UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 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: General Motors Investment Corporation
Address: 767 Fifth Avenue 15th Floor
New York, NY 10153
Form 13F File Number: 28-
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Michael Connors
Title: Assistant Vice President
Phone: (617) 985-7452
Signature, Place, and Date of Signing:
/S/Michael Connors North Quincy, MA November 10, 1999
- ------------------- ----------------------- -----------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s.)
[ ] 13F COMBINATION REPORT. (Check here it a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 894
Form 13F Information Table Value Total: $2,330,320,432.00
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
None
<PAGE>
<TABLE>
<CAPTION>
SECURITIES AND EXCHANGE COMMISSION 13-F WORKSHEET
7MBK - SEC 13F WORKSHEET
AS OF 09/30/99
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ----------- ----------- ---------- ---- ---------- ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AGL RES INC 001204106 1,808,625 111,300 X X
COM
AMFM INC 001693209 13,041,680 80,000 X X
PFD CONV 7PCT
AMLI RESIDENTIAL PPTYS TR 001735109 277,200 13,200 X X
SH BEN INT
AMR CORP DEL 001765106 1,853,000 34,000 X X
COM
AT + T CORP 001957109 9,626,550 221,300 X X
COM
AT+T CORP 001957208 294,769 7,900 X X
COM LIBERTY MEDIA GRP CL A
AXA FINL INC 002451102 1,339,500 24,000 X X
COM
ACCEPTANCE INSURANCE CO 004308102 1,220,875 95,800 X X
COM
ACCLAIM ENTMT INC 004325205 612,056 80,600 X X
COM PAR 0.02
ACTION PERFORMANCE COS INC 004933107 7,100,169 337,100 X X
COM
ACTEL CORP 004934105 2,479,500 130,500 X X
COM
ADVANCED DIGITAL INFORMATION 007525108 200,250 7,200 X X
COM
ADVO INC 007585102 616,069 30,900 X X
COM
ADVANTA CORP 007942105 1,016,438 69,500 X X
CL A COM
AETNA INC 008117103 1,413,475 28,700 X X
COM
AFFILIATED MANAGERS GROUP INC 008252108 1,700,400 62,400 X X
COM
ALBANY INTL CORP 012348108 1,070,850 70,800 X X
NEW CLASS A
ALBEMARLE CORP 012653101 1,461,075 72,600 X X
COM
ALCOA INC 013817101 9,371,438 151,000 X X
COM
ALEXANDRIA REAL ESTATE EQUIT 015271109 7,085,606 240,700 X X
COM
ALLIANT TECHSYSTEMS INC 018804104 1,836,781 26,500 X X
COM
ALLSTATE CORP 020002101 2,857,838 114,600 X X
COM
AMAZON COM INC 023135106 3,002,838 37,600 X X
COM
AMBAC FINL GROUP INC 023139108 544,813 11,500 X X
COM
AMERICA WEST HLDG CORP 023657208 1,771,069 102,300 X X
CL B
AMERICAN BUSINESS PRODS INC GA 024763104 1,543,500 98,000 X X
COM
AMERICAN EXPRESS CO 025816109 1,579,500 11,700 X X
COM
AMERICAN GEN CORP 026351106 1,328,250 21,000 X X
COM
AMERICAN HEALTH PPTYS INC 026494104 460,863 22,900 X X
COM
AMERICAN HOME PRODUCTS CORP 026609107 2,041,800 49,200 X X
COM
AMERICAN INDL PPTYS REIT 026791202 240,956 18,100 X X
COM NEW
AMERICAN INTL GROUP INC 026874107 15,321,865 176,240 X X
COM
AMERICAN MGMT SYS INC 027352103 1,198,147 46,700 X X
COM
AMERICAN PWR CONVERSION CORP 029066107 570,000 30,000 X X
COM
AMERUS LIFE HLDGS INC 030732101 955,556 45,100 X X
COM
AMERITECH CORP 030954101 7,997,975 119,500 X X
NEW COM
AMGEN INC 031162100 5,843,550 71,700 X X
COM
AMKOR TECHNOLOGY INC 031652100 519,225 32,200 X X
COM
ANADARKO PETE CORP 032511107 4,526,306 148,100 X X
COM
ANCHOR GAMING 033037102 946,050 15,900 X X
COM
ANHEUSER BUSCH COS INC 035229103 5,205,644 74,300 X X
COM
ANICOM INC 035250109 61,625 11,600 X X
COM
ANIXTER INTL INC 035290105 1,973,925 84,900 X X
COM
APACHE CORP 037411105 7,808,300 180,800 X X
COM
APEX INC 037548104 625,097 33,450 X X
COM
APPLE COMPUTER 037833100 2,177,950 34,400 X X
COM NPV
APRIA HEALTHCARE GROUP INC 037933108 906,175 54,100 X X
COM
ARCH COAL INC 039380100 237,631 19,300 X X
COM
ARCHSTONE CMNTYS TR 039581103 52,026,176 2,693,912 X X
SH BEN INT
ARCTIC CAT INC 039670104 406,406 42,500 X X
COM
ARDENT SOFTWARE INC 039794102 218,194 8,100 X X
COM
ARGOSY GAMING CORP 040228108 215,975 16,300 X X
ARTESYN TECHNOLOGIES INC 043127109 237,109 12,500 X X
COM
ARVIN INDS INC 043339100 1,262,250 40,800 X X
COM
ASARCO INC 043413103 1,054,163 39,300 X X
COM
ASSOCIATED ESTATES RLTY CORP 045604105 157,106 17,100 X X
COM
AT HOME CORP 045919107 298,350 7,200 X X
COM SER A
ASSOCIATES FIRST CAP CORP 046008108 1,188,000 33,000 X X
CL A
ATMOS ENERGY CORP 049560105 1,715,288 71,100 X X
COM
AUTHENTIC FITNESS CORP 052661105 1,628,044 92,700 X X
COM
