UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 6/30/2000
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 8/7/2000
------------------------- ---------------------- --------
[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: 1110
Form 13F Information Table Value Total: $ 9,357,699,285.00
(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>
SECURITIES AND EXCHANGE COMMISSION
GENERAL MOTORS - SEC 13F WORKSHEET
AS OF 06/30/00
ITEM 8
ITEM 4 ITEM 5 ITEM 6 VOTING
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM 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>
ADC TELECOMMUNICATIONS INC 886101 729,713.00 294100 X X
COM
AFLAC INC 1055102 4,322,719.00 8700 X X
COM
AGL RES INC 1204106 1,255,875.00 94100 X X
COM
AES CORP 00130H105 8,591,188.00 78800 X X
COM
AMB PPTY CORP 00163T109 8,803,344.00 188300 X X
COM
AMFM INC 1693100 10,349,969.00 385900 X X
COM
AMLI RESIDENTIAL PPTYS TR 1735109 329,875.00 149999.6 X X
SH BEN INT
AMR CORP DEL 1765106 1,594,181.00 14000 X X
COM
AT + T CORP 1957109 56,130,548.00 60300 X X
COM
AT+T CORP 1957208 32,359,200.00 1774879 X X
COM LIBERTY MEDIA GRP CL A
AT+T CORP 1957406 5,737,093.00 1334400 X X
AT+T WIRELESS GROUP COM
AVX CORP NEW 2444107 3,729,638.00 205815 X X
COM
AXA FINL INC 2451102 10,142,200.00 162600 X X
COM
ABBOTT LABS 2824100 13,105,831.00 298300 X X
COM NPV
ABGENIX INC 00339B107 359,578.00 3000 X X
COM
ACTION PERFORMANCE COS INC 004933107 2,175,000.00 300000 X X
COM
ACTION PERFORMANCE COS INC 004933AB3 5,610,605.00 16874000 X X
SUB NT CONV
ACTEL CORP 004934105 1,989,250.00 43600 X X
COM
ADOBE SYS INC 00724F101 975,000.00 7500 X X
COM
ADVANCED DIGITAL INFORMATION 007525108 213,563.00 13400 X X
COM
ADVANCED FIBRE COMMUNICATIONS 00754A105 480,313.00 10600 X X
COM
ADVANCED RADIO TELECOM CORP 00754U101 178,425.00 12200 X X
COM
ADVO INC 007585102 319,200.00 7600 X X
COM
AEROFLEX INC 007768104 313,031.00 6300 X X
COM
ADVANCED MICRO DEVICES INC 007903107 4,125,150.00 53400 X X
COM
ADVANTA CORP 007942105 862,875.00 70800 X X
CL A COM
ADVENT SOFTWARE INC 007974108 599,850.00 9300 X X
COM
AETHER SYSTEMS INC 00808V105 205,000.00 1000 X X
COM
AETNA INC 008117103 3,998,881.00 62300 X X
COM
AFFILIATED COMPUTER SVCS INC 008190100 482,713.00 14600 X X
CL A
AFFILIATED COMPUTER SVCS INC 008190AD2 8,586,360.00 8784000 X X
SUB NT CONV
AFFILIATED MANAGERS GROUP INC 008252108 1,601,600.00 35200 X X
COM
AFFYMETRIX INC 00826T108 561,425.00 3400 X X
OC CAP STK
AGILENT TECHNOLOGIES INC 00846U101 6,041,821.00 81923 X X
COM
AGRIBRANDS INTL INC 00849R105 1,358,775.00 32400 X X
COM
ALBANY INTL CORP 012348108 1,079,032.00 74416 X X
NEW CLASS A
ALBEMARLE CORP 012653101 1,649,125.00 83500 X X
COM
ALBERTO CULVER CO 013068101 265,894.00 8700 X X
CL B CONV
ALBERTSONS INC 013104104 4,359,075.00 131100 X X
COM
ALCOA INC 013817101 24,679,000.00 851000 X X
COM
ALEXANDRIA REAL ESTATE EQUIT 015271109 8,259,019.00 240700 X X
COM
ALKERMES INC 01642T108 395,850.00 8400 X X
COM
ALLEGIANCE TELECOM INC 01747T102 1,304,960.00 20390 X X
COM
ALLEN TELECOM INC 018091108 470,488.00 26600 X X
COM
ALLIANCE SEMICONDUCTOR CORP 01877H100 491,250.00 20000 X X
COM
ALLIANT TECHSYSTEMS INC 018804104 1,456,650.00 21600 X X
COM
ALLMERICA FINL CORP 019754100 911,325.00 17400 X X
COM
ALLSTATE CORP 020002101 7,585,025.00 340900 X X
COM
ALLTEL CORP 020039103 5,784,963.00 93400 X X
COM
ALPHARMA INC 020813101 361,050.00 5800 X X
CL A
ALTEON WEBSYSTEMS INC 02145A109 2,090,306.00 20890 X X
COM
AMAZON COM INC 023135106 3,954,431.00 108900 X X
COM
