GENERAL MOTORS INVESTMENT MANAGEMENT CORP
13F-HR/A, 2000-07-06
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                                  UNITED STATES
                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549

                                    Form 13F
                                  Amendment #1

                               Form 13F COVER PAGE

Report  for  the  Calendar  Year  or  Quarter  Ended: March 31, 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-

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               May 15, 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).)

<PAGE>
                              Form 13F SUMMARY PAGE

Report  Summary:

Number  of  Other  Included  Managers:                        0

Form  13F  Information  Table  Entry  Total:               1146

Form  13F  Information  Table  Value  Total:  $5,003,148,431.00


List  of  Other  Included  Managers:

Provide  a  numbered  list  of  the  name(s)  and Form 13F file number(s) of all
institutional  investment  managers  with respect to which this report is filed,
other  than  the  manager  filing  this  report.

[If there are no entries in this list, state "NONE" and omit the column headings
and  list  entries.]

None


<PAGE>
<TABLE>
<CAPTION>
                                        SECURITIES AND EXCHANGE COMMISSION 13-F WORKSHEET
                                    General Motors Investment Corporation - SEC 13F WORKSHEET
                                                        AS OF 03/30/2000


                                                                ITEM 4   ITEM 5          ITEM 6                     ITEM 8
                                                    ITEM 3      FAIR    SHARES OR      INVESTMENT      ITEM    VOTING AUTHORITY
   ITEM 1                            ITEM 2         CUSIP       MARKET  PRINCIPAL      DISCRETION        7          SHARES
NAME OF ISSUE                    TITLE OF CLASS     NUMBER      VALUE     AMOUNT   SOLE  SHARED  OTHER  MGRS  SOLE  SHARED  NONE
------------------------------  -----------------  ---------  ---------  --------  ----  ------  -----  ----  ----  ------  ----
<S>                             <C>                <C>        <C>        <C>       <C>   <C>     <C>    <C>   <C>   <C>     <C>
ADC TELECOMMUNICATIONS INC      COM                000886101     786575     14600  X                          X
AFLAC INC                       COM                001055102    4752169    104300  X                          X
AGL RES INC                     COM                001204106     992250     54000  X                          X
AES CORP                        COM                00130H105   15793025    175600  X                          X
AMB PPTY CORP                   COM                00163T109    8296850    385900  X                          X
AMFM INC                        COM                001693100    3689458     56315  X                          X
AMLI RESIDENTIAL PPTYS TR       SH BEN INT         001735109     270600     13200  X                          X
AMR CORP DEL                    COM                001765106    2612063     80300  X                          X
AT + T CORP                     COM                001957109   95915363   1730679  X                          X
AT+T CORP                       COM LIBERTY        001957208   31565931    534000  X                          X
                                MEDIA GRP CL A
AVX CORP NEW                    COM                002444107    3024919     39900  X                          X
AXA FINL INC                    COM                002451102   11720163    327700  X                          X
ABBOTT LABS                     COM NPV            002824100   10908125    310000  X                          X
ABGENIX INC                     COM                00339B107     207188      1500  X                          X
ACCEPTANCE INSURANCE CO         COM                004308102     299063     55000  X                          X
ACCLAIM ENTMT INC               COM PAR 0.02       004325205      69894     21100  X                          X
ACTION PERFORMANCE COS INC      COM                004933107     135975     14700  X                          X
ACTEL CORP                      COM                004934105    1555975     43600  X                          X
ACTIVE SOFTWARE INC             COM                00504E100    8037299    126354  X                          X
ADAPTEC INC                     COM                00651F108    1089225     28200  X                          X
ADAPTEC INC                     SUB NT CONV        00651FAC2     925000   1000000  X                          X
ADOBE SYS INC                   COM                00724F101    3294850     29600  X                          X
ADVANCED DIGITAL INFORMATION    COM                007525108     458950     13400  X                          X
ADVANCED FIBRE COMMUNICATIONS   COM                00754A105     664488     10600  X                          X
ADVANCED RADIO TELECOM CORP     COM                00754U101     404125     12200  X                          X
AEROFLEX INC                    COM                007768104     311850      6300  X                          X
ADVANCED MICRO DEVICES INC      COM                007903107    1057109     18600  X                          X
ADVANTA CORP                    CL A COM           007942105    1348750     66400  X                          X
ADVENT SOFTWARE INC             COM                007974108     426638      9300  X                          X
AETNA INC                       COM                008117103    3168619     56900  X                          X
AFFILIATED COMPUTER SVCS INC    CL A               008190100     554800     14600  X                          X
AFFILIATED MANAGERS GROUP INC   COM                008252108    1543750     32500  X                          X
AFFYMETRIX INC                  OC CAP STK         00826T108     504688      3400  X                          X
AGILENT TECHNOLOGIES INC        COM                00846U101    1462313     16500  X                          X
AGILE SOFTWARE CORP DEL         COM                00846X105   11895375    190326  X                          X
AGRIBRANDS INTL INC             COM                00849R105    1316969     33500  X                          X
ALBANY INTL CORP                NEW CLASS A        012348108    1019841     68850  X                          X
ALBEMARLE CORP                  COM                012653101    1620575     78100  X                          X
ALBERTO CULVER CO               CL B CONV          013068101     395288     16600  X                          X
ALBERTSONS INC                  COM                013104104    4064100    131100  X                          X
ALCOA INC                       COM                013817101   27494225    401400  X                          X
ALEXANDRIA REAL ESTATE EQUIT    COM                015271109    7203000    240100  X                          X
ALKERMES INC                    COM                01642T108     388500      4200  X                          X
ALLEGIANCE TELECOM INC          COM                01747T102     362813      4500  X                          X
ALLEN TELECOM INC               COM                018091108     398438     25000  X                          X
ALLIANCE SEMICONDUCTOR CORP     COM                01877H100     428750     20000  X                          X
ALLIANT TECHSYSTEMS INC         COM                018804104    1177500     20000  X                          X
ALLMERICA FINL CORP             COM                019754100     622200     12200  X                          X
ALLSTATE CORP                   COM                020002101    7605713    319400  X                          X
ALLTEL CORP                     COM                020039103    5890038     93400  X                          X
ALPHARMA  INC                   CL A               020813101     213150      5800  X                          X
AMAZON COM INC                  COM                023135106    5019338     78900  X                          X
AMBAC FINL GROUP INC            COM                023139108     685100     13600  X                          X
AMCOL INTL CORP                 COM                02341W103     807188     52500  X                          X
AMERADA HESS CORP               COM NPV            023551104    2378200     36800  X                          X
AMERICA ONLINE INC DEL          COM                02364J104   18085875    278800  X                          X
AMERICA WEST HLDG CORP          CL B               023657208    1317500     85000  X                          X
AMERICAN EXPRESS CO             COM                025816109   14102650     94600  X                          X
AMERICAN GEN CORP               COM                026351106    6286000    112000  X                          X
AMERICAN GEN DEL LLC            MONTHLY INCOME     02637G200    1029500     14500  X                          X
                                PFD SECS SER A
AMERICAN HOME PRODUCTS CORP     COM                026609107   14939588    276300  X                          X
AMERICAN INDL PPTYS REIT        COM NEW            026791202     201994     17100  X                          X
AMERICAN INTL GROUP INC         COM                026874107   77611012    708507  X                          X
AMERICAN MGMT SYS INC           COM                027352103     893775     20400  X                          X
AMERICAN NATL INS CO            COM                028591105     310500      5400  X                          X
AMERICAN STD COS INC DEL        COM                029712106    1235800     33400  X                          X
AMERICREDIT CORP                COM                03060R101     520369     31900  X                          X
AMERISOURCE HEALTH CORP         CL A               03071P102     223500     14900  X                          X
AMERITRADE HLDG CORP            SUB NT CONV 144A   03072HAA7    1650000   2000000  X                          X
AMERUS LIFE HLDGS INC           COM                030732101     806563     44500  X                          X
AMGEN INC                       COM                031162100   13529125    228250  X                          X
AMKOR TECHNOLOGY INC            COM                031652100    1565344     29500  X                          X
AMSOUTH BANCORPORATION          COM                032165102     655756     43900  X                          X
ANADARKO PETE CORP              COM                032511107    6287578    144750  X                          X
ANALOG DEVICES INC              COM                032654105    4503444     55900  X                          X
ANCHOR GAMING                   COM                033037102     280738      7400  X                          X
ANCOR COMMUNICATIONS INC        COM                03332K108     226188      5500  X                          X
ANDREW CORP                     COM                034425108    1299300     56800  X                          X
ANHEUSER BUSCH COS INC          COM                035229103   17581975    277100  X                          X
ANIXTER INTL INC                COM                035290105    1811875     65000  X                          X
ANSYS INC                       COM                03662Q105     673853     62684  X                          X
APACHE CORP                     COM                037411105    7783906    160700  X                          X
APARTMENT INVT. + MGMT CO       CLASS A            03748R101   20698083    542012  X                          X
APPLE COMPUTER                  COM NPV            037833100    6749881     49700  X                          X
APRIA HEALTHCARE GROUP INC      COM                037933108     736313     51000  X                          X
APPLIED INDL TECHNOLOGIES INC   COM                03820C105    1184000     74000  X                          X
APPLIED MAGNETICS CORP          COM                038213104     294059   4900989  X                          X
APPLIED MATERIALS INC           COM                038222105    6434306     68100  X                          X
APPLIED MICRO CIRCUITS CORP     CDT COM            03822W109    1577896     10900  X                          X
ARCH COAL INC                   COM                039380100     126329     18047  X                          X
ARCHER DANIELS MIDLAND CO       COM                039483102     651550     62800  X                          X
ARCHSTONE CMNTYS TR             SH BEN INT         039581103   54607058   2738912  X                          X
ARCTIC CAT INC                  COM                039670104     589375     57500  X                          X
ARGOSY GAMING CORP                                 040228108     212325     14900  X                          X
ARIBA INC                       COM                04033V104    2744352     15030  X                          X
ARTESYN TECHNOLOGIES INC        COM                043127109     236719     12500  X                          X
ARVIN INDS INC                  COM                043339100     868800     38400  X                          X
ASHLAND INC                     COM                044204105     237406      7100  X                          X
ASPECT COMMUNICATIONS INC       COM                04523Q102     518875     14000  X                          X
ASSOCIATED ESTATES RLTY CORP    COM                045604105     129806     16100  X                          X
AT HOME CORP                    COM SER A          045919107    1183609     35935  X                          X
AT HOME CORP                    SUB DEB CONV       045919AC1    1072600   2000000  X                          X
ASSOCIATES FIRST CAP CORP       CL A               046008108    4328231    201900  X                          X
ASYST TECHNOLOGIES INC          COM                04648X107     555750      9500  X                          X
ATLANTIC RICHFIELD CO           COM                048825103   19405781    229100  X                          X
ATMEL CORP                      COM                049513104     783371     15300  X                          X
ATMOS ENERGY CORP               COM                049560105    1088938     66500  X                          X
AUDIBLE INC                     COM                05069A104     139020     13902  X                          X
AUTOMATIC DATA PROCESSING INC   COM                053015103   13210969    245500  X                          X
AUTONATION INC DEL              COM                05329W102     191625     21000  X                          X
AVALONBAY CMNTYS INC            COM                053484101   30063631    820850  X                          X
AVANT CORP                      COM                053487104     148750     11900  X                          X
AVIS GROUP HLDGS INC            COM                053790101     964088     54700  X                          X
AVISTA CORP                     COM                05379B107    1324375     32500  X                          X
AVON PRODS INC                  COM                054303102     273900      6600  X                          X
AZTAR CORP                      COM                054802103    1282500    135000  X                          X
BB+T CORP                       COM                054937107    1091631     38900  X                          X
BMC INDS INC MINN               COM                055607105      63131     11100  X                          X
BRE PPTYS INC                   COM                05564E106    8414875    326000  X                          X
BSB BANCORP INC                 COM                055652101    1002000     48000  X                          X
BMC SOFTWARE INC                COM                055921100    2307856     49300  X                          X
BACOU USA INC                   COM                056439102     832813     53300  X                          X
BALL CORP                       COM                058498106     456225     13200  X                          X
BANCWEST CORP NEW               COM                059790105    1102050     55800  X                          X
BANK AMER CORP                  COM                060505104   46873056    896100  X                          X
BANK NEW YORK INC               COM                064057102   13649125    328400  X                          X
