|
|
|
|
|
|
|
|
|
|
|
|
|
|
Previous: NUVEEN TAX EXEMPT UNIT TRUST SERIES 705, 497J, 2000-01-31 |
Next: PLATINUM ENTERTAINMENT INC, SC 13G/A, 2000-01-31 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 12/31/1999
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 Mgt. Co.
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 01/31/2000
- ------------------------- ---------------------- ----------
[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).)
List of Other managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
28-_______________ _____________________________________
[Repeat as necessary.]
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1092
Form 13F Information Table Value Total: $3,833,165,775
(Actual Amount)
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>
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 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>
AMDOCS LIMITED G02602103 255162 7396 X X
SHS
GLOBAL CROSSING LTD G3921A100 328000 6560 X X
SHS
AFLAC INC 1055102 3775000 80000 X X
COM
AGL RES INC 1204106 979200 57600 X X
COM
AES CORP 00130H105 13249662 177253 X X
COM
AMB PPTY CORP 00163T109 217319 10900 X X
COM
AMFM INC 1693209 15037963 70000 X X
PFD CONV 7PCT
AMLI RESIDENTIAL PPTYS TR 1735109 266475 13200 X X
SH BEN INT
AMR CORP DEL 1765106 4991500 74500 X X
COM
AT + T CORP 1957109 63116016 1243479 X X
COM
AT+T CORP 1957208 17099269 301300 X X
COM LIBERTY MEDIA GRP CL A
AVT CORP 2420107 206800 4400 X X
COM
AXA FINL INC 2451102 3706925 109400 X X
COM
ABBOTT LABS 2824100 5178163 142600 X X
COM NPV
ACCEPTANCE INSURANCE CO 4308102 556550 95800 X X
COM
ACCLAIM ENTMT INC 4325205 182450 35600 X X
COM PAR 0.02
ACTION PERFORMANCE COS INC 4933107 3640900 316600 X X
COM
ACTEL CORP 4934105 2652000 110500 X X
COM
ADAPTEC INC 00651FAC2 1081250 1000000 X X
SUB NT CONV
ADAPTEC INC 00651F108 817950 16400 X X
COM
ADOBE SYS INC 00724F101 403500 6000 X X
COM
ADVANCED DIGITAL INFORMATION 7525108 350100 7200 X X
COM
ADVANCED FIBRE COMMUNICATIONS 00754A105 473688 10600 X X
COM
ADVANCED RADIO TELECOM CORP 00754U101 292800 12200 X X
COM
ADVANTAGE LEARNING SYS INC 00757K100 153269 13700 X X
COM
AEGON 7924103 291944 3057 X X
ORD AMER REG
ADVANTA CORP 7942105 1268375 69500 X X
CL A COM
ADVENT SOFTWARE INC 7974108 299634 4650 X X
COM
AETNA INC 8117103 6144956 110100 X X
COM
AFFILIATED COMPUTER SVCS INC 8190100 671600 14600 X X
CL A
AFFILIATED MANAGERS GROUP INC 8252108 2199800 54400 X X
COM
AGILENT TECHNOLOGIES INC 00846U101 1546250 20000 X X
COM
AGRIBRANDS INTL INC 00849R105 1881400 40900 X X
COM
ALBANY INTL CORP 12348108 1119348 72216 X X
NEW CLASS A
ALBEMARLE CORP 12653101 1393013 72600 X X
COM
ALBERTO CULVER CO 13068101 363956 14100 X X
CL B CONV
ALBERTSONS INC 13104104 3041175 94300 X X
COM
ALCOA INC 13817101 21762600 262200 X X
COM
ALEXANDRIA REAL ESTATE EQUIT 15271109 7657269 240700 X X
COM
ALKERMES INC 01642T108 206325 4200 X X
COM
ALLIANT TECHSYSTEMS INC 18804104 1651281 26500 X X
COM
ALLSTATE CORP 20002101 7524525 313300 X X
COM
ALLTEL CORP 20039103 4853756 58700 X X
COM
AMAZON COM INC 23135106 2862300 37600 X X
COM
AMBAC FINL GROUP INC 23139108 814125 15600 X X
COM
AMCOL INTL CORP 02341W103 946538 58700 X X
COM
AMERADA HESS CORP 23551104 1339300 23600 X X
COM NPV
AMEREN CORP 23608102 409375 12500 X X
COM
AMERICA ONLINE INC DEL 02364J104 9188825 121400 X X
COM
AMERICA WEST HLDG CORP 23657208 2122725 102300 X X
CL B
AMERICAN BUSINESS PRODS INC GA 24763104 1145375 98000 X X
COM
AMERICAN EXPRESS CO 25816109 12302500 74000 X X
COM
AMERICAN GEN CORP 26351106 7989638 105300 X X
COM
AMERICAN GEN DEL LLC 02637G200 1364813 14500 X X
MONTHLY INCOME PFD SECS SER A
AMERICAN HOME PRODUCTS CORP 26609107 7196231 182700 X X
COM
AMERICAN INDL PPTYS REIT 26791202 223988 18100 X X
COM NEW
AMERICAN INTL GROUP INC 26874107 59591904 551139 X X
COM
AMERICAN MGMT SYS INC 27352103 1126363 35900 X X
COM
AMERICAN MOBILE SATELLITE CORP 02755R103 318044 15100 X X
COM
AMERICAN NATL INS CO 28591105 344250 5400 X X
COM
AMERICAN PWR CONVERSION CORP 29066107 791250 30000 X X
COM
AMERICAN STD COS INC DEL 29712106 270663 5900 X X
COM
AMERICAN TOWER CORP 029912AB8 6322576 4520000 X X
NT
AMERICAN TOWER CORP 29912201 660150 21600 X X
CL A
AMERICREDIT CORP 03060R101 999000 54000 X X
COM
AMERISOURCE HEALTH CORP 03071P102 698625 46000 X X
CL A
AMERITRADE HLDG CORP 03072HAA7 1680000 2000000 X X
SUB NT CONV 144A
AMERUS LIFE HLDGS INC 30732101 1085600 47200 X X
COM
AMGEN INC 31162100 8844203 147250 X X
COM
AMKOR TECHNOLOGY INC 31652100 909650 32200 X X
COM
ANADARKO PETE CORP 32511107 4939594 144750 X X
COM
ANCHOR GAMING 33037102 356188 8200 X X
COM
ANCOR COMMUNICATIONS INC 03332K108 373313 5500 X X
COM
ANHEUSER BUSCH COS INC 35229103 12353513 174300 X X
COM
ANIXTER INTL INC 35290105 1751063 84900 X X
COM
APACHE CORP 37411105 5939550 160800 X X
COM
APARTMENT INVT. + MGMT CO 03748R101 18991040 477012 X X
CLASS A
APEX INC 37548104 285413 8850 X X
COM
APPLE COMPUTER 37833100 3403094 33100 X X
COM NPV
APRIA HEALTHCARE GROUP INC 37933108 970419 54100 X X
COM
APPLIED INDL TECHNOLOGIES INC 03820C105 1240225 74600 X X
COM
ARCH COAL INC 39380100 218331 19300 X X
COM
ARCHSTONE CMNTYS TR 39581103 55225196 2693912 X X
SH BEN INT
ARCTIC CAT INC 39670104 610000 61000 X X
COM
ARDENT SOFTWARE INC 39794102 315900 8100 X X
COM
ARGOSY GAMING CORP 40228108 253669 16300 X X
ARTESYN TECHNOLOGIES INC 43127109 262500 12500 X X
COM
ARVIN INDS INC 43339100 1157700 40800 X X
COM
ASSOCIATED BANC CORP 45487105 544575 15900 X X
COM
ASSOCIATED ESTATES RLTY CORP 45604105 133594 17100 X X
COM
AT HOME CORP 045919AC1 1270000 2000000 X X
SUB DEB CONV
EXCITE AT HOME 045919AD9 7163000 7540000 X X
SUB NT CONV 144A
AT HOME CORP 45919107 308700 7200 X X
COM SER A
ASSOCIATES FIRST CAP CORP 46008108 4905825 178800 X X
CL A
ATLANTIC RICHFIELD CO 48825103 9852350 113900 X X
COM
ATMOS ENERGY CORP 49560105 1453106 71100 X X
COM
AUTOLIV 52800109 959400 32800 X X
COM
AUTOMATIC DATA PROCESSING INC 53015103 13587275 252200 X X
COM
AUTONATION INC DEL 05329W102 286750 31000 X X
COM
AVALONBAY CMNTYS INC 53484101 26792916 780850 X X
COM
AVANT CORP 53487104 178500 11900 X X
COM
AVIS RENT A CAR INC 53790101 1454506 56900 X X
COM
AZTAR CORP 54802103 2134763 196300 X X
COM
BB+T CORP 54937107 1064888 38900 X X
COM
BHC COMMUNICATIONS INC 55448104 672000 4200 X X
CL A
BJS WHSL CLUB INC 05548J106 547500 15000 X X
COM
BMC INDS INC MINN 55607105 54113 11100 X X
COM
BRE PPTYS INC 5.56E+109 14256825 628400 X X
COM
BSB BANCORP INC 55652101 1012550 52600 X X
COM
BMC SOFTWARE INC 55921100 4940138 61800 X X
COM
BACOU USA INC 56439102 879650 58400 X X
COM
BAKER HUGHES INC 57224107 526563 25000 X X
COM
BALL CORP 58498106 307125 7800 X X
COM
BANCWEST CORP NEW 59790105 1154400 59200 X X
COM
BANK AMER CORP 60505104 31076100 619200 X X
COM
BANK NEW YORK INC 64057102 9952000 248800 X X
COM
BANK ONE CORP 06423A103 12061913 376200 X X
COM
BANK UTD CORP 65412108 866550 31800 X X
CL A
BANKATLANTIC BANCORP INC 65908105 247538 48300 X X
COM
BANKNORTH GROUP INC DEL 06646L100 615250 23000 X X
BANTA CORP 66821109 1823050 80800 X X
COM STK
BARD C R INC 67383109 524700 9900 X X
