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Previous: AMERICAN HOME PRODUCTS CORP, 10-Q, 1999-08-16 |
Next: AMERICAN SCIENCE & ENGINEERING INC, 10-Q, 1999-08-16 |
<PAGE> 1
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: AMERICAN INTERNATIONAL GROUP, INC.
Address: 70 Pine Street
New York, New York 10270
Form 13F File Number: 28-219
The Institutional Investment Manager filing this report and the person by whom
it is signed 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: Edward E. Matthews
Title: Vice Chairman -- Investments and Financial Services
Phone: (212) 770-5400
Signature, Place, and Date of Signing:
/s/ Edward E. Matthews New York, New York August 16, 1999
- ------------------------------- -------------------------- ---------------
(Signature) (City, State) (Date)
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are
reported in this report.)
[ ] 13F NOTICE. (Check if no holdings reported are in this report, and all
holdings are reported in this report and a portion are reported by other
reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check 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> 2
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
Number of Other Included Managers: 3
Form 13F Information Table Entry Total: 2408
Form 13F Information Table Value Total: $13,873,074 (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.
No. Form 13F File Number Name
- -- -------------------- -------------------------------------
1 28-4637 AIG GLOBAL INVESTMENT CORP.
2 28-2725 SUNAMERICA ASSET MANAGEMENT CORP.
3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL LLC
<PAGE> 3
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<CAPTION>
- --------------------------------------------------------------------------------------------------------------------
TITLE OF CUSIP VALUE SHRS OR SH/PRN
NAME OF ISSUER CLASS (X$1000) PRN AMT
- --------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C>
3COM COM 8855351040 64 2,400 SH
99 CENTS ONLY STORES COM 65440K106 41,306 827,149 SH
A D C TELECOMMUNICATN COM 000886101 9,700 212,900 SH
A. SCHULMAN INC COM 808194104 57 3,300 SH
A.J. GALLAGHER COM 363576109 11,177 225,800 SH
AAR CORP COM 000361105 86 4,800 SH
ABACUS DIRECT CORP COM 002553105 14,924 163,100 SH
ABBEY NATIONAL COM 000445007 269 13,000 SH
ABITIBI-PRICE COM 003924107 1,928 161,675 SH
ABBOTT LABORATORIES COM 002824100 3,004 66,200 SH
ABBOTT LABS COM 002824100 2,563 54,900 SH
ABERCROMBIE & FITCH - CL A COM 002896207 2,554 53,200 SH
ABERCROMBIE & FITCH - CL A COM 002896207 442 9,200 SH
ABERCROMBIE & FITCH - CL A COM 002896207 7,102 77,200 SH
ABR INFORMATION SVCS INC COM 00077R108 207 2,300 SH
ACCREDO HEALTH INC COM 00437V104 10,153 310,000 SH
ACE LTD COM G0070K103 1,182 37,900 SH
ACNIELSEN CORP COM 004833109 148 4,899 SH
ACTION PERFORMANCE COS INC COM 004933107 4,641 154,300 SH
ACUSON CORP COM 005113105 43 2,500 SH
ACXIOM CORP COM 005125109 885 33,400 SH
ADAC LABS COM 005313200 19 1,400 SH
ADAPTEC INC COM 00651F108 457 20,100 SH
ADC TELECOMMUNICATIONS COM 000886101 560 12,300 SH
ADC TELECOMMUNICATIONS COM 000886101 844 17,700 SH
ADELPHIA COMMUNICATIONS CORP COM 006848105 688 10,900 SH
ADOBE SYS INC COM 00724F101 289 5,100 SH
ADOBE SYSTEMS INC COM 00724F101 214 2,600 SH
ADVANCE PARADIGM INC COM 007491103 31,208 511,600 SH
ADVANCED MICRO DEVICES COM 007903107 94 5,200 SH
AEA INVESTORS CLASS B COM 00799H115 1,800 11,250 SH
AES CORP COM 00130H105 401 6,900 SH
AETNA INC COM 008117103 537 6,000 SH
AETNA INC COM 008117103 1,312 16,100 SH
AFFILIATED COMPUTER COM 008190100 98,830 1,952,200 SH
AFFILIATED COMPUTER SVCS INC COM 008190100 791 17,300 SH
AFFILIATED COMPUTER SVCS-A COM 008190100 223 4,400 SH
AFLAC INC COM 001055102 1,682 30,900 SH
AFLAC INC. COM 001055102 8,632 180,300 SH
AGCO CORP COM 001084102 61 5,400 SH
AGL RES INC COM 001204106 89 4,800 SH
AGL RES INC COM 001204106 657 37,400 SH
AGOURON PHARMACEUTICALS INC COM 008488108 136 2,400 SH
AIR EXPRESS INTL CORP COM 009104100 416 27,500 SH
</TABLE>
<TABLE>
<CAPTION>
- -----------------------------------------------------------------------------------------------------------------------------
PUT/CALL INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER DISCRETION MANAGERS SOLE SHARED NONE
- -----------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
3COM DEFINED 1 2,400
99 CENTS ONLY STORES DEFINED 3 809,099 18,050
A D C TELECOMMUNICATN DEFINED 3 176,600 36,300
A. SCHULMAN INC DEFINED 1 3,300
A.J. GALLAGHER DEFINED 1 225,800
AAR CORP DEFINED 2 4,800
ABACUS DIRECT CORP DEFINED 3 159,300 3,800
ABBEY NATIONAL DEFINED 2 13,000
ABITIBI-PRICE DEFINED 1 161,675
ABBOTT LABORATORIES DEFINED 1 66,200
ABBOTT LABS DEFINED 2 54,900
ABERCROMBIE & FITCH - CL A DEFINED 3 50,800 2,400
ABERCROMBIE & FITCH - CL A DEFINED 1 9,200
ABERCROMBIE & FITCH - CL A DEFINED 2 77,200
ABR INFORMATION SVCS INC DEFINED 2 2,300
ACCREDO HEALTH INC DEFINED 3 310,000
ACE LTD DEFINED 2 37,900
ACNIELSEN CORP DEFINED 1 4,899
ACTION PERFORMANCE COS INC DEFINED 2 154,300
ACUSON CORP DEFINED 1 2,500
ACXIOM CORP DEFINED 2 33,400
ADAC LABS DEFINED 2 1,400
ADAPTEC INC DEFINED 2 20,100
ADC TELECOMMUNICATIONS DEFINED 1 12,300
ADC TELECOMMUNICATIONS DEFINED 2 17,700
ADELPHIA COMMUNICATIONS CORP DEFINED 2 10,900
ADOBE SYS INC DEFINED 2 5,100
ADOBE SYSTEMS INC DEFINED 1 2,600
ADVANCE PARADIGM INC DEFINED 3 502,100 9,500
ADVANCED MICRO DEVICES DEFINED 1 5,200
AEA INVESTORS CLASS B DEFINED 1 11,250
AES CORP DEFINED 1 6,900
AETNA INC DEFINED 1 6,000
AETNA INC DEFINED 2 16,100
AFFILIATED COMPUTER DEFINED 3 1,881,800 70,400
AFFILIATED COMPUTER SVCS INC DEFINED 2 17,300
AFFILIATED COMPUTER SVCS-A DEFINED 1 4,400
AFLAC INC DEFINED 2 30,900
AFLAC INC. DEFINED 1 180,300
AGCO CORP DEFINED 1 5,400
AGL RES INC DEFINED 1 4,800
AGL RES INC DEFINED 2 37,400
AGOURON PHARMACEUTICALS INC DEFINED 2 2,400
AIR EXPRESS INTL CORP DEFINED 2 27,500
</TABLE>
Page 1 of 49
<PAGE> 4
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
AIR PRODS + CHEMS INC COM 009158106 4,425 129,191 SH
AIR PRODUCTS COM 009158106 358 8,900 SH
AIRBORNE FGHT CORP COM 009266107 311 10,000 SH
AIRBORNE FREIGHT CORP COM 009266107 100 3,600 SH
AIRGAS INC COM 009363102 70 5,700 SH
AK STEEL HOLDING CORP COM 001547108 104 4,600 SH
AK STL HLDG CORP COM 001547108 505 22,400 SH
ALASKA AIR GROUP COM 011659109 88 2,100 SH
ALASKA AIR GROUP INC COM 011659109 95 2,000 SH
ALBANY INTL CORP COM 012348108 52 2,470 SH
ALBEMARLE CORP COM 012653101 111 4,800 SH
ALBERTO-CULVER CO COM 013068101 59 2,200 SH
ALBERTSON'S INC COM 013104104 16,806 325,943 SH
ALCAN ALUM LTD COM 013716956 45 1,740 SH
ALCAN ALUMINUM LTD COM 013716105 16,383 507,400 SH
ALCOA INC COM 013817101 362 8,800 SH
ALCOA INC. COM 013817101 693 11,200 SH
ALEXANDER BALDWIN COM 014482103 87 3,900 SH
ALIANT COMMUNICATIONS INC COM 016090102 143 3,100 SH
ALKERMES INC COM 01642T108 2,542 93,600 SH
ALLAIRE CORP COM 016714107 2,040 30,000 SH
ALLEGHENY ENERGY INC COM 017361106 337 10,500 SH
ALLEGHENY TELEDYNE INC COM 017415100 166 7,345 SH
ALLEN TELECOM INC COM 018091108 82 13,500 SH
ALLERGAN INC COM 018490102 289 2,600 SH
ALLIANT ENERGY CORP COM 018802108 182 6,400 SH
ALLIED WASTE INDUSTRIES INC COM 019589308 310 15,700 SH
ALLIED WASTE INDUSTRIES INC COM 019589308 2,673 185,125 SH
ALLIED-SIGNAL INC. COM 019512102 18,153 288,150 SH
ALLMERICA FINANCIAL CORP COM 019754100 304 5,000 SH
ALLOY ONLINE INC COM 019855105 6 500 SH
ALLSTATE CORP COM 020002101 30,424 848,050 SH
ALLSTATE CORP COM 020002101 1,831 49,400 SH
ALLTEL CORP COM 020039103 672 9,400 SH
ALLTEL CORP COM 020039103 5,184 83,105 SH
ALPHA INDUSTRIES INC COM 020753109 19 390 SH
ALTERA CORP COM 021441100 655 17,800 SH
ALTERNATIVE LIVING SVCS INC COM 02145K107 3,504 175,200 SH
ALZA COM 022615108 163 3,200 SH
ALZA CORP COM 022615108 1,251 32,700 SH
AMB PPTY CORP COM 00163T109 16,137 686,700 SH
AMBAC FINL GROUP INC COM 023139108 680 12,600 SH
AMBAC INC. COM 023139108 343 6,000 SH
AMCORE FINL INC COM 023912108 186 9,000 SH
AMDOCS LIMITED COM 002256908 796 35,000 SH
AMERADA HESS CORP COM 023551104 214 3,600 SH
AMERADA HESS CORP COM 023551104 21,667 148,470 SH
AMEREN CORPORATION COM 023608102 176 4,580 SH
AMERICA ONLINE INC COM 02364J104 4,290 39,000 SH
AMERICAN AIRLINES COM 001765106 484 7,100 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
AIR PRODS + CHEMS INC DEFINED 2 129,191
AIR PRODUCTS DEFINED 1 8,900
AIRBORNE FGHT CORP DEFINED 2 10,000
AIRBORNE FREIGHT CORP DEFINED 1 3,600
AIRGAS INC DEFINED 1 5,700
AK STEEL HOLDING CORP DEFINED 1 4,600
AK STL HLDG CORP DEFINED 2 22,400
ALASKA AIR GROUP DEFINED 1 2,100
ALASKA AIR GROUP INC DEFINED 2 2,000
ALBANY INTL CORP DEFINED 1 2,470
ALBEMARLE CORP DEFINED 1 4,800
ALBERTO-CULVER CO DEFINED 1 2,200
ALBERTSON'S INC DEFINED 1 325,943
ALCAN ALUM LTD DEFINED 2 1,740
ALCAN ALUMINUM LTD DEFINED 1 507,400
ALCOA INC DEFINED 2 8,800
ALCOA INC. DEFINED 1 11,200
ALEXANDER BALDWIN DEFINED 1 3,900
ALIANT COMMUNICATIONS INC DEFINED 1 3,100
ALKERMES INC DEFINED 2 93,600
ALLAIRE CORP DEFINED 2 30,000
ALLEGHENY ENERGY INC DEFINED 1 10,500
ALLEGHENY TELEDYNE INC DEFINED 1 7,345
ALLEN TELECOM INC DEFINED 2 13,500
ALLERGAN INC DEFINED 1 2,600
ALLIANT ENERGY CORP DEFINED 1 6,400
ALLIED WASTE INDUSTRIES INC DEFINED 1 15,700
ALLIED WASTE INDUSTRIES INC DEFINED 2 185,125
ALLIED-SIGNAL INC. DEFINED 1 288,150
ALLMERICA FINANCIAL CORP DEFINED 1 5,000
ALLOY ONLINE INC DEFINED 1 500
ALLSTATE CORP DEFINED 1 848,050
ALLSTATE CORP DEFINED 2 49,400
ALLTEL CORP DEFINED 1 9,400
ALLTEL CORP DEFINED 2 83,105
ALPHA INDUSTRIES INC DEFINED 2 390
ALTERA CORP DEFINED 1 17,800
ALTERNATIVE LIVING SVCS INC DEFINED 2 175,200
ALZA DEFINED 1 3,200
ALZA CORP DEFINED 2 32,700
AMB PPTY CORP DEFINED 3 561,900 124,800
AMBAC FINL GROUP INC DEFINED 2 12,600
AMBAC INC. DEFINED 1 6,000
AMCORE FINL INC DEFINED 2 9,000
AMDOCS LIMITED DEFINED 1 35,000
AMERADA HESS CORP DEFINED 1 3,600
AMERADA HESS CORP DEFINED 2 148,470
AMEREN CORPORATION DEFINED 1 4,580
AMERICA ONLINE INC DEFINED 1 39,000
AMERICAN AIRLINES DEFINED 1 7,100
</TABLE>
Page 2 of 49
<PAGE> 5
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
AMERICAN BANKERS INS GROUP INC COM 024456204 802 7,600 SH
AMERICAN CELLULAR COMMON STOCK COM 02599C106 357 3,571 SH
AMERICAN ELEC PWR INC COM 025537101 20 500 SH
AMERICAN ELECTRIC POWER COM 025537101 285 7,600 SH
AMERICAN EXPRESS COM 025816109 27,645 212,450 SH
AMERICAN EXPRESS CO COM 025816109 20,250 172,255 SH
AMERICAN FINANCIAL GROUP INC COM 025932104 187 5,500 SH
AMERICAN FINL GROUP INC OHIO COM 025932104 176 5,000 SH
AMERICAN GENERAL CORP COM 026351106 758 10,061 SH
AMERICAN GREEETINGS -CL A COM 026375105 81 2,700 SH
AMERICAN GREETINGS CORP COM 026375105 3,145 123,950 SH
AMERICAN HEALTH PPTYS COM 026494104 4,423 219,800 SH
AMERICAN HERITAGE LIFE INVT COM 026522102 61 2,600 SH
AMERICAN HOME PRODUCTS COM 026609107 18,412 320,900 SH
AMERICAN HOME PRODUCTS CORP COM 026609107 6,225 95,400 SH
AMERICAN INTL GROUP INC COM 026874107 2,760,476 23,543,506 SH
AMERICAN INTL GROUP INC COM 026874107 2,120 17,575 SH
AMERICAN ITALIAN PASTA CO COM 027070101 143 5,700 SH
AMERICAN POWER CONVERSION COM 029066107 326 16,200 SH
AMERICAN PWR CONVERSION CORP COM 029066107 918 34,000 SH
AMERICAN SKIING CORP COMMON COM 029654308 2 371,415 SH
AMERICAN STANDARD COMPANIES COM 029712106 302 6,300 SH
AMERICAN TOWER COM 029912201 52,178 2,174,100 SH
AMERICAN WTR WKS INC COM 030411102 209 6,800 SH
AMERICREDIT CORP COM 03060R101 40,726 2,545,400 SH
AMERIN CORP COM 03070X106 278 13,700 SH
AMERISOURCE HEALTH CORP COM 03071P102 940 27,500 SH
AMERITECH CORPORATION/DEL COM 030954101 3,197 43,500 SH
AMES DEPT STORES INC COM 030789507 16 360 SH
AMES DEPT STORES INC COM 030789507 50,251 1,101,400 SH
AMETEK INC (new) COM 031100100 67 2,900 SH
AMGEN INC COM 031162100 12,343 165,300 SH
AMGEN INC. COM 031162100 1,297 21,300 SH
AMLI RESIDENTIAL PPTYS TR COM 001735109 95 4,600 SH
AMSOUTH BANCORPORATION COM 321651020 139 6,000 SH
ANADARKO PETROLEUM CORP COM 032511107 180 4,900 SH
ANALOG DEVICES INC COM 032654105 693 13,800 SH
ANALOG DEVICES INC COM 032654105 473 15,900 SH
ANDREW CORPRATION COM 034425108 62 3,275 SH
ANHEUSER BUSCH COS INC COM 035229103 4,099 53,800 SH
ANHEUSER-BUSCH COS COM 035229103 13,531 190,750 SH
ANIXTER INTL INC COM 035290105 208 17,400 SH
ANNTAYLOR STORES CORP COM 036115103 433 9,800 SH
ANNUITY AND LIFE RE HLDGS COM G03910109 229 10,000 SH
ANSWERTHINK CONSULTING GROUP COM 036916104 2,940 105,000 SH
ANTEC CORP COM 03664P105 56,543 1,763,517 SH
AON CORP COM 037389103 11,362 275,450 SH
APACHE CORP COM 037411105 135 3,450 SH
APACHE CORP COM 037411105 58 1,475 SH
APACHE CORP COM 037411105 5,737 147,100 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
AMERICAN BANKERS INS GROUP INC DEFINED 2 7,600
AMERICAN CELLULAR COMMON STOCK DEFINED 1 3,571
AMERICAN ELEC PWR INC DEFINED 2 500
AMERICAN ELECTRIC POWER DEFINED 1 7,600
AMERICAN EXPRESS DEFINED 1 212,450
AMERICAN EXPRESS CO DEFINED 2 172,255
AMERICAN FINANCIAL GROUP INC DEFINED 1 5,500
AMERICAN FINL GROUP INC OHIO DEFINED 2 5,000
AMERICAN GENERAL CORP DEFINED 1 10,061
AMERICAN GREEETINGS -CL A DEFINED 1 2,700
AMERICAN GREETINGS CORP DEFINED 2 123,950
AMERICAN HEALTH PPTYS DEFINED 3 180,300 39,500
AMERICAN HERITAGE LIFE INVT DEFINED 2 2,600
AMERICAN HOME PRODUCTS DEFINED 1 320,900
AMERICAN HOME PRODUCTS CORP DEFINED 2 95,400
AMERICAN INTL GROUP INC DEFINED 1 23,543,506
AMERICAN INTL GROUP INC DEFINED 2 17,575
AMERICAN ITALIAN PASTA CO DEFINED 2 5,700
AMERICAN POWER CONVERSION DEFINED 1 16,200
AMERICAN PWR CONVERSION CORP DEFINED 2 34,000
AMERICAN SKIING CORP COMMON DEFINED 2 371,415
AMERICAN STANDARD COMPANIES DEFINED 1 6,300
AMERICAN TOWER DEFINED 3 2,088,300 85,800
AMERICAN WTR WKS INC DEFINED 1 6,800
AMERICREDIT CORP DEFINED 3 2,479,500 65,900
AMERIN CORP DEFINED 2 13,700
AMERISOURCE HEALTH CORP DEFINED 2 27,500
AMERITECH CORPORATION/DEL DEFINED 1 43,500
AMES DEPT STORES INC DEFINED 1 360
AMES DEPT STORES INC DEFINED 3 1,080,200 21,200
AMETEK INC (new) DEFINED 1 2,900
AMGEN INC DEFINED 2 165,300
AMGEN INC. DEFINED 1 21,300
AMLI RESIDENTIAL PPTYS TR DEFINED 2 4,600
AMSOUTH BANCORPORATION DEFINED 1 6,000
ANADARKO PETROLEUM CORP DEFINED 1 4,900
ANALOG DEVICES INC DEFINED 1 13,800
ANALOG DEVICES INC DEFINED 2 15,900
ANDREW CORPRATION DEFINED 1 3,275
ANHEUSER BUSCH COS INC DEFINED 2 53,800
ANHEUSER-BUSCH COS DEFINED 1 190,750
ANIXTER INTL INC DEFINED 2 17,400
ANNTAYLOR STORES CORP DEFINED 2 9,800
ANNUITY AND LIFE RE HLDGS DEFINED 2 10,000
ANSWERTHINK CONSULTING GROUP DEFINED 2 105,000
ANTEC CORP DEFINED 3 1,702,517 61,000
AON CORP DEFINED 1 275,450
APACHE CORP DEFINED 1 3,450
APACHE CORP DEFINED 2 1,475
APACHE CORP DEFINED 3 127,800 19,300
</TABLE>
Page 3 of 49
<PAGE> 6
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
APARTMENT INVT & MGMT COM 03748R101 11,158 261,000 SH
APARTMENT INVT. + MGMT CO COM 03748R101 558 15,400 SH
APOGEE ENTERPRISES INC COM 037598109 166 14,400 SH
APOLLO GROUP INC COM 037604105 189 7,100 SH
APPLE COMPUTER COM 037833100 222 4,800 SH
APPLE COMPUTER COM 037833100 410 11,400 SH
APPLEBEES INTL INC COM 037899101 109 4,400 SH
APPLIED MATERIALS INC COM 038222105 1,056 14,300 SH
APPLIED MATERIALS INC COM 038222105 1,616 26,200 SH
APPLIED MICRO CIRCUITS COM 03822W109 15,356 186,700 SH
APPLIED PWR INC COM 038225108 63 2,300 SH
APRIA HEALTHCARE GROUP COM 037933108 75 4,400 SH
APRIA HEALTHCARE GROUP INC COM 037933108 120 10,100 SH
APTARGROUP INC COM 038336103 187 7,200 SH
ARCHER DANIELS MIDLAND COM 039483102 4,832 313,026 SH
ARCHER DANIELS MIDLAND CO COM 039483102 238 16,200 SH
ARCHSTONE COMM COM 039581103 14,320 652,762 SH
ARCHSTONE COMMUNITIES TRUST COM 039581103 4,388 200,000 SH
ARDEN RLTY GROUP INC COM 039793104 8,446 343,000 SH
ARDEN RLTY INC COM 039793104 65 2,900 SH
ARGONAUT GROUP INC COM 040157109 721 29,000 SH
ARMSTRONG WORLD INDS INS COM 042476101 81 1,400 SH
ARNOLD INDS INC COM 042595108 37 2,400 SH
ARROW ELECTRONICS COM 042735100 152 8,000 SH
ARVIN INDS INC COM 043339100 76 2,000 SH
ASARCO COM 043413103 26 1,400 SH
ASDA GROUP COM 005720008 122 50,000 SH
ASHLAND INC COM 044204105 104 2,600 SH
ASHLAND INC COM 044204105 197 4,800 SH
ASSOCIATED BANC CORP COM 045487105 169 5,300 SH
ASSOCIATED BANC-CORP COM 045487105 218 5,250 SH
ASSOCIATES FIRST CAP CORP COM 046008108 2,056 45,738 SH
ASSOCIATES FIRST CAPITAL CORP COM 046008108 1,164 26,368 SH
ASTORIA FINANCIAL CORP COM 046265104 220 5,000 SH
ASTORIA FINL CORP COM 046265104 178 3,560 SH
ASTRA AB COM 046298105 1,193 52,000 SH
ASTROPOWER INC COM 04644A101 2,935 167,700 SH
AT & T COM 001957109 36,178 648,200 SH
AT + T CORP COM 001957109 21,262 271,394 SH
AT HOME CORP COM 045919107 8,628 54,825 SH
AT&T CORP LIBERTY MEDIA A COM 001957208 2,840 54,719 SH
ATLANTIC RICHFIELD COM 048825103 1,070 12,800 SH
ATLANTIC RICHFIELD CO COM 048825103 781 10,700 SH
ATMEL CRP COM 049513104 223 8,500 SH
AUDIOCODES LTD ORD COM M15342104 3,283 121,600 SH
AURORA FOODS INC COM 05164B106 85 5,200 SH
AUTO BY TEL COM 05275N106 4,000 400,000 SH
AUTOBYTEL INC COM 05275N106 616 14,700 SH
AUTODESK INC. COM 052769106 56 1,900 SH
AUTOMATIC DATA PROCESSING INC COM 053015103 15,655 355,800 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
APARTMENT INVT & MGMT DEFINED 3 216,100 44,900
APARTMENT INVT. + MGMT CO DEFINED 2 15,400
APOGEE ENTERPRISES INC DEFINED 2 14,400
APOLLO GROUP INC DEFINED 1 7,100
APPLE COMPUTER DEFINED 1 4,800
APPLE COMPUTER DEFINED 2 11,400
APPLEBEES INTL INC DEFINED 2 4,400
APPLIED MATERIALS INC DEFINED 1 14,300
APPLIED MATERIALS INC DEFINED 2 26,200
APPLIED MICRO CIRCUITS DEFINED 3 182,300 4,400
APPLIED PWR INC DEFINED 2 2,300
APRIA HEALTHCARE GROUP DEFINED 1 4,400
APRIA HEALTHCARE GROUP INC DEFINED 2 10,100
APTARGROUP INC DEFINED 2 7,200
ARCHER DANIELS MIDLAND DEFINED 1 313,026
ARCHER DANIELS MIDLAND CO DEFINED 2 16,200
ARCHSTONE COMM DEFINED 3 536,649 116,113
ARCHSTONE COMMUNITIES TRUST DEFINED 1 200,000
ARDEN RLTY GROUP INC DEFINED 3 284,600 58,400
ARDEN RLTY INC DEFINED 2 2,900
ARGONAUT GROUP INC DEFINED 2 29,000
ARMSTRONG WORLD INDS INS DEFINED 1 1,400
ARNOLD INDS INC DEFINED 1 2,400
ARROW ELECTRONICS DEFINED 1 8,000
ARVIN INDS INC DEFINED 1 2,000
ASARCO DEFINED 1 1,400
ASDA GROUP DEFINED 2 50,000
ASHLAND INC DEFINED 1 2,600
ASHLAND INC DEFINED 2 4,800
ASSOCIATED BANC CORP DEFINED 2 5,300
ASSOCIATED BANC-CORP DEFINED 1 5,250
ASSOCIATES FIRST CAP CORP DEFINED 2 45,738
ASSOCIATES FIRST CAPITAL CORP DEFINED 1 26,368
ASTORIA FINANCIAL CORP DEFINED 1 5,000
ASTORIA FINL CORP DEFINED 2 3,560
ASTRA AB DEFINED 2 52,000
ASTROPOWER INC DEFINED 3 167,700
AT & T DEFINED 1 648,200
AT + T CORP DEFINED 2 271,394
AT HOME CORP DEFINED 2 54,825
AT&T CORP LIBERTY MEDIA A DEFINED 2 54,719
ATLANTIC RICHFIELD DEFINED 1 12,800
ATLANTIC RICHFIELD CO DEFINED 2 10,700
ATMEL CRP DEFINED 1 8,500
AUDIOCODES LTD ORD DEFINED 3 115,200 6,400
AURORA FOODS INC DEFINED 2 5,200
AUTO BY TEL DEFINED 1 400,000
AUTOBYTEL INC DEFINED 2 14,700
AUTODESK INC. DEFINED 1 1,900
AUTOMATIC DATA PROCESSING INC DEFINED 1 355,800
</TABLE>
Page 4 of 49
<PAGE> 7
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
AUTOMATIC DATA PROCESSING INC COM 053015103 9,930 240,000 SH
AUTOZONE INC COM 053332102 178 5,900 SH
AUTOZONE INC COM 053332102 945 31,100 SH
AVALONBAY COMM COM 053484101 16,979 458,898 SH
AVERY DENNISON CORP. COM 053611109 248 4,100 SH
AVISTA CORP COM 05379B503 1,028 60,000 SH
AVNET INC. COM 053807103 172 3,700 SH
AVON PRODUCTS COM 054303102 566 10,200 SH
AVT CORP COM 002420107 742 31,100 SH
AXIOM SYSTEMS COM 054607106 6 5,025 SH
AXOGEN LTD COM G0690R108 6,275 200,000 SH
BAKER HUGHES INC COM 057224107 938 38,600 SH
BAKER HUGHES INC. COM 057224107 418 12,470 SH
BALL CORP COM 058498106 46 1100 SH
BANC ONE CORP COM 06423A103 18,387 308,700 SH
BANCO DE A EDWARDS - ADR COM 059504100 568 39,200 SH
BANCO DE GALICIA Y BUENOS AIRE COM 059538207 15 909 SH
BANCO FRANCES ADR COM 059591107 501 27,500 SH
BANCO FRANCES DEL RIO LA PLATA COM 059591107 10 560 SH
BANCO GANADERO SA - ADR CVT 059594507 81 10,500 SH
BANCO LATINOAMERICANO DE EXP COM P16994132 624 24,000 SH
BANCO RIO DE LA PLATA - ADR COM 059644104 278 29,300 SH
BANCWEST CORP NEW COM 059790105 123 2,900 SH
BANDAG INC COM 059815100 66 1,900 SH
BANK COMM SAN DIEGO CALIF COM 061589107 78 3,900 SH
BANK NEW YORK INC COM 064057102 4,589 127,680 SH
BANK OF IRELAND COM 407617000 581 27,700 SH
BANK OF MONTREAL COM 063671101 9,500 254,700 SH
BANK OF NEW YORK COM 064057102 1,376 37,500 SH
BANK ONE CORP COM 06423A103 3,924 70,539 SH
BANK ONE CORP COM 06423A103 514 8,622 SH
BANK UNITED CORP. COM 065412108 47,835 1,190,302 SH
BANK UTD CORP COM 065412108 28,200 701,700 SH
BANKAMERICA CORP NEW COM 06605F102 4,130 58,480 SH
BANKAMERICA CORPORATION COM 060505104 29,744 405,719 SH
BANKBOSTON CORP COM 06605R106 134 3,100 SH
BANKBOSTON CORP. COM 06605R106 568 11,100 SH
BANK OF MONTREAL COM 063671101 2,576 72,650 SH
BANTA CORP COM 066821109 57 2,700 SH
BANTA CORP COM 066821109 439 23,100 SH
BARCLAYS COM 007820004 487 16,900 SH
BARD C R INC COM 067383109 2,018 40,000 SH
BARD(C.R.) COM 067383109 19 400 SH
BARNES & NOBLE INC. COM 067774109 153 5,600 SH
BARNETT INC COM 068062108 94 10,900 SH
BARR LABS INC COM 068306109 40 1,300 SH
BARRETT RES CORP COM 068480201 566 22,600 SH
BARRICK GOLD CORP. COM 067901108 1,487 79,035 SH
BASSETT FURNITURE INDS INC COM 070203104 138 6,400 SH
BATTLE MTN GOLD CO COM 071593107 22 9,000 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
AUTOMATIC DATA PROCESSING INC DEFINED 2 240,000
AUTOZONE INC DEFINED 1 5,900
AUTOZONE INC DEFINED 2 31,100
AVALONBAY COMM DEFINED 3 388,785 70,113
AVERY DENNISON CORP. DEFINED 1 4,100
AVISTA CORP DEFINED 2 60,000
AVNET INC. DEFINED 1 3,700
AVON PRODUCTS DEFINED 1 10,200
AVT CORP DEFINED 2 31,100
AXIOM SYSTEMS DEFINED 1 5,025
AXOGEN LTD DEFINED 1 200,000
BAKER HUGHES INC DEFINED 2 38,600
BAKER HUGHES INC. DEFINED 1 12,470
BALL CORP DEFINED 1 1,100
BANC ONE CORP DEFINED 1 308,700
BANCO DE A EDWARDS - ADR DEFINED 1 39,200
BANCO DE GALICIA Y BUENOS AIRE DEFINED 2 909
BANCO FRANCES ADR DEFINED 1 27,500
BANCO FRANCES DEL RIO LA PLATA DEFINED 2 560
BANCO GANADERO SA - ADR DEFINED 1 10,500
BANCO LATINOAMERICANO DE EXP DEFINED 2 24,000
BANCO RIO DE LA PLATA - ADR DEFINED 1 29,300
BANCWEST CORP NEW DEFINED 2 2,900
BANDAG INC DEFINED 1 1,900
BANK COMM SAN DIEGO CALIF DEFINED 2 3,900
BANK NEW YORK INC DEFINED 2 127,680
BANK OF IRELAND DEFINED 2 27,700
BANK OF MONTREAL DEFINED 1 254,700
BANK OF NEW YORK DEFINED 1 37,500
BANK ONE CORP DEFINED 2 70,539
BANK ONE CORP DEFINED 1 8,622
BANK UNITED CORP. DEFINED 1 1,190,302
BANK UTD CORP DEFINED 3 687,000 14,700
BANKAMERICA CORP NEW DEFINED 2 58,480
BANKAMERICA CORPORATION DEFINED 1 405,719
BANKBOSTON CORP DEFINED 2 3,100
BANKBOSTON CORP. DEFINED 1 11,100
BANK OF MONTREAL DEFINED 1 72,650
BANTA CORP DEFINED 1 2,700
BANTA CORP DEFINED 2 23,100
BARCLAYS DEFINED 2 16,900
BARD C R INC DEFINED 2 40,000
BARD(C.R.) DEFINED 1 400
BARNES & NOBLE INC. DEFINED 1 5,600
BARNETT INC DEFINED 2 10,900
BARR LABS INC DEFINED 2 1,300
BARRETT RES CORP DEFINED 2 22,600
BARRICK GOLD CORP. DEFINED 1 79,035
BASSETT FURNITURE INDS INC DEFINED 2 6,400
BATTLE MTN GOLD CO DEFINED 1 9,000
</TABLE>
Page 5 of 49
<PAGE> 8
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
BAUSCH & LOMB COM 071707103 153 2,000 SH
BAXTER INTERNATIONAL INC. COM 071813109 6,117 100,900 SH
BAXTER INTL INC COM 071813109 1,676 25,400 SH
BB&T CORPORATION COM 054937107 404 11,000 SH
BCE INC COM 05534B109 10,212 211,530 SH
BE AEROSPACE INC COM 073302101 239 16,300 SH
BEAR STEARNS COM 073902108 207 4,430 SH
BEAR STEARNS COS INC COM 073902108 469 10,500 SH
BECKMAN COULTER INC COM 075811109 122 2,500 SH
BECTON DICKINSON & CO COM 075887109 309 10,300 SH
BECTON DICKINSON + CO COM 075887109 1,023 26,700 SH
BED BATH & BEYOND COM 075896100 4,570 118,700 SH
BED BATH + BEYOND INC COM 075896100 136 3,700 SH
BED BATH AND BEYOND COM 075896100 454 11,800 SH
BEDFORD PPTY INVS COM 076446301 3,375 188,800 SH
BEDFORD PPTY INVS INC COM 076446301 70 6,100 SH
BELCO OIL + GAS CORP COM 077410207 488 31,000 SH
BELDEN INC COM 077459105 119 7,000 SH
BELL + HOWELL CO NEW COM 077852101 196 6,700 SH
BELL ATLANTIC COM 077853109 4,456 68,160 SH
BELL ATLANTIC CORP COM 077853109 1,091 21,100 SH
BELL CANADA INTERNATIONAL INC. COM 077914109 505 40,000 SH
BELLSOUTH CORP COM 079860102 3,510 76,100 SH
BELO A H CORP DEL COM 080555105 217 10,800 SH
BEMIS CO. COM 081437105 80 2,000 SH
BEMIS INC COM 081437105 5,739 184,758 SH
BEN + JERRYS HOMEMADE INC COM 081465106 722 25,900 SH
BENCHMARK ELECTRS INC COM 08160H101 106 3,531 SH
BERGEN BRUNSWIG CORP COM 083739102 198 11,450 SH
BERGEN BRUNSWIG CORP COM 083739102 438 21,900 SH
BERINGER WINE ESTATES HLDGS COM 084102102 1,004 27,900 SH
BERKLEY W R CORP COM 084423102 102 4,150 SH
BERKLEY, W.R. COM 084423102 1,650 66,000 SH
BERKSHIRE HATHAWAY INC COM 084670207 447 191 SH
BERKSHIRE HATHAWAY INC DEL COM 084670108 4,855 68 SH
BERKSHIRE HATHWAY INC COM 084990308 971 10,000 SH
BEST BUY CO INC COM 086516101 603 11,600 SH
BEST BUY INC COM 086516101 1,161 17,200 SH
BEST FOODS INC COM 08658U101 629 12,700 SH
BESTFOODS COM 08658U101 4,945 105,217 SH
BETHELEM STEEL CORP COM 087509105 36 4,700 SH
BEVERLY ENTERPRISES INC (new) COM 087851309 73 9,000 SH
BEYOND COM CORP COM 08860E101 1,359 51,900 SH
BG COM 015421902 96 16,294 SH
BIOGEN COM 090597105 810 12,600 SH
BIOGEN INC COM 090597105 8,538 74,700 SH
BIOMET INC COM 090613100 183 4,600 SH
BISYS GROUP INC COM 055472104 1,670 29,700 SH
BJ SVCS CO COM 055482103 188 6,400 SH
BJ SVCS CO COM 055482103 4,645 198,200 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
BAUSCH & LOMB DEFINED 1 2,000
BAXTER INTERNATIONAL INC. DEFINED 1 100,900
BAXTER INTL INC DEFINED 2 25,400
BB&T CORPORATION DEFINED 1 11,000
BCE INC DEFINED 1 211,530
BE AEROSPACE INC DEFINED 2 16,300
BEAR STEARNS DEFINED 1 4,430
BEAR STEARNS COS INC DEFINED 2 10,500
BECKMAN COULTER INC DEFINED 1 2,500
BECTON DICKINSON & CO DEFINED 1 10,300
BECTON DICKINSON + CO DEFINED 2 26,700
BED BATH & BEYOND DEFINED 3 87,400 31,300
BED BATH + BEYOND INC DEFINED 2 3,700
BED BATH AND BEYOND DEFINED 1 11,800
BEDFORD PPTY INVS DEFINED 3 154,700 34,100
BEDFORD PPTY INVS INC DEFINED 2 6,100
BELCO OIL + GAS CORP DEFINED 2 31,000
BELDEN INC DEFINED 2 7,000
BELL + HOWELL CO NEW DEFINED 2 6,700
BELL ATLANTIC DEFINED 1 68,160
BELL ATLANTIC CORP DEFINED 2 21,100
BELL CANADA INTERNATIONAL INC. DEFINED 1 40,000
BELLSOUTH CORP DEFINED 1 76,100
BELO A H CORP DEL DEFINED 1 10,800
BEMIS CO. DEFINED 1 2,000
