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Previous: DAW TECHNOLOGIES INC /UT, S-3/A, EX-4.5, 2000-08-24 |
Next: CORPORATE INCOME FD INTERM TERM SER 49 DEFINED ASSET FDS, 485BPOS, 2000-08-24 |
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 [X]; Amendment Number: 1
This Amendment (Check only one.): [X] 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: 1109
Form 13F Information Table Value Total: $ 9,351,199,285.00
(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>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- ---------- -------- --- ---- ------- ---------- -------- -------- --------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS INC COM 000886101 729713 8700 SOLE 8700 0 0
AFLAC INC COM 001055102 4322719 94100 SOLE 94100 0 0
AGL RES INC COM 001204106 1255875 78800 SOLE 78800 0 0
AES CORP COM 00130H105 8591188 188300 SOLE 188300 0 0
AMB PPTY CORP COM 00163T109 8803344 385900 SOLE 385900 0 0
AMFM INC COM 001693100 10349969 149999 SOLE 149999 0 0
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 329875 14000 SOLE 14000 0 0
AMR CORP DEL COM 001765106 1594181 60300 SOLE 60300 0 0
AT + T CORP COM 001957109 56130548 1774879 SOLE 1774879 0 0
AT+T CORP COM LIBERTY 001957208 32359200 1334400 SOLE 1334400 0 0
MEDIA GRP CL A
AT+T CORP AT+T WIRELESS 001957406 5737093 205815 SOLE 205815 0 0
GROUP COM
AVX CORP NEW COM 002444107 3729638 162600 SOLE 162600 0 0
AXA FINL INC COM 002451102 10142200 298300 SOLE 298300 0 0
ABBOTT LABS COM NPV 002824100 13105831 294100 SOLE 294100 0 0
ABGENIX INC COM 00339B107 359578 3000 SOLE 3000 0 0
ACTION PERFORMANCE COS INC COM 004933107 2175000 300000 SOLE 300000 0 0
ACTION PERFORMANCE COS INC SUB NT CONV 004933AB3 5610605 16874000 SOLE 16874000 0 0
ACTEL CORP COM 004934105 1989250 43600 SOLE 43600 0 0
ADOBE SYS INC COM 00724F101 975000 7500 SOLE 7500 0 0
ADVANCED DIGITAL INFORMATION COM 007525108 213563 13400 SOLE 13400 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 480313 10600 SOLE 10600 0 0
ADVANCED RADIO TELECOM CORP COM 00754U101 178425 12200 SOLE 12200 0 0
ADVO INC COM 007585102 319200 7600 SOLE 7600 0 0
AEROFLEX INC COM 007768104 313031 6300 SOLE 6300 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4125150 53400 SOLE 53400 0 0
ADVANTA CORP CL A COM 007942105 862875 70800 SOLE 70800 0 0
ADVENT SOFTWARE INC COM 007974108 599850 9300 SOLE 9300 0 0
AETHER SYSTEMS INC COM 00808V105 205000 1000 SOLE 1000 0 0
AETNA INC COM 008117103 3998881 62300 SOLE 62300 0 0
AFFILIATED COMPUTER SVCS INC CL A 008190100 482713 14600 SOLE 14600 0 0
AFFILIATED COMPUTER SVCS INC SUB NT CONV 008190AD2 8586360 8784000 SOLE 8784000 0 0
AFFILIATED MANAGERS GROUP INC COM 008252108 1601600 35200 SOLE 35200 0 0
AFFYMETRIX INC OC CAP STK 00826T108 561425 3400 SOLE 3400 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6041821 81923 SOLE 81923 0 0
AGRIBRANDS INTL INC COM 00849R105 1358775 32400 SOLE 32400 0 0
ALBANY INTL CORP NEW CLASS A 012348108 1079032 74416 SOLE 74416 0 0
ALBEMARLE CORP COM 012653101 1649125 83500 SOLE 83500 0 0
ALBERTO CULVER CO CL B CONV 013068101 265894 8700 SOLE 8700 0 0
ALBERTSONS INC COM 013104104 4359075 131100 SOLE 131100 0 0
ALCOA INC COM 013817101 24679000 851000 SOLE 851000 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 8259019 240700 SOLE 240700 0 0
ALKERMES INC COM 01642T108 395850 8400 SOLE 8400 0 0
ALLEGIANCE TELECOM INC COM 01747T102 1304960 20390 SOLE 20390 0 0
ALLEN TELECOM INC COM 018091108 470488 26600 SOLE 26600 0 0
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 491250 20000 SOLE 20000 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 1456650 21600 SOLE 21600 0 0
ALLMERICA FINL CORP COM 019754100 911325 17400 SOLE 17400 0 0
ALLSTATE CORP COM 020002101 7585025 340900 SOLE 340900 0 0
ALLTEL CORP COM 020039103 5784963 93400 SOLE 93400 0 0
ALPHARMA INC CL A 020813101 361050 5800 SOLE 5800 0 0
ALTEON WEBSYSTEMS INC COM 02145A109 2090306 20890 SOLE 20890 0 0
AMAZON COM INC COM 023135106 3954431 108900 SOLE 108900 0 0
AMBAC FINL GROUP INC COM 023139108 855075 15600 SOLE 15600 0 0
AMCOL INTL CORP COM 02341W103 924000 56000 SOLE 56000 0 0
AMERADA HESS CORP COM NPV 023551104 2593500 42000 SOLE 42000 0 0
AMERICA ONLINE INC DEL COM 02364J104 12965950 245800 SOLE 245800 0 0
AMERICA WEST HLDG CORP CL B 023657208 1551525 90600 SOLE 90600 0 0
AMERICAN EXPRESS CO COM 025816109 15027638 288300 SOLE 288300 0 0
AMERICAN GEN CORP COM 026351106 7015000 115000 SOLE 115000 0 0
AMERICAN HOME PRODUCTS CORP COM 026609107 14752125 251100 SOLE 251100 0 0
AMERICAN INDL PPTYS REIT COM NEW 026791202 245481 18100 SOLE 18100 0 0
AMERICAN INTL GROUP INC COM 026874107 82456448 701757 SOLE 701757 0 0
AMERICAN MGMT SYS INC COM 027352103 669694 20400 SOLE 20400 0 0
AMERICAN NATL INS CO COM 028591105 275400 5400 SOLE 5400 0 0
AMERICAN PWR CONVERSION CORP COM 029066107 530563 13000 SOLE 13000 0 0
AMERICREDIT CORP COM 03060R101 542300 31900 SOLE 31900 0 0