BANK ONE CORP                   COM                06423A103   16757813    487500  X                          X
BANK UTD CORP                   CL A               065412108     946875     30000  X                          X
BANKATLANTIC BANCORP INC        COM                065908105     242844     40900  X                          X
BANKNORTH GROUP INC DEL                            06646L100     579150     21600  X                          X
BANTA CORP                      COM STK            066821109    1433250     78000  X                          X
BARD C R INC                    COM                067383109     607394     15700  X                          X
BARNES GROUP INC                COM                067806109     421588     29075  X                          X
BATTLE MTN GOLD CO              COM                071593107      95906     49500  X                          X
BAUSCH + LOMB INC               COM                071707103     391406      7500  X                          X
BAXTER INTL INC                 COM                071813109   10136569    161700  X                          X
BE AEROSPACE INC                COM                073302101     119850     20400  X                          X
BEA SYS INC                     COM                073325102    2163364     35300  X                          X
BEAR STEARNS COS INC            COM                073902108    1859830     40900  X                          X
BEDFORD PPTY INVS INC           COM PAR            076446301    3861425    240400  X                          X
                                     0.02 DOLLARS
BELL ATLANTIC CORP              COM                077853109   54420041    892516  X                          X
BELLSOUTH CORP                  COM                079860102   60896113   1290700  X                          X
BENCHMARK ELECTRS INC                              08160H101     203500      5500  X                          X
BERGEN BRUNSWIG CORP            CLASS A            083739102      51000     10200  X                          X
BERKLEY W R CORP                COM                084423102     604238     26200  X                          X
BEST BUY CO INC                 COM STK USD0.10    086516101    6458600     75100  X                          X
BESTFOODS                       COM                08658U101    8361276    171900  X                          X
BETHLEHEM STL CORP              COM                087509105     444000     74000  X                          X
BIO RAD LABORATORIES INC        CLASS A COM STK    090572207     425100     15600  X                          X
BIO TECHNOLOGY GEN CORP         COM                090578105     272800     17600  X                          X
BLACK + DECKER CORPORATION      COM                091797100     696134     16550  X                          X
BLOCK DRUG INC                  CL A               093644102     851681     30900  X                          X
BLOCK H + R INC                 COM                093671105     223750      5000  X                          X
BOEING CO                       COM                097023105   17413313    459000  X                          X
BOISE CASCADE CORP              COM                097383103    2387325     68700  X                          X
BOISE CASCADE OFFICE PRODS COR  COM                097403109     317675     19400  X                          X
BOMBAY INC                      COM                097924104      43725     13200  X                          X
BORDERS GROUP INC               COM                099709107     429688     25000  X                          X
BOSTON PPTYS INC                COM                101121101   18247650    573600  X                          X
BOWNE + CO INC                  COM                103043105     368225     28600  X                          X
BOYDS COLLECTION LTD            COM                103354106     160656     26500  X                          X
BOYKIN LODGING CO               COM                103430104     184475     15700  X                          X
BRADLEY REAL ESTATE INC         COM                104580105     399263     23400  X                          X
BRADY CORP                      CL A               104674106    1309875     42000  X                          X
BRANDYWINE RLTY TR              SH BEN INT NEW     105368203    5224838    305100  X                          X
BRIGGS + STRATTON CORP          COM                109043109     291988      7100  X                          X
BRIO TECHNOLOGY INC             COM                109704106     655038     17352  X                          X
BRISTOL MYERS SQUIBB CO         COM                110122108   25610750    454000  X                          X
BROADVISION INC                 COM                111412102    1265475     28200  X                          X
BROOKS AUTOMATION INC           COM                11434A100     593750      9500  X                          X
BROWN TOM INC                   COM NEW            115660201     378525     20600  X                          X
BROWN SHOE INC NEW              COM                115736100    1140000     95000  X                          X
BRUNSWICK CORP                  COM                117043109    1422206     75100  X                          X
BUFFETS INC                     COM STK            119882108    1264375    140000  X                          X
BURLINGTON NORTHN SANTA FE      COM                12189T104    4464825    201800  X                          X
BURNHAM PAC PPTYS INC                              12232C108     218938     31000  X                          X
CBL + ASSOC PPTYS INC           COM                124830100     645825     31600  X                          X
CBS CORP                        COM                12490K107    7264988    128300  X                          X
C CUBE MICROSYSTEMS INC         COM                125015107     786375     10800  X                          X
CEC ENTMT INC                   COM                125137109     309225     11400  X                          X
CFI PROSERVICES INC             COM                12525N100    2847295    258141  X                          X
CH ENERGY GROUP INC             COM                12541M102    1233225     40600  X                          X
C H ROBINSON WORLDWIDE          COM                12541W100     562475     15100  X                          X
CIGNA CORP                      COM                125509109    9997550    131400  X                          X
CLECO CORP NEW                  COM                12561W105     914375     27500  X                          X
CMG INFORMATION SVCS INC        COM                125750109    3482432     33350  X                          X
CMP GROUP INC                   COM                125887109     853363     29300  X                          X
CSG SYS INTL INC                COM                126349109    1996431     40900  X                          X
CVS CORP                        COM                126650100    1539900     35400  X                          X
CABLEVISION SYS CORP            CL A               12686C109    1603800     26400  X                          X
CABOT CORP                      COM                127055101    1890000     70000  X                          X
CABOT INDL TR                   COM SH BEN INT     127072106     700300     37600  X                          X
CABOT OIL + GAS CORP            CL A               127097103     325125     18000  X                          X
CALPINE CORP                    COM                131347106    4418000     47000  X                          X
CAMBREX CORP                    COM                132011107    2066250     47500  X                          X
CAMDEN PPTY TR                                     133131102   12325778    455456  X                          X
CAMPBELL SOUP CO                COM                134429109    1722000     56000  X                          X
CANADIAN NATL RY CO             PFD CONV           136375409     850000     20000  X                          X
                                SECS PCT
CANANDAIGUA WINE INC            CL A               137219200    1841100     36100  X                          X
CANTERBURY INFORMATION TECHNOL  COM NEW            138108303    8938416   9318275  X                          X
CAPITAL AUTOMOTIVE REIT         COM SH BEN INT     139733109     255600     21300  X                          X
CAPITAL ONE FINL CORP           COM                14040H105    4433031     94100  X                          X
CAPROCK COMMUNICATIONS CORP     COM                140667106     401800      8200  X                          X
CAPSTEAD MTG CORP               COM                14067E100      69425     17916  X                          X
CARDINAL HEALTH INC             COM                14149Y108   11592638    222900  X                          X
CAREMARK RX INC                 COM                141705103      82913     19800  X                          X
CARRAMERICA RLTY CORP           COM                144418100   12440513    588900  X                          X
CARTER WALLACE INC.             COM                146285101    1171875     62500  X                          X
CASCADE NAT GAS CORP            COM                147339105     475688     29500  X                          X
CATERPILLAR INC                 COM                149123101    5316175    134800  X                          X
CATO CORP NEW                   CL A               149205106    1233750    105000  X                          X
CELLSTAR CORP                   COM                150925105     111200     13900  X                          X
CELL PATHWAYS INC NEW           COM                15114R101     268125      7800  X                          X
CELLNET DATA SYS                COM                15115M101       7055     25086  X                          X
CENDANT CORP                    COM                151313103   11732606    694700  X                          X
CENDANT CORPORATION             RT 14FEB01         151313111    3093750    275000  X                          X
                                PUR PRIDES
CENTER TR INC                   COM                151845104     140888     22100  X                          X
CENTERPOINT PPTYS TR            COM                151895109   17708625    486000  X                          X
CENTEX CORP                     COM                152312104    3856144    161300  X                          X
CENTRAL GARDEN + PET CO                            153527106     543125     55000  X                          X
CENTURYBUSINESS SVCS INC        COM                156490104      67716     23300  X                          X
CENTURYTEL INC                  COM                156700106     688669     18550  X                          X
CEPHALON INC                    COM                156708109     326250      8700  X                          X
CHAMPION INTL CORP              COM                158525105    4467675     83900  X                          X
CHARTER ONE FINL INC            COM                160903100     630000     30000  X                          X
CHARMING SHOPPES INC            COM 9              161133103     739375    130000  X                          X
CHASE MANHATTAN CORP NEW        COM                16161A108   54019280    636173  X                          X
CHATEAU CMNTYS INC              COM                161726104     359550     14100  X                          X
CHECKPOINT SYS INC              COM                162825103     418750     50000  X                          X
CHELSEA GCA REALTY INC          COM                163262108    4692200    161800  X                          X
CHESAPEAKE ENERGY CORP          COM                165167107     254800     78400  X                          X
CHEVRON CORP                    COM                166751107   34692469    379500  X                          X
CHITTENDEN CORP                 COM                170228100     285000      9600  X                          X
CHRIS CRAFT INDS INC            COM                170520100     255833      4017  X                          X
CHUBB CORP                      COM                171232101    4519931     66900  X                          X
CHURCH + DWIGHT INC             COM                171340102     374688     21800  X                          X
CIENA CORP                      COM                171779101     254052      2000  X                          X
CIRRUS LOGIC INC                COM                172755100    1003750     55000  X                          X
CISCO SYS INC                   COM                17275R102  119433907   1591664  X                          X
CITIGROUP INC                   COM                172967101  121752997   2052215  X                          X
CITIZENS BKG CORP MICH          COM                174420109    1248000     64000  X                          X
CITRIX SYS INC                  COM                177376100     262030      3800  X                          X
CLARCOR INC                                        179895107    1508750     85000  X                          X
CLAYTON HOMES INC               COM                184190106     415125     41000  X                          X
CLEAR CHANNEL COMMUNICATIONS    COM                184502102    1167156     16900  X                          X
CLOROX CO                       COM                189054109    1263318     34376  X                          X
COCA COLA CO                    COM                191216100   10891508    231627  X                          X
COGNEX CORP                     COM                192422103     594181     10300  X                          X
COHERENT INC                    COM                192479103    1133600     21800  X                          X
COHU INC                        COM                192576106     937969     22500  X                          X
COLGATE PALMOLIVE CO            COM                194162103    3749685     65640  X                          X
COLONIAL PPTYS TR               COM SH BEN INT     195872106     572375     24100  X                          X
COLUMBIA ENERGY GROUP           COM                197648108    1019100     17200  X                          X
COLUMBIA / HCA HEALTHCARE CORP  COM                197677107    6164764    243800  X                          X
COLUMBUS MCKINNON CORP NY       COM                199333105     393750     30000  X                          X
COMCAST CORP                    CL A SPL           200300200    7455688    172500  X                          X
COMDISCO INC                    COM                200336105     264750      6000  X                          X
COMERICA INC                    COM                200340107    1546813     36700  X                          X
COMMERCE BANCORP INC N J        COM                200519106     467088     12624  X                          X
COMMERCE ONE INC DEL            COM                200693109    8710081     58359  X                          X
COMMERCIAL INTERTECH CORP       COM                201709102     236250     12000  X                          X
COMMERCIAL METALS CO            COM                201723103     276250     10000  X                          X
COMMERCIAL NET LEASE RLTY INC   COM                202218103     304775     29200  X                          X
COMMSCOPE INC                   COM                203372107     323938      7100  X                          X
COMMSCOPE INC                   SUB NT 144A        203372AA5     298750    250000  X                          X
COMMUNITY FIRST BANKSHARES INC  COM                203902101     854400     53400  X                          X
COMMUNITY TR BANCORP INC        COM                204149108    1386594     77033  X                          X
COMPAQ COMPUTER CORP            COM                204493100    7415063    278500  X                          X
COMPLETE BUSINES SOLUTIONS INC  COM                20452F107     221513      9900  X                          X
COMPUTER ASSOC INTL INC         COM                204912109   10505407    185200  X                          X
COMPUTER SCIENCES CORP          COM                205363104    3588750     44000  X                          X
COMPUWARE CORP                  COM                205638109    3699975    204400  X                          X