AUTOMATIC DATA PROCESSING INC 053015103 12,146,925 272,200 X X
COM
AVALONBAY CMNTYS INC 053484101 26,082,056 769,950 X X
COM
AVANT CORP 053487104 895,756 50,200 X X
COM
AVIS RENT A CAR INC 053790101 1,187,788 56,900 X X
COM
AZTAR CORP 054802103 2,012,075 196,300 X X
COM
BMC INDS INC MINN 055607105 136,669 11,100 X X
COM
BSB BANCORP INC 055652101 1,262,400 52,600 X X
COM
BMC SOFTWARE INC 055921100 4,422,563 61,800 X X
COM
BACOU USA INC 056439102 974,550 58,400 X X
COM
BAKER HUGHES INC 057224107 725,000 25,000 X X
COM
BANCWEST CORP NEW 059790105 1,202,500 29,600 X X
COM
BANK AMER CORP 060505104 4,237,819 76,100 X X
COM
BANK UTD CORP 065412108 1,029,525 31,800 X X
CL A
BANKATLANTIC BANCORP INC 065908105 306,403 48,300 X X
COM
BANTA CORP 066821109 1,970,194 88,300 X X
COM STK
BARNES GROUP INC 067806109 1,452,023 72,375 X X
COM
BARR LABS INC 068306109 660,400 20,800 X X
COM
BATTLE MTN GOLD CO 071593107 257,075 79,100 X X
COM
BAXTER INTL INC 071813109 903,750 15,000 X X
COM
BE AEROSPACE INC 073302101 288,888 24,200 X X
COM
BEDFORD PPTY INVS INC 076446301 4,056,750 240,400 X X
COM PAR 0.02 DOLLARS
BELL + HOWELL CO NEW 077852101 231,131 6,300 X X
COM
BELL ATLANTIC CORP 077853109 7,384,181 109,700 X X
COM
BELLSOUTH CORP 079860102 9,864,000 219,200 X X
COM
BERGEN BRUNSWIG CORP 083739102 365,200 35,200 X X
CLASS A
BERKLEY W R CORP 084423102 627,900 27,300 X X
COM
BERKSHIRE REALTY CO INC 084710102 432,000 36,000 X X
COM
BEST BUY CO INC 086516101 2,879,550 46,400 X X
COM STK USD0.10
BETHLEHEM STL CORP 087509105 1,084,125 147,000 X X
COM
BIO RAD LABORATORIES INC 090572207 506,438 18,500 X X
CLASS A COM STK
BIO TECHNOLOGY GEN CORP 090578105 588,097 61,300 X X
COM
BLACK + DECKER CORPORATION 091797100 685,313 15,000 X X
COM
BLOCK DRUG INC 093644102 952,344 26,500 X X
CL A
BOB EVANS FARMS INC 096761101 2,353,313 115,500 X X
COM
BOISE CASCADE CORP 097383103 728,750 20,000 X X
COM
BOISE CASCADE OFFICE PRODS COR 097403109 778,650 71,600 X X
COM
BOMBAY INC 097924104 107,325 21,200 X X
COM
BOSTON PPTYS INC 101121101 9,470,163 308,600 X X
COM
BOWNE + CO INC 103043105 409,250 33,900 X X
COM
BOYDS COLLECTION LTD 103354106 344,225 28,100 X X
COM
BOYKIN LODGING CO 103430104 219,950 16,600 X X
COM
BRADLEY REAL ESTATE INC 104580105 455,700 24,800 X X
COM
BRADY CORP 104674106 1,600,000 50,000 X X
CL A
BRANDYWINE RLTY TR 105368203 4,873,375 299,900 X X
SH BEN INT NEW
BRISTOL MYERS SQUIBB CO 110122108 12,244,500 181,400 X X
COM
BROWN SHOE INC NEW 115736100 1,875,200 102,400 X X
COM
BRUNSWICK CORP 117043109 497,500 20,000 X X
COM
BUCKLE INC 118440106 450,225 26,100 X X
COM
BUFFETS INC 119882108 2,164,575 186,200 X X
COM STK
BUILDING ONE SVCS CORP 120114103 136,500 11,200 X X
COM
BURNS INTL SVCS CORP 122374101 1,102,950 68,400 X X
COM
C+D TECHNOLOGIES 124661109 479,325 13,200 X X
COM
CBL + ASSOC PPTYS INC 124830100 652,481 26,700 X X
COM
C CUBE MICROSYSTEMS INC 125015107 1,461,600 33,600 X X
COM
CD RADIO INC 125127100 1,030,200 40,400 X X
COM
CEC ENTMT INC 125137109 656,513 18,300 X X
COM
CIGNA CORP 125509109 1,632,750 21,000 X X
COM
CMP GROUP INC 125887109 822,900 31,200 X X
COM
CSG SYS INTL INC 126349109 1,688,225 61,600 X X
COM
CABOT CORP 127055101 1,662,500 70,000 X X
COM
CABOT INDL TR 127072106 768,075 39,900 X X
COM SH BEN INT
CAMBREX CORP 132011107 1,810,969 68,500 X X
COM
CAMDEN PPTY TR 133131102 12,304,880 457,856 X X
CANADIAN NATL RY CO 136375409 1,033,750 20,000 X X
PFD CONV SECS PCT
CANANDAIGUA WINE INC 137219200 2,664,850 44,600 X X
CL A
CAPITAL AUTOMOTIVE REIT 139733109 263,588 21,300 X X
COM SH BEN INT
CAPITAL RE CORP 140432105 212,000 21,200 X X
CAPITAL SR LIVING CORP 140475104 311,575 41,200 X X
COM
CAREMATRIX CORP 141706101 66,919 12,900 X X
COM
CARRAMERICA RLTY CORP 144418100 12,699,619 578,900 X X
COM
CARTER WALLACE INC. 146285101 1,884,025 105,400 X X
COM
CATALYTICA INC 148885106 430,500 28,700 X X
COM
CATO CORP NEW 149205106 1,568,635 111,300 X X
CL A
CELLSTAR CORP 150925105 395,250 52,700 X X
COM
CENDANT CORP 151313103 7,552,625 425,500 X X
COM
CENTER TR INC 151845104 245,863 22,100 X X
COM
CENTERPOINT PPTYS TR 151895109 16,108,875 487,200 X X
COM
CENTEX CORP 152312104 1,685,063 57,000 X X
COM
CENTRAL + SOUTH WEST CORP 152357109 422,500 20,000 X X
COM
CENTRAL GARDEN + PET CO 153527106 517,738 67,900 X X
CENTRAL HUDSON GAS + ELEC CORP 153609102 1,626,188 41,300 X X
