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FORM 13F
----------------------------
OMB APPROVAL
----------------------------
OMB Number 3235-0006
Expires: October 31, 2000
Estimated average
burden hours per
responses: .........24.7
----------------------------
UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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: Phoenix Home Life Mutual Insurance Company
-------------------------------------------------------------------------
Address: One American Row, Hartford, CT 06102-5056
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Form 13F File Number: 28-3340
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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: John H. Beers
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Title: Vice President and Associate General Counsel
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Phone: (860) 403-5000
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Signature, Place and Date of Signing:
/s/ John H. Beers
- --------------------------------------------------------------------------------
(Signature)
Hartford, CT
- --------------------------------------------------------------------------------
(City, State)
August 11, 1999
- --------------------------------------------------------------------------------
(Date)
All securities with respect to which Phoenix Investment Counsel, Inc.
exercises investment discretion are being reported by Phoenix Home Life Mutual
Insurance Company, One American Row, Hartford, Connecticut. All securities with
respect to which Phoenix Investment Partners, Ltd. exercises investment
discretion, other than those as to which (a) Duff & Phelps Investment Management
Co. and its subsidiary, Phoenix Duff & Phelps Investment Advisors, (b) Seneca
Capital Management LLC, (c) Pasadena Capital Corporation and its subsidiary,
Roger Engemann & Associates, Inc., and (d) Zweig/Glaser Advisers, LLC and its
related subsidiaries exercise investment discretion, are reported by Phoenix
Home Life Mutual Insurance Company, One American Row, Hartford, Connecticut.
Duff & Phelps Investment Management Co., 55 East Monroe Street, Chicago,
Illinois separately reports securities as to which it or Phoenix Duff & Phelps
Investment Advisors exercises investment decision; Seneca Capital Management
LLC, 909 Montgomery Street, San Francisco, California, separately reports
securities as to which it exercises investment discretion; Roger Engemann &
Associates, Inc., 600 North Rosemead Boulevard, Pasadena, California reports,
for itself and its immediate parent, Pasadena Capital Corporation, securities as
to which it exercises investment discretion; and Zweig/Glaser Advisers, LLC, 900
Third Avenue, New York, NY reports for itself, and its related subsidiaries,
securities as to which it exercises investment discretion.
<PAGE>
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 if 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: 2
Form 13F Information Table Entry Total: 551
-------
Form 13F Information Table Value Total: $8,425,476,213
--------------
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.]
No. 1
----------------------------------------------------------------------------
Form 13F File Number 28-85
-----------------------------------------------------------
Name Phoenix Investment Counsel, Inc.
-------------------------------------------------------------------------
No. 2
----------------------------------------------------------------------------
Form 13F File Number 28-7284
-----------------------------------------------------------
Name Phoenix Investment Partners, Ltd.
-------------------------------------------------------------------------
<PAGE>
FORM 13F
REPORTING MANAGER: PHOENIX MUTUAL LIFE INSURANCE
FOR THE QUARTER ENDED JUNE 30, 1999
<TABLE>
<CAPTION>
ITEM 1 ITEM 2 ITEM 3 ITEM 4
- ------ ------ ------ ------
FAIR SHARES OR
TITLE OF CUSIP MARKET PRINCIPAL
NAME OF ISSUER CLASS NUMBER VALUE AMOUNT
-------------- ----- ------ ----- ------
<S> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS COMMON 00088610 956,813 21,000
AFC CABLE SYSTEMS IN COMMON 000950105 141,250 4,000
AT & T CORP. COMMON 001957109 186,964,069 3,349,860
LIBERTY MEDIA GROUP COMMON 001957208 151,215,225 4,114,700
ABACUS DIRECT CORP. COMMON 002553105 7,594,500 83,000
ABBOTT LABORATORIES COMMON 002824100 637,000 14,000
ABERCROMBIE & FITCH CO. COMMON 00289620 1,152,000 24,000
ACNIELSEN CORPORATION COMMON 004833109 130,075 4,300
ADAPTEC INC. COMMON 00651F108 543,813 15,400
ADOBE SYS INC COMMON 00724F101 164,313 2,000
ADVANCED FIBRE COMMUNICATION COMMON 00754A105 2,375,000 152,000
ADVANCED ENERGY IND., INC. COMMON 007973100 4,177,938 103,000
AETNA, INC. COMMON 008117103 1,252,125 14,000
ALASKA AIR GROUP, INC. COMMON 011659109 146,125 3,500
ALUMINUM CO. AMERICA ALCOA COMMON 013817101 27,518,288 444,740
ALCATEL ALSTHOM F.COM. ADR 013904305 4,114,375 145,000
ALLERGAN INC COMMON 018490102 2,086,800 18,800
ALLIEDSIGNAL, INC. COMMON 019512102 13,671,000 217,000
ALLSTATE CORP. COMMON 020002101 4,294,238 119,700
AMBAC FINANCIAL GROUP, INC. COMMON 023139108 1,313,875 23,000
AMERICAN ONLINE INC DEL COMMON 02364J104 106,697,350 965,600
AMERICAN EXPRESS COMMON 025816109 24,294,338 186,700
AMERICAN HOME PRODUCTS CORP. COMMON 026609107 16,157,500 281,000
AMERICAN INTERNATIONAL GROUP, COMMON 026874107 137,770,856 1,176,900
AMERICAN TOWER CORP. CL A COMMON 02991220 960,000 40,000
AMERISOURSE HEALTH CORP. COMMON 03071P102 1,198,500 47,000
AMERITRADE COMMON 03072H109 2,756,000 26,000
AMERITECH CORP COMMON 030954101 5,328,750 72,500
AMGEN, INC. COMMON 031162100 4,565,625 75,000
AMKOR TECHNOLOGY INC COMMON 031652100 748,250 73,000
ANDRX CORP. COMMON 034551101 786,675 10,200
ANHEUSER-BUSCH COMPANIES, INC. COMMON 035229103 6,604,281 93,100
ANN TAYLOR STORES COMMON 036115103 207,000 4,600
APACHE CORPORATION COMMON 037411105 3,252,600 83,400
APPLE COMPUTER, INC. COMMON 037833100 3,505,856 75,700
APPLIED DIGITAL ACCESS COMMON 038181103 73,800 16,400
APPLIED MATERIALS, INC. COMMON 038222105 4,092,675 55,400
APPLIED MICRO CIRCUITS CORP. COMMON 03822W109 7,196,875 87,500
ARADIGM CORP COMMON STOCK COMMON 038505103 303,942 34,247
ARTHROCARE CORP COMMON 043136100 823,896 40,190
ARVIN INDUSTRIES COMMON 043339100 374,963 9,900
ASSISTED LIVING CONCEPTS 144A CONV CV. BOND 04543LAE9 201,650 370,000
AT HOME CORP. COMMON 045919107 1,456,617 27,006
ATLANTIC RICHFIELD CO. COMMON 048825103 3,894,013 46,600
ATMEL CORPORATION COMMON 049513104 1,911,688 73,000
AUTODESK,INC COMMON 052769106 1,552,031 52,500
AUTOMATIC DATA PROCESSING,INC. COMMON 053015103 15,092,000 343,000
AVON PRODUCTS, INC. COMMON 054303102 26,085,000 470,000
AWARE INC COMMON 05453N100 92,250 2,000
BP AMOCO PLC F.COM. ADR 055622104 47,081,188 433,928
BMC SOFTWARE, INC. COMMON 055921100 26,468,100 490,150
BAKER HUGHES, INC. COMMON 057224107 18,058,510 539,060
BAKER HUGHES CV 0% 5/5/08 CV. BOND 057224AH0 1,603,875 2,100,000
BALL CORP. COMMON 058498106 126,750 3,000