COM
BARNES GROUP INC 67806109 1147992 70375 X X
COM
BARR LABS INC 68306109 652600 20800 X X
COM
BATTLE MTN GOLD CO 71593107 102094 49500 X X
COM
BAUSCH + LOMB INC 71707103 287438 4200 X X
COM
BAXTER INTL INC 71813109 5445844 86700 X X
COM
BE AEROSPACE INC 73302101 194906 23100 X X
COM
BEDFORD PPTY INVS INC 76446301 4101825 240400 X X
COM PAR 0.02 DOLLARS
BELL ATLANTIC CORP 77853109 37744954 613116 X X
COM
BELLSOUTH CORP 79860102 39963831 853700 X X
COM
BERGEN BRUNSWIG CORP 83739102 84792 10200.5 X X
CLASS A
BERKLEY W R CORP 84423102 569888 27300 X X
COM
BEST BUY CO INC 86516101 2328850 46400 X X
COM STK USD0.10
BESTFOODS 08658U101 6754281 128500 X X
COM
BETHLEHEM STL CORP 87509105 660788 78900 X X
COM
BIO RAD LABORATORIES INC 90572207 432438 18500 X X
CLASS A COM STK
BIO TECHNOLOGY GEN CORP 90578105 362950 23800 X X
COM
BLACK + DECKER CORPORATION 91797100 864738 16550 X X
COM
BLOCK DRUG INC 93644102 1015374 32754 X X
CL A
BLOCK H + R INC 93671105 218750 5000 X X
COM
BOB EVANS FARMS INC 96761101 1783031 115500 X X
COM
BOEING CO 97023105 11267594 271100 X X
COM
BOISE CASCADE CORP 97383103 810000 20000 X X
COM
BOISE CASCADE OFFICE PRODS COR 97403109 303000 20200 X X
COM
BOMBAY INC 97924104 95400 21200 X X
COM
BOSTON PPTYS INC 101121101 15052050 483600 X X
COM
BOWNE + CO INC 103043105 457650 33900 X X
COM
BOYDS COLLECTION LTD 103354106 194944 28100 X X
COM
BOYKIN LODGING CO 103430104 181563 16600 X X
COM
BRADLEY REAL ESTATE INC 104580105 432450 24800 X X
COM
BRADY CORP 104674106 1598456 47100 X X
CL A
BRANDYWINE RLTY TR 105368203 5025488 306900 X X
SH BEN INT NEW
BRIGGS + STRATTON CORP 109043109 986700 18400 X X
COM
BRISTOL MYERS SQUIBB CO 110122108 17337044 270100 X X
COM
BROADVISION INC 111412102 1598588 9400 X X
COM
BROCADE COMMUNICATIONS SYS INC 111621108 424800 2400 X X
COM
BROWN SHOE INC NEW 115736100 1411088 99900 X X
COM
BRUNSWICK CORP 117043109 445000 20000 X X
COM
BUFFETS INC 119882108 1862000 186200 X X
COM STK
BUILDING ONE SVCS CORP 120114103 105700 11200 X X
COM
BURLINGTON NORTHN SANTA FE 12189T104 4423200 182400 X X
COM
BURNHAM PAC PPTYS INC 12232C108 309375 33000 X X
CBL + ASSOC PPTYS INC 124830100 686813 33300 X X
COM
CBS CORP 12490K107 7448719 116500 X X
COM
C CUBE MICROSYSTEMS INC 125015107 690975 11100 X X
COM
CEC ENTMT INC 125137109 334825 11800 X X
COM
CH ENERGY GROUP INC 12541M102 1504800 45600 X X
COM
C H ROBINSON WORLDWIDE 12541W100 755250 19000 X X
COM
CIGNA CORP 125509109 6573900 81600 X X
COM
CLECO CORP NEW 12561W105 1381894 43100 X X
COM
CMG INFORMATION SVCS INC 125750109 366859 1325 X X
COM
CMP GROUP INC 125887109 859950 31200 X X
COM
CNA FINL CORP 126117100 482825 12400 X X
COM
CSG SYS INTL INC 126349109 1595000 40000 X X
COM
CSX CORP 126408103 793788 25300 X X
COM
CABLEVISION SYS CORP 12686C109 1864850 24700 X X
CL A
CABOT CORP 127055101 1426250 70000 X X
COM
CABOT INDL TR 127072106 733163 39900 X X
COM SH BEN INT
CALPINE CORP 131347106 1017600 15900 X X
COM
CAMBREX CORP 132011107 2111019 61300 X X
COM
CAMDEN PPTY TR 133131102 12533808 457856 X X
CAMPBELL SOUP CO 134429109 1535894 39700 X X
COM
CANADIAN NATL RY CO 136375409 840000 20000 X X
PFD CONV SECS PCT
CANANDAIGUA WINE INC 137219200 2162400 42400 X X
CL A
CAPITAL AUTOMOTIVE REIT 139733109 259594 21300 X X
COM SH BEN INT
CAPITAL ONE FINL CORP 14040H105 1864856 38700 X X
COM
CAPITAL RE CORP 140432105 291500 21200 X X
CAPITAL SR LIVING CORP 140475104 208575 41200 X X
COM
CAPROCK COMMUNICATIONS CORP 140667106 265988 8200 X X
COM
CAPSTEAD MTG CORP 1.41E+104 277631 66300 X X
COM
CARDINAL HEALTH INC 14149Y108 8081300 168800 X X
COM
CAREMARK RX INC 141705103 100238 19800 X X
COM
CAREMATRIX 141706AC5 3926081 11505000 X X
SUB NT CONV
CAREMATRIX CORP 141706101 32250 12900 X X
COM
CAROLINA PWR + LT CO 144141108 386556 12700 X X
COM
CARRAMERICA RLTY CORP 144418100 12440513 588900 X X
COM
CARTER WALLACE INC. 146285101 1818863 101400 X X
COM
CASCADE NAT GAS CORP 147339105 636938 39500 X X
COM
CATERPILLAR INC 149123101 4503881 95700 X X
COM
CATO CORP NEW 149205106 1405163 111300 X X
CL A
CELLSTAR CORP 150925105 226138 22900 X X
COM
CELLNET DATA SYS 15115M101 28222 25086 X X
COM
CENDANT CORP 151313103 15788750 594400 X X
COM
CENTER TR INC 151845104 214094 22100 X X
COM
CENTERPOINT PPTYS TR 151895109 17478900 487200 X X
COM
CENTEX CORP 152312104 1486188 60200 X X
COM
CENTRAL GARDEN AND PET CO 153527AC0 14566219 19325000 X X
SUB NT CONV
CENTRAL GARDEN + PET CO 153527106 600713 57900 X X
CENTURYBUSINESS SVCS INC 156490104 340031 40300 X X
COM
CENTURYTEL INC 156700106 1243594 26250 X X
COM
CEPHALON INC 156708109 300694 8700 X X
COM
CERIDIAN CORP 15677T106 454969 21100 X X
COM
CHARTER ONE FINL INC 160903100 573750 30000 X X
COM
CHARMING SHOPPES INC 161133103 1198463 180900 X X
COM9
CHASE MANHATTAN CORP NEW 16161A108 33203638 427400 X X
COM
CHATEAU CMNTYS INC 161726104 407219 15700 X X
COM
CHECKPOINT SYS INC 162825103 1029956 101100 X X
COM
CHELSEA GCA REALTY INC 163262108 4840325 162700 X X
COM
CHESAPEAKE ENERGY CORP 165167107 276213 116300 X X
COM
CHEVRON CORP 166751107 20876625 241000 X X
COM
CHICAGO TITLE CORP 168228104 619750 13400 X X
COM
CHITTENDEN CORP 170228100 302175 10200 X X
COM
CHUBB CORP 171232101 2669213 47400 X X
COM
CHURCH + DWIGHT INC 171340102 581788 21800 X X
COM
CIRCLE INTL GROUP INC 172574105 402725 18100 X X
COM
CISCO SYS INC 17275R102 31912538 297900 X X
COM
CIRRUS LOGIC INC 172755100 1151531 86500 X X
COM
CITIGROUP INC 172967101 80508690 1448415.25 X X
COM
CITIZENS BKG CORP MICH 174420109 1590863 71100 X X
COM
CITRIX SYS INC 177376AB6 4047894 4524000 X X
2019 SUB DEB CONV ZERO CPN
CITY NATL CORP 178566105 510531 15500 X X
COM
CLARCOR INC 179895107 1711800 95100 X X
CLARIFY INC 180492100 680400 5400 X X
COM
CLEAR CHANNEL COMMUNICATIONS 184502102 1062075 11900 X X
COM
CLEVELAND CLIFFS INC 185896107 413963 13300 X X
COM
CLOROX CO 189054109 1731691 34376 X X
COM
COACHMEN INDS INC 189873102 425013 28100 X X
COM
COCA COLA CO 191216100 10265223 176227 X X
COM
COGNEX CORP 192422103 401700 10300 X X
COM
COHU INC 192576106 1670900 53900 X X
COM
COLEMAN CO INC 193559101 419063 45000 X X
COLGATE PALMOLIVE CO 194162103 4266600 65640 X X
COM
COLONIAL PPTYS TR 195872106 595919 25700 X X
COM SH BEN INT
COLUMBIA / HCA HEALTHCARE CORP 197677107 4285488 146200 X X
COM
COLUMBUS MCKINNON CORP NY 199333105 486000 48000 X X
COM
COMCAST CORP 200300200 2679813 53000 X X
CL A SPL
COMDISCO INC 200336105 223500 6000 X X
COM
COMERICA INC 200340107 2558475 54800 X X
COM
COMMERCE BANCORP INC N J 200519106 515740 12754 X X
COM
COMMERCIAL INTERTECH CORP 201709102 161925 12700 X X
COM
COMMERCIAL NET LEASE RLTY INC 202218103 308063 31000 X X
COM
COMMSCOPE INC 203372107 286219 7100 X X
COM
COMMUNITY FIRST BANKSHARES INC 203902101 841050 53400 X X
COM
COMMUNITY TR BANCORP INC 204149108 1564400 78220 X X
COM
COMPAQ COMPUTER CORP 204493100 5377319 198700 X X
COM
COMPLETE BUSINES SOLUTIONS INC 20452F107 271350 10800 X X
COM
COMPUTER ASSOC INTL INC 204912109 9616406 137500 X X
COM
COMPUTER SCIENCES CORP 205363104 4892113 51700 X X
COM
COMPUWARE CORP 205638109 3872100 103949 X X
COM
COMVERSE TECHNOLOGY INC 205862AG0 18121250 5320000 X X
