-----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, EwYmnwfS3KVEIXOUCEFkU6i6TJ/XGYLEBOnbCttoE0xSajr0KvNHPoUjrx4LXzlu T8HdVTb1+TtNSkpLoU3dEQ== 0001015402-99-000752.txt : 19990802 0001015402-99-000752.hdr.sgml : 19990802 ACCESSION NUMBER: 0001015402-99-000752 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990630 FILED AS OF DATE: 19990730 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 SEC ACT: SEC FILE NUMBER: 028-03030 FILM NUMBER: 99674284 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 1 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 06/30/1999 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: General Motors Investment 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 7/30/99 - ------------------------- ---------------------- ------- [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: 957 Form 13F Information Table Value Total: $ 2,820,966,915.00 (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 1
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- AFLAC INC COM 001055102 900,050 18,800.000 X X AGL RES INC COM 001204106 2,052,094 111,300.000 X X AES CORP COM 00130H105 13,209,081 227,253.000 X X AMB PPTY CORP COM 00163T109 256,150 10,900.000 X X AMLI RESIDENTIAL PPTYS TR SH BEN INT 001735109 295,350 13,200.000 X X AMR CORP DEL COM 001765106 2,320,500 34,000.000 X X ARM FINCL INC CL A 001944107 259,250 30,500.000 X X AT + T CORP COM 001957109 24,660,753 441,850.000 X X AT+T CORP COM LIBERTY MEDIA GRP CL A 001957208 1,076,775 29,300.000 X X AVT CORP COM 002420107 200,738 5,300.000 X X ABACUS DIRECT CORP COM 002553105 402,600 4,400.000 X X ABBOTT LABS COM NPV 002824100 295,325 6,500.000 X X ACCEPTANCE INSURANCE CO COM 004308102 1,442,988 95,800.000 X X ACCLAIM ENTMT INC COM PAR 0.02 004325205 513,825 80,600.000 X X -------------- PAGE TOTAL 47,885,479
2
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- ACTION PERFORMANCE COS INC COM 004933107 293,700 8,900.000 X X ACTEL CORP COM 004934105 2,460,300 166,800.000 X X ADAPTEC INC SUB NT CONV 00651FAC2 948,750 1,000,000.000 X X ADELPHIA COMMUNICATIONS CORP PFD CONV SER D 006848402 8,040,000 40,000.000 X X ADOBE SYS INC COM 00724F101 386,134 4,700.000 X X ADVANTAGE LEARNING SYS INC COM 00757K100 303,113 13,700.000 X X ADVO INC COM 007585102 809,250 39,000.000 X X ADVANTA CORP CL A COM 007942105 1,360,106 75,300.000 X X AETNA INC COM 008117103 5,178,431 57,900.000 X X AFFILIATED COMPUTER SVCS INC CL A 008190100 891,000 17,600.000 X X AFFILIATED MANAGERS GROUP INC COM 008252108 2,378,775 78,800.000 X X AGRIBRANDS INTL INC COM 00849R105 2,175,938 55,000.000 X X AIR PRODS + CHEMS INC COM 009158106 1,356,425 33,700.000 X X ALBANY INTL CORP NEW CLASS A 012348108 1,469,925 70,800.000 X X -------------- PAGE TOTAL 28,051,847
3
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- ALBEMARLE CORP COM 012653101 1,678,875 72,600.000 X X ALBERTSONS INC COM 013104104 1,077,656 20,900.000 X X ALCOA INC COM 013817101 13,470,188 217,700.000 X X ALEXANDRIA REAL ESTATE EQUIT COM 015271109 7,471,875 239,100.000 X X ALLERGAN INC COM 018490102 865,800 7,800.000 X X ALLIANT TECHSYSTEMS INC COM 018804104 2,750,700 31,800.000 X X ALLIED SIGNAL INC COM 019512102 693,000 11,000.000 X X ALLMERICA FINL CORP COM 019754100 480,419 7,900.000 X X ALLSTATE CORP COM 020002101 4,656,575 129,800.000 X X ALLTEL CORP COM 020039103 929,500 13,000.000 X X ALTOS HORNOS DE MEXICO S A SR DISC NT CONV 022069AA6 442,500 1,500,000.000 X X AMAZON COM INC COM 023135106 2,352,350 18,800.000 X X AMBAC FINL GROUP INC COM 023139108 1,433,838 25,100.000 X X AMERADA HESS CORP COM NPV 023551104 1,558,900 26,200.000 X X -------------- PAGE TOTAL 39,862,176
4
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- AMEREN CORP COM 023608102 479,688 12,500.000 X X AMERICA ONLINE INC DEL COM 02364J104 6,778,750 61,500.000 X X AMERICA WEST HLDG CORP CL B 023657208 2,659,488 140,900.000 X X AMERICAN BUSINESS PRODS INC GA COM 024763104 1,494,500 98,000.000 X X AMERICAN EXPRESS CO COM 025816109 2,407,313 18,500.000 X X AMERICAN GEN CORP COM 026351106 3,173,288 42,100.000 X X AMERICAN GEN DEL LLC MONTHLY INCOME PFD SECS SER A 02637G200 1,355,750 14,500.000 X X AMERICAN HEALTH PPTYS INC COM 026494104 460,863 22,900.000 X X AMERICAN HOME PRODUCTS CORP COM 026609107 3,673,850 64,000.000 X X AMERICAN INTL GROUP INC COM 026874107 22,978,643 196,092.000 X X AMERICAN MGMT SYS INC COM 027352103 1,497,319 46,700.000 X X AMERICAN MOBILE SATELLITE CORP COM 02755R103 247,263 15,100.000 X X AMERICAN NATL INS CO COM 028591105 384,750 5,400.000 X X AMERICAN PWR CONVERSION CORP COM 029066107 945,875 47,000.000 X X -------------- PAGE TOTAL 48,537,340
5
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- AMERICREDIT CORP COM 03060R101 1,009,600 63,100.000 X X AMERISOURCE HEALTH CORP CL A 03071P102 1,619,250 63,500.000 X X AMERUS LIFE HLDGS INC COM 030732101 985,500 36,500.000 X X AMERITECH CORP NEW COM 030954101 12,686,100 172,600.000 X X AMGEN INC COM 031162100 5,904,875 97,000.000 X X AMTRAN INC 03234G106 263,488 10,700.000 X X ANADARKO PETE CORP COM 032511107 6,258,125 170,000.000 X X ANCHOR GAMING COM 033037102 509,463 10,600.000 X X ANHEUSER BUSCH COS INC COM 035229103 6,504,969 91,700.000 X X ANICOM INC COM 035250109 121,800 11,600.000 X X ANIXTER INTL INC COM 035290105 478,150 26,200.000 X X APACHE CORP COM 037411105 8,268,000 212,000.000 X X APARTMENT INVT. + MGMT CO CLASS A 03748R101 11,637,063 272,212.000 X X APPLE COMPUTER COM NPV 037833100 2,005,331 43,300.000 X X -------------- PAGE TOTAL 58,251,714
6
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- APRIA HEALTHCARE GROUP INC COM 037933108 867,000 51,000.000 X X APPLIED MATERIALS INC COM 038222105 1,920,750 26,000.000 X X AQUA ALLIANCE INC CL A 038367108 121,600 121,600.000 X X ARCH COAL INC COM 039380100 267,788 19,300.000 X X ARCHSTONE CMNTYS TR SH BEN INT 039581103 52,077,695 2,373,912.000 X X ARROW ELECTRS INC COM 042735100 222,300 11,700.000 X X ARVIN INDS INC COM 043339100 1,730,888 45,700.000 X X ASSOCIATED ESTATES RLTY CORP COM 045604105 192,544 16,300.000 X X AT HOME CORP COM SER A 045919107 571,738 10,600.000 X X AT ENTMT INC COM 045920105 1,269,375 67,700.000 X X ASSOCIATES FIRST CAP CORP CL A 046008108 1,801,763 40,800.000 X X ATLANTIC RICHFIELD CO COM 048825103 1,804,950 21,600.000 X X ATMOS ENERGY CORP COM 049560105 1,777,500 71,100.000 X X AUTHENTIC FITNESS CORP COM 052661105 2,042,250 116,700.000 X X -------------- PAGE TOTAL 66,668,141
7
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- AUTOMATIC DATA PROCESSING INC COM 053015103 14,616,800 332,200.000 X X AUTONATION INC DEL COM 05329W102 552,188 31,000.000 X X AVALONBAY CMNTYS INC COM 053484101 28,891,450 780,850.000 X X AVANT CORP COM 053487104 729,725 57,800.000 X X AVID TECHNOLOGY INC COM 05367P100 690,150 42,800.000 X X AVISTA CORP COM 05379B107 1,118,000 68,800.000 X X AVIS RENT A CAR INC COM 053790101 1,462,075 50,200.000 X X AZTAR CORP COM 054802103 2,406,206 261,900.000 X X BEC ENERGY COM 05538M101 243,375 5,900.000 X X BJS WHSL CLUB INC COM 05548J106 571,188 19,000.000 X X BRE PPTYS INC COM RTS CALLABLE THRU 07SEP99 05564E106 13,186,775 508,400.000 X X BSB BANCORP INC COM 055652101 1,420,200 52,600.000 X X BMC SOFTWARE INC COM 055921100 3,240,000 60,000.000 X X BACOU USA INC COM 056439102 996,450 58,400.000 X X -------------- PAGE TOTAL 70,124,582
8
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- BAKER HUGHES INC COM 057224107 2,063,600 61,600.000 X X BALL CORP COM 058498106 709,800 16,800.000 X X BALLY TOTAL FITNESS HLDG CORP COM 05873K108 249,700 8,800.000 X X BANCWEST CORP NEW COM 059790105 1,035,788 27,900.000 X X BANK AMER CORP COM 060505104 12,448,389 169,799.000 X X BANK NEW YORK INC COM 064057102 1,581,231 43,100.000 X X BANK ONE CORP COM 06423A103 9,535,956 160,100.000 X X BANKATLANTIC BANCORP INC COM 065908105 392,438 48,300.000 X X BANKNORTH GROUP INC DEL 06646L100 1,653,300 50,100.000 X X BANTA CORP COM STK 066821109 2,265,900 107,900.000 X X BARNES GROUP INC COM 067806109 2,444,156 112,375.000 X X BARR LABS INC COM 068306109 829,400 20,800.000 X X BATTLE MTN GOLD CO COM 071593107 192,806 79,100.000 X X BE AEROSPACE INC COM 073302101 340,113 18,200.000 X X -------------- PAGE TOTAL 35,742,577