COM
CENTURYBUSINESS SVCS INC 156490104 546,375 47,000 X X
COM
CHAMPION ENTERPRISES INC 158496109 244,800 27,200 X X
COM
CHATEAU CMNTYS INC 161726104 408,200 15,700 X X
COM
CHECKPOINT SYS INC 162825103 740,344 79,500 X X
COM
CHELSEA GCA REALTY INC 163262108 5,145,388 162,700 X X
COM
CHESAPEAKE ENERGY CORP 165167107 320,850 82,800 X X
COM
CHEVRON CORP 166751107 5,715,500 64,400 X X
COM
CHICAGO TITLE CORP 168228104 535,163 13,400 X X
COM
CHITTENDEN CORP 170228100 290,700 10,200 X X
COM
CHURCH + DWIGHT INC 171340102 545,000 21,800 X X
COM
CILCORP INC 171794100 855,525 13,200 X X
COM
CIRCLE INTL GROUP INC 172574105 1,187,419 58,100 X X
COM
CIRRUS LOGIC INC 172755100 951,500 86,500 X X
COM
CITIGROUP INC 172967101 14,512,905 329,839 X X
COM
CITIZENS BKG CORP MICH 174420109 1,661,550 63,600 X X
COM
CLARCOR INC 179895107 1,674,525 99,600 X X
CLARIFY INC 180492100 749,656 14,900 X X
COM
CLEVELAND CLIFFS INC 185896107 1,705,650 54,800 X X
COM
CLOROX CO 189054109 1,314,882 34,376 X X
COM
COACHMEN INDS INC 189873102 432,575 28,100 X X
COM
COCA COLA CO 191216100 9,464,184 196,227 X X
COM
COHU INC 192576106 346,450 16,400 X X
COM
COLEMAN CO INC 193559101 950,000 100,000 X X
COLGATE PALMOLIVE CO 194162103 3,156,750 69,000 X X
COM
COLONIAL PPTYS TR 195872106 687,475 25,700 X X
COM SH BEN INT
COLUMBUS MCKINNON CORP NY 199333105 998,775 57,900 X X
COM
COMFORT SYS USA INC 199908104 271,425 23,100 X X
COM
COMCAST CORP 200300200 2,113,375 53,000 X X
CL A SPL
COMERICA INC 200340107 1,341,563 26,500 X X
COM
COMMERCE BANCORP INC N J 200519106 529,291 12,754 X X
COM
COMMERCIAL INTERTECH CORP 201709102 250,900 20,800 X X
COM
COMMERCIAL NET LEASE RLTY INC 202218103 329,375 31,000 X X
COM
COMMSCOPE INC 203372107 230,750 7,100 X X
COM
COMMUNITY FIRST BANKSHARES INC 203902101 901,125 53,400 X X
COM
COMMUNITY TR BANCORP INC 204149108 1,696,396 78,220 X X
COM
COMPUTER ASSOC INTL INC 204912109 9,865,575 161,400 X X
COM
COMPUTER SCIENCES CORP 205363104 3,635,156 51,700 X X
COM
COMPUWARE CORP 205638109 1,914,265 73,449 X X
COM
CONCORD COMMUNICATIONS INC 206186108 636,000 16,000 X X
COM
CONNECTICUT ENERGY CORP 207567108 390,744 10,100 X X
COM
CONOCO INC 208251405 686,592 25,081 X X
CL B
CONSECO INC 208464107 440,800 23,200 X X
COM STK
CONSOLIDATED GRAPHICS INC 209341106 754,038 17,900 X X
COM
CORN PRODUCTS INTL INC 219023108 2,605,450 85,600 X X
COM
CORNING INC 219350105 1,028,438 15,000 X X
COM
CORUS BANKSHARES INC 220873103 1,447,813 56,500 X X
COM
COST PLUS INC CALIF 221485105 487,425 10,050 X X
COM
COUSINS PPTYS INC 222795106 5,430,000 160,000 X X
COM
COVENTRY HELATH CARE INC 222862104 167,200 17,600 X X
COM
CREDENCE SYSTEMS CORP 225302108 4,487,500 100,000 X X
COM
CRESCENT REAL ESTATE EQUITIES 225756105 5,490,000 305,000 X X
COM
CRIIMI MAE INC 226603207 6,387,500 350,000 X X
PFD SER B CONV
CROWN AMERICAN RLTY 228186102 175,744 27,300 X X
CROWN CORK + SEAL INC 228255105 242,500 10,000 X X
COM
CURTISS WRIGHT CORP 231561101 1,599,600 49,600 X X
COM
CYPRESS SEMICONDUCTOR CORP 232806109 1,373,850 63,900 X X
COM
CYPRUS AMAX MINERALS CO 232809103 1,646,538 83,900 X X
COM
CYTYC CORP 232946103 232,125 6,000 X X
COM
DII GROUP INC 232949107 696,713 19,800 X X
COM
DTE ENERGY CO 233331107 1,540,938 42,500 X X
COM
DANA CORP 235811106 742,500 20,000 X X
COM
DARDEN RESTAURANTS INC 237194105 1,173,750 60,000 X X
COM
DATA GEN CORP 237688106 1,046,806 49,700 X X
COM
DATASTREAM SYS INC 238124101 190,313 14,500 X X
COM
DAYTON HUDSON CORP 239753106 1,033,075 17,200 X X
COM
DEB SHOPS INC 242728103 432,900 22,200 X X
COM
DELL COMPUTER CORP 247025109 4,821,065 115,302 X X
COM
DELPHI FINL GROUP INC 247131105 1,653,913 54,788 X X
DELTA AIR LINES INC DE 247361108 625,650 12,900 X X
COM
DENDRITE INTL INC 248239105 467,775 9,900 X X
COM
DEPARTMENT 56 INC 249509100 1,457,794 60,900 X X
COM
DEVELOPERS DIVERSIFIED RLTY 251591103 7,392,000 528,000 X X
COM
DEXTER CORP 252165105 1,138,031 30,500 X X
COM
DIME CMNTY BANCORP INC 253922108 1,359,125 65,500 X X
COM
DISNEY WALT CO 254687106 2,704,000 104,000 X X
COM
DOLLAR THRIFTY AUTOMOTIVE GRP 256743105 1,315,725 63,600 X X
COM
DOMINION RES INC VA 257470104 6,768,750 150,000 X X
COM
DOW CHEM CO 260543103 2,511,113 22,100 X X
COM
DOWNEY FINL CORP 261018105 1,626,100 80,800 X X
COM
DU PONT E I DE NEMOURS + CO 263534109 1,500,323 24,784 X X
COM