AMERISOURCE HEALTH CORP CL A 03071P102 461900 14900 SOLE 14900 0 0
AMERITRADE HLDG CORP SUB NT CONV 144A 03072HAA7 1205000 2000000 SOLE 2000000 0 0
AMERUS LIFE HLDGS INC COM 030732101 977625 47400 SOLE 47400 0 0
AMGEN INC COM 031162100 15479588 220350 SOLE 220350 0 0
AMKOR TECHNOLOGY INC COM 031652100 1147656 32500 SOLE 32500 0 0
ANADARKO PETE CORP COM 032511107 6141872 124550 SOLE 124550 0 0
ANALOG DEVICES INC COM 032654105 2513928 33078 SOLE 33078 0 0
ANCHOR GAMING COM 033037102 393088 8200 SOLE 8200 0 0
ANDREW CORP COM 034425108 1906350 56800 SOLE 56800 0 0
ANHEUSER BUSCH COS INC COM 035229103 18858594 252500 SOLE 252500 0 0
ANIXTER INTL INC COM 035290105 1340900 50600 SOLE 50600 0 0
APACHE CORP COM 037411105 8051431 136900 SOLE 136900 0 0
APARTMENT INVT. + MGMT CO CLASS A 03748R101 23269019 538012 SOLE 538012 0 0
APEX INC COM 037548104 229688 5250 SOLE 5250 0 0
APPLE COMPUTER COM NPV 037833100 7290600 139200 SOLE 139200 0 0
APPLEBEES INTL INC COM 037899101 312219 10300 SOLE 10300 0 0
APRIA HEALTHCARE GROUP INC COM 037933108 627200 51200 SOLE 51200 0 0
APPLIED INDL TECHNOLOGIES INC COM 03820C105 1450825 88600 SOLE 88600 0 0
APPLIED MATERIALS INC COM 038222105 15179688 167500 SOLE 167500 0 0
APPLIED MICRO CIRCUITS CORP CDT COM 03822W109 691250 7000 SOLE 7000 0 0
ARCH COAL INC COM 039380100 133763 17400 SOLE 17400 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1285438 131000 SOLE 131000 0 0
ARCHSTONE CMNTYS TR SH BEN INT 039581103 57688334 2738912 SOLE 2738912 0 0
ARCTIC CAT INC COM 039670104 743375 62600 SOLE 62600 0 0
AREA BANCSHARES CORP NEW COM 039872106 261056 11700 SOLE 11700 0 0
ARGOSY GAMING CORP 040228108 214188 14900 SOLE 14900 0 0
ARIBA INC COM 04033V104 2359008 24060 SOLE 24060 0 0
ARMSTRONG HLDGS INC COM 042384107 289406 18900 SOLE 18900 0 0
ARROW ELECTRS INC COM 042735100 799800 25800 SOLE 25800 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 347656 12500 SOLE 12500 0 0
ARVIN INDS INC COM 043339100 710638 40900 SOLE 40900 0 0
ASPECT COMMUNICATIONS INC COM 04523Q102 629000 16000 SOLE 16000 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 112700 16100 SOLE 16100 0 0
AT HOME CORP COM SER A 045919107 376301 18135 SOLE 18135 0 0
AT HOME CORP SUB DEB CONV 045919AC1 4655520 11712000 SOLE 11712000 0 0
ASSOCIATES FIRST CAP CORP CL A 046008108 4571831 204900 SOLE 204900 0 0
ASTORIA FINL CORP COM 046265104 450625 17500 SOLE 17500 0 0
ASYST TECHNOLOGIES INC COM 04648X107 226050 6600 SOLE 6600 0 0
ATMEL CORP COM 049513104 892375 24200 SOLE 24200 0 0
ATMOS ENERGY CORP COM 049560105 875000 50000 SOLE 50000 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 11124931 207700 SOLE 207700 0 0
AVALONBAY CMNTYS INC COM 053484101 34019988 814850 SOLE 814850 0 0
AVANT CORP COM 053487104 222939 11900 SOLE 11900 0 0
AVERY DENNISON CORP COM 053611109 1342500 20000 SOLE 20000 0 0
AVIS GROUP HLDGS INC COM 053790101 1085625 57900 SOLE 57900 0 0
AVISTA CORP COM 05379B107 812588 46600 SOLE 46600 0 0
AVON PRODS INC COM 054303102 293700 6600 SOLE 6600 0 0
AZTAR CORP COM 054802103 2230450 143900 SOLE 143900 0 0
BB+T CORP COM 054937107 573000 24000 SOLE 24000 0 0
BJS WHSL CLUB INC COM 05548J106 257400 7800 SOLE 7800 0 0
BRE PPTYS INC COM 05564E106 9534525 330200 SOLE 330200 0 0
BSB BANCORP INC COM 055652101 985069 49100 SOLE 49100 0 0
BMC SOFTWARE INC COM 055921100 1798680 49300 SOLE 49300 0 0
BACOU USA INC COM 056439102 1132000 56600 SOLE 56600 0 0
BAKER HUGHES INC COM 057224107 569600 17800 SOLE 17800 0 0
BALL CORP COM 058498106 280031 8700 SOLE 8700 0 0
BANCWEST CORP NEW COM 059790105 1750594 106500 SOLE 106500 0 0
BANK AMER CORP COM 060505104 42802200 995400 SOLE 995400 0 0
BANK NEW YORK INC COM 064057102 15186900 326600 SOLE 326600 0 0
BANK ONE CORP COM 06423A103 13517656 508900 SOLE 508900 0 0
BANK UTD CORP CL A 065412108 1263231 35900 SOLE 35900 0 0
BANKATLANTIC BANCORP INC COM 065908105 190938 32500 SOLE 32500 0 0
BANKNORTH GROUP INC NEW COM 06646R107 435181 28420 SOLE 28420 0 0
BANTA CORP COM STK 066821109 1592644 84100 SOLE 84100 0 0
BARD C R INC COM 067383109 486063 10100 SOLE 10100 0 0
BARNES GROUP INC COM 067806109 505280 30975 SOLE 30975 0 0
BARR LABS INC COM 068306109 201656 4500 SOLE 4500 0 0
BATTLE MTN GOLD CO COM 071593107 108281 49500 SOLE 49500 0 0
BAXTER INTL INC COM 071813109 9246094 131500 SOLE 131500 0 0
BEA SYS INC COM 073325102 3428491 69350 SOLE 69350 0 0
BEA SYS INC SUB NT CONV 144A 073325AC6 4762238 3020000 SOLE 3020000 0 0
BEAR STEARNS COS INC COM 073902108 2838825 68200 SOLE 68200 0 0
BECTON DICKINSON + CO COM 075887109 1075781 37500 SOLE 37500 0 0
BEDFORD PPTY INVS INC COM PAR 0.02 076446301 4480988 241400 SOLE 241400 0 0
DOLLARS
BELLSOUTH CORP COM 079860102 55254788 1296300 SOLE 1296300 0 0
BENCHMARK ELECTRS INC 08160H101 201094 5500 SOLE 5500 0 0
BERGEN BRUNSWIG CORP CLASS A 083739102 56103 10200 SOLE 10200 0 0
BERRY PETE CO CL A 085789105 232900 13700 SOLE 13700 0 0
BEST BUY CO INC COM STK USD0.10 086516101 2308625 36500 SOLE 36500 0 0
