Stock 184502102 10,442,377 151,476 X X 1 1
CLOROX CO Common Stock 189054109 1,643,417 15,386 X X 1 1
COACH USA INC. Common Stock 18975L106 29,356 700 X X 1 1
COASTAL CORP. Common Stock 190441105 220,248 5,472 X X 1 1
COCA COLA CO Common Stock 191216100 3,900,234 62,907 X X 1 1
COCA-COLA ENTERPRISES INC Common Stock 191219104 297,500 10,000 X X 1 1
COINMACH LAUNDRY CORP Common Stock 19259L101 761,250 60,000 X X 1 1
COLGATE PALMOLIVE CO Common Stock 194162103 733,037 7,442 X X 1 1
COLONIAL PROPERTIES TRUST Common Stock 195872106 2,894,495 102,460 X X 1 1
COLUMBIA BANKING SYSTEM INC Common Stock 197236102 584,807 38,036 X X 1 1
COLUMBIA ENERGY SYSTEMS, INC. Common Stock 197648108 132,333 2,111 X X 1 1
COLUMBIA HEALTHCARE CORP. Common Stock 197677107 374,079 16,398 X X 1 1
COMFORT SYSTEMS USA INC Common Stock 199908104 1,080,000 60,000 X X 1 1
COMCAST CORP. Common Stock 200300200 720,473 18,744 X X 1 1
COMERICA INC. Common Stock 200340107 240,068 4,039 X X 1 1
COMMERCIAL NET LEASE REALTY Common Stock 202218103 125,081 9,715 X X 1 1
COMPAQ COMPUTER Common Stock 204493100 4,452,468 187,967 X X 1 1
COMPUTER ASSOCIATION INT'L Common Stock 204912109 747,009 13,644 X X 1 1
COMPUTER SCIENCES CORP Common Stock 205363104 275,228 3,978 X X 1 1
COMPUWARE CORP. Common Stock 205638109 302,219 9,500 X X 1 1
COMVERSE TECHNOLOGY,INC Common Stock 205862402 830,500 11,000 X X 1 1
CONAGRA Common Stock 205887102 330,044 12,396 X X 1 1
CONCORD EFS INC Common Stock 206197105 84,625 2,000 X X 1 1
CONSECO INC Common Stock 208464107 242,191 7,957 X X 1 1
CONSOLIDATED EDISON,INC. Common Stock 209115104 268,830 5,941 X X 1 1
CONSOLIDATED NATURAL GAS CO. Common Stock 209615103 150,539 2,478 X X 1 1
CONSOLIDATED STORES CORP Common Stock 210149100 75,600 2,800 X X 1 1
CONSTELLATION ENERGY GROUP Common Stock 210371100 111,716 3,771 X X 1 1
COOPER INDUSTRIES INC. Common Stock 216669101 137,228 2,639 X X 1 1
COOPER TIRE & RUBBER CO Common Stock 216831107 46,541 1,970 X X 1 1
ADOLPH COORS COMPANY CL. B Common Stock 217016104 46,085 931 X X 1 1
CORNERSTONE PROPANE PARTNERS Common Stock 218916104 479,400 27,200 X X 1 1
CORNERSTONE PROPERTIES Common Stock 21922H103 673,100 42,400 X X 1 1
CORNERSTONE REALTY INCOME TR Common Stock 21922V102 152,650 14,200 X X 1 1
CORNING INC. Common Stock 219350105 412,826 5,887 X X 1 1
CORPORATE OFFICE PROPERTIES Common Stock 22002T108 45,850 5,600 X X 1 1
CORRECTIONAL PROPERTIES TRUST Common Stock 22025E104 37,800 2,400 X X 1 1
COSTCO COMPANIES Common Stock 22160Q102 457,077 5,709 X X 1 1
COUNTRYWIDE CREDIT IND INC Common Stock 222372104 119,700 2,800 X X 1 1
COUSINS PROPERTIES INC. Common Stock 222795106 353,003 10,440 X X 1 1
CRANE CO. Common Stock 224399105 56,965 1,812 X X 1 1
CRESENT REAL ESTATE EQUITIES Common Stock 225756105 1,187,856 50,015 X X 1 1
CROWN AMERN REALTY TRUST Common Stock 228186102 63,363 8,665 X X 1 1
CROWN CORK & SEAL COMPANY Common Stock 228255105 89,918 3,155 X X 1 1
CUMMINS ENGINE INC. Common Stock 231021106 58,896 1,031 X X 1 1
CYPRUS AMAX MINERALS CO Common Stock 232809103 36,265 2,378 X X 1 1
DRS TECHNOLOGIES, INC. Common Stock 23330X100 178,500 17,000 X X 1 1
DTE ENERGY CORPORATION Common Stock 233331107 171,843 4,217 X X 1 1
DANA CORP Common Stock 235811106 958,284 20,804 X X 1 1
DANAHER CORP Common Stock 235851102 197,625 3,400 X X 1 1
DARDEN RESTAURANTS INC. Common Stock 237194105 78,045 3,578 X X 1 1
DATA GENERAL CORP Common Stock 237688106 19,383 1,331 X X 1 1
DAYTON HUDSON CORP Common Stock 239753106 3,987,750 61,350 X X 1 1
DEAN FOODS CO Common Stock 242361103 2,493,750 60,000 X X 1 1
DEERE & CO Common Stock 244199105 239,436 6,110 X X 1 1
DELL COMPUTER CORP Common Stock 247025109 6,836,416 184,768 X X 1 1
DELPHI AUTO SYSTEMS CORP Common Stock 247126105 2,796,090 151,140 X X 1 1
DELTA AIR LINES, INC. Common Stock 247361108 209,294 3,632 X X 1 1
DELUXE CORP Common Stock 248019101 78,246 2,016 X X 1 1
DEVELOPERS DIVERSIFIED REALTY Common Stock 251591103 1,957,500 116,000 X X 1 1
DIGITAL ISLAND INC Common Stock 25385N101 35,875 2,000 X X 1 1
DIGITAL RIVER INC Common Stock 25388B104 997,500 30,000 X X 1 1
DILLARDS, INC. Common Stock 254067101 98,104 2,793 X X 1 1
THE WALT DISNEY CO. Common Stock 254687106 3,462,616 112,377 X X 1 1
DITECH COMMUNICATIONS CORP Common Stock 25500M103 520,000 26,000 X X 1 1
DIVA SYSTEMS Common Stock 255013153 0 1,707 X X 1 1
DOLLAR GENERAL Common Stock 256669102 137,025 4,725 X X 1 1
DOMINION RESOURCES INC VA Common Stock 257470104 216,303 4,994 X X 1 1
DONNELLEY R R & SONS CO Common Stock 257867101 126,902 3,424 X X 1 1
DOVER CORP Common Stock 260003108 199,010 5,686 X X 1 1
DOW CHEMICAL Common Stock 260543103 716,590 5,648 X X 1 1
DOW JONES & CO INC. Common Stock 260561105 126,183 2,378 X X 1 1
DUPONT (E.I.) DENEMOURS & CO Common Stock 263534109 6,053,717 88,618 X X 1 1
DUKE POWER COMPANY Common Stock 264399106 503,438 9,248 X X 1 1
DUKES-WEEKS REALTY CORP. Common Stock 264411505 624,079 27,660 X X 1 1
DUN & BRADSTREET (NEW) Common Stock 26483B106 150,255 4,240 X X 1 1
EG & G INC Common Stock 268457108 40,577 1,139 X X 1 1
EMC CORP./MASS Common Stock 268648102 3,059,100 55,620 X X 1 1
EASTERN ENTERPRISES Common Stock 27637F100 21,545 542 X X 1 1
EASTGROUP PROPERTIES Common Stock 277276101 108,237 5,395 X X 1 1
EASTMAN CHEMICAL Common Stock 277432100 3,470,459 67,062 X X 1 1
EASTMAN KODAK Common Stock 277461109 557,312 8,226 X X 1 1
EATON CORPORATION Common Stock 278058102 171,304 1,862 X X 1 1
ECOLAB INC. Common Stock 278865100 144,050 3,302 X X 1 1
EDISON INTERNATIONAL Common Stock 281020107 242,302 9,058 X X 1 1
ELECTRONIC DATA SYSTEMS CORP Common Stock 285661104 719,138 12,700 X X 1 1
EMERSON ELECTRIC CO Common Stock 291011104 696,466 11,066 X X 1 1
EMMIS BROADCASTING CORP Common Stock 291525103 1,259,063 25,500 X X 1 1
ENGELHARD CORPORATION Common Stock 292845104 82,446 3,644 X X 1 1
ENRON OIL & GAS CORPORATION Common Stock 293561106 683,144 8,357 X X 1 1
ENTERGY CORPORATION Common Stock 29364G103 196,469 6,287 X X 1 1
