-----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, RjOoTG/pPMrcBr5hYiG09aGTfCqcpMMO8FoWn5YdBrRv8X3n1gll7GjgtvAn82o7 nGE8/lBTVdzC4C2JWfXybQ== 0001015402-99-001277.txt : 19991115 0001015402-99-001277.hdr.sgml : 19991115 ACCESSION NUMBER: 0001015402-99-001277 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990930 FILED AS OF DATE: 19991112 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: 99746867 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: September 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 Corporation Address: 767 Fifth Avenue 15th Floor New York, NY 10153 Form 13F File Number: 28- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Michael Connors Title: Assistant Vice President Phone: (617) 985-7452 Signature, Place, and Date of Signing: /S/Michael Connors North Quincy, MA November 10, 1999 - ------------------- ----------------------- ----------------- [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).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 894 Form 13F Information Table Value Total: $2,330,320,432.00 List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] None
SECURITIES AND EXCHANGE COMMISSION 13-F WORKSHEET 7MBK - SEC 13F WORKSHEET AS OF 09/30/99 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 - ------------------------------ ----------- ----------- ---------- ---- ---------- ----- ---- ---- ------ ---- AGL RES INC 001204106 1,808,625 111,300 X X COM AMFM INC 001693209 13,041,680 80,000 X X PFD CONV 7PCT AMLI RESIDENTIAL PPTYS TR 001735109 277,200 13,200 X X SH BEN INT AMR CORP DEL 001765106 1,853,000 34,000 X X COM AT + T CORP 001957109 9,626,550 221,300 X X COM AT+T CORP 001957208 294,769 7,900 X X COM LIBERTY MEDIA GRP CL A AXA FINL INC 002451102 1,339,500 24,000 X X COM ACCEPTANCE INSURANCE CO 004308102 1,220,875 95,800 X X COM ACCLAIM ENTMT INC 004325205 612,056 80,600 X X COM PAR 0.02 ACTION PERFORMANCE COS INC 004933107 7,100,169 337,100 X X COM ACTEL CORP 004934105 2,479,500 130,500 X X COM ADVANCED DIGITAL INFORMATION 007525108 200,250 7,200 X X COM ADVO INC 007585102 616,069 30,900 X X COM ADVANTA CORP 007942105 1,016,438 69,500 X X CL A COM AETNA INC 008117103 1,413,475 28,700 X X COM AFFILIATED MANAGERS GROUP INC 008252108 1,700,400 62,400 X X COM ALBANY INTL CORP 012348108 1,070,850 70,800 X X NEW CLASS A ALBEMARLE CORP 012653101 1,461,075 72,600 X X COM ALCOA INC 013817101 9,371,438 151,000 X X COM ALEXANDRIA REAL ESTATE EQUIT 015271109 7,085,606 240,700 X X COM ALLIANT TECHSYSTEMS INC 018804104 1,836,781 26,500 X X COM ALLSTATE CORP 020002101 2,857,838 114,600 X X COM AMAZON COM INC 023135106 3,002,838 37,600 X X COM AMBAC FINL GROUP INC 023139108 544,813 11,500 X X COM AMERICA WEST HLDG CORP 023657208 1,771,069 102,300 X X CL B AMERICAN BUSINESS PRODS INC GA 024763104 1,543,500 98,000 X X COM AMERICAN EXPRESS CO 025816109 1,579,500 11,700 X X COM AMERICAN GEN CORP 026351106 1,328,250 21,000 X X COM AMERICAN HEALTH PPTYS INC 026494104 460,863 22,900 X X COM AMERICAN HOME PRODUCTS CORP 026609107 2,041,800 49,200 X X COM AMERICAN INDL PPTYS REIT 026791202 240,956 18,100 X X COM NEW AMERICAN INTL GROUP INC 026874107 