BEMIS INC DEFINED 2 184,758
BEN + JERRYS HOMEMADE INC DEFINED 2 25,900
BENCHMARK ELECTRS INC DEFINED 2 3,531
BERGEN BRUNSWIG CORP DEFINED 1 11,450
BERGEN BRUNSWIG CORP DEFINED 2 21,900
BERINGER WINE ESTATES HLDGS DEFINED 2 27,900
BERKLEY W R CORP DEFINED 2 4,150
BERKLEY, W.R. DEFINED 1 66,000
BERKSHIRE HATHAWAY INC DEFINED 2 191
BERKSHIRE HATHAWAY INC DEL DEFINED 2 68
BERKSHIRE HATHWAY INC DEFINED 1 10,000
BEST BUY CO INC DEFINED 2 11,600
BEST BUY INC DEFINED 1 17,200
BEST FOODS INC DEFINED 1 12,700
BESTFOODS DEFINED 2 105,217
BETHELEM STEEL CORP DEFINED 1 4,700
BEVERLY ENTERPRISES INC (new) DEFINED 1 9,000
BEYOND COM CORP DEFINED 2 51,900
BG DEFINED 2 16,294
BIOGEN DEFINED 1 12,600
BIOGEN INC DEFINED 2 74,700
BIOMET INC DEFINED 1 4,600
BISYS GROUP INC DEFINED 2 29,700
BJ SVCS CO DEFINED 1 6,400
BJ SVCS CO DEFINED 2 198,200
</TABLE>
Page 6 of 49
<PAGE> 9
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
BJS WHOLESALE CLUB COM 05548J106 37,320 1,241,400 SH
BJ'S WHOLESALE CLUB INC COM 05548J106 180 6,000 SH
BJS WHSL CLUB INC COM 05548J106 788 29,800 SH
BLACK & DECKER CORP COM 091797100 227 3,600 SH
BLACK BOX CORP COM 091826107 550 17,800 SH
BLACK HILLS CORP COM 092113109 45 1,950 SH
BLANCH E W HLDGS INC COM 093210102 184 3,500 SH
BLOCK H & R INC COM 0936711052 800 16000 SH
BMC SOFTWARE COM 055921100 502 9,300 SH
BMC SOFTWARE INC COM 055921100 990 26,700 SH
BOARDWALK EQUITIES INC COM 096613104 7 800 SH
BOB EVANS FARMS INC COM 096761101 74 3,700 SH
BOB EVANS FARMS INC COM 096761101 161 8,100 SH
BOEING CO COM 097023105 1,411 37,690 SH
BOEING CO. COM 097023105 1,620 36,826 SH
BOISE CASCADE CORP COM 097383103 86 2,000 SH
BORDERS GROUP INC COM 099709107 101 6,400 SH
BORDERS GROUP INC COM 099709107 203 14,400 SH
BORG WARNER AUTOMOTIVE INC COM 099724106 306 6,400 SH
BORG-WARNER AUTOMOTIVE INC COM 099724106 110 2,000 SH
BOSTON SCIENTIFIC COM 101137107 633 14,400 SH
BOSTON SCIENTIFIC CORP COM 101137107 933 23,000 SH
BOWATER INC COM 102183100 232 4,900 SH
BOWATER INC COM 102183100 83 2,100 SH
BOWNE + CO INC COM 103043105 141 12,100 SH
BOYDS COLLECTION LTD COM 103354106 427 23,700 SH
BP AMOCO PLC COM 055622104 1,319 12,684 SH
BRADLEY REAL ESTATE COM 104580105 4,324 208,400 SH
BRADLEY REAL ESTATE INC COM 104580105 4,140 199,500 SH
BRADLEY REAL ESTATE INC COM 104580105 78 4,300 SH
BRANDYWINE RLTY COM 105368203 6,613 333,800 SH
BRANDYWINE RLTY TR COM 105368203 86 5,300 SH
BRASIL DISTR PAO ACU-SP ADR COM 20440T201 663 35,500 SH
BRE PROPERTIES COM 05564E106 4,264 164,000 SH
BRIGGS & STRATTON COM 109043109 52 900 SH
BRIGGS + STRATTON CORP COM 109043109 44 900 SH
BRIGHT HORIZON FAMILY COM 109195107 28,242 1,496,280 SH
BRIGHTSTAR INFORMATION COM 10947N104 119 31,000 SH
BRINKER INTERNATIONAL INC COM 109641100 149 5,400 SH
BRINKER INTL INC COM 109641100 17,149 623,600 SH
BRISTOL HOTEL COM 110041100 369 49,200 SH
BRISTOL MYERS SQUIBB COM 110122108 19,906 282,600 SH
BRISTOL MYERS SQUIBB COM 110122108 6,208 96,260 SH
BROADCOM CORP COM 111320107 486 7,900 SH
BROADVISION INC COM 111412102 4,626 77,400 SH
BROWN AND BROWN COM 115236101 4,452 117,150 SH
BROWN GROUP INC COM 115736100 9,657 444,000 SH
BROWN-FORMAN CORP CL B COM 115637209 163 2,500 SH
BROWNING FERRIS INDS INC COM 115885105 490 12,700 SH
BROWNING FERRIS INDUSTRIES COM 115885105 344 8,000 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
BJS WHOLESALE CLUB DEFINED 3 1,180,900 60,500
BJ'S WHOLESALE CLUB INC DEFINED 1 6,000
BJS WHSL CLUB INC DEFINED 2 29,800
BLACK & DECKER CORP DEFINED 1 3,600
BLACK BOX CORP DEFINED 2 17,800
BLACK HILLS CORP DEFINED 1 1,950
BLANCH E W HLDGS INC DEFINED 2 3,500
BLOCK H & R INC DEFINED 1 16,000
BMC SOFTWARE DEFINED 1 9,300
BMC SOFTWARE INC DEFINED 2 26,700
BOARDWALK EQUITIES INC DEFINED 2 800
BOB EVANS FARMS INC DEFINED 1 3,700
BOB EVANS FARMS INC DEFINED 2 8,100
BOEING CO DEFINED 2 37,690
BOEING CO. DEFINED 1 36,826
BOISE CASCADE CORP DEFINED 1 2,000
BORDERS GROUP INC DEFINED 1 6,400
BORDERS GROUP INC DEFINED 2 14,400
BORG WARNER AUTOMOTIVE INC DEFINED 2 6,400
BORG-WARNER AUTOMOTIVE INC DEFINED 1 2,000
BOSTON SCIENTIFIC DEFINED 1 14,400
BOSTON SCIENTIFIC CORP DEFINED 2 23,000
BOWATER INC DEFINED 1 4,900
BOWATER INC DEFINED 2 2,100
BOWNE + CO INC DEFINED 2 12,100
BOYDS COLLECTION LTD DEFINED 2 23,700
BP AMOCO PLC DEFINED 2 12,684
BRADLEY REAL ESTATE DEFINED 3 172,000 36,400
BRADLEY REAL ESTATE INC DEFINED 1 199,500
BRADLEY REAL ESTATE INC DEFINED 2 4,300
BRANDYWINE RLTY DEFINED 3 275,500 58,300
BRANDYWINE RLTY TR DEFINED 2 5,300
BRASIL DISTR PAO ACU-SP ADR DEFINED 1 35,500
BRE PROPERTIES DEFINED 3 134,900 29,100
BRIGGS & STRATTON DEFINED 1 900
BRIGGS + STRATTON CORP DEFINED 2 900
BRIGHT HORIZON FAMILY DEFINED 3 1,496,280
BRIGHTSTAR INFORMATION DEFINED 2 31,000
BRINKER INTERNATIONAL INC DEFINED 1 5,400
BRINKER INTL INC DEFINED 3 582,800 40,800
BRISTOL HOTEL DEFINED 3 49,200
BRISTOL MYERS SQUIBB DEFINED 1 282,600
BRISTOL MYERS SQUIBB DEFINED 2 96,260
BROADCOM CORP DEFINED 2 7,900
BROADVISION INC DEFINED 2 77,400
BROWN AND BROWN DEFINED 1 117,150
BROWN GROUP INC DEFINED 3 444,000
BROWN-FORMAN CORP CL B DEFINED 1 2,500
BROWNING FERRIS INDS INC DEFINED 2 12,700
BROWNING FERRIS INDUSTRIES DEFINED 1 8,000
</TABLE>
Page 7 of 49
<PAGE> 10
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
BRUNSWICK CORP COM 117043109 98 3,500 SH
BRUNSWICK CORP COM 117043109 135 7,100 SH
BUDGET GROUP INC COM 119003101 1,611 130,874 SH
BUDGET GROUP INC COM 119003101 98 8,000 SH
BUFFETS INC COM 119882108 47 4,100 SH
BURLINGTON INDUSTRIES EQUITY INC COM 121693105 50 5,400 SH
BURLINGTON NORTHERN SANTA FE COM 12189T104 564 18,310 SH
BURLINGTON NORTHN SANTA FE COM 12189T104 4,241 129,000 SH
BURLINGTON RES INC COM 122014103 192 4,800 SH
BURLINGTON RESOURCES COM 122014103 286 6,624 SH
BURNHAM PAC PPTYS COM 12232C108 4,079 331,300 SH
BURR BROWN COM 122574106 618 26,300 SH
BUSH BOAKE ALLEN INC COM 123162109 275 10,000 SH
C D I CORP COM 125071100 106 4,400 SH
C H ROBINSON WORLDWIDE COM 12541W100 732 28,900 SH
C.R. BARD COM 067383109 77 1,600 SH
CABLE + WIRELESS COM 016255903 378 30,334 SH
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 132 12,000 SH
CABLETRON SYSTEMS INC COM 126920107 77 5,900 SH
CABLEVISION SYS CORP COM 12686C109 4,249 57,320 SH
CABOT CORP COM 127055101 150 6,200 SH
CADBURY SCHWEPPES COM 016124000 302 21,000 SH
CADENCE DESIGN SYSTEMS INC. COM 127387108 274 21,700 SH
CALIBER LEARNING NETWORK INC COM 129914107 147 37,700 SH
CALLAWAY GOLF CO COM 131193104 89 6,100 SH
CALPINE CORP COM 131347106 215 5,900 SH
CAMBRIDGE TECH PARTNERS INC COM 132524109 88 5,000 SH
CAMBRIDGE TECHNOLOGY PARNERS M COM 132524109 1,388 100,000 SH
CAMBRIDGE TECHNOLOGY PARNERS M COM 132524109 339 24,400 SH
CAMDEN PPTY COM 133131102 11,935 430,100 SH
CAMDEN PROPERTY TRUST COM 133131102 4,579 165,000 SH
CAMPBELL SOUP COMPANY COM 134429109 844 18,200 SH
CANADIAN NATL RY CO COM 136375102 139 2,500 SH
CANADIAN PACIFIC COM 135923100 1,435 62,400 SH
CANANDAIGUA WINE INC COM 137219200 70 1,400 SH
CANDLEWOOD HTL COM 13741M108 1,495 398,700 SH
CAPITAL ONE FINANCIAL CORP COM 14040H105 373 6,700 SH
CAPITAL ONE FINL CORP COM 14040H105 12,609 83,500 SH
CAPITAL RE CORP COM 140432105 79 4,600 SH
CAPITOL TRANSAMERICA CORP COM 140640103 1,601 120,800 SH
CAPSTAR BROADCASTING COM 14067g105 3,301 120,600 SH
CAPTEC NET LEASE RLTY COM 140724105 6,005 442,800 SH
CARAUSTAR INDS INC COM 140909102 80 3,500 SH
CARDIAC SCIENCE INC. COM 141410209 2 578 SH
CARDINAL HEALTH INC COM 14149Y108 616 9,600 SH
CARDINAL HEALTH INC COM 14149Y108 9,900 150,000 SH
CAREER ED CORP COM 141665109 1,731 50,000 SH
CARLISLE COS INC COM 142339100 130 2,700 SH
CARLISLE COS INC COM 142339100 173 3,700 SH
CARNIVAL CORP COM 143658102 7,006 144,275 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
BRUNSWICK CORP DEFINED 1 3,500
BRUNSWICK CORP DEFINED 2 7,100
BUDGET GROUP INC DEFINED 1 130,874
BUDGET GROUP INC DEFINED 2 8,000
BUFFETS INC DEFINED 1 4,100
BURLINGTON INDUSTRIES EQUITY INC DEFINED 1 5,400
BURLINGTON NORTHERN SANTA FE DEFINED 1 18,310
BURLINGTON NORTHN SANTA FE DEFINED 2 129,000
BURLINGTON RES INC DEFINED 2 4,800
BURLINGTON RESOURCES DEFINED 1 6,624
BURNHAM PAC PPTYS DEFINED 3 273,400 57,900
BURR BROWN DEFINED 2 26,300
BUSH BOAKE ALLEN INC DEFINED 2 10,000
C D I CORP DEFINED 2 4,400
C H ROBINSON WORLDWIDE DEFINED 2 28,900
C.R. BARD DEFINED 1 1,600
CABLE + WIRELESS DEFINED 2 30,334
CABLE DESIGN TECHNOLOGIES CORP DEFINED 2 12,000
CABLETRON SYSTEMS INC DEFINED 1 5,900
CABLEVISION SYS CORP DEFINED 2 57,320
CABOT CORP DEFINED 1 6,200
CADBURY SCHWEPPES DEFINED 2 21,000
CADENCE DESIGN SYSTEMS INC. DEFINED 1 21,700
CALIBER LEARNING NETWORK INC DEFINED 2 37,700
CALLAWAY GOLF CO DEFINED 1 6,100
CALPINE CORP DEFINED 2 5,900
CAMBRIDGE TECH PARTNERS INC DEFINED 1 5,000
CAMBRIDGE TECHNOLOGY PARNERS M DEFINED 2 100,000
CAMBRIDGE TECHNOLOGY PARNERS M DEFINED 2 24,400
CAMDEN PPTY DEFINED 3 353,500 76,600
CAMDEN PROPERTY TRUST DEFINED 1 165,000
CAMPBELL SOUP COMPANY DEFINED 1 18,200
CANADIAN NATL RY CO DEFINED 2 2,500
CANADIAN PACIFIC DEFINED 1 62,400
CANANDAIGUA WINE INC DEFINED 2 1,400
CANDLEWOOD HTL DEFINED 3 320,200 78,500
CAPITAL ONE FINANCIAL CORP DEFINED 1 6,700
CAPITAL ONE FINL CORP DEFINED 2 83,500
CAPITAL RE CORP DEFINED 2 4,600
CAPITOL TRANSAMERICA CORP DEFINED 1 120,800
CAPSTAR BROADCASTING DEFINED 3 96,000 24,600
CAPTEC NET LEASE RLTY DEFINED 3 370,700 72,100
CARAUSTAR INDS INC DEFINED 2 3,500
CARDIAC SCIENCE INC. DEFINED 1 578
CARDINAL HEALTH INC DEFINED 1 9,600
CARDINAL HEALTH INC DEFINED 2 150,000
CAREER ED CORP DEFINED 2 50,000
CARLISLE COS INC DEFINED 1 2,700
CARLISLE COS INC DEFINED 2 3,700
CARNIVAL CORP DEFINED 2 144,275
</TABLE>
Page 8 of 49
<PAGE> 11
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
CARNIVAL CORP CLASS A COM 143658102 1,130 23,300 SH
CAROLINA POWER AND LIGHT COM 144141108 253 5,900 SH
CARPENTER TECHNOLOGY COM 144285103 49 1,700 SH
CARPENTER TECHNOLOGY CORP COM 144285103 493 19,000 SH
CARRAMERICA REALTY COM 144418100 12,238 489,500 SH
CARRIAGE SVCS INC COM 143905107 1,187 63,500 SH
CARTER WALLACE INC COM 146285101 64 3,500 SH
CASCADE NAT GAS CORP COM 147339105 363 24,300 SH
CASE CORP COM 14743R103 149 3,100 SH
CATALINA MARKETING CORP COM 148867104 1,718 20,000 SH
CATAPULT COMMUNICATIONS CORP COM 149016107 69 5,000 SH
CATELLUS DEV CORP COM 149111106 115 8,600 SH
CATERPILLAR INC COM 149123101 4,993 108,689 SH
CATERPILLAR INC. COM 149123101 918 15,300 SH
CB RICHARD ELLIS SVCS INC COM 12489L108 450 27,300 SH
CBL + ASSOC PPTYS INC COM 124830100 88 3,800 SH
CBRL GROUP INC COM 12489V106 92 5,300 SH
CBRL GROUP INC COM 12489V106 108 6,000 SH
CBS CORP COM 12490K107 7,892 192,700 SH
CBS CORPORATION COM 12490K107 1,167 26,800 SH
CBT GROUP PUB LTD COM 124853300 29 2,527 SH
CCB FINANCIAL CORP COM 124875105 185 3,500 SH
CCB FINL CORP COM 124875105 487 9,000 SH
CCC INFORMATION SERVICE GROUP INC COM 12487Q109 1,545 120,000 SH
CELLSTAR CORP COM 150925105 138 13,300 SH
CEMENTOS DIAMANTE S.A. - ADR COM 151261104 119 9,600 SH
CEMIG-ENERGETICA DE MINAS GERAIS-ADR COM 2044096012 1,066 51,090 SH
CENDANT CORP COM 151313103 7 324 SH
CENDANT CORPORATION COM 151313103 642 31,318 SH
CENTERPOINT PPTYS TR COM 151895109 72 2,300 SH
CENTERPOINT PPTYS TR COM 151895109 3 100 SH
CENTEX CORP COM 152312104 75 2,000 SH
CENTOCOR INC COM 152342101 654 17,700 SH
CENTOCOR INC. COM 152342101 280 6,000 SH
CENTRAIS ELEC BRAS-SP ADR CM COM 15234Q207 401 42,400 SH
CENTRAL + SOUTH WEST CORP COM 152357109 117 5,000 SH
CENTRAL AND SOUTHWEST CORP COM 152357109 192 8,200 SH
CENTRAL EUROPEAN MEDIA ENT LTD COM G20045103 466 37,300 SH
CENTRAL GARDEN + PET CO COM 153527106 597 35,400 SH
CENTURY TEL ENTERPRISES INC COM 156686107 4,229 60,200 SH
CENTURYTEL INC COM 156700106 239 6,000 SH
CERIDIAN CORP COM 15677T106 193 5,900 SH
CHAMPION INTERNATIONAL CORP COM 158525105 182 3,800 SH
CHAMPIONSHIP AUTO RACING TEAM COM 158711101 507 17,400 SH
CHARTER ONE FINANCIAL, INC. COM 160903100 426 15,300 SH
CHARTER ONE FINL INC COM 160903100 37,975 1,365,383 SH
CHARTWELL RE CORP COM 16139W109 43 2,500 SH
CHASE MANHATTAN CORP NEW COM 16161A108 22,889 281,500 SH
CHASE MANHATTAN CORP(new) COM 16161A1088 26,363 304,776 SH
CHATEAU CMNTYS INC COM 161726104 116 4,200 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
CARNIVAL CORP CLASS A DEFINED 1 23,300
CAROLINA POWER AND LIGHT DEFINED 1 5,900
CARPENTER TECHNOLOGY DEFINED 1 1,700
CARPENTER TECHNOLOGY CORP DEFINED 2 19,000
CARRAMERICA REALTY DEFINED 3 403,600 85,900
CARRIAGE SVCS INC DEFINED 3 63,500
CARTER WALLACE INC DEFINED 1 3,500
CASCADE NAT GAS CORP DEFINED 2 24,300
CASE CORP DEFINED 1 3,100
CATALINA MARKETING CORP DEFINED 2 20,000
CATAPULT COMMUNICATIONS CORP DEFINED 2 5,000
CATELLUS DEV CORP DEFINED 2 8,600
CATERPILLAR INC DEFINED 2 108,689
CATERPILLAR INC. DEFINED 1 15,300
CB RICHARD ELLIS SVCS INC DEFINED 2 27,300
CBL + ASSOC PPTYS INC DEFINED 2 3,800
CBRL GROUP INC DEFINED 1 5,300
CBRL GROUP INC DEFINED 2 6,000
CBS CORP DEFINED 2 192,700
CBS CORPORATION DEFINED 1 26,800
CBT GROUP PUB LTD DEFINED 2 2,527
CCB FINANCIAL CORP DEFINED 1 3,500
CCB FINL CORP DEFINED 2 9,000
CCC INFORMATION SERVICE GROUP INC DEFINED 1 120,000
CELLSTAR CORP DEFINED 2 13,300
CEMENTOS DIAMANTE S.A. - ADR DEFINED 1 9,600
CEMIG-ENERGETICA DE MINAS GERAIS-ADR DEFINED 1 51,090
CENDANT CORP DEFINED 2 324
CENDANT CORPORATION DEFINED 1 31,318
CENTERPOINT PPTYS TR DEFINED 2 2,300
CENTERPOINT PPTYS TR DEFINED 2 100
CENTEX CORP DEFINED 1 2,000
CENTOCOR INC DEFINED 2 17,700
CENTOCOR INC. DEFINED 1 6,000
CENTRAIS ELEC BRAS-SP ADR CM DEFINED 1 42,400
CENTRAL + SOUTH WEST CORP DEFINED 2 5,000
CENTRAL AND SOUTHWEST CORP DEFINED 1 8,200
CENTRAL EUROPEAN MEDIA ENT LTD DEFINED 2 37,300
CENTRAL GARDEN + PET CO DEFINED 2 35,400
CENTURY TEL ENTERPRISES INC DEFINED 2 60,200
CENTURYTEL INC DEFINED 1 6,000
CERIDIAN CORP DEFINED 1 5,900
CHAMPION INTERNATIONAL CORP DEFINED 1 3,800
CHAMPIONSHIP AUTO RACING TEAM DEFINED 2 17,400
CHARTER ONE FINANCIAL, INC. DEFINED 1 15,300
CHARTER ONE FINL INC DEFINED 3 1,286,259 79,124
CHARTWELL RE CORP DEFINED 2 2,500
CHASE MANHATTAN CORP NEW DEFINED 2 281,500
CHASE MANHATTAN CORP(new) DEFINED 1 304,776
CHATEAU CMNTYS INC DEFINED 2 4,200
</TABLE>
Page 9 of 49
<PAGE> 12
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
CHATEAU COMMUNITIES COM 161726104 3,362 112,300 SH
CHATEAU COMMUNITIES INC. COM 161726104 4,640 155,000 SH
CHECKFREE HLDGS CORP COM 162816102 2,171 51,010 SH
CHEESECAKE FACTORY COM 163072101 31,545 1,034,250 SH
CHESAPEAKE CORP COM 165159104 75 2,000 SH
CHESAPEAKE CORP COM 165159104 62 2,300 SH
CHEVRON CORP COM 166751107 12,061 136,379 SH
CHEVRON CORPORATION COM 166751107 19,968 210,050 SH
CHICOS FAS INC COM 168615102 1,217 51,800 SH
CHIEFTAIN INTL INC COM 16867C101 306 25,000 SH
CHILDRENS PL RETAIL STORES INC COM 168905107 5 200 SH
CHILECTRA S A COM 168884104 9 422 SH
CHIQUITA BRANDS INTL INC COM 170032502 313 7,000 SH
CHIRON CORP COM 170040109 329 15,000 SH
CHIRON CORP. COM 170040109 338 16,300 SH
CHRIS CRAFT INDS INC COM 170520100 117 2,481 SH
CHUBB CORP COM 171232101 848 12,200 SH
CHUBB CORP COM 171232101 1,605 27,400 SH
CHURCH & DWIGHT INC COM 171340102 74 1,700 SH
CIA ANONIMA NACL TELEF DE VENEZUELA-A COM 204421101 1,259 46,200 SH
CIA CERVEJARIA BRAHMA-SP ADR COM 20440X103 632 55,900 SH
CIA DE MINAS BUENAVENTURA - ADR COM 204448104 507 33,102 SH
CIA PARANAENSE ENER-SP ADR COM 20441B407 501 59,850 SH
CIA TELECOM CHILE-SPONS ADR COM 204449300 705 28,500 SH
CIA VALE DO RIO DOCE-ADR COM 204412100 1,064 53,600 SH
CIBER INC COM 17163B102 290 15,100 SH
CIENA CORP COM 171779101 450 20,000 SH
CIFRA S.A. DE C.V. ADR Series V COM 171785405 244 12,745 SH
CIGNA CORP COM 125509109 730 8,200 SH
CINAR CORP COM 171905300 968 43,000 SH
CINAR CORPORATION COM 171905300 71,070 2,900,800 SH
CINCINNATI BELL COM 171870108 289 11,600 SH
CINCINNATI BELL INC COM 171870108 523 23,300 SH
CINCINNATI FINANCIAL CORPORATION COM 172062101 201 5,350 SH
CINERGY CORP COM 172474108 195 6,100 SH
CINTAS CORP COM 172908105 645 9,600 SH
CINTAS CORP COM 172908105 411 6,300 SH
CIRCLE INTL GROUP INC COM 172574105 60 4,200 SH
CIRCUIT CITY STORES INC COM 172737108 942 12,300 SH
CIRCUIT CITY STORES-CIRCUIT CITY GROU COM 172737108 363 3,900 SH
CIRRUS LOGIC, INCORPORATED COM 172755100 50 5,600 SH
CISCO SYS INC COM 17275R102 31,567 288,440 SH
CISCO SYSTEMS INC. COM 17275R102 38,753 601,400 SH
CIT GROUP INC COM 125577106 568 18,600 SH
CITIGROUP INC COM 172967101 30,598 644,162 SH
CITIGROUP INC COM 172967101 43,938 698,726 SH
CITRIX SYS INC COM 177376100 2,769 72,800 SH
CITRIX SYSTEMS INC COM 177376100 396 7,000 SH
CITY NATL CORP COM 178566105 150 4,000 SH
CLAIRE S STORES INC COM 179584107 1,022 34,000 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
CHATEAU COMMUNITIES DEFINED 3 90,800 21,500
CHATEAU COMMUNITIES INC. DEFINED 1 155,000
CHECKFREE HLDGS CORP DEFINED 2 51,010
CHEESECAKE FACTORY DEFINED 3 1,012,300 21,950
CHESAPEAKE CORP DEFINED 1 2,000
CHESAPEAKE CORP DEFINED 2 2,300
CHEVRON CORP DEFINED 2 136,379
CHEVRON CORPORATION DEFINED 1 210,050
CHICOS FAS INC DEFINED 3 51,800
CHIEFTAIN INTL INC DEFINED 2 25,000
CHILDRENS PL RETAIL STORES INC DEFINED 2 200
CHILECTRA S A DEFINED 2 422
CHIQUITA BRANDS INTL INC DEFINED 2 7,000
CHIRON CORP DEFINED 2 15,000
CHIRON CORP. DEFINED 1 16,300
CHRIS CRAFT INDS INC DEFINED 1 2,481
CHUBB CORP DEFINED 1 12,200
CHUBB CORP DEFINED 2 27,400
CHURCH & DWIGHT INC DEFINED 1 1,700
CIA ANONIMA NACL TELEF DE VENEZUELA-A DEFINED 1 46,200
CIA CERVEJARIA BRAHMA-SP ADR DEFINED 1 55,900
CIA DE MINAS BUENAVENTURA - ADR DEFINED 1 33,102
CIA PARANAENSE ENER-SP ADR DEFINED 1 59,850
CIA TELECOM CHILE-SPONS ADR DEFINED 1 28,500
CIA VALE DO RIO DOCE-ADR DEFINED 1 53,600
CIBER INC DEFINED 2 15,100
CIENA CORP DEFINED 2 20,000
CIFRA S.A. DE C.V. ADR Series V DEFINED 1 12,745
CIGNA CORP DEFINED 1 8,200
CINAR CORP DEFINED 2 43,000
CINAR CORPORATION DEFINED 3 2,845,600 55,200
CINCINNATI BELL DEFINED 1 11,600
CINCINNATI BELL INC DEFINED 2 23,300
CINCINNATI FINANCIAL CORPORATION DEFINED 1 5,350
CINERGY CORP DEFINED 1 6,100
CINTAS CORP DEFINED 1 9,600
CINTAS CORP DEFINED 2 6,300
CIRCLE INTL GROUP INC DEFINED 2 4,200
CIRCUIT CITY STORES INC DEFINED 2 12,300
CIRCUIT CITY STORES-CIRCUIT CITY GROU DEFINED 1 3,900
CIRRUS LOGIC, INCORPORATED DEFINED 1 5,600
CISCO SYS INC DEFINED 2 288,440
CISCO SYSTEMS INC. DEFINED 1 601,400
CIT GROUP INC DEFINED 2 18,600
CITIGROUP INC DEFINED 1 644,162
CITIGROUP INC DEFINED 2 698,726
CITRIX SYS INC DEFINED 2 72,800
CITRIX SYSTEMS INC DEFINED 1 7,000
CITY NATL CORP DEFINED 1 4,000
CLAIRE S STORES INC DEFINED 2 34,000
</TABLE>
Page 10 of 49
<PAGE> 13
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
CLAIRE'S STORES INC COM 179584107 108 4,200 SH
CLAYTON HOMES INC COM 184190106 148 12,968 SH
CLEAR CHANNEL COMMUN COM 184502102 95,459 1,384,714 SH
CLEAR CHANNEL COMMUNICATIONS COM 184502102 724 10,500 SH
CLEAR CHANNEL COMMUNICATIONS COM 184502102 20,736 309,200 SH
CLECO CORPORATION COM 12561M107 61 2,000 SH
CLEVELAND CLIFFS INC COM 185896107 32 1,000 SH
CLEVELAND CLIFFS INC COM 185896107 61 1,800 SH
CLOROX CO. COM 189054109 427 4,000 SH
CMAC INVT CORP COM 125662106 312 8,000 SH
CMG INFORMATION SVCS INC COM 125750109 4,832 26,400 SH
CMP GROUP INC COM 125887109 73 2,800 SH
CMS ENERGY CORP COM 125896100 184 4,400 SH
CNF TRANSN INC COM 12612W104 787 20,800 SH
CNF TRANSPORTATION COM 12612W104 169 4,400 SH
COACH USA INC COM 18975L106 446 16,200 SH
COAST FEDERAL LITIGATION TR COM 19034Q110 9 1,500 SH
COASTAL CORP COM 190441105 326 8,100 SH
COASTAL CORP COM 190441105 4,335 107,700 SH
COCA COLA COM 191216100 5,927 95,600 SH
COCA COLA CO COM 191216100 1,384 22,545 SH
COCA COLA ENTERPRISES INC COM 191219104 743 24,550 SH
COCA-COLA ENTERPRISES COM 191219104 470 15,800 SH
COGNEX CORP COM 192422103 471 20,100 SH
COGNOS INC COM 19244C109 503 21,500 SH
COINSTAR INC COM 19259P300 7,172 250,000 SH
COLE NATL CORP COM 193290103 88 4,800 SH
COLGATE PALMOLIVE CO COM 194162103 285 3,100 SH
COLGATE-PALMOLIVE COM 194162103 1,807 18,350 SH
COLONIAL PROPERTIES TRUST COM 195872106 17,275 611,500 SH
COLT TELECOM GROUP COM 042469908 563 31,300 SH
COLUMBIA / HCA HEALTHCARE CORP COM 197677107 394 20,787 SH
COLUMBIA ENERGY GROUP COM 197648108 213 3,400 SH
COLUMBIA/HCA HEALTHCARE CO COM 197677107 601 26,350 SH
COMAIR HLDGS INC COM 199789108 408 17,250 SH
COMAIR HOLDINGS COM 199789108 178 8,550 SH
COMCAST CORP COM 200300200 14,132 224,540 SH
COMCAST CORP. SPECIAL CL A COM 200300200 1,061 27,600 SH
COMDISCO COM 200336105 336 13,100 SH
COMERICA INC COM 200340107 392 6,600 SH
COMMSCOPE INC COM 203372107 30,818 1,002,200 SH
COMMUNICATIONS SATELLITE CORP SERIES COM 20564D107 137 4,200 SH
COMMUNITY BK SYS INC COM 203607106 262 11,000 SH
COMPANHIA BRASILEIRA DE DISTR COM 20440T201 15 1,000 SH
COMPANHIA ENERGETICA DE MINAS COM 204409601 42 1,888 SH
COMPANHIA ENERGETICA DE MINAS GERAIS COM 204409601 470 22,500 SH
COMPANIA TELECOMUNICACIONES CHILE ADR COM 2044493003 1,103 44,550 SH
COMPAQ COMPUTER COM 204493100 2,318 97,844 SH
COMPAQ COMPUTER CORP COM 204493100 1,782 61,519 SH
COMPASS BANCSHARES INC COM 20449H109 518 15,000 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
CLAIRE'S STORES INC DEFINED 1 4,200
CLAYTON HOMES INC DEFINED 1 12,968
CLEAR CHANNEL COMMUN DEFINED 3 1,339,844 44,870
CLEAR CHANNEL COMMUNICATIONS DEFINED 1 10,500
CLEAR CHANNEL COMMUNICATIONS DEFINED 2 309,200
CLECO CORPORATION DEFINED 1 2,000
CLEVELAND CLIFFS INC DEFINED 1 1,000
CLEVELAND CLIFFS INC DEFINED 2 1,800
CLOROX CO. DEFINED 1 4,000
CMAC INVT CORP DEFINED 2 8,000
CMG INFORMATION SVCS INC DEFINED 2 26,400
CMP GROUP INC DEFINED 1 2,800
CMS ENERGY CORP DEFINED 1 4,400
CNF TRANSN INC DEFINED 2 20,800
CNF TRANSPORTATION DEFINED 1 4,400
COACH USA INC DEFINED 2 16,200
COAST FEDERAL LITIGATION TR DEFINED 2 1,500
COASTAL CORP DEFINED 1 8,100
COASTAL CORP DEFINED 3 92,700 15,000
COCA COLA DEFINED 1 95,600
COCA COLA CO DEFINED 2 22,545
COCA COLA ENTERPRISES INC DEFINED 2 24,550
COCA-COLA ENTERPRISES DEFINED 1 15,800
COGNEX CORP DEFINED 2 20,100
COGNOS INC DEFINED 2 21,500
COINSTAR INC DEFINED 3 250,000
COLE NATL CORP DEFINED 2 4,800
COLGATE PALMOLIVE CO DEFINED 2 3,100
COLGATE-PALMOLIVE DEFINED 1 18,350
COLONIAL PROPERTIES TRUST DEFINED 1 611,500
COLT TELECOM GROUP DEFINED 2 31,300
COLUMBIA / HCA HEALTHCARE CORP DEFINED 2 20,787
COLUMBIA ENERGY GROUP DEFINED 1 3,400
COLUMBIA/HCA HEALTHCARE CO DEFINED 1 26,350
COMAIR HLDGS INC DEFINED 2 17,250
COMAIR HOLDINGS DEFINED 1 8,550
COMCAST CORP DEFINED 2 224,540
COMCAST CORP. SPECIAL CL A DEFINED 1 27,600
COMDISCO DEFINED 1 13,100
COMERICA INC DEFINED 1 6,600
COMMSCOPE INC DEFINED 3 982,000 20,200
COMMUNICATIONS SATELLITE CORP SERIES DEFINED 1 4,200
COMMUNITY BK SYS INC DEFINED 2 11,000
COMPANHIA BRASILEIRA DE DISTR DEFINED 2 1,000
COMPANHIA ENERGETICA DE MINAS DEFINED 2 1,888
COMPANHIA ENERGETICA DE MINAS GERAIS DEFINED 1 22,500
COMPANIA TELECOMUNICACIONES CHILE ADR DEFINED 1 44,550
COMPAQ COMPUTER DEFINED 1 97,844
COMPAQ COMPUTER CORP DEFINED 2 61,519
COMPASS BANCSHARES INC DEFINED 2 15,000
</TABLE>
Page 11 of 49
<PAGE> 14
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
COMPASS GROUP COM 028801900 796 68,800 SH
COMPUSA INC COM 204932107 64 8,600 SH
COMPUTER ASSOC INTL INC COM 204912109 960 27,000 SH
COMPUTER ASSOCIATES INT'L COM 204912109 15,867 289,800 SH
COMPUTER HORIZONS CORP COM 205908106 301 27,500 SH
COMPUTER SCIENCES CORP COM 205363104 422 6,100 SH
COMPUTER SCIENCES CORP COM 205363104 14,901 270,000 SH
COMPUWARE CORP COM 205638109 452 14,200 SH
COMVERSE TECH COM 205862402 419 5,550 SH
CONAGRA COM 205887102 511 19,200 SH
CONAGRA INC COM 205887102 4,931 192,882 SH
CONCENTRA MANAGED CARE COM 20589T103 15,978 1,078,700 SH
CONCENTRA MANAGED CARE INC COM 20589T103 61 4,100 SH
CONCENTRA MANAGED CARE INC COM 20589T103 551 38,000 SH
CONCENTRIC NETWORK CORP DEL COM 20589R107 599 8,000 SH
CONCORD COMMUNICATIONS INC COM 206186108 241 4,300 SH
CONCORD EFS INC COM 206197105 449 10,600 SH
CONCORD EFS INC COM 206197105 829 30,200 SH
CONCORD EFS INC COM 206197105 9,495 224,400 SH
CONECTIV INC COM 206829103 200 8,200 SH
CONEXANT SYSTEMS COM 207142100 4,697 80,900 SH
CONEXANT SYSTEMS INC COM 207142100 73 1,250 SH
CONMED CORP COM 207410101 164 5,300 SH
CONOCO INC COM 208251306 160 5,855 SH
CONSECO INC COM 208464107 56 1,800 SH
CONSECO INC. COM 208464107 372 12,206 SH
CONSOLIDATED EDISON INC COM 209115104 1,317 29,100 SH
CONSOLIDATED EDISON INC COM 209115104 18 400 SH
CONSOLIDATED NATURAL GAS CO. COM 209615103 231 3,800 SH
CONSOLIDATED PAPER INC COM 209759109 209 7,800 SH
CONSOLIDATED PAPERS INC COM 209759109 940 40,000 SH
CONSOLIDATED STORES CORP COM 210149100 485 16,000 SH
CONSOLIDATED STORES CORPORATION COM 210149100 119 4,400 SH
CONSTELLATION ENERGY GROUP COM 210371100 172 5,800 SH
CONTINENTAL AIRLS INC COM 210795308 836 22,000 SH
CONVERGYS CORPORATION COM 212485106 271 14,000 SH
COOPER CAMERON CORP COM 216640102 722 21,300 SH
COOPER INDS INC COM 216669101 38 900 SH
COOPER INDUSTRIES COM 216669101 276 5,300 SH
COOPER TIRE & RUBBER COM 216831107 73 3,100 SH
COOPER TIRE + RUBR CO COM 216831107 4,606 250,645 SH
COORS (ADOLPH) - CL B COM 217016104 54 1,100 SH
COPART INC COM 217204106 132 6,400 SH
CORDANT TECHNOLOGIES INC COM 218412104 145 3,200 SH
CORN PRODUCTS INTL INC COM 219023108 110 4,600 SH
CORNERSTONE PPTYS COM 21922h103 10,333 650,900 SH
CORNING INC. COM 219350105 631 9,000 SH
CORPORATE EXEC BRD COM 21988R102 6,223 175,000 SH
CORPORATE EXECUTIVE BRD CO COM 21988R102 26 1,000 SH
CORPORATE EXPRESS INC COM 219881042 0 3,901 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
COMPASS GROUP DEFINED 2 68,800
COMPUSA INC DEFINED 1 8,600
COMPUTER ASSOC INTL INC DEFINED 2 27,000
COMPUTER ASSOCIATES INT'L DEFINED 1 289,800
COMPUTER HORIZONS CORP DEFINED 2 27,500
COMPUTER SCIENCES CORP DEFINED 1 6,100
COMPUTER SCIENCES CORP DEFINED 2 270,000
COMPUWARE CORP DEFINED 1 14,200
COMVERSE TECH DEFINED 1 5,550
CONAGRA DEFINED 1 19,200
CONAGRA INC DEFINED 2 192,882
CONCENTRA MANAGED CARE DEFINED 3 1,051,000 27,700
CONCENTRA MANAGED CARE INC DEFINED 1 4,100
CONCENTRA MANAGED CARE INC DEFINED 2 38,000
CONCENTRIC NETWORK CORP DEL DEFINED 2 8,000
CONCORD COMMUNICATIONS INC DEFINED 2 4,300
CONCORD EFS INC DEFINED 1 10,600
CONCORD EFS INC DEFINED 2 30,200
CONCORD EFS INC DEFINED 3 183,300 41,100
CONECTIV INC DEFINED 1 8,200
CONEXANT SYSTEMS DEFINED 3 67,600 13,300
CONEXANT SYSTEMS INC DEFINED 1 1,250
CONMED CORP DEFINED 2 5,300
CONOCO INC DEFINED 2 5,855
CONSECO INC DEFINED 2 1,800
CONSECO INC. DEFINED 1 12,206
CONSOLIDATED EDISON INC DEFINED 1 29,100
