I represent that I am authorized to submit this form and that all information in
this form and the attachments to it is true, correct and complete and I
understand that all required items, statements and schedules are integral
parts of this form and that the submission of any amendment represents that
all unamended items, statements and schedules remain true, correct and
complete as previously submitted.
I am signing this report as required by the Securities Exchange Act of 1934.
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D. C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 1998
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: First Investors Management Company, Inc.
Address: 581 Main Street
Woodbridge, N. J. 07095
13F File Number: 28-277
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: Joseph I. Benedek
Title: Treasurer
Phone: 732 - 855 - 2712
Signature, Place, and Date of Signing:
Joseph I. Benedek Woodbridge, N. J. April 30, 1998
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
List of Other Managers Reporting for this Manager:
First Investors Global Fund, Inc.
First Investors Blue Chip Fund, Inc.
First Investors Special Situations Fund, Inc.
First Investors Utilities Income Fund, Inc.
First Investors Growth and Income Fund, Inc.
First Investors Life Series Blue Chip Fund, Inc.
First Investors Life Series Discovery Fund, Inc.
First Investors Life Series Growth Fund, Inc.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 8
Form 13 F Information Table Entry Total 736
Form 13F Information Table Value Total: $1,983,209
List of Other Included Managers:
No. 13F File Number Name
01 28-277 First Investors Global Fund, Inc.
02 28-277 First Investors Blue Chip Fund, Inc.
03 28-277 First Investors Special Situations Fund, Inc.
04 28-277 First Investors Utilities Income Fund, Inc.
05 28-277 First Investors Growth and Income Fund, Inc.
06 28-277 First Investors Life Blue Chip Fund, Inc.
07 28-277 First Investors Life Series Discovery Fund, Inc.
08 28-277 First Investors Life Series Growth Fund, Inc.
<PAGE>
<TABLE>
<C> <C>
NAME OF ISSUER
TITLE OF
CUSI
P
FAIR
SHARES OR
INVESTMENT DISCRETION
MNGRS
V
OTING AUTHORITY
CLASS
NUMB
ER
MARKET
PRINCIPAL
SOLE
SHARED
NONE
VALUE
AMOUNT
D
3COM
COM
885535
104
341
9,500
X
9,500
D
A T & T CORP.
COM
1957
109
4,600
70,100
X
70,100
D
ABBOTT LABORATORIES
COM
2824
10
2,551
33,875
X
33,875
D
ABBOTT LABS
COM
2824
100
9,791
130,000
X
130,000
D
ACE LTD
COM
G0070K
103
8,389
222,600
X
222,600
D
ACE*COMM CORP.
COM
4404
109
569
77,100
X
77,100
D
ACTIVISION
COM
4930
202
806
75,000
X
75,000
D
ADC TELECOMMUNICATIONS
COM
886
101
1,510
54,800
X
54,800
D
ADIDAS SALOMON AG
COM
403197
6
2,398
13,480
X
13,480
D
ADVANCED FIBRE COMMN
COM
00754A
10
909
25,000
X
25,000
D
ADVO, INC.
COM
7585
102
677
24,500
X
24,500
D
AES CORPORATION
COM
00130H
105
1,405
26,800
X
26,800
D
AFFILIATED NEWSPAPER
COM
00825R
103
250
2,500
X
2,500
D
AIR EXPRESS INT'L
COM
9104
10
631
23,750
X
23,750
D
AIR PRODUCTS AND CHEMICALS
COM
9158
106
3,481
42,000
X
42,000
D
AIRTOUCH COMMUNICATION
COM
00949T
100
8,549
174,700
X
174,700
D
AKZO NOBEL NV
COM
401190
1
1,969
9,690
X
9,690
D
ALCATEL ALSTHOM CIE
COM
421682
5
1,059
5,640
X
5,640
D
ALCOA
COM
22249
106
489
7,100
X
7,100
D
ALLIANZ AG
COM
540079
1
375
1,250
X
1,250
D
ALLIED IRISH BANKS PLC
COM
1978
3
1,889
152,285
X
152,285
D
ALLSTATE CORP
COM
20002
101
11,786
128,200
X
128,200
D
AMER COMM SVC WTS
COM
02520B
110
2,080
13,000
X
13,000
D
AMER EXPRS
COM
25816
109
9,310
101,400
X
101,400
D
AMER RADIO 11 3/8% (SERIES)
PFD
29161
700
320
2,705
X
2,705
D
AMEREN CORPORATION
COM
23608
102
974
23,118
X
23,118
D
AMERICA ONLINE INC
COM
02364J
104
547
8,000
X
8,000
D
AMERICAN ELECTRIC POWER
COM
25537
101
3,337
66,400
X
66,400
D
AMERICAN EXPRESS CO
COM
25816
10
5,444
59,300
X
59,300
D
AMERICAN FINANCIAL GROUP IN
COM
25932
104
304
7,000
X
7,000
D
AMERICAN HOME PRODUCTS
COM
26609
107
4,139
43,400
X
43,400
D
AMERICAN INTERNATIONAL GROUP
COM
26874
107
3,857
30,627
X
30,627
D
AMERICAN INT'L GROUP
COM
26874
107
12,605
100,087
X
100,087
D
AMERICAN MGMT SYSTEM
COM
27352
10
853
31,000
X
31,000
D
AMERICAN ONCOLOGY RESOURCES
COM
28910
107
2,759
180,900
X
180,900
D
AMERICAN RESIDENTIAL SVCS
COM
28911
105
633
63,722
X
63,722
D
AMERICAN SKIING CORP
COM
29654
308
838
50,000
X
50,000
D
AMERICAN WATER WORKERS INC.
COM
30411
102
1,263
40,000
X
40,000
D
AMOCO
COM
31905
102
7,247
83,900
X
83,900
D
AMP INC.
COM
31897
101
731
16,700
X
16,700
D
ANALOG DEVICES 3.5%
SDCV
32654
AB1
2,456
1,500
X
0
D
ANALOG DEVICES INC
COM
32654
105
1,350
40,600
X
40,600
D
ANALOG DEVICES INC.
COM
32654
10
2,638
79,350
X
79,350
D
ANDREW CORPORATION
COM
34425
108
115
5,800
X
5,800
D
ANHEUSER BUSH BUD
COM
35229
103
4,784
103,300
X
103,300
D
APOLLO GROUP, INC.
COM
37604
105
3,609
75,000
X
75,000
D
APPLE SOUTH, INC.
COM
37857
109
1,050
70,869
X
70,869
D
ARBOR DRUGS
COM
38760
104
330
14,000
X
14,000
D
ASCEND COMMUNICATIONS, INC.
COM
43491
109
1,704
45,000
X
45,000
D
ASHLAND INC.
COM
44204
105
861
15,200
X
15,200
D
ASSOCIATED BANC-CORP
COM
45487
10
818
15,160
X
15,160
D
ASSOCIATED BRIT FOOD
COM
36931
4
1,089
106,400
X
106,400
D
ASSOCIATES FIRST A
COM
46008
108
1,027
13,000
X
13,000
D
ASSURANCE GEN
COM
403473
7
3,118
55,400
X
55,400
D
ASTORIA FINANCIAL
COM
46265
104
1,545
25,000
X
25,000
D
ASTORIA FINL PFD SER B 12.0
PFD
46265
203
1,229
40,800
X
40,800
D
AT&T WHEN ISSUE
COM
1957
109
814
12,400
X
12,400
D
ATLANTIC RICHFIELD CO
COM
48825
103
5,504
70,000
X
70,000
D
AUST &NEW ZEALAND BNKG GRP
COM
606558
6
1,353
202,000
X
202,000
D
AUTOMATIC DATA PROCESSING
COM
53015
103
6,568
96,500
X
96,500
D
AVERY DENNISON CORP
COM
53611
109
4,297
80,500
X
80,500
D
AVIS RENT A CAR, INC
COM
53790
101
973
30,000
X
30,000
D
AVNET
COM
53807
103
340
5,900
X
5,900
D
AVX CORP
COM
2444
107
161
8,000
X
8,000
D
AXA-UAP
COM
402692
7
2,549
24,750
X
24,750
D
AYALA LAND INC
COM
605511
2
503
1,045,000
X
1,045,000
D
B O C GROUP
COM
10812
0
3,446
216,026
X
216,026
D
BALTIMORE GAS & ELEC CO
COM
59165
100
1,585
48,500
X
48,500
D
BANC ONE CORP
COM
59438
101
3,099
49,000
X
49,000
D
BANCO POPULAR REG
COM
528614
0
2,892
29,800
X
29,800
D
BANCO SANTANDER SA
COM
525478
3
3,038
61,000
X
61,000
D
BANGKOK BANK PUB FRG
COM
607701
9
294
112,000
X
112,000
D
BANK AMERICA
COM
66050
105
4,437
53,700
X
53,700
D
BANK OF NEW YORK
COM
64057
102
1,822
29,000
X
29,000
D
BANK OF SCOTLAND
COM
7645
4
1,750
149,700
X
149,700
D
BANK TOKYO-MITSUBISH
COM
607036
4
935
77,000
X
77,000
D
BANKBOSTON CORP
COM
06605R
106
8,511
77,200
X
77,200
D
BANQUE NAT DE PARIS
COM
413366
7
3,107
39,982
X
39,982
D
BARNES & NOBLE
COM
67774
109
702
18,000
X
18,000
D
BARNETT INC
COM
68062
108
366
17,000
X
17,000
D
BARRETT RESOURCES
COM
68480
20
234
6,700
X
6,700
D
BASS PLC
COM
24319
5
3,666
191,178
X
191,178
D
BAXTER INTERNATIONAL
COM
71813
109
2,326
42,200
X
42,200
D
BAYER AG
COM
506921
1
6,643
146,000
X
146,000
D
BED BATH & BEYOND INC.