COMVERSE TECHNOLOGY INC         COM NEW            205862402    1373205      7400  X                          X
CONAGRA INC                     COM                205887102    4676250    258000  X                          X
CONCENTRIC NETWORK CORP DEL     COM                20589R107     797500     14500  X                          X
CONCORD COMMUNICATIONS INC      COM                206186108     202706      5700  X                          X
CONCORD EFS INC                 COM                206197105     201375      9000  X                          X
CONEXANT SYS INC                COM                207142100    3346713     48500  X                          X
CONNETICS CORP                  COM                208192104     110893     12070  X                          X
CONOCO INC                      CL B               208251405    9440250    368400  X                          X
CONSECO INC                     COM STK            208464107     126150     23200  X                          X
CONSOL ENERGY INC               COM                20854P109     158438     15000  X                          X
CONSOLIDATED EDISON INC         COM                209115104    2436000     84000  X                          X
COPPER MTN NETWORKS INC         COM                217510106   58072630    708743  X                          X
CORIXA CORP                     COM                21887F100     517646     12549  X                          X
CORN PRODUCTS INTL INC          COM                219023108    1203125     50000  X                          X
CORNERSTONE RLTY INCOME TR INC  COM                21922V102     391413     36200  X                          X
CORNING INC                     COM                219350105    7005000     36000  X                          X
CORUS BANKSHARES INC            COM                220873103    1278113     54100  X                          X
COST PLUS INC CALIF             COM                221485105     252748      7475  X                          X
COSTCO WHSL CORP NEW            COM                22160K105    4013444     75100  X                          X
COUSINS PPTYS INC               COM                222795106    5890000    160000  X                          X
COVENTRY HELATH CARE INC        COM                222862104     149600     17600  X                          X
COX COMMUNICATIONS INC NEW      CL A               224044107    1484106  30600.12  X                          X
CREDENCE SYSTEMS CORP           COM                225302108     350350      2800  X                          X
CRESCENT REAL ESTATE EQUITIES   COM                225756105    5337500    305000  X                          X
CRESTLINE CAP CORP              COM                226153104     653906     37500  X                          X
CRIIMI MAE INC                  PFD SER B CONV     226603207    1437231     86450  X                          X
CROWN AMERICAN RLTY                                228186102     136000     25600  X                          X
CROWN CASTLE INTL CORP          COM                228227104     246188      6500  X                          X
CUMMINS ENGINE INC              COM                231021106    2629375     70000  X                          X
CURTISS WRIGHT CORP             COM                231561101    1281875     35000  X                          X
CYPRESS SEMICONDUCTOR CORP      COM                232806109    3308869     67100  X                          X
CYTEC INDS INC                  COM                232820100    1225000     40000  X                          X
CYTYC CORP                      COM                232946103     525925     10900  X                          X
DII GROUP INC                   COM                232949107     554006      4900  X                          X
D.R.HORTON INC                  COM                23331A109     273006     20900  X                          X
DST SYS INC DEL                 COM                233326107     324688      5000  X                          X
DTE ENERGY CO                   COM                233331107    2911963     97600  X                          X
DAL TILE INTL INC               COM                23426R108     415131     52300  X                          X
DALLAS SEMICONDUCTOR CORP       COM                235204104     224800      6400  X                          X
DANA CORP                       COM                235811106     303750     10000  X                          X
DARDEN RESTAURANTS INC          COM                237194105    2728875    153200  X                          X
DELL COMPUTER CORP              COM                247025109    9218319    175502  X                          X
DELPHI AUTOMOTIVE SYS CORP      COM                247126105    6252800    390800  X                          X
DELPHI FINL GROUP INC                              247131105    1471487     48444  X                          X
DENDRITE INTL INC               COM                248239105     258578     12350  X                          X
DEVELOPERS DIVERSIFIED RLTY     COM                251591103    5196188    374500  X                          X
DEXTER CORP                     COM                252165105     832100     15700  X                          X
DIME CMNTY BANCORP INC          COM                253922108     988281     62500  X                          X
DIME BANCORP INC NEW            COM USD0.01        25429Q102     906500     49000  X                          X
DISNEY WALT CO                  DISNEY COM         254687106   38480544    925000  X                          X
DITECH COMMUNICATIONS CORP      COM                25500M103    3535381     33333  X                          X
DOLLAR THRIFTY AUTOMOTIVE GRP   COM                256743105    1031250     60000  X                          X
DOMINION RES INC VA NEW         COM                25746U109    6750000    150000  X                          X
DOUBLECLICK INC                 COM                258609304     828020      8844  X                          X
DOVER CORP                      COM                260003108     698975     14600  X                          X
DOW CHEM CO                     COM                260543103   18980100    166600  X                          X
DOW JONES + CO INC              COM                260561105    5385058     75000  X                          X
DOWNEY FINL CORP                COM                261018105    1540625     72500  X                          X
DRESS BARN INC                  COM                261570105     288750     15000  X                          X
DU PONT E I DE NEMOURS + CO     COM                263534109   21675647    412975  X                          X
DUKE ENERGY CO                  COM STK NPV        264399106   10720500    204200  X                          X
DUKE WEEKS RLTY CORP            COM NEW            264411505   22624875   1183000  X                          X
DURA PHARMACEUTICALS INC        COM                26632S109     306926     24928  X                          X
DYCOM INDS INC                  COM                267475101     475313      9750  X                          X
DYNEGY INC NEW                  CL A               26816Q101     518064      8256  X                          X
E M C CORP MASS                 COM                268648102   21837681    167278  X                          X
ESS TECHNOLOGY INC              COM                269151106     437500     25000  X                          X
E SPIRE COMMUNICATIONS INC      COM                269153102     130781     18600  X                          X
EARTHGRAINS CO                  COM                270319106     246925     16600  X                          X
EASTERN ENTERPRISES             COM                27637F100    1287313     21500  X                          X
EASTERN UTILS ASSOC             COM                277173100     580438     18500  X                          X
EASTGROUP PPTYS INC             COM                277276101     344000     16000  X                          X
EASTMAN CHEM CO                 COM                277432100    1471289     28125  X                          X
EASTMAN KODAK CO                COM                277461109   14778431    272100  X                          X
EATON CORP                      COM                278058102     709800      9100  X                          X
EDUCATION MGMT CORP             COM                28139T101     166031     11500  X                          X
EGGHEAD COM INC NEW             COM                282329101      88604   12601.5  X                          X
EL PASO ELEC CO                 COM NEW            283677854    1400625    135000  X                          X
EL PASO ENERGY CORP DEL         COM                283905107    3839663     95100  X                          X
ELECTROGLAS INC                 COM                285324109     428125     12500  X                          X
ELETRONICS FOR IMAGING INC                         286082102    1833075     34000  X                          X
ELOT INC                        COM                290143106     152750     26000  X                          X
EMCOR GROUP INC                 COM                29084Q100     840000     40000  X                          X
EMERSON ELEC CO                 COM                291011104   15971476    298600  X                          X
EMPIRE DIST ELEC CO             COM                291641108     266900     13600  X                          X
EMULEX CORP                     COM NEW            292475209     305550      2800  X                          X
ENCOMPASS SVCS CORP             COM                29255U104      78344     13625  X                          X
ENERGEN CORP                    COM                29265N108    1259063     79000  X                          X
ENGELHARD CORP                  COM                292845104    7708676    458900  X                          X
ENHANCE FINL SVCS GROUP INC     COM                293310108     388438     27500  X                          X
ENRON CORP                      COM                293561106   42396166    580550  X                          X
ENTERTAINMENT PPTYS TR          COM SH BEN INT     29380T105     180669     13700  X                          X
EQUITY INNS INC                 COM                294703103     230263     33800  X                          X
EQUITY OFFICE PPTYS TR          COM                294741103  203910882   8115856  X                          X
EQUITY RESIDENTIAL PPTYS TR     SH BEN INT         29476L107   72079496   1793580  X                          X
ESSEX PROPERTY TRUST            COM                297178105    9554400    265400  X                          X
ESTERLINE TECHNOLOGIES CORP     COM                297425100     292500     22500  X                          X
ETHYL CORP                      COM                297659104     147613     48200  X                          X
EXAR CORP                       COM                300645108    1137844     15900  X                          X
EXODUS COMMUNICATIONS INC       COM                302088109    2256996     15900  X                          X
EXTREME NETWORKS INC            COM                30226D106    2436755     30845  X                          X
EXXON MOBIL CORP                COM                30231G102  146994266   1889420  X                          X
FBL FINL GROUP INC              CL A               30239F106    1192500     79500  X                          X
F N B CORP PA                                      302520101    1087892     59205  X                          X
FSI INTL INC                                       302633102     307500     15000  X                          X
F Y I INC                       COM                302712104     222425      8200  X                          X
FAIRFIELD CMNTYS INC                               304231301     162719     20500  X                          X
FARMER BROS CO                  COM                307675108     590700      3300  X                          X
FEDERAL HOME LN MTG CORP        COM FORMERLY       313400301    9907494    223700  X                          X
                                SR PART PFD
FEDERAL NATL MTG ASSN           COM                313586109   39880600    697000  X                          X
FEDERAL RLTY INVT TR            SH BEN INT NEW     313747206     565856     29300  X                          X
FEDERATED DEPT STORES INC DEL   COM                31410H101   16733300    426600  X                          X
FEDEX CORP                      COM                31428X106    6115200    156800  X                          X
FELCOR LODGING TR INC           COM                31430F101    2476250    140000  X                          X
FIDELITY NATL FINL INC          COM                316326107     777083  56259.43  X                          X
FIFTH THIRD BANCORP             COM STK            316773100    1864800     29600  X                          X
FIRST AMERICAN FINL CORP        COM                318522307    1085344     76500  X                          X
FIRST CTZNS BANCSHARES INC N C                     31946M103    1281841     22700  X                          X
FIRST DATA CORP                 COM                319963104   15209038    341200  X                          X
FIRST INDL RLTY TR INC          COM                32054K103    6409200    235200  X                          X
FIRST REP BK SAN FRANCISCO CA   COM                336158100     941094     47500  X                          X
FIRST TENN NATL CORP            COM                337162101     255938     12600  X                          X
FIRST UN CORP                   COM                337358105   17644489  478872.2  X                          X
FIRST UTD BANCSHARES INC ARK    COM                33741E104    1025000    100000  X                          X
FIRST WASH BANCORP INC WASH     COM                33748T104    1377875     75500  X                          X
FIRSTAR CORP WIS                COM                33763V109    4667781    203500  X                          X
FIRSTFED FINL CORP DEL          COM                337907109    1179250     89000  X                          X
FLAGSTAR BANCORP INC            COM                337930101     669500     51500  X                          X
FLEETBOSTON FINL CORP           COM                339030108   27424615  755900.4  X                          X
FOOTSTAR INC                    COM                344912100     833375     29500  X                          X
FORD MTR CO DEL                 COM                345370100   34918626    758800  X                          X
FOREST OIL CORP                 COM NEW            346091606     161500     15200  X                          X
FOSSIL INC                      COM                349882100     302344     12900  X                          X
FRANKLIN COVEY CO               COM                353469109     519825     71700  X                          X
FRANKLIN RES INC                COM                354613101     284219      8500  X                          X
FRONTIER AIRLS INC NEW          COM                359065109     529625     44600  X                          X
FURNITURE BRANDS INTL INC       COM                360921100     893594     47500  X                          X
GBC BANCORP CALIF                                  361475106    1623125     70000  X                          X
GTE CORP                        COM                362320103   37691450    533200  X                          X
GABLES RESIDENTIAL TR           SH BEN INT         362418105     546750     24300  X                          X
GALLAGHER ARTHUR J + CO         COM                363576109     578500     17800  X                          X
GANNETT INC                     COM                364730101   11578387    167500  X                          X
GAP INC                         COM                364760108    9023738    195000  X                          X
GARDNER DENVER INC              COM                365558105     221988     11800  X                          X
GATEWAY INC                     COM                367626108    4279850     79300  X                          X
GENCORP INC                     COM                368682100     232500     30000  X                          X
GENERAL COMMUNICATION INC                          369385109      53750     10000  X                          X