CONSOLIDATED EDISON INC DEFINED 2 400
CONSOLIDATED NATURAL GAS CO. DEFINED 1 3,800
CONSOLIDATED PAPER INC DEFINED 1 7,800
CONSOLIDATED PAPERS INC DEFINED 2 40,000
CONSOLIDATED STORES CORP DEFINED 2 16,000
CONSOLIDATED STORES CORPORATION DEFINED 1 4,400
CONSTELLATION ENERGY GROUP DEFINED 1 5,800
CONTINENTAL AIRLS INC DEFINED 2 22,000
CONVERGYS CORPORATION DEFINED 1 14,000
COOPER CAMERON CORP DEFINED 2 21,300
COOPER INDS INC DEFINED 2 900
COOPER INDUSTRIES DEFINED 1 5,300
COOPER TIRE & RUBBER DEFINED 1 3,100
COOPER TIRE + RUBR CO DEFINED 2 250,645
COORS (ADOLPH) - CL B DEFINED 1 1,100
COPART INC DEFINED 2 6,400
CORDANT TECHNOLOGIES INC DEFINED 1 3,200
CORN PRODUCTS INTL INC DEFINED 2 4,600
CORNERSTONE PPTYS DEFINED 3 530,400 120,500
CORNING INC. DEFINED 1 9,000
CORPORATE EXEC BRD DEFINED 3 175,000
CORPORATE EXECUTIVE BRD CO DEFINED 2 1,000
CORPORATE EXPRESS INC DEFINED 2 3,901
</TABLE>
Page 12 of 49
<PAGE> 15
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
COST COMPANIES INC COM 22160Q102 649 8,100 SH
COST PLUS INC CALIF COM 221485105 13,463 295,900 SH
COSTCO COS INC COM 22160Q102 4,110 44,890 SH
COUNTRYWIDE CR INDS INC COM 222372104 1,219 32,500 SH
COUNTRYWIDE CREDIT IND INC COM 222372104 180 4,200 SH
COVAD COMMUNICATIONS GROUP INC COM 222814204 1,460 22,200 SH
COVANCE INC COM 222816100 122 5,100 SH
COVANCE INC COM 222816100 1,519 60,600 SH
COX COMMUNICATIONS INC NEW COM 224044107 401 5,300 SH
CRANE CO COM 224399105 78 2,475 SH
CRANE CO COM 224399105 145 6,000 SH
CREDENCE SYSTEMS CORP COM 225302108 212 9,900 SH
CREDITRUST CORP COM 225429109 79 4,000 SH
CRESCENT REAL ESTATE COM 225756105 17,490 736,400 SH
CRESCENT REAL ESTATE EQUITIES COM 225756105 591 27,500 SH
CRESTLINE CAPITAL CORP COM 226153104 56 3,309 SH
CRISTALERIAS DE CHILE S.A. - ADR COM 226714103 96 6,200 SH
CRITICAL PATH INC COM 22674V100 1,594 20,700 SH
CRITICAL PATH INC COM 22674V100 10,178 184,000 SH
CROMPTON & KNOWLES COR COM 227111101 119 6,000 SH
CROWN CASTLE INTERNATIONAL COM 228227104 50,867 2,444,050 SH
CROWN CORK & SEAL COM 228255105 140 4,900 SH
CSG SYS INTL INC COM 126349109 631 16,000 SH
CSG SYS INTL INC COM 126349109 43,380 1,656,500 SH
CSK AUTO CORP COM 125965103 16,327 604,700 SH
CSX CORP COM 126408103 381 8,400 SH
CSX CORP COM 126408103 596 15,300 SH
CTG RES INC COM 125957100 676 28,000 SH
CUMMINS ENGINE COM 231021106 91 1,600 SH
CUMMINS ENGINE INC COM 231021106 61,284 1,072,800 SH
CUSTOMTRACKS CORP COM 232046102 1,398 25,000 SH
CVS CORP COM 126650100 9,500 200,000 SH
CVS CORPORATION COM 126650100 716 14,100 SH
CYPRESS SEMICONDUCTOR COM 232806109 123 7,200 SH
CYPRUS AMAX MINERALS CO COM 232809103 52 3,400 SH
CYTEC INDUSTRIES INC COM 232820100 123 3,900 SH
D + N SVGS FINL CORP COM 232864108 59 2,600 SH
D R HORTON INC COM 23331A109 1,421 85,500 SH
D.R.HORTON INC COM 23331A109 1,420 84,800 SH
DAIMLER CHRYSLER AG COM D1668R123 5,706 66,375 SH
DAIRY MART CONV STORES COM 2338602*5 360,001 SH
DAISYTEK INTL CORP COM 234053106 3,042 186,500 SH
DALLAS SEMICONDUCTOR CORP COM 235204104 1,027 26,600 SH
DANA CORP COM 235811106 284 6,157 SH
DANA CORP COM 235811106 380 10,000 SH
DANAHER CORP COM 235851102 273 4,700 SH
DANAHER CORP COM 235851102 993 19,000 SH
DANAHER CORP DEL COM 235851102 10,195 175,400 SH
DARDEN RESTAURANTS INC COM 237194105 127 5,800 SH
DARDEN RESTAURANTS INC COM 237194105 516 25,000 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
COST COMPANIES INC DEFINED 1 8,100
COST PLUS INC CALIF DEFINED 3 295,900
COSTCO COS INC DEFINED 2 44,890
COUNTRYWIDE CR INDS INC DEFINED 2 32,500
COUNTRYWIDE CREDIT IND INC DEFINED 1 4,200
COVAD COMMUNICATIONS GROUP INC DEFINED 2 22,200
COVANCE INC DEFINED 1 5,100
COVANCE INC DEFINED 2 60,600
COX COMMUNICATIONS INC NEW DEFINED 2 5,300
CRANE CO DEFINED 1 2,475
CRANE CO DEFINED 2 6,000
CREDENCE SYSTEMS CORP DEFINED 2 9,900
CREDITRUST CORP DEFINED 2 4,000
CRESCENT REAL ESTATE DEFINED 3 603,000 133,400
CRESCENT REAL ESTATE EQUITIES DEFINED 2 27,500
CRESTLINE CAPITAL CORP DEFINED 1 3,309
CRISTALERIAS DE CHILE S.A. - ADR DEFINED 1 6,200
CRITICAL PATH INC DEFINED 2 20,700
CRITICAL PATH INC DEFINED 3 180,700 3,300
CROMPTON & KNOWLES COR DEFINED 1 6,000
CROWN CASTLE INTERNATIONAL DEFINED 1 2,444,050
CROWN CORK & SEAL DEFINED 1 4,900
CSG SYS INTL INC DEFINED 2 16,000
CSG SYS INTL INC DEFINED 3 1,597,000 59,500
CSK AUTO CORP DEFINED 3 557,900 46,800
CSX CORP DEFINED 1 8,400
CSX CORP DEFINED 2 15,300
CTG RES INC DEFINED 2 28,000
CUMMINS ENGINE DEFINED 1 1,600
CUMMINS ENGINE INC DEFINED 3 1,047,400 25,400
CUSTOMTRACKS CORP DEFINED 3 25,000
CVS CORP DEFINED 2 200,000
CVS CORPORATION DEFINED 1 14,100
CYPRESS SEMICONDUCTOR DEFINED 1 7,200
CYPRUS AMAX MINERALS CO DEFINED 1 3,400
CYTEC INDUSTRIES INC DEFINED 1 3,900
D + N SVGS FINL CORP DEFINED 2 2,600
D R HORTON INC DEFINED 3 85,500
D.R.HORTON INC DEFINED 2 84,800
DAIMLER CHRYSLER AG DEFINED 2 66,375
DAIRY MART CONV STORES DEFINED 2 360,001
DAISYTEK INTL CORP DEFINED 3 186,500
DALLAS SEMICONDUCTOR CORP DEFINED 2 26,600
DANA CORP DEFINED 1 6,157
DANA CORP DEFINED 2 10,000
DANAHER CORP DEFINED 1 4,700
DANAHER CORP DEFINED 2 19,000
DANAHER CORP DEL DEFINED 3 148,800 26,600
DARDEN RESTAURANTS INC DEFINED 1 5,800
DARDEN RESTAURANTS INC DEFINED 2 25,000
</TABLE>
Page 13 of 49
<PAGE> 16
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
DATA GENERAL CORP COM 237688106 22 1,500 SH
DAYTON HUDSON CORP COM 239753106 1,229 18,900 SH
DAYTON HUDSON CORP COM 239753106 5,996 90,000 SH
DEAN FOODS CO COM 242361103 145 3,500 SH
DEERE & CO COM 244199105 643 16,400 SH
DEERE & CO COM 244199105 231 5,915 SH
DELL COMPUTER CORP COM 247025109 21,747 532,620 SH
DELL COMPUTER CORP. COM 247025109 3,689 99,700 SH
DELPHI AUTOMOTIVE SYSTEMS COM 2471261055 62 3,354 SH
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 71 3,862 SH
DELTA AIRLINES INC. COM 247361108 328 5,700 SH
DELUXE CHECK PRINTERS COM 248019101 109 2,800 SH
DENTSPLY INTL INC NEW COM 249030107 139 4,800 SH
DEPARTMENT 56 INC COM 249509100 88 2,900 SH
DEPPHI AUTOMOTIVE SYSTEMS COM 247126105 290 15,668 SH
DESC SA -SPON ADR COM 250309101 534 23,600 SH
DESCARTES SYS GROUP INC COM 249906108 332 40,000 SH
DETROIT EDISON CO COM 233331107 183 4,500 SH
DEVELOPERS DIVERS RLTY COM 251591103 12,754 755,800 SH
DEVON ENERGY CORP COM 251799102 543 19,700 SH
DEVON ENERGY CORP COM 251799102 13,437 375,200 SH
DEVON FING TR COM 251910402 77 1,200 SH
DEVRY INC DEL COM 251893103 853 29,400 SH
DEVRY INC DEL COM 251893103 53,886 2,408,300 SH
DEXTER COM 252165105 86 2,100 SH
DEXTER CORP COM 252165105 145 4,600 SH
DIAGEO PLC COM 25243Q205 828 18,100 SH
DIAL CORP (NEW) COM 25247D101 331 8,900 SH
DIAMOND FIELDS NOE COM 252905203 125 SH
DIAMOND OFFSHORE DRILLING INC COM 25271C102 3,036 96,000 SH
DIEBOLD COM 253651103 174 6,050 SH
DILLARDS INC - CL A COM 254067101 158 4,500 SH
DIME BANCORP, INC. COM 25429Q102 205 10,200 SH
DISNEY WALT CO COM 254687106 996 32,000 SH
DITECH CORP COM 25500M103 3,898 194,900 SH
DOLE FOOD INC COM 256605106 153 5,200 SH
DOLLAR GENERAL COM 256669102 209 7,206 SH
DOLLAR TREE STORES COM 256747106 5,320 120,900 SH
DOLLAR TREE STORES INC COM 256747106 278 6,888 SH
DOMINION RESOURCES COM 257470104 316 7,300 SH
DONALDSON CO INC COM 257651109 103 4,200 SH
DONALDSON INC COM 257651109 360 20,000 SH
DONALDSON LUFKIN+JENRETTE INC COM 257661108 767 11,000 SH
DOREL INDS INC COM 25822C205 107 6,400 SH
DOUBLECLICK INC COM 258609304 2,840 15,600 SH
DOVER CORP COM 260003108 700 21,300 SH
DOVER CORP COM 260003108 174 5,300 SH
DOVER CORP. COM 260003108 291 8,300 SH
DOW CHEMICAL CORP COM 260543103 1,218 9,600 SH
DOW JONES & CO. COM 260561105 212 4,000 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
DATA GENERAL CORP DEFINED 1 1,500
DAYTON HUDSON CORP DEFINED 1 18,900
DAYTON HUDSON CORP DEFINED 2 90,000
DEAN FOODS CO DEFINED 1 3,500
DEERE & CO DEFINED 1 16,400
DEERE & CO DEFINED 2 5,915
DELL COMPUTER CORP DEFINED 2 532,620
DELL COMPUTER CORP. DEFINED 1 99,700
DELPHI AUTOMOTIVE SYSTEMS DEFINED 1 3,354
DELPHI AUTOMOTIVE SYSTEMS DEFINED 2 3,862
DELTA AIRLINES INC. DEFINED 1 5,700
DELUXE CHECK PRINTERS DEFINED 1 2,800
DENTSPLY INTL INC NEW DEFINED 1 4,800
DEPARTMENT 56 INC DEFINED 2 2,900
DEPPHI AUTOMOTIVE SYSTEMS DEFINED 1 15,668
DESC SA -SPON ADR DEFINED 1 23,600
DESCARTES SYS GROUP INC DEFINED 2 40,000
DETROIT EDISON CO DEFINED 1 4,500
DEVELOPERS DIVERS RLTY DEFINED 3 623,900 131,900
DEVON ENERGY CORP DEFINED 2 19,700
DEVON ENERGY CORP DEFINED 3 366,500 8,700
DEVON FING TR DEFINED 2 1,200
DEVRY INC DEL DEFINED 2 29,400
DEVRY INC DEL DEFINED 3 2,355,600 52,700
DEXTER DEFINED 1 2,100
DEXTER CORP DEFINED 2 4,600
DIAGEO PLC DEFINED 2 18,100
DIAL CORP (NEW) DEFINED 1 8,900
DIAMOND FIELDS NOE DEFINED 1 125
DIAMOND OFFSHORE DRILLING INC DEFINED 2 96,000
DIEBOLD DEFINED 1 6,050
DILLARDS INC - CL A DEFINED 1 4,500
DIME BANCORP, INC. DEFINED 1 10,200
DISNEY WALT CO DEFINED 2 32,000
DITECH CORP DEFINED 3 184,600 10,300
DOLE FOOD INC DEFINED 1 5,200
DOLLAR GENERAL DEFINED 1 7,206
DOLLAR TREE STORES DEFINED 3 98,100 22,800
DOLLAR TREE STORES INC DEFINED 1 6,888
DOMINION RESOURCES DEFINED 1 7,300
DONALDSON CO INC DEFINED 1 4,200
DONALDSON INC DEFINED 2 20,000
DONALDSON LUFKIN+JENRETTE INC DEFINED 2 11,000
DOREL INDS INC DEFINED 2 6,400
DOUBLECLICK INC DEFINED 2 15,600
DOVER CORP DEFINED 2 21,300
DOVER CORP DEFINED 2 5,300
DOVER CORP. DEFINED 1 8,300
DOW CHEMICAL CORP DEFINED 1 9,600
DOW JONES & CO. DEFINED 1 4,000
</TABLE>
Page 14 of 49
<PAGE> 17
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
DOW JONES + CO INC COM 260561105 227 4,800 SH
DPL INC COM 233293109 258 13,900 SH
DREYER'S GRAND ICE CREAM COM 261878102 33 2,200 SH
DRKOOP COM INC COM 262098106 2,550 160,000 SH
DSET CORP COM 262504103 3,217 276,700 SH
DSP COMMUNICATIONS COM 23332K106 27,420 949,600 SH
DSP COMMUNICATIONS INC COM 23332K106 267 17,200 SH
DST SYS INC DEL COM 233326107 1,171 19,500 SH
DST SYS INC DEL COM 233326107 402 6,700 SH
DTE Energy Co Com Stk COM 2333311072 37 900 SH
DU PONT E I DE NEMOUR COM 263534109 11,586 197,633 SH
DU PONT E.I. DE NEMOURS COM 263534109 3,040 44,500 SH
DUKE ENERGY CO COM 264399106 5 100 SH
DUKE ENERGY CORP COM 264399106 793 14,572 SH
DUKE REALTY INVT COM 264411505 10,534 466,900 SH
DUN & BRADSTREET CORP COM 26483B106 237 6,700 SH
DURA AUTOMOTIVE SYS INC COM 265903104 90 3,200 SH
DURA PHARMACEUTICALS COM 26632S109 29,531 2,473,800 SH
E M C CORP MASS COM 268648102 47,979 379,383 SH
E TRADE GROUP INC COM 269246104 542 9,300 SH
E*TRADE GROUP INC COM 269246104 783 19,600 SH
EAGLE HARDWARE AND GARDEN COM 26959B101 99 2,600 SH
EASTERN ENTERPRISES COM 27637F100 28 700 SH
EASTMAN CHEMICAL COM 277432100 166 3,200 SH
EASTMAN KODAK COM 277461109 901 13,300 SH
EASTMAN KODAK CO COM 277461109 4,687 73,384 SH
EATON CORP COM 278058102 285 3,100 SH
EATON CORP COM 278058102 21 300 SH
EBAY INC COM 278642103 2,053 14,955 SH
ECHOSTAR COMMUNICATIONS CORP N COM 278762109 3,141 38,500 SH
ECOLAB INC COM 278865100 239 5,476 SH
EDISON INTERNATIONAL-formerly SCECORP COM 281020107 14,779 552,500 SH
EDISON INTL COM 281020107 2 100 SH
EDUCATION MGMT CORP COM 28139T101 19,244 927,400 SH
EDWARDS AG INC COM 281760108 266 8,250 SH
EG & G COM 268457108 57 1,600 SH
EL PASO ENERGY CORPORATION COM 283905107 387 11,000 SH
ELAN CORP PLC - ADR COM 284131208 46,289 1,668,055 SH
ELAN CORP PLC -WTS CL-A ADR COM 284131703 6,300 200,000 SH
ELDER BEERMAN STR COM 284470101 249 34,100 SH
ELDERTRUST COM COM 284560109 2,745 269,400 SH
ELECTRONIC ARTS COM 285512109 255 4,700 SH
ELECTRONIC ARTS COM 285512109 1,014 21,400 SH
ELECTRONIC DATA SYS CORP NEW COM 285661104 584 12,000 SH
ELECTRONIC DATA SYSTEMS COM 285661104 1,076 19,000 SH
ELETRONICS FOR IMAGING INC COM 286082102 648 16,300 SH
ELF AQUITAINE - ADR COM 2862691050 75 1,306 SH
ELI LILLY AND COMPANY COM 532457108 10,908 152,300 SH
EMBOTELLADORA ANDINA -ADR 'B' COM 29081P303 584 38,300 SH
EMBRATEL PARTICIPACOES - ADR COM 29081N100 698 50,300 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
DOW JONES + CO INC DEFINED 2 4,800
DPL INC DEFINED 1 13,900
DREYER'S GRAND ICE CREAM DEFINED 1 2,200
DRKOOP COM INC DEFINED 3 160,000
DSET CORP DEFINED 2 276,700
DSP COMMUNICATIONS DEFINED 3 930,700 18,900
DSP COMMUNICATIONS INC DEFINED 2 17,200
DST SYS INC DEL DEFINED 2 19,500
DST SYS INC DEL DEFINED 2 6,700
DTE Energy Co Com Stk DEFINED 1 900
DU PONT E I DE NEMOUR DEFINED 2 197,633
DU PONT E.I. DE NEMOURS DEFINED 1 44,500
DUKE ENERGY CO DEFINED 2 100
DUKE ENERGY CORP DEFINED 1 14,572
DUKE REALTY INVT DEFINED 3 383,400 83,500
DUN & BRADSTREET CORP DEFINED 1 6,700
DURA AUTOMOTIVE SYS INC DEFINED 2 3,200
DURA PHARMACEUTICALS DEFINED 3 2,382,800 91,000
E M C CORP MASS DEFINED 2 379,383
E TRADE GROUP INC DEFINED 2 9,300
E*TRADE GROUP INC DEFINED 1 19,600
EAGLE HARDWARE AND GARDEN DEFINED 2 2,600
EASTERN ENTERPRISES DEFINED 1 700
EASTMAN CHEMICAL DEFINED 1 3,200
EASTMAN KODAK DEFINED 1 13,300
EASTMAN KODAK CO DEFINED 2 73,384
EATON CORP DEFINED 1 3,100
EATON CORP DEFINED 2 300
EBAY INC DEFINED 2 14,955
ECHOSTAR COMMUNICATIONS CORP N DEFINED 2 38,500
ECOLAB INC DEFINED 1 5,476
EDISON INTERNATIONAL-formerly SCECORP DEFINED 1 552,500
EDISON INTL DEFINED 2 100
EDUCATION MGMT CORP DEFINED 3 927,400
EDWARDS AG INC DEFINED 1 8,250
EG & G DEFINED 1 1,600
EL PASO ENERGY CORPORATION DEFINED 1 11,000
ELAN CORP PLC - ADR DEFINED 1 1,668,055
ELAN CORP PLC -WTS CL-A ADR DEFINED 1 200,000
ELDER BEERMAN STR DEFINED 3 34,100
ELDERTRUST COM DEFINED 3 221,000 48,400
ELECTRONIC ARTS DEFINED 1 4,700
ELECTRONIC ARTS DEFINED 2 21,400
ELECTRONIC DATA SYS CORP NEW DEFINED 2 12,000
ELECTRONIC DATA SYSTEMS DEFINED 1 19,000
ELETRONICS FOR IMAGING INC DEFINED 2 16,300
ELF AQUITAINE - ADR DEFINED 1 1,306
ELI LILLY AND COMPANY DEFINED 1 152,300
EMBOTELLADORA ANDINA -ADR 'B' DEFINED 1 38,300
EMBRATEL PARTICIPACOES - ADR DEFINED 1 50,300
</TABLE>
Page 15 of 49
<PAGE> 18
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
EMC CORPORATION COM 268648102 2,090 38,000 SH
EMERSON ELEC CO COM 291011104 4,274 80,741 SH
EMERSON ELECTRIC COM 291011104 1,687 26,800 SH
EMMIS COMMUNICTNS COM 291525103 741 15,000 SH
EMPRESA NACIONAL DE ELEC ADR COM 29244T101 353 29,392 SH
EMPRESAS ICA S.A. ADS COM 292448107 400 59,300 SH
ENERGY EAST CORP COM 29266M109 1,314 25,000 SH
ENERGY EAST CORPORATION COM 29266M109 289 11,100 SH
ENERSIS SA ADR COM 29274F104 499 20,797 SH
ENESCO GROUP COM 292973104 37 1,600 SH
ENGELHARD CORP COM 292845104 127 5,600 SH
ENHANCE FINL SVCS GROUP INC COM 293310108 817 35,900 SH
ENRON CORP COM 293561106 899 11,000 SH
ENRON CORP COM 293561106 10,000 155,500 SH
ENSCO INTL INC COM 26874Q100 247 12,400 SH
ENTERGY CORP COM 29364G103 297 9,500 SH
ENTRUST TECHNOLOGIES INC COM 293848107 4,140 122,700 SH
EQUIFAX INC. COM 294429105 239 6,700 SH
EQUITABLE RES INC COM 294549100 261 10,000 SH
EQUITY OFFICE PPTYS COM 294741103 30,321 1,183,275 SH
EQUITY OFFICE PPTYS TR COM 294741103 244 9,600 SH
EQUITY OFFICE PROPERTIES TRUST COM 294741103 13,399 522,873 SH
EQUITY RESIDENT PPTYS COM 29476L107 25,582 567,700 SH
EQUITY RESIDENTIAL 7.25% PFD CVT 29476L859 3,572 150,000 SH
EQUITY RESIDENTIAL PPTYS TR COM 29476L107 165 4,000 SH
EQUITY RESIDENTIAL PROPS TR COM 29476L107 4,506 100,000 SH
ERICSSON L M TEL CO COM 294821400 533 22,400 SH
ESAT TELECOM GROUP PLC COM 26883Y102 226 5,400 SH
ESSEX PPTY TR INC COM 297178105 318 9,000 SH
ETEC SYS INC COM 26922C103 400 13,600 SH
ETHAN ALLEN INTERIORS INC COM 297602104 736 17,700 SH
ETHYL CORP COM 297659104 41 6,800 SH
EVEREST REINSURANCE HOLDINGS COM 299808105 150 4,600 SH
EVERGREEN RESOURCES COM 299900308 296 14,800 SH
EXCALIBUR TECHNOLOGIES CORP COM 300651205 260 19,900 SH
EXCITE INC COM 300904109 5,725 40,900 SH
EXECUTIVE RISK INC COM 301586103 2,467 29,000 SH
EXODUS COMMUNICATIONS INC COM 302088109 656 4,900 SH
EXTENDED STAY AMER INC COM 30224P101 567 55,700 SH
EXXON COM 302290101 38,138 494,500 SH
EXXON CORP COM 302290101 2,371 33,600 SH
FAIRFAX FINL COM 303901953 28 100 SH
FAIRFAX FINL HLDGS LTD COM 303901102 233 800 SH
FAMILY DLR STORES INC COM 307000109 499 21,700 SH
FAMILY DOLLAR STORES COM 307000109 377 15,700 SH
FASTENAL CO COM 311900104 178 3,400 SH
FDX CORPORATION COM 31304N107 575 10,600 SH
FEDERAL HOME LN MTG CORP COM 313400301 6,252 109,450 SH
FEDERAL HOME LOAN MTG CORP. COM 313400301 1,740 30,000 SH
FEDERAL MOGUL CORP COM 313549107 296 5,700 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
EMC CORPORATION DEFINED 1 38,000
EMERSON ELEC CO DEFINED 2 80,741
EMERSON ELECTRIC DEFINED 1 26,800
EMMIS COMMUNICTNS DEFINED 3 15,000
EMPRESA NACIONAL DE ELEC ADR DEFINED 1 29,392
EMPRESAS ICA S.A. ADS DEFINED 1 59,300
ENERGY EAST CORP DEFINED 2 25,000
ENERGY EAST CORPORATION DEFINED 1 11,100
ENERSIS SA ADR DEFINED 1 20,797
ENESCO GROUP DEFINED 1 1,600
ENGELHARD CORP DEFINED 1 5,600
ENHANCE FINL SVCS GROUP INC DEFINED 2 35,900
ENRON CORP DEFINED 1 11,000
ENRON CORP DEFINED 2 155,500
ENSCO INTL INC DEFINED 1 12,400
ENTERGY CORP DEFINED 1 9,500
ENTRUST TECHNOLOGIES INC DEFINED 2 122,700
EQUIFAX INC. DEFINED 1 6,700
EQUITABLE RES INC DEFINED 2 10,000
EQUITY OFFICE PPTYS DEFINED 3 981,598 201,677
EQUITY OFFICE PPTYS TR DEFINED 2 9,600
EQUITY OFFICE PROPERTIES TRUST DEFINED 1 522,873
EQUITY RESIDENT PPTYS DEFINED 3 468,200 99,500
EQUITY RESIDENTIAL 7.25% PFD DEFINED 1 150,000
EQUITY RESIDENTIAL PPTYS TR DEFINED 2 4,000
EQUITY RESIDENTIAL PROPS TR DEFINED 1 100,000
ERICSSON L M TEL CO DEFINED 2 22,400
ESAT TELECOM GROUP PLC DEFINED 2 5,400
ESSEX PPTY TR INC DEFINED 3 9,000
ETEC SYS INC DEFINED 2 13,600
ETHAN ALLEN INTERIORS INC DEFINED 2 17,700
ETHYL CORP DEFINED 1 6,800
EVEREST REINSURANCE HOLDINGS DEFINED 1 4,600
EVERGREEN RESOURCES DEFINED 2 14,800
EXCALIBUR TECHNOLOGIES CORP DEFINED 2 19,900
EXCITE INC DEFINED 2 40,900
EXECUTIVE RISK INC DEFINED 1 29,000
EXODUS COMMUNICATIONS INC DEFINED 2 4,900
EXTENDED STAY AMER INC DEFINED 2 55,700
EXXON DEFINED 1 494,500
EXXON CORP DEFINED 2 33,600
FAIRFAX FINL DEFINED 2 100
FAIRFAX FINL HLDGS LTD DEFINED 2 800
FAMILY DLR STORES INC DEFINED 2 21,700
FAMILY DOLLAR STORES DEFINED 1 15,700
FASTENAL CO DEFINED 1 3,400
FDX CORPORATION DEFINED 1 10,600
FEDERAL HOME LN MTG CORP DEFINED 2 109,450
FEDERAL HOME LOAN MTG CORP. DEFINED 1 30,000
FEDERAL MOGUL CORP DEFINED 1 5,700
</TABLE>
Page 16 of 49
<PAGE> 19
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
FEDERAL NAT'L MORTGAGE CO. COM 313586109 24,976 365,950 SH
FEDERAL NATL MTG ASSN COM 313586109 3,172 45,800 SH
FEDERAL REALTY INVS TRUST COM 313747206 3,899 170,000 SH
FEDERAL RLTY INVT TR COM 313747206 38 1,800 SH
FEDERAL SIGNAL CORP COM 313855108 83 3,900 SH
FEDERATED DEPARTMENT STORES COM 31410H101 17,745 335,200 SH
FELCOR LODGING TR INC COM 31430F101 227 9,800 SH
FELCOR LODGING TRUST COM 31430f101 23,941 1,153,769 SH
FERRO CORP COM 315405100 99 3,600 SH
FERRO CORP COM 315405100 139 5,600 SH
FIFTH THIRD BANK COM 316773100 651 9,775 SH
FINOVA GROUP INC COM 317928109 519 10,000 SH
FINOVA GROUP INC COM 317928109 488 9,400 SH
FINOVA GROUP INC COM COM 317928109 11,125 211,400 SH
FINOVA GROUP INC. COM 317928109 284 5,400 SH
FIREBIRD REPUBLICA FUND LTD COM 318991965 50 960 SH
FIRST DATA CORP COM 319963104 866 17,700 SH
FIRST DATA CORP COM 319963104 718 16,800 SH
FIRST HEALTH GROUP CORP COM 320960107 104 4,800 SH
FIRST INDUSTRIAL RLTY COM 32054K103 10,690 389,600 SH
FIRST SEC CORP DEL COM 336294103 471 17,300 SH
FIRST SENTINEL BANCORP INC COM 33640T103 291 37,000 SH
FIRST SIERRA FINANCIAL COM 335944104 19,985 799,400 SH
FIRST TENN NATL CORP COM 337162101 444 11,600 SH
FIRST TENN NATL CORP COM 337162101 568 15,500 SH
FIRST UN CORP COM 337358105 5,889 110,200 SH
FIRST UNION CORP COM 337358105 1,778 37,726 SH
FIRST VA BKS INC COM 337477103 1,818 39,800 SH
FIRST VIRGINIA BANKS COM 337477103 219 4,450 SH
FIRST WASH RLTY TR COM 337489504 4,009 171,500 SH
FIRST YRS INC COM 337610109 66 4,800 SH
FIRSTAR CORPORATION COM 33763V109 687 24,550 SH
FIRSTENERGY CORPORATION COM 337932107 279 9,000 SH
FIRSTMERIT CORP COM 337915102 21,185 754,922 SH
FISERV INC COM 337738108 336 10,725 SH
FISERV INC COM 337738108 1,618 30,250 SH
FISERV INC COM COM 337738108 13,337 425,925 SH
FLASHNET COMMUNICATIONS INC COM 338527104 267 6,500 SH
FLEET FINANCIAL GROUP COM 338915101 932 21,000 SH
FLEETWOOD ENTERPRISES COM 339099103 45 1,700 SH
FLEXTRONICS INTERNATIONAL COM Y2573F102 622 12,200 SH
FLIR SYS INC COM 302445101 65 3,600 SH
FLORIDA PROGRESS COM 341109106 347 8,400 SH
FLORIDA PROGRESS CORP COM 341109106 468 12,400 SH
FLOWERS INDS INC COM 343496105 148 6,000 SH
FLOWERS INDUSTRIES INC COM 343496105 191 8,800 SH
FLOWSERVE CORP COM 34354P105 1,503 96,600 SH
FLOWSERVE CORPORATION COM 34354P105 49 2,600 SH
FLUOR CORP COM 343861100 142 3,500 SH
FMC CORP COM 302491303 109 1,600 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
FEDERAL NAT'L MORTGAGE CO. DEFINED 1 365,950
FEDERAL NATL MTG ASSN DEFINED 2 45,800
FEDERAL REALTY INVS TRUST DEFINED 1 170,000
FEDERAL RLTY INVT TR DEFINED 2 1,800
FEDERAL SIGNAL CORP DEFINED 1 3,900
FEDERATED DEPARTMENT STORES DEFINED 1 335,200
FELCOR LODGING TR INC DEFINED 2 9,800
FELCOR LODGING TRUST DEFINED 3 956,154 197,615
FERRO CORP DEFINED 1 3,600
FERRO CORP DEFINED 2 5,600
FIFTH THIRD BANK DEFINED 1 9,775
FINOVA GROUP INC DEFINED 2 10,000
FINOVA GROUP INC DEFINED 2 9,400
FINOVA GROUP INC COM DEFINED 3 193,800 17,600
FINOVA GROUP INC. DEFINED 1 5,400
FIREBIRD REPUBLICA FUND LTD DEFINED 2 960
FIRST DATA CORP DEFINED 1 17,700
FIRST DATA CORP DEFINED 2 16,800
FIRST HEALTH GROUP CORP DEFINED 1 4,800
FIRST INDUSTRIAL RLTY DEFINED 3 321,300 68,300
FIRST SEC CORP DEL DEFINED 1 17,300
FIRST SENTINEL BANCORP INC DEFINED 2 37,000
FIRST SIERRA FINANCIAL DEFINED 3 787,200 12,200
FIRST TENN NATL CORP DEFINED 1 11,600
FIRST TENN NATL CORP DEFINED 2 15,500
FIRST UN CORP DEFINED 2 110,200
FIRST UNION CORP DEFINED 1 37,726
FIRST VA BKS INC DEFINED 2 39,800
FIRST VIRGINIA BANKS DEFINED 1 4,450
FIRST WASH RLTY TR DEFINED 3 141,600 29,900
FIRST YRS INC DEFINED 2 4,800
FIRSTAR CORPORATION DEFINED 1 24,550
FIRSTENERGY CORPORATION DEFINED 1 9,000
FIRSTMERIT CORP DEFINED 3 738,922 16,000
FISERV INC DEFINED 1 10,725
FISERV INC DEFINED 2 30,250
FISERV INC COM DEFINED 3 386,300 39,625
FLASHNET COMMUNICATIONS INC DEFINED 2 6,500
FLEET FINANCIAL GROUP DEFINED 1 21,000
FLEETWOOD ENTERPRISES DEFINED 1 1,700
FLEXTRONICS INTERNATIONAL DEFINED 2 12,200
FLIR SYS INC DEFINED 2 3,600
FLORIDA PROGRESS DEFINED 1 8,400
FLORIDA PROGRESS CORP DEFINED 2 12,400
FLOWERS INDS INC DEFINED 2 6,000
FLOWERS INDUSTRIES INC DEFINED 1 8,800
FLOWSERVE CORP DEFINED 2 96,600
FLOWSERVE CORPORATION DEFINED 1 2,600
FLUOR CORP DEFINED 1 3,500
FMC CORP DEFINED 1 1,600
</TABLE>
Page 17 of 49
<PAGE> 20
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
FOMENTO ECONOMICO MEX-SP ADR COM 344419106 319 8,000 SH
FOODMAKER INC COM 344839204 217 8,500 SH
FORD MOTOR COM 345370100 2,658 47,100 SH
FORD MOTOR COM 345370100 12,179 214,650 SH
FORE SYSTEMS COM 345449102 689 36,500 SH
FOREST LABORATORIES-CLASS A COM 345838106 5,564 120,300 SH
FORT JAMES CORPORATION COM 347471104 314 8,300 SH
FORTUNE BRANDS INC COM 349631101 281 6,800 SH
FORTUNE BRANDS INC COM 349631101 8 200 SH
FOSTER WHEELER CORP. COM 350244109 25 1,800 SH
FOUNDATION HEALTH SYSTEMS - CL A COM 350404109 157 10,490 SH
FOX ENTMT GROUP INC COM 35138T107 328 12,100 SH
FPL GROUP INC COM 302571104 415 7,600 SH
FPL GROUP INC COM 302571104 692 13,000 SH
FRANCHISE FIN CORP COM 351807102 8,310 373,500 SH
FRANKLIN RES INC COM 354613101 402 9,900 SH
FRANKLIN RES INC COM 354613101 152 5,400 SH
FREDS INC COM 356108100 83 7,500 SH
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 135 7,500 SH
FRIEDE GOLDMAN INTL INC COM 358430106 1,808 113,000 SH
FRONTIER CORP COM 35906P105 416 7,100 SH
FRONTIER CORP COM 35906P105 4,145 79,900 SH
FRONTIER INS GROUP INC NEW COM 359081106 318 26,740 SH
FRONTIER INS. GRP. COM 359081106 28 1,740 SH
FRUIT OF THE LOOM INC COM G3682L105 28 2,900 SH
FULLER H B CO COM 359694106 188 3,200 SH
FULLER, H.B. COM 359694106 82 1,200 SH
FUNDTECH LTD COM M47095100 2,445 81,000 SH
FURNITURE BRANDS INTERNATIONAL COM 360921100 131 4,700 SH
FURNITURE BRANDS INTL COM 360921100 7,203 258,400 SH
FURNITURE BRANDS INTL INC COM 360921100 177 8,000 SH
G + K SERVICES COM 361268105 876 19,000 SH
GABLES RESIDENTIAL COM 362418105 8,166 338,500 SH
GABLES RESIDENTIAL TR COM 362418105 368 16,700 SH
GALILEO INTL INC COM 363547100 779 16,100 SH
GALLAGHER ARTHUR J + CO COM 363576109 129 2,800 SH
GALLAHER GROUP PLC COM 363595109 5 200 SH
GANNETT INC COM 364730101 907 14,400 SH
GANNETT PUBLISHING COM 364730101 17,518 245,430 SH
GAP INC COM 364760108 13,412 266,251 SH
GAP INC COM 364760108 14,206 211,050 SH
GARTNER GROUP INC NEW COM 366651107 478 21,200 SH
GATEWAY INC COM 367626108 307 5,200 SH
GATX CORP. COM 361448103 145 3,800 SH
GELTEX PHARMACEUTICALS INC COM 368538104 1,055 75,000 SH
GENCORP INC COM 368682100 78 3,100 SH
GENENTECH INC COM 368710307 612 6,900 SH
GENER S.A. - Spons ADR COM 368731105 1,269 71,465 SH
GENERAL ALUMINUM CORP. COM 368768107 1,162 516,663 SH
GENERAL COMMUNICATION INC COM 369385109 254 55,700 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
FOMENTO ECONOMICO MEX-SP ADR DEFINED 1 8,000
FOODMAKER INC DEFINED 2 8,500
FORD MOTOR DEFINED 1 47,100
FORD MOTOR DEFINED 2 214,650
FORE SYSTEMS DEFINED 2 36,500
FOREST LABORATORIES-CLASS A DEFINED 1 120,300
FORT JAMES CORPORATION DEFINED 1 8,300
FORTUNE BRANDS INC DEFINED 1 6,800
FORTUNE BRANDS INC DEFINED 2 200
FOSTER WHEELER CORP. DEFINED 1 1,800
FOUNDATION HEALTH SYSTEMS - CL A DEFINED 1 10,490
FOX ENTMT GROUP INC DEFINED 2 12,100
FPL GROUP INC DEFINED 1 7,600
FPL GROUP INC DEFINED 2 13,000
FRANCHISE FIN CORP DEFINED 3 308,900 64,600
FRANKLIN RES INC DEFINED 1 9,900
FRANKLIN RES INC DEFINED 2 5,400
FREDS INC DEFINED 2 7,500
FREEPORT-MCMORAN COPPER & GOLD DEFINED 1 7,500
FRIEDE GOLDMAN INTL INC DEFINED 2 113,000
FRONTIER CORP DEFINED 1 7,100
FRONTIER CORP DEFINED 2 79,900
FRONTIER INS GROUP INC NEW DEFINED 2 26,740
FRONTIER INS. GRP. DEFINED 1 1,740
FRUIT OF THE LOOM INC DEFINED 1 2,900
FULLER H B CO DEFINED 2 3,200
FULLER, H.B. DEFINED 1 1,200
FUNDTECH LTD DEFINED 2 81,000
FURNITURE BRANDS INTERNATIONAL DEFINED 1 4,700
FURNITURE BRANDS INTL DEFINED 3 235,200 23,200
FURNITURE BRANDS INTL INC DEFINED 2 8,000
G + K SERVICES DEFINED 2 19,000
GABLES RESIDENTIAL DEFINED 3 272,500 66,000
GABLES RESIDENTIAL TR DEFINED 2 16,700
GALILEO INTL INC DEFINED 2 16,100
GALLAGHER ARTHUR J + CO DEFINED 2 2,800
GALLAHER GROUP PLC DEFINED 2 200
GANNETT INC DEFINED 2 14,400
GANNETT PUBLISHING DEFINED 1 245,430
