-----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, ItFy1O6Punm75/XR64EtmOH1oWR5a6uCUvE4MmsN/Ws+Cph1gte0jBTsHiaW9twn HvfoK/X6/PVWI3xUwafruA== 0001015402-99-000728.txt : 19990727 0001015402-99-000728.hdr.sgml : 19990727 ACCESSION NUMBER: 0001015402-99-000728 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990331 FILED AS OF DATE: 19990726 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: 99670378 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 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Amendment NO. 1 Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 03/31/99 Check here if Amendment [X]; Amendment Number: 1 This Amendment (Check only one.): [X] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: General Motors Investment Mgt. Co. Address: 767 Fifth Avenue 15th Floor New York, NY 10153 Form 13F File Number: 28-______________ The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Michael Connors Title: Assistant Vice President Phone: (617) 985-7452 Signature, Place, and Date of Signing: /s/ Michael Connors North Quincy, MA 7/26/99 - ------------------------- ---------------------- ------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s.) [ ] 13F COMBINATION REPORT. (Check here it a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28-_______________ _____________________________________ [Repeat as necessary.] Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1183 Form 13F Information Table Value Total: $2,825,711,299.00 (Actual Amount) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] NONE
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- ----------- ---- ----- ----- ---- ---- ------ ----- ABR INFORMATION SVCS INC COM 00077R108 258,888 14,900.000 X X AFLAC INC COM 001055102 1,763,775 32,400.000 X X AGL RES INC COM 001204106 2,651,938 151,000.000 X X AHL SVCS INC COM 001296102 200,900 9,800.000 X X AMB PPTY CORP COM 00163T109 226,175 10,900.000 X X AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 352,688 17,100.000 X X AMR CORP DEL COM 001765106 591,481 10,100.000 X X ARM FINCL INC CL A 001944107 436,175 29,200.000 X X AT + T CORP COM 001957109 17,359,219 217,500.000 X X AT+T CORP COM LIBERTY MEDIA GRP CL A 001957208 325,644 6,188.000 X X ABACUS DIRECT CORP COM 002553105 360,800 4,400.000 X X ACCEPTANCE INSURANCE CO COM 004308102 1,231,200 91,200.000 X X ACCLAIM ENTMT INC COM PAR 0.02 004325205 546,975 61,200.000 X X ACTEL CORP COM 004934105 2,669,450 162,400.000 X X ------------------- PAGE TOTAL 28,975,308
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- ------------- ---- ----- ----- ---- ---- ------ ----- ADAPTEC INC SUB NT CONV 00651FAC2 1,235,625 1,500,000.000 X X ADVO INC COM 007585102 1,458,094 75,500.000 X X ADVANTA CORP CL A COM 007942105 798,713 72,200.000 X X AETNA INC COM 008117103 3,818,000 46,000.000 X X AFFILIATED COMPUTER SVCS INC CL A 008190100 805,200 17,600.000 X X AFFILIATED MANAGERS GROUP INC COM 008252108 1,762,800 67,800.000 X X AIR PRODS + CHEMS INC COM 009158106 2,236,525 65,300.000 X X ALBEMARLE CORP COM 012653101 1,520,063 72,600.000 X X ALBERTSONS INC COM 013104104 1,137,744 20,900.000 X X ALCOA INC COM 013817101 280,075 6,800.000 X X ALEXANDRIA REAL ESTATE EQUIT COM 015271109 6,432,244 243,300.000 X X ALLERGAN INC COM 018490102 1,880,525 21,400.000 X X ALLIANT TECHSYSTEMS INC COM 018804104 2,346,163 30,200.000 X X ALLIED SIGNAL INC COM 019512102 993,588 20,200.000 X X ----------- PAGE TOTAL 26,705,359
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- ------------- ---- ----- ----- ---- ---- ------ ----- ALLSTATE CORP COM 020002101 3,828,556 103,300.000 X X ALLTEL CORP COM 020039103 1,060,375 17,000.000 X X ALTERA CORP 021441100 993,650 16,700.000 X X ALTOS HORNOS DE MEXICO S A SR DISC NT CONV 022069AA6 667,500 1,500,000.000 X X AMAZON COM INC COM 023135106 1,721,875 10,000.000 X X AMBAC FINL GROUP INC COM 023139108 923,400 17,100.000 X X AMEREN CORP COM 023608102 452,344 12,500.000 X X AMERICA ONLINE INC DEL COM 02364J104 3,965,108 26,998.000 X X AMERICA WEST HLDG CORP CL B 023657208 2,478,125 130,000.000 X X AMERICAN BUSINESS PRODS INC GA COM 024763104 1,372,000 98,000.000 X X AMERICAN EXPRESS CO COM 025816109 916,500 7,800.000 X X AMERICAN GEN CORP COM 026351106 2,100,900 29,800.000 X X AMERICAN GEN DEL LLC MONTHLY INCOME PFD SECS SER A 02637G200 1,297,750 14,500.000 X X AMERICAN GREETINGS CORP CL A 026375105 456,750 18,000.000 X X ---------- PAGE TOTAL 22,234,833
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- ------------- ---- ----- ----- ---- ---- ------ ----- AMERICAN HEALTH PPTYS INC COM 026494104 523,800 28,800.000 X X AMERICAN HOME PRODUCTS CORP COM 026609107 2,538,225 38,900.000 X X AMERICAN HOMESTAR CORP COM 026651109 145,519 19,900.000 X X AMERICAN INTL GROUP INC COM 026874107 9,745,053 80,788.000 X X AMERICAN MGMT SYS INC COM 027352103 1,259,213 36,900.000 X X AMERICAN TOWER CORP CL A 029912201 651,700 26,600.000 X X AMERICREDIT CORP COM 03060R101 1,374,188 104,700.000 X X AMERISOURCE HEALTH CORP CL A 03071P102 724,775 21,200.000 X X AMERUS LIFE HLDGS INC COM 030732101 240,000 10,000.000 X X AMERITECH CORP NEW COM 030954101 4,826,775 83,400.000 X X AMGEN INC COM 031162100 1,497,500 20,000.000 X X AMTRAN INC 03234G106 203,300 10,700.000 X X AMWAY JAPAN LTD SPONSORED ADR 03234J100 263,156 60,150.000 X X ANCHOR GAMING COM 033037102 507,500 11,600.000 X X ----------- PAGE TOTAL 24,500,704
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- ------------- ---- ----- ----- ---- ---- ------ ----- ANDRX CORP COM 034551101 902,138 9,900.000 X X ANHEUSER BUSCH COS INC COM 035229103 2,596,744 34,100.000 X X APARTMENT INVT. + MGMT CO CLASS A 03748R101 9,867,685 272,212.000 X X APPLE COMPUTER COM NPV 037833100 1,056,563 29,400.000 X X APPLIED MICRO CIRCUITS CORP CDT COM 03822W109 423,225 9,900.000 X X APPLIED MATERIALS INC COM 038222105 1,252,256 20,300.000 X X AQUA ALLIANCE INC CL A 038367108 273,600 121,600.000 X X ARCH COAL INC COM 039380100 215,975 16,300.000 X X ARCHSTONE CMNTYS TR SH BEN INT 039581103 47,774,979 2,373,912.000 X X ARVIN INDS INC COM 043339100 1,360,975 40,400.000 X X ASPECT DEV INC COM 045234101 462,675 19,900.000 X X ASPECT TELECOMMUNICATIONS CORP SUB DEB CONV ZERO CPN 144A 045237AB0 956,250 5,000,000.000 X X ASSET INVS CORP COM NEW 045417201 1,023,600 85,300.000 X X ASSOCIATED ESTATES RLTY CORP COM 045604105 562,581 53,900.000 X X ---------- PAGE TOTAL 68,729,246
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- ------------- ---- ----- ----- ---- ---- ------ ----- AT ENTMT INC COM 045920105 643,150 67,700.000 X X ASSOCIATES FIRST CAP CORP CL A 046008108 351,000 7,800.000 X X ATMOS ENERGY CORP COM 049560105 2,526,563 105,000.000 X X AUTHENTIC FITNESS CORP COM 052661105 1,719,738 111,400.000 X X AUTOMATIC COM EXCHANGE SEC TR TR AUTOMATIC COM EXCHANGE SEC 05300A202 1,102,000 76,000.000 X X AVALONBAY CMNTYS INC COM 053484101 24,760,419 780,850.000 X X AVANT CORP COM 053487104 1,025,950 57,800.000 X X AVID TECHNOLOGY INC COM 05367P100 960,806 55,100.000 X X AVISTA CORP COM 05379B107 2,616,250 161,000.000 X X AVIS RENT A CAR INC COM 053790101 1,403,756 50,700.000 X X AVONDALE INDS INC 054350103 356,950 12,100.000 X X AXENT TECHNOLOGIES INC COM 05459C108 512,531 21,300.000 X X BB+T CORP COM 054937107 1,635,675 45,200.000 X X BEC ENERGY COM 05538M101 216,825 5,900.000 X X ---------- PAGE TOTAL 39,831,613
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- ------------- ---- ----- ----- ---- ---- ------ ----- BP AMOCO PLC SPONSORED ADR 055622104 1,599,658 15,848.000 X X BRE PPTYS INC COM RTS CALLABLE THRU 07SEP99 05564E106 11,765,000 520,000.000 X X BSB BANCORP INC COM 055652101 1,169,250 48,000.000 X X BMC SOFTWARE INC COM 055921100 555,938 15,000.000 X X BACOU USA INC COM 056439102 706,125 53,800.000 X X BALL CORP COM 058498106 3,679,900 78,400.000 X X BALLY TOTAL FITNESS HLDG CORP COM 05873K108 210,100 8,800.000 X X BANCFIRST CORP COM 05945F103 383,625 11,000.000 X X BANCWEST CORP NEW COM 059790105 1,134,750 26,700.000 X X BANK NEW YORK INC COM 064057102 1,444,688 40,200.000 X X BANK ONE CORP COM 06423A103 5,558,890 100,956.000 X X BANK UTD CORP CL A 065412108 327,000 8,000.000 X X BANKATLANTIC BANCORP INC COM 065908105 283,744 40,900.000 X X BANKBOSTON CORP COM 06605R106 303,188 7,000.000 X X ---------- PAGE TOTAL 29,121,856
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- ------------- ---- ----- ----- ---- ---- ------ ----- BANKNORTH GROUP INC DEL 06646L100 1,412,500 50,000.000 X X BANTA CORP COM STK 066821109 1,996,900 105,100.000 X X BANYAN STRATEGIC RLTY TR SH BEN INT 06683M102 1,926,390 390,155.000 X X BARD C R INC COM 067383109 448,894 8,900.000 X X BARNES GROUP INC COM 067806109 2,457,656 131,075.000 X X BARR LABS INC COM 068306109 634,400 20,800.000 X X BATTLE MTN GOLD CO COM 071593107 217,525 79,100.000 X X BE AEROSPACE INC COM 073302101 268,450 18,200.000 X X BECTON DICKINSON + CO COM 075887109 574,688 15,000.000 X X BEDFORD PPTY INVS INC COM PAR 0.02 DOLLARS 076446301 413,888 28,300.000 X X BELL ATLANTIC CORP COM 077853109 6,306,702 122,016.000 X X BELLSOUTH CORP COM 079860102 10,520,413 262,600.000 X X BENCHMARK ELECTRS INC 08160H101 1,275,000 42,500.000 X X BERGEN BRUNSWIG CORP CLASS A 083739102 412,000 20,600.000 X X ---------- PAGE TOTAL 28,865,406
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- ------------- ---- ----- ----- ---- ---- ------ ----- BERKLEY W R CORP COM 084423102 641,900 26,200.000 X X BERKSHIRE HATHAWAY INC DEL CL B 084670207 2,113,549 899.000 X X BERKSHIRE REALTY CO INC COM 084710102 511,269 45,700.000 X X BEST BUY CO INC COM STK USD0.10 086516101 2,558,400 49,200.000 X X BESTFOODS COM 08658U101 803,700 17,100.000 X X BETHLEHEM STL CORP COM 087509105 1,301,850 157,800.000 X X BIG FLOWER HOLDINGS INC COM 089159107 1,058,250 34,000.000 X X BIO RAD LABORATORIES INC CLASS A COM STK 090572207 315,900 15,600.000 X X BIO TECHNOLOGY GEN CORP COM 090578105 365,884 61,300.000 X X BIOMATRIX INC 09060P102 382,200 4,900.000 X X BLACK + DECKER CORPORATION COM 091797100 282,731 5,100.000 X X BLACK HILLS CORP COM 092113109 294,113 13,800.000 X X BLANCH E W HLDGS INC 093210102 267,750 5,100.000 X X BOB EVANS FARMS INC COM 096761101 2,548,000 127,400.000 X X ---------- PAGE TOTAL 13,445,496