BANKAMERICA CORP. COMMON 060505104 59,609,552 813,089
BANK OF NEW YORK CO., INC. COMMON 064057102 737,419 20,100
BANK ONE CORP. COMMON 06423A103 16,034,346 269,202
BANK UNITED CORP COMMON 065412108 1,121,231 27,900
BANKAMERICA CORP COMMON 06605F102 403,219 5,500
BARD C R INC COMMON 067383109 8,462,813 177,000
BARR LABS INC. COMMON 068306109 95,700 2,400
BAXTER INTERNATIONAL, INC. COMMON 071813109 22,540,375 371,800
BEAR STEARNS COS., INC. COMMON 073902108 205,700 4,400
BEBE STORES, INC. COMMON 075571109 1,105,000 32,500
BECTON DICKINSON & CO. COMMON 075887109 525,000 17,500
BELL ATLANTIC CORP. COMMON 077853109 4,543,563 69,500
BELLSOUTH CORP. COMMON 079860102 14,770,313 315,100
BEST BUY CO., INC. COMMON 086516101 24,642,225 365,070
BINDLEY WESTERN INDS. COMMON 090324104 547,350 23,733
BIOGEN, INC. COMMON 090597105 668,850 10,400
BIOMATRIX, INC. COMMON 09060P102 865,000 40,000
BLACK & DECKER CORP. COMMON 091797100 789,063 12,500
BLACK BOX CORPORATIO COMMON 091826107 1,969,913 39,300
BLOCK,INC., H.& R. COMMON 093671105 1,570,000 31,400
BLOUNT INTERNATIONAL INC-CL A COMMON 095177101 258,281 9,500
BOB EVANS FARMS, INC. COMMON 096761101 381,600 19,200
BOEING CO. COMMON 097023105 1,241,669 28,100
BOSS HOLDINGS, INC. COMMON 10011B101 7,470 2,915
BRIGGS & STRATTON COMMON 109043109 410,025 7,100
BRISTOL-MYERS SQUIBB CO. COMMON 110122108 114,932,872 1,631,700
BROADCAST COMMON 111310108 2,697,963 20,200
BRUNSWICK CORP. COMMON 117043109 94,775 3,400
CBS CORPORATION COMMON 12490K107 61,342,438 1,412,200
C-CUBE MICROSYSTEMS COMMON 125015107 2,233,969 70,500
CIGNA CORP. COMMON 125509109 3,097,200 34,800
CALPINE CORPORATION COMMON 131347106 1,674,000 31,000
CAPITAL ONE COMMON 14040H105 121,170,431 2,175,900
CARDINAL HEALTH, INC. COMMON 14149Y108 60,883,481 949,450
CARNIVAL CRUISE LINES COMMON 143658102 72,526,900 1,495,400
CATERPILLAR, INC. COMMON 149123101 3,510,000 58,500
CELL GENESYS COMMON 150921104 1,251,000 278,000
CENDANT CORP. COMMON 151313103 51,225,400 2,498,800
CENTEX CORP. COMMON 152312104 987,894 26,300
CENTEX CONSTRUCTION COMMON 15231R109 320,775 9,400
CENTRAL & SOUTHWEST CORP. COMMON 152357109 1,079,925 46,200
CHAMPIONSHIP AUTO RACING COMMON 158711101 4,011,625 134,000
CHANCELLOR MEDIA CORP. COMMON 158915108 33,864,941 614,330
CHARTER ONE FINANCIAL, INC. COMMON 160903100 862,188 31,000
CHARTWELL RE CORP COMMON 16139W109 149,000 8,000
CHASE MANHATTAN CORP. COMMON 16161A108 25,128,575 290,100
CHEESECAKE FACTORY COMMON 163072101 5,917,000 194,000
CHEVRON CORPORATION COMMON 166751107 2,284,500 24,000
CHIRON CORP. COMMON 170040109 201,275 9,700
CHRIS-CRAFT INDS INC COMMON 170520100 1,072,706 22,763
CHUBB CORP. COMMON 171232101 2,224,000 32,000
CHURCH & DWIGHT COMMON 171340102 1,866,150 42,900
CIENA CORP. COMMON 171779101 7,255,976 240,362
CIRCUIT CITY STORES, INC. COMMON 172737108 10,230,000 110,000
CISCO SYSTEMS, INC. COMMON 17275R102 232,330,677 3,602,026
CITIGROUP INC COMMON 172967101 215,783,855 4,542,818
CITRIX SYSTEMS, INC. COMMON 177376100 220,350 3,900
CITY NATIONAL CORP. COMMON 178566105 2,130,194 56,900
CLAIRE'S STORES INC. COMMON 179584107 10,916,250 426,000
CLARIFY INC COMMON 180492100 495,000 12,000
CLARK/BARDES HLDGS INC COM COMMON 180668105 10,556,400 555,600
CLEAR CHANNELS COMMUNICATIONS, COMMON 184502102 43,223,813 627,000
CLOROX CO. COMMON 189054109 480,656 4,500
COCA-COLA CO. COMMON 191216100 53,690,000 859,040
COCA-COLA FEMSA S.A. SPONSORED F.COM. ADR 191241108 833,125 43,000
COLGATE-PALMOLIVE CO. COMMON 194162103 22,218,750 225,000
COMAIR HOLDINGS INC COMMON 199789108 412,088 19,800
COMMERCE GROUP, INC. COMMON 200641108 1,340,625 55,000
COMPAQ COMPUTER CORP. COMMON 204493100 2,548,775 107,600
COMPUTER ASSOCIATES INTERNATIONAL COMMON 204912109 1,991,000 36,200
COMPUTER SCIENCES CORPORATION COMMON 205363104 1,010,138 14,600
COMPUWARE CORP. COMMON 205638109 20,802,194 653,900
COMVERSE TECHNOLOGY, INC. COMMON 205862402 3,254,050 43,100
CONCENTRIC NETWORK CORP. COMMON 20589R107 4,134,000 104,000
CONCORD EFS, INC. COMMON 206197105 1,768,663 41,800
CONECTIV INC. COMMON 206829103 7,331 300
CONEXANT SYSTEMS INC. COMMON 207142100 5,399,813 93,000
CONOCO INC. COMMON 208251306 19,055,350 683,600
CONSOLIDATED EDISON, INC. COMMON 209115104 1,986,475 43,900
COORS(ADOLPH) CO. CLASS B COMMON 217016104 569,250 11,500
COPPER MOUNTAIN NETWORKS I COMMON 21751010 772,500 10,000
CORDANT TECHNOLOGIES INC COMMON 218412104 808,856 17,900
CORNING INCORPORATED COMMON 219350105 3,646,500 52,000
CORPORATE EXEC. BOARD CO. COMMON 21988R102 3,200,625 90,000
COST PLUS, INC. COMMON 221485105 9,896,250 217,500
COSTCO COMPANIES, INC. COMMON 22160Q102 25,419,844 317,500
COULTER PHARMACEUTICAL, INC. COMMON 222116105 1,624,500 72,000
COUNTRYWIDE CREDIT INDUSTRIES, COMMON 222372104 1,825,425 42,700
CRANE CO. COMMON 224399105 1,081,450 34,400
CROMPTON & KNOWLES CORP. COMMON 227111101 602,525 30,800
CROWN CASTLE INTERNATIONAL COMMON 228227104 1,769,063 85,000
CULLEN/FROST BANKERS, INC. COMMON 229899109 2,651,513 96,200
CYBERSOURCE CORP. COMMON 23251J106 885,000 60,000
CYMER, INC. COMMON 232572107 1,100,000 44,000
D R HORTON INC COMMON 23331A109 151,288 9,100
DETROIT EDISON CO. COMMON 233331107 3,056,000 76,400
DALLAS SEMICONDUCTOR COMMON 235204104 2,474,500 49,000
DATA GENERAL CORP. COMMON 237688106 509,688 35,000
DAYTON HUDSON CORP. COMMON 239753106 48,535,500 746,700
DELL COMPUTER CORP. COMMON 247025109 77,318,900 2,089,700
DELPHI AUTOMOTIVE SYSTEMS COMMON 247126105 3,861,000 208,000
DELTA AIR LINES, INC. COMMON 247361108 368,800 6,400
DELUXE CORP. COMMON 248019101 6,684,249 171,700
DIAMOND OFFSHORE 3.75% 07 CV. BOND 25271CAA0 4,881,938 4,950,000
DIAMONDS TRUST SRVCS COMMON 252787106 4,867,188 44,500
DIEBOLD COMMON 253651103 3,622,500 126,000
WALT DISNEY CO. COMMON 254687106 28,794,281 934,500
DITECH COMM. CORP COMMON 25500M103 900,000 45,000
DOMINION RESOURCES, INC. COMMON 257470104 2,148,300 49,600
DONALDSON, LUFKIN & JENRET COMMON 25766110 1,078,475 17,900
DORAL FINANCIAL CORP. COMMON 25811P100 909,075 52,700
DOW CHEMICAL CO. COMMON 260543103 25,152,969 198,250
DU PONT (E.I.) DE NEMOURS & CO COMMON 263534109 48,706,813 713,000
DUKE ENERGY CORP. COMMON 264399106 2,294,625 42,200
DURA PHARMACEUTICALS COMMON 26632S109 2,101,000 176,000
EG & G.,INC. COMMON 268457108 822,938 23,100
EMC CORP. COMMON 268648102 97,352,750 1,770,050
E-TEK DYNAMICS INC COMMON 269240107 475,630 10,000
EARTHGRAINS CO. COMMON 270319106 1,840,431 71,300
EASTMAN KODAK CO. COMMON 277461109 8,651,675 127,700
EATON CORP. COMMON 278058102 3,109,600 33,800
ECHOSTAR COMM COMMON 278762109 7,518,438 49,000
ECLIPSE SURGICAL COMMON 278849104 270,313 25,000
EDISON INTERNATIONAL COMMON 281020107 930,900 34,800
EDWARDS (A.G.), INC. COMMON 281760108 119,325 3,700
EL PASO ENERGY CORP. COMMON 283905107 218,163 6,200
ELAN PLC SPONSORED ADR (IRELAN F.COM. ADR 284131208 17,654,550 636,200
ELECTRONIC DATA SYSTEMS CORP. COMMON 285661104 23,530,000 416,000
ELECTRONICS FOR IMAGING, INC. COMMON 286082102 421,275 8,200
EMBRATEL PARTICIPACOES S.A F.COM. ADR 29081N100 971,250 70,000
