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Previous: TRW INC, 13F-NT, 2000-08-09 |
Next: UAL CORP /DE/, 10-Q, 2000-08-09 |
<PAGE> 1
UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
Check here if Amendment [ ]; Amendment Number
This Amendment:
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: TRW Investment Management Company
Address: 1900 Richmond Road, Cleveland, Ohio 44124
Form 13F File Number: 28-201
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing this 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:
Reporting Manager:
Name: Susan K. Hughes
Title: Assistant Secretary
Phone: (216) 291-7686
Signature, Place and Date of Signing:
/s/ Susan K. Hughes
--------------------------------
Lyndhurst, Ohio
--------------------------------
8-8-00
--------------------------------
Report Type:
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
<PAGE> 2
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 195
Form 13F Information Table Value Total: $790,768 (thousands)
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.
No. 1
Form 13F File Number: 28-191
Name: TRW Inc.
<PAGE> 3
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
------------------------------------------------------------------------------------------------------------------------------------
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6
------------------------------------------------------------------------------------------------------------------------------------
Name of issuer Title of class CUSIP Value Shrs or SH/PRN Put/Call Investment
(x$1000) prn amt discretion
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS INC COM 000886101 $5,259 62,700 SH Defined
AMR CORP COM 001765106 $4,230 160,000 SH Defined
AT&T CORP COM 001957109 $2,796 88,400 SH Defined
AT&T CORP COM LIB GRP A 001957208 $2,425 100,000 SH Defined
AT&T CORP COM WIRELES GRP 001957406 $2,481 89,000 SH Defined
AVX CORP NEW COM 002444107 $734 32,000 SH Defined
ABBOTT LABS COM 002824100 $5,258 118,000 SH Defined
ADOBE SYS INC COM 00724F101 $3,588 27,600 SH Defined
ADVANCED MICRO DEVICES INC COM 007903107 $2,928 37,900 SH Defined
AGILENT TECHNOLOGIES INC COM 00846U101 $2,508 34,000 SH Defined
ALCOA INC COM 013817101 $2,175 75,000 SH Defined
ALLSTATE CORP COM 020002101 $1,891 85,000 SH Defined
ALTERA CORP COM 021441100 $3,792 37,200 SH Defined
AMBAC FINL GROUP INC COM 023139108 $877 16,000 SH Defined
AMERADA HESS CORP COM 023551104 $4,817 78,000 SH Defined
AMERICA ONLINE INC DEL COM 02364J104 $7,280 138,000 SH Defined
<CAPTION>
-------------------------------------------------------------------------------------------------------------
Column 1 Column 7 Column 8
-------------------------------------------------------------------------------------------------------------
Voting Authority
--------------------------------------------
Name of issuer Other Sole Shared None
managers
-------------------------------------------------------------------------------------------------------------
<S> <C> <C>
ADC TELECOMMUNICATIONS INC 1 62,700
AMR CORP 1 160,000
AT&T CORP 1 88,400
AT&T CORP 1 100,000
AT&T CORP 1 89,000
AVX CORP NEW 1 32,000
ABBOTT LABS 1 118,000
ADOBE SYS INC 1 27,600
ADVANCED MICRO DEVICES INC 1 37,900
AGILENT TECHNOLOGIES INC 1 34,000
ALCOA INC 1 75,000
ALLSTATE CORP 1 85,000
ALTERA CORP 1 37,200
AMBAC FINL GROUP INC 1 16,000
AMERADA HESS CORP 1 78,000