GENERAL DYNAMICS CORP           COM                369550108     512425     10300  X                          X
GENERAL ELEC CO                 COM                369604103   64527991    413022  X                          X
GENERAL GROWTH PPTYS INC        COM                370021107    6087500    200000  X                          X
GENERAL MLS INC                 COM                370334104    5084344    140500  X                          X
GENLYTE GROUP INC               COM                372302109     926250     47500  X                          X
GENRAD INC                      COM                372447102     228938     18500  X                          X
GEON CO                         COM                37246W105    1075000     50000  X                          X
GENZYME CORP                    COM                372917104    7892200    161200  X                          X
GENZYME CORP                    COM TISSUE REPAIR  372917401     165344     35750  X                          X
GENZYME CORP                    COM MOLECULAR      372917500     326909     28898  X                          X
                                ONCOLOGY DIV
GENZYME CORP                    COM SURGICAL       372917609     306555     35802  X                          X
                                PRODS DIVISION
GEORGIA PAC CORP                COM                373298108    6761344    171500  X                          X
GEORGIA PAC CORP                COM TIMBER GROUP   373298702    1058313     41300  X                          X
GERBER SCIENTIFIC INC           COM                373730100    1394363     72200  X                          X
GIBRALTOR STEEL CORP            COM                37476F103     189031     11500  X                          X
GILEAD SCIENCES INC             COM                375558103     651939     10287  X                          X
GILLETTE CO                     COM                375766102    3415840     92320  X                          X
GLATFELTER P H CO               COM                377316104     796875     75000  X                          X
GLENAYRE TECHNOLOGIES INC       COM                377899109    1001063     57000  X                          X
GLENBOROUGH RLTY TR INC         COM                37803P105    1309350     90300  X                          X
GLIMCHER RLTY TR                COM                379302102     310500     23000  X                          X
GLOBIX CORP                     COM                37957F101     240188      6300  X                          X
GOLDMAN SACHS GROUP INC         COM                38141G104    9767288     96300  X                          X
GO2NET                          COM                383486107     410869      5100  X                          X
GRACE W R + CO DEL NEW          COM                38388F108     576013     45400  X                          X
GRACO INC                       COM                384109104     382800     13200  X                          X
GRAND UN CO                     COM PAR 1.00       386532402      93413     31800  X                          X
GRANITE CONSTR INC                                 387328107    1417500     52500  X                          X
GREAT LAKES REIT INC            COM                390752103     231413     15300  X                          X
GREAT PLAINS SOFTWARE INC       COM                39119E105     202825      3800  X                          X
GREATER BAY BANCORP             COM                391648102     543375     13500  X                          X
GREY WOLF INC                   COM                397888108     353981     89900  X                          X
GROUP 1 AUTOMOTIVE INC          COM                398905109     148800     12800  X                          X
GTECH HLDGS CORP                COM                400518106     788906     42500  X                          X
GUIDANT CORP                    COM                401698105    1388475     24200  X                          X
GUILFORD PHARMACEUTICALS INC    COM                401829106     465000     20000  X                          X
HADCO CORP                      COM                404681108     807813     12500  X                          X
HALLIBURTON CO                  COM                406216101    4590456    109700  X                          X
HANDLEMAN CO DEL                COM                410252100     887500    100000  X                          X
HANGER ORTHOPEDIC GROUP         COM NEW            41043F208      58969     11100  X                          X
HARLAND JOHN H CO               COM                412693103    1271700     94200  X                          X
HARLEYSVILLE GROUP INC          COM                412824104    1116500     77000  X                          X
HARMAN INTL INDS INC NEW        COM                413086109    1704000     28400  X                          X
HARMONIC INC                    COM                413160102     382950      4600  X                          X
HARRIS CORP DEL                 COM                413875105     273044      7900  X                          X
HARTFORD FINANCIAL SVCS GRP     COM                416515104    6549681    124300  X                          X
HARTFORD LIFE INC               CL A               416592103     585938     12500  X                          X
HAVERTY FURNITURE COS INC       COM                419596101    1062500    100000  X                          X
HAWAIIAN ELEC INDS INC          COM                419870100    1733781     54500  X                          X
HEARME                          COM                421903105    1571282     62229  X                          X
HEALTH CARE PPTY INVS INC       COM                421915109     780728     30692  X                          X
HEALTHCARE RLTY TR              COM                421946104     618075     36900  X                          X
HEALTH CARE REIT INC            COM                42217K106     450800     32200  X                          X
HEINZ H J CO                    COM                423074103    3532838    101300  X                          X
HELMERICH AND PAYNE INC         COM                423452101    1472500     47500  X                          X
HERTZ CORP                      CL A               428040109    2731813     80200  X                          X
HEWLETT PACKARD CO              COM                428236103   20136244    151900  X                          X
HIGHWOODS PPTYS INC             COM                431284108    9639000    453600  X                          X
HOME DEPOT INC                  COM                437076102    9592272    155914  X                          X
HOME PPTYS N Y INC              COM                437306103    4488650    167800  X                          X
HOMESTORE COM INC               COM                437852106    1554199     31881  X                          X
HONEYWELL INTL INC              COM                438516106   12261769    232500  X                          X
HOOPER HOLMES INC               COM                439104100     566156     16500  X                          X
HORACE MANN EDUCATORS CORP NEW  NEW COM            440327104     706156     38300  X                          X
HORMEL FOODS CORP               COM                440452100     415869     25300  X                          X
HOSPITALITY PPTYS TR            COM SH BEN INT     44106M102     939600     46400  X                          X
HOST MARRIOTT CORP NEW          COM                44107P104    7734128    871451  X                          X
HOUSEHOLD INTL INC              COM                441815107    9708713    260200  X                          X
HUMAN GENOME SCIENCES INC       COM                444903108     780788      9400  X                          X
ICN PHARMACEUTICALS INC         COM                448924100     923775     33900  X                          X
HYPERION SOLUTIONS CORP         COM                44914M104     227500      7000  X                          X
IBP INC                         COM STK            449223106     166950     10600  X                          X
ICG COMMUNICATIONS INC          COM                449246107     393763     10900  X                          X
IDEC PHARMACEUTICALS CORP       COM                449370105     837876      8528  X                          X
IPC INFORMATION INC             COM NEW            44980K206     370800      1800  X                          X
IRT PPTY CO                     COM                450058102     258400     32300  X                          X
ISS GROUP INC                   OC COM             450306105    1138555      9773  X                          X
ITT INDS INC                    COM                450911102     618144     19900  X                          X
IDACORP INC                     COM                451107106    1216250     35000  X                          X
IDEX CORP                       COM                45167R104     395125     14500  X                          X
IDEXX LABS INC                  COM                45168D104     300731     12900  X                          X
IGATE CAP CORP                  COM                45169U105     496375     11000  X                          X
ILLINOIS TOOL WKS INC           COM                452308109    1867450     33800  X                          X
IMMUNEX CORP NEW                COM                452528102     877939     14200  X                          X
IMPERIAL BANCORP                COM                452556103     652023     21033  X                          X
IN FOCUS SYS INC                COM                452919103     845175     23600  X                          X
INACOM CORP                     COM                45323G109      78925     28700  X                          X
INCYTE PHARMACUTICALS INC       COM                45337C102     957395     10973  X                          X
INDY MAC MTG HLDGS INC          COM                456607100    1103881     73900  X                          X
INFORMIX CORP                   COM                456779107    1040809     61450  X                          X
INFOSPACE INC                   COM                45678T102     812388      5700  X                          X
INFORMATION RES INC             COM                456905108     204000     25500  X                          X
INKTOMI CORP                    COM                457277101    3702911     19760  X                          X
INPUT/OUTPUT INC                COM                457652105     183750     30000  X                          X
INSIGHT ENTERPRISES INC         COM                45765U103     360731      9900  X                          X
INSITUFORM TECHNOLOGIES INC     CL A               457667103     682938     22300  X                          X
INNKEEPERS USA TR               COM                4576J0104     259188     31900  X                          X
INTEGRATED DEVICE TECHNOLOGY    COM                458118106    2952063     74500  X                          X
INTEL CORP                      COM                458140100   61594063    475000  X                          X
INTER TEL INC                   COM                458372109     262800      9600  X                          X
INTERIM SVCS INC                COM                45868P100     971747     52350  X                          X
INTERMEDIA COMMUNICATIONS INC   COM                458801107     718310     14868  X                          X
INTERMET CORP                   COM                45881K104     187063     20500  X                          X
INTERNATIONAL BUSINESS MACHS    COM                459200101   60834914    525970  X                          X
INTERNATIONAL HOME FOODS INC    COM                459655106     308800     19300  X                          X
INTERNATIONAL PAPER CO          COM                460146103    8939025    209100  X                          X
INTERNATIONAL RECTIFIER CORP    COM                460254105    1063688     27900  X                          X
INTERPOOL INC                   COM                46062R108      65625     10000  X                          X
INTERWEST BANCORP INC           COM                460931108     477125     34700  X                          X
INTERTAN INC                    COM                461120107     140250     10200  X                          X
INTRAWARE INC                   COM                46118M103     735363     17800  X                          X
INTUIT                          COM                461202103     282750      5200  X                          X
INVACARE CORP                   COM                461203101     480156     17500  X                          X
ISIS PHARMACEUTICALS                               464330109     213750     15200  X                          X
I2 TECHNOLOGIES INC             COM                465754109    1476888     11525  X                          X
IVAX CORP                                          465823102     580425     21300  X                          X
JDN RLTY CORP                   COM                465917102     335113     32300  X                          X
JDS UNIPHASE CORP               COM                46612J101    8024997     67745  X                          X
JP RLTY INC                     COM                46624A106     222656     12500  X                          X
JACK IN THE BOX INC             COM                466367109     206731      9700  X                          X
JACOBS ENGR GROUP INC           COM                469814107    1419000     44000  X                          X
JEFFERSON PILOT CORP            COM                475070108     339469      5100  X                          X
JOHNSON + JOHNSON               COM                478160104   17430613    241100  X                          X
JOHNSON CTLS INC                COM                478366107    3984406     73700  X                          X
JONES PHARMA INC                COM                480236108     391838     12900  X                          X
JOSTENS INC                     COM                481088102     365625     15000  X                          X
JOURNAL REGISTER CO             COM                481138105    3013425    204300  X                          X
JUSTIN INDS INC                 COM                482171105    1575000     87500  X                          X
KLA TENCOR CORP                 COM                482480100     966653     11500  X                          X
KAMAN CORP                      CL A               483548103     609375     62500  X                          X
KAUFMAN + BROAD HOME CORP       COM                486168107    1314119     61300  X                          X
KEANE INC                       COM                486665102    1010625     35000  X                          X
KELLOGG CO                      COM                487836108    4986625    194600  X                          X
KELLWOOD CO                     COM                488044108     702500     40000  X                          X
KEMET CORP                      COM                488360108    1865875     29500  X                          X
KENNAMETAL INC                  COM                489170100     811688     27000  X                          X
KERR MCGEE CORP                 COM                492386107    4989600     86400  X                          X
KEY ENERGY SVCS INC             COM                492914106     871875     75000  X                          X
KEYCORP NEW                     COM                493267108    3779100    198900  X                          X
KEYSPAN CORP                    COM                49337W100     497250     18000  X                          X
KIMBALL INTL INC                CL B               494274103     583000     53000  X                          X
KILROY RLTY CORP                COM                49427F108     539200     25600  X                          X
KIMBERLY CLARK CORP             COM                494368103    9772000    174500  X                          X
KIMCO RLTY CORP                                    49446R109   16260000    433600  X                          X
KINDER MORGAN INC KANS          COM                49455P101     382950     11100  X                          X
KIRBY CORP                      COM                497266106     938125     47500  X                          X