AMBAC FINL GROUP INC 023139108 855,075.00 15600 X X
COM
AMCOL INTL CORP 02341W103 924,000.00 56000 X X
COM
AMERADA HESS CORP 023551104 2,593,500.00 42000 X X
COM NPV
AMERICA ONLINE INC DEL 02364J104 12,965,950.00 245800 X X
COM
AMERICA WEST HLDG CORP 023657208 1,551,525.00 90600 X X
CL B
AMERICAN EXPRESS CO 025816109 15,027,638.00 288300 X X
COM
AMERICAN GEN CORP 026351106 7,015,000.00 115000 X X
COM
AMERICAN HOME PRODUCTS CORP 026609107 14,752,125.00 251100 X X
COM
AMERICAN INDL PPTYS REIT 026791202 245,481.00 18100 X X
COM NEW
AMERICAN INTL GROUP INC 026874107 82,456,448.00 701757 X X
COM
AMERICAN MGMT SYS INC 027352103 669,694.00 20400 X X
COM
AMERICAN NATL INS CO 028591105 275,400.00 5400 X X
COM
AMERICAN PWR CONVERSION CORP 029066107 530,563.00 13000 X X
COM
AMERICREDIT CORP 03060R101 542,300.00 31900 X X
COM
AMERISOURCE HEALTH CORP 03071P102 461,900.00 14900 X X
CL A
AMERITRADE HLDG CORP 03072HAA7 1,205,000.00 2000000 X X
SUB NT CONV 144A
AMERUS LIFE HLDGS INC 030732101 977,625.00 47400 X X
COM
AMGEN INC 031162100 15,479,588.00 220350 X X
COM
AMKOR TECHNOLOGY INC 031652100 1,147,656.00 32500 X X
COM
ANADARKO PETE CORP 032511107 6,141,872.00 124550 X X
COM
ANALOG DEVICES INC 032654105 2,513,928.00 33078 X X
COM
ANCHOR GAMING 033037102 393,088.00 8200 X X
COM
ANDREW CORP 034425108 1,906,350.00 56800 X X
COM
ANHEUSER BUSCH COS INC 035229103 18,858,594.00 252500 X X
COM
ANIXTER INTL INC 035290105 1,340,900.00 50600 X X
COM
APACHE CORP 037411105 8,051,431.00 136900 X X
COM
APARTMENT INVT. + MGMT CO 03748R101 23,269,019.00 538012 X X
CLASS A
APEX INC 037548104 229,688.00 5250 X X
COM
APPLE COMPUTER 037833100 7,290,600.00 139200 X X
COM NPV
APPLEBEES INTL INC 037899101 312,219.00 10300 X X
COM
APRIA HEALTHCARE GROUP INC 037933108 627,200.00 51200 X X
COM
APPLIED INDL TECHNOLOGIES INC 03820C105 1,450,825.00 88600 X X
COM
APPLIED MATERIALS INC 038222105 15,179,688.00 167500 X X
COM
APPLIED MICRO CIRCUITS CORP 03822W109 691,250.00 7000 X X
CDT COM
ARCH COAL INC 039380100 133,763.00 17400 X X
COM
ARCHER DANIELS MIDLAND CO 039483102 1,285,438.00 131000 X X
COM
ARCHSTONE CMNTYS TR 039581103 57,688,334.00 2738912 X X
SH BEN INT
ARCTIC CAT INC 039670104 743,375.00 62600 X X
COM
AREA BANCSHARES CORP NEW 039872106 261,056.00 11700 X X
COM
ARGOSY GAMING CORP 040228108 214,188.00 14900 X X
ARIBA INC 04033V104 2,359,008.00 24060 X X
COM
ARMSTRONG HLDGS INC 042384107 289,406.00 18900 X X
COM
ARROW ELECTRS INC 042735100 799,800.00 25800 X X
COM
ARTESYN TECHNOLOGIES INC 043127109 347,656.00 12500 X X
COM
ARVIN INDS INC 043339100 710,638.00 40900 X X
COM
ASPECT COMMUNICATIONS INC 04523Q102 629,000.00 16000 X X
COM
ASSOCIATED ESTATES RLTY CORP 045604105 112,700.00 16100 X X
COM
AT HOME CORP 045919107 376,301.00 18135 X X
COM SER A
AT HOME CORP 045919AC1 4,655,520.00 11712000 X X
SUB DEB CONV
ASSOCIATES FIRST CAP CORP 046008108 4,571,831.00 204900 X X
CL A
ASTORIA FINL CORP 046265104 450,625.00 17500 X X
COM
ASYST TECHNOLOGIES INC 04648X107 226,050.00 6600 X X
COM
ATMEL CORP 049513104 892,375.00 24200 X X
COM
ATMOS ENERGY CORP 049560105 875,000.00 50000 X X
COM
AUTOMATIC DATA PROCESSING INC 053015103 11,124,931.00 207700 X X
COM
AVALONBAY CMNTYS INC 053484101 34,019,988.00 814850 X X
COM
AVANT CORP 053487104 222,939.00 11900 X X
COM
AVERY DENNISON CORP 053611109 1,342,500.00 20000 X X
COM
AVIS GROUP HLDGS INC 053790101 1,085,625.00 57900 X X
COM
AVISTA CORP 05379B107 812,588.00 46600 X X
COM
AVON PRODS INC 054303102 293,700.00 6600 X X
COM
AZTAR CORP 054802103 2,230,450.00 143900 X X
