-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, QLRWbEewUWfJbg7V+uOjGbPdgsC7KJ2DZbeZuw8wQQIJkP9SxVG/j/vDmbyGJZIc RPGoEoqY9BNSVVill+yiMg== 0001015402-01-000313.txt : 20010208 0001015402-01-000313.hdr.sgml : 20010208 ACCESSION NUMBER: 0001015402-01-000313 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20001231 FILED AS OF DATE: 20010207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GENERAL MOTORS INVESTMENT MANAGEMENT CORP CENTRAL INDEX KEY: 0000883422 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 382903925 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: SEC FILE NUMBER: 028-03030 FILM NUMBER: 1526866 BUSINESS ADDRESS: STREET 1: STATE STREET BANK STREET 2: 1 ENTERPRISE DRIVE CITY: QUINCY STATE: MA ZIP: 02171 MAIL ADDRESS: STREET 1: STATE STREET BANK STREET 2: 1 ENTERPRISE DRIVE CITY: QUINCY STATE: MA ZIP: 02171 13F-HR/A 1 0001.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2000 Check here if Amendment [X]; Amendment Number: 1 ------- This Amendment (Check only one.): [ ]is a restatement. [X]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: /s/ Michael Connors Title: Vice President Phone: (617) 985-7452 Signature, Place, and Date of Signing: /s/ Michael Connors North Quincy, MA January 30, 2001 - ------------------- ---------------- ---------------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] 13F File Number Name 28-____________ ________________________________________ 28-____________ ________________________________________ 28-____________ ________________________________________ [Repeat as necessary.] Form 13F SUMMARY PAGE Report Summary:5 Number of Other Included Managers: 0 ----------------- Form 13F Information Table Entry Total: 1028 ----------------- Form 13F Information Table Value Total: $11,212,998,988.5 ----------------- List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE
FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- ---------- --------- --- ---- ------- -------- ---- ------ ---- ELAN CORP PLC CONTINGENT VALUE G29539148 11484 14700 SOLE 0 0 0 RT ADC TELECOMMUNICATIONS INC COM 886101 2637731 145530 SOLE 0 0 0 AFLAC INC COM 1055102 7976719 110500 SOLE 0 0 0 AGL RES INC COM 1204106 1429650 64800 SOLE 0 0 0 AES CORP COM 00130H105 5770075 104200 SOLE 0 0 0 AK STL HLDG CORP COM 1547108 430500 49200 SOLE 0 0 0 AMB PPTY CORP COM 00163T109 9961044 385900 SOLE 0 0 0 AMLI RESIDENTIAL PPTYS TR SH BEN INT 1735109 281438 11400 SOLE 0 0 0 APAC TELESERVICES INC COM 1.85E+108 64163 17400 SOLE 0 0 0 AT + T CORP COM 1957109 27782892 1604788 SOLE 0 0 0 AT+T CORP COM LIBERTY 1957208 18514169 1365100 SOLE 0 0 0 MEDIA GRP CL A AT+T WIRELESS GROUP COM 1957406 2737366 158115 SOLE 0 0 0 AVX CORP NEW COM 2444107 2998754 183130 SOLE 0 0 0 ABBOTT LABS COM NPV 2824100 26505000 547200 SOLE 0 0 0 ACCREDO HEALTH INC COM 00437V104 276031 5500 SOLE 0 0 0 ACTION PERFORMANCE COS INC SUB NT CONV 004933AB3 3929760 16374000 SOLE 0 0 0 ACTEL CORP COM 4934105 224944 9300 SOLE 0 0 0 ACXIOM CORP COM 5125109 276456 7100 SOLE 0 0 0 ADOBE SYS INC COM 00724F101 744800 12800 SOLE 0 0 0 ADVANCED MARKETING SVCS INC COM 00753T105 417000 24000 SOLE 0 0 0 ADVANCED RADIO TELECOM CORP COM 00754U101 10828 10500 SOLE 0 0 0 ADVO INC COM 7585102 647875 14600 SOLE 0 0 0 ADVANCED MICRO DEVICES INC COM 7903107 2944825 213200 SOLE 0 0 0 ADVANTA CORP CL A COM 7942105 433575 49200 SOLE 0 0 0 AETHER SYSTEMS INC COM 00808V105 978125 25000 SOLE 0 0 0 AFFILIATED COMPUTER SVCS INC SUB NT CONV 008190AD2 9482130 6228000 SOLE 0 0 0 AFFILIATED MANAGERS GROUP INC COM 8252108 1887700 34400 SOLE 0 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1669766 30498 SOLE 0 0 0 AGRIBRANDS INTL INC COM 00849R105 438700 8200 SOLE 0 0 0 AIR PRODS + CHEMS INC COM 9158106 442800 10800 SOLE 0 0 0 ALABAMA NATL BANCORPORATION DE COM 10317105 371050 16400 SOLE 0 0 0 ALBANY INTL CORP NEW CLASS A 12348108 681496 50716 SOLE 0 0 0 ALBEMARLE CORP COM 12653101 1418175 57300 SOLE 0 0 0 ALBERTO CULVER CO CL B CONV 13068101 933313 21800 SOLE 0 0 0 ALBERTSONS INC COM 13104104 2387650 90100 SOLE 0 0 0 ALCOA INC COM 13817101 20250750 604500 SOLE 0 0 0 ALEXANDRIA REAL ESTATE EQUIT COM 15271109 10535219 283300 SOLE 0 0 0 ALFA CORP COM 15385107 643125 35000 SOLE 0 0 0 ALLEGHANY CORP DEL COM 17175100 780900 3800 SOLE 0 0 0 ALLEGHENY ENERGY INC COM 17361106 674625 14000 SOLE 0 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 288925 18200 SOLE 0 0 0 ALLEGIANCE TELECOM INC COM 01747T102 1389152 62390 SOLE 0 0 0 ALLEN TELECOM INC COM 18091108 396419 22100 SOLE 0 0 0 ALLETE COM 18522102 930469 37500 SOLE 0 0 0 ALLIANT TECHSYSTEMS INC COM 18804104 1591988 23850 SOLE 0 0 0 ALLIED CAP CORP NEW COM 01903Q108 1285900 61600 SOLE 0 0 0 ALLIED WASTE INDUSTRIES INC 19589308 537356 36900 SOLE 0 0 0 ALLMERICA FINL CORP COM 19754100 739500 10200 SOLE 0 0 0 ALLSTATE CORP COM 20002101 14136031 324500 SOLE 0 0 0 ALLTEL CORP COM 20039103 5494500 88000 SOLE 0 0 0 ALPHARMA INC CL A 20813101 254475 5800 SOLE 0 0 0 ALTERA CORP 21441100 1257738 47800 SOLE 0 0 0 AMAZON COM INC COM 23135106 818588 52600 SOLE 0 0 0 AMBAC FINL GROUP INC COM 23139108 1380665 23677 SOLE 0 0 0 AMCOL INTL CORP COM 02341W103 266000 56000 SOLE 0 0 0 AMEREN CORP COM 23608102 435338 9400 SOLE 0 0 0 AMERICA ONLINE INC DEL COM 02364J104 7568861 217496 SOLE 0 0 0 AMERICA WEST HLDG CORP CL B 23657208 525313 41000 SOLE 0 0 0 AMERICAN CAP STRATEGIES LTD COM 24937104 342550 13600 SOLE 0 0 0 AMERICAN ELEC PWR INC COM 25537101 757950 16300 SOLE 0 0 0 AMERICAN EXPRESS CO COM 25816109 27490725 500400 SOLE 0 0 0 AMERICAN GEN CORP COM 26351106 7652850 93900 SOLE 0 0 0 AMERICAN GREETINGS CORP CL A 26375105 472819 50100 SOLE 0 0 0 AMERICAN HOME PRODUCTS CORP COM 26609107 15286952 240550 SOLE 0 0 0 AMERICAN INDL PPTYS REIT COM NEW 26791202 164150 13400 SOLE 0 0 0 AMERICAN INTL GROUP INC COM 26874107 97317656 987370 SOLE 0 0 0 AMERICAN NATL INS CO COM 28591105 970900 13300 SOLE 0 0 0 AMERICAN STD COS INC DEL COM 29712106 2066194 41900 SOLE 0 0 0 AMERICAN STS WTR CO COM 29899101 295000 8000 SOLE 0 0 0 AMERICAN TOWER CORP NT 029912AB8 3788919 2237000 SOLE 0 0 0 AMERICREDIT CORP COM 03060R101 337900 12400 SOLE 0 0 0 AMERISOURCE HEALTH CORP CL A 03071P102 429250 8500 SOLE 0 0 0 AMGEN INC COM 31162100 11761559 183954 SOLE 0 0 0 ANADARKO PETE CORP COM 32511107 3438495 48375 SOLE 0 0 0 ANALOG DEVICES INC COM 32654105 4398030 85920 SOLE 0 0 0 ANCHOR GAMING COM 33037102 276900 7100 SOLE 0 0 0 ANDREW CORP COM 34425108 382800 17600 SOLE 0 0 0 ANHEUSER BUSCH COS INC COM 35229103 20793500 457000 SOLE 0 0 0 ANIXTER INTL INC LIQUID YIELD OPT 035290AC9 2753625 12588000 SOLE 0 0 0 NT ZERO CPN ANIXTER INTL INC COM 35290105 493050 22800 SOLE 0 0 0 APACHE CORP COM 37411105 3117781 44500 SOLE 0 0 0 APARTMENT INVT. + MGMT CO CLASS A 03748R101 29179081 584312 SOLE 0 0 0 APPLE COMPUTER COM NPV 37833100 1210825 81400 SOLE 0 0 0 APRIA HEALTHCARE GROUP INC COM 37933108 306425 10300 SOLE 0 0 0 APPLERA CORP APPLIED BIOSYS COM 38020103 4703125 50000 SOLE 0 0 0 APPLIED INDL TECHNOLOGIES INC COM 03820C105 1564806 76100 SOLE 0 0 0 APPLIED MICRO CIRCUITS CORP CDT COM 03822W109 4284456 57090 SOLE 0 0 0 APPLIED MATERIALS INC COM 38222105 5089821 133285 SOLE 0 0 0 ARCH COAL INC COM 39380100 192100 13600 SOLE 0 0 0 ARCHER DANIELS MIDLAND CO COM 39483102 1456875 97125 SOLE 0 0 0 ARCHSTONE CMNTYS TR SH BEN INT 39581103 72844484 2828912 SOLE 0 0 0 ARCTIC CAT INC COM 39670104 960225 82600 SOLE 0 0 0 ARDEN RLTY INC COM 39793104 1123088 44700 SOLE 0 0 0 AREA BANCSHARES CORP NEW COM 39872106 660825 40050 SOLE 0 0 0 AREMISSOFT CORP DE COM 40026106 251856 5900 SOLE 0 0 0 ARKANSAS BEST CORP COM 40790107 509088 27800 SOLE 0 0 0 ARROW ELECTRS INC COM 42735100 4056163 141700 SOLE 0 0 0 ARVINMERITOR INC COM 43353101 494813 43500 SOLE 0 0 0 ASHLAND INC COM 44204105 