GAP INC DEFINED 1 266,251
GAP INC DEFINED 2 211,050
GARTNER GROUP INC NEW DEFINED 2 21,200
GATEWAY INC DEFINED 1 5,200
GATX CORP. DEFINED 1 3,800
GELTEX PHARMACEUTICALS INC DEFINED 2 75,000
GENCORP INC DEFINED 1 3,100
GENENTECH INC DEFINED 2 6,900
GENER S.A. - Spons ADR DEFINED 1 71,465
GENERAL ALUMINUM CORP. DEFINED 1 516,663
GENERAL COMMUNICATION INC DEFINED 2 55,700
</TABLE>
Page 18 of 49
<PAGE> 21
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
GENERAL DYNAMICS CORP COM 369550108 1,164 16,900 SH
GENERAL ELEC CO COM 369604103 30,928 279,525 SH
GENERAL ELEC CO COM 369604103 2,712 24,000 SH
GENERAL ELECTRIC COM 369604103 48,782 431,700 SH
GENERAL GROWTH PPTYS COM 370021107 7,679 216,300 SH
GENERAL GROWTH PPTYS INC COM 370021107 542 16,700 SH
GENERAL GROWTH PPTYS INC COM 370021206 344 15,100 SH
GENERAL INSTR CORP COM 370120107 8,016 188,600 SH
GENERAL INSTR CORP DEL COM 370120107 667 22,000 SH
GENERAL INSTRUMENT CORP COM 370120107 234 5,500 SH
GENERAL MILLS INC COM 370334104 490 6,100 SH
GENERAL MOTORS COM 370442105 1,683 25,500 SH
GENERAL MTRS CORP COM 370442105 21,822 252,521 SH
GENERAL MTRS CORP COM 370442832 1,261 25,000 SH
GENERAL NUTRITION COS COM 37047F103 156 6,700 SH
GENERAL NUTRITION COS INC COM 37047F103 82 5,900 SH
GENERAL PUBLIC UTILITY COM 36225X100 186 4,400 SH
GENERAL RE CORPORATION COM 370997306 971 10,000 SH
GENTEX CORP COM 371901109 512 23,800 SH
GENTEX CORP COM 371901109 57,142 2,040,800 SH
GENUINE PARTS CO COM 372460105 4,327 150,192 SH
GENUINE PARTS CO. COM 372460105 252 7,200 SH
GENZYME CORP COM 372917104 359 7,400 SH
GENZYME CORP COM 372917104 5,491 108,900 SH
GENZYME CORP COM 372917500 0 3 SH
GENZYME CORP GENL DIV 5.25% 6/1/05 CVT 372917AE4 556 4,000 SH
GENZYME SURGICAL PRODUCTS COM 372917609 6 1,325 SH
GEO. HORMEL & CO COM 440452100 262 6,500 SH
GEORGIA GULF CORP COM 373200203 51 3,000 SH
GEORGIA PAC CORP COM 373298108 5,643 76,000 SH
GEORGIA PAC CORP COM 373298702 642 28,600 SH
GEORGIA PACIFIC COM 373298108 351 7,400 SH
GEORGIA PACIFIC (TIMBER GRP) COM 373298702 189 7,500 SH
GERBER CHILDRENSWEAR INC COM 373701101 578 91,500 SH
GETTY IMAGES INC COM 374276103 706 33,700 SH
GIBSON GREETINGS INC COM 374827103 20 2,800 SH
GILAT SATELLITE NETWORKS LTD COM M51474100 537 9,000 SH
GILAT SATELLITE NETWORKS, LTD. COM M51474100 289 5,500 SH
GILEAD SCIENCES INC COM 375558103 141 2,700 SH
GILEAD SCIENCES INC COM 375558103 1,114 24,500 SH
GILLETTE CO COM 375766102 10,328 251,900 SH
GILLETTE CO COM 375766102 2,152 36,200 SH
GLATFELTER P H CO COM 377316104 53 3,600 SH
GLAXO PLC COM 37733W105 748 11,980 SH
GLENBOROUGH RLTY COM 37803P105 10,864 620,800 SH
GLENBOROUGH RLTY TR INC COM 37803P105 213 12,500 SH
GLIMCHER RLTY TR COM 379302102 66 4,600 SH
GLOBAL CROSSING LTD COM G3921A100 162 3,500 SH
GLOBAL INDUSTRIES INC COM 379336100 101 10,000 SH
GLOBAL MARINE COM 379352404 231 14,900 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
GENERAL DYNAMICS CORP DEFINED 1 16,900
GENERAL ELEC CO DEFINED 2 279,525
GENERAL ELEC CO DEFINED 3 24,000
GENERAL ELECTRIC DEFINED 1 431,700
GENERAL GROWTH PPTYS DEFINED 3 183,200 33,100
GENERAL GROWTH PPTYS INC DEFINED 2 16,700
GENERAL GROWTH PPTYS INC DEFINED 2 15,100
GENERAL INSTR CORP DEFINED 3 155,100 33,500
GENERAL INSTR CORP DEL DEFINED 2 22,000
GENERAL INSTRUMENT CORP DEFINED 1 5,500
GENERAL MILLS INC DEFINED 1 6,100
GENERAL MOTORS DEFINED 1 25,500
GENERAL MTRS CORP DEFINED 2 252,521
GENERAL MTRS CORP DEFINED 2 25,000
GENERAL NUTRITION COS DEFINED 1 6,700
GENERAL NUTRITION COS INC DEFINED 2 5,900
GENERAL PUBLIC UTILITY DEFINED 1 4,400
GENERAL RE CORPORATION DEFINED 1 10,000
GENTEX CORP DEFINED 2 23,800
GENTEX CORP DEFINED 3 1,969,800 71,000
GENUINE PARTS CO DEFINED 2 150,192
GENUINE PARTS CO. DEFINED 1 7,200
GENZYME CORP DEFINED 1 7,400
GENZYME CORP DEFINED 2 108,900
GENZYME CORP DEFINED 2 3
GENZYME CORP GENL DIV 5.25% 6/1/05 DEFINED 1 4,000
GENZYME SURGICAL PRODUCTS DEFINED 1 1,325
GEO. HORMEL & CO DEFINED 1 6,500
GEORGIA GULF CORP DEFINED 1 3,000
GEORGIA PAC CORP DEFINED 2 76,000
GEORGIA PAC CORP DEFINED 2 28,600
GEORGIA PACIFIC DEFINED 1 7,400
GEORGIA PACIFIC (TIMBER GRP) DEFINED 1 7,500
GERBER CHILDRENSWEAR INC DEFINED 2 91,500
GETTY IMAGES INC DEFINED 2 33,700
GIBSON GREETINGS INC DEFINED 2 2,800
GILAT SATELLITE NETWORKS LTD DEFINED 2 9,000
GILAT SATELLITE NETWORKS, LTD. DEFINED 1 5,500
GILEAD SCIENCES INC DEFINED 1 2,700
GILEAD SCIENCES INC DEFINED 2 24,500
GILLETTE CO DEFINED 1 251,900
GILLETTE CO DEFINED 2 36,200
GLATFELTER P H CO DEFINED 1 3,600
GLAXO PLC DEFINED 2 11,980
GLENBOROUGH RLTY DEFINED 3 503,100 117,700
GLENBOROUGH RLTY TR INC DEFINED 2 12,500
GLIMCHER RLTY TR DEFINED 2 4,600
GLOBAL CROSSING LTD DEFINED 2 3,500
GLOBAL INDUSTRIES INC DEFINED 2 10,000
GLOBAL MARINE DEFINED 1 14,900
</TABLE>
Page 19 of 49
<PAGE> 22
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
GLOBAL TELESYSTEMS COM 37936U1043 32,400 400,000 SH
GLOBAL TELESYSTEMS GROUP INC COM 37936U104 207 3,700 SH
GLOBALSTAR LP LTD COM G3930H104 522 37,760 SH
GOLDEN ST BANCORP COM 381197102 24,212 1,076,100 SH
GOLDEN WEST FINANCIAL CORP. COM 381317106 245 2,500 SH
GOLDEN WEST FINL CORP DEL COM 381317106 535 5,600 SH
GOLF TR AMER INC COM 38168B103 4,175 170,850 SH
GOODRICH (B.F.) CO COM 382388106 116 2,720 SH
GOODYEAR TIRE & RUBBER CO. COM 382550101 365 6,200 SH
GOODYEAR TIRE AND RUBBER COM 382550101 4,922 98,818 SH
GP FINANCIAL CORP COM 395384100 279 8,500 SH
GPU INC COM 36225X100 194 5,200 SH
GRACE W.R. (NEW) COM 38388F108 63 3,300 SH
GRAINGER (W.W.) INC. COM 384802104 221 4,100 SH
GRANITE CONSTR INC COM 387328107 130 5,550 SH
GRANITE CONSTRUCTION INC COM 387328107 70 2,400 SH
GREAT ATLANTIC & PACIFIC COM 390064103 47 1,400 SH
GREAT ATLANTIC + PAC TEA INC COM 390064103 78 2,600 SH
GREAT LAKES CHEMICAL CORP COM 390568103 115 2,500 SH
GREAT LAKES CHEMICAL CORP COM 390568103 243 6,600 SH
GREAT LAKES REIT INC COM 390752103 3,541 217,900 SH
GREAT PLAINS SOFTWARE COM 39119E105 13,505 286,200 SH
GREATER BAY BANCORP COM 391648102 86 3,000 SH
GREENPOINT FINL CORP COM 395384100 695 20,000 SH
GRUPO INDUSTRIAL MASECA SA-ADR COM 400488409 261 29,205 SH
GRUPO TELEVISA S.A. GDR (ADR) COM 40049J206 2,438 54,400 SH
GST TELECOMMUNICATIONS INC COM 361942105 4,755 435,200 SH
GTE CORP COM 362320103 2,760 45,500 SH
GTE CORP. COM 362320103 36,882 488,497 SH
GTECH HOLDINGS CORP COM 400518106 90 3,800 SH
GTS DURATEK COM 36237J107 1,308 230,000 SH
GUCCI GROUP N V COM 401566104 3,144 39,054 SH
GUIDANT CORP COM 401698105 583 11,400 SH
GULFSTREAM AEROSPACE CORP COM 402734107 446 6,600 SH
GULFSTREAM AEROSPACE CORP NEW COM 402734107 542 12,500 SH
HA LO INDS INC COM 404429102 1,306 106,050 SH
HALIBURTON COM 406216101 751 16,600 SH
HALLIBURTON CO COM 406216101 5,808 148,550 SH
HAMILTON BANCORP INC FLA COM 407013101 1,548 60,000 SH
HANNA M A CO COM 410522106 74 4,500 SH
HANNAFORD BROS CO COM 410550107 193 3,600 SH
HANSON PLC COM 411352404 238 5,400 SH
HARCOURT GEN INC COM 41163G101 1,985 44,800 SH
HARCOURT GENERAL COM 41163G101 139 2,700 SH
HARLEY DAVIDSON INC COM 412822108 761 14,000 SH
HARLEYSVILLE GROUP INC COM 412824104 92 4,800 SH
HARMAN INTL INDS INC NEW COM 413086109 331 9,000 SH
HARMONIC INC COM 413160102 23,452 408,300 SH
HARRAH'S ENTERTAINMENT COM 413619107 82 3,700 SH
HARRIS CORP COM 413875105 110 2,800 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
GLOBAL TELESYSTEMS DEFINED 1 400,000
GLOBAL TELESYSTEMS GROUP INC DEFINED 2 3,700
GLOBALSTAR LP LTD DEFINED 2 37,760
GOLDEN ST BANCORP DEFINED 3 1,053,000 23,100
GOLDEN WEST FINANCIAL CORP. DEFINED 1 2,500
GOLDEN WEST FINL CORP DEL DEFINED 2 5,600
GOLF TR AMER INC DEFINED 3 140,650 30,200
GOODRICH (B.F.) CO DEFINED 1 2,720
GOODYEAR TIRE & RUBBER CO. DEFINED 1 6,200
GOODYEAR TIRE AND RUBBER DEFINED 2 98,818
GP FINANCIAL CORP DEFINED 1 8,500
GPU INC DEFINED 2 5,200
GRACE W.R. (NEW) DEFINED 1 3,300
GRAINGER (W.W.) INC. DEFINED 1 4,100
GRANITE CONSTR INC DEFINED 2 5,550
GRANITE CONSTRUCTION INC DEFINED 1 2,400
GREAT ATLANTIC & PACIFIC DEFINED 1 1,400
GREAT ATLANTIC + PAC TEA INC DEFINED 2 2,600
GREAT LAKES CHEMICAL CORP DEFINED 1 2,500
GREAT LAKES CHEMICAL CORP DEFINED 2 6,600
GREAT LAKES REIT INC DEFINED 3 178,900 39,000
GREAT PLAINS SOFTWARE DEFINED 3 264,500 21,700
GREATER BAY BANCORP DEFINED 2 3,000
GREENPOINT FINL CORP DEFINED 2 20,000
GRUPO INDUSTRIAL MASECA SA-ADR DEFINED 1 29,205
GRUPO TELEVISA S.A. GDR (ADR) DEFINED 1 54,400
GST TELECOMMUNICATIONS INC DEFINED 2 435,200
GTE CORP DEFINED 2 45,500
GTE CORP. DEFINED 1 488,497
GTECH HOLDINGS CORP DEFINED 1 3,800
GTS DURATEK DEFINED 1 230,000
GUCCI GROUP N V DEFINED 2 39,054
GUIDANT CORP DEFINED 1 11,400
GULFSTREAM AEROSPACE CORP DEFINED 1 6,600
GULFSTREAM AEROSPACE CORP NEW DEFINED 2 12,500
HA LO INDS INC DEFINED 2 106,050
HALIBURTON DEFINED 1 16,600
HALLIBURTON CO DEFINED 2 148,550
HAMILTON BANCORP INC FLA DEFINED 2 60,000
HANNA M A CO DEFINED 1 4,500
HANNAFORD BROS CO DEFINED 1 3,600
HANSON PLC DEFINED 2 5,400
HARCOURT GEN INC DEFINED 2 44,800
HARCOURT GENERAL DEFINED 1 2,700
HARLEY DAVIDSON INC DEFINED 1 14,000
HARLEYSVILLE GROUP INC DEFINED 2 4,800
HARMAN INTL INDS INC NEW DEFINED 2 9,000
HARMONIC INC DEFINED 3 392,200 16,100
HARRAH'S ENTERTAINMENT DEFINED 1 3,700
HARRIS CORP DEFINED 1 2,800
</TABLE>
Page 20 of 49
<PAGE> 23
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
HARRIS CORP DEL COM 413875105 263 9,200 SH
HARSCO CORP COM 415864107 138 4,300 SH
HARTE HANKS INC COM 416196103 576 21,000 SH
HARTE-HANKS INC COM 416196103 32,406 1,194,700 SH
HARTFORD FINANCIAL SERVICES GROUP, IN COM 416515104 554 9,500 SH
HARTFORD FINANCIAL SVCS GRP COM 416515104 1,136 20,000 SH
HASBRO INC. COM 418056107 210 7,525 SH
HAVERTY FURNITURE COS INC COM 419596101 112 4,400 SH
HAWAIIAN ELECTRIC COM 419870100 96 2,700 SH
HCC INS HLDGS INC COM 404132102 156 8,100 SH
HCR MANOR CARE COM 404134108 73 3,000 SH
HCR MANOR CARE INC COM 404134108 167 7,300 SH
HEALTH CARE PPTY INVS COM 421915109 7,655 265,100 SH
HEALTH MANAGEMENT ASSOCIATES INC - A COM 421933102 248 22,000 SH
HEALTH MGMT ASSOC COM 421933102 950 77,975 SH
HEALTHCARE FINL PARTNERS INC COM 42219W108 1,505 57,600 SH
HEALTHCARE FINL PRTNER COM 42219W108 52,831 1,542,500 SH
HEALTHCARE RLTY TR COM 421946104 5,590 264,600 SH
HEALTHSOUTH CORP COM 421924101 89 8,600 SH
HEALTHSOUTH CORPORATION COM 421924101 231 15,500 SH
HEFTEL BROADCASTING CORP COM 422799106 907 20,900 SH
HEICO CORP NEW COM 422806208 2,734 127,900 SH
HEILIG-MEYERS COM 422893107 37 5,500 SH
HEINZ H J CO COM 423074103 4,136 87,310 SH
HEINZ H.J. COM 423074103 18,366 366,400 SH
HELLENIC TELECOMMUN ORGANIZA ADR'S COM 423325307 332 30,000 SH
HELLER FINANCIAL INC CVT 423328871 13,125 125,000 SH
HELLER FINL INC COM 423328103 494 21,000 SH
HELMERICH & PAYNE COM 423452101 43 1,800 SH
HELMERICH AND PAYNE INC COM 423452101 191 8,400 SH
HENRY JACK + ASSOC INC COM 426281101 66 1,800 SH
HENRY SCHEIN INC COM 806407102 1,437 56,900 SH
HERCULES INC COM 427056106 157 4,000 SH
HERSHEY FOODS CORP COM 427866108 350 5,900 SH
HERTZ CORP COM 428040109 11,224 209,800 SH
HEWLETT PACKARD CO COM 428236103 12,993 191,600 SH
HEWLETT-PACKARD COMPANY COM 428236103 4,080 40,600 SH
HIBERNIA CORP COM 428656102 224 14,300 SH
HIBERNIA CORP COM 428656102 683 52,000 SH
HIGHLAND INS GROUP INC COM 431032101 0 15 SH
HIGHWOODS PPTYS INC COM 431284108 14,265 519,900 SH
HIGHWOODS PROPERTIES INC COM 431284108 3,293 120,000 SH
HILLENBRAND INDUSTRIES COM 431573104 251 5,800 SH
HILLSBOROUGH COMPANIES COM 431992106 13 2,571 SH
HILTON HOTELS COM 432848109 140 9,900 SH
HILTON HOTELS CORP COM 432848109 3,623 255,400 SH
HILTON HOTELS CORP 5.0% 05/15/06 CVT 432848AL3 229 2,500 SH
HISPANIC BROADCASTING COM 43357b104 84,335 1,111,500 SH
HOLLYWOOD ENTMT CORP COM 436141105 302 16,200 SH
HOLOPHANE CORP COM 43645B106 264 12,000 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
HARRIS CORP DEL DEFINED 2 9,200
HARSCO CORP DEFINED 1 4,300
HARTE HANKS INC DEFINED 2 21,000
HARTE-HANKS INC DEFINED 3 1,169,400 25,300
HARTFORD FINANCIAL SERVICES GROUP, IN DEFINED 1 9,500
HARTFORD FINANCIAL SVCS GRP DEFINED 2 20,000
HASBRO INC. DEFINED 1 7,525
HAVERTY FURNITURE COS INC DEFINED 2 4,400
HAWAIIAN ELECTRIC DEFINED 1 2,700
HCC INS HLDGS INC DEFINED 2 8,100
HCR MANOR CARE DEFINED 1 3,000
HCR MANOR CARE INC DEFINED 2 7,300
HEALTH CARE PPTY INVS DEFINED 3 218,300 46,800
HEALTH MANAGEMENT ASSOCIATES INC - A DEFINED 1 22,000
HEALTH MGMT ASSOC DEFINED 2 77,975
HEALTHCARE FINL PARTNERS INC DEFINED 2 57,600
HEALTHCARE FINL PRTNER DEFINED 3 1,506,800 35,700
HEALTHCARE RLTY TR DEFINED 3 217,400 47,200
HEALTHSOUTH CORP DEFINED 2 8,600
HEALTHSOUTH CORPORATION DEFINED 1 15,500
HEFTEL BROADCASTING CORP DEFINED 2 20,900
HEICO CORP NEW DEFINED 2 127,900
HEILIG-MEYERS DEFINED 1 5,500
HEINZ H J CO DEFINED 2 87,310
HEINZ H.J. DEFINED 1 366,400
HELLENIC TELECOMMUN ORGANIZA ADR'S DEFINED 1 30,000
HELLER FINANCIAL INC DEFINED 1 125,000
HELLER FINL INC DEFINED 2 21,000
HELMERICH & PAYNE DEFINED 1 1,800
HELMERICH AND PAYNE INC DEFINED 2 8,400
HENRY JACK + ASSOC INC DEFINED 2 1,800
HENRY SCHEIN INC DEFINED 2 56,900
HERCULES INC DEFINED 1 4,000
HERSHEY FOODS CORP DEFINED 1 5,900
HERTZ CORP DEFINED 2 209,800
HEWLETT PACKARD CO DEFINED 2 191,600
HEWLETT-PACKARD COMPANY DEFINED 1 40,600
HIBERNIA CORP DEFINED 1 14,300
HIBERNIA CORP DEFINED 2 52,000
HIGHLAND INS GROUP INC DEFINED 2 15
HIGHWOODS PPTYS INC DEFINED 3 434,200 85,700
HIGHWOODS PROPERTIES INC DEFINED 1 120,000
HILLENBRAND INDUSTRIES DEFINED 1 5,800
HILLSBOROUGH COMPANIES DEFINED 1 2,571
HILTON HOTELS DEFINED 1 9,900
HILTON HOTELS CORP DEFINED 3 208,000 47,400
HILTON HOTELS CORP 5.0% 05/15/06 DEFINED 1 2,500
HISPANIC BROADCASTING DEFINED 3 1,087,300 24,200
HOLLYWOOD ENTMT CORP DEFINED 2 16,200
HOLOPHANE CORP DEFINED 2 12,000
</TABLE>
Page 21 of 49
<PAGE> 24
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
HOME DEPOT COM 437076102 13,165 204,300 SH
HOME DEPOT INC COM 437076102 29,792 477,810 SH
HOME DEPOT INC COM 437076102 2,900 45,000 SH
HOME PPTYS N Y INC COM 437306103 296 12,800 SH
HOMEBASE INC 5.25% 11/1/04 CVT 43738EAA6 258 3,000 SH
HOMESTAKE MINING COM 437614100 63 7,700 SH
HON INDS INC COM 438092108 152 5,200 SH
HON INDS INC COM 438092108 325 14,800 SH
HONEYWELL COM 438506107 556 4,800 SH
HONEYWELL INC COM 438506107 1,137 15,000 SH
HORACE MANN EDUCATORS CORP COM 440327104 1,974 72,600 SH
HOSPITALITY PPTYS COM 44106M102 4,199 154,800 SH
HOST MARRIOTT CORP COM 44107p104 20,487 1,725,200 SH
HOST MARRIOTT CORP (REIT) COM 44107P104 427 35,967 SH
HOST MARRIOTT CORP NEW COM 44107P104 468 42,100 SH
HOST MARRIOTT SERVICES CORP COM 440914109 54 6,617 SH
HOUGHTON MIFFLIN CO COM 441560109 127 2,700 SH
HOUGHTON MIFFLIN CO COM 441560109 502 10,700 SH
HOUSEHOLD INT'L COM 441815107 1,015 21,425 SH
HOUSEHOLD INTL INC COM 441815107 5,448 119,400 SH
HRPT TRUST COM 40426w101 5,416 353,700 SH
HSB GROUP INC COM 40428N109 14,889 361,500 SH
HUANENG POWER INTL INC COM 443304100 40 4,000 SH
HUBBELL INC. Class B COM 443510201 259 5,700 SH
HUBCO INC COM 404382103 419 12,510 SH
HUGHES SUPPLY INC COM 444482103 96 4,200 SH
HUMANA CORP COM 444859102 82 6,300 SH
HUNT (JB) TRANSPRT SVCS INC COM 445658107 55 3,400 SH
HUNTINGTON BANCSHARES COM 446150104 278 7,930 SH
HUSSMANN INTL INC COM 448110106 84 5,700 SH
HYPERCOM CORP COM 44913M105 217 34,000 SH
HYPERION SOLUTIONS CORP COM 44914M104 77 5,280 SH
IBERDROLA SA COM 442464004 165 11,120 SH
IBP INC. COM 449223106 195 8,200 SH
ICG COMMUNICATIONS INC COM 449246107 755 37,800 SH
ICN PHARMACEUTICALS INC COM 448924100 225 7,000 SH
IDACORP INC COM 451107106 104 3,300 SH
IDACORP INC COM 451107106 226 7,700 SH
IKON OFFICE SOLUTIONS INC COM 451713101 75 5,000 SH
ILLINOIS TOOL WORKS COM 452308109 801 9,800 SH
ILLINOVA CORP COM 452317100 177 6,500 SH
ILLINOVA CORP COM 452317100 311 14,700 SH
IMASCO COM 452451701 3,661 131,400 SH
IMATION CORPORATION COM 45245A107 92 3,700 SH
IMAX CORP COM 45245E109 282 14,400 SH
IMC GLOBAL INC COM 449669100 204 10,000 SH
IMC GLOBAL INC. COM 449669100 182 10,500 SH
IMPERIAL BANCORP COM 452556103 343 20,000 SH
IMS HEALTH INC COM 449934108 3,119 94,160 SH
IMS HEALTH INC. COM 449934108 409 13,100 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
HOME DEPOT DEFINED 1 204,300
HOME DEPOT INC DEFINED 2 477,810
HOME DEPOT INC DEFINED 3 45,000
HOME PPTYS N Y INC DEFINED 2 12,800
HOMEBASE INC 5.25% 11/1/04 DEFINED 1 3,000
HOMESTAKE MINING DEFINED 1 7,700
HON INDS INC DEFINED 1 5,200
HON INDS INC DEFINED 2 14,800
HONEYWELL DEFINED 1 4,800
HONEYWELL INC DEFINED 2 15,000
HORACE MANN EDUCATORS CORP DEFINED 1 72,600
HOSPITALITY PPTYS DEFINED 3 128,600 26,200
HOST MARRIOTT CORP DEFINED 3 1,424,100 301,100
HOST MARRIOTT CORP (REIT) DEFINED 1 35,967
HOST MARRIOTT CORP NEW DEFINED 2 42,100
HOST MARRIOTT SERVICES CORP DEFINED 1 6,617
HOUGHTON MIFFLIN CO DEFINED 1 2,700
HOUGHTON MIFFLIN CO DEFINED 2 10,700
HOUSEHOLD INT'L DEFINED 1 21,425
HOUSEHOLD INTL INC DEFINED 2 119,400
HRPT TRUST DEFINED 3 291,400 62,300
HSB GROUP INC DEFINED 1 361,500
HUANENG POWER INTL INC DEFINED 2 4,000
HUBBELL INC. Class B DEFINED 1 5,700
HUBCO INC DEFINED 2 12,510
HUGHES SUPPLY INC DEFINED 2 4,200
HUMANA CORP DEFINED 1 6,300
HUNT (JB) TRANSPRT SVCS INC DEFINED 1 3,400
HUNTINGTON BANCSHARES DEFINED 1 7,930
HUSSMANN INTL INC DEFINED 2 5,700
HYPERCOM CORP DEFINED 2 34,000
HYPERION SOLUTIONS CORP DEFINED 2 5,280
IBERDROLA SA DEFINED 2 11,120
IBP INC. DEFINED 1 8,200
ICG COMMUNICATIONS INC DEFINED 2 37,800
ICN PHARMACEUTICALS INC DEFINED 1 7,000
IDACORP INC DEFINED 1 3,300
IDACORP INC DEFINED 2 7,700
IKON OFFICE SOLUTIONS INC DEFINED 1 5,000
ILLINOIS TOOL WORKS DEFINED 1 9,800
ILLINOVA CORP DEFINED 1 6,500
ILLINOVA CORP DEFINED 2 14,700
IMASCO DEFINED 1 131,400
IMATION CORPORATION DEFINED 1 3,700
IMAX CORP DEFINED 2 14,400
IMC GLOBAL INC DEFINED 2 10,000
IMC GLOBAL INC. DEFINED 1 10,500
IMPERIAL BANCORP DEFINED 2 20,000
IMS HEALTH INC DEFINED 2 94,160
IMS HEALTH INC. DEFINED 1 13,100
</TABLE>
Page 22 of 49
<PAGE> 25
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
INA(IST NAZ ASS) COM 453493900 242 0 80,000 SH
INACOM CORP COM 45323G109 22 2,800 SH
INCO LTD COM 453258402 115 6,400 SH
INDIANA ENERGY INC COM 454707100 57 2,666 SH
INDIGO AVIATION AB COM 45567P104 2,182 329,300 SH
INFINITY COM 45662s102 3,719 125,800 SH
INFINITY BROADCASTING CORP NEW COM 45662S102 749 29,100 SH
INFORMATION RES INC COM 456905108 21 2,400 SH
INFORMIX CORP COM 456779107 135 15,800 SH
INFOSEEK CORP COM 45678M107 3,839 51,900 SH
INFOSYS TECH - ADR COM 4567881085 406 7,000 SH
INGERSOLL-RAND COM 456866102 1,050 16,250 SH
INKTOMI CORP COM 457277101 5,948 69,460 SH
INNKEEPERS USA TR COM 4576J0104 4,094 409,400 SH
INSIGHT ENTERPRISES INC COM 45765U103 639 25,700 SH
INSPIRE INS SOLUTIONS COM 457732105 19,465 1,342,400 SH
INSURANCE AUTO AUCTIONS COM 457875102 1,613 100,000 SH
INSURANCE MGMT SOLUTNS COM 458045101 638 75,000 SH
INTEGRATED DEVICE TECH INC COM 458118106 84 7,700 SH
INTEL CORP COM 458140100 30,982 520,700 SH
INTEL CORP COM 458140100 18,636 157,540 SH
INTERFACE INC COM 458665106 103 11,000 SH
INTERIM SVCS INC COM 45868P100 662 44,100 SH
INTERMEDIA COMM COMMON COM 458801107 0 7,399 SH
INTERMEDIA COMM SER. B CVT 458801404 507 5,169 SH
INTERMEDIA COMMUNICATIONS INC COM 458801107 3,166 118,900 SH
INTERMET CORP COM 45881K104 79 5,900 SH
INTERNATIONAL BUSINESS MACHINES COM 459200101 36,410 281,700 SH
INTERNATIONAL BUSINESS MACHS COM 459200101 26,626 152,755 SH
INTERNATIONAL FLAVORS & FRAGRANCES COM 459506101 202 4,600 SH
INTERNATIONAL FLAVOURS COM 459506101 4,245 113,016 SH
INTERNATIONAL GAME TECHNOLOGY COM 459902102 176 9,500 SH
INTERNATIONAL MULTIFOOD COM 460043102 36 1,600 SH
INTERNATIONAL MULTIFOODS CORP COM 460043102 84 3,600 SH
INTERNATIONAL PAPER COM 460146103 782 15,559 SH
INTERNATIONAL PAPER CO COM 460146103 4,793 113,605 SH
INTERNATIONAL SPEEDWAY COM 460335201 38,185 803,900 SH
INTERPUBLIC GROUP COS COM 460690100 485 5,600 SH
INTERPUBLIC GROUP COS INC COM 460690100 1,931 24,800 SH
INTERSTATE BAKERIES CORP COM 46072H108 139 6,200 SH
INTERSTATE BAKERIES CORP COM 46072H108 173 8,000 SH
INTERSTATE HOTELS CORPORATION COM 46088R108 62 15,057 SH
INTERTAN INC COM 461120107 1,500 75,000 SH
INTRAWARE INC COM 46118M103 200 5,000 SH
INTUIT COM 461202103 1,025 10,080 SH
INTUIT INCORPORATION COM 461202103 469 5,200 SH
INVESTMENT TECHNOLOGY GROUP COM 46145F105 80 2,500 SH
INVITROGEN CORP COM 46185R100 1,893 147,000 SH
INVITROGEN CORP COM 46185R100 1,827 74,000 SH
IONICS INC COM 462218108 609 20,200 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
INA(IST NAZ ASS) DEFINED 2 80,000
INACOM CORP DEFINED 2 2,800
INCO LTD DEFINED 1 6,400
INDIANA ENERGY INC DEFINED 1 2,666
INDIGO AVIATION AB DEFINED 3 329,300
INFINITY DEFINED 3 104,100 21,700
INFINITY BROADCASTING CORP NEW DEFINED 2 29,100
INFORMATION RES INC DEFINED 1 2,400
INFORMIX CORP DEFINED 1 15,800
INFOSEEK CORP DEFINED 2 51,900
INFOSYS TECH - ADR DEFINED 1 7,000
INGERSOLL-RAND DEFINED 1 16,250
INKTOMI CORP DEFINED 2 69,460
INNKEEPERS USA TR DEFINED 3 341,600 67,800
INSIGHT ENTERPRISES INC DEFINED 2 25,700
INSPIRE INS SOLUTIONS DEFINED 3 1,318,400 24,000
INSURANCE AUTO AUCTIONS DEFINED 1 100,000
INSURANCE MGMT SOLUTNS DEFINED 3 75,000
INTEGRATED DEVICE TECH INC DEFINED 1 7,700
INTEL CORP DEFINED 1 520,700
INTEL CORP DEFINED 2 157,540
INTERFACE INC DEFINED 2 11,000
INTERIM SVCS INC DEFINED 2 44,100
INTERMEDIA COMM COMMON DEFINED 2 7,399
INTERMEDIA COMM SER. B DEFINED 1 5,169
INTERMEDIA COMMUNICATIONS INC DEFINED 2 118,900
INTERMET CORP DEFINED 2 5,900
INTERNATIONAL BUSINESS MACHINES DEFINED 1 281,700
INTERNATIONAL BUSINESS MACHS DEFINED 2 152,755
INTERNATIONAL FLAVORS & FRAGRANCES DEFINED 1 4,600
INTERNATIONAL FLAVOURS DEFINED 2 113,016
INTERNATIONAL GAME TECHNOLOGY DEFINED 1 9,500
INTERNATIONAL MULTIFOOD DEFINED 1 1,600
INTERNATIONAL MULTIFOODS CORP DEFINED 2 3,600
INTERNATIONAL PAPER DEFINED 1 15,559
INTERNATIONAL PAPER CO DEFINED 2 113,605
INTERNATIONAL SPEEDWAY DEFINED 3 782,400 21,500
INTERPUBLIC GROUP COS DEFINED 1 5,600
INTERPUBLIC GROUP COS INC DEFINED 2 24,800
INTERSTATE BAKERIES CORP DEFINED 1 6,200
INTERSTATE BAKERIES CORP DEFINED 2 8,000
INTERSTATE HOTELS CORPORATION DEFINED 1 15,057
INTERTAN INC DEFINED 3 75,000
INTRAWARE INC DEFINED 2 5,000
INTUIT DEFINED 2 10,080
INTUIT INCORPORATION DEFINED 1 5,200
INVESTMENT TECHNOLOGY GROUP DEFINED 1 2,500
INVITROGEN CORP DEFINED 2 147,000
INVITROGEN CORP DEFINED 3 74,000
IONICS INC DEFINED 2 20,200
</TABLE>
Page 23 of 49
<PAGE> 26
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
IPALCO ENTERPRISES INC COM 462613100 161 7,600 SH
IPC HOLDINGS LTD COM G4933P101 278 14,000 SH
IPC HOLDINGS LTDS COM G4933P101 122,000 6,100,000 SH
IRON MOUNTAIN INC COM 462849104 3 100,000 SH
IRON MTN INC DEL COM 46284P104 45,149 1,577,250 SH
IRT PPTY CO COM 450058102 353 40,000 SH
IRT PPTY CO COM 450058102 4,230 428,400 SH
ISS GROUP INC COM 450306105 585 7,300 SH
ITALGAS(SOC ITAL) COM 446820003 39 8,000 SH
ITT EDL SVCS INC COM 45068B109 2,780 74,000 SH
ITT INDUSTRIES COM 450911102 160 4,200 SH
IVAX CORP COM 465823102 148 10,500 SH
IVILLAGE INC COM 46588H105 291 2,900 SH
IXL ENTERPRISES INC COM 450718101 1,075 40,000 SH
J.C. PENNEY & CO. COM 708160106 665 13,700 SH
J.M. SMUCKER COM 832696108 45 2,000 SH
JABIL CIRCUIT INC COM 466313103 320 7,100 SH
JACOBS ENGR GROUP INC COM 469814107 87 2,300 SH
JACOR COMMUNICATIONS INC COM 469858401 3,260 42,900 SH
JDN RLTY CORP COM 465917102 121 6,100 SH
JDN RLTY CORP COM 465917102 2,918 130,400 SH
JEFFERSON PILOT COM 475070108 351 5,300 SH
JERONIMO MARTINS SGPS COM 447723008 163 4,566 SH
JLG INDS INC COM 466210101 226 16,600 SH
JOHNSON & JOHNSON COM 478160104 19,118 195,080 SH
JOHNSON & JOHNSON COM 478160104 17,649 188,080 SH
JOHNSON CONTROLS INC COM 478366107 243 3,500 SH
JONES APPAREL GROUP IN COM 480074103 376 10,953 SH
JONES APPAREL GROUP INC COM 480074103 617 22,100 SH
JONES INTERCABLE INC COM 480206200 1,138 28,900 SH
JONES LANG LASALLE INC COM 48020Q107 543 18,100 SH
JONES PHARMACEUTICALS COM 480236108 35,827 909,900 SH
JOSTENS COM 481088102 25 1,200 SH
JOSTENS INC COM 481088102 425 20,000 SH
JP REALTY INC COM 46624A106 1,388 67,500 SH
JUST FOR FEET INC COM 48213P106 313 25,000 SH
K MART COM 482584109 310 18,800 SH
K MART CORP COM 482584109 398 23,700 SH
K2 INC COM 482732104 65 8,200 SH
KANSAS CITY PWR & LT C COM 485134100 138 5,400 SH
KANSAS CITY SOUTHN IND COM 485170104 306 4,800 SH
KAUFMAN & BROAD HOME CORP. COM 486168107 55 2,200 SH
KAUFMAN + BROAD HOME CORP COM 486168107 47 2,100 SH
KAYDON CORP COM 486587108 130 4,500 SH
KAYDON CORP. COM 486587108 94 2,800 SH
KBC BANKVERZEKERIN NPV COM 449774009 433 6,480 SH
KEANE INC COM 486665102 127 5,600 SH
KEEBLER FOODS CO COM 487256109 548 15,000 SH
KELLOGG COM 487836108 561 17,000 SH
KELLOGG CO COM 487836108 4,920 145,517 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
IPALCO ENTERPRISES INC DEFINED 1 7,600
IPC HOLDINGS LTD DEFINED 2 14,000
IPC HOLDINGS LTDS DEFINED 1 6,100,000
IRON MOUNTAIN INC DEFINED 2 100,000
IRON MTN INC DEL DEFINED 3 1,520,700 56,550
IRT PPTY CO DEFINED 2 40,000
IRT PPTY CO DEFINED 3 352,500 75,900
ISS GROUP INC DEFINED 2 7,300
ITALGAS(SOC ITAL) DEFINED 2 8,000
ITT EDL SVCS INC DEFINED 2 74,000
ITT INDUSTRIES DEFINED 1 4,200
IVAX CORP DEFINED 1 10,500
IVILLAGE INC DEFINED 2 2,900
IXL ENTERPRISES INC DEFINED 3 40,000
J.C. PENNEY & CO. DEFINED 1 13,700
J.M. SMUCKER DEFINED 1 2,000
JABIL CIRCUIT INC DEFINED 1 7,100
JACOBS ENGR GROUP INC DEFINED 1 2,300
JACOR COMMUNICATIONS INC DEFINED 2 42,900
JDN RLTY CORP DEFINED 2 6,100
JDN RLTY CORP DEFINED 3 106,900 23,500
JEFFERSON PILOT DEFINED 1 5,300
JERONIMO MARTINS SGPS DEFINED 2 4,566
JLG INDS INC DEFINED 2 16,600
JOHNSON & JOHNSON DEFINED 1 195,080
JOHNSON & JOHNSON DEFINED 2 188,080
JOHNSON CONTROLS INC DEFINED 1 3,500
JONES APPAREL GROUP IN DEFINED 1 10,953
JONES APPAREL GROUP INC DEFINED 2 22,100
JONES INTERCABLE INC DEFINED 2 28,900
JONES LANG LASALLE INC DEFINED 2 18,100
JONES PHARMACEUTICALS DEFINED 3 877,100 32,800
JOSTENS DEFINED 1 1,200
JOSTENS INC DEFINED 2 20,000
JP REALTY INC DEFINED 3 55,500 12,000
JUST FOR FEET INC DEFINED 2 25,000
K MART DEFINED 1 18,800
K MART CORP DEFINED 2 23,700
K2 INC DEFINED 2 8,200
KANSAS CITY PWR & LT C DEFINED 1 5,400
KANSAS CITY SOUTHN IND DEFINED 1 4,800
KAUFMAN & BROAD HOME CORP. DEFINED 1 2,200
KAUFMAN + BROAD HOME CORP DEFINED 2 2,100
KAYDON CORP DEFINED 2 4,500
KAYDON CORP. DEFINED 1 2,800
KBC BANKVERZEKERIN NPV DEFINED 2 6,480
KEANE INC DEFINED 1 5,600
KEEBLER FOODS CO DEFINED 2 15,000
KELLOGG DEFINED 1 17,000