9
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- BEDFORD PPTY INVS INC COM PAR 0.02 DOLLARS 076446301 4,297,150 240,400.000 X X BELL + HOWELL CO NEW COM 077852101 245,781 6,500.000 X X BELL ATLANTIC CORP COM 077853109 12,683,796 194,016.000 X X BELLSOUTH CORP COM 079860102 18,352,913 393,900.000 X X BENCHMARK ELECTRS INC 08160H101 294,688 8,200.000 X X BERGEN BRUNSWIG CORP CLASS A 083739102 1,091,925 63,300.000 X X BERKLEY W R CORP COM 084423102 682,500 27,300.000 X X BERKSHIRE HATHAWAY INC DEL CL B 084670207 1,789,760 799.000 X X BERKSHIRE REALTY CO INC COM 084710102 416,250 36,000.000 X X BEST BUY CO INC COM STK USD0.10 086516101 2,052,000 30,400.000 X X BESTFOODS COM 08658U101 4,603,500 93,000.000 X X BETHLEHEM STL CORP COM 087509105 1,274,588 165,800.000 X X BIO RAD LABORATORIES INC CLASS A COM STK 090572207 483,313 18,500.000 X X BIO TECHNOLOGY GEN CORP COM 090578105 398,450 61,300.000 X X -------------- PAGE TOTAL 48,666,614
10
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- BIOMATRIX INC 09060P102 211,925 9,800.000 X X BLACK + DECKER CORPORATION COM 091797100 946,875 15,000.000 X X BLACK HILLS CORP COM 092113109 319,125 13,800.000 X X BLANCH E W HLDGS INC 093210102 347,756 5,100.000 X X BLOCK DRUG INC CL A 093644102 654,494 15,700.000 X X BOB EVANS FARMS INC COM 096761101 2,641,388 132,900.000 X X BOEING CO COM 097023105 1,263,763 28,600.000 X X BOISE CASCADE CORP COM 097383103 1,594,950 37,200.000 X X BOISE CASCADE OFFICE PRODS COR COM 097403109 766,100 65,200.000 X X BOSTON PPTYS INC COM 101121101 5,689,775 158,600.000 X X BOWNE + CO INC COM 103043105 442,688 33,900.000 X X BRADLEY REAL ESTATE INC COM 104580105 514,600 24,800.000 X X BRADY CORP CL A 104674106 2,106,000 64,800.000 X X BRANDYWINE RLTY TR SH BEN INT NEW 105368203 6,080,456 306,900.000 X X -------------- PAGE TOTAL 23,579,895
11
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- BRIGGS + STRATTON CORP COM 109043109 814,275 14,100.000 X X BRIGHTPOINT INC COM 109473108 172,175 28,400.000 X X BRISTOL MYERS SQUIBB CO COM 110122108 12,988,675 184,400.000 X X BROADVISION INC COM 111412102 752,250 10,200.000 X X BROWN SHOE INC NEW COM 115736100 2,812,275 129,300.000 X X BRUNSWICK CORP COM 117043109 922,663 33,100.000 X X BUCKLE INC COM 118440106 799,250 27,800.000 X X BUFFETS INC COM STK 119882108 2,371,300 206,200.000 X X BURNHAM PAC PPTYS INC 12232C108 406,313 33,000.000 X X C+D TECHNOLOGIES COM 124661109 404,250 13,200.000 X X CBL + ASSOC PPTYS INC COM 124830100 878,288 33,300.000 X X CCB FINL CORP COM 124875105 290,813 5,500.000 X X CBS CORP COM 12490K107 573,788 13,200.000 X X C CUBE MICROSYSTEMS INC COM 125015107 1,064,700 33,600.000 X X -------------- PAGE TOTAL 25,251,015
12
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- CD RADIO INC COM 125127100 557,578 18,300.000 X X CEC ENTMT INC COM 125137109 515,450 12,200.000 X X C H ROBINSON WORLDWIDE COM 12541W100 1,550,850 42,200.000 X X CHS ELECTRONICS INC COM NEW 12542A206 75,688 17,300.000 X X CIGNA CORP COM 125509109 3,017,100 33,900.000 X X CLECO CORP COM 12561M107 1,631,138 53,700.000 X X CMP GROUP INC COM 125887109 817,050 31,200.000 X X CSG SYS INTL INC COM 126349109 785,625 30,000.000 X X CABLEVISION SYS CORP CL A 12686C109 1,050,000 15,000.000 X X CABOT CORP COM 127055101 2,176,875 90,000.000 X X CABOT INDL TR COM SH BEN INT 127072106 365,500 17,200.000 X X CAMBREX CORP COM 132011107 1,375,500 52,400.000 X X CAMDEN PPTY TR 133131102 17,561,754 632,856.000 X X CANANDAIGUA WINE INC CL A 137219200 2,988,938 57,000.000 X X -------------- PAGE TOTAL 34,469,046
13
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 282,225 21,300.000 X X CAPITAL ONE FINL CORP COM 14040H105 2,054,869 36,900.000 X X CAPITAL RE CORP 140432105 921,988 57,400.000 X X CAPITAL SR LIVING CORP COM 140475104 412,000 41,200.000 X X CAPSTEAD MTG CORP COM 14067E100 360,506 66,300.000 X X CARDINAL HEALTH INC COM 14149Y108 10,817,888 168,700.000 X X CAREMATRIX SUB NT CONV 141706AC5 10,799,181 15,455,000.000 X X CAREMATRIX CORP COM 141706101 160,444 12,900.000 X X CAROLINA PWR + LT CO COM 144141108 543,719 12,700.000 X X CARRAMERICA RLTY CORP COM 144418100 16,625,000 665,000.000 X X CARTER WALLACE INC. COM 146285101 2,353,463 129,400.000 X X CASEYS GEN STORES INC COM 147528103 211,500 14,100.000 X X CATALYTICA INC COM 148885106 774,200 55,300.000 X X CATO CORP NEW CL A 149205106 1,035,788 89,100.000 X X -------------- PAGE TOTAL 47,352,771
14
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- CELLSTAR CORP COM 150925105 186,638 23,700.000 X X CELLNET DATA SYS COM 15115M101 225,774 25,086.000 X X CENDANT CORP COM 151313103 8,722,750 425,500.000 X X CENTERPOINT PPTYS TR COM 151895109 17,843,700 487,200.000 X X CENTEX CORP COM 152312104 2,603,081 69,300.000 X X CENTRAL + SOUTH WEST CORP COM 152357109 932,663 39,900.000 X X CENTRAL GARDEN + PET CO SUB NT CONV 144A 153527AA4 102,180 131,000.000 X X CENTRAL GARDEN AND PET CO SUB NT CONV 153527AC0 16,106,285 20,617,000.000 X X CENTRAL GARDEN + PET CO 153527106 808,725 78,900.000 X X CENTRAL HUDSON GAS + ELEC CORP COM 153609102 2,028,600 48,300.000 X X CENTRAL NEWSPAPERS INC CL A 154647101 278,425 7,400.000 X X CENTURYBUSINESS SVCS INC COM 156490104 1,030,950 71,100.000 X X CENTURYTEL INC COM 156700106 1,440,938 36,250.000 X X CERIDIAN CORP COM 15677T106 689,706 21,100.000 X X -------------- PAGE TOTAL 53,000,415
15
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- CHAMPION ENTERPRISES INC COM 158496109 506,600 27,200.000 X X CHASE MANHATTAN CORP NEW COM 16161A108 18,127,400 209,400.000 X X CHASTAIN CAP CORP COM 161697107 231,875 35,000.000 X X CHATEAU CMNTYS INC COM 161726104 470,019 15,700.000 X X CHECKPOINT SYS INC COM 162825103 121,550 13,600.000 X X CHELSEA GCA REALTY INC COM 163262108 8,861,738 238,700.000 X X CHEVRON CORP COM 166751107 6,123,450 64,400.000 X X CHICAGO TITLE CORP COM 168228104 478,213 13,400.000 X X CHITTENDEN CORP COM 170228100 640,625 20,500.000 X X CHURCH + DWIGHT INC COM 171340102 274,050 6,300.000 X X CIBER INC COM 17163B102 1,212,525 63,400.000 X X CILCORP INC COM 171794100 825,000 13,200.000 X X CIRCLE INTL GROUP INC COM 172574105 1,905,313 87,100.000 X X CISCO SYS INC COM 17275R102 21,616,018 335,400.480 X X -------------- PAGE TOTAL 61,394,376
16
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- CIRRUS LOGIC INC COM 172755100 767,688 86,500.000 X X CITIGROUP INC COM 172967101 22,843,569 480,917.250 X X CLARCOR INC 179895107 2,356,225 122,800.000 X X CLARIFY INC COM 180492100 614,625 14,900.000 X X CLEVELAND CLIFFS INC COM 185896107 1,868,038 57,700.000 X X CLOROX CO COM 189054109 1,835,893 17,188.000 X X COACHMEN INDS INC COM 189873102 653,325 28,100.000 X X COCA COLA CO COM 191216100 12,176,124 196,227.000 X X COHU INC COM 192576106 290,075 8,200.000 X X COLEMAN CO INC 193559101 1,634,063 174,300.000 X X COLGATE PALMOLIVE CO COM 194162103 4,094,000 44,500.000 X X COLONIAL PPTYS TR COM SH BEN INT 195872106 726,025 25,700.000 X X COLUMBUS MCKINNON CORP NY COM 199333105 1,310,400 54,600.000 X X COMFORT SYS USA INC COM 199908104 415,800 23,100.000 X X -------------- PAGE TOTAL 51,585,850
17
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- COMCAST CORP CL A SPL 200300200 2,167,875 56,400.000 X X COMERICA INC COM 200340107 5,604,956 94,300.000 X X COMMERCE BANCORP INC N J COM 200519106 823,109 19,254.000 X X COMMERCIAL INTERTECH CORP COM 201709102 556,219 34,900.000 X X COMMERCIAL NET LEASE RLTY INC COM 202218103 399,125 31,000.000 X X COMMONWEALTH BANCORP INC COM 20268X102 582,969 32,500.000 X X COMMONWEALTH ENERGY SYS COM SH BEN INT 202800108 638,400 15,200.000 X X COMMSCOPE INC COM 203372107 218,325 7,100.000 X X COMMUNITY FIRST BANKSHARES INC COM 203902101 1,274,925 53,400.000 X X COMMUNITY TR BANCORP INC COM 204149108 1,933,580 82,720.000 X X COMPLETE BUSINES SOLUTIONS INC COM 20452F107 193,725 10,800.000 X X COMPUTER ASSOC INTL INC COM 204912109 10,470,650 191,200.000 X X COMPUTER SCIENCES CORP COM 205363104 3,576,994 51,700.000 X X COMPUTER TASK GROUP INC COM 205477102 680,000 40,000.000 X X -------------- PAGE TOTAL 29,120,852