KNIGHT RIDDER INC               COM                499040103    1803188     35400  X                          X
KOGER EQUITY INC                COM                500228101     424350     24600  X                          X
KONOVER PPTY TR INC             COM                50047R100     170213     30600  X                          X
KULICKE + SOFFA INDS INC        COM                501242101    1249219     19500  X                          X
LSI LOGIC CORP                  COM                502161102    1216187     17000  X                          X
LTC PROPERTIES                                     502175102     136525     25400  X                          X
LTX CORP                        COM                502392103     682331     15100  X                          X
LA Z BOY INC                    COM                505336107    1363763     88700  X                          X
LABOR READY INC                 COM NEW            505401208     167381     16950  X                          X
LABORATORY CORP AMER HLDGS      COM                50540R102     258750     60000  X                          X
LABORATORY CORP AMER HLDGS      PFD CONV           50540R201    2628600     33700  X                          X
                                EXCHANGEABLE
                                SER A
LACLEDE GAS CO                  COM                505588103     926000     46300  X                          X
LAM RESH CORP                   COM                512807108    3447281     76500  X                          X
LANCASTER COLONY CORP           COM RTS            513847103     889369     29100  X                          X
                                CALLABLE THRU
                                4/20/00
LANDSTAR SYS INC                COM                515098101    1423500     26000  X                          X
LASALLE HOTEL PPTYS             COM SH BEN INT     517942108     138750     11100  X                          X
LATTICE SEMICONDUCTOR CORP                         518415104    1326675     19600  X                          X
LATTICE SEMICONDUCTOR CORP      SUB NT CONV 144A   518415AA2    1835000   1000000  X                          X
LEAP WIRELESS INTL INC          COM                521863100     671090   6800.15  X                          X
LEAR CORP                       COM                521865105    2506475     86000  X                          X
LEGG MASON INC                  COM                524901105    1072600     24800  X                          X
LEHMAN BROTHERS HLDGS INC       COM                524908100    7789100     80300  X                          X
LEVEL 3 COMMUNICATIONS INC      COM                52729N100     846000      8000  X                          X
LEXINGTON CORPORATE PPTY TR     COM                529043101     174281     16900  X                          X
LEXMARK INTL GROUP INC          CL A               529771107    1640200     13900  X                          X
LIBBEY INC                      COM                529898108     380513     13900  X                          X
LIBERTY FINL COS INC            COM                530512102     996569     50300  X                          X
LIBERTY PROPERTY                SH BEN INT SUPP    531172104    7420625    310000  X                          X
LILLY ELI + CO                  COM                532457108    6810050     98100  X                          X
LILLY INDL INC                  CL A               532491107     631125     51000  X                          X
LIMITED INC                     COM                532716107    1874563     44500  X                          X
LINCOLN ELEC HLDGS INC          COM                533900106     602269     24900  X                          X
LINCOLN NATL CORP IN            COM                534187109    4234400    126400  X                          X
LINEAR TECHNOLOGY CORP          COM                535678106     704000     12800  X                          X
LIPOSOME INC                    COM                536310105     256791     14700  X                          X
LIZ CLAIBORNE INC               COM                539320101     875019     19100  X                          X
LOCKHEED MARTIN CORP            COM                539830109    2656875    130000  X                          X
LONGVIEW FIBRE CO WASHINGTON    COM                543213102     702100     47600  X                          X
LOUIS DREYFUS NAT GAS CORP      COM                546011107     612000     18000  X                          X
LOUISIANA PAC CORP              COM                546347105    1823175    131400  X                          X
LOWES COS INC                   USD0.50            548661107    1838813     31500  X                          X
LUBRIZOL CORP                   COM                549271104    1178431     40900  X                          X
LUCENT TECHNOLOGIES INC         COM                549463107   18569746  301389.4  X                          X
M + T BK CORP                   COM                55261F104    3348750      7500  X                          X
MAF BANCORP INC                 COM                55261R108     728438     45000  X                          X
MBIA INC                        COM                55262C100     682019     13100  X                          X
MBNA CORP                       COM                55262L100    2790019    108000  X                          X
MCN ENERGY GROUP INC            COM                55267J100     327500     13100  X                          X
MDU RES GROUP INC               COM                552690109     985625     47500  X                          X
MEMC ELECTR MATLS INC           COM                552715104     613813     30500  X                          X
MGC COMMUNICATIONS INC          COM                552763302     407550      5700  X                          X
MGIC INVT CORP WIS              COM                552848103    1975786     45000  X                          X
MGI PPTYS                       COM                552885105      70550     13600  X                          X
MGM GRAND INC                   COM                552953101    2702400    112600  X                          X
MMI COS INC                     COM                553087107     227125     23000  X                          X
MMC NETWORKS INC                COM                55308N102     231000      7000  X                          X
MRV COMMUNICATIONS INC          COM                553477100    1969938     21500  X                          X
MTI TECHNOLOGY CORP             COM                553903105     232100      8800  X                          X
MACERICH CO                     REIT               554382101     693000     33600  X                          X
MACK CA RLTY CORP               COM                554489104   14790000    580000  X                          X
MADISON GAS + ELEC CO           COM                557497104    1090375     61000  X                          X
MAIL WELL HLDGS INC             COM                560321200     112069     12900  X                          X
MALLINCKRODT INC NEW            COM                561232109    4531000    157600  X                          X
MANITOWOC INC                   COM                563571108    1603453     59250  X                          X
MANUFACTURED HOME CMNTYS INC    COM                564682102   52521454   2271198  X                          X
MARIMBA INC                     COM                56781Q109     211800      4800  X                          X
MARINE DRILLING COS INC         COM PAR 0.01       568240204    1440469     52500  X                          X
MARK IV INDS INC                COM                570387100    1323750     60000  X                          X
MARSH + MCLENNAN COS INC        COM                571748102   11637969    105500  X                          X
MASCOTECH INC                   COM                574670105     311375     26500  X                          X
MASTEC INC                      COM                576323109     311500      3500  X                          X
MAXTOR CORP                     COM NEW            577729205     182419     14100  X                          X
MAY DEPT STORES CO              COM                577778103    4297800    150800  X                          X
MAXIMUS INC                     COM                577933104     240950      7900  X                          X
MAYTAG CORP                     COM                578592107    3228094     96600  X                          X
MCCORMICK + CO INC              COM NON VTG        579780206    3786325    120700  X                          X
MCDONALDS CORP                  COM                580135101   12057706    320300  X                          X
MCGRATH RENTCORP                COM                580589109     428625     27000  X                          X
MCKESSON HBOC INC               COM                58155Q103     417900     19900  X                          X
MCLEODUSA INC                   COM                582266102    1557188     26400  X                          X
MEDIAONE GROUP INC              COM                58440J104   17888931    220851  X                          X
MEDICIS PHARMACEUTICAL CORP     CL A NEW           584690309     294000      7350  X                          X
MEDQUIST INC                    COM                584949101     429563     15800  X                          X
MEDTRONIC INC                   COM                585055106    2856563     55000  X                          X
MELLON FINL CORP                COM                58551A108    6696500    227000  X                          X
MEMBERWORKS INC                 COM                586002107     212663      5300  X                          X
MENS WEARHOUSE INC                                 587118100     245888      8300  X                          X
MENTOR GRAPHICS CORP            COM                587200106     859100     56800  X                          X
MERCK + CO INC                  COM                589331107   24350375    377000  X                          X
MERCURY INTERACTIVE CORP        COM                589405109    1378950     17400  X                          X
MERIDIAN RESOURCE CORP          COM                58977Q109     118963     30700  X                          X
MERISTAR HOSPITALITY CORP       COM                58984Y103     775969     44500  X                          X
MERITOR AUTOMOTIVE INC          COM                59000G100     360525     22800  X                          X
MERRILL LYNCH + CO INC          COM                590188108   19740000    188000  X                          X
METAMOR WORLDWIDE INC           SUB NT CONV        59133PAA8    1723140   2000000  X                          X
METHODE ELECTRS INC             CL A               591520200     479750      9500  X                          X
METRIS COS INC                  COM                591598107     497600     12800  X                          X
METRO GOLDWYN MAYER INC NEW     COM                591610100     256919     10100  X                          X
METTLER TOLEDO INTL INC         COM                592688105     442125     10800  X                          X
MICHAEL FOODS INC NEW           COM                594079105     210000     10000  X                          X
MICHAELS STORES INC             COM                594087108     301550      7400  X                          X
MICROSOFT CORP                  COM                594918104   49942568    537656  X                          X
MICROSTRATEGY INC               CL A               594972101    1175344     13500  X                          X
MICROCHIP TECHNOLOGY INC        COM                595017104     838313     12750  X                          X
MICROMUSE INC                   COM                595094103     416438      3000  X                          X
MICRON ELECTRONICS INC          COM                595100108     191800     13700  X                          X
MICRON TECHNOLOGY INC           COM                595112103    3679200     29200  X                          X
MID AMER APT CMNTYS INC         COM                59522J103     393750     17500  X                          X
MID ATLANTIC MED SVCS INC                          59523C107     231250     25000  X                          X
MIDCAP SPDR TR                  UNIT SER 1         595635103   18527888    204000  X                          X
MIKASA INC                      COM                59862T109     119000     16000  X                          X
MILACRON INC                    COM                598709103     180469     12500  X                          X
MILLENNIUM PHARMACEUTICALS      COM                599902103     883150      6800  X                          X
MILLENNIUM CHEMICALS INC        COM                599903101     600000     30000  X                          X
MINERALS TECHNOLOGIES INC       COM                603158106    1016025     22800  X                          X
MINNESOTA MNG + MFG CO          COM                604059105   14851931    167700  X                          X
MITCHELL ENERGY + DEV CORP      CL A               606592202     415625     19000  X                          X
MOLECULAR DEVICES CORP          COM                60851C107     314675      4100  X                          X
MONTANA PWR CO                  COM                612085100    1057500     24000  X                          X
MONY GROUP INC                  COM                615337102    1615625     50000  X                          X
MOOG INC                        CL A               615394202     349125     19000  X                          X
MORGAN J P + CO INC             COM                616880100   13702000    104000  X                          X
MORGAN KEEGAN INC               COM                617410105     379750     21700  X                          X
MORGAN STANLEY DEAN WITTER+CO   COM NEW            617446448   57909615    710348  X                          X
MOTOROLA INC                    COM                620076109   41532961    293735  X                          X
MUELLER INDS INC                                   624756102    2196257     71752  X                          X
MUSICLAND STORES INC            COM                62758B109     102638     16100  X                          X
MYERS IND INC                   COM                628464109    1043520     86960  X                          X
MYLAN LABS INC                  COM                628530107     225500      8200  X                          X
NBT BANCORP INC                 COM                628778102     379451     26169  X                          X
NCH CORP                        COM                628850109    1087500     24000  X                          X
NCI BLDG SYS INC                COM                628852105    1488069     79100  X                          X
NCS HEALTHCARE INC              CL A               628874109      23200     12800  X                          X
NL INDS INC                     COM NEW            629156407     195000     15000  X                          X
NTL INC                         COM                629407107     237150      3100  X                          X
NUI CORP                        COM                629430109    1371375     53000  X                          X
NVR INC                         COM                62944T105     313200      5800  X                          X
NABORS INDUSTRIES INC           COM                629568106     950444     24100  X                          X
NACCO INDS INC                  CL A               629579103     383500      8000  X                          X
NASDAQ GOLD TR                  UNIT SER 1         631100104    4034200     36800  X                          X
NATIONAL AUSTRALIA BK LTD       CAP UNIT           632525309    1209375     50000  X                          X
                                EXCHANGEABLE
NATIONAL CITY CORP              COM                635405103    6274125    304200  X                          X
NATIONAL DATA CORP              COM                635621105     224775      8100  X                          X
NATIONAL FUEL GAS CO N J        COM                636180101     387694      8700  X                          X
NATIONAL HEALTH INVS INC        COM                63633D104     269788     22600  X                          X
NATIONAL INSTRS CORP            COM                636518102     413050      8800  X                          X
