|
|
|
|
|
|
|
|
|
|
|
|
|
<PAGE> 1
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: Mar 31, 2000
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: The Manufacturers Life Insurance Company
Address: 200 Bloor Street, East
Securities Operation Dept. NT - 5
Toronto, Ontario, Canada M4W 1E5
Form 13F File Number: 28 - 4428
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: Leslie Lawless
Title: Manager Investment Accounting
Phone: (416) 963-7378
Signature, Place and Date of Signing:
<TABLE>
<CAPTION>
<S> <C> <C>
/s/ LESLIE LAWLESS Toronto, Ontario, Canada May. 03, 2000
[Signature] [City, Province, Country] [Date]
</TABLE>
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 report manager are reported in this report and a portion
are reported by other reporting manager(s).
<PAGE> 2
FORM 13F SUMMARY PAGE
<TABLE>
<CAPTION>
Report Summary:
<S> <C>
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 497
Form 13F Information Table Value Total: 4,051,114,870
</TABLE>
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file numbers(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
<PAGE> 3
THE MANUFACTURERS LIFE INSURANCE COMPANY 31-Mar-00
<TABLE>
<CAPTION>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 8
INVESTMENT AUTHORITY
TITLE OF FAIR DESCRIPTION (SHARES)
ISSUER CLASS CUSIP MARKET VALUE SHARES (A) SOLE (A) SOLE
------ -------- ----- ------------ ------ ----------- ----------
<S> <C> <C> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS INC COMMON 000886101 798,320 14,818 SOLE SOLE
AFLAC INC COMMON 001055102 600,969 13,190 SOLE SOLE
AES CORP COMMON 00130H105 801,833 10,182 SOLE SOLE
AMR CORP COMMON 001765106 388,875 12,200 SOLE SOLE
AT&T CORP COMMON 001957109 61,043,057 1,084,425 SOLE SOLE
ABBOTT LABS COMMON 002824100 10,120,242 287,606 SOLE SOLE
ACNIELSEN CORP COMMON 004833109 4,680,000 208,000 SOLE SOLE
ACTUATE SOFTWARE CORP COMMON 00508B102 2,098,688 39,000 SOLE SOLE
ADELPHIA COMMUNICATIONS CORP. CL A 006848105 3,493,700 71,300 SOLE SOLE
ADVANCED DIGITAL INFO CORP COMMON 007525108 2,740,000 80,000 SOLE SOLE
ADVANCED RADIO TELECOM CORP COMMON 00754U101 1,780,680 53,960 SOLE SOLE
ADVANCED MICRO DEVICES INC COMMON 007903107 718,994 12,600 SOLE SOLE
AEGON N.V. ORD AMER REG 007924103 1,157,832 14,383 SOLE SOLE
ADVANCED ENERGY INDUSTRIES COMMON 007973100 1,530,000 30,000 SOLE SOLE
AETNA INC COMMON 008117103 2,371,293 42,726 SOLE SOLE
AFFILIATED MANAGERS GROUP, INC COMMON 008252108 3,847,500 81,000 SOLE SOLE
AIR PRODUCTS AND CHEMICALS INC COMMON 009158106 1,228,373 43,195 SOLE SOLE
ALBERTSON'S INC COMMON 013104104 1,764,649 57,070 SOLE SOLE