COM
BB+T CORP 054937107 573,000.00 24000 X X
COM
BJS WHSL CLUB INC 05548J106 257,400.00 7800 X X
COM
BRE PPTYS INC 05564E106 9,534,525.00 330200 X X
COM
BSB BANCORP INC 055652101 985,069.00 49100 X X
COM
BMC SOFTWARE INC 055921100 1,798,680.00 49300 X X
COM
BACOU USA INC 056439102 1,132,000.00 56600 X X
COM
BAKER HUGHES INC 057224107 569,600.00 17800 X X
COM
BALL CORP 058498106 280,031.00 8700 X X
COM
BANCWEST CORP NEW 059790105 1,750,594.00 106500 X X
COM
BANK AMER CORP 060505104 42,802,200.00 995400 X X
COM
BANK NEW YORK INC 064057102 15,186,900.00 326600 X X
COM
BANK ONE CORP 06423A103 13,517,656.00 508900 X X
COM
BANK UTD CORP 065412108 1,263,231.00 35900 X X
CL A
BANKATLANTIC BANCORP INC 065908105 190,938.00 32500 X X
COM
BANKNORTH GROUP INC NEW 06646R107 435,181.00 28420 X X
COM
BANTA CORP 066821109 1,592,644.00 84100 X X
COM STK
BARD C R INC 067383109 486,063.00 10100 X X
COM
BARNES GROUP INC 067806109 505,280.00 30975 X X
COM
BARR LABS INC 068306109 201,656.00 4500 X X
COM
BATTLE MTN GOLD CO 071593107 108,281.00 49500 X X
COM
BAXTER INTL INC 071813109 9,246,094.00 131500 X X
COM
BEA SYS INC 073325102 3,428,491.00 69350 X X
COM
BEA SYS INC 073325AC6 4,762,238.00 3020000 X X
SUB NT CONV 144A
BEAR STEARNS COS INC 073902108 2,838,825.00 68200 X X
COM
BECTON DICKINSON + CO 075887109 1,075,781.00 37500 X X
COM
BEDFORD PPTY INVS INC 076446301 4,480,988.00 241400 X X
COM PAR 0.02 DOLLARS
BELLSOUTH CORP 079860102 55,254,788.00 1296300 X X
COM
BENCHMARK ELECTRS INC 08160H101 201,094.00 5500 X X
BERGEN BRUNSWIG CORP 083739102 56,103.00 10200.5 X X
CLASS A
BERRY PETE CO 085789105 232,900.00 13700 X X
CL A
BEST BUY CO INC 086516101 2,308,625.00 36500 X X
COM STK USD0.10
BESTFOODS 08658U101 10,526,000.00 152000 X X
COM
BETHLEHEM STL CORP 087509105 280,725.00 78800 X X
COM
BIO RAD LABORATORIES INC 090572207 415,000.00 16600 X X
CLASS A COM STK
BIO TECHNOLOGY GEN CORP 090578105 232,100.00 17600 X X
COM
BLOCK DRUG INC 093644102 1,385,904.00 32754 X X
CL A
BOEING CO 097023105 21,675,600.00 518400 X X
COM
BORDERS GROUP INC 099709107 690,975.00 44400 X X
COM
BOSTON PPTYS INC 101121101 22,155,300.00 573600 X X
COM
BOWNE + CO INC 103043105 375,331.00 37300 X X
COM
BOYDS COLLECTION LTD 103354106 225,250.00 26500 X X
COM
BOYKIN LODGING CO 103430104 224,100.00 16600 X X
COM
BRADLEY REAL ESTATE INC 104580105 526,419.00 24700 X X
COM
BRADY CORP 104674106 1,342,250.00 41300 X X
CL A
BRANDYWINE RLTY TR 105368203 5,955,525.00 311400 X X
SH BEN INT NEW
BREAKAWAY SOLUTIONS INC 106372105 594,000.00 22000 X X
COM
BRIGGS + STRATTON CORP 109043109 243,175.00 7100 X X
COM
BRIGHTPOINT INC 109473108 99,547.00 11500 X X
COM
BRINKER INTL INC 109641100 371,475.00 12700 X X
COM
BRIO TECHNOLOGY INC 109704106 367,646.00 17352 X X
COM
BRISTOL MYERS SQUIBB CO 110122108 23,515,525.00 403700 X X
COM
BROADBASE SOFTWARE INC 11130R100 10,743,985.00 350824 X X
COM
BROADCOM CORP 111320107 2,692,931.00 12300 X X
CL A
BROADVISION INC 111412102 1,432,913.00 28200 X X
COM
BROOKS AUTOMATION INC 11434A100 607,406.00 9500 X X
COM
BROWN TOM INC 115660201 604,238.00 26200 X X
COM NEW
BROWN SHOE INC NEW 115736100 1,245,400.00 95800 X X
COM
BRUNSWICK CORP 117043109 1,245,500.00 75200 X X
COM
BUCKEYE TECHNOLOGIES INC 118255108 651,544.00 29700 X X
COM
BUFFETS INC 119882108 1,097,469.00 86500 X X
COM STK
BURLINGTON NORTHN SANTA FE 12189T104 5,390,313.00 235000 X X
COM
BURNHAM PAC PPTYS INC 12232C108 225,500.00 32800 X X
C+D TECHNOLOGIES 124661109 305,100.00 5400 X X
COM