2494355 69500 SOLE 0 0 0 AT HOME CORP COM SER A 45919107 842271 152275 SOLE 0 0 0 ASTORIA FINL CORP COM 46265104 2813388 51800 SOLE 0 0 0 ATMOS ENERGY CORP COM 49560105 570375 23400 SOLE 0 0 0 AUTOMATIC DATA PROCESSING INC COM 53015103 11356680 179375 SOLE 0 0 0 AUTOZONE INC COM 53332102 2197350 77100 SOLE 0 0 0 AVALONBAY CMNTYS INC COM 53484101 45099969 899750 SOLE 0 0 0 AVAYA INC COM 53499109 274220 26591 SOLE 0 0 0 AVERY DENNISON CORP COM 53611109 1097500 20000 SOLE 0 0 0 AVISTA CORP COM 05379B107 729800 35600 SOLE 0 0 0 AVIS GROUP HLDGS INC COM 53790101 716375 22000 SOLE 0 0 0 AVON PRODS INC COM 54303102 493113 10300 SOLE 0 0 0 AXA SA SPONSORED ADR 54536107 3675579 51183 SOLE 0 0 0 AZTAR CORP COM 54802103 1376550 106400 SOLE 0 0 0 BB+T CORP COM 54937107 772369 20700 SOLE 0 0 0 AZURIX CORP COM 05501M104 198138 24200 SOLE 0 0 0 BJ SVCS CO COM 55482103 564775 8200 SOLE 0 0 0 BOK FINL CORP COM NEW 05561Q201 227375 10700 SOLE 0 0 0 BRE PPTYS INC COM 5.56E+109 10108313 319000 SOLE 0 0 0 BACOU USA INC COM 56439102 1188200 45700 SOLE 0 0 0 BAKER HUGHES INC COM 57224107 748125 18000 SOLE 0 0 0 BALL CORP COM 58498106 1114713 24200 SOLE 0 0 0 BANCORPSOUTH INC COM 59692103 1055730 86624 SOLE 0 0 0 BANDAG INC COM 59815100 373175 9200 SOLE 0 0 0 BANK AMER CORP COM 60505104 37044063 807500 SOLE 0 0 0 BANK NEW YORK INC COM 64057102 18278100 331200 SOLE 0 0 0 BANK ONE CORP COM 06423A103 14723250 402000 SOLE 0 0 0 BANK UTD CORP CL A 65412108 1677413 24600 SOLE 0 0 0 BANKNORTH GROUP INC NEW COM 06646R107 464544 23300 SOLE 0 0 0 BANTA CORP COM STK 66821109 1250664 49200 SOLE 0 0 0 BARNES + NOBLE INC COM 67774109 424000 16000 SOLE 0 0 0 BARNES GROUP INC COM 67806109 615628 30975 SOLE 0 0 0 BARRA INC COM 68313105 268613 5700 SOLE 0 0 0 BATTLE MTN GOLD CO COM 71593107 88425 52400 SOLE 0 0 0 BAUSCH + LOMB INC COM 71707103 436725 10800 SOLE 0 0 0 BAXTER INTL INC COM 71813109 8168906 92500 SOLE 0 0 0 BEA SYS INC COM 73325102 3900759 57950 SOLE 0 0 0 BEAR STEARNS COS INC COM 73902108 1267188 25000 SOLE 0 0 0 BEDFORD PPTY INVS INC COM PAR 0.02 76446301 4722300 233200 SOLE 0 0 0 DOLLARS BELDEN INC COM 77459105 456750 18000 SOLE 0 0 0 BELLSOUTH CORP COM 79860102 40511750 989600 SOLE 0 0 0 BERGEN BRUNSWIG CORP CLASS A 83739102 1182501 74700 SOLE 0 0 0 BERKLEY W R CORP COM 84423102 339750 7200 SOLE 0 0 0 BERRY PETE CO CL A 85789105 818550 61200 SOLE 0 0 0 BEST BUY CO INC COM STK USD0.10 86516101 777494 26300 SOLE 0 0 0 BETHLEHEM STL CORP COM 87509105 137900 78800 SOLE 0 0 0 BEVERLY ENTERPRISES INC COM NEW 87851309 446219 54500 SOLE 0 0 0 BIO RAD LABORATORIES INC CLASS A COM STK 90572207 527880 16600 SOLE 0 0 0 BIOMET INC COM 90613100 1567656 39500 SOLE 0 0 0 BLOCK DRUG INC CL A 93644102 434883 8254 SOLE 0 0 0 BLOCKBUSTER INC CL A 93679108 453925 54200 SOLE 0 0 0 BOEING CO COM 97023105 25759800 390300 SOLE 0 0 0 BORDERS GROUP INC COM 99709107 611256 52300 SOLE 0 0 0 BORG WARNER AUTOMOTIVE INC COM 99724106 764000 19100 SOLE 0 0 0 BOSTON PPTYS INC COM 101121101 28127100 646600 SOLE 0 0 0 BOSTON SCIENTIFIC CORP COM 101137107 2392575 174800 SOLE 0 0 0 BOWATER INC COM 102183100 3799675 67400 SOLE 0 0 0 BOWNE + CO INC COM 103043105 393981 37300 SOLE 0 0 0 BOYKIN LODGING CO COM 103430104 108800 12800 SOLE 0 0 0 BRADY CORP CL A 104674106 1247681 36900 SOLE 0 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 6009719 290500 SOLE 0 0 0 BRIGHTPOINT INC COM 109473108 40250 11500 SOLE 0 0 0 BRINKER INTL INC COM 109641100 414050 9800 SOLE 0 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 45498180 615360 SOLE 0 0 0 BROADCOM CORP CL A 111320107 1478760 17540 SOLE 0 0 0 BROADVISION INC COM 111412102 523294 44300 SOLE 0 0 0 BROCADE COMMUNICATIONS SYS INC COM 111621108 2465166 26850 SOLE 0 0 0 BROWN TOM INC COM NEW 115660201 710100 21600 SOLE 0 0 0 BROWN SHOE INC NEW COM 115736100 460200 35400 SOLE 0 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 392344 27900 SOLE 0 0 0 BURNHAM PAC PPTYS INC 12232C108 111925 24200 SOLE 0 0 0 CBL + ASSOC PPTYS INC COM 124830100 617625 24400 SOLE 0 0 0 C CUBE MICROSYSTEMS INC NEW COM 12501N108 411238 33400 SOLE 0 0 0 CH ENERGY GROUP INC COM 12541M102 953175 21300 SOLE 0 0 0 CIGNA CORP COM 125509109 9578520 72400 SOLE 0 0 0 CLECO CORP NEW COM 12561W105 985500 18000 SOLE 0 0 0 CMG INFORMATION SVCS INC COM 125750109 269535 48185 SOLE 0 0 0 CNA SURETY CORP COM 12612L108 233700 16400 SOLE 0 0 0 CNF INC COM 12612W104 720206 21300 SOLE 0 0 0 CSG SYS INTL INC COM 126349109 469375 10000 SOLE 0 0 0 CVS CORP COM 126650100 8451188 141000 SOLE 0 0 0 CABLEVISION SYS CORP CL A 12686C109 925819 10900 SOLE 0 0 0 CABLE DESIGN TECHNOLOGIES CORP COM 126924109 458981 27300 SOLE 0 0 0 CABOT CORP COM 127055101 2215500 84000 SOLE 0 0 0 CABOT INDL TR COM SH BEN INT 127072106 583300 30400 SOLE 0 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 1492372 28734 SOLE 0 0 0 CABOT OIL + GAS CORP CL A 127097103 1107156 35500 SOLE 0 0 0 CALPINE CORP COM 131347106 5984300 132800 SOLE 0 0 0 CAMBREX CORP COM 132011107 248875 5500 SOLE 0 0 0 CAMDEN PPTY TR 133131102 14832326 442756 SOLE 0 0 0 CAMPBELL SOUP CO COM 134429109 2035950 58800 SOLE 0 0 0 CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 215475 15600 SOLE 0 0 0 CAPITAL ONE FINL CORP COM 14040H105 1224113 18600 SOLE 0 0 0 CARDINAL HEALTH INC COM 14149Y108 11387138 114300 SOLE 0 0 0 CAREMARK RX INC COM 141705103 139694 10300 SOLE 0 0 0 CARLISLE COS INC COM 142339100 1086319 25300 SOLE 0 0 0 CARRAMERICA RLTY CORP COM 144418100 18389831 587300 SOLE 0 0 0 CARTER WALLACE INC. COM 146285101 1642050 49200 SOLE 0 0 0 CASCADE NAT GAS CORP COM 147339105 201294 10700 SOLE 0 0 0 CATELLUS DEV CORP 149111106 479500 27400 SOLE 0 0 0 CATERPILLAR INC COM 149123101 7092144 149900 SOLE 0 0 0 CATHAY BANCORP INC COM 149150104 200600 3400 SOLE 0 0 0 CATO CORP NEW CL A 149205106 1278750 93000 SOLE 0 0 0 CELL GENESYS INC COM 150921104 588563 25800 SOLE 0 0 0 CENDANT CORP COM 151313103 3517938 365500 SOLE 0 0 0 CENTERPOINT PPTYS TR COM 151895109 24140025 510900 SOLE 0 0 0 CENTEX CORP COM 152312104 6607244 175900 SOLE 0 0 0 CENTRAL GARDEN AND PET CO SUB NT CONV 153527AC0 6012500 9250000 SOLE 0 0 0 CENTRAL GARDEN + PET CO 153527106 74938 10900 SOLE 0 0 0 CENTURYTEL INC COM 156700106 405763 11350 SOLE 0 0 0 CHARMING SHOPPES INC COM 161133103 1437600 239600 SOLE 0 0 0 9 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 1247813 55000 SOLE 0 0 0 CHATEAU CMNTYS INC COM 161726104 423081 13900 SOLE 0 0 0 CHEAP TICKETS INC COM 162672109 101400 10400 SOLE 0 0 0 CHECKFREE CORP NEW COM 162813109 677875 15950 SOLE 0 0 0 CHECKPOINT SYS INC COM 162825103 182219 24500 SOLE 0 0 0 CHEMFIRST INC COM 16361A106 317700 14400 SOLE 0 0 0 CHESAPEAKE ENERGY CORP COM 165167107 280463 27700 SOLE 0 0 0 CHEVRON CORP COM 166751107 28308516 335260 SOLE 0 0 0 CHITTENDEN CORP COM 170228100 312219 10300 SOLE 0 0 0 CHORDIANT SOFTWARE INC COM 170404107 5937.5 2000 SOLE 0 0 0 CHRIS CRAFT INDS INC COM 170520100 266000 4000 SOLE 0 0 0 CIENA CORP COM 171779101 3765675 46300 SOLE 0 0 0 CISCO SYS INC COM 17275R102 32648402 853553 SOLE 0 0 0 CIRRUS LOGIC INC COM 172755100 200625 10700 SOLE 0 0 0 CITIGROUP INC COM 172967101 126124988 2470012 SOLE 0 0 0 CITIZENS BKG CORP MICH COM 174420109 1031719 35500 SOLE 0 0 0 CITY NATL CORP COM 178566105 442463 11400 SOLE 0 0 0 CLARCOR INC 179895107 384788 18600 SOLE 0 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 6960469 143700 SOLE 0 0 0 CLOROX CO COM 189054109 1078348 30376 SOLE 0 0 0 COASTAL CORP COM 190441105 5395894 61100 SOLE 0 0 0 COCA COLA CO COM 191216100 23308594 382500 SOLE 0 0 0 COCA COLA ENTERPRISES INC COM STK 191219104 860700 45300 SOLE 0 0 0 COLGATE PALMOLIVE CO COM 194162103 11391138 176470 SOLE 0 0 0 COLLINS + AIKMAN CORP COM 194830105 142794 34100 SOLE 0 0 0 COLONIAL BANCGROUPINC COM 