FORM 13F
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OMB APPROVAL
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OMB Number 3235-0006
Expires: October 31, 2000
Estimated average
burden hours per
responses: .........24.7
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
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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
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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:
Reporting Manager:
Name: John H. Beers
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Title: Vice President
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Phone: (860) 403-5050
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Signature, Place and Date of Signing:
/s/ John H. Beers
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(Signature)
Hartford, CT
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(City, State)
August 9, 2000
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(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., (b) Seneca Capital Management LLC, (c)
Pasadena Capital Corporation and its subsidiary, Roger Engemann &
Associates, Inc., and (d) Phoenix/Zweig 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
exercises investment discretion; 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 Phoenix/Zweig 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: 472
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Form 13F Information Table Value Total: $3,153,477,381.32
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
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Form 13F File Number 28-85
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Name Phoenix Investment Counsel, Inc.
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No. 2
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Form 13F File Number 28-7284
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Name Phoenix Investment Partners, Ltd.
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<PAGE>
<TABLE>
<CAPTION>
FORM 13F
REPORTING MANAGER: PHOENIX MUTUAL LIFE INSURANCE
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
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VOTING AUTHORITY
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FAIR SHARES OR
TITLE OF CUSIP MARKET PRINCIPAL SH/ PUT/ INVESTMENT SOLE SHARED NONE
NAME OF ISSUER CLASS NUMBER VALUE AMOUNT PRN CALL DISCRETION MANAGERS (A) (B) (C)
-------------- ----- ------ ----- ------ --- ---- ---------- -------- --- --- ---
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<S> <C> <C> <C> <C> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS INC COMMON 000886101 2,834,975.00 33,800.00 SH 33,800.00 1 33,800.00
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AES CORP. COMMON 00130H105 2,304,062.50 50,500.00 SH 50,500.00 1 50,500.00
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AMFM INC. COMMON 001693100 18,671,400.00 270,600.00 SH 270,600.00 1 270,600.00
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AT & T CORP. COMMON 001957109 25,847,365.51 817,308.00 SH 817,308.00 1 817,308.00
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LIBERTY MEDIA GROUP COMMON 001957208 13,738,662.50 566,500.00 SH 566,500.00 1 566,500.00
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AVX CORP COMMON 002444107 676,656.25 29,500.00 SH 29,500.00 1 29,500.00
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AXA FINANCIAL, INC. COMMON 002451102 4,304,400.00 126,600.00 SH 126,600.00 1 126,600.00
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ABBOTT LABORATORIES COMMON 002824100 26,594,900.00 596,800.00 SH 596,800.00 1 596,800.00
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ACTUATE SOFTWARE CORP COMMON 00508B102 850,797.50 15,940.00 SH 15,940.00 1 15,940.00
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ADOBE SYS INC COMMON 00724F101 3,387,800.00 26,060.00 SH 26,060.00 1 26,060.00
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ADTRAN, INC. COMMON 00738A106 13,783,225.00 230,200.00 SH 230,200.00 1 230,200.00
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ADVANCED LTG COMMON 00753C102 3,405,850.00 184,100.00 SH 184,100.00 1 184,100.00
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ADVANCED MIRCO DEVICES,INC. COMMON 007903107 33,101,625.00 428,500.00 SH 428,500.00 1 428,500.00
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AFFILIATED COMPUTER COMMON 008190100 4,443,600.00 134,400.00 SH 134,400.00 1 134,400.00
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AIR PRODUCTS & CHEMICALS, INC. COMMON 009158106 7,518,250.00 244,000.00 SH 244,000.00 1 244,000.00
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ALBERTO-CULVER CO-CL B COMMON 013068101 739,612.50 24,200.00 SH 24,200.00 1 24,200.00
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ALBERTSON'S INC COMMON 013104104 2,164,575.00 65,100.00 SH 65,100.00 1 65,100.00
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ALCOA, INC. COMMON 013817101 11,185,300.00 385,700.00 SH 385,700.00 1 385,700.00
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ALLERGAN INC COMMON 018490102 1,698,600.00 22,800.00 SH 22,800.00 1 22,800.00
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ALLIANT TECHSYSTEMS, INC. COMMON 018804104 3,263,975.00 48,400.00 SH 48,400.00 1 48,400.00
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ALLSTATE CORP. COMMON 020002101 534,000.00 24,000.00 SH 24,000.00 1 24,000.00
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ALLTEL CORP. COMMON 020039103 2,105,875.00 34,000.00 SH 34,000.00 1 34,000.00
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ALPHA INDUSTRIES INC COMMON 020753109 569,734.59 12,930.00 SH 12,930.00 1 12,930.00
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A.L. PHARMA, INC. COMMON 020813101 10,221,450.00 164,200.00 SH 164,200.00 1 164,200.00
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ALTERA CORPO COMMON 021441100 10,683,050.00 104,800.00 SH 104,800.00 1 104,800.00
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AMBAC FINANCIAL GROUP, INC. COMMON 023139108 1,562,156.25 28,500.00 SH 28,500.00 1 28,500.00
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AMERADA HESS CORP COMMON 023551104 8,947,575.00 144,900.00 SH 144,900.00 1 144,900.00
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AMERICA ONLINE, INC COMMON 02364J104 27,434,475.00 520,100.00 SH 520,100.00 1 520,100.00
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AMERICAN EXPRESS COMMON 025816109 1,277,062.50 24,500.00 SH 24,500.00 1 24,500.00
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AMERICAN GENERAL CORP. COMMON 026351106 4,758,000.00 78,000.00 SH 78,000.00 1 78,000.00
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AMERICAN INTERNATIONAL GROUP, COMMON 026874107 51,234,347.50 436,037.00 SH 436,037.00 1 436,037.00
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AMER MGMT SYST COMMON 027352103 10,130,759.38 308,600.00 SH 308,600.00 1 308,600.00
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AMERICAN STANDARD COMMON 029712106 1,652,300.00 40,300.00 SH 40,300.00 1 40,300.00
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AMERICREDIT CORPORATION COMMON 03060R101 170,000.00 10,000.00 SH 10,000.00 1 10,000.00
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AMGEN, INC. COMMON 031162100 2,416,600.00 34,400.00 SH 34,400.00 1 34,400.00
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AMKOR TECHNOLOGY INC COMMON 031652100 812,187.50 23,000.00 SH 23,000.00 1 23,000.00
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ANADARKO PETROLEUM CORP. COMMON 032511107 13,748,325.00 278,800.00 SH 278,800.00 1 278,800.00
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ANALOG DEVICES COMMON 032654105 1,307,200.00 17,200.00 SH 17,200.00 1 17,200.00
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ANDRX CORP. COMMON 034551101 690,356.26 10,800.00 SH 10,800.00 1 10,800.00
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ANHEUSER-BUSCH COMPANIES, INC. COMMON 035229103 3,323,593.75 44,500.00 SH 44,500.00 1 44,500.00
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APACHE CORPORATION COMMON 037411105 5,422,512.50 92,200.00 SH 92,200.00 1 92,200.00
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APARTMENT INVT & MGMT CO COM COMMON 03748R101 333,082.69 7,646.00 SH 7,646.00 1 7,646.00
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APPLE COMPUTER, INC. COMMON 037833100 4,127,150.00 78,800.00 SH 78,800.00 1 78,800.00