CBL + ASSOC PPTYS INC 124830100 820,444.00 32900 X X
COM
C CUBE MICROSYSTEMS INC NEW 12501N108 211,950.00 10800 X X
COM
CEC ENTMT INC 125137109 292,125.00 11400 X X
COM
CH ENERGY GROUP INC 12541M102 1,421,981.00 41900 X X
COM
C H ROBINSON WORLDWIDE 12541W100 747,450.00 15100 X X
COM
CIGNA CORP 125509109 12,407,450.00 132700 X X
COM
CLECO CORP NEW 12561W105 894,450.00 26700 X X
COM
CMG INFORMATION SVCS INC 125750109 322,978.00 7050 X X
COM
CMP GROUP INC 125887109 914,550.00 31200 X X
COM
CNA FINL CORP 126117100 268,600.00 7900 X X
COM
CSG SYS INTL INC 126349109 2,292,956.00 40900 X X
COM
CVS CORP 126650100 2,416,000.00 60400 X X
COM
CABLEVISION SYS CORP 12686C109 1,791,900.00 26400 X X
CL A
CABOT CORP 127055101 2,057,375.00 75500 X X
COM
CABOT INDL TR 127072106 811,125.00 41200 X X
COM SH BEN INT
CABOT OIL + GAS CORP 127097103 455,531.00 21500 X X
CL A
CALPINE CORP 131347106 3,682,000.00 56000 X X
COM
CAMBREX CORP 132011107 2,173,500.00 48300 X X
COM
CAMDEN PPTY TR 133131102 13,440,708.00 457556 X X
CAMPBELL SOUP CO 134429109 1,631,000.00 56000 X X
COM
CANANDAIGUA WINE INC 137219200 1,931,756.00 38300 X X
CL A
CAPITAL AUTOMOTIVE REIT 139733109 316,400.00 22400 X X
COM SH BEN INT
CAPITAL ONE FINL CORP 14040H105 4,203,675.00 94200 X X
COM
CARDINAL HEALTH INC 14149Y108 12,779,800.00 172700 X X
COM
CAREMARK RX INC 141705103 134,888.00 19800 X X
COM
CARLISLE COS INC 142339100 364,500.00 8100 X X
COM
CARRAMERICA RLTY CORP 144418100 15,605,850.00 588900 X X
COM
CARTER WALLACE INC. 146285101 1,364,475.00 67800 X X
COM
CASCADE NAT GAS CORP 147339105 178,556.00 10700 X X
COM
CATERPILLAR INC 149123101 6,060,238.00 178900 X X
COM
CATO CORP NEW 149205106 1,315,950.00 113200 X X
CL A
CELLSTAR CORP 150925105 38,659.00 13900 X X
COM
CELGENE CORP 151020104 465,113.00 7900 X X
COM
CENDANT CORP 151313103 8,887,200.00 634800 X X
COM
CENTER TR INC 151845104 111,881.00 22100 X X
COM
CENTERPOINT PPTYS TR 151895109 19,894,150.00 488200 X X
COM
CENTEX CORP 152312104 3,870,450.00 164700 X X
COM
CENTRAL GARDEN + PET CO 153527106 239,466.00 26700 X X
CENTRAL GARDEN AND PET CO 153527AC0 11,783,123.00 17554000 X X
SUB NT CONV
CENTURYBUSINESS SVCS INC 156490104 45,144.00 23300 X X
COM
CEPHALON INC 156708109 520,913.00 8700 X X
COM
CHARMING SHOPPES INC 161133103 749,291.00 147100 X X
COM
CHASE MANHATTAN CORP NEW 16161A108 44,045,423.00 956210 X X
COM
CHATEAU CMNTYS INC 161726104 426,575.00 15100 X X
COM
CHECKPOINT SYS INC 162825103 359,250.00 47900 X X
COM
CHELSEA GCA REALTY INC 163262108 5,619,863.00 162600 X X
COM
CHESAPEAKE ENERGY CORP 165167107 607,600.00 78400 X X
COM
CHEVRON CORP 166751107 32,839,400.00 387200 X X
COM
CHIRON CORP 170040109 370,500.00 7800 X X
COM STK
CHITTENDEN CORP 170228100 251,706.00 10300 X X
COM
CHUBB CORP 171232101 4,114,350.00 66900 X X
COM
CHURCH + DWIGHT INC 171340102 392,400.00 21800 X X
COM
CIENA CORP 171779101 866,775.00 5200 X X
COM
CIRRUS LOGIC INC 172755100 924,800.00 57800 X X
COM
CISCO SYS INC 17275R102 98,214,995.00 1545172 X X
COM
CITIGROUP INC 172967101 124,615,994.00 2068315.25 X X
COM
CITIZENS BKG CORP MICH 174420109 1,430,248.00 88100 X X
COM
CLARCOR INC 179895107 1,800,675.00 90600 X X
CLEAR CHANNEL COMMUNICATIONS 184502102 1,267,500.00 16900 X X
COM
COCA COLA CO 191216100 12,287,432.00 213927 X X
COM
COGNEX CORP 192422103 533,025.00 10300 X X
COM
COHERENT INC 192479103 1,945,900.00 23200 X X
COM
COHU INC 192576106 606,797.00 22500 X X
COM
COLGATE PALMOLIVE CO 194162103 5,995,883.00 100140 X X
COM
COLLINS + AIKMAN CORP 194830105 86,631.00 16700 X X