BESTFOODS COM 08658U101 10526000 152000 SOLE 152000 0 0
BETHLEHEM STL CORP COM 087509105 280725 78800 SOLE 78800 0 0
BIO RAD LABORATORIES INC CLASS A COM STK 090572207 415000 16600 SOLE 16600 0 0
BIO TECHNOLOGY GEN CORP COM 090578105 232100 17600 SOLE 17600 0 0
BLOCK DRUG INC CL A 093644102 1385904 32754 SOLE 32754 0 0
BOEING CO COM 097023105 21675600 518400 SOLE 518400 0 0
BORDERS GROUP INC COM 099709107 690975 44400 SOLE 44400 0 0
BOSTON PPTYS INC COM 101121101 22155300 573600 SOLE 573600 0 0
BOWNE + CO INC COM 103043105 375331 37300 SOLE 37300 0 0
BOYDS COLLECTION LTD COM 103354106 225250 26500 SOLE 26500 0 0
BOYKIN LODGING CO COM 103430104 224100 16600 SOLE 16600 0 0
BRADLEY REAL ESTATE INC COM 104580105 526419 24700 SOLE 24700 0 0
BRADY CORP CL A 104674106 1342250 41300 SOLE 41300 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 5955525 311400 SOLE 311400 0 0
BREAKAWAY SOLUTIONS INC COM 106372105 594000 22000 SOLE 22000 0 0
BRIGGS + STRATTON CORP COM 109043109 243175 7100 SOLE 7100 0 0
BRIGHTPOINT INC COM 109473108 99547 11500 SOLE 11500 0 0
BRINKER INTL INC COM 109641100 371475 12700 SOLE 12700 0 0
BRIO TECHNOLOGY INC COM 109704106 367646 17352 SOLE 17352 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 23515525 403700 SOLE 403700 0 0
BROADBASE SOFTWARE INC COM 11130R100 10743985 350824 SOLE 350824 0 0
BROADCOM CORP CL A 111320107 2692931 12300 SOLE 12300 0 0
BROADVISION INC COM 111412102 1432913 28200 SOLE 28200 0 0
BROOKS AUTOMATION INC COM 11434A100 607406 9500 SOLE 9500 0 0
BROWN TOM INC COM NEW 115660201 604238 26200 SOLE 26200 0 0
BROWN SHOE INC NEW COM 115736100 1245400 95800 SOLE 95800 0 0
BRUNSWICK CORP COM 117043109 1245500 75200 SOLE 75200 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 651544 29700 SOLE 29700 0 0
BUFFETS INC COM STK 119882108 1097469 86500 SOLE 86500 0 0
BURLINGTON NORTHN SANTA FE COM 12189T104 5390313 235000 SOLE 235000 0 0
BURNHAM PAC PPTYS INC 12232C108 225500 32800 SOLE 32800 0 0
C+D TECHNOLOGIES COM 124661109 305100 5400 SOLE 5400 0 0
CBL + ASSOC PPTYS INC COM 124830100 820444 32900 SOLE 32900 0 0
C CUBE MICROSYSTEMS INC NEW COM 12501N108 211950 10800 SOLE 10800 0 0
CEC ENTMT INC COM 125137109 292125 11400 SOLE 11400 0 0
CH ENERGY GROUP INC COM 12541M102 1421981 41900 SOLE 41900 0 0
C H ROBINSON WORLDWIDE COM 12541W100 747450 15100 SOLE 15100 0 0
CIGNA CORP COM 125509109 12407450 132700 SOLE 132700 0 0
CLECO CORP NEW COM 12561W105 894450 26700 SOLE 26700 0 0
CMG INFORMATION SVCS INC COM 125750109 322978 7050 SOLE 7050 0 0
CMP GROUP INC COM 125887109 914550 31200 SOLE 31200 0 0
CNA FINL CORP COM 126117100 268600 7900 SOLE 7900 0 0
CSG SYS INTL INC COM 126349109 2292956 40900 SOLE 40900 0 0
CVS CORP COM 126650100 2416000 60400 SOLE 60400 0 0
CABLEVISION SYS CORP CL A 12686C109 1791900 26400 SOLE 26400 0 0
CABOT CORP COM 127055101 2057375 75500 SOLE 75500 0 0
CABOT INDL TR COM SH BEN INT 127072106 811125 41200 SOLE 41200 0 0
CABOT OIL + GAS CORP CL A 127097103 455531 21500 SOLE 21500 0 0
CALPINE CORP COM 131347106 3682000 56000 SOLE 56000 0 0
CAMBREX CORP COM 132011107 2173500 48300 SOLE 48300 0 0
CAMDEN PPTY TR 133131102 13440708 457556 SOLE 457556 0 0
CAMPBELL SOUP CO COM 134429109 1631000 56000 SOLE 56000 0 0
CANANDAIGUA WINE INC CL A 137219200 1931756 38300 SOLE 38300 0 0
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 316400 22400 SOLE 22400 0 0
CAPITAL ONE FINL CORP COM 14040H105 4203675 94200 SOLE 94200 0 0
CARDINAL HEALTH INC COM 14149Y108 12779800 172700 SOLE 172700 0 0
CAREMARK RX INC COM 141705103 134888 19800 SOLE 19800 0 0
CARLISLE COS INC COM 142339100 364500 8100 SOLE 8100 0 0
CARRAMERICA RLTY CORP COM 144418100 15605850 588900 SOLE 588900 0 0
CARTER WALLACE INC. COM 146285101 1364475 67800 SOLE 67800 0 0
CASCADE NAT GAS CORP COM 147339105 178556 10700 SOLE 10700 0 0
CATERPILLAR INC COM 149123101 6060238 178900 SOLE 178900 0 0
CATO CORP NEW CL A 149205106 1315950 113200 SOLE 113200 0 0
CELLSTAR CORP COM 150925105 38659 13900 SOLE 13900 0 0
CELGENE CORP COM 151020104 465113 7900 SOLE 7900 0 0
CENDANT CORP COM 151313103 8887200 634800 SOLE 634800 0 0
CENTER TR INC COM 151845104 111881 22100 SOLE 22100 0 0
CENTERPOINT PPTYS TR COM 151895109 19894150 488200 SOLE 488200 0 0
CENTEX CORP COM 152312104 3870450 164700 SOLE 164700 0 0
CENTRAL GARDEN + PET CO 153527106 239466 26700 SOLE 26700 0 0
CENTRAL GARDEN AND PET CO SUB NT CONV 153527AC0 11783123 17554000 SOLE 17554000 0 0
CENTURYBUSINESS SVCS INC COM 156490104 45144 23300 SOLE 23300 0 0
CEPHALON INC COM 156708109 520913 8700 SOLE 8700 0 0
CHARMING SHOPPES INC COM 161133103 749291 147100 SOLE 147100 0 0
9
CHASE MANHATTAN CORP NEW COM 16161A108 44045423 956210 SOLE 956210 0 0
CHATEAU CMNTYS INC COM 161726104 426575 15100 SOLE 15100 0 0
CHECKPOINT SYS INC COM 162825103 359250 47900 SOLE 47900 0 0
CHELSEA GCA REALTY INC COM 163262108 5619863 162600 SOLE 162600 0 0
CHESAPEAKE ENERGY CORP COM 165167107 607600 78400 SOLE 78400 0 0