195493309 1610350 149800 SOLE 0 0 0 COLONIAL PPTYS TR COM SH BEN INT 195872106 406575 15600 SOLE 0 0 0 COLUMBUS MCKINNON CORP NY COM 199333105 238738 26900 SOLE 0 0 0 COMCAST CORP CL A SPL 200300200 16603975 397700 SOLE 0 0 0 COMERICA INC COM 200340107 3342813 56300 SOLE 0 0 0 COMMERCE BANCORP INC N J COM 200519106 710485 10391 SOLE 0 0 0 COMMERCE GROUP INC MASS COM 200641108 1095354 40300 SOLE 0 0 0 COMMERCIAL FED CORP COM 201647104 796938 41000 SOLE 0 0 0 COMMERCIAL METALS CO COM 201723103 240300 10800 SOLE 0 0 0 COMMERCIAL NET LEASE RLTY INC COM 202218103 232275 22800 SOLE 0 0 0 COMMUNITY FIRST BANKSHARES INC COM 203902101 1740275 92200 SOLE 0 0 0 COMPASS BANCSHARES INC COM 20449H109 1200913 50300 SOLE 0 0 0 COMPAQ COMPUTER CORP COM 204493100 8846390 587800 SOLE 0 0 0 COMPUTER ASSOC INTL INC COM 204912109 4535700 232600 SOLE 0 0 0 COMPUTER SCIENCES CORP COM 205363104 3490256 58050 SOLE 0 0 0 COMPUWARE CORP COM 205638109 375000 60000 SOLE 0 0 0 COMVERSE TECHNOLOGY INC SUB DEB CONV 205862AG0 10886025 2076000 SOLE 0 0 0 COMVERSE TECHNOLOGY INC COM NEW 205862402 543125 5000 SOLE 0 0 0 CONAGRA INC COM 205887102 1828528 70328 SOLE 0 0 0 CONECTIV INC COM 206829103 1310081 65300 SOLE 0 0 0 CONEXANT SYS INC COM 207142100 502916 32710 SOLE 0 0 0 CONOCO INC CL B 208251405 12639148 436774 SOLE 0 0 0 CONSOLIDATED STORES CORP COM 210149100 222063 20900 SOLE 0 0 0 CONSTELLATION BRANDS INC CL A 21036P108 1750750 29800 SOLE 0 0 0 CONTINENTAL AIRLS INC COM CL B 210795308 712425 13800 SOLE 0 0 0 COOPER INDS INC COM 216669101 367500 8000 SOLE 0 0 0 COOPER TIRE + RUBR CO COM 216831107 516375 48600 SOLE 0 0 0 CORN PRODUCTS INTL INC COM 219023108 796313 27400 SOLE 0 0 0 CORNERSTONE RLTY INCOME TR INC COM 21922V102 309481 29300 SOLE 0 0 0 CORNING INC COM 219350105 7409330 140295 SOLE 0 0 0 CORECTIONS CORP AMER NEW COM 22025Y100 33825 98400 SOLE 0 0 0 CORUS BANKSHARES INC COM 220873103 1489480 30100 SOLE 0 0 0 COSTCO WHSL CORP NEW COM 22160K105 6589688 165000 SOLE 0 0 0 COUNTRYWIDE CR INDS INC COM 222372104 498731 9925 SOLE 0 0 0 COUSINS PPTYS INC COM 222795106 8349122 298850 SOLE 0 0 0 COVENTRY HELATH CARE INC COM 222862104 1425113 53400 SOLE 0 0 0 COX COMMUNICATIONS INC NEW CL A 224044107 1108188 23800 SOLE 0 0 0 CREDENCE SYSTEMS CORP COM 225302108 5986946 260302 SOLE 0 0 0 CRESCENT REAL ESTATE EQUITIES COM 225756105 6786250 305000 SOLE 0 0 0 CRESTLINE CAP CORP COM 226153104 1107250 43000 SOLE 0 0 0 CRIIMI MAE INC PFD SER B CONV 226603207 6247500 350000 SOLE 0 0 0 CRITICAL PATH INC COM 22674V100 615000 20000 SOLE 0 0 0 CROSS TIMBERS OIL CO COM 227573102 377400 13600 SOLE 0 0 0 CULLEN FROST BANKERS INC COM 229899109 1383994 33100 SOLE 0 0 0 CUMMINS ENGINE INC COM 231021106 1187444 31300 SOLE 0 0 0 CURTISS WRIGHT CORP COM 231561101 506850 10900 SOLE 0 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 733852 37275 SOLE 0 0 0 CYTEC INDS INC COM 232820100 1701338 42600 SOLE 0 0 0 CYTYC CORP COM 232946103 2414913 38600 SOLE 0 0 0 DMC STRATEX NETWORKS INC COM 23322L106 706500 47100 SOLE 0 0 0 DST SYS INC DEL COM 233326107 308200 4600 SOLE 0 0 0 DTE ENERGY CO COM 233331107 876094 22500 SOLE 0 0 0 DARDEN RESTAURANTS INC COM 237194105 1571513 68700 SOLE 0 0 0 DATASCOPE CORP COM 238113104 428125 12500 SOLE 0 0 0 DAVITA INC COM 23918K108 919613 53700 SOLE 0 0 0 DEAN FOODS CO COM 242361103 828563 27000 SOLE 0 0 0 DELL COMPUTER CORP COM 247025109 2971455 170406 SOLE 0 0 0 DELPHI AUTOMOTIVE SYS CORP COM 247126105 134235563 12553800 SOLE 0 0 0 DELPHI FINL GROUP INC 247131105 1319857 34282 SOLE 0 0 0 DELTA AIR LINES INC DE COM 247361108 3979869 79300 SOLE 0 0 0 DENDRITE INTL INC COM 248239105 204731 9150 SOLE 0 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 4741913 356200 SOLE 0 0 0 DIEBOLD INC COM 253651103 480600 14400 SOLE 0 0 0 DIME CMNTY BANCORP INC COM 253922108 1169075 46300 SOLE 0 0 0 DILLARDS INC CL A 254067101 799706 67700 SOLE 0 0 0 DIME BANCORP INC NEW COM USD0.01 25429Q102 490738 16600 SOLE 0 0 0 DISNEY WALT CO DISNEY COM 254687106 24988226 863524 SOLE 0 0 0 DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 963750 51400 SOLE 0 0 0 DOMINION RES INC VA NEW COM 25746U109 4690000 70000 SOLE 0 0 0 DOUBLECLICK INC COM 258609304 227150 20650 SOLE 0 0 0 DOVER CORP COM 260003108 2234994 55100 SOLE 0 0 0 DOW CHEM CO COM 260543103 15682825 428200 SOLE 0 0 0 DOWNEY FINL CORP COM 261018105 902000 16400 SOLE 0 0 0 DRESS BARN INC COM 261570105 1371700 47300 SOLE 0 0 0 DU PONT E I DE NEMOURS + CO COM 263534109 18595481 384900 SOLE 0 0 0 DUKE ENERGY CO COM STK NPV 264399106 12156650 142600 SOLE 0 0 0 DUKE WEEKS RLTY CORP COM NEW 264411505 30406950 1234800 SOLE 0 0 0 DYNEGY INC NEW CL A 26816Q101 1261406 22500 SOLE 0 0 0 E M C CORP MASS COM 268648102 19677350 295900 SOLE 0 0 0 EOG RESOURCES INC COM 26875P101 1279688 23400 SOLE 0 0 0 E SPIRE COMMUNICATIONS INC COM 269153102 6550 13100 SOLE 0 0 0 EAST WEST BANCORP INC COM 27579R104 423938 17000 SOLE 0 0 0 EASTGROUP PPTYS INC COM 277276101 264025 11800 SOLE 0 0 0 EASTMAN CHEM CO COM 277432100 716625 14700 SOLE 0 0 0 EASTMAN KODAK CO COM 277461109 5697563 144700 SOLE 0 0 0 ECHOSTAR COMMUNICATIONS SUB NT CONV 278762AD1 5072760 6588000 SOLE 0 0 0 ECOLAB INC COM 278865100 267763 6200 SOLE 0 0 0 EDWARDS LIFESCIENCES CORP COM 2.82E+112 736625 41500 SOLE 0 0 0 EDWARDS A G INC COM 281760108 232444 4900 SOLE 0 0 0 EFFICIENT NETWORKS INC SUB NT 282056AB6 2091570 4152000 SOLE 0 0 0 EL PASO ELEC CO COM NEW 283677854 612480 46400 SOLE 0 0 0 EL PASO ENERGY CORP DEL COM 283905107 1210463 16900 SOLE 0 0 0 ELECTRONIC DATA SYS CORP NEW COM 285661104 2477491854 46630752 SOLE 0 0 0 ELETRONICS FOR IMAGING INC 286082102 929631 66700 SOLE 0 0 0 EMCOR GROUP INC COM 29084Q100 1226550 48100 SOLE 0 0 0 EMERSON ELEC CO COM 291011104 18138697 230150 SOLE 0 0 0 EMPIRE DIST ELEC CO COM 291641108 355219 13500 SOLE 0 0 0 ENERGEN CORP COM 29265N108 1213469 37700 SOLE 0 0 0 ENERGY EAST CORP COM 29266M109 200813 10200 SOLE 0 0 0 ENERGIZER HLDGS INC COM 29266R108 228713 10700 SOLE 0 0 0 ENGELHARD CORP COM 292845104 5729450 281200 SOLE 0 0 0 ENHANCE FINL SVCS GROUP INC COM 293310108 336538 21800 SOLE 0 0 0 ENRON CORP COM 293561106 22871844 275150 SOLE 0 0 0 ENTERCOM COMMUNICATIONS CORP COM 293639100 1009019 29300 SOLE 0 0 0 ENTERGY CORP COM 29364G103 5102888 120600 SOLE 0 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 121000 11000 SOLE 0 0 0 EQUITY INNS INC COM 294703103 170156 27500 SOLE 0 0 0 EQUITY OFFICE PPTYS TR COM 294741103 268140112 8218854 SOLE 0 0 0 EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 103079269 1863580 SOLE 0 0 0 EQUITY RESIDENTIAL PPTYS TR DEPOSITORY SH 29476L859 993311 39832 SOLE 0 0 0 REPSTG LIO SH PF ESCO TECHNOLOGIES INC COM 296315104 244113 11800 SOLE 0 0 0 ESPEED INC CL A 296643109 636913 40600 SOLE 0 0 0 ESSEX PROPERTY TRUST COM 297178105 16134825 294700 SOLE 0 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 630000 24000 SOLE 0 0 0 ETHYL CORP COM 297659104 73888 51400 SOLE 0 0 0 EXELON CORP COM 30161N101 2164223 30825 SOLE 0 0 0 EXODUS COMMUNICATIONS INC COM 302088109 220000 11000 SOLE 0 0 0 EXPRESS SCRIPTS INC CL A 302182100 2239275 21900 SOLE 0 0 0 EXXON MOBIL CORP COM 30231G102 142170633 1635320 SOLE 0 0 0 FBL FINL GROUP INC CL A 30239F106 932906 53500 SOLE 0 0 0 FMC CORP COM NEW 302491303 258075 3600 SOLE 0 0 0 F N B CORP PA 302520101 924630 44030 SOLE 0 0 0 FPL GROUP INC COM 302571104 1133650 15800 SOLE 0 0 0 FSI INTL INC 302633102 106363 12700 SOLE 0 0 0 FAIR ISSAC + CO INC 303250104 229500 4500 SOLE 0 0 0 FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 340725 23600 SOLE 0 0 0 FARMER BROS CO COM 307675108 996000 4800 SOLE 0 0 0 FEDERAL HOME LN MTG CORP COM FORMERLY SR 313400301 20974366 304528 SOLE 0 0 0 PART PFD FEDERAL NATL MTG ASSN COM 313586109 50618625 583500 SOLE 0 0 0 FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 463600 24400 SOLE 0 0 0 FEDERATED DEPT STORES INC DEL COM 31410H101 4018000 114800 SOLE 0 0 0 FELCOR LODGING TR INC COM 31430F101 4914369 205300 SOLE 0 0 0 FIDELITY NATL FINL INC COM 316326107 1512923 40959 SOLE 0 0 0 FIFTH THIRD BANCORP COM STK 316773100 9948375 166500 SOLE 0 0 0 FILENET CORP 316869106 207100 7600 SOLE 0 0 0 FINOVA GROUP INC COM 317928109 25031 26700 SOLE 0 0 0 FIRST AMERICAN CORP COM 318522307 1850863 56300 SOLE 0 0 0 FIRST CTZNS BANCSHARES INC N C 31946M103 1413125 17500 SOLE 0 0 0 FIRST DATA CORP COM 319963104 14726156 279500 SOLE 0 0 0 FIRST INDL RLTY TR INC COM 32054K103 9482600 278900 SOLE 0 0 0 FIRST MIDWEST BANCORP INC DEL COM 320867104 460000 16000 SOLE 0 0 0 1ST SOURCE CORP COM 336901103 399675 21900 SOLE 0 0 0 FIRST UN CORP COM 337358105 9219844 331500 SOLE 0 0 0 FIRSTAR CORP WIS COM 33763V109 8858250 381000 SOLE 0 0 0 FIRSTFED FINL CORP DEL COM 337907109 1499300 46400 SOLE 0 0 0 FISHER SCIENTIFIC INTL INC COM MEW 338032204 781750 21200 SOLE 0 0 0 FLEETBOSTON FINL CORP COM 339030108 22533744 599900 SOLE 0 0 0 FOOTSTAR INC COM 344912100 757350 15300 SOLE 0 0 0 FORD MTR CO DEL COM PAR USD0.01 345370860 21039844 897700 SOLE 0 0 0 FORTUNE BRANDS INC COM 349631101 1890000 63000 SOLE 0 0 0 FOX ENTMT GROUP INC CL A 35138T107 443300 24800 SOLE 0 0 0 FRANCHISE FIN CORP AMER COM 351807102 981456 42100 SOLE 0 0 0 FRANKLIN RES INC COM 354613101 323850 8500 SOLE 0 0 0 FULTON FINL CORP PA COM 360271100 491231 21300 SOLE 0 0 0 FURNITURE BRANDS INTL INC COM 360921100 425463 20200 SOLE 0 0 0 GBC BANCORP CALIF 361475106 671563 17500 SOLE 0 0 0 GABLES RESIDENTIAL TR SH BEN INT 362418105 487200 17400 SOLE 0 0 0 GALILEO INTL INC COM 363547100 232000 11600 SOLE 0 0 0 GANNETT INC COM 364730101 6911650 109600 SOLE 0 0 0 GAP INC COM 364760108 1402500 55000 SOLE 0 0 0 GATEWAY INC COM 367626108 1120777 62300 SOLE 0 0 0 GENCORP INC COM 368682100 289713 30100 SOLE 0 0 0 GENENTECH INC COM 368710406 3814200 46800 SOLE 0 0 0 GENERAL DYNAMICS CORP COM 369550108 2035800 26100 SOLE 0 0 0 GENERAL ELEC CO COM 369604103 55899919 1166100 SOLE 0 0 0 GENERAL GROWTH PPTYS INC COM 370021107 7237500 200000 SOLE 0 0 0 GENERAL MTRS CORP CL H NEW 370442832 3840540000 181500000 SOLE 0 0 0 GENLYTE GROUP INC COM 372302109 1220750 51400 SOLE 0 0 0 GENUINE PARTS CO COM 372460105 316869 12100 SOLE 0 0 0 GENUITY INC CL A 3.72E+107 1434242 283307 SOLE 0 0 0 GENZYME CORP COM 372917104 3966148 44098 SOLE 0 0 0 GENZYME CORP COM MOLECULAR 372917500 265500 28898 SOLE 0 0 0 ONCOLOGY DIV GEORGIA GULF CORP COM 373200203 177450 10400 SOLE 0 0 0 GEORGIA PAC CORP COM 373298108 1677638 53900 SOLE 0 0 0 GERBER SCIENTIFIC INC COM 373730100 140425 16400 SOLE 0 0 0 GETTY IMAGES INC COM 374276103 320000 10000 SOLE 0 0 0 GILLETTE CO COM 375766102 6694685 185320 SOLE 0 0 0 GLATFELTER P H CO COM 377316104 1193955 95900 SOLE 0 0 0 GLENAYRE TECHNOLOGIES INC COM 377899109 170559 48300 SOLE 0 0 0 GLENBOROUGH RLTY TR INC COM 37803P105 1626300 93600 SOLE 0 0 0 GLIMCHER RLTY TR COM 379302102 223750 17900 SOLE 0 0 0 GOLDEN ST BANCORP INC COM 381197102 946269 30100 SOLE 0 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 13784244 128900 SOLE 0 0 0 GRACE W R + CO DEL NEW COM 38388F108 180731 56700 SOLE 0 0 0 GRANITE CONSTR INC 387328107 1571306 54300 SOLE 0 0 0 GREAT LAKES CHEMICAL CORP COM 390568103 1305281 35100 SOLE 0 0 0 GREAT LAKES REIT INC COM 390752103 215450 12400 SOLE 0 0 0 GREATER BAY BANCORP COM 391648102 574000 14000 SOLE 0 0 0 GREIF BROS CORP CL A 397624107 760950 26700 SOLE 0 0 0 GREY WOLF INC COM 397888108 417125 71000 SOLE 0 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 101250 10800 SOLE 0 0 0 GTECH HLDGS CORP COM 400518106 224131 10900 SOLE 0 0 0 GUIDANT CORP COM 401698105 2378644 44100 SOLE 0 0 0 GUILFORD PHARMACEUTICALS INC COM 401829106 270000 15000 SOLE 0 0 0 HCA HEALTHCARE CO COM 404119109 9682200 220000 SOLE 0 0 0 HRPT PPTYS TR COM SH BEN INT 40426W101 746419 98700 SOLE 0 0 0 HALLIBURTON CO COM 406216101 2428750 67000 SOLE 0 0 0 HANCOCK HLDG CO COM 410120109 244800 6400 SOLE 0 0 0 HANDLEMAN CO DEL COM 410252100 1026750 136900 SOLE 0 0 0 HARLAND JOHN H CO COM 412693103 1586238 112300 SOLE 0 0 0 HARLEYSVILLE GROUP INC COM 412824104 640575 21900 SOLE 0 0 0 HARMAN INTL INDS INC NEW COM 413086109 1616950 44300 SOLE 0 0 0 HARSCO CORP COM 415864107 745563 30200 SOLE 0 0 0 HARTFORD FINANCIAL SVCS GRP COM 416515104 6518688 92300 SOLE 0 0 0 HAVERTY FURNITURE COS INC COM 419596101 728775 73800 SOLE 0 0 0 HAWAIIAN ELEC INDS INC COM 419870100 1338750 36000 SOLE 0 0 0 HEALTH CARE PPTY INVS INC COM 421915109 993911 33269 SOLE 0 0 0 HEALTHSOUTH CORP COM 421924101 1004850 61600 SOLE 0 0 0 HEALTHCARE RLTY TR COM 421946104 643705 30292 SOLE 0 0 0 HEALTH CARE REIT INC COM 42217K106 349375 21500 SOLE 0 0 0 HEALTH NET INC COM 42222G108 2427581 92700 SOLE 0 0 0 HEARTLAND EXPRESS INC 422347104 348963 15297 SOLE 0 0 0 HEINZ H J CO COM 423074103 5203894 109700 SOLE 0 0 0 HELLER FINL INC CL A 423328103 524756 17100 SOLE 0 0 0 HELMERICH AND PAYNE INC COM 423452101 315900 7200 SOLE 0 0 0 HERBALIFE INTL INC CL A 426908208 394975 51800 SOLE 0 0 0 HEWLETT PACKARD CO COM 428236103 17696147 560670 SOLE 0 0 0 HEXCEL CORP NEW COM 428291108 146575 16400 SOLE 0 0 0 HIGHWOODS PPTYS INC COM 431284108 13002163 522700 SOLE 0 0 0 HOME DEPOT INC COM 437076102 8557269 187300 SOLE 0 0 0 HOME PPTYS N Y INC COM 437306103 4640419 166100 SOLE 0 0 0 HON INDS INC COM 438092108 576300 22600 SOLE 0 0 0 HONEYWELL INTL INC COM 438516106 23580550 498400 SOLE 0 0 0 HORACE MANN EDUCATORS CORP NEW NEW COM 440327104 673313 31500 SOLE 0 0 0 HORMEL FOODS CORP COM 440452100 610900 32800 SOLE 0 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 857488 37900 SOLE 0 0 0 HOST MARRIOTT CORP NEW COM 44107P104 12086872 934251 SOLE 0 0 0 HOUSEHOLD INTL INC COM 441815107 9322500 169500 SOLE 0 0 0 HUBBELL INC CLB 443510201 384250 14500 SOLE 0 0 0 HUDSON UTD BANCORP COM 444165104 748516 35750 SOLE 0 0 0 HUMANA INC COM 444859102 2167025 142100 SOLE 0 0 0 HUMAN GENOME SCIENCES INC COM 444903108 935719 13500 SOLE 0 0 0 IRT PPTY CO COM 450058102 192563 23700 SOLE 0 0 0 ISTAR FINL INC COM 45031U101 5436014 276115 SOLE 0 0 0 IDACORP INC COM 451107106 1437531 29300 SOLE 0 0 0 IDEX CORP COM 45167R104 652563 19700 SOLE 0 0 0 IKON OFFICE SOLUTIONS INC COM 451713101 334250 133700 SOLE 0 0 0 ILLINOIS TOOL WKS INC COM 452308109 4639919 77900 SOLE 0 0 0 IMATION CORP COM 45245A107 438650 28300 SOLE 0 0 0 IMMUNEX CORP NEW COM 452528102 1048125 25800 SOLE 0 0 0 IMPERIAL BANCORP COM 452556103 741116 28233 SOLE 0 0 0 INDEPENDENCE CMNTY BK CORP COM 453414104 433500 27200 SOLE 0 0 0 INDYMAC BANCORP INC COM 456607100 1495650 50700 SOLE 0 0 0 INFINITY BROADCASTING CORP NEW CL A 45662S102 1575675 56400 SOLE 0 0 0 INFOSPACE INC COM 45678T102 309655 35014 SOLE 0 0 0 INHALE THERAPEUTIC SYS SUB NT CONV 144A 457191AG9 3075600 2796000 SOLE 0 0 0 INHALE THERAPEUTIC SYS COM 457191104 202000 4000 SOLE 0 0 0 INKTOMI CORP COM 457277101 548048 30660 SOLE 0 0 0 INNKEEPERS USA TR COM 4576J0104 288731 26100 SOLE 0 0 0 INPUT/OUTPUT INC COM 457652105 327019 32100 SOLE 0 0 0 INSITUFORM TECHNOLOGIES INC CL A 457667103 1415563 35500 SOLE 0 0 0 INTEGRATED DEVICE TECHNOLOGY COM 458118106 1656250 50000 SOLE 0 0 0 INTELIDATA TECHNOLOGIES CORP COM 45814T107 37869 14600 SOLE 0 0 0 INTEL CORP COM 458140100 22614357 749710 SOLE 0 0 0 INTERMEDIA COMMUNICATIONS INC COM 458801107 291971 40622 SOLE 0 0 0 INTERMUNE PHARMACEUTICALS INC COM 45885B100 982643 22020 SOLE 0 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 34055250 400650 SOLE 0 0 0 INTERNATIONAL PAPER CO COM 460146103 6321856 154900 SOLE 0 0 0 INTERNATIONAL RECTIFIER CORP SUB NT CONV 144A 460254AD7 2926785 4392000 SOLE 0 