15,321,865 176,240 X X COM AMERICAN MGMT SYS INC 027352103 1,198,147 46,700 X X COM AMERICAN PWR CONVERSION CORP 029066107 570,000 30,000 X X COM AMERUS LIFE HLDGS INC 030732101 955,556 45,100 X X COM AMERITECH CORP 030954101 7,997,975 119,500 X X NEW COM AMGEN INC 031162100 5,843,550 71,700 X X COM AMKOR TECHNOLOGY INC 031652100 519,225 32,200 X X COM ANADARKO PETE CORP 032511107 4,526,306 148,100 X X COM ANCHOR GAMING 033037102 946,050 15,900 X X COM ANHEUSER BUSCH COS INC 035229103 5,205,644 74,300 X X COM ANICOM INC 035250109 61,625 11,600 X X COM ANIXTER INTL INC 035290105 1,973,925 84,900 X X COM APACHE CORP 037411105 7,808,300 180,800 X X COM APEX INC 037548104 625,097 33,450 X X COM APPLE COMPUTER 037833100 2,177,950 34,400 X X COM NPV APRIA HEALTHCARE GROUP INC 037933108 906,175 54,100 X X COM ARCH COAL INC 039380100 237,631 19,300 X X COM ARCHSTONE CMNTYS TR 039581103 52,026,176 2,693,912 X X SH BEN INT ARCTIC CAT INC 039670104 406,406 42,500 X X COM ARDENT SOFTWARE INC 039794102 218,194 8,100 X X COM ARGOSY GAMING CORP 040228108 215,975 16,300 X X ARTESYN TECHNOLOGIES INC 043127109 237,109 12,500 X X COM ARVIN INDS INC 043339100 1,262,250 40,800 X X COM ASARCO INC 043413103 1,054,163 39,300 X X COM ASSOCIATED ESTATES RLTY CORP 045604105 157,106 17,100 X X COM AT HOME CORP 045919107 298,350 7,200 X X COM SER A ASSOCIATES FIRST CAP CORP 046008108 1,188,000 33,000 X X CL A ATMOS ENERGY CORP 049560105 1,715,288 71,100 X X COM AUTHENTIC FITNESS CORP 052661105 1,628,044 92,700 X X COM AUTOMATIC DATA PROCESSING INC 053015103 12,146,925 272,200 X X COM AVALONBAY CMNTYS INC 053484101 26,082,056 769,950 X X COM AVANT CORP 053487104 895,756 50,200 X X COM AVIS RENT A CAR INC 053790101 1,187,788 56,900 X X COM AZTAR CORP 054802103 2,012,075 196,300 X X COM BMC INDS INC MINN 055607105 136,669 11,100 X X COM BSB BANCORP INC 055652101 1,262,400 52,600 X X COM BMC SOFTWARE INC 055921100 4,422,563 61,800 X X COM BACOU USA INC 056439102 974,550 58,400 X X COM BAKER HUGHES INC 057224107 725,000 25,000 X X COM BANCWEST CORP NEW 059790105 1,202,500 29,600 X X COM BANK AMER CORP 060505104 4,237,819 76,100 X X COM BANK UTD CORP 065412108 1,029,525 31,800 X X CL A BANKATLANTIC BANCORP INC 065908105 306,403 48,300 X X COM BANTA CORP 066821109 1,970,194 88,300 X X COM STK BARNES GROUP INC 067806109 1,452,023 72,375 X X COM BARR LABS INC 068306109 660,400 20,800 X X COM BATTLE MTN GOLD CO 071593107 257,075 79,100 X X COM BAXTER INTL INC 071813109 903,750 15,000 X X COM BE AEROSPACE INC 073302101 288,888 24,200 X X COM BEDFORD PPTY INVS INC 076446301 4,056,750 240,400 X X COM PAR 0.02 DOLLARS BELL + HOWELL CO NEW 077852101 231,131 6,300 X X COM BELL ATLANTIC CORP 077853109 7,384,181 109,700 X X COM BELLSOUTH CORP 079860102 9,864,000 219,200 X X COM BERGEN BRUNSWIG CORP 083739102 365,200 35,200 X X CLASS A BERKLEY W R CORP 084423102 627,900 27,300 X X COM BERKSHIRE REALTY CO INC 084710102 432,000 36,000 X X COM BEST BUY CO INC 086516101 2,879,550 46,400 X X COM STK USD0.10 BETHLEHEM STL CORP 087509105 1,084,125 147,000 X X COM BIO RAD LABORATORIES INC 090572207 506,438 18,500 X X CLASS A COM STK BIO TECHNOLOGY GEN CORP 090578105 