ENERGY EAST CORPORATION COMMON 29266M109 1,934,400 74,400
EQUITABLE COMPANIES, INC. COMMON 29444G107 2,907,800 43,400
ERICSSON LM TEL CO ADR F.COM. ADR 294821400 4,874,750 148,000
EVEREST RE HOLDINGS COMMON 299808105 293,625 9,000
FF HOLDINGS CORP. CLASS B COMMON 301923108 - 2,000
EXPEDITORS INTL WASH INC COMMON 302130109 2,452,500 90,000
EXXON CORP COMMON 302290101 7,350,013 95,300
FPL GROUP, INC. COMMON 302571104 114,713 2,100
FAMILY DOLLAR STORES COMMON 307000109 9,600 400
FASTENAL CO. COMMON 311900104 6,030,313 115,000
FEDERAL AGRI COMMON 313148306 4,254,750 62,000
FREDDIE MAC COMMON 313400301 67,265,500 1,159,750
FEDERAL NATIONAL MORTGAGE ASSO COMMON 313586109 14,149,431 206,950
FEDERATED DEPARTMENT STORES, I COMMON 31410H101 815,238 15,400
FELCOR SUITE HOTELS COMMON 31430F101 228,250 11,000
FIRST DATA CORP. COMMON 319963104 2,300,063 47,000
FIRST UNION CORP. COMMON 337358105 4,822,200 102,600
FLEET FINANCIAL GROUP, INC. COMMON 338915101 3,736,375 84,200
FLEETWOOD ENTERPRISES COMMON 339099103 166,556 6,300
FORD MOTOR CO. COMMON 345370100 16,801,451 297,700
FREMONT GENERAL CORP. COMMON 357288109 1,887,500 100,000
FRONTIER INS GROUP COMMON 359081106 984,000 64,000
FULLER (H.B.) COMPANY COMMON 359694106 683,750 10,000
FURON COMPANY COMMON 361106107 969,000 51,000
GPU, INC. COMMON 36225X100 860,625 20,400
GTE CORP. COMMON 362320103 7,711,350 101,800
GABELLI ASSET MANAGEMENT INC. COMMON 36239Y102 3,874,063 245,000
GALLAGHER -ARTHUR J. COMMON 363576109 3,103,650 62,700
GAP, INC. COMMON 364760108 29,975,644 595,050
GATEWAY, INC. COMMON 367626108 1,244,900 21,100
GENERAL DYNAMICS CORP. COMMON 369550108 3,068,800 44,800
GENERAL ELECTRIC CO. COMMON 369604103 237,782,510 2,104,270
GENERAL INSTR COMMON 370120107 3,068,500 72,200
GENERAL MILLS, INC. COMMON 370334104 8,290,681 103,150
GENERAL MOTORS CORP. COMMON 370442105 6,217,200 94,200
GENERAL MOTORS CORP. CLASS H COMMON 370442832 24,049,125 427,540
GENERAL NUTRITION CO, INC. COMMON 37047F103 2,168,063 93,000
GEON COMPANY COMMON 37246W105 406,350 12,600
GENZYME CORP COMMON 372917104 15,253,250 314,500
GENZYME SURGICAL PRODUCTS CO. COMMON 372917609 248,066 56,299
GEORGIA PACIFIC CORP. COMMON 373298108 28,849,480 608,960
GEOTEL COMMUNICATIONS CORP COMMON 373656107 1,415,949 23,000
GILLETTE CO. COMMON 375766102 45,790,850 1,116,850
GOODRICH CO., B.F. COMMON 382388106 6,936,000 163,200
W.R. GRACE COMMON 38388F108 913,238 49,700
GREENPOINT FINANCIAL CORP. COMMON 395384100 193,594 5,900
GRUPO TELEVISA SPONSORED ADR G F.COM. ADR 40049J206 649,781 14,500
GULF ISLAND FABRICATION, INC. COMMON 402307102 656,563 55,000
GULFSTREAM AEROSPACE CORP. COMMON 402734107 675,625 10,000
HCC INSURANCE HLDL COMMON 404132102 72,600 3,200
HALLIBURTON CO. COMMON 406216101 38,170,185 843,540
HARTFORD FINANCIAL SERVICES GR COMMON 416515104 4,041,056 69,300
HASBRO, INC. COMMON 418056107 67,050 2,400
HEALTH MANAGEMENT ASSOCIATION, COMMON 421933102 1,766,250 157,000
HEALTH CARE REIT COMMON 42217K106 1,395,000 60,000
HERCULES, INC. COMMON 42705610 982,813 25,000
HERSHEY FOODS CORP. COMMON 427866108 3,503,125 59,000
HERTZ CORP COMMON 428040109 1,103,600 17,800
HEWLETT PACKARD CO. COMMON 428236103 10,803,750 107,500
HEWLETT-PACKARD CV. BOND 428236AC7 6,875,000 11,000,000
HILB ROGAL AND HAMILTON CO COMMON 431294107 19,355,314 865,042
HILTON HOTELS CORP. CONV.5 05/15/06 CV. BOND 432848AL3 4,061,250 4,500,000
HOME DEPOT, INC. COMMON 437076102 135,602,279 2,104,400
HOME DEP CV 3.25% 10/01/01 CV. BOND 437076AE2 3,475,000 1,250,000
HONEYWELL, INC. COMMON 438506107 8,053,313 69,500
HORACE MANN EDUCATORS CORP. COMMON 440327104 2,474,063 91,000
HORMEL & CO., GEO.A. COMMON 440452100 1,565,725 38,900
HOSPITALITY PROPERTIES TRUST COMMON 44106M102 840,875 31,000
ISS GROUP INC COMMON 450306105 1,932,800 51,200
ITT INDUSTRIES, INC. COMMON 450911102 179,188 4,700
IDEXX LABORATORIES COMMON 45168D104 254,106 10,900
ILLINOIS TOOL WORKS, INC. COMMON 452308109 17,744,800 216,400
INGERSOLL RAND CO. COMMON 456866102 2,882,275 44,600
INHALE THERAPE COMMON 457191104 1,428,750 60,000
INKTOMI CORP. COMMON 457277101 835,600 6,400
INTEL CORP. COMMON 458140100 214,842,600 3,610,800
INTERNATIONAL BUSINESS MACHINE COMMON 459200101 246,005,403 1,903,330
INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 194,250 10,500
INTERNATIONAL NETWORK SERVICES COM COMMON 460053101 3,250,148 80,499
INTERNATIONAL PAPER CO. COMMON 460146103 1,161,500 23,000
INTERPUBLIC GROUP OF COS.,INC. COMMON 460690100 58,012,763 669,700
INTERPUBLIC 1.80% CV 9/16/04 CV. BOND 460690AD2 2,937,500 2,500,000
INTUIT INC COMMON 461202103 2,099,913 23,300
JOHNSON & JOHNSON COMMON 478160104 3,773,000 38,500
JONES APPAREL GROUP, INC. COMMON 480074103 1,722,488 50,200
JUNIPER NETWORKS, INC. COMMON 48203R104 1,117,500 7,500
KLA TENCOR CORPORATION COMMON 48248010 1,297,500 20,000
KMART CORPORATION COMMON 482584109 900,775 54,800
KANSAS CITY SOUTHERN INDUSTRIE COMMON 485170104 15,953,125 250,000
KAUFMAN & BROAD COMMON 486168107 154,225 6,200
KEEBLER FOODS COMPANY COMMON 487256109 12,150 400
KIMBERLY CLARK CORP. COMMON 494368103 2,770,200 48,600
KNIGHT-RIDDER,INC. COMMON 499040103 697,706 12,700
KOHLS CORP COMMON 500255104 27,189,297 352,250
KROGER CO. COMMON 501044101 31,900,714 1,141,860
LG&E ENERGY CORP. COMMON 501917108 1,799,700 85,700
LAFARGE CORP. COMMON 505862102 1,413,956 39,900
LASALLE HOTEL PRPTS COMMON 517942108 2,113,125 138,000
LEAR CORPORATION COMMON 52186510 1,119,375 22,500
LEGATO SYSTEMS, INC. COMMON 524651106 2,546,775 44,100
LEHMAN BROTHERS HOLDINGS, INC. COMMON 524908100 971,100 15,600
LENNAR CORPORATION COMMON 526057104 1,646,400 68,600
LIGAND PHARMCEUTICAL COMMON 53220K207 289,250 26,000
LILLY (ELI),AND CO. COMMON 532457108 46,319,888 646,700
LINCOLN NATIONAL CORP. COMMON 534187109 9,196,542 175,800
LITHIA MOTORS, INC. COMMON 536797103 3,075,000 150,000
LITTELFUSE, INC. COMMON 537008104 558,250 29,000
LOEWS CORP. COMMON 540424108 1,202,700 15,200
LONE STAR STEAKHOUSE COMMON 542307103 476,219 49,000
LOUIS DREYFUS NATURAL GAS COM COMMON 546011107 6,213,161 288,140
LOUISIANA-PACIFIC CORPORATION COMMON 546347105 1,546,125 65,100
LOWE'S COMPANIES, INC. COMMON 548661107 49,870,828 879,750
LUCENT TECHNOLOGIES, INC. COMMON 549463107 199,494,968 2,958,220
MBNA CORP. COMMON 55262L100 26,123,125 853,000
WORLDCOM INC. COMMON 55268B106 319,377,835 3,702,941
MDU RESOURCES GROUP, INC. COMMON 552690109 803,000 35,200
MMC NETWORKS INC COM COMMON 55308N102 2,352,552 52,571
MATAV RT F.COM. ADR 559776109 492,250 17,900
MALLINCKRODT GROUP COMMON 561232109 571,088 15,700
MANITOWOC CO INC COMMON 563571108 262,238 6,300
MARSH & MCLENNAN COS., INC. COMMON 571748102 8,525,022 112,900
MASCO CORP. COMMON 574599106 964,425 33,400
MASTEC INC COMMON 576323109 282,500 10,000
MATTEL, INC. COMMON 577081102 2,934,563 111,000
MAXTOR CORP. COMMON 577729205 447,781 89,000
MAYTAG CORPORATION COMMON 578592107 236,938 3,400
MCDERMOTT INTL. INC. COMMON 580037109 290,975 10,300
MCDONALDS CORP. COMMON 580135101 25,779,000 624,000