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 711000 23700 SOLE 0 0 0 INTERPUBLIC GROUP COS INC COM 460690100 374550 8800 SOLE 0 0 0 INTERTAN INC COM 461120107 118575 10200 SOLE 0 0 0 INVACARE CORP COM 461203101 561700 16400 SOLE 0 0 0 INVESTMENT TECHNOLOGY GROUP COM 46145F105 217100 5200 SOLE 0 0 0 INVITROGEN CORP COM 46185R100 1619790 18753 SOLE 0 0 0 IOMEGA CORP 462030107 361601 107300 SOLE 0 0 0 ISHARES TR RUSSELL 1000 464287614 14928375 231000 SOLE 0 0 0 GROWTH INDEX FD ISIS PHARMACEUTICALS 464330109 150875 14200 SOLE 0 0 0 I2 TECHNOLOGIES INC COM 465754109 1990125 36600 SOLE 0 0 0 IVAX CORP 465823102 2083520 54400 SOLE 0 0 0 JDN RLTY CORP COM 465917102 257725 24400 SOLE 0 0 0 JDS UNIPHASE CORP COM 46612J101 3168875 76015 SOLE 0 0 0 JLG INDS INC COM 466210101 261375 24600 SOLE 0 0 0 JACOBS ENGR GROUP INC COM 469814107 808281 17500 SOLE 0 0 0 JOHNSON + JOHNSON COM 478160104 64673848 615575 SOLE 0 0 0 JOHNSON CTLS INC COM 478366107 1913600 36800 SOLE 0 0 0 JONES APPAREL GROUP INC COM 480074103 469938 14600 SOLE 0 0 0 JONES LANG LASALLE INC COM 48020Q107 159563 11500 SOLE 0 0 0 JOURNAL REGISTER CO COM 481138105 10855038 675800 SOLE 0 0 0 JUNIPER NETWORKS INC COM 48203R104 3424488 27165 SOLE 0 0 0 KLA TENCOR CORP COM 482480100 400881 11900 SOLE 0 0 0 KAMAN CORP CL A 483548103 1169438 69300 SOLE 0 0 0 KANA COMMUNICATIONS INC COM 483600102 187910 16340 SOLE 0 0 0 KANSAS CITY PWR + LT CO COM 485134100 1341694 48900 SOLE 0 0 0 KELLWOOD CO COM 488044108 405600 19200 SOLE 0 0 0 KELLY SVCS INC CL A 488152208 321300 13600 SOLE 0 0 0 KEMET CORP COM 488360108 1680388 111100 SOLE 0 0 0 KENNAMETAL INC COM 489170100 684438 23500 SOLE 0 0 0 KERR MCGEE CORP COM 492386107 6700444 100100 SOLE 0 0 0 KEY ENERGY SVCS INC COM 492914106 157606 15100 SOLE 0 0 0 KEYCORP NEW COM 493267108 585200 20900 SOLE 0 0 0 KILROY RLTY CORP COM 49427F108 561981 19700 SOLE 0 0 0 KIMBALL INTL INC CL B 494274103 353800 24400 SOLE 0 0 0 KIMBERLY CLARK CORP COM 494368103 12409630 175550 SOLE 0 0 0 KIMCO RLTY CORP 49446R109 21810950 493600 SOLE 0 0 0 KIRBY CORP COM 497266106 802200 38200 SOLE 0 0 0 KNIGHT RIDDER INC COM 499040103 2007688 35300 SOLE 0 0 0 KOGER EQUITY INC COM 500228101 312806 20100 SOLE 0 0 0 KROGER CO COM 501044101 4359769 161100 SOLE 0 0 0 LSI LOGIC CORP SUB NT CONV 502161AD4 6190477 4893000 SOLE 0 0 0 LSI LOGIC CORP COM 502161102 1718827 100575 SOLE 0 0 0 LTX CORP COM 502392103 142484 11000 SOLE 0 0 0 LA Z BOY INC COM 505336107 730800 46400 SOLE 0 0 0 LABRANCHE + CO INC COM 505447102 333131 10900 SOLE 0 0 0 LACLEDE GAS CO COM 505588103 331925 14200 SOLE 0 0 0 LANCASTER COLONY CORP COM RTS CALLABLE 513847103 653856 23300 SOLE 0 0 0 THRU 4/20/00 LANDAMERICA FINL GROUP INC COM 514936103 396288 9800 SOLE 0 0 0 LANDSTAR SYS INC COM 515098101 970156 17500 SOLE 0 0 0 LEAR CORP COM 521865105 1218294 49100 SOLE 0 0 0 LEARNING TREE INTL INC COM 522015106 202950 4100 SOLE 0 0 0 LEGG MASON INC COM 524901105 365150 6700 SOLE 0 0 0 LEHMAN BROTHERS HLDGS INC COM 524908100 6329700 93600 SOLE 0 0 0 LENNAR CORP COM 526057104 1812500 50000 SOLE 0 0 0 LENNOX INTL INC COM 526107107 233275 30100 SOLE 0 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 2848781 86820 SOLE 0 0 0 LEXINGTON CORPORATE PPTY TR COM 529043101 151200 12800 SOLE 0 0 0 LIBBEY INC COM 529898108 1075275 35400 SOLE 0 0 0 LIBERTY FINL COS INC COM 530512102 485731 10900 SOLE 0 0 0 LIBERTY PROPERTY SH BEN INT SUPP 531172104 8854375 310000 SOLE 0 0 0 LILLY ELI + CO COM 532457108 6954654 74731 SOLE 0 0 0 LINCOLN ELEC HLDGS INC COM 533900106 529875 27000 SOLE 0 0 0 LINCOLN NATL CORP IN COM 534187109 2365625 50000 SOLE 0 0 0 LINEAR TECHNOLOGY CORP COM 535678106 337625 7300 SOLE 0 0 0 LIZ CLAIBORNE INC COM 539320101 2880450 69200 SOLE 0 0 0 LOCKHEED MARTIN CORP COM 539830109 757085 22300 SOLE 0 0 0 LOEWS CORP COM 540424108 4971000 48000 SOLE 0 0 0 LONGVIEW FIBRE CO WASHINGTON COM 543213102 982800 72800 SOLE 0 0 0 LOUISIANA PAC CORP COM 546347105 823163 81300 SOLE 0 0 0 LOWES COS INC USD0.50 548661107 4862515 109270 SOLE 0 0 0 LUBRIZOL CORP COM 549271104 1027425 39900 SOLE 0 0 0 LUCENT TECHNOLOGIES INC COM 549463107 2055375 152250 SOLE 0 0 0 MAF BANCORP INC COM 55261R108 1504344 52900 SOLE 0 0 0 MBIA INC COM 55262C100 941388 12700 SOLE 0 0 0 MBNA CORP COM 55262L100 8152106 220700 SOLE 0 0 0 MDU RES GROUP INC COM 552690109 1563250 48100 SOLE 0 0 0 MEMC ELECTR MATLS INC COM 552715104 145313 15000 SOLE 0 0 0 MGIC INVT CORP WIS COM 552848103 647400 9600 SOLE 0 0 0 MGM MIRAGEINC COM 552953101 1310719 46500 SOLE 0 0 0 MACERICH CO REIT 554382101 1122469 58500 SOLE 0 0 0 MACK CA RLTY CORP COM 554489104 18280000 640000 SOLE 0 0 0 MADISON GAS + ELEC CO COM 557497104 667438 29500 SOLE 0 0 0 MANDALAY RESORT GROUP COM 562567107 741488 33800 SOLE 0 0 0 MANOR CARE INC NEW COM 564055101 899250 43600 SOLE 0 0 0 MANUFACTURED HOME CMNTYS INC COM 564682102 65864742 2271198 SOLE 0 0 0 MARSH + MCLENNAN COS INC COM 571748102 14086800 120400 SOLE 0 0 0 MASCO CORP COM 574599106 400725 15600 SOLE 0 0 0 MAXTOR CORP COM NEW 577729205 78872 14100 SOLE 0 0 0 MAY DEPT STORES CO COM 577778103 792550 24200 SOLE 0 0 0 MAYTAG CORP COM 578592107 969375 30000 SOLE 0 0 0 MCCLATCHY CO CL A 579489105 596750 14000 SOLE 0 0 0 MCCORMICK + CO INC COM NON VTG 579780206 4994656 138500 SOLE 0 0 0 MCDONALDS CORP COM 580135101 15912000 468000 SOLE 0 0 0 MCGRATH RENTCORP COM 580589109 519250 26800 SOLE 0 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 351794 5950 SOLE 0 0 0 MEDIMMUNE INC COM 584699102 805919 16900 SOLE 0 0 0 MEDITRUST PAIRED CTF NEW 58501T306 274956 107300 SOLE 0 0 0 MEDTRONIC INC COM 585055106 6737850 111600 SOLE 0 0 0 MELLON FINL CORP COM 58551A108 11495119 233700 SOLE 0 0 0 MENS WEARHOUSE INC 587118100 226175 8300 SOLE 0 0 0 MENTOR GRAPHICS CORP COM 587200106 447231 16300 SOLE 0 0 0 MERCK + CO INC COM 589331107 63973963 683300 SOLE 0 0 0 MERCURY INTERACTIVE CORP SUB NT CONV 144A 589405AA7 4676310 4194000 SOLE 0 0 0 MERIDIAN RESOURCE CORP COM 58977Q109 167325 19400 SOLE 0 0 0 MERISTAR HOSPITALITY CORP COM 58984Y103 519652 26395 SOLE 0 0 0 MERRILL LYNCH + CO INC COM 590188108 26818144 393300 SOLE 0 0 0 METLIFE INC COM 59156R108 8515500 243300 SOLE 0 0 0 METRIS COS INC COM 591598107 257863 9800 SOLE 0 0 0 METRO GOLDWYN MAYER INC NEW COM 591610100 1766644 108300 SOLE 0 0 0 METROMEDIA FIBER NETWORK INC CL A 591689104 159975 15800 SOLE 0 0 0 METTLER TOLEDO INTL INC COM 592688105 271875 5000 SOLE 0 0 0 MICHAEL FOODS INC NEW COM 594079105 1575538 52300 SOLE 0 0 0 MICROSOFT CORP COM 594918104 17887850 412400 SOLE 0 0 0 MICRON ELECTRONICS INC COM 595100108 77344 19800 SOLE 0 0 0 MICRON TECHNOLOGY INC COM 595112103 4295500 121000 SOLE 0 0 0 MID AMER APT CMNTYS INC COM 59522J103 300081 13300 SOLE 0 0 0 MID ATLANTIC MED SVCS INC 59523C107 1757369 88700 SOLE 0 0 0 MIDCAP SPDR TR UNIT SER 1 595635103 15534125 164600 SOLE 0 0 0 MILACRON INC COM 598709103 441719 27500 SOLE 0 0 0 MILLENNIUM PHARMACEUTICALS COM 599902103 618750 10000 SOLE 0 0 0 MILLENNIUM CHEMICALS INC COM 599903101 908063 50100 SOLE 0 0 0 MINERALS TECHNOLOGIES INC COM 603158106 523069 15300 SOLE 0 0 0 MINNESOTA MNG + MFG CO COM 604059105 19231800 159600 SOLE 0 0 0 MOHAWK INDS INC COM 608190104 818513 29900 SOLE 0 0 0 MONTANA PWR CO COM 612085100 498000 24000 SOLE 0 0 0 MONY GROUP INC COM 615337102 721788 14600 SOLE 0 0 0 MOOG INC CL A 615394202 316100 10900 SOLE 0 0 0 MORGAN J P + CO INC COM 616880100 24295400 146800 SOLE 0 0 0 MORGAN KEEGAN INC COM 617410105 463803 17502 SOLE 0 0 0 MORGAN STANLEY DEAN WITTER+CO COM NEW 617446448 43080300 543600 SOLE 0 0 0 MOTOROLA INC COM 620076109 13813133 682130 SOLE 0 0 0 MUELLER INDS INC 624756102 660982 24652 SOLE 0 0 0 MYERS IND INC COM 628464109 620470 42791 SOLE 0 0 0 NBT BANCORP INC COM 628778102 225927 15448 SOLE 0 0 0 NBTY INC COM 628782104 