588,097 61,300 X X COM BLACK + DECKER CORPORATION 091797100 685,313 15,000 X X COM BLOCK DRUG INC 093644102 952,344 26,500 X X CL A BOB EVANS FARMS INC 096761101 2,353,313 115,500 X X COM BOISE CASCADE CORP 097383103 728,750 20,000 X X COM BOISE CASCADE OFFICE PRODS COR 097403109 778,650 71,600 X X COM BOMBAY INC 097924104 107,325 21,200 X X COM BOSTON PPTYS INC 101121101 9,470,163 308,600 X X COM BOWNE + CO INC 103043105 409,250 33,900 X X COM BOYDS COLLECTION LTD 103354106 344,225 28,100 X X COM BOYKIN LODGING CO 103430104 219,950 16,600 X X COM BRADLEY REAL ESTATE INC 104580105 455,700 24,800 X X COM BRADY CORP 104674106 1,600,000 50,000 X X CL A BRANDYWINE RLTY TR 105368203 4,873,375 299,900 X X SH BEN INT NEW BRISTOL MYERS SQUIBB CO 110122108 12,244,500 181,400 X X COM BROWN SHOE INC NEW 115736100 1,875,200 102,400 X X COM BRUNSWICK CORP 117043109 497,500 20,000 X X COM BUCKLE INC 118440106 450,225 26,100 X X COM BUFFETS INC 119882108 2,164,575 186,200 X X COM STK BUILDING ONE SVCS CORP 120114103 136,500 11,200 X X COM BURNS INTL SVCS CORP 122374101 1,102,950 68,400 X X COM C+D TECHNOLOGIES 124661109 479,325 13,200 X X COM CBL + ASSOC PPTYS INC 124830100 652,481 26,700 X X COM C CUBE MICROSYSTEMS INC 125015107 1,461,600 33,600 X X COM CD RADIO INC 125127100 1,030,200 40,400 X X COM CEC ENTMT INC 125137109 656,513 18,300 X X COM CIGNA CORP 125509109 1,632,750 21,000 X X COM CMP GROUP INC 125887109 822,900 31,200 X X COM CSG SYS INTL INC 126349109 1,688,225 61,600 X X COM CABOT CORP 127055101 1,662,500 70,000 X X COM CABOT INDL TR 127072106 768,075 39,900 X X COM SH BEN INT CAMBREX CORP 132011107 1,810,969 68,500 X X COM CAMDEN PPTY TR 133131102 12,304,880 457,856 X X CANADIAN NATL RY CO 136375409 1,033,750 20,000 X X PFD CONV SECS PCT CANANDAIGUA WINE INC 137219200 2,664,850 44,600 X X CL A CAPITAL AUTOMOTIVE REIT 139733109 263,588 21,300 X X COM SH BEN INT CAPITAL RE CORP 140432105 212,000 21,200 X X CAPITAL SR LIVING CORP 140475104 311,575 41,200 X X COM CAREMATRIX CORP 141706101 66,919 12,900 X X COM CARRAMERICA RLTY CORP 144418100 12,699,619 578,900 X X COM CARTER WALLACE INC. 146285101 1,884,025 105,400 X X COM CATALYTICA INC 148885106 430,500 28,700 X X COM CATO CORP NEW 149205106 1,568,635 111,300 X X CL A CELLSTAR CORP 150925105 395,250 52,700 X X COM CENDANT CORP 151313103 7,552,625 425,500 X X COM CENTER TR INC 151845104 245,863 22,100 X X COM CENTERPOINT PPTYS TR 151895109 16,108,875 487,200 X X COM CENTEX CORP 152312104 1,685,063 57,000 X X COM CENTRAL + SOUTH WEST CORP 152357109 422,500 20,000 X X COM CENTRAL GARDEN + PET CO 153527106 517,738 67,900 X X CENTRAL HUDSON GAS + ELEC CORP 153609102 1,626,188 41,300 X X COM CENTURYBUSINESS SVCS INC 156490104 546,375 47,000 X X COM CHAMPION ENTERPRISES INC 158496109 244,800 27,200 X X COM CHATEAU CMNTYS INC 161726104 408,200 15,700 X X COM CHECKPOINT SYS INC 162825103 740,344 79,500 X X COM CHELSEA GCA REALTY INC 163262108 5,145,388 162,700 X X COM CHESAPEAKE ENERGY CORP 165167107 320,850 82,800 X X COM CHEVRON CORP 166751107 5,715,500 64,400 X X COM CHICAGO TITLE CORP 168228104 535,163 13,400 X X COM CHITTENDEN CORP 170228100 290,700 10,200 X X COM