ENTERTAINMENT PROPERTIES TRUST Common Stock 29380T105 81,075 4,600 X X 1 1
EQUIFAX INC Common Stock 294429105 135,613 3,800 X X 1 1
EQUITY INNS INC. Common Stock 294703103 112,156 12,125 X X 1 1
EQUITY OFFICE PROPERTIES TRUST Common Stock 294741103 11,066,423 431,860 X X 1 1
EQUITY RESIDENTIAL PROPERTIES Common Stock 29476L107 7,142,361 158,499 X X 1 1
ESSEX PROPERTY TRUST INC Common Stock 297178105 194,739 5,505 X X 1 1
EXCEL LEGACY CORP. Common Stock 300665106 557,175 117,300 X X 1 1
EXXON CORP Common Stock 302290101 4,760,926 61,730 X X 1 1
FMC CORPORATION Common Stock 302491303 63,599 931 X X 1 1
FPL GROUP, INC. Common Stock 302571104 253,897 4,648 X X 1 1
FDX CORP Common Stock 31304N107 414,145 7,634 X X 1 1
FEDERAL HOME LOAN MORTGAGE Common Stock 313400301 1,002,936 17,292 X X 1 1
FEDERAL NATIONAL MORTGAGE ASSN Common Stock 313586109 3,503,955 51,340 X X 1 1
FEDERAL REALTY INV. TRUST Common Stock 313747206 304,151 13,260 X X 1 1
FEDERATED DEPART. STORES INC. Common Stock 31410H101 284,327 5,371 X X 1 1
FELCOR SUITE HOTELS INC. Common Stock 31430F101 466,668 22,490 X X 1 1
FIBERMARK INC Common Stock 315646109 1,318,750 100,000 X X 1 1
FIFTH THIRD BANCORP Common Stock 316773100 448,831 6,743 X X 1 1
FIRST DATA CORPORATION Common Stock 319963104 3,863,273 78,943 X X 1 1
FIRST INDUSTRIAL REALTY TRUST Common Stock 32054K103 4,023,435 146,640 X X 1 1
FIRST UNION CORP Common Stock 337358105 4,722,443 100,211 X X 1 1
FIRST WASHINGTON REALTY TRUST Common Stock 337489504 649,825 27,800 X X 1 1
FIRST FEDERAL SAVINGS BANK Common Stock 33761K105 1,233,861 54,686 X X 1 1
FIRSTAR CORP WISC NEW Common Stock 33763V109 495,600 17,700 X X 1 1
FIRSTENTERGY CORP Common Stock 337932107 186,744 6,024 X X 1 1
FLEET FINANCIAL GROUP Common Stock 338915101 641,485 14,456 X X 1 1
FLEETWOOD INT Common Stock 339099103 25,829 977 X X 1 1
FLORIDA PROGRESS CORP Common Stock 341109106 107,413 2,600 X X 1 1
FLUOR CORP. Common Stock 343861100 79,785 1,970 X X 1 1
FLYCAST COMMUNICATINS CORP Common Stock 344067103 128,138 6,700 X X 1 1
FORD MOTOR COMPANY Common Stock 345370100 10,484,056 185,764 X X 1 1
FORT JAMES CORPORATION Common Stock 347471104 1,351,001 35,670 X X 1 1
FORTUNE BRANDS, INC. Common Stock 349631101 183,705 4,440 X X 1 1
FOSTER WHEELER CORPORATION Common Stock 350244109 15,258 1,085 X X 1 1
FOX ENTERTAINMENT GRP INC-A Common Stock 35138T107 2,559,063 95,000 X X 1 1
FRANCHISE FINANCE CORP OF AMER Common Stock 351807102 1,574,410 70,760 X X 1 1
FRANKLIN RESOURCES INC Common Stock 354613101 264,063 6,500 X X 1 1
FREEPORT MCMORAN COPPER & GOLD Common Stock 35671D857 75,499 4,209 X X 1 1
FRESENIUS MEDICAL CARE - ADR Common Stock 358029106 20 1 X X 1 1
FRONTIER CORP Common Stock 35906P105 257,950 4,400 X X 1 1
GPU INC. Common Stock 36225X100 136,983 3,247 X X 1 1
GTE CORPORATION Common Stock 362320103 1,852,695 24,539 X X 1 1
GABLES RESIDENTIAL TRUST Common Stock 362418105 327,497 13,575 X X 1 1
GANNETT INC. Common Stock 364730101 513,044 7,188 X X 1 1
GAP STORES, INC. Common Stock 364760108 1,112,507 22,085 X X 1 1
GATEWAY 2000 INC Common Stock 367626108 236,250 4,000 X X 1 1
GENERAL DYNAMICS Common Stock 369550108 220,538 3,202 X X 1 1
GENERAL ELECTRIC Common Stock 369604103 15,934,130 141,010 X X 1 1
GENERAL GROWTH PROPERTIES INC. Common Stock 370021107 777,628 21,905 X X 1 1
GENERAL INSTRUMENTS CORP Common Stock 370120107 181,178 4,263 X X 1 1
GENERAL MILLS INC. Common Stock 370334104 311,694 3,878 X X 1 1
GENERAL MOTORS CORP Common Stock 370442105 13,970,088 211,668 X X 1 1
GENUINE PARTS CO Common Stock 372460105 161,700 4,620 X X 1 1
GEORGIA-PACIFIC CORP Common Stock 373298108 201,249 4,248 X X 1 1
GILLETTE COMPANY Common Stock 375766102 1,157,184 28,224 X X 1 1
GLENBOROUGH REALTY TRUST Common Stock 37803P105 549,413 31,395 X X 1 1
GLIMCHER REALTY TRUST Common Stock 379302102 128,544 7,850 X X 1 1
GOLDEN WEST FINANCIAL GROUP Common Stock 381317106 141,806 1,447 X X 1 1
GOLF TRUST OF AMERICA, INC. Common Stock 38168B103 61,094 2,500 X X 1 1
B.F. GOODRICH Common Stock 382388106 80,453 1,893 X X 1 1
GOODYEAR TIRE & RUBBER Common Stock 382550101 233,956 3,978 X X 1 1
W R GRACE (NEW) Common Stock 38388F108 34,656 1,824 X X 1 1
GRAINGER W W INC Common Stock 384802104 131,303 2,440 X X 1 1
GREAT ATLANTIC PACIFIC TEA CO Common Stock 390064103 34,861 1,031 X X 1 1
GREAT LAKES CHEMICAL CORP Common Stock 390568103 69,140 1,501 X X 1 1
GREAT LAKES REIT Common Stock 390752103 89,375 5,500 X X 1 1
GUIDANT CORP Common Stock 401698105 391,822 7,664 X X 1 1
HCR MANOR CARE Common Stock 404134108 67,749 2,801 X X 1 1
HRPT PROPERTIES, INC Common Stock 40426W101 3,158,969 206,300 X X 1 1
HALLIBURTON COMPANY Common Stock 406216101 499,289 11,034 X X 1 1
HARCOURT GENERAL INC. Common Stock 41163G101 93,225 1,808 X X 1 1
HARRAH'S ENTERTAINMENT INC Common Stock 413619107 70,291 3,186 X X 1 1
HARRIS CORPORATION Common Stock 413875105 80,805 2,062 X X 1 1
HARTFORD FINANCIAL SERVICES Common Stock 416515104 349,525 5,994 X X 1 1
HARTMARX Common Stock 417119104 457,694 109,300 X X 1 1
HASBRO Common Stock 418056107 140,595 5,033 X X 1 1
HEALTH CARE PPTYS INVEST INC Common Stock 421915109 554,400 19,200 X X 1 1
HEALTHSOUTH CORP Common Stock 421924101 160,650 10,800 X X 1 1
HEALTHCARE REALTY TRUST INC. Common Stock 421946104 291,525 13,800 X X 1 1
HEALTH CARE REIT, INC. Common Stock 42217K106 1,891,969 81,375 X X 1 1
HEARTLAND EXPRESS INC Common Stock 422347104 409,375 25,000 X X 1 1
HEINZ H J CO. Common Stock 423074103 462,654 9,230 X X 1 1
HELMERICH AND PAYNE INC. Common Stock 423452101 29,909 1,266 X X 1 1
JACK HENRY & ASSOCIATES Common Stock 426281101 588,750 15,000 X X 1 1
HERCULES INCORPORATED Common Stock 427056106 102,173 2,599 X X 1 1
HERSHEY FOOD CORP Common Stock 427866108 227,050 3,824 X X 1 1
HEWLETT PACKARD COMPANY Common Stock 428236103 7,626,543 75,886 X X 1 1
HIGHWOOD PROPERTIES INC Common Stock 431284108 680,999 24,820 X X 1 1
HILTON HOTELS CORP. Common Stock 432848109 93,666 6,602 X X 1 1