MCKESSON HBOC INC. COMMON 58155Q103 433,688 13,500
MEAD CORP. COMMON 58283410 1,294,250 31,000
MEADE INSTRUMENTS CORP. COMMON 583062104 1,466,250 85,000
MEDIAONE GROUP COMMON 58440J104 2,975,000 40,000
MEDICIS PHARMACEUTICAL-CL A COMMON 584690309 634,375 25,000
MEDIMMUNE, INC. COMMON 584699102 433,600 6,400
MEDTRONIC, INC. COMMON 585055106 105,333,725 1,352,600
MELLON BANK CORP. COMMON 585509102 61,733,104 1,697,130
THE MEN'S WEARHOUSE COMMON 587118100 1,147,500 45,000
MERCK & CO.,INC. COMMON 589331107 59,335,775 801,850
MERITOR AUTOMOTIVE, INC. COMMON 59000G100 351,900 13,800
MERRILL LYNCH & CO., INC. COMMON 590188108 57,661,341 721,350
METRIS COMPA COMMON 591598107 12,225,000 300,000
METTLER-TOLEDO INTL. COMMON 592688105 831,219 33,500
METZLER GROUP COMMON 592903108 563,550 20,400
MICREL, INC. COMMON 594793101 5,698,000 77,000
MICROSOFT CORP COMMON 594918104 384,807,524 4,266,750
MICRON TECH COMMON 595112103 20,156 500
S & P MID-CAP 400 DEPOSITARY R COMMON 595635103 2,508,000 32,000
MINNESOTA MINING & MFG CO. COMMON 604059105 15,387,938 177,000
MINNESOTA POWER & LIGHT CO. COMMON 604110106 3,350,925 168,600
MIPS TECHNOLOGIES COMMON 604567107 4,249,659 88,650
MONSANTO CO. COMMON 611662107 24,311,247 616,450
J.P. MORGAN & CO., INC. COMMON 616880100 7,446,500 53,000
MORGAN STANLEY, DEAN WITTER, D COMMON 617446448 204,145,881 1,991,660
MOTOROLA, INC. COMMON 620076109 48,069,518 507,330
MYLAN LABORATORIES, INC. COMMON 628530107 12,537,150 473,100
NCO GROUP INC COMMON 628858102 3,496,000 92,000
NCR CORP. COMMON 62886E108 1,562,000 32,000
NABORS INDUSTRIES, INC. COMMON 62956810 1,050,813 43,000
NABORS IN CV 5%, 05/15/06 CV. BOND 629568AA4 4,007,919 3,005,000
NASDAQ - 100 SHARES COMMON 631100104 575,313 5,000
NATIONAL SEMICONDUCTOR COR COMMON 63764010 151,875 6,000
NATIONAL SERVICES INDUSTRIES,INC COMMON 637657107 241,200 6,700
NETOPIA INC COMMON 64114K104 788,079 32,858
NETWORK ACCESS COMMON 64120S109 933,206 70,100
NETWORK SOLUTIONS, INC. COMMON 64121Q102 2,452,875 31,000
NETWORK PLUS COMMON 64122D506 939,375 45,000
NEW CENTURY ENERGIES COMMON 64352U103 962,550 24,800
NEW ERA OF N COMMON 644312100 2,394,594 54,500
NEWBRIDGE NETWORKS F.COM. ADR 650901101 2,328,750 81,000
NIKE, INC. CLASS B COMMON 654106103 120,294 1,900
99 CENTS ONLY STORES COMMON 65440K106 8,028,702 160,775
NOKIA CORPORATION ADR F.COM. ADR 654902204 21,410,975 233,840
NORDSTROM, INC. COMMON 655664100 763,800 22,800
NORTEL NETWORKS CORP. F.COM. ADR 656569100 1,675,481 19,300
NORTHERN STATES POWER CO. COMMON 665772109 1,369,013 56,600
NORTHROP GRUMMAN CORP COMMON 666807102 179,044 2,700
NOVA CORP. COMMON 669784100 342,500 13,700
NOVELL INC COMMON 670006105 2,043,150 77,100
NOVELLUS SYSTEM COMMON 670008101 3,583,125 52,500
OCULAR SCIENCES INC COMMON 675744106 6,950 400
OF DEPOT CV 0% 11/1/08 CV. BOND 676220AB2 2,855,875 3,350,000
OGDEN CORP. COMMON 676346109 2,524,048 93,700
OMNICOM GROUP, INC. COMMON 681919106 2,872,000 35,900
ORACLE CORPORATION COMMON 68389X105 2,814,075 75,800
ORTEL CORP. COMMON 68749W102 2,709,375 255,000
OUTDOOR SYSTEMS, INC. COMMON 690057104 7,247,440 198,560
OWENS CORNING COMMON 69073F103 883,438 25,700
OXFORD HEALTH PLANS COMMON 691471106 469,988 30,200
PG&E CORP. COMMON 69331C108 1,036,750 31,900
PXRE CORP COMMON 693674103 11,540,188 636,700
PACCAR, INC. COMMON 693718108 773,938 14,500
PACIFICARE HLTH SYS COMMON 695112102 2,402,713 33,400
PATTERSON DENTAL CO COMMON 703412106 364,875 10,500
PAYCHEX, INC. COMMON 704326107 358,594 11,250
PENTAIR INC. COMMON 709631105 960,750 21,000
PEOPLESOFT INC COM COMMON 712713106 431,250 25,000
PEPBOYS CV 0%, 9/20/11 CV. BOND 713278AJ8 4,198,500 7,775,000
PEPSICO, INC. COMMON 713448108 36,873,056 953,100
PEREGRINE SY COMMON 71366Q101 4,392,563 171,000
PERSISTENCE SOFTWARE INC COMMON 715329108 613,125 45,000
INDONESIAN S F.COM. ADR 715680104 429,000 22,000
PERVASIVE SOFTWARE COMMON 715710109 497,500 20,000
PHARMACIA UPJOHN INC COMMON 716941109 4,982,458 87,700
PFIZER INC COMMON 717081103 193,234,650 1,760,700
PHILIP MORRIS COS., INC. COMMON 718154107 9,697,249 241,300
PHILIPPINE LONG DISTANCE TELEP F.COM. ADR 718252604 662,750 22,000
PINNACLE OIL INT'L COMMON 723473104 1,617,245 115,000
PITNEY BOWES INC COMMON 724479100 2,685,650 41,800
PLACER DOME INC. F.COM. ADR 725906101 583,538 49,400
PRAXAIR, INC. COMMON 74005P104 1,908,563 39,000
PREMARK INTL., INC. COMMON 740459102 3,708,750 98,900
PROCTER & GAMBLE CO. COMMON 742718109 85,831,725 961,700
PROGRESSIVE CORP OHIO COMMON 743315103 24,360,000 168,000
PROVIDIAN FINANCIAL CORP. COMMON 74406A102 93,500 1,000
PUGET SOUND ENERGY COMMON 745332106 806,400 33,600
PULTE CORP. COMMON 745867101 445,106 19,300
QUAKER OATS COMPANY COMMON 747402105 6,617,588 99,700
QUALCOMM INC. COMMON 747525103 29,981,455 208,930
QUINTILES TRANSNATL COMMON 748767100 147,000 3,500
QWEST COMMUNICATIONS INTERNATI COMMON 749121109 9,257,500 280,000
RFS HOTEL INVESTORS COMMON 74955J108 1,130,625 90,000
RF MICRO DEVICES INC. COMMON 74994110 1,492,500 20,000
RADIAN GROUP INC. COMMON 750236101 976,250 20,000
RAILTEX, INC. COMMON 750766107 249,750 18,000
RATIONAL SOFTWARE COMMON 75409P202 1,123,185 34,100
RELIASTAR FINANCIAL CORP. COMMON 75952U103 8,780,625 200,700
RESTORATION HARDWARE INC. COMMON 760981100 3,765,063 281,500
ROCKWELL INTERNATIONAL CORP. COMMON 773903109 2,035,125 33,500
ROSS STORES INC COMMON 778296103 1,163,663 23,100
ROYAL DUTCH PETROLEUM CO ADR N F.COM. ADR 780257804 7,422,800 123,200
SBC COMMUNICATIONS, INC. COMMON 78387G103 37,995,800 655,100
SLM HOLDING CORP. COMMON 78442A109 5,634,938 123,000
STANDARD & POORS DEPOSITORY RE COMMON 78462F103 11,545,148 84,300
SPX CORPORATION COMMON 78463510 1,002,000 12,000
SAFEWAY, INC. COMMON 786514208 11,008,800 222,400
SAP AG-SPONSORED ADR F.COM. ADR 803054204 1,523,500 44,000
SAPIENT CORP. COMMON 803062108 2,548,125 45,000
HENRY SCHEIN, INC. COMMON 806407102 4,753,125 150,000
SCHERING PLOUGH CORP COMMON 806605101 64,414,550 1,215,450
SCHLUMBERGER LTD. COMMON 806857108 9,094,575 142,800
SCHWAB CHARLES CORP NEW COMMON 808513105 1,373,438 12,500
SEAGATE TECHNOLOGY COMMON 811804103 1,019,875 39,800
SEARS ROEBUCK & CO COMMON 812387108 1,755,763 39,400
AMEX BASIC INDUSTRIES SELE COMMON 81369Y10 390,000 15,000
AMEX ENERGY SELECT INDEX COMMON 81369Y50 420,703 15,000
SELECTIVE INSURANCE GROUP, INC COMMON 816300107 495,625 26,000
SEMPRA ENERGY COMMON 816851109 2,330,375 103,000
SEPRACOR INC. COMMON 817315104 2,275,000 28,000
SERVICEMASTER COMMON 81760N109 7,563,750 403,400
SHERWIN-WILLIAMS COMPANY COMMON 82434810 208,125 7,500
SHOREWOOD PACKAGING CORP COMMON 82522910 64,531 3,500
SIEBEL SYSTEMS, INC. COMMON 826170102 318,600 4,800
SIMON PROPERTY GROUP, INC. COMMON 82880610 317,188 12,500
SKYWEST INC COMMON 830879102 199,500 8,000
SMART & FINAL INC. COMMON 831683107 3,715,236 353,832
SMART MODULAR TECHNOLOGIES COMMON 831690102 1,650,625 95,000
SMITHKLINE BEECHAM ADR F.COM. ADR 832378301 125,519 1,900
SMURFIT-STONE CONTAINER CO COMMON 83272710 822,500 40,000
SNYDER COMMUNICATIONS, INC. COMMON 832914105 805,650 24,600