DUKE WEEKS REALITY CORP 264411505 26,520,020 1,360,001 X X
COM NEW
DYCOM INDS INC 267475101 455,625 10,800 X X
COM
E M C CORP MASS 268648102 7,702,374 107,878 X X
COM
ESS TECHNOLOGY INC 269151106 1,124,925 84,900 X X
COM
E SPIRE COMMUNICATIONS INC 269153102 190,675 26,300 X X
COM
EAGLE USA AIRFREIGHT INC 270018104 390,684 13,050 X X
COM
EARTHGRAINS CO 270319106 911,550 41,200 X X
COM
EASTERN UTILS ASSOC 277173100 585,550 19,600 X X
COM
EASTGROUP PPTYS INC 277276101 308,125 17,000 X X
COM
EASTMAN CHEM CO 277432100 981,922 24,625 X X
COM
EASTMAN KODAK CO 277461109 4,070,206 53,900 X X
COM
EL PASO ELEC CO 283677854 1,575,900 175,100 X X
COM NEW
ELETRONICS FOR IMAGING INC 286082102 298,156 5,800 X X
EMERSON ELEC CO 291011104 5,686,875 90,000 X X
COM
EMPIRE DIST ELEC CO 291641108 347,650 13,600 X X
COM
ENGELHARD CORP 292845104 6,385,313 350,000 X X
COM
ENRON CORP 293561106 12,752,625 310,300 X X
COM
EQUITY INNS INC 294703103 306,850 36,100 X X
COM
EQUITY OFFICE PPTYS TR 294741103 185,146,934 7,963,309 X X
COM
ESSEX PROPERTY TRUST 297178105 6,687,038 191,400 X X
COM
ESTERLINE TECHNOLOGIES CORP 297425100 1,258,425 79,900 X X
COM
ETHYL CORP 297659104 186,775 48,200 X X
COM
EVEREN CAPITAL CORP 299761106 796,500 27,000 X X
COM
EXECUTONE INFORMATION SYS INC 301607107 78,000 26,000 X X
COM
EXXON CORP 302290101 19,984,594 263,000 X X
COM
F N B CORP PA 302520101 1,556,971 64,205 X X
F Y I INC 302712104 619,850 18,400 X X
COM
FAIR ISSAC + CO INC 303250104 505,125 18,000 X X
FAIRFIELD CMNTYS INC 304231301 224,219 20,500 X X
FARMER BROS CO 307675108 647,400 3,900 X X
COM
FEDERAL HOME LN MTG CORP 313400301 1,991,600 38,300 X X
COM FORMERLY SR PART PFD
FEDERAL MOGUL CORP 313549107 413,438 15,000 X X
COM
FEDERAL NATL MTG ASSN 313586109 12,274,213 195,800 X X
COM
FEDERAL RLTY INVT TR 313747206 663,719 31,700 X X
SH BEN INT NEW
FERRO CORP 315405100 547,731 25,700 X X
COM STK
FIDELITY NATL FINL INC 316326107 321,975 21,200 X X
COM
FIRST AMERICAN FINL CORP 318522307 1,072,675 80,200 X X
COM
FIRST DATA CORP 319963104 2,193,750 50,000 X X
COM
FIRST REP BK SAN FRANCISCO CA 336158100 1,664,200 62,800 X X
COM
FIRST UN CORP 337358105 2,493,750 70,000 X X
COM
FIRSTFED FINL CORP DEL 337907109 1,633,250 94,000 X X
COM
FLAGSTAR BANCORP INC 337930101 1,130,063 73,500 X X
COM
FOOTSTAR INC 344912100 1,089,225 30,900 X X
COM
FORD MTR CO DEL 345370100 3,363,000 67,000 X X
COM
FORT JAMES CORP 347471104 1,417,106 53,100 X X
COM
FOSSIL INC 349882100 503,363 18,600 X X
COM
FRANKLIN COVEY CO 353469109 578,869 75,300 X X
COM
FRONTIER AIRLS INC NEW 359065109 447,450 47,100 X X
COM
FRONTIER INS GROUP INC NEW 359081106 111,125 12,700 X X
COM
FURNITURE BRANDS INTL INC 360921100 883,969 44,900 X X
COM
GATX 361448103 931,875 30,000 X X
COM
GBC BANCORP CALIF 361475106 1,484,125 76,600 X X
GTE CORP 362320103 3,920,625 51,000 X X
COM
GABLES RESIDENTIAL TR 362418105 624,000 26,000 X X
SH BEN INT
GALLAGHER ARTHUR J + CO 363576109 1,331,250 25,000 X X
COM
GANNETT INC 364730101 2,214,000 32,000 X X
COM
GAP INC 364760108 3,835,200 119,850 X X
COM
GARDNER DENVER INC 365558105 189,063 12,500 X X
COM
GATEWAY INC 367626108 2,038,050 46,200 X X
COM
GENERAL DYNAMICS CORP 369550108 1,941,806 31,100 X X
COM
GENERAL ELEC CO 369604103 32,355,706 272,900 X X
COM
GENERAL GROWTH PPTYS INC 370021107 6,300,000 200,000 X X
COM
GENERAL MLS INC 370334104 1,468,363 18,100 X X
COM
GENESYS TELECOMMUNICATIONS LAB 371931106 383,775 8,400 X X
COM
GENLYTE GROUP INC 372302109 693,500 29,200 X X
COM
GENRAD INC 372447102 916,088 47,900 X X
COM
GENZYME CORP 372917104 9,958,813 221,000 X X
COM
GENZYME CORP 372917401 91,698 48,105 X X
COM TISSUE REPAIR
GENZYME CORP 372917500 169,890 29,546 X X
COM MOLECULAR ONCOLOGY DIV
GENZYME CORP 372917609 270,423 48,075 X X
COM SURGICAL PRODS DIVISION
GEORGIA PAC CORP 373298108 2,069,481 51,100 X X
COM
GERBER SCIENTIFIC INC 373730100 2,194,988 98,100 X X
COM
GIANT CEM HLDG INC 374450104 454,163 19,800 X X
COM
GILEAD SCIENCES INC 375558103 660,297 10,287 X X
COM
GILLETTE CO 375766102 3,472,485 102,320 X X
COM
GLATFELTER P H CO 377316104 976,388 59,400 X X
COM
GLIMCHER RLTY TR 379302102 358,375 24,400 X X
COM
GOODYEAR TIRE AND RUBBER 382550101 1,203,125 25,000 X X
COM
GOODYS FAMILY CLOTHING INC 382588101 80,625 10,000 X X
COM
GRACO INC 384109104 479,063 14,600 X X
COM
GRAND UN CO 386532402 482,066 35,300 X X
COM PAR 1.00
