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Previous: SILVERADO GOLD MINES LTD, 10-Q, 1999-04-21 |
Next: PROVIDENT MUTUAL VARIABLE GROWTH SEPARATE ACCOUNT, 485BPOS, 1999-04-21 |
File No. 28-417
FORM 13F
INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT
MANAGERS PURSUANT TO SECTION 13(f) OF THE SECURITIES
EXCHANGE ACT OF 1934 AND RULES THEREUNDER
Securities and Exchange Commission
Washington, D.C. 20549
Report of the Calendar Quarter or Year Ended March 31, 1999.
Name of Institutional Investment Manager:
Colonial Management Associates, Inc.
Business Address:
One Financial Center, Boston, MA 02111
Name, Phone No., and Title of Person Duly Authorized to Submit This Report:
Nancy Conlin, (617) 772-3053, Senior Vice President
ATTENTION - Intentional misstatements or omissions of facts constitute Federal
Criminal Violations. See 18 U.S.C. 1001 and U.S.C. 78ff(a).
The institutional investment manager submitting this Form and its attachments
and the person by whom it is signed represent hereby that all information
contained herein is true, correct and complete. It is understood that all
required items, statements and schedules are considered integral parts of this
Form and that the submission of any amendment represents that all unamended
items, statements and schedules remain true, correct and complete as previously
submitted.
Pursuant to the requirements of the Securities and Exchange Act of 1934, the
undersigned institutional investment manager has caused this report to be signed
on its behalf in the City of Boston and The Commonwealth of Massachusetts on the
19th day of April, 1999.
COLONIAL MANAGEMENT ASSOCIATES, INC.
By: Nancy Conlin, Senior Vice President
Name and 13f file number of ALL Institutional Investment Managers with respect
to which this Schedule is filed (other than the one filing this report).
(List in alphabetical order.)
13f File Numbers will be assigned to Institutional Investment Managers
after they file their first report.
1. Liberty Mutual Insurance Company (13F File No. 28-33)
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 725
Form 13F Information Table Value Total: $5,242,765,425
List of Other Included Manager:
No. 13F File Number Name
1 28-33 Liberty Mutual Insurance Company
<PAGE>
<TABLE>
FORM 13F REPORT
<CAPTION>
Item 1 Item 2 Item 3 Item 4 Item 5 Item 6 Item 7 Item 8
Investment Discretion Voting Authority (Shares)
Shares or ------------------- ---------------------------
Title of CUSIP Fair Market Principal (a) (b) (c)Shd
Name of Issuer Class Number Value Amount Sole Shared Other Managers (a)Sole (b)Shared (c)None
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AAR CORP COM 000361105 1,123,969 63,100 X 1 63,100
AES CORP COM 00130H105 23,914,500 642,000 X 1 642,000
AMR CORP COM 001765106 10,904,338 186,200 X 1 186,200
ARM FINL GRP COM 001944107 3,717,944 248,900 X 1 248,900
A T & T CORP COM 001957109 37,918,919 475,100 X 1 475,100
A T & T CORP COM 001957109 87,794 1,100 X 1,100
ABB AB-SPONSORED ADR COM 00256Q103 223,875 18,000 X 1 18,000
ACCLAIM ENMNT INC COM 004325205 1,271,806 142,300 X 1 142,300
ACNIELSEN CORP COM 004833109 3,092,250 114,000 X 1 114,000
ADAC LABORATORIES COM 005313200 5,217,013 382,900 X 1 382,900
ADELPHIA COMMUN 13% SERIES B PFD CV 006848303 11,550,000 100,000 X 1 100,000
ADVEST GROUP COM 007566102 1,480,000 80,000 X 1 80,000
ADVO INC COM 007585102 5,840,100 302,400 X 1 302,400
ADVO INC COM 007585102 13,519 700 X 700
AIR PRODUCTS & CHEMICALS INC COM 009158106 3,425,000 100,000 X 1 100,000
AIRBORNE FREIGHT CORP COM 009266107 3,121,838 100,300 X 1 100,300
AIRBORNE FREIGHT CORP COM 009266107 31,125 1,000 X 1,000
AIRTOUCH COMMUNICATIONS INC COM 00949T100 2,560,563 26,500 X 1 26,500
AKZO NOBEL N.V. ADR COM 010199305 5,732,262 154,926 X 1 154,926
ALBERTSONS INC COM 013104104 22,870,994 421,100 X 1 421,100
ALBERTSONS INC COM 013104104 27,156 500 X 500
ALCOA INC COM 013817101 7,689,706 186,700 X 1 186,700
ALCOA INC COM 013817101 8,238 200 X 200
ALIANT COMMUNICATIONS INC COM 016090102 409,375 10,000 X 1 10,000
ALLERGAN INC COM 018490102 13,172,463 149,900 X 1 149,900
ALLIANT TECHSYSTEMS INC COM 018804104 1,872,269 24,100 X 1 24,100
ALLIEDSIGNAL INC COM 019512102 14,510,313 295,000 X 1 295,000
ALLSTATE CORP COM 020002101 30,383,838 819,800 X 1 819,800
ALLSTATE CORP COM 020002101 40,769 1,100 X 1,100
ALTERA CORPORATION COM 021441100 10,829,000 182,000 X 1 182,000
AMBAC INC COM 023139108 17,971,200 332,800 X 1 332,800
AMERADA HESS CORP COM 023551104 4,477,813 89,000 X 1 89,000
AMERICAN BANKERS INSURANCE GRP COM 024456105 1,788,800 34,400 X 1 34,400
AMERICAN ELECTRIC POWER CO INC COM 025537101 4,960,938 125,000 X 1 125,000
AMERICAN EXPRESS CO COM 025816109 14,346,750 122,100 X 1 122,100
AMERICAN GENERAL CORP COM 026351106 12,802,800 181,600 X 1 181,600
AMERICAN HOME PRODUCTS CORP COM 026609107 7,513,538 115,150 X 1 115,150
AMERICAN HOME PRODUCTS CORP COM 026609107 32,625 500 X 500
AMER INTERNATIONAL GROUP INC COM 026874107 39,436,293 326,933 X 1 326,933
AMER INTERNATIONAL GROUP INC COM 026874107 72,375 600 X 600
AMERICAN WATER WORKS INC COM 030411102 1,296,188 44,600 X 1 44,600
AMERISOURCE HEALTH CORP CL A COM 03071P102 1,346,988 39,400 X 1 39,400
AMES DEPT STORES INC COM 030789507 8,375,400 225,600 X 1 225,600
AMES DEPT STORES INC COM 030789507 55,688 1,500 X 1,500
AMERITECH CORP COM 030954101 59,182,975 1,022,600 X 1 1,022,600
AMERITECH CORP COM 030954101 52,088 900 X 900
AMGEN INC COM 031162100 6,192,163 82,700 X 1 82,700
AMGEN INC COM 031162100 59,900 800 X 800
AMSOUTH BANCORPORATION COM 032165102 4,600,050 101,100 X 1 101,100
ANCHOR GAMING COM 033037102 2,874,375 65,700 X 1 65,700
ANCHOR GAMING COM 033037102 13,125 300 X 300
ANHEUSER BUSCH INC COM 035229103 13,218,531 173,500 X 1 173,500
ANHEUSER BUSCH INC COM 035229103 22,856 300 X 300
APOLLO GROUP INC CL A COM 037604105 3,107,000 104,000 X 1 104,000