COM
COLONIAL BANCGROUPINC 195493309 247,363.00 25700 X X
COM
COLONIAL PPTYS TR 195872106 692,588.00 25300 X X
COM SH BEN INT
COLUMBIA ENERGY GROUP 197648108 341,250.00 5200 X X
COM
COLUMBUS MCKINNON CORP NY 199333105 442,613.00 31900 X X
COM
COMCAST CORP 200300200 3,677,400.00 90800 X X
CL A SPL
COMERICA INC 200340107 641,713.00 14300 X X
COM
COMMERCE BANCORP INC N J 200519106 615,986.00 13391 X X
COM
COMMERCE ONE INC DEL 200693109 4,854,989.00 106997 X X
COM
COMMERCIAL METALS CO 201723103 365,750.00 13300 X X
COM
COMMERCIAL NET LEASE RLTY INC 202218103 324,450.00 30900 X X
COM
COMMSCOPE INC 203372107 291,100.00 7100 X X
COM
COMMUNITY FIRST BANKSHARES INC 203902101 988,538.00 60600 X X
COM
COMMUNITY TR BANCORP INC 204149108 1,363,299.00 77077 X X
COM
COMPAQ COMPUTER CORP 204493100 8,376,831.00 327700 X X
COM
COMPUTER ASSOC INTL INC 204912109 10,201,669.00 199300 X X
COM
COMPUTER SCIENCES CORP 205363104 3,409,484.00 45650 X X
COM
COMPUWARE CORP 205638109 2,324,000.00 224000 X X
COM
COMSAT CORP 20564D107 229,594.00 9300 X X
COM SER 1
COMVERSE TECHNOLOGY INC 205862402 241,800.00 2600 X X
COM NEW
COMVERSE TECHNOLOGY INC 205862AG0 14,180,670.00 3294000 X X
SUB DEB CONV
CONAGRA INC 205887102 6,218,188.00 326200 X X
COM
CONCENTREX INC 20589S105 2,986,691.00 258141 X X
COM
CONCORD COMMUNICATIONS INC 206186108 227,288.00 5700 X X
COM
CONCORD EFS INC 206197105 234,000.00 9000 X X
COM
CONEXANT SYS INC 207142100 2,227,025.00 45800 X X
COM
CONOCO INC 208251405 9,311,005.00 379074 X X
CL B
CONSECO INC 208464107 637,650.00 65400 X X
COM STK
CONSOL ENERGY INC 20854P109 226,875.00 15000 X X
COM
CONSOLIDATED EDISON INC 209115104 2,598,113.00 87700 X X
COM
COOPER TIRE + RUBR CO 216831107 304,825.00 27400 X X
COM
CORIXA CORP 21887F100 313,444.00 7300 X X
COM
CORN PRODUCTS INTL INC 219023108 1,412,450.00 53300 X X
COM
CORNERSTONE RLTY INCOME TR INC 21922V102 384,000.00 38400 X X
COM
CORNING INC 219350105 11,155,283.00 41335 X X
COM
CORUS BANKSHARES INC 220873103 1,533,375.00 58000 X X
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COM
SCOTTS CO 810186106 375,950.00 10300 X X
CL A
SEAGATE TECHNOLOGY 811804103 550,000.00 10000 X X
COM
SEARS ROEBUCK + CO 812387108 4,600,125.00 141000 X X
COM
SECURITY CAP GROUP INC 81413P204 8,925,000.00 525000 X X
CL B
SELECTIVE INS GROUP INC 816300107 1,670,100.00 87900 X X
COM
SEMTECH CORP 816850101 986,648.00 12900 X X
COM
SEMPRA ENERGY 816851109 272,000.00 16000 X X
COM
SENSORMATIC ELECTRS CORP 817265101 2,262,769.00 143100 X X
COM
SEPRACOR INC 817315AJ3 13,722,141.00 9521000 X X
SUB DEB CONV 144A
SERVICE CORP INTL 817565104 47,813.00 15000 X X
COM
SERVICE MASTER COMPANY 81760N109 845,163.00 74300 X X
COM
SHAW INDS INC 820286102 177,500.00 14200 X X
COM
SHERWIN WILLIAMS CO 824348106 1,000,050.00 47200 X X
COM
SHURGARD STORAGE CTRS INC 82567D104 668,250.00 29700 X X
CL A
SICOR INC 825846108 552,000.00 69000 X X
COM
SIEBEL SYS INC 826170102 3,582,019.00 21900 X X
COM
SIERRA PAC RES NEW 826428104 756,263.00 60200 X X
COM
SILICON VY BANCSHARES 827064106 1,862,713.00 43700 X X
COM
SILICON VY GROUP INC 827066101 817,650.00 31600 X X
COM
SIMON PPTY GROUP INC NEW 828806109 24,616,965.00 1109497 X X
COM
SIMON PPTY GROUP INC NEW 828806406 4,931,602.00 73606 X X
PFD CONV SER B 6.5PCT
SIMPSON INDS INC 829060102 75,313.00 10000 X X
COM
SIMPSON MFG INC 829073105 1,410,469.00 29500 X X
COM
SIRIUS SATELLITE RADIO INC 82966U103 354,500.00 8000 X X
COM
SITEL CORP 82980K107 78,506.00 15900 X X
COM
SKY FINL GROUP INC 83080P103 301,888.00 18942 X X