ALCAN ALUMINUM LTD COMMON 013716105 1,174,520 34,541 SOLE SOLE
ALCOA INC. COMMON 013817101 4,826,456 68,704 SOLE SOLE
ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 331,742 16,535 SOLE SOLE
ALLEGIANCE TELECOM INC COMMON 01747T102 1,193,280 14,916 SOLE SOLE
ALLIANCE RESOURCE PARTNERS UT LTD PART 01877R108 1,141,875 90,000 SOLE SOLE
ALLSTATE CORP COMMON 020002101 3,827,111 160,716 SOLE SOLE
ALLTEL CORP COMMON 020039103 2,304,619 36,545 SOLE SOLE
AMEREN CORP COMMON 023608102 1,800,592 58,200 SOLE SOLE
AMERICA ONLINE INC COMMON 02364J104 20,853,574 309,534 SOLE SOLE
AMERICAN ELECTRIC POWER COMMON 025537101 441,232 14,800 SOLE SOLE
AMERICAN EXPRESS COMPANY COMMON 025816109 14,660,998 98,437 SOLE SOLE
AMERICAN GENERAL COMMON 026351106 2,586,914 46,092 SOLE SOLE
AMERICAN HOME PRODUCTS CORP COMMON 026609107 21,514,634 400,761 SOLE SOLE
AMERICAN INTERNATIONAL GROUP INC COMMON 026874107 69,700,350 636,533 SOLE SOLE
AMERICAN PWR CONVERSION CORP COMMON 029066107 3,494,313 81,500 SOLE SOLE
AMGEN INC COMMON 031162100 8,207,433 133,726 SOLE SOLE
AMSOUTH BANCORPORATION COMMON 032165102 288,802 19,334 SOLE SOLE
ANADARKO PETROLEUM CORP COMMON 032511107 5,552,043 143,510 SOLE SOLE
ANADIGICS, INC. COMMON 032515108 1,567,500 23,750 SOLE SOLE
ANALOG DEVICES COMMON 032654105 1,393,731 17,300 SOLE SOLE
ANHEUSER BUSCH COS COMMON 035229103 5,944,564 95,495 SOLE SOLE
ANTIGENICS INC/DEL COMMON 037032109 407,500 20,000 SOLE SOLE
AON CORP COMMON 037389103 410,736 12,736 SOLE SOLE
APACHE CORP COMMON 037411105 5,243,252 105,392 SOLE SOLE
APPLIED MATERIALS INC COMMON 038222105 30,012,405 318,434 SOLE SOLE
APPLIED MICRO CIRCUITS CORP COMMON 03822W109 6,092,538 40,600 SOLE SOLE
ARCHER-DANIELS-MIDLAND COMMON 039483102 1,058,236 102,431 SOLE SOLE
ARQULE INC COMMON 04269E107 405,000 30,000 SOLE SOLE
ASPEN TECHNOLOGY INC COMMON 045327103 807,500 20,000 SOLE SOLE
ASSOCIATES FIRST CAPITAL CORP CL A 046008108 4,792,713 223,844 SOLE SOLE
ASYST TECHNOLOGIES INC COMMON 04648X107 4,387,500 75,000 SOLE SOLE
ATLANTIC RICHFIELD CO COMMON 048825103 4,744,105 55,813 SOLE SOLE
ATMEL CORP COMMON 049513104 3,871,875 75,000 SOLE SOLE
ATWOOD OCEANICS INC COMMON 050095108 1,193,625 18,000 SOLE SOLE
AUTOMATIC DATA PROCESSING INC COMMON 053015103 5,031,365 104,277 SOLE SOLE
AVON PRODUCTS COMMON 054303102 968,269 33,180 SOLE SOLE
BB&T CORPORATION COMMON 054937107 483,208 17,219 SOLE SOLE
BJ'S WHOLESALE CLUB INC COMMON 05548J106 1,583,625 41,000 SOLE SOLE
BP AMOCO PLC SPNSRD ADR 055622104 15,058,215 283,214 SOLE SOLE
BMC SOFTWARE COMMON 055921100 592,451 11,999 SOLE SOLE
BAKER HUGHES INC COMMON 057224107 1,178,117 38,946 SOLE SOLE