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APPLIED MATERIALS, INC. COMMON 038222105 9,162,187.50 101,100.00 SH 101,100.00 1 101,100.00
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ARADIGM CORP COMMON STOCK COMMON 038505103 599,322.50 34,247.00 SH 34,247.00 1 34,247.00
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ARCHER DANIELS COMMON 039483102 1,829,050.00 186,400.00 SH 186,400.00 1 186,400.00
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ARIBA INC COMMON 04033V104 5,446,027.00 55,536.00 SH 55,536.00 1 55,536.00
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ARMOR HOLDINGS INC COMMON 04226010 117,000.00 9,000.00 SH 9,000.00 1 9,000.00
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AT HOME CORP - SER A COMMON 045919107 830,034.19 40,001.65 SH 40,001.65 1 40,001.65
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BAKER HUGHES, INC. COMMON 057224107 12,627,200.00 394,600.00 SH 394,600.00 1 394,600.00
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BANK OF AMERICA CORP. COMMON 060505104 4,674,100.00 108,700.00 SH 108,700.00 1 108,700.00
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BANK OF NEW YORK CO., INC. COMMON 064057102 7,463,250.00 160,500.00 SH 160,500.00 1 160,500.00
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BANK UNITED CORP CLASS A COMMON 065412108 1,689,000.00 48,000.00 SH 48,000.00 1 48,000.00
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BARD C R INC COMMON 067383109 17,666,687.50 367,100.00 SH 367,100.00 1 367,100.00
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BAUSCH & LOMB, INC. COMMON 071707103 1,539,762.50 19,900.00 SH 19,900.00 1 19,900.00
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BAXTER INTERNATIONAL, INC. COMMON 071813109 26,339,062.50 374,600.00 SH 374,600.00 1 374,600.00
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BELL ATLANTIC CORP. COMMON 077853109 6,474,165.09 127,400.00 SH 127,400.00 1 127,400.00
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BELLSOUTH CORP. COMMON 079860102 9,982,775.00 234,200.00 SH 234,200.00 1 234,200.00
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BELLWETHER COMMON 079895207 831,250.00 100,000.00 SH 100,000.00 1 100,000.00
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BERGEN BRUNSWIG CORP. COMMON 083739102 2,420,000.00 440,000.00 SH 440,000.00 1 440,000.00
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BEST BUY CO., INC. COMMON 086516101 2,333,925.00 36,900.00 SH 36,900.00 1 36,900.00
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BIOGEN, INC. COMMON 090597105 2,031,750.00 31,500.00 SH 31,500.00 1 31,500.00
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BLACK & DECKER CORP. COMMON 091797100 687,968.75 17,500.00 SH 17,500.00 1 17,500.00
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BLACK BOX CORPORATIO COMMON 091826107 2,612,671.88 33,000.00 SH 33,000.00 1 33,000.00
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BOEING CO. COMMON 097023105 7,057,953.95 168,800.00 SH 168,800.00 1 168,800.00
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BOSTON COMM GROUP COMMON 100582105 3,411,800.00 243,700.00 SH 243,700.00 1 243,700.00
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BOSTON PPTYS INC COMMON 101121101 315,373.13 8,165.00 SH 8,165.00 1 8,165.00
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BREAKAWAY SOLUTIONS INC COMMON 106372105 228,602.00 7,726.00 SH 7,726.00 1 7,726.00
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BRISTOL-MYERS SQUIBB CO. COMMON 110122108 27,779,425.00 476,900.00 SH 476,900.00 1 476,900.00
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BROADCOM CORP-CL A COMMON 111320107 1,193,649.95 5,452.00 SH 5,452.00 1 5,452.00
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BROOKTROUT TECH INC COMMON 114580103 3,954,606.25 181,300.00 SH 181,300.00 1 181,300.00
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CBL & ASSOCIATES PROPERTIES COMMON 124830100 210,425.00 8,417.00 SH 8,417.00 1 8,417.00
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CBRL GROUP INC COMMON 12489V106 3,146,062.50 214,200.00 SH 214,200.00 1 214,200.00
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CIGNA CORP. COMMON 125509109 10,528,100.00 112,600.00 SH 112,600.00 1 112,600.00
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CABLETRON SYSTEMS, INC. COMMON 126920107 3,964,250.00 157,000.00 SH 157,000.00 1 157,000.00
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CAL DIVE INTERNATIONAL COMMON 127914109 5,355,358.31 98,830.00 SH 98,830.00 1 98,830.00
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CALPINE CORPORATION COMMON 131347106 6,171,600.00 93,900.00 SH 93,900.00 1 93,900.00
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CARDINAL HEALTH, INC. COMMON 14149Y108 28,619,500.00 386,750.00 SH 386,750.00 1 386,750.00
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CENTERPOINT PROPERTIES CORP COMMON 151895109 456,000.00 11,400.00 SH 11,400.00 1 11,400.00
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CHARLES RIVER LABS. COMMON 159864107 2,367,406.25 106,700.00 SH 106,700.00 1 106,700.00
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CHARTER ONE FINANCIAL, INC. COMMON 160903100 69,000.00 3,000.00 SH 3,000.00 1 3,000.00
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CHASE MANHATTAN CORP. COMMON 16161A108 17,575,151.72 381,550.00 SH 381,550.00 1 381,550.00
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CHECKFREE HOLDING CORP COMMON 162816102 10,771,406.25 208,900.00 SH 208,900.00 1 208,900.00
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CHELSEA GCA REALTY INC COMMON 163262108 261,711.03 7,572.00 SH 7,572.00 1 7,572.00
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CHEVRON CORPORATION COMMON 166751107 15,215,663.70 179,400.00 SH 179,400.00 1 179,400.00
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CHRIS-CRAFT INDS INC COMMON 170520100 2,516,981.25 38,100.00 SH 38,100.00 1 38,100.00
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CIRCUIT CITY STORES, INC. COMMON 172737108 1,101,825.00 33,200.00 SH 33,200.00 1 33,200.00
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CISCO SYSTEMS, INC. COMMON 17275R102 77,520,835.49 1,219,601.60 SH 1,219,601.60 1 1,219,601.60
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CITIGROUP, INC. COMMON 172967101 93,413,357.71 1,550,378.00 SH 1,550,378.00 1 1,550,378.00
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CLARK/BARDES HLDGS INC COM COMMON 180668105 9,167,400.00 555,600.00 SH 555,600.00 1 555,600.00
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CLEAR CHANNELS COMMUNICATIONS, COMMON 184502102 12,180,000.00 162,400.00 SH 162,400.00 1 162,400.00
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CLOROX CO COMMON 18905410 1,604,287.50 35,800.00 SH 35,800.00 1 35,800.00
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COASTAL COMMON 190441105 2,130,625.00 35,000.00 SH 35,000.00 1 35,000.00
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COCA-COLA CO COMMON 19121610 2,107,956.25 36,700.00 SH 36,700.00 1 36,700.00
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COMMERCE GROUP, INC. COMMON 200641108 1,357,000.00 46,000.00 SH 46,000.00 1 46,000.00
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COMMERCE ONE COMMON 200693109 2,297,790.00 50,640.00 SH 50,640.00 1 50,640.00
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COMPAQ COMPUTER CORP. COMMON 204493100 27,893,800.00 1,091,200.00 SH 1,091,200.00 1 1,091,200.00
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COMPUCREDIT CORP. COMMON 20478N100 1,590,000.00 53,000.00 SH 53,000.00 1 53,000.00
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COMPUTER ASSOCIATES INTERNATIO COMMON 204912109 3,819,150.57 74,611.00 SH 74,611.00 1 74,611.00
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COMPUTER SCIENCES CORPORATION COMMON 205363104 10,112,687.50 135,400.00 SH 135,400.00 1 135,400.00
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COMVERSE TECHNOLOGY, INC. COMMON 205862402 595,200.00 6,400.00 SH 6,400.00 1 6,400.00
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CONCORD EFS, INC. COMMON 206197105 595,400.00 22,900.00 SH 22,900.00 1 22,900.00
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CONEXANT SYSTEMS INC. COMMON 207142100 2,217,300.00 45,600.00 SH 45,600.00 1 45,600.00
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CONOCO INC. COMMON 208251306 15,039,200.00 683,600.00 SH 683,600.00 1 683,600.00