NATIONAL OILWELL INC            COM                637071101    1389375     45000  X                          X
NATIONAL PRESTO INDS INC        COM                637215104    1207125     37000  X                          X
NATIONAL SEMICONDUCTOR CORP     COM                637640103    5498688     90700  X                          X
NATIONWIDE HEALTH PPTYS INC     COM                638620104     446725     42800  X                          X
NAVIGANT CONSULTING CO          COM                63935N107     157300     14300  X                          X
NEIMAN MARCUS GROUP             CL A               640204202     286469     10300  X                          X
NEOMAGIC CORP                   COM                640497103      81984     16500  X                          X
NETWORKS ASSOCS INC             2018 SUB DEB CONV  640938AB2    2280000   6000000  X                          X
NET PERCEPTIONS INC             COM                64107U101     324237      8778  X                          X
NETWORK APPLIANCE INC           COM                64120L104    1996071     23900  X                          X
NEUROGEN CORP                   COM                64124E106     330363     10700  X                          X
NEW PLAN EXCEL RLTY TR INC      COM                648053106    4125000    300000  X                          X
NEW YORK TIMES CO               CL A               650111107    2635928     62600  X                          X
NEWELL RUBBERMAID INC           COM                651229106    2312525     93200  X                          X
NEWFIELD EXPL CO                COM                651290108     504075     14300  X                          X
NEXTEL COMMUNICATIONS INC       CL A               65332V103   12650973     87744  X                          X
NEXTLINK COMMUNICATIONS INC     CL A PAR 0.02      65333H707     570588      5600  X                          X
NIKE INC                        CL B               654106103     273413      6900  X                          X
NOBLE AFFILIATES INC            COM                654894104     764531     23300  X                          X
NORFOLK SOUTHN CORP             COM                655844108    2080063    144700  X                          X
NORTEK INC                      COM                656559101    1128375     51000  X                          X
NORTH AMERN VACCINE INC         SUB NT CONV        657201AC3    2183125   3500000  X                          X
NORTH FORK BANCORPORATION INC   COM                659424105    1699913     95100  X                          X
NORTHERN TRUST CORP             COM                665859104    3242219     50250  X                          X
NORTHPOINT COMMUNICATIONS HLDG  COM                666610100    3596274    155936  X                          X
NORTHROP GRUMMAN CORP           COM                666807102    3160369     59700  X                          X
NORTHWEST NAT GAS CO            COM                667655104     678600     34800  X                          X
NUEVO ENERGY CO                 COM                670509108     322500     15000  X                          X
OCCIDENTAL PETE CORP            COM                674599105    4602350    221800  X                          X
OCEAN ENERGY INC TEX            COM                67481E106    1484597    103700  X                          X
OCEANFIRST FINL CORP            COM                675234108     745156     47500  X                          X
OFFICE DEPOT INC                SUB LIQUID         676220AB2    1375000   2000000  X                          X
                                YIELD OPT NT
OFFSHORE LOGISTICS INC          COM                676255102    1179375     85000  X                          X
OFFSHORE LOGISTICS INC          SUB NT CONV        676255AF9    1338750   1500000  X                          X
OGDEN CORP                      COM                676346109     415425     34800  X                          X
OLD REP INTL CORP               COM                680223104     222750     16200  X                          X
OMEGA HEALTHCARE INVESTORS      REAL ESTATE        681936100     186850     29600  X                          X
ON ASSIGNMENT INC               COM                682159108     436500      9700  X                          X
ONE VY BANCORP WEST VA INC      COM                682419106    1038750     30000  X                          X
ONEIDA LTD                      COM                682505102     251875     13000  X                          X
ONEOK INC NEW                   COM                682680103    1577500     63100  X                          X
ORACLE CORP                     COM                68389X105   19517301    249200  X                          X
OSHKOSH TRUCK CORP              COM                688239201     621250     20000  X                          X
OTTER TAIL PWR CO               COM                689648103     594138     29800  X                          X
OWENS + MINOR INC NEW           COM                690732102     796875     75000  X                          X
OWENS CORNING                   COM                69073F103    2038813    106700  X                          X
OXFORD INDS INC                 COM                691497309    1178125     65000  X                          X
P COM INC                       COM                693262107     323750     17500  X                          X
PECO ENERGY CO                  COM                693304107    5201313    140400  X                          X
PG+E CORP                       COM                69331C108    6990775    324900  X                          X
PFF BANCORP INC                 COM                69331W104    1085000     70000  X                          X
PE CORP                         COM PE             69332S102     270200      2800  X                          X
                                BIOSYSTEMS GROUP
PE CORP                         COM CELERA         69332S201    4475875     49200  X                          X
                                GENOMICS GRO
PMA CAP CORP                    CL A               693419202     350000     20000  X                          X
PMC SIERRA INC                  COM                69344F106    2029625     10200  X                          X
PMI GROUP INC                   COM                69344M101    3260186     69300  X                          X
PNC FINL SVCS GROUP INC         COM                693475105    6011338    133400  X                          X
PS BUSINESS PKS INC CA          COM                69360J107     446213     21900  X                          X
PSS WORLD MED INC               COM                69366A100     101041     14900  X                          X
PACCAR INC                      COM                693718108    1880000     37600  X                          X
PACIFIC GULF PPTYS INC          COM                694396102     339513     17300  X                          X
PACIFIC SUNWEAR OF CALIF        COM                694873100     231000      6000  X                          X
PALL CORP                       COM                696429307     569913     25400  X                          X
PALM INC                        COM                696642107    6252061    160000  X                          X
PARAMETRIC TECHNOLOGY CORP                         699173100     286284     35100  X                          X
PARK ELECTROCHEMICAL CORP                          700416209     431200     17600  X                          X
PARKWAY PPTYS INC               COM                70159Q104     273769      9300  X                          X
PATTERSON DENTAL CO             COM                703412106     317475      8300  X                          X
PATTERSON ENERGYINC             COM                703414102     920750     29000  X                          X
PAXAR CORP                      COM                704227107    1299375    135000  X                          X
PAYLESS SHOESOURCE INC          COM                704379106     342788      6600  X                          X
PEGASUS COMMUNICATIONS CORP     CL A               705904100     760050      5400  X                          X
PENN TREATY AMERN CORP          COM                707874103     383813     23000  X                          X
PENNEY J C INC                  COM                708160106    1309000     88000  X                          X
PENNSYLVANIA REAL ESTATE INVT   SH BEN INT         709102107     162500     10000  X                          X
PEP BOYS MANNY MOE + JACK       COM                713278109     460156     77500  X                          X
PEREGRINE SYS INC               COM                71366Q101     844988     12600  X                          X
PERKINELMER INC                 COM                714046109    1768900     26600  X                          X
PERSISTENCE SOFTWARE INC        COM                715329108    1391250     70000  X                          X
PERSONAL GROUP OF AMER INC      COM                715338109     367500     60000  X                          X
PETSMART INC                                       716768106      89400     29800  X                          X
PHARMACIA + UPJOHN INC          COM                716941109   18126249  305816.4  X                          X
PFIZER INC                      COM                717081103   22269719    570900  X                          X
PHILIP MORRIS COS INC           COM                718154107   21073297    991153  X                          X
PHILLIPS PETE CO                COM                718507106   12397422    268600  X                          X
PHILLIPS VAN HEUSEN CORP        COM                718592108     538125     70000  X                          X
PHOENIX INVT PARTNERS LTD       COM                719085102    1085000    140000  X                          X
PHYCOR INC                      COM                71940F100      56719     55000  X                          X
PICTURETEL CORP                 COM NEW            720035302     262500     30000  X                          X
PILGRIMS PRIDE CORP             COM                721467108     288481     45700  X                          X
PILGRIMS PRIDE CORP             CL A               721467207     263981     54150  X                          X
PINNACLE HLDGS INC              COM                72346N101    1287325     23300  X                          X
PINNACLE SYS INC                COM                723481107     538650     16200  X                          X
PIONEER NAT RES CO              COM                723787107    1009375     95000  X                          X
PIONEER STD ELECTRS INC         COM                723877106    1496250     95000  X                          X
PITNEY BOWES INC                COM                724479100     245781      5500  X                          X
PLANTRONICS INC NEW             COM                727493108     577763      6200  X                          X
PLEXUS CORP                     COM                729132100     466375      7000  X                          X
POLARIS INDS INC                COM                731068102     964000     32000  X                          X
POLYCOM INC                     COM                73172K104     459288      5800  X                          X
PORTAL SOFTWARE INC             COM                736126103   17748456    314687  X                          X
POST PPTYS INC                  COM                737464107   10192688    251000  X                          X
POWERWAVE TECHNOLOGIES INC      COM                739363109     512500      4100  X                          X
POWERTEL INC                    COM                73936C109     214481      3100  X                          X
PRAXAIR INC                     COM                74005P104     366300      8800  X                          X
PRE PAID LEGAL SVCS INC         COM                740065107     237500      8000  X                          X
PRECISION CASTPARTS CORP        COM                740189105    1368750     37500  X                          X
PRENTISS PPTYS TR               SH BEN INT         740706106     805481     36100  X                          X
PRESIDENTIAL LIFE CORP          COM                740884101     389125     28300  X                          X
PRICE COMMUNICATIONS CORP       COM                741437305     458160     19920  X                          X
PRIME RETAIL INC                COM                741570105      87281     39900  X                          X
PRIME RETAIL INC                PFD CONV           741570303     871763    172200  X                          X
                                SER B
PRIMEX TECHNOLOGIES INC         COM                741597108     349525     16400  X                          X
PRIDE INTL INC                  COM                741932107    1049375     46000  X                          X
PRIORITY HEALTHCARE CORP        CL B               74264T102     376875      7500  X                          X
PROCTER + GAMBLE CO             COM                742718109   10339313    177600  X                          X
PROGRESS SOFTWARE CORP          COM                743312100     372656     15900  X                          X
PROGRESSIVE CORP OHIO           COM                743315103     742061     11340  X                          X
PROLOGIS TR                     SH BEN INT         743410102   19155021    995066  X                          X
PROTEIN DESIGN LABS INC         COM                74369L103     795000     10000  X                          X
PROVIDENT BANKSHARES CORP                          743859100    1149356     72975  X                          X
PROVIDENT FINL GROUP INC        COM                743866105     408750     12000  X                          X
PROVIDIAN FINL CORP             COM                74406A102    9426844    108500  X                          X
PROXIM INC                      COM                744284100     294400      2300  X                          X
PSINET INC                      PFD CONV           74437C309    1280000     20000  X                          X
                                SER C
PUBLIC SVC CO NM                COM                744499104    1323000     84000  X                          X
PUBLIC SVC ENTERPRISE GROUP     COM                744573106    3477975    117400  X                          X
PUBLIC STORAGE INC              COM                74460D109    8400000    400000  X                          X
PULTE CORP                      COM                745867101    1774375     85000  X                          X
QRS CORP                        COM                74726X105     278425      3700  X                          X
QLOGIC CORP                     COM                747277101     987700      7400  X                          X
QUADRAMED CORP                  COM                74730W101      63825     11100  X                          X
QUAKER OATS CO                  COM                747402105    4762032     75214  X                          X
QUALCOMM INC                    COM                747525103   13410720     92116  X                          X
QUANEX CORP                     COM                747620102    1096200     60900  X                          X
QUEST DIAGNOSTICS INC           COM                74834L100    3010413     73600  X                          X
QUORUM HEALTH GROUP INC         COM                749084109     754688     75000  X                          X
QWEST COMMUNICATIONS INTL INC   COM                749121109     563875     13000  X                          X
R + B FALCON CORP               COM                74912E101     699275     33700  X                          X
RFS HOTEL INVS INC              COM                74955J108     248325     23100  X                          X
R G S ENERGY GROUP INC          COM                74956K104    1538500     72400  X                          X
RLI CORP                        COM                749607107    1302313     38875  X                          X
RSA SEC INC                     COM                749719100     243519      4700  X                          X
RADIAN GROUP INC                COM                750236101   10454735    219522  X                          X
RADIANT SYS INC                 COM                75025N102     282938      4500  X                          X