BALLANTYNE OMAHA INC COMMON 058516105 994,808 265,282 SOLE SOLE
BANK OF AMERICA CORP. COMMON 060505104 35,542,143 677,796 SOLE SOLE
BANK OF NEW YORK COMMON 064057102 6,543,298 157,432 SOLE SOLE
BANK ONE CORP. COMMON 06423A103 6,908,433 200,450 SOLE SOLE
BANK TOKYO-MITSUBISHI LTD SPNSRD ADR 065379109 468,188 33,000 SOLE SOLE
BARRICK GOLD CORP COMMON 067901108 867,786 55,317 SOLE SOLE
BAXTER INTERNATIONAL INC COMMON 071813109 3,233,491 51,581 SOLE SOLE
BECTON DICKINSON & CO COMMON 075887109 6,536,459 248,412 SOLE SOLE
BELL ATLANTIC CORP COMMON 077853109 19,932,618 326,096 SOLE SOLE
BELLSOUTH CORP COMMON 079860102 18,200,300 388,025 SOLE SOLE
BEST BUY COMPANY INC COMMON 086516101 870,406 10,121 SOLE SOLE
BESTFOODS INC COMMON 08658U101 1,712,412 36,580 SOLE SOLE
BIOGEN INC COMMON 090597105 3,144,375 45,000 SOLE SOLE
BLACK & DECKER CORP COMMON 091797100 2,169,385 57,754 SOLE SOLE
BOEING COMPANY COMMON 097023105 7,814,634 206,513 SOLE SOLE
BOISE CASCADE COMMON 097383103 4,363,523 125,569 SOLE SOLE
BOSTON SCIENTIFIC COMMON 101137107 1,391,515 65,290 SOLE SOLE
BRINKER INTERNATIONAL INC COMMON 109641100 2,410,625 81,200 SOLE SOLE
BRISTOL MYERS SQUIBB CO COMMON 110122108 33,829,298 584,232 SOLE SOLE
BROADCOM CORP CL A 111320107 7,529,125 31,000 SOLE SOLE
BROCADE COMMUNICATIONS SYSTEMS COMMON 111621108 2,313,131 12,900 SOLE SOLE
BROWN FORMAN CORP CL B 115637209 1,791,010 32,900 SOLE SOLE
</TABLE>
<PAGE> 4
<TABLE>
<CAPTION>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 8
INVESTMENT AUTHORITY
TITLE OF FAIR DESCRIPTION (SHARES)
ISSUER CLASS CUSIP MARKET VALUE SHARES (A) SOLE (A) SOLE
------ -------- ----- ------------ ------ ----------- ----------
<S> <C> <C> <C> <C> <C> <C>
BRUNSWICK CORP COMMON 117043109 552,990 29,200 SOLE SOLE
BURLINGTON NORTHERN SANTA FE CORP COMMON 12189T104 1,646,537 72,996 SOLE SOLE
BURLINGTON RESOURCES COMMON 122014103 5,097,157 137,761 SOLE SOLE
BUSINESS OBJECTS SA-SP SPNSRD ADR 12328X107 4,517,300 45,400 SOLE SOLE
CBS CORPORATION COMMON 12490K107 7,347,830 129,763 SOLE SOLE
CIGNA CORP COMMON 125509109 3,148,094 41,559 SOLE SOLE
CSX CORPORATION COMMON 126408103 700,817 29,822 SOLE SOLE
CVS CORP DELAWARE COMMON 126650100 17,496,901 465,807 SOLE SOLE
CABLETRON SYS INC COMMON 126920107 1,333,625 45,400 SOLE SOLE
CADENCE DESIGN SYS COMMON 127387108 2,815,313 136,500 SOLE SOLE
CALIFORNIA AMPLIFIER INC COMMON 129900106 4,355,500 140,500 SOLE SOLE
CALPINE CORPORATION COMMON 131347106 5,865,600 62,400 SOLE SOLE
CAMPBELL SOUP CO LTD COMMON 134429109 2,507,970 81,560 SOLE SOLE
CANON INC ADR 138006309 465,750 10,800 SOLE SOLE
CAPITAL ONE FINANCIAL COMMON 14040H105 2,524,341 52,659 SOLE SOLE