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- ------------- ---- ----- ----- ---- ---- ------ ----- BOEING CO COM 097023105 423,150 12,400.000 X X BOISE CASCADE OFFICE PRODS COR COM 097403109 639,688 57,500.000 X X BOOLE + BABBAGE INC COM 098586100 470,400 19,600.000 X X BOSTON BEER INC CL A 100557107 216,225 27,900.000 X X BOSTON PPTYS INC COM 101121101 5,015,725 158,600.000 X X BOWNE + CO INC COM 103043105 334,263 28,600.000 X X BRADLEY REAL ESTATE INC COM 104580105 551,000 30,400.000 X X BRADY CORP CL A 104674106 1,356,750 64,800.000 X X BRANDYWINE RLTY TR SH BEN INT NEW 105368203 5,105,750 314,200.000 X X BREED TECHNOLOGIES INC 106702103 232,631 65,300.000 X X BRIGGS + STRATTON CORP COM 109043109 1,893,600 38,400.000 X X BRIGHTPOINT INC COM 109473108 167,738 28,400.000 X X BRINKER INTL INC COM 109641100 304,588 11,800.000 X X BRISTOL MYERS SQUIBB CO COM 110122108 4,783,725 74,600.000 X X ---------- PAGE TOTAL 21,495,233
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- ------------- ---- ----- ----- ---- ---- ------ ----- BROADVISION INC COM 111412102 609,450 10,200.000 X X BROWN FORMAN CORP CLASS B 115637209 201,688 3,500.000 X X BRUNSWICK CORP COM 117043109 234,469 12,300.000 X X BUCKLE INC COM 118440106 1,635,750 72,700.000 X X BUFFETS INC COM STK 119882108 3,117,538 315,700.000 X X BURLINGTON NORTHN SANTA FE COM 12189T104 2,768,075 84,200.000 X X BURNHAM PAC PPTYS INC 12232C108 428,400 40,800.000 X X C+D TECHNOLOGIES COM 124661109 328,350 13,200.000 X X CBL + ASSOC PPTYS INC COM 124830100 1,006,725 43,300.000 X X CBS CORP COM 12490K107 626,344 15,300.000 X X C CUBE MICROSYSTEMS INC COM 125015107 665,700 33,600.000 X X CD RADIO INC COM 125127100 475,800 18,300.000 X X CDW COMPUTER CTRS INC COM 125129106 821,100 11,900.000 X X CEC ENTMT INC COM 125137109 437,675 12,200.000 X X ---------- PAGE TOTAL 13,357,064
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- ------------- ---- ----- ----- ---- ---- ------ ----- C H ROBINSON WORLDWIDE COM 12541W100 1,073,463 42,200.000 X X CHS ELECTRONICS INC COM NEW 12542A206 55,144 17,300.000 X X CIGNA CORP COM 125509109 838,125 10,000.000 X X CLECO CORP COM 12561M107 2,899,850 98,300.000 X X CMG INFORMATION SVCS INC COM 125750109 1,740,558 9,508.000 X X CMP GROUP INC COM 125887109 3,004,313 163,500.000 X X CPI CORP COM 125902106 1,778,813 79,500.000 X X CNET INC COM 125945105 386,925 4,200.000 X X CNB BANCSHARES INC COM 126126101 461,668 11,470.000 X X CSG SYS INTL INC COM 126349109 978,050 24,800.000 X X CABLEVISION SYS CORP CL A 12686C109 1,111,875 15,000.000 X X CABOT INDL TR COM SH BEN INT 127072106 402,038 21,300.000 X X CALPINE CORP COM 131347106 2,732,813 75,000.000 X X CAMBREX CORP COM 132011107 227,888 10,300.000 X X ---------- PAGE TOTAL 17,691,523
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- CAMDEN PPTY TR 133131102 15,952,761 644,556.000 X X CANANDAIGUA WINE INC CL A 137219200 2,639,650 52,400.000 X X CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 283,575 22,800.000 X X CAPITAL ONE FINL CORP COM 14040H105 1,011,700 6,700.000 X X CAPITAL RE CORP 140432105 948,750 55,000.000 X X CAPITAL SR LIVING CORP COM 140475104 290,975 41,200.000 X X CAPSTEAD MTG CORP COM 14067E100 679,938 126,500.000 X X CARDINAL HEALTH INC COM 14149Y108 513,546 7,781.000 X X CAREMATRIX SUB NT CONV 141706AC5 11,367,225 13,295,000.000 X X CAREMATRIX CORP COM 141706101 342,000 18,000.000 X X CAROLINA PWR + LT CO COM 144141108 480,219 12,700.000 X X CARRAMERICA RLTY CORP COM 144418100 14,671,563 665,000.000 X X CARTER WALLACE INC. COM 146285101 2,247,500 124,000.000 X X CASEYS GEN STORES INC COM 147528103 207,975 14,100.000 X X ---------- PAGE TOTAL 51,637,377
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- CATALYTICA INC COM 148885106 214,500 19,500.000 X X CATERPILLAR INC COM 149123101 1,300,031 28,300.000 X X CELL GENESYS INC COM 150921104 387,594 78,500.000 X X CELLSTAR CORP COM 150925105 245,888 23,700.000 X X CELLNET DATA SYS COM 15115M101 144,245 25,086.000 X X CENDANT CORP COM 151313103 945,000 60,000.000 X X CENTINAL CELLULAR CORP CL A NEW 15133V208 779,625 16,500.000 X X CENTERPOINT PPTYS TR COM 151895109 15,296,875 489,500.000 X X CENTER TRUST RETAIL PPTYS INC COM 152038105 378,350 32,900.000 X X CENTEX CONSTR PRODS INC COM 15231R109 1,719,738 49,400.000 X X CENTEX CORP COM 152312104 1,204,838 36,100.000 X X CENTRAL + SOUTH WEST CORP COM 152357109 1,169,531 49,900.000 X X CENTRAL GARDEN AND PET CO SUB NT CONV 153527AC0 17,967,950 20,020,000.000 X X CENTRAL GARDEN + PET CO 153527106 185,625 11,000.000 X X ---------- PAGE TOTAL 41,939,790
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- CENTRAL HUDSON GAS + ELEC CORP COM 153609102 762,806 21,300.000 X X CENTURYBUSINESS SVCS INC COM 156490104 1,195,469 109,300.000 X X CERNER CORP 156782104 475,450 29,600.000 X X CHAMPION ENTERPRISES INC COM 158496109 527,000 27,200.000 X X CHART INDS INC COM 16115Q100 213,281 32,500.000 X X CHARTWELL RE CORP COM 16139W109 1,838,850 106,600.000 X X CHASE MANHATTAN CORP NEW COM 16161A108 8,719,219 107,200.000 X X CHASTAIN CAP CORP COM 161697107 188,125 35,000.000 X X CHATEAU CMNTYS INC COM 161726104 1,034,000 37,600.000 X X CHECKPOINT SYS INC COM 162825103 492,100 59,200.000 X X CHELSEA GCA REALTY INC COM 163262108 6,904,638 247,700.000 X X CHEVRON CORP COM 166751107 4,788,031 54,100.000 X X CHICAGO TITLE CORP COM 168228104 487,425 13,400.000 X X CHITTENDEN CORP COM 170228100 460,613 17,300.000 X X ---------- PAGE TOTAL 28,087,007
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- CHURCH + DWIGHT INC COM 171340102 256,725 6,300.000 X X CILCORP INC COM 171794100 1,021,063 17,000.000 X X CIRCLE INTL GROUP INC COM 172574105 1,580,031 108,500.000 X X CISCO SYS INC COM 17275R102 3,390,959 30,950.000 X X CITIGROUP INC COM 172967101 10,517,115 164,651.500 X X CLARCOR INC 179895107 2,008,256 117,700.000 X X CLARIFY INC COM 180492100 397,644 14,900.000 X X CLEVELAND CLIFFS INC COM 185896107 1,904,094 55,900.000 X X COACH USA INC COM 18975L106 283,250 10,300.000 X X COACHMEN INDS INC COM 189873102 487,900 23,800.000 X X COCA COLA CO COM 191216100 1,233,638 20,100.000 X X COLGATE PALMOLIVE CO COM 194162103 579,600 6,300.000 X X COLONIAL BANCGROUPINC COM 195493309 276,000 23,000.000 X X COLONIAL PPTYS TR COM SH BEN INT 195872106 828,750 32,500.000 X X ---------- PAGE TOTAL 24,765,025
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- COLUMBUS MCKINNON CORP NY COM 199333105 1,098,825 54,600.000 X X COMFORT SYS USA INC COM 199908104 491,400 33,600.000 X X COMCAST CORP CL A SPL 200300200 1,523,088 24,200.000 X X COMERICA INC COM 200340107 686,813 11,000.000 X X COMMERCE BANCORP INC N J COM 200519106 759,949 18,423.000 X X COMMERCIAL FED CORP COM 201647104 1,931,519 83,300.000 X X COMMERCIAL INTERTECH CORP COM 201709102 433,875 39,000.000 X X COMMERCIAL NET LEASE RLTY INC COM 202218103 418,413 37,400.000 X X COMMONWEALTH BANCORP INC COM 20268X102 985,669 64,900.000 X X COMMONWEALTH ENERGY SYS COM SH BEN INT 202800108 908,600 23,600.000 X X COMMUNITY BK SYS INC COM 203607106 1,447,800 60,800.000 X X COMMUNITY FIRST BANKSHARES INC COM 203902101 938,000 46,900.000 X X COMMUNITY TR BANCORP INC COM 204149108 1,670,130 79,530.000 X X COMPUTER ASSOC INTL INC COM 204912109 295,169 8,300.000 X X ---------- PAGE TOTAL 13,589,250
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- COMPUTER SCIENCES CORP COM 205363104 1,363,131 24,700.000 X X COMPUTER TASK GROUP INC COM 205477102 855,000 40,000.000 X X COMPUWARE CORP COM 205638109 477,500 20,000.000 X X COMVERSE TECHNOLOGY INC SUB DEB CONV 205862AG0 19,670,243 13,554,000.000 X X COMVERSE TECHNOLOGY INC COM NEW 205862402 425,000 5,000.000 X X CONCENTRIC NETWORK CORP DEL COM 20589R107 799,825 10,700.000 X X CONCENTRA MANAGED CARE INC SUB NT CONV 20589TAA1 6,629,143 7,109,000.000 X X CONCENTRA MANAGED CARE INC COM 20589T103 4,180,350 288,300.000 X X COMPUTER HORIZONS CORP COM 205908106 732,813 67,000.000 X X CONNECTICUT ENERGY CORP COM 207567108 315,250 13,000.000 X X CONSOLIDATED FREIGHTWAYS CORP COM 209232107 1,679,075 142,900.000 X X COORS ADOLPH CO CLASS B COM 217016104 3,969,000 73,500.000 X X COPART INC COM 217204106 622,500 30,000.000 X X CORDANT TECHNOLOGIES INC COM 218412104 1,250,113 31,400.000 X X ---------- PAGE TOTAL 42,968,943
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- CORN PRODUCTS INTL INC COM 219023108 2,506,256 104,700.000 X X CORNERSTONE RLTY INCOME TR INC COM 21922V102 836,188 78,700.000 X X CORPORATE EXPRESS INC COM 219888104 4,000,600 771,200.000 X X CORUS BANKSHARES INC COM 220873103 1,818,275 56,600.000 X X COST PLUS INC CALIF COM 221485105 295,219 10,050.000 X X COSTCO COS INC SUB NT CONV 144A 22160QAA0 3,210,000 3,000,000.000 X X COSTCO COS INC COM 22160Q102 457,813 5,000.000 X X CRANE CO COM 224399105 210,431 8,700.000 X X CREDENCE SYSTEMS CORP COM 225302108 4,133,150 192,800.000 X X CRESCENT REAL ESTATE EQUITIES COM 225756105 5,022,400 233,600.000 X X CRIIMI MAE INC PFD SER B CONV 226603207 4,139,300 312,400.000 X X CROWN AMERICAN RLTY 228186102 254,800 39,200.000 X X CULLEN FROST BANKERS INC COM 229899109 2,353,731 49,100.000 X X CURATIVE HEALTH SERVICES INC COM 231264102 151,800 13,200.000 X X ---------- PAGE TOTAL 29,389,963