18
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- COMPUWARE CORP COM 205638109 2,707,244 85,100.000 X X COMVERSE TECHNOLOGY INC SUB DEB CONV 205862AG0 24,051,653 12,606,000.000 X X CONCENTRIC NETWORK CORP DEL COM 20589R107 850,650 21,400.000 X X CONCENTRA MANAGED CARE INC SUB NT CONV 20589TAA1 2,533,535 2,713,000.000 X X COMPUTER HORIZONS CORP COM 205908106 244,481 17,700.000 X X CONCORD COMMUNICATIONS INC COM 206186108 351,000 7,800.000 X X CONNECTICUT ENERGY CORP COM 207567108 428,044 11,100.000 X X CONSECO INC COM STK 208464107 669,625 22,000.000 X X CONSOLIDATED GRAPHICS INC COM 209341106 895,000 17,900.000 X X CORN PRODUCTS INTL INC COM 219023108 3,326,819 109,300.000 X X CORNERSTONE RLTY INCOME TR INC COM 21922V102 1,136,275 105,700.000 X X CORUS BANKSHARES INC COM 220873103 1,876,938 59,000.000 X X COST PLUS INC CALIF COM 221485105 457,275 10,050.000 X X COSTCO COS INC SUB NT CONV 144A 22160QAA0 2,801,250 3,000,000.000 X X -------------- PAGE TOTAL 42,329,789
19
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- COSTCO COS INC COM 22160Q102 1,761,375 22,000.000 X X COUNTRYWIDE CR INDS INC COM 222372104 256,500 6,000.000 X X COVENTRY HELATH CARE INC COM 222862104 192,500 17,600.000 X X CREDENCE SYSTEMS CORP COM 225302108 7,425,000 200,000.000 X X CRESCENT REAL ESTATE EQUITIES COM 225756105 5,548,000 233,600.000 X X CRIIMI MAE INC PFD SER B CONV 226603207 5,687,500 350,000.000 X X CROWN AMERICAN RLTY 228186102 199,631 27,300.000 X X CROWN CORK + SEAL INC COM 228255105 285,000 10,000.000 X X CUMMINS ENGINE INC COM 231021106 748,338 13,100.000 X X CURTISS WRIGHT CORP COM 231561101 1,928,200 49,600.000 X X CYPRESS SEMICONDUCTOR CORP COM 232806109 1,483,350 89,900.000 X X DII GROUP INC COM 232949107 738,788 19,800.000 X X D.R.HORTON INC COM 23331A109 418,950 25,200.000 X X DSP COMMUNICATIONS INC COM 23332K106 433,125 15,000.000 X X -------------- PAGE TOTAL 27,106,257
20
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- DTE ENERGY CO COM 233331107 2,612,875 64,900.000 X X DAL TILE INTL INC COM 23426R108 346,938 30,500.000 X X DANA CORP COM 235811106 921,250 20,000.000 X X DARDEN RESTAURANTS INC COM 237194105 763,438 35,000.000 X X DATA PROCESSING RES CORP 2005 SUB NT CONV 237823AB5 10,346,250 10,680,000.000 X X DATA PROCESSING CORP COM 237823109 361,463 15,300.000 X X DATASTREAM SYS INC COM 238124101 232,000 14,500.000 X X DAYTON HUDSON CORP COM 239753106 1,371,500 21,100.000 X X DELL COMPUTER CORP COM 247025109 4,636,174 125,302.000 X X DELPHI FINL GROUP INC 247131105 2,367,320 65,988.000 X X DELTA AIR LINES INC DE COM 247361108 2,668,038 46,300.000 X X DE LUXE CORP COM 248019101 1,954,663 50,200.000 X X DENDRITE INTL INC COM 248239105 357,638 9,900.000 X X DEPARTMENT 56 INC COM 249509100 2,523,563 93,900.000 X X -------------- PAGE TOTAL 31,463,110
21
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- DEVELOPERS DIVERSIFIED RLTY COM 251591103 13,517,000 813,000.000 X X DEXTER CORP COM 252165105 1,244,781 30,500.000 X X DIME CMNTY BANCORP INC COM 253922108 1,522,875 65,500.000 X X DILLARDS INC CL A 254067101 1,851,088 52,700.000 X X DIME BANCORP INC NEW COM USD0.01 25429Q102 589,663 29,300.000 X X DISNEY WALT CO COM 254687106 3,204,500 104,000.000 X X DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 1,395,000 60,000.000 X X DOMINION RES INC VA COM 257470104 7,661,981 176,900.000 X X DONALDSON LUFKIN + JENRETTE DLJDIRECT COM 257661504 295,000 10,000.000 X X DORAL FINL CORP COM 25811P100 1,366,200 79,200.000 X X DOW CHEM CO COM 260543103 3,209,938 25,300.000 X X DOWNEY FINL CORP COM 261018105 1,891,013 86,200.000 X X DU PONT E I DE NEMOURS + CO COM 263534109 7,493,881 109,700.000 X X DUKE ENERGY CO COM STK NPV 264399106 625,375 11,500.000 X X -------------- PAGE TOTAL 45,868,295
22
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- DUKE WEEKS REALITY CORP COM NEW 264411505 15,635,813 693,000.000 X X DURA PHARMACEUTICALS INC COM 26632S109 884,569 74,100.000 X X DYCOM INDS INC COM 267475101 604,800 10,800.000 X X E M C CORP MASS COM 268648102 6,351,290 115,478.000 X X E SPIRE COMMUNICATIONS INC COM 269153102 277,794 26,300.000 X X EAGLE USA AIRFREIGHT INC COM 270018104 547,444 12,900.000 X X EARTHGRAINS CO COM 270319106 1,362,900 52,800.000 X X EASTERN UTILS ASSOC COM 277173100 570,850 19,600.000 X X EASTGROUP PPTYS INC COM 277276101 341,063 17,000.000 X X EASTMAN CHEM CO COM 277432100 1,274,344 24,625.000 X X EASTMAN KODAK CO COM 277461109 5,074,475 74,900.000 X X EBAY INC COM 278642103 226,500 1,500.000 X X EL PASO ELEC CO COM NEW 283677854 1,647,181 184,300.000 X X EL PASO ENERGY CORP DEL COM 283905107 1,287,863 36,600.000 X X -------------- PAGE TOTAL 36,086,886
23
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- ELETRONICS FOR IMAGING INC 286082102 359,625 7,000.000 X X EMERSON ELEC CO COM 291011104 5,664,375 90,000.000 X X EMPIRE DIST ELEC CO COM 291641108 354,450 13,600.000 X X ENERGEN CORP COM 29265N108 1,596,163 85,700.000 X X ENERGY EAST CORP COM 29266M109 1,367,600 52,600.000 X X ENGELHARD CORP COM 292845104 11,577,213 511,700.000 X X ENRON CORP COM 293561106 16,407,225 200,700.000 X X ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 241,463 13,700.000 X X EPICOR SOFTWARE CORP COM 29426L108 332,650 44,726.000 X X EQUITABLE COMPANIES INC COM 29444G107 1,996,600 29,800.000 X X EQUITY INNS INC COM 294703103 333,925 36,100.000 X X EQUITY OFFICE PPTYS TR COM 294741103 101,809,458 3,973,052.000 X X EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 71,360,074 1,583,580.000 X X ESSEX PROPERTY TRUST COM 297178105 4,117,650 116,400.000 X X -------------- PAGE TOTAL 217,518,471
24
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- ESTERLINE TECHNOLOGIES CORP COM 297425100 1,148,563 79,900.000 X X ETHYL CORP COM 297659104 289,200 48,200.000 X X EVEREN CAPITAL CORP COM 299761106 1,216,350 40,800.000 X X EVEREST REINSURANCE HLDGS COM 299808105 358,875 11,000.000 X X EXXON CORP COM 302290101 27,441,075 355,800.000 X X FBL FINL GROUP INC CL A 30239F106 2,815,800 144,400.000 X X FMC CORP COM NEW 302491303 683,125 10,000.000 X X F N B CORP PA 302520101 2,044,035 75,705.000 X X F Y I INC COM 302712104 577,300 18,400.000 X X FAIR ISSAC + CO INC 303250104 631,125 18,000.000 X X FARMER BROS CO COM 307675108 780,000 3,900.000 X X FDX CORP COM 31304N107 1,660,050 30,600.000 X X FEDERAL HOME LN MTG CORP COM FORMERLY SR PART PFD 313400301 3,364,000 58,000.000 X X FEDERAL MOGUL CORP COM 313549107 780,000 15,000.000 X X -------------- PAGE TOTAL 43,789,498
25
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- FEDERAL NATL MTG ASSN COM 313586109 15,665,813 229,400.000 X X FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 3,020,869 131,700.000 X X FEDERATED DEPT STORES INC DEL COM 31410H101 11,201,575 211,600.000 X X FELCOR LODGING TR INC COM 31430F101 11,273,475 543,300.000 X X FERRO CORP COM STK 315405100 781,000 28,400.000 X X FINANCIAL SEC ASSUR HLDGS LTD COM 31769P100 1,278,732 24,591.000 X X FIRST AMERICAN FINL CORP COM 318522307 1,433,575 80,200.000 X X FIRST BANCORP P R COM 318672102 205,319 9,100.000 X X FIRST CTZNS BANCSHARES INC N C 31946M103 2,083,350 25,800.000 X X FIRST DATA CORP COM 319963104 1,468,125 30,000.000 X X FIRST INDL RLTY TR INC COM 32054K103 1,023,419 37,300.000 X X FIRST REP BK SAN FRANCISCO CA COM 336158100 2,167,419 74,900.000 X X FIRST SEC CORP DEL COM 336294103 1,027,325 37,700.000 X X FIRST TENN NATL CORP COM 337162101 961,644 25,100.000 X X -------------- PAGE TOTAL 53,591,640