KELLOGG CO DEFINED 2 145,517
</TABLE>
Page 24 of 49
<PAGE> 27
FILE NUMBER 28-219 (CONSOLIDATED)
AS OF 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
KELLSTROM INDS INC COM 488035106 71 4,500 SH
KELLWOOD CO COM 488044108 119 5,400 SH
KELLY SERVICES CI'A' COM 488152208 103 3,200 SH
KEMET CORP COM 488360108 162 14,200 SH
KENNAMETAL INC COM 489170100 74 2,400 SH
KERR MCGEE CORP COM 492386107 165 3,285 SH
KEY PRODTN INC COM 493138101 928 101,000 SH
KEYCORP COM 493267108 585 18,200 SH
KEYSPAN CORPORTATION COM 49337W100 340 12,900 SH
KEYSTONE FINANCIAL INC COM 493482103 130 4,400 SH
KILROY REALTY CORP COM 49427F108 3,656 150,000 SH
KILROY RLTY CORP COM 49427F108 123 6,000 SH
KIMBALL INTL INC COM 494274103 74 5,000 SH
KIMBERLY CLARK CORP COM 494368103 259 5,400 SH
KIMBERLY-CLARK CORP COM 494368103 1,454 25,500 SH
KIMCO REALTY COM 49446R109 35,500 893,075 SH
KIMCO REALTY CORP COM 49446R109 12,410 312,200 SH
KIMCO RLTY CORP COM 49446R109 15 400 SH
KING WORLD PRODUCTIONS COM 495667107 87 2,500 SH
KINGFISHER COM 026201905 503 40,000 SH
KLA TENCOR CORP COM 482480100 481 9,900 SH
KLA-TENCOR CORP COM 482480100 212 3,275 SH
KLM ROYAL DUTCH AIRLS COM 482516101 389 14,000 SH
KMART FINANCING 7.75% PFD CVT 498778208 3,510 60,000 SH
KN ENERGY INC. COM 482620101 76 5,700 SH
KNIGHT RIDDER INC. COM 499040103 198 3,600 SH
KNIGHT TRIMARK GROUP COM 499067106 670 10,000 SH
KNIGHT/TRIMARK GRP COM 499067106 22,729 372,600 SH
KNIGHTSBRIDGE TANKERS LTD COM G5299G106 540 32,000 SH
KOGER EQUITY INC COM 500228101 47 3,500 SH
KOHLS CORPORATION COM 500255104 538 7,000 SH
KOMAG INC COM 500453105 157 35,800 SH
KONINKLIJKE PHILIPS ELECTRS NV COM 500472105 247 3,000 SH
KONINKLIJKE PHILIPS ELECTRS NV COM 500472105 41 500 SH
KOREA ELEC POWER CORP-SP ADR COM 500631106 2,960 164,000 SH
KOREA ELEC PWR CORP COM 500631106 136 10,700 SH
KOREA FUND INC COM 500634100 1,978 133,000 SH
KRAUSES FURNITURE INC COM 500760202 314 173,100 SH
KROGER CO. COM 501044101 941 33,700 SH
KROLL O GARA CO COM 501050108 4,646 171,800 SH
KROLL-O'GARA COMPANY COM 501050108 31,863 1,444,212 SH
L OREAL COM 453478000 101 160 SH
LA Z BOY INC COM 505336107 131 6,900 SH
LAB HLDGS INC COM 505353102 527 31,700 SH
LABONE INC COM 50540E101 37 3,500 SH
LACLEDE GAS CO COM 505588103 559 26,700 SH
LAFARGE COM 450270004 67 742 SH
LAIDLAW INC. COM 50730K503 92 12,500 SH
LAM RESH CORP COM 512807108 525 18,100 SH
LAMONTS APPAREL INC COM 513628404 13 34,222 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
KELLSTROM INDS INC DEFINED 2 4,500
KELLWOOD CO DEFINED 2 5,400
KELLY SERVICES CI'A' DEFINED 1 3,200
KEMET CORP DEFINED 2 14,200
KENNAMETAL INC DEFINED 1 2,400
KERR MCGEE CORP DEFINED 1 3,285
KEY PRODTN INC DEFINED 3 101,000
KEYCORP DEFINED 1 18,200
KEYSPAN CORPORTATION DEFINED 1 12,900
KEYSTONE FINANCIAL INC DEFINED 1 4,400
KILROY REALTY CORP DEFINED 1 150,000
KILROY RLTY CORP DEFINED 2 6,000
KIMBALL INTL INC DEFINED 2 5,000
KIMBERLY CLARK CORP DEFINED 2 5,400
KIMBERLY-CLARK CORP DEFINED 1 25,500
KIMCO REALTY DEFINED 1 893,075
KIMCO REALTY CORP DEFINED 3 255,800 56,400
KIMCO RLTY CORP DEFINED 2 400
KING WORLD PRODUCTIONS DEFINED 1 2,500
KINGFISHER DEFINED 2 40,000
KLA TENCOR CORP DEFINED 2 9,900
KLA-TENCOR CORP DEFINED 1 3,275
KLM ROYAL DUTCH AIRLS DEFINED 2 14,000
KMART FINANCING 7.75% PFD DEFINED 1 60,000
KN ENERGY INC. DEFINED 1 5,700
KNIGHT RIDDER INC. DEFINED 1 3,600
KNIGHT TRIMARK GROUP DEFINED 2 10,000
KNIGHT/TRIMARK GRP DEFINED 3 357,200 15,400
KNIGHTSBRIDGE TANKERS LTD DEFINED 2 32,000
KOGER EQUITY INC DEFINED 2 3,500
KOHLS CORPORATION DEFINED 1 7,000
KOMAG INC DEFINED 2 35,800
KONINKLIJKE PHILIPS ELECTRS NV DEFINED 2 3,000
KONINKLIJKE PHILIPS ELECTRS NV DEFINED 2 500
KOREA ELEC POWER CORP-SP ADR DEFINED 1 164,000
KOREA ELEC PWR CORP DEFINED 2 10,700
KOREA FUND INC DEFINED 1 133,000
KRAUSES FURNITURE INC DEFINED 2 173,100
KROGER CO. DEFINED 1 33,700
KROLL O GARA CO DEFINED 2 171,800
KROLL-O'GARA COMPANY DEFINED 1 1,444,212
L OREAL DEFINED 2 160
LA Z BOY INC DEFINED 2 6,900
LAB HLDGS INC DEFINED 2 31,700
LABONE INC DEFINED 2 3,500
LACLEDE GAS CO DEFINED 2 26,700
LAFARGE DEFINED 2 742
LAIDLAW INC. DEFINED 1 12,500
LAM RESH CORP DEFINED 2 18,100
LAMONTS APPAREL INC DEFINED 1 34,222
</TABLE>
Page 25 of 49
<PAGE> 28
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
LANCASTER COLONY CORP COM 513847103 129 3,750 SH
LANCASTER COLONY CORP COM 513847103 797 30,000 SH
LANCE INC COM 514606102 225 14,400 SH
LANCE INC COM 514606102 1,113 70,100 SH
LANDAMERICA FINL GROUP INC COM 514936103 17 600 SH
LANDRYS SEAFOOD REST INC COM 51508L103 179 28,000 SH
LANDS END INC COM 515086106 140 2,900 SH
LAS VEGAS ENTER NETWRK CO COM 517669305 0 90,629 SH
LASALLE RE HOLDINGS LTD COM G5383Q101 881 30,000 SH
LASON HLDGS INC COM 51808R107 528 9,400 SH
LATTICE SEMICONDUCTOR CORP COM 518415104 632 13,900 SH
LAUDER ESTEE COS INC COM 518439104 567 6,000 SH
LEAR CORP COM 521865105 867 20,300 SH
LEAR CORPORATION COM 521865105 289 5,800 SH
LEARNING CO INC COM 522008101 458 15,800 SH
LEE ENTERPRISES INC COM 523768109 110 3,600 SH
LEGATO SYSTEMS INC COM 524651106 196 3,400 SH
LEGATO SYSTEMS INC COM 524651106 3,392 65,800 SH
LEGGETT & PLATT INC. COM 524660107 470 16,900 SH
LEHMAN BROTHERS HLDGS INC COM 524908100 896 15,000 SH
LEHMAN BROTHERS HOLDING INC COM 524908100 236 3,800 SH
LEINER HEALTH PRODUCTS INC. NEW COM 525367108 364 3,640 SH
LEINER HEALTH PRODUCTS INC. WARRANTS COM 525996112 43 8,925 SH
LEVEL 3 COMMUNICATIONS INC COM 52729N100 3,713 50,990 SH
LEXMARK INTL GROUP - CL A COM 529771107 799 12,200 SH
LG&E ENERGY CORP COM 501917108 250 11,900 SH
LIBBEY INC COM 529898108 90 2,900 SH
LIBERTY FINANCIAL COMPANIES COM 530512102 628 25,000 SH
LIBERTY PPTY COM 531172104 11,059 444,600 SH
LIBERTY PROPERTY COM 531172104 66 3,200 SH
LIFE FINL CORP COM 53184P101 25 8,000 SH
LIFEPOINT HOSPITAL INC COM 53219L109 0 9 SH
LIFEPOINT HOSPITALS INC. W/I COM 53219L109 0 1 SH
LILLY ELI + CO COM 532457108 5,346 62,990 SH
LIMITED INC COM 532716107 454 10,000 SH
LIMITED INC COM 532716107 424 10,700 SH
LINCARE HLDGS INC COM 532791100 1,313 46,800 SH
LINCARE HOLDINGS INC COM 532791100 125 5,000 SH
LINCOLN NATIONAL CORP COM 534187109 55 1,050 SH
LINCOLN NATIONAL CORP. COM 534187109 544 10,400 SH
LINEAR TECHNOLOGY CORP COM 535678106 874 13,000 SH
LINEAR TECHNOLOGY CORP COM 535678106 1,040 20,270 SH
LINENS N THINGS INC COM 535679104 43,273 989,100 SH
LITCHFIELD FINL CORP COM 536619109 13,174 777,813 SH
LITTELFUSE INC COM 537008104 551 30,000 SH
LITTON INDS INC COM 538021106 296 4,100 SH
LIZ CLAIBORNE INC COM 539320101 102 2,800 SH
LOCKHEED MARTIN CORP COM 539830109 842 22,600 SH
LOCKHEED MARTIN CORP COM 539830109 328 8,700 SH
LOEWS CORP. COM 540424108 411 5,200 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
LANCASTER COLONY CORP DEFINED 1 3,750
LANCASTER COLONY CORP DEFINED 2 30,000
LANCE INC DEFINED 1 14,400
LANCE INC DEFINED 2 70,100
LANDAMERICA FINL GROUP INC DEFINED 2 600
LANDRYS SEAFOOD REST INC DEFINED 2 28,000
LANDS END INC DEFINED 1 2,900
LAS VEGAS ENTER NETWRK CO DEFINED 2 90,629
LASALLE RE HOLDINGS LTD DEFINED 1 30,000
LASON HLDGS INC DEFINED 2 9,400
LATTICE SEMICONDUCTOR CORP DEFINED 2 13,900
LAUDER ESTEE COS INC DEFINED 2 6,000
LEAR CORP DEFINED 2 20,300
LEAR CORPORATION DEFINED 1 5,800
LEARNING CO INC DEFINED 2 15,800
LEE ENTERPRISES INC DEFINED 1 3,600
LEGATO SYSTEMS INC DEFINED 1 3,400
LEGATO SYSTEMS INC DEFINED 2 65,800
LEGGETT & PLATT INC. DEFINED 1 16,900
LEHMAN BROTHERS HLDGS INC DEFINED 2 15,000
LEHMAN BROTHERS HOLDING INC DEFINED 1 3,800
LEINER HEALTH PRODUCTS INC. NEW DEFINED 1 3,640
LEINER HEALTH PRODUCTS INC. WARRANTS DEFINED 1 8,925
LEVEL 3 COMMUNICATIONS INC DEFINED 2 50,990
LEXMARK INTL GROUP - CL A DEFINED 1 12,200
LG&E ENERGY CORP DEFINED 1 11,900
LIBBEY INC DEFINED 2 2,900
LIBERTY FINANCIAL COMPANIES DEFINED 1 25,000
LIBERTY PPTY DEFINED 3 365,100 79,500
LIBERTY PROPERTY DEFINED 2 3,200
LIFE FINL CORP DEFINED 2 8,000
LIFEPOINT HOSPITAL INC DEFINED 2 9
LIFEPOINT HOSPITALS INC. W/I DEFINED 1 1
LILLY ELI + CO DEFINED 2 62,990
LIMITED INC DEFINED 1 10,000
LIMITED INC DEFINED 2 10,700
LINCARE HLDGS INC DEFINED 2 46,800
LINCARE HOLDINGS INC DEFINED 1 5,000
LINCOLN NATIONAL CORP DEFINED 2 1,050
LINCOLN NATIONAL CORP. DEFINED 1 10,400
LINEAR TECHNOLOGY CORP DEFINED 1 13,000
LINEAR TECHNOLOGY CORP DEFINED 2 20,270
LINENS N THINGS INC DEFINED 3 969,700 19,400
LITCHFIELD FINL CORP DEFINED 3 762,613 15,200
LITTELFUSE INC DEFINED 2 30,000
LITTON INDS INC DEFINED 1 4,100
LIZ CLAIBORNE INC DEFINED 1 2,800
LOCKHEED MARTIN CORP DEFINED 1 22,600
LOCKHEED MARTIN CORP DEFINED 2 8,700
LOEWS CORP. DEFINED 1 5,200
</TABLE>
Page 26 0f 49
<PAGE> 29
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
LO-JACK CORPORATION COM 539451104 2,010 240,000 SH
LONE STAR INDS INC COM 542290408 217 7,000 SH
LONE STAR STEAKHOUSE + SALOON COM 542307103 71 6,900 SH
LONE STAR STEAKHOUSE S COM 542307103 34 3,500 SH
LONGS DRUG STORES INC COM 543162101 41 1,200 SH
LONGVIEW FIBRE COM 543213102 70 4,500 SH
LORAL SPACE + COMMUNICATIONS COM G56462107 884 61,200 SH
LOUISIANA PACIFIC COM 546347105 103 4,300 SH
LOWE'S COMPANIES COM 548661107 754 13,300 SH
LSI LOGIC CORP COM 502161102 240 5,200 SH
LTC PROPERTIES COM 502175102 3,374 259,500 SH
LUBRIZOL CORP COM 549271104 450 20,000 SH
LUBRIZOL CORP. COM 549271104 142 5,200 SH
LUBYS CAFETERIAS INC COM 549282101 386 22,900 SH
LUCENT TECHNOLOGIES COM 549463107 23,620 350,252 SH
LUCENT TECHNOLOGIES COM 549463107 21,686 217,316 SH
LYCOS INC COM 550818108 1,489 17,300 SH
LYONDELL CHEMICAL COMPANY COM 552078107 198 9,600 SH
MAC GRAY CORP COM 554153106 891 97,000 SH
MACDERMID INC COM 554273102 16,298 350,500 SH
MACERICH CO COM 554382101 7,038 268,100 SH
MACK CA RLTY CORP COM 554489104 235 8,000 SH
MACK CALI REALTY CORP COM 554489104 9,207 297,600 SH
MACROMEDIA INC COM 556100105 2,315 51,100 SH
MADECO SA-ADR COM 5563041038 197 19,500 SH
MAGELLAN HEALTH SVCS INC COM 559079108 36 8,700 SH
MAGNA INTL. 4.875% 2/15/05 CVT 559222AF1 294 3,000 SH
MAGNETEK INC COM 559424106 23 2,200 SH
MAGNETEK INC COM 559424106 84 10,000 SH
MAHANAGAR TELE NIGAM-GDR COM 559778204 442 51,500 SH
MAHANAGAR TELEP NI COM 559778204 21 2,000 SH
MAKER COMMUNICATIONS COM 560875106 1,380 44,500 SH
MALLINCKRODT GROUP INC COM 561232109 105 2,900 SH
MALLINCKRODT INC NEW COM 561232109 29 1,100 SH
MANDALAY RESORT GROUP COM 562567107 178 8,400 SH
MANPOWER INC COM 56418H100 158 7,000 SH
MANPOWER INC WIS COM 56418H100 281 12,000 SH
MANUFACTURED HOME CMNT COM 564682102 6,170 237,300 SH
MANUFACTURED HOME CMNTYS INC COM 564682102 401 16,700 SH
MANUFACTURED HOME COMMUNITIES COM 564682102 4,680 180,000 SH
MAPQUEST COM INC COM 565644101 3,044 186,600 SH
MARINE DRILLING COS INC COM 568240204 385 35,000 SH
MARK IV INDS INC COM 570387100 97 4,600 SH
MARK IV INDS INC COM 570387100 179 13,700 SH
MARKETWATCH COM INC COM 570619106 37 500 SH
MARRIOTT INTERNATIONAL-CL A COM 571903202 2,825 75,576 SH
MARRIOTT INTL INC NEW COM 571903202 1,150 34,200 SH
MARSH & MC LENNAN COM 571748102 16,928 223,650 SH
MARSH + MCLENNAN COS INC COM 571748102 163 2,200 SH
MARSHALL & ILSLY CORP COM 571834100 573 8,900 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
LO-JACK CORPORATION DEFINED 1 240,000
LONE STAR INDS INC DEFINED 2 7,000
LONE STAR STEAKHOUSE + SALOON DEFINED 2 6,900
LONE STAR STEAKHOUSE S DEFINED 1 3,500
LONGS DRUG STORES INC DEFINED 1 1,200
LONGVIEW FIBRE DEFINED 1 4,500
LORAL SPACE + COMMUNICATIONS DEFINED 2 61,200
LOUISIANA PACIFIC DEFINED 1 4,300
LOWE'S COMPANIES DEFINED 1 13,300
LSI LOGIC CORP DEFINED 1 5,200
LTC PROPERTIES DEFINED 3 209,000 50,500
LUBRIZOL CORP DEFINED 2 20,000
LUBRIZOL CORP. DEFINED 1 5,200
LUBYS CAFETERIAS INC DEFINED 2 22,900
LUCENT TECHNOLOGIES DEFINED 1 350,252
LUCENT TECHNOLOGIES DEFINED 2 217,316
LYCOS INC DEFINED 2 17,300
LYONDELL CHEMICAL COMPANY DEFINED 1 9,600
MAC GRAY CORP DEFINED 2 97,000
MACDERMID INC DEFINED 3 343,200 7,300
MACERICH CO DEFINED 3 221,600 46,500
MACK CA RLTY CORP DEFINED 2 8,000
MACK CALI REALTY CORP DEFINED 3 244,100 53,500
MACROMEDIA INC DEFINED 2 51,100
MADECO SA-ADR DEFINED 1 19,500
MAGELLAN HEALTH SVCS INC DEFINED 2 8,700
MAGNA INTL. 4.875% 2/15/05 DEFINED 1 3,000
MAGNETEK INC DEFINED 1 2,200
MAGNETEK INC DEFINED 2 10,000
MAHANAGAR TELE NIGAM-GDR DEFINED 1 51,500
MAHANAGAR TELEP NI DEFINED 2 2,000
MAKER COMMUNICATIONS DEFINED 3 44,500
MALLINCKRODT GROUP INC DEFINED 1 2,900
MALLINCKRODT INC NEW DEFINED 2 1,100
MANDALAY RESORT GROUP DEFINED 1 8,400
MANPOWER INC DEFINED 1 7,000
MANPOWER INC WIS DEFINED 2 12,000
MANUFACTURED HOME CMNT DEFINED 3 195,500 41,800
MANUFACTURED HOME CMNTYS INC DEFINED 2 16,700
MANUFACTURED HOME COMMUNITIES DEFINED 1 180,000
MAPQUEST COM INC DEFINED 3 183,400 3,200
MARINE DRILLING COS INC DEFINED 2 35,000
MARK IV INDS INC DEFINED 1 4,600
MARK IV INDS INC DEFINED 2 13,700
MARKETWATCH COM INC DEFINED 2 500
MARRIOTT INTERNATIONAL-CL A DEFINED 1 75,576
MARRIOTT INTL INC NEW DEFINED 2 34,200
MARSH & MC LENNAN DEFINED 1 223,650
MARSH + MCLENNAN COS INC DEFINED 2 2,200
MARSHALL & ILSLY CORP DEFINED 1 8,900
</TABLE>
Page 27 of 49
<PAGE> 30
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
MARTIN MARIETTA MATERIALS INC COM 573284106 236 4,000 SH
MARTIN MARIETTA MATLS INC COM 573284106 3,258 57,100 SH
MASCO CORP COM 574599106 375 13,000 SH
MASCO CORP COM 574599106 2,011 71,200 SH
MASISA SA-ADR COM 574799102 185 17,600 SH
MATAV RT-SPONSORED ADR COM 559776109 265 9,625 SH
MATTEL INC COM 577081102 2,438 97,386 SH
MATTEL INC. COM 577081102 355 13,600 SH
MAXIM INTEGRATED PRODS COM 57772K101 798 12,000 SH
MAXIM INTEGRATED PRODS INC COM 57772K101 1,341 24,800 SH
MAXIMUS INC COM 577933104 36,147 1,257,300 SH
MAXXAM INC COM 577913106 52 800 SH
MAXXIM MED INC COM 57777G105 68 3,600 SH
MAY DEPARTMENT STORES COM 577778103 989 24,200 SH
MAY DEPT STORES CO COM 577778103 5,119 130,848 SH
MAYTAG CO. COM 578592107 258 3,700 SH
MAYTAG CORP COM 578592107 12 200 SH
MBIA INC COM 55262C100 70 1,200 SH
MBIA INC. COM 55262C100 259 4,000 SH
MBNA CORP COM 55262L100 899 29,365 SH
MBNA CORP COM 55262L100 511 21,400 SH
MBNA CORP COM 55262L100 7,001 228,600 SH
MC DONALDS CORP. COM 580135101 13,148 319,700 SH
McCORMICK & CO. COM 579780206 215 6,800 SH
MCDERMOTT INTERNATIONAL COM 580037109 59 2,100 SH
MCDERMOTT INTL INC COM 580037109 749 29,600 SH
MCDONALDS CORP COM 580135101 10,109 223,100 SH
MCGRAW HILL CORP COM 580645109 1,483 27,500 SH
MCI WORLDCOM COM 552688106 521 5,885 SH
MCI WORLDCOM COM 552688106 503 5,843 SH
MCI WORLDCOM INC COM 55268B106 16,946 196,907 SH
MCI WORLDCOM INC COM 55268B106 36,435 411,535 SH
MCKESSON HBOC INC COM 58155Q103 299 9,294 SH
MCKESSON HBOC INC COM 58155Q103 6,322 95,790 SH
MCN ENERGY GROUP INC. COM 55267J100 149 7,200 SH
MDU RES GROUP INC COM 552690109 48 2,100 SH
MEAD CORP COM 582834107 175 4,200 SH
MEDE AMER CORP COM 584067102 4,152 110,000 SH
MEDIA GEN INC COM 584404107 122 2,400 SH
MEDIA METRIX INC COM 58440X103 799 15,000 SH
MEDIAONE GROUP INC COM 58440J104 1,726 23,200 SH
MEDIAONE GROUP INC COM 58440J104 9,418 148,200 SH
MEDICIS PHARMACEUTICAL COM 584690309 28,867 1,137,600 SH
MEDICIS PHARMACEUTICAL CORP COM 584690309 300 10,000 SH
MEDIMMUNE INC COM 584699102 318 4,700 SH
MEDIMMUNE INC COM 584699102 6,804 114,950 SH
MEDIOLANUM COM 553519901 1,987 74,680 SH
MEDITRUST CORP PAIRED COM 58501T306 14,985 1,147,200 SH
MEDTRONIC INC COM 585055106 1,830 25,500 SH
MEDTRONIC INC. COM 585055106 1,768 22,700 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
MARTIN MARIETTA MATERIALS INC DEFINED 1 4,000
MARTIN MARIETTA MATLS INC DEFINED 2 57,100
MASCO CORP DEFINED 1 13,000
MASCO CORP DEFINED 2 71,200
MASISA SA-ADR DEFINED 1 17,600
MATAV RT-SPONSORED ADR DEFINED 1 9,625
MATTEL INC DEFINED 2 97,386
MATTEL INC. DEFINED 1 13,600
MAXIM INTEGRATED PRODS DEFINED 1 12,000
MAXIM INTEGRATED PRODS INC DEFINED 2 24,800
MAXIMUS INC DEFINED 3 1,232,900 24,400
MAXXAM INC DEFINED 1 800
MAXXIM MED INC DEFINED 2 3,600
MAY DEPARTMENT STORES DEFINED 1 24,200
MAY DEPT STORES CO DEFINED 2 130,848
MAYTAG CO. DEFINED 1 3,700
MAYTAG CORP DEFINED 2 200
MBIA INC DEFINED 2 1,200
MBIA INC. DEFINED 1 4,000
MBNA CORP DEFINED 1 29,365
MBNA CORP DEFINED 2 21,400
MBNA CORP DEFINED 3 228,600
MC DONALDS CORP. DEFINED 1 319,700
McCORMICK & CO. DEFINED 1 6,800
MCDERMOTT INTERNATIONAL DEFINED 1 2,100
MCDERMOTT INTL INC DEFINED 2 29,600
MCDONALDS CORP DEFINED 2 223,100
MCGRAW HILL CORP DEFINED 1 27,500
MCI WORLDCOM DEFINED 2 5,885
MCI WORLDCOM DEFINED 2 5,843
MCI WORLDCOM INC DEFINED 1 196,907
MCI WORLDCOM INC DEFINED 2 411,535
MCKESSON HBOC INC DEFINED 1 9,294
MCKESSON HBOC INC DEFINED 2 95,790
MCN ENERGY GROUP INC. DEFINED 1 7,200
MDU RES GROUP INC DEFINED 2 2,100
MEAD CORP DEFINED 1 4,200
MEDE AMER CORP DEFINED 3 110,000
MEDIA GEN INC DEFINED 1 2,400
MEDIA METRIX INC DEFINED 3 15,000
MEDIAONE GROUP INC DEFINED 1 23,200
MEDIAONE GROUP INC DEFINED 2 148,200
MEDICIS PHARMACEUTICAL DEFINED 3 1,112,700 24,900
MEDICIS PHARMACEUTICAL CORP DEFINED 2 10,000
MEDIMMUNE INC DEFINED 1 4,700
MEDIMMUNE INC DEFINED 2 114,950
MEDIOLANUM DEFINED 2 74,680
MEDITRUST CORP PAIRED DEFINED 3 944,900 202,300
MEDTRONIC INC DEFINED 2 25,500
MEDTRONIC INC. DEFINED 1 22,700
</TABLE>
Page 28 of 49
<PAGE> 31
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
MELLON BANK CORP COM 585509102 793 21,800 SH
MELLON BK CORP COM 585509102 5,982 85,000 SH
MENTOR GRAPHICS COM 587200106 72 5,600 SH
MERCANTILE BANCORPORAT COM 587342106 343 6,000 SH
MERCANTILE BANCORPORATION INC COM 587342106 2,294 48,300 SH
MERCANTILE BANCORPORTN COM 587342106 4,142 72,500 SH
MERCANTILE BANKSHARES CORP COM 587405101 822 23,250 SH
MERCANTILE BANKSHARES CORP COM 587405101 734 20,100 SH
MERCK & CO INC COM 589331107 18,648 234,050 SH
MERCK & CO. COM 589331107 25,669 348,640 SH
MEREDITH CORP COM 589433101 62 1,800 SH
MERISTAR HOSPITALITY COM 58984y103 305 13,600 SH
MERITOR AUTOMOTIVE INC COM 59000G100 145 5,699 SH
MERRILL LYNCH & CO. COM 590188108 1,089 13,700 SH
MERRILL LYNCH + CO INC COM 590188108 7,597 85,900 SH
MESABA HLDGS INC COM 59066B102 265 20,000 SH
META GROUP INC COM 591002100 673 43,800 SH
METHODE ELECTRS INC COM 591520200 231 21,000 SH
METRIS COS INC COM 591598107 143 3,601 SH
METRIS COS INC COM 591598107 72,918 1,789,388 SH
METRO AG COM 504141904 382 6,100 SH
METROCALL STOCKS COM 591647102 0 40,000 SH
METTLER-TOLEDO INTERNATIONAL COM 592688105 15,010 588,631 SH
METZLER GROUP INC COM 592903108 622 19,900 SH
METZLER GROUP INC COM 592903108 46,134 1,670,000 SH
MEYER FRED INC DEL NEW COM 592907109 841 14,280 SH
MGI PPTYS COM 552885105 30 1,100 SH
MGIC INVESTMENT CORP COM 552848103 263 5,400 SH
MGIC INVT CORP WIS COM 552848103 214 6,100 SH
MGIC INVT CORP WIS COM 552848103 5,519 113,500 SH
MGM GRAND INC COM 552953101 842 25,035 SH
MIAMI CRUISELINE SERVICES HOLD I CX B COM 593993108 1,604 3,333 SH
MICHAELS STORES INC SUB NT CV6.75%03 CVT 594087ac2 593 600,000 SH
MICRO WHSE INC COM 59501B105 54 3,000 SH
MICROCHIP TECHNOLOGY INCORPORATED COM 595017104 218 4,600 SH
MICROMUSE INC COM 595094103 4,393 95,500 SH
MICRON 7.0% 7/1/04 CVT 595112AB9 202 2,000 SH
MICRON TECHNOLOGY INC COM 595112103 324 8,000 SH
MICRON TECHNOLOGY INC COM 595112103 241 5,000 SH
MICROSOFT COM 594918104 61,787 685,090 SH
MICROSOFT CORP COM 594918104 61,821 690,010 SH
MIDAMERICAN ENERGY HOLDINGS CO COM 59562V107 177 5,100 SH
MIDCOAST ENERGY RES COM 59563W104 2,306 143,000 SH
MIDWEST EXPRESS HLDGS INC COM 597911106 97 3,300 SH
MILACRON INC COM 598709103 24 1,300 SH
MILACRON INC COM 598709103 33 2,100 SH
MILLENNIUM CHEMICALS INC COM 599903101 225 11,300 SH
MILLENNIUM PHARMACEUTICALS COM 599902103 625 20,000 SH
MILLER HERMAN COM 600544100 153 7,300 SH
MILLER HERMAN INC COM 600544100 471 26,100 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
MELLON BANK CORP DEFINED 1 21,800
MELLON BK CORP DEFINED 2 85,000
MENTOR GRAPHICS DEFINED 1 5,600
MERCANTILE BANCORPORAT DEFINED 1 6,000 (C)
MERCANTILE BANCORPORATION INC DEFINED 2 48,300
MERCANTILE BANCORPORTN DEFINED 3 59,800 12,700
MERCANTILE BANKSHARES CORP DEFINED 1 23,250
MERCANTILE BANKSHARES CORP DEFINED 2 20,100
MERCK & CO INC DEFINED 2 234,050
MERCK & CO. DEFINED 1 348,640
MEREDITH CORP DEFINED 1 1,800
MERISTAR HOSPITALITY DEFINED 3 13,600
MERITOR AUTOMOTIVE INC DEFINED 1 5,699
MERRILL LYNCH & CO. DEFINED 1 13,700
MERRILL LYNCH + CO INC DEFINED 2 85,900
MESABA HLDGS INC DEFINED 2 20,000
META GROUP INC DEFINED 2 43,800
METHODE ELECTRS INC DEFINED 2 21,000
METRIS COS INC DEFINED 2 3,601
METRIS COS INC DEFINED 3 1,723,452 65,936
METRO AG DEFINED 2 6,100
METROCALL STOCKS DEFINED 2 40,000
METTLER-TOLEDO INTERNATIONAL DEFINED 1 588,631
METZLER GROUP INC DEFINED 2 19,900
METZLER GROUP INC DEFINED 3 1,609,200 60,800
MEYER FRED INC DEL NEW DEFINED 2 14,280
MGI PPTYS DEFINED 2 1,100
MGIC INVESTMENT CORP DEFINED 1 5,400
MGIC INVT CORP WIS DEFINED 2 6,100
MGIC INVT CORP WIS DEFINED 3 82,100 31,400
MGM GRAND INC DEFINED 2 25,035
MIAMI CRUISELINE SERVICES HOLD I CX B DEFINED 1 3,333
MICHAELS STORES INC SUB NT CV6.75%03 DEFINED 3 600,000
MICRO WHSE INC DEFINED 1 3,000
MICROCHIP TECHNOLOGY INCORPORATED DEFINED 1 4,600
MICROMUSE INC DEFINED 2 95,500
MICRON 7.0% 7/1/04 DEFINED 1 2,000
MICRON TECHNOLOGY INC DEFINED 1 8,000
MICRON TECHNOLOGY INC DEFINED 2 5,000
MICROSOFT DEFINED 1 685,090
MICROSOFT CORP DEFINED 2 690,010
MIDAMERICAN ENERGY HOLDINGS CO DEFINED 1 5,100
MIDCOAST ENERGY RES DEFINED 3 143,000
MIDWEST EXPRESS HLDGS INC DEFINED 2 3,300
MILACRON INC DEFINED 1 1,300
MILACRON INC DEFINED 2 2,100
MILLENNIUM CHEMICALS INC DEFINED 2 11,300
MILLENNIUM PHARMACEUTICALS DEFINED 2 20,000
MILLER HERMAN DEFINED 1 7,300
MILLER HERMAN INC DEFINED 2 26,100
</TABLE>
Page 29 0f 49
<PAGE> 32
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
MILLIPORE CORP COM 601073109 69 1,700 SH
MILLIPORE CORP COM 601073109 18,456 455,000 SH
MILLS COPORATION COM 601148109 3,253 150,000 SH
MINAS BUENAVENTURA-SPON ADR COM 204448104 168 11,000 SH
MINDSPRING ENTERPRISES INC COM 602683104 567 6,600 SH
MINERALS TECHNOLOGIES INC COM 603158106 112 2,000 SH
MINERALS TECHNOLOGIES INC COM 603158106 912 19,000 SH
MINNESOTA MINING & MFG. COM 604059105 1,452 16,700 SH
MINNESOTA MNG + MFG CO COM 604059105 6,576 92,949 SH
MINNESOTA POWER, INC COM 604110106 115 5,800 SH
MIRAGE RESORTS INC COM 60462E1047 124 7,400 SH
MIRAGE RESORTS INC COM 60462E104 799 38,296 SH
MITCHELL ENERGY + DEV CORP COM 606592301 225 18,000 SH
MITEL CORP COM 606711109 1,809 275,125 SH
MMC NETWORKS INC COM 55308N102 17,564 392,500 SH
MOBIL CORP COM 607059102 11,492 129,550 SH
MOBIL CORP. COM 607059102 3,985 40,350 SH
MOBILE MINI COM 60740F105 1,072 54,800 SH
MODINE MFG CO COM 607828100 81 2,500 SH
MODIS PROFESSIONAL SERVICES COM 607830106 138 10,200 SH
MOHAWK INDS INC COM 608190104 1,680 56,000 SH
MOHAWK INDUSTRIES INC COM 608190104 161 5,300 SH
MOLEX INC COM 608554101 506 13,686 SH
MOLEX INC COM 608554200 839 32,500 SH
MOLEX INC COM 608554101 492 16,737 SH
MONSANTO COMPANY COM 611662107 942 23,800 SH
MONTANA POWER CO COM 612085100 338 4,800 SH
MONTANA PWR CO COM 612085100 736 10,000 SH
MONY GROUP INC COM 615337102 62 2,500 SH
MOOG INC COM 615394202 70 2,300 SH
MOORE CORP COM 615785102 1,622 184,750 SH
MORGAN J P + CO INC COM 616880100 5,737 46,497 SH
MORGAN J.P. COM 616880100 1,068 7,600 SH
MORGAN STANLEY ASIA PAC FD INC COM 61744U106 656 82,000 SH
MORGAN STANLEY DEAN WITTER COM 617446448 20,933 208,995 SH
MORGAN STANLEY DEAN WITTER & CO COM 617446448 24,650 240,191 SH
MORGAN STANLEY DW INDIA INVESTMENT FU COM 61745C105 291 30,000 SH
MOTOROLA INC COM 620076109 2,246 23,700 SH
MOTOROLA INC COM 620076109 9,437 125,750 SH
MOVADO GROUP INC COM 624580106 1,304 52,200 SH
MTI HOLDING INC COMMON COM 553769100 0 104,164 SH
MULTEX SYS INC COM 625367107 2,405 38,500 SH
MURATA MFG CO COM 661040006 692 13,000 SH
MURPHY OIL CORP COM 626717102 190 3,900 SH
MURPHY OIL CORP COM 626717102 266 6,400 SH
MYLAN LABORATORIES COM 628530107 313 11,800 SH
MYLAN LABS INC COM 628530107 5,740 216,600 SH
NABISCO GROUP HOLDINGS COM 62952P102 284 14,500 SH
NABISCO HLDGS CORP COM 629526104 1,135 27,300 SH
NABORS INDS INC COM 629568106 212 8,700 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
MILLIPORE CORP DEFINED 1 1,700
MILLIPORE CORP DEFINED 3 444,700 10,300
MILLS COPORATION DEFINED 1 150,000
MINAS BUENAVENTURA-SPON ADR DEFINED 1 11,000
MINDSPRING ENTERPRISES INC DEFINED 2 6,600
MINERALS TECHNOLOGIES INC DEFINED 1 2,000
MINERALS TECHNOLOGIES INC DEFINED 2 19,000
MINNESOTA MINING & MFG. DEFINED 1 16,700
MINNESOTA MNG + MFG CO DEFINED 2 92,949
MINNESOTA POWER, INC DEFINED 1 5,800
MIRAGE RESORTS INC DEFINED 1 7,400
MIRAGE RESORTS INC DEFINED 2 38,296
MITCHELL ENERGY + DEV CORP DEFINED 2 18,000
MITEL CORP DEFINED 1 275,125
MMC NETWORKS INC DEFINED 3 384,500 8,000
MOBIL CORP DEFINED 2 129,550
MOBIL CORP. DEFINED 1 40,350
MOBILE MINI DEFINED 3 54,800
MODINE MFG CO DEFINED 1 2,500
MODIS PROFESSIONAL SERVICES DEFINED 1 10,200
MOHAWK INDS INC DEFINED 2 56,000
MOHAWK INDUSTRIES INC DEFINED 1 5,300
MOLEX INC DEFINED 1 13,686
MOLEX INC DEFINED 2 32,500
MOLEX INC DEFINED 2 16,737
MONSANTO COMPANY DEFINED 1 23,800
MONTANA POWER CO DEFINED 1 4,800
MONTANA PWR CO DEFINED 2 10,000
MONY GROUP INC DEFINED 2 2,500
MOOG INC DEFINED 2 2,300
MOORE CORP DEFINED 1 184,750
MORGAN J P + CO INC DEFINED 2 46,497
MORGAN J.P. DEFINED 1 7,600
MORGAN STANLEY ASIA PAC FD INC DEFINED 2 82,000
MORGAN STANLEY DEAN WITTER DEFINED 2 208,995
MORGAN STANLEY DEAN WITTER & CO DEFINED 1 240,191
MORGAN STANLEY DW INDIA INVESTMENT FU DEFINED 1 30,000
MOTOROLA INC DEFINED 1 23,700
MOTOROLA INC DEFINED 2 125,750
MOVADO GROUP INC DEFINED 2 52,200
MTI HOLDING INC COMMON DEFINED 2 104,164
MULTEX SYS INC DEFINED 2 38,500
MURATA MFG CO DEFINED 2 13,000
MURPHY OIL CORP DEFINED 1 3,900
MURPHY OIL CORP DEFINED 2 6,400
MYLAN LABORATORIES DEFINED 1 11,800
MYLAN LABS INC DEFINED 3 188,300 28,300
NABISCO GROUP HOLDINGS DEFINED 1 14,500
NABISCO HLDGS CORP DEFINED 2 27,300
NABORS INDS INC DEFINED 1 8,700
</TABLE>
Page 30 0f 49
<PAGE> 33
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
NAC RE CORP COM 628907107 413 7,700 SH
NACCO INDUSTRIES -CL A COM 629579103 29 400 SH
NALCO CHEM CO COM 629853102 5,814 218,868 SH
NALCO CHEMICAL CO COM 629853102 130 2,500 SH
NALE LABORATORIES WARRANTS COM 629857111 400 26,000 SH
NANOGEN INC COM 630075109 3,438 500,000 SH
NANOGEN INC COM 630075109 185 20,000 SH
NATIONAL AUSTRALIA BK 7.875% PFD CVT 632525309 3,797 125,000 SH
NATIONAL CITY CORP COM 635405103 878 13,400 SH
NATIONAL CITY CORP COM 635405103 976 14,700 SH
NATIONAL COMM BANCORP COM 635449101 342 15,000 SH