APPLE COMPUTER INC COM 037833100 8,445,313 235,000 X 1 235,000
APPLIED MATLS COM 038222105 46,142,250 748,000 X 1 748,000
APPLIED MATLS COM 038222105 30,844 500 X 500
APPLIED MICRO CIRCUITS CORP COM 03822W109 14,590,575 341,300 X 1 341,300
ARACRUZ CELULOSE SA ADR 'B COM 038496204 377,000 26,000 X 1 26,000
ARCHER DANIELS MIDLAND CO COM 039483102 233,531 15,900 X 1 15,900
ARVIN INDUSTRIES INC COM 043339100 6,073,856 180,300 X 1 180,300
ASHLAND INC COM 044204105 736,875 18,000 X 1 18,000
ASSOCIATED BANC-CORP COM 045487105 3,672,813 115,000 X 1 115,000
ASSOCIATED MATERIALS INC. COM 045709102 531,250 50,000 X 1 50,000
ASSOCIATES FIRST CAPITAL CORP COM 046008108 8,761,230 194,694 X 1 194,694
ASTORIA FINANCIAL CORP COM 046265104 5,935,000 118,700 X 1 118,700
ASYST TECHNOLOGIES INC COM 04648X107 3,078,625 223,900 X 1 223,900
AVIS RENT A CAR INC COM 053790101 4,803,781 173,500 X 1 173,500
BEC ENERGY COM 05538M101 3,675,000 100,000 X 1 100,000
BJ SERVICES CO COM 055482103 3,752,344 160,100 X 1 160,100
BP AMOCO PLC-ADR COM 055622104 5,902,926 58,481 X 1 58,481
BMC SOFTWARE INC COM 055921100 7,740,040 208,838 X 1 208,838
BAKER HUGHES INC COM 057224107 7,643,850 314,400 X 1 314,400
BANK ONE COM 06423A103 368,919 6,700 X 1 6,700
BANK UNITED CORP CL A COM 065412108 3,470,288 84,900 X 1 84,900
BANKAMERICA CORP COM 06605F102 2,099,964 29,734 X 1 29,734
BANKBOSTON CORP COM 06605R106 1,256,063 29,000 X 1 29,000
BANKER'S TRUST NY CO COM 066365107 220,625 2,500 X 1 2,500
BARNES GROUP INC COM 067806109 4,126,875 220,100 X 1 220,100
BARR LABORATORIES INC COM 068306109 1,558,550 51,100 X 1 51,100
BEAR STEARNS COMPANIES INC COM 073902108 12,564,192 281,157 X 1 281,157
BELL AND HOWELL COMPANY COM 077852101 1,556,494 53,100 X 1 53,100
BELL ATLANTIC CORP COM 077853109 51,159,150 989,778 X 1 989,778
BELL ATLANTIC CORP COM 077853109 31,013 600 X 600
BELLSOUTH CORP COM 079860102 54,877,613 1,369,800 X 1 1,369,800
BELLSOUTH CORP COM 079860102 48,075 1,200 X 1,200
BERGEN BRUNSWIG CORP CL A COM 083739102 12,092,000 604,600 X 1 604,600
BEST BUY INC COM 086516101 10,701,600 205,800 X 1 205,800
BINDLEY WESTERN INDUSTRIES INC COM 090324104 1,996,519 69,900 X 1 69,900
BIOMET INC COM 090613100 9,012,369 214,900 X 1 214,900
BLACK & DECKER CORP COM 091797100 9,441,006 170,300 X 1 170,300
BLACK & DECKER CORP COM 091797100 27,719 500 X 500
BOEING CO COM 097023105 406,088 11,900 X 1 11,900
BRIGHTPOINT INC COM 109473108 1,183,613 200,400 X 1 200,400
BRINKER INTERNATIONAL INC COM 109641100 14,506,625 562,000 X 1 562,000
BRISTOL-MYERS SQUIBB CO COM 110122108 33,159,525 515,600 X 1 515,600
BURLINGTON RESOURCES INC COM 122014103 3,794,063 95,000 X 1 95,000
CEC ENTERTAINMENT INC COM 125137109 11,892,563 331,500 X 1 331,500
CEC ENTERTAINMENT INC COM 125137109 32,288 900 X 900
CIGNA CORP COM 125509109 56,087,325 669,200 X 1 669,200
CIGNA CORP COM 125509109 67,050 800 X 800
CKE RESTAURANTS INC COM 12561E105 2,559,008 129,570 X 1 129,570
CMP GROUP INC COM 125887109 4,090,275 222,600 X 1 222,600
CMS ENERGY CORP COM 125896100 1,173,831 29,300 X 1 29,300
CNF TRANSPORTATION INC COM 12612W104 11,752,125 310,800 X 1 310,800
CADENCE DESIGN SYS INC COM 127387108 28,819,400 1,119,200 X 1 1,119,200
CADENCE DESIGN SYS INC COM 127387108 25,750 1,000 X 1,000
CALTON INC COM 131380206 400,500 356,000 X 1 356,000
CANANDAIGUA WINE CO CL A COM 137219200 7,500,838 148,900 X 1 148,900
CAPITAL ONE FINANCIAL CORP COM 14040H105 13,348,400 88,400 X 1 88,400
CAPITAL RE CORP COM 140432105 3,299,925 191,300 X 1 191,300
CARDINAL HEALTH INC COM 14149Y108 8,566,800 129,800 X 1 129,800
CARDINAL HEALTH INC COM 14149Y108 36,300 550 X 550
CARLISLE COS INC COM 142339100 2,505,800 53,600 X 1 53,600
CARNIVAL CORP-CL A COM 143658102 4,603,725 94,800 X 1 94,800
CATERPILLAR INC COM 149123101 12,058,594 262,500 X 1 262,500
CATERPILLAR INC COM 149123101 22,969 500 X 500
CENTEX CORP COM 152312104 13,196,475 395,400 X 1 395,400
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 748,469 21,500 X 1 21,500
CENTRAL & SOUTH WEST CORP COM 152357109 2,779,688 118,600 X 1 118,600
CENTURY TELEPHONE ENTERPRISES COM 156686107 6,891,525 98,100 X 1 98,100
CHARTER ONE FIN INC COM 160903100 3,494,293 121,080 X 1 121,080
CHASE MANHATTAN CORP (NEW) COM 16161A108 36,468,656 448,500 X 1 448,500
CHASE MANHATTAN CORP (NEW) COM 16161A108 97,575 1,200 X 1,200
CHATTEM INC COM 162456107 1,378,125 44,100 X 1 44,100
CHEVRON CORP COM 166751107 3,679,000 41,600 X 1 41,600
CHICAGO TITLE CORP COM 168228104 1,640,513 45,100 X 1 45,100
CINCINNATI BELL INC COM 171870108 13,843,938 617,000 X 1 617,000
CINERGY CORP COM 172474108 26,125,000 950,000 X 1 950,000
CIRCLE INTERNATIONAL COM 172574105 1,973,219 135,500 X 1 135,500
CISCO SYSTEMS INC COM 17275R102 27,817,919 253,900 X 1 253,900
CISCO SYSTEMS INC COM 17275R102 32,869 300 X 300
CITIGROUP INC COM 172967101 33,754,744 528,450 X 1 528,450
CITIGROUP INC COM 172967101 51,100 800 X 800
CITIZENS UTILITIES C COM 177342201 2,906,250 375,000 X 1 375,000
CITIZENS UTILITIES 5% CONV PRF PFD CV 177351202 4,000,000 100,000 X 1 100,000
CITRIX SYS INC COM 177376100 8,768,750 230,000 X 1 230,000
CITY NATIONAL CORP COM 178566105 6,415,825 207,800 X 1 207,800
CLAIRES STORES INC COM 179584107 3,289,650 109,200 X 1 109,200
CLAYTON HOMES INC COM 184190106 1,703,625 154,000 X 1 154,000
CLOROX CO COM 189054109 4,183,594 35,700 X 1 35,700
CLOROX CO COM 189054109 23,438 200 X 200
COASTAL CORP COM 190441105 29,898,000 906,000 X 1 906,000
COHO ENERGY INC COM 192481109 18,750 30,000 X 1 30,000
COLONIAL STRATEGIC INC CLASS Z COM 196092712 1,961,185 279,770 X 1 279,770
COLONIAL INTERM US GOVT CL Z COM 196093546 2,329,621 352,973 X 1 352,973
CRABBE HUSON REIT CLASS Z COM 196094353 178,276 17,881 X 1 17,881
COLONIAL INT'L HORIZON CLASS Z COM 196094361 1,778,268 146,119 X 1 146,119
COLONIAL VALUE FD CLASS Z COM 196097737 3,147,641 262,741 X 1 262,741