COM
75896
100
1,085
23,500
X
23,500
D
BELL ATLANTIC
COM
77853
109
11,808
115,200
X
115,200
D
BELLSOUTH CORP
COM
79860
102
4,567
67,600
X
67,600
D
BEMIS CO
COM
81437
105
496
11,000
X
11,000
D
BERINGER WINE EST B
COM
84102
10
620
12,000
X
12,000
D
BEST FOODS INC.
COM
08658U
101
5,657
48,400
X
48,400
D
BILLING CONCEPTS CORP.
COM
90063
108
259
10,000
X
10,000
D
BILLITON PLC
COM
5665
0
1,234
458,300
X
458,300
D
BIOMET
COM
90613
100
510
17,000
X
17,000
D
BIRMINGHAM STEEL CORPORATION
COM
91250
100
1,643
100,332
X
100,332
D
BISYS
COM
55472
104
599
17,000
X
17,000
D
BLACK BOX CORP
COM
91826
107
111
3,000
X
3,000
D
BOEING
COM
97023
105
5,265
101,000
X
101,000
D
BOEING CO
COM
97023
10
2,763
53,000
X
53,000
D
BOISE CASCADE CORP
COM
97383
103
2,763
76,622
X
76,622
D
BOSTON EDISON
COM
100599
109
1,875
44,700
X
44,700
D
BRADY WH CO
COM
104674
10
302
9,000
X
9,000
D
BRISTOL-MYERS SQUIBB
COM
110122
108
11,422
109,500
X
109,500
D
BRITISH PETE CO PLC
COM
13849
5
2,736
189,563
X
189,563
D
BTR PLC
COM
6788
9
1,222
372,400
X
372,400
D
BUDGET GROUP, INC.
COM
119003
101
1,830
48,800
X
48,800
D
BUILDING MATERIAL HOLDING
COM
120113
105
1,072
78,650
X
78,650
D
BUSH BOAKE ALLEN INC
COM
123162
10
507
15,900
X
15,900
D
C K E RESTAURANTS INC.
COM
12561E
105
309
8,400
X
8,400
D
CABLE & WIRELESS COMM.
COM
12682P
104
828
25,000
X
25,000
D
CADENCE DESIGN
COM
127387
108
5,228
151,000
X
151,000
D
CAL DIVE INTERNATIONAL
COM
127914
109
20
600
X
600
D
CALPINE CORPORATION
COM
131347
106
187
10,500
X
10,500
D
CANADIAN IMPERIAL
COM
217052
5
1,529
44,100
X
44,100
D
CANADIAN IMPERIAL BANK
COM
136069
10
1,572
45,400
X
45,400
D
CANADIAN NATIONAL RAILWAY
COM
136375
10
3,142
49,100
X
49,100
D
CANADIAN PACIFIC LTD.
COM
736440
302
3,664
124,200
X
124,200
D
CARDIOVASCULAR DYNAMICS INC
COM
14160K
102
724
140,351
X
140,351
D
CARLTON COMM PLC
COM
34192
5
1,653
209,000
X
209,000
D
CATERPILLAR
COM
149123
101
661
12,000
X
12,000
D
CEMIG PREF
PFD
219271
2
921
8,943,700
X
8,943,700
D
CENDANT 7.50% 2/16/01
PFD
151313
301
2,606
50,000
X
50,000
D
CENDANT CORP
COM
151313
103
8,138
205,375
X
205,375
D
CENTOCOR
COM
152342
101
1,718
38,500
X
38,500
D
CENTRAL & SOUTH WEST CORP
COM
152357
109
1,338
50,000
X
50,000
D
CENTRAL NEWSPAPERS INC.
COM
1546L4
710
327
4,600
X
4,600
D
CENTURA BANKS, INC.
COM
15640T
100
2,900
40,700
X
40,700
D
CENTURY TEL TELEPHNE
COM
156686
107
3,991
65,300
X
65,300
D
CHAMPION ENTERPRISES INC.
COM
158496
109
302
11,300
X
11,300
D
CHANCELOR MEDIA CORP
COM
158915
108
2,624
57,200
X
57,200
D
CHARTER ONE FINANCIAL, INC.
COM
160903
100
3,962
59,195
X
59,195
D
CHASE MANHATTAN CORP
COM
16161A
108
4,640
34,400
X
34,400
D
CHECKFREE HOLDINGS CORP
COM
162816
102
2,958
133,692
X
133,692
D
CHECKPOINT SYSTEMS, INC.
COM
162825
103
1,992
93,721
X
93,721
D
CHEMFIRST INC.
COM
16361A
106
443
16,700
X
16,700
D
CHEVRON
COM
166751
107
8,264
102,900
X
102,900
D
CHILDREN'S PLACE
COM
168905
107
608
67,500
X
67,500
D
CHIREX INC.
COM
170038
103
1,146
60,500
X
60,500
D
CHRYSLER CORP.
COM
171196
108
2,078
50,000
X
50,000
D
CHUBB
COM
171232
101
2,743
35,000
X
35,000
D
CIENA CORP
COM
171779
101
767
18,000
X
18,000
D
CINAR FILMS INC. CL B
COM
171905
300
4,028
94,500
X
94,500
D
CINCINNATI BELL, INC.
COM
171870
108
5,768
161,900
X
161,900
D
CISCO SYSTEMS
COM
17275R
102
14,643
214,150
X
214,150
D
CISCO SYSTEMS
COM
17275R
10
5,108
74,700
X
74,700
D
CITICORP
COM
173034
109
6,674
47,000
X
47,000
D
CITICORP
COM
173034
10
3,530
24,860
X
24,860
D
CMC INDUSTRIES, INC.
COM
125708
107
328
32,000
X
32,000
D
CMS ENERGY CORP
COM
125896
100
2,934
62,500
X
62,500
D
COASTAL CORPORATION
COM
190441
105
2,657
40,800
X
40,800
D
COCA-COLA COMPANY
COM
191216
10
2,741
35,400
X
35,400
D
COCA COLA
COM
191216
100
8,100
104,600
X
104,600
D
COCA COLA FEMSA SA L
COM
214189
9
248
119,800
X
119,800
D
COLUMBIA ENERGY GROUP
COM
197648
108
1,975
25,400
X
25,400
D
COLUMBIA HEATLHCARE GROUP
COM
197677
107
2,572
79,750
X
79,750
D
COLUMBIA SPORTSWEAR
COM
198516
106
17
800
X
800
D
COLUMBUS MCKINNON
COM
199333
105
1,438
52,300
X
52,300
D
COMDISCO
COM
200336
105
4,624
106,000
X
106,000
D
COMMERCIAL FEDERAL CORP.
COM
201647
104
2,779
76,400
X
76,400
D
COMMONWEALTH TELEPHONE
COM
203349
105
1,744
62,000
X
62,000
D
COMPANIA DE TELECOMMUNICACION
COM
204449
300
722
26,200
X
26,200
D
COMPAQ COMPUTERS CORP.
COM
204493
100
3,002
116,000
X
116,000
D
COMPDENT
COM
20449F
103
0
0
X
0
D
COMPUTER SCIENCE
COM
205363
104
1,650
30,000
X
30,000
D
COMPUWARE CORP.
COM
205638
109
864
17,500
X
17,500
D
CONDOR TECHNOLOGY SOLS.
COM
206772
105
1,386
99,000
X
99,000
D
CONECTIV, INC.
COM
206829
103
1,566
71,400
X
71,400
D
CONECTIV, INC. - CLASS A
COM
206829
202
403
11,900
X
11,900
D
CONSECO
COM
208464
107
9,143
161,458
X
161,458
D
CONSOLIDATED EDISON INC COM
COM
209115
104
6,063
129,700
X
129,700
D
CONSOLIDATED PAPER INC.