COM
SKYLINE CORP 830830105 500,950.00 23300 X X
COM
SKYWEST INC 830879102 418,806.00 11300 X X
SMITH A O CORP 831865209 1,440,500.00 68800 X X
COM
SMITH CHARLES E RESIDENTIAL 832197107 7,296,000.00 192000 X X
COM
SMURFIT STONE CONTAINER CORP 832727101 30,504,533.00 2487437 X X
COM
SNAP ON INC 833034101 380,738.00 14300 X X
COM
SODEXHO MARRIOTT SVCS INC 833793102 334,400.00 20900 X X
COM
SOLECTRON CORP 834182107 4,177,031.00 99750 X X
COM
SOUTHDOWN INC 841297104 358,050.00 6200 X X
COM
SOUTHERN CO 842587107 7,583,556.00 325300 X X
COM
SOUTHWEST AIRLS CO 844741108 6,453,900.00 340800 X X
COM
SOUTHWEST BANCORPORATION TEX 84476R109 369,350.00 17800 X X
COM
SOUTHWEST GAS CORP 844895102 558,250.00 31900 X X
COM
SOVEREIGN BANCORP INC 845905108 2,206,406.00 313800 X X
COM
SOVEREIGN BANCORP INC 845905306 7,368,750.00 150000 X X
TR PFD INCOME EQUITY
SOVRAN SELF STORAGE INC 84610H108 261,538.00 12200 X X
COM
SPARTECH CORP 847220209 1,144,800.00 42400 X X
COM NEW
SPEEDFAM IPEC INC 847705100 212,794.00 11700 X X
COM
SPIEKER PPTYS INC 848497103 17,838,800.00 387800 X X
COM
SPLASH TECHNOLOGY HLDGS INC 848623104 552,967.00 70218 X X
COM
SPRINT CORP 852061100 20,043,000.00 393000 X X
COM
SPRINT CORP 852061506 11,733,400.00 197200 X X
PCS COM SER 1
STANDARD PAC CORP NEW 85375C101 529,000.00 52900 X X
COM
STANLEY WORKS 854616109 358,625.00 15100 X X
COM
STAPLES INC 855030102 12,847,350.00 835600 X X
COM
STARWOOD HOTELS + RESORTS 85590A203 24,242,781.00 744500 X X
1 CL B SH BEN INT+ 1 COMMON
STATE STREET CORPORATION 857477103 11,900,213.00 112200 X X
COM
STATEN IS BANCORP INC 857550107 705,000.00 40000 X X
COM
STATION CASINOS INC 857689103 295,000.00 11800 X X
STERLING BANCSHARES INC 858907108 257,338.00 23800 X X
COM
STEWART INFORMATION SVCS CORP 860372101 1,129,050.00 77200 X X
COM
STONERIDGE INC 86183P102 536,375.00 61300 X X
COM
STORAGE USA INC 861907103 3,032,600.00 102800 X X
COM
STRUCTURAL DYNAMICS RESH CORP 863555108 460,913.00 30600 X X
COM
SUIZA FOODS CORP 865077101 1,612,875.00 33000 X X
COM
SUMMIT PPTYS INC 866239106 468,300.00 22300 X X
COM
SUN CMNTYS INC 866674104 785,781.00 23500 X X
COM
SUN MICROSYSTEMS INC 866810104 21,938,854.00 241252 X X
COM
SUNTRUST BKS INC 867914103 6,295,738.00 137800 X X
COM
SUPERIOR INDS INTL INC 868168105 1,550,150.00 60200 X X
COM
SUPERVALU INC 868536103 2,388,531.00 125300 X X
COM
SUSQUEHANNA BANCSHARES INC PA 869099101 967,575.00 67900 X X
COM
SWIFT ENERGY CO 870738101 2,128,125.00 75000 X X
COM
SYBASE INC 871130100 2,773,800.00 120600 X X
COM
SYKES ENTERPRISES INC 871237103 144,200.00 11200 X X
COM
SYNCOR INTL CORP NEW 87157J106 482,400.00 6700 X X
COM
SYSCO CORP 871829107 1,150,013.00 27300 X X
COM
TJX COS INC NEW 872540109 1,012,500.00 54000 X X
COM
TRW INC 872649108 2,207,788.00 50900 X X
COM
TMP WORLDWIDE INC 872941109 2,206,994.00 29900 X X
COM
TXU CORP 873168108 8,372,100.00 283800 X X
COM
TALBOTS INC 874161102 494,438.00 9000 X X
COM
TALK CITY INC 874263106 64,681.00 41396 X X
COM
TALK COM INC 874264104 92,419.00 15900 X X
COM
TARGET CORP 8.76E+110 3,468,400.00 59800 X X
COM
TAUBMAN CENTERS INC 876664103 1,736,900.00 157900 X X
REIT
TECHNE CORP 878377100 598,000.00 4600 X X
COM
TECHNITROL INC 878555101 1,046,250.00 10800 X X
COM
TEKTRONIX INC 879131100 3,241,200.00 43800 X X
COM
TELEFLEX INC 879369106 303,913.00 8200 X X
COM
TELEPHONE + DATA SYS INC 879433100 731,825.00 7300 X X
COM
TEMPLE INLAND INC 879868107 625,800.00 14900 X X
COM
TENET HEALTHCARE CORP 88033G100 1,576,800.00 58400 X X
COM