AMERICA ONLINE INC DEL 1 138,000
</TABLE>
<PAGE> 4
<TABLE>
<CAPTION>
------------------------------------------------------------------------------------------------------------------------------------
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6
------------------------------------------------------------------------------------------------------------------------------------
Name of issuer Title of class CUSIP Value Shrs or SH/PRN Put/Call Investment
(x$1000) prn amt discretion
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
AMERICAN GENERAL CORP COM 026351106 $732 12,000 SH Defined
AMERICAN INTL GROUP INC COM 026874107 $5,405 46,000 SH Defined
AMGEN INC COM 031162100 $1,440 20,500 SH Defined
ANALOG DEVICES INC COM 032654105 $4,902 64,500 SH Defined
ANHEUSER BUSCH COS INC COM 035229103 $11,868 158,900 SH Defined
APPLIED MATLS INC COM 038222105 $5,501 60,700 SH Defined
APPLIED MICRO CIRCUITS CORP COM 03822W109 $1,580 16,000 SH Defined
ASHLAND INC COM 044204105 $6,210 177,100 SH Defined
BANK OF AMERICA CORPORATION COM 060505104 $8,884 206,600 SH Defined
BANK ONE CORP COM 06423A103 $1,089 41,000 SH Defined
BAXTER INTL INC COM 071813109 $773 11,000 SH Defined
BEA SYS INC COM 073325102 $2,324 47,000 SH Defined
BEAR STEARNS COS INC COM 073902108 $999 24,000 SH Defined
BELL ATLANTIC CORP COM 077853109 $4,116 81,000 SH Defined
BELLSOUTH CORP COM 079860102 $10,268 240,900 SH Defined
BOISE CASCADE CORP COM 097383103 $466 18,000 SH Defined
BRINKER INTL INC COM 109641100 $351 12,000 SH Defined
BRISTOL MYERS SQUIBB CO COM 110122108 $7,910 135,800 SH Defined
BROADCOM CORP CL A 111320107 $3,285 15,000 SH Defined
<CAPTION>
-------------------------------------------------------------------------------------------------------------
Column 1 Column 7 Column 8
-------------------------------------------------------------------------------------------------------------
Voting Authority
--------------------------------------------
Name of issuer Other Sole Shared None
managers
-------------------------------------------------------------------------------------------------------------
<S> <C> <C>
AMERICAN GENERAL CORP 1 12,000
AMERICAN INTL GROUP INC 1 46,000
AMGEN INC 1 20,500
ANALOG DEVICES INC 1 64,500
ANHEUSER BUSCH COS INC 1 158,900
APPLIED MATLS INC 1 60,700
APPLIED MICRO CIRCUITS CORP 1 16,000
ASHLAND INC 1 177,100
BANK OF AMERICA CORPORATION 1 206,600
BANK ONE CORP 1 41,000
BAXTER INTL INC 1 11,000
BEA SYS INC 1 47,000
BEAR STEARNS COS INC 1 24,000
BELL ATLANTIC CORP 1 81,000
BELLSOUTH CORP 1 240,900
BOISE CASCADE CORP 1 18,000
BRINKER INTL INC 1 12,000
BRISTOL MYERS SQUIBB CO 1 135,800
BROADCOM CORP 1 15,000
</TABLE>
<PAGE> 5
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6
-----------------------------------------------------------------------------------------------------------------------------------
Name of issuer Title of class CUSIP Value Shrs or SH/PRN Put/Call Investment
(x$1000) prn amt discretion
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
BROADVISION INC COM 111412102 $1,067 21,000 SH Defined
BROCADE COMMUNICATIONS SYS INC COM 111621108 $2,367 12,900 SH Defined
CIGNA CORP COM 125509109 $6,741 72,100 SH Defined
CHEVRON CORPORATION COM 166751107 $6,615 78,000 SH Defined
CIENA CORP COM 171779101 $4,251 25,500 SH Defined
CISCO SYS INC COM 17275R102 $26,313 415,600 SH Defined
CITIGROUP INC COM 172967101 $16,810 279,000 SH Defined
