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Previous: LIBERTY FUNDS TRUST VI, 497, 2000-11-03 |
Next: ALLIANCE NORTH AMERICAN GOVERNMENT INCOME TRU INC, 497, 2000-11-03 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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 Corporation
-----------------------------------------------------
Address: 767 Fifth Avenue 15th Floor
New York, NY 10153
-----------------------------------------------------
Form 13F File Number: 28-03030
--------
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: /s/ Michael Connors
-------------------------
Title: Assistant Vice President
-------------------------
Phone: (617) 985-7452
-------------------------
Signature, Place, and Date of Signing:
/s/ Michael Connors North Quincy, MA 11/02/2000
------------------- ---------------- ----------
[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 if 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.]
13F File Number Name
28-____________ ________________________________________
28-____________ ________________________________________
28-____________ ________________________________________
[Repeat as necessary.]
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:5
Number of Other Included Managers: 0
---------------
Form 13F Information Table Entry Total: 1062
---------------
Form 13F Information Table Value Total: $12,967,961,758
---------------
List of Other Included Managers:
Provide a numbered list of the name(s) and 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>
AMDOCS LIMITED SHS G02602103 8839037 141708 SOLE X 0 0
ELAN CORP PLC CONTINGENT VALUE G29539148 14241 14700 SOLE X 0 0
RT
INTERWAVE COMM INTL LTD COM G4911N102 1142424 142803 SOLE X 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 3291413 122400 SOLE X 0 0
AFLAC INC COM 001055102 7046875 110000 SOLE X 0 0
AGL RES INC COM 001204106 1570894 78300 SOLE X 0 0
AES CORP COM 00130H105 8446050 123300 SOLE X 0 0
AK STL HLDG CORP COM 001547108 405009 43201 SOLE X 0 0
AMB PPTY CORP COM 00163T109 9478669 385900 SOLE X 0 0
AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 309600 12900 SOLE X 0 0
AMR CORP DEL COM 001765106 415066 12698 SOLE X 0 0
APAC TELESERVICES INC COM 00185E106 92438 17400 SOLE X 0 0
AT + T CORP COM 001957109 48186398 1640388 SOLE X 0 0
AT+T CORP COM LIBERTY 001957208 24202800 1344600 SOLE X 0 0
MEDIA GRP CL A
AT+T WIRELESS GROUP COM 001957406 2963415 141960 SOLE X 0 0
AVX CORP NEW COM 002444107 4761619 182700 SOLE X 0 0
AXA FINL INC COM 002451102 8791813 172600 SOLE X 0 0
ABBOTT LABS COM NPV 002824100 25104011 527811 SOLE X 0 0
ACTION PERFORMANCE COS INC SUB NT CONV 004933AB3 4851275 16874000 SOLE X 0 0
ACTEL CORP COM 004934105 334219 9300 SOLE X 0 0
ADOBE SYS INC COM 00724F101 853875 5500 SOLE X 0 0
ADVANCED MARKETING SVCS INC COM 00753T105 419475 23800 SOLE X 0 0
ADVANCED RADIO TELECOM CORP COM 00754U101 89250 10500 SOLE X 0 0
ADVO INC COM 007585102 211200 6400 SOLE X 0 0
AEROFLEX INC COM 007768104 206656 4250 SOLE X 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3383100 143200 SOLE X 0 0
ADVANTA CORP CL A COM 007942105 790965 70308 SOLE X 0 0
ADVENT SOFTWARE INC COM 007974108 216613 3100 SOLE X 0 0
AETHER SYSTEMS INC COM 00808V105 1055000 10000 SOLE X 0 0
AFFILIATED COMPUTER SVCS INC SUB NT CONV 008190AD2 11463120 8784000 SOLE X 0 0
AFFILIATED COMPUTER SVCS INC CL A 008190100 498750 10000 SOLE X 0 0
AFFILIATED MANAGERS GROUP INC COM 008252108 2249031 39500 SOLE X 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1477815 30198 SOLE X 0 0
AGRIBRANDS INTL INC COM 00849R105 401350 9200 SOLE X 0 0
AIR PRODS + CHEMS INC COM 009158106 342000 9500 SOLE X 0 0
ALBANY INTL CORP NEW CLASS A 012348108 1089696 90808 SOLE X 0 0
ALBEMARLE CORP COM 012653101 1711900 84800 SOLE X 0 0
ALBERTO CULVER CO CL B CONV 013068101 622350 21600 SOLE X 0 0
ALBERTSONS INC COM 013104104 2213400 105400 SOLE X 0 0
ALCOA INC COM 013817101 18516094 731500 SOLE X 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 9751613 284200 SOLE X 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 192125 10600 SOLE X 0 0
ALLEGIANCE TELECOM INC COM 01747T102 2316950 62200 SOLE X 0 0
ALLEN TELECOM INC COM 018091108 421744 24900 SOLE X 0 0
ALLETE COM 018522102 823050 37200 SOLE X 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 1773900 21600 SOLE X 0 0
ALLIED CAP CORP NEW COM 01903Q108 1269900 61200 SOLE X 0 0
ALLMERICA FINL CORP COM 019754100 594619 9300 SOLE X 0 0
ALLSTATE CORP COM 020002101 9142725 263100 SOLE X 0 0
ALLTEL CORP COM 020039103 5380531 103100 SOLE X 0 0
ALPHARMA INC CL A 020813101 354525 5800 SOLE X 0 0