CHEVRON CORP COM 166751107 32839400 387200 SOLE 387200 0 0
CHIRON CORP COM STK 170040109 370500 7800 SOLE 7800 0 0
CHITTENDEN CORP COM 170228100 251706 10300 SOLE 10300 0 0
CHUBB CORP COM 171232101 4114350 66900 SOLE 66900 0 0
CHURCH + DWIGHT INC COM 171340102 392400 21800 SOLE 21800 0 0
CIENA CORP COM 171779101 866775 5200 SOLE 5200 0 0
CIRRUS LOGIC INC COM 172755100 924800 57800 SOLE 57800 0 0
CISCO SYS INC COM 17275R102 98214995 1545172 SOLE 1545172 0 0
CITIGROUP INC COM 172967101 124615994 2068315 SOLE 2068315 0 0
CITIZENS BKG CORP MICH COM 174420109 1430248 88100 SOLE 88100 0 0
CLARCOR INC 179895107 1800675 90600 SOLE 90600 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1267500 16900 SOLE 16900 0 0
COCA COLA CO COM 191216100 12287432 213927 SOLE 213927 0 0
COGNEX CORP COM 192422103 533025 10300 SOLE 10300 0 0
COHERENT INC COM 192479103 1945900 23200 SOLE 23200 0 0
COHU INC COM 192576106 606797 22500 SOLE 22500 0 0
COLGATE PALMOLIVE CO COM 194162103 5995883 100140 SOLE 100140 0 0
COLLINS + AIKMAN CORP COM 194830105 86631 16700 SOLE 16700 0 0
COLONIAL BANCGROUPINC COM 195493309 247363 25700 SOLE 25700 0 0
COLONIAL PPTYS TR COM SH BEN INT 195872106 692588 25300 SOLE 25300 0 0
COLUMBIA ENERGY GROUP COM 197648108 341250 5200 SOLE 5200 0 0
COLUMBUS MCKINNON CORP NY COM 199333105 442613 31900 SOLE 31900 0 0
COMCAST CORP CL A SPL 200300200 3677400 90800 SOLE 90800 0 0
COMERICA INC COM 200340107 641713 14300 SOLE 14300 0 0
COMMERCE BANCORP INC N J COM 200519106 615986 13391 SOLE 13391 0 0
COMMERCE ONE INC DEL COM 200693109 4854989 106997 SOLE 106997 0 0
COMMERCIAL METALS CO COM 201723103 365750 13300 SOLE 13300 0 0
COMMERCIAL NET LEASE RLTY INC COM 202218103 324450 30900 SOLE 30900 0 0
COMMSCOPE INC COM 203372107 291100 7100 SOLE 7100 0 0
COMMUNITY FIRST BANKSHARES INC COM 203902101 988538 60600 SOLE 60600 0 0
COMMUNITY TR BANCORP INC COM 204149108 1363299 77077 SOLE 77077 0 0
COMPAQ COMPUTER CORP COM 204493100 8376831 327700 SOLE 327700 0 0
COMPUTER ASSOC INTL INC COM 204912109 10201669 199300 SOLE 199300 0 0
COMPUTER SCIENCES CORP COM 205363104 3409484 45650 SOLE 45650 0 0
COMPUWARE CORP COM 205638109 2324000 224000 SOLE 224000 0 0
COMSAT CORP COM SER 1 20564D107 229594 9300 SOLE 9300 0 0
COMVERSE TECHNOLOGY INC COM NEW 205862402 241800 2600 SOLE 2600 0 0
COMVERSE TECHNOLOGY INC SUB DEB CONV 205862AG0 14180670 3294000 SOLE 3294000 0 0
CONAGRA INC COM 205887102 6218188 326200 SOLE 326200 0 0
CONCENTREX INC COM 20589S105 2986691 258141 SOLE 258141 0 0
CONCORD COMMUNICATIONS INC COM 206186108 227288 5700 SOLE 5700 0 0
CONCORD EFS INC COM 206197105 234000 9000 SOLE 9000 0 0
CONEXANT SYS INC COM 207142100 2227025 45800 SOLE 45800 0 0
CONOCO INC CL B 208251405 9311005 379074 SOLE 379074 0 0
CONSECO INC COM STK 208464107 637650 65400 SOLE 65400 0 0
CONSOL ENERGY INC COM 20854P109 226875 15000 SOLE 15000 0 0
CONSOLIDATED EDISON INC COM 209115104 2598113 87700 SOLE 87700 0 0
COOPER TIRE + RUBR CO COM 216831107 304825 27400 SOLE 27400 0 0
CORIXA CORP COM 21887F100 313444 7300 SOLE 7300 0 0
CORN PRODUCTS INTL INC COM 219023108 1412450 53300 SOLE 53300 0 0
CORNERSTONE RLTY INCOME TR INC COM 21922V102 384000 38400 SOLE 38400 0 0
CORNING INC COM 219350105 11155283 41335 SOLE 41335 0 0
CORUS BANKSHARES INC COM 220873103 1533375 58000 SOLE 58000 0 0
COST PLUS INC CALIF COM 221485105 214439 7475 SOLE 7475 0 0
COSTCO WHSL CORP NEW COM 22160K105 2478300 75100 SOLE 75100 0 0
COUSINS PPTYS INC COM 222795106 6167700 160200 SOLE 160200 0 0
COVENTRY HELATH CARE INC COM 222862104 234575 17600 SOLE 17600 0 0
COX COMMUNICATIONS INC NEW CL A 224044107 1394218 30600 SOLE 30600 0 0
CREDENCE SYSTEMS CORP COM 225302108 402869 7300 SOLE 7300 0 0
CREDENCE SYS CORP DEL NT CONV 225302AC2 8736098 5856000 SOLE 5856000 0 0
CREE INC COM 225447101 360450 2700 SOLE 2700 0 0
CRESCENT REAL ESTATE EQUITIES COM 225756105 6252500 305000 SOLE 305000 0 0
CRESTLINE CAP CORP COM 226153104 912844 53500 SOLE 53500 0 0
CRIIMI MAE INC PFD SER B CONV 226603207 5928125 350000 SOLE 350000 0 0
CROWN AMERICAN RLTY 228186102 137681 25615 SOLE 25615 0 0
CROWN CORK + SEAL INC COM 228255105 253500 16900 SOLE 16900 0 0
CUMMINS ENGINE INC COM 231021106 3237300 118800 SOLE 118800 0 0
CURTISS WRIGHT CORP COM 231561101 1398250 37600 SOLE 37600 0 0
CYMER INC COM 232572107 272175 5700 SOLE 5700 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 3194100 75600 SOLE 75600 0 0
CYTEC INDS INC COM 232820100 1051688 42600 SOLE 42600 0 0
CYTYC CORP COM 232946103 581788 10900 SOLE 10900 0 0
D.R.HORTON INC COM 23331A109 283456 20900 SOLE 20900 0 0
DST SYS INC DEL COM 233326107 380625 5000 SOLE 5000 0 0
DTE ENERGY CO COM 233331107 2985956 97700 SOLE 97700 0 0
DAL TILE INTL INC COM 23426R108 967725 117300 SOLE 117300 0 0
DALLAS SEMICONDUCTOR CORP COM 235204104 260800 6400 SOLE 6400 0 0
DANA CORP COM 235811106 436463 20600 SOLE 20600 0 0
DARDEN RESTAURANTS INC COM 237194105 809250 49800 SOLE 49800 0 0
DEERE + CO COM 244199105 2412400 65200 SOLE 65200 0 0