CHURCH + DWIGHT INC 171340102 545,000 21,800 X X COM CILCORP INC 171794100 855,525 13,200 X X COM CIRCLE INTL GROUP INC 172574105 1,187,419 58,100 X X COM CIRRUS LOGIC INC 172755100 951,500 86,500 X X COM CITIGROUP INC 172967101 14,512,905 329,839 X X COM CITIZENS BKG CORP MICH 174420109 1,661,550 63,600 X X COM CLARCOR INC 179895107 1,674,525 99,600 X X CLARIFY INC 180492100 749,656 14,900 X X COM CLEVELAND CLIFFS INC 185896107 1,705,650 54,800 X X COM CLOROX CO 189054109 1,314,882 34,376 X X COM COACHMEN INDS INC 189873102 432,575 28,100 X X COM COCA COLA CO 191216100 9,464,184 196,227 X X COM COHU INC 192576106 346,450 16,400 X X COM COLEMAN CO INC 193559101 950,000 100,000 X X COLGATE PALMOLIVE CO 194162103 3,156,750 69,000 X X COM COLONIAL PPTYS TR 195872106 687,475 25,700 X X COM SH BEN INT COLUMBUS MCKINNON CORP NY 199333105 998,775 57,900 X X COM COMFORT SYS USA INC 199908104 271,425 23,100 X X COM COMCAST CORP 200300200 2,113,375 53,000 X X CL A SPL COMERICA INC 200340107 1,341,563 26,500 X X COM COMMERCE BANCORP INC N J 200519106 529,291 12,754 X X COM COMMERCIAL INTERTECH CORP 201709102 250,900 20,800 X X COM COMMERCIAL NET LEASE RLTY INC 202218103 329,375 31,000 X X COM COMMSCOPE INC 203372107 230,750 7,100 X X COM COMMUNITY FIRST BANKSHARES INC 203902101 901,125 53,400 X X COM COMMUNITY TR BANCORP INC 204149108 1,696,396 78,220 X X COM COMPUTER ASSOC INTL INC 204912109 9,865,575 161,400 X X COM COMPUTER SCIENCES CORP 205363104 3,635,156 51,700 X X COM COMPUWARE CORP 205638109 1,914,265 73,449 X X COM CONCORD COMMUNICATIONS INC 206186108 636,000 16,000 X X COM CONNECTICUT ENERGY CORP 207567108 390,744 10,100 X X COM CONOCO INC 208251405 686,592 25,081 X X CL B CONSECO INC 208464107 440,800 23,200 X X COM STK CONSOLIDATED GRAPHICS INC 209341106 754,038 17,900 X X COM CORN PRODUCTS INTL INC 219023108 2,605,450 85,600 X X COM CORNING INC 219350105 1,028,438 15,000 X X COM CORUS BANKSHARES INC 220873103 1,447,813 56,500 X X COM COST PLUS INC CALIF 221485105 487,425 10,050 X X COM COUSINS PPTYS INC 222795106 5,430,000 160,000 X X COM COVENTRY HELATH CARE INC 222862104 167,200 17,600 X X COM CREDENCE SYSTEMS CORP 225302108 4,487,500 100,000 X X COM CRESCENT REAL ESTATE EQUITIES 225756105 5,490,000 305,000 X X COM CRIIMI MAE INC 226603207 6,387,500 350,000 X X PFD SER B CONV CROWN AMERICAN RLTY 228186102 175,744 27,300 X X CROWN CORK + SEAL INC 228255105 242,500 10,000 X X COM CURTISS WRIGHT CORP 231561101 1,599,600 49,600 X X COM CYPRESS SEMICONDUCTOR CORP 232806109 1,373,850 63,900 X X COM CYPRUS AMAX MINERALS CO 232809103 1,646,538 83,900 X X COM CYTYC CORP 232946103 232,125 6,000 X X COM DII GROUP INC 232949107 696,713 19,800 X X COM DTE ENERGY CO 233331107 1,540,938 42,500 X X COM DANA CORP 235811106 742,500 20,000 X X COM DARDEN RESTAURANTS INC 237194105 1,173,750 60,000 X X COM DATA GEN CORP 237688106 1,046,806 49,700 X X COM DATASTREAM SYS INC 238124101 190,313 14,500 X X COM DAYTON HUDSON CORP 239753106 1,033,075 17,200 X X COM DEB SHOPS INC 242728103 432,900 22,200 X X COM DELL COMPUTER CORP 247025109 4,821,065 115,302 X X COM DELPHI FINL GROUP INC 247131105 1,653,913 54,788 X X DELTA AIR LINES