COL SMALL CAP VALUE FD CLASS Z COM 196097802 1,059,805 40,606 X 1 40,606
NEWPORT TIGER FD CLASS Z COM 196098503 353,535 44,638 X 1 44,638
COLORADO MEDTECH COM 19652U104 1,746,625 157,000 X 1 157,000
COLT TELECOM GROUP-SPONS ADR COM 196877104 2,441,625 34,000 X 1 34,000
COLUMBIA ENERGY GROUP COM 197648108 4,600,613 88,050 X 1 88,050
COMAIR INC COM 199789108 9,535,771 403,631 X 1 403,631
COMAIR INC COM 199789108 21,263 900 X 900
COMERICA INC COM 200340107 9,134,606 146,300 X 1 146,300
COMMERCE GRP INC COM 200641108 3,306,113 134,600 X 1 134,600
COMMUNITY FIRST BANKSHARES COM 203902101 3,260,000 163,000 X 1 163,000
COMPUSA INC COM 204932107 3,617,600 516,800 X 1 516,800
COMPUTER TASK GROUP INC COM 205477102 1,583,888 74,100 X 1 74,100
COMPUWARE CORP COM 205638109 14,418,113 603,900 X 1 603,900
COMPUWARE CORP COM 205638109 33,425 1,400 X 1,400
COMVERSE TECH COM 205862402 21,649,500 254,700 X 1 254,700
COMVERSE TECH COM 205862402 42,500 500 X 500
CONCENTRIC NETWRK 13.5% PIK PF PFD CV 20589R305 3,402,675 3,195 X 1 3,195
COMPUTER HORIZONS CORP COM 205908106 833,438 76,200 X 1 76,200
CONSECO INC COM 208464107 6,100,900 197,600 X 1 197,600
CONSECO INC COM 208464107 33,963 1,100 X 1,100
CONSOLIDATED EDISON INC COM 209115104 5,573,438 123,000 X 1 123,000
CONSUMER PORTFOLIO SERVICES COM 210502100 354,375 126,000 X 1 126,000
CONTINENTAL AIRLINES CL B COM 210795308 6,414,400 168,800 X 1 168,800
CONVERGYS CORP COM 212485106 2,859,875 167,000 X 1 167,000
COOPER TIRE & RUBBER CO COM 216831107 183,750 10,000 X 1 10,000
CORDANT TECHNOLOGIES INC COM 218412104 8,706,994 218,700 X 1 218,700
CORN PRODUCTS INTL INC COM 219023108 378,213 15,800 X 1 15,800
COSTCO COMPANIES, INC. COM 22160Q102 14,540,125 158,800 X 1 158,800
COSTCO COMPANIES, INC. COM 22160Q102 45,781 500 X 500
COUNTRYWIDE CREDIT INDUSTRIES COM 222372104 4,091,250 109,100 X 1 109,100
CRANE CO COM 224399105 4,818,150 199,200 X 1 199,200
CROMPTON & KNOWLES CORP COM 227111101 224,170 14,233 X 1 14,233
CROWN CORK AND SEAL CO. INC. COM 228255105 5,646,806 197,700 X 1 197,700
CULLEN/FROST BANKERS INC COM 229899109 1,658,638 34,600 X 1 34,600
CUMMINS ENGINE CO INC COM 231021106 366,294 10,300 X 1 10,300
CURATIVE HEALTH SERVICES INC COM 231264102 2,610,500 227,000 X 1 227,000
CURATIVE HEALTH SERVICES INC COM 231264102 17,250 1,500 X 1,500
DPL INC COM 233293109 26,400,000 1,600,000 X 1 1,600,000
DSP GROUP INC COM 23332B106 4,205,031 286,300 X 1 286,300
DTE ENERGY CO COM 233331107 15,375,000 400,000 X 1 400,000
DALLAS SEMICONDUCTOR CORP COM 235204104 1,317,113 34,100 X 1 34,100
DANA CORP COM 235811106 6,870,400 180,800 X 1 180,800
DANAHER CORP COM 235851102 8,631,700 165,200 X 1 165,200
DARLING INTERNATIONAL INC COM 237266101 239,620 132,204 X 1 132,204
DATA DIMEMSIONS COM 237654207 2,027,600 438,400 X 1 438,400
DATA DIMEMSIONS COM 237654207 7,400 1,600 X 1,600
DAYTON HUDSON CORP COM 239753106 29,688,100 445,600 X 1 445,600
DEERE & CO COM 244199105 432,600 11,200 X 1 11,200
DELPHI FINANCIAL GROUP CLASS A COM 247131105 3,925,842 115,892 X 1 115,892
DELTA AIR LINES INC COM 247361108 24,074,800 346,400 X 1 346,400
DELUXE CORP COM 248019101 2,912,500 100,000 X 1 100,000
DEXTER CORP COM 252165105 4,013,100 127,400 X 1 127,400
DIAMOND OFFSHORE DRILLING COM 25271C102 4,525,538 143,100 X 1 143,100
DIEBOLD INC COM 253651103 2,509,200 104,550 X 1 104,550
DILLARDS INC CL-A COM 254067101 4,164,038 164,100 X 1 164,100
DIME BANCORP INC. NEW COM 25429Q102 10,040,188 433,000 X 1 433,000
DIME BANCORP INC. NEW COM 25429Q102 16,231 700 X 700
DR PEPPER BOTTLING CO OF TX A COM 25612T103 1,280,000 40,000 X 1 40,000
DOLE FOODS INC COM 256605106 252,875 8,500 X 1 8,500
DOMINION RESOURCES INC COM 257470104 4,801,875 130,000 X 1 130,000
DOW CHEMICAL CO COM 260543103 13,297,856 142,700 X 1 142,700
DOWNEY FINL CP COM 261018105 3,340,200 182,400 X 1 182,400
EI DUPONT DE NEMOURS & CO INC COM 263534109 2,479,269 42,700 X 1 42,700
DUKE ENERGY COM 264399106 14,202,500 260,000 X 1 260,000
DUN & BRADSTREET CORP COM 26483B106 6,697,500 188,000 X 1 188,000
DURA PHARMACEUTICALS INC COM 26632S109 1,878,625 133,000 X 1 133,000
ELECTRIC DE PORTUGAL-SP ADR COM 268353109 557,831 14,100 X 1 14,100
E G & G INC COM 268457108 7,967,888 302,100 X 1 302,100
EMC CORP COM 268648102 18,510,975 144,900 X 1 144,900
EMC CORP COM 268648102 76,650 600 X 600
EASTERN UTILITIES COM 277173100 3,536,231 124,900 X 1 124,900
EASTMAN KODAK CO COM 277461109 15,630,213 244,700 X 1 244,700
EASTMAN KODAK CO COM 277461109 31,938 500 X 500
ECHOSTAR COMMUNICATIONS CL A COM 278762109 8,162,500 100,000 X 1 100,000
ECOLAB INC COM 278865100 1,469,700 41,400 X 1 41,400
EDISON INTERNATIONAL COM 281020107 38,799,550 1,743,800 X 1 1,743,800
EDISON INTERNATIONAL COM 281020107 17,800 800 X 800
J D EDWARDS AND CO COM 281667105 1,838,375 154,000 X 1 154,000
EDWARDS (A.G.), INC COM 281760108 22,860,820 699,375 X 1 699,375
ELECTRONIC DATA SYSTEMS CORP COM 285661104 321,338 6,600 X 1 6,600
TELESP PARTICIPACOES ADR COM 29081N100 206,925 12,400 X 1 12,400
ENCORE WIRE CORP COM 292562105 1,326,150 168,400 X 1 168,400
ENERGY EAST CORPORATION COM 29266M109 15,889,644 302,300 X 1 302,300
ENHANCE FINANCIAL SVCS GROUP COM 293310108 4,572,750 201,000 X 1 201,000
ENRON CORP COM 293561106 42,087,734 655,062 X 1 655,062
ERICSSON (LM) TEL ADR COM 294821400 1,833,563 77,000 X 1 77,000
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,217,419 94,100 X 1 94,100
ETHAN ALLEN INTERIORS INC COM 297602104 7,622,563 183,400 X 1 183,400
EXECUTIVE RISK INC COM 301586103 3,067,200 43,200 X 1 43,200
EXXON CORP COM 302290101 29,346,944 415,900 X 1 415,900
EXXON CORP COM 302290101 56,450 800 X 800
FPL GROUP INC COM 302571104 45,230,550 849,400 X 1 849,400
FPL GROUP INC COM 302571104 31,950 600 X 600
FAMILY DOLLAR STORES COM 307000109 11,822,000 514,000 X 1 514,000
FREDDIE MAC COM 313400301 14,949,613 261,700 X 1 261,700