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- CURTISS WRIGHT CORP COM 231561101 1,475,469 47,500.000 X X CYPRUS AMAX MINERALS CO COM 232809103 364,963 30,100.000 X X D.R.HORTON INC COM 23331A109 422,100 25,200.000 X X DSP COMMUNICATIONS INC COM 23332K106 652,463 41,100.000 X X DTE ENERGY CO COM 233331107 2,014,125 52,400.000 X X DAL TILE INTL INC COM 23426R108 276,406 30,500.000 X X DANA CORP COM 235811106 380,000 10,000.000 X X DANAHER CORP COM 235851102 386,650 7,400.000 X X DARDEN RESTAURANTS INC COM 237194105 1,472,625 71,400.000 X X DATA PROCESSING RES CORP 2005 SUB NT CONV 237823AB5 7,415,018 10,263,000.000 X X DATA PROCESSING CORP COM 237823109 4,022,674 293,894.000 X X DATASTREAM SYS INC COM 238124101 125,063 14,500.000 X X DAYTON HUDSON CORP COM 239753106 1,245,888 18,700.000 X X DELL COMPUTER CORP COM 247025109 3,408,975 83,400.000 X X ---------- PAGE TOTAL 23,662,419
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- DELPHI FINL GROUP INC 247131105 2,112,151 62,351.320 X X DELTA AIR LINES INC DE COM 247361108 3,683,500 53,000.000 X X DELTEK SYS INC COM 24785A108 179,438 16,500.000 X X DE LUXE CORP COM 248019101 407,750 14,000.000 X X DEPARTMENT 56 INC COM 249509100 2,638,931 86,700.000 X X DEVELOPERS DIVERSIFIED RLTY COM 251591103 11,782,050 823,200.000 X X DEXTER CORP COM 252165105 882,000 28,000.000 X X DIGI INTL INC COM 253798102 118,125 17,500.000 X X DIME CMNTY BANCORP INC COM 253922108 1,564,338 68,200.000 X X DIME BANCORP INC NEW COM USD0.01 25429Q102 1,085,175 46,800.000 X X DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 1,035,000 60,000.000 X X DOMINION RES INC VA COM 257470104 550,369 14,900.000 X X DONNELLEY R R + SONS CO COM 257867101 376,594 11,700.000 X X DORAL FINL CORP COM 25811P100 1,455,300 79,200.000 X X ---------- PAGE TOTAL 27,870,721
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- DOUBLECLICK INC COM 258609304 582,600 3,200.000 X X DOVER DOWNS ENTMT INC COM 260086103 1,255,500 81,000.000 X X DOW CHEM CO COM 260543103 941,194 10,100.000 X X DOWNEY FINL CORP COM 261018105 1,518,106 82,900.000 X X DU PONT E I DE NEMOURS + CO COM 263534109 2,008,963 34,600.000 X X DUKE ENERGY CO COM STK NPV 264399106 573,563 10,500.000 X X DUKE WEEKS REALITY CORP COM NEW 264411505 14,899,500 693,000.000 X X DURA PHARMACEUTICALS INC COM 26632S109 943,550 66,800.000 X X DYCOM INDS INC COM 267475101 469,800 10,800.000 X X DYNEX CAP INC COM 26817Q100 191,794 57,900.000 X X EEX CORP COM NEW 26842V207 527,654 108,236.660 X X E M C CORP MASS COM 268648102 4,713,975 36,900.000 X X E SPIRE COMMUNICATIONS INC COM 269153102 361,625 26,300.000 X X ETOWN CORP COM 269242103 423,281 10,500.000 X X ---------- PAGE TOTAL 29,411,105
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- E TRADE GROUP INC COM 269246104 740,569 12,700.000 X X EAGLE USA AIRFREIGHT INC COM 270018104 419,250 12,900.000 X X EARTHGRAINS CO COM 270319106 1,171,500 52,800.000 X X EARTHLINK NETWORK INC COM 270322100 390,000 6,500.000 X X EASTERN UTILS ASSOC COM 277173100 716,306 25,300.000 X X EASTGROUP PPTYS INC COM 277276101 356,363 22,100.000 X X EASTMAN KODAK CO COM 277461109 2,925,475 45,800.000 X X ECHOSTAR COMMUNICATIONS CORP N CL A 278762109 685,650 8,400.000 X X EINSTEIN / NOAH BAGEL CORP SUB DEB CONV 282577AC9 950,000 1,600,000.000 X X EL PASO ELEC CO COM NEW 283677854 2,623,000 344,000.000 X X EL PASO ENERGY CORP DEL COM 283905107 317,069 9,700.000 X X ELETRONICS FOR IMAGING INC 286082102 1,563,900 40,100.000 X X EMPIRE DIST ELEC CO COM 291641108 1,380,156 60,500.000 X X ENERGEN CORP COM 29265N108 2,303,363 154,200.000 X X ---------- PAGE TOTAL 16,542,601
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ----------- -------------- ---- ----- ----- ---- ---- ------ ----- ENERGY EAST CORP COM 29266M109 467,806 8,900.000 X X ENGELHARD CORP COM 292845104 1,871,594 110,500.000 X X ENRON CORP COM 293561106 3,051,875 47,500.000 X X ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 324,300 18,800.000 X X EQUITABLE COMPANIES INC COM 29444G107 2,786,000 39,800.000 X X EQUITY INNS INC COM 294703103 409,700 48,200.000 X X EQUITY OFFICE PPTYS TR COM 294741103 100,878,882 3,973,052.000 X X EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 65,322,675 1,583,580.000 X X ESSEX PROPERTY TRUST COM 297178105 3,087,975 118,200.000 X X ESTERLINE TECHNOLOGIES CORP COM 297425100 970,313 75,000.000 X X ETHYL CORP COM 297659104 204,850 48,200.000 X X EVEREN CAPITAL CORP COM 299761106 1,250,044 63,900.000 X X EXCITE INC COM 300904109 1,260,000 9,000.000 X X EXODUS COMMUNICATIONS INC COM 302088109 416,950 3,100.000 X X ----------- PAGE TOTAL 182,302,964
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- EXXON CORP COM 302290101 12,277,875 174,000.000 X X FBL FINL GROUP INC CL A 30239F106 2,456,600 138,400.000 X X F N B CORP PA 302520101 1,722,700 74,900.000 X X FAIR ISSAC + CO INC 303250104 255,731 6,900.000 X X FAMILY GOLF CTRS INC COM 30701A106 80,325 10,800.000 X X FARMER BROS CO COM 307675108 653,400 3,300.000 X X FDX CORP COM 31304N107 1,188,000 12,800.000 X X FEDERAL HOME LN MTG CORP COM FORMERLY SR PART PFD 313400301 1,429,063 25,000.000 X X FEDERAL NATL MTG ASSN COM 313586109 5,740,825 82,900.000 X X FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 3,203,550 151,200.000 X X FEDERATED DEPT STORES INC DEL COM 31410H101 2,002,238 49,900.000 X X FELCOR LODGING TR INC COM 31430F101 4,957,488 213,800.000 X X FERRO CORP COM STK 315405100 1,168,200 47,200.000 X X FIDELITY NATL FINL INC COM 316326107 338,250 22,550.000 X X ---------- PAGE TOTAL 37,474,245
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- FIFTH THIRD BANCORP COM STK 316773100 2,472,656 37,500.000 X X FIRST AMERICAN FINL CORP COM 318522307 1,785,231 112,900.000 X X FIRST BANCORP P R COM 318672102 218,969 9,100.000 X X FIRST CTZNS BANCSHARES INC N C 31946M103 2,041,200 25,200.000 X X FIRST INDL RLTY TR INC COM 32054K103 1,129,850 47,200.000 X X FIRST REP BK SAN FRANCISCO CA COM 336158100 1,739,413 72,100.000 X X FIRST TENN NATL CORP COM 337162101 212,425 5,800.000 X X FIRST UN CORP COM 337358105 1,474,875 27,600.000 X X FIRST UTD BANCSHARES INC ARK COM 33741E104 1,495,725 107,800.000 X X FIRST WASH BANCORP INC WASH COM 33748T104 1,572,494 80,900.000 X X FIRSTAR CORP WIS COM 33763V109 4,018,550 44,900.000 X X FIRSTFED FINL CORP DEL COM 337907109 1,717,081 106,900.000 X X FLAGSTAR BANCORP INC COM 337930101 1,587,350 59,900.000 X X FLEET FINL GROUP INC COM 338915101 2,622,463 69,700.000 X X ---------- PAGE TOTAL 24,088,282
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- FLORIDA PROGRESS CORP COM 341109106 245,375 6,500.000 X X FOODMAKER INC 344839204 288,150 11,300.000 X X FOOTSTAR INC COM 344912100 880,000 27,500.000 X X FORD MTR CO DEL COM 345370100 13,167,894 232,100.000 X X FORT JAMES CORP COM 347471104 1,029,844 32,500.000 X X FORTUNE BRANDS INC COM 349631101 495,200 12,800.000 X X FOSSIL INC COM 349882100 369,675 12,400.000 X X FRANCHISE FIN CORP AMER COM 351807102 1,373,275 65,200.000 X X FRANKLIN COVEY CO COM 353469109 645,300 71,700.000 X X FRONTIER INS GROUP INC NEW COM 359081106 463,125 39,000.000 X X FUISZ TECHNOLOGIES LTD COM 359536109 158,156 24,100.000 X X FURNITURE BRANDS INTL INC COM 360921100 455,775 20,600.000 X X GATX COM 361448103 299,731 9,100.000 X X GBC BANCORP CALIF 361475106 1,398,000 93,200.000 X X ---------- PAGE TOTAL 21,269,500
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- GPU INC COM 36225X100 208,950 5,600.000 X X GTE CORP COM 362320103 5,039,650 83,300.000 X X GT INTERACTIVE SOFTWARE CORP COM 36236E109 202,113 43,700.000 X X GABLES RESIDENTIAL TR SH BEN INT 362418105 2,146,681 97,300.000 X X GALLAGHER ARTHUR J + CO COM 363576109 1,591,600 34,600.000 X X GANNETT INC COM 364730101 699,300 11,100.000 X X GAP INC COM 364760108 3,079,547 45,750.000 X X GENERAL DYNAMICS CORP COM 369550108 212,025 3,300.000 X X GENERAL ELEC CO COM 369604103 5,564,438 50,300.000 X X GENERAL GROWTH PPTYS INC COM 370021107 7,655,250 236,000.000 X X GENERAL MAGIC INC COM 370253106 37,700 10,400.000 X X GENERAL SEMICONDUCTOR INC COM 370787103 727,175 100,300.000 X X GENTEX CORP COM 371901109 720,188 33,400.000 X X GEON CO COM 37246W105 2,293,200 100,800.000 X X ---------- PAGE TOTAL 30,177,817
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- GEORGIA PAC CORP COM 373298108 1,923,075 25,900.000 X X GEORGIA PAC CORP COM TIMBER GROUP 373298702 603,569 26,900.000 X X GERBER SCIENTIFIC INC COM 373730100 2,428,556 120,300.000 X X GIANT CEM HLDG INC COM 374450104 402,188 23,400.000 X X GILEAD SCIENCES INC COM 375558103 409,500 9,000.000 X X GLATFELTER P H CO COM 377316104 275,213 24,600.000 X X GLEASON CORP COM 377339106 1,808,925 106,800.000 X X GLENBOROUGH RLTY TR INC COM 37803P105 731,000 43,000.000 X X GLIMCHER RLTY TR COM 379302102 2,174,938 151,300.000 X X GOLDEN WEST FINL CORP DEL COM 381317106 1,337,000 14,000.000 X X GOODRICH B F CO COM 382388106 2,892,544 84,300.000 X X GOODYS FAMILY CLOTHING INC COM 382588101 139,375 10,000.000 X X GRACO INC COM 384109104 1,822,363 82,600.000 X X GRANITE CONSTR INC 387328107 1,720,400 73,600.000 X X ---------- PAGE TOTAL 18,668,646
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- GREAT LAKES CHEMICAL CORP COM 390568103 444,675 12,100.000 X X GREAT LAKES REIT INC COM 390752103 307,400 21,200.000 X X GREENBRIER COS INC COM 393657101 225,150 23,700.000 X X GROUP 1 AUTOMOTIVE INC COM 398905109 574,763 23,400.000 X X HMT TECHNOLOGY CORP SUB NT CONV 403917AD9 987,500 2,000,000.000 X X HCC INS HLDGS INC 404132102 583,275 30,300.000 X X HNC SOFTWARE INC COM 40425P107 376,625 11,500.000 X X HA LO INDS INC COM 404429102 650,100 52,800.000 X X HANDLEMAN CO DEL COM 410252100 2,315,213 173,100.000 X X HANGER ORTHOPEDIC GROUP COM NEW 41043F208 157,950 11,700.000 X X HARBINGER CORP COM 41145C103 184,275 27,300.000 X X HARKEN ENERGY CORP COM 412552101 141,375 87,000.000 X X HARLEYSVILLE GROUP INC COM 412824104 1,588,750 82,000.000 X X HARRIS CORP DEL COM 413875105 326,325 11,400.000 X X ---------- PAGE TOTAL 8,863,376