GRANITE CONSTR INC 387328107 1,972,931 75,700 X X
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COM
GREATER BAY BANCORP 391648102 457,313 13,500 X X
COM
GREY WOLF INC 397888108 524,100 174,700 X X
COM
GROUP 1 AUTOMOTIVE INC 398905109 650,094 35,500 X X
COM
GTECH HLDGS CORP 400518106 953,969 44,500 X X
COM
GUIDANT CORP 401698105 1,297,725 24,200 X X
COM
HCC INS HLDGS INC 404132102 509,419 30,300 X X
HA LO INDS INC 404429102 305,000 48,800 X X
COM
HADCO CORP 404681108 1,496,450 34,600 X X
COM
HALLIBURTON CO 406216101 1,193,100 29,100 X X
COM
HAMBRECHT + QUIST GROUP INC 406545103 234,900 4,800 X X
COM
HAMILTON BANCORP INC FLA 407013101 671,500 31,600 X X
COM
HANDLEMAN CO DEL 410252100 1,869,575 141,100 X X
COM
HARLAND JOHN H CO 412693103 1,310,088 67,400 X X
COM
HARLEYSVILLE GROUP INC 412824104 1,147,500 81,600 X X
COM
HARTFORD FINANCIAL SVCS GRP 416515104 2,011,050 49,200 X X
COM
HAVERTY FURNITURE COS INC 419596101 1,692,150 116,700 X X
COM
HAWAIIAN ELEC INDS INC 419870100 2,128,844 60,500 X X
COM
HEALTH CARE PPTY INVS INC 421915109 367,500 14,000 X X
COM
HEALTHCARE RLTY TR 421946104 730,669 39,092 X X
COM
HERBALIFE INTL INC 426908208 1,741,550 114,200 X X
CL A
HERTZ CORP 428040109 660,000 15,000 X X
CL A
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COM
HIGHWOODS PPTYS INC 431284108 11,736,900 453,600 X X
COM
HILB ROGAL + HAMILTON CO 431294107 218,044 8,700 X X
COM
HOME DEPOT INC 437076102 3,470,778 50,576 X X
COM
HOME PPTYS N Y INC 437306103 507,063 19,000 X X
COM
HOOPER HOLMES INC 439104100 656,000 25,600 X X
COM
HORACE MANN EDUCATORS CORP NEW 440327104 1,050,569 40,700 X X
NEW COM
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COM
IBP INC 449223106 617,188 25,000 X X
COM STK
ICG COMMUNICATIONS INC 449246107 253,669 16,300 X X
COM
IDEC PHARMACEUTICALS CORP 449370105 1,195,513 12,714 X X
COM
IRT PPTY CO 450058102 307,800 34,200 X X
COM
IDACORP INC 451107106 2,175,025 72,200 X X
COM
IMPERIAL BANCORP 452556103 969,340 45,616 X X
COM
INDY MAC MTG HLDGS INC 456607100 1,174,500 78,300 X X
COM
INFORMIX CORP 456779107 534,194 67,300 X X
COM
INFORMATION RES INC 456905108 299,794 27,100 X X
COM RTS CALLABLE THRU 03/15/99
INSITUFORM TECHNOLOGIES INC 457667103 1,325,000 53,000 X X
CL A
INTEL CORP 458140100 21,624,938 291,000 X X
COM
INTER TEL INC 458372109 308,850 17,400 X X
COM
INTERMEDIA COMMUNICATIONS INC 458801107 279,270 12,840 X X
COM
INTERNATIONAL BUSINESS MACHS 459200101 30,846,633 254,770 X X
COM
INTERNATIONAL MULTIFOODS CORP 460043102 524,400 22,800 X X
COM
INTERNATIONAL PAPER CO 460146103 259,538 5,400 X X
COM
INTERWEST BANCORP INC 460931108 740,775 35,700 X X
COM
INTERVOICE INC 461142101 204,656 18,500 X X
COM
INVACARE CORP 461203101 360,406 18,500 X X
COM
ISIS PHARMACEUTICALS 464330109 223,750 20,000 X X
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JDN RLTY CORP 465917102 701,100 34,200 X X
COM
JACOBS ENGR GROUP INC 469814107 1,602,250 49,300 X X
COM
JOHNSON + JOHNSON 478160104 6,734,438 73,300 X X
COM
JONES PHARMA INC 480236108 445,078 13,500 X X
COM
JOURNAL REGISTER CO 481138105 1,159,125 84,300 X X
COM
JUSTIN INDS INC 482171105 1,752,156 123,500 X X
COM
K MART CORP 482584109 1,650,275 141,200 X X
COM
KAMAN CORP 483548103 677,025 53,100 X X
CL A
KAUFMAN + BROAD HOME CORP 486168107 1,315,875 63,800 X X
COM
KEANE INC 486665102 1,482,813 65,000 X X
COM
KELLWOOD CO 488044108 583,000 26,500 X X
COM
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CL B
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COM
KIRBY CORP 497266106 410,163 20,900 X X
COM
KOGER EQUITY INC 500228101 417,600 26,100 X X
COM
KRONOS INC 501052104 550,313 15,000 X X
COM
LTC PROPERTIES 502175102 287,938 27,100 X X
LA Z BOY INC 505336107 1,992,031 104,500 X X
COM
LABOR READY INC 505401208 399,984 39,750 X X
COM NEW
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COM RTS CALLABLE THRU 01MAY96
LAM RESH CORP 512807108 2,074,000 34,000 X X
COM
LANDSTAR SYS INC 515098101 1,400,425 40,300 X X
COM
LASALLE HOTEL PPTYS 517942108 152,663 11,800 X X
COM SH BEN INT
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COM
LEAR CORP 521865105 2,111,250 60,000 X X
COM
LEXINGTON CORPORATE PPTY TR 529043101 200,256 17,900 X X
COM
LEXMARK INTL GROUP INC 529771107 1,610,000 20,000 X X
CL A
LIBBEY INC 529898108 470,044 15,900 X X
COM
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COM