ALTERA CORP 021441100 1809725 37900 SOLE X 0 0
AMAZON COM INC COM 023135106 2012203 52350 SOLE X 0 0
AMBAC FINL GROUP INC COM 023139108 1124314 15349 SOLE X 0 0
AMCOL INTL CORP COM 02341W103 271050 55600 SOLE X 0 0
AMERADA HESS CORP COM NPV 023551104 2362894 35300 SOLE X 0 0
AMEREN CORP COM 023608102 393625 9400 SOLE X 0 0
AMERICA ONLINE INC DEL COM 02364J104 12147285 225996 SOLE X 0 0
AMERICA WEST HLDG CORP CL B 023657208 1096875 90000 SOLE X 0 0
AMERICAN CAP STRATEGIES LTD COM 024937104 255825 10800 SOLE X 0 0
AMERICAN EXPRESS CO COM 025816109 28230525 464700 SOLE X 0 0
AMERICAN GEN CORP COM 026351106 7447050 95475 SOLE X 0 0
AMERICAN GREETINGS CORP CL A 026375105 1519000 86800 SOLE X 0 0
AMERICAN HOME PRODUCTS CORP COM 026609107 10481031 185300 SOLE X 0 0
AMERICAN INDL PPTYS REIT COM NEW 026791202 223725 15700 SOLE X 0 0
AMERICAN INTL GROUP INC COM 026874107 91466246 955885 SOLE X 0 0
AMERICAN NATL INS CO COM 028591105 772888 12100 SOLE X 0 0
AMERICAN STS WTR CO COM 029899101 238975 7900 SOLE X 0 0
AMERICAN TOWER CORP NT 029912AB8 5148950 3074000 SOLE X 0 0
AMERICREDIT CORP COM 03060R101 345750 12000 SOLE X 0 0
AMERISOURCE HEALTH CORP CL A 03071P102 455900 9700 SOLE X 0 0
AMGEN INC COM 031162100 14056122 201296 SOLE X 0 0
AMSOUTH BANCORPORATION COM 032165102 126250 10100 SOLE X 0 0
AMYLIN PHARMACEUTICALS INC 032346108 513850 47800 SOLE X 0 0
ANADARKO PETE CORP COM 032511107 5376614 80900 SOLE X 0 0
ANALOG DEVICES INC COM 032654105 3702928 44850 SOLE X 0 0
ANCHOR GAMING COM 033037102 978619 12300 SOLE X 0 0
ANHEUSER BUSCH COS INC COM 035229103 21156250 500000 SOLE X 0 0
ANIXTER INTL INC COM 035290105 532988 18300 SOLE X 0 0
APACHE CORP COM 037411105 6172650 104400 SOLE X 0 0
APARTMENT INVT. + MGMT CO CLASS A 03748R101 27177428 590012 SOLE X 0 0
APPLE COMPUTER COM NPV 037833100 5160300 200400 SOLE X 0 0
APPLEBEES INTL INC COM 037899101 496800 21600 SOLE X 0 0
APPLIED INDL TECHNOLOGIES INC COM 03820C105 1686238 97400 SOLE X 0 0
APPLIED MICRO CIRCUITS CORP CDT COM 03822W109 3126644 15100 SOLE X 0 0
APPLIED MATERIALS INC COM 038222105 7061153 119050 SOLE X 0 0
ARCH COAL INC COM 039380100 173200 17320 SOLE X 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 969666 112425 SOLE X 0 0
ARCHSTONE CMNTYS TR SH BEN INT 039581103 69485151 2828912 SOLE X 0 0
ARCTIC CAT INC COM 039670104 1035250 82000 SOLE X 0 0
ARDEN RLTY INC COM 039793104 1410338 52600 SOLE X 0 0
AREA BANCSHARES CORP NEW COM 039872106 587969 26500 SOLE X 0 0
AREMISSOFT CORP DE COM 040026106 221250 5900 SOLE X 0 0
ARIBA INC COM 04033V104 1002859 7000 SOLE X 0 0
ARKANSAS BEST CORP COM 040790107 166050 10800 SOLE X 0 0
ARROW ELECTRS INC COM 042735100 2966844 87100 SOLE X 0 0
ARVINMERITOR INC COM 043353101 633031 43100 SOLE X 0 0
ASHLAND INC COM 044204105 289713 8600 SOLE X 0 0
ASSOCIATED BANC CORP COM 045487105 1092000 41600 SOLE X 0 0
AT HOME CORP COM SER A 045919107 1781163 126100 SOLE X 0 0
ASSOCIATES FIRST CAP CORP CL A 046008108 28516112 750424 SOLE X 0 0
ASTORIA FINL CORP COM 046265104 1572038 40700 SOLE X 0 0
ATMOS ENERGY CORP COM 049560105 825000 40000 SOLE X 0 0
AURORA BIOSCIENCE CORP COM 051920106 299200 4400 SOLE X 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 14645625 219000 SOLE X 0 0
AVALONBAY CMNTYS INC COM 053484101 42429953 889750 SOLE X 0 0
AVERY DENNISON CORP COM 053611109 927500 20000 SOLE X 0 0
AVISTA CORP COM 05379B107 942750 41900 SOLE X 0 0
AVIS GROUP HLDGS INC COM 053790101 725813 24500 SOLE X 0 0
AVOCENT CORP COM 053893103 321103 5825 SOLE X 0 0
AVON PRODS INC COM 054303102 253425 6200 SOLE X 0 0
AZTAR CORP COM 054802103 1748138 113700 SOLE X 0 0
BB+T CORP COM 054937107 723000 24000 SOLE X 0 0
AZURIX CORP COM 05501M104 114713 32200 SOLE X 0 0
BOK FINL CORP COM NEW 05561Q201 196100 10600 SOLE X 0 0
BRE PPTYS INC COM 05564E106 10390272 324696 SOLE X 0 0
BSB BANCORP INC COM 055652101 1090423 48734 SOLE X 0 0
BMC SOFTWARE INC COM 055921100 636863 33300 SOLE X 0 0
BACOU USA INC COM 056439102 1521364 58655 SOLE X 0 0
BALL CORP COM 058498106 839719 26500 SOLE X 0 0
BANCORPSOUTH INC COM 059692103 967071 67275 SOLE X 0 0
BANDAG INC COM 059815100 380938 10600 SOLE X 0 0
BANK AMER CORP COM 060505104 41424016 790912 SOLE X 0 0
BANK NEW YORK INC COM 064057102 17317706 308900 SOLE X 0 0
BANK ONE CORP COM 06423A103 15376613 398100 SOLE X 0 0
BANK UTD CORP CL A 065412108 1520625 30000 SOLE X 0 0
BANKNORTH GROUP INC NEW COM 06646R107 371800 20800 SOLE X 0 0
BANTA CORP COM STK 066821109 2021809 82946 SOLE X 0 0
BARNES + NOBLE INC COM 067774109 313031 15900 SOLE X 0 0
BARNES GROUP INC COM 067806109 565491 30775 SOLE X 0 0
BATTLE MTN GOLD CO COM 071593107 91700 52400 SOLE X 0 0