CLEVELAND CLIFFS INC COM 185896107 $271 10,500 SH Defined
COCA COLA CO COM 191216100 $976 17,000 SH Defined
COMVERSE TECHNOLOGY INC COMPAR $0.10 205862402 $4,027 43,300 SH Defined
CONAGRA INC COM 205887102 $2,936 154,000 SH Defined
COOPER INDS INC COM 216669101 $3,452 106,000 SH Defined
COORS ADOLPH CO CL B 217016104 $2,275 37,600 SH Defined
CORNING INC COM 219350105 $11,281 41,800 SH Defined
CROWN CORK & SEAL INC COM 228255105 $2,151 143,400 SH Defined
DTE ENERGY CO COM 233331107 $734 24,000 SH Defined
DARDEN RESTAURANTS INC COM 237194105 $650 40,000 SH Defined
DEERE & CO COM 244199105 $2,235 60,400 SH Defined
DELL COMPUTER CORP COM 247025109 $6,080 123,300 SH Defined
<CAPTION>
-------------------------------------------------------------------------------------------------------------
Column 1 Column 7 Column 8
-------------------------------------------------------------------------------------------------------------
Voting Authority
--------------------------------------------
Name of issuer Other Sole Shared None
managers
-------------------------------------------------------------------------------------------------------------
<S> <C> <C>
BROADVISION INC 1 21,000
BROCADE COMMUNICATIONS SYS INC 1 12,900
CIGNA CORP 1 72,100
CHEVRON CORPORATION 1 78,000
CIENA CORP 1 25,500
CISCO SYS INC 1 415,600
CITIGROUP INC 1 279,000
CLEVELAND CLIFFS INC 1 10,500
COCA COLA CO 1 17,000
COMVERSE TECHNOLOGY INC 1 43,300
CONAGRA INC 1 154,000
COOPER INDS INC 1 106,000
COORS ADOLPH CO 1 37,600
CORNING INC 1 41,800
CROWN CORK & SEAL INC 1 143,400
DTE ENERGY CO 1 24,000
DARDEN RESTAURANTS INC 1 40,000
DEERE & CO 1 60,400
DELL COMPUTER CORP 1 123,300
</TABLE>
<PAGE> 6
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6
-----------------------------------------------------------------------------------------------------------------------------------
Name of issuer Title of class CUSIP Value Shrs or SH/PRN Put/Call Investment
(x$1000) prn amt discretion
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
DIME BANCORP INC NEW COM 25429Q102 $1,692 107,400 SH Defined
DISNEY WALT CO COM DISNEY 254687106 $7,813 201,300 SH Defined
DOVER CORP COM 260003108 $3,598 88,700 SH Defined
DOW CHEM CO COM 260543103 $2,023 67,000 SH Defined
DOW JONES & CO INC COM 260561105 $10,409 142,100 SH Defined
DU PONT E I DE NEMOURS & CO COM 263534109 $1,006 23,000 SH Defined
DYCOM INDS INC COM 267475101 $2,162 47,000 SH Defined
E M C CORP MASS COM 268648102 $8,763 113,900 SH Defined
EMERSON ELEC CO COM 291011104 $785 13,000 SH Defined
ENTERGY CORP NEW COM 29364G103 $7,417 272,800 SH Defined
EXXON MOBIL CORP COM 30231G102 $20,292 258,500 SH Defined
F M C CORP COM NEW 302491303 $2,958 51,000 SH Defined
FEDERAL NATL MTG ASSN COM 313586109 $4,415 84,600 SH Defined
FEDERATED DEPT STORES INC DEL COM 31410H101 $1,316 39,000 SH Defined
FIRST DATA CORP COM 319963104 $4,169 84,000 SH Defined
FIRSTFED FINL CORP COM 337907109 $268 19,000 SH Defined
FIRSTENERGY CORP COM 337932107 $912 39,000 SH Defined
FLEETBOSTON FINL CORP COM 339030108 $8,051 236,800 SH Defined
FORD MTR CO DEL COM 345370100 $5,508 128,100 SH Defined
<CAPTION>
-------------------------------------------------------------------------------------------------------------
Column 1 Column 7 Column 8
-------------------------------------------------------------------------------------------------------------
Voting Authority