HOLLINGER INTL INC Common Stock 435569108 32,775 2,760 X X 1 1
HOME DEPOT INC Common Stock 437076102 4,008,141 62,202 X X 1 1
HOME PROPERTIES OF NY INC Common Stock 437306103 165,750 6,000 X X 1 1
HOMESTAKE MINING CO Common Stock 437614100 49,706 6,071 X X 1 1
HONEYWELL, INC. Common Stock 438506107 4,432,798 38,255 X X 1 1
HOSPITALITY PROPERTIES TRUST Common Stock 44106M102 1,363,438 50,265 X X 1 1
HOST MARRIOTT CORP Common Stock 44107P104 1,451,838 122,260 X X 1 1
HOUSEHOLD INTERNATIONAL INC Common Stock 441815107 2,714,824 57,305 X X 1 1
HUMANA INC. Common Stock 444859102 54,752 4,232 X X 1 1
HUNTINGTON BANCSHARES Common Stock 446150104 189,000 5,400 X X 1 1
IDT CORP Common Stock 448947101 556,250 25,000 X X 1 1
IMS HEALTH, INC. Common Stock 449934108 252,500 8,080 X X 1 1
IRT PROPERTY COMPANY Common Stock 450058102 108,428 10,980 X X 1 1
ITT INDUSTRIES Common Stock 450911102 100,917 2,647 X X 1 1
IKON OFFICE SOLUTION INC. Common Stock 451713101 56,325 3,755 X X 1 1
ILLINOIS TOOL WORKS INC. Common Stock 452308109 7,063,364 86,402 X X 1 1
INCO LTD Common Stock 453258402 77,148 4,286 X X 1 1
INGERSOLL RAND CO. Common Stock 456866102 5,765,067 89,208 X X 1 1
INNKEEPERS USA TRUST Common Stock 4576J0104 163,500 16,350 X X 1 1
INTEL CORPORATION Common Stock 458140100 8,966,174 150,692 X X 1 1
INTERFACE INC. Common Stock 458665106 1,530,955 177,502 X X 1 1
INT'L BUSINESS MACHINES Common Stock 459200101 7,357,944 56,928 X X 1 1
INTERNATIONAL FLV & FRAGRANCE Common Stock 459506101 1,898,116 43,139 X X 1 1
INTERNATIONAL PAPER COMPANY Common Stock 460146103 530,316 10,554 X X 1 1
INTL TELECOM DATA SYSTEMS Common Stock 46047F104 480,000 30,000 X X 1 1
INTERPUBLIC GROUP COS Common Stock 460690100 309,598 3,574 X X 1 1
JDN REALTY CORP Common Stock 465917102 246,237 11,005 X X 1 1
JP REALTY INC Common Stock 46624A106 119,468 5,810 X X 1 1
JAMESON INNS Common Stock 470457102 30,516 3,255 X X 1 1
JEFFERSON PILOT CORPORATION Common Stock 475070108 181,486 2,742 X X 1 1
JOHNSON & JOHNSON Common Stock 478160104 5,998,090 61,205 X X 1 1
JOHNSON CONTROLS INC. Common Stock 478366107 150,408 2,170 X X 1 1
JOSTENS INC Common Stock 481088102 19,609 931 X X 1 1
JOURNAL REGISTER CO. Common Stock 481138105 803,250 35,700 X X 1 1
KLA TENCOR CORP Common Stock 482480100 142,725 2,200 X X 1 1
KMART Common Stock 482584109 209,501 12,697 X X 1 1
KANSAS CITY SOUTHERN CORP Common Stock 485170104 178,675 2,800 X X 1 1
KAUFMAN & BROAD HOME Common Stock 486168107 30,621 1,231 X X 1 1
KELLOGG CO Common Stock 487836108 341,286 10,342 X X 1 1
KELLSTROM INDUSTRIES Common Stock 488035106 602,250 33,000 X X 1 1
KERR MCGEE CORP Common Stock 492386107 113,280 2,257 X X 1 1
KEYCORP Common Stock 493267108 371,815 11,574 X X 1 1
KILROY REALTY CORP Common Stock 49427F108 1,318,688 54,100 X X 1 1
KIMBERLY CLARK CORP Common Stock 494368103 786,600 13,800 X X 1 1
KIMCO REALTY CORP. Common Stock 49446R109 1,250,138 31,450 X X 1 1
KING WORLD PRODUCTIONS Common Stock 495667107 64,821 1,862 X X 1 1
KNIGHT RIDDER NEWSPAPER INC Common Stock 499040103 114,420 2,078 X X 1 1
KNIGHT TRANSPORTATION INC Common Stock 499064103 641,250 30,000 X X 1 1
KOGER EQUITY INC. Common Stock 500228101 162,250 8,800 X X 1 1
KOHLS CORP Common Stock 500255104 307,500 4,000 X X 1 1
KONOVER PROPERTY TRUST, INC Common Stock 50047R100 94,500 10,500 X X 1 1
KRANZCO REALTY TRUST Common Stock 50076E103 46,773 3,530 X X 1 1
KROGER Common Stock 501044101 3,779,553 135,286 X X 1 1
LSI LOGIC Common Stock 502161102 168,587 3,655 X X 1 1
LTC HEALTHCARE, INC. Common Stock 50217R104 8,424 4,348 X X 1 1
L-3 COMMUNICATIONS HLDGS INC Common Stock 502424104 1,048,381 21,700 X X 1 1
LAIDLAW INCORPORATED Common Stock 50730K503 61,633 8,357 X X 1 1
LASALLE HOTEL PROPERTIES Common Stock 517942108 76,563 5,000 X X 1 1
LEHMAN BROTHERS Common Stock 524908100 180,163 2,900 X X 1 1
LEXFORD RESIDENTIAL TRUST Common Stock 528933104 76,400 3,200 X X 1 1
LEXINGTON CORP PPTY TRUST Common Stock 529043101 66,786 5,745 X X 1 1
LIBBEY INC Common Stock 529898108 1,595,000 55,000 X X 1 1
LIBERTY PROPERTY TRUST Common Stock 531172104 539,414 21,685 X X 1 1
LIFEPOINT HOSPITALS INC Common Stock 53219L109 11,597 863 X X 1 1
ELI LILLY & CO. Common Stock 532457108 2,005,070 27,994 X X 1 1
THE LIMITED INC Common Stock 532716107 260,725 5,746 X X 1 1
LINCOLN NATIONAL CORPORATION Common Stock 534187109 270,560 5,172 X X 1 1
LITTELFUSE, INC. Common Stock 537008104 1,193,500 62,000 X X 1 1
LIZ CLAIBORNE INC. Common Stock 539320101 62,342 1,708 X X 1 1
LOCKHEED MARTIN Common Stock 539830109 370,340 9,942 X X 1 1
LOEWS CORP Common Stock 540424108 228,909 2,893 X X 1 1
LONG DRUG STORES CORP. Common Stock 543162101 34,010 984 X X 1 1
LOUISIANA PACIFIC CORP Common Stock 546347105 67,781 2,839 X X 1 1
LOWES COS INC. Common Stock 548661107 509,054 8,980 X X 1 1
LUCENT TECHNOLOGIES, INC. Common Stock 549463107 7,929,301 117,580 X X 1 1
MBIA INC Common Stock 55262C100 166,408 2,570 X X 1 1
MBNA CORPORATION Common Stock 55262L100 629,619 20,559 X X 1 1
MCI WORLDCOM INC Common Stock 55268B106 5,734,086 66,627 X X 1 1
MGIC INVESTMENT CORP Common Stock 552848103 135,858 2,794 X X 1 1
MGI PROPERTIES INC. Common Stock 552885105 226,000 8,000 X X 1 1
MMI COMPANIES INC. Common Stock 553087107 1,876,500 111,200 X X 1 1
THE MACERICH COMPANY Common Stock 554382101 424,594 16,175 X X 1 1
MACK-CALI REALTY CORP. Common Stock 554489104 3,214,252 103,895 X X 1 1
MALLINCKRODT GROUP INC. Common Stock 561232109 67,730 1,862 X X 1 1
MANUFACTURED HOME COMMUNITIES Common Stock 564682102 229,190 8,815 X X 1 1
MARSH & MCLENNAN COS Common Stock 571748102 588,395 7,774 X X 1 1
MARRIOTT INT'L INC - NEW Common Stock 571903202 235,836 6,310 X X 1 1
MASCO CORPORATION Common Stock 574599106 250,173 8,664 X X 1 1
MATTEL, INC. Common Stock 577081102 190,399 7,288 X X 1 1
MAY DEPT STORES Common Stock 577778103 363,522 8,894 X X 1 1
MAYTAG CORP Common Stock 578592107 148,840 2,132 X X 1 1
MCDERMOTT INTERNATIONAL Common Stock 580037109 610,002 21,593 X X 1 1