FREDDIE MAC COM 313400301 85,688 1,500 X 1,500
FANNIE MAE COM 313586109 19,106,075 275,900 X 1 275,900
FANNIE MAE COM 313586109 55,400 800 X 800
FEDERATED DEPT STORES INC NEW COM 31410H101 13,120,875 327,000 X 1 327,000
FERRO CORP COM 315405100 2,431,688 98,250 X 1 98,250
FIDELITY NATIONAL FINL INC COM 316326107 2,400,000 160,000 X 1 160,000
FIDELITY NATIONAL FINL INC COM 316326107 9,900 660 X 660
THE FINISH LINE - CL A COM 317923100 2,199,050 170,800 X 1 170,800
FIRST AMER. FINANCIAL COM 318522307 2,243,794 141,900 X 1 141,900
FIRST AMERICAN CORP-TENN COM 318900107 1,058,313 28,700 X 1 28,700
FIRST DATA CORP COM 319963104 333,450 7,800 X 1 7,800
FIRST TENNESSEE NATL CORP COM 337162101 3,336,538 91,100 X 1 91,100
FIRST UNION CORP COM 337358105 7,196,868 134,678 X 1 134,678
FIRSTAR CORP COM 33763V109 952,280 10,640 X 1 10,640
FIRSTFED FINANCIAL CORP COM 337907109 3,146,644 195,900 X 1 195,900
FIRSTENERGY CORP COM 337932107 5,587,500 200,000 X 1 200,000
FLEETWOOD ENTERPRISES INC COM 339099103 2,375,875 83,000 X 1 83,000
FLEMING CO INC COM 339130106 1,395,688 163,000 X 1 163,000
FLOWERS INDUSTRIES INC COM 343496105 3,373,625 137,000 X 1 137,000
FLOWSERVE CORP COM 34354P105 1,743,000 112,000 X 1 112,000
FOODMAKER INC COM 344839204 6,951,300 272,600 X 1 272,600
FORD MOTOR CO COM 345370100 27,818,850 490,200 X 1 490,200
FORD MOTOR CO COM 345370100 73,775 1,300 X 1,300
FOREST OIL CORP COM 346091606 123,233 16,431 X 1 16,431
FORT JAMES CORP COM 347471104 6,179,063 195,000 X 1 195,000
FORTUNE BRANDS INC COM 349631101 8,043,131 207,900 X 1 207,900
FOSSIL INC COM 349882100 8,205,891 275,250 X 1 275,250
FOSSIL INC COM 349882100 38,756 1,300 X 1,300
FRANKLIN RESOURCES INC COM 354613101 3,442,500 122,400 X 1 122,400
FREMONT GENERAL CORP COM 357288109 12,156,156 637,700 X 1 637,700
FRONTIER CORP COM 35906P105 28,531,250 550,000 X 1 550,000
FURNITURE BRANDS INTL INC COM 360921100 15,644,588 707,100 X 1 707,100
GPU INC COM 36225X100 37,032,656 992,500 X 1 992,500
GPU INC COM 36225X100 18,656 500 X 500
GTE CORP COM 362320103 66,537,900 1,099,800 X 1 1,099,800
GALLAHER GROUP PLC - ADR COM 363595109 9,588,000 408,000 X 1 408,000
GEHL CO COM 368483103 1,795,075 121,700 X 1 121,700
GENERAL DYNAMICS CORP COM 369550108 29,522,875 459,500 X 1 459,500
GENERAL ELECTRIC CO COM 369604103 26,550,000 240,000 X 1 240,000
GENERAL ELECTRIC CO COM 369604103 121,688 1,100 X 1,100
GENERAL MOTORS CORP COM 370442105 26,088,563 300,300 X 1 300,300
GENERAL MOTORS CORP COM 370442105 34,750 400 X 400
GENESCO INC COM 371532102 1,362,525 147,300 X 1 147,300
GOLDEN STATE BANCORP COM 381197102 3,448,750 155,000 X 1 155,000
GOLDEN STATE BANCORP-LITIG WT COM 381197136 750,781 155,000 X 1 155,000
B F GOODRICH CO COM 382388106 12,414,263 361,800 X 1 361,800
GOODYEAR TIRE & RUBBER CO COM 382550101 5,270,163 105,800 X 1 105,800
W R GRACE & CO COM 38388F108 2,291,625 189,000 X 1 189,000
GRANITE CONSTRUCTION INC COM 387328107 3,962,063 169,500 X 1 169,500
GREENPOINT FINANCIAL CORP COM 395384100 15,157,950 436,200 X 1 436,200
GRUPO TELEVISA SA-SPONS GDR COM 40049J206 1,757,000 56,000 X 1 56,000
GULF CANADA RES LTD COM 40218L305 403,125 150,000 X 1 150,000
HCR MANOR CARE COM 404134108 296,563 13,000 X 1 13,000
HA-LO INDUSTRIES INC COM 404429102 4,164,088 338,200 X 1 338,200
HARLEY DAVIDSON COM 412822108 4,255,000 74,000 X 1 74,000
HARMAN INTERNATIONAL INC NEW COM 413086109 1,844,850 50,200 X 1 50,200
HARTE-HANKS COMMUNICATIONS COM 416196103 4,752,175 173,200 X 1 173,200
HARTFORD LIFE CL A COM 416592103 3,954,500 71,900 X 1 71,900
HEALTHSOUTH CORP COM 421924101 10,219,375 985,000 X 1 985,000
HEALTHSOUTH CORP COM 421924101 15,563 1,500 X 1,500
HEALTH MGMT SYSTEMS INC COM 42219M100 1,128,125 237,500 X 1 237,500
H J HEINZ CO COM 423074103 17,637,713 372,300 X 1 372,300
HENRY JACK & ASSOCIATES COM 426281101 3,663,975 99,700 X 1 99,700
HENRY JACK & ASSOCIATES COM 426281101 18,375 500 X 500
HERTZ CORP-CL A COM 428040109 4,654,500 87,000 X 1 87,000
HERTZ CORP-CL A COM 428040109 32,100 600 X 600
HEWLETT-PACKARD CO COM 428236103 874,781 12,900 X 1 12,900
HIBERNIA CORP COM 428656102 5,339,250 406,800 X 1 406,800
HONEYWELL INC COM 438506107 7,141,538 94,200 X 1 94,200
HONEYWELL INC COM 438506107 30,325 400 X 400
HOOPER HOLMES INC COM 439104100 2,681,250 171,600 X 1 171,600
HOOPER HOLMES INC COM 439104100 21,875 1,400 X 1,400
INDIAN PETROCHEMICALS-SP GDR COM 446095SDL 119,290 15,800 X 1 15,800
HYPERION SOLUTIONS CORP COM 44914M104 1,773,423 122,305 X 1 122,305
IBP INC COM 449223106 1,363,350 73,200 X 1 73,200
IMC GLOBAL INC COM 449669100 1,972,219 96,500 X 1 96,500
IDEXX LABS INC COM 45168D104 1,752,225 73,200 X 1 73,200
ILLINOIS TOOL WORKS INC COM 452308109 228,938 3,700 X 1 3,700
IMPAC MORTGAGE HLDGS INC COM 45254P102 1,630,000 326,000 X 1 326,000
INACOM CORP COM 45323G109 2,643,525 341,100 X 1 341,100
INGERSOLL RAND CO COM 456866102 21,879,663 440,900 X 1 440,900
INGERSOLL RAND CO COM 456866102 24,813 500 X 500
INNOVEX INC COM 457647105 2,549,275 190,600 X 1 190,600
INTEGRATED HEALTH SERVICES COM 45812C106 1,008,337 183,334 X 1 183,334
INTEL CORP COM 458140100 16,808,538 141,100 X 1 141,100
INTEL CORP COM 458140100 47,650 400 X 400
INTERFACE INC A COM 458665106 2,271,500 236,000 X 1 236,000
INTERFACE INC A COM 458665106 16,363 1,700 X 1,700
INTERIM SERVICES INC COM 45868P100 1,608,000 107,200 X 1 107,200
INTL BUSINESS MACHINES CORP COM 459200101 52,359,296 295,398 X 1 295,398
INTL BUSINESS MACHINES CORP COM 459200101 70,900 400 X 400
INTERNATIONAL PAPER CO COM 460146103 303,750 7,200 X 1 7,200
INTL SPECIALTY PRODUCTS INC COM 460337108 3,456,063 457,000 X 1 457,000
INTERSTATE BAKERIES COM 46072H108 12,997,875 602,800 X 1 602,800
INTERSTATE ENERGY CORP COM 460845100 7,552,500 285,000 X 1 285,000
IRISH INVESTMENT FUND COM 462710104 2,437,813 134,500 X 1 134,500
ISLE OF CAPRI CASINOS COM 464592104 684,375 150,000 X 1 150,000