LIBERTY PROPERTY 531172104 7,033,125 310,000 X X
SH BEN INT SUPP
LILLY ELI + CO 532457108 3,969,850 61,900 X X
COM
LILLY INDL INC 532491107 934,675 68,600 X X
CL A
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COM
LINCOLN NATL CORP IN 534187109 1,314,688 35,000 X X
COM
LIPOSOME INC 536310105 339,378 44,600 X X
COM
LONE STAR INDS INC 542290408 902,738 18,100 X X
COM NEW
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COM
LOUISIANA PAC CORP 546347105 546,875 35,000 X X
COM
LOWES COS INC 548661107 482,625 9,900 X X
USD0.50
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COM
MGI PPTYS 552885105 129,600 14,400 X X
COM
MMI COS INC 553087107 296,406 27,100 X X
COM
MTI TECHNOLOGY CORP 553903105 442,800 19,200 X X
COM
MACERICH CO 554382101 823,250 35,600 X X
REIT
MACK CA RLTY CORP 554489104 15,551,250 580,000 X X
COM
MADISON GAS + ELEC CO 557497104 1,329,638 66,900 X X
COM
MAIL WELL HLDGS INC 560321200 138,750 10,000 X X
COM
MALLINCKRODT INC NEW 561232109 905,625 30,000 X X
COM
MANITOWOC INC 563571108 2,349,506 68,850 X X
COM
MANUFACTURED HOME CMNTYS INC 564682102 53,089,253 2,271,198 X X
COM
MARK IV INDS INC 570387100 1,739,975 88,100 X X
COM
MARSH + MCLENNAN COS INC 571748102 1,054,900 15,400 X X
COM
MASCOTECH INC 574670105 544,600 33,600 X X
COM
MATHEWS INTL CORP 577128101 620,575 20,600 X X
CL A
MAXXAM INC 577913106 1,633,725 31,800 X X
COM RTS CALLABLE THRU 11DEC99
MAXIMUS INC 577933104 904,113 30,200 X X
COM
MAYTAG CORP 578592107 1,382,469 41,500 X X
COM
MCCORMICK + CO INC 579780206 3,405,438 103,000 X X
COM NON VTG
MCDONALDS CORP 580135101 2,032,750 47,000 X X
COM
MCGRATH RENTCORP 580589109 514,800 28,600 X X
COM
MEDICIS PHARMACEUTICAL CORP 584690309 1,092,975 38,350 X X
CL A NEW
MEDTRONIC INC 585055106 1,955,938 55,000 X X
COM
MENTOR GRAPHICS CORP 587200106 160,975 18,800 X X
COM
MERCK + CO INC 589331107 12,793,988 197,400 X X
COM
MERCURY INTERACTIVE CORP 589405109 716,644 11,100 X X
COM
MERRILL CORP 590175105 1,234,131 61,900 X X
COM
METRIS COS INC 591598107 376,800 12,800 X X
COM
METTLER TOLEDO INTL INC 592688105 832,463 28,100 X X
COM
MIAMI COMPUTER SUPPLY CORP 593261100 179,375 10,000 X X
COM
MICHAEL FOODS INC NEW 594079105 1,321,947 50,300 X X
COM
MICHAELS STORES INC 594087108 218,300 7,400 X X
COM
MICROSOFT CORP 594918104 22,812,694 251,900 X X
COM
MICROSTRATEGY INC 594972101 437,288 7,800 X X
CL A
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COM
MICRON TECHNOLOGY INC 595112103 998,438 15,000 X X
COM
MIDCAP SPDR TR 595635103 8,021,456 111,700 X X
UNIT SER 1
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COM
MONTANA PWR CO 612085100 730,500 24,000 X X
COM
MONY GROUP INC 615337102 1,533,263 53,100 X X
COM
MOOG INC 615394202 551,513 19,100 X X
CL A
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COM
MORGAN STANLEY DEAN WITTER+CO 617446448 2,497,250 28,000 X X
COM NEW
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COM
MUELLER INDS INC 624756102 2,244,375 75,600 X X
MYERS IND INC 628464109 1,957,648 110,290 X X
COM
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COM
NCH CORP 628850109 623,588 13,800 X X
COM
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COM
NCS HEALTHCARE INC 628874109 33,600 12,800 X X
CL A
NL INDS INC 629156407 290,375 23,000 X X
COM NEW
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COM
NABORS INDUSTRIES INC 629568106 305,000 12,200 X X
COM
NACCO INDS INC 629579103 447,200 6,400 X X
CL A
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CAP UNIT EXCHANGEABLE
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COM
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COM
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COM
NATURES SUNSHINE PRODS INC 639027101 233,878 24,700 X X
COM
NEOMAGIC CORP 640497103 377,425 48,700 X X
COM
NEW YORK TIMES CO 650111107 1,125,000 30,000 X X
CL A
NEWFIELD EXPL CO 651290108 589,581 17,900 X X
COM
NEWPORT NEWS SHIPBUILDING INC 652228107 413,600 12,800 X X
COM
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COM
NORTHERN TRUST CORP 665859104 1,855,788 22,225 X X
COM
NORTHWEST NAT GAS CO 667655104 844,069 32,700 X X
COM
OCEANFIRST FINL CORP 675234108 651,725 39,800 X X
COM
OFFSHORE LOGISTICS INC 676255102 1,602,563 155,400 X X
COM
OGDEN CORP 676346109 551,975 55,100 X X
COM
OMEGA HEALTHCARE INVESTORS 681936100 411,600 19,600 X X