MCDONALDS CORP Common Stock 580135101 1,416,510 34,444 X X 1 1
MCGRAW-HILL INC Common Stock 580645109 1,351,890 25,064 X X 1 1
MCKESSON HBOC, INC. Common Stock 58155Q103 214,691 6,670 X X 1 1
MEAD CORP Common Stock 582834107 112,141 2,686 X X 1 1
MEADOWCRAFT INC Common Stock 583204102 670,781 67,500 X X 1 1
MEDIAONE GROUP, INC. Common Stock 58440J104 1,150,358 15,467 X X 1 1
MEDITRUST CORP Common Stock 58501T306 616,981 47,233 X X 1 1
MEDTRONIC INC Common Stock 585055106 1,159,403 14,888 X X 1 1
MELLON BANK CORPORATION Common Stock 585509102 480,878 13,220 X X 1 1
MERCANTILE BANCORPORATION Common Stock 587342106 228,500 4,000 X X 1 1
MERCK & CO. Common Stock 589331107 12,538,338 170,300 X X 1 1
MEREDITH CORPORATION Common Stock 589433101 46,605 1,346 X X 1 1
MERISTAR HOSPITALITY CORP Common Stock 58984Y103 342,912 15,283 X X 1 1
MERRILL LYNCH Common Stock 590188108 713,274 8,972 X X 1 1
MESA LABORATORIES INC. Common Stock 59064R109 195,000 39,000 X X 1 1
METALS USA INC Common Stock 591324108 510,000 40,000 X X 1 1
MICROSOFT CORP. Common Stock 594918104 13,935,773 154,520 X X 1 1
MICRON TECHNOLOGY INC. Common Stock 595112103 253,976 6,271 X X 1 1
MID-AMERICA APARTMENT COMM. Common Stock 59522J103 328,259 14,195 X X 1 1
MID ATLANTIC REALTY TRUST Common Stock 595232109 52,288 4,700 X X 1 1
CINCINNATI MILACRON INC. Common Stock 598709103 19,074 1,031 X X 1 1
MILLIPORE CORPORATION Common Stock 601073109 45,106 1,112 X X 1 1
MILLS CORPORATION Common Stock 601148109 172,307 7,945 X X 1 1
MINNESOTA MINING MFG Common Stock 604059105 6,967,345 80,142 X X 1 1
MIRAGE RESORTS INC Common Stock 60462E104 77,050 4,600 X X 1 1
MOBIL OIL CORP. Common Stock 607059102 7,391,043 74,846 X X 1 1
MOBILE MINI INC Common Stock 60740F105 293,438 15,000 X X 1 1
MONSANTO COMPANY Common Stock 611662107 630,152 15,928 X X 1 1
MORGAN (JP) & CO Common Stock 616880100 618,481 4,402 X X 1 1
MORGAN STANLEY DEAN WITTER & C Common Stock 617446448 4,860,689 47,364 X X 1 1
MORTON INTERNATIONAL, INC Common Stock 619335102 132,083 3,117 X X 1 1
MOTOROLA INC. Common Stock 620076109 3,342,970 35,282 X X 1 1
NABISCO GROUP HOLDINGS Common Stock 62952P102 162,369 8,300 X X 1 1
NACCO INDUSTRIES INC HOLDING Common Stock 629579103 14,259 194 X X 1 1
NALCO CHEMICAL CO. Common Stock 629853102 90,989 1,754 X X 1 1
NATIONAL CITY CORP Common Stock 635405103 552,362 8,433 X X 1 1
NATIONAL GOLF PROPERTIES INC. Common Stock 63623G109 99,560 4,095 X X 1 1
NATIONAL HEALTH INVESTORS INC. Common Stock 63633D104 483,625 21,200 X X 1 1
NATIONAL R.V. HOLDINGS INC Common Stock 637277104 727,500 30,000 X X 1 1
NATIONAL SEMICONDUCTOR Common Stock 637640103 107,907 4,263 X X 1 1
NATIONAL SERVICES INDS INC Common Stock 637657107 41,004 1,139 X X 1 1
NAVISTAR INTERNATIONAL CORP Common Stock 63934E108 88,100 1,762 X X 1 1
NETOBJECTS INC Common Stock 64114L102 705,469 87,500 X X 1 1
NETWORK APPLIANCES CORP Common Stock 64120L104 5,588 100 X X 1 1
NEW CENTURIES ENERGIES INC Common Stock 64352U103 112,556 2,900 X X 1 1
NEW PLAN EXCEL REALTY, INC Common Stock 648053106 2,151,396 119,522 X X 1 1
NEW YORK TIMES CO Common Stock 650111107 171,694 4,664 X X 1 1
NEWELL RUBBERMAID, INC. Common Stock 651192106 190,369 4,105 X X 1 1
NEWELL RUBBERMAID, INC Common Stock 651229106 2,258,486 48,701 X X 1 1
NEWMONT MINING CORP. Common Stock 651639106 84,111 4,232 X X 1 1
NEWPARK RESOURCES INC. Common Stock 651718504 1,013,383 114,184 X X 1 1
NEXTEL COMMUNICATION INC Common Stock 65332V103 368,878 7,350 X X 1 1
NIAGARA MOHAWK HOLDINGS, INC. Common Stock 653520106 77,373 4,817 X X 1 1
NICOR, INC Common Stock 654086107 49,215 1,293 X X 1 1
NIKE INC Common Stock 654106103 464,729 7,333 X X 1 1
NOKIA CORPORATION Common Stock 654902204 549,375 6,000 X X 1 1
NORDSTROM INC Common Stock 655664100 118,322 3,532 X X 1 1
NORFOLK SOUTHERN CORP Common Stock 655844108 3,759,690 124,803 X X 1 1
NORTEL NETWORK Common Stock 656569100 1,463,763 16,861 X X 1 1
NORTHERN STATES PWR MINN Common Stock 665772109 94,525 3,908 X X 1 1
NORTHERN TRUST CORP Common Stock 665859104 271,600 2,800 X X 1 1
NORTHROP GRUMMAN CORP Common Stock 666807102 104,376 1,574 X X 1 1
NOVA CHEMICALS CORP Common Stock 66977W109 23,313 1,000 X X 1 1
NOVELL Common Stock 670006105 230,232 8,688 X X 1 1
NUCOR CORP Common Stock 670346105 4,471,933 94,270 X X 1 1
OCCIDENTAL PETROLEUM Common Stock 674599105 185,140 8,764 X X 1 1
OCULAR SCIENCES INC Common Stock 675744106 434,375 25,000 X X 1 1
OFFICE DEPOT INC Common Stock 676220106 214,006 9,700 X X 1 1
OMNICOM INC Common Stock 681919106 347,200 4,340 X X 1 1
OMEGA HEALTHCARE INVESTORS Common Stock 681936100 1,832,688 71,000 X X 1 1
OMEGA WORLDWIDE INC Common Stock 68210B108 114,914 28,286 X X 1 1
ONEOK, INCORPORATED Common Stock 682678107 14,288 450 X X 1 1
ONEMAIN.COM INC Common Stock 68267P109 189,000 8,000 X X 1 1
ONEOK INC Common Stock 682680103 12,700 400 X X 1 1
ORACLE SYSTEMS CORP Common Stock 68389X105 1,364,511 36,755 X X 1 1
OUTDOOR SYSTEMS, INC. Common Stock 690057104 5,062,806 138,707 X X 1 1
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PECO ENERGY CO. Common Stock 693304107 240,069 5,733 X X 1 1
P G & E CORPORATION Common Stock 69331C108 314,255 9,688 X X 1 1
PE CORP-PE BIOSYSTEMS Common Stock 69332S102 147,454 1,285 X X 1 1
PE CORP-CELERA GENOMICS Common Stock 69332S201 8 1 X X 1 1
THE PMI GROUP INC. Common Stock 69344M101 1,256,250 20,000 X X 1 1
PNC BANK CORP Common Stock 693475105 442,560 7,680 X X 1 1
PP & L RESOURCES Common Stock 693499105 117,834 3,832 X X 1 1
PPG INDS INC. Common Stock 693506107 1,151,837 19,502 X X 1 1
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PACCAR INC. Common Stock 693718108 104,722 1,962 X X 1 1
PACIFIC GULF PROPERTIES Common Stock 694396102 149,778 6,620 X X 1 1
PACIFIC HORIZON CORP BOND FUND Common Stock 694407644 69,796 4,384 X X 1 1
PACIFICORP Common Stock 695114108 140,403 7,641 X X 1 1
PAINE WEBBER GROUP, INC. Common Stock 695629105 172,975 3,700 X X 1 1
PALL CORP Common Stock 696429307 70,845 3,193 X X 1 1