SOLUTIA, INC. COMMON 834376105 1,065,625 50,000
SONIC AUTOMOTIVE, INC. COMMON 83545G102 4,998,125 363,500
SOUTHDOWN INC. COMMON 841297104 758,150 11,800
SOUTHERN CO. COMMON 84258710 159,000 6,000
SOUTHWEST AIRLINES CO. COMMON 844741108 22,534,500 724,000
SOUTHWEST GAS CORP COMMON 844895102 3,122,988 109,100
SPLASH TECHNOLOGY HOLDINGS COM COMMON 848623104 226,820 32,260
STAPLES, INC. COMMON 855030102 92,273,414 2,982,575
STERLING SOFTWARE, INC. COMMON 859547101 910,044 34,100
STRIDE RITE COMMON 863314100 412,500 40,000
SULLIVAN HOLDINGS, INC. CLASS COMMON 865303101 - 76
SUN MICROSYSTEMS, INC. COMMON 866810104 111,551,328 1,619,620
SUNGARD DATA SYSTEMS, INC. COMMON 867363103 365,700 10,600
SUNSTONE HOTEL INVESTORS COMMON 867933103 1,351,500 159,000
SUPERVALU COMMON 868536103 542,006 21,100
SYNOPSYS INC. COMMON 871607107 916,113 16,600
TJX CO., INC. COMMON 872540109 15,425,353 463,050
TALBOTS COMMON 874161102 1,887,188 49,500
TANDY CORP. COMMON 875382103 33,209,585 679,480
TECUMSEH PRODUCTS CO. COMMON 878895200 1,671,525 27,600
TELE CENTRO SUL PARTICIPACOES F.COM. ADR 879239101 360,750 6,500
TELENORTE LESTE PART ADR F.COM. ADR 879246106 631,125 34,000
TELE SUDESTE CULULAR PART ADR F.COM. ADR 879252104 493,000 17,000
TELECOM ARGENTINA SA ADR F.COM. ADR 879273209 171,200 6,400
TELEFLEX INCORPORATED COMMON 879369106 247,594 5,700
TELEFONOS DE MEXICO SA ADR F.COM. ADR 879403780 2,020,313 25,000
TELESP PART. SA ADR F.COM. ADR 87952K100 480,375 21,000
TELESP CELULAR PARTICIPACOES F.COM. ADR 87952L108 1,211,775 45,300
TELLABS, INC. COMMON 879664100 103,978,688 1,539,000
TENET HEALTHCARE CORP. COMMON 88033G100 1,819,125 98,000
TERADYNE, INC COMMON 880770102 4,240,425 59,100
TERAYON COMM COMMON 880775101 55,875 1,000
TEREX CORPORATION. COMMON 880779103 499,175 16,400
TEXACO, INC. COMMON 881694103 20,441,250 327,060
TEXAS INDUSTRIES INC COMMON 882491103 600,625 15,500
TEXAS INSTRUMENTS INC COMMON 882508104 171,501,550 1,182,780
TEXAS UTILITIES CO. COMMON 882848104 6,110,422 148,100
THERMO ELECT CV 4.25% '03 CV. BOND 883556AF9 4,667,000 5,200,000
3COM CORP. COMMON 885535104 2,863,569 107,300
TIDEWATER INC. COMMON 886423102 134,200 4,400
TIME WARNER, INC. COMMON 887315109 42,071,400 572,400
TIMES MIRROR CO. CLASS A COMMON 887364107 385,125 6,500
TOLL BROTHERS, INC. COMMON 889478103 503,781 23,500
TOYS 'R' US INC COMMON 892335100 37,238 1,800
TRIGON HEALTHCARE COMMON 89618L100 2,258,888 62,100
TUPPERWARE CORP. COMMON 899896104 3,327,750 130,500
TYCO INTERNATIONAL LTD. COMMON 902124106 192,822,883 2,035,070
TYSON FOODS INC. COMMON 902494103 247,500 11,000
UST INC COMMON 902911106 585,000 20,000
USX-US STEEL GROUP, INC. COMMON 90337T101 178,200 6,600
ULTRAMAR COMMON 904000106 667,463 30,600
UNILEVER N.V. F.COM. ADR 904784709 1,939,050 27,800
UNICOM CORP. COMMON 904911104 482,031 12,500
UNION PACIFIC CORP COMMON 907818108 4,122,694 70,700
UNIONBANCAL CORPORATION COMMON 908906100 5,718,588 158,300
UNIPHASE CORP. COMMON 90914910 996,000 6,000
UNISYS CORP COMMON 909214108 3,695,171 94,900
U.S. CELLULAR 0%, 6/15/15 CV. BOND 911684AA6 3,082,500 6,000,000
U.S. AIR GROUP, INC. COMMON 911905107 65,344 1,500
U S WEST INC COMMON 91273H101 2,820,000 48,000
UNITED TECHNOLOGIES COMMON 913017109 72,659,583 1,013,560
UNIVERSAL ELECTRONICS INC. COMMON 91348310 659,469 23,500
UNOCAL CORP COMMON 915289102 1,585,000 40,000
UTILICORP UNITED, INC. DEL. COMMON 918005109 7,733,812 318,100
VALASSIS COMMUNICATIONS, INC. COMMON 918866104 2,179,188 59,500
VENATOR GROUP INC. COMMON 92294410 260,938 25,000
VERIO INC COMMON 923433106 2,710,500 39,000
VIACOM, INC. CLASS B COMMON 925524308 3,924,800 89,200
VIAD CORP. COMMON 92552R109 2,348,156 75,900
VIASAT COMMON 92552V100 335,500 22,000
VIGNETTE CORP COMMON 926734104 587,250 7,830
VISX COMMON 92844S105 9,898,438 125,000
VITESSE SEMICONDUCTOR INC. COMMON 928497106 6,892,113 102,200
VODAFONE GROUP PLC ADR F.COM. ADR 92857T107 34,455,300 174,900
WMX TECH CV 2%, 1/24/05 CV. BOND 92929QAF4 5,092,688 4,710,000
WACKENHUT CORP. CL A COMMON 929794105 1,041,250 35,000
WAL-MART STORES, INC. COMMON 931142103 204,785,063 4,244,250
WALGREEN CO. COMMON 931422109 58,397,500 1,988,000
WARNER-LAMBERT CO. COMMON 934488107 58,620,425 845,000
WASHINGTON FEDERAL, INC. COMMON 93882410 291,688 13,000
WASHINGTON MUTUAL, INC. COMMON 939322103 834,850 23,600
WASTE MANAGEMENT INC. COMMON 94106L109 45,580,000 848,000
WASTE MANGEMENT CV. 4%, 2/1/02 CV. BOND 94106LAA7 3,527,813 2,650,000
WEATHERFORD INTERNATIONAL COMMON 94707410 1,179,325 32,200
WELLPOINT HEALTH NETWORKS COMMON 94973H108 12,323,850 145,200
WELLS FARGO CO. COMMON 949746101 196,594,425 4,598,700
WEYERHAUSER CO COMMON 962166104 8,593,750 125,000
WHIRLPOOL CORP COMMON 963320106 1,472,600 19,900
WHITMAN-HART INC. COMMON 966834103 5,397,500 170,000
WHOLE FOODS MARKET, INC. COMMON 966837106 10,141,188 211,000
WILLIAMS CO., INC. COMMON 969457100 4,256,250 100,000
WINSTAR COMMUNICATIONS, INC. COMMON 975515107 3,997,500 82,000
WORLD COLOR PRESS INC. COMMON 981443104 385,000 14,000
XILINX, INC. COMMON 98391910 1,145,000 20,000
XIRCOM INC COMMON 983922105 3,006 100
YAHOO! INC. COMMON 984332106 33,373,438 193,750
YORK INTERNATIONAL COMMON 986670107 1,138,813 26,600
ZALE CORP. COMMON 988858106 940,000 23,500
DAIMLERCHRYSLER F.COM. ADR D1668R123 44,349 499
FRUIT OF THE LOOM, INC. COMMON G3682L105 585,000 60,000
RENAISSANCERE HOLDINGS F.COM. ADR G7496G103 592,000 16,000
SANTA FE INTERNATIONAL COMMON G7805C108 253,000 11,000
HILFIGER TOMMY CORP COMMON G8915Z102 1,969,800 26,800
TRANSOCEAN OFFSHORE, INC. COMMON G90076103 4,921,875 187,500
FUNDTECH LTD F.COM. ADR M47095100 2,464,063 95,000
ROYAL CARIBBEAN CRUISES COMMON V7780T103 3,556,875 81,300
SEPARATE ACCOUNT F VENTURE COMMON VENTURE 3,779,674 3,779,674
FLEXTRONICS INTERNATIONAL LTD COMMON Y2573F102 4,995,000 90,000
8,425,476,213
</TABLE>
<TABLE>
<CAPTION>
ITEM 1 ITEM 5 ITEM 6 ITEM 7 ITEM 8
- ------ ------ ------ ------ ------
VOTING AUTHORITY
----------------
INVESTMENT SOLE SHARED NONE
NAME OF ISSUER SH/PRN PUT/CALL DISCRETION MANAGERS (A) (B) (C)
-------------- ------ -------- ---------- -------- --- --- ---
<S> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS SH 21,000 1 21,000
AFC CABLE SYSTEMS IN SH 4,000 1 4,000
AT & T CORP. SH 3,349,860 1 3,349,860
LIBERTY MEDIA GROUP SH 4,114,700 1 4,114,700
ABACUS DIRECT CORP. SH 83,000 1 83,000
ABBOTT LABORATORIES SH 14,000 1 14,000
ABERCROMBIE & FITCH CO. SH 24,000 1 24,000
ACNIELSEN CORPORATION SH 4,300 1 4,300
ADAPTEC INC. SH 15,400 1 15,400
ADOBE SYS INC SH 2,000 1 2,000
ADVANCED FIBRE COMMUNICATION SH 152,000 1 152,000
ADVANCED ENERGY IND., INC. SH 103,000 1 103,000
AETNA, INC. SH 14,000 1 14,000
ALASKA AIR GROUP, INC. SH 3,500 1 3,500
ALUMINUM CO. AMERICA ALCOA SH 444,740 1 444,740
ALCATEL ALSTHOM SH 145,000 1 145,000
ALLERGAN INC SH 18,800 1 18,800
ALLIEDSIGNAL, INC. SH 217,000 1 217,000
ALLSTATE CORP. SH 119,700 1 119,700
AMBAC FINANCIAL GROUP, INC. SH 23,000 1 23,000
AMERICAN ONLINE INC DEL SH 965,600 1 965,600
AMERICAN EXPRESS SH 186,700 1 186,700