26
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- FIRST UN CORP COM 337358105 6,381,950 135,600.000 X X FIRST UTD BANCSHARES INC ARK COM 33741E104 2,048,750 110,000.000 X X FIRST WASH BANCORP INC WASH COM 33748T104 1,623,056 80,900.000 X X FIRSTFED FINL CORP DEL COM 337907109 2,057,825 106,900.000 X X FLAGSTAR BANCORP INC COM 337930101 1,608,425 63,700.000 X X FLEET FINL GROUP INC COM 338915101 13,627,563 307,100.000 X X FLORIDA PROGRESS CORP COM 341109106 268,531 6,500.000 X X FOODMAKER INC 344839204 320,638 11,300.000 X X FOOTSTAR INC COM 344912100 1,149,094 30,900.000 X X FORD MTR CO DEL COM 345370100 13,341,825 236,400.000 X X FORT JAMES CORP COM 347471104 2,045,250 54,000.000 X X FOSSIL INC COM 349882100 599,850 12,400.000 X X FRANKLIN COVEY CO COM 353469109 555,338 75,300.000 X X FRONTIER INS GROUP INC NEW COM 359081106 625,763 40,700.000 X X -------------- PAGE TOTAL 46,253,858
27
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- FULTON FINL CORP PA COM 360271100 310,313 15,000.000 X X GATX COM 361448103 1,119,038 29,400.000 X X GBC BANCORP CALIF 361475106 1,551,150 76,600.000 X X GPU INC COM 36225X100 236,250 5,600.000 X X GTE CORP COM 362320103 10,160,475 134,300.000 X X GABLES RESIDENTIAL TR SH BEN INT 362418105 2,185,725 90,600.000 X X GALLAGHER ARTHUR J + CO COM 363576109 1,712,700 34,600.000 X X GANNETT INC COM 364730101 2,284,000 32,000.000 X X GAP INC COM 364760108 6,026,109 119,625.000 X X GATEWAY INC COM 367626108 1,717,969 29,100.000 X X GENERAL DYNAMICS CORP COM 369550108 2,938,650 42,900.000 X X GENERAL ELEC CO COM 369604103 30,340,500 268,500.000 X X GENERAL GROWTH PPTYS INC COM 370021107 7,149,700 201,400.000 X X GENERAL INSTR CORP DEL COM 370120107 595,000 14,000.000 X X -------------- PAGE TOTAL 68,327,579
28
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- GENERAL NUTRITION COS INC COM 37047F103 7,226,875 310,000.000 X X GENESYS TELECOMMUNICATIONS LAB COM 371931106 210,000 8,400.000 X X GENRAD INC COM 372447102 1,419,413 68,200.000 X X GEON CO COM 37246W105 2,615,475 81,100.000 X X GENZYME CORP COM 372917104 10,718,500 221,000.000 X X GENZYME CORP COM TISSUE REPAIR 372917401 97,711 48,105.000 X X GENZYME CORP COM MOLECULAR ONCOLOGY DIV 372917500 81,249 29,545.000 X X GEORGIA PAC CORP COM 373298108 4,595,375 97,000.000 X X GERBER SCIENTIFIC INC COM 373730100 2,726,925 123,600.000 X X GIANT CEM HLDG INC COM 374450104 452,925 19,800.000 X X GILEAD SCIENCES INC COM 375558103 470,250 9,000.000 X X GILLETTE CO COM 375766102 4,195,120 102,320.000 X X GLATFELTER P H CO COM 377316104 424,125 29,000.000 X X GLENBOROUGH RLTY TR INC COM 37803P105 4,238,500 242,200.000 X X -------------- PAGE TOTAL 39,472,443
29
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- GLIMCHER RLTY TR COM 379302102 396,675 24,400.000 X X GOLDEN WEST FINL CORP DEL COM 381317106 1,568,000 16,000.000 X X GOLDMAN SACHS GROUP INC COM 38141G104 6,502,500 90,000.000 X X GOODRICH B F CO COM 382388106 3,119,500 73,400.000 X X GOODYEAR TIRE AND RUBBER COM 382550101 1,470,313 25,000.000 X X GOODYS FAMILY CLOTHING INC COM 382588101 114,375 10,000.000 X X GRACO INC COM 384109104 528,750 18,000.000 X X GRANITE CONSTR INC 387328107 2,295,169 78,300.000 X X GREAT LAKES REIT INC COM 390752103 248,625 15,300.000 X X GREAT PLAINS SOFTWARE INC COM 39119E105 580,406 12,300.000 X X GREY WOLF INC COM 397888108 623,250 249,300.000 X X GROUP 1 AUTOMOTIVE INC COM 398905109 568,263 26,900.000 X X GTECH HLDGS CORP COM 400518106 1,048,531 44,500.000 X X GUIDANT CORP COM 401698105 1,237,225 24,200.000 X X -------------- PAGE TOTAL 20,301,582
30
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- HMT TECHNOLOGY CORP SUB NT CONV 403917AD9 747,500 2,000,000.000 X X HCC INS HLDGS INC 404132102 687,431 30,300.000 X X HA LO INDS INC COM 404429102 505,600 51,200.000 X X HADCO CORP COM 404681108 584,325 14,700.000 X X HALLIBURTON CO COM 406216101 1,543,025 34,100.000 X X HAMBRECHT + QUIST GROUP INC COM 406545103 207,700 5,600.000 X X HAMILTON BANCORP INC FLA COM 407013101 518,400 21,600.000 X X HANDLEMAN CO DEL COM 410252100 2,123,888 179,800.000 X X HANGER ORTHOPEDIC GROUP COM NEW 41043F208 705,119 49,700.000 X X HARLAND JOHN H CO COM 412693103 815,444 40,900.000 X X HARLEYSVILLE GROUP INC COM 412824104 1,789,650 87,300.000 X X HARRAHS ENTMT INC COM 413619107 466,400 21,200.000 X X HARTFORD FINANCIAL SVCS GRP COM 416515104 3,627,038 62,200.000 X X HARTFORD LIFE INC CL A 416592103 2,947,000 56,000.000 X X -------------- PAGE TOTAL 17,268,520
31
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- HAVERTY FURNITURE COS INC COM 419596101 3,309,975 93,900.000 X X HAWAIIAN ELEC INDS INC COM 419870100 2,236,500 63,000.000 X X HEALTH CARE PPTY INVS INC COM 421915109 404,250 14,000.000 X X HEALTHCARE RLTY TR COM 421946104 821,206 39,092.000 X X HEALTH CARE REIT INC COM 42217K106 785,850 33,800.000 X X HEINZ H J CO COM 423074103 2,741,838 54,700.000 X X HENRY JACK + ASSOC INC 426281101 671,175 17,100.000 X X HERBALIFE INTL INC CL A 426908208 1,533,438 140,200.000 X X HERTZ CORP CL A 428040109 620,000 10,000.000 X X HEWLETT PACKARD CO COM 428236103 4,864,200 48,400.000 X X HIGHWOODS PPTYS INC COM 431284108 12,445,650 453,600.000 X X HOME DEPOT INC COM 437076102 3,110,785 48,276.000 X X HOME PPTYS N Y INC COM 437306103 497,250 18,000.000 X X HONEYWELL INC COM 438506107 2,502,900 21,600.000 X X -------------- PAGE TOTAL 36,545,017
32
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- HOOPER HOLMES INC COM 439104100 737,575 36,200.000 X X HOST MARRIOTT SVCS CORP COM 440914109 112,938 13,900.000 X X HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,017,188 37,500.000 X X HOST MARRIOTT CORP NEW COM 44107P104 11,268,793 948,951.000 X X IBP INC COM STK 449223106 655,500 27,600.000 X X ICG COMMUNICATIONS INC COM 449246107 348,413 16,300.000 X X IDEC PHARMACEUTICALS CORP COM 449370105 1,557,741 20,214.000 X X IMC GLOBAL INC COM 449669100 1,390,000 80,000.000 X X IMS HEALTH INC COM 449934108 2,121,875 67,900.000 X X IRT PPTY CO COM 450058102 337,725 34,200.000 X X ITC DELTACOM COM 45031T104 411,600 14,700.000 X X IDACORP INC COM 451107106 2,274,300 72,200.000 X X IDEX CORP COM 45167R104 565,450 17,200.000 X X IDEXX LABS INC COM 45168D104 1,482,675 63,600.000 X X -------------- PAGE TOTAL 24,281,773
33
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- IMPERIAL BANCORP COM 452556103 903,767 45,616.000 X X IMPERIAL CR COML MTG INVT CORP COM 45272T102 366,544 33,900.000 X X IMRGLOBAL CORP COM 45321W106 331,100 17,200.000 X X INACOM CORP SUB DEBT CONV 45323GAB5 616,000 616,000.000 X X INFORMIX CORP COM 456779107 330,159 38,700.000 X X INGERSOLL RAND CO COM 456866102 1,389,438 21,500.000 X X INGRAM MICRO INC SR DEB ZERO CPN 144A 457153AA2 815,625 2,500,000.000 X X INNKEEPERS USA TR COM 4576J0104 339,000 33,900.000 X X INSIGHT ENTERPRISES INC COM 45765U103 544,500 22,000.000 X X INSITUFORM TECHNOLOGIES INC CL A 457667103 1,699,725 78,600.000 X X INTEGRATED HEALTH SVCS INC SR SUB DEB CONV 45812CAE6 4,384,000 6,400,000.000 X X INTEL CORP COM 458140100 18,558,050 311,900.000 X X INTER TEL INC COM 458372109 317,550 17,400.000 X X INTERIM SVCS INC COM 45868P100 1,893,375 91,800.000 X X ------------------- PAGE TOTAL 32,488,833
34
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- INTERMEDIA COMMUNICATIONS INC COM 458801107 233,730 7,791.000 X X INTERMET CORP COM 45881K104 496,100 32,800.000 X X INTERNATIONAL BUSINESS MACHS COM 459200101 53,108,825 410,900.000 X X INTERNATIONAL MULTIFOODS CORP COM 460043102 514,425 22,800.000 X X INTERNATIONAL PAPER CO COM 460146103 828,200 16,400.000 X X INTERNATIONAL SPECIALTY PRODS NEW COM 460337108 309,700 30,400.000 X X INTERNATIONAL TELECOMM SYS INC COM 46047F104 878,400 54,900.000 X X INTERWEST BANCORP INC COM 460931108 892,500 35,700.000 X X ISIS PHARMACEUTICALS 464330109 311,738 30,600.000 X X JDN RLTY CORP COM 465917102 765,225 34,200.000 X X JP RLTY INC COM 46624A106 257,031 12,500.000 X X JSB FINL INC COM 46624M100 1,907,813 37,500.000 X X JACOBS ENGR GROUP INC COM 469814107 2,831,000 74,500.000 X X JOHNSON + JOHNSON COM 478160104 5,488,000 56,000.000 X X -------------- PAGE TOTAL 68,822,687