COM
209759
109
166
2,600
X
2,600
D
CONSOLIDATED STORES CORP.
COM
210149
100
292
6,800
X
6,800
D
COOKSON GROUP
COM
50840
7
2,760
716,730
X
716,730
D
CORN PRODUCTS INT'L
COM
219023
108
2,321
64,700
X
64,700
D
CORNING INC.
COM
219350
105
5,253
118,705
X
118,705
D
CORPORATE EXPRESS
COM
219888
104
1,347
135,146
X
135,146
D
CORRECTIONS CORP
COM
220256
101
474
13,900
X
13,900
D
CORT BUS SVCS CO WT EXP 9/7
COM
220493
118
0
0
X
0
D
COSTCO COMPANIES INC.
COM
22160Q
102
2,493
46,700
X
46,700
D
COVANCE INC
COM
222816
100
1,059
43,100
X
43,100
D
COX COMM INC. 6% 6/1/99
PFD
590188
777
2,468
70,000
X
70,000
D
COX COMMUNICATION
COM
224044
107
1,403
33,400
X
33,400
D
CRANE
COM
224399
105
159
3,000
X
3,000
D
CROMPTON & KNOWLES CORP.
COM
227111
101
868
30,000
X
30,000
D
CROWN CORK & SEAL COMPANY
COM
228255
105
589
11,000
X
11,000
D
CSC HOLDINGS INC 11.125% PI
PFD
126304
401
14,462
126,304
X
126,304
D
CSR LIMITED
COM
623864
5
937
269,000
X
269,000
D
CVS CORP
COM
126650
100
5,413
71,700
X
71,700
D
CVS CORPORATION
COM
126650
10
2,463
32,625
X
32,625
D
DAIWA SECURITIES
COM
625144
8
1,205
287,000
X
287,000
D
DALLAS SEMICONDUCTOR
COM
235204
10
504
15,000
X
15,000
D
DAMES & MOORE GROUP
COM
235713
109
373
28,000
X
28,000
D
DAY INTL 12 1/4% (144A)
PFD
239536
204
513
500
X
500
D
DAYTON HUDSON CORP
COM
239753
106
1,584
18,000
X
18,000
D
DEGUSSA
COM
523722
3
1,933
34,050
X
34,050
D
DELL COMPUTER CORP.
COM
247025
109
1,355
20,000
X
20,000
D
DELTA AIRLINES
COM
247361
108
3,465
29,300
X
29,300
D
DEVEL BANK SING. RIGHTS
COM
344266
91
0
13,200
X
13,200
D
DEVELOPMENT BANK OF SINGAPORE
COM
626551
3
530
72,600
X
72,600
D
DEXTER CORPORATION
COM
252165
105
1,034
25,000
X
25,000
D
DIAGEO PLC
COM
23740
0
3,977
337,824
X
337,824
D
DIAMOND OFFSHORE
COM
25271C
102
590
13,000
X
13,000
D
DIME BANCORP
COM
25429Q
102
1,503
50,000
X
50,000
D
DISNEY WALT CO
COM
254687
106
2,592
24,280
X
24,280
D
DOLE FOOD COMPANY
COM
256605
106
290
6,000
X
6,000
D
DOMINION RESOURCES INC.
COM
257470
104
1,340
31,900
X
31,900
D
DONALDSON CO.
COM
257651
109
644
25,000
X
25,000
D
DOW CHEMICAL
COM
260543
103
6,068
62,400
X
62,400
D
DQE INC.
COM
23329J
104
2,851
76,550
X
76,550
D
DRESDNER BANK
COM
435587
0
2,898
63,490
X
63,490
D
DST SYSTEMS
COM
233326
107
999
19,000
X
19,000
D
DTE ENERGY CO
COM
233331
107
786
20,000
X
20,000
D
DUKE ENERGY CORP
COM
264399
106
3,723
62,500
X
62,500
D
DUKE ENERGY CORP
COM
264399
10
1,977
33,200
X
33,200
D
E.I. DUPONT DE NEMOURS
COM
263534
109
11,601
170,600
X
170,600
D
EAGLE HARDWARE & GARDEN
COM
26959B
101
1,389
78,800
X
78,800
D
EARTHGRAINS COMPANY
COM
270319
106
2,209
50,000
X
50,000
D
EASTERN ENVIRONMENTAL
COM
276369
105
1,033
40,700
X
40,700
D
ECHOSTAR 12.125% PIK
PFD
278762
406
5,943
5,305
X
5,305
D
ECHOSTAR COMMUNICATIONS CL
COM
278762
109
638
28,999
X
28,999
D
ECI TELECOM ADR*
COM
268258
100
3,076
100,038
X
100,038
D
EDISON INTERNATIONAL
COM
281020
107
1,624
55,300
X
55,300
D
EISAI CO LTD
COM
630720
0
933
68,000
X
68,000
D
EL PASO NATURAL GAS
COM
283695
872
1,884
26,700
X
26,700
D
EMC CORPORATION
COM
268648
102
11,971
316,600
X
316,600
D
EMERSON ELECTRIC
COM
291011
104
4,446
68,200
X
68,200
D
EMMIS BROADCASTING CL A
COM
291525
103
2,374
45,000
X
45,000
D
ENDESA
COM
527178
2
1,205
50,100
X
50,100
D
ENDESA S.A
COM
29258N
107
1,159
47,800
X
47,800
D
ENDESA SA (ADR)
COM
29258N
107
1,487
61,300
X
61,300
D
ENOVA CORPORATION
COM
293552
105
1,676
60,000
X
60,000
D
ENRON CORP. COMMONSTOCK
COM
293561
106
9,396
202,600
X
202,600
D
ENSCO INTERNATIONAL INC
COM
26874Q
100
2,775
100,000
X
100,000
D
ENVOY
COM
293982
104
3,470
80,700
X
80,700
D
ESTEE LAUDER COMPANIES-CL A
COM
518439
104
4,371
64,400
X
64,400
D
ETEC SYSTEMS, INC.
COM
26922C
103
3,021
51,200
X
51,200
D
ETHAN ALLEN INTERIOR
COM
297602
10
574
9,600
X
9,600
D
ETHYL CORP
COM
297659
104
83
10,400
X
10,400
D
EVI INC.
COM
268939
105
1,681
36,300
X
36,300
D
EW SCRIPPS CO.
COM
811039
106
4,491
81,200
X
81,200
D
EXCEL REALTY TRUST, INC.
COM
30067R
107
2,563
71,949
X
71,949
D
EXTENDED STAY AMERICA, INC.
COM
30224P
101
1,488
101,278
X
101,278
D
EXXON CORP
COM
302290
101
13,850
204,800
X
204,800
D
EXXON CORP.
COM
302290
101
3,902
57,700
X
57,700
D
FANNIE MAE
COM
313586
109
17,582
277,980
X
277,980
D
FANNIE MAE
COM
313586
109
3,896
61,600
X
61,600
D
FDX CORP
COM
31304N
107
1,423
20,000
X
20,000
D
FEDERAL HOME LOAN MORTGAGE
COM
313400
301
5,564
117,300
X
117,300
D
FEDERATED DEPT. STORES
COM
31410H
101
7,261
140,139
X
140,139
D
FINNISH MARKKA
FCUR
0
0
X
0
D
FIRST CHICAGO NBD BNCRP.
COM
31945A
100
2,027
23,000
X
23,000
D
FIRST DATA CORP
COM
319963
10
1,220
37,525
X
37,525
D
FIRST DATA CORP NSP
COM
319963
104
9,136
281,100
X
281,100
D
FIRST UNION CORP
COM
337358
105
14,148
249,300
X
249,300
D
FLORIDA PROGRESS
COM
341109
106
3,193
76,600
X
76,600
D
FLOWERS INDUSTRIES
COM
343496
105
591
25,200
X
25,200
D
FONTIER INS GRP INC
COM
359081
106
774
28,000
X
28,000
D
FORE SYSTEMS INC
COM
345449
102
1,418
90,000
X
90,000
D
FORT JAMES CORP
COM
347471
104
6,913
150,900
X
150,900
D
FOSSIL INC.
COM
349882
100
971
30,000
X
30,000
D
FOUNDATION HEALTH SYSTEMS
COM
350404
109
165
6,000
X
6,000
D
FOUR MEDIA COMPANY
COM
350872
107
2,545
271,494
X
271,494
D
FPA MEDICAL MANAGEMENT
COM
302543
103
1,713
110,989
X
110,989
D
FPL GROUP
COM
302571
104
10,219
159,050
X
159,050
D
FRED MEYER, INC.