DELL COMPUTER CORP COM 247025109 9616233 195006 SOLE 195006 0 0
DELPHI AUTOMOTIVE SYS CORP COM 247126105 5107069 350700 SOLE 350700 0 0
DELPHI FINL GROUP INC 247131105 1750564 51582 SOLE 51582 0 0
DELTA AIR LINES INC DE COM 247361108 5086588 100600 SOLE 100600 0 0
DENDRITE INTL INC COM 248239105 411409 12350 SOLE 12350 0 0
DENTSPLY INTL INC NEW 249030107 831938 27000 SOLE 27000 0 0
DEVELOPERS DIVERSIFIED RLTY COM 251591103 5640400 377600 SOLE 377600 0 0
DEXTER CORP COM 252165105 806400 16800 SOLE 16800 0 0
DIGITAL MICROWAVE CORP COM 253859102 327875 8600 SOLE 8600 0 0
DIME CMNTY BANCORP INC COM 253922108 1087125 66900 SOLE 66900 0 0
DILLARDS INC CL A 254067101 305025 24900 SOLE 24900 0 0
DIME BANCORP INC NEW COM USD0.01 25429Q102 771750 49000 SOLE 49000 0 0
DISNEY WALT CO DISNEY COM 254687106 37717988 971800 SOLE 971800 0 0
DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 1178156 63900 SOLE 63900 0 0
DOMINION RES INC VA NEW COM 25746U109 4287500 100000 SOLE 100000 0 0
DOW CHEM CO COM 260543103 16346531 541500 SOLE 541500 0 0
DOW JONES + CO INC COM 260561105 5435150 74200 SOLE 74200 0 0
DOWNEY FINL CORP COM 261018105 1853100 63900 SOLE 63900 0 0
DRESS BARN INC COM 261570105 391613 17700 SOLE 17700 0 0
DU PONT E I DE NEMOURS + CO COM 263534109 18369531 419875 SOLE 419875 0 0
DUKE ENERGY CO COM STK NPV 264399106 12222100 216800 SOLE 216800 0 0
DUKE WEEKS RLTY CORP COM NEW 264411505 26550175 1186600 SOLE 1186600 0 0
DURA PHARMACEUTICALS INC COM 26632S109 251563 17500 SOLE 17500 0 0
DYCOM INDS INC COM 267475101 448500 9750 SOLE 9750 0 0
DYNEGY INC NEW CL A 26816Q101 1803450 26400 SOLE 26400 0 0
EGL INC COM 268484102 210638 6850 SOLE 6850 0 0
E M C CORP MASS COM 268648102 23878015 310356 SOLE 310356 0 0
ENSCO INTL INC COM 26874Q100 2134425 59600 SOLE 59600 0 0
EOG RESOURCES INC COM 26875P101 1427100 42600 SOLE 42600 0 0
ESS TECHNOLOGY INC COM 269151106 363950 25100 SOLE 25100 0 0
E SPIRE COMMUNICATIONS INC COM 269153102 125550 18600 SOLE 18600 0 0
EARTHGRAINS CO COM 270319106 322663 16600 SOLE 16600 0 0
EASTERN ENTERPRISES COM 27637F100 1354500 21500 SOLE 21500 0 0
EASTGROUP PPTYS INC COM 277276101 355956 16900 SOLE 16900 0 0
EASTMAN CHEM CO COM 277432100 2021019 42325 SOLE 42325 0 0
EASTMAN KODAK CO COM 277461109 15999550 268900 SOLE 268900 0 0
EATON CORP COM 278058102 234500 3500 SOLE 3500 0 0
EDUCATION MGMT CORP COM 28139T101 207719 11500 SOLE 11500 0 0
EGGHEAD COM INC NEW COM 282329101 32205 10963 SOLE 10963 0 0
EL PASO ELEC CO COM NEW 283677854 1459969 130500 SOLE 130500 0 0
EL PASO ENERGY CORP DEL COM 283905107 3377156 66300 SOLE 66300 0 0
ELECTROGLAS INC COM 285324109 442900 20600 SOLE 20600 0 0
ELETRONICS FOR IMAGING INC 286082102 1435219 56700 SOLE 56700 0 0
EMCOR GROUP INC COM 29084Q100 999381 43100 SOLE 43100 0 0
EMERSON ELEC CO COM 291011104 18553238 307300 SOLE 307300 0 0
EMPIRE DIST ELEC CO COM 291641108 319906 14500 SOLE 14500 0 0
ENCOMPASS SVCS CORP COM 29255U104 78344 13625 SOLE 13625 0 0
ENERGEN CORP COM 29265N108 1827888 83800 SOLE 83800 0 0
ENGELHARD CORP COM 292845104 5453175 319600 SOLE 319600 0 0
ENHANCE FINL SVCS GROUP INC COM 293310108 421188 29300 SOLE 29300 0 0
ENRON CORP COM 293561106 33678675 522150 SOLE 522150 0 0
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 200281 14500 SOLE 14500 0 0
EQUITABLE RES INC COM 294549100 1572950 32600 SOLE 32600 0 0
EQUITY INNS INC COM 294703103 219275 35800 SOLE 35800 0 0
EQUITY OFFICE PPTYS TR COM 294741103 223693281 8115856 SOLE 8115856 0 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 82504680 1793580 SOLE 1793580 0 0
ERIE INDTY CO CL A 29530P102 494550 15700 SOLE 15700 0 0
ESSEX PROPERTY TRUST COM 297178105 11264400 268200 SOLE 268200 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 357000 24000 SOLE 24000 0 0
ETHYL CORP COM 297659104 128500 51400 SOLE 51400 0 0
EXAR CORP COM 300645108 1560656 17900 SOLE 17900 0 0
EXODUS COMMUNICATIONS INC COM 302088109 460625 10000 SOLE 10000 0 0
EXXON MOBIL CORP COM 30231G102 162143320 2065520 SOLE 2065520 0 0
FBL FINL GROUP INC CL A 30239F106 1334025 84700 SOLE 84700 0 0
F N B CORP PA 302520101 1613494 78230 SOLE 78230 0 0
FSI INTL INC 302633102 338325 15600 SOLE 15600 0 0
F Y I INC COM 302712104 276238 8200 SOLE 8200 0 0
FAIR ISSAC + CO INC 303250104 224400 5100 SOLE 5100 0 0
FAIRFIELD CMNTYS INC 304231301 161438 20500 SOLE 20500 0 0
FARMER BROS CO COM 307675108 647500 3700 SOLE 3700 0 0
FEDERAL HOME LN MTG CORP COM FORMERLY SR 313400301 9063900 223800 SOLE 223800 0 0
PART PFD
FEDERAL NATL MTG ASSN COM 313586109 35169156 673900 SOLE 673900 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 622000 31100 SOLE 31100 0 0
FEDERATED DEPT STORES INC DEL COM 31410H101 14478750 429000 SOLE 429000 0 0
FEDEX CORP COM 31428X106 6650000 175000 SOLE 175000 0 0
FELCOR LODGING TR INC COM 31430F101 2638100 142600 SOLE 142600 0 0
FIDELITY NATL FINL INC COM 316326107 914874 49959 SOLE 49959 0 0