35
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 CTLS INC COM 478366107 956,513 13,800.000 X X JONES PHARMA INC COM 480236108 354,375 9,000.000 X X JOURNAL REGISTER CO COM 481138105 1,896,750 84,300.000 X X JUSTIN INDS INC COM 482171105 2,291,325 164,400.000 X X KLA TENCOR CORP COM 482480100 486,563 7,500.000 X X K MART CORP COM 482584109 3,146,363 191,200.000 X X KAMAN CORP CL A 483548103 411,013 26,200.000 X X KAUFMAN + BROAD HOME CORP COM 486168107 1,587,025 63,800.000 X X KEANE INC COM 486665102 1,470,625 65,000.000 X X KEEBLER FOODS CO COM 487256109 1,220,000 40,000.000 X X KEYCORP NEW COM 493267108 452,963 14,100.000 X X KILROY RLTY CORP COM 49427F108 670,313 27,500.000 X X KIMBALL INTL INC CL B 494274103 1,397,250 82,800.000 X X KIMBERLY CLARK CORP COM 494368103 1,026,000 18,000.000 X X -------------- PAGE TOTAL 17,367,078
36
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- KIMCO RLTY CORP 49446R109 8,748,350 223,600.000 X X KIRBY CORP COM 497266106 442,819 20,900.000 X X KNOLL INC COM 498904101 250,275 9,400.000 X X KNIGHT RIDDER INC COM 499040103 3,367,669 61,300.000 X X KOGER EQUITY INC COM 500228101 481,219 26,100.000 X X KRONOS INC COM 501052104 682,500 15,000.000 X X LSI LOGIC CORP SUB NT CONV 144A 502161AB8 7,677,891 4,704,000.000 X X LTC PROPERTIES 502175102 352,300 27,100.000 X X LA Z BOY INC COM 505336107 3,456,900 150,300.000 X X LABORATORY CORP AMER HLDGS PFD CONV EXCHANGEABLE SER A 50540R201 1,975,663 33,700.000 X X LABOR READY INC COM NEW 505401208 1,371,500 42,200.000 X X LACLEDE GAS CO COM RTS CALLABLE THRU 01MAY96 505588103 341,775 14,700.000 X X LAFARGE CORP COM 505862102 563,456 15,900.000 X X LAM RESH CORP COM 512807108 350,156 7,500.000 X X -------------- PAGE TOTAL 30,062,473
37
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- LANDSTAR SYS INC COM 515098101 2,147,578 59,500.000 X X LATTICE SEMICONDUCTOR CORP 518415104 709,650 11,400.000 X X LEAR CORP COM 521865105 2,985,000 60,000.000 X X LEGG MASON INC COM 524901105 308,000 8,000.000 X X LEHMAN BROTHERS HLDGS INC COM 524908100 336,150 5,400.000 X X LENNAR CORP COM 526057104 816,000 34,000.000 X X LEVEL 3 COMMUNICATIONS INC COM 52729N100 1,447,506 24,100.000 X X LEXINGTON CORPORATE PPTY TR COM 529043101 208,088 17,900.000 X X LEXMARK INTL GROUP INC CL A 529771107 1,317,875 20,000.000 X X LIBBEY INC COM 529898108 304,500 10,500.000 X X LIBERTY PROPERTY SH BEN INT SUPP 531172104 7,711,250 310,000.000 X X LILLY ELI + CO COM 532457108 4,419,263 61,700.000 X X LILLY INDL INC CL A 532491107 1,273,388 68,600.000 X X LIMITED INC COM 532716107 276,788 6,100.000 X X -------------- PAGE TOTAL 24,261,036
38
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- LINCOLN ELEC HLDGS INC COM 533900106 926,600 45,200.000 X X LINCOLN NATL CORP IN COM 534187109 2,511,000 48,000.000 X X LIPOSOME INC COM 536310105 1,044,225 54,600.000 X X LONE STAR INDS INC COM NEW 542290408 3,072,613 81,800.000 X X LOUISIANA PAC CORP COM 546347105 1,256,375 52,900.000 X X LOWES COS INC USD0.50 548661107 561,206 9,900.000 X X LUBRIZOL CORP COM 549271104 580,425 21,300.000 X X LUCENT TECHNOLOGIES INC COM 549463107 17,525,388 259,876.000 X X M + T BK CORP COM 55261F104 2,530,000 4,600.000 X X MAF BANCORP INC COM 55261R108 1,091,250 45,000.000 X X MBNA CORP COM 55262L100 612,500 20,000.000 X X MCI WORLDCOM INC COM 55268B106 16,989,779 197,412.100 X X MGI PPTYS COM 552885105 406,800 14,400.000 X X MMC NETWORKS INC COM 55308N102 886,050 19,800.000 X X -------------- PAGE TOTAL 49,994,211
39
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- MMI COS INC COM 553087107 457,313 27,100.000 X X MTI TECHNOLOGY CORP COM 553903105 333,094 25,500.000 X X MACK CA RLTY CORP COM 554489104 17,943,750 580,000.000 X X MADISON GAS + ELEC CO COM 557497104 1,371,450 66,900.000 X X MAIL WELL INC SUB NTS CONV 560321AD3 6,916,140 6,384,000.000 X X MALLINCKRODT INC NEW COM 561232109 3,761,175 103,400.000 X X MANITOWOC INC COM 563571108 4,002,244 96,150.000 X X MANUFACTURED HOME CMNTYS INC COM 564682102 59,051,148 2,271,198.000 X X MARK IV INDS INC COM 570387100 1,396,363 66,100.000 X X MARSH + MCLENNAN COS INC COM 571748102 1,162,981 15,400.000 X X MASCOTECH INC COM 574670105 674,570 39,827.000 X X MASTECH CORP COM 57632N105 1,123,088 60,300.000 X X MATHEWS INTL CORP CL A 577128101 716,925 24,200.000 X X MAXXIM MED INC COM 57777G105 438,275 18,800.000 X X -------------- PAGE TOTAL 99,348,516
40
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- MAY DEPT STORES CO COM 577778103 1,818,938 44,500.000 X X MAXXAM INC COM RTS CALLABLE THRU 11DEC99 577913106 2,167,200 33,600.000 X X MAXIMUS INC COM 577933104 1,150,000 40,000.000 X X MAYTAG CORP COM 578592107 3,689,156 52,900.000 X X MCCORMICK + CO INC COM NON VTG 579780206 3,882,188 123,000.000 X X MCDONALDS CORP COM 580135101 3,135,069 76,100.000 X X MCGRATH RENTCORP COM 580589109 406,000 20,300.000 X X MCLEODUSA INC COM 582266102 412,500 7,500.000 X X MEDIAONE GROUP INC COM 58440J104 2,867,231 38,551.000 X X MEDIAONE GROUP INC PRD SER D 58440J203 7,490,625 50,000.000 X X MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1,023,881 40,350.000 X X MEDITRUST PAIRED CTF NEW 58501T306 3,751,550 287,200.000 X X MEDPARTNERS INC COM 58503X107 300,000 40,000.000 X X MEDTRONIC INC COM 585055106 2,141,563 27,500.000 X X -------------- PAGE TOTAL 34,235,901
41
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- MELLON BK CORP COM 585509102 909,375 25,000.000 X X MENS WEARHOUSE INC 587118100 211,650 8,300.000 X X MERCK + CO INC COM 589331107 14,515,750 197,000.000 X X MERCURY INTERACTIVE CORP COM 589405109 392,663 11,100.000 X X MERISTAR HOSPITALITY CORP COM 58984Y103 1,023,038 45,595.000 X X MERRILL CORP COM 590175105 897,550 61,900.000 X X MERRILL LYNCH + CO INC COM 590188108 791,381 9,900.000 X X METAMOR WORLDWIDE INC COM 59133P100 209,344 8,700.000 X X METRIS COS INC COM 591598107 293,400 7,200.000 X X METRO INFORMATION SVCS INC COM 59162P104 257,688 15,500.000 X X METTLER TOLEDO INTL INC COM 592688105 1,699,656 68,500.000 X X METZLER GROUP INC COM 592903108 958,588 34,700.000 X X MICHAEL FOODS INC NEW COM 594079105 1,167,406 50,300.000 X X MICROSOFT CORP COM 594918104 22,276,313 247,000.000 X X -------------- PAGE TOTAL 45,603,802
42
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- MICRO WHSE INC COM 59501B105 1,265,550 70,800.000 X X MICRON ELECTRONICS INC COM 595100108 513,188 51,000.000 X X MICRON TECHNOLOGY INC COM 595112103 604,688 15,000.000 X X MID AMER APT CMNTYS INC COM 59522J103 430,338 18,700.000 X X MIDAMERICA ENERGY HLDGS CO NEW COM 59562V107 9,781,563 282,500.000 X X MIDCAP SPDR TR UNIT SER 1 595635103 14,597,219 186,100.000 X X MINERALS TECHNOLOGIES INC COM 603158106 1,328,338 23,800.000 X X MOBIL CORP COM 607059102 10,325,450 104,300.000 X X MONTANA PWR CO COM 612085100 951,750 13,500.000 X X MORGAN J P + CO INC COM 616880100 1,152,100 8,200.000 X X MORGAN KEEGAN INC COM 617410105 897,638 47,400.000 X X MORGAN STANLEY DEAN WITTER COM NEW 617446448 6,572,813 64,200.000 X X MOTIVEPOWER INDS INC COM 61980K101 545,813 30,750.000 X X MUELLER INDS INC 624756102 3,141,638 93,900.000 X X -------------- PAGE TOTAL 52,108,086
43
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- MUSICLAND STORES INC COM 62758B109 828,925 93,400.000 X X MYERS IND INC COM 628464109 2,082,163 103,900.000 X X NBT BANCORP INC COM 628778102 495,838 24,119.650 X X NCI BLDG SYS INC COM 628852105 1,854,863 86,300.000 X X NCR CORP NEW COM 62886E108 488,125 10,000.000 X X NL INDS INC COM NEW 629156407 253,750 23,000.000 X X NUI CORP COM 629430109 1,355,188 54,400.000 X X NVR INC COM 62944T105 769,288 15,300.000 X X NABORS INDUSTRIES INC COM 629568106 244,375 10,000.000 X X NATIONAL AUSTRALIA BK LTD CAP UNIT EXCHANGEABLE 632525309 1,518,750 50,000.000 X X NATIONAL CITY CORP COM 635405103 956,300 14,600.000 X X NATIONAL DATA CORP 2003 SUB NT CONV 635621AA3 193,440 186,000.000 X X NATIONAL FUEL GAS CO N J COM 636180101 266,750 5,500.000 X X NATIONAL HEALTH INVS INC COM 63633D104 545,663 24,000.000 X X -------------- PAGE TOTAL 11,853,418