COM
592907
109
591
12,800
X
12,800
D
FRNKLN RES
COM
354613
101
488
9,200
X
9,200
D
FUJI MACHINE
COM
635659
2
1,218
46,000
X
46,000
D
FUJI PHOTO FILM COMPANY
COM
635652
5
1,413
38,000
X
38,000
D
FUJISAWA PHARMACEUTICAL CO.
COM
635680
4
616
69,000
X
69,000
D
G&K SERVICES INC
COM
361268
10
878
20,000
X
20,000
D
GANNETT CO
COM
364730
10
3,594
50,000
X
50,000
D
GANNETT INC. COMMON STOCK
COM
364730
105
8,948
124,500
X
124,500
D
GAP INC
COM
364760
108
4,608
102,400
X
102,400
D
GARTNER GROUP
COM
366651
107
34
900
X
900
D
GATEWAY 2000 INC.
COM
367833
10
2,572
54,800
X
54,800
D
GAYLORD CONT CS CLASS A
COM
368145
108
174
23,455
X
23,455
D
GAYLORD CONT WT EX 11-1-02
COM
368145
116
422
55,390
X
55,390
D
GAYLORD CONTAINER CORPORATION
COM
368145
108
1,084
145,700
X
145,700
D
GENERAL ELECTRIC CO.
COM
369604
103
6,128
71,100
X
71,100
D
GENERAL MILLS
COM
370334
104
836
11,000
X
11,000
D
GENERAL MTRS CORP CL H NEW
COM
370442
832
453
10,000
X
10,000
D
GENERAL PUBLIC UTILITIES
COM
36225X
100
2,257
51,000
X
51,000
D
GENERALE DES EUAX
COM
417592
6
2,606
16,050
X
16,050
D
GENETECH INC
COM
368710
208
3,522
50,000
X
50,000
D
GENRL ELEC
COM
369604
103
34,096
395,600
X
395,600
D
GENZYME
COM
372917
104
1,210
37,800
X
37,800
D
GETTY IMAGES INC.
COM
374276
103
126
5,000
X
5,000
D
GILEAD SCIENCES
COM
375558
103
1,440
40,000
X
40,000
D
GILLETTE CO
COM
375766
102
3,119
26,280
X
26,280
D
GILLETTE COMPANY
COM
375766
102
653
5,500
X
5,500
D
GLEASON CORP.
COM
377339
106
3,878
110,600
X
110,600
D
GLOBAL INDUSTRIES LTD.
COM
379336
100
1,846
90,600
X
90,600
D
GOLDRIVER LIQ TR CONTRA
COM
381450
9A5
8
8,250
X
8,250
D
GOODMAN FIELDER LTD
COM
633654
9
334
214,476
X
214,476
D
GOODRICH B F
COM
382388
106
373
7,300
X
7,300
D
GOODYEAR TIRE/RUBBER
COM
382550
101
758
10,000
X
10,000
D
GRAINGER (WW) INC
COM
384802
104
2,169
21,100
X
21,100
D
GREENPOINT FINANCIAL
COM
395384
100
2,156
60,000
X
60,000
D
GROUP TELEVISA SA
COM
238010
8
1,020
55,600
X
55,600
D
GTE CORP.
COM
362320
103
10,143
169,400
X
169,400
D
GULF STS ST ACQUI WT4/1/03
COM
402548
119
0
1,000
X
1,000
D
HADCO CORPORATION
COM
404681
108
1,585
40,000
X
40,000
D
HARSCO
COM
415864
107
345
7,500
X
7,500
D
HARTE-HANKS
COM
416196
103
333
14,000
X
14,000
D
HEALTH CARE AND RETIREMENT
COM
421937
103
1,587
36,950
X
36,950
D
HEALTH MANAGEMENT ASSOCIATES
COM
421933
102
2,588
90,400
X
90,400
D
HEALTH SYSTEMS DESIGN CORP.
COM
421964
107
860
104,200
X
104,200
D
HEALTHCARE FINANCIAL
COM
42219W
108
3,624
76,489
X
76,489
D
HERTZ CORP A
COM
428040
10
1,733
37,675
X
37,675
D
HERTZ CORP CLASS A
COM
428040
109
4,168
90,600
X
90,600
D
HEWLETT-PACKARD
COM
428236
103
1,179
18,600
X
18,600
D
HEWLETT-PACKARD CO.
COM
428236
103
3,620
57,120
X
57,120
D
HIBBETT SPORTING GOODS
COM
428565
105
278
10,000
X
10,000
D
HILTON HOTELS CORP
COM
432848
109
2,703
84,800
X
84,800
D
HITACHI CO., LTD.
COM
642910
0
742
102,000
X
102,000
D
HOLDERBANK FIN GL BR
COM
442049
9
3,117
2,970
X
2,970
D
HOME DEPOT
COM
437076
102
5,864
86,950
X
86,950
D
HOME DEPOT 3.25% 10/01
SDCV
437076
AE2
2,424
1,600
X
0
D
HOME DEPOT INC.
COM
437076
10
3,085
45,750
X
45,750
D
HORHBACH HLDG PREF
PFD
469381
5
1,645
21,280
X
21,280
D
HOST MARRIOTT CORP
COM
441078
102
2,897
153,000
X
153,000
D
HOUSTON INDUSTRIES INC.
COM
442161
105
5,943
206,700
X
206,700
D
HSBC HOLDINGS PLC
COM
40049
5
3,823
124,900
X
124,900
D
HUBBELL INC CL B
COM
443510
20
1,008
20,000
X
20,000
D
HUSSMAN INTERNATIONAL
COM
448110
106
99
5,300
X
5,300
D
HUTCHINSON WHAMPOA
COM
644806
8
2,223
316,000
X
316,000
D
HYBRID NETWORKS
COM
44860K
102
776
108,900
X
108,900
D
I D T CORP.
COM
448947
101
1,500
40,000
X
40,000
D
I N S O CORP.
COM
457674
109
444
25,000
X
25,000
D
ICG COMMUNICATIONS
COM
449246
107
1,490
40,000
X
40,000
D
IDEXX LABS INC.
COM
45168D
104
3,240
180,000
X
180,000
D
ILLINOIS TOOL WORKS INC
COM
452308
109
3,885
60,000
X
60,000
D
IMPATH INC
COM
45255G
101
765
20,000
X
20,000
D
IMPERIAL CREDIT IND., INC.
COM
452729
106
3,312
139,800
X
139,800
D
IMPRL CHEM
COM
452704
505
144
2,000
X
2,000
D
INFORMATION MANAGEMENT
COM
45675E
108
2,414
41,000
X
41,000
D
INFORMATION STORAGE DEVICES
COM
456753
102
114
20,000
X
20,000
D
ING GROEP NV
COM
505887
7
6,772
119,340
X
119,340
D
INGERSOLL RAND CORP
COM
456866
102
5,971
124,550
X
124,550
D
INNKEEPERS USA TRUST
COM
4576J0
104
2,653
162,000
X
162,000
D
INTEL CORP
COM
458140
10
2,330
29,850
X
29,850
D
INTEL CORP.
COM
458140
100
8,008
102,590
X
102,590
D
INTERMEDIA COMMUNICATIONS
COM
458801
107
2,309
29,000
X
29,000
D
INTERNATIONAL PAPER
COM
460146
103
6,582
140,600
X
140,600
D
INTERNATIONAL SPECIALITY PR
COM
460334
105
60
3,400
X
3,400
D
INTERPOOL
COM
46062R
108
1,369
88,300
X
88,300
D
INT'L BUSINESS MACHINES
COM
459200
101
13,358
128,600
X
128,600
D
INTL COMFORT PRODUCTS
COM
458978
103
804
90,600
X
90,600
D
IONICS INC
COM
462218
10
775
18,000
X
18,000
D
IRI INTERNATIONAL
COM
45004F
107
89
7,300
X
7,300
D
ISS GROUP
COM
450306
105
16
400
X
400
D
ITEQ, INC.
COM
450430
103
1,435
100,700
X
100,700
D
IXC COMMUNICATIONS, INC.
COM
450713
102
3,728
65,339
X
65,339
D
JACOBS ENGINEERING GROUP, I
COM
469814
107
2,017
62,300
X
62,300
D
JEFFERSON-PILOT
COM
475070
108
3,824
43,000
X
43,000
D
JEFFERSON SMURF GBP
COM
81914
3
2,183
760,020
X
760,020
D
JLG INDUSTRIES INC.