SUB DEB CONV
COMVERSE TECHNOLOGY INC 205862402 477675 3300 X X
COM NEW
CONAGRA INC 205887102 4566650 202400 X X
COM
CONCENTRIC NETWORK CORP DEL 20589R107 576194 18700 X X
COM
CONCORD COMMUNICATIONS INC 206186108 594625 13400 X X
COM
CONNECTICUT ENERGY CORP 207567108 392638 10100 X X
COM
CONOCO INC 208251405 4870052 195781 X X
CL B
CONSECO INC 208464107 413250 23200 X X
COM STK
CONSOL ENERGY INC 20854P109 160875 15900 X X
COM
CONSOLIDATED EDISON INC 209115104 2052750 59500 X X
COM
CONSOLIDATED GRAPHICS INC 209341106 188213 12600 X X
COM
CONSOLIDATED PAPERS INC 209759109 556719 17500 X X
COM
COOPER INDS INC 216669101 796619 19700 X X
COM
CORN PRODUCTS INTL INC 219023108 2737900 83600 X X
COM
CORNERSTONE RLTY INCOME TR INC 21922V102 373425 38300 X X
COM
CORNING INC 219350105 1934063 15000 X X
COM
CORUS BANKSHARES INC 220873103 1356000 56500 X X
COM
COST PLUS INC CALIF 221485105 358922 10075 X X
COM
COSTCO WHSL CORP NEW 22160K105 3020375 33100 X X
COM
COUNTRYWIDE CR INDS INC 222372104 205156 8125 X X
COM
COUSINS PPTYS INC 222795106 5430000 160000 X X
COM
COVENTRY HELATH CARE INC 222862104 118800 17600 X X
COM
COX COMMUNICATIONS INC NEW 224044107 1014556 19700.12 X X
CL A
COX RADIO INC 224051102 1416450 14200 X X
CL A
CREDENCE SYSTEMS CORP 225302108 242200 2800 X X
COM
CRESCENT REAL ESTATE EQUITIES 225756105 5604375 305000 X X
COM
CRESTLINE CAP CORP 226153104 218625 10600 X X
COM
CRIIMI MAE INC 226603207 5775000 350000 X X
PFD SER B CONV
CROWN AMERICAN RLTY 228186102 150150 27300 X X
CROWN CASTLE INTL CORP 228227104 706750 22000 X X
COM
CROWN CORK + SEAL INC 228255105 223750 10000 X X
COM
CUMMINS ENGINE INC 231021106 603906 12500 X X
COM
CUMULUS MEDIA INC 231082108 233450 4600 X X
CL A
CURTISS WRIGHT CORP 231561101 1570875 42600 X X
COM
CYPRESS SEMICONDUCTOR CORP 232806109 1246438 38500 X X
COM
CYTEC INDS INC 232820100 987100 42700 X X
COM
CYTYC CORP 232946103 366375 6000 X X
COM
DII GROUP INC 232949107 347747 4900 X X
COM
D.R.HORTON INC 23331A109 348075 25200 X X
COM
DST SYS INC DEL 233326107 381563 5000 X X
COM
DTE ENERGY CO 233331107 1339063 42500 X X
COM
DAL TILE INTL INC 23426R108 435375 43000 X X
COM
DALLAS SEMICONDUCTOR CORP 235204104 206200 3200 X X
COM
DANA CORP 235811106 598750 20000 X X
COM
DARDEN RESTAURANTS INC 237194105 1691063 93300 X X
COM
DAYTON HUDSON CORP 239753106 3532344 48100 X X
COM
DEB SHOPS INC 242728103 329300 17800 X X
COM
DELL COMPUTER CORP 247025109 4845102 95002 X X
COM
DELPHI FINL GROUP INC 247131105 1676485 55882.82 X X
DELTA AIR LINES INC DE 247361108 657525 13200 X X
COM
DELUXE CORP 248019101 548750 20000 X X
COM
DENDRITE INTL INC 248239105 418356 12350 X X
COM
DEPARTMENT 56 INC 249509100 592775 26200 X X
COM
DEVELOPERS DIVERSIFIED RLTY 251591103 6798000 528000 X X
COM
DEXTER CORP 252165105 802950 20200 X X
COM
DIEBOLD INC 253651103 455900 19400 X X
COM
DIME CMNTY BANCORP INC 253922108 1211750 65500 X X
COM
DIME BANCORP INC NEW 25429Q102 741125 49000 X X
COM USD0.01
DISNEY WALT CO 254687106 19126575 653900 X X
DISNEY COM
DOLLAR THRIFTY AUTOMOTIVE GRP 256743105 1522425 63600 X X
COM
DOMINION RES INC VA 257470104 6158325 156900 X X
COM
DOUBLECLICK INC 258609304 505366 1997 X X
COM
DOVER CORP 260003108 1211513 26700 X X
COM
DOW CHEM CO 260543103 14204338 106300 X X
COM
DOWNEY FINL CORP 261018105 1631150 80800 X X
COM
DRESS BARN INC 261570105 266000 16000 X X
COM
DU PONT E I DE NEMOURS + CO 263534109 20953191 318075 X X
COM
DUKE ENERGY CO 264399106 5794450 115600 X X
COM STK NPV
DUKE WEEKS RLTY CORP 264411505 26968500 1383000 X X
COM NEW
DURA PHARMACEUTICALS INC 26632S109 429275 30800 X X
COM
DYCOM INDS INC 267475101 475875 10800 X X
COM
E M C CORP MASS 268648102 10878897 99578 X X
COM
ESS TECHNOLOGY INC 269151106 2706875 122000 X X
COM
E SPIRE COMMUNICATIONS INC 269153102 108113 18600 X X
COM
EAGLE USA AIRFREIGHT INC 270018104 394594 9150 X X
COM
EARTHGRAINS CO 270319106 493425 30600 X X
COM
EASTERN ENTERPRISES 27637F100 1315319 22900 X X
COM
EASTERN UTILS ASSOC 277173100 594125 19600 X X
COM
EASTGROUP PPTYS INC 277276101 314500 17000 X X
COM
EASTMAN CHEM CO 277432100 1260142 26425 X X
COM
EASTMAN KODAK CO 277461109 11123375 167900 X X
COM
EDUCATION MGMT CORP 28139T101 161000 11500 X X
COM
EL PASO ELEC CO 283677854 1718169 175100 X X
COM NEW
EL PASO ENERGY CORP DEL 283905107 1086750 28000 X X
COM
ELETRONICS FOR IMAGING INC 286082102 1499625 25800 X X
EMCOR GROUP INC 29084Q100 773800 42400 X X
COM
EMERSON ELEC CO 291011104 11956950 208400 X X
COM
EMPIRE DIST ELEC CO 291641108 307700 13600 X X
COM
EMULEX CORP 292475209 315000 2800 X X
COM NEW
ENERGEN CORP 29265N108 1547956 85700 X X
COM
ENERGY EAST CORP 29266M109 869963 41800 X X
COM
ENGELHARD CORP 292845104 7897300 418400 X X
COM
ENHANCE FINL SVCS GROUP INC 293310108 476125 29300 X X
COM
ENRON CORP 293561106 21615063 487100 X X
COM
ENTERTAINMENT PPTYS TR 29380T105 180669 13700 X X
COM SH BEN INT
EQUITY INNS INC 294703103 243675 36100 X X
COM
EQUITY OFFICE PPTYS TR 294741103 199852954 8115856 X X
COM
EQUITY RESIDENTIAL PPTYS TR 29476L107 71867821 1683580 X X
SH BEN INT
ESSEX PROPERTY TRUST 297178105 6507600 191400 X X
COM
ESTERLINE TECHNOLOGIES CORP 297425100 816313 70600 X X
COM
ETHYL CORP 297659104 189788 48200 X X
COM
ETOYS INC 297862104 630000 24000 X X
COM
EVEREST REINSURANCE HLDGS 299808105 363694 16300 X X
COM
EXXON MOBIL CORP 30231G102 111877643 1388706.2 X X
COM
FBL FINL GROUP INC 30239F106 1688000 84400 X X
CL A
F N B CORP PA 302520101 1384061 62205 X X
F Y I INC 302712104 278800 8200 X X
COM
FAIR ISSAC + CO INC 303250104 270300 5100 X X
FAIRFIELD CMNTYS INC 304231301 220375 20500 X X
FARMER BROS CO 307675108 620100 3900 X X
COM
FEDERAL HOME LN MTG CORP 313400301 5892225 125200 X X
COM FORMERLY SR PART PFD
FEDERAL MOGUL CORP 313549107 301875 15000 X X
COM
FEDERAL NATL MTG ASSN 313586109 29506402 472575 X X
COM
FEDERAL RLTY INVT TR 313747206 596356 31700 X X
SH BEN INT NEW
FEDERATED DEPT STORES INC DEL 31410H101 13889519 274700 X X
COM
FELCOR LODGING TR INC 31430F101 9450000 540000 X X
COM
FERRO CORP 315405100 365200 16600 X X
COM STK
FIDELITY NATL FINL INC 316326107 304750 21200 X X
COM
FIFTH THIRD BANCORP 316773100 1423475 19400 X X
COM STK
FIRST AMERICAN FINL CORP 318522307 997488 80200 X X
COM
FIRST CTZNS BANCSHARES INC N C 31946M103 1625175 23300 X X
FIRST DATA CORP 319963104 8023144 162700 X X
COM
FIRST INDL RLTY TR INC 32054K103 1023419 37300 X X
COM
FIRST REP BK SAN FRANCISCO CA 336158100 1475800 62800 X X
COM
FIRST TENN NATL CORP 337162101 390450 13700 X X
COM
FIRST UN CORP 337358105 12532369 381672.2 X X
COM
FIRST UTD BANCSHARES INC ARK 3.37E+108 1400363 104700 X X
COM
FIRST WASH BANCORP INC WASH 33748T104 1113625 75500 X X
COM
FIRSTAR CORP WIS 33763V109 3743350 177200 X X
COM
FIRSTFED FINL CORP DEL 337907109 1321875 94000 X X
COM
FLAGSTAR BANCORP INC 337930101 1267875 73500 X X
COM
FLEETBOSTON FINL CORP 339030108 16429843 471952.4 X X
COM
FLORIDA PROGRESS CORP 341109106 275031 6500 X X
COM
FOOTSTAR INC 344912100 1003450 32900 X X
COM
FORD MTR CO DEL 345370100 25643781 479900 X X
COM
FOREST OIL CORP 346091606 200450 15200 X X
COM NEW
FOSSIL INC 349882100 430125 18600 X X