CARDINAL HEALTH COMMON 14149Y108 635,965 13,863 SOLE SOLE
CARNIVAL CRUISE LINES COMMON 143658102 14,914,971 601,104 SOLE SOLE
CAROLINA POWER & LIGHT COMMON 144141108 389,256 12,000 SOLE SOLE
CATERPILLAR INC COMMON 149123101 3,825,820 97,009 SOLE SOLE
CELL GENESYS INC COMMON 150921104 639,375 30,000 SOLE SOLE
CENDANT CORPORATION COMMON 151313103 2,151,125 116,277 SOLE SOLE
CHAMPION INTERNATIONAL CORP COMMON 158525105 1,128,900 21,200 SOLE SOLE
CHARTER ONE FINANCIAL, INC. COMMON 160903100 2,103,717 100,177 SOLE SOLE
CHASE MANHATTAN CORPORATION COMMON 16161A108 35,886,220 411,597 SOLE SOLE
CHEVRON CORP COMMON 166751107 11,412,749 123,464 SOLE SOLE
CINERGY CORP COMMON 172474108 266,600 12,400 SOLE SOLE
CIRCUIT CITY STORES INC CIRCT CITY GRP 172737108 1,549,999 25,462 SOLE SOLE
CISCO SYSTEMS INC COMMON 17275R102 127,684,578 1,651,532 SOLE SOLE
CITIGROUP INC. COMMON 172967101 78,935,246 1,322,894 SOLE SOLE
CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 1,158,247 16,771 SOLE SOLE
CLOROX CO COMMON 189054109 933,675 28,470 SOLE SOLE
COASTAL CORP COMMON 190441105 26,097,088 567,328 SOLE SOLE
COCA-COLA CO COMMON 191216100 24,543,490 522,893 SOLE SOLE
COCA-COLA ENTERPRISES COMMON 191219104 454,624 21,084 SOLE SOLE
COLLATERAL THERAPEUTICS INC COMMON 193921103 1,285,538 29,300 SOLE SOLE
COLGATE-PALMOLIVE COMMON 194162103 5,841,634 103,621 SOLE SOLE
COLUMBIA/HCA HEALTHCARE CORP COMMON 197677107 2,782,188 109,912 SOLE SOLE
COMCAST CORP CL A SPL 200300200 4,790,769 110,450 SOLE SOLE
COMERICA INC COMMON 200340107 565,313 13,500 SOLE SOLE
COMPAQ COMPUTER CORPORATION COMMON 204493100 8,410,673 313,091 SOLE SOLE
COMPUTER ASSOCIATION COMMON 204912109 6,970,019 117,761 SOLE SOLE
COMPUWARE CORP COMMON 205638109 372,322 17,677 SOLE SOLE
CONAGRA INC COMMON 205887102 2,114,463 116,660 SOLE SOLE
CONEXANT SYSTEMS INC COMMON 207142100 1,207,000 17,000 SOLE SOLE
CONOCO INC CL A 208251306 8,638,450 350,800 SOLE SOLE
CONOCO INC CL B 208251405 4,943,139 192,903 SOLE SOLE
CONSOLIDATED EDISON INC COMMON 209115104 879,982 30,261 SOLE SOLE
CONSTELLATION ENERGY GROUP COMMON 210371100 2,473,500 77,600 SOLE SOLE
COOPER INDUSTRIES INC COMMON 216669101 1,576,155 45,033 SOLE SOLE
COPPER MOUNTAIN NETWORKS, INC COMMON 217510106 1,638,750 20,000 SOLE SOLE
COR THERAPEUTICS INC COMMON 217753102 797,655 12,100 SOLE SOLE
CORNING INCORPORATED COMMON 219350105 20,360,494 104,951 SOLE SOLE
COSTCO WHOLESALE CORP. COMMON 22160K105 1,155,639 21,986 SOLE SOLE
CREDENCE SYSTEMS CORP COMMON 225302108 5,380,375 43,000 SOLE SOLE
CREE RESC INC COMMON 225447101 1,523,813 13,500 SOLE SOLE
CRITICAL PATH INC COMMON 22674V100 935,000 11,000 SOLE SOLE