COM
466210
101
1,091
65,600
X
65,600
D
JOHNSON & JOHNSON
COM
478160
104
10,198
139,100
X
139,100
D
JOHNSON & JOHNSON
COM
478160
104
3,992
54,450
X
54,450
D
JOHNSON CONTROLS
COM
478366
107
243
4,000
X
4,000
D
JOHNSON MATTHEY PLC
COM
47640
7
1,633
158,300
X
158,300
D
JONES INTERCABLE
COM
480206
200
1,194
65,400
X
65,400
D
JONES MEDICAL INDS INC.
COM
480212
109
3,228
89,200
X
89,200
D
JUSCO
COM
648004
8
2,079
116,000
X
116,000
D
JUST FOR FEET
COM
48213P
106
1,129
55,400
X
55,400
D
KANSAS CITY POWER & LIGHT
COM
485134
100
315
10,000
X
10,000
D
KARSTADT AG
COM
448410
5
3,251
8,350
X
8,350
D
KENNAMETAL INC
COM
489170
100
2,631
50,000
X
50,000
D
KENSEY NASH CO.
COM
490057
106
2,044
88,380
X
88,380
D
KEPPEL FELS LTD
COM
633146
9
680
243,000
X
243,000
D
KERR-MCGEE
COM
492386
107
1,203
17,300
X
17,300
D
KESKO
COM
449000
5
1,226
75,590
X
75,590
D
KIMBERLY-CLARK
COM
494368
103
3,188
63,600
X
63,600
D
KIMBERLY CLARK CORP
COM
494368
103
1,608
32,075
X
32,075
D
KIMBERLY CLARK MEXICAN "A"
COM
249191
4
1,514
293,000
X
293,000
D
KIMCO REALTY CORP
COM
49446R
109
1,935
54,700
X
54,700
D
KN ENERGY
COM
482620
101
2,185
37,000
X
37,000
D
KNIGHT-RIDDER
COM
499040
103
3,492
62,500
X
62,500
D
KOHLS CORP
COM
500255
104
196
2,400
X
2,400
D
KON PTT NEDERLAND
COM
453456
1
974
18,800
X
18,800
D
LAKEHEAD PIPE LINE L P
COM
511557
100
244
5,300
X
5,300
D
LAMAR ADVERTISING CO
COM
512815
101
525
15,000
X
15,000
D
LANDRY'S SEAFOOD
COM
51508L
10
492
16,000
X
16,000
D
LANDSTAR SYSTEMS
COM
515098
101
1,022
31,700
X
31,700
D
LCI INT'L. INC.
COM
501813
109
6,518
169,300
X
169,300
D
LEAR CORPORATION
COM
521865
105
5,835
103,500
X
103,500
D
LIFE TECH., INC.
COM
532177
201
886
23,000
X
23,000
D
LIGAND PHARMACEUTICALS-CL B
COM
53220K
207
848
53,200
X
53,200
D
LILLY (ELI) & CO
COM
532457
108
5,020
84,200
X
84,200
D
LILLY INDUSTRIES, INC.
COM
532491
107
995
50,356
X
50,356
D
LINC CAPITAL
COM
501942
106
1,197
70,400
X
70,400
D
LITTLEFUSE INC
COM
537008
10
780
30,000
X
30,000
D
LOCKHEED MARTIN
COM
539830
109
1,676
14,900
X
14,900
D
LOUISANA-PACIFIC CORP
COM
546347
105
2,078
89,367
X
89,367
D
LUCENT TECH INC
COM
549463
107
7,670
59,984
X
59,984
D
LUCENT TECHNOLOGIES, INC.
COM
549463
107
2,342
18,312
X
18,312
D
LUMEN TECH INC.
COM
550242
101
425
50,000
X
50,000
D
MABUCHI MOTOR
COM
655103
0
1,387
25,000
X
25,000
D
MALAYAN BANKING MALD
COM
655632
5
335
87,000
X
87,000
D
MAN AG
COM
439830
3
3,781
11,360
X
11,360
D
MANNESMANN AG
COM
456289
6
4,492
6,135
X
6,135
D
MANUFACTURED HOME COMMUNITIES
COM
564682
102
2,588
100,000
X
100,000
D
MARK IV IND
COM
570387
100
296
13,000
X
13,000
D
MARSH & MCLENNAN
COM
571748
102
5,955
68,200
X
68,200
D
MARSHALL & ILSLEY CO.
COM
571834
100
3,970
68,300
X
68,300
D
MASCO
COM
574599
106
2,743
46,100
X
46,100
D
MATSUMOTOKIYOSHI
COM
657258
1
1,212
34,400
X
34,400
D
MATSUSHITA ELEC INDL
COM
657270
7
1,605
100,000
X
100,000
D
MATTEL
COM
577081
102
3,963
100,000
X
100,000
D
MAXIM INTERGRATED PROD
COM
57772K
10
95
2,600
X
2,600
D
MC CORMICK & CO
COM
579780
206
519
16,100
X
16,100
D
MCCAW INTL LDT
COM
579472
119
14
5,500
X
5,500
D
MCDONALDS CORP
COM
580135
101
6,252
104,200
X
104,200
D
MCDONALD'S CORP
COM
580135
101
4,059
67,650
X
67,650
D
MCGRAW HILL INC
COM
580645
109
3,803
50,000
X
50,000
D
MCLEOD INC
COM
582266
102
338
8,000
X
8,000
D
MCN ENERGY GROUP INC.
COM
55267J
100
2,317
62,000
X
62,000
D
MDU RESOURCES GROUP, INC.
COM
552690
109
1,903
51,000
X
51,000
D
MEADOWBROOK INS. GROUP
COM
58319P
108
123
4,000
X
4,000
D
MEDTRONICS
COM
585055
106
3,891
75,000
X
75,000
D
MERCANTILE BANCORP
COM
587342
106
3,856
70,357
X
70,357
D
MERCANTILE BANKSHRS
COM
587405
10
724
20,000
X
20,000
D
MERCK & COMPANY*
COM
589331
107
13,492
105,100
X
105,100
D
MERRILL LYNCH & CO.
COM
590188
108
5,046
60,800
X
60,800
D
MESABA HOLDINGS INC.
COM
59066B
102
107
3,400
X
3,400
D
METALLGESELLSCHAFT
COM
455710
4
1,287
59,950
X
59,950
D
METRO BANK & TRUST
COM
658435
9
512
55,400
X
55,400
D
METROMEDIA INTL GROUP INC
COM
591695
101
3,071
202,201
X
202,201
D
METSA SERLA 'B'
COM
507143
2
1,818
204,100
X
204,100
D
MEXICAN PESOS
FCUR
0
0
X
0
D
MICHELIN (CDGE) CLASS B
COM
458836
4
1,285
21,530
X
21,530
D
MICROSOFT 2.196% 12/15/99
PFD
594918
20
2,775
30,000
X
30,000
D
MICROSOFT CORP
COM
594918
10
2,860
31,950
X
31,950
D
MICROSOFT CORP.*
COM
594918
104
12,584
140,600
X
140,600
D
MIDAS INC.
COM
595626
102
36
1,766
X
1,766
D
MINERALS TECH INC
COM
603158
10
932
18,500
X
18,500
D
MINNESOTA MINING & MFG
COM
604059
105
6,857
75,200
X
75,200
D
MIRAGE RESORTS
COM
60462E
104
973
40,000
X
40,000
D
MIRAGE RESORTS
COM
60462E
10
1,048
43,100
X
43,100
D
MITSUBISHI HEAVY INDS#7011
COM
659706
7
931
245,000
X
245,000
D
MOBIL
COM
607059
102
4,046
52,800
X
52,800
D
MONSANTO COMPANY
COM
611662
107
3,084
59,300
X
59,300
D
MONTANA POWER CO
COM
612085
100
721
20,000
X
20,000
D
MORGAN STANLEY DEAN WITTER
COM
617446
448
4,248
58,285
X
58,285
D
MOTOROLA, INC
COM
620076
109
6,495
107,140
X
107,140
D
MSC INDUSTRIAL DIRECT CLASS
COM
553530
10
11
200
X
200
D
MYLAN LABORATORIES INC.
COM
628530
107
2,769
120,388
X
120,388
D
NABISCO HOLDINGS CORP A
COM
629526
10
2,238
47,750
X
47,750
D
NABORS INDUSTRIES, INC.
COM
629568
106
2,371
100,100
X
100,100
D
NAMCO LTD
COM
662094
1
0
0
X
0
D
NATIONAL DATA CORP
COM
635621
105
1,486
35,763
X
35,763
D
NATIONAL INSTRUMENTS
COM
636518
102
171
5,000
X
5,000
D
NATIONSBANK
COM
638585
109
5,098
69,900
X
69,900
D
NCO GROUP, INC.