IVAX CORP COM 465823102 1,250,944 105,900 X 1 105,900
JACOBS ENGINEERING GROUP INC COM 469814107 5,426,600 137,600 X 1 137,600
JEFFERIES GROUP INC COM 472318104 3,752,306 79,100 X 1 79,100
JOHNSON & JOHNSON COM 478160104 16,260,403 173,560 X 1 173,560
JOHNSON & JOHNSON COM 478160104 28,106 300 X 300
JOHNSON CONTROLS INC COM 478366107 5,975,525 95,800 X 1 95,800
JONES APPAREL GROUP INC COM 480074103 5,749,538 205,800 X 1 205,800
JONES PHARMA INC COM 480236108 2,369,950 68,200 X 1 68,200
KLM ROYAL DUTCH AIRLINES COM 482516101 216,450 7,800 X 1 7,800
K MART CORP COM 482584109 21,027,394 1,250,700 X 1 1,250,700
K MART CORP COM 482584109 26,900 1,600 X 1,600
K N ENERGY INC COM 482620101 3,534,919 177,300 X 1 177,300
K N ENERGY INC 8.25% PREFD PFD CV 482620507 7,607,813 225,000 X 1 225,000
KANSAS CITY PWR & LT CO COM 485134100 9,850,000 400,000 X 1 400,000
KAYDON CORP COM 486587108 3,293,088 113,800 X 1 113,800
KEANE INC COM 486665102 1,636,800 76,800 X 1 76,800
KELLOGG CO COM 487836108 3,817,431 112,900 X 1 112,900
KELLWOOD CO COM 488044108 1,749,556 79,300 X 1 79,300
KENDLE INTERNATIONAL COM 48880L107 1,491,263 74,100 X 1 74,100
KERR MCGEE CORP COM 492386107 2,401,875 73,200 X 1 73,200
KIMBERLY CLARK CORP COM 494368103 297,213 6,200 X 1 6,200
KINDER MORGAN ENERGY PRTNRS COM 494550106 1,024,900 29,600 X 1 29,600
KOLLMORGEN SUB DEB CONV S D CV 500440AA0 532,000 532,000 X 1 532,000
KONINKLIJKE PHILIPS ELECTRONIC COM 500472105 2,341,225 28,400 X 1 28,400
KOOR INDUSTRIES LTD-SPON ADR COM 500507108 274,625 13,000 X 1 13,000
KOREA ELECTRIC POWER ADR COM 500631106 404,731 31,900 X 1 31,900
KOREA FUND COM 500634100 681,656 66,100 X 1 66,100
KROGER CO COM 501044101 22,950,088 383,300 X 1 383,300
KUALA HEALTHCARE INC COM 501157101 336,770 176,666 X 1 176,666
LG&E ENERGY CORP COM 501917108 2,969,944 142,700 X 1 142,700
LAFARGE CORP COM 505862102 2,184,000 78,000 X 1 78,000
LANDAMERICA COM 514936103 3,271,200 112,800 X 1 112,800
LEGGETT & PLATT INC COM 524660107 1,756,000 87,800 X 1 87,800
LEHMAN BROTHERS HLDG INC COM 524908100 6,859,300 114,800 X 1 114,800
LENNAR CORP COM 526057104 1,749,725 78,200 X 1 78,200
LEXMARK INTL COM 529771107 4,470,000 40,000 X 1 40,000
LIBERTY PROPERTY TRUST COM 531172104 929,600 44,800 X 1 44,800
ELI LILLY & CO COM 532457108 16,321,463 192,300 X 1 192,300
ELI LILLY & CO COM 532457108 59,413 700 X 700
LINCARE HOLDINGS INC COM 532791100 17,040,938 605,900 X 1 605,900
LINEAR TECHNOLOGY CORP COM 535678106 8,507,500 166,000 X 1 166,000
LOCKHEED MARTIN CORP COM 539830109 10,552,500 280,000 X 1 280,000
LOEWS CORP COM 540424108 9,671,400 129,600 X 1 129,600
LOEWS CORP COM 540424108 22,388 300 X 300
LONE STAR INDUSTRIES COM 542290408 4,343,100 140,100 X 1 140,100
LONE STAR INDUSTRIES COM 542290408 18,600 600 X 600
LUCENT TECHNOLOGIES INC COM 549463107 22,282,700 206,800 X 1 206,800
LUCENT TECHNOLOGIES INC COM 549463107 96,975 900 X 900
MCN ENERGY GROUP INC COM 55267J100 13,251,563 825,000 X 1 825,000
MCN ENERGY GROUP INC 8.75% PFD PFD CV 55267J209 605,938 35,000 X 1 35,000
MCI WORLDCOM INC COM 55268B106 85,369,910 963,951 X 1 963,951
MCI WORLDCOM INC COM 55268B106 53,138 600 X 600
MDU RESOURCES GROUP COM 552690109 6,004,688 262,500 X 1 262,500
MGIC INV CORP COM 552848103 2,440,350 69,600 X 1 69,600
MACLEOD-STEDMAN COM 55477D109 4,250 425,000 X 1 425,000
MANITOWOC INC COM 563571108 5,925,313 141,500 X 1 141,500
MARINE DRILLING CO INC COM 568240204 2,577,300 234,300 X 1 234,300
MARSH & MCLENNAN CO INC COM 571748102 400,613 5,400 X 1 5,400
MASCO CORP COM 574599106 24,891,075 881,100 X 1 881,100
MASCO CORP COM 574599106 31,075 1,100 X 1,100
MAXIM INTEGRATED SERVICES COM 57772K101 9,580,125 177,000 X 1 177,000
MAXXIM MEDICAL INC COM 57777G105 1,321,250 70,000 X 1 70,000
MAYTAG CORP COM 578592107 25,109,963 415,900 X 1 415,900
MCCLATCHY COMPANY COM 579489105 3,423,375 102,000 X 1 102,000
MCDONALDS CORP COM 580135101 1,160,000 25,600 X 1 25,600
MCKESSON HBOC INC COM 58155Q103 703,296 10,656 X 1 10,656
MCKESSON HBOC INC COM 58155Q103 31,746 481 X 481
MEDICIS PHARMACEUTICAL CL A COM 584690309 7,474,500 249,150 X 1 249,150
MEDTRONIC INC COM 585055106 1,104,950 15,400 X 1 15,400
MERCK & CO INC COM 589331107 50,205,394 626,100 X 1 626,100
MERCK & CO INC COM 589331107 64,150 800 X 800
MEREDITH CORP COM 589433101 3,876,244 123,300 X 1 123,300
MERITOR AUTOMOTIVE INC COM 59000G100 942,400 60,800 X 1 60,800
MERRILL LYNCH & CO INC COM 590188108 32,014,375 362,000 X 1 362,000
METAMOR WORLDWIDE INC COM 59133P100 1,150,800 82,200 X 1 82,200
METRIS COMPANIES INC COM 591598107 4,370,230 108,241 X 1 108,241
METRIS COMPANIES INC COM 591598107 363 9 X 9
METROCALL INC COM 591647102 303,125 100,000 X 1 100,000
FRED MEYER INC COM 592907109 22,431,375 381,000 X 1 381,000
MICHAEL FOODS INC COM 594079105 4,323,375 226,800 X 1 226,800
MICHAEL FOODS INC COM 594079105 15,250 800 X 800
MICROSOFT CORP COM 594918104 50,700,863 565,700 X 1 565,700
MICROSOFT CORP COM 594918104 179,250 2,000 X 2,000
MICRON TECHNOLOGY INCORPORATED COM 595112103 3,498,125 72,500 X 1 72,500
MIDAS INC COM 595626102 1,802,250 54,000 X 1 54,000
MIDAMERICAN ENERGY HLDGS CO COM 595920109 4,964,400 177,300 X 1 177,300
MIDWEST EXPRESS HOLDINGS COM 597911106 1,941,688 66,100 X 1 66,100
MILACRON INC COM 598709103 2,178,225 138,300 X 1 138,300
MILLER HERMAN INC COM 600544100 18,863,200 1,033,600 X 1 1,033,600
MINNESOTA MINING & MFG CO COM 604059105 297,150 4,200 X 1 4,200
MINNESOTA POWER INC COM 604110106 6,162,000 312,000 X 1 312,000
MOBIL CORP COM 607059102 25,546,400 290,300 X 1 290,300
MOBIL CORP COM 607059102 26,400 300 X 300
MOHAWK INDUSTRIES INC COM 608190104 3,420,000 114,000 X 1 114,000
J P MORGAN & CO INC COM 616880100 246,750 2,000 X 1 2,000
MORGAN STANLEY DEAN WITTER COM 617446448 15,750,150 157,600 X 1 157,600
MORGAN STANLEY DEAN WITTER COM 617446448 69,956 700 X 700
MOTOROLA INC COM 620076109 31,343,675 427,900 X 1 427,900