INC DE 247361108 625,650 12,900 X X COM DENDRITE INTL INC 248239105 467,775 9,900 X X COM DEPARTMENT 56 INC 249509100 1,457,794 60,900 X X COM DEVELOPERS DIVERSIFIED RLTY 251591103 7,392,000 528,000 X X COM DEXTER CORP 252165105 1,138,031 30,500 X X COM DIME CMNTY BANCORP INC 253922108 1,359,125 65,500 X X COM DISNEY WALT CO 254687106 2,704,000 104,000 X X COM DOLLAR THRIFTY AUTOMOTIVE GRP 256743105 1,315,725 63,600 X X COM DOMINION RES INC VA 257470104 6,768,750 150,000 X X COM DOW CHEM CO 260543103 2,511,113 22,100 X X COM DOWNEY FINL CORP 261018105 1,626,100 80,800 X X COM DU PONT E I DE NEMOURS + CO 263534109 1,500,323 24,784 X X COM DUKE WEEKS REALITY CORP 264411505 26,520,020 1,360,001 X X COM NEW DYCOM INDS INC 267475101 455,625 10,800 X X COM E M C CORP MASS 268648102 7,702,374 107,878 X X COM ESS TECHNOLOGY INC 269151106 1,124,925 84,900 X X COM E SPIRE COMMUNICATIONS INC 269153102 190,675 26,300 X X COM EAGLE USA AIRFREIGHT INC 270018104 390,684 13,050 X X COM EARTHGRAINS CO 270319106 911,550 41,200 X X COM EASTERN UTILS ASSOC 277173100 585,550 19,600 X X COM EASTGROUP PPTYS INC 277276101 308,125 17,000 X X COM EASTMAN CHEM CO 277432100 981,922 24,625 X X COM EASTMAN KODAK CO 277461109 4,070,206 53,900 X X COM EL PASO ELEC CO 283677854 1,575,900 175,100 X X COM NEW ELETRONICS FOR IMAGING INC 286082102 298,156 5,800 X X EMERSON ELEC CO 291011104 5,686,875 90,000 X X COM EMPIRE DIST ELEC CO 291641108 347,650 13,600 X X COM ENGELHARD CORP 292845104 6,385,313 350,000 X X COM ENRON CORP 293561106 12,752,625 310,300 X X COM EQUITY INNS INC 294703103 306,850 36,100 X X COM EQUITY OFFICE PPTYS TR 294741103 185,146,934 7,963,309 X X COM ESSEX PROPERTY TRUST 297178105 6,687,038 191,400 X X COM ESTERLINE TECHNOLOGIES CORP 297425100 1,258,425 79,900 X X COM ETHYL CORP 297659104 186,775 48,200 X X COM EVEREN CAPITAL CORP 299761106 796,500 27,000 X X COM EXECUTONE INFORMATION SYS INC 301607107 78,000 26,000 X X COM EXXON CORP 302290101 19,984,594 263,000 X X COM F N B CORP PA 302520101 1,556,971 64,205 X X F Y I INC 302712104 619,850 18,400 X X COM FAIR ISSAC + CO INC 303250104 505,125 18,000 X X FAIRFIELD CMNTYS INC 304231301 224,219 20,500 X X FARMER BROS CO 307675108 647,400 3,900 X X COM FEDERAL HOME LN MTG CORP 313400301 1,991,600 38,300 X X COM FORMERLY SR PART PFD FEDERAL MOGUL CORP 313549107 413,438 15,000 X X COM FEDERAL NATL MTG ASSN 313586109 12,274,213 195,800 X X COM FEDERAL RLTY INVT TR 313747206 663,719 31,700 X X SH BEN INT NEW FERRO CORP 315405100 547,731 25,700 X X COM STK FIDELITY NATL FINL INC 316326107 321,975 21,200 X X COM FIRST AMERICAN FINL CORP 318522307 1,072,675 80,200 X X COM FIRST DATA CORP 319963104 2,193,750 50,000 X X COM FIRST REP BK SAN FRANCISCO CA 336158100 1,664,200 62,800 X X COM FIRST UN CORP 337358105 2,493,750 70,000 X X COM FIRSTFED FINL CORP DEL 337907109 1,633,250 94,000 X X COM FLAGSTAR BANCORP INC 337930101 1,130,063 73,500 X X COM FOOTSTAR INC 344912100 1,089,225 30,900 X X COM FORD MTR CO DEL 345370100 3,363,000 67,000 X X COM FORT JAMES CORP 347471104 1,417,106 53,100 X X COM FOSSIL INC 349882100 503,363 18,600 X X COM FRANKLIN COVEY CO 353469109 578,869 75,300 