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COOPER COMPANIES, INC. (THE) COMMON 216648402 4,228,593.75 116,250.00 SH 116,250.00 1 116,250.00
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COORS(ADOLPH) CO. CLASS B COMMON 217016104 1,070,850.00 17,700.00 SH 17,700.00 1 17,700.00
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CORNING INC COMMON 219350105 2,874,168.75 10,650.00 SH 10,650.00 1 10,650.00
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CREDENCE SYSTEMS C S COMMON 225302108 717,444.00 13,000.00 SH 13,000.00 1 13,000.00
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CROSSROADS SYSTEMS COMMON 22765D100 702,631.75 27,827.00 SH 27,827.00 1 27,827.00
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CROWN CASTLE INTERNATIONAL COMMON 228227104 8,595,750.00 235,500.00 SH 235,500.00 1 235,500.00
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CULLEN/FROST BANKERS, INC. COMMON 229899109 5,644,031.25 214,500.00 SH 214,500.00 1 214,500.00
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CYPRESS SEMICONDUCTOR CORP COMMON 232806109 1,292,850.00 30,600.00 SH 30,600.00 1 30,600.00
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D R HORTON INC COMMON 23331A109 1,810,593.75 133,500.00 SH 133,500.00 1 133,500.00
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DTE ENERGY CO. COMMON 233331107 1,130,812.50 37,000.00 SH 37,000.00 1 37,000.00
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DARDEN RESTAURANTS INC. COMMON 237194105 854,750.00 52,600.00 SH 52,600.00 1 52,600.00
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MIH LTD COMMON 2400039 549,571.88 18,300.00 SH 18,300.00 1 18,300.00
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DEAN FOODS CO. COMMON 242361103 4,512,300.00 142,400.00 SH 142,400.00 1 142,400.00
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DELL COMPUTER CORP. COMMON 247025109 10,597,260.41 214,900.00 SH 214,900.00 1 214,900.00
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DELPHI AUTOMOTIVE SYSTEMS COMMON 247126105 5,610,625.00 382,000.00 SH 382,000.00 1 382,000.00
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DENDRITE INTERNATIONAL COMMON 248239105 1,618,987.50 48,600.00 SH 48,600.00 1 48,600.00
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DEVELOPERS DIVERSIFIED RLTY COM COMMON 251591103 280,250.31 18,761.00 SH 18,761.00 1 18,761.00
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DIAMOND OFFSHORE DRILLING COMMON 25271C102 7,885,562.50 224,500.00 SH 224,500.00 1 224,500.00
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DIAMONDS TRUST SERIES I COMMON 252787106 2,807,687.50 26,900.00 SH 26,900.00 1 26,900.00
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DIGITAL ISLAND COMMON 25385N101 3,529,348.50 72,583.00 SH 72,583.00 1 72,583.00
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DISCOUNT AUTO PARTS INC. COMMON 25464210 40,000.00 4,000.00 SH 4,000.00 1 4,000.00
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WALT DISNEY CO. COMMON 254687106 2,111,400.00 54,400.00 SH 54,400.00 1 54,400.00
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DONALDSON, LUFKIN & JENRETTE, COMMON 257661108 471,056.25 11,100.00 SH 11,100.00 1 11,100.00
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DOT HILL SYSTEMS COMMON 25848T109 2,123,000.00 193,000.00 SH 193,000.00 1 193,000.00
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DOVER CORP. COMMON 260003108 4,121,150.00 101,600.00 SH 101,600.00 1 101,600.00
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DOW CHEMICAL CO. COMMON 260543103 4,473,787.50 148,200.00 SH 148,200.00 1 148,200.00
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DOW JONES & COMPANY INC. (DJ) COMMON 260561105 4,358,375.00 59,500.00 SH 59,500.00 1 59,500.00
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DRIL-QUIP INC COMMON 262037104 803,165.00 17,180.00 SH 17,180.00 1 17,180.00
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DU PONT (E.I.) DE NEMOURS & CO COMMON 263534109 16,696,157.09 381,600.00 SH 381,600.00 1 381,600.00
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DUKE ENERGY CORP. COMMON 264399106 23,824,075.00 422,600.00 SH 422,600.00 1 422,600.00
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DUKE-WEEKS REALTY CORP COMMON 264411505 230,641.50 10,308.00 SH 10,308.00 1 10,308.00
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DURA PHARMACEUTICALS COMMON 26632S109 4,334,062.50 301,500.00 SH 301,500.00 1 301,500.00
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DYNEGY INC COMMON 26816Q101 819,750.00 12,000.00 SH 12,000.00 1 12,000.00
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EMC CORP. COMMON 268648102 9,608,217.50 124,840.00 SH 124,840.00 1 124,840.00
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EASTMAN KODAK CO. COMMON 277461109 4,225,087.50 71,000.00 SH 71,000.00 1 71,000.00
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ECOLAB INC. (ECL) COMMON 278865100 4,246,093.75 108,700.00 SH 108,700.00 1 108,700.00
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EDISON INTERNATIONAL COMMON 281020107 6,100,800.00 297,600.00 SH 297,600.00 1 297,600.00
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EL PASO ENERGY CORP. COMMON 283905107 6,973,343.75 136,900.00 SH 136,900.00 1 136,900.00
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ELECTRO SCIENTIFIC INDS INC COMMON 285229100 667,509.96 15,160.00 SH 15,160.00 1 15,160.00
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ELECTRONIC DATA SYSTEMS CORP. COMMON 285661104 15,332,625.00 371,700.00 SH 371,700.00 1 371,700.00
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ENERGY EAST CORPORATION COMMON 29266M109 2,769,787.19 145,300.00 SH 145,300.00 1 145,300.00
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ENHANCE FINANCIAL COMMON 293310108 28,250.00 2,000.00 SH 2,000.00 1 2,000.00
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EPRISE CORP COMMON 294352109 12,836,730.00 780,918.00 SH 780,918.00 1 780,918.00
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EQUITABLE RESOURCES, INC. COMMON 294549100 3,609,100.00 74,800.00 SH 74,800.00 1 74,800.00
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EQUITY RESIDENTIAL PROP TRUST COMMON 29476L107 317,815.23 6,912.00 SH 6,912.00 1 6,912.00
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ESSEX PROPERTY TRUST INC COMMON 297178105 402,360.00 9,580.00 SH 9,580.00 1 9,580.00
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FF HOLDINGS CORP. CLASS B COMMON 301923108 - 2,000.00 SH 2,000.00 1 2,000.00
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EXXON MOBIL CORP. COMMON 30231G102 36,745,828.25 467,736.00 SH 467,736.00 1 467,736.00
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FAIRCHILD SEMICON COMMON 303726103 10,801,957.50 266,715.00 SH 266,715.00 1 266,715.00
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FREDDIE MAC COMMON 313400301 12,421,350.00 306,700.00 SH 306,700.00 1 306,700.00
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FEDERAL NATIONAL MORTGAGE ASSO COMMON 313586109 6,393,558.59 122,500.00 SH 122,500.00 1 122,500.00
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FEDERATED DEPARTMENT STORES, I COMMON 31410H101 2,163,375.00 64,100.00 SH 64,100.00 1 64,100.00
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FINISAR CORP. COMMON 31787A101 261,875.00 10,000.00 SH 10,000.00 1 10,000.00
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FIRST DATA CORP. COMMON 319963104 31,834,437.50 641,500.00 SH 641,500.00 1 641,500.00
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FIRSTCOM CORPORATION COMMON 33763T104 11,412,570.07 757,675.00 SH 757,675.00 1 757,675.00
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FISERV COMMON 337738108 18,446,125.00 426,500.00 SH 426,500.00 1 426,500.00
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FLEET BOSTON CORP. COMMON 339030108 18,907,400.00 556,100.00 SH 556,100.00 1 556,100.00
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FORD MOTOR CO. COMMON 345370100 16,929,100.00 393,700.00 SH 393,700.00 1 393,700.00
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FOUNDRY NETWORKS INC COMMON 35063R100 2,715,217.88 24,489.00 SH 24,489.00 1 24,489.00
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FRANKLIN RESOURCES INC COMMON 354613101 583,200.00 19,200.00 SH 19,200.00 1 19,200.00
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FULLER (H.B.) COMPANY COMMON 359694106 2,926,023.75 64,220.00 SH 64,220.00 1 64,220.00