REAL ESTATE
ON ASSIGNMENT INC 682159108 321,600 13,400 X X
COM
ONE VY BANCORP WEST VA INC 682419106 1,445,550 41,900 X X
COM
ONEIDA LTD 682505102 397,669 16,700 X X
COM
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COM
OSHKOSH B GOSH INC 688222207 586,053 36,700 X X
CL A
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COM
OSULLIVAN INDUSTRIES 688609106 238,500 15,900 X X
COM
OTTER TAIL PWR CO 689648103 671,500 15,800 X X
COM
OWENS + MINOR INC NEW 690732102 756,525 78,600 X X
COM
OXFORD INDS INC 691497309 1,513,688 70,200 X X
COM
PECO ENERGY CO 693304107 1,297,500 34,600 X X
COM
PMA CAP CORP 693419202 320,000 16,000 X X
CL A
PACCAR INC 693718108 559,625 11,000 X X
COM
PACIFIC GULF PPTYS INC 694396102 364,856 18,300 X X
COM
PACIFIC SUNWEAR OF CALIF 694873100 319,556 11,400 X X
COM
PACIFICORP 695114108 1,610,000 80,000 X X
COM
PAPA JOHNS INTL INC 698813102 418,399 10,143 X X
COM
PARK ELECTROCHEMICAL CORP 700416209 683,800 20,800 X X
PATTERSON DENTAL CO 703412106 1,650,431 33,300 X X
COM
PAXAR CORP 704227107 1,071,425 111,400 X X
COM
PEC ISRAEL ECONOMIC CORP 705098101 334,200 9,600 X X
COM
PEGASUS COMMUNICATIONS CORP 705904100 564,063 12,500 X X
CL A
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COM
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SH BEN INT
PEP BOYS MANNY MOE + JACK 713278109 1,149,838 77,300 X X
COM
PERSONAL GROUP OF AMER INC 715338109 391,250 62,600 X X
COM
PETSMART INC 716768106 302,334 81,300 X X
PHARMACIA + UPJOHN INC 716941109 3,960,891 79,816 X X
COM
PFIZER INC 717081103 10,222,806 284,900 X X
COM
PHARMACEUTICAL PROD DEV INC 717124101 779,844 57,500 X X
COM
PHILADELPHIA SUBN CORP 718009608 200,281 8,500 X X
COM PAR 0.50
PHILIP MORRIS COS INC 718154107 9,895,674 289,453 X X
COM
PHILLIPS VAN HEUSEN CORP 718592108 188,150 21,200 X X
COM
PHOENIX INVT PARTNERS LTD 719085102 1,200,138 143,300 X X
COM
PILGRIMS PRIDE CORP 721467108 961,706 110,700 X X
COM
PILGRIMS PRIDE CORP 721467207 341,320 66,599 X X
CL A
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COM
PIONEER STD ELECTRS INC 723877106 1,436,531 99,500 X X
COM
PLANTRONICS INC NEW 727493108 751,225 15,100 X X
COM
PLAYERS INTL INC 727903106 202,191 27,300 X X
PLEXUS CORP 729132100 526,750 17,200 X X
COM
POLARIS INDS INC 731068102 1,565,050 45,200 X X
COM
POST PPTYS INC 737464107 12,226,188 311,000 X X
COM
PRE PAID LEGAL SVCS INC 740065107 515,813 13,100 X X
COM
PRECISION CASTPARTS CORP 740189105 1,528,050 50,100 X X
COM RTS CALLABLE THRU 16DEC98
PRENTISS PPTYS TR 740706106 847,563 38,200 X X
SH BEN INT
PRESIDENTIAL LIFE CORP 740884101 577,113 33,700 X X
COM
PRICE COMMUNICATIONS CORP 741437305 799,995 31,920 X X
COM
PRIME RETAIL INC 741570105 313,438 42,500 X X
COM
PRIME RETAIL INC 741570303 9,059,375 650,000 X X
PFD CONV SER B
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COM
PROCTER + GAMBLE CO 742718109 10,631,250 113,400 X X
COM
PROGRESS SOFTWARE CORP 743312100 759,275 24,200 X X
COM
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SH BEN INT
PROVANT INC 743724106 532,125 33,000 X X
COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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CL B
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COM CL A NON VTG
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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COM
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CL A
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COM
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COM
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COM
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COM
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COM CL A
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COM
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COM
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COM
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COM
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PFD CONV SER B PCT
RUBY TUESDAY INC 781182100 374,400 19,200 X X
COM
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COM
RYANS FAMILY STEAK HOUSES INC 783519101 1,785,600 198,400 X X
COM
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COM
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COM
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COM