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- HARTE HANKS INC COM 416196103 428,025 15,600.000 X X HARTFORD FINANCIAL SVCS GRP COM 416515104 3,499,650 61,600.000 X X HARTFORD LIFE INC CL A 416592103 4,136,000 75,200.000 X X HAVERTY FURNITURE COS INC COM 419596101 2,283,750 90,000.000 X X HAWAIIAN ELEC INDS INC COM 419870100 3,471,188 99,000.000 X X HEALTH CARE PPTY INVS INC COM 421915109 445,625 15,500.000 X X HEALTHCARE RLTY TR COM 421946104 940,500 49,500.000 X X HEALTH CARE REIT INC COM 42217K106 881,500 41,000.000 X X HEINZ H J CO COM 423074103 1,184,375 25,000.000 X X HENRY JACK + ASSOC INC 426281101 628,425 17,100.000 X X HERBALIFE INTL INC CL A 426908208 1,674,500 136,000.000 X X HESKA CORP COM 42805E108 51,025 15,700.000 X X HEWLETT PACKARD CO COM 428236103 1,498,656 22,100.000 X X HIGHWOODS PPTYS INC COM 431284108 10,687,950 453,600.000 X X ---------- PAGE TOTAL 31,811,169
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- HOLLINGER INTERNATIONAL INC CL A 435569108 1,999,113 147,400.000 X X HOME DEPOT INC COM 437076102 865,275 13,900.000 X X HOME PPTYS N Y INC COM 437306103 485,625 21,000.000 X X HOMESTEAD VLG PPTYS INC COM 437851108 177,938 73,000.000 X X HONEYWELL INC COM 438506107 871,844 11,500.000 X X HOOPER HOLMES INC COM 439104100 565,625 36,200.000 X X HORMEL FOODS CORP COM 440452100 584,250 16,400.000 X X HOST MARRIOTT SVCS CORP COM 440914109 78,300 11,600.000 X X HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,312,531 48,500.000 X X HOST MARRIOTT CORP NEW COM 44107P104 10,557,080 948,951.000 X X HOUGHTON MIFFLIN CO COM 441560109 346,875 7,400.000 X X HUNT CORP COM 445591100 129,363 13,100.000 X X HYPERCOM CORP COM 44913M105 95,625 15,000.000 X X HYPERION SOLUTIONS CORP COM 44914M104 346,550 23,900.000 X X ---------- PAGE TOTAL 18,415,994
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- IBP INC COM STK 449223106 921,938 49,500.000 X X ICG COMMUNICATIONS INC COM 449246107 326,000 16,300.000 X X IDEC PHARMACEUTICALS CORP COM 449370105 447,682 8,714.000 X X IDX SYS CORP COM 449491109 175,450 12,100.000 X X IMS HEALTH INC COM 449934108 371,000 11,200.000 X X IRT PPTY CO COM 450058102 352,500 40,000.000 X X ITC DELTACOM COM 45031T104 366,450 16,800.000 X X ITI TECHNOLOGIES INC COM 450564109 201,000 6,700.000 X X IDACORP INC COM 451107106 3,331,125 113,400.000 X X IDEX CORP COM 45167R104 341,656 14,500.000 X X IDEXX LABS INC COM 45168D104 1,522,425 63,600.000 X X IMMUNE RESPONSE CORP DEL COM 45252T106 184,181 20,900.000 X X IMPERIAL BANCORP COM 452556103 882,212 51,516.000 X X IMPERIAL CR COML MTG INVT CORP COM 45272T102 627,550 65,200.000 X X ---------- PAGE TOTAL 10,051,169
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- IMRGLOBAL CORP COM 45321W106 305,300 17,200.000 X X INACOM CORP SUB DEBT CONV 45323GAB5 16,940,000 16,940,000.000 X X INGERSOLL RAND CO COM 456866102 1,230,700 24,800.000 X X INGRAM MICRO INC SR DEB ZERO CPN 144A 457153AA2 765,625 2,500,000.000 X X INNKEEPERS USA TR COM 4576J0104 395,781 42,500.000 X X INPRISE CORP COM 45766C102 44,950 11,600.000 X X INSITUFORM TECHNOLOGIES INC CL A 457667103 3,601,500 205,800.000 X X INTEGRATED PROCESS EQUIP CORP COM 45812K108 3,900,429 433,381.000 X X INTEL CORP COM 458140100 4,839,438 40,700.000 X X INTER TEL INC COM 458372109 270,788 17,400.000 X X INTERFACE INC CL A 458665106 1,251,250 130,000.000 X X INTERIM SVCS INC COM 45868P100 1,377,000 91,800.000 X X INTERMET CORP COM 45881K104 357,113 26,700.000 X X INTERNATIONAL BUSINESS MACHS COM 459200101 16,307,000 92,000.000 X X ---------- PAGE TOTAL 51,586,874
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- INTERNATIONAL MULTIFOODS CORP COM 460043102 449,931 19,300.000 X X INTERNATIONAL NETWORK SVCS COM 460053101 251,775 3,600.000 X X INTERNATIONAL TELECOMM SYS INC COM 46047F104 679,388 54,900.000 X X INTERWEST BANCORP INC COM 460931108 826,294 34,700.000 X X INTUIT COM 461202103 590,150 5,800.000 X X INVESTMENT TECHNOLOGY GRP INC COM 461450108 421,225 8,300.000 X X IRVINE APT CMNTYS INC COM 463606103 233,413 7,100.000 X X IRWIN FINL CORP COM 464119106 361,125 18,000.000 X X ISIS PHARMACEUTICALS 464330109 275,400 30,600.000 X X IVAX CORP 465823102 1,304,100 110,400.000 X X JDN RLTY CORP COM 465917102 844,688 42,500.000 X X JP RLTY INC COM 46624A106 334,688 17,000.000 X X JSB FINL INC COM 46624M100 1,794,475 35,800.000 X X JACOBS ENGR GROUP INC COM 469814107 2,807,950 71,200.000 X X ---------- PAGE TOTAL 11,174,602
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- JOHNSON + JOHNSON COM 478160104 1,187,450 12,700.000 X X JOHNSON CTLS INC COM 478366107 311,875 5,000.000 X X JONES PHARMA INC COM 480236108 312,750 9,000.000 X X JOURNAL REGISTER CO COM 481138105 951,600 79,300.000 X X JUSTIN INDS INC COM 482171105 1,742,400 158,400.000 X X K MART CORP COM 482584109 1,681,250 100,000.000 X X KAUFMAN + BROAD HOME CORP COM 486168107 1,383,081 61,300.000 X X KEANE INC COM 486665102 532,813 25,000.000 X X KERR MCGEE CORP COM 492386107 872,813 26,600.000 X X KEYCORP NEW COM 493267108 3,643,563 120,200.000 X X KILROY RLTY CORP COM 49427F108 715,450 34,900.000 X X KIMBALL INTL INC CL B 494274103 1,155,788 77,700.000 X X KIMCO RLTY CORP 49446R109 8,245,250 223,600.000 X X KIRBY CORP COM 497266106 1,230,938 65,000.000 X X ---------- PAGE TOTAL 23,967,021
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- KNOLL INC COM 498904101 600,850 24,400.000 X X KNIGHT RIDDER INC COM 499040103 2,330,000 46,600.000 X X KOGER EQUITY INC COM 500228101 450,156 33,500.000 X X KROGER CO COM 501044101 592,763 9,900.000 X X KRONOS INC COM 501052104 367,500 15,000.000 X X LTC PROPERTIES 502175102 425,075 34,700.000 X X LA Z BOY INC COM 505336107 3,116,000 164,000.000 X X LABORATORY CORP AMER HLDGS PFD CONV EXCHANGEABLE SER A 50540R201 1,634,450 33,700.000 X X LABOR READY INC COM NEW 505401208 1,443,863 55,400.000 X X LAM RESH CORP COM 512807108 725,000 25,000.000 X X LANDSTAR SYS INC COM 515098101 1,871,563 56,500.000 X X LEAR CORP COM 521865105 426,875 10,000.000 X X LEGATO SYSTEMS INC COM 524651106 491,005 9,511.000 X X LEGG MASON INC COM 524901105 269,500 8,000.000 X X ---------- PAGE TOTAL 14,744,600
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- LEHMAN BROTHERS HLDGS INC COM 524908100 322,650 5,400.000 X X LEVEL 3 COMMUNICATIONS INC COM 52729N100 1,674,688 23,000.000 X X LEVEL ONE COMMUNICATIONS INC COM 527295109 719,650 14,800.000 X X LEXINGTON CORPORATE PPTY TR COM 529043101 259,213 23,300.000 X X LEXMARK INTL GROUP INC CL A 529771107 1,006,875 9,000.000 X X LIBERTY PROPERTY SH BEN INT SUPP 531172104 6,432,500 310,000.000 X X LILLY INDL INC CL A 532491107 1,059,013 68,600.000 X X LINCOLN ELEC HLDGS INC COM 533900106 1,225,525 65,800.000 X X LINCOLN NATL CORP IN COM 534187109 879,988 8,900.000 X X LINENS N THINGS INC COM 535679104 676,088 14,900.000 X X LIPOSOME INC COM 536310105 497,188 37,000.000 X X LIZ CLAIBORNE INC COM 539320101 805,838 24,700.000 X X LONE STAR INDS INC COM NEW 542290408 2,418,000 78,000.000 X X LOUISIANA PAC CORP COM 546347105 2,389,588 128,300.000 X X ---------- PAGE TOTAL 20,366,804
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- LOWES COS INC USD0.50 548661107 605,000 10,000.000 X X LUCENT TECHNOLOGIES INC COM 549463107 3,812,400 35,300.000 X X LYCOS INC COM 550818108 1,092,994 12,700.000 X X M + T BK CORP COM 55261F104 1,868,100 3,900.000 X X MAF BANCORP INC COM 55261R108 1,099,150 49,400.000 X X MCI WORLDCOM INC COM 55268B106 10,655,140 120,312.100 X X MGI PPTYS COM 552885105 511,913 18,700.000 X X MMC NETWORKS INC COM 55308N102 422,400 26,400.000 X X MMI COS INC COM 553087107 353,625 23,000.000 X X MTI TECHNOLOGY CORP COM 553903105 141,047 25,500.000 X X MACK CA RLTY CORP COM 554489104 17,037,500 580,000.000 X X MACROMEDIA INC COM 556100105 647,969 14,300.000 X X MADISON GAS + ELEC CO COM 557497104 1,170,000 60,000.000 X X MAIL WELL INC SUB NTS CONV 560321AD3 5,944,400 6,160,000.000 X X ---------- PAGE TOTAL 45,361,638
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- MANITOWOC INC COM 563571108 2,684,188 64,100.000 X X MANUFACTURED HOME CMNTYS INC COM 564682102 54,508,752 2,271,198.000 X X MAPICS INC COM 564910107 537,356 69,900.000 X X MARK IV INDS INC COM 570387100 863,431 66,100.000 X X MARTIN MARIETTA MATLS INC COM 573284106 228,250 4,000.000 X X MASCOTECH INC COM 574670105 592,519 38,227.000 X X MASTECH CORP COM 57632N105 783,900 60,300.000 X X MATHEWS INTL CORP CL A 577128101 1,111,425 40,600.000 X X MAY DEPT STORES CO COM 577778103 2,394,450 61,200.000 X X MAXXAM INC COM RTS CALLABLE THRU 11DEC99 577913106 1,692,600 33,600.000 X X MAXIMUS INC COM 577933104 1,165,000 40,000.000 X X MAYTAG CORP COM 578592107 839,213 13,900.000 X X MCDONALDS CORP COM 580135101 1,662,969 36,700.000 X X MCGRATH RENTCORP COM 580589109 370,475 20,300.000 X X ---------- PAGE TOTAL 69,434,528
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- MCGRAW HILL COS INC COM 580645109 708,500 13,000.000 X X MCKESSON HBOC INC COM 58155Q103 1,333,464 20,204.000 X X MCLEODUSA INC COM 582266102 315,000 7,500.000 X X MEDIAONE GROUP INC COM 58440J104 2,447,989 38,551.000 X X MEDIAONE GROUP INC PRD SER D 58440J203 4,840,378 37,650.000 X X MEDIA GEN INC CL A 584404107 2,134,350 45,900.000 X X MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1,210,500 40,350.000 X X MEDIMMUNE INC 584699102 958,660 16,197.000 X X MEDITRUST PAIRED CTF NEW 58501T306 3,572,050 287,200.000 X X MEDTRONIC INC COM 585055106 943,011 13,120.150 X X MELLON BK CORP COM 585509102 1,822,713 25,900.000 X X MENS WEARHOUSE INC 587118100 239,663 8,300.000 X X MERCK + CO INC COM 589331107 2,483,875 31,000.000 X X MERIDAN INDL TR INC REIT 589643105 918,375 39,500.000 X X ---------- PAGE TOTAL 23,928,528