NATIONAL DATA CORP COM 635621105 399 9,500 SH
NATIONAL EQUIPMENT SERV COM 635847106 0 75,000 SH
NATIONAL FUEL GAS CO N COM 636180101 160 3,300 SH
NATIONAL FUEL GAS CO N J COM 636180101 279 7,100 SH
NATIONAL INSTRS CORP COM 636518102 382 13,550 SH
NATIONAL PRESTO INDS INC COM 637215104 2,112 59,600 SH
NATIONAL SEMICONDUCTER 6.5% 10/01/02 CVT 637640AB9 143 1,500 SH
NATIONAL SEMICONDUCTOR COM 637640103 144 5,700 SH
NATIONAL SERVICE INDS INC COM 637657107 50 1,400 SH
NATIONAL SVC INDS INC COM 637657107 4,579 134,438 SH
NATIONWIDE HEALTH PPTY COM 638620104 6,729 353,000 SH
NAUTICA ENTERPRISES INC COM 639089101 101 8,900 SH
NAVISTAR INTERNATIONAL COM 63934E1082 135 2,700 SH
NCH CORP. COM 628850109 30 600 SH
NEOMAGIC CORP COM 640497103 64 6,400 SH
NEON SYS INC COM 640509105 553 10,200 SH
NETGRAVITY INC COM 641114103 2,852 69,000 SH
NETWORK APPLIANCE INC COM 64120L104 4,250 83,900 SH
NETWORK EQUIP TECHNOLOGIES COM 641208103 286 32,000 SH
NETWORK SOLUTIONS INC COM 64121q102 26,863 339,500 SH
NETWORK SOLUTIONS INC DEL COM 64121Q102 3,976 37,600 SH
NETWORKS ASSOCIATES INC COM 640938106 166 11,300 SH
NETWORKS ASSOCS INC COM 640938106 199 6,500 SH
NEVADA POWER CO COM 641423108 105 4,200 SH
NEVADA PWR CO COM 641423108 1,015 41,000 SH
NEW CENTURY ENERGIES COM 64352U103 190 4,900 SH
NEW ENGLAND ELEC SYS COM 644001109 281 5,600 SH
NEW JERSEY RES CORP COM 646025106 64 1,800 SH
NEW PLAN EXCEL REALTY COM 648053106 11,255 625,300 SH
NEW YORK TIMES COM 650111107 283 7,700 SH
NEW YORK TIMES CO COM 650111107 46 1,600 SH
NEWBRIDGE NETWORKS COM 650901101 2,914 101,800 SH
NEWCOURT CR GROUP INC COM 650905102 280 10,350 SH
NEWELL RUBBERMAID INC COM 651229106 660 14,237 SH
NEWELL RUBBERMAID INC COM 651229106 5,742 120,874 SH
NEWFIELD EXPL CO COM 651290108 317 14,000 SH
NEWMONT MINING CORP COM 651639106 122 6,133 SH
NEWPORT NEWS SHIPBUILDING COM 652228107 74 2,500 SH
NEWS CORP LTD COM 652487802 1,185 43,100 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
NAC RE CORP DEFINED 2 7,700
NACCO INDUSTRIES -CL A DEFINED 1 400
NALCO CHEM CO DEFINED 2 218,868
NALCO CHEMICAL CO DEFINED 1 2,500
NALE LABORATORIES WARRANTS DEFINED 1 26,000
NANOGEN INC DEFINED 1 500,000
NANOGEN INC DEFINED 2 20,000
NATIONAL AUSTRALIA BK 7.875% PFD DEFINED 1 125,000
NATIONAL CITY CORP DEFINED 1 13,400
NATIONAL CITY CORP DEFINED 2 14,700
NATIONAL COMM BANCORP DEFINED 2 15,000
NATIONAL DATA CORP DEFINED 2 9,500
NATIONAL EQUIPMENT SERV DEFINED 2 75,000
NATIONAL FUEL GAS CO N DEFINED 1 3,300
NATIONAL FUEL GAS CO N J DEFINED 2 7,100
NATIONAL INSTRS CORP DEFINED 2 13,550
NATIONAL PRESTO INDS INC DEFINED 2 59,600
NATIONAL SEMICONDUCTER 6.5% 10/01/02 DEFINED 1 1,500
NATIONAL SEMICONDUCTOR DEFINED 1 5,700
NATIONAL SERVICE INDS INC DEFINED 1 1,400
NATIONAL SVC INDS INC DEFINED 2 134,438
NATIONWIDE HEALTH PPTY DEFINED 3 290,300 62,700
NAUTICA ENTERPRISES INC DEFINED 2 8,900
NAVISTAR INTERNATIONAL DEFINED 1 2,700
NCH CORP. DEFINED 1 600
NEOMAGIC CORP DEFINED 2 6,400
NEON SYS INC DEFINED 2 10,200
NETGRAVITY INC DEFINED 2 69,000
NETWORK APPLIANCE INC DEFINED 2 83,900
NETWORK EQUIP TECHNOLOGIES DEFINED 2 32,000
NETWORK SOLUTIONS INC DEFINED 3 324,100 15,400
NETWORK SOLUTIONS INC DEL DEFINED 2 37,600
NETWORKS ASSOCIATES INC DEFINED 1 11,300
NETWORKS ASSOCS INC DEFINED 2 6,500
NEVADA POWER CO DEFINED 1 4,200
NEVADA PWR CO DEFINED 2 41,000
NEW CENTURY ENERGIES DEFINED 1 4,900
NEW ENGLAND ELEC SYS DEFINED 1 5,600
NEW JERSEY RES CORP DEFINED 2 1,800
NEW PLAN EXCEL REALTY DEFINED 3 513,400 111,900
NEW YORK TIMES DEFINED 1 7,700
NEW YORK TIMES CO DEFINED 2 1,600
NEWBRIDGE NETWORKS DEFINED 1 101,800
NEWCOURT CR GROUP INC DEFINED 2 10,350
NEWELL RUBBERMAID INC DEFINED 1 14,237
NEWELL RUBBERMAID INC DEFINED 2 120,874
NEWFIELD EXPL CO DEFINED 2 14,000
NEWMONT MINING CORP DEFINED 1 6,133
NEWPORT NEWS SHIPBUILDING DEFINED 1 2,500
NEWS CORP LTD DEFINED 2 43,100
</TABLE>
Page 31 0f 49
<PAGE> 34
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
NEWS CORPORATION COM 662075902 56 8,162 SH
NEWS CORPORATION COM 688692003 101 13,685 SH
NEXTCARD INC COM 65332K107 6,631 195,400 SH
NEXTEL COMMUNICATIONS COM 65332V103 527 10,500 SH
NEXTLINK COMMUNICATIONS INC COM 65333H707 812 14,500 SH
NIAGARA MOHAWK HLDGS INC COM 653520106 2,245 167,100 SH
NIAGARA MOHAWK HOLDINGS INC COM 653520106 93 5,800 SH
NICOR INC COM 654086107 72 1,900 SH
NIELSEN MEDIA RESH INC COM 653929307 788 31,933 SH
NIKE INC CL B COM 654106103 1,109 18,325 SH
NIKE INC. COM 654106103 729 11,500 SH
NIPPON TEL+TEL CP COM 664137007 774 79 SH
NISOURCE INC COM 65473P105 279 10,800 SH
NOBLE AFFILIATES INC COM 654894104 132 4,700 SH
NOBLE DRILLING CORP COM 655042109 222 11,300 SH
NOBLE DRILLING CORP COM 655042109 55 3,200 SH
NOKIA CORP COM 654902204 8,009 55,475 SH
NOMURA SECURITIES COM 664310000 199 19,000 SH
NORDSON CORP COM 655663102 98 1,600 SH
NORDSON CORP COM 655663102 279 5,000 SH
NORDSTROM INC. COM 655664100 211 6,300 SH
NORFOLK AND SOUTHERN COM 655844108 452 15,000 SH
NORFOLK SOUTHN CORP COM 655844108 4,225 160,188 SH
NORTEL NETWORKS CORP COM 656569100 25,294 291,360 SH
NORTH FORK BANCORPORATION COM 659424105 278 13,000 SH
NORTH FORK BANCORPORATION INC COM 659424105 1,208 57,200 SH
NORTHEAST UTILS COM 664397106 198 11,100 SH
NORTHERN STATES POWER - MN COM 665772109 135 5,600 SH
NORTHERN TELECOM LTD COM 665815106 1,777 28,600 SH
NORTHERN TELECOM LTD COM 665815106 8,977 108,500 SH
NORTHERN TELECOM LTD COM 665815957 430 6,900 SH
NORTHERN TR CORP COM 665859104 446 4,600 SH
NORTHROP GRUMMAN CORP COM 666807102 139 2,100 SH
NORTHROP GRUMMAN CORP COM 666807102 54 900 SH
NORTHWAY FINANCIAL INC. COM 667270102 1,249 45,010 SH
NORTHWEST NAT GAS CO COM 667655104 893 40,800 SH
NORTHWEST NATURAL GAS CO. COM 667655104 405 16,800 SH
NOVA CORP GA COM 669784100 457 17,400 SH
NOVA CORP GA COM 669784100 59,001 2,360,021 SH
NOVA CORP/GEORGIA COM 669784100 145 5,800 SH
NOVARTIS AG COM 66987V109 479 5,900 SH
NOVELL INC COM 670006105 1,496 59,400 SH
NOVELL INC. COM 670006105 371 14,000 SH
NS GROUP INC COM 628916108 278 50,000 SH
NTL INC COM 629407107 195 2,400 SH
NUCOR CORP COM 670346105 171 3,600 SH
NUI CORP COM 629430109 125 5,800 SH
O CHARLEYS INC COM 670823103 3,778 236,100 SH
OAK INDS INC COM 671400505 149 4,700 SH
OAK INDS INC COM 671400505 64,983 1,481,100 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
NEWS CORPORATION DEFINED 2 8,162
NEWS CORPORATION DEFINED 2 13,685
NEXTCARD INC DEFINED 3 191,300 4,100
NEXTEL COMMUNICATIONS DEFINED 1 10,500
NEXTLINK COMMUNICATIONS INC DEFINED 2 14,500
NIAGARA MOHAWK HLDGS INC DEFINED 2 167,100
NIAGARA MOHAWK HOLDINGS INC DEFINED 1 5,800
NICOR INC DEFINED 1 1,900
NIELSEN MEDIA RESH INC DEFINED 2 31,933
NIKE INC CL B DEFINED 2 18,325
NIKE INC. DEFINED 1 11,500
NIPPON TEL+TEL CP DEFINED 2 79
NISOURCE INC DEFINED 1 10,800
NOBLE AFFILIATES INC DEFINED 1 4,700
NOBLE DRILLING CORP DEFINED 1 11,300
NOBLE DRILLING CORP DEFINED 2 3,200
NOKIA CORP DEFINED 2 55,475
NOMURA SECURITIES DEFINED 2 19,000
NORDSON CORP DEFINED 1 1,600
NORDSON CORP DEFINED 2 5,000
NORDSTROM INC. DEFINED 1 6,300
NORFOLK AND SOUTHERN DEFINED 1 15,000
NORFOLK SOUTHN CORP DEFINED 2 160,188
NORTEL NETWORKS CORP DEFINED 1 291,360
NORTH FORK BANCORPORATION DEFINED 1 13,000
NORTH FORK BANCORPORATION INC DEFINED 2 57,200
NORTHEAST UTILS DEFINED 1 11,100
NORTHERN STATES POWER - MN DEFINED 1 5,600
NORTHERN TELECOM LTD DEFINED 2 28,600
NORTHERN TELECOM LTD DEFINED 1 108,500
NORTHERN TELECOM LTD DEFINED 2 6,900
NORTHERN TR CORP DEFINED 1 4,600
NORTHROP GRUMMAN CORP DEFINED 1 2,100
NORTHROP GRUMMAN CORP DEFINED 2 900
NORTHWAY FINANCIAL INC. DEFINED 1 45,010
NORTHWEST NAT GAS CO DEFINED 2 40,800
NORTHWEST NATURAL GAS CO. DEFINED 1 16,800
NOVA CORP GA DEFINED 2 17,400
NOVA CORP GA DEFINED 3 2,279,315 80,706
NOVA CORP/GEORGIA DEFINED 1 5,800
NOVARTIS AG DEFINED 2 5,900
NOVELL INC DEFINED 2 59,400
NOVELL INC. DEFINED 1 14,000
NS GROUP INC DEFINED 2 50,000
NTL INC DEFINED 2 2,400
NUCOR CORP DEFINED 1 3,600
NUI CORP DEFINED 2 5,800
O CHARLEYS INC DEFINED 3 236,100
OAK INDS INC DEFINED 2 4,700
OAK INDS INC DEFINED 3 1,443,200 37,900
</TABLE>
Page 32 0f 49
<PAGE> 35
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
OAKLEY INC COM 673662102 2,959 426,420 SH
OCCIDENTAL PETROLEUM COM 674599105 277 13,100 SH
OCEAN ENERGY INC TEX COM 67481E106 88 12,900 SH
OFFICE DEPOT INC COM 676220106 3,198 108,471 SH
OFFICE DEPOT INCORPORATED COM 676220106 710 32,200 SH
OFFICEMAX INC COM 67622M108 128 10,700 SH
OFFSHORE LOGISTICS INC COM 676255102 1,793 154,200 SH
OGDEN CORP COM 676346109 105 3,900 SH
OGE ENERGY CORP. COM 670837103 166 7,000 SH
OHIO CAS CORP COM 677240103 78 2,000 SH
OIL CO LUKOIL COM 677862104 3 120 SH
OLD KENT FINANCIAL CORP COM 679833103 426 10,185 SH
OLD REPUBLIC INTERNATIONAL GROUP COM 680223104 216 12,500 SH
OLIN CORP COM 680665205 55 4,200 SH
OLSTEN CORP. COM 681385100 42 6,600 SH
OMNICARE INC COM 681904108 97 7,700 SH
OMNICARE INC COM 681904108 170 8,900 SH
OMNICARE INC COM 681904108 369 29,200 SH
OMNICOM GROUP COM 681919106 1,119 14,000 SH
OMNICOM GROUP INC COM 681919106 496 6,200 SH
OMNIPOINT CORP COM 68212D102 138 9,600 SH
OMNIQUIP INTL INC COM 681969101 72 6,100 SH
ON ASSIGNMENT INC COM 682159108 513 20,000 SH
ONEOK COM 682680103 25 800 SH
ONHEALTH NETWORK CO COM 68272W107 996 93,700 SH
ONYX SOFTWARE CORP COM 683402101 1,163 29,700 SH
ORACLE CORP COM 68389X105 18 700 SH
ORACLE SYSTEMS COM 68389X105 2,119 57,075 SH
ORANGE COM 066149907 292 20,900 SH
ORBOTECH LTD COM M75253100 399 8,100 SH
OREGON STL MLS INC COM 686079104 27 2,000 SH
ORION CAP CORP COM 686268103 247 7,900 SH
ORTHODONTIC CTRS AMER COM 68750P103 18,700 1,323,900 SH
ORTHODONTIC CTRS AMER INC COM 68750P103 394 25,000 SH
OSHKOSH TRUCK CORP COM 688239201 3,298 102,000 SH
OUTBACK STEAKHOUSE COM 689899102 543 13,800 SH
OUTBACK STEAKHOUSE INC COM 689899102 242 6,150 SH
OUTBACK STEAKHOUSE INC COM 689899102 3,443 105,300 SH
OUTDOOR SYS INC COM 690057104 3,254 108,480 SH
OUTDOOR SYS INC COM 690057104 99,230 2,718,639 SH
OVERSEAS SHIPHOLDING COM 690368105 40 3,100 SH
OWENS CORNING COM 69073F103 69 2,000 SH
OWENS ILL INC COM 690768403 575 23,000 SH
OWENS-ILLINOIS INC COM 690768403 173 5,300 SH
OXFORD HEALTH PLANS COM 691471106 115 7,400 SH
P + O COM 068004001 278 19,040 SH
P G & E CORPORATION COM 69331C108 13,410 413,400 SH
P P & L RESOURCES INC COM 693499105 178 5,800 SH
PACCAR INC COM 693718108 144 2,700 SH
PACCAR INC COM COM 693718108 7,344 137,600 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
OAKLEY INC DEFINED 2 426,420
OCCIDENTAL PETROLEUM DEFINED 1 13,100
OCEAN ENERGY INC TEX DEFINED 2 12,900
OFFICE DEPOT INC DEFINED 2 108,471
OFFICE DEPOT INCORPORATED DEFINED 1 32,200
OFFICEMAX INC DEFINED 1 10,700
OFFSHORE LOGISTICS INC DEFINED 2 154,200
OGDEN CORP DEFINED 1 3,900
OGE ENERGY CORP. DEFINED 1 7,000
OHIO CAS CORP DEFINED 2 2,000
OIL CO LUKOIL DEFINED 2 120
OLD KENT FINANCIAL CORP DEFINED 1 10,185
OLD REPUBLIC INTERNATIONAL GROUP DEFINED 1 12,500
OLIN CORP DEFINED 1 4,200
OLSTEN CORP. DEFINED 1 6,600
OMNICARE INC DEFINED 1 7,700
OMNICARE INC DEFINED 2 8,900
OMNICARE INC DEFINED 3 29,200
OMNICOM GROUP DEFINED 2 14,000
OMNICOM GROUP INC DEFINED 1 6,200
OMNIPOINT CORP DEFINED 2 9,600
OMNIQUIP INTL INC DEFINED 2 6,100
ON ASSIGNMENT INC DEFINED 2 20,000
ONEOK DEFINED 1 800
ONHEALTH NETWORK CO DEFINED 3 93,700
ONYX SOFTWARE CORP DEFINED 2 29,700
ORACLE CORP DEFINED 2 700
ORACLE SYSTEMS DEFINED 1 57,075
ORANGE DEFINED 2 20,900
ORBOTECH LTD DEFINED 2 8,100
OREGON STL MLS INC DEFINED 1 2,000
ORION CAP CORP DEFINED 2 7,900
ORTHODONTIC CTRS AMER DEFINED 3 1,291,700 32,200
ORTHODONTIC CTRS AMER INC DEFINED 2 25,000
OSHKOSH TRUCK CORP DEFINED 2 102,000
OUTBACK STEAKHOUSE DEFINED 3 13,800
OUTBACK STEAKHOUSE INC DEFINED 1 6,150
OUTBACK STEAKHOUSE INC DEFINED 2 105,300
OUTDOOR SYS INC DEFINED 2 108,480
OUTDOOR SYS INC DEFINED 3 2,633,014 85,625
OVERSEAS SHIPHOLDING DEFINED 1 3,100
OWENS CORNING DEFINED 1 2,000
OWENS ILL INC DEFINED 2 23,000
OWENS-ILLINOIS INC DEFINED 1 5,300
OXFORD HEALTH PLANS DEFINED 1 7,400
P + O DEFINED 2 19,040
P G & E CORPORATION DEFINED 1 413,400
P P & L RESOURCES INC DEFINED 1 5,800
PACCAR INC DEFINED 1 2,700
PACCAR INC COM DEFINED 3 117,400 20,200
</TABLE>
Page 33 0f 49
<PAGE> 36
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
PACIFIC CENTURY FINL COM 694058108 142 6,600 SH
PACIFIC GULF PPTYS INC COM 694396102 63 3,500 SH
PACIFICARE HEALTH SYSTEMS INC COM 695112102 245 3,404 SH
PACIFICORP COM 695114108 215 11,700 SH
PAINE WEBBER GROUP INC COM 695629105 257 5,500 SH
PAINE WEBBER GROUP INC COM 695629105 3,190 80,000 SH
PAINE WEBBER GROUP INC COM 695629105 234 5,000 SH
PALL CORP COM 696429307 107 4,800 SH
PALL CORP COM 696429307 222 13,400 SH
PAN PACIFIC RETAIL COM 69806L104 3,528 182,100 SH
PANAMERICAN BEVERAGES COM P74823108 207 8,700 SH
PANTRY INC COM COM 698657103 790 49,000 SH
PAPA JOHNS INTL INC COM 698813102 434 9,900 SH
PAPA JOHN'S INTL INC COM 698813102 116 2,600 SH
PARAMETRIC TECHNOLOGY CORP COM 699173100 146 10,500 SH
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,335 67,600 SH
PARK PLACE ENTERTAINMENT COM 700690100 33 3,500 SH
PARKER HANNIFAN COM 701094104 201 4,400 SH
PARKWAY PPTYS INC COM 70159Q104 282 10,000 SH
PARMALAT FINANZ COM 471440909 234 164,600 SH
PARTNERRE LTD COM G6852T105 45 1,100 SH
PAYCHEX INC COM 704326107 271 8,500 SH
PAYCHEX INC COM 704326107 1,921 40,500 SH
PAYCHEX INC COM 704326107 56,216 1,763,648 SH
PAYLESS SHOESOURCE INC COM 704379106 632 13,600 SH
PAYLESS SHOESOURCE INC. COM 704379106 187 3,500 SH
PE CORP-PE BIOSYTEMS COM 69332S102 218 1,900 SH
PECO ENERGY CO COM 693304107 327 7,800 SH
PECO ENERGY CO COM 693304107 5,550 120,000 SH
PENNCORP FINANCIAL GROUP COM 708094107 12 7,225 SH
PENNEY J C INC COM 708160106 1,458 36,000 SH
PENSKE MOTORSPORTS INC COM 709598106 1,114 31,600 SH
PENTAIR INC COM 709631105 257 7,600 SH
PENTAIR, INC COM 709631105 151 3,300 SH
PENZOIL-QUAKER STATE CO COM 709323109 105 6,999 SH
PEOPLES ENERGY CORP COM 711030106 452 14,000 SH
PEOPLE'S ENERGY CORP. COM 711030106 53 1,400 SH
PEOPLES HERITAGE FINL GROUP COM 711147108 1,101 61,400 SH
PEOPLESOFT INC COM 712713106 174 10,100 SH
PEP BOYS MANNY MOE & JAC COM 713278109 50 2,400 SH
PEPSI BOTTLING GROUP INC COM 713409100 2,190 101,000 SH
PEPSICO INC. COM 713448108 11,711 302,700 SH
PEPSI-GEMEX S.A.- GDR COM 713435105 1,132 124,100 SH
PERRIGO CO COM 714290103 50 6,600 SH
PERRIGO CO COM 714290103 433 59,700 SH
PERVASIVE SOFTWARE INC COM 715710109 13,661 549,200 SH
PETROL BRASILEIROS COM 268453008 102 737,000 SH
PETROLEUM GEO SVCS AS COM 716597109 688 45,100 SH
PETSMART INC COM 716768106 590 73,800 SH
PETSMART INC COM 716768106 9,370 914,100 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
PACIFIC CENTURY FINL DEFINED 1 6,600
PACIFIC GULF PPTYS INC DEFINED 2 3,500
PACIFICARE HEALTH SYSTEMS INC DEFINED 1 3,404
PACIFICORP DEFINED 1 11,700
PAINE WEBBER GROUP INC DEFINED 1 5,500
PAINE WEBBER GROUP INC DEFINED 2 80,000
PAINE WEBBER GROUP INC DEFINED 3 5,000
PALL CORP DEFINED 1 4,800
PALL CORP DEFINED 2 13,400
PAN PACIFIC RETAIL DEFINED 3 150,000 32,100
PANAMERICAN BEVERAGES DEFINED 1 8,700
PANTRY INC COM DEFINED 3 49,000
PAPA JOHNS INTL INC DEFINED 2 9,900
PAPA JOHN'S INTL INC DEFINED 1 2,600
PARAMETRIC TECHNOLOGY CORP DEFINED 1 10,500
PARAMETRIC TECHNOLOGY CORP DEFINED 2 67,600
PARK PLACE ENTERTAINMENT DEFINED 1 3,500
PARKER HANNIFAN DEFINED 1 4,400
PARKWAY PPTYS INC DEFINED 2 10,000
PARMALAT FINANZ DEFINED 2 164,600
PARTNERRE LTD DEFINED 2 1,100
PAYCHEX INC DEFINED 1 8,500
PAYCHEX INC DEFINED 2 40,500
PAYCHEX INC DEFINED 3 1,699,649 63,999
PAYLESS SHOESOURCE INC DEFINED 2 13,600
PAYLESS SHOESOURCE INC. DEFINED 1 3,500
PE CORP-PE BIOSYTEMS DEFINED 1 1,900
PECO ENERGY CO DEFINED 1 7,800
PECO ENERGY CO DEFINED 2 120,000
PENNCORP FINANCIAL GROUP DEFINED 1 7,225
PENNEY J C INC DEFINED 2 36,000
PENSKE MOTORSPORTS INC DEFINED 2 31,600
PENTAIR INC DEFINED 2 7,600
PENTAIR, INC DEFINED 1 3,300
PENZOIL-QUAKER STATE CO DEFINED 1 6,999
PEOPLES ENERGY CORP DEFINED 2 14,000
PEOPLE'S ENERGY CORP. DEFINED 1 1,400
PEOPLES HERITAGE FINL GROUP DEFINED 2 61,400
PEOPLESOFT INC DEFINED 1 10,100
PEP BOYS MANNY MOE & JAC DEFINED 1 2,400
PEPSI BOTTLING GROUP INC DEFINED 2 101,000
PEPSICO INC. DEFINED 1 302,700
PEPSI-GEMEX S.A.- GDR DEFINED 1 124,100
PERRIGO CO DEFINED 1 6,600
PERRIGO CO DEFINED 2 59,700
PERVASIVE SOFTWARE INC DEFINED 3 549,200
PETROL BRASILEIROS DEFINED 2 737,000
PETROLEUM GEO SVCS AS DEFINED 2 45,100
PETSMART INC DEFINED 2 73,800
PETSMART INC DEFINED 3 914,100
</TABLE>
Page 34 of 49
<PAGE> 37
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
PETSMART INC SB NT CV 6.75%04 CVT 716768ab2 513 400,000 SH
PFF BANCORP INC COM 69331W104 175 10,000 SH
PFIZER COM 717081103 6,262 57,450 SH
PFIZER INC COM 717081103 30,456 230,365 SH
PG+E CORP COM 69331C108 311 10,000 SH
PHARMACIA & UPJOHN INC COM 716941109 1,613 28,400 SH
PHARMACIA + UPJOHN INC COM 716941109 4,965 79,600 SH
PHELPS DODGE CORP. COM 717265102 14,500 234,100 SH
PHILADELPHIA CONSOLIDATED HLDG CO COM 717528103 1,898 81,232 SH
PHILIP MORRIS COM 718154107 25,748 640,700 SH
PHILIP MORRIS COS INC COM 718154107 14,368 408,313 SH
PHILLIPS PETROLEUM COM 718507106 5,051 100,400 SH
PIER 1 IMPORTS INC COM 720279108 403 49,600 SH
PINNACLE SYS INC COM 723481107 209 4,600 SH
PINNACLE WEST CAP CORP COM 723484101 302 7,500 SH
PINNACLE WEST CAP CORP COM 723484101 247 6,800 SH
PIONEER HI BRED INTNL INC COM 723686101 370 9,500 SH
PIONEER NATURAL RESOURCES CO COM 723787107 101 9,200 SH
PITNEY BOWES COM 724479100 752 11,700 SH
PITTSTON BRINKS GROUP COM 725701106 251 10,700 SH
PITTSTON BRINK'S GROUP COM 725701106 94 3,500 SH
PITTSTON CO COM 725701882 61 8,800 SH
PITTWAY CORP DEL COM 725790208 792 29,900 SH
PIXAR COM 725811103 310 8,000 SH
PIXAR COM COM 725811103 2,450 56,800 SH
PJ AMER INC COM COM 72585Q104 3,581 169,000 SH
PLACER DOME INC COM 725906101 114 9,700 SH
PLATINUM TECHNOLOGY INTL INC COM 72764T101 213 8,400 SH
PLEXUS CORP COM 729132100 141 5,000 SH
PLX TECHNOLOGY INC COM 693417107 3,553 75,000 SH
PMC SIERRA INC COM 69344F106 363 5,100 SH
PMI GROUP INC COM 69344M101 201 3,200 SH
PNC FINANCIAL CORP COM 693475105 749 13,000 SH
POGO PRODUCING CO COM 730448107 18,137 973,800 SH
POLARIS INDS INC COM 731068102 178 5,600 SH
POLAROID CORP COM 731095105 50 1,800 SH
POLICY MANAGEMENT SYSTEMS COM 731108106 96 3,200 SH
POLICY MGMT SYS CORP COM 731108106 815 26,600 SH
POLO RALPH LAUREN CORP COM 731572103 332 16,700 SH
POST PPTYS INC COM 737464107 10,480 255,600 SH
POST PROPERTIES INC COM 737464107 4,141 101,000 SH
POTLATCH CORP COM 737628107 44 1000 SH
POTLATCH CORP COM 737628107 367 10,800 SH
POTOMAC ELEC PWR CO COM 737679100 303 10,300 SH
POWER INTERIGATIONS INC COM 739276103 50 678 SH
PPG INDUSTRIES INC COM 693506107 443 7,500 SH
PPT VISION INC COM 693519100 125 26,000 SH
PRAXAIR INC COM 74005P104 15,738 321,600 SH
PRAXAIR INC COM 74005P104 902 25,000 SH
PRECISION CASTPARTS CORP COM 740189105 85 2,000 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
PETSMART INC SB NT CV 6.75%04 DEFINED 3 400,000
PFF BANCORP INC DEFINED 2 10,000
PFIZER DEFINED 1 57,450
PFIZER INC DEFINED 2 230,365
PG+E CORP DEFINED 2 10,000
PHARMACIA & UPJOHN INC DEFINED 1 28,400
PHARMACIA + UPJOHN INC DEFINED 2 79,600
PHELPS DODGE CORP. DEFINED 1 234,100
PHILADELPHIA CONSOLIDATED HLDG CO DEFINED 1 81,232
PHILIP MORRIS DEFINED 1 640,700
PHILIP MORRIS COS INC DEFINED 2 408,313
PHILLIPS PETROLEUM DEFINED 1 100,400
PIER 1 IMPORTS INC DEFINED 2 49,600
PINNACLE SYS INC DEFINED 2 4,600
PINNACLE WEST CAP CORP DEFINED 1 7,500
PINNACLE WEST CAP CORP DEFINED 2 6,800
PIONEER HI BRED INTNL INC DEFINED 1 9,500
PIONEER NATURAL RESOURCES CO DEFINED 1 9,200
PITNEY BOWES DEFINED 1 11,700
PITTSTON BRINKS GROUP DEFINED 2 10,700
PITTSTON BRINK'S GROUP DEFINED 1 3,500
PITTSTON CO DEFINED 2 8,800
PITTWAY CORP DEL DEFINED 2 29,900
PIXAR DEFINED 2 8,000
PIXAR COM DEFINED 3 56,800
PJ AMER INC COM DEFINED 3 169,000
PLACER DOME INC DEFINED 1 9,700
PLATINUM TECHNOLOGY INTL INC DEFINED 2 8,400
PLEXUS CORP DEFINED 2 5,000
PLX TECHNOLOGY INC DEFINED 3 75,000
PMC SIERRA INC DEFINED 2 5,100
PMI GROUP INC DEFINED 1 3,200
PNC FINANCIAL CORP DEFINED 1 13,000
POGO PRODUCING CO DEFINED 3 953,600 20,200
POLARIS INDS INC DEFINED 2 5,600
POLAROID CORP DEFINED 1 1,800
POLICY MANAGEMENT SYSTEMS DEFINED 1 3,200
POLICY MGMT SYS CORP DEFINED 2 26,600
POLO RALPH LAUREN CORP DEFINED 2 16,700
POST PPTYS INC DEFINED 3 212,500 43,100
POST PROPERTIES INC DEFINED 1 101,000
POTLATCH CORP DEFINED 1 1,000
POTLATCH CORP DEFINED 2 10,800
POTOMAC ELEC PWR CO DEFINED 1 10,300
POWER INTERIGATIONS INC DEFINED 1 678
PPG INDUSTRIES INC DEFINED 1 7,500
PPT VISION INC DEFINED 2 26,000
PRAXAIR INC DEFINED 1 321,600
PRAXAIR INC DEFINED 2 25,000
PRECISION CASTPARTS CORP DEFINED 1 2,000
</TABLE>
Page 35 of 49
<PAGE> 38
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
PRECISION CASTPARTS CORP COM 740189105 153 3,800 SH
PREMARK INTERNATIONAL, INC. COM 740459102 191 5,100 SH
PREMIER PKS INC COM 740540208 2,395 64,300 SH
PRENTISS PPTYS TR COM 740706106 1,254 53,100 SH
PRESIDENTIAL LIFE CORP COM 740884101 81 4,500 SH
PRICE T ROWE & ASSOCIA COM 741477103 418 10,900 SH
PRICELINE COM INC COM 741503106 124 1,500 SH
PRIME HOSPITALITY CORP COM 741917108 95 9,600 SH
PROCTER + GAMBLE CO COM 742718109 1,175 12,000 SH
PROCTER AND GAMBLE COM 742718109 28,560 320,000 SH
PROFESSIONAL DETAILING COM 74312N107 4,531 192,800 SH
PROFESSIONAL DETAILING INC COM 74312N107 524 20,000 SH
PROFIT RECOVERY GROUP COM 743168106 57,873 1,223,200 SH
PROGRESSIVE CORP OHIO COM 743315103 2,597 18,100 SH
PROGRESSIVE CORP. COM 743315103 467 3,220 SH
PROLOGIS TR SH BEN INT COM 743410102 25,947 1,281,340 SH
PROMUS HOTEL CORP COM 74342P106 216 6,962 SH
PROMUS HOTEL CORP NEW COM 74342P106 524 14,400 SH
PROTECTION ONE INC COM 743663304 237 38,000 SH
PROTECTIVE LIFE CORP COM 743674103 1,011 26,700 SH
PROTECTIVE LIFE CORP. COM 743674103 2,356 69,300 SH
PROVIDENT COMPANIES INC COM 743862104 216 5,400 SH
PROVIDENT COS INC COM 743862104 17 500 SH
PROVIDENT FINANCIAL GROUP COM 743866105 162 3,700 SH
PROVIDIAN FINANCIAL CORP COM 74406A102 1,445 15,500 SH
PROVIDIAN FINL CORP COM 74406A102 7,194 65,400 SH
PROVIDIAN FINL CORP COM 74406A102 5,026 53,900 SH
PSS WORLD MEDICAL INC COM 69366A100 66 5,900 SH
PT INDOSAT (PERSERO) TBK COM 715680104 351 18,000 SH
PUBLIC SERVICE ENTERPRISE GP COM 744573106 380 9,300 SH
PUBLIC STORAGE INC COM 74460D109 152 6,100 SH
PUBLIC STORAGE INC COM 74460D109 16,395 585,522 SH
PUBLIC SVC CO N MEX COM 744499104 72 3,600 SH
PUBLIC SVC CO NM COM 744499104 78 4,600 SH
PUBLISHING + BROADCASTING LTD COM 663708006 114 20,000 SH
PUGET SOUND PWR & LT C COM 745332106 173 7,200 SH
PULITZER INC COM 745769109 81 2,000 SH
PULTE CORP COM 745867101 39 1,700 SH
QRS CORP COM 74726X105 1,058 17,000 SH
QUAKER OATS COM 747402105 345 5,200 SH
QUALCOMM INC COM 747525103 1,808 12,600 SH
QUALCOMM INC COM 747525103 1,031 8,300 SH
QUANTUM 7% 8/1/04 CVT 747906AC9 279 3,000 SH
QUANTUM CORP COM 747906105 692 38,500 SH
QUANTUM CORP. COM 747906105 372 15,400 SH
QUEBECOR COM 747922210 1,345 61,850 SH
QUESTAR CORP COM 748356102 604 31,600 SH
QUINTILES TRANSNATIONAL CORP COM 748767100 407 9,700 SH
QUORUM HEALTH GROUP INC COM 749084109 77 6,100 SH
QUORUM HEALTH GROUP INC COM 749084109 36 3,600 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
PRECISION CASTPARTS CORP DEFINED 2 3,800
PREMARK INTERNATIONAL, INC. DEFINED 1 5,100
PREMIER PKS INC DEFINED 2 64,300
PRENTISS PPTYS TR DEFINED 3 53,100
PRESIDENTIAL LIFE CORP DEFINED 2 4,500
PRICE T ROWE & ASSOCIA DEFINED 1 10,900
PRICELINE COM INC DEFINED 2 1,500
PRIME HOSPITALITY CORP DEFINED 2 9,600
PROCTER + GAMBLE CO DEFINED 2 12,000
PROCTER AND GAMBLE DEFINED 1 320,000
PROFESSIONAL DETAILING DEFINED 3 192,800
PROFESSIONAL DETAILING INC DEFINED 2 20,000
PROFIT RECOVERY GROUP DEFINED 3 1,201,300 21,900
PROGRESSIVE CORP OHIO DEFINED 2 18,100
PROGRESSIVE CORP. DEFINED 1 3,220
PROLOGIS TR SH BEN INT DEFINED 3 1,054,510 226,830
PROMUS HOTEL CORP DEFINED 1 6,962
PROMUS HOTEL CORP NEW DEFINED 2 14,400
PROTECTION ONE INC DEFINED 2 38,000
PROTECTIVE LIFE CORP DEFINED 2 26,700
PROTECTIVE LIFE CORP. DEFINED 1 69,300
PROVIDENT COMPANIES INC DEFINED 1 5,400
PROVIDENT COS INC DEFINED 2 500
PROVIDENT FINANCIAL GROUP DEFINED 1 3,700
PROVIDIAN FINANCIAL CORP DEFINED 1 15,500
PROVIDIAN FINL CORP DEFINED 2 65,400
PROVIDIAN FINL CORP DEFINED 3 42,700 11,200
PSS WORLD MEDICAL INC DEFINED 1 5,900
PT INDOSAT (PERSERO) TBK DEFINED 1 18,000
PUBLIC SERVICE ENTERPRISE GP DEFINED 1 9,300
PUBLIC STORAGE INC DEFINED 2 6,100
PUBLIC STORAGE INC DEFINED 3 483,696 101,826
PUBLIC SVC CO N MEX DEFINED 1 3,600
PUBLIC SVC CO NM DEFINED 2 4,600
PUBLISHING + BROADCASTING LTD DEFINED 2 20,000
PUGET SOUND PWR & LT C DEFINED 1 7,200
PULITZER INC DEFINED 2 2,000
PULTE CORP DEFINED 1 1,700
QRS CORP DEFINED 2 17,000
QUAKER OATS DEFINED 1 5,200
QUALCOMM INC DEFINED 1 12,600
QUALCOMM INC DEFINED 2 8,300
QUANTUM 7% 8/1/04 DEFINED 1 3,000
QUANTUM CORP DEFINED 2 38,500
QUANTUM CORP. DEFINED 1 15,400
QUEBECOR DEFINED 1 61,850
QUESTAR CORP DEFINED 1 31,600
QUINTILES TRANSNATIONAL CORP DEFINED 1 9,700
QUORUM HEALTH GROUP INC DEFINED 1 6,100
QUORUM HEALTH GROUP INC DEFINED 2 3,600
</TABLE>
Page 36 of 49
<PAGE> 39
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
QWEST COMMUNICATIONS INTL INC COM 749121109 4,060 56,324 SH
R R DONNELLEY & SONS COM 257867101 215 5,800 SH
R.P.M. INC OHIO COM 749685103 362 27,200 SH
RADIAN GROUP INC COM 750236101 13,497 276,500 SH
RALCORP HLDGS INC NEW COM 751028101 251 13,200 SH
RALSTON PURINA CO COM 751277401 770 17,100 SH
RALSTON PURINA CO COM 751277302 336 12,600 SH
RALSTON PURINA GROUP COM 751277302 374 12,300 SH
RANBAXY LABORATORIES-GRD COM 747204230 1,210 73,350 SH
RANGER OIL LTD COM 752805101 57 11,500 SH
RAO GAZPROM COM 753317205 11 1,080 SH
RATIONAL SOFTWARE CORP COM 75409P202 247 7,500 SH
RATIONAL SOFTWARE CORP COM 75409P202 681 25,700 SH
RAYCHEM CORP. COM 754603108 133 3,600 SH
RAYMOND JAMES FINANCIAL INC COM 754730109 1,325 67,100 SH
RAYONIER INC COM 754907103 125 2,500 SH
RAYTHEON CO COM 755111408 586 10,000 SH
RAYTHEON CO COM 755111309 982 17,000 SH
RAYTHEON COMPANY CLASS - B COM 755111408 881 12,500 SH
RCM TECHNOLOGIES INC COM 749360400 1,691 153,700 SH
READERS DIGEST ASSN- CLASS A COM 755267101 1,157 29,100 SH
REAL NETWORKS INC COM 75605L104 2,969 24,300 SH
RECKSON ASSOCS RLTY COM 75621K106 5,954 252,700 SH
RECKSON ASSOCS RLTY CORP COM 75621K106 80 3,900 SH
REEBOK INTL LTD COM 758110100 47 2,500 SH