COM
FRANKLIN COVEY CO 353469109 563850 75300 X X
COM
FRANKLIN RES INC 354613101 272531 8500 X X
COM
FREEDOM SECS CORP 35644K103 148500 13200 X X
COM
FRONTIER AIRLS INC NEW 359065109 535763 47100 X X
COM
FURNITURE BRANDS INTL INC 360921100 1093400 49700 X X
COM
GATX 361448103 1130625 33500 X X
COM
GBC BANCORP CALIF 361475106 1479338 76600 X X
GTE CORP 362320103 26644400 377600 X X
COM
GABLES RESIDENTIAL TR 362418105 624000 26000 X X
SH BEN INT
GALLAGHER ARTHUR J + CO 363576109 848225 13100 X X
COM
GANNETT INC 364730101 8751656 107300 X X
COM
GAP INC 364760108 7251900 157650 X X
COM
GARDNER DENVER INC 365558105 208594 12500 X X
COM
GATEWAY INC 367626108 3329288 46200 X X
COM
GENCORP INC 368682100 270575 27400 X X
COM
GENERAL DYNAMICS CORP 369550108 1640525 31100 X X
COM
GENERAL ELEC CO 369604103 40958456 264675 X X
COM
GENERAL GROWTH PPTYS INC 370021107 5600000 200000 X X
COM
GENERAL INSTR CORP DEL 370120107 425000 5000 X X
COM
GENERAL MLS INC 370334104 2833188 79250 X X
COM
GENLYTE GROUP INC 372302109 1026000 48000 X X
COM
GENRAD INC 372447102 659513 40900 X X
COM
GEON CO 37246W105 1820000 56000 X X
COM
GENZYME CORP 372917104 8244000 183200 X X
COM
GENZYME CORP 372917401 131531 45750 X X
COM TISSUE REPAIR
GENZYME CORP 372917500 202286 28898 X X
COM MOLECULAR ONCOLOGY DIV
GENZYME CORP 372917609 273200 47002.15 X X
COM SURGICAL PRODS DIVISION
GEORGIA PAC CORP 373298108 5219638 102850 X X
COM
GEORGIA PAC CORP 373298702 475263 19300 X X
COM TIMBER GROUP
GERBER SCIENTIFIC INC 373730100 1765969 80500 X X
COM
GIBRALTOR STEEL CORP 37476F103 285175 12200 X X
COM
GILEAD SCIENCES INC 375558103 556784 10287 X X
COM
GILLETTE CO 375766102 4214305 102320 X X
COM
GLATFELTER P H CO 377316104 1127138 77400 X X
COM
GLENBOROUGH RLTY TR INC 37803P105 3239425 242200 X X
COM
GLIMCHER RLTY TR 379302102 314150 24400 X X
COM
GLOBIX CORP 37957F101 900000 15000 X X
COM
GOLDMAN SACHS GROUP INC 38141G104 7374881 78300 X X
COM
GOODYS FAMILY CLOTHING INC 382588101 53750 10000 X X
COM
GO2NET 383486107 443700 5100 X X
COM
GRACE W R + CO DEL NEW 38388F108 655350 47200 X X
COM
GRACO INC 384109104 523775 14600 X X
COM
GRAND UN CO 386532402 353000 35300 X X
COM PAR 1.00
GRANITE CONSTR INC 387328107 1395719 75700 X X
GREAT LAKES REIT INC 390752103 219938 15300 X X
COM
GREAT PLAINS SOFTWARE INC 3.91E+109 284050 3800 X X
COM
GREATER BAY BANCORP 391648102 578813 13500 X X
COM
GREY WOLF INC 397888108 368288 128100 X X
COM
GROUP 1 AUTOMOTIVE INC 398905109 342863 24600 X X
COM
GTECH HLDGS CORP 400518106 979000 44500 X X
COM
GUIDANT CORP 401698105 1137400 24200 X X
COM
HCC INS HLDGS INC 404132102 156931 11900 X X
HADCO CORP 404681108 1892100 37100 X X
COM
HALLIBURTON CO 406216101 3465525 86100 X X
COM
HAMILTON BANCORP INC FLA 407013101 383400 21600 X X
COM
HANDLEMAN CO DEL 410252100 1419088 106100 X X
COM
HANGER ORTHOPEDIC GROUP 41043F208 594000 59400 X X
COM NEW
HARLAND JOHN H CO 412693103 1646294 89900 X X
COM
HARLEYSVILLE GROUP INC 412824104 1162800 81600 X X
COM
HARMAN INTL INDS INC NEW 413086109 1694975 30200 X X
COM
HARMONIC INC 413160102 436713 4600 X X
COM
HARRAHS ENTMT INC 413619107 608063 23000 X X
COM
HARRIS CORP DEL 413875105 464363 17400 X X
COM
HARTFORD FINANCIAL SVCS GRP 416515104 4942160 104320 X X
COM
HARTFORD LIFE INC 416592103 1540000 35000 X X
CL A
HAVERTY FURNITURE COS INC 419596101 1473338 116700 X X
COM
HAWAIIAN ELEC INDS INC 419870100 1746938 60500 X X
COM
HEALTH CARE PPTY INVS INC 421915109 760705 31862 X X
COM
HEALTHCARE RLTY TR 421946104 610813 39092 X X
COM
HEALTH CARE REIT INC 42217K106 511225 33800 X X
COM
HEALTHEON WEBMD CORP 422209106 16523623 440629.95 X X
COM
HEINZ H J CO 423074103 3153150 79200 X X
COM
HERBALIFE INTL INC 426908208 1641625 114200 X X
CL A
HERTZ CORP 428040109 867163 17300 X X
CL A
HEWLETT PACKARD CO 428236103 9741656 85500 X X
COM
HIGHWOODS PPTYS INC 431284108 10546200 453600 X X
COM
HOLLINGER INTERNATIONAL INC 435569108 663694 51300 X X
CL A
HOME DEPOT INC 437076102 5211741 75864 X X
COM
HOME PPTYS N Y INC 437306103 521313 19000 X X
COM
HOMESTAKE MNG CO 437614100 135156 17300 X X
COM
HONEYWELL INTL INC 438516106 9408081 163087 X X
COM
HOOPER HOLMES INC 439104100 484100 18800 X X
COM
HORACE MANN EDUCATORS CORP NEW 440327104 798738 40700 X X
NEW COM
HORMEL FOODS CORP 440452100 260000 6400 X X
COM
HOSPITALITY PPTYS TR 44106M102 937875 49200 X X
COM SH BEN INT
HOST MARRIOTT CORP NEW 44107P104 8014471 971451 X X
COM
HOUSEHOLD INTL INC 441815107 5300675 142300 X X
COM
HUSSMANN INTL INC 448110106 747100 49600 X X
COM
HYPERION SOLUTIONS CORP 44914M104 304500 7000 X X
COM
IBP INC 449223106 1562400 86800 X X
COM STK
ICG COMMUNICATIONS INC 449246107 204375 10900 X X
COM
IDEC PHARMACEUTICALS CORP 449370105 1260351 12828 X X
COM
IRT PPTY CO 450058102 267188 34200 X X
COM
ISS GROUP INC 450306105 341400 4800 X X
OC COM
IDACORP INC 451107106 1935863 72200 X X
COM
IDEX CORP 45167R104 522450 17200 X X
COM
IDEXX LABS INC 45168D104 436988 27100 X X
COM
ILLINOIS TOOL WKS INC 452308109 1256595 18599 X X
COM
IMPERIAL BANCORP 452556103 246461 10216 X X
COM
IMPERIAL CR COML MTG INVT CORP 45272T102 385613 33900 X X
COM
IMRGLOBAL CORP 45321W106 216075 17200 X X
COM
INACOM CORP 45323G109 222300 30400 X X
COM
INDY MAC MTG HLDGS INC 456607100 998325 78300 X X
COM
INFOCURE CORP 45665A108 445981 14300 X X
COM
INFORMIX CORP 456779107 769744 67300 X X
COM
INFORMATION RES INC 456905108 250675 27100 X X
COM
INKTOMI CORP 457277101 449075 5060 X X
COM
INNKEEPERS USA TR 4576J0104 277556 33900 X X
COM
INSIGHT ENTERPRISES INC 45765U103 666250 16400 X X
COM
INSITE VISION INC 457660108 2771731 1007902 X X
COM
INSITUFORM TECHNOLOGIES INC 457667103 912475 32300 X X
CL A
INTEGRATED HEALTH SVCS INC 45812CAE6 42638 6822000 X X
SR SUB DEB CONV
INTEL CORP 458140100 23977631 291300 X X
COM
INTER TEL INC 458372109 435000 17400 X X
COM
INTERIM SVCS INC 45868P100 2831400 114400 X X
COM
INTERMEDIA COMMUNICATIONS INC 458801107 545160 14046 X X
COM
INTERMET CORP 45881K104 258075 22200 X X
COM
INTERNATIONAL BUSINESS MACHS 459200101 38064251 352670 X X
COM
INTERNATIONAL MULTIFOODS CORP 460043102 302100 22800 X X
COM
INTERNATIONAL PAPER CO 460146103 7370738 130600 X X
COM
INTERPOOL INC 46062R108 78838 10600 X X
COM
INTERPUBLIC GROUP COS INC 460690100 1626788 28200 X X
COM
INTERWEST BANCORP INC 460931108 687225 35700 X X
COM
INTRAWARE INC 46118M103 221200 2800 X X
COM
INVACARE CORP 461203101 371156 18500 X X
COM
IPALCO ENTERPRISES INC 462613100 341250 20000 X X
COM
ISIS PHARMACEUTICALS 464330109 95000 15200 X X
JDN RLTY CORP 465917102 551475 34200 X X
COM
JP RLTY INC 46624A106 195313 12500 X X
COM
JSB FINL INC 46624M100 451313 8700 X X
COM
JACK IN THE BOX INC 466367109 219288 10600 X X
COM
JACOBS ENGR GROUP INC 469814107 1602250 49300 X X
COM
JOHNSON + JOHNSON 478160104 13014975 139700 X X
COM
JOHNSON CTLS INC 478366107 938438 16500 X X
COM
JONES PHARMA INC 480236108 586406 13500 X X
COM
JOSTENS INC 481088102 1218056 50100 X X
COM
JOURNAL REGISTER CO 481138105 1301381 84300 X X
COM
JUSTIN INDS INC 482171105 1725500 116000 X X
COM
K MART CORP 482584109 414575 41200 X X
COM
KAMAN CORP 483548103 856188 66500 X X