BAXTER INTL INC COM 071813109 7215050 90400 SOLE X 0 0
BEA SYS INC SUB NT 073325AD4 7248000 3020000 SOLE X 0 0
BEA SYS INC COM 073325102 4501175 57800 SOLE X 0 0
BEAR STEARNS COS INC COM 073902108 1575000 25000 SOLE X 0 0
BEDFORD PPTY INVS INC COM PAR 0.02 076446301 4803906 236500 SOLE X 0 0
DOLLARS
BELDEN INC COM 077459105 753638 31900 SOLE X 0 0
BELLSOUTH CORP COM 079860102 41727175 1036700 SOLE X 0 0
BELO A H CORP COM SER A 080555105 223094 12100 SOLE X 0 0
BERGEN BRUNSWIG CORP CLASS A 083739102 867213 74200 SOLE X 0 0
BERKLEY W R CORP COM 084423102 248850 7200 SOLE X 0 0
BERRY PETE CO CL A 085789105 1278825 70800 SOLE X 0 0
BEST BUY CO INC COM STK USD0.10 086516101 1806886 28399 SOLE X 0 0
BESTFOODS COM 08658U101 7996971 109924 SOLE X 0 0
BETHLEHEM STL CORP COM 087509105 234900 78300 SOLE X 0 0
BEVERLY ENTERPRISES INC COM NEW 087851309 320625 54000 SOLE X 0 0
BIO RAD LABORATORIES INC CLASS A COM STK 090572207 372158 16533 SOLE X 0 0
BLOCK DRUG INC CL A 093644102 437633 10148 SOLE X 0 0
BLOCKBUSTER INC CL A 093679108 477638 54200 SOLE X 0 0
BOEING CO COM 097023105 22024800 349600 SOLE X 0 0
BORDERS GROUP INC COM 099709107 854369 61300 SOLE X 0 0
BORG WARNER AUTOMOTIVE INC COM 099724106 715500 21600 SOLE X 0 0
BOSTON PPTYS INC COM 101121101 27763388 646600 SOLE X 0 0
BOWATER INC COM 102183100 603688 13000 SOLE X 0 0
BOWNE + CO INC COM 103043105 361033 37029 SOLE X 0 0
BOYKIN LODGING CO COM 103430104 156663 15100 SOLE X 0 0
BRADY CORP CL A 104674106 1243275 41100 SOLE X 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 6153408 303872 SOLE X 0 0
BRIGHTPOINT INC COM 109473108 57859 11500 SOLE X 0 0
BRINKER INTL INC COM 109641100 524175 17400 SOLE X 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 36162810 633047 SOLE X 0 0
BROADCOM CORP CL A 111320107 2193750 9000 SOLE X 0 0
BROADVISION INC COM 111412102 1137956 44300 SOLE X 0 0
BROCADE COMMUNICATIONS SYS INC COM 111621108 2867400 12150 SOLE X 0 0
BROWN FORMAN CORP CLASS B 115637209 2064075 37700 SOLE X 0 0
BROWN TOM INC COM NEW 115660201 614950 25100 SOLE X 0 0
BROWN SHOE INC NEW COM 115736100 496125 54000 SOLE X 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 1018825 49100 SOLE X 0 0
BUFFETS INC COM STK 119882108 556875 40500 SOLE X 0 0
BURLINGTON NORTHN SANTA FE COM 12189T104 1080281 50100 SOLE X 0 0
BURNHAM PAC PPTYS INC 12232C108 173672 28647 SOLE X 0 0
C+D TECHNOLOGIES COM 124661109 204300 3600 SOLE X 0 0
CBL + ASSOC PPTYS INC COM 124830100 693855 27685 SOLE X 0 0
C CUBE MICROSYSTEMS INC NEW COM 12501N108 760550 37100 SOLE X 0 0
CH ENERGY GROUP INC COM 12541M102 1152388 28900 SOLE X 0 0
CIGNA CORP COM 125509109 9218520 88300 SOLE X 0 0
CLECO CORP NEW COM 12561W105 1122000 24000 SOLE X 0 0
CMG INFORMATION SVCS INC COM 125750109 1188741 42550 SOLE X 0 0
CNA FINL CORP COM 126117100 229500 6000 SOLE X 0 0
CNF TRANSN INC COM 12612W104 471700 21200 SOLE X 0 0
CP + L ENERGY INC COM 12614C106 525263 12600 SOLE X 0 0
CSG SYS INTL INC COM 126349109 846800 29200 SOLE X 0 0
CVS CORP COM 126650100 6502275 140400 SOLE X 0 0
CABLEVISION SYS CORP CL A 12686C109 722806 10900 SOLE X 0 0
CACHEFLOW INC COM 126946102 7328621 51249 SOLE X 0 0
CABOT CORP COM 127055101 2091375 66000 SOLE X 0 0
CABOT INDL TR COM SH BEN INT 127072106 717750 36000 SOLE X 0 0
CABOT OIL + GAS CORP CL A 127097103 1132850 55600 SOLE X 0 0
CALPINE CORP COM 131347106 4081063 39100 SOLE X 0 0
CAMBREX CORP COM 132011107 599400 16200 SOLE X 0 0
CAMDEN PPTY TR 133131102 13886512 447952 SOLE X 0 0
CAMPBELL SOUP CO COM 134429109 1449000 56000 SOLE X 0 0
CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 237900 18300 SOLE X 0 0
CAPITAL ONE FINL CORP COM 14040H105 1273316 18174 SOLE X 0 0
CARDINAL HEALTH INC COM 14149Y108 12672544 143700 SOLE X 0 0
CAREMARK RX INC COM 141705103 115875 10300 SOLE X 0 0
CARLISLE COS INC COM 142339100 1041650 25100 SOLE X 0 0
CARRAMERICA RLTY CORP COM 144418100 17765825 587300 SOLE X 0 0
CARTER WALLACE INC. COM 146285101 1793713 73400 SOLE X 0 0
CASCADE NAT GAS CORP COM 147339105 185500 10600 SOLE X 0 0
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CATO CORP NEW CL A 149205106 1560000 124800 SOLE X 0 0
CELL GENESYS INC COM 150921104 894000 29800 SOLE X 0 0
CELL THERAPEUTICS INC CDT COM 150934107 220069 3300 SOLE X 0 0
CENDANT CORP COM 151313103 5577788 512900 SOLE X 0 0
CENTERPOINT PPTYS TR COM 151895109 23664517 513748 SOLE X 0 0
CENTEX CORP COM 152312104 5898150 183600 SOLE X 0 0
CENTRAL GARDEN AND PET CO SUB NT CONV 153527AC0 9428045 14674000 SOLE X 0 0
CENTRAL GARDEN + PET CO 153527106 74925 10800 SOLE X 0 0
CENTURYTEL INC COM 156700106 309288 11350 SOLE X 0 0
CHARMING SHOPPES INC COM 161133103 1436200 275200 SOLE X 0 0