76475 16100 SOLE 0 0 0 NCH CORP COM 628850109 972800 25600 SOLE 0 0 0 NCI BLDG SYS INC COM 628852105 1188950 63200 SOLE 0 0 0 NL INDS INC COM NEW 629156407 880275 36300 SOLE 0 0 0 NTL INC COM 629407107 1543562 64483 SOLE 0 0 0 NUI CORP COM 629430109 350844 10900 SOLE 0 0 0 NVR INC COM 62944T105 1236000 10000 SOLE 0 0 0 NABORS INDUSTRIES INC COM 629568106 804440 13600 SOLE 0 0 0 NACCO INDS INC CL A 629579103 375713 8600 SOLE 0 0 0 NATIONAL CITY CORP COM 635405103 1121250 39000 SOLE 0 0 0 NATIONAL DATA CORP COM 635621105 772788 21100 SOLE 0 0 0 NATIONAL GOLF PPTYS INC COM 63623G109 201513 9800 SOLE 0 0 0 NATIONAL HEALTH INVS INC COM 63633D104 134963 18300 SOLE 0 0 0 NATIONAL PROCESSING INC COM 637229105 880600 51800 SOLE 0 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 1495288 74300 SOLE 0 0 0 NATIONAL SVC INDS INC 637657107 814294 31700 SOLE 0 0 0 NATIONWIDE FINL SVCS INC CL A 638612101 218500 4600 SOLE 0 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 446763 34700 SOLE 0 0 0 NEIMAN MARCUS GROUP CL A 640204202 1194900 33600 SOLE 0 0 0 NETEGRITY INC COM 64110P107 203906 3750 SOLE 0 0 0 NETIQ COM 64115P102 323288 3700 SOLE 0 0 0 NETWORK APPLIANCE INC COM 64120L104 3393973 52850 SOLE 0 0 0 NEUBERGER BERMAN INC COM 641234109 218869 2700 SOLE 0 0 0 NEW PLAN EXCEL RLTY TR INC COM 648053106 5520375 420600 SOLE 0 0 0 NEW YORK TIMES CO CL A 650111107 2804375 70000 SOLE 0 0 0 NEWPORT CORP COM 651824104 353742 4500 SOLE 0 0 0 NEWPORT NEWS SHIPBUILDING INC COM 652228107 670800 12900 SOLE 0 0 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 3100631 125278 SOLE 0 0 0 NEXTEL PARTNERS INC CL A 65333F107 248825 14800 SOLE 0 0 0 NORDSON CORP COM NTS CALLABLE 655663102 372300 14600 SOLE 0 0 0 THRU 9/9/98 NORTEK INC COM 656559101 258194 10900 SOLE 0 0 0 NORTH FORK BANCORPORATION INC COM 659424105 1832363 74600 SOLE 0 0 0 NORTHERN TRUST CORP COM 665859104 8986148 110175 SOLE 0 0 0 NORTHROP GRUMMAN CORP COM 666807102 1709800 20600 SOLE 0 0 0 NORTHWEST AIRLS CORP CLASS A 667280101 5124263 170100 SOLE 0 0 0 NORTHWEST NAT GAS CO COM 667655104 1044100 39400 SOLE 0 0 0 NORTHWESTERN CORP COM 668074107 404688 17500 SOLE 0 0 0 NOVELLUS SYS INC COM 670008101 283906 7900 SOLE 0 0 0 NUEVO ENERGY CO COM 670509108 240644 13900 SOLE 0 0 0 NVIDIA CORP SUB NT CONV 67066GAA2 2384663 3690000 SOLE 0 0 0 NVIDIA CORP COM 67066G104 1336838 40800 SOLE 0 0 0 OGE ENERGY CORP COM 670837103 1842588 75400 SOLE 0 0 0 OCCIDENTAL PETE CORP COM 674599105 10439625 430500 SOLE 0 0 0 OCEANFIRST FINL CORP COM 675234108 229013 9300 SOLE 0 0 0 OFFICE MAX INC COM 67622M108 266225 92600 SOLE 0 0 0 OFFSHORE LOGISTICS INC COM 676255102 1628944 75600 SOLE 0 0 0 OGDEN CORP COM 676346109 490463 31900 SOLE 0 0 0 OLD REP INTL CORP COM 680223104 2777600 86800 SOLE 0 0 0 OMNICARE INC COM 681904108 1185050 54800 SOLE 0 0 0 OMNICOM GROUP COM 681919106 2254200 27200 SOLE 0 0 0 OMNOVA SOLUTIONS INC COM 682129101 162000 27000 SOLE 0 0 0 ONEOK INC NEW COM 682680103 1602563 33300 SOLE 0 0 0 OPENWAVE SYS INC COM 683718100 479375 10000 SOLE 0 0 0 ORACLE CORP COM 68389X105 15074719 518700 SOLE 0 0 0 OSHKOSH TRUCK CORP COM 688239201 481800 10950 SOLE 0 0 0 OTTER TAIL PWR CO COM 689648103 560550 20200 SOLE 0 0 0 OUTBACK STEAKHOUSE INC 689899102 263925 10200 SOLE 0 0 0 OWENS CORNING COM 69073F103 19500 24000 SOLE 0 0 0 OWENS + MINOR INC NEW COM 690732102 1648975 92900 SOLE 0 0 0 OWENS ILL INC COM NEW 690768403 633019 111300 SOLE 0 0 0 OXFORD HEALTH PLANS INC COM 691471106 3555000 90000 SOLE 0 0 0 PG+E CORP COM 69331C108 3906000 195300 SOLE 0 0 0 PFF BANCORP INC COM 69331W104 1177350 56400 SOLE 0 0 0 PMA CAP CORP CL A 693419202 224250 13000 SOLE 0 0 0 PMC SIERRA INC COM 69344F106 2658940 33818 SOLE 0 0 0 PMI GROUP INC COM 69344M101 961163 14200 SOLE 0 0 0 PNC FINL SVCS GROUP INC COM 693475105 8643294 118300 SOLE 0 0 0 PPL CORP COM 69351T106 2123813 47000 SOLE 0 0 0 PS BUSINESS PKS INC CA COM 69360J107 478160 17200 SOLE 0 0 0 PACCAR INC COM 693718108 423550 8600 SOLE 0 0 0 PACIFIC GULF PPTYS INC COM 694396102 86975 14200 SOLE 0 0 0 PACIFIC NORTHWEST BANCORP COM 69466M103 150556 10900 SOLE 0 0 0 PACKAGING CORP AMER COM 695156109 1435125 89000 SOLE 0 0 0 PACTIV CORP COM 695257105 857588 69300 SOLE 0 0 0 PALM INC COM 696642107 1837085 64886 SOLE 0 0 0 PAN PAC RETAIL PPTYS INC COM 69806L104 327235 14666 SOLE 0 0 0 PARAMETRIC TECHNOLOGY CORP 699173100 471656 35100 SOLE 0 0 0 PARK ELECTROCHEMICAL CORP 700416209 458778 14950 SOLE 0 0 0 PARKWAY PPTYS INC COM 70159Q104 219688 7400 SOLE 0 0 0 PATINA OIL + GAS CORP COM 703224105 1346400 56100 SOLE 0 0 0 PAXAR CORP COM 704227107 1635094 160500 SOLE 0 0 0 PAYCHEX INC COM 704326107 2188125 45000 SOLE 0 0 0 PAYLESS SHOESOURCE INC COM 704379106 1287650 18200 SOLE 0 0 0 PEGASUS COMMUNICATIONS CORP CL A 705904100 787950 30600 SOLE 0 0 0 PENTAIR INC COM 709631105 205594 8500 SOLE 0 0 0 PENTON MEDIA INC COM 709668107 623500 23200 SOLE 0 0 0 PEOPLES BK BRIDGEPORT CONN 710198102 421763 16300 SOLE 0 0 0 PEOPLES ENERGY CORP COM 711030106 975550 21800 SOLE 0 0 0 PEP BOYS MANNY MOE + JACK COM 713278109 138475 38200 SOLE 0 0 0 PEPSI BOTTLING GROUP INC COM 713409100 3554438 89000 SOLE 0 0 0 PEPSICO INC COM 713448108 26074831 526100 SOLE 0 0 0 PEREGRINE SYS INC CONV 71366QAA9 5640930 5592000 SOLE 0 0 0 PEREGRINE PHARMACEUTICALS INC COM 713661106 10688 11400 SOLE 0 0 0 PFIZER INC COM 717081103 35656900 775150 SOLE 0 0 0 PHARMACIA CORP COM 71713U102 11729324 192284 SOLE 0 0 0 PHILIP MORRIS COS INC COM 718154107 56608332 1286553 SOLE 0 0 0 PHILLIPS PETE CO COM 718507106 10937063 192300 SOLE 0 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 793000 61000 SOLE 0 0 0 PHOENIX INVT PARTNERS LTD COM 719085102 561613 35800 SOLE 0 0 0 PIEDMONT NAT GAS INC COM 720186105 519350 13600 SOLE 0 0 0 PIER 1 IMPORTS INC COM 720279108 896156 86900 SOLE 0 0 0 PILGRIMS PRIDE CORP COM 721467108 192188 24600 SOLE 0 0 0 PILGRIMS PRIDE CORP CL A 721467207 277613 51649 SOLE 0 0 0 PINNACLE WEST CAP CORP COM 723484101 819150 17200 SOLE 0 0 0 PIONEER NAT RES CO COM 723787107 2203031 111900 SOLE 0 0 0 PIONEER STD ELECTRS INC COM 723877106 804100 73100 SOLE 0 0 0 POLARIS INDS INC COM 731068102 739350 18600 SOLE 0 0 0 POLYONE CORP COM 73179P106 304913 51900 SOLE 0 0 0 POPE + TALBOT INC COM 732827100 576669 34300 SOLE 0 0 0 PORTAL SOFTWARE INC COM 736126103 408816 52120 SOLE 0 0 0 POST PPTYS INC COM 737464107 10818000 288000 SOLE 0 0 0 PRECISION CASTPARTS CORP COM 740189105 2805569 66700 SOLE 0 0 0 PRENTISS PPTYS TR SH BEN INT 740706106 735394 27300 SOLE 0 0 0 PRESIDENTIAL LIFE CORP COM 740884101 488456 32700 SOLE 0 0 0 PRIME RETAIL INC PFD CONV SER B 741570303 3562500 600000 SOLE 0 0 0 PRIMEX TECHNOLOGIES INC COM 741597108 245438 7700 SOLE 0 0 0 PRIME HOSPITALITY CORP COM 741917108 835838 71900 SOLE 0 0 0 PROCTER + GAMBLE CO COM 742718109 44980847 573461 SOLE 0 0 0 PROGRESS ENERGY INC COM 743263105 619763 12600 SOLE 0 0 0 PROGRESSIVE CORP OHIO COM 743315103 2211358 21340 SOLE 0 0 0 PROLOGIS TR SH BEN INT 743410102 24505394 1101366 SOLE 0 0 0 PROLOGIS TR PFD CV SBI B 743410300 2094207 72370 SOLE 0 0 0 PROTEIN DESIGN LABS INC COM 74369L103 373563 4300 SOLE 0 0 0 PROVIDENT BANKSHARES CORP 743859100 1543498 73940 SOLE 0 0 0 PROVIDENT FINL GROUP INC COM 743866105 1125000 30000 SOLE 0 0 0 PROVIDIAN FINL CORP COM 74406A102 2817500 49000 SOLE 0 0 0 PSINET INC PFD CONV SER C 74437C309 280963 118300 SOLE 0 0 0 PUBLIC SVC CO NM COM 744499104 1115400 41600 SOLE 0 0 0 PUBLIC STORAGE INC COM 74460D109 10940625 450000 SOLE 0 0 0 PULTE CORP COM 745867101 2075625 49200 SOLE 0 0 0 QUAKER OATS CO COM 747402105 4670495 47964 SOLE 0 0 0 QUALCOMM INC COM 747525103 4354294 52980 SOLE 0 0 0 QUANEX CORP COM 747620102 712425 35400 SOLE 0 0 0 QUANTUM CORP HDDG COM 747906303 116000 14500 SOLE 0 0 0 QUESTAR CORP COM 748356102 