--------------------------------------------
Name of issuer Other Sole Shared None
managers
-------------------------------------------------------------------------------------------------------------
<S> <C> <C>
DIME BANCORP INC NEW 1 107,400
DISNEY WALT CO 1 201,300
DOVER CORP 1 88,700
DOW CHEM CO 1 67,000
DOW JONES & CO INC 1 142,100
DU PONT E I DE NEMOURS & CO 1 23,000
DYCOM INDS INC 1 47,000
E M C CORP MASS 1 113,900
EMERSON ELEC CO 1 13,000
ENTERGY CORP NEW 1 272,800
EXXON MOBIL CORP 1 258,500
F M C CORP 1 51,000
FEDERAL NATL MTG ASSN 1 84,600
FEDERATED DEPT STORES INC DEL 1 39,000
FIRST DATA CORP 1 84,000
FIRSTFED FINL CORP 1 19,000
FIRSTENERGY CORP 1 39,000
FLEETBOSTON FINL CORP 1 236,800
FORD MTR CO DEL 1 128,100
</TABLE>
<PAGE> 7
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6
-----------------------------------------------------------------------------------------------------------------------------------
Name of issuer Title of class CUSIP Value Shrs or SH/PRN Put/Call Investment
(x$1000) prn amt discretion
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
GPU INC COM 36225X100 $3,621 133,800 SH Defined
GTE CORP COM 362320103 $1,743 28,000 SH Defined
GANNETT INC COM 364730101 $1,232 20,600 SH Defined
GENERAL ELEC CO COM 369604103 $31,307 590,700 SH Defined
GENERAL MTRS CORP COM 370442105 $8,076 139,100 SH Defined
GEORGIA PAC CORP COM GA PAC GRP 373298108 $4,226 161,000 SH Defined
GLATFELTER P H CO COM 377316104 $147 14,400 SH Defined
GLOBESPAN INC COM 379571102 $1,831 15,000 SH Defined
HARTFORD FINL SVCS GROUP INC COM 416515104 $1,454 26,000 SH Defined
HEINZ H J CO COM 423074103 $963 22,000 SH Defined
HEWLETT PACKARD CO COM 428236103 $16,234 130,000 SH Defined
HOME DEPOT INC COM 437076102 $5,578 111,700 SH Defined
HONEYWELL INTL INC COM 438516106 $943 28,000 SH Defined
IMMUNEX CORP NEW COM 452528102 $1,236 25,000 SH Defined
INTEL CORP COM 458140100 $25,588 191,400 SH Defined
INTERNATIONAL BUSINESS MACHS COM 459200101 $8,009 73,100 SH Defined
JDS UNIPHASE CORP COM 46612J101 $5,119 42,700 SH Defined
JOHNSON & JOHNSON COM 478160104 $10,075 98,900 SH Defined
JOHNSON CTLS INC COM 478366107 $1,488 29,000 SH Defined
<CAPTION>
--------------------------------------------------------------------------------------------------------------
Column 1 Column 7 Column 8
--------------------------------------------------------------------------------------------------------------
Voting Authority
--------------------------------------------
Name of issuer Other Sole Shared None
managers
--------------------------------------------------------------------------------------------------------------
<S> <C> <C>
GPU INC 1 133,800
GTE CORP 1 28,000
GANNETT INC 1 20,600
GENERAL ELEC CO 1 590,700
GENERAL MTRS CORP 1 139,100
GEORGIA PAC CORP 1 161,000
GLATFELTER P H CO 1 14,400
GLOBESPAN INC 1 15,000
HARTFORD FINL SVCS GROUP INC 1 26,000
HEINZ H J CO 1 22,000
HEWLETT PACKARD CO 1 130,000
HOME DEPOT INC 1 111,700
HONEYWELL INTL INC 1 28,000
IMMUNEX CORP NEW 1 25,000
INTEL CORP 1 191,400
INTERNATIONAL BUSINESS MACHS 1 73,100
JDS UNIPHASE CORP 1 42,700
JOHNSON & JOHNSON 1 98,900
JOHNSON CTLS INC 1 29,000
</TABLE>
<PAGE> 8
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6
-----------------------------------------------------------------------------------------------------------------------------------
Name of issuer Title of class CUSIP Value Shrs or SH/PRN Put/Call Investment