MUELLER INDUSTRIES INC COM 624756102 6,329,888 282,900 X 1 282,900
MUELLER INDUSTRIES INC COM 624756102 17,900 800 X 800
MUSICLAND STORES CORP COM 62758B109 1,642,650 186,400 X 1 186,400
MYLAN LABORATORIES, INC COM 628530107 5,224,100 190,400 X 1 190,400
NBTY INC COM 628782104 169,163 34,700 X 1 34,700
NCR CORP COM 62886E108 4,000,000 80,000 X 1 80,000
NAC RE CORP COM 628907107 3,414,525 63,600 X 1 63,600
NIPSCO INDUSTRIES INC COM 629140104 7,773,300 287,900 X 1 287,900
NVR INC COM 62944T105 7,005,388 166,300 X 1 166,300
NACCO INDUSTRIES INC CL A COM 629579103 3,932,719 53,100 X 1 53,100
NATIONAL POWER PLC -ADR COM 637194408 597,713 18,900 X 1 18,900
NBCMT 1993-2 B S D CV 638586AB3 1,008,828 1,000,000 X 1,000,000
NAUTICA COM 639089101 3,188,994 281,900 X 1 281,900
NAVISTAR INTERNATIONAL COM 63934E108 5,023,438 125,000 X 1 125,000
NEW CENTURY ENERGIES INC COM 64352U103 12,443,031 365,300 X 1 365,300
NEW YORK TIMES CO CLASS A COM 650111107 3,035,250 106,500 X 1 106,500
NEWELL RUBBERMAID INC COM 651229106 384,750 8,100 X 1 8,100
NEWELL RUBBERMAID INC COM 651229106 14,978 315 X 315
NEXTEL COMMUNICATIONS CL A COM 65332V103 2,285,144 62,393 X 1 62,393
NEXTEL COMMUN 11.125% PIK PFD PFD CV 65332V707 22,560,360 22,118 X 1 22,118
NEXTEL COMMUN 11.125% PIK PFD PFD CV 65332V707 1,106,265 1,085 X 1,085
NICOR INC COM 654086107 1,279,375 35,600 X 1 35,600
NOKIA CORP ADR A COM 654902204 2,834,650 18,200 X 1 18,200
NOBLE DRILLING CORP COM 655042109 2,704,213 156,200 X 1 156,200
NORRELL CORP COM 656301108 3,148,063 241,000 X 1 241,000
NORSK HYDRO ADR COM 656531605 1,481,763 36,700 X 1 36,700
NORTEK INC. COM 656559101 1,717,650 69,400 X 1 69,400
NORTH FORK BANCORPORATION COM 659424105 6,419,888 303,900 X 1 303,900
NORTHEAST UTILITIES COM 664397106 3,352,200 241,600 X 1 241,600
NORTHERN TRUST CORP COM 665859104 7,371,438 83,000 X 1 83,000
NOVELLUS SYSTEMS INC COM 670008101 4,575,375 83,000 X 1 83,000
NUCOR CORP COM 670346105 215,906 4,900 X 1 4,900
OGE ENERGY CORP COM 670837103 2,504,438 111,000 X 1 111,000
OAKWOOD HOMES CORP COM 674098108 1,655,156 117,700 X 1 117,700
OCULAR SCIENCES INC COM 675744106 834,806 29,100 X 1 29,100
OFFICE DEPOT INC COM 676220106 45,861,013 1,245,800 X 1 1,245,800
OGDEN CORP COM 676346109 9,112,469 378,700 X 1 378,700
OGDEN CORP COM 676346109 14,438 600 X 600
OLD REPUBLIC INTL CORP COM 680223104 6,648,019 364,275 X 1 364,275
OMNICARE INC COM 681904108 2,173,125 114,000 X 1 114,000
OMNICOM GROUP COM 681919106 44,357,319 554,900 X 1 554,900
OMNICOM GROUP COM 681919106 39,969 500 X 500
ORION CAPITAL CORP COM 686268103 2,628,125 84,100 X 1 84,100
OSTEOTECH INC COM 688582105 11,354,063 330,300 X 1 330,300
OWENS & MINOR INC HLDG CO COM 690732102 1,981,463 195,700 X 1 195,700
OXFORD HEALTH PLANS INC COM 691471106 156,250 10,000 X 1 10,000
PECO ENERGY CO COM 693304107 26,038,750 563,000 X 1 563,000
P G & E CORP COM 69331C108 6,296,369 202,700 X 1 202,700
P G & E CORP COM 69331C108 18,638 600 X 600
PRI AUTOMATION INC COM 69357H106 3,788,400 180,400 X 1 180,400
PACCAR INC COM 693718108 1,622,788 39,400 X 1 39,400
PACIFICARE HEALTH SYSTEMS - B COM 695112201 3,009,825 44,100 X 1 44,100
PAINE WEBBER GROUP INC COM 695629105 14,606,213 366,300 X 1 366,300
PARK ELECTROCHEMICAL CORP COM 700416209 4,161,850 177,100 X 1 177,100
PARKER DRILLING CO COM 701081101 356,250 100,000 X 1 100,000
PATTERSON DENTAL CO COM 703412106 8,742,988 202,150 X 1 202,150
PAYCHEX INC COM 704326107 4,813,720 101,475 X 1 101,475
PEDIATRIX MEDICAL GROUP INC COM 705324101 838,125 29,800 X 1 29,800
PENTAIR INC COM 709631105 1,724,625 51,100 X 1 51,100
PEOPLES HERITAGE FINL GRP INC COM 711147108 7,496,100 416,450 X 1 416,450
PEOPLESOFT INC COM 712713106 174,038 11,900 X 1 11,900
PEPSICO INC COM 713448108 3,934,425 100,400 X 1 100,400
PERSONNEL GROUP OF AMER INC COM 715338109 704,375 98,000 X 1 98,000
PETRO CANADA COM 71644E102 223,250 19,000 X 1 19,000
PHARMACIA & UPJOHN INC COM 716941109 13,841,013 221,900 X 1 221,900
PFIZER INC COM 717081103 32,203,875 232,100 X 1 232,100
PFIZER INC COM 717081103 83,250 600 X 600
PHELPS DODGE CORP COM 717265102 10,248,925 208,100 X 1 208,100
PHILIP MORRIS CO INC COM 718154107 28,913,569 821,700 X 1 821,700
PHILIP MORRIS CO INC COM 718154107 52,781 1,500 X 1,500
PHILLIPS PETROLEUM CO COM 718507106 12,719,700 269,200 X 1 269,200
PIEDMONT NATURAL GAS CO INC COM 720186105 4,630,500 132,300 X 1 132,300
PIER 1 IMPORTS COM 720279108 3,568,500 439,200 X 1 439,200
PINNACLE WEST CAPITAL CORP COM 723484101 15,804,938 434,500 X 1 434,500
PIONEER NATURAL RESOURCES CO COM 723787107 117,103 15,110 X 1 15,110
PLEXUS CORP COM 729132100 4,493,450 161,200 X 1 161,200
POOL ENERGY SERVICES CO COM 732788104 966,219 63,100 X 1 63,100
PORTUGAL TELECOM ADR COM 737273102 1,402,000 32,000 X 1 32,000
PRECISION CASTPARTS CORP COM 740189105 5,119,800 127,200 X 1 127,200
PREMARK INTERNATIONAL INC COM 740459102 9,360,838 284,200 X 1 284,200
PREMISYS COMMUNICATIONS INC COM 740584107 1,601,663 185,700 X 1 185,700
PRIDE PETROLEUM INTERNATIONAL COM 741932107 1,335,675 161,900 X 1 161,900
PROCTER & GAMBLE CO COM 742718109 8,745,819 89,300 X 1 89,300
PROCTER & GAMBLE CO COM 742718109 39,175 400 X 400
PROGRESS SOFTWARE CORP COM 743312100 4,320,225 126,600 X 1 126,600
PROGRESSIVE CORP OHIO COM 743315103 15,469,300 107,800 X 1 107,800
PROGRESSIVE CORP OHIO COM 743315103 43,050 300 X 300
PROLOGIS TRUST COM 743410102 979,900 47,800 X 1 47,800
PROTECTIVE LIFE CORP COM 743674103 1,764,975 46,600 X 1 46,600
PUBLIC SERVICE CO NEW MEX COM 744499104 9,739,300 572,900 X 1 572,900
PUBLIC SERVICE CO NEW MEX COM 744499104 13,600 800 X 800
PUBLIC SERVICE ENTER GROUP INC COM 744573106 3,818,750 100,000 X 1 100,000
QLOGIC CORP COM 747277101 12,109,350 180,400 X 1 180,400
QUAKER OATS CO COM 747402105 7,113,356 113,700 X 1 113,700
QUAKER OATS CO COM 747402105 31,281 500 X 500
QUANEX CORP COM 747620102 1,444,600 93,200 X 1 93,200