RAMP NETWORKS INC               COM                751567108     855312  42499.96  X                          X
RARE MEDIUM GROUP INC           COM                75382N109     370650      8400  X                          X
RATIONAL SOFTWARE CORP          COM NEW            75409P202     619650      8100  X                          X
RAVISENT TECHNOLOGIES INC       COM                754440105     311272     22434  X                          X
RAYMOND JAMES FINANCIAL INC     COM                754730109    1130875     54500  X                          X
RAYTHEON CO                     CL B               755111408    2282650    128600  X                          X
READERS DIGEST ASSN INC         COM CL A           755267101    2656663     75100  X                          X
                                NON VTG
REAL NETWORKS INC               COM                75605L104    1128050     22200  X                          X
REALTY INCOME CORP              COM                756109104     500500     26000  X                          X
RECKSON ASSOCS RLTY CORP        COM                75621K106     695625     37100  X                          X
REDBACK NETWORKS INC            COM                757209101     569881      1900  X                          X
REEBOK INTL LTD                 COM                758110100     360750     39000  X                          X
REGENERON PHARMACEUTICALS INC   COM                75886F107     413875     14000  X                          X
REGENCY RLTY CORP               COM                758939102    4611625    233500  X                          X
RELIANCE STL + ALUM CO          COM                759509102    1494650     66800  X                          X
REMEC INC                       COM                759543101    1010000     20000  X                          X
REMEDY CORP                     COM                759548100     366488      8700  X                          X
RENAL CARE GROUP INC            COM                759930100     242900     11200  X                          X
REPUBLIC BANCORP INC            COM                760282103    1238047    132500  X                          X
RESMED INC                      COM                761152107     256950      3600  X                          X
REYNOLDS METALS CO              COM                761763101    2340625     35000  X                          X
RIGGS NATL CORP WASH DC         COM                766570105    1101750     90400  X                          X
RIVIANA FOODS INC DEL           COM                769536103    1081088     68100  X                          X
ROCK TENN CO                    COM CL A           772739207     877500     90000  X                          X
ROCKWELL INTL CORP NEW          COM                773903109    5030044    120300  X                          X
ROHM + HAAS CO                  COM                775371107     242250      6800  X                          X
ROLLINS TRUCK LEASING CORP      COM                775741101     775406     91900  X                          X
ROSS STORES INC                 COM                778296103     315219     13100  X                          X
ROUSE CO                        COM                779273101    6996600    331200  X                          X
ROUSE CO                        PFD CONV           779273309     937500     30000  X                          X
                                SER B PCT
RUBY TUESDAY INC                COM                781182100     484750     27700  X                          X
RYANS FAMILY STEAK HOUSES INC   COM                783519101    1386563    145000  X                          X
RYDER SYS INC                   COM                783549108     226875     10000  X                          X
RYERSON TULL INC NEW            COM                78375P107    1085000     70000  X                          X
RYLAND GROUP INC                COM                783764103    1265625     67500  X                          X
SBC COMMUNICATIONS INC          COM                78387G103   79901049   1893428  X                          X
SCI SYS INC                     SUB NT CONV        783890AF3     275625    250000  X                          X
SCM MICROSYSTEMS INC            COM                784018103     310400      3200  X                          X
SDL INC                         COM                784076101    1666211      8200  X                          X
SJW CORP                        COM                784305104     468000      4000  X                          X
SL GREEN RLTY CORP              COM                78440X101    4631250    195000  X                          X
SPS TECHNOLOGIES INC            COM                784626103     915000     30000  X                          X
SPDR TRUST                      UNIT SER 1         78462F103   12737588     84600  X                          X
S1 CORP                         COM                78463B101     539831      6300  X                          X
S3 INC                          COM                784849101    1102500     52500  X                          X
SABRE HLDGS CORP                CL A               785905100    2108747  58028.69  X                          X
SAFEGUARD SCIENTIFICS INC       COM                786449108     696094      9900  X                          X
SAFEGUARD SCIENTIFIC INC        SUB NT CONV 144A   786449AD0    3010000   1000000  X                          X
ST JUDE MED INC                 COM                790849103     604013     23400  X                          X
ST PAUL COS INC                 COM                792860108     368550     10800  X                          X
SALTON INC                      COM                795757103     206031      4750  X                          X
SANDISK CORP                    COM                80004C101     759500      6200  X                          X
SANTA FE SNYDER CORP            COM                80218K105     515900     53600  X                          X
SARA LEE CORP                   COM                803111103     991800     55100  X                          X
SAWTEK INC                      COM                805468105     462550      8800  X                          X
SCHERING PLOUGH CORP            COM                806605101    8513475    221500  X                          X
SCHOLASTIC CORP                                    807066105    1402375     26000  X                          X
SCHULMAN A INC                  COM                808194104     821500     62000  X                          X
SCHWAB CHARLES CORP             NEW COM STK        808513105    6123009    117370  X                          X
SCHWEITZER MAUDUIT INTL INC     COM                808541106     241931     18700  X                          X
SCIENT CORP                     COM                80864H109     235788      2600  X                          X
SCIENTIFIC GAMES HLDGS CORP     COM                808747109    1196250     72500  X                          X
SCIQUEST COM INC                COM                80908Q107     637673     24764  X                          X
SCOTT TECHNOLOGIES INC          COM                810022301    1411850     74800  X                          X
SCOTTS CO                       CL A               810186106     403200      9600  X                          X
SCRIPPS E W CO OH               CL A               811054204     392850      8100  X                          X
SEAGATE TECHNOLOGY              COM                811804103     508125     10000  X                          X
SEARS ROEBUCK + CO              COM                812387108    5446350    176400  X                          X
SECURITY CAP GROUP INC          CL B               81413P204    7579688    525000  X                          X
SELECTIVE INS GROUP INC         COM                816300107    1578281     92500  X                          X
SEMTECH CORP                    COM                816850101     826406     12900  X                          X
SENSORMATIC ELECTRS CORP        COM                817265101    3024575    134800  X                          X
SHERWIN WILLIAMS CO             COM                824348106    1092488     49800  X                          X
SHURGARD STORAGE CTRS INC       CL A               82567D104     697538     26700  X                          X
SICOR INC                       COM                825846108     664000     64000  X                          X
SIEBEL SYS INC                  COM                826170102    3576082     29800  X                          X
SIERRA PAC RES NEW              COM                826428104     706250     56500  X                          X
SIGCORP INC                     COM                826912107     827500     33100  X                          X
SILICON VY BANCSHARES           COM                827064106    1689063     23500  X                          X
SILICON VY GROUP INC            COM                827066101     756250     27500  X                          X
SIMON PPTY GROUP INC NEW        COM                828806109   26507928   1104497  X                          X
SIMON PPTY GROUP INC NEW        PFD CONV           828806406    5097216     73606  X                          X
                                SER B 6.5PCT
SIMPSON INDS INC                COM                829060102     284563     29000  X                          X
SIMPSON MFG INC                 COM                829073105    1343000     34000  X                          X
SIRIUS SATELLITE RADIO INC      COM                82966U103     456000      8000  X                          X
SIPEX CORP                      COM                829909100     204813      5800  X                          X
SKY FINL GROUP INC              COM                83080P103     233058     14342  X                          X
SKYLINE CORP                    COM                830830105    1236188     57000  X                          X
SKYWEST INC                                        830879102     442113     11300  X                          X
SMITH A O CORP                  COM                831865209    1161000     64500  X                          X
SMITH CHARLES E RESIDENTIAL     COM                832197107    6936000    192000  X                          X
SMURFIT STONE CONTAINER CORP    COM                832727101   42913477   2533637  X                          X
SOLECTRON CORP                  COM                834182107    4437222    108028  X                          X
SOUTHDOWN INC                   COM                841297104     507400      8600  X                          X
SOUTHERN CO                     COM                842587107    7039088    315400  X                          X
SOUTHWEST AIRLS CO              COM                844741108    7365075    339600  X                          X
SOUTHWEST BANCORPORATION TEX    COM                84476R109     345988     17800  X                          X
SOUTHWEST GAS CORP              COM                844895102     486094     25500  X                          X
SOVEREIGN BANCORP INC           COM                845905108    2200551    301300  X                          X
SOVEREIGN BANCORP INC           TR PFD             845905306    1954947     41650  X                          X
                                INCOME EQUITY
SOVRAN SELF STORAGE INC         COM                84610H108     232875     11500  X                          X
SPARTECH CORP                   COM NEW            847220209    1529688     44500  X                          X
SPEEDFAM IPEC INC               COM                847705100     218625     11000  X                          X
SPIEKER PPTYS INC               COM                848497103   17266000    388000  X                          X
SPLASH TECHNOLOGY HLDGS INC     COM                848623104     877725     70218  X                          X
SPRINT CORP                     COM                852061100   24023144    382100  X                          X
SPRINT CORP                     PCS COM SER 1      852061506   11553781    176900  X                          X
STAMPS COM INC                  COM                852857101    1315278     68105  X                          X
STANDARD MTR PRODS INC          CL A               853666105     334688     22500  X                          X
STANDARD PAC CORP NEW           COM                85375C101     478000     47800  X                          X
STANLEY WORKS                   COM                854616109     398263     15100  X                          X
STAPLES INC                     COM                855030102     711031     37300  X                          X
STARWOOD HOTELS + RESORTS       1 CL B SH BEN      85590A203   19614000    747200  X                          X
                                INT+ 1 COMMON
STATE STREET CORPORATION        COM                857477103   16652813    171900  X                          X
STATION CASINOS INC                                857689103     239938     11000  X                          X
STERLING BANCSHARES INC         COM                858907108     227588     23800  X                          X
STERLING SOFTWARE INC.          COM                859547101     463600     15200  X                          X
STEWART INFORMATION SVCS CORP   COM                860372101    1265000     80000  X                          X
STMICROELECTRONICS N V          SUB LIQUID         861012AB8    2532675   1500000  X                          X
                                YIELD OPT NT
STONERIDGE INC                  COM                86183P102     661250     57500  X                          X
STORAGE USA INC                 COM                861907103    3099250    101200  X                          X
STRUCTURAL DYNAMICS RESH CORP   COM                863555108     386100     28600  X                          X
SUIZA FOODS CORP                COM                865077101    1127000     28000  X                          X
SUMMIT PPTYS INC                COM                866239106     399713     20900  X                          X
SUN CMNTYS INC                  COM                866674104     649688     22500  X                          X
SUN MICROSYSTEMS INC            COM                866810104   20694342    221552  X                          X
SUNQUEST INFORMATION SYS INC    COM                867654105     115875     10300  X                          X
SUNTERRA CORP                   COM                86787D109      82294     39900  X                          X
SUNTRUST BKS INC                COM                867914103    8073450    139800  X                          X
SUPERIOR INDS INTL INC          COM                868168105    1774500     56000  X                          X
SUPERVALU INC                   COM                868536103     443138     23400  X                          X
SUSQUEHANNA BANCSHARES INC PA   COM                869099101     414375     30000  X                          X
SWIFT ENERGY CO                 COM                870738101    1340625     75000  X                          X
SYBASE INC                      COM                871130100    2449688    120600  X                          X
SYKES ENTERPRISES INC           COM                871237103     213500     11200  X                          X
SYMANTEC CORP                   COM                871503108    1168650     15700  X                          X
SYNCOR INTL CORP NEW            COM                87157J106     221100      6700  X                          X
SYSCO CORP                      COM                871829107    1027163     27300  X                          X
TJX COS INC NEW                 COM                872540109    2720156    129900  X                          X
TNP ENTERPRISES INC             COM                872594106     481938     11000  X                          X
TALBOTS INC                     COM                874161102     529875      9000  X                          X
TALK CITY INC                   COM                874263106     386357     63729  X                          X
TALK COM INC                    COM                874264104     254400     15900  X                          X
TANDY CORP                      COM                875382103    2753100     48300  X                          X
TARGET CORP                     COM                87612E106    4371800     59800  X                          X