(x$1000) prn amt discretion
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
KLA-TENCOR CORP COM 482480100 $1,171 20,000 SH Defined
K MART CORP COM 482584109 $695 102,000 SH Defined
KAMAN CORP CL A 483548103 $207 19,400 SH Defined
KEEBLER FOODS CO COM 487256109 $1,002 27,000 SH Defined
KEMET CORP COM 488360108 $366 14,600 SH Defined
KERR MCGEE CORP COM 492386107 $1,356 23,000 SH Defined
KNIGHT RIDDER INC COM 499040103 $3,484 65,500 SH Defined
KROGER CO COM 501044101 $265 120,000 SH Defined
LSI LOGIC CORP COM 502161102 $1,137 21,000 SH Defined
LAFARGE CORP COM 505862102 $626 29,800 SH Defined
LEHMAN BROS HLDGS INC COM 524908100 $6,941 73,400 SH Defined
LILLY ELI & CO COM 532457108 $6,722 67,300 SH Defined
LOEWS CORP COM 540424108 $3,438 57,300 SH Defined
LUCENT TECHNOLOGIES INC COM 549463107 $5,415 91,400 SH Defined
LYCOS INC COM 550818108 $918 17,000 SH Defined
MCCORMICK & CO INC COM NON VTG 579780206 $2,291 70,500 SH Defined
MCDERMOTT INTL INC COM 580037109 $220 25,000 SH Defined
MEDTRONIC INC COM 585055106 $1,146 23,000 SH Defined
MERCK & CO INC COM 589331107 $13,180 172,000 SH Defined
<CAPTION>
--------------------------------------------------------------------------------------------------------------
Column 1 Column 7 Column 8
--------------------------------------------------------------------------------------------------------------
Voting Authority
--------------------------------------------
Name of issuer Other Sole Shared None
managers
--------------------------------------------------------------------------------------------------------------
<S> <C> <C>
KLA-TENCOR CORP 1 20,000
K MART CORP 1 102,000
KAMAN CORP 1 19,400
KEEBLER FOODS CO 1 27,000
KEMET CORP 1 14,600
KERR MCGEE CORP 1 23,000
KNIGHT RIDDER INC 1 65,500
KROGER CO 1 120,000
LSI LOGIC CORP 1 21,000
LAFARGE CORP 1 29,800
LEHMAN BROS HLDGS INC 1 73,400
LILLY ELI & CO 1 67,300
LOEWS CORP 1 57,300
LUCENT TECHNOLOGIES INC 1 91,400
LYCOS INC 1 17,000
MCCORMICK & CO INC 1 70,500
MCDERMOTT INTL INC 1 25,000
MEDTRONIC INC 1 23,000
MERCK & CO INC 1 172,000
</TABLE>
<PAGE> 9
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6
-----------------------------------------------------------------------------------------------------------------------------------
Name of issuer Title of class CUSIP Value Shrs or SH/PRN Put/Call Investment
(x$1000) prn amt discretion
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
MERRILL LYNCH & CO INC COM 590188108 $4,370 38,000 SH Defined
MICROSOFT CORP COM 594918104 $15,696 196,200 SH Defined
MICRON TECHNOLOGY INC COM 595112103 $3,998 45,400 SH Defined
MORGAN J P & CO INC COM 616880100 $5,837 53,000 SH Defined
MORGAN STANLEY DEAN WTTER&CO COM NEW 617446448 $6,460 77,600 SH Defined
MOTOROLA INC COM 620076109 $610 21,000 SH Defined
NATIONAL SEMICONDUCTOR CORP COM 637640103 $3,433 60,500 SH Defined
NETWORK APPLIANCE INC COM 64120L104 $5,136 63,800 SH Defined
NEXTEL COMMUNICATIONS INC CL A 65332V103 $1,958 32,000 SH Defined
NORTEL NETWORKS CORP NEW COM 656568102 $1,024 15,000 SH Defined
NUCOR CORP COM 670346105 $1,759 53,000 SH Defined
NVIDIA CORP COM 67066G104 $1,144 18,000 SH Defined
OCCIDENTAL PETE CORP DEL COM 674599105 $2,549 121,000 SH Defined
ORACLE CORP COM 68389X105 $13,013 154,800 SH Defined
PG&E CORP COM 69331C108 $4,457 181,000 SH Defined
PE CORP COM PE BIO GRP 69332S102 $922 14,000 SH Defined