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GPU, INC. COMMON 36225X100 1,970,150.00 72,800.00 SH 72,800.00 1 72,800.00
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GTE CORP. COMMON 362320103 7,557,150.00 121,400.00 SH 121,400.00 1 121,400.00
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GALLAGHER -ARTHUR J. COMMON 363576109 2,826,600.00 67,300.00 SH 67,300.00 1 67,300.00
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GANNETT CO, INC. COMMON 364730101 1,327,837.50 22,200.00 SH 22,200.00 1 22,200.00
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GAP, INC. COMMON 364760108 1,256,250.00 40,200.00 SH 40,200.00 1 40,200.00
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GENERAL DYNAMICS CORP. COMMON 369550108 10,920,250.00 209,000.00 SH 209,000.00 1 209,000.00
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GENERAL ELECTRIC CO. COMMON 369604103 114,038,565.00 2,152,080.00 SH 2,152,080.00 1 2,152,080.00
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GENERAL MOTORS CORP. COMMON 370442105 4,859,831.25 83,700.00 SH 83,700.00 1 83,700.00
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GENERAL MOTORS CORP. CLASS H COMMON 370442832 6,616,350.00 111,800.00 SH 111,800.00 1 111,800.00
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GEORGIA PACIFIC CORP. COMMON 373298108 1,834,875.00 69,900.00 SH 69,900.00 1 69,900.00
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GLOBAL MARINE, INC. COMMON 379352404 225,500.00 8,000.00 SH 8,000.00 1 8,000.00
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GULF ISLAND FABRICATION, INC. COMMON 402307102 4,423,400.00 260,200.00 SH 260,200.00 1 260,200.00
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THE HEALTHCARE COMPANY COMMON 404119109 9,388,912.50 309,100.00 SH 309,100.00 1 309,100.00
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HALLIBURTON CO. COMMON 406216101 10,117,000.00 214,400.00 SH 214,400.00 1 214,400.00
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HARRIS CORP. DEL COMMON 413875105 5,849,150.00 178,600.00 SH 178,600.00 1 178,600.00
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HEALTH MANAGEMENT ASSOCIATION, COMMON 421933102 4,774,343.75 365,500.00 SH 365,500.00 1 365,500.00
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HEALTH CARE REIT COMMON 42217K106 1,438,125.00 88,500.00 SH 88,500.00 1 88,500.00
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HERTZ CORP COMMON 428040109 468,643.75 16,700.00 SH 16,700.00 1 16,700.00
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HEWLETT PACKARD CO. COMMON 428236103 10,027,462.50 80,300.00 SH 80,300.00 1 80,300.00
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HILB ROGAL AND HAMILTON CO COMMON 431294107 30,006,576.00 865,042.00 SH 865,042.00 1 865,042.00
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HOME DEPOT, INC. COMMON 437076102 27,289,500.91 546,473.00 SH 546,473.00 1 546,473.00
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HOMESTORE.COM INC COMMON 437852106 287,122.34 9,837.00 SH 9,837.00 1 9,837.00
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HONEYWELL INTERNATIONAL INC COMMON 438516106 4,143,562.50 123,000.00 SH 123,000.00 1 123,000.00
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HORACE MANN EDUCATORS CORP. COMMON 440327104 2,097,000.00 139,800.00 SH 139,800.00 1 139,800.00
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HORMEL & CO., GEO.A. COMMON 440452100 1,361,812.50 81,000.00 SH 81,000.00 1 81,000.00
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HUMANA, INC. COMMON 444859102 1,412,281.25 283,300.00 SH 283,300.00 1 283,300.00
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HVIDE MARINE, INC COMMON 44851M109 484,891.88 81,666.00 SH 81,666.00 1 81,666.00
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ISS GROUP INC COMMON 450306105 3,078,723.63 31,182.00 SH 31,182.00 1 31,182.00
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ILLINOIS TOOL WORKS, INC. COMMON 452308109 3,990,000.00 70,000.00 SH 70,000.00 1 70,000.00
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IMPSAT FIBER NETWORKS (IPO) COMMON 45321T103 321,600.00 19,200.00 SH 19,200.00 1 19,200.00
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INFOCUS CORP. COMMON 45665B106 2,690,564.78 83,590.00 SH 83,590.00 1 83,590.00
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INFORMIX CORP COMMON 456779107 580,125.00 78,000.00 SH 78,000.00 1 78,000.00
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INGERSOLL RAND CO. COMMON 456866102 3,461,500.00 86,000.00 SH 86,000.00 1 86,000.00
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INTEGRATED DEVICES TECH., INC. COMMON 458118106 3,580,525.00 59,800.00 SH 59,800.00 1 59,800.00
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INTEL CORP. COMMON 458140100 131,974,969.34 987,190.00 SH 987,190.00 1 987,190.00
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INTERLINK ELECTRONICS INC COMMON 458751104 1,239,918.75 29,610.00 SH 29,610.00 1 29,610.00
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INTERNATIONAL BUSINESS MACHINE COMMON 459200101 16,007,084.00 146,100.00 SH 146,100.00 1 146,100.00
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INTERNATIONAL PAPER CO. COMMON 460146103 6,350,062.50 213,000.00 SH 213,000.00 1 213,000.00
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INTERNET CAPITAL GROUP INC COMMON 46059C106 323,445.81 8,738.00 SH 8,738.00 1 8,738.00
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INTERWOVEN INC COMMON 46114T102 5,032,830.00 45,753.00 SH 45,753.00 1 45,753.00
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INTUIT INC COMMON 461202103 2,892,112.50 69,900.00 SH 69,900.00 1 69,900.00
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JOHNSON & JOHNSON COMMON 478160104 15,403,500.00 151,200.00 SH 151,200.00 1 151,200.00
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JONES APPAREL GROUP, INC. COMMON 480074103 1,034,000.00 44,000.00 SH 44,000.00 1 44,000.00
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JONES PHARMA INC. COMMON 480236108 2,160,618.75 54,100.00 SH 54,100.00 1 54,100.00
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JUNIPER NETWORKS INC COMMON 48203R104 4,460,050.32 30,640.00 SH 30,640.00 1 30,640.00
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KLA-TENCOR CORPORATION COMMON 482480100 1,124,400.00 19,200.00 SH 19,200.00 1 19,200.00
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KEEBLER FOODS COMPANY COMMON 487256109 2,398,275.00 64,600.00 SH 64,600.00 1 64,600.00
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KELLOGG CO. COMMON 487836108 1,219,750.00 41,000.00 SH 41,000.00 1 41,000.00
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KEMET CORP. COMMON 488360108 794,481.25 31,700.00 SH 31,700.00 1 31,700.00
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KERR-MCGEE CORP. COMMON 492386107 4,573,551.84 77,600.00 SH 77,600.00 1 77,600.00
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KEY ENERGY SERVICES COMMON 492914106 498,343.28 51,690.00 SH 51,690.00 1 51,690.00
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KEYSPAN CORPORATION COMMON 49337W100 777,975.00 25,300.00 SH 25,300.00 1 25,300.00
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KIMBERLY CLARK CORP. COMMON 494368103 13,144,612.50 229,100.00 SH 229,100.00 1 229,100.00
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KNIGHT-RIDDER,INC. COMMON 499040103 5,685,743.75 106,900.00 SH 106,900.00 1 106,900.00
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KOHLS CORP COMMON STOCK COMMON 500255104 251,981.25 4,530.00 SH 4,530.00 1 4,530.00
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KULICKE & SOFFA COMMON 501242101 9,654,375.00 162,600.00 SH 162,600.00 1 162,600.00
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LTX CORP COMMON 502392103 822,789.92 23,550.00 SH 23,550.00 1 23,550.00
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L-3 COMMUNICATIONS CORP. COMMON 502424104 7,771,286.91 136,189.00 SH 136,189.00 1 136,189.00
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LAM RESEARCH CORP COMMON 512807108 1,365,000.00 36,400.00 SH 36,400.00 1 36,400.00
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LASALLE HOTEL PRPTS COMMON 517942108 3,592,312.50 249,900.00 SH 249,900.00 1 249,900.00
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LASER VISION CENTERS INC COMMON 51807H100 4,690,125.00 758,000.00 SH 758,000.00 1 758,000.00