X X COM FRONTIER AIRLS INC NEW 359065109 447,450 47,100 X X COM FRONTIER INS GROUP INC NEW 359081106 111,125 12,700 X X COM FURNITURE BRANDS INTL INC 360921100 883,969 44,900 X X COM GATX 361448103 931,875 30,000 X X COM GBC BANCORP CALIF 361475106 1,484,125 76,600 X X GTE CORP 362320103 3,920,625 51,000 X X COM GABLES RESIDENTIAL TR 362418105 624,000 26,000 X X SH BEN INT GALLAGHER ARTHUR J + CO 363576109 1,331,250 25,000 X X COM GANNETT INC 364730101 2,214,000 32,000 X X COM GAP INC 364760108 3,835,200 119,850 X X COM GARDNER DENVER INC 365558105 189,063 12,500 X X COM GATEWAY INC 367626108 2,038,050 46,200 X X COM GENERAL DYNAMICS CORP 369550108 1,941,806 31,100 X X COM GENERAL ELEC CO 369604103 32,355,706 272,900 X X COM GENERAL GROWTH PPTYS INC 370021107 6,300,000 200,000 X X COM GENERAL MLS INC 370334104 1,468,363 18,100 X X COM GENESYS TELECOMMUNICATIONS LAB 371931106 383,775 8,400 X X COM GENLYTE GROUP INC 372302109 693,500 29,200 X X COM GENRAD INC 372447102 916,088 47,900 X X COM GENZYME CORP 372917104 9,958,813 221,000 X X COM GENZYME CORP 372917401 91,698 48,105 X X COM TISSUE REPAIR GENZYME CORP 372917500 169,890 29,546 X X COM MOLECULAR ONCOLOGY DIV GENZYME CORP 372917609 270,423 48,075 X X COM SURGICAL PRODS DIVISION GEORGIA PAC CORP 373298108 2,069,481 51,100 X X COM GERBER SCIENTIFIC INC 373730100 2,194,988 98,100 X X COM GIANT CEM HLDG INC 374450104 454,163 19,800 X X COM GILEAD SCIENCES INC 375558103 660,297 10,287 X X COM GILLETTE CO 375766102 3,472,485 102,320 X X COM GLATFELTER P H CO 377316104 976,388 59,400 X X COM GLIMCHER RLTY TR 379302102 358,375 24,400 X X COM GOODYEAR TIRE AND RUBBER 382550101 1,203,125 25,000 X X COM GOODYS FAMILY CLOTHING INC 382588101 80,625 10,000 X X COM GRACO INC 384109104 479,063 14,600 X X COM GRAND UN CO 386532402 482,066 35,300 X X COM PAR 1.00 GRANITE CONSTR INC 387328107 1,972,931 75,700 X X GREAT LAKES REIT INC 390752103 230,456 15,300 X X COM GREATER BAY BANCORP 391648102 457,313 13,500 X X COM GREY WOLF INC 397888108 524,100 174,700 X X COM GROUP 1 AUTOMOTIVE INC 398905109 650,094 35,500 X X COM GTECH HLDGS CORP 400518106 953,969 44,500 X X COM GUIDANT CORP 401698105 1,297,725 24,200 X X COM HCC INS HLDGS INC 404132102 509,419 30,300 X X HA LO INDS INC 404429102 305,000 48,800 X X COM HADCO CORP 404681108 1,496,450 34,600 X X COM HALLIBURTON CO 406216101 1,193,100 29,100 X X COM HAMBRECHT + QUIST GROUP INC 406545103 234,900 4,800 X X COM HAMILTON BANCORP INC FLA 407013101 671,500 31,600 X X COM HANDLEMAN CO DEL 410252100 1,869,575 141,100 X X COM HARLAND JOHN H CO 412693103 1,310,088 67,400 X X COM HARLEYSVILLE GROUP INC 412824104 1,147,500 81,600 X X COM HARTFORD FINANCIAL SVCS GRP 416515104 2,011,050 49,200 X X COM HAVERTY FURNITURE COS INC 419596101 1,692,150 116,700 X X COM HAWAIIAN ELEC INDS INC 419870100 2,128,844 60,500 X X COM HEALTH CARE PPTY INVS INC 421915109 367,500 14,000 X X COM HEALTHCARE RLTY TR 421946104 730,669 39,092 X X COM HERBALIFE INTL INC 426908208 1,741,550 114,200 X X CL A HERTZ CORP 428040109 660,000 15,000 X X CL A HEWLETT PACKARD CO 428236103 1,380,000 15,000 X X COM 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