DTE ENERGY COMMON 233331107 2,282,502 78,200 SOLE SOLE
DARDEN RESTAURANTS COMMON 237194105 224,444 12,600 SOLE SOLE
DEERE & CO COMMON 244199105 6,256,130 164,635 SOLE SOLE
DELL COMPUTER CORP COMMON 247025109 20,749,562 384,694 SOLE SOLE
DELPHI AUTOMOTIVE SYSTEMS CORP COMMON 247126105 2,910,896 181,931 SOLE SOLE
DELTA AIR LINES INC COMMON 247361108 777,450 14,600 SOLE SOLE
DISNEY WALT CO COMMON 254687106 26,395,505 639,582 SOLE SOLE
DITECH COMMUNICATIONS CORP COMMON 25500M103 1,506,088 14,200 SOLE SOLE
DIVERSINET CORP COM NEW 25536K204 536,250 30,000 SOLE SOLE
DOLLAR GENERAL COMMON 256669102 354,051 13,174 SOLE SOLE
DOMINION RES INC VA COMMON 25746U109 1,024,444 26,652 SOLE SOLE
DLJDIRECT COM DLJDIRECT 257661504 1,351,219 101,500 SOLE SOLE
DONNELLEY R.R. AND SONS COMPANY COMMON 257867101 2,129,395 101,700 SOLE SOLE
DOVER CORP COMMON 260003108 5,781,529 120,763 SOLE SOLE
DOW CHEMICAL CO COMMON 260543103 5,066,616 44,444 SOLE SOLE
DOW JONES & CO INC COMMON 260561105 2,491,911 34,700 SOLE SOLE
DUPONT (E.I.) DE NEMOURS & CO COMMON 263534109 24,574,873 464,427 SOLE SOLE
DUKE ENERGY CORP COMMON 264399106 5,149,515 98,086 SOLE SOLE
DUN & BRADSTREET CORP COMMON 26483B106 4,094,033 143,023 SOLE SOLE
EMC CORP COMMON 268648102 40,240,631 321,169 SOLE SOLE
EASTMAN CHEMICAL CO COMMON 277432100 896,350 19,700 SOLE SOLE
EASTMAN KODAK CO COMMON 277461109 4,734,990 87,180 SOLE SOLE
EATON CORP COMMON 278058102 2,778,906 35,627 SOLE SOLE
EDISON INTL COMMON 281020107 976,247 58,942 SOLE SOLE
EL PASO ENERGY CORPORATION COMMON 283905107 3,428,282 84,911 SOLE SOLE
</TABLE>
<PAGE> 5
<TABLE>
<CAPTION>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 8
INVESTMENT AUTHORITY
TITLE OF FAIR DESCRIPTION (SHARES)
ISSUER CLASS CUSIP MARKET VALUE SHARES (A) SOLE (A) SOLE
------ -------- ----- ------------ ------ ----------- ----------
<S> <C> <C> <C> <C> <C> <C>
ELANTEC SEMICONDUCTOR INC COMMON 284155108 1,471,250 20,000 SOLE SOLE
ELECTROGLAS INC COMMON 285324109 3,664,750 107,000 SOLE SOLE
ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 3,251,810 50,661 SOLE SOLE
EMERSON ELECTRIC CO COMMON 291011104 13,074,217 246,406 SOLE SOLE
EMULEX CORP COM NEW 292475209 3,819,375 35,000 SOLE SOLE
ENERGY EAST CORPORATION COMMON 29266M109 2,070,406 104,500 SOLE SOLE
ENRON CORP COMMON 293561106 5,598,853 74,776 SOLE SOLE
ENTERGY CORP COMMON 29364G103 612,760 30,353 SOLE SOLE
ENTRUST TECHNOLOGIES INC COMMON 293848107 3,522,234 41,400 SOLE SOLE
EQUITY RESIDENTIAL SH BEN INT 29476L107 606,831 15,100 SOLE SOLE
ESPEED INC CL A 296643109 1,099,875 21,000 SOLE SOLE
EXXON MOBIL CORP COMMON 30231G102 61,826,973 793,559 SOLE SOLE