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- MERISTAR HOSPITALITY CORP COM 58984Y103 951,206 52,300.000 X X MERRILL CORP COM 590175105 434,688 32,500.000 X X MERRILL LYNCH + CO INC COM 590188108 1,229,281 13,900.000 X X META GROUP INC COM 591002100 541,200 35,200.000 X X METRO INFORMATION SVCS INC COM 59162P104 281,906 15,500.000 X X METROMEDIA FIBER NETWORK INC CL A 591689104 507,763 9,800.000 X X METROMEDIA INTER. GRP, INC COM 591695101 224,250 46,000.000 X X METTLER TOLEDO INTL INC COM 592688105 1,695,375 68,500.000 X X METZLER GROUP INC COM 592903108 1,088,713 34,700.000 X X MICHAEL FOODS INC NEW COM 594079105 895,938 47,000.000 X X MICROSOFT CORP COM 594918104 7,904,925 88,200.000 X X MICRO WHSE INC COM 59501B105 1,141,650 70,800.000 X X MICRON ELECTRONICS INC COM 595100108 599,250 51,000.000 X X MICRON TECHNOLOGY INC COM 595112103 723,750 15,000.000 X X ---------- PAGE TOTAL 18,219,895
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- MID AMER APT CMNTYS INC COM 59522J103 502,313 23,500.000 X X MIDAS INC COM 595626102 1,902,375 57,000.000 X X MIDCAP SPDR TR UNIT SER 1 595635103 3,426,194 49,700.000 X X MINDSPRING ENTERPRISES INC COM 602683104 335,644 3,900.000 X X MINERALS TECHNOLOGIES INC COM 603158106 1,142,400 23,800.000 X X MOBIL CORP COM 607059102 6,529,600 74,200.000 X X MOHAWK INDS INC COM 608190104 846,000 28,200.000 X X MORGAN KEEGAN INC COM 617410105 785,063 47,400.000 X X MORGAN STANLEY DEAN WITTER COM NEW 617446448 8,734,538 87,400.000 X X MORRISON KNUDSEN CORP NEW COM 61844A109 795,000 80,000.000 X X MOTIVEPOWER INDS INC COM 61980K101 515,063 20,500.000 X X MUELLER INDS INC 624756102 2,013,750 90,000.000 X X MUSICLAND STORES INC COM 62758B109 823,088 93,400.000 X X MYERS IND INC COM 628464109 1,816,750 86,000.000 X X ---------- PAGE TOTAL 30,167,778
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- NBT BANCORP INC COM 628778102 426,365 20,424.650 X X NCI BLDG SYS INC COM 628852105 1,915,250 81,500.000 X X NCR CORP NEW COM 62886E108 1,000,000 20,000.000 X X NAC RE CORP COM 628907107 998,588 18,600.000 X X NL INDS INC COM NEW 629156407 603,000 67,000.000 X X NPC INTL INC COM 629360306 1,773,438 113,500.000 X X NTL INC COM 629407107 2,628,413 32,300.000 X X NUI CORP COM 629430109 1,599,938 74,200.000 X X NVR INC COM 62944T105 2,565,413 60,900.000 X X NYMAGIC INC COM 629484106 315,900 24,300.000 X X NACCO INDS INC CL A 629579103 681,375 9,200.000 X X NATIONAL AUSTRALIA BK LTD CAP UNIT EXCHANGEABLE 632525309 1,565,625 50,000.000 X X NATIONAL CITY CORP COM 635405103 2,349,675 35,400.000 X X NATIONAL DATA CORP 2003 SUB NT CONV 635621AA3 4,732,605 4,518,000.000 X X ---------- PAGE TOTAL 23,155,585
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- NATIONAL GOLF PPTYS INC COM 63623G109 374,000 17,000.000 X X NATIONAL HEALTH INVS INC COM 63633D104 604,150 28,100.000 X X NATIONAL PRESTO INDS INC COM 637215104 1,860,469 52,500.000 X X NATIONWIDE HEALTH PPTYS INC COM 638620104 1,029,800 54,200.000 X X NATURES SUNSHINE PRODS INC COM 639027101 271,700 24,700.000 X X NAUTICA ENTERPRISES INC COM 639089101 244,350 21,600.000 X X NAVISTAR INTL CORP INC COM 63934E108 912,256 22,700.000 X X NEOMAGIC CORP COM 640497103 749,288 75,400.000 X X NETWORKS ASSOCS INC 2018 SUB DEB CONV 640938AB2 11,464,425 31,626,000.000 X X NEW CENTY ENERGIES INC COM 64352U103 272,500 8,000.000 X X NEW ENGLAND BUSINESS SVC INC COM 643872104 946,688 33,000.000 X X NEW PLAN EXCEL RLTY TR INC COM 648053106 2,166,269 112,900.000 X X NEWPORT NEWS SHIPBUILDING INC COM 652228107 665,438 21,000.000 X X NEXTEL COMMUNICATIONS INC CL A 65332V103 329,625 9,000.000 X X ---------- PAGE TOTAL 21,890,958
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- NICOR INC COM 654086107 251,563 7,000.000 X X NORDSTROM INC COM 655664100 237,075 5,800.000 X X NORRELL CORP GA COM 656301108 424,531 32,500.000 X X NORTEK INC COM 656559101 1,868,625 75,500.000 X X NORTH AMERN VACCINE INC SUB NT CONV 657201AC3 676,875 1,500,000.000 X X NORTH FORK BANCORPORATION INC COM 659424105 3,658,850 173,200.000 X X NORTHEAST UTILS COM 664397106 381,563 27,500.000 X X NORTHERN STS PWR CO MN COM 665772109 231,875 10,000.000 X X NORTHERN TRUST CORP COM 665859104 1,349,950 15,200.000 X X NORTHWEST NAT GAS CO COM 667655104 673,750 30,800.000 X X NOVA CORP GA COM 669784100 853,125 32,500.000 X X NOVELLUS SYS INC COM 670008101 694,575 12,600.000 X X NUCOR CORP COM 670346105 246,750 5,600.000 X X OEC MED SYS INC COM 670828102 561,200 24,400.000 X X ---------- PAGE TOTAL 12,110,307
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- OAK INDS INC COM NEW 671400505 346,075 10,900.000 X X OCEAN FINL CORP COM 674904107 179,688 12,500.000 X X OCEANEERING INTL INC COM 675232102 904,475 59,800.000 X X OCULAR SCIENCES INC COM 675744106 717,188 25,000.000 X X OFFSHORE LOGISTICS INC SUB NT CONV 676255AF9 1,303,125 1,500,000.000 X X OFFSHORE LOGISTICS INC COM 676255102 2,047,163 176,100.000 X X OGDEN CORP COM 676346109 676,156 28,100.000 X X OMNICARE INC COM 681904108 3,297,431 172,980.000 X X OMEGA HEALTHCARE INVESTORS REAL ESTATE 681936100 834,925 36,400.000 X X ONE VY BANCORP WEST VA INC COM 682419106 1,433,363 41,100.000 X X ONEIDA LTD COM 682505102 326,400 19,200.000 X X ONEOK INC NEW COM 682680103 2,645,775 106,900.000 X X ORANGE + ROCKLAND UTILS INC COM 684065105 987,925 17,200.000 X X OSHKOSH B GOSH INC CL A 688222207 1,377,856 77,900.000 X X ---------- PAGE TOTAL 17,077,545
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- OSULLIVAN INDUSTRIES COM 688609106 1,685,125 122,000.000 X X OTTER TAIL PWR CO COM 689648103 594,138 14,900.000 X X OUTBACK STEAKHOUSE INC 689899102 432,300 13,200.000 X X OWENS CORNING COM 69073F103 636,250 20,000.000 X X OWENS + MINOR INC NEW COM 690732102 1,300,050 128,400.000 X X OXFORD HEALTH PLANS INC COM 691471106 310,938 19,900.000 X X OXFORD INDS INC COM 691497309 1,740,375 71,400.000 X X PECO ENERGY CO COM 693304107 1,128,500 24,400.000 X X PG+E CORP COM 69331C108 1,295,306 41,700.000 X X PFF BANCORP INC COM 69331W104 1,998,500 114,200.000 X X PMC SIERRA INC COM 69344F106 875,606 12,300.000 X X P P + L RES INC COM 693499105 346,500 14,000.000 X X PPG INDS INC COM 693506107 702,125 13,700.000 X X PS BUSINESS PKS INC CA COM 69360J107 647,156 29,500.000 X X ---------- PAGE TOTAL 13,692,869
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- PSS WORLD MED INC COM 69366A100 382,463 43,400.000 X X PXRE CORPORATION COM 693674103 871,200 48,400.000 X X PACIFIC GATEWAY EXCHANGE INC COM 694327107 219,038 6,600.000 X X PACIFIC GULF PPTYS INC COM 694396102 426,600 23,700.000 X X PACIFIC SUNWEAR OF CALIF COM 694873100 264,100 7,600.000 X X PACIFICARE HEALTH SYSTEMS CLASS B 695112201 1,283,100 18,800.000 X X PAN PAC RETAIL PPTYS INC COM 69806L104 232,525 13,100.000 X X PARK ELECTROCHEMICAL CORP 700416209 413,600 17,600.000 X X PARKWAY PPTYS INC COM 70159Q104 360,800 12,800.000 X X PATHOGENSIS CORP COM 70321E104 210,338 15,800.000 X X PATRIOT AMERN HOSPITALITY INC PAIRED CTF 1COM PATRIOT AMERN 703352203 5,060,758 987,465.000 X X PAXAR CORP COM 704227107 595,000 80,000.000 X X PAYLESS SHOESOURCE INC COM 704379106 399,900 8,600.000 X X PAYMENTECH INC COM 704384106 841,050 35,600.000 X X ---------- PAGE TOTAL 11,560,472
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- PEC ISRAEL ECONOMIC CORP COM 705098101 331,375 11,000.000 X X PEGASUS COMMUNICATIONS CORP CL A 705904100 876,400 31,300.000 X X PEGASUS SYS INC COM 705906105 255,200 6,400.000 X X PEOPLES BK BRIDGEPORT CONN 710198102 505,750 17,000.000 X X PEOPLES HERITAGE FINL GROUP COM 711147108 226,800 12,600.000 X X PERSONNEL GROUP OF AMER INC SUB NT CONV 144A 715338AC3 4,095,630 5,544,000.000 X X PERSONNEL GROUP OF AMER INC SUB NT CONV 715338AE9 5,917,388 8,010,000.000 X X PERSONAL GROUP OF AMER INC COM 715338109 634,656 88,300.000 X X PETSMART INC 716768106 989,450 123,200.000 X X PHARMACIA + UPJOHN INC COM 716941109 1,359,775 21,800.000 X X PFIZER INC COM 717081103 6,854,250 49,400.000 X X PHARMERICA INC COM 717135107 322,500 64,500.000 X X PHILIP MORRIS COS INC COM 718154107 3,543,381 100,700.000 X X PILGRIMS PRIDE CORP COM 721467108 1,446,500 88,000.000 X X ---------- PAGE TOTAL 27,359,055
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- PINKERTONS INC NEW 723429106 266,800 9,200.000 X X PINNACLE SYS INC COM 723481107 1,501,500 33,000.000 X X PINNACLE WEST CAP CORP COM 723484101 334,650 9,200.000 X X PITNEY BOWES INC COM 724479100 867,000 13,600.000 X X PLANTRONICS INC NEW COM 727493108 944,694 15,100.000 X X PLATINUM TECHNOLOGY INTL INC SUB NT CONV 72764TAA9 8,513,280 4,608,000.000 X X PLATINUM TECHNOLOGY INTL INC COM 72764T101 1,203,600 47,200.000 X X POLARIS INDS INC COM 731068102 2,092,325 65,900.000 X X POLICY MGMT SYS CORP COM 731108106 272,563 8,900.000 X X POLYCOM INC COM 73172K104 335,625 17,900.000 X X POMEROY COMPUTER RESOURCES 731822102 245,700 18,900.000 X X POST PPTYS INC COM 737464107 15,912,000 442,000.000 X X PRE PAID LEGAL SVCS INC COM 740065107 320,950 13,100.000 X X PRECISION CASTPARTS CORP COM RTS CALLABLE THRU 16DEC98 740189105 1,932,000 48,000.000 X X ---------- PAGE TOTAL 34,742,687
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- PREMARK INTL INC COM 740459102 2,391,263 72,600.000 X X PREMIER PKS INC COM NEW 740540208 491,700 13,200.000 X X PREMIERE TECHNOLOGIES INC COM 74058F102 292,338 25,700.000 X X PRENTISS PPTYS TR SH BEN INT 740706106 912,625 49,000.000 X X PRESIDENTIAL LIFE CORP COM 740884101 507,631 28,300.000 X X PRIME RETAIL INC COM 741570105 528,500 60,400.000 X X PRIME RETAIL INC PFD CONV SER B 741570303 7,497,600 468,600.000 X X PRIMEX TECHNOLOGIES INC COM 741597108 340,300 16,400.000 X X PRISON REALTY CORP COM 74264N105 2,261,644 129,700.000 X X PRIORITY HEALTHCARE CORP CL B 74264T102 416,300 9,200.000 X X PROCTER + GAMBLE CO COM 742718109 989,169 10,100.000 X X PROFIT RECOVERY GROUP INTL INC COM 743168106 335,750 8,500.000 X X PROGRESS SOFTWARE CORP COM 743312100 825,825 24,200.000 X X PROGRESSIVE CORP OHIO COM 743315103 875,350 6,100.000 X X ---------- PAGE TOTAL 18,665,995