AMERICAN HOME PRODUCTS CORP. SH 281,000 1 281,000
AMERICAN INTERNATIONAL GROUP, SH 1,176,900 1 1,176,900
AMERICAN TOWER CORP. CL A SH 40,000 1 40,000
AMERISOURSE HEALTH CORP. SH 47,000 1 47,000
AMERITRADE SH 26,000 1 26,000
AMERITECH CORP SH 72,500 1 72,500
AMGEN, INC. SH 75,000 1 75,000
AMKOR TECHNOLOGY INC SH 73,000 1 73,000
ANDRX CORP. SH 10,200 1 10,200
ANHEUSER-BUSCH COMPANIES, INC. SH 93,100 1 93,100
ANN TAYLOR STORES SH 4,600 1 4,600
APACHE CORPORATION SH 83,400 1 83,400
APPLE COMPUTER, INC. SH 75,700 1 75,700
APPLIED DIGITAL ACCESS SH 16,400 1 16,400
APPLIED MATERIALS, INC. SH 55,400 1 55,400
APPLIED MICRO CIRCUITS CORP. SH 87,500 1 87,500
ARADIGM CORP COMMON STOCK SH 34,247 1 34,247
ARTHROCARE CORP SH 40,190 1 40,190
ARVIN INDUSTRIES SH 9,900 1 9,900
ASSISTED LIVING CONCEPTS 144A CONV PRN 370,000 1 370,000
AT HOME CORP. SH 27,006 1 27,006
ATLANTIC RICHFIELD CO. SH 46,600 1 46,600
ATMEL CORPORATION SH 73,000 1 73,000
AUTODESK,INC SH 52,500 1 52,500
AUTOMATIC DATA PROCESSING,INC. SH 343,000 1 343,000
AVON PRODUCTS, INC. SH 470,000 1 470,000
AWARE INC SH 2,000 1 2,000
BP AMOCO PLC SH 433,928 1 433,928
BMC SOFTWARE, INC. SH 490,150 1 490,150
BAKER HUGHES, INC. SH 539,060 1 539,060
BAKER HUGHES CV 0% 5/5/08 PRN 2,100,000 1 2,100,000
BALL CORP. SH 3,000 1 3,000
BANKAMERICA CORP. SH 813,089 1 813,089
BANK OF NEW YORK CO., INC. SH 20,100 1 20,100
BANK ONE CORP. SH 269,202 1 269,202
BANK UNITED CORP SH 27,900 1 27,900
BANKAMERICA CORP SH 5,500 1 5,500
BARD C R INC SH 177,000 1 177,000
BARR LABS INC. SH 2,400 1 2,400
BAXTER INTERNATIONAL, INC. SH 371,800 1 371,800
BEAR STEARNS COS., INC. SH 4,400 1 4,400
BEBE STORES, INC. SH 32,500 1 32,500
BECTON DICKINSON & CO. SH 17,500 1 17,500
BELL ATLANTIC CORP. SH 69,500 1 69,500
BELLSOUTH CORP. SH 315,100 1 315,100
BEST BUY CO., INC. SH 365,070 1 365,070
BINDLEY WESTERN INDS. SH 23,733 1 23,733
BIOGEN, INC. SH 10,400 1 10,400
BIOMATRIX, INC. SH 40,000 1 40,000
BLACK & DECKER CORP. SH 12,500 1 12,500
BLACK BOX CORPORATIO SH 39,300 1 39,300
BLOCK,INC., H.& R. SH 31,400 1 31,400
BLOUNT INTERNATIONAL INC-CL A SH 9,500 1 9,500
BOB EVANS FARMS, INC. SH 19,200 1 19,200
BOEING CO. SH 28,100 1 28,100
BOSS HOLDINGS, INC. SH 2,915 1 2,915
BRIGGS & STRATTON SH 7,100 1 7,100
BRISTOL-MYERS SQUIBB CO. SH 1,631,700 1 1,631,700
BROADCAST SH 20,200 1 20,200
BRUNSWICK CORP. SH 3,400 1 3,400
CBS CORPORATION SH 1,412,200 1 1,412,200
C-CUBE MICROSYSTEMS SH 70,500 1 70,500
CIGNA CORP. SH 34,800 1 34,800
CALPINE CORPORATION SH 31,000 1 31,000
CAPITAL ONE SH 2,175,900 1 2,175,900
CARDINAL HEALTH, INC. SH 949,450 1 949,450
CARNIVAL CRUISE LINES SH 1,495,400 1 1,495,400
CATERPILLAR, INC. SH 58,500 1 58,500
CELL GENESYS SH 278,000 1 278,000
CENDANT CORP. SH 2,498,800 1 2,498,800
CENTEX CORP. SH 26,300 1 26,300
CENTEX CONSTRUCTION SH 9,400 1 9,400
CENTRAL & SOUTHWEST CORP. SH 46,200 1 46,200
CHAMPIONSHIP AUTO RACING SH 134,000 1 134,000
CHANCELLOR MEDIA CORP. SH 614,330 1 614,330
CHARTER ONE FINANCIAL, INC. SH 31,000 1 31,000
CHARTWELL RE CORP SH 8,000 1 8,000
CHASE MANHATTAN CORP. SH 290,100 1 290,100
CHEESECAKE FACTORY SH 194,000 1 194,000
CHEVRON CORPORATION SH 24,000 1 24,000
CHIRON CORP. SH 9,700 1 9,700
CHRIS-CRAFT INDS INC SH 22,763 1 22,763
CHUBB CORP. SH 32,000 1 32,000
CHURCH & DWIGHT SH 42,900 1 42,900
CIENA CORP. SH 240,362 1 240,362
CIRCUIT CITY STORES, INC. SH 110,000 1 110,000
CISCO SYSTEMS, INC. SH 3,602,026 1 3,602,026
CITIGROUP INC SH 4,542,818 1 4,542,818
CITRIX SYSTEMS, INC. SH 3,900 1 3,900
CITY NATIONAL CORP. SH 56,900 1 56,900
CLAIRE'S STORES INC. SH 426,000 1 426,000
CLARIFY INC SH 12,000 1 12,000
CLARK/BARDES HLDGS INC COM SH 555,600 1 555,600
CLEAR CHANNELS COMMUNICATIONS, SH 627,000 1 627,000
CLOROX CO. SH 4,500 1 4,500
COCA-COLA CO. SH 859,040 1 859,040
COCA-COLA FEMSA S.A. SPONSORED SH 43,000 1 43,000
COLGATE-PALMOLIVE CO. SH 225,000 1 225,000
COMAIR HOLDINGS INC SH 19,800 1 19,800
COMMERCE GROUP, INC. SH 55,000 1 55,000
COMPAQ COMPUTER CORP. SH 107,600 1 107,600
COMPUTER ASSOCIATES INTERNATIONAL SH 36,200 1 36,200
COMPUTER SCIENCES CORPORATION SH 14,600 1 14,600
COMPUWARE CORP. SH 653,900 1 653,900
COMVERSE TECHNOLOGY, INC. SH 43,100 1 43,100
CONCENTRIC NETWORK CORP. SH 104,000 1 104,000
CONCORD EFS, INC. SH 41,800 1 41,800
CONECTIV INC. SH 300 1 300
CONEXANT SYSTEMS INC. SH 93,000 1 93,000
CONOCO INC. SH 683,600 1 683,600
CONSOLIDATED EDISON, INC. SH 43,900 1 43,900
COORS(ADOLPH) CO. CLASS B SH 11,500 1 11,500
COPPER MOUNTAIN NETWORKS I SH 10,000 1 10,000
CORDANT TECHNOLOGIES INC SH 17,900 1 17,900
CORNING INCORPORATED SH 52,000 1 52,000
CORPORATE EXEC. BOARD CO. SH 90,000 1 90,000
COST PLUS, INC. SH 217,500 1 217,500
COSTCO COMPANIES, INC. SH 317,500 1 317,500
COULTER PHARMACEUTICAL, INC. SH 72,000 1 72,000
COUNTRYWIDE CREDIT INDUSTRIES, SH 42,700 1 42,700
CRANE CO. SH 34,400 1 34,400
CROMPTON & KNOWLES CORP. SH 30,800 1 30,800
CROWN CASTLE INTERNATIONAL SH 85,000 1 85,000
CULLEN/FROST BANKERS, INC. SH 96,200 1 96,200
CYBERSOURCE CORP. SH 60,000 1 60,000
CYMER, INC. SH 44,000 1 44,000
D R HORTON INC SH 9,100 1 9,100
DETROIT EDISON CO. SH 76,400 1 76,400
DALLAS SEMICONDUCTOR SH 49,000 1 49,000
DATA GENERAL CORP. SH 35,000 1 35,000
DAYTON HUDSON CORP. SH 746,700 1 746,700
DELL COMPUTER CORP. SH 2,089,700 1 2,089,700
DELPHI AUTOMOTIVE SYSTEMS SH 208,000 1 208,000
DELTA AIR LINES, INC. SH 6,400 1 6,400
DELUXE CORP. SH 171,700 1 171,700
DIAMOND OFFSHORE 3.75% 07 PRN 4,950,000 1 4,950,000
DIAMONDS TRUST SRVCS SH 44,500 1 44,500
DIEBOLD SH 126,000 1 126,000
WALT DISNEY CO. SH 934,500 1 934,500
DITECH COMM. CORP SH 45,000 1 45,000
DOMINION RESOURCES, INC. SH 49,600 1 49,600
DONALDSON, LUFKIN & JENRET SH 17,900 1 17,900
DORAL FINANCIAL CORP. SH 52,700 1 52,700
DOW CHEMICAL CO. SH 198,250 1 198,250
DU PONT (E.I.) DE NEMOURS & CO SH 713,000 1 713,000
DUKE ENERGY CORP. SH 42,200 1 42,200
DURA PHARMACEUTICALS SH 176,000 1 176,000
EG & G.,INC. SH 23,100 1 23,100
EMC CORP. SH 1,770,050 1 1,770,050
E-TEK DYNAMICS INC SH 10,000 1 10,000
EARTHGRAINS CO. SH 71,300 1 71,300
EASTMAN KODAK CO. SH 127,700 1 127,700
EATON CORP. SH 33,800 1 33,800
ECHOSTAR COMM SH 49,000 1 49,000
ECLIPSE SURGICAL SH 25,000 1 25,000
EDISON INTERNATIONAL SH 34,800 1 34,800
EDWARDS (A.G.), INC. SH 3,700 1 3,700
EL PASO ENERGY CORP. SH 6,200 1 6,200
ELAN PLC SPONSORED ADR (IRELAN SH 636,200 1 636,200
ELECTRONIC DATA SYSTEMS CORP. SH 416,000 1 416,000
ELECTRONICS FOR IMAGING, INC. SH 8,200 1 8,200
EMBRATEL PARTICIPACOES S.A SH 70,000 1 70,000
ENERGY EAST CORPORATION SH 74,400 1 74,400
EQUITABLE COMPANIES, INC. SH 43,400 1 43,400
ERICSSON LM TEL CO ADR SH 148,000 1 148,000
EVEREST RE HOLDINGS SH 9,000 1 9,000
FF HOLDINGS CORP. CLASS B SH 2,000 1 2,000
EXPEDITORS INTL WASH INC SH 90,000 1 90,000
EXXON CORP SH 95,300 1 95,300
FPL GROUP, INC. SH 2,100 1 2,100
FAMILY DOLLAR STORES SH 400 1 400
FASTENAL CO. SH 115,000 1 115,000
FEDERAL AGRI SH 62,000 1 62,000
FREDDIE MAC SH 1,159,750 1 1,159,750
FEDERAL NATIONAL MORTGAGE ASSO SH 206,950 1 206,950
FEDERATED DEPARTMENT STORES, I SH 15,400 1 15,400