TENNANT CO 880345103 1,425,000.00 38000 X X
COM
TERADYNE INC 880770102 4,784,850.00 65100 X X
COM
TERAYON COMMUNICATION SYS 880775101 423,947.00 6600 X X
COM
TEREX CORP NEW 880779103 162,438.00 11500 X X
COM
TETRA TECH INC NEW 88162G103 256,200.00 11200 X X
COM
TEXACO INC 881694103 18,360,600.00 344800 X X
COM
TEXAS INSTRS INC 882508104 29,110,655.00 423813 X X
COM
TEXAS REGL BANCSHARES INC 882673106 479,588.00 18900 X X
CL A VTG
TEXTRON INC 883203101 2,297,419.00 42300 X X
COM
THERMO ELECTRON CORP 883556102 1,955,337.00 92835 X X
COM
THERMO FIBERTEK INC 88355WAA3 1,428,000.00 1700000 X X
SUB DEB CONV 144A
THERMOLASE CORP 883624AA6 1,870,000.00 2000000 X X
SUB DEB CONV 144A
THERMOTREX CORP 883666AA7 650,000.00 1000000 X X
GTD SUB DEB CONV
THOMAS INDS INC 884425109 594,300.00 33600 X X
COM
THOR INDS INC 885160101 1,003,800.00 47800 X X
COM
THORNBURG MTG INC 885218107 154,776.00 21534 X X
COM
3COM CORP 885535104 1,751,800.00 30400 X X
COM
TIBCO SOFTWARE INC 88632Q103 2,575,770.00 24020 X X
COM
TIMBERLAND CO 887100105 516,931.00 7300 X X
CL A
TIME WARNER INC 887315109 8,324,280.00 109530 X X
COM
TIME WARNER TELECOM INC 887319101 1,216,688.00 18900 X X
CL A
TIMKEN CO 887389104 1,028,100.00 55200 X X
COM
TORCHMARK INC 891027104 666,563.00 27000 X X
COM
TORO CO 891092108 1,403,138.00 42600 X X
COM
TOSCO CORP 891490302 362,400.00 12800 X X
COM NEW
TOWER AUTOMOTIVE INC 891707101 753,750.00 60300 X X
COM
TRANSKARYOTIC THERAPIES INC 893735100 8,880,638.00 241650 X X
COM
TRANSWITCH CORP 894065101 393,656.00 5100 X X
COM
TRIAD GTY INC 895925105 1,516,169.00 66100 X X
COM
TRIARC COS INC 895927101 221,400.00 10800 X X
CL A
TRIMBLE NAVIGATION LTD 896239100 707,781.00 14500 X X
COM
TRIQUINT SEMICONDUCTOR INC 89674K103 325,338.00 3400 X X
COM
TUCKER ANTHONY SUTRO 898647102 311,400.00 17300 X X
COM
UAL CORP 902549500 2,600,981.00 44700 X X
COM PAR 0.01
UGI CORP NEW 902681105 938,900.00 45800 X X
COM
UICI 902737105 244,781.00 37300 X X
COM
UMB FINL CORP 902788108 798,164.00 24325 X X
COM
USX MARATHON GROUP 902905827 1,338,338.00 53400 X X
COM NEW
UST INC 902911106 195,344.00 13300 X X
COM USD0.50
U S RESTAURANT PPTYS INC 902971100 126,019.00 14100 X X
COM
US BANCORP DEL 902973106 13,279,324.00 689835 X X
COM
USA NETWORKS INC 902984103 648,750.00 30000 X X
COM
URS CORP NEW 903236107 913,475.00 59900 X X
COM
USEC INC 9.03E+112 345,025.00 74600 X X
COM
ULTRAMAR DIAMOND SHAMROCK 904000106 548,356.00 22100 X X
COM
UNICOM CORP 904911104 7,397,050.00 191200 X X
COM
UNION PAC CORP 907818108 3,514,219.00 94500 X X
COM
UNIONBANCAL CORP 908906100 2,637,731.00 142100 X X
COM
UNISYS CORP 909214108 2,856,289.00 196140 X X
COM
UNITED ASSET MGMT CORP 909420101 561,000.00 24000 X X
COM
UNITED DOMINION RLTY TR INC 910197102 1,144,000.00 104000 X X
COM
UNITED PARCEL SVC INC 911312106 3,557,700.00 60300 X X
CL B
U S WEST INC NEW 91273H101 15,086,512.00 175936.001 X X
COM
UNITED STATIONERS INC 913004107 2,392,513.00 73900 X X
COM
UNITED TECHNOLOGIES CORP 913017109 10,528,675.00 178831 X X
COM
UNITED TELEVISION INC 913066106 515,000.00 4000 X X
COM
UNITEDGLOBALCOM 913247508 1,081,257.00 23128.5 X X
CL A
UNITEDHEALTH GROUP INC 91324P102 8,009,050.00 93400 X X
COM
UNIVERSAL CORP VA 913456109 1,801,963.00 85300 X X
COM
UNIVERSAL FST PRODS INC 913543104 1,245,750.00 90600 X X
COM
US FREIGHTWAYS CORP 916906100 655,819.00 26700 X X
COM
URBAN SHOPPING CTRS INC 917060105 3,678,675.00 109200 X X
COM
USBANCORP INC 917292104 106,875.00 30000 X X
COM
USINTERNETWORKING INC 917311AE2 947,534.00 691000 X X