PMC SIERRA INC COM 69344F106 $2,132 12,000 SH Defined
PMI GROUP INC COM 69344M101 $2,750 57,900 SH Defined
PNC FINL SVS GROUP INC COM 693475105 $1,078 23,000 SH Defined
<CAPTION>
-------------------------------------------------------------------------------------------------------------
Column 1 Column 7 Column 8
-------------------------------------------------------------------------------------------------------------
Voting Authority
--------------------------------------------
Name of issuer Other Sole Shared None
managers
-------------------------------------------------------------------------------------------------------------
<S> <C> <C>
MERRILL LYNCH & CO INC 1 38,000
MICROSOFT CORP 1 196,200
MICRON TECHNOLOGY INC 1 45,400
MORGAN J P & CO INC 1 53,000
MORGAN STANLEY DEAN WTTER&CO 1 77,600
MOTOROLA INC 1 21,000
NATIONAL SEMICONDUCTOR CORP 1 60,500
NETWORK APPLIANCE INC 1 63,800
NEXTEL COMMUNICATIONS INC 1 32,000
NORTEL NETWORKS CORP NEW 1 15,000
NUCOR CORP 1 53,000
NVIDIA CORP 1 18,000
OCCIDENTAL PETE CORP DEL 1 121,000
ORACLE CORP 1 154,800
PG&E CORP 1 181,000
PE CORP 1 14,000
PMC SIERRA INC 1 12,000
PMI GROUP INC 1 57,900
PNC FINL SVS GROUP INC 1 23,000
</TABLE>
<PAGE> 10
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6
-----------------------------------------------------------------------------------------------------------------------------------
Name of issuer Title of class CUSIP Value Shrs or SH/PRN Put/Call Investment
(x$1000) prn amt discretion
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
PACCAR INC COM 693718108 $1,734 43,700 SH Defined
PACIFICARE HEALTH SYS DEL COM 695112102 $1,144 19,000 SH Defined
PATTERSON DENTAL CO COM 703412106 $2,397 47,000 SH Defined
PAYCHEX INC COM 704326107 $487 11,600 SH Defined
PENNEY J C INC COM 708160106 $2,889 156,700 SH Defined
PEPSI BOTTLING GROUP INC COM 713409100 $5,867 201,000 SH Defined
PEPSICO INC COM 713448108 $8,079 181,800 SH Defined
PFIZER INC COM 717081103 $21,154 440,700 SH Defined
PHILIP MORRIS COS INC COM 718154107 $664 25,000 SH Defined
PHILLIPS PETE CO COM 718507106 $1,369 27,000 SH Defined
PORTAL SOFTWARE INC COM 736126103 $1,725 27,000 SH Defined
PUBLIC SVC CO N MEX COM 744499104 $181 11,700 SH Defined
PUBLIC SVC ENTERPRISE GROUP COM 744573106 $3,913 113,000 SH Defined
PULTE CORP COM 745867101 $461 21,300 SH Defined
QUAKER OATS CO COM 747402105 $3,230 43,000 SH Defined
QUALCOMM INC COM 747525103 $2,400 40,000 SH Defined
READERS DIGEST ASSN INC CL A NON VTG 755267101 $1,590 40,000 SH Defined
REYNOLDS R J TOB HLDGS INC COM 76182K105 $2,866 102,600 SH Defined
ROBERT HALF INTL INC COM 770323103 $1,995 70,000 SH Defined
<CAPTION>
--------------------------------------------------------------------------------------------------------------
Column 1 Column 7 Column 8
--------------------------------------------------------------------------------------------------------------
Voting Authority
--------------------------------------------
Name of issuer Other Sole Shared None
managers
--------------------------------------------------------------------------------------------------------------
<S> <C> <C>
PACCAR INC 1 43,700
PACIFICARE HEALTH SYS DEL 1 19,000
PATTERSON DENTAL CO 1 47,000
PAYCHEX INC 1 11,600
PENNEY J C INC 1 156,700
PEPSI BOTTLING GROUP INC 1 201,000
PEPSICO INC 1 181,800
PFIZER INC 1 440,700
PHILIP MORRIS COS INC 1 25,000
PHILLIPS PETE CO 1 27,000
PORTAL SOFTWARE INC 1 27,000