FELCOR SUITE HOTELS SH 11,000 1 11,000
FIRST DATA CORP. SH 47,000 1 47,000
FIRST UNION CORP. SH 102,600 1 102,600
FLEET FINANCIAL GROUP, INC. SH 84,200 1 84,200
FLEETWOOD ENTERPRISES SH 6,300 1 6,300
FORD MOTOR CO. SH 297,700 1 297,700
FREMONT GENERAL CORP. SH 100,000 1 100,000
FRONTIER INS GROUP SH 64,000 1 64,000
FULLER (H.B.) COMPANY SH 10,000 1 10,000
FURON COMPANY SH 51,000 1 51,000
GPU, INC. SH 20,400 1 20,400
GTE CORP. SH 101,800 1 101,800
GABELLI ASSET MANAGEMENT INC. SH 245,000 1 245,000
GALLAGHER -ARTHUR J. SH 62,700 1 62,700
GAP, INC. SH 595,050 1 595,050
GATEWAY, INC. SH 21,100 1 21,100
GENERAL DYNAMICS CORP. SH 44,800 1 44,800
GENERAL ELECTRIC CO. SH 2,104,270 1 2,104,270
GENERAL INSTR SH 72,200 1 72,200
GENERAL MILLS, INC. SH 103,150 1 103,150
GENERAL MOTORS CORP. SH 94,200 1 94,200
GENERAL MOTORS CORP. CLASS H SH 427,540 1 427,540
GENERAL NUTRITION CO, INC. SH 93,000 1 93,000
GEON COMPANY SH 12,600 1 12,600
GENZYME CORP SH 314,500 1 314,500
GENZYME SURGICAL PRODUCTS CO. SH 56,299 1 56,299
GEORGIA PACIFIC CORP. SH 608,960 1 608,960
GEOTEL COMMUNICATIONS CORP SH 23,000 1 23,000
GILLETTE CO. SH 1,116,850 1 1,116,850
GOODRICH CO., B.F. SH 163,200 1 163,200
W.R. GRACE SH 49,700 1 49,700
GREENPOINT FINANCIAL CORP. SH 5,900 1 5,900
GRUPO TELEVISA SPONSORED ADR G SH 14,500 1 14,500
GULF ISLAND FABRICATION, INC. SH 55,000 1 55,000
GULFSTREAM AEROSPACE CORP. SH 10,000 1 10,000
HCC INSURANCE HLDL SH 3,200 1 3,200
HALLIBURTON CO. SH 843,540 1 843,540
HARTFORD FINANCIAL SERVICES GR SH 69,300 1 69,300
HASBRO, INC. SH 2,400 1 2,400
HEALTH MANAGEMENT ASSOCIATION, SH 157,000 1 157,000
HEALTH CARE REIT SH 60,000 1 60,000
HERCULES, INC. SH 25,000 1 25,000
HERSHEY FOODS CORP. SH 59,000 1 59,000
HERTZ CORP SH 17,800 1 17,800
HEWLETT PACKARD CO. SH 107,500 1 107,500
HEWLETT-PACKARD PRN 11,000,000 1 11,000,000
HILB ROGAL AND HAMILTON CO SH 865,042 1 865,042
HILTON HOTELS CORP. CONV.5 05/15/06 PRN 4,500,000 1 4,500,000
HOME DEPOT, INC. SH 2,104,400 1 2,104,400
HOME DEP CV 3.25% 10/01/01 PRN 1,250,000 1 1,250,000
HONEYWELL, INC. SH 69,500 1 69,500
HORACE MANN EDUCATORS CORP. SH 91,000 1 91,000
HORMEL & CO., GEO.A. SH 38,900 1 38,900
HOSPITALITY PROPERTIES TRUST SH 31,000 1 31,000
ISS GROUP INC SH 51,200 1 51,200
ITT INDUSTRIES, INC. SH 4,700 1 4,700
IDEXX LABORATORIES SH 10,900 1 10,900
ILLINOIS TOOL WORKS, INC. SH 216,400 1 216,400
INGERSOLL RAND CO. SH 44,600 1 44,600
INHALE THERAPE SH 60,000 1 60,000
INKTOMI CORP. SH 6,400 1 6,400
INTEL CORP. SH 3,610,800 1 3,610,800
INTERNATIONAL BUSINESS MACHINE SH 1,903,330 1 1,903,330
INTERNATIONAL GAME TECHNOLOGY SH 10,500 1 10,500
INTERNATIONAL NETWORK SERVICES COM SH 80,499 1 80,499
INTERNATIONAL PAPER CO. SH 23,000 1 23,000
INTERPUBLIC GROUP OF COS.,INC. SH 669,700 1 669,700
INTERPUBLIC 1.80% CV 9/16/04 PRN 2,500,000 1 2,500,000
INTUIT INC SH 23,300 1 23,300
JOHNSON & JOHNSON SH 38,500 1 38,500
JONES APPAREL GROUP, INC. SH 50,200 1 50,200
JUNIPER NETWORKS, INC. SH 7,500 1 7,500
KLA TENCOR CORPORATION SH 20,000 1 20,000
KMART CORPORATION SH 54,800 1 54,800
KANSAS CITY SOUTHERN INDUSTRIE SH 250,000 1 250,000
KAUFMAN & BROAD SH 6,200 1 6,200
KEEBLER FOODS COMPANY SH 400 1 400
KIMBERLY CLARK CORP. SH 48,600 1 48,600
KNIGHT-RIDDER,INC. SH 12,700 1 12,700
KOHLS CORP SH 352,250 1 352,250
KROGER CO. SH 1,141,860 1 1,141,860
LG&E ENERGY CORP. SH 85,700 1 85,700
LAFARGE CORP. SH 39,900 1 39,900
LASALLE HOTEL PRPTS SH 138,000 1 138,000
LEAR CORPORATION SH 22,500 1 22,500
LEGATO SYSTEMS, INC. SH 44,100 1 44,100
LEHMAN BROTHERS HOLDINGS, INC. SH 15,600 1 15,600
LENNAR CORPORATION SH 68,600 1 68,600
LIGAND PHARMCEUTICAL SH 26,000 1 26,000
LILLY (ELI),AND CO. SH 646,700 1 646,700
LINCOLN NATIONAL CORP. SH 175,800 1 175,800
LITHIA MOTORS, INC. SH 150,000 1 150,000
LITTELFUSE, INC. SH 29,000 1 29,000
LOEWS CORP. SH 15,200 1 15,200
LONE STAR STEAKHOUSE SH 49,000 1 49,000
LOUIS DREYFUS NATURAL GAS COM SH 288,140 1 288,140
LOUISIANA-PACIFIC CORPORATION SH 65,100 1 65,100
LOWE'S COMPANIES, INC. SH 879,750 1 879,750
LUCENT TECHNOLOGIES, INC. SH 2,958,220 1 2,958,220
MBNA CORP. SH 853,000 1 853,000
WORLDCOM INC. SH 3,702,941 1 3,702,941
MDU RESOURCES GROUP, INC. SH 35,200 1 35,200
MMC NETWORKS INC COM SH 52,571 1 52,571
MATAV RT SH 17,900 1 17,900
MALLINCKRODT GROUP SH 15,700 1 15,700
MANITOWOC CO INC SH 6,300 1 6,300
MARSH & MCLENNAN COS., INC. SH 112,900 1 112,900
MASCO CORP. SH 33,400 1 33,400
MASTEC INC SH 10,000 1 10,000
MATTEL, INC. SH 111,000 1 111,000
MAXTOR CORP. SH 89,000 1 89,000
MAYTAG CORPORATION SH 3,400 1 3,400
MCDERMOTT INTL. INC. SH 10,300 1 10,300
MCDONALDS CORP. SH 624,000 1 624,000
MCKESSON HBOC INC. SH 13,500 1 13,500
MEAD CORP. SH 31,000 1 31,000
MEADE INSTRUMENTS CORP. SH 85,000 1 85,000
MEDIAONE GROUP SH 40,000 1 40,000
MEDICIS PHARMACEUTICAL-CL A SH 25,000 1 25,000
MEDIMMUNE, INC. SH 6,400 1 6,400
MEDTRONIC, INC. SH 1,352,600 1 1,352,600
MELLON BANK CORP. SH 1,697,130 1 1,697,130
THE MEN'S WEARHOUSE SH 45,000 1 45,000
MERCK & CO.,INC. SH 801,850 1 801,850
MERITOR AUTOMOTIVE, INC. SH 13,800 1 13,800
MERRILL LYNCH & CO., INC. SH 721,350 1 721,350
METRIS COMPA SH 300,000 1 300,000
METTLER-TOLEDO INTL. SH 33,500 1 33,500
METZLER GROUP SH 20,400 1 20,400
MICREL, INC. SH 77,000 1 77,000
MICROSOFT CORP SH 4,266,750 1 4,266,750
MICRON TECH SH 500 1 500
S & P MID-CAP 400 DEPOSITARY R SH 32,000 1 32,000
MINNESOTA MINING & MFG CO. SH 177,000 1 177,000
MINNESOTA POWER & LIGHT CO. SH 168,600 1 168,600
MIPS TECHNOLOGIES SH 88,650 1 88,650
MONSANTO CO. SH 616,450 1 616,450
J.P. MORGAN & CO., INC. SH 53,000 1 53,000
MORGAN STANLEY, DEAN WITTER, D SH 1,991,660 1 1,991,660
MOTOROLA, INC. SH 507,330 1 507,330
MYLAN LABORATORIES, INC. SH 473,100 1 473,100
NCO GROUP INC SH 92,000 1 92,000
NCR CORP. SH 32,000 1 32,000
NABORS INDUSTRIES, INC. SH 43,000 1 43,000
NABORS IN CV 5%, 05/15/06 PRN 3,005,000 1 3,005,000
NASDAQ - 100 SHARES SH 5,000 1 5,000
NATIONAL SEMICONDUCTOR COR SH 6,000 1 6,000
NATIONAL SERVICES INDUSTRIES,INC SH 6,700 1 6,700
NETOPIA INC SH 32,858 1 32,858
NETWORK ACCESS SH 70,100 1 70,100
NETWORK SOLUTIONS, INC. SH 31,000 1 31,000
NETWORK PLUS SH 45,000 1 45,000
NEW CENTURY ENERGIES SH 24,800 1 24,800
NEW ERA OF N SH 54,500 1 54,500
NEWBRIDGE NETWORKS SH 81,000 1 81,000
NIKE, INC. CLASS B SH 1,900 1 1,900
99 CENTS ONLY STORES SH 160,775 1 160,775
NOKIA CORPORATION ADR SH 233,840 1 233,840
NORDSTROM, INC. SH 22,800 1 22,800
NORTEL NETWORKS CORP. SH 19,300 1 19,300
NORTHERN STATES POWER CO. SH 56,600 1 56,600
NORTHROP GRUMMAN CORP SH 2,700 1 2,700
NOVA CORP. SH 13,700 1 13,700
NOVELL INC SH 77,100 1 77,100
NOVELLUS SYSTEM SH 52,500 1 52,500
OCULAR SCIENCES INC SH 400 1 400
OF DEPOT CV 0% 11/1/08 PRN 3,350,000 1 3,350,000
OGDEN CORP. SH 93,700 1 93,700
OMNICOM GROUP, INC. SH 35,900 1 35,900
ORACLE CORPORATION SH 75,800 1 75,800
ORTEL CORP. SH 255,000 1 255,000
OUTDOOR SYSTEMS, INC. SH 198,560 1 198,560
OWENS CORNING SH 25,700 1 25,700
OXFORD HEALTH PLANS SH 30,200 1 30,200
PG&E CORP. SH 31,900 1 31,900
PXRE CORP SH 636,700 1 636,700
PACCAR, INC. SH 14,500 1 14,500