9
CHASE MANHATTAN CORP NEW COM 16161A108 31689659 686109 SOLE X 0 0
CHATEAU CMNTYS INC COM 161726104 442353 16498 SOLE X 0 0
CHECKFREE CORP NEW COM 162813109 663966 15850 SOLE X 0 0
CHECKPOINT SYS INC COM 162825103 322163 42600 SOLE X 0 0
CHELSEA GCA REALTY INC COM 163262108 5738933 163386 SOLE X 0 0
CHEMFIRST INC COM 16361A106 297619 14300 SOLE X 0 0
CHESAPEAKE ENERGY CORP COM 165167107 199094 27700 SOLE X 0 0
CHEVRON CORP COM 166751107 28492596 334224 SOLE X 0 0
CHITTENDEN CORP COM 170228100 262013 10200 SOLE X 0 0
CHORDIANT SOFTWARE INC COM 170404107 13934908 5133579 SOLE X 0 0
CIENA CORP COM 171779101 4569362 37206 SOLE X 0 0
CISCO SYS INC COM 17275R102 46816088 847350 SOLE X 0 0
CIRRUS LOGIC INC COM 172755100 471656 11700 SOLE X 0 0
CITIGROUP INC COM 172967101 102727571 1900163 SOLE X 0 0
CITIZENS BKG CORP MICH COM 174420109 1186800 51600 SOLE X 0 0
CITY NATL CORP COM 178566105 339900 8800 SOLE X 0 0
CLARCOR INC 179895107 1314300 67400 SOLE X 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 6675927 118158 SOLE X 0 0
COASTAL CORP COM 190441105 4425263 59700 SOLE X 0 0
COCA COLA CO COM 191216100 22463438 407500 SOLE X 0 0
COCA COLA ENTERPRISES INC COM STK 191219104 493664 30975 SOLE X 0 0
COLGATE PALMOLIVE CO COM 194162103 7810184 165470 SOLE X 0 0
COLLINS + AIKMAN CORP COM 194830105 158906 33900 SOLE X 0 0
COLONIAL BANCGROUPINC COM 195493309 1511638 145700 SOLE X 0 0
COLONIAL PPTYS TR COM SH BEN INT 195872106 498286 19398 SOLE X 0 0
COLUMBUS MCKINNON CORP NY COM 199333105 429931 31700 SOLE X 0 0
COMCAST CORP CL A SPL 200300200 13640211 333196 SOLE X 0 0
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COMMERCE BANCORP INC N J COM 200519106 772788 13281 SOLE X 0 0
COMMERCE GROUP INC MASS COM 200641108 639519 22100 SOLE X 0 0
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COMMERCIAL METALS CO COM 201723103 336600 13200 SOLE X 0 0
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COMPUTER SCIENCES CORP COM 205363104 4291650 57800 SOLE X 0 0
COMPUWARE CORP COM 205638109 1446363 172700 SOLE X 0 0
COMVERSE TECHNOLOGY INC SUB DEB CONV 205862AG0 18652275 3660000 SOLE X 0 0
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CONAGRA INC COM 205887102 1863224 92871 SOLE X 0 0
CONCORD EFS INC COM 206197105 284125 8000 SOLE X 0 0
CONECTIV INC COM 206829103 1011725 56600 SOLE X 0 0
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CONOCO INC CL B 208251405 10676086 396328 SOLE X 0 0
CONSOLIDATED EDISON INC COM 209115104 269588 7900 SOLE X 0 0
CONTINENTAL AIRLS INC COM CL B 210795308 754263 16600 SOLE X 0 0
COOPER TIRE + RUBR CO COM 216831107 576581 57300 SOLE X 0 0
COORS ADOLPH CO CLASS B COM 217016104 379125 6000 SOLE X 0 0
CORN PRODUCTS INTL INC COM 219023108 753025 33100 SOLE X 0 0
CORNERSTONE RLTY INCOME TR INC COM 21922V102 370813 34900 SOLE X 0 0
CORNING INC COM 219350105 10246500 34500 SOLE X 0 0
CORUS BANKSHARES INC COM 220873103 1655986 45900 SOLE X 0 0
COSTCO WHSL CORP NEW COM 22160K105 5747149 164498 SOLE X 0 0
COUNTRYWIDE CR INDS INC COM 222372104 508681 13475 SOLE X 0 0
COUSINS PPTYS INC COM 222795106 8582356 199300 SOLE X 0 0
COVENTRY HELATH CARE INC COM 222862104 801625 53000 SOLE X 0 0
COX COMMUNICATIONS INC NEW CL A 224044107 910350 23800 SOLE X 0 0
CREDENCE SYSTEMS CORP COM 225302108 8790030 293001 SOLE X 0 0
CRESCENT REAL ESTATE EQUITIES COM 225756105 6805313 305000 SOLE X 0 0
CRESTLINE CAP CORP COM 226153104 1005131 50100 SOLE X 0 0
CRIIMI MAE INC PFD SER B CONV 226603207 6405746 348612 SOLE X 0 0
CRITICAL PATH INC COM 22674V100 3876458 63810 SOLE X 0 0
CULLEN FROST BANKERS INC COM 229899109 1134250 34900 SOLE X 0 0
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CURTISS WRIGHT CORP COM 231561101 1714511 36334 SOLE X 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 1539475 37040 SOLE X 0 0
CYTEC INDS INC COM 232820100 1414406 42300 SOLE X 0 0
CYTYC CORP COM 232946103 3864000 89600 SOLE X 0 0
DMC STRATEX NETWORKS INC COM 23322L106 486694 30300 SOLE X 0 0
DST SYS INC DEL COM 233326107 587500 5000 SOLE X 0 0
DTE ENERGY CO COM 233331107 860625 22500 SOLE X 0 0
DALLAS SEMICONDUCTOR CORP COM 235204104 239988 7300 SOLE X 0 0
DARDEN RESTAURANTS INC COM 237194105 393356 18900 SOLE X 0 0
DATASCOPE CORP COM 238113104 529300 15800 SOLE X 0 0
DEAN FOODS CO COM 242361103 1064000 32000 SOLE X 0 0
DELL COMPUTER CORP COM 247025109 3978017 129104 SOLE X 0 0
DELPHI AUTOMOTIVE SYS CORP COM 247126105 182266081 12672400 SOLE X 0 0
DELPHI FINL GROUP INC 247131105 1456947 35974 SOLE X 0 0
DELTA AIR LINES INC DE COM 247361108 4282188 96500 SOLE X 0 0
DENDRITE INTL INC COM 248239105 245334 9150 SOLE X 0 0