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LEAR CORPORATION COMMON 521865105 2,320,000.00 116,000.00 SH 116,000.00 1 116,000.00
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LEHMAN BROTHERS HOLDINGS, INC. COMMON 524908100 2,420,800.00 25,600.00 SH 25,600.00 1 25,600.00
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LENNAR CORPORATION COMMON 526057104 1,601,775.00 79,100.00 SH 79,100.00 1 79,100.00
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LILLY (ELI),AND CO. COMMON 532457108 11,056,162.50 110,700.00 SH 110,700.00 1 110,700.00
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THE LIMITED INC. COMMON 532716107 2,824,225.00 130,600.00 SH 130,600.00 1 130,600.00
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LINCOLN NATIONAL CORP. COMMON 534187109 4,201,337.50 116,300.00 SH 116,300.00 1 116,300.00
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LINEAR TECHNOLOGY CORP. COMMON 535678106 9,603,412.50 150,200.00 SH 150,200.00 1 150,200.00
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LITTELFUSE, INC. COMMON 537008104 6,570,900.00 134,100.00 SH 134,100.00 1 134,100.00
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LITTON INDUSTRIES COMMON 538021106 4,139,100.00 98,550.00 SH 98,550.00 1 98,550.00
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LOCKHEED MARTIN CORP. COMMON 539830109 2,406,812.50 97,000.00 SH 97,000.00 1 97,000.00
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LOEWS CORP. COMMON 540424108 1,944,000.00 32,400.00 SH 32,400.00 1 32,400.00
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LONE STAR TECHNOLOGIES IN COMMON 542312103 925,000.00 20,000.00 SH 20,000.00 1 20,000.00
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LOUIS DREYFUS NATURAL GAS COM COMMON 546011107 8,847,548.00 282,551.91 SH 282,551.91 1 282,551.91
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LOWE'S COMPANIES, INC. COMMON 548661107 3,535,481.25 86,100.00 SH 86,100.00 1 86,100.00
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LUBRIZOL CORP COMMON 549271104 1,887,900.00 89,900.00 SH 89,900.00 1 89,900.00
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LUCENT TECHNOLOGIES, INC. COMMON 549463107 28,843,553.75 486,989.00 SH 486,989.00 1 486,989.00
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MBNA CORP. COMMON 55262L100 1,901,462.50 70,100.00 SH 70,100.00 1 70,100.00
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MGIC INVT CORP. WIS COMMON 552848103 1,014,650.00 22,300.00 SH 22,300.00 1 22,300.00
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MMC NETWORKS INC COM COMMON 55308N102 759,888.38 14,220.00 SH 14,220.00 1 14,220.00
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MALLINCKRODT GROUP COMMON 561232109 681,968.75 15,700.00 SH 15,700.00 1 15,700.00
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MANUFACTURERS SERVICES LTD COMMON 565005105 1,069,250.00 52,000.00 SH 52,000.00 1 52,000.00
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MARCHFIRST, INC. COMMON 566244109 1,122,375.00 61,500.00 SH 61,500.00 1 61,500.00
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MASTEC INC COMMON 576323109 5,155,312.50 135,000.00 SH 135,000.00 1 135,000.00
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MATTSON TECHNOLOGY INC COMMON 577223100 682,825.00 21,010.00 SH 21,010.00 1 21,010.00
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MAXTOR CORP COMMON COMMON 577729205 533,959.63 50,550.00 SH 50,550.00 1 50,550.00
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MAXIM INTERGRATED PRODUCTS COMMON 57772K101 7,575,031.25 111,500.00 SH 111,500.00 1 111,500.00
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MAVERICK TUBE CORP COMMON 577914104 1,473,725.00 50,600.00 SH 50,600.00 1 50,600.00
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MCLEOD, INC. COMMON 582266102 1,134,970.43 54,862.62 SH 54,862.62 1 54,862.62
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MELLON FINANCIAL CORP COMMON 58551A10 1,840,093.75 50,500.00 SH 50,500.00 1 50,500.00
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MERCK & CO.,INC. COMMON 589331107 13,417,037.50 175,100.00 SH 175,100.00 1 175,100.00
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MERCURY COMPUTER SYSTEMS INC COMMON 589378108 2,177,862.50 67,400.00 SH 67,400.00 1 67,400.00
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MERRILL LYNCH & CO., INC. COMMON 590188108 7,872,900.00 68,460.00 SH 68,460.00 1 68,460.00
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METASOLV SOFTWARE INC COMMON 591393103 2,287,076.00 51,979.00 SH 51,979.00 1 51,979.00
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METHODE ELECTRONICS COMMON 591520200 2,008,500.00 52,000.00 SH 52,000.00 1 52,000.00
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METLIFE INC COMMON 59156R108 884,625.00 42,000.00 SH 42,000.00 1 42,000.00
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METRIS COMPA COMMON 591598107 60,300.00 2,400.00 SH 2,400.00 1 2,400.00
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METTLER-TOLEDO INC COMMON 592688105 928,000.00 23,200.00 SH 23,200.00 1 23,200.00
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MICROSOFT CORP COMMON 594918104 66,248,000.00 828,100.00 SH 828,100.00 1 828,100.00
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MINNESOTA MINING & MFG CO. COMMON 604059105 10,139,250.00 122,900.00 SH 122,900.00 1 122,900.00
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MINNESOTA POWER & LIGHT CO. COMMON 604110106 2,396,681.25 124,100.00 SH 124,100.00 1 124,100.00
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J.P. MORGAN & CO., INC. COMMON 616880100 10,704,150.00 97,200.00 SH 97,200.00 1 97,200.00
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MORGAN STANLEY, DEAN WITTER, D COMMON 617446448 61,113,825.00 734,100.00 SH 734,100.00 1 734,100.00
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MOTOROLA, INC. COMMON 620076109 7,924,500.00 272,400.00 SH 272,400.00 1 272,400.00
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MUELLER INDUSTRIES INCORPORATIONCOMMON 624756102 526,400.00 18,800.00 SH 18,800.00 1 18,800.00
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MUNIYIELD NEW JERSEY COMMON 626301105 345,936.50 30,412.00 SH 30,412.00 1 30,412.00
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MYLAN LABORATORIES, INC. COMMON 628530107 73,000.00 4,000.00 SH 4,000.00 1 4,000.00
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NCR CORP. COMMON 62886E108 1,078,568.75 27,700.00 SH 27,700.00 1 27,700.00
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NASDAQ - 100 SHARES COMMON 631100104 93,187.50 1,000.00 SH 1,000.00 1 1,000.00
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NATIONAL OILWELL INC COMMON 637071101 65,750,000.00 2,000,000.00 SH 2,000,000.00 1 2,000,000.00
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NATIONAL SEMICONDUCTOR CORP. COMMON 637640103 2,684,275.00 47,300.00 SH 47,300.00 1 47,300.00
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NETZERO INC COMMON 64122R109 958,589.38 183,673.00 SH 183,673.00 1 183,673.00
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NEW YORK TIMES CO. CLASS A COMMON 650111107 3,815,700.00 96,600.00 SH 96,600.00 1 96,600.00
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NEXTEL COMMUNICATIONS, INC. CL COMMON 65332V103 5,874,000.00 96,000.00 SH 96,000.00 1 96,000.00
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NEXTEL COMMUNICATION COMMON 65332V707 3,737,987.15 38,535.95 SH 38,535.95 1 38,535.95
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NIKE, INC. CLASS B COMMON 654106103 700,700.00 17,600.00 SH 17,600.00 1 17,600.00
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NOBLE AFFILIATES INC. COMMON 654894104 338,975.00 9,100.00 SH 9,100.00 1 9,100.00
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NORTHROP GRUMMAN CORP COMMON 666807102 3,213,125.00 48,500.00 SH 48,500.00 1 48,500.00
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NUCOR CORP. COMMON 670346105 1,367,325.00 41,200.00 SH 41,200.00 1 41,200.00
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NUEVO ENERGY CO COMMON 670509108 509,625.00 27,000.00 SH 27,000.00 1 27,000.00
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OTG SOFTWARE INC COMMON 671059103 399,018.13 13,970.00 SH 13,970.00 1 13,970.00
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OCCIDENTAL PETROLEUM CORP. COMMON 674599105 448,631.25 21,300.00 SH 21,300.00 1 21,300.00