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COM
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COM NEW
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COM
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COM
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COM
SCHERING PLOUGH CORP 806605101 6,369,250 146,000 X X
COM
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COM
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NEW COM STK
SCHWEITZER MAUDUIT INTL INC 808541106 285,919 22,100 X X
COM
SCIENTIFIC GAMES HLDGS CORP 808747109 1,718,250 87,000 X X
COM
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COM
SCOTTS CO 810186106 356,638 10,300 X X
CL A
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COM
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COM
SEMTECH CORP 816850101 893,650 24,400 X X
COM
SENSORMATIC ELECTRS CORP 817265101 1,210,388 95,400 X X
COM
SHAW INDS INC 820286102 476,250 30,000 X X
COM
SHOPKO STORES INC 824911101 2,230,100 76,900 X X
COM
SHOREWOOD PACKAGING CORP 825229107 248,194 18,300 X X
COM
SIGCORP INC 826912107 895,050 35,100 X X
COM
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COM
SIMON PPTY GROUP INC NEW 828806406 5,193,823 73,606 X X
PFD CONV SER B 6.5PCT
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COM
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COM
SIPEX CORP 829909100 333,481 23,300 X X
COM
SKYLINE CORP 830830105 1,731,338 67,400 X X
COM
SKYWEST INC 830879102 1,206,563 55,000 X X
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COM
SMITH A O CORP 831865209 2,129,600 70,400 X X
COM
SOUTHERN CO 842587107 1,447,150 56,200 X X
COM
SOUTHWEST AIRLS CO 844741108 5,328,534 350,850 X X
COM
SOUTHWEST GAS CORP 844895102 813,513 30,200 X X
COM
SPARTECH CORP 847220209 1,708,919 58,300 X X
COM NEW
SPIEKER PPTYS INC 848497103 13,181,250 380,000 X X
COM
STANDARD MTR PRODS INC 853666105 1,135,150 58,400 X X
CL A
STAPLES INC 855030102 16,383,369 751,100 X X
COM
STATE STREET CORPORATION 857477103 11,955,625 185,000 X X
COM
STATION CASINOS INC 857689103 232,500 10,000 X X
STERLING BANCSHARES INC 858907108 866,963 75,800 X X
COM
STERICYCLE INC 858912108 173,313 11,800 X X
COM
STEWART INFORMATION SVCS CORP 860372101 1,541,913 84,200 X X
COM
STORAGE USA INC 861907103 2,838,000 103,200 X X
COM
STRUCTURAL DYNAMICS RESH CORP 863555108 481,000 32,000 X X
COM RTS CALLABLE THRU 10AUG98
SUMMIT BANCORP 866005101 973,125 30,000 X X
COM
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COM
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COM
SUN MICROSYSTEMS INC 866810104 3,940,968 42,376 X X
COM
SUNSTONE HOTEL INVS INC 867933103 3,080,000 352,000 X X
COM
SUPERIOR INDS INTL INC 868168105 2,027,200 72,400 X X
COM
SUPERIOR TELECOM INC 868365107 887,470 63,675 X X
COM
SYBASE INC 871130100 1,884,094 159,500 X X
COM
SYKES ENTERPRISES INC 871237103 434,500 17,600 X X
COM
SYSCO CORP 871829107 1,051,875 30,000 X X
COM
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REIT
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COM
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2003 SUB NT CONV
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COM
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CL A
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SUB NT CONV
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CL B
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PFD CONV SER C
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SUB NT CONV 144A
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COM
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1 CL B SH BEN INT+ 1 COMMON
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COM
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SUB DEB CONV 144A
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COM
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COM CL A
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COM
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SUB NT CONV
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COM
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COM
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CL A
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SUB DEB CONV ZERO CPN
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