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- PROJECT SOFTWARE + DEV INC COM 74339P101 330,750 13,500.000 X X PROLOGIS TR SH BEN INT 743410102 19,681,353 960,066.000 X X PROVIDENT BANKSHARES CORP 743859100 1,881,000 72,000.000 X X PROVIDENT FINL GROUP INC COM 743866105 218,738 5,700.000 X X PROVIDIAN FINL CORP COM 74406A102 583,000 5,300.000 X X PSINET INC COM 74437C101 685,256 16,100.000 X X PUBLIC SVC CO NM COM 744499104 2,876,400 169,200.000 X X PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,145,625 30,000.000 X X PUBLIC STORAGE INC COM 74460D109 387,000 15,480.000 X X PULTE CORP COM 745867101 1,825,256 87,700.000 X X QRS CORP COM 74726X105 212,713 3,400.000 X X QLOGIC CORP COM 747277101 1,285,444 19,150.000 X X QUADRAMED CORP COM 74730W101 313,388 41,100.000 X X QUAKER OATS CO COM 747402105 2,839,631 45,600.000 X X ---------- PAGE TOTAL 34,265,554
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- QUALCOMM INC COM 747525103 808,438 6,500.000 X X QUANEX CORP COM 747620102 1,467,850 94,700.000 X X QUEST DIAGNOSTICS INC COM 74834L100 2,647,750 119,000.000 X X RFS HOTEL INVS INC COM 74955J108 344,563 29,800.000 X X RH DONNELLEY CORP COM NEW 74955W307 228,475 14,800.000 X X RLI CORP COM 749607107 1,137,094 38,875.000 X X RTI INTL METALS INC COM 74973W107 168,750 18,000.000 X X RWD TECHNOLOGIES INC COM 74975B101 612,056 35,100.000 X X RATIONAL SOFTWARE CORP COM NEW 75409P202 1,311,131 48,900.000 X X RAYTHEON CO CL B 755111408 592,113 10,100.000 X X READERS DIGEST ASSN INC COM CL A NON VTG 755267101 484,138 15,400.000 X X REALTY INCOME CORP COM 756109104 720,300 34,300.000 X X RECKSON ASSOCS RLTY CORP COM 75621K106 1,036,350 50,400.000 X X REGENCY RLTY CORP COM 758939102 333,750 17,800.000 X X ---------- PAGE TOTAL 11,892,758
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- REGIONS FINL CORP COM 758940100 775,600 22,400.000 X X RELIANCE BANCORP INC COM 759451107 1,762,375 61,300.000 X X RELIANCE GROUP HLDGS INC COM 759464100 223,706 29,100.000 X X RELIANCE STL + ALUM CO COM 759509102 2,279,069 79,100.000 X X RENT A CTR INC NEW COM 76009N100 207,000 7,200.000 X X RENTAL SVC CORP COM 76009V102 582,750 33,300.000 X X REPUBLIC BANCORP INC COM 760282103 1,625,000 125,000.000 X X REPUBLIC SEC FINL CORP 760758102 1,443,953 156,103.000 X X RES CARE INC COM 760943100 291,056 12,900.000 X X RESOURCE BANCSHARES MTG GRP IN 761197102 1,031,288 80,100.000 X X RIGGS NATL CORP WASH DC COM 766570105 1,609,875 95,400.000 X X RIVIANA FOODS INC DEL COM 769536103 1,902,725 81,400.000 X X ROCHESTER GAS + ELEC CORP COM 771367109 3,174,938 123,900.000 X X ROCK TENN CO COM CL A 772739207 1,780,425 115,800.000 X X ---------- PAGE TOTAL 18,689,760
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- ROLLINS TRUCK LEASING CORP COM 775741101 867,306 91,900.000 X X ROMAC INTL INC COM 775835101 255,000 30,000.000 X X ROUSE CO COM 779273101 10,206,250 460,000.000 X X ROUSE CO PFD CONV SER B PCT 779273309 1,117,500 30,000.000 X X RUSS BERRIE + CO INC COM 782233100 828,163 31,700.000 X X RYANS FAMILY STEAK HOUSES INC COM 783519101 2,332,888 193,400.000 X X RYLAND GROUP INC COM 783764103 2,171,813 85,800.000 X X SBC COMMUNICATIONS INC COM 78387G103 5,336,824 113,214.160 X X SBC COMMUNICATIONS INC DECS PCT 78387G202 1,160,000 20,000.000 X X SCM MICROSYSTEMS INC COM 784018103 218,700 3,600.000 X X SDL INC COM 784076101 408,375 4,500.000 X X SEI INVESTMENTS CO COM 784117103 564,250 6,100.000 X X SL GREEN RLTY CORP COM 78440X101 568,138 30,200.000 X X SPDR TRUST UNIT SER 1 78462F103 2,155,650 16,800.000 X X ---------- PAGE TOTAL 28,190,857
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- SPS TECHNOLOGIES INC COM 784626103 576,975 14,700.000 X X S3 INC SUB NT CONV 144A 784849AA9 763,750 1,000,000.000 X X SPR INC COM 784922106 119,344 28,500.000 X X SABRATEK CORP COM 78571U108 162,000 10,800.000 X X SAFEGUARD SCIENTIFICS INC COM 786449108 379,750 5,600.000 X X SAFEWAY INC COM NEW 786514208 3,915,144 76,300.000 X X SANMINA CORP COM 800907107 503,625 7,900.000 X X SAUL CTRS INC COM 804395101 364,163 24,900.000 X X SAWTEK INC COM 805468105 526,500 15,600.000 X X SCHAWK INC CLASS A 806373106 336,375 34,500.000 X X SCHERING PLOUGH CORP COM 806605101 4,337,125 78,500.000 X X SCHOLASTIC CORP 807066105 767,338 15,700.000 X X SCHULMAN A INC COM 808194104 1,667,700 122,400.000 X X SCHWEITZER MAUDUIT INTL INC COM 808541106 215,050 18,700.000 X X ---------- PAGE TOTAL 14,634,839
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- SCIENTIFIC GAMES HLDGS CORP COM 808747109 1,819,375 102,500.000 X X SCOTSMAN INDS INC COM 809340102 256,094 14,900.000 X X SCOTTS CO CL A 810186106 616,688 16,500.000 X X SEAGATE TECHNOLOGY COM 811804103 801,144 27,100.000 X X SEARS ROEBUCK + CO COM 812387108 2,557,613 56,600.000 X X SECURITY CAP GROUP INC CL B 81413P204 1,118,150 83,600.000 X X SELECTIVE INS GROUP INC COM 816300107 1,974,000 112,000.000 X X SEMTECH CORP COM 816850101 388,875 12,200.000 X X SEROLOGICALS CORP COM 817523103 673,378 49,650.000 X X SERVICE CORP INTL COM 817565104 1,105,800 77,600.000 X X SHERWIN WILLIAMS CO COM 824348106 2,086,875 74,200.000 X X SHOPKO STORES INC COM 824911101 2,649,913 88,700.000 X X SHURGARD STORAGE CTRS INC CL A 82567D104 898,900 35,600.000 X X SIMON PPTY GROUP INC NEW COM 828806109 27,560,886 1,004,497.000 X X ---------- PAGE TOTAL 44,507,691
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- SIMON PPTY GROUP INC NEW PFD CONV SER B 6.5PCT 828806406 5,655,736 73,606.000 X X SIMPSON MFG INC COM 829073105 1,533,525 38,100.000 X X SIPEX CORP COM 829909100 440,206 33,700.000 X X SIZELER PPTY INVS INC COM 830137105 618,750 75,000.000 X X SKY FINL GROUP INC COM 83080P103 985,129 36,402.000 X X SKYLINE CORP COM 830830105 1,842,600 66,400.000 X X SKYTEL COMMUNICATIONS INC COM 83087Q104 450,538 27,100.000 X X SKYWEST INC 830879102 1,224,300 42,400.000 X X SMART MODULAR TECHNOLOGIES INC COM 831690102 249,456 16,700.000 X X SMITH A O CORP COM 831865209 1,685,300 88,700.000 X X SOLUTIA INC COM 834376105 809,675 46,600.000 X X SOUTH JERSEY INDS INC COM 838518108 216,250 10,000.000 X X SOUTHDOWN INC COM 841297104 944,900 17,600.000 X X SOUTHERN CO COM 842587107 349,688 15,000.000 X X ---------- PAGE TOTAL 17,006,053
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- SOUTHERN PACIFIC FUG CORP SUB NT CONV 843576AA7 3,169,820 18,646,000.000 X X SOUTHWEST AIRLS CO COM 844741108 226,875 7,500.000 X X SOUTHWEST BANCORPORATION TEX COM 84476R109 1,127,825 91,600.000 X X SOUTHWEST GAS CORP COM 844895102 701,250 25,500.000 X X SOUTHWEST SECS GROUP INC COM 845224104 421,773 14,930.000 X X SOVRAN SELF STORAGE INC COM 84610H108 356,681 15,300.000 X X SPARTECH CORP COM NEW 847220209 1,711,875 83,000.000 X X SPECIALTY EQUIP COS INC COM 847497203 1,884,025 68,200.000 X X SPIEKER PPTYS INC COM 848497103 11,914,500 338,000.000 X X SPLASH TECHNOLOGY HLDGS INC COM 848623104 81,238 13,400.000 X X SPORTSLINE USA INC COM 848934105 365,000 8,000.000 X X SPRINT CORP COM 852061100 2,394,250 24,400.000 X X SPRINT CORP PCS COM SER 1 852061506 420,969 9,500.000 X X SS+C TECHNOLOGIES INC COM 85227Q100 136,125 11,000.000 X X ---------- PAGE TOTAL 24,912,206
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- STAFFMARK INC COM 852389105 149,625 19,000.000 X X STANDARD PAC CORP NEW COM 85375C101 870,350 67,600.000 X X STANDARD PRODS CO COM 853836104 325,000 20,000.000 X X STAR TELECOMMUNICATIONS INC COM 854923109 203,088 21,100.000 X X STAPLES INC COM 855030102 13,615,181 414,150.000 X X STARWOOD HOTELS + RESORTS 1 CL B SH BEN INT+ 1 COMMON 85590A203 14,995,313 525,000.000 X X STATE STREET CORPORATION COM 857477103 986,250 12,000.000 X X STATION CASINOS INC 857689103 1,275,000 100,000.000 X X STEINWAY MUSICAL INSTRS INC ORD COM 858495104 437,094 19,700.000 X X STERLING BANCSHARES INC COM 858907108 1,130,875 109,000.000 X X STERLING SOFTWARE INC. COM 859547101 361,000 15,200.000 X X STEWART INFORMATION SVCS CORP COM 860372101 1,547,231 46,100.000 X X STILLWATER MNG CO COM 86074Q102 232,100 8,800.000 X X STORAGE USA INC COM 861907103 3,109,900 109,600.000 X X ---------- PAGE TOTAL 39,238,007
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- STRUCTURAL DYNAMICS RESH CORP COM RTS CALLABLE THRU 10AUG98 863555108 354,563 18,600.000 X X SUGEN INC COM 865041107 337,700 17,600.000 X X SUMMIT PPTYS INC COM 866239106 447,225 26,800.000 X X SUN CMNTYS INC COM 866674104 962,025 30,300.000 X X SUN MICROSYSTEMS INC COM 866810104 1,200,025 9,600.000 X X SUNDSTRAND CORP COM 867323107 1,563,750 22,500.000 X X SUNOCO INC COM 86764P109 1,752,638 48,600.000 X X SUNTERRA CORP COM 86787D109 3,252,990 333,640.000 X X SUNSTONE HOTEL INVS INC COM 867933103 357,219 49,700.000 X X SUPERIOR ENERGY SVCS INC COM 868157108 78,588 21,868.000 X X SUPERIOR INDS INTL INC COM 868168105 2,297,100 98,800.000 X X SUPERIOR TELECOM INC COM 868365107 1,422,703 75,375.000 X X SUPERVALU INC COM 868536103 2,417,250 117,200.000 X X SYLVAN LEARNING SYS INC COM 871399101 572,138 20,900.000 X X ---------- PAGE TOTAL 17,015,914
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- SYMANTEC CORP COM 871503108 653,788 38,600.000 X X SYNOPSYS INC COM 871607107 225,750 4,200.000 X X SYNOVUS FINL CORP COM 87161C105 805,238 39,400.000 X X SYNTEL INC COM 87162H103 279,500 34,400.000 X X TCA CABLE TV INC COM 872241104 756,900 17,400.000 X X TCI SATELLITE ENTMT INC CL A 872298104 10,959 16,700.000 X X TJ INTL INC 872534102 2,144,713 88,900.000 X X TJX COS INC NEW COM 872540109 686,800 20,200.000 X X TNP ENTERPRISES INC COM 872594106 2,231,000 77,600.000 X X TALBOTS INC COM 874161102 1,462,500 60,000.000 X X TANDY CORP COM 875382103 701,938 11,000.000 X X TAUBMAN CENTERS INC REIT 876664103 3,773,000 308,000.000 X X TECHNE CORP COM 878377100 210,788 7,300.000 X X TECHNITROL INC COM 878555101 385,144 16,700.000 X X ---------- PAGE TOTAL 14,328,018