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OMNICOM GROUP, INC. COMMON 681919106 1,977,187.50 22,200.00 SH 22,200.00 1 22,200.00
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ONYX SOFTWARE CORP COMMON 683402101 3,145,235.75 105,943.00 SH 105,943.00 1 105,943.00
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ORACLE CORPORATION COMMON 68389X105 17,367,318.22 206,600.00 SH 206,600.00 1 206,600.00
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ORATEC INTERVENTIONS COMMON 68554M108 581,392.50 17,420.00 SH 17,420.00 1 17,420.00
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OWENS CORNING COMMON 69073F103 397,750.00 43,000.00 SH 43,000.00 1 43,000.00
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OXFORD HEALTH PLANS COMMON 691471106 2,743,200.00 115,200.00 SH 115,200.00 1 115,200.00
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PECO ENERGY CO. COMMON 693304107 2,648,531.25 65,700.00 SH 65,700.00 1 65,700.00
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PG&E CORP. COMMON 69331C108 470,337.50 19,100.00 SH 19,100.00 1 19,100.00
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THE PMI GROUP, INC. COMMON 69344M101 1,931,825.00 40,670.00 SH 40,670.00 1 40,670.00
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PACIFICARE HLTH SYS COMMON 695112102 1,570,893.75 26,100.00 SH 26,100.00 1 26,100.00
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PARKER DRILLING CO COMMON 701081101 2,184,187.50 353,000.00 SH 353,000.00 1 353,000.00
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PATTERSON DENTAL CO COMMON 703412106 1,091,400.00 21,400.00 SH 21,400.00 1 21,400.00
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NORTHAMPTON PULP LLC. COMMON 70868TA18 77,068.75 5,605.00 SH 5,605.00 1 5,605.00
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PEPSICO, INC. COMMON 713448108 44,437,500.00 1,000,000.00 SH 1,000,000.00 1 1,000,000.00
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PFIZER INC COMMON 717081103 56,772,000.00 1,182,750.00 SH 1,182,750.00 1 1,182,750.00
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PHARMACIA CORP (NEW) COMMON 71713U102 3,370,647.46 65,212.00 SH 65,212.00 1 65,212.00
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PHILIP MORRIS COS., INC. COMMON 718154107 15,427,507.09 580,800.00 SH 580,800.00 1 580,800.00
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PITNEY BOWES INC COMMON 724479100 400,000.00 10,000.00 SH 10,000.00 1 10,000.00
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PIXELWORKS INC COMMON 72581M107 417,007.50 18,330.00 SH 18,330.00 1 18,330.00
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POGO PRODUCING CO COMMON 730448107 973,500.00 44,000.00 SH 44,000.00 1 44,000.00
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POPE & TALBOT INC COMMON 732827100 624,640.00 39,040.00 SH 39,040.00 1 39,040.00
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POWERWAVE TECHNOLOGIES COM COMMON 739363109 518,320.00 11,780.00 SH 11,780.00 1 11,780.00
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PRAXAIR, INC. COMMON 74005P10 823,625.00 22,000.00 SH 22,000.00 1 22,000.00
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PROLOGIS TRUST__COM COMMON 743410102 269,325.00 12,600.00 SH 12,600.00 1 12,600.00
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PROVIDIAN FINANCIAL CORP. COMMON 74406A102 1,008,000.00 11,200.00 SH 11,200.00 1 11,200.00
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PUB SERVICE ENTERPR GROUP COMMON 744573106 709,812.50 20,500.00 SH 20,500.00 1 20,500.00
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QUAKER OATS COMPANY COMMON 747402105 5,934,875.00 79,000.00 SH 79,000.00 1 79,000.00
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QUALCOMM INC. COMMON 747525103 3,216,000.00 53,600.00 SH 53,600.00 1 53,600.00
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QUANTUM CRP-DLT & STORAGE COMMON 747906204 1,961,725.75 202,500.00 SH 202,500.00 1 202,500.00
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R & B FALCON CORP. COMMON 74912E101 2,992,437.50 127,000.00 SH 127,000.00 1 127,000.00
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RFS HOTEL INVESTORS COMMON 74955J108 894,175.00 76,100.00 SH 76,100.00 1 76,100.00
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RADIAN GROUP INC. COMMON 750236101 4,709,250.00 91,000.00 SH 91,000.00 1 91,000.00
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RATIONAL SOFTWRE CORP COMMON 75409P202 2,509,325.50 27,000.00 SH 27,000.00 1 27,000.00
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READERS DIGEST ASSOCIATION, INC.COMMON 755267101 822,825.00 20,700.00 SH 20,700.00 1 20,700.00
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RECKSON ASSOCIATES RLTY COM COMMON 75621K106 336,870.00 14,184.00 SH 14,184.00 1 14,184.00
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RELIANT ENERGY, INC. COMMON 75952J108 3,606,625.00 122,000.00 SH 122,000.00 1 122,000.00
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ROSS STORES INC COMMON 778296103 788,287.50 46,200.00 SH 46,200.00 1 46,200.00
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ROWAN COMPANIES, INC. COMMON 779382100 121,500.00 4,000.00 SH 4,000.00 1 4,000.00
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SBC COMMUNICATIONS, INC. COMMON 78387G103 28,004,375.00 647,500.00 SH 647,500.00 1 647,500.00
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SLM HOLDING CORP. COMMON 78442A109 2,508,312.50 67,000.00 SH 67,000.00 1 67,000.00
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STANDARD & POORS DEPOSITORY RE COMMON 78462F103 57,763,821.86 397,600.00 SH 397,600.00 1 397,600.00
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SAFEGUARD HEALTH ENTERPRISES COMMON 786444109 61,750.00 95,000.00 SH 95,000.00 1 95,000.00
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SAFEWAY, INC. COMMON 786514208 12,079,962.50 267,700.00 SH 267,700.00 1 267,700.00
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SAWTEK INC COMMON 805468105 809,335.77 14,060.00 SH 14,060.00 1 14,060.00
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SCHERING PLOUGH CORP COMMON 806605101 37,405,350.00 740,700.00 SH 740,700.00 1 740,700.00
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SCHLUMBERGER LTD. COMMON 806857108 8,163,975.00 109,400.00 SH 109,400.00 1 109,400.00
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SCHWAB CHARLES CORP NEW COMMON 808513105 1,851,056.25 55,050.00 SH 55,050.00 1 55,050.00
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SCIENTIFIC-ATLANTA, INC. COMMON 808655104 3,412,100.00 45,800.00 SH 45,800.00 1 45,800.00
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SEAGATE TECHNOLOGY COMMON 811804103 1,598,025.00 29,055.00 SH 29,055.00 1 29,055.00
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SEARS ROEBUCK & CO COMMON 812387108 2,029,275.00 62,200.00 SH 62,200.00 1 62,200.00
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AMEX BASIC INDUSTRIES SELE COMMON 81369Y10 238,125.00 12,000.00 SH 12,000.00 1 12,000.00
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AMEX ENERGY SELECT INDEX COMMON 81369Y50 30,343.75 1,000.00 SH 1,000.00 1 1,000.00
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AMEX FINANCIAL COMMON 81369Y605 4,108,750.00 173,000.00 SH 173,000.00 1 173,000.00
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UTILITIES SELECT SECTOR SP COMMON 81369Y88 27,250.00 1,000.00 SH 1,000.00 1 1,000.00
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SELECTIVE INSURANCE GROUP, INC COMMON 816300107 304,000.00 16,000.00 SH 16,000.00 1 16,000.00
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SEMPRA ENERGY COMMON 816851109 3,804,600.00 223,800.00 SH 223,800.00 1 223,800.00
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SHAW GROUP INC COMMON 820280105 12,087,562.50 256,500.00 SH 256,500.00 1 256,500.00
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SILICON VALLEY BK COMMON 827064106 3,333,275.00 78,200.00 SH 78,200.00 1 78,200.00
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SMITH CHARLES E RES REALTY COM COMMON 832197107 232,560.00 6,120.00 SH 6,120.00 1 6,120.00
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SOLECTRON COMMON 834182107 4,497,375.00 107,400.00 SH 107,400.00 1 107,400.00
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SPECTRASITE HOLDINGS, INC. COMMON 84760T100 652,625.00 23,000.00 SH 23,000.00 1 23,000.00
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SPIEKER PPTYS INC COM COMMON 848497103 341,964.00 7,434.00 SH 7,434.00 1 7,434.00