SUB NT CONV 144A
UTILICORP UTD INC 918005109 1,601,925.00 80600 X X
COM
VA LINUX SYS INC 91819B105 292,400.00 6800 X X
COM
V F CORP 918204108 357,188.00 15000 X X
COM
VALERO ENERGY CORP 91913Y100 1,524,000.00 48000 X X
COM
VARCO INTL INC DEL 922122106 1,648,123.00 70887 X X
COM
VARIAN SEMICONDUCTOR EQUIP INC 922207105 628,125.00 10000 X X
COM
VARIAN MED SYS INC 92220P105 1,115,063.00 28500 X X
COM
VECTREN CORP 92240G101 922,582.00 53483 X X
COM
VEECO INSTRS INC DEL 922417100 461,475.00 6300 X X
COM
VENTAS INC 92276F100 146,625.00 46000 X X
COM
VERITAS SOFTWARE CORP 923436109 6,750,423.00 59730 X X
COM
VERITY INC 92343C106 269,800.00 7100 X X
COM
VERISIGN INC 9.23E+106 2,112,176.00 11967 X X
COM
VERTEX PHARMACEUTICALS INC 92532F100 2,318,250.00 22000 X X
COM
VERTICALNET INC 92532L107 406,313.00 11000 X X
OC COM
VETERINARY CTRS AMER INC 925514101 466,125.00 33900 X X
COM
VIACOM INC 925524308 27,303,161.00 400413 X X
CL B
VISHAY INTERTECHNOLOGY INC 928298108 3,484,559.00 91850 X X
COM
VISTEON CORP 92839U107 1,279,422.00 105519.377 X X
COM
VOICESTREAM WIRELESS CORP 928615103 407,039.00 3500 X X
COM
VORNADO RLTY TR 929042109 20,606,750.00 593000 X X
COM
WMS INDUSTRIES INC 929297109 162,094.00 10500 X X
COM
WPS RES CORP 92931B106 1,617,363.00 53800 X X
COM
WACHOVIA CORP NEW 929771103 4,269,475.00 78700 X X
WAL MART STORES INC 931142103 28,824,025.00 500200 X X
COM
WALTER INDS INC 93317Q105 1,278,713.00 111800 X X
COM
WASHINGTON FED INC 938824109 1,136,975.00 62300 X X
COM
WASHINGTON MUT INC 939322103 7,545,038.00 261300 X X
COM
WATTS INDS INC 942749102 1,027,675.00 81400 X X
CL A
WAUSAU MOSINEE PAPER CORP 943315101 159,263.00 18600 X X
COM
WAVE SYSTEMS CORP 943526103 320,994.00 20300 X X
COM
WEBB DEL CORP 947423109 529,813.00 34600 X X
COM
WEBHIRE INC 94768W104 173,133.00 43624 X X
COM
WEBLINK WIRELESS INC 94769A101 32,617,905.00 2734943 X X
COM
WEBSTER FINL CORP WATERBURY 947890109 991,781.00 44700 X X
WEINGARTEN RLTY INVS 948741103 928,625.00 23000 X X
SH BEN INT
WELLS FARGO + CO NEW 949746101 29,567,800.00 763040 X X
COM
WENDYS INTL INC 950590109 591,375.00 33200 X X
COM
WESCO INTL INC 95082P105 119,531.00 12500 X X
COM
WEST PHARMACEUTICAL SVCS INC 955306105 473,588.00 21900 X X
COM
WESTERN RES INC 959425109 164,300.00 10600 X X
COM
WESTFIELD AMER INC 959910100 434,000.00 32000 X X
COM
WESTVACO CORP 961548104 3,049,456.00 122900 X X
COM
WEYERHAEUSER CO 962166104 4,054,900.00 94300 X X
COM
WHIRLPOOL CORP 963320106 1,389,425.00 29800 X X
COM
WILLAMETTE INDS INC 969133107 1,155,400.00 42400 X X
COM
WILLIAMS COS INC 969457100 3,197,431.00 76700 X X
COM
WILMINGTON TR CORP 971807102 205,200.00 4800 X X
COM
WOODWARD GOVERNOR CO 980745103 1,375,988.00 48600 X X
COM
WORLD ACCESS INC 98141A101 240,056.00 21700 X X
COM
WORLDCOM INC 98157D106 38,235,306.00 833467.15 X X
COM
WYNDHAM INTL INC 983101106 2,265,913.00 906365 X X
CL A
WYNNS INTL INC 983195108 397,031.00 17500 X X
COM
XIRCOM INC 983922105 413,250.00 8700 X X
COM
XTRA CORP 984138107 1,041,150.00 26400 X X
COM
YAHOO INC 984332106 4,205,556.00 33950 X X
COM
YELLOW CORP 985509108 1,343,725.00 91100 X X
COM
ZEBRA TECHNOLOGIES CORP 989207105 283,600.00 6400 X X
CL A
ELAN CORP PLC G29539148 7,350.00 14700 X X
CONTINGENT VALUE RT
GLOBAL CROSSING LTD G3921A100 256,547.00 9750 X X
SHS
GLOBAL CROSSING LTD G3921A134 555,938.00 2500 X X
PFD CONV
LASALLE RE HOLDINGS LTD G5383Q101 634,352.00 44712 X X
FLEXTRONICS INTERNATIONAL Y2573F102 541,876.00 7889 X X
COM
----------------
TOTAL 9,357,699,285.00
</TABLE>