811688 27000 SOLE 0 0 0 QUORUM HEALTH GROUP INC COM 749084109 875700 55600 SOLE 0 0 0 R + B FALCON CORP COM 7.49E+105 603256 26300 SOLE 0 0 0 QWEST COMMUNICATIONS INTL INC COM 749121109 12250800 298800 SOLE 0 0 0 RFS HOTEL INVS INC COM 74955J108 239044 18300 SOLE 0 0 0 RH DONNELLEY CORP COM NEW 74955W307 649144 26700 SOLE 0 0 0 R G S ENERGY GROUP INC COM 74956K104 1278038 39400 SOLE 0 0 0 RLI CORP COM 749607107 1326102 29675 SOLE 0 0 0 RPC INC COM 749660106 155150 10700 SOLE 0 0 0 RPM INC OHIO COM 749685103 649038 75800 SOLE 0 0 0 RADIAN GROUP INC COM 750236101 487906 6500 SOLE 0 0 0 RADIOSHACK CORP COM 750438103 1877328 43850 SOLE 0 0 0 RATIONAL SOFTWARE CORP COM NEW 75409P202 1351131 34700 SOLE 0 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 2287800 65600 SOLE 0 0 0 RAYONIER INC COM 754907103 824119 20700 SOLE 0 0 0 READERS DIGEST ASSN INC COM CL A NON VTG 755267101 2155788 55100 SOLE 0 0 0 REAL NETWORKS INC COM 75605L104 465129 53540 SOLE 0 0 0 REALTY INCOME CORP COM 756109104 492525 19800 SOLE 0 0 0 RECKSON ASSOCS RLTY CORP COM 75621K106 1042600 41600 SOLE 0 0 0 RECKSON ASSOCS RLTY CORP PFD CONV SER A 75621K205 1001960 42411 SOLE 0 0 0 7.625PCT REEBOK INTL LTD COM 758110100 1137344 41600 SOLE 0 0 0 REGENCY RLTY CORP COM 758939102 6426419 271300 SOLE 0 0 0 REINSURANCE GROUP AMER INC COM 759351109 362100 10200 SOLE 0 0 0 RELIANCE STL + ALUM CO COM 759509102 1305563 52750 SOLE 0 0 0 RELIANT ENERGY INC COM 75952J108 5297119 122300 SOLE 0 0 0 RENT A CTR INC NEW COM 76009N100 220800 6400 SOLE 0 0 0 REPUBLIC BANCORP INC COM 760282103 1557670 144062 SOLE 0 0 0 REYNOLDS R J TOB HLDGS INC COM 76182K105 663000 13600 SOLE 0 0 0 RIGGS NATL CORP WASH DC COM 766570105 721963 51800 SOLE 0 0 0 RIVIANA FOODS INC DEL COM 769536103 1316838 67100 SOLE 0 0 0 ROBERT HALF INTL INC COM 770323103 1590000 60000 SOLE 0 0 0 ROBOTIC VISION SYS INC COM 771074101 34925 12700 SOLE 0 0 0 ROCK TENN CO COM CL A 772739207 532525 71600 SOLE 0 0 0 ROHM + HAAS CO COM 775371107 246925 6800 SOLE 0 0 0 ROLLINS TRUCK LEASING CORP COM 775741101 784000 98000 SOLE 0 0 0 ROSLYN BANCORP INC COM 778162107 521669 19100 SOLE 0 0 0 ROSS STORES INC COM 778296103 175500 10400 SOLE 0 0 0 ROUSE CO COM 779273101 8445600 331200 SOLE 0 0 0 RUBY TUESDAY INC COM 781182100 671000 44000 SOLE 0 0 0 RUSS BERRIE + CO INC COM 782233100 219700 10400 SOLE 0 0 0 RYANS FAMILY STEAK HOUSES INC COM 783519101 1483575 157200 SOLE 0 0 0 RYDER SYS INC COM 783549108 758100 45600 SOLE 0 0 0 RYERSON TULL INC NEW COM 78375P107 155925 18900 SOLE 0 0 0 RYLAND GROUP INC COM 783764103 1560725 38300 SOLE 0 0 0 SBC COMMUNICATIONS INC COM 78387G103 73966660 1549040 SOLE 0 0 0 SCI SYS INC COM 783890106 311225 11800 SOLE 0 0 0 SDL INC COM 784076101 523102 3530 SOLE 0 0 0 SL GREEN RLTY CORP COM 78440X101 6787200 242400 SOLE 0 0 0 SPDR TRUST UNIT SER 1 78462F103 3187856 24300 SOLE 0 0 0 SPS TECHNOLOGIES INC COM 784626103 641306 11700 SOLE 0 0 0 SABRE HLDGS CORP CL A 785905100 1941013 45009 SOLE 0 0 0 SAFEWAY INC COM NEW 786514208 5925000 94800 SOLE 0 0 0 ST PAUL COS INC COM 792860108 2829681 52100 SOLE 0 0 0 SANMINA CORP SUB NT CONV 800907AB3 14033940 7612000 SOLE 0 0 0 SANMINA CORP COM 800907107 2704863 35300 SOLE 0 0 0 SARA LEE CORP COM 803111103 4013513 163400 SOLE 0 0 0 SAUL CTRS INC COM 804395101 206738 11100 SOLE 0 0 0 HENRY SCHEIN INC COM STK 806407102 1132238 32700 SOLE 0 0 0 SCHERING PLOUGH CORP COM 806605101 8801925 155100 SOLE 0 0 0 SCHOLASTIC CORP 807066105 1728188 19500 SOLE 0 0 0 SCHULMAN A INC COM 808194104 188600 16400 SOLE 0 0 0 SCHWAB CHARLES CORP NEW COM STK 808513105 3302992 116405 SOLE 0 0 0 SCHWEITZER MAUDUIT INTL INC COM 808541106 653015 34100 SOLE 0 0 0 SCICLONE PHARMACEUTICALS INC 80862K104 44000 11000 SOLE 0 0 0 SCIENTIFIC ATLANTA INC COM 808655104 3222711 98970 SOLE 0 0 0 SCOTT TECHNOLOGIES INC COM 810022301 366950 16400 SOLE 0 0 0 SCOTTS CO CL A 810186106 498656 13500 SOLE 0 0 0 SEACOAST FINL SVCS CORP COM 81170Q106 361200 30100 SOLE 0 0 0 SEALED AIR CORP NEW COM 81211K100 256200 8400 SOLE 0 0 0 SEARS ROEBUCK + CO COM 812387108 6786675 195300 SOLE 0 0 0 SECURITY CAP GROUP INC CL B 81413P204 11527913 574600 SOLE 0 0 0 SELECTIVE INS GROUP INC COM 816300107 860875 35500 SOLE 0 0 0 SENIOR HSG PPTSY TR SH BEN INT 81721M109 101506 10900 SOLE 0 0 0 SENSORMATIC ELECTRS CORP COM 817265101 2116594 105500 SOLE 0 0 0 SEPRACOR INC SUB DEB CONV 817315AL8 7234650 6990000 SOLE 0 0 0 SEPRACOR INC COM 817315104 864148 10785 SOLE 0 0 0 SERVICE CORP INTL COM 817565104 376250 215000 SOLE 0 0 0 SHURGARD STORAGE CTRS INC CL A 82567D104 542513 22200 SOLE 0 0 0 SIEBEL SYS INC COM 826170102 2312775 34200 SOLE 0 0 0 SIERRA PAC RES NEW COM 826428104 942869 58700 SOLE 0 0 0 SILICON GRAPHICS INC COM 827056102 319600 79900 SOLE 0 0 0 SILICON STORAGE TECHNOLOGY INC COM 827057100 198450 16800 SOLE 0 0 0 SILICON VY BANCSHARES COM 827064106 763831 22100 SOLE 0 0 0 SILICON VY GROUP INC COM 827066101 859625 29900 SOLE 0 0 0 SIMON PPTY GROUP INC NEW COM 828806109 29147928 1214497 SOLE 0 0 0 SIMON PPTY GROUP INC NEW PFD CONV SER B 828806406 5078814 73606 SOLE 0 0 0 6.5PCT SIMPSON MFG INC COM 829073105 775200 15200 SOLE 0 0 0 SIRIUS SATELLITE RADIO INC COM 82966U103 224531 7500 SOLE 0 0 0 SKY FINL GROUP INC COM 83080P103 1077193 64310 SOLE 0 0 0 SKYLINE CORP COM 830830105 441244 23300 SOLE 0 0 0 SMITH A O CORP COM 831865209 288356 16900 SOLE 0 0 0 SMITH CHARLES E RESIDENTIAL COM 832197107 10199000 217000 SOLE 0 0 0 SMITHFIELD FOODS INC COM 832248108 930240 30600 SOLE 0 0 0 SMURFIT STONE CONTAINER CORP COM 832727101 26717712 1987437 SOLE 0 0 0 SNAP ON INC COM 833034101 1248800 44800 SOLE 0 0 0 SODEXHO MARRIOTT SVCS INC COM 833793102 555338 25100 SOLE 0 0 0 SOLECTRON CORP COM 834182107 1540755 45450 SOLE 0 0 0 SOLUTIA INC COM 834376105 454800 37900 SOLE 0 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 113438 16500 SOLE 0 0 0 SOUTH JERSEY INDS INC COM 838518108 618800 20800 SOLE 0 0 0 SOUTHERN CO COM 842587107 10164525 305700 SOLE 0 0 0 SOUTHWEST AIRLS CO COM 844741108 5287681 157700 SOLE 0 0 0 SOUTHWEST GAS CORP COM 844895102 697813 31900 SOLE 0 0 0 SOVEREIGN BANCORP INC COM 845905108 2141750 263600 SOLE 0 0 0 SOVEREIGN BANCORP INC TR PFD INCOME 845905306 4850000 100000 SOLE 0 0 0 EQUITY SPEEDFAM IPEC INC COM 847705100 61838 10200 SOLE 0 0 0 SPHERION CORP COM 848420105 394806 34900 SOLE 0 0 0 SPIEKER PPTYS INC COM 848497103 21092600 420800 SOLE 0 0 0 SPRINT CORP COM 852061100 5155313 253800 SOLE 0 0 0 SPRINT CORP PCS COM SER 1 852061506 306563 15000 SOLE 0 0 0 STANDARD PAC CORP NEW COM 85375C101 995775 42600 SOLE 0 0 0 STANDARD REGISTER COM 853887107 182400 12800 SOLE 0 0 0 STAPLES INC COM 855030102 12243184 1036460 SOLE 0 0 0 STARBUCKS CORP COM 855244109 508875 11500 SOLE 0 0 0 STATE AUTO FINL CORP COM 855707105 487988 27300 SOLE 0 0 0 STARWOOD HOTELS + RESORTS PAIRED CTF 1 CL 85590A203 32059875 909500 SOLE 0 0 0 B SH BEN INT STATE STREET CORPORATION COM 857477103 11182005 90025 SOLE 0 0 0 STATEN IS BANCORP INC COM 857550107 1075163 50300 SOLE 0 0 0 STEELCASE INC CL A 858155203 148463 10700 SOLE 0 0 0 STEWART + STEVENSON SVCS INC COM 860342104 606173 26700 SOLE 0 0 0 STEWART INFORMATION SVCS CORP COM 860372101 485906 21900 SOLE 0 0 0 STONE ENERGY CORP 861642106 225925 3500 SOLE 0 0 0 STONERIDGE INC COM 86183P102 254475 37700 SOLE 0 0 0 STORAGE USA INC COM 861907103 3028950 95400 SOLE 0 0 0 STORAGE TECHNOLOGY CORP COM PAR USD0.10 862111200 631800 70200 SOLE 0 0 0 STRUCTURAL DYNAMICS RESH CORP COM 863555108 295000 29500 SOLE 0 0 0 SUIZA FOODS CORP COM 865077101 1022400 21300 SOLE 0 0 0 SUMMIT BANCORP COM 866005101 2004844 52500 SOLE 0 0 0 SUMMIT PPTYS INC COM 866239106 486200 18700 SOLE 0 0 0 SUN CMNTYS INC COM 866674104 438850 13100 SOLE 0 0 0 SUN MICROSYSTEMS INC COM 866810104 11189025 401400 SOLE 0 0 