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SPRINT CORP. COMMON 852061100 5,258,100.00 103,100.00 SH 103,100.00 1 103,100.00
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SPRINT PCS W/I COMMON 852061506 5,622,750.00 94,500.00 SH 94,500.00 1 94,500.00
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STARMEDIA NETWORK IN COMMON 855546107 736,125.00 39,000.00 SH 39,000.00 1 39,000.00
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STATION CASINOS, INC. COMMON 857689103 500,000.00 20,000.00 SH 20,000.00 1 20,000.00
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STMICROELECTRONICS N.V. COMMON 86101210 2,336,425.00 36,400.00 SH 36,400.00 1 36,400.00
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STORAGE NETW COMMON 86211E103 9,025.00 100.00 SH 100.00 1 100.00
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SUIZA FOODS COMMON 865077101 4,501,387.50 92,100.00 SH 92,100.00 1 92,100.00
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SULLIVAN HOLDINGS, INC. CLASS COMMON 865303101 - 76.47 SH 76.47 1 76.47
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SUN MICROSYSTEMS, INC. COMMON 866810104 11,416,296.68 125,540.00 SH 125,540.00 1 125,540.00
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SUPERVALU COMMON 868536103 1,713,718.75 89,900.00 SH 89,900.00 1 89,900.00
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SYMYX TECHNOLOGIES INC COMMON 87155S108 961,727.75 22,571.00 SH 22,571.00 1 22,571.00
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TRW COMMON 872649108 1,162,450.00 26,800.00 SH 26,800.00 1 26,800.00
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TALBOTS INC COMMON 874161102 786,084.70 14,440.00 SH 14,440.00 1 14,440.00
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TARGET CORP. COMMON 87612E106 2,343,200.00 40,400.00 SH 40,400.00 1 40,400.00
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TELLABS, INC. COMMON 879664100 1,060,781.25 15,500.00 SH 15,500.00 1 15,500.00
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TELSCAPE INTERNATION COMMON 87971Q104 84,375.00 12,500.00 SH 12,500.00 1 12,500.00
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TEMPLE-INLAND, INC. COMMON 879868107 1,478,400.00 35,200.00 SH 35,200.00 1 35,200.00
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TENET HEALTHCARE CORP. COMMON 88033G100 3,078,000.00 114,000.00 SH 114,000.00 1 114,000.00
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TERADYNE, INC COMMON 880770102 12,847,800.00 174,800.00 SH 174,800.00 1 174,800.00
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TEREX CORPORATION. COMMON 880779103 4,364,625.00 309,000.00 SH 309,000.00 1 309,000.00
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TETRA TECH, INC. COMMON 88162G10 306,525.00 13,400.00 SH 13,400.00 1 13,400.00
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TEXACO, INC. COMMON 881694103 7,135,500.00 134,000.00 SH 134,000.00 1 134,000.00
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TEXAS INDUSTRIES INC COMMON 882491103 1,848,000.00 64,000.00 SH 64,000.00 1 64,000.00
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TEXAS INSTRUMENTS INC COMMON 882508104 9,316,089.36 135,630.00 SH 135,630.00 1 135,630.00
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TIDEWATER INC. COMMON 886423102 8,542,800.00 237,300.00 SH 237,300.00 1 237,300.00
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TIME WARNER, INC. COMMON 887315109 5,897,600.00 77,600.00 SH 77,600.00 1 77,600.00
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TOWER AUTOMOTIVE INC COMMON 891707101 2,227,500.00 178,200.00 SH 178,200.00 1 178,200.00
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TRIAD HOSPITALS INC. COMMON 89579K109 2,546,943.75 105,300.00 SH 105,300.00 1 105,300.00
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TRIBUNE CO NEW COMMON 896047107 2,047,500.00 58,500.00 SH 58,500.00 1 58,500.00
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TRICO MARINE SERVICES COMMON 896106101 10,200,000.00 800,000.00 SH 800,000.00 1 800,000.00
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TRIGON HEALTHCARE COMMON 89618L100 8,859,093.75 171,100.00 SH 171,100.00 1 171,100.00
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TRIMBLE NAVIGATION COMMON 896239100 3,865,950.00 79,200.00 SH 79,200.00 1 79,200.00
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TUMBLEWEED COMMUNICATIONS CP COMMON 899690101 378,103.01 7,432.00 SH 7,432.00 1 7,432.00
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TUPPERWARE CORP. COMMON 899896104 3,203,200.00 145,600.00 SH 145,600.00 1 145,600.00
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TYCO INTERNATIONAL LTD. COMMON 902124106 71,820,500.00 1,516,000.00 SH 1,516,000.00 1 1,516,000.00
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UST INC COMMON 902911106 403,910.00 27,500.00 SH 27,500.00 1 27,500.00
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UTI ENERGY COMMON 903387108 1,019,977.50 25,420.00 SH 25,420.00 1 25,420.00
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ULTICOM INC COMMON 903844108 729,606.13 30,380.00 SH 30,380.00 1 30,380.00
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ULTRAMAR COMMON 904000106 3,337,281.25 134,500.00 SH 134,500.00 1 134,500.00
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UNICOM CORP. COMMON 904911104 1,249,606.25 32,300.00 SH 32,300.00 1 32,300.00
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UNION PACIFIC CORP COMMON 907818108 1,680,875.00 45,200.00 SH 45,200.00 1 45,200.00
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U.S. INDUSTRIES INC. COMMON 912080108 2,616,575.00 215,800.00 SH 215,800.00 1 215,800.00
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UNITED TECHNOLOGIES COMMON 913017109 12,298,987.50 208,900.00 SH 208,900.00 1 208,900.00
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UNITED HEALTHCARE COMMON 91324P102 5,676,650.00 66,200.00 SH 66,200.00 1 66,200.00
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UNOCAL CORP COMMON 915289102 15,032,125.00 453,800.00 SH 453,800.00 1 453,800.00
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UTILICORP UNITED, INC. DEL. COMMON 918005109 3,812,025.00 191,800.00 SH 191,800.00 1 191,800.00
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VALASSIS COMMUNICATIONS, INC. COMMON 918866104 6,443,125.00 169,000.00 SH 169,000.00 1 169,000.00
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VALUEVISION INTL INC CL A COMMON 92047K107 398,400.00 16,600.00 SH 16,600.00 1 16,600.00
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VERITAS SOFTWARE CO COMMON 923436109 2,904,501.57 25,700.00 SH 25,700.00 1 25,700.00
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VIACOM, INC. CLASS B COMMON 925524308 31,452,234.45 461,261.00 SH 461,261.00 1 461,261.00
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VIATEL INC COMMON 925529208 539,774.13 18,898.00 SH 18,898.00 1 18,898.00
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VIAD CORP. COMMON 92552R109 5,507,225.00 202,100.00 SH 202,100.00 1 202,100.00
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VIGNETTE CORP COMMON 926734104 6,243,719.75 120,000.00 SH 120,000.00 1 120,000.00
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VINTAGE PETROLEUM INC COMMON 927460105 3,122,650.00 138,400.00 SH 138,400.00 1 138,400.00
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VISHAY INTERTECHNOLOGY COMMON 928298108 1,735,640.63 45,750.00 SH 45,750.00 1 45,750.00
INCORPORATED
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VISTEON CORP. COMMON 92839U107 625,009.03 51,547.14 SH 51,547.14 1 51,547.14
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VORNADO RLTY TR COM COMMON 929042109 275,567.50 7,930.00 SH 7,930.00 1 7,930.00
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WACKENHUT CORP. CL A COMMON 929794105 776,250.00 60,000.00 SH 60,000.00 1 60,000.00
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WAL-MART STORES, INC. COMMON 931142103 51,465,959.30 893,300.00 SH 893,300.00 1 893,300.00
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WATERS CORPORATION COMMON 941848103 18,472,250.00 148,000.00 SH 148,000.00 1 148,000.00
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WATSON PHARMACEUTICALS, INC. COMMON 942683103 6,718,750.00 125,000.00 SH 125,000.00 1 125,000.00
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WELLPOINT HEALTH NETWORKS COMMON 94973H108 2,499,093.75 34,500.00 SH 34,500.00 1 34,500.00