QUEST DIAGNOSTICS COM 74834L100 890,000 40,000 X 1 40,000
QUESTAR CORP COM 748356102 525,063 31,000 X 1 31,000
RJR NABISCO HOLDINGS CORP COM 74960K876 207,500 8,300 X 1 8,300
RJR NABISCO HOLDINGS CORP COM 74960K876 22,500 900 X 900
RTI INTERNATIONAL METALS COM 74973W107 2,610,938 278,500 X 1 278,500
RAYMOND JAMES FINANCIAL INC COM 754730109 3,732,750 189,000 X 1 189,000
RAYTHEON CO CLASS A COM 755111309 404,250 7,000 X 1 7,000
REHABCARE GROUP INC COM 759148109 2,837,775 188,400 X 1 188,400
REHABCARE GROUP INC COM 759148109 22,594 1,500 X 1,500
RELIANCE IND GDR COM 759470107 73,800 12,000 X 1 12,000
RELIANT ENERGY INC COM 75952J108 20,245,350 776,800 X 1 776,800
RESOURCE AMERICA INC-CL A COM 761195205 1,685,325 195,400 X 1 195,400
RESOURCE BANCSHARES MTG GRP COM 761197102 5,065,025 393,400 X 1 393,400
RESOURCE BANCSHARES MTG GRP COM 761197102 14,163 1,100 X 1,100
REYNOLDS METALS CO COM 761763101 2,753,813 57,000 X 1 57,000
RICHFOOD HOLDINGS INC COM 763408101 1,903,969 88,300 X 1 88,300
RITE AID CORP COM 767754104 8,240,000 329,600 X 1 329,600
ROBERT HALF INTL INC COM 770323103 2,713,594 82,700 X 1 82,700
ROSS STORES COM 778296103 16,324,538 372,600 X 1 372,600
ROSS STORES COM 778296103 30,669 700 X 700
ROYAL DUTCH PETRO-NY SHARES COM 780257804 566,800 10,900 X 1 10,900
ROYAL DUTCH PETRO-NY SHARES COM 780257804 41,600 800 X 800
RUSS BERRIE & CO INC COM 782233100 3,568,675 136,600 X 1 136,600
RYERSON TULL INC COM 78375P107 1,159,519 78,946 X 1 78,946
SBC COMMUNICATIONS INC COM 78387G103 38,383,313 814,500 X 1 814,500
SK TELECOM CO LTD-ADR COM 78440P108 700,464 57,474 X 1 57,474
SPS TECHNOLOGIES, IN COM 784626103 1,055,825 26,900 X 1 26,900
S & P 500 DEPOSITARY RECEIPT COM 78462F103 3,096,850 24,100 X 1 24,100
SAFEWAY INC COM 786514208 14,005,234 272,940 X 1 272,940
SAFEWAY INC COM 786514208 41,050 800 X 800
ST JOHNSBURY TRUCKING CO COM 79099L109 2,046 204,637 X 1 204,637
ST PAUL COMPANIES INC COM 792860108 3,665,375 118,000 X 1 118,000
SAKS INCORPORATED COM 79377W108 2,969,200 114,200 X 1 114,200
SAMSUNG ELEC GDS COMMON COM 796050888 1,108,022 27,091 X 1 27,091
SANMINA CORPX COM 800907107 8,051,625 126,300 X 1 126,300
SCHERING-PLOUGH CORP COM 806605101 18,496,500 334,400 X 1 334,400
SCHERING-PLOUGH CORP COM 806605101 55,313 1,000 X 1,000
SCHLUMBERGER LTD COM 806857108 13,223,194 219,700 X 1 219,700
SCHLUMBERGER LTD COM 806857108 30,094 500 X 500
SCHULMAN (A) INC COM 808194104 1,201,725 88,200 X 1 88,200
SCOTTISH POWER PLC-ADR COM 81013T705 1,263,231 35,900 X 1 35,900
SEAGRAMS CO. LTD. COM 811850106 250,000 5,000 X 1 5,000
SEACOR SMIT INC COM 811904101 5,978,569 111,100 X 1 111,100
SEARS ROEBUCK & CO COM 812387108 20,040,656 443,500 X 1 443,500
SEMTECH CORP COM 816850101 9,492,375 297,800 X 1 297,800
SEMPRA ENERGY COM 816851109 10,085,737 525,641 X 1 525,641
SEROLOGICALS CORPORATION COM 817523103 899,872 66,350 X 1 66,350
SERVICE CORP INTERNATIONAL COM 817565104 477,375 33,500 X 1 33,500
SHARED MEDICAL SYSTEMS INC COM 819486101 2,895,750 52,000 X 1 52,000
SHERWIN WILLIAMS CO COM 824348106 326,250 11,600 X 1 11,600
SHOPKO STORES INC COM 824911101 5,986,950 200,400 X 1 200,400
SIERRA PACIFIC RESOURCES COM 826425100 13,892,025 394,800 X 1 394,800
SMITHFIELD FOODS INC COM 832248108 1,510,988 66,600 X 1 66,600
SOLUTIA INC COM 834376105 4,988,363 287,100 X 1 287,100
SOUTHERN CO COM 842587107 6,993,750 300,000 X 1 300,000
SOUTHERN CO COM 842587107 16,319 700 X 700
SOUTHERN PERU COPPER COM 843611104 256,594 25,500 X 1 25,500
SPRINT CORP (FON GROUP) COM 852061100 2,345,188 23,900 X 1 23,900
SPRINT CORP PCS COM 852061506 624,806 14,100 X 1 14,100
STAFFMARK INC COM 852389105 1,258,425 159,800 X 1 159,800
STEIN ROE GROWTH STOCK FUND COM 85842C601 3,502,581 71,205 X 1 71,205
STEIN ROE INTERMEDIATE BOND FD COM 858842300 3,224,313 365,568 X 1 365,568
STERLING SOFTWARE COM 859547101 10,720,750 451,400 X 1 451,400
SUN CARRIERS INC COM 86664L109 8,476 847,600 X 1 847,600
SUN MICROSYSTEMS INC COM 866810104 50,737,119 406,100 X 1 406,100
SUNGARD DATA SYSTEMS INC COM 867363103 1,200,000 30,000 X 1 30,000
SUNOCO INC COM 86764P109 649,125 18,000 X 1 18,000
SUNTERRA RESORTS INC COM 86787D109 2,854,800 292,800 X 1 292,800
SYMANTEC CORP COM 871503108 9,202,144 543,300 X 1 543,300
SYSTEMS & COMPUTER TECH CORP COM 871873105 2,533,000 253,300 X 1 253,300
TJX COMPANIES, INC COM 872540109 23,881,600 702,400 X 1 702,400
TANDY CORP COM 875382103 14,549,250 228,000 X 1 228,000
TECHNITROL INC COM 878555101 1,427,569 61,900 X 1 61,900
TECHNITROL INC COM 878555101 20,756 900 X 900
TEKTRONIX INC COM 879131100 4,967,938 196,750 X 1 196,750
TELENORTE LESTE PATICIP-ADR COM 879246106 190,650 12,400 X 1 12,400
TELECOM ARGENTINA SA ADR COM 879273209 727,094 26,500 X 1 26,500
TELECOM NEW ZEALAND-SP ADR COM 879278208 7,663,500 196,500 X 1 196,500
TELECOM ITALIA SPA-SP ADR COM 87927W106 32,836,375 314,600 X 1 314,600
TELECOMUNICACOES BRASIL ADR COM 879287100 1,744 12,400 X 1 12,400
TELEBRAS-SPONS ADR PFD BLOCK COM 879287308 5,401,875 67,000 X 1 67,000
TELEFONICA SA-SPON ADR COM 879382208 26,585,424 208,105 X 1 208,105
TELEFONOS DE MEXICO-CL L ADR COM 879403780 19,650,000 300,000 X 1 300,000
TELESP PARTICIPACOES ADR COM 87952K100 255,750 12,400 X 1 12,400
TELLABS INC COM 879664100 13,264,675 135,700 X 1 135,700
TELLABS INC COM 879664100 29,325 300 X 300
TENET HEALTHCARE CORPORATION COM 88033G100 1,035,881 54,700 X 1 54,700
TERADYNE INC COM 880770102 46,634,514 854,699 X 1 854,699
TERADYNE INC COM 880770102 27,281 500 X 500
TEREX CORP COM 880779103 3,425,750 142,000 X 1 142,000
TEREX CORP COM 880779103 60,313 2,500 X 2,500
TESORO PETROLEUM CORP COM 881609101 1,835,900 166,900 X 1 166,900
TEXACO INC COM 881694103 12,797,125 225,500 X 1 225,500
TEXAS INDUSTRIES INC COM 882491103 3,314,950 133,600 X 1 133,600
TEXAS INSTRUMENTS INC COM 882508104 53,753,800 541,600 X 1 541,600