PANAMSAT CORP. - NEW Common Stock 697933109 584,063 15,000 X X 1 1
PAN PACIFIC RETAIL PPTY Common Stock 69806L104 135,625 7,000 X X 1 1
PARAMETRIC TECHNOLOGY CORP Common Stock 699173100 95,738 6,900 X X 1 1
PARKER HANNIFIN CORPORATION Common Stock 701094104 127,780 2,793 X X 1 1
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PAYCHEX INC. Common Stock 704326107 191,250 6,000 X X 1 1
PENNEY J C COMPANY, INC. Common Stock 708160106 326,971 6,733 X X 1 1
PENN REAL ESTATE INVEST TST Common Stock 709102107 91,183 4,355 X X 1 1
PENTACON INC Common Stock 709620108 81,469 16,500 X X 1 1
PEOPLES ENERGY Common Stock 711030106 34,070 904 X X 1 1
PEOPLESOFT INC Common Stock 712713106 101,775 5,900 X X 1 1
PEP BOYS Common Stock 713278109 27,321 1,301 X X 1 1
PEPSICO INC Common Stock 713448108 4,152,291 107,329 X X 1 1
PETROLEUM GEO-SVCS -SPON ADR Common Stock 716597109 945,723 63,578 X X 1 1
PHARMACIA & UPJOHN Common Stock 716941109 4,707,541 82,861 X X 1 1
PFIZER, INC. Common Stock 717081103 12,311,550 112,950 X X 1 1
PHELPS DODGE Common Stock 717265102 96,251 1,554 X X 1 1
PHILIP MORRIS Common Stock 718154107 2,495,925 62,107 X X 1 1
PHILIPS INTL REALTY Common Stock 718333107 40,500 2,400 X X 1 1
PHILLIPS PETROLEUM COMPANY Common Stock 718507106 325,220 6,464 X X 1 1
PIONEER HIBRED INTERNATIONAL Common Stock 723686101 239,388 6,148 X X 1 1
PITNEY BOWES INC Common Stock 724479100 446,024 6,942 X X 1 1
PLACER DOME INC. Common Stock 725906101 75,130 6,394 X X 1 1
PLANTRONICS Common Stock 727493108 1,432,750 22,000 X X 1 1
POLAROID CORP Common Stock 731095105 32,065 1,166 X X 1 1
POLYMER GROUP INC. Common Stock 731745105 555,470 47,274 X X 1 1
BANCPONCE Common Stock 733174106 11,518,997 380,008 X X 1 1
POST PROPERTIES Common Stock 737464107 2,841,095 69,295 X X 1 1
POTLATCH CORPORATION Common Stock 737628107 32,953 750 X X 1 1
POWERWAVE TECHNOLOGIES INC Common Stock 739363109 2,354,250 73,000 X X 1 1
PRAXAIR INC. Common Stock 74005P104 199,567 4,078 X X 1 1
PREMIER PARKS, INC Common Stock 740540208 1,102,500 30,000 X X 1 1
PRENTISS PROPERTIES TRUST Common Stock 740706106 304,763 12,900 X X 1 1
PRIME RETAIL Common Stock 741570105 122,394 14,089 X X 1 1
PRIME GROUP REALTY TRUST Common Stock 74158J103 85,938 5,000 X X 1 1
PRIMARK CORP Common Stock 741903108 841,875 30,000 X X 1 1
PRIDE INTERNATIONAL INC Common Stock 741932107 633,750 60,000 X X 1 1
PRISON REALTY TRUST Common Stock 74264N105 321,850 32,800 X X 1 1
PRIVATE BUSINESS INC Common Stock 74267D104 253,125 25,000 X X 1 1
PROCTOR & GAMBLE CO Common Stock 742718109 4,794,510 53,720 X X 1 1
PROGRESSIVE CORP Common Stock 743315103 261,000 1,800 X X 1 1
PROVIDENT COMPANIES INC Common Stock 743862104 140,000 3,500 X X 1 1
PROVIDIAN FINANCIAL CORP Common Stock 74406A102 332,623 3,567 X X 1 1
PUBLIC SERVICE ENTERPRISE GRP Common Stock 744573106 230,509 5,648 X X 1 1
PUBLIC STORAGE INC. Common Stock 74460D109 1,276,764 45,599 X X 1 1
PULTE CORPORATION Common Stock 745867101 26,245 1,138 X X 1 1
QUAKER OATS Common Stock 747402105 232,910 3,509 X X 1 1
QUANTA SERVICES INC Common Stock 74762E102 3,036,000 69,000 X X 1 1
RFS HOTEL INVESTORS INC. Common Stock 74955J108 103,327 8,225 X X 1 1
RADIANT SYSTEMS INC Common Stock 75025N102 498,750 35,000 X X 1 1
RAILWORKS CORP Common Stock 750789109 999,000 108,000 X X 1 1
RALSTON PURINA CORPORATION Common Stock 751277302 254,397 8,358 X X 1 1
RAMCO-GERSHENSON PROPERTIES Common Stock 751452202 39,000 2,400 X X 1 1
RAYCHEM CORP Common Stock 754603108 76,590 2,070 X X 1 1
RAYTHEON CO Common Stock 755111309 81 1 X X 1 1
RAYTHEON CO Common Stock 755111408 605,877 8,594 X X 1 1
REALTY INCOME CORP Common Stock 756109104 210,188 8,850 X X 1 1
RECKSON SERVICE INDUSTRIES Common Stock 75621J109 48,400 3,200 X X 1 1
RECKSON ASSOC REALTY CORP Common Stock 75621K106 783,924 33,270 X X 1 1
RECKSON ASSOC REALTY CORP Common Stock 75621K304 111,627 4,675 X X 1 1
REEBOK INTERNATIONAL LTD Common Stock 758110100 26,950 1,447 X X 1 1
REGENCY REALTY CORP Common Stock 758939102 9,991,829 455,468 X X 1 1
REGIONS FINANCIAL CORP Common Stock 758940100 215,250 5,600 X X 1 1
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RELIANT ENERGY, INC. Common Stock 75952J108 200,558 7,260 X X 1 1
RENTAL SERVICE CORP Common Stock 76009V102 1,545,750 54,000 X X 1 1
REPUBLIC NY CORP Common Stock 760719104 190,516 2,794 X X 1 1
REYNOLDS METALS COMPANY Common Stock 761763101 2,572,459 43,601 X X 1 1
RITE AID CORP Common Stock 767754104 158,585 6,440 X X 1 1
ROCKWELL INTERNATIONAL CORP Common Stock 773903109 296,399 4,879 X X 1 1
ROHM & HAAS CO Common Stock 775371107 182,733 4,262 X X 1 1
ROUSE CO Common Stock 779273101 606,463 23,900 X X 1 1
ROWAN COMPANIES INC Common Stock 779382100 39,603 2,170 X X 1 1
ROYAL DUTCH PETROLEUM CO. Common Stock 780257804 5,811,474 96,456 X X 1 1
RUSSELL CORP Common Stock 782352108 18,155 931 X X 1 1
RYDER SYSTEMS, INC Common Stock 783549108 49,337 1,916 X X 1 1
SBC COMMUNICATIONS INC. Common Stock 78387G103 4,347,796 74,962 X X 1 1
SL GREEN REALTY CORP Common Stock 78440X101 163,500 8,000 X X 1 1
SLM HOLDING CORPORATION Common Stock 78442A109 196,994 4,300 X X 1 1
SAFECO CORPORATION Common Stock 786429100 154,482 3,501 X X 1 1
ST JUDE MEDICAL INC. Common Stock 790849103 74,919 2,103 X X 1 1
ST PAUL BANCORP INC Common Stock 792848103 178,500 7,000 X X 1 1
ST PAUL COS Common Stock 792860108 3,990,582 125,441 X X 1 1
SAKS INCORPORATED Common Stock 79377W108 1,443,750 50,000 X X 1 1
SARA LEE CORP Common Stock 803111103 526,214 23,194 X X 1 1
SAUL CENTERS INC Common Stock 804395101 70,868 4,295 X X 1 1
SAVILLE SYSTEM IRELAND-ADR Common Stock 805174109 1,764,418 121,684 X X 1 1
SCHERING PLOUGH CORP Common Stock 806605101 8,731,800 166,320 X X 1 1
SCHLUMBERGER LTD Common Stock 806857108 885,002 13,896 X X 1 1
SCHOLASTIC CORP Common Stock 807066105 1,518,750 30,000 X X 1 1
SCHWAB (CHARLES) CORP Common Stock 808513105 1,111,800 10,200 X X 1 1
SCIENTIFIC ATLANTA Common Stock 808655104 70,632 1,962 X X 1 1