CL A
KAUFMAN + BROAD HOME CORP 486168107 1543163 63800 X X
COM
KEANE INC 486665102 1124375 35000 X X
COM
KELLOGG CO 487836108 1007569 32700 X X
COM
KELLWOOD CO 488044108 828038 42600 X X
COM
KENNAMETAL INC 489170100 965038 28700 X X
COM
KERR MCGEE CORP 492386107 1382600 22300 X X
COM
KEYCORP NEW 493267108 2672700 120800 X X
COM
KILROY RLTY CORP 49427F108 605713 27500 X X
COM
KIMBALL INTL INC 494274103 1366200 82800 X X
CL B
KIMBERLY CLARK CORP 494368103 6463453 99050 X X
COM
KIMCO RLTY CORP 49446R109 12994450 383600 X X
KIRBY CORP 497266106 820000 40000 X X
COM
KNIGHT RIDDER INC 499040103 2106300 35400 X X
COM
KOGER EQUITY INC 500228101 440438 26100 X X
COM
KONOVER PPTY TR INC 50047R100 204525 32400 X X
COM
KRONOS INC 501052104 900000 15000 X X
COM
LSI LOGIC CORP 502161AD4 13895100 6096000 X X
SUB NT CONV
LTC PROPERTIES 502175102 228656 27100 X X
LTX CORP 502392103 337863 15100 X X
COM
LA Z BOY INC 505336107 1681250 100000 X X
COM
LABORATORY CORP AMER HLDGS 50540R201 2325300 33700 X X
PFD CONV EXCHANGEABLE SER A
LABOR READY INC 505401208 205519 16950 X X
COM NEW
LACLEDE GAS CO 505588103 1061788 49100 X X
COM
LAM RESH CORP 512807108 2655188 23800 X X
COM
LAMAR ADVERTISING CO 512815101 1053788 17400 X X
CL A
LANCASTER COLONY CORP 513847103 583000 17600 X X
COM RTS CALLABLE THRU 4/20/00
LANDSTAR SYS INC 515098101 1725344 40300 X X
COM
LASALLE HOTEL PPTYS 517942108 137913 11800 X X
COM SH BEN INT
LATTICE SEMICONDUCTOR CORP 518415AA2 1311250 1000000 X X
SUB NT CONV 144A
LATTICE SEMICONDUCTOR CORP 518415104 1074450 22800 X X
LEAP WIRELESS INTL INC 521863100 753600 9600 X X
COM
LEAR CORP 521865105 2024000 63250 X X
COM
LEGG MASON INC 524901105 899000 24800 X X
COM
LEHMAN BROTHERS HLDGS INC 524908100 372625 4400 X X
COM
LEVEL 3 COMMUNICATIONS INC 52729N100 1776688 21700 X X
COM
LEXINGTON CORPORATE PPTY TR 529043101 164456 17900 X X
COM
LEXMARK INTL GROUP INC 529771107 2534000 28000 X X
CL A
LIBBEY INC 529898108 457125 15900 X X
COM
LIBERTY FINL COS INC 530512102 1224863 53400 X X
COM
LIBERTY PROPERTY 531172104 7517500 310000 X X
SH BEN INT SUPP
LILLY ELI + CO 532457108 4116350 61900 X X
COM
LILLY INDL INC 532491107 860000 64000 X X
CL A
LINCOLN ELEC HLDGS INC 533900106 604313 29300 X X
COM
LINCOLN NATL CORP IN 534187109 1400000 35000 X X
COM
LINEAR TECHNOLOGY CORP 535678106 458000 6400 X X
COM
LIPOSOME INC 536310105 479583 39300 X X
COM
LOCKHEED MARTIN CORP 539830109 2010313 91900 X X
COM
LOEWS CORP 540424108 485500 8000 X X
COM
LONGS DRUG STORES CORP 543162101 1060894 41100 X X
COM
LONGVIEW FIBRE CO WASHINGTON 543213102 718200 50400 X X
COM
LOUISIANA PAC CORP 546347105 498750 35000 X X
COM
LOWES COS INC 548661107 591525 9900 X X
USD0.50
LUBRIZOL CORP 549271104 1262788 40900 X X
COM
LUCENT TECHNOLOGIES INC 549463107 15664944 209389.4 X X
COM
LYONDELL CHEMICAL CO 552078107 1007250 79000 X X
COM
M + T BK CORP 55261F104 869925 2100 X X
COM
MAF BANCORP INC 55261R108 942188 45000 X X
COM
MBIA INC 55262C100 691844 13100 X X
COM
MBNA CORP 55262L100 923775 33900 X X
COM
MCI WORLDCOM INC 55268B106 23659966 445888.65 X X
COM
MDU RES GROUP INC 552690109 886000 44300 X X
COM
MGC COMMUNICATIONS INC 552763302 350175 6900 X X
COM
MMC NETWORKS INC 55308N102 330000 9600 X X
COM
MMI COS INC 553087107 233738 27100 X X
COM
MTI TECHNOLOGY CORP 553903105 593688 16100 X X
COM
MACERICH CO 554382101 740925 35600 X X
REIT
MACK CA RLTY CORP 554489104 15116250 580000 X X
COM
MADISON GAS + ELEC CO 557497104 1346363 66900 X X
COM
MAIL WELL INC 560321AD3 5767300 6160000 X X
SUB NTS CONV
MAIL WELL HLDGS INC 560321200 174150 12900 X X
COM
MALLINCKRODT INC NEW 561232109 1606531 50500 X X
COM
MANITOWOC INC 563571108 2340900 68850 X X
COM
MANUFACTURED HOME CMNTYS INC 564682102 55218501 2271198 X X
COM
MARK IV INDS INC 570387100 1613100 91200 X X
COM
MARSH + MCLENNAN COS INC 571748102 8669288 90600 X X
COM
MASCOTECH INC 574670105 356519 28100 X X
COM
MASTECH CORP 57632N105 517275 20900 X X
COM
MATHEWS INTL CORP 577128101 206250 7500 X X
CL A
MAXTOR CORP 577729205 102225 14100 X X
COM NEW
MAY DEPT STORES CO 577778103 4053825 125700 X X
COM
MAXXAM INC 577913106 763175 17800 X X
COM RTS CALLABLE THRU 11DEC99
MAXIMUS INC 577933104 906131 26700 X X
COM
MAYTAG CORP 578592107 2472000 51500 X X
COM
MCCORMICK + CO INC 579780206 3064250 103000 X X
COM NON VTG
MCDONALDS CORP 580135101 9816094 243500 X X
COM
MCGRATH RENTCORP 580589109 500500 28600 X X
COM
MCGRAW HILL COS INC 580645109 659388 10700 X X
COM
MCLEODUSA INC 582266102 883125 15000 X X
COM
MEDIAONE GROUP INC 58440J104 13100449 170551 X X
COM
MEDICIS PHARMACEUTICAL CORP 584690309 576722 13550 X X
CL A NEW
MEDQUIST INC 584949101 482694 18700 X X
COM
MEDTRONIC INC 585055106 2004063 55000 X X
COM
MELLON FINL CORP 58551A108 6008625 176400 X X
COM
MEMBERWORKS INC 586002107 232313 7000 X X
COM
MENS WEARHOUSE INC 587118100 243813 8300 X X
MENTOR GRAPHICS CORP 587200106 247925 18800 X X
COM
MERCK + CO INC 589331107 15124931 225300 X X
COM
MERCURY INTERACTIVE CORP 589405109 1198106 11100 X X
COM
MERIDIAN RESOURCE CORP 58977Q109 94019 30700 X X
COM
MERISTAR HOSPITALITY CORP 58984Y103 755120 47195 X X
COM
MERRILL LYNCH + CO INC 590188108 10045050 120300 X X
COM
METRIS COS INC 591598107 456800 12800 X X
COM
METRO GOLDWYN MAYER INC NEW 591610100 549006 23300 X X
COM
METTLER TOLEDO INTL INC 592688105 538444 14100 X X
COM
MICHAEL FOODS INC NEW 594079105 788000 32000 X X
COM
MICHAELS STORES INC 594087108 210900 7400 X X
COM
MICROS SYS INC 594901100 207200 2800 X X
COM
MICROSOFT CORP 594918104 30576825 261900 X X
COM
MICROSTRATEGY INC 594972101 1638000 7800 X X
CL A
MICRO WHSE INC 59501B105 1124800 60800 X X
COM
MICROMUSE INC 595094103 255000 1500 X X
COM
MICRON ELECTRONICS INC 595100108 202475 18200 X X
COM
MICRON TECHNOLOGY INC 595112103 2379150 30600 X X
COM
MID AMER APT CMNTYS INC 59522J103 423088 18700 X X
COM
MID ATLANTIC MED SVCS INC 59523C107 220281 26500 X X
MIDAMERICA ENERGY HLDGS CO NEW 59562V107 7119247 211332 X X
COM
MIDCAP SPDR TR 595635103 32222850 397200 X X
UNIT SER 1
MIKASA INC 59862T109 171063 17000 X X
COM
MINERALS TECHNOLOGIES INC 603158106 969513 24200 X X
COM
MINNESOTA MNG + MFG CO 604059105 12019050 122800 X X
COM
MOLECULAR DEVICES CORP 60851C107 317200 6100 X X
COM
MONTANA PWR CO 612085100 1172031 32500 X X
COM
MONY GROUP INC 615337102 1549856 53100 X X
COM
MOOG INC 615394202 542700 20100 X X
CL A
MORGAN J P + CO INC 616880100 8420563 66500 X X
COM
MORGAN KEEGAN INC 617410105 522869 31100 X X
COM
MORGAN STANLEY DEAN WITTER+CO 617446448 31462100 220400 X X
COM NEW
MOTOROLA INC 620076109 20585550 139800 X X
COM
MUELLER INDS INC 624756102 2668000 73600 X X
MUSICLAND STORES INC 62758B109 334125 39600 X X
COM
MYERS IND INC 628464109 1449457 92029 X X
COM
NBT BANCORP INC 628778102 465771 30049.75 X X
COM
NCH CORP 628850109 855600 19200 X X
COM
NCI BLDG SYS INC 628852105 1596550 86300 X X
COM
NCS HEALTHCARE INC 628874109 30800 12800 X X
CL A
NL INDS INC 629156407 239494 15900 X X
COM NEW
NUI CORP 629430109 1434800 54400 X X
COM
NVR INC 62944T105 592100 12400 X X
COM
NABORS INDUSTRIES INC 629568106 745594 24100 X X
COM
NACCO INDS INC 629579103 477838 8600 X X
CL A