TAUBMAN CENTERS INC             REIT               876664103    1756638    157900  X                          X
TECHNE CORP                     COM                878377100     317400      4600  X                          X
TECHNITROL INC                  COM                878555101     629100     10800  X                          X
TECUMSEH PRODS CO               CL A               878895200     378400      8600  X                          X
TEKTRONIX INC                   COM                879131100    2240000     40000  X                          X
TELEPHONE + DATA SYS INC        COM                879433100    4817400     43400  X                          X
TELIGENT INC                    CL A               87959Y103     200438      3000  X                          X
TELLABS INC                     COM                879664100    5690729     91850  X                          X
TEMPLE INLAND INC               COM                879868107     742206     14900  X                          X
TENET HEALTHCARE CORP           COM                88033G100     777400     33800  X                          X
TENNANT CO                      COM                880345103    1162500     37500  X                          X
TERADYNE INC                    COM                880770102    3462725     42100  X                          X
TERAYON COMMUNICATION SYS       COM                880775101     676500      3300  X                          X
TEREX CORP NEW                  COM                880779103     165313     11500  X                          X
TETRA TECH INC NEW              COM                88162G103     266000     11200  X                          X
TEXACO INC                      COM                881694103   15200897    282800  X                          X
TEXAS INSTRS INC                COM                882508104   39070930    241613  X                          X
TEXAS REGL BANCSHARES INC       CL A VTG           882673106     328144     12900  X                          X
TEXAS UTILS CO                  COM                882848104    8039375    270800  X                          X
TEXTRON INC                     COM                883203101    2575013     42300  X                          X
THE GLOBE COM INC               COM                88335R101     123038     19300  X                          X
THERMO ELECTRON CORP            COM                883556102    3203725    164600  X                          X
THERMO FIBERTEK INC             SUB DEB            88355WAA3    1438625   1700000  X                          X
                                CONV 144A
THERMO OPTEK CORP               SUB DEB            883582AA6    1757250   1650000  X                          X
                                CONV 144A
THERMOLASE CORP                 SUB DEB            883624AA6    1680000   2000000  X                          X
                                CONV 144A
THERMOTREX CORP                 GTD SUB            883666AA7     705000   1000000  X                          X
                                DEB CONV
THOMAS + BETTS CORP             COM                884315102     336175     11900  X                          X
THOMAS INDS INC                 COM                884425109     581250     31000  X                          X
THOR INDS INC                   COM                885160101    1094063     45000  X                          X
THORNBURG MTG INC               COM                885218107     158563     21500  X                          X
3COM CORP                       COM                885535104     734250     13200  X                          X
TIBCO SOFTWARE INC              COM                88632Q103     497965      6110  X                          X
TIFFANY + CO NEW                COM                886547108    1003500     12000  X                          X
TIMBERLAND CO                   CL A               887100105     372300      7300  X                          X
TIME WARNER INC                 COM                887315109   10458931    109530  X                          X
TIME WARNER TELECOM INC         CL A               887319101     397500      5000  X                          X
TORCHMARK INC                   COM                891027104     381563     16500  X                          X
TORO CO                         COM                891092108    1197500     40000  X                          X
TOSCO CORP                      COM NEW            891490302     873556     28700  X                          X
TOWER AUTOMOTIVE INC            COM                891707101    1142975     69800  X                          X
TRANSKARYOTIC THERAPIES INC     COM                893735100   13441781    241650  X                          X
TRAVELERS PPTY CAS CORP         CL A               893939108    2619375     63500  X                          X
TRANSWITCH CORP                 COM                894065101     490238      5100  X                          X
TREGA BIOSCIENCES INC           COM                894699107     162636     34466  X                          X
TRIAD GTY INC                   COM                895925105    1259375     62000  X                          X
TRIARC COS INC                  CL A               895927101     216000     10800  X                          X
TRIBUNE CO NEW                  COM                896047107    2745844     75100  X                          X
TRIMBLE NAVIGATION LTD          COM                896239100     373375     14500  X                          X
TRIQUINT SEMICONDUCTOR INC      COM                89674K103     249900      3400  X                          X
TUBOSCOPE INC                   COM                898600101     467500     27500  X                          X
UGI CORP NEW                    COM                902681105     929875     43000  X                          X
UMB FINL CORP                   COM                902788108     809786     22035  X                          X
USX MARATHON GROUP              COM NEW            902905827    2267438     87000  X                          X
UST INC                         COM USD0.50        902911106     748438     47900  X                          X
U S RESTAURANT PPTYS INC        COM                902971100     184181     14100  X                          X
US BANCORP DEL                  COM                902973106    7370125    336920  X                          X
URS CORP NEW                    COM                903236107     976500     74400  X                          X
USG CORP                        COM NEW            903293405     310338      7400  X                          X
USEC INC                        COM                90333E108     323750     70000  X                          X
ULTRAMAR DIAMOND SHAMROCK       COM                904000106    4592875    181000  X                          X
UNICOM CORP                     COM                904911104    7077350    193900  X                          X
UNION PAC CORP                  COM                907818108    3697313     94500  X                          X
UNION PACIFIC RES GROUP INC     COM                907834105     942500     65000  X                          X
UNIONBANCAL CORP                COM                908906100    3001556    108900  X                          X
UNISYS CORP                     COM                909214108    4833815    196040  X                          X
UNITED ASSET MGMT CORP          COM                909420101     389531     22500  X                          X
UNITED DOMINION RLTY TR INC     COM                910197102     964994     95900  X                          X
UNITED ILLUM CO                 COM                910637107    1138250     29000  X                          X
U S WEST INC NEW                COM                91273H101   12383135    170937  X                          X
UNITED STATIONERS INC           COM                913004107    2498125     70000  X                          X
UNITED TECHNOLOGIES CORP        COM                913017109   14006390    222231  X                          X
UNITED TELEVISION INC           COM                913066106     529500      4000  X                          X
UNITEDGLOBALCOM                 CL A               913247508    1736083   23128.5  X                          X
UNITRIN INC                     COM                913275103     480975     12100  X                          X
UNIVERSAL CORP VA               COM                913456109    1167344     77500  X                          X
UNIVERSAL FST PRODS INC         COM                913543104    1051875     85000  X                          X
US FREIGHTWAYS CORP             COM                916906100     935938     25000  X                          X
URBAN SHOPPING CTRS INC         COM                917060105    3156188    108600  X                          X
USBANCORP INC                   COM                917292104     996750     88600  X                          X
USINTERNETWORKING INC           SUB NT CONV 144A   917311AE2    1931345    691000  X                          X
UTILICORP UTD INC               COM                918005109    1356494     75100  X                          X
VALERO ENERGY CORP              COM                91913Y100    1390375     45400  X                          X
VALUEVISION INTL INC            COM CL A           92047K107     322725      7800  X                          X
VARCO INTL INC                  COM                922126107     694375     55000  X                          X
VARIAN SEMICONDUCTOR EQUIP INC  COM                922207105     636250     10000  X                          X
VARIAN MED SYS INC              COM                92220P105    1140625     25000  X                          X
VEECO INSTRS INC DEL            COM                922417100     466200      6300  X                          X
VENTAS INC                      COM                92276F100     152375     46000  X                          X
VERIO INC                       COM                923433106     657344     17500  X                          X
VERITAS SOFTWARE CORP           COM                923436109    5587096     43435  X                          X
VERITY INC                      COM                92343C106     289325      7100  X                          X
VERISIGN INC                    COM                92343E102   16508675    110900  X                          X
VERTEX PHARMACEUTICALS INC      COM                92532F100     936250     20000  X                          X
VERTICALNET INC                 OC COM             92532L107     693600      5100  X                          X
VETERINARY CTRS AMER INC        COM                925514101    1494625    108700  X                          X
VIACOM INC                      CL B               925524308   13786175    258700  X                          X
VIATEL INC                      COM                925529208     316282      6302  X                          X
VIANT CORP                      COM                92553N107    7658495  228611.8  X                          X
VISHAY INTERTECHNOLOGY INC      COM                928298108    2001707     35300  X                          X
VISUAL NETWORKS INC             COM                928444108     249700      4400  X                          X
VOICESTREAM WIRELESS CORP       COM                928615103     343891    2669.7  X                          X
VORNADO RLTY TR                 COM                929042109   20043050    598300  X                          X
VORNADO REALTY TR               PFD CONV SER A     929042208    1910000     40000  X                          X
WMS INDUSTRIES INC              COM                929297109     103688     10500  X                          X
WPS RES CORP                    COM                92931B106    1309844     50500  X                          X
WACHOVIA CORP NEW                                  929771103    6006306     88900  X                          X
WAL MART STORES INC             COM                931142103   29922088    539800  X                          X
WALTER INDS INC                 COM                93317Q105    1100500    142000  X                          X
WARNER LAMBERT CO               COM                934488107   12845738    118400  X                          X
WASHINGTON FED INC              COM                938824109    1115156     58500  X                          X
WASHINGTON MUT INC              COM                939322103    7140575    270800  X                          X
WATTS INDS INC                  CL A               942749102     940500     76000  X                          X
WAUSAU MOSINEE PAPER CORP       COM                943315101     226406     17500  X                          X
WAVE SYSTEMS CORP               COM                943526103     810731     20300  X                          X
WEBB DEL CORP                   COM                947423109     888750     60000  X                          X
WEBHIRE INC                     COM                94768W104     714343     43624  X                          X
WEBLINK WIRELESS INC            COM                94769A101   32888173   3214286  X                          X
WEBSTER FINL CORP WATERBURY                        947890109     759000     33000  X                          X
WEINGARTEN RLTY INVS            SH BEN INT         948741103     790125     21500  X                          X
WELLPOINT HEALTH NETWORKS INC   COM                94973H108    4052750     58000  X                          X
WELLPOINT HEALTH NETWORKS INC   SUB DEB CONV       94973HAA6    1020780   1500000  X                          X
                                ZERO CPN
WELLS FARGO + CO NEW            COM                949746101   30109443    735440  X                          X
WENDYS INTL INC                 COM                950590109     343188     17000  X                          X
WESCO INTL INC                  COM                95082P105      96875     12500  X                          X
WEST PHARMACEUTICAL SVCS INC    COM                955306105     602438     23800  X                          X
WESTFIELD AMER INC              COM                959910100     412300     30400  X                          X
WESTVACO CORP                   COM                961548104    1268250     38000  X                          X
WEYERHAEUSER CO                 COM                962166104    5375100     94300  X                          X
WHIRLPOOL CORP                  COM                963320106    1747025     29800  X                          X
WILLAMETTE INDS INC             COM                969133107    1701300     42400  X                          X
WILLIAMS COS INC                COM                969457100    2837506     69300  X                          X
WINSTAR COMMUNICATIONS INC      COM                975515107     657000     10950  X                          X
WOODWARD GOVERNOR CO            COM                980745103    1035000     45000  X                          X
WORLD ACCESS INC                COM                98141A101     415013     21700  X                          X
WYNDHAM INTL INC                CL A               983101106    1682747    897465  X                          X
WYNNS INTL INC                  COM                983195108     443381     32100  X                          X
XILINX INC                      COM                983919101    2674844     32300  X                          X
XIRCOM INC                      COM                983922105     321900      8700  X                          X
XTRA CORP                       COM                984138107     942400     24800  X                          X
YAHOO INC                       COM                984332106    5351413     33950  X                          X
YELLOW CORP                     COM                985509108    1502656     81500  X                          X
ZEBRA TECHNOLOGIES CORP         CL A               989207105     320000      6400  X                          X
ZIXIT CORP                      COM                98974P100     298531      4100  X                          X
AMDOCS LIMITED                  SHS                G02602103     419724      5696  X                          X
EVEREST REINSURANCE GROUP LTD   SHS                G3223R108     531788     16300  X                          X

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