SEAGATE TECHNOLOGY Common Stock 811804103 160,694 6,271 X X 1 1
SEAGRAM CO LTD Common Stock 811850106 516,696 10,257 X X 1 1
SEALED AIR CORP Common Stock 81211K100 141,492 2,181 X X 1 1
SEARS ROEBUCK & CO. Common Stock 812387108 433,103 9,719 X X 1 1
SECURITY CAPITAL GROUP Common Stock 81413P105 695 1 X X 1 1
SECURITY CAPITAL GROUP Common Stock 81413P204 11,849,506 813,700 X X 1 1
SEMPRA ENERGY Common Stock 816851109 139,438 6,163 X X 1 1
SERVICE CORP. INT'L Common Stock 817565104 133,614 6,941 X X 1 1
SHARED MEDICAL SYSTEMS CORP Common Stock 819486101 42,804 656 X X 1 1
SHELL TRANSPORT - TRADING ADR Common Stock 822703609 3,246,250 70,000 X X 1 1
SHERWIN-WILLIAMS CO Common Stock 824348106 1,122,210 40,440 X X 1 1
SHURGARD STORAGE Common Stock 82567D104 259,451 9,565 X X 1 1
SIGMA ALDRICH Common Stock 826552101 2,842,196 82,532 X X 1 1
SILICONGRAFICS Common Stock 827056102 79,255 4,840 X X 1 1
SILICON VALLEY BANCSHARES Common Stock 827064106 346,500 14,000 X X 1 1
SIMON PROPERTY GROUP, INC. Common Stock 828806109 1,400,573 55,195 X X 1 1
SIPEX CORPORATION Common Stock 829909100 512,500 25,000 X X 1 1
SKECHERS USA INC - CL A Common Stock 830566105 105,000 10,000 X X 1 1
SMITH CHARLES E RESIDENTIAL Common Stock 832197107 196,668 5,795 X X 1 1
SNAP-ON TOOLS CORP Common Stock 833034101 54,317 1,501 X X 1 1
SOFTNET SYSTEMS INC Common Stock 833964109 334,500 12,000 X X 1 1
SOLECTRON CORP Common Stock 834182107 433,469 6,500 X X 1 1
SONAT INC Common Stock 835415100 91,756 2,770 X X 1 1
SOUTHERN CO Common Stock 842587107 468,997 17,698 X X 1 1
SOUTHTRUST CORP Common Stock 844730101 165,013 4,300 X X 1 1
SOUTHWEST AIRLINES Common Stock 844741108 267,270 8,587 X X 1 1
SOVRAN SELF STORAGE INC Common Stock 84610H108 108,289 4,020 X X 1 1
SPIEKER PROPERTIES, INC. Common Stock 848497103 5,997,091 154,266 X X 1 1
SPLASH TECHNOLOGY HOLDINGS Common Stock 848623104 210,939 30,000 X X 1 1
SPRINGS INDUSTRIES, INC. Common Stock 851783100 21,900 502 X X 1 1
SPRINT CORPORATION Common Stock 852061100 1,203,100 22,700 X X 1 1
SPRINT CORPORATION Common Stock 852061506 648,375 11,375 X X 1 1
STANLEY WORKS Common Stock 854616109 71,585 2,224 X X 1 1
STAPLES INC. Common Stock 855030102 368,156 11,900 X X 1 1
STATE STREET CORP Common Stock 857477103 3,338,163 39,100 X X 1 1
STORAGE USA Common Stock 861907103 293,280 9,165 X X 1 1
SUMMIT BANCORP Common Stock 866005101 179,794 4,300 X X 1 1
SUMMIT PROPERTIES INC Common Stock 866239106 166,196 8,415 X X 1 1
SUN COMMUNITIES INC Common Stock 866674104 1,904,043 53,635 X X 1 1
SUN MICROSYSTEMS, INC. Common Stock 866810104 11,857,245 172,156 X X 1 1
SUNGARD DATA SYSTEMS Common Stock 867363103 1,552,500 45,000 X X 1 1
SUN, INC. Common Stock 86764P109 71,303 2,362 X X 1 1
SUNTRUST BANKS INC Common Stock 867914103 564,735 8,133 X X 1 1
SUNSTONE HOTEL INVESTORS INC Common Stock 867933103 105,783 12,445 X X 1 1
SUPERIOR ENERGY SERVICES INC Common Stock 868157108 254,690 50,000 X X 1 1
SUPERVALU INC. Common Stock 868536103 80,420 3,108 X X 1 1
SYLVAN LEARNING SYSTEMS INC Common Stock 871399101 543,750 20,000 X X 1 1
SYNOVUS FINANCIAL CORP Common Stock 87161C105 135,150 6,800 X X 1 1
SYSCO CORP Common Stock 871829107 253,287 8,496 X X 1 1
TJX COMPANIES Common Stock 872540109 907,166 27,232 X X 1 1
TRW, INC Common Stock 872649108 170,606 3,109 X X 1 1
TANDY CORP Common Stock 875382103 234,014 4,788 X X 1 1
TANGER FACTORY Common Stock 875465106 221,000 8,500 X X 1 1
TAUBMAN CENTERS INC. Common Stock 876664103 230,518 17,480 X X 1 1
TEKELEC Common Stock 879101103 243,750 20,000 X X 1 1
TEKTRONIX, INC. Common Stock 879131100 37,916 1,256 X X 1 1
TELEHUB COMMUNICATIONS Common Stock 87942R116 20,960 524 X X 1 1
TELLABS INC. Common Stock 879664100 8,100,474 119,896 X X 1 1
TEMPLE INLAND Common Stock 879868107 99,300 1,447 X X 1 1
TENET HEALTHCARE CORP Common Stock 88033G100 145,252 7,825 X X 1 1
TENNECO INC Common Stock 88037E101 103,618 4,340 X X 1 1
TERYON COMMUNICATION SYS Common Stock 880775101 1,117,500 20,000 X X 1 1
TEXACO, INC. Common Stock 881694103 2,409,422 38,628 X X 1 1
TEXAS INSTRUMENTS Common Stock 882508104 1,427,328 9,912 X X 1 1
TEXAS REGIONAL BANCSHARES-A Common Stock 882673106 2,230,653 82,047 X X 1 1
TEXAS UTILITIES CO.- HLDGS CO. Common Stock 882848104 298,018 7,192 X X 1 1
TEXTRON, INC Common Stock 883203101 331,884 4,032 X X 1 1
THERMO ELECTRON CORP Common Stock 883556102 80,250 4,000 X X 1 1
THOMAS & BETTS CORP Common Stock 884315102 67,615 1,431 X X 1 1
3COM CORP Common Stock 885535104 509,358 19,086 X X 1 1
TIME WARNER, INC. Common Stock 887315109 12,083,929 166,388 X X 1 1
TIMES MIRROR CO. Common Stock 887364107 117,671 1,986 X X 1 1
TIMKEN CO Common Stock 887389104 31,356 1,608 X X 1 1
TOPJOBS.NET Common Stock 890726102 13,906 2,500 X X 1 1
TORCHMARK CORPORATION Common Stock 891027104 123,396 3,616 X X 1 1
TOWN & COUNTRY TRUST Common Stock 892081100 93,576 5,235 X X 1 1
TOYS R US Common Stock 892335100 138,027 6,672 X X 1 1
TRANSAMERICA CORP Common Stock 893485102 248,100 3,308 X X 1 1
TRANSOCEAN OFFSHORE INC Common Stock 893817106 689,273 26,258 X X 1 1
TRIAD HOSPITALS INC Common Stock 89579K109 11,651 863 X X 1 1
TRICON GLOBAL RESTAURANTS Common Stock 895953107 210,113 3,882 X X 1 1
TRIBUNE CO Common Stock 896047107 4,154,991 47,690 X X 1 1
TRINET CORP. REALTY TRUST Common Stock 896287109 226,622 8,185 X X 1 1
TRISTAR AEROSAPCE CO Common Stock 89674L101 1,241,625 150,500 X X 1 1
TRIUMPH GROUP INC Common Stock 896818101 1,202,300 47,149 X X 1 1
TUPPERWARE CORPORATION Common Stock 899896104 38,276 1,501 X X 1 1
TV AZTECA S.A. ADR Common Stock 901145102 376,094 72,500 X X 1 1
TYCO INTERNATIONAL LTD. Common Stock 902124106 4,345,105 45,859 X X 1 1
USX CORP Common Stock 902905827 255,062 7,833 X X 1 1
UST, INC. Common Stock 902911106 137,827 4,702 X X 1 1
US RESTAURANT PROPERTIES Common Stock 902971100 99,875 4,700 X X 1 1
U.S. BANCORP Common Stock 902973106 2,290,893 68,641 X X 1 1
USA NETWORKS INC Common Stock 902984103 401,250 10,000 X X 1 1
USX-U.S. STEEL GROUP Common Stock 90337T101 61,290 2,270 X X 1 1