NASHUA CORP 631226107 435000 58000 X X
NATIONAL AUSTRALIA BK LTD 632525309 1381250 50000 X X
CAP UNIT EXCHANGEABLE
NATIONAL CITY CORP 635405103 4434300 187200 X X
COM
NATIONAL COMM BANCORP 635449101 533156 23500 X X
COM
NATIONAL DATA CORP 635621105 6071419 178900 X X
COM
NATIONAL FUEL GAS CO N J 636180101 404550 8700 X X
COM
NATIONAL HEALTH INVS INC 63633D104 357000 24000 X X
COM
NATIONAL INSTRS CORP 636518102 336600 8800 X X
COM
NATIONAL OILWELL INC 637071101 753000 48000 X X
COM
NATIONAL PRESTO INDS INC 637215104 1388050 39100 X X
COM
NATIONAL SEMICONDUCTOR CORP 637640103 2093531 48900 X X
COM
NATIONWIDE HEALTH PPTYS INC 638620104 621500 45200 X X
COM
NAVISTAR INTL CORP INC 6.39E+112 810113 17100 X X
COM
NAVIGANT CONSULTING CO 63935N107 270788 24900 X X
COM
NEOMAGIC CORP 640497103 180469 16500 X X
COM
NETWORKS ASSOCS INC 640938AB2 2235000 6000000 X X
2018 SUB DEB CONV
NETWORK SOLUTIONS INC DEL 64121Q102 533028 2450 X X
CL A
NEW PLAN EXCEL RLTY TR INC 648053106 4743750 300000 X X
COM
NEW YORK TIMES CO 650111107 2303963 46900 X X
CL A
NEWELL RUBBERMAID INC 651229106 1911100 65900 X X
COM
NEWFIELD EXPL CO 651290108 296925 11100 X X
COM
NEWMONT MNG CORP 651639106 311150 12700 X X
COM
NEXTEL COMMUNICATIONS INC 65332V103 4397663 42644 X X
CL A
NEXTLINK COMMUNICATIONS INC 65333H707 207656 2500 X X
CL A PAR 0.02
NIKE INC 654106103 242856 4900 X X
CL B
NORFOLK SOUTHN CORP 655844108 2099200 102400 X X
COM
NORTEK INC 656559101 1514800 54100 X X
COM
NORTH AMERN VACCINE INC 657201AC3 2555000 3500000 X X
SUB NT CONV
NORTH FORK BANCORPORATION INC 659424105 2801750 160100 X X
COM
NORTHERN TRUST CORP 665859104 2689750 50750 X X
COM
NORTHWEST NAT GAS CO 667655104 811688 37000 X X
COM
NSTAR 6.70E+111 238960 5900.25 X X
COM
OCCIDENTAL PETE CORP 674599105 214088 9900 X X
COM
OCEANFIRST FINL CORP 675234108 964306 55700 X X
COM
OFFSHORE LOGISTICS INC 676255AF9 1228125 1500000 X X
SUB NT CONV
OFFSHORE LOGISTICS INC 676255102 1456875 155400 X X
COM
OGDEN CORP 676346109 657756 55100 X X
COM
OMEGA HEALTHCARE INVESTORS 681936100 390775 30800 X X
REAL ESTATE
ON ASSIGNMENT INC 682159108 400325 13400 X X
COM
ONE VY BANCORP WEST VA INC 682419106 1252563 40900 X X
COM
ONEIDA LTD 682505102 363225 16700 X X
COM
ONEOK INC NEW 682680103 1703475 67800 X X
COM
OPEN MKT INC 68370M100 248188 5500 X X
COM
ORACLE CORP 68389X105 5110050 45600 X X
COM
OSHKOSH TRUCK CORP 688239201 619959 21150 X X
COM
OTTER TAIL PWR CO 689648103 592500 15800 X X
COM
OWENS CORNING 69073F103 849750 44000 X X
COM
OWENS + MINOR INC NEW 690732102 702488 78600 X X
COM
OXFORD INDS INC 691497309 1390838 70200 X X
COM
PECO ENERGY CO 693304107 2224000 64000 X X
COM
PG+E CORP 69331C108 3669500 179000 X X
COM
PFF BANCORP INC 69331W104 1617813 83500 X X
COM
PMA CAP CORP 693419202 423338 21300 X X
CL A
PMI GROUP INC 69344M101 488125 10000 X X
COM
PNC BK CORP 693475105 4450000 100000 X X
COM
P P + L RES INC 693499105 320250 14000 X X
COM
PS BUSINESS PKS INC CA 69360J107 534625 23500 X X
COM
PSS WORLD MED INC 69366A100 178369 18900 X X
COM
PACCAR INC 693718108 487438 11000 X X
COM
PACIFIC GULF PPTYS INC 694396102 370575 18300 X X
COM
PAPA JOHNS INTL INC 698813102 264352 10143 X X
COM
PARK ELECTROCHEMICAL CORP 700416209 552500 20800 X X
PARKWAY PPTYS INC 70159Q104 267956 9300 X X
COM
PATTERSON DENTAL CO 703412106 375100 8800 X X
COM
PAXAR CORP 704227107 1156781 137100 X X
COM
PAYLESS SHOESOURCE INC 704379106 573400 12200 X X
COM
PEGASUS COMMUNICATIONS CORP 705904100 938400 9600 X X
CL A
PENN TREATY AMERN CORP 707874103 426825 27100 X X
COM
PENNEY J C INC 708160106 1242106 62300 X X
COM
PENNSYLVANIA REAL ESTATE INVT 709102107 154363 10600 X X
SH BEN INT
PEOPLES ENERGY CORP 711030106 502500 15000 X X
COM
PEP BOYS MANNY MOE + JACK 713278109 750088 82300 X X
COM
PEREGRINE SYS INC 71366Q101 530381 6300 X X
COM
PERKINELMER INC 714046109 1183925 28400 X X
COM
PERSONNEL GROUP OF AMER INC 715338AE9 11702281 14425000 X X
SUB NT CONV
PERSONAL GROUP OF AMER INC 715338109 633825 62600 X X
COM
PETSMART INC 716768AB2 6015543 7543000 X X
SUB NT CONV
PETSMART INC 716768106 174800 30400 X X
PHARMACIA + UPJOHN INC 716941109 10134740 225216.44 X X
COM
PFIZER INC 717081103 10088063 311000 X X
COM
PHARMACEUTICAL PROD DEV INC 717124101 311125 26200 X X
COM
PHILIP MORRIS COS INC 718154107 15103248 651353 X X
COM
PHILLIPS PETE CO 718507106 5922000 126000 X X
COM
PHILLIPS VAN HEUSEN CORP 718592108 619281 74500 X X
COM
PHOENIX INVT PARTNERS LTD 719085102 1210625 149000 X X
COM
PHYCOR INC 71940F100 109313 58300 X X
COM
PILGRIMS PRIDE CORP 721467108 574394 69100 X X
COM
PILGRIMS PRIDE CORP 721467207 415856 64599 X X
CL A
PINNACLE SYS INC 723481107 728306 17900 X X
COM
PIONEER STD ELECTRS INC 723877106 1436531 99500 X X
COM
PITTWAY CORP DEL 725790208 739406 16500 X X
CL A
PLANTRONICS INC NEW 727493108 443688 6200 X X
COM
PLAYERS INTL INC 727903106 224372 27300 X X
PLEXUS CORP 729132100 387200 8800 X X
COM
POLARIS INDS INC 731068102 1236125 34100 X X
COM
POLYCOM INC 73172K104 369388 5800 X X
COM
PORTAL SOFTWARE INC 736126103 483513 4700 X X
COM
POST PPTYS INC 737464107 11895750 311000 X X
COM
POWERTEL INC 73936C109 311163 3100 X X
COM
POWERWAVE TECHNOLOGIES INC 739363109 239338 4100 X X
COM
PRAXAIR INC 74005P104 442750 8800 X X
COM
PRE PAID LEGAL SVCS INC 740065107 314400 13100 X X
COM
PRECISION CASTPARTS CORP 740189105 1210125 46100 X X
COM
PRENTISS PPTYS TR 740706106 802988 38200 X X
SH BEN INT
PRESIDENTIAL LIFE CORP 740884101 619238 33700 X X
COM
PRICE COMMUNICATIONS CORP 741437305 762619 27420 X X
COM
PRIME RETAIL INC 741570105 239063 42500 X X
COM
PRIME RETAIL INC 741570303 8268750 700000 X X
PFD CONV SER B
PRIMEX TECHNOLOGIES INC 741597108 402550 19400 X X
COM
PRIORITY HEALTHCARE CORP 74264T102 399338 13800 X X
CL B
PROCTER + GAMBLE CO 742718109 13530969 123500 X X
COM
PROGRESS SOFTWARE CORP 743312100 1293900 22800 X X
COM
PROGRESSIVE CORP OHIO 743315103 829238 11340 X X
COM
PROLOGIS TR 743410102 18481271 960066 X X
SH BEN INT
PROVIDENT BANKSHARES CORP 743859100 1319732 76230 X X
PROVIDENT FINL GROUP INC 743866105 538125 15000 X X
COM
PROVIDIAN FINL CORP 74406A102 3675283 40360 X X
COM
PROXIM INC 744284100 253000 2300 X X
COM
PSINET INC 74437C309 12842500 220000 X X
PFD CONV SER C
PUBLIC SVC CO NM 744499104 1464125 90100 X X
COM
PUBLIC SVC ENTERPRISE GROUP 744573106 1044375 30000 X X
COM
PUBLIC STORAGE INC 74460D109 9075000 400000 X X
COM
PULTE CORP 745867101 1957500 87000 X X
COM
QRS CORP 74726X105 535500 5100 X X
COM
QLOGIC CORP 747277101 543575 3400 X X
COM
QUADRAMED CORP 74730W101 190941 21900 X X
COM
QUAKER OATS CO 747402105 4857169 74014 X X
COM
QUALCOMM INC 747525103 3311150 18800 X X
COM
QUANEX CORP 747620102 1955850 76700 X X
COM
QUEST DIAGNOSTICS INC 74834L100 2677275 87600 X X
COM
QUESTAR CORP 748356102 327000 21800 X X
COM
QUINTILES TRANSNATIONAL CORP 748767100 338244 18100 X X
COM
R + B FALCON CORP 7.49E+105 512775 38700 X X
COM
RFS HOTEL INVS INC 74955J108 241106 23100 X X
COM
R G S ENERGY GROUP INC 74956K104 1599763 77800 X X
COM
RLI CORP 749607107 1433950 42175 X X
COM
RSA SEC INC 749719100 364250 4700 X X
COM
RWD TECHNOLOGIES INC 74975B101 122425 11800 X X