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WELLS FARGO CO. COMMON 949746101 37,498,375.00 967,700.00 SH 967,700.00 1 967,700.00
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WESTVACO CORP COMMON 961548104 1,382,057.00 55,700.00 SH 55,700.00 1 55,700.00
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WEYERHAUSER CO COMMON 962166104 2,248,900.00 52,300.00 SH 52,300.00 1 52,300.00
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WHIRLPOOL CORP COMMON 963320106 1,757,762.50 37,700.00 SH 37,700.00 1 37,700.00
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WORLDCOM INC COMMON 98157D106 45,957,625.93 1,001,801.12 SH 1,001,801.12 1 1,001,801.12
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YAHOO! INC. COMMON 984332106 5,608,069.01 45,272.00 SH 45,272.00 1 45,272.00
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ZALE CORP. COMMON 988858106 865,050.00 23,700.00 SH 23,700.00 1 23,700.00
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EL SITIO INC COMMON G30177102 1,307,437.50 183,500.00 SH 183,500.00 1 183,500.00
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PXRE GROUP LTD COMMON G73018106 15,277,950.00 1,131,700.00 SH 1,131,700.00 1 1,131,700.00
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SANTA FE INTERNATIONAL COMMON G7805C108 3,660,576.56 104,775.00 SH 104,775.00 1 104,775.00
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TRANSOCEAN SEDCO FOREX COMMON G90078109 11,096,029.69 207,645.00 SH 207,645.00 1 207,645.00
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ORBOTECH LTD COMMON M75253100 714,208.75 7,690.00 SH 7,690.00 1 7,690.00
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SUN INTERNATIONAL HOTELS LTD COMMON P8797T133 1,460,000.00 73,000.00 SH 73,000.00 1 73,000.00
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AT&T CANADA INC CL B DEPOSITOR F.COM. ADR 00207Q202 455,199.75 13,716.00 SH 13,716.00 1 13,716.00
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ALCATEL ALSTHOM F.COM. ADR 013904305 3,923,500.00 59,000.00 SH 59,000.00 1 59,000.00
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ARACRUZ CELULOSE ADR F.COM. ADR 038496204 337,968.75 17,500.00 SH 17,500.00 1 17,500.00
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BANCO SANTANDER ADR F.COM. ADR 05964H105 142,137.50 13,700.00 SH 13,700.00 1 13,700.00
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CANADIAN NATIONAL RAILWAYS F.COM. ADR 136375102 2,022,693.75 69,300.00 SH 69,300.00 1 69,300.00
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CEMEX SA DE CV F.COM. ADR 151290889 13,066.63 559.00 SH 559.00 1 559.00
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COCA-COLA FEMSA S.A. SPONSORED F.COM. ADR 191241108 94,375.00 5,000.00 SH 5,000.00 1 5,000.00
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CIA CERVEJARA BRAHMA ADR F.COM. ADR 20440X103 357,000.00 21,000.00 SH 21,000.00 1 21,000.00
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COMPANHIA PARANAENSE DE ENERGIA F.COM. ADR 20441B407 93,125.00 10,000.00 SH 10,000.00 1 10,000.00
(144A) ADR
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CIA TELECOM CHILE - SPNSD ADR F.COM. ADR 204449300 163,125.00 9,000.00 SH 9,000.00 1 9,000.00
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ELAN PLC SPONSORED ADR (IRELAN F.COM. ADR 284131208 9,871,562.50 203,800.00 SH 203,800.00 1 203,800.00
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EMBRATEL PARTICIPACOES S.A F.COM. ADR 29081N100 1,063,125.00 45,000.00 SH 45,000.00 1 45,000.00
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FOMENTO ECON ADR F.COM. ADR 344419106 465,075.00 10,800.00 SH 10,800.00 1 10,800.00
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GLOBO CABO S.A.-SP A F.COM. ADR 37957X102 971,250.00 70,000.00 SH 70,000.00 1 70,000.00
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GRUPO RADIO ADR F.COM. ADR 40049C102 113,750.00 10,000.00 SH 10,000.00 1 10,000.00
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GRUPO TELEVISA SPONSORED GDR F.COM. ADR 40049J206 275,750.00 4,000.00 SH 4,000.00 1 4,000.00
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GRUPO IUSACELL F.COM. ADR 40050B100 93,750.00 6,000.00 SH 6,000.00 1 6,000.00
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GUCCI GROUP F.COM. ADR 401566104 170,550.00 1,800.00 SH 1,800.00 1 1,800.00
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ICICI LTD. F.COM. ADR 44926P202 187,500.00 10,000.00 SH 10,000.00 1 10,000.00
------------------------------------------------------------------------------------------------------------------------------------
KONINKLIJKE PHILIPS ELEC-ADR F.COM. ADR 500472204 367,080.00 7,728.00 SH 7,728.00 1 7,728.00
------------------------------------------------------------------------------------------------------------------------------------
MATAV RT F.COM. ADR 559776109 616,431.25 17,900.00 SH 17,900.00 1 17,900.00
------------------------------------------------------------------------------------------------------------------------------------
NOKIA CORPORATION ADR F.COM. ADR 654902204 3,161,043.75 63,300.00 SH 63,300.00 1 63,300.00
------------------------------------------------------------------------------------------------------------------------------------
NORTEL NETWORKS CORP. F.COM. ADR 656568102 14,112,273.75 206,690.00 SH 206,690.00 1 206,690.00
------------------------------------------------------------------------------------------------------------------------------------
PT INDOSAT ADR F.COM. ADR 715680104 170,625.00 15,000.00 SH 15,000.00 1 15,000.00
------------------------------------------------------------------------------------------------------------------------------------
PETROLEUM GEO-SERVICES ASA ADR F.COM. ADR 716597109 7,966,481.25 466,900.00 SH 466,900.00 1 466,900.00
------------------------------------------------------------------------------------------------------------------------------------
PRECISION DRILLING CORP F.COM. ADR 74022D100 3,959,062.50 102,500.00 SH 102,500.00 1 102,500.00
------------------------------------------------------------------------------------------------------------------------------------
ROYAL DUTCH PETROLEUM CO ADR N F.COM. ADR 780257804 12,047,786.94 195,700.00 SH 195,700.00 1 195,700.00
------------------------------------------------------------------------------------------------------------------------------------
TELE CENTRO SUL PARTICIPACOES F.COM. ADR 879239101 1,022,875.00 14,000.00 SH 14,000.00 1 14,000.00
------------------------------------------------------------------------------------------------------------------------------------
TELENORTE LESTE PART ADR F.COM. ADR 879246106 3,827,250.00 162,000.00 SH 162,000.00 1 162,000.00
------------------------------------------------------------------------------------------------------------------------------------
TELEBRAS HOLDR F.COM. ADR 879287308 2,107,612.50 21,700.00 SH 21,700.00 1 21,700.00
------------------------------------------------------------------------------------------------------------------------------------
TELEFONICA DE ESPANA ADR F.COM. ADR 879382208 58,809.38 918.00 SH 918.00 1 918.00
------------------------------------------------------------------------------------------------------------------------------------
TELEFONOS DE MEXICO SA ADR F.COM. ADR 879403780 2,227,875.00 39,000.00 SH 39,000.00 1 39,000.00
------------------------------------------------------------------------------------------------------------------------------------
TV AZTECA F.COM. ADR 901145102 527,500.00 40,000.00 SH 40,000.00 1 40,000.00
------------------------------------------------------------------------------------------------------------------------------------
UNILEVER N.V. F.COM. ADR 904784709 3,809,800.00 88,600.00 SH 88,600.00 1 88,600.00
------------------------------------------------------------------------------------------------------------------------------------
ANNUITY AND LIFE REINSURANCE F.COM. ADR G03910109 2,802,800.00 114,400.00 SH 114,400.00 1 114,400.00
------------------------------------------------------------------------------------------------------------------------------------
RENAISSANCERE HOLDINGS, LTD F.COM. ADR G7496G103 2,003,875.00 46,000.00 SH 46,000.00 1 46,000.00
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LUKOIL 144A 1.00% F.CV. BOND 549874AB1 6,637,500.00 7,500,000.00 PRN 7,500,000.00 1 7,500,000.00
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3,153,477,381.32
</TABLE>