US SEARCH.COM INC Common Stock 903381101 72,000 9,000 X X 1 1
UNILEVER N.V. ADRS Common Stock 904784709 1,138,878 16,328 X X 1 1
UNICOM Common Stock 904911104 1,728,564 44,825 X X 1 1
UNION CARBIDE CORPORATION Common Stock 905581104 173,306 3,555 X X 1 1
UNION PACIFIC CORP Common Stock 907818108 370,168 6,348 X X 1 1
UNION PACIFIC RESOURCES GROUP Common Stock 907834105 104,596 6,412 X X 1 1
UNION PLANTERS CORP Common Stock 908068109 156,406 3,500 X X 1 1
UNISYS CORP Common Stock 909214108 262,439 6,740 X X 1 1
UNITED AUTO GROUP INC Common Stock 909440109 569,900 55,600 X X 1 1
UNITED DOMINION REALTY TRUST Common Stock 910197102 406,374 34,585 X X 1 1
UNITED HEALTHCARE CORPORATION Common Stock 910581107 306,988 4,902 X X 1 1
UNITED PANAM FINANCIAL CORP Common Stock 911301109 93,925 28,900 X X 1 1
US AIRWAYS GROUP, INC. Common Stock 911905107 98,059 2,251 X X 1 1
U S WEST, INC - NEW Common Stock 91273H101 747,711 12,727 X X 1 1
UTD THERAPEUTICS Common Stock 912923109 237,500 20,000 X X 1 1
UNITED TECHNOLOGIES CORP Common Stock 913017109 1,420,056 19,723 X X 1 1
UNOCAL(FORMERLY UNION OIL CAL) Common Stock 915289102 245,754 6,202 X X 1 1
UNUMPROVIDENT CORP Common Stock 91529Y106 140,640 3,516 X X 1 1
URBAN SHOPPING CENTERS INC. Common Stock 917060105 186,165 5,910 X X 1 1
VF CORP. Common Stock 918204108 4,328,609 101,254 X X 1 1
VIACOM INC Common Stock 925524100 1,051,234 23,824 X X 1 1
VIACOM INC Common Stock 925524308 1,173,216 26,664 X X 1 1
VORNADO REALTY TRUST Common Stock 929042109 984,442 27,878 X X 1 1
VORNADO OPERATING COMPANY Common Stock 92904N103 22,400 2,800 X X 1 1
VULCAN MATERIALS CO Common Stock 929160109 125,450 2,600 X X 1 1
WACHOVIA CORP. Common Stock 929771103 443,727 5,186 X X 1 1
WAL-MART STORES Common Stock 931142103 5,473,480 113,440 X X 1 1
WALDEN RESIDENTIAL PROPS. INC. Common Stock 931210108 129,753 6,035 X X 1 1
WALGREENS CO Common Stock 931422109 5,152,610 175,408 X X 1 1
WARNER-LAMBERT CO Common Stock 934488107 5,731,569 82,916 X X 1 1
WASHINGTON MUTUAL INC Common Stock 939322103 1,665,339 46,829 X X 1 1
WASHINGTON REIT Common Stock 939653101 199,354 11,770 X X 1 1
WASTE INDUSTRIES Common Stock 941058109 446,875 25,000 X X 1 1
WASTE MANAGEMENT, INC (NEW) Common Stock 94106L109 3,043,003 56,614 X X 1 1
WATSCO Common Stock 942622101 186,000 12,000 X X 1 1
WATSCO Common Stock 942622200 1,861,838 113,700 X X 1 1
WATSON PHARMACEUTICALS, INC. Common Stock 942683103 87,656 2,500 X X 1 1
WEEKS CORP. Common Stock 94856P102 198,098 6,495 X X 1 1
WEINGARTEN REALTY TRUST Common Stock 948741103 370,114 8,865 X X 1 1
WELLPOINT HEALTH NETWORKS Common Stock 94973H108 152,775 1,800 X X 1 1
WELLS FARGO & COMPANY Common Stock 949746101 1,791,054 41,896 X X 1 1
WENDY'S INTERNATIONAL Common Stock 950590109 89,918 3,155 X X 1 1
WESTERN INVT REAL ESTATE TR. Common Stock 958468100 65,623 5,645 X X 1 1
WESTFIELD AMERICA INC Common Stock 959910100 366,019 24,300 X X 1 1
WESTVACO CORPORATION Common Stock 961548104 74,211 2,559 X X 1 1
WEYERHAEUSER CO Common Stock 962166104 348,081 5,063 X X 1 1
WHIRLPOOL CORP Common Stock 963320106 145,188 1,962 X X 1 1
WILLAMETTE INDUSTRIES Common Stock 969133107 128,699 2,794 X X 1 1
WILLIAMS COMPANIES, INC. Common Stock 969457100 462,144 10,858 X X 1 1
WINN-DIXIE STORES Common Stock 974280109 141,249 3,824 X X 1 1
WINSTON HOTELS INC. Common Stock 97563A102 56,048 5,435 X X 1 1
WINTRUST FINANCIAL CORP Common Stock 97650W108 655,650 37,200 X X 1 1
WIRELESS TELECOM GROUP, INC. Common Stock 976524108 253,450 109,600 X X 1 1
WITCO CORP Common Stock 977385103 691,250 35,000 X X 1 1
WORTHINGTON INDUSTRIES, INC. Common Stock 981811102 38,201 2,324 X X 1 1
WRIGLEY, (WM) JR. CO. Common Stock 982526105 266,938 2,993 X X 1 1
XEROX CORP Common Stock 984121103 4,449,060 75,328 X X 1 1
YOUNG BROADCASTING CORP -A Common Stock 987434107 1,085,344 25,500 X X 1 1
ZONAGEN INC Common Stock 98975L108 7,622 824 X X 1 1
PLATT MUSIC CORPORATION COMMON Common Stock 990775$08 0 19,186 X X 1 1
DAIMLER-CHRYSLER Common Stock D1668R123 1,780,000 20,000 X X 1 1
ACE LTD Common Stock G0070K103 8,991,467 318,282 X X 1 1
FRUIT OF THE LOOM, INC. Common Stock G3682L105 18,155 1,862 X X 1 1
LASALLE RE Common Stock G5383Q101 20,372,358 1,198,374 X X 1 1
CORE LABORATORIES INC Common Stock N22717107 700,000 50,000 X X 1 1
SUN INTERNATIONAL HOTELS LTD-A Common Stock P8797T133 1,118,750 25,000 X X 1 1
ALLIANCE GAMING CORP Taxable Bonds-Convertible 01859PAG9 149,160 226,000 X X 1 5
ELAN (ATHENA) Taxable Bonds-Convertible 046854AB1 41,900 40,000 X X 1 5
J. BAKER INC Taxable Bonds-Convertible 057232AA8 125,250 150,000 X X 1 5
BUILDING ONE SERVICES CORP Taxable Bonds-Convertible 120114AA1 123,195 129,000 X X 1 5
CKE RESTAURANTS INC Taxable Bonds-Convertible 12561EAB1 829,463 1,095,000 X X 1 5
CALIFORNIA STEEL INDUSTRIES Taxable Bonds-Convertible 13077QAA1 45,766 47,000 X X 1 5
CARSON INC Taxable Bonds-Convertible 145845AB9 224,798 291,000 X X 1 5
REPUBLIC OF COLOMBIA Taxable Bonds-Convertible 195325AN5 258,000 300,000 X X 1 5
REPUBLIC OF COLOMBIA Taxable Bonds-Convertible 195325AR6 206,250 250,000 X X 1 5
CONCENTRA MANAGED CARE, INC. Taxable Bonds-Convertible 20589TAB9 962,625 1,020,000 X X 1 5
ESC MEDICAL SYSTEMS Taxable Bonds-Convertible 269025AA0 365,831 545,000 X X 1 5
ESC MEDICAL SYSTEMS Taxable Bonds-Convertible 269025AB8 214,800 320,000 X X 1 5
EUROTUNNEL TIER 1 Taxable Bonds-Convertible 29880K9W1 21,450 26,000 X X 1 5
GETTY IMAGES, INC Taxable Bonds-Convertible 374276AA1 3,963,938 4,350,000 X X 1 5
HEALTHSOUTH CORP Taxable Bonds-Convertible 421924AD3 1,220,925 1,460,000 X X 1 5
HILTON HOTELS CORP. Taxable Bonds-Convertible 432848AL3 612,563 675,000 X X 1 5
INTEGRATED HEALTH SERV.,INC. Taxable Bonds-Convertible 45812CAE6 685,000 1,000,000 X X 1 5
INTERIM SERVICES, INC. Taxable Bonds-Convertible 45868PAA8 964,738 1,130,000 X X 1 5
JITNEY-JUNGLE STORES Taxable Bonds-Convertible 47758RAA3 55,200 69,000 X X 1 5
KELLSTROM INDUSTRIES Taxable Bonds-Convertible 488035AC0 3,106,250 3,500,000 X X 1 5