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- TECHNOLOGY SOLUTIONS CO COM 87872T108 171,000 24,000.000 X X TECUMSEH PRODS CO CL A 878895200 3,035,875 59,600.000 X X TEKELEC INC COM 879101103 345,150 47,200.000 X X TEL SAVE HLDGS INC SUB NT CONV 879176AC9 3,106,960 4,544,000.000 X X TELEPHONE + DATA SYS INC COM 879433100 281,875 5,000.000 X X TELIGENT INC CL A 87959Y103 249,750 6,000.000 X X TELLABS INC COM 879664100 1,104,575 11,300.000 X X TELETECH HLDGS INC COM 879939106 249,375 38,000.000 X X TENNANT CO COM 880345103 1,589,200 46,400.000 X X TEREX CORP NEW COM 880779103 523,513 21,700.000 X X TEXACO INC COM 881694103 1,520,900 26,800.000 X X TEXAS INSTRS INC COM 882508104 496,250 5,000.000 X X TEXAS REGL BANCSHARES INC CL A VTG 882673106 213,300 7,900.000 X X THERMO FIBERTEK INC SUB DEB CONV 144A 88355WAA3 1,396,125 1,700,000.000 X X ---------- PAGE TOTAL 14,283,848
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- THERMO OPTEK CORP SUB DEB CONV 144A 883582AA6 1,600,500 1,650,000.000 X X THERMOQUEST CORP COM 883655102 1,621,113 133,700.000 X X THOMAS + BETTS CORP COM 884315102 619,781 16,500.000 X X THOR INDS INC COM 885160101 1,742,125 77,000.000 X X THORNBURG MTG ASSET CORP COM 885218107 424,350 49,200.000 X X 3COM CORP COM 885535104 370,669 15,900.000 X X TIFFANY + CO NEW COM 886547108 538,200 7,200.000 X X TIMBERLAND CO CL A 887100105 466,663 7,400.000 X X TIME WARNER INC COM 887315109 5,134,951 72,330.000 X X TOTAL RENAL CARE HLDGS INC COM 89151A107 2,496,868 226,988.000 X X TOWER RLTY TR INC COM 89185E109 405,263 21,400.000 X X TOWN + CNTRY TR SH BEN INT 892081100 2,327,156 154,500.000 X X TRAVELERS PPTY CAS CORP CL A 893939108 1,816,100 50,800.000 X X TREDEGAR INDS INC COM 894650100 1,215,844 39,300.000 X X ---------- PAGE TOTAL 20,779,583
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- TRIATHLON BROADCASTING CO DEP SH REPSTG 1/10 PFD CONV 89589P304 4,573,800 435,600.000 X X TRIAD GTY INC COM 895925105 1,467,463 108,200.000 X X TRICON GLOBAL RESTAURANTS INC COM 895953107 1,700,050 24,200.000 X X TRINET CORP RLTY TR INC COM 896287109 6,820,800 268,800.000 X X TWINLAB CORP COM 901774109 122,813 13,100.000 X X UGI CORP NEW COM 902681105 685,856 41,100.000 X X UMB FINL CORP COM 902788108 670,569 17,305.000 X X UST CORP COM 902900109 1,079,081 49,400.000 X X U S RESTAURANT PPTYS INC COM 902971100 326,381 16,900.000 X X URS CORP NEW COM 903236107 1,826,119 101,100.000 X X USG CORP COM NEW 903293405 1,423,088 27,700.000 X X ULTRAMAR DIAMOND SHAMROCK COM 904000106 746,063 34,500.000 X X UNICOM CORP COM 904911104 574,031 15,700.000 X X UNION PACIFIC RES GROUP INC COM 907834105 2,030,625 171,000.000 X X ---------- PAGE TOTAL 24,046,739
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- UNIONBANCAL CORP COM 908906100 3,222,313 94,600.000 X X UNISOURCE ENERGY CORP COM 909205106 719,063 65,000.000 X X UNISOURCE WORLDWIDE INC COM 909208100 622,013 87,300.000 X X UNISYS CORP COM 909214108 3,045,625 110,000.000 X X UNITED DOMINION RLTY TR INC COM 910197102 1,321,225 128,900.000 X X UNITED HEALTHCARE CORP COM 910581107 2,599,675 49,400.000 X X UNITED ILLUM CO COM 910637107 2,658,838 63,400.000 X X UNITED INTL HLDGS INC CL A 910734102 1,392,000 32,000.000 X X UNITED PAYORS + UTD PROVIDERS COM 911319101 207,563 9,000.000 X X U S WEST INC NEW COM 91273H101 3,763,852 68,356.001 X X U S TR CORP NEW COM 91288L105 1,773,081 23,900.000 X X UNITED STATIONERS INC COM 913004107 2,130,425 139,700.000 X X UNITED TECHNOLOGIES CORP COM 913017109 3,941,231 29,100.000 X X UNITRODE CORP COM 913283107 302,194 21,300.000 X X ---------- PAGE TOTAL 27,699,098
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- UNIVERSAL CORP VA COM 913456109 2,454,000 96,000.000 X X UNIVERSAL FST PRODS INC COM 913543104 2,173,000 106,000.000 X X US FREIGHTWAYS CORP COM 916906100 1,088,163 33,100.000 X X URBAN SHOPPING CTRS INC COM 917060105 3,247,425 113,200.000 X X USBANCORP INC COM 917292104 1,295,775 88,600.000 X X USWEB CORP COM 917327108 1,322,063 32,050.000 X X V F CORP COM 918204108 1,410,906 29,900.000 X X VALASSIS COMMUNICATIONS INC COM 918866104 2,556,450 49,400.000 X X VARLEN CORP COM 922248109 2,105,400 95,700.000 X X VERISIGN INC COM 92343E102 308,000 2,000.000 X X VERIO INC COM 923433106 654,975 14,200.000 X X VETERINARY CTRS AMER INC COM 925514101 1,702,063 120,500.000 X X VIACOM INC CL B 925524308 1,670,356 19,900.000 X X VISHAY INTERTECHNOLOGY INC COM 928298108 2,475,625 170,000.000 X X ---------- PAGE TOTAL 24,464,201
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- VISX INC DEL 92844S105 1,462,850 13,600.000 X X VORNADO RLTY TR COM 929042109 1,656,000 48,000.000 X X VORNADO REALTY TR PFD CONV SER A 929042208 1,960,000 40,000.000 X X WMX TECHNOLOGIES INC SUB NT CONV 92929QAF4 1,915,000 2,000,000.000 X X WPS RES CORP COM 92931B106 1,047,250 35,500.000 X X WAL MART STORES INC COM 931142103 4,415,781 47,900.000 X X WALDEN RESIDENTIAL PPTYS INC COM 931210108 371,888 21,100.000 X X WALTER INDS INC COM 93317Q105 1,738,125 154,500.000 X X WARNER LAMBERT CO COM 934488107 2,676,500 40,400.000 X X WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 660,656 40,500.000 X X WASTE MGMT INC DEL SUB NT CONV 94106LAA7 6,186,836 5,271,000.000 X X WASTEMASTERS INC COM 941071102 38,625 103,000.000 X X WATSCO INC COM 942622200 358,313 24,500.000 X X WATTS INDS INC CL A 942749102 908,688 67,000.000 X X ---------- PAGE TOTAL 25,396,512
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- ---------- -------------- ---- ----- ----- ---- ---- ------ ----- WAUSAU MOSINEE PAPER CORP COM 943315101 2,196,600 156,900.000 X X WEBB DEL CORP COM 947423109 1,754,519 80,900.000 X X WEEKS CORP COM 94856P102 14,981,031 524,500.000 X X WEINGARTEN RLTY INVS SH BEN INT 948741103 221,900 5,600.000 X X WELLPOINT HEALTH NETWORKS INC CL A 94973H108 758,125 10,000.000 X X WELLS FARGO + CO NEW COM 949746101 589,050 16,800.000 X X WESTAFF INC COM 957070105 60,175 11,600.000 X X WESTERN BANCORP COM 957683105 1,469,531 47,500.000 X X WESTERN WIRELESS CORP CL A 95988E204 2,330,875 64,300.000 X X WESTFIELD AMER INC COM 959910100 845,719 48,500.000 X X WIND RIV SYS INC COM 973149107 317,953 17,850.000 X X WINNEBAGO IND INC. COM 974637100 1,880,200 134,300.000 X X WINSTAR COMMUNICATIONS INC COM 975515107 875,812 24,098.000 X X WORLD ACCESS INC COM 98141A101 185,250 22,800.000 X X ---------- PAGE TOTAL 28,466,740
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- WORLD COLOR PRESS INC DEL COM 981443104 992,375 46,700.000 X X WYNNS INTL INC COM 983195108 568,463 32,600.000 X X XIRCOM INC COM 983922105 527,625 21,000.000 X X XEROX CORP COM 984121103 1,824,375 35,000.000 X X XTRA CORP COM 984138107 950,150 24,800.000 X X YAHOO INC COM 984332106 707,175 4,200.000 X X YANKEE ENERGY SYS INC COM 984779108 299,813 13,000.000 X X YORK INTL CORP NEW COM 986670107 688,594 19,500.000 X X ZALE CORP NEW COM 988858106 3,179,438 93,000.000 X X ZEBRA TECHNOLOGIES CORP CL A 989207105 225,625 9,500.000 X X ------------- PAGE TOTAL 9,963,633 STOCK TOTAL 1,827,381,958 BONDS TOTAL 149,548,798 GRAND TOTAL 1,976,930,756 STOCK AND CONV BOND TOTAL 1,976,930,756 OTHER TOTAL 64,278,527
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- AES CORP COM 00130H105 10,281,000 276,000.000 X X AMR CORP DEL COM 001765106 1,991,125 34,000.000 X X AT + T CORP COM 001957109 12,690,188 159,000.000 X X AT+T CORP COM LIBERTY MEDIA GRP CL A 001957208 218,774 4,160.000 X X AETNA INC COM 008117103 996,000 12,000.000 X X AFFILIATED MANAGERS GROUP INC COM 008252108 390,000 15,000.000 X X AIR PRODS + CHEMS INC COM 009158106 513,750 15,000.000 X X ALCOA INC COM 013817101 8,484,625 206,000.000 X X ALLERGAN INC COM 018490102 1,845,375 21,000.000 X X ALLIED SIGNAL INC COM 019512102 541,063 11,000.000 X X ALLSTATE CORP COM 020002101 2,742,625 74,000.000 X X AMAZON COM INC COM 023135106 2,755,000 16,000.000 X X AMERICA ONLINE INC DEL COM 02364J104 4,998,000 34,000.000 X X AMERICAN GEN CORP COM 026351106 1,480,500 21,000.000 X X ---------- PAGE TOTAL 49,928,025
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- AMERICAN HOME PRODUCTS CORP COM 026609107 3,099,375 47,500.000 X X AMERICAN INTL GROUP INC COM 026874107 17,610,285 145,992.000 X X AMERITECH CORP NEW COM 030954101 4,177,813 72,500.000 X X AMGEN INC COM 031162100 3,369,375 45,000.000 X X ANADARKO PETE CORP COM 032511107 6,795,000 180,000.000 X X ANHEUSER BUSCH COS INC COM 035229103 3,045,000 40,000.000 X X APACHE CORP COM 037411105 6,307,125 242,000.000 X X ASSOCIATES FIRST CAP CORP CL A 046008108 1,485,000 33,000.000 X X AUTOMATIC DATA PROCESSING INC COM 053015103 14,895,000 360,000.000 X X AUTONATION INC DEL COM 05329W102 383,625 31,000.000 X X BMC SOFTWARE INC COM 055921100 1,297,188 35,000.000 X X BAKER HUGHES INC COM 057224107 1,215,625 50,000.000 X X BANK AMER CORP COM 060505104 4,131,563 58,500.000 X X BANK ONE CORP COM 06423A103 3,667,163 66,600.000 X X -------------- PAGE TOTAL 71,479,137
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- BELL ATLANTIC CORP COM 077853109 3,721,500 72,000.000 X X BELLSOUTH CORP COM 079860102 6,450,063 161,000.000 X X BESTFOODS COM 08658U101 4,371,000 93,000.000 X X BLACK + DECKER CORPORATION COM 091797100 831,563 15,000.000 X X BRISTOL MYERS SQUIBB CO COM 110122108 7,335,900 114,400.000 X X CIGNA CORP COM 125509109 921,938 11,000.000 X X CABOT CORP COM 127055101 1,912,500 90,000.000 X X CAPITAL ONE FINL CORP COM 14040H105 226,500 1,500.000 X X CARDINAL HEALTH INC COM 14149Y108 11,253,000 170,500.000 X X CAREMATRIX SUB NT CONV 141706AC5 337,725 395,000.000 X X CENDANT CORP COM 151313103 5,868,331 368,209.000 X X CENTEX CORP COM 152312104 901,125 27,000.000 X X CENTRAL GARDEN + PET CO SUB NT CONV 144A 153527AA4 117,245 131,000.000 X X CENTRAL GARDEN AND PET CO SUB NT CONV 153527AC0 534,315 597,000.000 X X -------------- PAGE TOTAL 44,782,705