FIFTH THIRD BANCORP COM STK 316773100 2055625 32500 SOLE 32500 0 0
FINANCIAL SEC ASSUR HLDGS LTD COM 31769P100 311088 4100 SOLE 4100 0 0
FIRST AMERICAN FINL CORP COM 318522307 1167900 81600 SOLE 81600 0 0
FIRST CTZNS BANCSHARES INC N C 31946M103 1439900 24200 SOLE 24200 0 0
FIRST DATA CORP COM 319963104 13845375 279000 SOLE 279000 0 0
FIRST INDL RLTY TR INC COM 32054K103 7038700 238600 SOLE 238600 0 0
FIRST REP BK SAN FRANCISCO CA COM 336158100 438625 22000 SOLE 22000 0 0
FIRST UN CORP COM 337358105 11974517 482600 SOLE 482600 0 0
FIRST UTD BANCSHARES INC ARK COM 33741E104 914288 60200 SOLE 60200 0 0
FIRST WASH BANCORP INC WASH COM 33748T104 243906 17500 SOLE 17500 0 0
FIRSTAR CORP WIS COM 33763V109 4081913 193800 SOLE 193800 0 0
FIRSTFED FINL CORP DEL COM 337907109 1339050 94800 SOLE 94800 0 0
FLAGSTAR BANCORP INC COM 337930101 227500 28000 SOLE 28000 0 0
FISHER SCIENTIFIC INTL INC COM MEW 338032204 324225 13100 SOLE 13100 0 0
FLEETBOSTON FINL CORP COM 339030108 26265014 772500 SOLE 772500 0 0
FLUOR CORP COM 343861100 325738 10300 SOLE 10300 0 0
FOOTSTAR INC COM 344912100 1060675 31900 SOLE 31900 0 0
FORD MTR CO DEL COM 345370100 34653700 805900 SOLE 805900 0 0
FOREST OIL CORP COM NEW 346091606 242250 15200 SOLE 15200 0 0
FOSSIL INC COM 349882100 250744 12900 SOLE 12900 0 0
FOUNDATION HEALTH SYS INC COM 350404109 436800 33600 SOLE 33600 0 0
FOUNDRY NETWORKS INC COM 35063R100 8359560 75996 SOLE 75996 0 0
FRANKLIN COVEY CO COM 353469109 138750 20000 SOLE 20000 0 0
FRANKLIN RES INC COM 354613101 258188 8500 SOLE 8500 0 0
FREMONT GEN CORP COM 357288109 124819 31700 SOLE 31700 0 0
FRONTIER AIRLS INC NEW COM 359065109 638338 44600 SOLE 44600 0 0
FRONTIER FINL CORP WA CDT COM 35907K105 185588 10100 SOLE 10100 0 0
FURNITURE BRANDS INTL INC COM 360921100 479463 31700 SOLE 31700 0 0
GBC BANCORP CALIF 361475106 2129400 72800 SOLE 72800 0 0
GTE CORP COM 362320103 34032075 546700 SOLE 546700 0 0
GABLES RESIDENTIAL TR SH BEN INT 362418105 660800 25600 SOLE 25600 0 0
GALLAGHER ARTHUR J + CO COM 363576109 747600 17800 SOLE 17800 0 0
GANNETT INC COM 364730101 9288881 155300 SOLE 155300 0 0
GAP INC COM 364760108 6353125 203300 SOLE 203300 0 0
GARDNER DENVER INC COM 365558105 225225 12600 SOLE 12600 0 0
GATEWAY INC COM 367626108 1940850 34200 SOLE 34200 0 0
GENCORP INC COM 368682100 305600 38200 SOLE 38200 0 0
GENENTECH INC COM 368710406 1651200 9600 SOLE 9600 0 0
GENERAL DYNAMICS CORP COM 369550108 1692900 32400 SOLE 32400 0 0
GENERAL ELEC CO COM 369604103 65495598 1235766 SOLE 1235766 0 0
GENERAL GROWTH PPTYS INC COM 370021107 6350000 200000 SOLE 200000 0 0
GENERAL MLS INC COM 370334104 5184788 135550 SOLE 135550 0 0
GENERAL MTRS CORP CL H NEW 370442832 4327128000 53600000 SOLE 53600000 0 0
GENLYTE GROUP INC COM 372302109 1187925 56400 SOLE 56400 0 0
GENRAD INC COM 372447102 166500 18500 SOLE 18500 0 0
GENUINE PARTS CO COM 372460105 456000 22800 SOLE 22800 0 0
GEON CO COM 37246W105 995300 53800 SOLE 53800 0 0
GENZYME CORP COM 372917104 5165119 86900 SOLE 86900 0 0
GENZYME CORP COM TISSUE 372917401 187688 35750 SOLE 35750 0 0
REPAIR
GENZYME CORP COM MOLECULAR 372917500 400960 28898 SOLE 28898 0 0
ONCOLOGY DIV
GENZYME CORP COM SURGICAL 372917609 355784 35802 SOLE 35802 0 0
PRODS DIVISION
GEORGIA GULF CORP COM 373200203 1021894 49100 SOLE 49100 0 0
GEORGIA PAC CORP COM 373298108 3845625 146500 SOLE 146500 0 0
GERBER SCIENTIFIC INC COM 373730100 894700 77800 SOLE 77800 0 0
GIBRALTOR STEEL CORP COM 37476F103 170800 12200 SOLE 12200 0 0
GILEAD SCIENCES INC COM 375558103 731663 10287 SOLE 10287 0 0
GILLETTE CO COM 375766102 3225430 92320 SOLE 92320 0 0
GLATFELTER P H CO COM 377316104 849638 83400 SOLE 83400 0 0
GLENAYRE TECHNOLOGIES INC COM 377899109 636919 60300 SOLE 60300 0 0
GLENBOROUGH RLTY TR INC COM 37803P105 1600763 91800 SOLE 91800 0 0
GLIMCHER RLTY TR COM 379302102 350750 24400 SOLE 24400 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 8662088 91300 SOLE 91300 0 0
GO2NET COM 383486107 256594 5100 SOLE 5100 0 0
GRACE W R + CO DEL NEW COM 38388F108 584425 48200 SOLE 48200 0 0
GRACO INC COM 384109104 429000 13200 SOLE 13200 0 0
GRANITE CONSTR INC 387328107 1391600 56800 SOLE 56800 0 0
GREAT LAKES REIT INC COM 390752103 275400 16200 SOLE 16200 0 0
GREATER BAY BANCORP COM 391648102 631125 13500 SOLE 13500 0 0
GREY WOLF INC COM 397888108 449500 89900 SOLE 89900 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 153600 12800 SOLE 12800 0 0
GTECH HLDGS CORP COM 400518106 1045894 46100 SOLE 46100 0 0
GUIDANT CORP COM 401698105 2187900 44200 SOLE 44200 0 0
GUILFORD PHARMACEUTICALS INC COM 401829106 316313 21000 SOLE 21000 0 0
HCA HEALTHCARE CO COM 404119109 9121613 300300 SOLE 300300 0 0
HNC SOFTWARE INC COM 40425P107 203775 3300 SOLE 3300 0 0
HALLIBURTON CO COM 406216101 5176469 109700 SOLE 109700 0 0
HANDLEMAN CO DEL COM 410252100 1587500 127000 SOLE 127000 0 0
HARLAND JOHN H CO COM 412693103 1704369 114100 SOLE 114100 0 0
HARLEYSVILLE GROUP INC COM 412824104 1375175 82100 SOLE 82100 0 0