COM
628858
102
1,375
55,000
X
55,000
D
NEIMAN MARCUS GROUP, INC.*
COM
640204
103
3,327
81,033
X
81,033
D
NESTLE AG
COM
461669
6
4,076
2,133
X
2,133
D
NETWORK APPLIANCE, INC.
COM
64120L
104
1,867
52,600
X
52,600
D
NEUREX CORP
COM
641238
100
1,433
60,000
X
60,000
D
NEW CENTURY ENERGIES INC
COM
64352U
103
3,536
70,200
X
70,200
D
NEW CENTURY FINANCIAL CORP.
COM
64352D
101
376
38,100
X
38,100
D
NEW JERSEY RESOURCES
COM
646025
106
1,501
38,300
X
38,300
D
NEW WORLD DEVELOPMENT
COM
663376
7
1,082
306,629
X
306,629
D
NEW YORK TIMES
COM
650111
107
5,600
80,000
X
80,000
D
NEWELL COS
COM
651192
106
654
13,500
X
13,500
D
NEWPARK RESOURCES, INC.
COM
651718
504
3,587
196,560
X
196,560
D
NEWS CORP LTD
COM
688692
5
3,177
480,458
X
480,458
D
NICOR
COM
654086
107
1,403
33,200
X
33,200
D
NIPPON TEL & TEL
COM
664137
3
2,231
268
X
268
D
NIPSCO INDUSTRIES
COM
629140
104
2,820
100,700
X
100,700
D
NOKIA AB A PREF
PFD
544449
8
182
1,700
X
1,700
D
NOKIA CORP ADR A
COM
654902
20
1,403
13,000
X
13,000
D
NOMURA SECURITIES, LTD.
COM
664310
8
730
62,000
X
62,000
D
NORDBANKEN HOLDING AB
COM
538003
1
3,739
563,930
X
563,930
D
NORDSON CORP
COM
655663
102
399
8,000
X
8,000
D
NORDSTROM INC
COM
655664
100
3,784
59,300
X
59,300
D
NORTHERN STATES POWER CO
COM
665772
109
1,499
25,400
X
25,400
D
NORTHERN TELECOM
COM
665815
106
2,714
42,000
X
42,000
D
NORWEST CORP.
COM
669380
107
8,749
210,500
X
210,500
D
NOVACARE, INC.
COM
669930
109
290
19,500
X
19,500
D
NOVARTIS AG BR
COM
504784
2
3,881
2,183
X
2,183
D
NOVO NORDISK AS
COM
515465
6
2,167
12,730
X
12,730
D
NUCO2 INC.
COM
629428
103
133
10,000
X
10,000
D
OAKWOOD HOMES CORP.
COM
674098
108
3,765
102,810
X
102,810
D
OCCIDENTAL PETROLEUM CORP
COM
674599
105
586
20,000
X
20,000
D
OFFICEMAX, INC.
COM
67622M
108
2,669
149,312
X
149,312
D
OGDEN
COM
676346
109
6,121
212,900
X
212,900
D
OGE ENERGY CORP.
COM
670837
103
3,843
66,400
X
66,400
D
OMNICOM GRP
COM
681919
106
245
5,200
X
5,200
D
ONEOK
COM
682680
103
1,508
37,000
X
37,000
D
ORACLE CORP.
COM
68389X
105
5,192
164,500
X
164,500
D
ORION NETWORK SYSTEMS INC
COM
68628K
112
124
7,300
X
7,300
D
ORYX ENERGY
COM
68763F
100
208
8,000
X
8,000
D
OUTDOOR SYSTEMS
COM
690057
104
1,315
37,500
X
37,500
D
OVERSEAS CHINESE BANK
COM
666369
0
208
37,000
X
37,000
D
OVERSEAS UN BK FRGN
COM
666405
7
2,493
639,000
X
639,000
D
PACIFIC ENTERPRISE
COM
694232
109
1,563
38,300
X
38,300
D
PACIFIC TEL 7.56% 1/31/26
PFD
694887
209
254
10,000
X
10,000
D
PACIFIC TELESIS 8.5% 2026
PFD
694889
205
262
10,000
X
10,000
D
PAIRGAIN TECHNOLOGIES
COM
695934
109
6,615
275,638
X
275,638
D
PAXAR CORP
COM
704227
10
383
27,000
X
27,000
D
PEDIATRIC SERVICES OF AMERI
COM
705323
103
1,362
63,722
X
63,722
D
PEGASYSTEMS INC.
COM
705573
103
913
50,000
X
50,000
D
PEOPLES HERITAGE
COM
711147
108
1,448
30,000
X
30,000
D
PEOPLESOFT INC
COM
712713
10
843
16,000
X
16,000
D
PEOPLESOFT INC
COM
712713
10
2,450
46,500
X
46,500
D
PEPSICO
COM
713448
108
6,369
149,200
X
149,200
D
PEPSICO
COM
713448
108
2,561
60,000
X
60,000
D
PERKIN-ELMER
COM
714041
100
579
8,000
X
8,000
D
PETCO ANIMAL SUPPLIES, INC.
COM
716016
100
429
22,000
X
22,000
D
PETROL BRASIL PREF
PFD
268453
2
1,218
5,131,000
X
5,131,000
D
PETSMART, INC.
COM
716768
106
1,200
112,249
X
112,249
D
PFIZER INC.,
COM
717081
10
2,074
20,800
X
20,800
D
PFIZER*
COM
717081
103
17,964
180,200
X
180,200
D
PHARMACIA & UPJOHN
COM
716941
109
11,572
264,500
X
264,500
D
PHARMACIA & UPJOHN
COM
492833
5
4,208
97,500
X
97,500
D
PHARMACIA & UPJOHN INC
COM
716941
109
3,797
86,780
X
86,780
D
PHARMERICA INC.
COM
717135
107
2,310
155,300
X
155,300
D
PHELPS DODGE
COM
717265
102
2,324
36,000
X
36,000
D
PHILIP MORRIS
COM
718154
107
6,795
163,000
X
163,000
D
PHILIPS ELECTRS NV
COM
468520
9
2,018
27,500
X
27,500
D
PIEDMONT NATURAL GAS
COM
720186
105
1,109
31,900
X
31,900
D
PLATINUM TECHNOLOGY INC.
COM
72764T
101
1,416
55,000
X
55,000
D
PMT SERVICES INC,
COM
693457
103
1,076
60,000
X
60,000
D
POLICY MANAGEMENT
COM
731108
106
1,124
14,000
X
14,000
D
POLYGRAM NV
COM
469223
2
1,179
25,733
X
25,733
D
POWERGEN PLC
COM
69782
2
2,622
189,128
X
189,128
D
POWERTEL INC WT
COM
73936C
117
71
5,600
X
5,600
D
PRE PAID LEGAL SERVICES
COM
740065
107
1,775
50,000
X
50,000
D
PRECISION DRILLING CORP.
COM
74022D
100
2,362
111,800
X
111,800
D
PRES RIVERBOAT WTS
COM
740848
999
2
17,660
X
17,660
D
PRIME HOSPITALITY CORP.
COM
741917
108
2,540
130,276
X
130,276
D
PRIMUS TELECOMMUNICATIONS
COM
741929
103
2,175
75,000
X
75,000
D
PROCTER AND GAMBLE
COM
742718
109
13,112
155,400
X
155,400
D
PROCTER AND GAMBLE
COM
742718
109
2,883
34,165
X
34,165
D
PROFFITT'S, INC.
COM
742925
100
1,465
40,400
X
40,400
D
PROSIEBEN MEDIA PFD
PFD
525288
4
3,493
66,600
X
66,600
D
PROVIDENT COMPANIES
COM
743862
104
175
5,100
X
5,100
D
QUESTAR CORP. COMMON
COM
748356
102
1,592
38,300
X
38,300
D
QUORUM HEALTH
COM
749084
109
1,580
47,000
X
47,000
D
R & B FALCON CORP.
COM
74912E
101
2,281
77,000
X
77,000
D
R C N CORP.
COM
749361
101
1,003
20,000
X
20,000
D
RAMBUS INC.
COM
750917
106
1,094
25,000
X
25,000
D
RANBAXY LAB GDR
COM
472042
3
447
18,800
X
18,800
D
RAUMA OY
COM
472338
1
1,427
77,000
X
77,000
D
RAYTHEON CO CL B
COM
755111
101
1,570
26,900
X
26,900
D
RECKITT & COLMAN PLC
COM
72787
1
2,899
156,379
X
156,379
D
REED INTL PLC
COM
73083
5
996
98,100
X
98,100
D
REINSURANCE GROUP
COM
759351
10
660
13,200
X
13,200
D
RELIANCE GROUP
COM
759464
100
1,781
93,100
X
93,100
D
REMEDY CORP.