DEVELOPERS DIVERSIFIED RLTY COM 251591103 4719421 366557 SOLE X 0 0
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DEXTER CORP COM 252165105 1125000 18000 SOLE X 0 0
DIEBOLD INC COM 253651103 201875 7600 SOLE X 0 0
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DILLARDS INC CL A 254067101 885063 83300 SOLE X 0 0
DIME BANCORP INC NEW COM USD0.01 25429Q102 1543875 71600 SOLE X 0 0
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DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 1254125 63500 SOLE X 0 0
DOMINION RES INC VA NEW COM 25746U109 5806250 100000 SOLE X 0 0
DOUBLECLICK INC COM 258609304 659200 20600 SOLE X 0 0
DOVER CORP COM 260003108 736919 15700 SOLE X 0 0
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DUKE ENERGY CO COM STK NPV 264399106 12037156 140375 SOLE X 0 0
DUKE WEEKS RLTY CORP COM NEW 264411505 29789550 1234800 SOLE X 0 0
DYNEGY INC NEW CL A 26816Q101 1151400 20200 SOLE X 0 0
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EATON VANCE CORP COM NON VTG 278265103 219300 4300 SOLE X 0 0
ECHOSTAR COMMUNICATIONS SUB NT CONV 278762AD1 8753805 6588000 SOLE X 0 0
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EDWARDS A G INC COM 281760108 575438 11000 SOLE X 0 0
EL PASO ELEC CO COM NEW 283677854 1299888 94400 SOLE X 0 0
EL PASO ENERGY CORP DEL COM 283905107 616250 10000 SOLE X 0 0
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EMERSON ELEC CO COM 291011104 16394900 244700 SOLE X 0 0
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ENERGEN CORP COM 29265N108 1526175 51300 SOLE X 0 0
ENERGY EAST CORP COM 29266M109 230775 10200 SOLE X 0 0
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ENTERCOM COMMUNICATIONS CORP COM 293639100 206569 6900 SOLE X 0 0
ENTERGY CORP COM 29364G103 495425 13300 SOLE X 0 0
ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 141313 13300 SOLE X 0 0
EQUITY INNS INC COM 294703103 215372 32509 SOLE X 0 0
EQUITY OFFICE PPTYS TR COM 294741103 255298152 8218854 SOLE X 0 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 89451840 1863580 SOLE X 0 0
EQUITY RESIDENTIAL PPTYS TR DEPOSITORY SH 29476L859 901199 39832 SOLE X 0 0
REPSTG LIO SH PF
ERIE INDTY CO CL A 29530P102 384813 13100 SOLE X 0 0
ESPEED INC CL A 296643109 1154563 40600 SOLE X 0 0
ESSEX PROPERTY TRUST COM 297178105 16444880 296973 SOLE X 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 468563 23800 SOLE X 0 0
ETHYL CORP COM 297659104 73313 51000 SOLE X 0 0
EXODUS COMMUNICATIONS INC COM 302088109 538188 10900 SOLE X 0 0
EXTENSITY INC COM 302255104 714000 34000 SOLE X 0 0
EXXON MOBIL CORP COM 30231G102 148897038 1670654 SOLE X 0 0
FBL FINL GROUP INC CL A 30239F106 1179750 72600 SOLE X 0 0
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FAIR ISSAC + CO INC 303250104 217706 5100 SOLE X 0 0
FARMER BROS CO COM 307675108 850320 4724 SOLE X 0 0
FEDERAL HOME LN MTG CORP COM FORMERLY SR 313400301 16175500 299200 SOLE X 0 0
PART PFD
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FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 548811 28696 SOLE X 0 0
FEDERATED DEPT STORES INC DEL COM 31410H101 5447010 208498 SOLE X 0 0
FEDEX CORP COM 31428X106 518778 11700 SOLE X 0 0
FELCOR LODGING TR INC COM 31430F101 4897875 211800 SOLE X 0 0
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FINOVA GROUP INC COM 317928109 192125 26500 SOLE X 0 0
FIRST AMERICAN FINL CORP COM 318522307 1430606 68532 SOLE X 0 0
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1ST SOURCE CORP COM 336901103 273000 13000 SOLE X 0 0
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FIRSTAR CORP WIS COM 33763V109 7502338 335300 SOLE X 0 0
FIRSTFED FINL CORP DEL COM 337907109 1833100 79700 SOLE X 0 0
FISHER SCIENTIFIC INTL INC COM MEW 338032204 729000 21600 SOLE X 0 0
FLEETBOSTON FINL CORP COM 339030108 25297233 648647 SOLE X 0 0
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FOOTSTAR INC COM 344912100 1314149 40670 SOLE X 0 0
FORD MTR CO DEL COM PAR USD0.01 345370860 22604619 893022 SOLE X 0 0
FORTUNE BRANDS INC COM 349631101 802950 30300 SOLE X 0 0
FOSSIL INC COM 349882100 171731 12900 SOLE X 0 0
FOUNDATION HEALTH SYS INC COM 350404109 1531163 92100 SOLE X 0 0
FOX ENTMT GROUP INC CL A 35138T107 657200 24800 SOLE X 0 0
FRANCHISE FIN CORP AMER COM 351807102 1120500 49800 SOLE X 0 0
FRANKLIN RES INC COM 354613101 377655 8500 SOLE X 0 0
FULTON FINL CORP PA COM 360271100 420025 21200 SOLE X 0 0
FURNITURE BRANDS INTL INC COM 360921100 387363 23300 SOLE X 0 0
GBC BANCORP CALIF 361475106 1103625 32400 SOLE X 0 0
GABLES RESIDENTIAL TR SH BEN INT 362418105 584123 21485 SOLE X 0 0
GANNETT INC COM 364730101 7006600 132200 SOLE X 0 0