PUBLIC SVC CO N MEX 1 11,700
PUBLIC SVC ENTERPRISE GROUP 1 113,000
PULTE CORP 1 21,300
QUAKER OATS CO 1 43,000
QUALCOMM INC 1 40,000
READERS DIGEST ASSN INC 1 40,000
REYNOLDS R J TOB HLDGS INC 1 102,600
ROBERT HALF INTL INC 1 70,000
</TABLE>
<PAGE> 11
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6
-----------------------------------------------------------------------------------------------------------------------------------
Name of issuer Title of class CUSIP Value Shrs or SH/PRN Put/Call Investment
(x$1000) prn amt discretion
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
ROCKWELL INTL CORP NEW COM 773903109 $1,607 51,000 SH Defined
RUBY TUESDAY INC COM 781182100 $151 12,000 SH Defined
SBC COMMUNICATIONS INC COM 78387G103 $8,849 204,600 SH Defined
SDL INC COM 784076101 $4,420 15,500 SH Defined
SAFEWAY INC COM NEW 786514208 $1,173 26,000 SH Defined
SCHERING PLOUGH CORP COM 806605101 $4,318 85,500 SH Defined
SCIENTIFIC ATLANTA INC COM 808655104 $2,831 38,000 SH Defined
SEARS ROEBUCK & CO COM 812387108 $4,917 150,700 SH Defined
SIEBEL SYS INC COM 826170102 $2,453 15,000 SH Defined
SPRINT CORP COM FON GROUP 852061100 $4,825 94,600 SH Defined
SPRINT CORP PCS COM SER 1 852061506 $3,969 66,700 SH Defined
SUN MICROSYSTEMS INC COM 866810104 $10,658 117,200 SH Defined
SYCAMORE NETWORKS INC COM 871206108 $1,545 14,000 SH Defined
SYSCO CORP COM 871829107 $7,081 168,100 SH Defined
TXU CORP COM 873168108 $310 10,500 SH Defined
TECH DATA CORP COM 878237106 $1,263 29,000 SH Defined
TERADYNE INC COM 880770102 $1,838 25,000 SH Defined
TEXACO INC COM 881694103 $1,544 29,000 SH Defined
TEXAS INSTRS INC COM 882508104 $6,395 93,100 SH Defined
<CAPTION>
-------------------------------------------------------------------------------------------------------------
Column 1 Column 7 Column 8
-------------------------------------------------------------------------------------------------------------
Voting Authority
--------------------------------------------
Name of issuer Other Sole Shared None
managers
-------------------------------------------------------------------------------------------------------------
<S> <C> <C>
ROCKWELL INTL CORP NEW 1 51,000
RUBY TUESDAY INC 1 12,000
SBC COMMUNICATIONS INC 1 204,600
SDL INC 1 15,500
SAFEWAY INC 1 26,000
SCHERING PLOUGH CORP 1 85,500
SCIENTIFIC ATLANTA INC 1 38,000
SEARS ROEBUCK & CO 1 150,700
SIEBEL SYS INC 1 15,000
SPRINT CORP 1 94,600
SPRINT CORP 1 66,700
SUN MICROSYSTEMS INC 1 117,200
SYCAMORE NETWORKS INC 1 14,000
SYSCO CORP 1 168,100
TXU CORP 1 10,500
TECH DATA CORP 1 29,000
TERADYNE INC 1 25,000
TEXACO INC 1 29,000
TEXAS INSTRS INC 1 93,100
</TABLE>
<PAGE> 12
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6
-----------------------------------------------------------------------------------------------------------------------------------
Name of issuer Title of class CUSIP Value Shrs or SH/PRN Put/Call Investment
(x$1000) prn amt discretion
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
TIFFANY & CO NEW COM 886547108 $1,148 17,000 SH Defined
TIME WARNER INC COM 887315109 $1,672 22,000 SH Defined
TOSCO CORP COM NEW 891490302 $1,084 38,300 SH Defined
TURNSTONE SYS INC COM 900423104 $1,657 100,000 SH Defined
UAL CORP COM PAR $0.01 902549500 $5,499 94,500 SH Defined
USX MARATHON GROUP COM NEW 902905827 $2,005 80,000 SH Defined
U S G CORP COM NEW 903293405 $2,336 76,900 SH Defined