COM
RADIAN GROUP INC 750236101 2535525 53100 X X
COM
RATIONAL SOFTWARE CORP 75409P202 579675 11800 X X
COM NEW
RAYMOND JAMES FINANCIAL INC 754730109 1246194 66700 X X
COM
RAYTHEON CO 755111408 2414531 90900 X X
CL B
READERS DIGEST ASSN INC 755267101 659588 22550 X X
COM CL A NON VTG
REAL NETWORKS INC 75605L104 339883 2825 X X
COM
REALTY INCOME CORP 756109104 571313 27700 X X
COM
RECKSON ASSOCS RLTY CORP 75621K106 805650 39300 X X
COM
REEBOK INTL LTD 758110100 338963 41400 X X
COM
REGENCY RLTY CORP 758939102 4686000 234300 X X
COM
RELIANCE BANCORP INC 759451107 293250 8500 X X
COM
RELIANCE STL + ALUM CO 759509102 1967578 83950 X X
COM
REMEDY CORP 759548100 1056463 22300 X X
COM
RENAL CARE GROUP INC 759930100 261800 11200 X X
COM
RENT A CTR INC NEW 76009N100 198125 10000 X X
COM
REPUBLIC BANCORP INC 760282103 1754472 144512.5 X X
COM
RES CARE INC 760943100 164475 12900 X X
COM
RESMED INC 761152107 267200 6400 X X
COM
RESOURCE BANCSHARES MTG GRP IN 761197102 273688 60400 X X
REYNOLDS METALS CO 761763101 2597588 33900 X X
COM
REYNOLDS R J TOB HLDGS INC 76182K105 705000 40000 X X
COM
RIGGS NATL CORP WASH DC 766570105 1234350 93600 X X
COM
RIVIANA FOODS INC DEL 769536103 1508750 85000 X X
COM
ROCK TENN CO 772739207 1693300 114800 X X
COM CL A
ROCKWELL INTL CORP NEW 773903109 957500 20000 X X
COM
ROHM + HAAS CO 775371107 244125 6000 X X
COM
ROLLINS TRUCK LEASING CORP 775741101 1160325 97200 X X
COM
ROSS STORES INC 778296103 373100 20800 X X
COM
ROUSE CO 779273101 7038000 331200 X X
COM
ROUSE CO 779273309 978750 30000 X X
PFD CONV SER B PCT
RUBY TUESDAY INC 781182100 349200 19200 X X
COM
RUSS BERRIE + CO INC 782233100 273000 10400 X X
COM
RYANS FAMILY STEAK HOUSES INC 783519101 1643900 193400 X X
COM
RYDER SYS INC 783549108 244375 10000 X X
COM
RYERSON TULL INC NEW 78375P107 1599706 82300 X X
COM
RYLAND GROUP INC 783764103 1642050 71200 X X
COM
SBC COMMUNICATIONS INC 78387G103 62523484 1282533 X X
COM
SCM MICROSYSTEMS INC 784018103 249356 3900 X X
COM
SJW CORP 784305104 505050 4200 X X
COM
SL GREEN RLTY CORP 78440X101 4241250 195000 X X
COM
SPS TECHNOLOGIES INC 784626103 1149750 36000 X X
COM
S1 CORP 78463B101 492188 6300 X X
COM
SAFEGUARD SCIENTIFIC INC 786449AD0 2258750 1000000 X X
SUB NT CONV 144A
SAFEGUARD SCIENTIFICS INC 786449108 745488 4600 X X
COM
SAFEWAY INC 786514208 2875144 80700 X X
COM NEW
ST PAUL COS INC 792860108 363825 10800 X X
COM
SAKS INC 79377W108 538463 34600 X X
COM
SALTON INC 795757103 570109 17050 X X
COM
SANDISK CORP 80004C101 298375 3100 X X
COM
SANMINA CORP 800907AA5 13057743 9911000 X X
SUB DEB CONV 144A
SANTA CRUZ OPERATION INC 801833104 504225 16600 X X
SAPIENT CORP 803062108 295969 2100 X X
COM
SARA LEE CORP 803111103 1284038 58200 X X
COM
SAWTEK INC 805468105 805406 12100 X X
COM
SCHERING PLOUGH CORP 806605101 5284650 124800 X X
COM
SCHOLASTIC CORP 807066105 2276063 36600 X X
SCHULMAN A INC 808194104 1825369 111900 X X
COM
SCHWAB CHARLES CORP 808513105 3036453 79270 X X
NEW COM STK
SCHWEITZER MAUDUIT INTL INC 808541106 296969 22100 X X
COM
SCIENTIFIC GAMES HLDGS CORP 808747109 1440938 87000 X X
COM
SCOTT TECHNOLOGIES INC 810022301 1706300 90400 X X
COM
SCOTTISH PWR PLC 81013T705 1299200 46400 X X
SPONSORED ADR FINAL INSTALMENT
SCOTTS CO 810186106 414575 10300 X X
CL A
SEARS ROEBUCK + CO 812387108 3920350 128800 X X
COM
SECURITY CAP GROUP INC 81413P204 6562500 525000 X X
CL B
SELECTIVE INS GROUP INC 816300107 1674063 97400 X X
COM
SEMTECH CORP 816850101 714113 13700 X X
COM
SENSORMATIC ELECTRS CORP 817265101 2667938 153000 X X
COM
SHOPKO STORES INC 824911101 1665200 72400 X X
COM
SHURGARD STORAGE CTRS INC 82567D104 656206 28300 X X
CL A
SIEBEL SYS INC 826170102 428400 5100 X X
COM
SIGMA ALDRICH 826552101 255531 8500 X X
COM
SIGCORP INC 826912107 798525 35100 X X
COM
SILICON VY BANCSHARES 827064106 297000 6000 X X
COM
SIMON PPTY GROUP INC NEW 828806109 25449087 1109497 X X
COM
SIMON PPTY GROUP INC NEW 828806406 4453163 73606 X X
PFD CONV SER B 6.5PCT
SIMPSON INDS INC 829060102 346500 30800 X X
COM
SIMPSON MFG INC 829073105 1592500 36400 X X
COM
SIRIUS SATELLITE RADIO INC 82966U103 809900 18200 X X
COM
SKY FINL GROUP INC 83080P103 288633 14342 X X
COM
SKYLINE CORP 830830105 1419400 60400 X X
COM
SKYWEST INC 830879102 1498000 53500 X X
SMITH A O CORP 831865209 1496250 68400 X X
COM
SMITH CHARLES E RESIDENTIAL 832197107 5306250 150000 X X
COM
SMURFIT STONE CONTAINER CORP 832727101 1800750 73500 X X
COM
SOLECTRON CORP 834182107 1846757 19414 X X
COM
SOUTH JERSEY INDS INC 838518108 204750 7200 X X
COM
SOUTHERN CO 842587107 5994850 255100 X X
COM
SOUTHTRUST CORP 844730101 453750 12000 X X
COM
SOUTHWEST AIRLS CO 844741108 5658159 350850 X X
COM
SOUTHWEST BANCORPORATION TEX 84476R109 418044 21100 X X
COM
SOUTHWEST GAS CORP 844895102 694600 30200 X X
COM
SOVEREIGN BANCORP INC 845905108 1218586 163500 X X
COM
SOVRAN SELF STORAGE INC 84610H108 217781 11500 X X
COM
SPARTECH CORP 847220209 1731825 53700 X X
COM NEW
SPIEKER PPTYS INC 848497103 14137750 388000 X X
COM
SPORTSLINE USA INC 848934105 235588 4700 X X
COM
SPRINT CORP 852061100 17810888 264600 X X
COM
SPRINT CORP 852061506 6683000 65200 X X
PCS COM SER 1
STANDARD MTR PRODS INC 853666105 825600 51200 X X
CL A
STANDARD PAC CORP NEW 85375C101 688600 62600 X X
COM
STAPLES INC 855030102 17660325 851100 X X
COM
STARMEDIA NETWORK INC 855546107 993550 24800 X X
COM
STARWOOD FINANCIAL INC 85569R104 4676720 276116.33 X X
COM
STARWOOD HOTELS + RESORTS 85590A203 16854200 717200 X X
1 CL B SH BEN INT+ 1 COMMON
STATE STREET CORPORATION 857477103 13677300 187200 X X
COM
STATION CASINOS INC 857689103 246813 11000 X X
STERLING BANCSHARES INC 858907108 335625 30000 X X
COM
STERLING COMM INC 859205106 231200 6800 X X
COM
STEWART INFORMATION SVCS CORP 860372101 1120913 84200 X X
COM
STMICROELECTRONICS N V 861012AB8 2025000 1500000 X X
SUB LIQUID YIELD OPT NT
STONERIDGE INC 86183P102 946319 61300 X X
COM
STORAGE USA INC 861907103 3121800 103200 X X
COM
STRUCTURAL DYNAMICS RESH CORP 863555108 473025 37100 X X
COM
SUIZA FOODS CORP 865077101 1327438 33500 X X
COM
SUMMIT BANCORP 866005101 918750 30000 X X
COM
SUMMIT PPTYS INC 866239106 373588 20900 X X
COM
SUN CMNTYS INC 866674104 766063 23800 X X
COM
SUN MICROSYSTEMS INC 866810104 6129333 79152 X X
COM
SUNQUEST INFORMATION SYS INC 867654105 152550 11300 X X
COM
SUNTERRA CORP 86787D109 4662100 405400 X X
COM
SUNTRUST BKS INC 867914103 7975369 115900 X X
COM
SUPERIOR INDS INTL INC 868168105 1710638 63800 X X
COM
SUPERVALU INC 868536103 460000 23000 X X
COM
SYBASE INC 871130100 3065100 180300 X X
COM
SYKES ENTERPRISES INC 871237103 491400 11200 X X
COM
SYMANTEC CORP 871503108 996625 17000 X X
COM
SYNCOR INTL CORP NEW 87157J106 267950 9200 X X
COM
SYNTEL INC 87162H103 267094 16500 X X
COM
SYSCO CORP 871829107 1887131 47700 X X
COM
T HQ INC 872443403 264338 11400 X X
COM
TJ INTL INC 872534102 529200 12600 X X
TJX COS INC NEW 872540109 1516463 74200 X X
COM
TNP ENTERPRISES INC 872594106 495000 12000 X X
COM
TALBOTS INC 874161102 678300 15200 X X
COM
TALK COM INC 874264104 576875 32500 X X
COM
TANDY CORP 875382103 2183925 44400 X X
COM
TAUBMAN CENTERS INC 876664103 80313325 7471007 X X