GAP INC COM 364760108 1131025 56200 SOLE X 0 0
GATEWAY INC COM 367626108 3150950 67400 SOLE X 0 0
GELTEX PHARMACEUTICALS INC COM 368538104 210656 4500 SOLE X 0 0
GENCORP INC COM 368682100 420875 51800 SOLE X 0 0
GENENTECH INC COM 368710406 947006 5100 SOLE X 0 0
GENERAL DYNAMICS CORP COM 369550108 1325344 21100 SOLE X 0 0
GENERAL ELEC CO COM 369604103 79929839 1385566 SOLE X 0 0
GENERAL GROWTH PPTYS INC COM 370021107 6437500 200000 SOLE X 0 0
GENERAL MTRS CORP CL H NEW 370442832 5500260480 160800000 SOLE X 0 0
GENLYTE GROUP INC COM 372302109 1623219 63500 SOLE X 0 0
GENUINE PARTS CO COM 372460105 602375 31600 SOLE X 0 0
GENUITY INC CL A 37248E103 1034106 158333 SOLE X 0 0
GENZYME CORP COM 372917104 5216344 76500 SOLE X 0 0
GENZYME CORP COM TISSUE 372917401 146353 35750 SOLE X 0 0
REPAIR
GENZYME CORP COM MOLECULAR 372917500 400960 28898 SOLE X 0 0
ONCOLOGY DIV
GENZYME CORP COM SURGICAL 372917609 268515 35802 SOLE X 0 0
PRODS DIVISION
GEORGIA GULF CORP COM 373200203 247050 21600 SOLE X 0 0
GEORGIA PAC CORP COM 373298108 1292500 55000 SOLE X 0 0
GERBER SCIENTIFIC INC COM 373730100 269963 31300 SOLE X 0 0
GETTY IMAGES INC COM 374276103 334813 11000 SOLE X 0 0
GIBRALTOR STEEL CORP COM 37476F103 184800 11200 SOLE X 0 0
GILEAD SCIENCES INC COM 375558103 636188 5800 SOLE X 0 0
GILLETTE CO COM 375766102 5721755 185320 SOLE X 0 0
GLATFELTER P H CO COM 377316104 1154300 95200 SOLE X 0 0
GLENAYRE TECHNOLOGIES INC COM 377899109 575288 52900 SOLE X 0 0
GLENBOROUGH RLTY TR INC COM 37803P105 1761480 97860 SOLE X 0 0
GLIMCHER RLTY TR COM 379302102 315525 21123 SOLE X 0 0
GOLDEN ST BANCORP INC COM 381197102 427613 18100 SOLE X 0 0
GOLDEN WEST FINL CORP DEL COM 381317106 2397038 44700 SOLE X 0 0
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GRACE W R + CO DEL NEW COM 38388F108 422125 61400 SOLE X 0 0
GRANITE CONSTR INC 387328107 1668400 68800 SOLE X 0 0
GREAT LAKES CHEMICAL CORP COM 390568103 1242850 42400 SOLE X 0 0
GREAT LAKES REIT INC COM 390752103 251938 14500 SOLE X 0 0
GREATER BAY BANCORP COM 391648102 486063 7000 SOLE X 0 0
GREIF BROS CORP CL A 397624107 881125 26500 SOLE X 0 0
GREY WOLF INC COM 397888108 450800 78400 SOLE X 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 117450 10800 SOLE X 0 0
GTECH HLDGS CORP COM 400518106 621094 37500 SOLE X 0 0
GUIDANT CORP COM 401698105 4006073 56673 SOLE X 0 0
GUILFORD PHARMACEUTICALS INC COM 401829106 403594 17500 SOLE X 0 0
HCA HEALTHCARE CO COM 404119109 8984250 242000 SOLE X 0 0
HNC SOFTWARE INC COM 40425P107 269981 3300 SOLE X 0 0
HRPT PPTYS TR COM SH BEN INT 40426W101 817600 116800 SOLE X 0 0
HALLIBURTON CO COM 406216101 3396263 69400 SOLE X 0 0
JOHN HANCOCK FINANCIAL SRVCS COM 41014S106 2687500 100000 SOLE X 0 0
HANDLEMAN CO DEL COM 410252100 1743638 140900 SOLE X 0 0
HARLAND JOHN H CO COM 412693103 2165188 141400 SOLE X 0 0
HARLEYSVILLE GROUP INC COM 412824104 1264539 66500 SOLE X 0 0
HARMAN INTL INDS INC NEW COM 413086109 2111400 54000 SOLE X 0 0
HARSCO CORP COM 415864107 794250 36000 SOLE X 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 5185856 71100 SOLE X 0 0
HAVERTY FURNITURE COS INC COM 419596101 1159375 106000 SOLE X 0 0
HAWAIIAN ELEC INDS INC COM 419870100 1712363 49100 SOLE X 0 0
HEARME COM 421903105 237316 59329 SOLE X 0 0
HEALTH CARE PPTY INVS INC COM 421915109 1167847 39421 SOLE X 0 0
HEALTHSOUTH CORP COM 421924101 500500 61600 SOLE X 0 0
HEALTHCARE RLTY TR COM 421946104 752367 35615 SOLE X 0 0
HEALTH CARE REIT INC COM 42217K106 555540 31298 SOLE X 0 0
HEINZ H J CO COM 423074103 5481544 147900 SOLE X 0 0
HELLER FINL INC CL A 423328103 711206 24900 SOLE X 0 0
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HERBALIFE INTL INC CL A 426908208 748325 80900 SOLE X 0 0
HERTZ CORP CL A 428040109 584200 18400 SOLE X 0 0
HEWLETT PACKARD CO COM 428236103 27101800 279400 SOLE X 0 0
HIGHWOODS PPTYS INC COM 431284108 12551963 531300 SOLE X 0 0
HOME DEPOT INC COM 437076102 9880238 186200 SOLE X 0 0
HOME PPTYS N Y INC COM 437306103 5014459 167848 SOLE X 0 0
HOMESTORE COM INC COM 437852106 3018554 64568 SOLE X 0 0
HON INDS INC COM 438092108 618088 25100 SOLE X 0 0
HONEYWELL INTL INC COM 438516106 7868672 220875 SOLE X 0 0
HOOPER HOLMES INC COM 439104100 197808 20800 SOLE X 0 0
HORACE MANN EDUCATORS CORP NEW NEW COM 440327104 663188 40500 SOLE X 0 0
HORMEL FOODS CORP COM 440452100 782644 46900 SOLE X 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1047200 44800 SOLE X 0 0
HOST MARRIOTT CORP NEW COM 44107P104 10510324 934251 SOLE X 0 0
HOUSEHOLD INTL INC COM 441815107 9473363 167300 SOLE X 0 0
HUDSON UTD BANCORP COM 444165104 892288 32300 SOLE X 0 0
HUMANA INC COM 444859102 1516825 141100 SOLE X 0 0