REEBOK INTL LTD COM 758110100 416 26,200 SH
REGAL BELOIT CORP COM 758750103 130 7,200 SH
REGENCY RLTY CORP COM 758939102 39 2,100 SH
REGENCY RLTY CORP COM COM 758939102 9,731 443,600 SH
REGIONS FINL CORP COM 758940100 327 8,500 SH
REGIS CORP MINN COM COM 758932107 19,951 1,039,800 SH
REINSURANCE GROUP AMER INC COM 759351109 702 16,500 SH
REINSURANCE GROUP OF AMERICA COM 759351208 930 27,450 SH
RELIANCE GROUP HLDGS INC COM 759464100 329 43,500 SH
RELIANT ENERGY INC. COM 75952J108 341 12,326 SH
RELIASTAR FINANCIAL CORP COM 75952U103 333 7,600 SH
RELIASTAR FINL CORP COM 75952U103 124 2,900 SH
RENAISSANCE RE HOLDINGS LTD COM G7496G103 1,084 25,000 SH
RENAISSANCE WORLDWIDE INC COM 75968A109 71 11,400 SH
REPUBLIC NEW YORK COM 760719104 334 4,900 SH
RESTORATION HARDWARE INC DEL COM 760981100 357 16,300 SH
REYNOLDS & REYNOLDS COM 761695105 163 7,000 SH
REYNOLDS + REYNOLDS CO COM 761695105 201 10,600 SH
REYNOLDS METALS COM 761763101 142 2,400 SH
RICHFOOD HLDGS INC COM 763408101 304 14,100 SH
RITCHIE BROS AUCTIONEERS INC COM 767744105 573 17,000 SH
RITE AID CORP COM 767754104 266 10,800 SH
RITE AID CORP COM 767754104 1,050 42,000 SH
RIVERVIEW BANCORP INC COM 769397100 238 20,000 SH
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 153 4,833 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
QWEST COMMUNICATIONS INTL INC DEFINED 2 56,324
R R DONNELLEY & SONS DEFINED 1 5,800
R.P.M. INC OHIO DEFINED 2 27,200
RADIAN GROUP INC DEFINED 3 269,800 6,700
RALCORP HLDGS INC NEW DEFINED 2 13,200
RALSTON PURINA CO DEFINED 2 17,100
RALSTON PURINA CO DEFINED 2 12,600
RALSTON PURINA GROUP DEFINED 1 12,300
RANBAXY LABORATORIES-GRD DEFINED 1 73,350
RANGER OIL LTD DEFINED 1 11,500
RAO GAZPROM DEFINED 2 1,080
RATIONAL SOFTWARE CORP DEFINED 1 7,500
RATIONAL SOFTWARE CORP DEFINED 2 25,700
RAYCHEM CORP. DEFINED 1 3,600
RAYMOND JAMES FINANCIAL INC DEFINED 2 67,100
RAYONIER INC DEFINED 1 2,500
RAYTHEON CO DEFINED 2 10,000
RAYTHEON CO DEFINED 2 17,000
RAYTHEON COMPANY CLASS - B DEFINED 1 12,500
RCM TECHNOLOGIES INC DEFINED 2 153,700
READERS DIGEST ASSN- CLASS A DEFINED 1 29,100
REAL NETWORKS INC DEFINED 2 24,300
RECKSON ASSOCS RLTY DEFINED 3 215,000 37,700
RECKSON ASSOCS RLTY CORP DEFINED 2 3,900
REEBOK INTL LTD DEFINED 1 2,500
REEBOK INTL LTD DEFINED 2 26,200
REGAL BELOIT CORP DEFINED 2 7,200
REGENCY RLTY CORP DEFINED 2 2,100
REGENCY RLTY CORP COM DEFINED 3 364,200 79,400
REGIONS FINL CORP DEFINED 1 8,500
REGIS CORP MINN COM DEFINED 3 1,022,400 17,400
REINSURANCE GROUP AMER INC DEFINED 2 16,500
REINSURANCE GROUP OF AMERICA DEFINED 2 27,450
RELIANCE GROUP HLDGS INC DEFINED 2 43,500
RELIANT ENERGY INC. DEFINED 1 12,326
RELIASTAR FINANCIAL CORP DEFINED 1 7,600
RELIASTAR FINL CORP DEFINED 2 2,900
RENAISSANCE RE HOLDINGS LTD DEFINED 1 25,000
RENAISSANCE WORLDWIDE INC DEFINED 2 11,400
REPUBLIC NEW YORK DEFINED 1 4,900
RESTORATION HARDWARE INC DEL DEFINED 2 16,300
REYNOLDS & REYNOLDS DEFINED 1 7,000
REYNOLDS + REYNOLDS CO DEFINED 2 10,600
REYNOLDS METALS DEFINED 1 2,400
RICHFOOD HLDGS INC DEFINED 2 14,100
RITCHIE BROS AUCTIONEERS INC DEFINED 2 17,000
RITE AID CORP DEFINED 1 10,800
RITE AID CORP DEFINED 2 42,000
RIVERVIEW BANCORP INC DEFINED 2 20,000
RJ REYNOLDS TOBACCO HOLDINGS DEFINED 1 4,833
</TABLE>
Page 37 of 49
<PAGE> 40
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
ROBERT HALF INTERNATIONAL INC COM 770323103 197 7,650 SH
ROBERT HALF INTL INC COM 770323103 9,283 282,900 SH
ROBERTS PHARMACEUTICAL CORP COM 770491108 77 3,700 SH
ROCKWELL INTL CORP COM 773903109 510 8,400 SH
ROGERS COMMUNICATIONS INC COM 775109200 1,437 94,200 SH
ROGERS COMMUNICATIONS INC COM 775109200 185 10,200 SH
ROGERS COMMUNICATIONS INC COM 775109960 298 16,400 SH
ROHM & HAAS CO COM 775371107 401 9,354 SH
ROLLINS INC COM 775711104 48 3,000 SH
ROMAC INTL INC COM 775835101 194 22,800 SH
ROPER INDS COM 776696106 167 7,000 SH
ROSS STORES INC COM 778296103 207 4,100 SH
ROSS STORES INC COM COM 778296103 43,907 871,600 SH
ROUSE CO COM 779273101 555 25,000 SH
ROUSE CO COM 779273309 15 400 SH
ROUSE CO COM 779273101 142 6,400 SH
ROUSE CO COM COM 779273101 17,592 693,300 SH
ROWAN COS. INC. COM 779382100 57 3,100 SH
ROWECOM INC COM 77957X108 48 1,100 SH
ROYAL BK CDA MONTREAL QUE COM 780087953 30 640 SH
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 480 12,300 SH
ROYAL DUTCH PETE CO COM 780257804 12,417 238,785 SH
ROYAL DUTCH PETRO-NY SHRS COM 780257804 5,037 83,600 SH
RPM INC OHIO COM 749685103 133 9,400 SH
RSL COMMUNICATIONS LTD COM G7702U102 592 16,500 SH
RUDDICK CORP COM 781258108 82 4,100 SH
RUSSELL CORP COM 782352108 29 1,500 SH
RYANS FAMILY STEAK HOUSES INC COM 783519101 166 13,800 SH
RYDER SYS INC COM 783549108 91 3,300 SH
RYDER SYSTEMS INC COM 783549108 72 2,800 SH
RYERSON TULL INC COM 78375P107 43 1,900 SH
SAFECO CORP COM 786429100 278 6,300 SH
SAFEGUARD SCIENTIFICS INC COM 786449108 739 10,900 SH
SAFEWAY INC NEW COM 786514208 936 18,900 SH
SAKS INC COM 79377W108 850 32,700 SH
SAKS INCORPORATED COM 79377W108 375 13,000 SH
SAN JUAN BASIN RTY TR COM 798241105 729 89,690 SH
SANMINA CORPORATION COM 800907107 372 4,900 SH
SANTA FE INTERNATIONAL CORP COM G7805C108 73 3,900 SH
SANTA FE SNYDER CORPORATION COM 80218K105 117 14,600 SH
SAP AKTIENGESELLSCHAFT COM 803054204 705 26,800 SH
SAPIENT CORP COM 803062108 328 4,600 SH
SARA LEE CORP COM 803111103 819 36,100 SH
SARA LEE CORP COM 803111103 755 30,500 SH
SAVILLE SYS PLC COM 805174109 1,701 139,100 SH
SBA COMMUNICATIONS CRP COM 78388J106 1,405 145,000 SH
SBARRO INC COM 805844107 49 1,800 SH
SBARRO INC COM 805844107 1,720 64,900 SH
SBC COMMUNICATIONS INC COM 78387G103 26,628 459,108 SH
SBC COMMUNICATIONS INC COM 78387G103 1,659 35,200 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
ROBERT HALF INTERNATIONAL INC DEFINED 1 7,650
ROBERT HALF INTL INC DEFINED 2 282,900
ROBERTS PHARMACEUTICAL CORP DEFINED 2 3,700
ROCKWELL INTL CORP DEFINED 1 8,400
ROGERS COMMUNICATIONS INC DEFINED 1 94,200
ROGERS COMMUNICATIONS INC DEFINED 2 10,200
ROGERS COMMUNICATIONS INC DEFINED 2 16,400
ROHM & HAAS CO DEFINED 1 9,354
ROLLINS INC DEFINED 1 3,000
ROMAC INTL INC DEFINED 2 22,800
ROPER INDS DEFINED 2 7,000
ROSS STORES INC DEFINED 1 4,100
ROSS STORES INC COM DEFINED 3 851,600 20,000
ROUSE CO DEFINED 2 25,000
ROUSE CO DEFINED 2 400
ROUSE CO DEFINED 2 6,400
ROUSE CO COM DEFINED 3 567,600 125,700
ROWAN COS. INC. DEFINED 1 3,100
ROWECOM INC DEFINED 2 1,100
ROYAL BK CDA MONTREAL QUE DEFINED 2 640
ROYAL CARIBBEAN CRUISES LTD DEFINED 2 12,300
ROYAL DUTCH PETE CO DEFINED 2 238,785
ROYAL DUTCH PETRO-NY SHRS DEFINED 1 83,600
RPM INC OHIO DEFINED 1 9,400
RSL COMMUNICATIONS LTD DEFINED 2 16,500
RUDDICK CORP DEFINED 1 4,100
RUSSELL CORP DEFINED 1 1,500
RYANS FAMILY STEAK HOUSES INC DEFINED 2 13,800
RYDER SYS INC DEFINED 2 3,300
RYDER SYSTEMS INC DEFINED 1 2,800
RYERSON TULL INC DEFINED 1 1,900
SAFECO CORP DEFINED 1 6,300
SAFEGUARD SCIENTIFICS INC DEFINED 2 10,900
SAFEWAY INC NEW DEFINED 1 18,900
SAKS INC DEFINED 2 32,700
SAKS INCORPORATED DEFINED 1 13,000
SAN JUAN BASIN RTY TR DEFINED 3 89,690
SANMINA CORPORATION DEFINED 1 4,900
SANTA FE INTERNATIONAL CORP DEFINED 2 3,900
SANTA FE SNYDER CORPORATION DEFINED 1 14,600
SAP AKTIENGESELLSCHAFT DEFINED 2 26,800
SAPIENT CORP DEFINED 2 4,600
SARA LEE CORP DEFINED 1 36,100
SARA LEE CORP DEFINED 2 30,500
SAVILLE SYS PLC DEFINED 2 139,100
SBA COMMUNICATIONS CRP DEFINED 3 145,000
SBARRO INC DEFINED 1 1,800
SBARRO INC DEFINED 2 64,900
SBC COMMUNICATIONS INC DEFINED 1 459,108
SBC COMMUNICATIONS INC DEFINED 2 35,200
</TABLE>
Page 38 of 49
<PAGE> 41
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
SCANA CORP COM 805898103 117 5,400 SH
SCANNA CORP COM 805898103 215 9,200 SH
SCHERING PLOUGH COM 806605101 28,366 540,300 SH
SCHERING PLOUGH CORP COM 806605101 17,477 316,060 SH
SCHLUMBERGER COM 806857108 18,390 288,750 SH
SCHLUMBERGER COM 806857108 6,514 107,940 SH
SCHOLASTIC CORP COM 807066105 655 13,400 SH
SCHOLASTIC CORPORATION COM 807066105 71 1,400 SH
SCHULMAN A INC COM 808194104 471 34,700 SH
SCHWAB (CHARLES) CORP COM 808513105 1,684 15,450 SH
SCHWAB CHARLES CORP COM 808513105 1,132 11,775 SH
SCHWEITZER MAUDUIT INTL INC COM 808541106 115 10,000 SH
SCI SYS INC COM 783890106 86 2,900 SH
SCI SYSTEMS INC COM 783890106 237 5,000 SH
SCIENTIFIC ATLANTA INC COM 808655104 104 2,900 SH
SCIENTIFIC ATLANTA INC COM 808655104 5,900 163,900 SH
SCOTSMAN INDS INC COM 809340102 67 3,900 SH
SDL INC COM COM 784076101 39,727 778,000 SH
SEAGATE TECHNOLOGY COM 811804103 246 9,600 SH
SEAGATE TECHNOLOGY COM 811804103 591 20,000 SH
SEAGRAM COMPANY LTD COM 811850106 5,885 121,400 SH
SEALED AIR CORP NEW COM 81211K100 1,013 20,600 SH
SEALED AIR CORP. (new) COM 81211K100 172 2,657 SH
SEARS ROEBUCK + CO COM 812387108 375 8,300 SH
SEARS, ROEBUCK COM 812387108 16,551 371,400 SH
SELECTIVE INS GROUP INC COM 816300107 95 5,400 SH
SEMPRA ENERGY COM 816851109 193 8,552 SH
SENSORMATIC ELECTRONICS CORP COM 817265101 91 6,500 SH
SEPRACOR INC COM 817315104 211 2,600 SH
SEPRACOR INC COM 817315104 4,469 39,835 SH
SEQUA CORP - CL A COM 817320104 49 700 SH
SEQUENT COMPUTER SYS INC COM 817338106 37 4,100 SH
SEQUENT COMPUTER SYS. COM 817338106 55 3,100 SH
SERVICE CORP INTERNATIONAL COM 817565104 191 9,900 SH
SFX ENTMT INC COM 784178105 646 10,000 SH
SFX ENTMT INC CL A COM 784178105 71,507 1,117,300 SH
SHARED MEDI CAL SYSTEM COM 819486101 1,014 18,200 SH
SHARED MEDICAL SYSTEMS COM 819486101 65 1000 SH
SHAW INDUSTRIES INC. COM 820286102 210 12,000 SH
SHELL TRANS + TRADING PLC COM 822703609 532 13,100 SH
SHELL TRNSPT+TRDG COM 080341001 706 105,000 SH
SHERWIN-WILLIAMS COM 824348106 183 6,600 SH
SHIRE PHARMACEUTICALS GROUP PL COM 82481R106 98 4,300 SH
SHOPKO STORES INC COM 824911101 442 14,800 SH
SIEBEL SYS INC COM 826170102 1,425 30,000 SH
SIEBEL SYSTEMS INC COM 826170102 491 7,400 SH
SIERRA HEALTH SVCS INC COM 826322109 262 20,150 SH
SIERRA PAC RES COM 826425100 194 5,500 SH
SIGMA-ALDRICH COM 826552101 138 4,000 SH
SILICON GRAPHICS 5.25 09/04 CVT 827056AC6 354 4,000 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
SCANA CORP DEFINED 2 5,400
SCANNA CORP DEFINED 1 9,200
SCHERING PLOUGH DEFINED 1 540,300
SCHERING PLOUGH CORP DEFINED 2 316,060
SCHLUMBERGER DEFINED 1 288,750
SCHLUMBERGER DEFINED 2 107,940
SCHOLASTIC CORP DEFINED 2 13,400
SCHOLASTIC CORPORATION DEFINED 1 1,400
SCHULMAN A INC DEFINED 2 34,700
SCHWAB (CHARLES) CORP DEFINED 1 15,450
SCHWAB CHARLES CORP DEFINED 2 11,775
SCHWEITZER MAUDUIT INTL INC DEFINED 2 10,000
SCI SYS INC DEFINED 2 2,900
SCI SYSTEMS INC DEFINED 1 5,000
SCIENTIFIC ATLANTA INC DEFINED 1 2,900
SCIENTIFIC ATLANTA INC DEFINED 3 133,300 30,600
SCOTSMAN INDS INC DEFINED 2 3,900
SDL INC COM DEFINED 3 762,600 15,400
SEAGATE TECHNOLOGY DEFINED 1 9,600
SEAGATE TECHNOLOGY DEFINED 2 20,000
SEAGRAM COMPANY LTD DEFINED 1 121,400
SEALED AIR CORP NEW DEFINED 2 20,600
SEALED AIR CORP. (new) DEFINED 1 2,657
SEARS ROEBUCK + CO DEFINED 2 8,300
SEARS, ROEBUCK DEFINED 1 371,400
SELECTIVE INS GROUP INC DEFINED 2 5,400
SEMPRA ENERGY DEFINED 1 8,552
SENSORMATIC ELECTRONICS CORP DEFINED 1 6,500
SEPRACOR INC DEFINED 1 2,600
SEPRACOR INC DEFINED 2 39,835
SEQUA CORP - CL A DEFINED 1 700
SEQUENT COMPUTER SYS INC DEFINED 2 4,100
SEQUENT COMPUTER SYS. DEFINED 1 3,100
SERVICE CORP INTERNATIONAL DEFINED 1 9,900
SFX ENTMT INC DEFINED 2 10,000
SFX ENTMT INC CL A DEFINED 3 1,078,900 38,400
SHARED MEDI CAL SYSTEM DEFINED 2 18,200
SHARED MEDICAL SYSTEMS DEFINED 1 1,000
SHAW INDUSTRIES INC. DEFINED 1 12,000
SHELL TRANS + TRADING PLC DEFINED 2 13,100
SHELL TRNSPT+TRDG DEFINED 2 105,000
SHERWIN-WILLIAMS DEFINED 1 6,600
SHIRE PHARMACEUTICALS GROUP PL DEFINED 2 4,300
SHOPKO STORES INC DEFINED 2 14,800
SIEBEL SYS INC DEFINED 2 30,000
SIEBEL SYSTEMS INC DEFINED 1 7,400
SIERRA HEALTH SVCS INC DEFINED 2 20,150
SIERRA PAC RES DEFINED 2 5,500
SIGMA-ALDRICH DEFINED 1 4,000
SILICON GRAPHICS 5.25 09/04 DEFINED 1 4,000
</TABLE>
Page 39 of 49
<PAGE> 42
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
SILICON GRAPHICS, INC. COM 827056102 113 6,900 SH
SILICON VY GROUP INC COM 827066101 66 5,400 SH
SIMON PPTY GROUP NEW COM 828806109 23,950 904,550 SH
SK TELECOM CO LTD - ADR COM 78440P1084 3,0169 186,208 SH
SKY FINL GROUP INC COM COM 83080P103 1,172 43,000 SH
SL GREEN REALTY CORP COM 78440X101 11,269 551,400 SH
SLM HLDG CORP COM 78442A109 1,870 44,800 SH
SMITH (DS) HLDGS COM 082201906 32 18,000 SH
SMITH CORONA COM 831858204 957 785 SH
SMITH INTERNATIONAL INC. COM 832110100 152 3,500 SH
SMITH INTL INC COM 832110100 5,224 130,600 SH
SMITHKLINE BEECHAM P L C COM 832378301 2,200 30,775 SH
SNAP-ON INC. COM 833034101 127 3,500 SH
SNYDER COMMUNICATIONS INC COM 832914105 206 6,300 SH
SNYDER COMMUNICATIONS INC COM 832914105 1,787 64,100 SH
SOC QUIMICA Y MINERA COM 833635105 1,809 51,130 SH
SOC. GENERALE COM 481775005 486 2,526 SH
SODEXHO ALLIANCE COM 481830008 303 1,848 SH
SODEXHO MARIOTT SERVICES COM 833793102 159 8,272 SH
SODEXHO MARRIOTT SVCS INC COM 833793102 154 7,000 SH
SOLA INTL INC COM 834092108 434 36,000 SH
SOLECTRON CORP COM 834182107 600 9,000 SH
SOLECTRON CORP COM 834182107 777 16,000 SH
SOLUTIA INC COM 834376105 205 9,600 SH
SOLUTIA INC COM 834376105 26 1,485 SH
SONAT INC COM 835415100 3 100 SH
SONAT INC. COM 835415100 123 3,700 SH
SONIC AUTOMOTIVE INC CL A COM 83545G102 18,641 1,355,700 SH
SONOCO PRODS CO COM 835495102 260 8,690 SH
SOTHEBYS HLDGS INC COM 835898107 2,500 77,000 SH
SOTHEBY'S HOLDINGS COM 835898107 183 4,800 SH
SOUTHDOWN INC COM 841297104 212 3,300 SH
SOUTHERN CO COM 842587107 729 27,500 SH
SOUTHERN CO COM 842587107 140 6,000 SH
SOUTHERN PERU COPPER CORP COM 843611104 188 13,000 SH
SOUTHTRUST CORP COM 844730101 276 7,200 SH
SOUTHTRUST CORP COM 844730101 119 3,200 SH
SOUTHWEST AIRLINES COM 844741108 405 13,025 SH
SOUTHWEST AIRLS CO COM 844741108 377 12,450 SH
SOUTHWEST BANCORPORATION TEX COM 84476R109 59 4,800 SH
SOVEREIGN BANCORP INC COM 845905108 177 14,600 SH
SPARTECH CORP COM NEW COM 847220209 9,402 297,300 SH
SPEEDFAM IPEC INC COM 847705100 240 20,000 SH
SPEEDWAY MOTORSPORTS COM 847788106 16,751 426,100 SH
SPEEDWAY MOTORSPORTSINC COM 847788106 1,159 28,100 SH
SPIEGEL INC COM 848457107 122 20,000 SH
SPIEKER PPTYS INC COM COM 848497103 6,714 172,700 SH
SPLASH TECHNOLOGY HLDGS INC COM 848623104 194 32,000 SH
SPORTS AUTH INC COM 849176102 25 3,400 SH
SPRINGS INDUSTRIES INC - CL A COM 851783100 31 700 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
SILICON GRAPHICS, INC. DEFINED 1 6,900
SILICON VY GROUP INC DEFINED 2 5,400
SIMON PPTY GROUP NEW DEFINED 3 746,250 158,300
SK TELECOM CO LTD - ADR DEFINED 1 186,208
SKY FINL GROUP INC COM DEFINED 3 43,000
SL GREEN REALTY CORP DEFINED 3 455,000 96,400
SLM HLDG CORP DEFINED 2 44,800
SMITH (DS) HLDGS DEFINED 2 18,000
SMITH CORONA DEFINED 1 785
SMITH INTERNATIONAL INC. DEFINED 1 3,500
SMITH INTL INC DEFINED 2 130,600
SMITHKLINE BEECHAM P L C DEFINED 2 30,775
SNAP-ON INC. DEFINED 1 3,500
SNYDER COMMUNICATIONS INC DEFINED 1 6,300
SNYDER COMMUNICATIONS INC DEFINED 2 64,100
SOC QUIMICA Y MINERA DEFINED 1 51,130
SOC. GENERALE DEFINED 2 2,526
SODEXHO ALLIANCE DEFINED 2 1,848
SODEXHO MARIOTT SERVICES DEFINED 1 8,272
SODEXHO MARRIOTT SVCS INC DEFINED 2 7,000
SOLA INTL INC DEFINED 2 36,000
SOLECTRON CORP DEFINED 1 9,000
SOLECTRON CORP DEFINED 2 16,000
SOLUTIA INC DEFINED 1 9,600
SOLUTIA INC DEFINED 2 1,485
SONAT INC DEFINED 2 100
SONAT INC. DEFINED 1 3,700
SONIC AUTOMOTIVE INC CL A DEFINED 3 1,336,300 19,400
SONOCO PRODS CO DEFINED 1 8,690
SOTHEBYS HLDGS INC DEFINED 2 77,000
SOTHEBY'S HOLDINGS DEFINED 1 4,800
SOUTHDOWN INC DEFINED 1 3,300
SOUTHERN CO DEFINED 1 27,500
SOUTHERN CO DEFINED 2 6,000
SOUTHERN PERU COPPER CORP DEFINED 1 13,000
SOUTHTRUST CORP DEFINED 1 7,200
SOUTHTRUST CORP DEFINED 2 3,200
SOUTHWEST AIRLINES DEFINED 1 13,025
SOUTHWEST AIRLS CO DEFINED 2 12,450
SOUTHWEST BANCORPORATION TEX DEFINED 2 4,800
SOVEREIGN BANCORP INC DEFINED 1 14,600
SPARTECH CORP COM NEW DEFINED 3 288,200 9,100
SPEEDFAM IPEC INC DEFINED 2 20,000
SPEEDWAY MOTORSPORTS DEFINED 3 406,700 19,400
SPEEDWAY MOTORSPORTSINC DEFINED 2 28,100
SPIEGEL INC DEFINED 2 20,000
SPIEKER PPTYS INC COM DEFINED 3 143,300 29,400
SPLASH TECHNOLOGY HLDGS INC DEFINED 2 32,000
SPORTS AUTH INC DEFINED 2 3,400
SPRINGS INDUSTRIES INC - CL A DEFINED 1 700
</TABLE>
Page 40 of 49
<PAGE> 43
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
SPRINT COM 852061100 1,727,800 32,600 SH
SPRINT CORP COM 852061506 8,017,771 180,937 SH
SPRINT PCS GROUP COM 852061506 971,850 17,050 SH
SPT TELECOM AS - GDR COM 852110105 355,874 22,000 SH
SPX CORP COM 784635104 225,450 2,700 SH
SPYGLASS INC COM 852192103 1,208,406 134,100 SH
ST JUDE MEDICAL INC COM 790849103 110,438 3,100 SH
ST PAUL BANCORP INC COM 792848103 281,125 13,000 SH
ST PAUL BANCORP INC COM COM 792848103 14,415,150 565,300 SH
ST. PAUL COS INC. COM 792860108 286,312 9,000 SH
STANDARD REGISTER CO COM 853887107 76,875 2,500 SH
STANFORD TELECOMMUNICATIONS COM 854402104 590,400 38,400 SH
STANLEY WORKS COM 854616109 347,626 10,800 SH
STANLEY WORKS COM 854616109 71,750 2,800 SH
STAPLES INC COM 855030102 539,860 17,450 SH
STAR CHOICE COMMUNICATIONS WARRANT COM 854921111 700,590 254,760 SH
STAR CITY HLDGS COM 686871906 29,200 28,600 SH
STARBUCKS CORP COM 855244109 585,975 15,600 SH
STARBUCKS CORP COM 855244109 8,400,000 300,000 SH
STARBUCKS CORP COM COM 855244109 41,183,525 1,096,400 SH
STARWOOD HOTELS & RESORTS COM 85590A203 3,328,256 108,900 SH
STATE STREET CORP COM 857477103 572,013 6,700 SH
STATE STREET CORPORATION COM 857477103 1,906,750 23,200 SH
STATEN IS BANCORP INC COM 857550107 101,406 5,900 SH
STEINER LEISURE LIMITED COM P8744Y102 1,887,178 61,450 SH
STEINWAY MUSICAL COMMON COM 858495104 47,730 1,801,131 SH
STERIS CORP COM 859152100 114,313 5,900 SH
STERIS CORP COM 859152100 396,713 14,900 SH
STERLING BANCSHARES INC COM 858907108 34,238 3,300 SH
STERLING COMM INC COM 859205106 753,375 24,500 SH
STERLING COMMERCE INC COM 859205106 308,700 8,400 SH
STERLING SOFTWARE INC COM 859547101 171,844 6,500 SH
STERLING SOFTWARE INC. COM 859547101 1,206,500 50,800 SH
STEWART & STEVE COM 860342104 44,225 2,900 SH
STEWART + STEVENSON SVCS INC COM 860342104 172,500 23,000 SH
STEWART ENETERPRISES INC - CL A COM 860370105 142,713 9,800 SH
STONE ENERGY CORP COM 861642106 1,978,913 46,700 SH
STORAGE TECHNOLOGY CORP. COM 862111200 193,375 8,500 SH
STORAGE USA COM 861907103 7,552,000 236,000 SH
STORAGE USA INC COM 861907103 2,560,000 80,000 SH
STRIDE RITE CORP COM 863314100 253,575 20,700 SH
STRUCTURAL DYNAMICS RESEARCH COM 863555108 53,831 2,900 SH
STRUCTURAL DYNAMICS RESH CORP COM 863555108 138,750 7,400 SH
STRYKER CORP COM 863667101 499,038 8,300 SH
STRYKER CORP COM 863667101 756,563 15,000 SH
STUDENT LN CORP COM 863902102 67,275 1,800 SH
STUDENT LOAN MARKETING COM 78442A109 242,806 5,300 SH
SUIZA FOODS CORP COM 865077101 134,000 3,200 SH
SUIZA FOODS CORP COM 865077101 596,269 17,700 SH
SUMMIT BANCORP COM 866005101 9,617,400 246,600 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
SPRINT DEFINED 1 32,600
SPRINT CORP DEFINED 2 180,937
SPRINT PCS GROUP DEFINED 1 17,050
SPT TELECOM AS - GDR DEFINED 1 22,000
SPX CORP DEFINED 1 2,700
SPYGLASS INC DEFINED 2 134,100
ST JUDE MEDICAL INC DEFINED 1 3,100
ST PAUL BANCORP INC DEFINED 2 13,000
ST PAUL BANCORP INC COM DEFINED 3 554,300 11,000
ST. PAUL COS INC. DEFINED 1 9,000
STANDARD REGISTER CO DEFINED 1 2,500
STANFORD TELECOMMUNICATIONS DEFINED 2 38,400
STANLEY WORKS DEFINED 1 10,800
STANLEY WORKS DEFINED 2 2,800
STAPLES INC DEFINED 1 17,450
STAR CHOICE COMMUNICATIONS WARRANT DEFINED 1 254,760
STAR CITY HLDGS DEFINED 2 28,600
STARBUCKS CORP DEFINED 1 15,600
STARBUCKS CORP DEFINED 2 300,000
STARBUCKS CORP COM DEFINED 3 1,057,800 38,600
STARWOOD HOTELS & RESORTS DEFINED 3 88,400 20,500
STATE STREET CORP DEFINED 1 6,700
STATE STREET CORPORATION DEFINED 2 23,200
STATEN IS BANCORP INC DEFINED 2 5,900
STEINER LEISURE LIMITED DEFINED 2 61,450
STEINWAY MUSICAL COMMON DEFINED 2 1,801,131
STERIS CORP DEFINED 1 5,900
STERIS CORP DEFINED 2 14,900
STERLING BANCSHARES INC DEFINED 2 3,300
STERLING COMM INC DEFINED 2 24,500
STERLING COMMERCE INC DEFINED 1 8,400
STERLING SOFTWARE INC DEFINED 1 6,500
STERLING SOFTWARE INC. DEFINED 2 50,800
STEWART & STEVE DEFINED 1 2,900
STEWART + STEVENSON SVCS INC DEFINED 2 23,000
STEWART ENETERPRISES INC - CL A DEFINED 1 9,800
STONE ENERGY CORP DEFINED 3 46,700
STORAGE TECHNOLOGY CORP. DEFINED 1 8,500
STORAGE USA DEFINED 3 193,200 42,800
STORAGE USA INC DEFINED 1 80,000
STRIDE RITE CORP DEFINED 2 20,700
STRUCTURAL DYNAMICS RESEARCH DEFINED 1 2,900
STRUCTURAL DYNAMICS RESH CORP DEFINED 2 7,400
STRYKER CORP DEFINED 1 8,300
STRYKER CORP DEFINED 2 15,000
STUDENT LN CORP DEFINED 2 1,800
STUDENT LOAN MARKETING DEFINED 1 5,300
SUIZA FOODS CORP DEFINED 1 3,200
SUIZA FOODS CORP DEFINED 2 17,700
SUMMIT BANCORP DEFINED 2 246,600
</TABLE>
Page 41 of 49
<PAGE> 44
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
SUMMIT BANCORPORATION COM 866005101 288,506 6,900 SH
SUMMIT PPTYS INC COM 866239106 443,888 26,600 SH
SUN COMMUNITIES INC COM 866674104 1,128,900 31,800 SH
SUN INTL HOTELS LTD COM P8797T133 17 385 SH
SUN MICROSYSTEMS COM 866810104 2,052,475 29,800 SH
SUN MICROSYSTEMS INC COM 866810104 8,750,000 70,000 SH
SUNGARD DATA SYS INC COM 867363103 468,000 11,700 SH
SUNGARD DATA SYS INC COM 867363103 88,930,512 2,577,696 SH
SUNGARD DATA SYSTEMS INC. COM 867363103 331,200 9,600 SH
SUNGLASS HUT INTL INC COM 86736F106 2,205,000 210,000 SH
SUNGLASS HUT INTL INC COM 86736F106 543,794 52,100 SH
SUNGLASS HUT INTL INC COM 86736F106 29,562 1,720 SH
SUNOCO INC COM 86764P109 78,488 2,600 SH
SUNRISE ASSISTED LIVING INC COM 86768K106 3,983,156 87,500 SH
SUNRISE MED INC COM 867910101 55,000 8,800 SH
SUNTERRA CORP COM 86787D109 418,275 42,900 SH
SUNTRUST BANKS INC. COM 867914103 777,700 11,200 SH
SUNTRUST BKS INC COM 867914103 342,375 5,500 SH
SUPER VALU STORES COM 868536103 111,263 4300 SH
SUPERIOR CONSULT HLDG COM 868146101 14,247,156 577,100 SH
SUPERIOR INDS INTL INC COM 868168105 65,550 2,400 SH
SUPERIOR INDS INTL INC COM 868168105 346,425 14,900 SH
SWIFT TRANSN CO COM 870756103 22,073,150 1,003,325 SH
SWIFT TRANSN INC COM 870756103 527,725 20,900 SH
SYBRON CORP COM 87114F106 253,575 9,200 SH
SYBRON INTL CORP WISCONSIN COM 87114F106 465,000 18,600 SH
SYKES ENTERPRISES INC COM 871237103 16,343,738 489,700 SH
SYLVAN LEARNING SYS COM 871399101 52,624,125 1,935,600 SH
SYLVAN LEARNING SYS INC COM 871399101 1,668,375 61,000 SH
SYLVAN LEARNING SYSTEMS INC COM 871399101 125,063 4,600 SH
SYMANTEC CORP COM 871503108 188,006 11,100 SH
SYMANTEC CORPORATION COM 871503108 117,300 4,600 SH
SYMBOL TECHNOLOGIES IN COM 871508107 273,797 7,425 SH
SYNOPSYS INC COM 871607107 292,494 5,300 SH
SYNOPSYS INC COM 871607107 783,833 14,600 SH
SYNOVUS FINANCIAL CORPORATION COM 87161C105 194,775 9,800 SH
SYSCO CORP. COM 871829107 1,192,500 40,000 SH
SYSTEMS + COMPUTER TECHNOLOGY COM 871873105 190,588 19,300 SH
TAIWAN FUND COM 874036106 518,750 25,000 SH
TALBOTS INC COM 874161102 95,063 3,900 SH
TANDY CORP COM 875382103 1,646,363 25,800 SH
TANDY CORP COM COM 875382103 18,919,513 387,100 SH
TANDY CORP. COM 875382103 439,875 9,000 SH
TAUBMAN CTRS INC COM COM 876664103 3,331,163 252,600 SH
TCA CABLE TV INC COM 872241104 699,344 16,100 SH
TCA CABLE TV INC. COM 872241104 233,100 4,200 SH
TCF FINANCIAL CORP. COM 872275102 211,850 7,600 SH
TDK CORP COM 686930009 404,932 5,000 SH
TECH DATA CORP COM 878237106 156,825 4,100 SH
TECO ENERGY COM 872375100 259,350 11,400 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
SUMMIT BANCORPORATION DEFINED 1 6,900
SUMMIT PPTYS INC DEFINED 2 26,600
SUN COMMUNITIES INC DEFINED 3 31,800
SUN INTL HOTELS LTD DEFINED 2 385
SUN MICROSYSTEMS DEFINED 1 29,800
SUN MICROSYSTEMS INC DEFINED 2 70,000
SUNGARD DATA SYS INC DEFINED 2 11,700
SUNGARD DATA SYS INC DEFINED 3 2,487,296 90,400
SUNGARD DATA SYSTEMS INC. DEFINED 1 9,600
SUNGLASS HUT INTL INC DEFINED 2 210,000
SUNGLASS HUT INTL INC DEFINED 2 52,100
SUNGLASS HUT INTL INC DEFINED 2 1,720
SUNOCO INC DEFINED 1 2,600
SUNRISE ASSISTED LIVING INC DEFINED 2 87,500
SUNRISE MED INC DEFINED 2 8,800
SUNTERRA CORP DEFINED 2 42,900
SUNTRUST BANKS INC. DEFINED 1 11,200
SUNTRUST BKS INC DEFINED 2 5,500
SUPER VALU STORES DEFINED 1 4,300
SUPERIOR CONSULT HLDG DEFINED 3 554,900 22,200
SUPERIOR INDS INTL INC DEFINED 1 2,400
SUPERIOR INDS INTL INC DEFINED 2 14,900
SWIFT TRANSN CO DEFINED 3 977,900 25,425
SWIFT TRANSN INC DEFINED 2 20,900
SYBRON CORP DEFINED 1 9,200
SYBRON INTL CORP WISCONSIN DEFINED 2 18,600
SYKES ENTERPRISES INC DEFINED 3 479,500 10,200
SYLVAN LEARNING SYS DEFINED 3 1,895,750 39,850
SYLVAN LEARNING SYS INC DEFINED 2 61,000
SYLVAN LEARNING SYSTEMS INC DEFINED 1 4,600
SYMANTEC CORP DEFINED 2 11,100
SYMANTEC CORPORATION DEFINED 1 4,600
SYMBOL TECHNOLOGIES IN DEFINED 1 7,425
SYNOPSYS INC DEFINED 1 5,300
SYNOPSYS INC DEFINED 2 14,600
SYNOVUS FINANCIAL CORPORATION DEFINED 1 9,800
SYSCO CORP. DEFINED 1 40,000
SYSTEMS + COMPUTER TECHNOLOGY DEFINED 2 19,300
TAIWAN FUND DEFINED 1 25,000
TALBOTS INC DEFINED 2 3,900
TANDY CORP DEFINED 2 25,800
TANDY CORP COM DEFINED 3 346,300 40,800
TANDY CORP. DEFINED 1 9,000
TAUBMAN CTRS INC COM DEFINED 3 208,600 44,000
TCA CABLE TV INC DEFINED 2 16,100
TCA CABLE TV INC. DEFINED 1 4,200
TCF FINANCIAL CORP. DEFINED 1 7,600
TDK CORP DEFINED 2 5,000
TECH DATA CORP DEFINED 1 4,100
TECO ENERGY DEFINED 1 11,400
</TABLE>
Page 42 of 49
<PAGE> 45
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
TECUMSEH PRODS CO COM 878895200 97 1,600 SH
TEEKAY SHIPPING CORP COM V89564104 76 4,600 SH
TEKTRONIX INC COM 879131100 56 1,850 SH
TELE NORTE LESTE PARTICIPACOES S.A. A COM 879246106 117 6,300 SH
TELEBRAS ADR PFD BLOCK COM 879287308 3,202 37,200 SH
TELECOMUNICACOES BRASILEIRAS COM 879287308 666 8,256 SH
TELEFLEX INC COM 879369106 135 3,100 SH
TELEFLEX INC COM 879369106 337 9,900 SH
TELEFONICA DE ARGENTINA ADR COM 879378206 2,027 65,250 SH
TELEFONICA DE ARGENTINA S A COM 879378206 81 2,690 SH
TELEFONICA DEL PERU ADR COM 879384105 842 57,700 SH
TELEFONOS DE MEXICO S A COM 879403780 364 5,550 SH
TELEKOMUNIKACJA POLSKA-GDR COM 87943D207 477 68,000 SH
TELEPHONE & DATA SYSTEMS, INC. COM 879433100 358 4,900 SH
TELESP CELULAR SA COM 224695908 10 275,000 SH
TELESP PARTICIPACOES SA-ADR COM 87952K100 816 38,500 SH
TELESP TEL SAO PAU COM 288254006 35 287,924 SH
TELEWEST COMMS COM 065445900 269 62,200 SH
TELLABS COM 879664100 1,013 15,000 SH
TELLABS INC COM 879664100 704 7,200 SH
TELMEX ADS - TELEFONOS DE MEXICO CL L COM 879403780 5,779 76,770 SH
TEMPLE-INLAND COM 879868107 144 2,100 SH
TENET HEALTHCARE CORP COM 88033G100 1,379 72,800 SH