44
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 PRESTO INDS INC COM 637215104 2,082,544 54,600.000 X X NATIONWIDE HEALTH PPTYS INC COM 638620104 861,475 45,200.000 X X NATURES SUNSHINE PRODS INC COM 639027101 259,350 24,700.000 X X NAVISTAR INTL CORP INC COM 63934E108 1,440,000 28,800.000 X X NEOMAGIC CORP COM 640497103 553,972 65,900.000 X X NETWORKS ASSOCS INC 2018 SUB DEB CONV 640938AB2 1,849,373 6,282,000.000 X X NEW CENTY ENERGIES INC COM 64352U103 310,500 8,000.000 X X NEW YORK TIMES CO CL A 650111107 1,104,375 30,000.000 X X NEWPORT NEWS SHIPBUILDING INC COM 652228107 619,500 21,000.000 X X NEXTEL COMMUNICATIONS INC CL A 65332V103 925,658 18,444.000 X X NORRELL CORP GA COM 656301108 631,000 34,000.000 X X NORTEK INC COM 656559101 2,443,294 78,700.000 X X NORTH AMERN VACCINE INC SUB NT CONV 657201AC3 579,375 1,500,000.000 X X NORTH FORK BANCORPORATION INC COM 659424105 2,457,331 115,300.000 X X -------------- PAGE TOTAL 16,117,747
45
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- NORTHERN STS PWR CO MN COM 665772109 241,875 10,000.000 X X NORTHERN TRUST CORP COM 665859104 2,231,000 23,000.000 X X NORTHWEST NAT GAS CO COM 667655104 743,050 30,800.000 X X OEC MED SYS INC COM 670828102 597,800 24,400.000 X X OCEAN FINL CORP COM 674904107 369,688 20,500.000 X X OCEANEERING INTL INC COM 675232102 964,275 59,800.000 X X OCULAR SCIENCES INC COM 675744106 434,375 25,000.000 X X OFFSHORE LOGISTICS INC SUB NT CONV 676255AF9 1,282,500 1,500,000.000 X X OFFSHORE LOGISTICS INC COM 676255102 2,021,888 181,500.000 X X OMNICARE INC SUB DEV CONV 144A 681904AB4 209,126 261,000.000 X X OMNICARE INC COM 681904108 2,586,800 200,000.000 X X OMEGA HEALTHCARE INVESTORS REAL ESTATE 681936100 791,575 30,800.000 X X ON ASSIGNMENT INC COM 682159108 350,075 13,400.000 X X ONE VY BANCORP WEST VA INC COM 682419106 1,638,900 43,900.000 X X -------------- PAGE TOTAL 14,462,927
46
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- ONEIDA LTD COM 682505102 540,000 19,200.000 X X ONEOK INC NEW COM 682680103 2,405,500 76,800.000 X X ORACLE CORP COM 68389X105 1,306,800 35,200.000 X X ORANGE + ROCKLAND UTILS INC COM 684065105 688,763 11,800.000 X X OSHKOSH B GOSH INC CL A 688222207 1,049,725 50,700.000 X X OSULLIVAN INDUSTRIES COM 688609106 354,131 21,000.000 X X OTTER TAIL PWR CO COM 689648103 574,581 14,900.000 X X OWENS CORNING COM 69073F103 1,512,500 44,000.000 X X OWENS + MINOR INC NEW COM 690732102 927,450 84,600.000 X X OXFORD INDS INC COM 691497309 2,099,513 74,600.000 X X PECO ENERGY CO COM 693304107 2,470,625 59,000.000 X X PG+E CORP COM 69331C108 2,458,125 75,700.000 X X PFF BANCORP INC COM 69331W104 2,202,500 117,700.000 X X P P + L RES INC COM 693499105 430,500 14,000.000 X X -------------- PAGE TOTAL 19,020,713
47
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- PS BUSINESS PKS INC CA COM 69360J107 568,913 23,500.000 X X PSS WORLD MED INC COM 69366A100 485,538 43,400.000 X X PXRE CORPORATION COM 693674103 924,050 51,000.000 X X PACCAR INC COM 693718108 574,938 11,000.000 X X PACIFIC GULF PPTYS INC COM 694396102 409,413 18,300.000 X X PACIFIC SUNWEAR OF CALIF COM 694873100 277,875 11,400.000 X X PACIFICARE HEALTH SYSTEMS COM 695112102 2,438,681 33,900.000 X X PACIFICORP COM 695114108 1,470,000 80,000.000 X X PALM HBR HOMES INC COM 696639103 210,525 8,400.000 X X PARK ELECTROCHEMICAL CORP 700416209 581,200 20,800.000 X X PARKER HANNIFIN CORP COM 701094104 741,150 16,200.000 X X PARKWAY PPTYS INC COM 70159Q104 308,063 9,300.000 X X PATRIOT AMERN HOSPITALITY INC PAIRED CTF 1COM PATRIOT AMERN 703352203 4,443,593 987,465.000 X X PATTERSON DENTAL CO COM 703412106 1,476,875 42,500.000 X X -------------- PAGE TOTAL 14,910,814
48
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- PAXAR CORP COM 704227107 746,031 83,500.000 X X PAYLESS SHOESOURCE INC COM 704379106 2,172,100 40,600.000 X X PAYMENTECH INC COM 704384106 903,350 35,600.000 X X PEC ISRAEL ECONOMIC CORP COM 705098101 406,750 13,000.000 X X PEGASUS COMMUNICATIONS CORP CL A 705904100 1,234,394 31,300.000 X X PENNEY J C INC COM 708160106 339,938 7,000.000 X X PEPSI BOTTLING GROUP INC COM 713409100 809,375 35,000.000 X X PEREGRINE SYS INC COM 71366Q101 542,006 21,100.000 X X PERSONNEL GROUP OF AMER INC SUB NT CONV 144A 715338AC3 4,862,891 5,747,000.000 X X PERSONNEL GROUP OF AMER INC SUB NT CONV 715338AE9 7,077,994 8,365,000.000 X X PERSONAL GROUP OF AMER INC COM 715338109 618,688 62,600.000 X X PETSMART INC 716768106 833,325 81,300.000 X X PHARMACIA + UPJOHN INC COM 716941109 5,260,838 92,600.000 X X PFIZER INC COM 717081103 11,372,800 104,200.000 X X -------------- PAGE TOTAL 37,180,480
49
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- PHARMACEUTICAL PROD DEV INC COM 717124101 262,800 9,600.000 X X PHILIP MORRIS COS INC COM 718154107 12,468,292 310,253.000 X X PHILLIPS PETE CO COM 718507106 251,563 5,000.000 X X PHOENIX INVT PARTNERS LTD COM 719085102 994,463 115,300.000 X X PILGRIMS PRIDE CORP COM 721467108 2,812,806 94,800.000 X X PINNACLE SYS INC COM 723481107 1,062,550 31,600.000 X X PINNACLE WEST CAP CORP COM 723484101 249,550 6,200.000 X X PIONEER NAT RES CO COM 723787107 866,800 78,800.000 X X PIONEER STD ELECTRS INC COM 723877106 1,194,000 99,500.000 X X PITNEY BOWES INC COM 724479100 873,800 13,600.000 X X PLANTRONICS INC NEW COM 727493108 983,388 15,100.000 X X PLATINUM TECHNOLOGY INTL INC SUB NT CONV 72764TAA9 310,380 168,000.000 X X PLEXUS CORP COM 729132100 518,150 17,200.000 X X POLARIS INDS INC COM 731068102 2,263,900 52,800.000 X X -------------- PAGE TOTAL 25,112,442
50
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- POLICY MGMT SYS CORP COM 731108106 267,000 8,900.000 X X POLYCOM INC COM 73172K104 698,100 17,900.000 X X POST PPTYS INC COM 737464107 19,926,000 486,000.000 X X PRE PAID LEGAL SVCS INC COM 740065107 356,156 13,100.000 X X PRECISION CASTPARTS CORP COM RTS CALLABLE THRU 16DEC98 740189105 2,124,525 50,100.000 X X PREMARK INTL INC COM 740459102 2,122,500 56,600.000 X X PREMIERE TECHNOLOGIES INC COM 74058F102 295,550 25,700.000 X X PRENTISS PPTYS TR SH BEN INT 740706106 887,725 38,200.000 X X PRESIDENTIAL LIFE CORP COM 740884101 652,250 33,700.000 X X PRIME RETAIL INC COM 741570105 369,381 42,500.000 X X PRIME RETAIL INC PFD CONV SER B 741570303 9,600,000 600,000.000 X X PRIMEX TECHNOLOGIES INC COM 741597108 415,875 19,400.000 X X PRIORITY HEALTHCARE CORP CL B 74264T102 476,100 13,800.000 X X PROCTER + GAMBLE CO COM 742718109 10,576,125 118,500.000 X X -------------- PAGE TOTAL 48,767,287
51
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- PROGRESS SOFTWARE CORP COM 743312100 683,650 24,200.000 X X PROGRESSIVE CORP OHIO COM 743315103 594,500 4,100.000 X X PROJECT SOFTWARE + DEV INC COM 74339P101 421,875 13,500.000 X X PROLOGIS TR SH BEN INT 743410102 19,441,337 960,066.000 X X PROVIDENT BANKSHARES CORP 743859100 1,781,706 76,230.000 X X PROVIDIAN FINL CORP COM 74406A102 1,962,075 21,000.000 X X PSINET INC PFD CONV SER C 74437C309 12,545,000 260,000.000 X X PUBLIC SVC CO NM COM 744499104 1,773,200 90,100.000 X X PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,226,250 30,000.000 X X PULTE CORP COM 745867101 2,064,206 89,700.000 X X QRS CORP COM 74726X105 265,200 3,400.000 X X QUADRAMED CORP COM 74730W101 333,938 41,100.000 X X QUAKER OATS CO COM 747402105 5,257,829 79,214.000 X X QUALCOMM INC COM 747525103 2,080,750 14,500.000 X X -------------- PAGE TOTAL 50,431,516
52