COM
759548
100
491
25,000
X
25,000
D
REPUBLIC INDUSTRIES
COM
760516
104
377
14,600
X
14,600
D
RESOURCES BANCSHARES MORTGAGES
COM
761197
102
1,664
104,788
X
104,788
D
REVLON INC.
COM
761525
500
3,627
72,900
X
72,900
D
RHONE-POULENC SA SERIES "A"
COM
473681
7
1,645
32,361
X
32,361
D
RICHFOOD HOLDINGS, INC.
COM
763408
101
3,434
107,306
X
107,306
D
RIO TINTO LTD
COM
622010
3
1,365
103,700
X
103,700
D
RITE AID
COM
767754
104
7,309
213,416
X
213,416
D
ROBINSON WORLD WIDE
COM
12541W
100
338
13,000
X
13,000
D
ROCHE HLDGS GENUSSCH
COM
474577
2
6,288
5,810
X
5,810
D
ROCK OF AGES
COM
772632
105
264
15,000
X
15,000
D
ROHM COMPANY
COM
674720
4
823
9,000
X
9,000
D
ROYAL BANK SCOTLAND
COM
75478
3
2,361
151,900
X
151,900
D
ROYAL CARIBBEAN CRUISES LTD
COM
886
286
420
6,000
X
6,000
D
ROYAL DUTCH PETE NY
COM
780257
80
3,750
66,000
X
66,000
D
ROYAL DUTCH PETROLEUM CO
COM
780257
804
13,709
241,300
X
241,300
D
ROYAL GROUP TECH LTD
COM
779915
107
3,766
115,000
X
115,000
D
ROYAL SUN ALLIANCE PLC
COM
85963
3
2,936
231,727
X
231,727
D
S.D. WARREN CO., INC. WARRA
COM
784091
118
750
150,000
X
150,000
D
S.D. WARREN PFD CONV 14%
PFD
784092
306
7,350
150,000
X
150,000
D
SAFEWAY, INC.
COM
786514
208
2,578
69,796
X
69,796
D
SAGA PETRO A FREE
COM
476802
5
1,210
68,100
X
68,100
D
SAINT GOBAIN
COM
476837
1
1,909
11,595
X
11,595
D
SAINT PAUL
COM
814823
100
2,674
30,000
X
30,000
D
SAKS HOLDING INC
COM
79377R
109
3,675
147,000
X
147,000
D
SANMINA CORPORATION
COM
800907
107
3,283
46,946
X
46,946
D
SANWA BANK
COM
677674
7
883
99,000
X
99,000
D
SARA LEE
COM
803111
103
10,846
176,000
X
176,000
D
SAVILLE SYSTEMS IRELAND-ADR
COM
805174
109
3,987
77,800
X
77,800
D
SBC COMMUNICATIONS
COM
78387G
103
17,284
396,200
X
396,200
D
SBC COMMUNICATIONS
COM
78387G
10
3,555
81,480
X
81,480
D
SCANA CORP.
COM
805898
103
2,506
81,000
X
81,000
D
SCHLUMBERGER
COM
0
0
2,903
38,330
X
38,330
D
SCHLUMBERGER LTD.
COM
806857
108
6,893
91,000
X
91,000
D
SCHOLASTIC CORP
COM
807066
105
76
1,800
X
1,800
D
SCHULMAN (A) INC.NSP
COM
808194
104
997
39,473
X
39,473
D
SCHW BANKGESELL BR
COM
478372
7
2,040
1,249
X
1,249
D
SCIENTIFIC HLDGS CORP
COM
808747
109
1,476
70,500
X
70,500
D
SEAGULL ENERGY
COM
812007
102
547
28,500
X
28,500
D
SEARS ROEBUCK & COMPANY
COM
812387
108
3,446
60,000
X
60,000
D
SEC CAP PAC TRUST WTS
COM
81413P
113
4
1,276
X
1,276
D
SECURITY CAPITAL PACIFIC TR
PFD
814141
206
583
18,000
X
18,000
D
SERVICE CP INTL
COM
817565
104
806
19,000
X
19,000
D
SHARED MEDICAL SYSTEMS CORP
COM
357373
8
1,254
16,000
X
16,000
D
SIAM COMMERCIAL WARRANTS
COM
0
7,300
X
7,300
D
SIERRA PACIFIC RESOURCES
COM
826425
100
4,834
128,700
X
128,700
D
SIGNATURE RESORTS INC
COM
82668B
106
494
25,000
X
25,000
D
SILICON VALLEY
COM
827066
101
254
13,000
X
13,000
D
SIMIONE CENTRAL HOLDINGS
COM
828654
202
683
60,000
X
60,000
D
SMARTALK TELESERVICES INC
COM
83169A
100
2,555
80,000
X
80,000
D
SMITHKLINE BEECHAM
COM
13565
6
1,994
157,700
X
157,700
D
SOC NATL ELF AQUIT
COM
482408
0
3,844
29,330
X
29,330
D
SOCIETE GENERALE PARIS
COM
481775
6
3,097
15,475
X
15,475
D
SONAT INC. COMMON STOCK
COM
835415
100
1,666
38,300
X
38,300
D
SONY CORP.
COM
682150
6
2,593
30,600
X
30,600
D
SONY MUSIC ENTMT
COM
682126
1
1,440
35,100
X
35,100
D
SOUTHDOWN, INC.
COM
841297
104
1,742
25,000
X
25,000
D
SOUTHERN CO
COM
842587
107
2,149
77,600
X
77,600
D
SOUTHWEST AIRLINES
COM
844741
108
1,663
56,250
X
56,250
D
SOUTHWEST AIRLINES NSP
COM
844741
108
1,774
60,000
X
60,000
D
SOUTHWEST GAS CORP.
COM
844895
102
754
36,100
X
36,100
D
SPEEDWAY MOTORSPORTS
COM
847788
10
644
24,000
X
24,000
D
SPRINT
COM
852061
100
2,708
40,000
X
40,000
D
SQUARE CO. LTD.
COM
683693
1
918
24,000
X
24,000
D
STAFFMARK, INC.
COM
852389
105
2,624
64,000
X
64,000
D
STAGE STORES INC
COM
85254C
107
4,130
80,000
X
80,000
D
STAPLES
COM
855030
102
202
8,700
X
8,700
D
STAR CHOICE 13% 12-15-05<14
BU
854921
AE3
7,403
7,050
X
0
D
STAR TELECOMM INC.
COM
854923
109
417
7,500
X
7,500
D
STATE STREET CORP
COM
857477
103
919
13,500
X
13,500
D
STATE STREET CORP.
COM
857477
10
5,212
76,575
X
76,575
D
STEIN MART INC
COM
858375
10
570
16,000
X
16,000
D
STEINER LEISURE LTD.
COM
8744Y1
24
2,668
52,500
X
52,500
D
STERLING COMMERCE, INC.
COM
859205
106
6,575
141,773
X
141,773
D
STERLING SOFTWARE
COM
859547
101
1,215
21,500
X
21,500
D
STOLT COMEX SEAWAY S A
COM
756463
55
947
37,600
X
37,600
D
STORAGE USA INC
COM
861907
103
1,531
39,900
X
39,900
D
SUN HUNG KAI PROPERTIES
COM
685992
7
822
120,800
X
120,800
D
SYMBOL TECH.
COM
871508
107
364
7,400
X
7,400
D
SYNOPSYS, INC.*
COM
871607
107
1,972
60,200
X
60,200
D
SYSTEMS & COMPUTER TECHNOLOGY
COM
871873
10
289
7,000
X
7,000
D
T I G HOLDINGS
COM
872469
101
2,289
87,000
X
87,000
D
TAKASHIMAYA CO LTD
COM
687040
1
1,384
194,000
X
194,000
D
TCF FINANCIAL
COM
872275
102
2,725
80,300
X
80,300
D
TCSI CORPORAION
COM
87233R
106
1,425
200,000
X
200,000
D
TEL SAVE HOLDINGS
COM
879176
105
5,597
246,000
X
246,000
D
TELE-COMM. LIBERTY MEDIA GR
COM
87924V
507
10,666
310,284
X
310,284
D
TELE DE SAO PAULO SA-PREF
PFD
288254
1
1,356
4,222,900
X
4,222,900
D
TELEBRAS-SPONS ADR
COM
879287
100
1,298
10,000
X
10,000
D
TELEBRAS PREF
PFD
287988
8
2,014
5,300,600
X
5,300,600
D
TELECOM CORP NZ ADR
COM
879278
208
1,380
35,900
X
35,900
D
TELECOM ITALIA SPA
COM
529750
6
6,443
817,555
X
817,555
D
TELEF CHILE ADR
COM
221363
5
662
24,000
X
24,000
D
TELEF DE ESPANA ADR
COM
288109
8
1,812
13,700
X
13,700
D
TELEFON ARGN ADR
COM
879378
20
1,492
39,200
X
39,200
D
TELEFONICA DE ARGENTINA
COM
879378
206
872
22,900
X
22,900
D
TELEFONICA DE ESPANA
COM
879382
208
2,539
19,200
X
19,200
D
TELEFONICA DEL PERU S.A.