REIT
TECHNE CORP 878377100 401956 7300 X X
COM
TECHNITROL INC 878555101 943400 21200 X X
COM
TELEPHONE + DATA SYS INC 879433100 630000 5000 X X
COM
TELLABS INC 879664100 600153 9350 X X
COM
TEMPLE INLAND INC 879868107 217594 3300 X X
COM
TENNANT CO 880345103 1490125 45500 X X
COM
TERADYNE INC 880770102 561000 8500 X X
COM
TERAYON COMMUNICATION SYS 880775101 207281 3300 X X
COM
TEREX CORP NEW 880779103 516150 18600 X X
COM
TETRA TECH INC NEW 88162G103 172200 11200 X X
COM
TEXACO INC 881694103 10178163 187400 X X
COM
TEXAS INSTRS INC 882508104 18350634 189813 X X
COM
TEXAS REGL BANCSHARES INC 882673106 382800 13200 X X
CL A VTG
TEXAS UTILS CO 882848104 3406888 95800 X X
COM
TEXTRON INC 883203101 3734681 48700 X X
COM
THE GLOBE COM INC 88335R101 179225 21400 X X
COM
THERMO BIOANALYSIS CORP 88355H108 229688 12500 X X
COM
THERMO FIBERTEK INC 88355WAA3 1368500 1700000 X X
SUB DEB CONV 144A
THERMO ELECTRON CORP 883556102 2250000 150000 X X
COM
THERMO OPTEK CORP 883582AA6 1621125 1650000 X X
SUB DEB CONV 144A
THERMOQUEST CORP 883655102 1447875 140400 X X
COM
THOMAS + BETTS CORP 884315102 962625 30200 X X
COM
THOMAS INDS INC 884425109 670350 32800 X X
COM
THOR INDS INC 885160101 1768419 58100 X X
COM
THORNBURG MTG ASSET CORP 885218107 194700 23600 X X
COM
3COM CORP 885535104 1001100 21300 X X
COM
TIFFANY + CO NEW 886547108 865725 9700 X X
COM
TIMBERLAND CO 887100105 539325 10200 X X
CL A
TIME WARNER INC 887315109 6088029 84130 X X
COM
TIME WARNER TELECOM INC 887319101 249688 5000 X X
CL A
TIMES MIRROR CO NEW 887364107 804000 12000 X X
COM SER A
TORCHMARK INC 891027104 479531 16500 X X
COM
TORO CO 891092108 1593244 42700 X X
COM
TOSCO CORP 891490302 1598625 58800 X X
COM NEW
TOWER AUTOMOTIVE INC 891707101 1377025 89200 X X
COM
TRAVELERS PPTY CAS CORP 893939108 2944130 85960 X X
CL A
TRANSWITCH CORP 894065101 246713 3400 X X
COM
TRIAD GTY INC 895925105 1410500 62000 X X
COM
TRIARC COS INC 895927101 198450 10800 X X
CL A
TRICON GLOBAL RESTAURANTS INC 895953107 1344150 34800 X X
COM
TRIBUNE CO NEW 896047107 630466 11450 X X
COM
TRIMBLE NAVIGATION LTD 896239100 808775 37400 X X
COM
TUBOSCOPE INC 898600101 465138 29300 X X
COM
UGI CORP NEW 902681105 933994 45700 X X
COM
UICI 902737105 135200 12800 X X
COM
UMB FINL CORP 902788108 797488 21125.5 X X
COM
UST CORP 902900109 1682750 53000 X X
COM
USX MARATHON GROUP 902905827 2824250 114400 X X
COM NEW
U S RESTAURANT PPTYS INC 902971100 201806 14100 X X
COM
US BANCORP DEL 902973106 5732145 240720 X X
COM
URS CORP NEW 903236107 1706806 78700 X X
COM
USEC INC 9.03E+112 485100 69300 X X
COM
ULTRAMAR DIAMOND SHAMROCK 904000106 2722500 120000 X X
COM
UNICOM CORP 904911104 860950 25700 X X
COM
UNION PAC CORP 907818108 3559800 81600 X X
COM
UNIONBANCAL CORP 908906100 1490738 37800 X X
COM
UNISYS CORP 909214108 3827390 119840 X X
COM
UNITED ASSET MGMT CORP 909420101 443644 23900 X X
COM
UNITED DOMINION RLTY TR INC 910197102 1002313 101500 X X
COM
UNITED HEALTHCARE CORP 910581107 4712188 88700 X X
COM
UNITED ILLUM CO 910637107 1741613 33900 X X
COM
UNITED PAYORS + UTD PROVIDERS 911319101 225250 13600 X X
COM
US AIRWAYS GROUP INC 911905107 1901306 59300 X X
COM
U S WEST INC NEW 91273H101 7024032 97556.001 X X
COM
UNITED STATIONERS INC 913004107 2285000 80000 X X
COM
UNITED TECHNOLOGIES CORP 913017109 6541015 100631 X X
COM
UNITED TELEVISION INC 913066106 542000 4000 X X
COM
UNITEDGLOBALCOM 913247508 1633450 23128.5 X X
CL A
UNITRIN INC 913275103 455263 12100 X X
COM
UNIVERSAL CORP VA 913456109 1936781 84900 X X
COM
UNIVERSAL FST PRODS INC 913543104 1513350 102600 X X
COM
UNUMPROVIDENT CORP 91529Y106 250088 7800 X X
COM
US FREIGHTWAYS CORP 916906100 1278263 26700 X X
COM
URBAN SHOPPING CTRS INC 917060105 2945775 108600 X X
COM
USBANCORP INC 917292104 1086875 92500 X X
COM
USINTERNETWORKING INC 917311AE2 2019448 691000 X X
SUB NT CONV 144A
UTILICORP UTD INC 918005109 388750 20000 X X
COM
VALERO ENERGY CORP 91913Y100 955988 48100 X X
COM
VALUEVISION INTL INC 92047K107 447038 7800 X X
COM CL A
VARIAN SEMICONDUCTOR EQUIP INC 922207105 360400 10600 X X
COM
VEECO INSTRS INC DEL 922417100 505575 10800 X X
COM
VENTAS INC 92276F100 203931 48700 X X
COM
VERITY INC 92343C106 544800 12800 X X
COM
VERISIGN INC 9.23E+106 439156 2300 X X
COM
VERITAS SOFTWARE CORP 923436109 543875 3800 X X
COM
VERTICALNET INC 92532L107 836400 5100 X X
OC COM
VETERINARY CTRS AMER INC 925514101 1727825 134200 X X
COM
VIACOM INC 925524308 12069369 199700 X X
CL B
VIATEL INC 925529208 514907 9602 X X
COM
VISIO CORP 927914101 223250 4700 X X
COM
VISHAY INTERTECHNOLOGY INC 928298108 414288 13100 X X
COM
VISUAL NETWORKS INC 928444108 348700 4400 X X
COM
VORNADO RLTY TR 929042109 15544750 478300 X X
COM
VORNADO REALTY TR 929042208 1865000 40000 X X
PFD CONV SER A
WMX TECHNOLOGIES INC 92929QAF4 3310000 4000000 X X
SUB NT CONV
WMS INDUSTRIES INC 929297109 137813 10500 X X
COM
WPS RES CORP 92931B106 1346700 53600 X X
COM
WACHOVIA CORP NEW 929771103 4093600 60200 X X
WAL MART STORES INC 931142103 27408063 396500 X X
COM
WALDEN RESIDENTIAL PPTYS INC 931210108 542788 25100 X X
COM
WALLACE COMPUTER SER INC 932270101 1602650 96400 X X
COM
WALTER INDS INC 93317Q105 1723513 159400 X X
COM
WARNER LAMBERT CO 934488107 7390763 90200 X X
COM
WASHINGTON FED INC 938824109 1068475 54100 X X
COM
WASHINGTON MUT INC 939322103 6170625 237500 X X
COM
WATTS INDS INC 942749102 1190325 80700 X X
CL A
WAUSAU MOSINEE PAPER CORP 943315101 349456 29900 X X
COM
WEBB DEL CORP 947423109 1760363 70600 X X
COM
WEBSTER FINL CORP WATERBURY 947890109 815263 34600 X X
WEINGARTEN RLTY INVS 948741103 887775 22800 X X
SH BEN INT
WELLPOINT HEALTH NETWORKS INC 94973HAA6 925845 1500000 X X
SUB DEB CONV ZERO CPN
WELLPOINT HEALTH NETWORKS INC 94973H108 982469 14900 X X
COM
WELLS FARGO + CO NEW 949746101 22137105 547440 X X
COM
WENDYS INTL INC 950590109 666188 32300 X X
COM
WESCO INTL INC 95082P105 212113 23900 X X
COM
WESLEY JESSEN VISIONCARE INC 951018100 212100 5600 X X
COM
WEST PHARMACEUTICAL SVCS INC 955306105 1061156 34300 X X
COM
WESTAMERICA BANCORPORATION 957090103 393919 14100 X X
COM
WESTFIELD AMER INC 959910100 402619 32700 X X
COM
WESTVACO CORP 961548104 1145138 35100 X X
COM
WEYERHAEUSER CO 962166104 4222575 58800 X X
COM
WHIRLPOOL CORP 963320106 1164619 17900 X X
COM
WHITTMAN HART INC 966834103 471900 8800 X X
COM
WILLAMETTE INDS INC 969133107 1091281 23500 X X
COM
WILLIAMS COS INC 969457100 1778738 58200 X X
COM
WIND RIV SYS INC 973149AC1 951925 754000 X X
WINSTAR COMMUNICATIONS INC 975515107 1280228 17013 X X
COM
WOODWARD GOVERNOR CO 980745103 1317250 47900 X X
COM
WORLD ACCESS INC 98141A101 438900 22800 X X
COM
WYNDHAM INTL INC 983101106 3321622 1130765 X X
CL A
WYNNS INTL INC 983195108 935075 66200 X X
COM
XILINX INC 983919101 945750 20800 X X
COM
XIRCOM INC 983922105 1072500 14300 X X
COM
XTRA CORP 984138107 1099725 25800 X X
COM
YAHOO INC 984332106 3764381 8700 X X
COM
YANKEE ENERGY SYS INC 984779108 452556 10300 X X
COM
YELLOW CORP 985509108 1461006 86900 X X
COM
ZEBRA TECHNOLOGIES CORP 989207105 374400 6400 X X
CL A
ZIONS BANCORP 989701107 366963 6200 X X
COM
GRAND TOTAL $3,833,165,775
</TABLE>
<PAGE>
|
|