ICN PHARMACEUTICALS INC COM 448924100 242725 7300 SOLE X 0 0
IRT PPTY CO COM 450058102 246400 28160 SOLE X 0 0
ISTAR FINL INC COM 45031U101 6195330 276115 SOLE X 0 0
IDACORP INC COM 451107106 1711250 37000 SOLE X 0 0
IDEX CORP COM 45167R104 546402 19558 SOLE X 0 0
IDEXX LABS INC COM 45168D104 214000 8000 SOLE X 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 522900 132800 SOLE X 0 0
ILLINOIS TOOL WKS INC COM 452308109 4341488 77700 SOLE X 0 0
IMATION CORP COM 45245A107 614625 33000 SOLE X 0 0
IMMUNEX CORP NEW COM 452528102 735150 16900 SOLE X 0 0
IMPERIAL BANCORP COM 452556103 652794 34133 SOLE X 0 0
INDEPENDENCE CMNTY BK CORP COM 453414104 378000 27000 SOLE X 0 0
INDYMAC BANCORP INC COM 456607100 1233750 60000 SOLE X 0 0
INFINITY BROADCASTING CORP NEW CL A 45662S102 1861200 56400 SOLE X 0 0
INFOCUS CORP COM 45665B106 323300 6100 SOLE X 0 0
INFOSPACE INC COM 45678T102 974050 32200 SOLE X 0 0
INGERSOLL RAND CO COM 456866102 525063 15500 SOLE X 0 0
INKTOMI CORP COM 457277101 524400 4600 SOLE X 0 0
INNKEEPERS USA TR COM 4576J0104 315157 30747 SOLE X 0 0
INPUT/OUTPUT INC COM 457652105 331100 34400 SOLE X 0 0
INPRISE CORP COM 45766C102 268791 50300 SOLE X 0 0
INSITUFORM TECHNOLOGIES INC CL A 457667103 433763 12900 SOLE X 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2353000 26000 SOLE X 0 0
INTELIDATA TECHNOLOGIES CORP COM 45814T107 76422 14600 SOLE X 0 0
INTEL CORP COM 458140100 32256656 776100 SOLE X 0 0
INTELECT COMMUNICATIONS INC COM 458144102 14375 10000 SOLE X 0 0
INTERACT COMM CORP COM 45839Y107 273441 25000 SOLE X 0 0
INTERMEDIA COMMUNICATIONS INC COM 458801107 1307971 44338 SOLE X 0 0
INTERNAP NETWORK SVCS CORP COM 45885A102 2452454 75898 SOLE X 0 0
INTERMUNE PHARMACEUTICALS INC COM 45885B100 591325 10900 SOLE X 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 46350000 412000 SOLE X 0 0
INTERNATIONAL PAPER CO COM 460146103 6256744 218100 SOLE X 0 0
INTERNATIONAL RECTIFIER CORP SUB NT CONV 144A 460254AD7 4011170 4392000 SOLE X 0 0
INTERNET SEC SYS INC COM 46060X107 373597 4973 SOLE X 0 0
INTERPOOL INC COM 46062R108 121238 10600 SOLE X 0 0
INTERTAN INC COM 461120107 147263 10200 SOLE X 0 0
INTERWOVEN INC 46114T102 316575 2800 SOLE X 0 0
INVACARE CORP COM 461203101 934838 29100 SOLE X 0 0
IOMEGA CORP 462030107 535000 107000 SOLE X 0 0
ISHARES TR RUSSELL 2000 464287655 19064719 231000 SOLE X 0 0
INDEX FD
ISIS PHARMACEUTICALS 464330109 128800 11200 SOLE X 0 0
I2 TECHNOLOGIES INC COM 465754109 972725 5200 SOLE X 0 0
IVAX CORP SR SUB NT CNV 465823AB8 5313881 3660000 SOLE X 0 0
144A
JDN RLTY CORP COM 465917102 337791 29860 SOLE X 0 0
JDS UNIPHASE CORP COM 46612J101 6628125 70000 SOLE X 0 0
JP RLTY INC COM 46624A106 196881 10900 SOLE X 0 0
JACOBS ENGR GROUP INC COM 469814107 1132781 28100 SOLE X 0 0
JAZZTEL PLC ADR 47214R152 2084063 92625 SOLE X 0 0
JOHNS MANVILLE CORP COM 478129109 481913 42600 SOLE X 0 0
JOHNSON + JOHNSON COM 478160104 59077294 628900 SOLE X 0 0
JOHNSON CTLS INC COM 478366107 1143531 21500 SOLE X 0 0
JONES APPAREL GROUP INC COM 480074103 372325 14050 SOLE X 0 0
JOURNAL REGISTER CO COM 481138105 1284564 77267 SOLE X 0 0
JUNIPER NETWORKS INC SUB NT CNV 48203RAA2 5622675 3660000 SOLE X 0 0
JUNIPER NETWORKS INC COM 48203R104 7859637 35899 SOLE X 0 0
KLA TENCOR CORP COM 482480100 1787538 43400 SOLE X 0 0
KAMAN CORP CL A 483548103 868600 68800 SOLE X 0 0
KANA COMMUNICATIONS INC COM 483600102 360450 16200 SOLE X 0 0
KANSAS CITY PWR + LT CO COM 485134100 1467813 55000 SOLE X 0 0
KAUFMAN + BROAD HOME CORP COM 486168107 1747813 64884 SOLE X 0 0
KELLWOOD CO COM 488044108 374125 20500 SOLE X 0 0
KELLY SVCS INC CL A 488152208 748913 31700 SOLE X 0 0
KEMET CORP COM 488360108 1442025 52200 SOLE X 0 0
KENNAMETAL INC COM 489170100 1089225 42300 SOLE X 0 0
KERR MCGEE CORP COM 492386107 4465250 67400 SOLE X 0 0
KEY ENERGY SVCS INC COM 492914106 148169 15100 SOLE X 0 0
KEYCORP NEW COM 493267108 574594 22700 SOLE X 0 0
KEYSPAN CORP COM 49337W100 561750 14000 SOLE X 0 0
KEYSTONE FINL INC COM 493482103 576375 26500 SOLE X 0 0
KILROY RLTY CORP COM 49427F108 618083 23160 SOLE X 0 0
KIMBALL INTL INC CL B 494274103 566638 31700 SOLE X 0 0
KIMBERLY CLARK CORP COM 494368103 9543938 171000 SOLE X 0 0
KIMCO RLTY CORP 49446R109 20854600 493600 SOLE X 0 0
KIRBY CORP COM 497266106 1411038 71900 SOLE X 0 0
KNIGHT RIDDER INC COM 499040103 1910550 37600 SOLE X 0 0
KOGER EQUITY INC COM 500228101 399670 23510 SOLE X 0 0
KROGER CO COM 501044101 3925875 174000 SOLE X 0 0
LSI LOGIC CORP SUB NT CONV 502161AD4 8568177 4392000 SOLE X 0 0
LSI LOGIC CORP COM 502161102 2255175 77100 SOLE X 0 0
LTX CORP COM 502392103 248081 13100 SOLE X 0 0