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- QUANEX CORP COM 747620102 2,750,100 98,000.000 X X QUEST DIAGNOSTICS INC COM 74834L100 3,373,325 124,200.000 X X QUINTILES TRANSNATIONAL CORP COM 748767100 330,800 8,200.000 X X R + B FALCON CORP COM 74912E101 140,625 15,000.000 X X RFS HOTEL INVS INC COM 74955J108 290,194 23,100.000 X X RLI CORP COM 749607107 1,602,931 42,175.000 X X RWD TECHNOLOGIES INC COM 74975B101 366,356 35,100.000 X X RADIAN GROUP INC COM 750236101 2,860,413 58,600.000 X X RAYTHEON CO CL B 755111408 3,284,038 46,600.000 X X REALTY INCOME CORP COM 756109104 653,200 27,700.000 X X RECKSON ASSOCS RLTY CORP COM 75621K106 917,088 39,300.000 X X REGENCY RLTY CORP COM 758939102 749,906 34,300.000 X X REGIONS FINL CORP COM 758940100 1,441,406 37,500.000 X X RELIANCE BANCORP INC COM 759451107 1,779,663 64,300.000 X X -------------- PAGE TOTAL 20,540,045
53
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- RELIANCE STL + ALUM CO COM 759509102 1,815,506 47,100.000 X X REMEDY CORP COM 759548100 905,688 33,700.000 X X RENT A CTR INC NEW COM 76009N100 240,000 10,000.000 X X RENTAL SVC CORP COM 76009V102 953,213 33,300.000 X X REPUBLIC BANCORP INC COM 760282103 1,981,313 131,375.000 X X REPUBLIC SVCS INC CL A 760759100 495,000 20,000.000 X X RES CARE INC COM 760943100 293,475 12,900.000 X X RESMED INC COM 761152107 212,400 6,400.000 X X RESOURCE BANCSHARES MTG GRP IN 761197102 517,125 50,400.000 X X RIGGS NATL CORP WASH DC COM 766570105 2,015,663 98,600.000 X X RIVIANA FOODS INC DEL COM 769536103 1,526,250 81,400.000 X X ROCHESTER GAS + ELEC CORP COM 771367109 2,061,500 77,800.000 X X ROCK TENN CO COM CL A 772739207 2,006,213 120,600.000 X X ROHM + HAAS CO COM 775371107 201,375 6,000.000 X X -------------- PAGE TOTAL 15,224,721
54
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 1,072,406 97,200.000 X X ROMAC INTL INC COM 775835101 266,250 30,000.000 X X ROUSE CO COM 779273101 11,672,500 460,000.000 X X ROUSE CO PFD CONV SER B PCT 779273309 1,203,750 30,000.000 X X RUSS BERRIE + CO INC COM 782233100 1,061,813 42,700.000 X X RYANS FAMILY STEAK HOUSES INC COM 783519101 2,349,600 201,800.000 X X RYERSON TULL INC NEW COM 78375P107 1,649,319 73,100.000 X X RYLAND GROUP INC COM 783764103 2,640,844 89,500.000 X X SBC COMMUNICATIONS INC COM 78387G103 14,547,221 250,814.160 X X SBC COMMUNICATIONS INC DECS PCT 78387G202 1,380,000 20,000.000 X X SCI SYS INC COM 783890106 802,750 16,900.000 X X SCM MICROSYSTEMS INC COM 784018103 231,875 5,000.000 X X SL GREEN RLTY CORP COM 78440X101 408,750 20,000.000 X X SPS TECHNOLOGIES INC COM 784626103 551,250 14,700.000 X X -------------- PAGE TOTAL 39,838,328
55
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- SAFEGUARD SCIENTIFIC INC SUB NT CONV 144A 786449AD0 1,593,750 1,500,000.000 X X SAFEGUARD SCIENTIFICS INC COM 786449108 347,200 5,600.000 X X SAFEWAY INC COM NEW 786514208 4,722,300 95,400.000 X X SAGA SYS INC COM 786610105 211,650 16,600.000 X X SANMINA CORP SUB DEB CONV 144A 800907AA5 10,086,435 9,036,000.000 X X SAWTEK INC COM 805468105 715,650 15,600.000 X X SCHAWK INC CLASS A 806373106 308,344 34,500.000 X X SCHERING PLOUGH CORP COM 806605101 9,688,400 183,800.000 X X SCHOLASTIC CORP 807066105 1,594,688 31,500.000 X X SCHULMAN A INC COM 808194104 2,103,750 122,400.000 X X SCHWAB CHARLES CORP NEW COM STK 808513105 3,976,263 36,400.000 X X SCHWEITZER MAUDUIT INTL INC COM 808541106 319,600 22,100.000 X X SCIENTIFIC GAMES HLDGS CORP COM 808747109 2,078,625 107,000.000 X X SCOTSMAN INDS INC COM 809340102 323,000 15,000.000 X X -------------- PAGE TOTAL 38,069,655
56
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- SCOTTS CO CL A 810186106 811,975 17,200.000 X X SEAGATE TECHNOLOGY COM 811804103 433,063 16,900.000 X X SELECTIVE INS GROUP INC COM 816300107 2,221,363 116,900.000 X X SEMTECH CORP COM 816850101 635,925 12,200.000 X X SENSORMATIC ELECTRS CORP COM 817265101 1,145,663 82,200.000 X X SEQUENT COMPUTER SYS INC COM 817338106 750,825 42,300.000 X X SHAW INDS INC COM 820286102 495,000 30,000.000 X X SHOPKO STORES INC COM 824911101 3,331,888 92,600.000 X X SHURGARD STORAGE CTRS INC CL A 82567D104 764,638 28,300.000 X X SIGCORP INC COM 826912107 849,375 30,000.000 X X SIMON PPTY GROUP INC NEW COM 828806109 25,626,299 1,009,497.000 X X SIMON PPTY GROUP INC NEW PFD CONV SER B 6.5PCT 828806406 5,667,662 73,606.000 X X SIMPSON MFG INC COM 829073105 1,809,750 38,100.000 X X SIPEX CORP COM 829909100 690,850 33,700.000 X X -------------- PAGE TOTAL 45,234,276
57
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- SKY FINL GROUP INC COM 83080P103 991,955 36,402.000 X X SKYLINE CORP COM 830830105 2,040,700 69,800.000 X X SKYWEST INC 830879102 1,377,863 55,000.000 X X SMART MODULAR TECHNOLOGIES INC COM 831690102 290,163 16,700.000 X X SMITH A O CORP COM 831865209 2,557,700 92,600.000 X X SNAP ON INC COM 833034101 680,325 18,800.000 X X SOLUTIA INC COM 834376105 615,931 28,900.000 X X SOUTH JERSEY INDS INC COM 838518108 203,850 7,200.000 X X SOUTHDOWN INC COM 841297104 411,200 6,400.000 X X SOUTHERN CO COM 842587107 1,886,800 71,200.000 X X SOUTHTRUST CORP COM 844730101 429,800 11,200.000 X X SOUTHWEST AIRLS CO COM 844741108 9,595,838 308,300.000 X X SOUTHWEST BANCORPORATION TEX COM 84476R109 1,648,800 91,600.000 X X SOUTHWEST GAS CORP COM 844895102 859,188 30,200.000 X X -------------- PAGE TOTAL 23,590,113
58
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- SOVRAN SELF STORAGE INC COM 84610H108 309,781 11,500.000 X X SPARTECH CORP COM NEW 847220209 2,697,063 86,500.000 X X SPECIALTY EQUIP COS INC COM 847497203 229,613 7,800.000 X X SPEEDFAM IPEC INC COM 847705100 5,121,689 318,860.000 X X SPIEKER PPTYS INC COM 848497103 13,139,750 338,000.000 X X SPORTSLINE USA INC COM 848934105 287,000 8,000.000 X X SPRINT CORP COM 852061100 2,260,375 42,800.000 X X SPRINT CORP PCS COM SER 1 852061506 542,688 9,500.000 X X SS+C TECHNOLOGIES INC COM 85227Q100 83,875 11,000.000 X X STANDARD MTR PRODS INC CL A 853666105 1,090,250 44,500.000 X X STANDARD PAC CORP NEW COM 85375C101 951,825 73,600.000 X X STAPLES INC COM 855030102 12,405,225 400,000.000 X X STARWOOD HOTELS + RESORTS 1 CL B SH BEN INT+ 1 COMMON 85590A203 16,045,313 525,000.000 X X STATE STREET CORPORATION COM 857477103 16,451,763 192,700.000 X X -------------- PAGE TOTAL 71,616,210
59
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- STATION CASINOS INC 857689103 203,750 10,000.000 X X STEINWAY MUSICAL INSTRS INC ORD COM 858495104 522,050 19,700.000 X X STERLING BANCSHARES INC COM 858907108 1,163,625 87,000.000 X X STERLING SOFTWARE INC. COM 859547101 1,363,731 51,100.000 X X STEWART INFORMATION SVCS CORP COM 860372101 2,088,688 96,400.000 X X STILLWATER MNG CO COM 86074Q102 287,650 8,800.000 X X STORAGE USA INC COM 861907103 3,212,375 101,000.000 X X STRUCTURAL DYNAMICS RESH CORP COM RTS CALLABLE THRU 10AUG98 863555108 345,263 18,600.000 X X SUGEN INC COM 865041107 519,200 17,600.000 X X SUMMIT BANCORP COM 866005101 1,254,375 30,000.000 X X SUMMIT PPTYS INC COM 866239106 412,775 20,900.000 X X SUN CMNTYS INC COM 866674104 840,025 23,800.000 X X SUN MICROSYSTEMS INC COM 866810104 1,752,586 21,876.000 X X SUNOCO INC COM 86764P109 340,794 10,900.000 X X -------------- PAGE TOTAL 14,306,887
60
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- SUNTERRA CORP COM 86787D109 5,020,691 365,500.000 X X SUNTRUST BKS INC COM 867914103 1,097,113 15,800.000 X X SUNSTONE HOTEL INVS INC COM 867933103 2,988,981 352,000.000 X X SUPERIOR CONSULTANT INC COM 868146101 219,719 8,900.000 X X SUPERIOR INDS INTL INC COM 868168105 2,462,325 90,600.000 X X SUPERIOR TELECOM INC COM 868365107 1,950,438 78,875.000 X X SUPERVALU INC COM 868536103 2,247,656 87,500.000 X X SYBASE INC COM 871130100 1,185,800 107,800.000 X X SYKES ENTERPRISES INC COM 871237103 587,400 17,600.000 X X SYNOVUS FINL CORP COM 87161C105 836,738 42,100.000 X X SYNTEL INC COM 87162H103 309,600 34,400.000 X X SYSCO CORP COM 871829107 894,375 30,000.000 X X TCA CABLE TV INC COM 872241104 743,700 13,400.000 X X TJ INTL INC 872534102 2,840,338 92,400.000 X X -------------- PAGE TOTAL 23,384,874