TEXAS INSTRUMENTS INC COM 882508104 39,700 400 X 400
TEXAS UTILITIES CO COM 882848104 48,211,594 1,156,500 X 1 1,156,500
TEXTRON INC COM 883203101 25,773,613 333,100 X 1 333,100
TIDEWATER INC COM 886423102 398,475 15,400 X 1 15,400
TIFFANY & CO COM 886547108 2,862,925 38,300 X 1 38,300
TOLL BROTHERS INC COM 889478103 3,213,563 177,300 X 1 177,300
TOTAL RENAL CARE COM 89151A107 6,165,500 560,500 X 1 560,500
TOYOTA MOTOR ADR COM 892331307 1,545,750 27,000 X 1 27,000
TOYS R US INC COM 892335100 395,063 21,000 X 1 21,000
TRANSOCEAN OFFSHORE INC COM 893817106 10,588,594 367,500 X 1 367,500
TREDEGAR INDUSTRIES INC COM 894650100 3,799,125 122,800 X 1 122,800
TRICON GLOBAL RESTAURANTS COM 895953107 302,075 4,300 X 1 4,300
TRIGON HEALTHCARE INC. COM 89618L100 1,983,075 57,900 X 1 57,900
TYCO INT'L LTD COM 902124106 16,559,900 230,800 X 1 230,800
TYCO INT'L LTD COM 902124106 50,225 700 X 700
TYSON FOODS INC-CL A COM 902494103 6,392,438 309,000 X 1 309,000
U G I CORP COM 902681105 2,518,144 150,900 X 1 150,900
USX-MARATHON GROUP COM 902905827 5,464,250 198,700 X 1 198,700
USX-MARATHON GROUP COM 902905827 19,250 700 X 700
UST INC COM 902911106 227,288 8,700 X 1 8,700
UNUM CORP COM 903192102 380,500 8,000 X 1 8,000
URS CORP COM 903236107 1,414,294 78,300 X 1 78,300
USG CORP NEW COM 903293405 3,930,188 76,500 X 1 76,500
USX-US STEEL GROUP COM 90337T101 2,251,300 95,800 X 1 95,800
ULTRAMED COM 904006AAA 0 450,000 X 1 450,000
UNIFI INC COM 904677101 229,500 18,000 X 1 18,000
UNICOM CORPORATION COM 904911104 17,857,125 488,400 X 1 488,400
UNIONBANCAL CORPORATION COM 908906100 3,498,219 102,700 X 1 102,700
UNISYS CORP COM 909214108 31,992,906 1,155,500 X 1 1,155,500
UNISYS CORP COM 909214108 47,069 1,700 X 1,700
UNITED AUTO GROUP INC COM 909440109 2,585,638 339,100 X 1 339,100
UNITED HEALTHCARE CORP COM 910581107 17,418,875 331,000 X 1 331,000
UNITED ILLUMINATING CO COM 910637107 1,388,131 33,100 X 1 33,100
US AIRWAYS GROUP INC COM 911905107 4,227,163 86,600 X 1 86,600
U S HOME CORP COM 911920106 1,018,487 31,218 X 1 31,218
US WEST INC COM 91273H101 31,870,175 578,800 X 1 578,800
US WEST INC COM 91273H101 60,569 1,100 X 1,100
UNITED STATIONERS INC COM 913004107 2,804,475 183,900 X 1 183,900
UNITED TECHNOLOGIES CORP COM 913017109 22,035,681 162,700 X 1 162,700
UNITED TECHNOLOGIES CORP COM 913017109 54,175 400 X 400
UNIVERSAL CORP HOLDING CO COM 913456109 2,952,469 115,500 X 1 115,500
UNIVERSAL CORP HOLDING CO COM 913456109 12,781 500 X 500
UNIVERSAL HEALTH SERVICES - B COM 913903100 17,550,850 405,800 X 1 405,800
USFREIGHTWAYS CORPORATION COM 916906100 6,029,275 183,400 X 1 183,400
UTILICORP UNITED INC COM 918005109 8,797,425 386,700 X 1 386,700
V F CORP COM 918204108 20,328,375 430,800 X 1 430,800
VALASSIS COMM. INC COM 918866104 11,679,975 225,700 X 1 225,700
VARCO INTERNATIONAL INC COM 922126107 11,097,188 997,500 X 1 997,500
VARLEN CORP COM 922248109 6,960,052 316,366 X 1 316,366
VARLEN CORP COM 922248109 19,250 875 X 875
VERITAS DGC INC COM 92343P107 3,007,750 212,000 X 1 212,000
VERITAS DGC INC COM 92343P107 15,606 1,100 X 1,100
VIACOM INC CL B COM 925524308 1,720,719 20,500 X 1 20,500
VISX INC COM 92844S105 2,151,250 20,000 X 1 20,000
VITESSE SEMICONDUCTOR CORP COM 928497106 7,998,750 158,000 X 1 158,000
VULCAN MATERIALS CO COM 929160109 6,209,269 150,300 X 1 150,300
WEBS - JAPAN INDEX SERIES COM 92923H889 1,690,500 147,000 X 1 147,000
WAL-MART STORES INC COM 931142103 27,573,281 299,100 X 1 299,100
WAL-MART STORES INC COM 931142103 101,406 1,100 X 1,100
WALLACE COMPUTER SERVICES INC COM 932270101 237,750 12,000 X 1 12,000
WANG LABORATORIES INC COM 93369N109 1,670,088 85,100 X 1 85,100
WARNER-LAMBERT CO COM 934488107 29,929,988 452,200 X 1 452,200
WARNER-LAMBERT CO COM 934488107 46,331 700 X 700
WASHINGTON MUTUAL INC COM 939322103 1,316,175 32,200 X 1 32,200
WASTE MANAGEMENT INC COM 94106L109 1,788,313 40,300 X 1 40,300
WATSON PHARMACEUTICALS COM 942683103 7,510,075 170,200 X 1 170,200
WAUSAU-MOSINEE PAPER CORP COM 943315101 2,191,280 156,520 X 1 156,520
WEBSTER FINANCIAL CORP COM 947890109 3,156,038 109,300 X 1 109,300
WELLPOINT HEALTH NETWORKS COM 94973H108 14,465,025 190,800 X 1 190,800
WELLS FARGO & CO COM 949746101 11,223,506 320,100 X 1 320,100
WELLS FARGO & CO COM 949746101 35,063 1,000 X 1,000
WESTERN DIGITAL COM 958102105 556,419 70,100 X 1 70,100
WHIRLPOOL CORP COM 963320106 386,063 7,100 X 1 7,100
WILLIAMS COMPANIES INC COM 969457100 56,974,800 1,442,400 X 1 1,442,400
WILLIAMS CO INC $3.50 CV PFD PFD CV 969457506 6,891,694 37,000 X 1 37,000
WINNEBAGO INDUSTRIES COM 974637100 737,800 52,700 X 1 52,700
WYNNS INTERNATIONAL INC COM 983195108 5,507,634 315,850 X 1 315,850
XILINIX INC COM 983919101 7,625,750 188,000 X 1 188,000
XIRCOM INC COM 983922105 1,283,888 51,100 X 1 51,100
XTRA CORP COM 984138107 1,881,144 49,100 X 1 49,100
YPF SOCIEDAD ANONIMA ADR COM 984245100 1,669,656 52,900 X 1 52,900
YORK INTERNATIONAL CORP COM 986670107 1,680,875 47,600 X 1 47,600
ZALE CORP COM 988858106 4,557,194 133,300 X 1 133,300
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 2,496,125 105,100 X 1 105,100
ZEBRA TECHNOLOGIES CORP-CL A COM 989207105 11,875 500 X 500
ZIONS BANCORPORATION COM 989701107 5,951,750 89,500 X 1 89,500
ZONAGEN INC COM 98975L108 2,326,300 108,200 X 1 108,200
SR&F CASH RESERVES PORTFOLIO COM CMMFHUB 232,339,403 1 X 1 1
FRESH DEL MONTE PRODUCE COM G36738105 1,535,119 82,700 X 1 82,700
TOMMY HILFIGER CORP COM G8915Z102 6,315,838 91,700 X 1 91,700
STOLT COMEX SEAWAY S.A. COM L8873E103 2,304,225 239,400 X 1 239,400
ORBOTECH LTD COM M75253100 373,350 7,600 X 1 7,600
CORE LABORATORIES N.V. COM N22717107 1,647,363 93,800 X 1 93,800
BANCO LATINOAMERI DE EXPORT COM P16994132 416,000 16,000 X 1 16,000
ENRON CAPITAL MIP 8.00% COM P37307108 10,050,000 400,000 X 1 400,000
J RAY MCDERMOTT S.A COM P64658100 2,010,588 67,300 X 1 67,300
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