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- CHASE MANHATTAN CORP NEW COM 16161A108 7,730,625 95,000.000 X X CHEVRON CORP COM 166751107 4,703,750 53,000.000 X X CISCO SYS INC COM 17275R102 34,731,313 317,000.000 X X CITIGROUP INC COM 172967101 19,641,563 307,500.000 X X CLOROX CO COM 189054109 1,933,594 16,500.000 X X COCA COLA CO COM 191216100 10,740,625 175,000.000 X X COLEMAN CO INC 193559101 1,685,475 204,300.000 X X COLGATE PALMOLIVE CO COM 194162103 4,094,000 44,500.000 X X COMCAST CORP CL A SPL 200300200 503,500 8,000.000 X X COMERICA INC COM 200340107 1,654,594 26,500.000 X X COMPAQ COMPUTER CORP COM 204493100 1,156,594 36,500.000 X X COMPUTER ASSOC INTL INC COM 204912109 7,894,875 222,000.000 X X COMPUTER SCIENCES CORP COM 205363104 2,428,250 44,000.000 X X COMPUWARE CORP COM 205638109 1,002,750 42,000.000 X X -------------- PAGE TOTAL 99,901,508
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- TECHNOLOGY INC SUB DEB CONV 205862AG0 808,403 558,000.000 X X CONCENTRA MANAGED CARE INC SUB NT CONV 20589TAA1 202,353 217,000.000 X X CONCENTRA MANAGED CARE INC COM 20589T103 169,650 11,700.000 X X CORPORATE EXPRESS INC COM 219888104 149,400 28,800.000 X X COSTCO COS INC COM 22160Q102 2,014,375 22,000.000 X X CRIIMI MAE INC PFD SER B CONV 226603207 1,160,700 87,600.000 X X CULLEN FROST BANKERS INC COM 229899109 210,925 4,400.000 X X DTE ENERGY CO COM 233331107 864,844 22,500.000 X X DANA CORP COM 235811106 380,000 10,000.000 X X DATA PROCESSING RES CORP 2005 SUB NT CONV 237823AB5 301,283 417,000.000 X X DATA PROCESSING CORP COM 237823109 154,751 11,306.000 X X DELL COMPUTER CORP COM 247025109 2,616,000 64,000.000 X X DIAMOND OFFSHORE DRILLING INC COM 25271C102 759,000 24,000.000 X X DISNEY WALT CO COM 254687106 2,925,750 94,000.000 X X -------------- PAGE TOTAL 12,717,434
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- RES INC VA COM 257470104 6,279,375 170,000.000 X X DOW CHEM CO COM 260543103 1,118,250 12,000.000 X X DU PONT E I DE NEMOURS + CO COM 263534109 1,643,169 28,300.000 X X E M C CORP MASS COM 268648102 8,252,650 64,600.000 X X EASTMAN CHEM CO COM 277432100 1,035,789 24,625.000 X X EASTMAN KODAK CO COM 277461109 1,405,250 22,000.000 X X EL PASO ELEC CO COM NEW 283677854 114,375 15,000.000 X X ELETRONICS FOR IMAGING INC 286082102 273,000 7,000.000 X X EMERSON ELEC CO COM 291011104 5,293,750 100,000.000 X X ENGELHARD CORP COM 292845104 6,520,938 385,000.000 X X ENRON CORP COM 293561106 8,095,500 126,000.000 X X EQUITABLE COMPANIES INC COM 29444G107 280,000 4,000.000 X X EXXON CORP COM 302290101 14,712,281 208,500.000 X X FEDERAL HOME LN MTG CORP COM FORMERLY SR PART PFD 313400301 659,094 11,500.000 X X -------------- PAGE TOTAL 55,683,421
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- NATL MTG ASSN COM 313586109 12,229,550 176,600.000 X X FEDERATED DEPT STORES INC DEL COM 31410H101 7,784,250 194,000.000 X X FIRST DATA CORP COM 319963104 1,068,750 25,000.000 X X FIRST UN CORP COM 337358105 3,740,625 70,000.000 X X FLEET FINL GROUP INC COM 338915101 6,245,750 166,000.000 X X FORD MTR CO DEL COM 345370100 396,813 7,000.000 X X FORT JAMES CORP COM 347471104 2,344,875 74,000.000 X X GTE CORP COM 362320103 3,085,500 51,000.000 X X GANNETT INC COM 364730101 2,079,000 33,000.000 X X GAP INC COM 364760108 3,483,422 51,750.000 X X GENERAL ELEC CO COM 369604103 24,005,625 217,000.000 X X GENERAL NUTRITION COS INC COM 37047F103 4,340,000 310,000.000 X X GENZYME CORP COM 372917104 302,625 6,000.000 X X GENZYME CORP COM TISSUE REPAIR 372917401 111,243 48,105.000 X X -------------- PAGE TOTAL 71,218,028
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- CORP COM MOLECULAR ONCOLOGY DIV 372917500 148,290 39,544.000 X X GILLETTE CO COM 375766102 6,676,020 112,320.000 X X GOODYEAR TIRE AND RUBBER COM 382550101 1,245,313 25,000.000 X X GUIDANT CORP COM 401698105 1,464,100 24,200.000 X X HALLIBURTON CO COM 406216101 1,312,850 34,100.000 X X HARTFORD FINANCIAL SVCS GRP COM 416515104 624,938 11,000.000 X X HEINZ H J CO COM 423074103 1,989,750 42,000.000 X X HOME DEPOT INC COM 437076102 1,431,750 23,000.000 X X IMC GLOBAL INC COM 449669100 1,635,000 80,000.000 X X IMS HEALTH INC COM 449934108 1,325,000 40,000.000 X X INACOM CORP SUB DEBT CONV 45323GAB5 616,000 616,000.000 X X INTEL CORP COM 458140100 24,963,750 210,000.000 X X INTERNATIONAL BUSINESS MACHS COM 459200101 48,389,250 273,000.000 X X JOHNSON + JOHNSON COM 478160104 3,898,950 41,700.000 X X -------------- PAGE TOTAL 95,720,961
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- COM 482584109 907,875 54,000.000 X X KEANE INC COM 486665102 745,938 35,000.000 X X KEEBLER FOODS CO COM 487256109 1,460,000 40,000.000 X X LSI LOGIC CORP SUB NT CONV 144A 502161AB8 220,875 186,000.000 X X LEAR CORP COM 521865105 2,134,375 50,000.000 X X LEXMARK INTL GROUP INC CL A 529771107 671,250 6,000.000 X X LILLY ELI + CO COM 532457108 3,734,500 44,000.000 X X LINCOLN NATL CORP IN COM 534187109 494,375 5,000.000 X X LUCENT TECHNOLOGIES INC COM 549463107 21,924,000 203,000.000 X X MCI WORLDCOM INC COM 55268B106 4,073,875 46,000.000 X X MAIL WELL INC SUB NTS CONV 560321AD3 216,440 224,000.000 X X MAYTAG CORP COM 578592107 1,298,063 21,500.000 X X MCCORMICK + CO INC COM NON VTG 579780206 4,437,000 153,000.000 X X MCDONALDS CORP COM 580135101 2,129,688 47,000.000 X X -------------- PAGE TOTAL 44,448,254
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- HBOC INC COM 58155Q103 1,062,600 16,100.000 X X MEDIAONE GROUP INC PRD SER D 58440J203 1,587,753 12,350.000 X X MEDPARTNERS INC COM 58503X107 237,500 50,000.000 X X MEDTRONIC INC COM 585055106 1,976,563 27,500.000 X X MELLON BK CORP COM 585509102 309,650 4,400.000 X X MERCK + CO INC COM 589331107 14,102,000 176,000.000 X X MICROSOFT CORP COM 594918104 14,519,250 162,000.000 X X MIDAMERICA ENERGY HLDGS CO NEW COM 59562V107 8,750,000 312,500.000 X X MONTANA PWR CO COM 612085100 882,750 12,000.000 X X MORGAN STANLEY DEAN WITTER COM NEW 617446448 299,813 3,000.000 X X NATIONAL DATA CORP 2003 SUB NT CONV 635621AA3 193,440 186,000.000 X X NETWORKS ASSOCS INC 2018 SUB DEB CONV 640938AB2 101,873 282,000.000 X X NEW YORK TIMES CO CL A 650111107 855,000 30,000.000 X X NORTHERN TRUST CORP COM 665859104 1,865,063 21,000.000 X X -------------- PAGE TOTAL 46,743,255
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- INC SUB DEV CONV 144A 681904AB4 209,126 261,000.000 X X OMNICARE INC COM 681904108 191,006 10,020.000 X X OWENS CORNING COM 69073F103 763,500 24,000.000 X X PG+E CORP COM 69331C108 1,056,125 34,000.000 X X PACIFICORP COM 695114108 1,380,000 80,000.000 X X PEPSI BOTTLING GROUP INC COM 713409100 805,000 35,000.000 X X PERSONNEL GROUP OF AMER INC SUB NT CONV 144A 715338AC3 150,981 203,000.000 X X PERSONNEL GROUP OF AMER INC SUB NT CONV 715338AE9 264,031 355,000.000 X X PHARMACIA + UPJOHN INC COM 716941109 1,652,938 26,500.000 X X PFIZER INC COM 717081103 11,682,750 84,200.000 X X PHILIP MORRIS COS INC COM 718154107 6,544,875 186,000.000 X X PLATINUM TECHNOLOGY INTL INC SUB NT CONV 72764TAA9 310,380 168,000.000 X X POST PPTYS INC COM 737464107 1,595,000 44,000.000 X X PRIME RETAIL INC PFD CONV SER B 741570303 2,102,400 131,400.000 X X -------------- PAGE TOTAL 28,708,112
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- GAMBLE CO COM 742718109 10,136,531 103,500.000 X X QUAKER OATS CO COM 747402105 2,645,625 42,500.000 X X RAYTHEON CO CL B 755111408 2,139,813 36,500.000 X X ROHM + HAAS CO COM 775371107 201,375 6,000.000 X X SBC COMMUNICATIONS INC COM 78387G103 6,346,719 134,500.000 X X SLM HLDG CORP COM 78442A109 918,500 22,000.000 X X SAFEWAY INC COM NEW 786514208 1,436,750 28,000.000 X X SCHERING PLOUGH CORP COM 806605101 5,856,500 106,000.000 X X SCHWAB CHARLES CORP NEW COM STK 808513105 3,364,375 35,000.000 X X SOUTHERN CO COM 842587107 1,258,875 54,000.000 X X SOUTHWEST AIRLS CO COM 844741108 10,156,438 335,750.000 X X STAPLES INC COM 855030102 560,519 17,050.000 X X STATE STREET CORPORATION COM 857477103 19,328,750 235,000.000 X X SUMMIT BANCORP COM 866005101 1,170,000 30,000.000 X X -------------- PAGE TOTAL 65,520,770
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- MICROSYSTEMS INC COM 866810104 375,188 3,000.000 X X SUNTERRA CORP COM 86787D109 121,485 12,460.000 X X SYSCO CORP COM 871829107 789,375 30,000.000 X X TJX COS INC NEW COM 872540109 1,156,000 34,000.000 X X TANDY CORP COM 875382103 2,807,750 44,000.000 X X TEXACO INC COM 881694103 1,844,375 32,500.000 X X TEXAS INSTRS INC COM 882508104 8,436,250 85,000.000 X X THERMO ELECTRON CORP COM 883556102 2,441,250 180,000.000 X X TIME WARNER INC COM 887315109 3,257,375 46,000.000 X X TRICON GLOBAL RESTAURANTS INC COM 895953107 2,248,000 32,000.000 X X TYCO INTL LTD NEW COM 902124106 287,000 4,000.000 X X UNIONBANCAL CORP COM 908906100 919,688 27,000.000 X X UNISYS CORP COM 909214108 1,190,563 43,000.000 X X UNITED HEALTHCARE CORP COM 910581107 3,236,438 61,500.000 X X -------------- PAGE TOTAL 29,110,737
ITEM 4 ITEM 5 ITEM 6 ITEM 8 ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- TECHNOLOGIES CORP COM 913017109 2,604,734 19,232.000 X X VALASSIS COMMUNICATIONS INC COM 918866104 201,825 3,900.000 X X VIACOM INC CL B 925524308 7,218,625 86,000.000 X X WAL MART STORES INC COM 931142103 42,221,875 458,000.000 X X WARNER LAMBERT CO COM 934488107 6,360,000 96,000.000 X X WASHINGTON MUT INC COM 939322103 1,430,625 35,000.000 X X WASTE MGMT INC DEL SUB NT CONV 94106LAA7 254,433 217,000.000 X X WASTE MGMT INC DEL COM 94106L109 1,553,125 35,000.000 X X WILLIAMS COS INC COM 969457100 1,185,000 30,000.000 X X XEROX CORP COM 984121103 1,824,375 35,000.000 X X YAHOO INC COM 984332106 841,875 5,000.000 X X ------------- PAGE TOTAL 65,696,492 STOCK TOTAL 776,819,936 BONDS TOTAL 4,838,903 GRAND TOTAL 781,658,839 - - STOCK AND CONV BOND TOTAL 781,658,839 - - OTHER TOTAL 2,843,177
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