0 SUNOCO INC COM 86764P109 670381 19900 SOLE 0 0 0 SUNTRUST BKS INC COM 867914103 5814900 92300 SOLE 0 0 0 SUPERIOR INDS INTL INC COM 868168105 688063 21800 SOLE 0 0 0 SUSQUEHANNA BANCSHARES INC PA COM 869099101 1367850 82900 SOLE 0 0 0 SYCAMORE NETWORKS INC COM 871206108 773683 20770 SOLE 0 0 0 SYNCOR INTL CORP NEW COM 87157J106 218250 6000 SOLE 0 0 0 SYSCO CORP COM 871829107 10500000 350000 SOLE 0 0 0 TECO ENERGY INC COM 872375100 890313 27500 SOLE 0 0 0 TJX COS INC NEW COM 872540109 1498500 54000 SOLE 0 0 0 TMP WORLDWIDE INC COM 872941109 2178000 39600 SOLE 0 0 0 TXU CORP COM 873168108 1090088 24600 SOLE 0 0 0 TALBOTS INC COM 874161102 387813 8500 SOLE 0 0 0 TARGET CORP COM 8.76E+110 11155275 345900 SOLE 0 0 0 TAUBMAN CENTERS INC REIT 876664103 81714139 7471007 SOLE 0 0 0 TECHNITROL INC COM 878555101 329000 8000 SOLE 0 0 0 TECUMSEH PRODS CO CL A 878895200 520025 12400 SOLE 0 0 0 TEKTRONIX INC COM 879131100 741125 22000 SOLE 0 0 0 TELEFLEX INC COM 879369106 976544 22100 SOLE 0 0 0 TELEPHONE + DATA SYS INC COM 879433100 4131000 45900 SOLE 0 0 0 TELLABS INC COM 879664100 223175 3950 SOLE 0 0 0 TEMPLE INLAND INC COM 879868107 799013 14900 SOLE 0 0 0 TENET HEALTHCARE CORP COM 88033G100 4554844 102500 SOLE 0 0 0 TENNANT CO COM 880345103 1416000 29500 SOLE 0 0 0 TERADYNE INC COM 880770102 1117500 30000 SOLE 0 0 0 TEREX CORP NEW COM 880779103 165113 10200 SOLE 0 0 0 TEXACO INC COM 881694103 12785325 205800 SOLE 0 0 0 TEXAS INSTRS INC COM 882508104 12161163 256700 SOLE 0 0 0 TEXAS REGL BANCSHARES INC CL A VTG 882673106 486200 14960 SOLE 0 0 0 THERMO ELECTRON CORP COM 883556102 1785000 60000 SOLE 0 0 0 THOMAS INDS INC COM 884425109 943950 40600 SOLE 0 0 0 THOR INDS INC COM 885160101 904550 45800 SOLE 0 0 0 3COM CORP COM 885535104 585650 68900 SOLE 0 0 0 TIBCO SOFTWARE INC COM 88632Q103 1487021 31020 SOLE 0 0 0 TIMBERLAND CO CL A 887100105 240750 3600 SOLE 0 0 0 TIME WARNER INC COM 887315109 10163763 194559 SOLE 0 0 0 TIME WARNER TELECOM INC CL A 887319101 551906 8700 SOLE 0 0 0 TIMKEN CO COM 887389104 568700 37600 SOLE 0 0 0 TOOTSIE ROLL INDS INC COM 890516107 225706 4900 SOLE 0 0 0 TORCHMARK INC COM 891027104 453563 11800 SOLE 0 0 0 TORO CO COM 891092108 319181 8700 SOLE 0 0 0 TOWER AUTOMOTIVE INC COM 891707101 294300 32700 SOLE 0 0 0 TOYS R US INC COM 892335100 2414681 144700 SOLE 0 0 0 TRANS WORLD ENTMT CORP COM 89336Q100 187241 20950 SOLE 0 0 0 TRIAD HOSPS INC COM 89579K109 442850 13600 SOLE 0 0 0 TRIAD GTY INC COM 895925105 1252125 37800 SOLE 0 0 0 TRIMBLE NAVIGATION LTD COM 896239100 213600 8900 SOLE 0 0 0 TRINITY INDS INC COM 896522109 715000 28600 SOLE 0 0 0 TRUE NORTH COMMUNICATIONS COM 897844106 216750 5100 SOLE 0 0 0 TRUSTMARK CORP COM 898402102 615300 29300 SOLE 0 0 0 TUCKER ANTHONY SUTRO COM 898647102 916181 37300 SOLE 0 0 0 TYCO INTL LTD NEW COM 902124106 1041624 18768 SOLE 0 0 0 UGI CORP NEW COM 902681105 1070719 42300 SOLE 0 0 0 UICI COM 902737105 176938 29800 SOLE 0 0 0 UIL HLDG CORP COM 902748102 925350 18600 SOLE 0 0 0 UMB FINL CORP COM 902788108 1574422 42125 SOLE 0 0 0 US BANCORP DEL COM 902973106 9868294 338100 SOLE 0 0 0 USA NETWORKS INC COM 902984103 3263556 167900 SOLE 0 0 0 URS CORP NEW COM 903236107 829844 56500 SOLE 0 0 0 USEC INC COM 9.03E+112 267806 62100 SOLE 0 0 0 ULTRAMAR DIAMOND SHAMROCK COM 904000106 3772925 122200 SOLE 0 0 0 UNIONBANCAL CORP COM 908906100 1304188 54200 SOLE 0 0 0 UNISYS CORP COM 909214108 1869660 127840 SOLE 0 0 0 UNITED BANKSHARES INC W VA COM 909907107 784125 36900 SOLE 0 0 0 UNITED DOMINION RLTY TR INC COM 910197102 834725 77200 SOLE 0 0 0 UNITED PARCEL SVC INC CL B 911312106 3469938 59000 SOLE 0 0 0 U S INDS INC NEW COM 912080108 213600 26700 SOLE 0 0 0 UNITED STATIONERS INC COM 913004107 1402613 58300 SOLE 0 0 0 UNITED TECHNOLOGIES CORP COM 913017109 21309812 271031 SOLE 0 0 0 UNITEDHEALTH GROUP INC COM 91324P102 9378100 152800 SOLE 0 0 0 UNITEDGLOBALCOM CL A 913247508 315119 23128 SOLE 0 0 0 UNIVERSAL CORP VA COM 913456109 1949500 55700 SOLE 0 0 0 UNIVERSAL FST PRODS INC COM 913543104 935450 70600 SOLE 0 0 0 UNIVISION COMMUNICATIONS INC CL A 914906102 1432813 35000 SOLE 0 0 0 UNUMPROVIDENT CORP COM 91529Y106 403125 15000 SOLE 0 0 0 US FREIGHTWAYS CORP COM 916906100 622617 20700 SOLE 0 0 0 UTILICORP UTD INC COM 918005109 964100 31100 SOLE 0 0 0 VALERO ENERGY CORP COM 91913Y100 728875 19600 SOLE 0 0 0 VARIAN INC COM 922206107 260838 7700 SOLE 0 0 0 VECTREN CORP COM 92240G101 1186104 46287 SOLE 0 0 0 VENTAS INC COM 92276F100 72563 12900 SOLE 0 0 0 VENATOR GROUP INC COM 922944103 1705000 110000 SOLE 0 0 0 VERISIGN INC COM 9.23E+106 2824096 38067 SOLE 0 0 0 VERIZON COMMUNICATIONS 92343V104 63887821 1274570 SOLE 0 0 0 VERITAS SOFTWARE CORP COM 923436109 5110525 58406 SOLE 0 0 0 VIAD CORP COM 92552R109 250700 10900 SOLE 0 0 0 VIACOM INC CL B 925524308 15132040 323680 SOLE 0 0 0 VIGNETTE CORP COM 926734104 926964 51498 SOLE 0 0 0 VINTAGE PETE INC COM 927460105 468700 21800 SOLE 0 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 1733325 114600 SOLE 0 0 0 VISTEON CORP COM 92839U107 585523 50915 SOLE 0 0 0 VORNADO RLTY TR COM 929042109 25860938 675000 SOLE 0 0 0 VORNADO REALTY TR PFD CONV SER A 929042208 1099278 20357 SOLE 0 0 0 WGL HLDGS INC COM 92924F106 1025744 33700 SOLE 0 0 0 WMS INDUSTRIES INC COM 929297109 211313 10500 SOLE 0 0 0 WPS RES CORP COM 92931B106 1126463 30600 SOLE 0 0 0 WACHOVIA CORP NEW 929771103 3661875 63000 SOLE 0 0 0 WAL MART STORES INC COM 931142103 22360313 420900 SOLE 0 0 0 WALGREEN CO COM 931422109 2822344 67500 SOLE 0 0 0 WALTER INDS INC COM 93317Q105 469500 62600 SOLE 0 0 0 WASHINGTON FED INC COM 938824109 1134656 39900 SOLE 0 0 0 WASHINGTON GROUP INTL INC COM 938862109 87606 10700 SOLE 0 0 0 WASHINGTON MUT INC COM 939322103 13329300 251200 SOLE 0 0 0 WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 472500 20000 SOLE 0 0 0 WASTE MGMT INC DEL COM 94106L109 582750 21000 SOLE 0 0 0 WATTS INDS INC CL A 942749102 1212675 87400 SOLE 0 0 0 WAUSAU MOSINEE PAPER CORP COM 943315101 188325 18600 SOLE 0 0 0 WEBB DEL CORP COM 947423109 780975 26700 SOLE 0 0 0 WEBLINK WIRELESS INC COM 94769A101 8460963 2734943 SOLE 0 0 0 WEB MD CORP COM 94769M105 432054 54432 SOLE 0 0 0 WEBSTER FINL CORP WATERBURY 947890109 1180631 41700 SOLE 0 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 1973125 45100 SOLE 0 0 0 WELLPOINT HEALTH NETWORKS INC SUB DEB CONV 94973HAA6 1903028 2097000 SOLE 0 0 0 ZERO CPN WELLPOINT HEALTH NETWORKS INC COM 94973H108 4056800 35200 SOLE 0 0 0 WELLS FARGO + CO NEW COM 949746101 37477688 673000 SOLE 0 0 0 WENDYS INTL INC COM 950590109 1097250 41800 SOLE 0 0 0 WESTERN RES INC COM 959425109 1310100 52800 SOLE 0 0 0 WESTFIELD AMER INC COM 959910100 313294 21700 SOLE 0 0 0 WESTWOOD ONE INC COM 961815107 590963 30600 SOLE 0 0 0 WHITNEY HLDG CORP COM 966612103 769825 21200 SOLE 0 0 0 WILLIAMS COS INC COM 969457100 6745444 168900 SOLE 0 0 0 WINN DIXIE STORES INC COM 974280109 461125 23800 SOLE 0 0 0 WINSTAR COMMUNICATIONS INC COM 975515107 356492 30502 SOLE 0 0 0 WOLVERINE WORLD WIDE INC COM 978097103 500200 32800 SOLE 0 0 0 WOODWARD GOVERNOR CO COM 980745103 1584150 35400 SOLE 0 0 0 WORLD ACCESS INC COM 98141A101 24303 10100 SOLE 0 0 0 WORLDCOM INC COM 98157D106 11216210 800567 SOLE 0 0 0 WYNDHAM INTL INC CL A 983101106 1532764 875865 SOLE 0 0 0 XO COMMUNICATIONS INC CL A 983764101 1505156 84500 SOLE 0 0 0 XCEL ENERGY INC COM 98389B100 355870 12245 SOLE 0 0 0 XILINX INC COM 983919101 1208014 26190 SOLE 0 0 0 XEROX CORP COM 984121103 959688 207500 SOLE 0 0 0 XTRA CORP COM 984138107 1036800 21600 SOLE 0 0 0 YAHOO INC COM 984332106 251022 8350 SOLE 0 0 0 YELLOW CORP COM 985509108 1557492 76500 SOLE 0 0 0 ZALE CORP NEW COM 988858106 485344 16700 SOLE 0 0 0 ZIONS BANCORP COM 989701107 1248750 20000 SOLE 0 0 0
-----END PRIVACY-ENHANCED MESSAGE-----