KELLSTROM INDUSTRIES Taxable Bonds-Convertible 488035AE6 1,645,000 2,000,000 X X 1 5
LTC PROPERTIES INC Taxable Bonds-Convertible 502175AF9 698,438 750,000 X X 1 5
LOUISIANA CASINO CRUISES Taxable Bonds-Convertible 546214AE7 136,340 136,000 X X 1 5
MRV COMMUNICATIONS INC Taxable Bonds-Convertible 553477AA8 2,040,000 3,000,000 X X 1 5
MASCOTECH INC. Taxable Bonds-Convertible 574670AB1 703,894 865,000 X X 1 5
MEDITRUST CORP Taxable Bonds-Convertible 58501TAC2 6,650,000 7,000,000 X X 1 5
METAL MANAGEMENT Taxable Bonds-Convertible 591097AB6 207,770 263,000 X X 1 5
METROCALL, INC Taxable Bonds-Convertible 591647AE2 53,130 69,000 X X 1 5
MICHAELS STORES INC Taxable Bonds-Convertible 594087AC2 939,313 950,000 X X 1 5
MUTUAL RISK Taxable Bonds-Convertible 628351AA6 713,750 1,000,000 X X 1 5
OFFSHORE LOGISTICS Taxable Bonds-Convertible 676255AF9 797,088 935,000 X X 1 5
ORANGE PLC Taxable Bonds-Convertible 685211AC8 212,055 211,000 X X 1 5
R&B FALCON CORP Taxable Bonds-Convertible 74912EAL5 109,040 116,000 X X 1 5
TFM SA DE CV Taxable Bonds-Convertible 872402AC6 130,125 150,000 X X 1 5
THERMO INSTRUMENT SYSTEMS Taxable Bonds-Convertible 883559AE6 568,163 695,000 X X 1 5
THERMO FIBERTEK INC Taxable Bonds-Convertible 88355WAA3 418,125 500,000 X X 1 5
TV AZTECA S.A. ADR Taxable Bonds-Convertible 901145AF9 187,500 250,000 X X 1 5
UNITED TECHNOLOGIES CORP Taxable Bonds-Convertible 913017AW9 1,955,054 2,000,000 X X 1 5
VLSI TECHNOLOGY INC. Taxable Bonds-Convertible 918270AB5 609,000 600,000 X X 1 5
WATERFORD GAMING LLC Taxable Bonds-Convertible 941388AD2 270,953 273,000 X X 1 5
BONOS DEL TESORO Taxable Bonds-Convertible GG7336199 641,375 700,000 X X 1 5
VENEZUELA-FLIRB Taxable Bonds-Convertible TT3077357 750,495 976,190 X X 1 5
ARGENTINA Taxable Bonds-Convertible TT3106925 124,142 147,000 X X 1 5
DOMINICAN REPUBLIC Taxable Bonds-Convertible TT3149263 152,500 250,000 X X 1 5
POLAND-NON-US GLB REG'D Taxable Bonds-Convertible TT3179690 218,250 300,000 X X 1 5
VIETNAM- Taxable Bonds-Convertible TT3299522 198,000 500,000 X X 1 5
VIETNAM- Taxable Bonds-Convertible TT3299530 141,250 500,000 X X 1 5
THERMO ELECTRON CORP Taxable Bonds-Convertible VV3070842 460,307 515,000 X X 1 5
THERMO FIBERTEK INC Taxable Bonds-Convertible VV3081948 440,000 500,000 X X 1 5
AT&T CAPITAL Preferred Stock-Convertible 00206J308 9,052,020 360,000 X X 1 6
ABN AMRO CAPITAL Preferred Stock-Convertible 00371T206 4,700,000 200,000 X X 1 6
ALABAMA POWER Preferred Stock-Convertible 010392595 4,502,250 200,100 X X 1 6
ALABAMA POWER Preferred Stock-Convertible 010392611 16,143,750 700,000 X X 1 6
ANADARKO PETROLEUM CORP Preferred Stock-Convertible 032511305 13,106,250 150,000 X X 1 6
APACHE CORP. Preferred Stock-Convertible 037411402 3,420,000 40,000 X X 1 6
APPALACHIAN POWER COMPANY Preferred Stock-Convertible 037735792 6,299,908 259,790 X X 1 6
ARMSTRONG WORLD INDUSTRIES INC Preferred Stock-Convertible 042476606 6,136,411 254,359 X X 1 6
BEAR STEARNS COMPANIES, INC. Preferred Stock-Convertible 073902876 12,080,250 273,000 X X 1 6
BOLDER TECHNOLOGIES CORP. Preferred Stock-Convertible 097519912 1,600,000 40,000 X X 1 6
BUDGET GROUP CAPITAL TRUST Preferred Stock-Convertible 119001204 629,950 17,200 X X 1 6
CENDANT CORPORATION Preferred Stock-Convertible 151313301 272,056 7,900 X X 1 6
CENTRAL MAINE POWER Preferred Stock-Convertible 154990113 4,100,000 50,000 X X 1 6
CHASE MANHATTAN NEW Preferred Stock-Convertible 16161A777 2,708,750 55,000 X X 1 6
CITIGROUP INC. Preferred Stock-Convertible 172967507 4,950,000 100,000 X X 1 6
CITIGROUP INC. Preferred Stock-Convertible 172967705 8,274,000 168,000 X X 1 6
COLTEC CAPITAL TRUST Preferred Stock-Convertible 196878201 544,500 12,000 X X 1 6
DETROIT EDISON CO Preferred Stock-Convertible 250847688 3,900,000 160,000 X X 1 6
DETROIT EDISON CO Preferred Stock-Convertible 250847696 1,144,150 46,700 X X 1 6
DILLARD DEPARTMENT STORES Preferred Stock-Convertible 25406P200 8,011,250 340,000 X X 1 6
ENTERPRISE CAPITAL Preferred Stock-Convertible 29390B201 2,281,250 100,000 X X 1 6
FPC CAPITAL I Preferred Stock-Convertible 302552203 4,712,500 200,000 X X 1 6
FELCOR SUITE HOTELS INC. Preferred Stock-Convertible 314305202 609,375 30,000 X X 1 6
FIRST WASHINGTON REALTY TRUST Preferred Stock-Convertible 337489603 147,813 5,000 X X 1 6
FLEETWOOD CAPITAL TRUST Preferred Stock-Convertible 339072407 534,988 12,700 X X 1 6
HECO CAPITAL TRUST II Preferred Stock-Convertible 40415B209 3,087,386 130,683 X X 1 6
HAWAIIAN ELECTRIC IND CAP TR Preferred Stock-Convertible 41987M201 3,298,750 130,000 X X 1 6
HIGHWOOD PROPERTIES INC Preferred Stock-Convertible 431284504 2,418,120 100,755 X X 1 6
HOUSEHOLD INT'L Preferred Stock-Convertible 44180R209 3,452,813 145,000 X X 1 6
IXC COMMUNICATIONS Preferred Stock-Convertible 450713847 14,550 400 X X 1 6
IXC COMMUNICATIONS Preferred Stock-Convertible 450713870 363,750 10,000 X X 1 6
INTERMEDIA COMMUNICATIONS INC Preferred Stock-Convertible 458801834 144,075 5,100 X X 1 6
KAUFMAN & BROAD HOME Preferred Stock-Convertible 486168503 505,375 62,200 X X 1 6
MBNA CORPORATION Preferred Stock-Convertible 55262L308 3,737,825 148,400 X X 1 6
MOTOTOLA CAPITAL Preferred Stock-Convertible 620074203 4,675,000 200,000 X X 1 6
NVP CAPITAL III Preferred Stock-Convertible 62944L201 7,540,432 315,005 X X 1 6
NEW PLAN EXCEL REALTY, INC Preferred Stock-Convertible 648053502 8,662,500 350,000 X X 1 6
PP&L RESOURCES Preferred Stock-Convertible 693498206 2,271,777 90,419 X X 1 6
ROUSE CO Preferred Stock-Convertible 779273309 842,625 21,000 X X 1 6
SALOMON SMITH BARNEY HLDS. INC Preferred Stock-Convertible 784646200 11,136,000 464,000 X X 1 6
SOUTHERN COMPANY Preferred Stock-Convertible 842637209 2,760,000 120,000 X X 1 6
SUIZA FOODS CORP Preferred Stock-Convertible 86507G200 683,100 18,400 X X 1 6
SUNAMERICA Preferred Stock-Convertible 86702N208 3,709,119 145,100 X X 1 6
LORAL SPACE & COMMUNICATIONS Preferred Stock-Convertible G56462149 498,713 9,900 X X 1 6
</TABLE>