USX-U S STL COM 90337T101 $238 12,800 SH Defined
ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 $6,987 281,600 SH Defined
UNION PAC CORP COM 907818108 $669 18,000 SH Defined
UNITED TECHNOLOGIES CORP COM 913017109 $4,946 84,000 SH Defined
UNITEDHEALTH GROUP INC COM 91324P102 $1,629 19,000 SH Defined
VALERO ENERGY CORP NEW COM 91913Y100 $635 20,000 SH Defined
VERITAS SOFTWARE CO COM 923436109 $4,690 41,500 SH Defined
VERISIGN INC COM 92343E102 $2,277 12,900 SH Defined
VIACOM INC CL B 925524308 $1,841 27,000 SH Defined
VISHAY INTERTECHNOLOGY INC COM 928298108 $3,126 82,400 SH Defined
VISTEON CORP COM 92839U107 $184 15,201 SH Defined
WAL MART STORES INC COM 931142103 $9,151 158,800 SH Defined
<CAPTION>
--------------------------------------------------------------------------------------------------------------
Column 1 Column 7 Column 8
--------------------------------------------------------------------------------------------------------------
Voting Authority
--------------------------------------------
Name of issuer Other Sole Shared None
managers
--------------------------------------------------------------------------------------------------------------
<S> <C> <C>
TIFFANY & CO NEW 1 17,000
TIME WARNER INC 1 22,000
TOSCO CORP 1 38,300
TURNSTONE SYS INC 1 100,000
UAL CORP 1 94,500
USX MARATHON GROUP 1 80,000
U S G CORP 1 76,900
USX-U S STL 1 12,800
ULTRAMAR DIAMOND SHAMROCK CORP 1 281,600
UNION PAC CORP 1 18,000
UNITED TECHNOLOGIES CORP 1 84,000
UNITEDHEALTH GROUP INC 1 19,000
VALERO ENERGY CORP NEW 1 20,000
VERITAS SOFTWARE CO 1 41,500
VERISIGN INC 1 12,900
VIACOM INC 1 27,000
VISHAY INTERTECHNOLOGY INC 1 82,400
VISTEON CORP 1 15,201
WAL MART STORES INC 1 158,800
</TABLE>
<PAGE> 13
<TABLE>
<CAPTION>
-----------------------------------------------------------------------------------------------------------------------------------
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6
-----------------------------------------------------------------------------------------------------------------------------------
Name of issuer Title of class CUSIP Value Shrs or SH/PRN Put/Call Investment
(x$1000) prn amt discretion
-----------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C>
WASHINGTON MUT INC COM 939322103 $1,617 56,000 SH Defined
WELLS FARGO & CO NEW COM 949746101 $1,938 50,000 SH Defined
WESTVACO CORP COM 961548104 $273 11,000 SH Defined
WEYERHAEUSER CO COM 962166104 $1,505 35,000 SH Defined
WHIRLPOOL CORP COM 963320106 $2,798 60,000 SH Defined
WORLDCOM INC GA NEW COM 98157D106 $8,372 182,500 SH Defined
XILINX INC COM 983919101 $2,510 30,400 SH Defined
YAHOO INC COM 984332106 $1,982 16,000 SH Defined
<CAPTION>
-------------------------------------------------------------------------------------------------------------
Column 1 Column 7 Column 8
-------------------------------------------------------------------------------------------------------------
Voting Authority
--------------------------------------------
Name of issuer Other Sole Shared None
managers
-------------------------------------------------------------------------------------------------------------
<S> <C> <C>
WASHINGTON MUT INC 1 56,000
WELLS FARGO & CO NEW 1 50,000
WESTVACO CORP 1 11,000
WEYERHAEUSER CO 1 35,000
WHIRLPOOL CORP 1 60,000
WORLDCOM INC GA NEW 1 182,500
XILINX INC 1 30,400
YAHOO INC 1 16,000
</TABLE>
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