PACIFICARE HLTH SYS SH 33,400 1 33,400
PATTERSON DENTAL CO SH 10,500 1 10,500
PAYCHEX, INC. SH 11,250 1 11,250
PENTAIR INC. SH 21,000 1 21,000
PEOPLESOFT INC COM SH 25,000 1 25,000
PEPBOYS CV 0%, 9/20/11 PRN 7,775,000 1 7,775,000
PEPSICO, INC. SH 953,100 1 953,100
PEREGRINE SY SH 171,000 1 171,000
PERSISTENCE SOFTWARE INC SH 45,000 1 45,000
INDONESIAN S SH 22,000 1 22,000
PERVASIVE SOFTWARE SH 20,000 1 20,000
PHARMACIA UPJOHN INC SH 87,700 1 87,700
PFIZER INC SH 1,760,700 1 1,760,700
PHILIP MORRIS COS., INC. SH 241,300 1 241,300
PHILIPPINE LONG DISTANCE TELEP SH 22,000 1 22,000
PINNACLE OIL INT'L SH 115,000 1 115,000
PITNEY BOWES INC SH 41,800 1 41,800
PLACER DOME INC. SH 49,400 1 49,400
PRAXAIR, INC. SH 39,000 1 39,000
PREMARK INTL., INC. SH 98,900 1 98,900
PROCTER & GAMBLE CO. SH 961,700 1 961,700
PROGRESSIVE CORP OHIO SH 168,000 1 168,000
PROVIDIAN FINANCIAL CORP. SH 1,000 1 1,000
PUGET SOUND ENERGY SH 33,600 1 33,600
PULTE CORP. SH 19,300 1 19,300
QUAKER OATS COMPANY SH 99,700 1 99,700
QUALCOMM INC. SH 208,930 1 208,930
QUINTILES TRANSNATL SH 3,500 1 3,500
QWEST COMMUNICATIONS INTERNATI SH 280,000 1 280,000
RFS HOTEL INVESTORS SH 90,000 1 90,000
RF MICRO DEVICES INC. SH 20,000 1 20,000
RADIAN GROUP INC. SH 20,000 1 20,000
RAILTEX, INC. SH 18,000 1 18,000
RATIONAL SOFTWARE SH 34,100 1 34,100
RELIASTAR FINANCIAL CORP. SH 200,700 1 200,700
RESTORATION HARDWARE INC. SH 281,500 1 281,500
ROCKWELL INTERNATIONAL CORP. SH 33,500 1 33,500
ROSS STORES INC SH 23,100 1 23,100
ROYAL DUTCH PETROLEUM CO ADR N SH 123,200 1 123,200
SBC COMMUNICATIONS, INC. SH 655,100 1 655,100
SLM HOLDING CORP. SH 123,000 1 123,000
STANDARD & POORS DEPOSITORY RE SH 84,300 1 84,300
SPX CORPORATION SH 12,000 1 12,000
SAFEWAY, INC. SH 222,400 1 222,400
SAP AG-SPONSORED ADR SH 44,000 1 44,000
SAPIENT CORP. SH 45,000 1 45,000
HENRY SCHEIN, INC. SH 150,000 1 150,000
SCHERING PLOUGH CORP SH 1,215,450 1 1,215,450
SCHLUMBERGER LTD. SH 142,800 1 142,800
SCHWAB CHARLES CORP NEW SH 12,500 1 12,500
SEAGATE TECHNOLOGY SH 39,800 1 39,800
SEARS ROEBUCK & CO SH 39,400 1 39,400
AMEX BASIC INDUSTRIES SELE SH 15,000 1 15,000
AMEX ENERGY SELECT INDEX SH 15,000 1 15,000
SELECTIVE INSURANCE GROUP, INC SH 26,000 1 26,000
SEMPRA ENERGY SH 103,000 1 103,000
SEPRACOR INC. SH 28,000 1 28,000
SERVICEMASTER SH 403,400 1 403,400
SHERWIN-WILLIAMS COMPANY SH 7,500 1 7,500
SHOREWOOD PACKAGING CORP SH 3,500 1 3,500
SIEBEL SYSTEMS, INC. SH 4,800 1 4,800
SIMON PROPERTY GROUP, INC. SH 12,500 1 12,500
SKYWEST INC SH 8,000 1 8,000
SMART & FINAL INC. SH 353,832 1 353,832
SMART MODULAR TECHNOLOGIES SH 95,000 1 95,000
SMITHKLINE BEECHAM ADR SH 1,900 1 1,900
SMURFIT-STONE CONTAINER CO SH 40,000 1 40,000
SNYDER COMMUNICATIONS, INC. SH 24,600 1 24,600
SOLUTIA, INC. SH 50,000 1 50,000
SONIC AUTOMOTIVE, INC. SH 363,500 1 363,500
SOUTHDOWN INC. SH 11,800 1 11,800
SOUTHERN CO. SH 6,000 1 6,000
SOUTHWEST AIRLINES CO. SH 724,000 1 724,000
SOUTHWEST GAS CORP SH 109,100 1 109,100
SPLASH TECHNOLOGY HOLDINGS COM SH 32,260 1 32,260
STAPLES, INC. SH 2,982,575 1 2,982,575
STERLING SOFTWARE, INC. SH 34,100 1 34,100
STRIDE RITE SH 40,000 1 40,000
SULLIVAN HOLDINGS, INC. CLASS SH 76 1 76
SUN MICROSYSTEMS, INC. SH 1,619,620 1 1,619,620
SUNGARD DATA SYSTEMS, INC. SH 10,600 1 10,600
SUNSTONE HOTEL INVESTORS SH 159,000 1 159,000
SUPERVALU SH 21,100 1 21,100
SYNOPSYS INC. SH 16,600 1 16,600
TJX CO., INC. SH 463,050 1 463,050
TALBOTS SH 49,500 1 49,500
TANDY CORP. SH 679,480 1 679,480
TECUMSEH PRODUCTS CO. SH 27,600 1 27,600
TELE CENTRO SUL PARTICIPACOES SH 6,500 1 6,500
TELENORTE LESTE PART ADR SH 34,000 1 34,000
TELE SUDESTE CULULAR PART ADR SH 17,000 1 17,000
TELECOM ARGENTINA SA ADR SH 6,400 1 6,400
TELEFLEX INCORPORATED SH 5,700 1 5,700
TELEFONOS DE MEXICO SA ADR SH 25,000 1 25,000
TELESP PART. SA ADR SH 21,000 1 21,000
TELESP CELULAR PARTICIPACOES SH 45,300 1 45,300
TELLABS, INC. SH 1,539,000 1 1,539,000
TENET HEALTHCARE CORP. SH 98,000 1 98,000
TERADYNE, INC SH 59,100 1 59,100
TERAYON COMM SH 1,000 1 1,000
TEREX CORPORATION. SH 16,400 1 16,400
TEXACO, INC. SH 327,060 1 327,060
TEXAS INDUSTRIES INC SH 15,500 1 15,500
TEXAS INSTRUMENTS INC SH 1,182,780 1 1,182,780
TEXAS UTILITIES CO. SH 148,100 1 148,100
THERMO ELECT CV 4.25% '03 PRN 5,200,000 1 5,200,000
3COM CORP. SH 107,300 1 107,300
TIDEWATER INC. SH 4,400 1 4,400
TIME WARNER, INC. SH 572,400 1 572,400
TIMES MIRROR CO. CLASS A SH 6,500 1 6,500
TOLL BROTHERS, INC. SH 23,500 1 23,500
TOYS 'R' US INC SH 1,800 1 1,800
TRIGON HEALTHCARE SH 62,100 1 62,100
TUPPERWARE CORP. SH 130,500 1 130,500
TYCO INTERNATIONAL LTD. SH 2,035,070 1 2,035,070
TYSON FOODS INC. SH 11,000 1 11,000
UST INC SH 20,000 1 20,000
USX-US STEEL GROUP, INC. SH 6,600 1 6,600
ULTRAMAR SH 30,600 1 30,600
UNILEVER N.V. SH 27,800 1 27,800
UNICOM CORP. SH 12,500 1 12,500
UNION PACIFIC CORP SH 70,700 1 70,700
UNIONBANCAL CORPORATION SH 158,300 1 158,300
UNIPHASE CORP. SH 6,000 1 6,000
UNISYS CORP SH 94,900 1 94,900
U.S. CELLULAR 0%, 6/15/15 PRN 6,000,000 1 6,000,000
U.S. AIR GROUP, INC. SH 1,500 1 1,500
U S WEST INC SH 48,000 1 48,000
UNITED TECHNOLOGIES SH 1,013,560 1 1,013,560
UNIVERSAL ELECTRONICS INC. SH 23,500 1 23,500
UNOCAL CORP SH 40,000 1 40,000
UTILICORP UNITED, INC. DEL. SH 318,100 1 318,100
VALASSIS COMMUNICATIONS, INC. SH 59,500 1 59,500
VENATOR GROUP INC. SH 25,000 1 25,000
VERIO INC SH 39,000 1 39,000
VIACOM, INC. CLASS B SH 89,200 1 89,200
VIAD CORP. SH 75,900 1 75,900
VIASAT SH 22,000 1 22,000
VIGNETTE CORP SH 7,830 1 7,830
VISX SH 125,000 1 125,000
VITESSE SEMICONDUCTOR INC. SH 102,200 1 102,200
VODAFONE GROUP PLC ADR SH 174,900 1 174,900
WMX TECH CV 2%, 1/24/05 PRN 4,710,000 1 4,710,000
WACKENHUT CORP. CL A SH 35,000 1 35,000
WAL-MART STORES, INC. SH 4,244,250 1 4,244,250
WALGREEN CO. SH 1,988,000 1 1,988,000
WARNER-LAMBERT CO. SH 845,000 1 845,000
WASHINGTON FEDERAL, INC. SH 13,000 1 13,000
WASHINGTON MUTUAL, INC. SH 23,600 1 23,600
WASTE MANAGEMENT INC. SH 848,000 1 848,000
WASTE MANGEMENT CV. 4%, 2/1/02 PRN 2,650,000 1 2,650,000
WEATHERFORD INTERNATIONAL SH 32,200 1 32,200
WELLPOINT HEALTH NETWORKS SH 145,200 1 145,200
WELLS FARGO CO. SH 4,598,700 1 4,598,700
WEYERHAUSER CO SH 125,000 1 125,000
WHIRLPOOL CORP SH 19,900 1 19,900
WHITMAN-HART INC. SH 170,000 1 170,000
WHOLE FOODS MARKET, INC. SH 211,000 1 211,000
WILLIAMS CO., INC. SH 100,000 1 100,000
WINSTAR COMMUNICATIONS, INC. SH 82,000 1 82,000
WORLD COLOR PRESS INC. SH 14,000 1 14,000
XILINX, INC. SH 20,000 1 20,000
XIRCOM INC SH 100 1 100
YAHOO! INC. SH 193,750 1 193,750
YORK INTERNATIONAL SH 26,600 1 26,600
ZALE CORP. SH 23,500 1 23,500
DAIMLERCHRYSLER SH 499 1 499
FRUIT OF THE LOOM, INC. SH 60,000 1 60,000
RENAISSANCERE HOLDINGS SH 16,000 1 16,000
SANTA FE INTERNATIONAL SH 11,000 1 11,000
HILFIGER TOMMY CORP SH 26,800 1 26,800
TRANSOCEAN OFFSHORE, INC. SH 187,500 1 187,500
FUNDTECH LTD SH 95,000 1 95,000
ROYAL CARIBBEAN CRUISES SH 81,300 1 81,300
SEPARATE ACCOUNT F VENTURE SH 3,779,674 1 3,779,674
FLEXTRONICS INTERNATIONAL LTD SH 90,000 1 90,000
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