HARMAN INTL INDS INC NEW COM 413086109 2232600 36600 SOLE 36600 0 0
HARMONIC INC COM 413160102 387610 15661 SOLE 15661 0 0
HARRAHS ENTMT INC COM 413619107 776781 37100 SOLE 37100 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 7305438 130600 SOLE 130600 0 0
HAVERTY FURNITURE COS INC COM 419596101 864450 101700 SOLE 101700 0 0
HAWAIIAN ELEC INDS INC COM 419870100 1853906 56500 SOLE 56500 0 0
HEARME COM 421903105 266981 59329 SOLE 59329 0 0
HEALTH CARE PPTY INVS INC COM 421915109 939062 34461 SOLE 34461 0 0
HEALTHSOUTH CORP COM 421924101 458563 63800 SOLE 63800 0 0
HEALTHCARE RLTY TR COM 421946104 668714 39192 SOLE 39192 0 0
HEALTH CARE REIT INC COM 42217K106 549250 33800 SOLE 33800 0 0
HEALTHEON WEBMD CORP COM 422209106 444375 30000 SOLE 30000 0 0
HEINZ H J CO COM 423074103 4431875 101300 SOLE 101300 0 0
HELMERICH AND PAYNE INC COM 423452101 1775313 47500 SOLE 47500 0 0
HERBALIFE INTL INC CL A 426908208 1025500 117200 SOLE 117200 0 0
HERTZ CORP CL A 428040109 2873600 102400 SOLE 102400 0 0
HEWLETT PACKARD CO COM 428236103 23186790 185680 SOLE 185680 0 0
HIGHWOODS PPTYS INC COM 431284108 10965600 456900 SOLE 456900 0 0
HILTON HOTELS CORP COM 432848109 322500 34400 SOLE 34400 0 0
HOME DEPOT INC COM 437076102 11741005 235114 SOLE 235114 0 0
HOME PPTYS N Y INC COM 437306103 5112000 170400 SOLE 170400 0 0
HOMESTORE COM INC COM 437852106 930527 31881 SOLE 31881 0 0
HONEYWELL INTL INC COM 438516106 8263544 245300 SOLE 245300 0 0
HOOPER HOLMES INC COM 439104100 264000 33000 SOLE 33000 0 0
HORACE MANN EDUCATORS CORP NEW NEW COM 440327104 612000 40800 SOLE 40800 0 0
HORMEL FOODS CORP COM 440452100 425356 25300 SOLE 25300 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1152944 51100 SOLE 51100 0 0
HOST MARRIOTT CORP NEW COM 44107P104 8243916 879351 SOLE 879351 0 0
HOUSEHOLD INTL INC COM 441815107 7909344 190300 SOLE 190300 0 0
HUBBELL INC CLB 443510201 226950 8900 SOLE 8900 0 0
HUMANA INC COM 444859102 153075 31400 SOLE 31400 0 0
HUMAN GENOME SCIENCES INC COM 444903108 1253725 9400 SOLE 9400 0 0
HYPERION SOLUTIONS CORP COM 44914M104 227063 7000 SOLE 7000 0 0
IBP INC COM STK 449223106 410638 26600 SOLE 26600 0 0
ICG COMMUNICATIONS INC COM 449246107 240481 10900 SOLE 10900 0 0
IDEC PHARMACEUTICALS CORP COM 449370105 1000441 8528 SOLE 8528 0 0
IRT PPTY CO COM 450058102 289850 34100 SOLE 34100 0 0
ISTAR FINL INC COM 45031U101 5781158 276115 SOLE 276115 0 0
IDACORP INC COM 451107106 1202925 37300 SOLE 37300 0 0
IDEX CORP COM 45167R104 495531 15700 SOLE 15700 0 0
IDEXX LABS INC COM 45168D104 295088 12900 SOLE 12900 0 0
IGATE CAP CORP COM 45169U105 151250 11000 SOLE 11000 0 0
ILLINOIS TOOL WKS INC COM 452308109 2023500 35500 SOLE 35500 0 0
IMATION CORP COM 45245A107 1095688 37300 SOLE 37300 0 0
IMMUNEX CORP NEW COM 452528102 1700650 34400 SOLE 34400 0 0
IMPERIAL BANCORP COM 452556103 355203 22733 SOLE 22733 0 0
INCYTE GENOMICS INC COM 45337C102 901843 10973 SOLE 10973 0 0
INDYMAC BANCORP INC COM 456607100 1052450 77600 SOLE 77600 0 0
INFOCUS CORP COM 45665B106 759625 23600 SOLE 23600 0 0
INFORMIX CORP COM 456779107 457034 61450 SOLE 61450 0 0
INGERSOLL RAND CO COM 456866102 567525 14100 SOLE 14100 0 0
INFORMATION RES INC COM 456905108 100406 25500 SOLE 25500 0 0
INKTOMI CORP COM 457277101 551045 4660 SOLE 4660 0 0
INPUT/OUTPUT INC COM 457652105 397406 47100 SOLE 47100 0 0
INSIGHT ENTERPRISES INC COM 45765U103 587194 9900 SOLE 9900 0 0
INSITUFORM TECHNOLOGIES INC CL A 457667103 604888 22300 SOLE 22300 0 0
INNKEEPERS USA TR COM 4576J0104 309338 33900 SOLE 33900 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 4909750 82000 SOLE 82000 0 0
INTEL CORP COM 458140100 62238884 465555 SOLE 465555 0 0
INTERACT COMM CORP COM 45839Y107 1113753 94286 SOLE 94286 0 0
INTERMEDIA COMMUNICATIONS INC COM 458801107 1015992 34151 SOLE 34151 0 0
INTERMET CORP COM 45881K104 140938 20500 SOLE 20500 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 47979610 437920 SOLE 437920 0 0
INTERNATIONAL HOME FOODS INC COM 459655106 927531 44300 SOLE 44300 0 0
INTERNATIONAL PAPER CO COM 460146103 7304063 245000 SOLE 245000 0 0
INTERNATIONAL RECTIFIER CORP COM 460254105 2010400 35900 SOLE 35900 0 0
INTERNET CAP GROUP INC COM 46059C106 1293807 34953 SOLE 34953 0 0
INTERPOOL INC COM 46062R108 104325 10700 SOLE 10700 0 0
INTERWEST BANCORP INC COM 460931108 516600 36900 SOLE 36900 0 0
INTERTAN INC COM 461120107 119850 10200 SOLE 10200 0 0
INVACARE CORP COM 461203101 506625 19300 SOLE 19300 0 0
ISHARES TR RUSSELL 2000 464287655 19988730 231000 SOLE 231000 0 0
INDEX FD
ISIS PHARMACEUTICALS 464330109 220400 15200 SOLE 15200 0 0
I2 TECHNOLOGIES INC COM 465754109 2336593 22410 SOLE 22410 0 0
JDN RLTY CORP COM 465917102 347394 34100 SOLE 34100 0 0
JDS UNIPHASE CORP COM 46612J101 9270533 77335 SOLE 77335 0 0
JP RLTY INC COM 46624A106 235125 13200 SOLE 13200 0 0
JACK IN THE BOX INC COM 466367109 238863 9700 SOLE 9700 0 0
JACOBS ENGR GROUP INC COM 469814107 1533044 46900 SOLE 46900 0 0