COM
879384
105
431
20,000
X
20,000
D
TELEGLOBE INC.
COM
87941V
100
465
10,000
X
10,000
D
TELIGENT INC.
COM
87959Y
103
62
2,000
X
2,000
D
TELLABS, INC.
COM
879664
100
3,356
50,000
X
50,000
D
TENET HEALTHCARE CORP.
COM
88033G
100
265
7,300
X
7,300
D
TENNECO, INC.
COM
88037E
101
94
2,200
X
2,200
D
TETRA TECH INC
COM
88162G
10
728
30,000
X
30,000
D
TEXACO
COM
881694
103
2,410
40,000
X
40,000
D
TEXAS INSTRUMENTS INC.
COM
882508
104
541
10,000
X
10,000
D
TEXAS UTILITIES
COM
882848
104
2,127
54,100
X
54,100
D
TEXTRON
COM
883203
101
4,266
55,400
X
55,400
D
THAI FARMERS BANK FRN
COM
688879
4
226
91,000
X
91,000
D
THERMADYNE HOLDINGS CORP
COM
883435
109
243
7,165
X
7,165
D
THOMAS & BETTS CORP
COM
884315
102
256
4,000
X
4,000
D
TIME WARNER, INC.
COM
887315
109
6,300
87,500
X
87,500
D
TIME WRNR 10.25 PIK PFD 7/1
PFD
887315
836
6,813
6,090
X
6,090
D
TITAN INTERNATIONAL, INC.
COM
88830M
102
1,416
73,552
X
73,552
D
TOSCO
COM
891490
302
7,448
211,300
X
211,300
D
TOSHIBA CORP
COM
689721
7
782
193,000
X
193,000
D
TOTAL RENAL CARE HLDG INC.
COM
89151A
107
3,331
100,000
X
100,000
D
TOTAL SA
COM
490541
3
3,209
26,721
X
26,721
D
TOWER AUTOMOTIVE
COM
891707
101
1,350
30,000
X
30,000
D
TRACTOR SUPPLY COMPANY
COM
892356
106
619
30,000
X
30,000
D
TRANSCANADA PIPELINES LTD
COM
893526
103
815
34,500
X
34,500
D
TRANSCRYPT
COM
89363A
101
1,273
116,400
X
116,400
D
TRANSPORTATION MARITIMA
COM
893868
208
1,920
247,700
X
247,700
D
TRAVELERS GROUP INC
COM
894190
107
12,060
200,999
X
200,999
D
TRAVELERS GROUP INC
COM
894190
10
3,834
63,900
X
63,900
D
TRAVIS BOATS & MOTORS INC
COM
894363
100
2,567
96,400
X
96,400
D
TURBODYNE TECHNOLOGIES
COM
899905
103
445
100,000
X
100,000
D
TYCO INTERNATIONAL LTD
COM
902124
106
5,009
91,700
X
91,700
D
U S RENTALS INC
COM
902966
100
829
30,000
X
30,000
D
U.S. BANCORP
COM
902973
106
6,512
52,200
X
52,200
D
U.S. WEST COMMUNICATIONS GR
COM
912889
102
3,701
67,600
X
67,600
D
UGI CORPORATION
COM
902681
105
1,263
44,700
X
44,700
D
ULTRAMAR DIAMOND SHAMROCK
COM
904000
106
2,260
64,100
X
64,100
D
UNI-CHARM
COM
691148
5
729
21,000
X
21,000
D
UNIDANMARK A REGD
COM
491418
5
3,043
38,310
X
38,310
D
UNILEVER
COM
904784
501
4,886
71,200
X
71,200
D
UNILEVER NV CVA
COM
530974
6
3,959
58,700
X
58,700
D
UNION PACIFIC
COM
907818
108
674
12,000
X
12,000
D
UNION PACIFIC 6.25% 4/1/28
PFD
907824
205
0
0
X
0
D
UNITD TECH
COM
913017
109
5,760
62,400
X
62,400
D
UNITED HEALTHCARE CORP.
COM
910581
107
3,665
56,600
X
56,600
D
UNITED WATER RESOURCES INC.
COM
913190
104
1,340
74,200
X
74,200
D
UNIVERSAL CORP.
COM
913456
109
159
3,600
X
3,600
D
UNIVERSAL OUTDOOR HOLDING
COM
91377M
105
1,290
20,000
X
20,000
D
UNOCAL
COM
915289
102
2,925
75,600
X
75,600
D
UNOCAL CORP.
COM
915289
102
1,695
43,800
X
43,800
D
US OFFICE PRODUCTS CO.
COM
912325
107
2,761
145,308
X
145,308
D
US WEST 8.25% PFD II 10/29/
PFD
9033M2
4
259
10,000
X
10,000
D
US WEST FINAN 7.96% 9/30/25
PFD
90338D
204
127
5,000
X
5,000
D
USA WASTE SERVICES
COM
902917
103
6,747
151,400
X
151,400
D
USAIR GROUP, INC.
COM
911905
107
1,557
21,000
X
21,000
D
USCI INC.
COM
90330N
101
1,258
248,500
X
248,500
D
UTILICORP UNITED, INC.
COM
918005
109
2,063
52,300
X
52,300
D
VALE DO RIO PREF B 0% 12/31
PFD
220015
0
28,000
X
28,000
D
VEBA AG
COM
494290
4
927
13,000
X
13,000
D
VERILINK CORP.
COM
923432
108
110
10,000
X
10,000
D
VERITAS DGC INC.
COM
92343P
107
3,158
62,450
X
62,450
D
VIATEL INC.
COM
925529
208
1,100
80,000
X
80,000
D
VYSIS INC.
COM
928961
101
1,913
170,000
X
170,000
D
WACHOVIA CORPORATION
COM
929771
103
7,141
84,200
X
84,200
D
WAL-MART STORES
COM
931142
10
5,414
106,550
X
106,550
D
WAL-MART STORES
COM
931142
103
14,471
284,800
X
284,800
D
WALT DISNEY
COM
254687
106
10,184
95,400
X
95,400
D
WARNER-LAMBERT CO.
COM
934488
10
5,305
31,150
X
31,150
D
WARNER-LAMBERT COMPANY
COM
934488
107
11,598
68,100
X
68,100
D
WASHINGTON FEDERAL SVGS & L
COM
938824
109
1,232
44,410
X
44,410
D
WASHINGTON GAS & LIGHT CO.
COM
938837
101
1,046
38,200
X
38,200
D
WASHINGTON MUTUAL INC.
COM
939334
108
3,443
48,000
X
48,000
D
WASHINGTON POST CLASS "B"
COM
939640
108
213
400
X
400
D
WERNER ENTERPRISES
COM
950755
108
408
16,000
X
16,000
D
WEST MARINE INC
COM
954235
107
268
9,200
X
9,200
D
WESTCOAST ENERGY INC.
COM
95751D
102
1,066
43,500
X
43,500
D
WESTFIELD AMERICA, INC.
COM
959910
100
3,451
195,800
X
195,800
D
WHITMAN CORP
COM
96647K
102
563
28,500
X
28,500
D
WILLAMETTE INDUSTRIES
COM
969133
107
2,967
79,000
X
79,000
D
WILLIAMS COMPANIES,INC
COM
969457
100
12,563
392,600
X
392,600
D
WILMINGTON TRUST CORPORATION
COM
971807
10
996
15,000
X
15,000
D
WINSTAR COMMUNICATION INC.
COM
975515
107
3,420
80,000
X
80,000
D
WISCONSIN ENERGY CO.
COM
976657
106
2,857
93,100
X
93,100
D
WMC LIMITED
COM
695498
5
1,053
306,417
X
306,417
D
WOLVERINE WORLD WIDE, INC.
COM
978097
103
3,882
137,400
X
137,400
D
WORLDCOM, INC.
COM
98155K
102
16,185
375,850
X
375,850
D
WPP GROUP PLC
COM
97404
2
1,401
246,000
X
246,000
D
XEROX
COM
984121
103
8,100
76,100
X
76,100
D
YTL CORP BERHAD
COM
643612
6
268
160,000
X
160,000
D
ZENECA GROUP PLC
COM
98952
9
5,427
125,900
X
125,900
D
ZENECA INC
COM
98934D
106
6,804
51,938
X
51,938
S REPORT SUMMARY 736 DATA RECORDS 1983209 8 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