TENET HEALTHCARE CORP. COM 88033G100 219 11,800 SH
TENNECO INC NEW COM 88037E101 698 25,000 SH
TENNECO(NEW) COM 88037E1011 167 7,000 SH
TERADYNE INC COM 880770102 382 7,000 SH
TERADYNE INC. COM 880770102 4,111 57,300 SH
TESCO COM 088470000 196 74,000 SH
TESORO PETE CORP COM 881609101 116 10,500 SH
TETRA TECH INC NEW COM 88162G103 427 20,200 SH
TETRA TECH INC NEW COM COM 88162G103 33,066 2,003,991 SH
TEVA PHARMACEUTICAL INDS ADR COM 881624209 1,061 22,400 SH
TEXACO INC COM 881694103 2,207 38,390 SH
TEXACO INC. COM 881694103 1,617 25,928 SH
TEXAS INDS INC COM 882491103 65 2,600 SH
TEXAS INSTRS INC COM 882508104 26,410 266,100 SH
TEXAS INSTRS INC COM 882508104 2,881 20,010 SH
TEXAS INSTRUMENTS INC COM 882508104 2,203 15,300 SH
TEXAS UTILITIES CO COM 882848104 417 10,052 SH
TEXAS UTILS CO COM 882848104 1,668 40,000 SH
TEXTRON INC COM 883203101 560 6,800 SH
THERMADYNE CORP COMMON COM 883434201 58 80,000 SH
THERMO ELECTRON COM 883556102 130 6,500 SH
THOMAS & BETTS CORP COM 884315102 85 1,800 SH
TICKETMASTER ONLINE CITYSEARCH COM 88633P203 2,989 88,900 SH
TIDEWATER INC. COM 886423102 165 5,400 SH
TIFFANY & CO. COM 886547108 280 2,900 SH
TIME WARNER INC COM 887315109 30,083 423,078 SH
TIME WARNER INC. COM 887315109 28,364 390,550 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
TECUMSEH PRODS CO DEFINED 1 1,600
TEEKAY SHIPPING CORP DEFINED 2 4,600
TEKTRONIX INC DEFINED 1 1,850
TELE NORTE LESTE PARTICIPACOES S.A. A DEFINED 1 6,300
TELEBRAS ADR PFD BLOCK DEFINED 1 37,200
TELECOMUNICACOES BRASILEIRAS DEFINED 2 8,256
TELEFLEX INC DEFINED 1 3,100
TELEFLEX INC DEFINED 2 9,900
TELEFONICA DE ARGENTINA ADR DEFINED 1 65,250
TELEFONICA DE ARGENTINA S A DEFINED 2 2,690
TELEFONICA DEL PERU ADR DEFINED 1 57,700
TELEFONOS DE MEXICO S A DEFINED 2 5,550
TELEKOMUNIKACJA POLSKA-GDR DEFINED 1 68,000
TELEPHONE & DATA SYSTEMS, INC. DEFINED 1 4,900
TELESP CELULAR SA DEFINED 2 275,000
TELESP PARTICIPACOES SA-ADR DEFINED 1 38,500
TELESP TEL SAO PAU DEFINED 2 287,924
TELEWEST COMMS DEFINED 2 62,200
TELLABS DEFINED 1 15,000
TELLABS INC DEFINED 2 7,200
TELMEX ADS - TELEFONOS DE MEXICO CL L DEFINED 1 76,770
TEMPLE-INLAND DEFINED 1 2,100
TENET HEALTHCARE CORP DEFINED 2 72,800
TENET HEALTHCARE CORP. DEFINED 1 11,800
TENNECO INC NEW DEFINED 2 25,000
TENNECO(NEW) DEFINED 1 7,000
TERADYNE INC DEFINED 2 7,000
TERADYNE INC. DEFINED 1 57,300
TESCO DEFINED 2 74,000
TESORO PETE CORP DEFINED 2 10,500
TETRA TECH INC NEW DEFINED 2 20,200
TETRA TECH INC NEW COM DEFINED 3 1,961,956 42,035
TEVA PHARMACEUTICAL INDS ADR DEFINED 2 22,400
TEXACO INC DEFINED 2 38,390
TEXACO INC. DEFINED 1 25,928
TEXAS INDS INC DEFINED 2 2,600
TEXAS INSTRS INC DEFINED 2 266,100
TEXAS INSTRS INC DEFINED 3 20,010
TEXAS INSTRUMENTS INC DEFINED 1 15,300
TEXAS UTILITIES CO DEFINED 1 10,052
TEXAS UTILS CO DEFINED 2 40,000
TEXTRON INC DEFINED 1 6,800
THERMADYNE CORP COMMON DEFINED 1 80,000
THERMO ELECTRON DEFINED 1 6,500
THOMAS & BETTS CORP DEFINED 1 1,800
TICKETMASTER ONLINE CITYSEARCH DEFINED 2 88,900
TIDEWATER INC. DEFINED 1 5,400
TIFFANY & CO. DEFINED 1 2,900
TIME WARNER INC DEFINED 2 423,078
TIME WARNER INC. DEFINED 1 390,550
</TABLE>
Page 43 of 49
<PAGE> 46
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
TIMES MIRROR CO COM 887364107 225 3,800 SH
TIMKEN CO. COM 887389104 41 2,100 SH
TJX COMPANIES INC. NEW COM 872540109 386 11,600 SH
TMP WORLDWIDE INC COM COM 872941109 22,041 347,100 SH
TOKIO MARINE +FIRE COM 689476000 68 6,000 SH
TOKYO ELECTRON COM 689567006 207 4,000 SH
TOLL BROS INC COM 889478103 237 13,100 SH
TOMKINS COM 089626006 236 64,000 SH
TOPPAN PRINTING CO COM 689702009 131 10,000 SH
TORCHMARK CORP COM 891027104 229 6,700 SH
TORO CO COM 891092108 91 2,900 SH
TORONTO DOMINION BANK COM 891160509 5,916 134,350 SH
TOSCO CORP COM 891490302 345 13,300 SH
TOSCO CORP COM 891490302 819 33,000 SH
TOTAL RENAL CARE HLDGS INC COM 89151A107 95 8,600 SH
TOTAL RENAL CARE HOLDINGS COM 89151A107 103 6,600 SH
TOWER AUTOMOTIVE INC COM 891707101 205 11,000 SH
TOYS R US COM 892335100 230 11,100 SH
TRANS WORLD AIRLINES, INC COM 893349837 12 2,649 SH
TRANSACTION SYS ARCHIT COM 893416107 62,927 1,613,500 SH
TRANSACTION SYS ARCHITECTS INC COM 893416107 1,274 35,400 SH
TRANSAMERICA COM 893485102 443 5,900 SH
TRANSAMERICA CORP COM 893485102 383 5,400 SH
TRANSATLANTIC HLDGS INC COM 893521104 1,973 26,300 SH
TRANSATLANTIC HOLDINGS INC COM 893521104 1,472,936 19,655,520 SH
TRANSMONTAIGNE INC COM 893934109 16,432 1,308,000 SH
TRANSOCEAN OFFSHORE INC COM G90076103 231 8,800 SH
TRANSOCEAN OFFSHORE INC COM 893817106 1,570 54,500 SH
TRANSPORTADOR GAS SUR-SP ADR COM 893870204 730 77,900 SH
TRANSWITCH CORP COM 894065101 17,766 375,000 SH
TRAVEL SVCS INTL INC COM 894169101 681 64,900 SH
TRIAD HOSPITAL INC COM 89379K109 0 9 SH
TRIAD HOSPITALS INC W/I COM 89579K109 0 1 SH
TRIBUNE CO COM 896047107 401 4,600 SH
TRIBUNE CO NEW COM 896047107 386 5,900 SH
TRICON GLOBAL RESTAURANTS, INC. COM 895953107 334 6,170 SH
TRIGON HEALTHCARE COM 89618L100 30,271 832,200 SH
TRIGON HEALTHCARE INC COM 89618L100 131 3,600 SH
TRIMERIS INC COM 896263100 988 68,153 SH
TRINET CORP RLTY TR INC COM 896287109 109 4,300 SH
TRINITY INDUSTRIES COM 896522109 121 3,600 SH
TRIZEC HAHN CORP COM 896938107 3,482 170,900 SH
TRW INC COM 872649108 274 5,000 SH
TUBOS DE ACERO DE MEX-SP ADR COM 898592506 384 35,300 SH
TUPPERWARE CORP COM 899896104 66 2,600 SH
TV AZTECA S A DE C V COM 901145102 13 2,100 SH
TV AZTECA S.A. DE C.V. - ADR COM 901145102 1,021 196,900 SH
TV GUIDE INC COM 87307Q109 757 20,600 SH
TWENTIETH CENTURY IND. COM 901272203 988,744 53,445,620 SH
TWENTIETH CENTURY IND. COM 901272203 80 4,900 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
TIMES MIRROR CO DEFINED 1 3,800
TIMKEN CO. DEFINED 1 2,100
TJX COMPANIES INC. NEW DEFINED 1 11,600
TMP WORLDWIDE INC COM DEFINED 3 339,700 7,400
TOKIO MARINE +FIRE DEFINED 2 6,000
TOKYO ELECTRON DEFINED 2 4,000
TOLL BROS INC DEFINED 2 13,100
TOMKINS DEFINED 2 64,000
TOPPAN PRINTING CO DEFINED 2 10,000
TORCHMARK CORP DEFINED 1 6,700
TORO CO DEFINED 2 2,900
TORONTO DOMINION BANK DEFINED 1 134,350
TOSCO CORP DEFINED 1 13,300
TOSCO CORP DEFINED 2 33,000
TOTAL RENAL CARE HLDGS INC DEFINED 2 8,600
TOTAL RENAL CARE HOLDINGS DEFINED 1 6,600
TOWER AUTOMOTIVE INC DEFINED 2 11,000
TOYS R US DEFINED 1 11,100
TRANS WORLD AIRLINES, INC DEFINED 1 2,649
TRANSACTION SYS ARCHIT DEFINED 3 1,557,000 56,500
TRANSACTION SYS ARCHITECTS INC DEFINED 2 35,400
TRANSAMERICA DEFINED 1 5,900
TRANSAMERICA CORP DEFINED 2 5,400
TRANSATLANTIC HLDGS INC DEFINED 2 26,300
TRANSATLANTIC HOLDINGS INC DEFINED 1 19,655,520
TRANSMONTAIGNE INC DEFINED 3 1,283,500 24,500
TRANSOCEAN OFFSHORE INC DEFINED 1 8,800
TRANSOCEAN OFFSHORE INC DEFINED 2 54,500
TRANSPORTADOR GAS SUR-SP ADR DEFINED 1 77,900
TRANSWITCH CORP DEFINED 3 367,300 7,700
TRAVEL SVCS INTL INC DEFINED 2 64,900
TRIAD HOSPITAL INC DEFINED 2 9
TRIAD HOSPITALS INC W/I DEFINED 1 1
TRIBUNE CO DEFINED 1 4,600
TRIBUNE CO NEW DEFINED 2 5,900
TRICON GLOBAL RESTAURANTS, INC. DEFINED 1 6,170
TRIGON HEALTHCARE DEFINED 3 812,100 20,100
TRIGON HEALTHCARE INC DEFINED 1 3,600
TRIMERIS INC DEFINED 1 68,153
TRINET CORP RLTY TR INC DEFINED 2 4,300
TRINITY INDUSTRIES DEFINED 1 3,600
TRIZEC HAHN CORP DEFINED 3 136,800 34,100
TRW INC DEFINED 1 5,000
TUBOS DE ACERO DE MEX-SP ADR DEFINED 1 35,300
TUPPERWARE CORP DEFINED 1 2,600
TV AZTECA S A DE C V DEFINED 2 2,100
TV AZTECA S.A. DE C.V. - ADR DEFINED 1 196,900
TV GUIDE INC DEFINED 2 20,600
TWENTIETH CENTURY IND. DEFINED 1 53,445,620
TWENTIETH CENTURY IND. DEFINED 2 4,900
</TABLE>
Page 44 of 49
<PAGE> 47
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
TYCO INTERNATIONAL LTD. COM 902124106 29,091 307,032 SH
TYCO INTL LTD NEW COM 902124106 3,057 42,600 SH
TYSON FOODS COM 902494103 448 19,900 SH
U S FOODSERVICE COM 90331R101 698 15,000 SH
U S RESTAURANT PPTYS COM 902971100 3,685 173,400 SH
U.S VISION INC COM 90339M104 43 10,000 SH
U.S. BANCORP COM 902973106 982 29,420 SH
U.S. FOODSERVICE COM 90331R101 153 3,600 SH
U.S. WEST INC COM 91273H1014 203 3,463 SH
UAL CORP COM 902549500 635 8,165 SH
UCAR INTERNATIONAL INC COM 90262K109 96 3,800 SH
UGLY DUCKLING HLDGS INC COMMON COM 903512101 1 137,644 SH
ULTRAMAR DIAMOND SHAMROCK COM 904000106 161 7,399 SH
UMB FINL CORP COM 902788108 743 19,300 SH
UNIBANCO UNIAO DE BARNCOS BRAS COM 90458E107 19 1,000 SH
UNICOM CORP COM 904911104 1,002 27,400 SH
UNICOM CORPORATION COM 904911104 320 8,300 SH
UNIFI INC COM 904677101 117 5,500 SH
UNIFIED ENERGY SYSTEMS GDR COM 9046882075 398 45,500 SH
UNILEVER N V COM 904784709 1,600 22,946 SH
UNION CAMP CORP COM 905530101 7 100 SH
UNION CARBIDE COM 905581104 239 4,900 SH
UNION PACIFIC CORP. COM 907818108 3,749 64,284 SH
UNION PACIFIC RES GROUP INC COM 907834105 390 32,800 SH
UNION PACIFIC RESOURCES GRP COM 907834105 916 56,178 SH
UNION PLANTERS CORP COM 908068109 223 5,000 SH
UNIPHASE CORP COM 909149106 2,639 23,000 SH
UNISOURCE WORLDWIDE INC COM 909208100 72 10,100 SH
UNISYS CORP. COM 909214108 323 8,300 SH
UNITED DOMINION IND. COM 909914103 2,318 84,765 SH
UNITED DOMINION RLTY TR INC COM 910197102 19 1,900 SH
UNITED HEALTHCARE CORP COM 910581107 772 14,025 SH
UNITED HEALTHCARE CORP. COM 910581107 451 7,200 SH
UNITED PARK CITY MINES COM 911315208 4,970 154,094 SH
UNITED RENTALS INC COM 911363109 2,068 72,578 SH
UNITED TECHNOLOGIES CORP COM 913017109 19,966 277,305 SH
UNITED TECHNOLOGIES CORP COM 913017109 7,449 55,000 SH
UNITRIN INC COM 913275103 117 3,800 SH
UNIVERSAL CORP VA COM 913456109 85 3,000 SH
UNIVERSAL CORP VA COM 913456109 281 11,000 SH
UNIVERSAL FOODS COM 913538104 80 3,800 SH
UNIVISION COMMUNICATIONS CL A COM 914906102 507 7,800 SH
UNIVISION COMMUNICATIONS INC COM 914906102 10,325 206,500 SH
UNOCAL CAP TR COM 91528T207 1,666 31,000 SH
UNOCAL CORP COM 915289102 384 9,700 SH
UNOCAL CORP COM 915289102 442 12,000 SH
UNUM CORP COM 903192102 1,455 30,600 SH
UNUMPROVIDENT COM 903192102 114,367 2,088,900 SH
URBAN SHOPPING CTRS COM 917060105 4,202 133,400 SH
US AIRWAYS GROUP, INC. COM 911905107 122 2,800 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
TYCO INTERNATIONAL LTD. DEFINED 1 307,032
TYCO INTL LTD NEW DEFINED 2 42,600
TYSON FOODS DEFINED 1 19,900
U S FOODSERVICE DEFINED 2 15,000
U S RESTAURANT PPTYS DEFINED 3 143,000 30,400
U.S VISION INC DEFINED 2 10,000
U.S. BANCORP DEFINED 1 29,420
U.S. FOODSERVICE DEFINED 1 3,600
U.S. WEST INC DEFINED 1 3,463
UAL CORP DEFINED 2 8,165
UCAR INTERNATIONAL INC DEFINED 1 3,800
UGLY DUCKLING HLDGS INC COMMON DEFINED 2 137,644
ULTRAMAR DIAMOND SHAMROCK DEFINED 1 7,399
UMB FINL CORP DEFINED 2 19,300
UNIBANCO UNIAO DE BARNCOS BRAS DEFINED 2 1,000
UNICOM CORP DEFINED 2 27,400
UNICOM CORPORATION DEFINED 1 8,300
UNIFI INC DEFINED 1 5,500
UNIFIED ENERGY SYSTEMS GDR DEFINED 1 45,500
UNILEVER N V DEFINED 1 22,946
UNION CAMP CORP DEFINED 2 100
UNION CARBIDE DEFINED 1 4,900
UNION PACIFIC CORP. DEFINED 1 64,284
UNION PACIFIC RES GROUP INC DEFINED 2 32,800
UNION PACIFIC RESOURCES GRP DEFINED 1 56,178
UNION PLANTERS CORP DEFINED 1 5,000
UNIPHASE CORP DEFINED 2 23,000
UNISOURCE WORLDWIDE INC DEFINED 2 10,100
UNISYS CORP. DEFINED 1 8,300
UNITED DOMINION IND. DEFINED 1 84,765
UNITED DOMINION RLTY TR INC DEFINED 2 1,900
UNITED HEALTHCARE CORP DEFINED 2 14,025
UNITED HEALTHCARE CORP. DEFINED 1 7,200
UNITED PARK CITY MINES DEFINED 1 154,094
UNITED RENTALS INC DEFINED 2 72,578
UNITED TECHNOLOGIES CORP DEFINED 1 277,305
UNITED TECHNOLOGIES CORP DEFINED 2 55,000
UNITRIN INC DEFINED 2 3,800
UNIVERSAL CORP VA DEFINED 1 3,000
UNIVERSAL CORP VA DEFINED 2 11,000
UNIVERSAL FOODS DEFINED 1 3,800
UNIVISION COMMUNICATIONS CL A DEFINED 1 7,800
UNIVISION COMMUNICATIONS INC DEFINED 2 206,500
UNOCAL CAP TR DEFINED 2 31,000
UNOCAL CORP DEFINED 1 9,700
UNOCAL CORP DEFINED 2 12,000
UNUM CORP DEFINED 2 30,600
UNUMPROVIDENT DEFINED 1 2,088,900
URBAN SHOPPING CTRS DEFINED 3 109,200 24,200
US AIRWAYS GROUP, INC. DEFINED 1 2,800
</TABLE>
Page 45 of 49
<PAGE> 48
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
US BANCORP DEL COM 902973106 1,175 34,500 SH
US WEST INC COM 91273H101 916 15,589 SH
USA NETWORKS INC COM 902984103 8,621 214,864 SH
USA NETWORKS INC COM 902984103 2,849 79,600 SH
USG CORP COM 903293405 246 4,400 SH
UST INC COM 902911106 202 6,900 SH
UST INC COM 902911106 4,133 158,222 SH
USWEB CORP COM 917327108 7,429 180,200 SH
USWEB CORP COM COM 917327108 25,416 1,145,500 SH
USX MARATHON GROUP COM 902905827 245 8,900 SH
USX U S STL GROUP COM 90337T101 392 16,700 SH
USX/MARATHON GROUP COM 902905827 368 11,300 SH
USX-U.S. STEEL GROUP INC. COM 90337T101 86 3,200 SH
UTILICORP UTD INC DEL COM 918005109 201 8,250 SH
VALASSIS COMMUNICATIONS INC COM 918866104 378 7,300 SH
VALERO ENERGY CORP COM 91913Y100 109 5,100 SH
VALERO ENERGY CORP COM 91913Y100 480 19,300 SH
VALLEY MEDIA INC COM 91972C106 1,138 50,000 SH
VANGUARD CELLULAR SYS INC COM 922022108 84 3,100 SH
VARCO INTL INC COM 922126107 58 5,400 SH
VASTAR RES INC COM 922380100 478 10,000 SH
VASTAR RES INC COM COM 922380100 7,776 148,300 SH
VENTAS INC COM COM 92276F100 3,720 692,100 SH
VERISIGN INC COM 92343E102 7,256 47,120 SH
VERITAS SOFTWARE CORP COM 923436109 570 6,000 SH
VERTICALNET INC COM 92532L107 1,265 12,200 SH
VF CORP COM 918204108 205 4,800 SH
VIACOM INC COM 925524308 583 6,945 SH
VIACOM INC CL-B COMMON COM 925524308 1,245 28,300 SH
VIAD CORP COM 92552R109 334 12,000 SH
VIAD CORPORATION COM 92552R109 282 9,100 SH
VIGNETTE CORP COM 926734104 3,173 42,300 SH
VISHAY INTERTECHNOLOGY COM 928298108 154 7,315 SH
VISTA INFO SOLUTIONS COM 928365204 935 80,900 SH
VISTANA INC COM 92839P108 570 42,200 SH
VISUAL NETWORKS INC COM 928444108 483 13,000 SH
VISUAL NETWORKS INC COM 928444108 18,515 578,600 SH
VISX INC DEL COM 92844S105 408 3,800 SH
VISX INCORPORATED COM 92844S105 412 5,200 SH
VITESSE SEMICONDUCTOR COM 928497106 2,893 42,900 SH
VITESSE SEMICONDUCTOR CORP COM 928497106 405 6,000 SH
VITESSE SEMICONDUCTOR CORP COM 928497106 718 14,200 SH
VLASIC FOODS INTERNATIONAL COM 928559103 29 3,900 SH
VLASIC FOODS INTL INC COM 928559103 91 7,000 SH
VLSI TECHNOLOGY 8.25% 10/1/05 CVT 918270AB5 508 5,000 SH
VLSI TECHNOLOGY INC COM 918270109 179 9,200 SH
VODAFONE COM 92857T1079 2,059 10,450 SH
VODAFONE GROUP COM 071921001 621 33,472 SH
VORNADO REALTY TR COM 929042208 15 300 SH
VORNADO RLTY TR COM 929042109 476 13,800 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
US BANCORP DEL DEFINED 2 34,500
US WEST INC DEFINED 1 15,589
USA NETWORKS INC DEFINED 1 214,864
USA NETWORKS INC DEFINED 2 79,600
USG CORP DEFINED 1 4,400
UST INC DEFINED 1 6,900
UST INC DEFINED 2 158,222
USWEB CORP DEFINED 2 180,200
USWEB CORP COM DEFINED 3 1,120,200 25,300
USX MARATHON GROUP DEFINED 2 8,900
USX U S STL GROUP DEFINED 2 16,700
USX/MARATHON GROUP DEFINED 1 11,300
USX-U.S. STEEL GROUP INC. DEFINED 1 3,200
UTILICORP UTD INC DEL DEFINED 1 8,250
VALASSIS COMMUNICATIONS INC DEFINED 2 7,300
VALERO ENERGY CORP DEFINED 1 5,100
VALERO ENERGY CORP DEFINED 2 19,300
VALLEY MEDIA INC DEFINED 2 50,000
VANGUARD CELLULAR SYS INC DEFINED 2 3,100
VARCO INTL INC DEFINED 1 5,400
VASTAR RES INC DEFINED 2 10,000
VASTAR RES INC COM DEFINED 3 126,200 22,100
VENTAS INC COM DEFINED 3 569,200 122,900
VERISIGN INC DEFINED 2 47,120
VERITAS SOFTWARE CORP DEFINED 1 6,000
VERTICALNET INC DEFINED 2 12,200
VF CORP DEFINED 1 4,800
VIACOM INC DEFINED 2 6,945
VIACOM INC CL-B COMMON DEFINED 1 28,300
VIAD CORP DEFINED 2 12,000
VIAD CORPORATION DEFINED 1 9,100
VIGNETTE CORP DEFINED 2 42,300
VISHAY INTERTECHNOLOGY DEFINED 1 7,315
VISTA INFO SOLUTIONS DEFINED 3 80,900
VISTANA INC DEFINED 2 42,200
VISUAL NETWORKS INC DEFINED 2 13,000
VISUAL NETWORKS INC DEFINED 3 566,900 11,700
VISX INC DEL DEFINED 2 3,800
VISX INCORPORATED DEFINED 1 5,200
VITESSE SEMICONDUCTOR DEFINED 3 35,600 7,300
VITESSE SEMICONDUCTOR CORP DEFINED 1 6,000
VITESSE SEMICONDUCTOR CORP DEFINED 2 14,200
VLASIC FOODS INTERNATIONAL DEFINED 1 3,900
VLASIC FOODS INTL INC DEFINED 2 7,000
VLSI TECHNOLOGY 8.25% 10/1/05 DEFINED 1 5,000
VLSI TECHNOLOGY INC DEFINED 2 9,200
VODAFONE DEFINED 1 10,450
VODAFONE GROUP DEFINED 2 33,472
VORNADO REALTY TR DEFINED 2 300
VORNADO RLTY TR DEFINED 2 13,800
</TABLE>
Page 46 of 49
<PAGE> 49
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
VORNADO RLTY TR COM 929042109 13,867 392,700 SH
VULCAN MATERIALS INC COM 929160109 434 9,000 SH
VULCAN MATLS CO COM 929160109 905 21,900 SH
WACHOVIA CORP COM 929771103 607 7,100 SH
WADDELL + REED FINL INC COM 930059100 361 17,600 SH
WADDELL + REED FINL INC COM 930059209 173 8,700 SH
WAL MART STORES INC COM 931142103 13,089 143,230 SH
WALDEN RESIDENT COM 931210108 6,201 288,400 SH
WALDEN RESIDENT PPTYS WT B EX 123107 WTS 931210124 443 443,020 SH
WALGREEN CO COM 931422109 1,163 39,600 SH
WALGREEN CO COM 931422109 1,222 43,260 SH
WALLACE COMPUTER SER INC COM 932270101 361 18,200 SH
WALLACE COMPUTER SYSTEMS COM 932270101 100 4,000 SH
WAL-MART STORES COM 931142103 32,657 676,820 SH
WALT DISNEY COMPANY COM 254687106 2,447 79,400 SH
WALTER IND COMMON COM 93317Q105 0 807 SH
WALTER INDS INC COM 93317Q105 98 8,700 SH
WANG LABS INC NEW COM 93369N109 143 7,300 SH
WARNACO COM 934390105 147 5,500 SH
WARNACO GROUP INC COM 934390105 627 25,400 SH
WARNER CHILCOTT ADR (NEW) COM 934435207 4,031 496,120 SH
WARNER LAMBERT COM 934488107 8,431 121,965 SH
WARNER LAMBERT CO COM 934488107 13,044 196,170 SH
WASHINGTON GAS LT CO COM 938837101 99 3,800 SH
WASHINGTON GAS LT CO COM 938837101 713 31,500 SH
WASHINGTON MUT INC COM 939322103 6,370 169,900 SH
WASHINGTON MUTUAL INC. COM 939322103 760 21,380 SH
WASHINGTON POST CO COM 939640108 104 200 SH
WASHINGTON POST CO. COM 939640108 484 900 SH
WASTE CONNECTIONS COM 941053100 18,968 621,900 SH
WASTE MANAGEMENT INC COM 94106L109 1,349 25,100 SH
WASTE MGMT INC DEL COM 94106L109 1,237 27,872 SH
WATERS CORP COM 941848103 147 1,400 SH
WATERS CORP COM COM 941848103 58,374 1,098,800 SH
WATSCO INC COM 942622200 79 5,400 SH
WATSON PHARMACEUTICALS COM 942683103 140 4,000 SH
WATSON PHARMACEUTICALS INC COM 942683103 441 10,000 SH
WATTS INDS INC COM 942749102 400 29,500 SH
WATTS INDUSTRIES CLASS A COM 942749102 38 2,000 SH
WAUSAU MOSINEE PAPER CORP COM 943315101 101 7,200 SH
WAUSAU-MOSINEE PAPER CORP COM 943315101 85 4,700 SH
WD 40 CO COM 929236107 1,363 47,000 SH
WEATHERFORD INTERNATIONAL COM 947074100 300 8,200 SH
WEATHERFORD INTL INC NEW COM 947074100 3,041 116,400 SH
WEEKS CORP COM 94856P102 3,935 129,000 SH
WEINGARTEN RLTY INVS COM 948741103 24 600 SH
WELLMAN INC COM 949702104 45 2,800 SH
WELLPOINT HEALTH NETWORKS COM 94973H108 221 2,600 SH
WELLPOINT HEALTH NETWORKS INC COM 94973H108 432 5,700 SH
WELLPOINT HLT NETW COM 94973H108 4,702 55,400 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
VORNADO RLTY TR DEFINED 3 322,500 70,200
VULCAN MATERIALS INC DEFINED 1 9,000
VULCAN MATLS CO DEFINED 2 21,900
WACHOVIA CORP DEFINED 1 7,100
WADDELL + REED FINL INC DEFINED 2 17,600
WADDELL + REED FINL INC DEFINED 2 8,700
WAL MART STORES INC DEFINED 2 143,230
WALDEN RESIDENT DEFINED 3 236,500 51,900
WALDEN RESIDENT PPTYS WT B EX 123107 DEFINED 3 443,020
WALGREEN CO DEFINED 1 39,600
WALGREEN CO DEFINED 2 43,260
WALLACE COMPUTER SER INC DEFINED 2 18,200
WALLACE COMPUTER SYSTEMS DEFINED 1 4,000
WAL-MART STORES DEFINED 1 676,820
WALT DISNEY COMPANY DEFINED 1 79,400
WALTER IND COMMON DEFINED 2 807
WALTER INDS INC DEFINED 2 8,700
WANG LABS INC NEW DEFINED 2 7,300
WARNACO DEFINED 1 5,500
WARNACO GROUP INC DEFINED 2 25,400
WARNER CHILCOTT ADR (NEW) DEFINED 1 496,120
WARNER LAMBERT DEFINED 1 121,965
WARNER LAMBERT CO DEFINED 2 196,170
WASHINGTON GAS LT CO DEFINED 1 3,800
WASHINGTON GAS LT CO DEFINED 2 31,500
WASHINGTON MUT INC DEFINED 2 169,900
WASHINGTON MUTUAL INC. DEFINED 1 21,380
WASHINGTON POST CO DEFINED 2 200
WASHINGTON POST CO. DEFINED 1 900
WASTE CONNECTIONS DEFINED 3 613,000 8,900
WASTE MANAGEMENT INC DEFINED 1 25,100
WASTE MGMT INC DEL DEFINED 2 27,872
WATERS CORP DEFINED 2 1,400
WATERS CORP COM DEFINED 3 1,048,200 50,600
WATSCO INC DEFINED 2 5,400
WATSON PHARMACEUTICALS DEFINED 1 4,000
WATSON PHARMACEUTICALS INC DEFINED 2 10,000
WATTS INDS INC DEFINED 2 29,500
WATTS INDUSTRIES CLASS A DEFINED 1 2,000
WAUSAU MOSINEE PAPER CORP DEFINED 2 7,200
WAUSAU-MOSINEE PAPER CORP DEFINED 1 4,700
WD 40 CO DEFINED 2 47,000
WEATHERFORD INTERNATIONAL DEFINED 1 8,200
WEATHERFORD INTL INC NEW DEFINED 2 116,400
WEEKS CORP DEFINED 3 107,900 21,100
WEINGARTEN RLTY INVS DEFINED 2 600
WELLMAN INC DEFINED 1 2,800
WELLPOINT HEALTH NETWORKS DEFINED 1 2,600
WELLPOINT HEALTH NETWORKS INC DEFINED 2 5,700
WELLPOINT HLT NETW DEFINED 3 44,500 10,900
</TABLE>
Page 47 of 49
<PAGE> 50
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
WELLS FARGO COM 9497461015 2,685 62,800 SH
WELLS FARGO + CO NEW COM 949746101 6,094 173,800 SH
WENDY'S COM 950590109 131 4,600 SH
WERNER ENTERPRISES INC COM 950755108 484 30,750 SH
WESLEY JESSEN VISIONCARE INC COM 951018100 159 5,800 SH
WEST PHARMACEUTICAL SVCS INC COM 955306105 60 1,882 SH
WESTAMERICA BANCORPORATION COM 957090103 128 3,500 SH
WESTAMERICA BANCORPORATION COM 957090103 538 17,000 SH
WESTCOAST ENERGY COM 95751D102 1,736 78,800 SH
WESTERN BANCORP COM 957683105 276 9,000 SH
WESTERN WIRELESS CORP COM 95988E204 2,503 69,300 SH
WESTFIELD AMER INC COM 959910100 8,128 539,600 SH
WESTPOINT STEVENS COM 961238102 17,732 594,800 SH
WESTPOINT STEVENS INC. COM 961238102 1,505 50,480 SH
WESTVACO CORP COM 961548104 273 13,000 SH
WESTVACO CORP. COM 961548104 116 4,000 SH
WESTWOOD ONE COM 961815107 20,249 567,400 SH
WET SEAL INC COM 961840105 103 2,800 SH
WEYERHAEUSER CO COM 962166104 422 7,600 SH
WEYERHAEUSER CO. COM 962166104 564 8,200 SH
WHIRLPOOL CORP COM 963320106 222 3,000 SH
WHIRLPOOL CORP COM 963320106 435 8,000 SH
WHITMAN CORP COM 96647R107 155 8,600 SH
WHITTMAN HART INC COM 966834103 323 15,000 SH
WHOLE FOODS MKT INC COM 966837106 947 27,600 SH
WILD OATS MARKETS COM 96808B107 26,815 883,700 SH
WILEY JOHN + SON COM 968223206 567 13,500 SH
WILLAMETTE INDS INC COM 969133107 483 12,800 SH
WILLAMETTE INDS. INC. COM 969133107 198 4,300 SH
WILLIAMS COMPANIES COM 969457100 694 16,300 SH
WILLIAMS COS INC COM 969457100 1,067 27,000 SH
WILLIAMS SONOMA COM 969904101 6,963 200,000 SH
WILLIAMS SONOMA INC COM 969904101 520 18,400 SH
WILMINGTON TR CORP COM 971807102 857 15,000 SH
WILMINGTON TRUST CORP COM 971807102 172 3,000 SH
WINN DIXIE STORES INC COM 974280109 4,119 110,195 SH
WINN-DIXIE STORES INC. COM 974280109 214 5,800 SH
WISCONSIN CENTRAL TRANSPORT COM 976592105 79 4,200 SH
WISCONSIN ENERGY CORP. COM 976657106 266 10,600 SH
WITCO CORP COM 977385103 97 4,900 SH
WM. WRIGLEY CO COM 982526105 410 4,600 SH
WOLVERINE WORLD WIDE INC COM 978097103 523 55,000 SH
WORLD COLOR PRESS INC DEL COM 981443104 83 3,900 SH
WORTHINGTON INDUSTRIES COM 981811102 58 3,500 SH
WPP GROUP PLC COM 929309300 51 600 SH
WYNDAHAM INTERNATIONAL CLASS A COM 983101106 2,033 451,748 SH
XEROX CORP COM 984121103 2,256 38,200 SH
XEROX CORP COM 984121103 1,692 31,700 SH
XILINX INC COM 983919101 1,053 26,000 SH
XILINX INC. COM 983919101 721 12,600 SH
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
WELLS FARGO DEFINED 1 62,800
WELLS FARGO + CO NEW DEFINED 2 173,800
WENDY'S DEFINED 1 4,600
WERNER ENTERPRISES INC DEFINED 2 30,750
WESLEY JESSEN VISIONCARE INC DEFINED 2 5,800
WEST PHARMACEUTICAL SVCS INC DEFINED 2 1,882
WESTAMERICA BANCORPORATION DEFINED 1 3,500
WESTAMERICA BANCORPORATION DEFINED 2 17,000
WESTCOAST ENERGY DEFINED 1 78,800
WESTERN BANCORP DEFINED 2 9,000
WESTERN WIRELESS CORP DEFINED 2 69,300
WESTFIELD AMER INC DEFINED 3 443,700 95,900
WESTPOINT STEVENS DEFINED 3 562,800 32,000
WESTPOINT STEVENS INC. DEFINED 1 50,480
WESTVACO CORP DEFINED 2 13,000
WESTVACO CORP. DEFINED 1 4,000
WESTWOOD ONE DEFINED 3 555,900 11,500
WET SEAL INC DEFINED 2 2,800
WEYERHAEUSER CO DEFINED 2 7,600
WEYERHAEUSER CO. DEFINED 1 8,200
WHIRLPOOL CORP DEFINED 1 3,000
WHIRLPOOL CORP DEFINED 2 8,000
WHITMAN CORP DEFINED 1 8,600
WHITTMAN HART INC DEFINED 2 15,000
WHOLE FOODS MKT INC DEFINED 2 27,600
WILD OATS MARKETS DEFINED 3 865,700 18,000
WILEY JOHN + SON DEFINED 2 13,500
WILLAMETTE INDS INC DEFINED 2 12,800
WILLAMETTE INDS. INC. DEFINED 1 4,300
WILLIAMS COMPANIES DEFINED 1 16,300
WILLIAMS COS INC DEFINED 2 27,000
WILLIAMS SONOMA DEFINED 3 190,600 9,400
WILLIAMS SONOMA INC DEFINED 2 18,400
WILMINGTON TR CORP DEFINED 2 15,000
WILMINGTON TRUST CORP DEFINED 1 3,000
WINN DIXIE STORES INC DEFINED 2 110,195
WINN-DIXIE STORES INC. DEFINED 1 5,800
WISCONSIN CENTRAL TRANSPORT DEFINED 1 4,200
WISCONSIN ENERGY CORP. DEFINED 1 10,600
WITCO CORP DEFINED 1 4,900
WM. WRIGLEY CO DEFINED 1 4,600
WOLVERINE WORLD WIDE INC DEFINED 2 55,000
WORLD COLOR PRESS INC DEL DEFINED 2 3,900
WORTHINGTON INDUSTRIES DEFINED 1 3,500
WPP GROUP PLC DEFINED 2 600
WYNDAHAM INTERNATIONAL CLASS A DEFINED 1 451,748
XEROX CORP DEFINED 1 38,200
XEROX CORP DEFINED 2 31,700
XILINX INC DEFINED 2 26,000
XILINX INC. DEFINED 1 12,600
</TABLE>
Page 48 of 49
<PAGE> 51
File Number 28-219 (Consolidated)
As of 6/30/99
<TABLE>
<S> <C> <C> <C> <C> <C>
XIRCOM INC COM 983922105 75 3,000 SH
XL CAPITAL LTD COM G98255105 5,650 100,000 SH
XL CAPITAL LTD COM G98255105 547 9,000 SH
XTRA CORP COM 984138107 1,222 31,900 SH
YAHOO INC COM 984332106 10,000 59,400 SH
YORK INTERNATIONAL CORP COM 986670107 163 3,800 SH
YOUNG + RUBICAM INC COM 987425105 660 16,200 SH
YPF S.A.- ADR COM 9842451000 265 9,000 SH
YPF SOCIEDAD ANONIMA COM 984245100 399 12,626 SH
ZANY BRAINY COM 98906Q101 484 50,000 SH
ZIFF DAVIS INC COM 989511100 7,226 318,900 SH
ZIONS BANCORP COM 989701107 325 4,900 SH
ZIONS BANCORPORATION COM 989701107 457 7,200 SH
ZONAGEN INC COM 98975L108 215 10,000 SH
- --------------------------------------------------------------------------------------------------------------------------------
TOTAL 13,832,010 344,883,596
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
<TABLE>
<S> <C> <C> <C> <C>
XIRCOM INC DEFINED 2 3,000
XL CAPITAL LTD DEFINED 1 100,000
XL CAPITAL LTD DEFINED 2 9,000
XTRA CORP DEFINED 2 31,900
YAHOO INC DEFINED 2 59,400
YORK INTERNATIONAL CORP DEFINED 1 3,800
YOUNG + RUBICAM INC DEFINED 2 16,200
YPF S.A.- ADR DEFINED 1 9,000
YPF SOCIEDAD ANONIMA DEFINED 2 12,626
ZANY BRAINY DEFINED 3 50,000
ZIFF DAVIS INC DEFINED 2 318,900
ZIONS BANCORP DEFINED 2 4,900
ZIONS BANCORPORATION DEFINED 1 7,200
ZONAGEN INC DEFINED 2 10,000
- ------------------------------------------------------------------------------------------------------------------------------------
TOTAL 336,106,277 8,777,319
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
Page 49 of 49
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