JOHNSON + JOHNSON COM 478160104 24714875 242600 SOLE 242600 0 0
JOHNSON CTLS INC COM 478366107 1754888 34200 SOLE 34200 0 0
JONES PHARMA INC COM 480236108 515194 12900 SOLE 12900 0 0
JOURNAL REGISTER CO COM 481138105 1545775 84700 SOLE 84700 0 0
JUNIPER NETWORKS INC COM 48203R104 8733750 60000 SOLE 60000 0 0
JUNIPER NETWORKS INC SUB NT CNV 48203RAA2 6576050 6040000 SOLE 6040000 0 0
JUSTIN INDS INC COM 482171105 1249063 57100 SOLE 57100 0 0
KLA TENCOR CORP COM 482480100 2933981 50100 SOLE 50100 0 0
KAMAN CORP CL A 483548103 713925 66800 SOLE 66800 0 0
KAUFMAN + BROAD HOME CORP COM 486168107 1293756 65300 SOLE 65300 0 0
KELLOGG CO COM 487836108 5848850 196600 SOLE 196600 0 0
KELLWOOD CO COM 488044108 910488 43100 SOLE 43100 0 0
KEMET CORP COM 488360108 2015025 80400 SOLE 80400 0 0
KENNAMETAL INC COM 489170100 634550 29600 SOLE 29600 0 0
KERR MCGEE CORP COM 492386107 5734619 97300 SOLE 97300 0 0
KERR MCGEE CORP SUB DEB CONV 492386AP2 5938520 5162000 SOLE 5162000 0 0
KEY ENERGY SVCS INC COM 492914106 779625 81000 SOLE 81000 0 0
KEYCORP NEW COM 493267108 3001538 170300 SOLE 170300 0 0
KEYSPAN CORP COM 49337W100 492000 16000 SOLE 16000 0 0
KIMBALL INTL INC CL B 494274103 470525 31900 SOLE 31900 0 0
KILROY RLTY CORP COM 49427F108 700313 27000 SOLE 27000 0 0
KIMBERLY CLARK CORP COM 494368103 5964131 103950 SOLE 103950 0 0
KIMCO RLTY CORP 49446R109 17777600 433600 SOLE 433600 0 0
KINDER MORGAN INC KANS COM 49455P101 449313 13000 SOLE 13000 0 0
KIRBY CORP COM 497266106 1221875 57500 SOLE 57500 0 0
KOGER EQUITY INC COM 500228101 440438 26100 SOLE 26100 0 0
KONOVER PPTY TR INC COM 50047R100 145350 30600 SOLE 30600 0 0
KOPIN CORP COM 500600101 297775 4300 SOLE 4300 0 0
KULICKE + SOFFA INDS INC COM 501242101 1300313 21900 SOLE 21900 0 0
LSI LOGIC CORP COM 502161102 1320650 24400 SOLE 24400 0 0
LSI LOGIC CORP SUB NT CONV 502161AD4 7733478 2196000 SOLE 2196000 0 0
LSI LOGIC CORP SUB NT CONB 502161AE2 3100020 2928000 SOLE 2928000 0 0
LTC PROPERTIES 502175102 150902 25415 SOLE 25415 0 0
LTX CORP COM 502392103 527556 15100 SOLE 15100 0 0
LA Z BOY INC COM 505336107 1320200 94300 SOLE 94300 0 0
LABOR READY INC COM NEW 505401208 112294 16950 SOLE 16950 0 0
LABORATORY CORP AMER HLDGS PFD CONV 50540R201 4726425 33700 SOLE 33700 0 0
EXCHANGEABLE SER
A
LABORATORY CORP AMER HLDGS COM NEW 50540R409 465835 6040 SOLE 6040 0 0
LACLEDE GAS CO COM 505588103 542850 28200 SOLE 28200 0 0
LAM RESH CORP COM 512807108 2156250 57500 SOLE 57500 0 0
LANCASTER COLONY CORP COM RTS CALLABLE 513847103 289731 15100 SOLE 15100 0 0
THRU 4/20/00
LANDSTAR SYS INC COM 515098101 1655838 27800 SOLE 27800 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 168188 11700 SOLE 11700 0 0
LATTICE SEMICONDUCTOR CORP 518415104 1354850 19600 SOLE 19600 0 0
LEAP WIRELESS INTL INC COM 521863100 319607 6800 SOLE 6800 0 0
LEAR CORP COM 521865105 2214000 110700 SOLE 110700 0 0
LEARNING TREE INTL INC COM 522015106 251125 4100 SOLE 4100 0 0
LEGG MASON INC COM 524901105 1240000 24800 SOLE 24800 0 0
LEHMAN BROTHERS HLDGS INC COM 524908100 7281313 77000 SOLE 77000 0 0
LENNAR CORP COM 526057104 1012500 50000 SOLE 50000 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 1487200 16900 SOLE 16900 0 0
LEXINGTON CORPORATE PPTY TR COM 529043101 199138 17800 SOLE 17800 0 0
LEXMARK INTL INC CL A 529771107 1607275 23900 SOLE 23900 0 0
LIBBEY INC COM 529898108 1034425 32200 SOLE 32200 0 0
LIBERTY FINL COS INC COM 530512102 1175850 53600 SOLE 53600 0 0
LIBERTY PROPERTY SH BEN INT SUPP 531172104 8040625 310000 SOLE 310000 0 0
LILLY ELI + CO COM 532457108 9867650 98800 SOLE 98800 0 0
LILLY INDL INC CL A 532491107 1187469 39500 SOLE 39500 0 0
LINCOLN ELEC HLDGS INC COM 533900106 383325 26900 SOLE 26900 0 0
LINCOLN NATL CORP IN COM 534187109 4757663 131700 SOLE 131700 0 0
LIZ CLAIBORNE INC COM 539320101 697950 19800 SOLE 19800 0 0
LOCKHEED MARTIN CORP COM 539830109 4101506 165300 SOLE 165300 0 0
LOEWS CORP COM 540424108 1476000 24600 SOLE 24600 0 0
LONGVIEW FIBRE CO WASHINGTON COM 543213102 833006 75300 SOLE 75300 0 0
LOUIS DREYFUS NAT GAS CORP COM 546011107 598069 19100 SOLE 19100 0 0
LOWES COS INC USD0.50 548661107 2450939 59688 SOLE 59688 0 0
LUBRIZOL CORP COM 549271104 495600 23600 SOLE 23600 0 0
LUCENT TECHNOLOGIES INC COM 549463107 16460029 277806 SOLE 277806 0 0
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EQUITY
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INT+ 1 COMMON
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144A
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144A
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ELAN CORP PLC CONTINGENT VALUE G29539148 7350 14700 SOLE 14700 0 0
RT
GLOBAL CROSSING LTD SHS G3921A100 256547 9750 SOLE 9750 0 0
GLOBAL CROSSING LTD PFD CONV G3921A134 555938 2500 SOLE 2500 0 0
LASALLE RE HOLDINGS LTD G5383Q101 634352 44712 SOLE 44712 0 0
FLEXTRONICS INTERNATIONAL COM Y2573F102 541876 7889 SOLE 7889 0 0
</TABLE>
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