L 3 COMMUNICATIONS HLDG CORP COM 502424104 305100 5400 SOLE X 0 0
LA Z BOY INC COM 505336107 863556 59300 SOLE X 0 0
LACLEDE GAS CO COM 505588103 458450 21200 SOLE X 0 0
LAM RESH CORP COM 512807108 485750 23200 SOLE X 0 0
LANCASTER COLONY CORP COM RTS CALLABLE 513847103 695119 28300 SOLE X 0 0
THRU 4/20/00
LANDAMERICA FINL GROUP INC COM 514936103 277056 9700 SOLE X 0 0
LANDSTAR SYS INC COM 515098101 1236113 27700 SOLE X 0 0
LEAP WIRELESS INTL INC COM 521863100 362863 5800 SOLE X 0 0
LEAR CORP COM 521865105 1311888 63800 SOLE X 0 0
LEGG MASON INC COM 524901105 389438 6700 SOLE X 0 0
LEHMAN BROTHERS HLDGS INC COM 524908100 6486225 43900 SOLE X 0 0
LENNAR CORP COM 526057104 1475469 49700 SOLE X 0 0
LENNOX INTL INC COM 526107107 141563 15100 SOLE X 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 3601738 46700 SOLE X 0 0
LEXINGTON CORPORATE PPTY TR COM 529043101 169571 15073 SOLE X 0 0
LEXMARK INTL INC CL A 529771107 656250 17500 SOLE X 0 0
LIBBEY INC COM 529898108 1584263 50900 SOLE X 0 0
LIBERTY FINL COS INC COM 530512102 1250200 53200 SOLE X 0 0
LIBERTY PROPERTY SH BEN INT SUPP 531172104 8525000 310000 SOLE X 0 0
LILLY ELI + CO COM 532457108 6032536 74361 SOLE X 0 0
LILLY INDL INC CL A 532491107 625400 21200 SOLE X 0 0
LIMITED INC COM 532716107 1319338 59800 SOLE X 0 0
LINCOLN ELEC HLDGS INC COM 533900106 422579 31743 SOLE X 0 0
LINCOLN NATL CORP IN COM 534187109 4658500 96800 SOLE X 0 0
LINEAR TECHNOLOGY CORP COM 535678106 615125 9500 SOLE X 0 0
LIZ CLAIBORNE INC COM 539320101 3472700 90200 SOLE X 0 0
LOEWS CORP COM 540424108 600300 7200 SOLE X 0 0
LONGVIEW FIBRE CO WASHINGTON COM 543213102 926400 77200 SOLE X 0 0
LOUISIANA PAC CORP COM 546347105 1166813 127000 SOLE X 0 0
LOWES COS INC USD0.50 548661107 5613863 125100 SOLE X 0 0
LUBRIZOL CORP COM 549271104 941063 47800 SOLE X 0 0
LUCENT TECHNOLOGIES INC COM 549463107 5678513 185800 SOLE X 0 0
M + T BK CORP COM 55261F104 809370 1587 SOLE X 0 0
MAF BANCORP INC COM 55261R108 1368125 55000 SOLE X 0 0
MBIA INC COM 55262C100 476538 6700 SOLE X 0 0
MBNA CORP COM 55262L100 6783700 176200 SOLE X 0 0
MDU RES GROUP INC COM 552690109 1496425 50300 SOLE X 0 0
MEMC ELECTR MATLS INC COM 552715104 218875 17000 SOLE X 0 0
MMC NETWORKS INC COM 55308N102 328900 2600 SOLE X 0 0
MACERICH CO REIT 554382101 1334500 62800 SOLE X 0 0
MACK CA RLTY CORP COM 554489104 18040000 640000 SOLE X 0 0
MADISON GAS + ELEC CO COM 557497104 1142050 50200 SOLE X 0 0
MALLINCKRODT INC NEW COM 561232109 912500 20000 SOLE X 0 0
MANITOWOC INC COM 563571108 726688 37750 SOLE X 0 0
MANOR CARE INC NEW COM 564055101 677700 43200 SOLE X 0 0
MANUFACTURED HOME CMNTYS INC COM 564682102 56779950 2271198 SOLE X 0 0
MARSH + MCLENNAN COS INC COM 571748102 14365143 108212 SOLE X 0 0
MARSHALL + ILSLEY CORP COM 571834100 300750 6000 SOLE X 0 0
MASCO CORP COM 574599106 657463 35300 SOLE X 0 0
MASCOTECH INC COM 574670105 543217 32798 SOLE X 0 0
MAXTOR CORP COM NEW 577729205 148050 14100 SOLE X 0 0
MAYTAG CORP COM 578592107 2684173 86412 SOLE X 0 0
MCCLATCHY CO CL A 579489105 584113 16600 SOLE X 0 0
MCCORMICK + CO INC COM NON VTG 579780206 5393675 181300 SOLE X 0 0
MCDONALDS CORP COM 580135101 14116400 467624 SOLE X 0 0
MCGRATH RENTCORP COM 580589109 543400 28600 SOLE X 0 0
MCK COMMUNICATIONS INC COM 581243102 544199 24053 SOLE X 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 408975 6650 SOLE X 0 0
MEDITRUST PAIRED CTF NEW 58501T306 370419 126100 SOLE X 0 0
MEDTRONIC INC COM 585055106 5958438 115000 SOLE X 0 0
MELLON FINL CORP COM 58551A108 10429738 224900 SOLE X 0 0
MENS WEARHOUSE INC 587118100 234994 8300 SOLE X 0 0
MENTOR GRAPHICS CORP COM 587200106 384069 16300 SOLE X 0 0
MERCK + CO INC COM 589331107 49623536 666647 SOLE X 0 0
MERCURY INTERACTIVE CORP SUB NT CONV 144A 589405AA7 5645550 3660000 SOLE X 0 0
MERIDIAN RESOURCE CORP COM 58977Q109 209688 30500 SOLE X 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 633400 31279 SOLE X 0 0
MERRILL LYNCH + CO INC COM 590188108 24321000 368500 SOLE X 0 0
METAWAVE COMMUNICATIONS CORP OC COM 591409107 1831 100 SOLE X 0 0
METHODE ELECTRS INC CL A 591520200 212700 4800 SOLE X 0 0
METLIFE INC COM 59156R108 5626777 214865 SOLE X 0 0
METRIS COS INC COM 591598107 387100 9800 SOLE X 0 0
METRO GOLDWYN MAYER INC NEW COM 591610100 216000 9000 SOLE X 0 0
METROMEDIA FIBER NETWORK INC CL A 591689104 384138 15800 SOLE X 0 0
METTLER TOLEDO INTL INC COM 592688105 220000 5000 SOLE X 0 0
MICHAEL FOODS INC NEW COM 594079105 1584825 67800 SOLE X 0 0
MICHAELS STORES INC COM 594087108 240000 6000 SOLE X 0 0
MICROSOFT CORP COM 594918104 24420531 404900 SOLE X 0 0
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