61
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- TJX COS INC NEW COM 872540109 1,805,538 54,200.000 X X TNP ENTERPRISES INC COM 872594106 427,500 12,000.000 X X TRW INC COM 872649108 1,256,638 22,900.000 X X TALBOTS INC COM 874161102 2,350,875 62,600.000 X X TALK COM INC COM 874264104 883,125 78,500.000 X X TANDY CORP COM 875382103 2,404,650 49,200.000 X X TAUBMAN CENTERS INC REIT 876664103 2,082,306 157,900.000 X X TECH DATA CORP COM 878237106 202,725 5,300.000 X X TECHNITROL INC COM 878555101 538,575 16,700.000 X X TELEPHONE + DATA SYS INC COM 879433100 365,313 5,000.000 X X TELETECH HLDGS INC COM 879939106 159,975 15,800.000 X X TENNANT CO COM 880345103 1,570,425 48,900.000 X X TENNECO INC NEW COM 88037E101 775,938 32,500.000 X X TERADYNE INC COM RTS CALLABLE THRU 26MAR00 880770102 581,175 8,100.000 X X -------------- PAGE TOTAL 15,404,758
62
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- TEREX CORP NEW COM 880779103 730,500 24,000.000 X X TEXACO INC COM 881694103 3,477,188 55,700.000 X X TEXAS INSTRS INC COM 882508104 14,792,000 102,600.000 X X TEXAS REGL BANCSHARES INC CL A VTG 882673106 214,781 7,900.000 X X TEXAS UTILS CO COM 882848104 412,500 10,000.000 X X THERMO BIOANALYSIS CORP COM 88355H108 284,950 16,400.000 X X THERMO FIBERTEK INC SUB DEB CONV 144A 88355WAA3 1,419,500 1,700,000.000 X X THERMO ELECTRON CORP COM 883556102 3,009,375 150,000.000 X X THERMO OPTEK CORP SUB DEB CONV 144A 883582AA6 1,637,625 1,650,000.000 X X THERMOQUEST CORP COM 883655102 1,861,119 140,400.000 X X THOMAS + BETTS CORP COM 884315102 1,086,750 23,000.000 X X THOMAS INDS INC COM 884425109 403,850 19,700.000 X X THOR INDS INC COM 885160101 2,433,088 86,700.000 X X THORNBURG MTG ASSET CORP COM 885218107 233,113 23,600.000 X X -------------- PAGE TOTAL 31,996,339
63
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- TIFFANY + CO NEW COM 886547108 849,200 8,800.000 X X TIMBERLAND CO CL A 887100105 503,663 7,400.000 X X TIME WARNER INC COM 887315109 7,420,368 101,530.000 X X TORCHMARK INC COM 891027104 494,813 14,500.000 X X TOTAL RENAL CARE HLDGS INC COM 89151A107 8,332,281 541,600.000 X X TOWER AUTOMOTIVE INC COM 891707101 2,518,313 99,000.000 X X TOYS R US INC COM 892335100 1,079,888 52,200.000 X X TRANS WORLD ENTMT CORP COM 89336Q100 145,688 12,950.000 X X TRAVELERS PPTY CAS CORP CL A 893939108 2,210,563 56,500.000 X X TREDEGAR INDS INC COM 894650100 854,775 39,300.000 X X TRIAD GTY INC COM 895925105 1,940,838 108,200.000 X X TRICON GLOBAL RESTAURANTS INC COM 895953107 2,814,500 52,000.000 X X TRINET CORP RLTY TR INC COM 896287109 7,322,644 264,600.000 X X TRINITY INDS INC COM 896522109 351,750 10,500.000 X X -------------- PAGE TOTAL 36,839,284
64
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- TYCO INTL LTD NEW COM 902124106 287,000 4,000.000 X X UGI CORP NEW COM 902681105 829,706 41,100.000 X X UICI COM 902737105 353,600 12,800.000 X X UMB FINL CORP COM 902788108 815,577 19,205.000 X X UST CORP COM 902900109 1,572,988 53,000.000 X X USX MARATHON GROUP COM NEW 902905827 1,921,188 59,000.000 X X U S RESTAURANT PPTYS INC COM 902971100 299,625 14,100.000 X X US BANCORP DEL COM 902973106 3,094,000 91,000.000 X X URS CORP NEW COM 903236107 3,042,969 105,500.000 X X USG CORP COM NEW 903293405 487,200 8,700.000 X X ULTRAMAR DIAMOND SHAMROCK COM 904000106 436,250 20,000.000 X X UNICOM CORP COM 904911104 605,431 15,700.000 X X UNION PAC CORP COM 907818108 3,108,056 53,300.000 X X UNION PACIFIC RES GROUP INC COM 907834105 3,288,600 201,600.000 X X -------------- PAGE TOTAL 20,142,190
65
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 2,102,475 58,200.000 X X UNISOURCE WORLDWIDE INC COM 909208100 1,053,056 87,300.000 X X UNISYS CORP COM 909214108 4,789,313 123,000.000 X X UNISYS CORP PFD SER A CONV 3.75 909214207 1,953,750 30,000.000 X X UNITED DOMINION RLTY TR INC COM 910197102 1,184,225 101,500.000 X X UNITED HEALTHCARE CORP COM 910581107 6,325,125 101,000.000 X X UNITED ILLUM CO COM 910637107 1,670,738 39,400.000 X X UNITED PAYORS + UTD PROVIDERS COM 911319101 315,350 13,600.000 X X U S WEST INC NEW COM 91273H101 4,015,915 68,356.001 X X U S TR CORP NEW COM 91288L105 481,000 5,200.000 X X UNITED STATIONERS INC COM 913004107 1,910,325 87,600.000 X X UNITED TECHNOLOGIES CORP COM 913017109 5,723,259 79,687.000 X X UNITRIN INC COM 913275103 820,000 20,000.000 X X UNITRODE CORP COM 913283107 1,118,813 39,000.000 X X -------------- PAGE TOTAL 33,463,344
66
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 2,404,281 84,900.000 X X UNIVERSAL FST PRODS INC COM 913543104 2,373,300 110,600.000 X X US FREIGHTWAYS CORP COM 916906100 1,634,856 36,200.000 X X URBAN SHOPPING CTRS INC COM 917060105 3,420,900 108,600.000 X X USBANCORP INC COM 917292104 1,452,488 92,500.000 X X VARLEN CORP COM 922248109 868,450 21,900.000 X X VEECO INSTRS INC DEL COM 922417100 547,400 16,100.000 X X VETERINARY CTRS AMER INC COM 925514101 2,864,781 211,000.000 X X VIACOM INC CL B 925524308 6,349,200 144,300.000 X X VORNADO RLTY TR COM 929042109 1,695,000 48,000.000 X X VORNADO REALTY TR PFD CONV SER A 929042208 2,020,000 40,000.000 X X WMX TECHNOLOGIES INC SUB NT CONV 92929QAF4 2,182,500 2,000,000.000 X X WPS RES CORP COM 92931B106 1,831,150 61,100.000 X X WACHOVIA CORP NEW 929771103 710,169 8,300.000 X X -------------- PAGE TOTAL 30,354,475
67
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- WAL MART STORES INC COM 931142103 23,729,350 491,800.000 X X WALDEN RESIDENTIAL PPTYS INC COM 931210108 481,600 22,400.000 X X WALTER INDS INC COM 93317Q105 2,053,969 159,400.000 X X WARNER LAMBERT CO COM 934488107 7,968,300 115,200.000 X X WASHINGTON MUT INC COM 939322103 2,705,675 76,300.000 X X WASTE MGMT INC DEL SUB NT CONV 94106LAA7 7,194,513 5,488,000.000 X X WASTE MGMT INC DEL COM 94106L109 1,881,250 35,000.000 X X WATSCO INC COM 942622200 401,188 24,500.000 X X WATTS INDS INC CL A 942749102 1,342,525 71,200.000 X X WAUSAU MOSINEE PAPER CORP COM 943315101 1,400,400 78,600.000 X X WEBB DEL CORP COM 947423109 2,009,563 84,500.000 X X WEBSTER FINL CORP WATERBURY 947890109 938,525 34,600.000 X X WEEKS CORP COM 94856P102 15,845,281 519,600.000 X X WEINGARTEN RLTY INVS SH BEN INT 948741103 288,075 6,900.000 X X -------------- PAGE TOTAL 68,240,214
68
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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- WELLPOINT HEALTH NETWORKS INC CL A 94973H108 1,255,575 14,900.000 X X WELLS FARGO + CO NEW COM 949746101 4,104,000 96,000.000 X X WENDYS INTL INC COM 950590109 387,881 13,700.000 X X WESTFIELD AMER INC COM 959910100 498,006 32,700.000 X X WHIRLPOOL CORP COM 963320106 1,041,150 14,600.000 X X WILLIAMS COS INC COM 969457100 1,332,206 31,300.000 X X WIND RIV SYS INC 973149AC1 4,644,185 5,369,000.000 X X WIND RIV SYS INC COM 973149107 286,716 17,850.000 X X WORLD ACCESS INC COM 98141A101 322,050 22,800.000 X X WORLD COLOR PRESS INC DEL COM 981443104 1,345,875 49,600.000 X X WYNNS INTL INC COM 983195108 601,063 32,600.000 X X XILINX INC COM 983919101 297,700 5,200.000 X X XIRCOM INC COM 983922105 1,605,338 53,400.000 X X XEROX CORP COM 984121103 3,455,156 58,500.000 X X -------------- PAGE TOTAL 21,176,901
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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 - ------------------------------ ---------- -------------- -------------- ---- ----- ----- ---- ---- ------ ----- XTRA CORP COM 984138107 1,177,563 25,800.000 X X YAHOO INC COM 984332106 1,481,350 8,600.000 X X YANKEE ENERGY SYS INC COM 984779108 450,400 11,600.000 X X YELLOW CORP COM 985509108 647,875 36,500.000 X X ZEBRA TECHNOLOGIES CORP CL A 989207105 246,000 6,400.000 X X -------------- PAGE TOTAL 4,003,188 STOCK TOTAL 2,630,912,850 BONDS TOTAL 134,412,327 GRAND TOTAL 2,765,325,177 - - STOCK AND CONV BOND TOTAL 2,765,325,177 - - OTHER TOTAL 55,641,738
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