FMC CORP COMMON 302491303 2,203,500 39,000 SOLE SOLE
FPL GROUP INC COMMON 302571104 1,234,488 26,800 SOLE SOLE
FREDDIE MAC COMMON 313400301 5,582,474 126,335 SOLE SOLE
FNMA COMMON 313586109 23,242,940 411,441 SOLE SOLE
FEDERATED DEPARTMENT STORES INC COMMON 31410H101 1,191,060 28,314 SOLE SOLE
FEDEX CORP COMMON 31428X106 1,373,628 35,320 SOLE SOLE
FIFTH THIRD BANCORP COMMON 316773100 963,018 15,286 SOLE SOLE
FIRST DATA CORP COMMON 319963104 3,918,710 88,418 SOLE SOLE
FIRST UNION CORP COMMON 337358105 6,438,849 172,855 SOLE SOLE
FIRSTAR CORPORATION COMMON 33763V109 1,111,115 48,441 SOLE SOLE
FIRSTENERGY CORP COMMON 337932107 749,574 36,343 SOLE SOLE
FLEET BOSTON FINANCIAL CORP. COMMON 339030108 11,372,816 311,584 SOLE SOLE
FLUOR CORPORATION COMMON 343861100 3,950,950 127,450 SOLE SOLE
FORD MOTOR CREDIT COMMON 345370100 20,353,297 443,063 SOLE SOLE
FORT JAMES CORP COMMON 347471104 237,292 10,786 SOLE SOLE
FORTUNE BRANDS COMMON 349631101 355,000 14,200 SOLE SOLE
FRANKLIN RESOURCES INC, COMMON 354613101 417,902 12,498 SOLE SOLE
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 267,799 22,200 SOLE SOLE
GPU INC COMMON 36225X100 1,743,788 63,700 SOLE SOLE
GTE CORP COMMON 362320103 17,920,613 252,403 SOLE SOLE
GALLAHER GROUP PLC COMMON 363595109 279,570 14,200 SOLE SOLE
GANNETT INC DEL COMMON 364730101 3,558,090 50,559 SOLE SOLE
GAP INC COMMON 364760108 5,876,817 117,978 SOLE SOLE
GATEWAY INC COMMON 367626108 827,012 15,604 SOLE SOLE
GAYLORD ENTMT CO NEW COMMON 367905106 1,953,000 72,000 SOLE SOLE
GENERAL ELECTRIC CO COMMON 369604103 134,183,306 863,047 SOLE SOLE
GENERAL MILLS INC COMMON 370334104 1,934,892 53,468 SOLE SOLE
GENERAL MOTORS CORP COMMON 370442105 22,162,888 267,626 SOLE SOLE
GENERAL MOTORS CORP CL H NEW 370442832 3,112,500 25,000 SOLE SOLE
GENSET SA SPNSRD ADR 37244T104 487,266 15,000 SOLE SOLE
GENUINE PARTS CO COMMON 372460105 426,169 17,850 SOLE SOLE
GENZYME TRANSGENICS CORP COMMON 37246E105 400,000 20,000 SOLE SOLE
GEORGIA PACIFIC GROUP COMMON 373298108 902,036 22,800 SOLE SOLE
GEORGIA PACIFIC (TIMBER GROUP) COM-TIMBER 373298702 292,125 11,400 SOLE SOLE
GILEAD SCIENCES INC COMMON 375558103 792,188 12,500 SOLE SOLE
GILLETTE COMPANY COMMON 375766102 10,326,545 274,002 SOLE SOLE
GOLDEN WEST FINANCIAL CORP COMMON 381317106 449,107 14,400 SOLE SOLE
GOODRICH B F CO COMMON 382388106 344,658 12,014 SOLE SOLE
GOODYEAR TIRE + RUBBER CO COMMON 382550101 300,738 12,900 SOLE SOLE
GO2NET INC COMMON 383486107 2,134,906 26,500 SOLE SOLE
GRACE-WR & CO COMMON 38388F108 310,288 24,100 SOLE SOLE
GUIDANT CORP COMMON 401698105 11,280,943 191,812 SOLE SOLE
GUILFORD PHARMACEUTICALS INC COMMON 401829106 899,775 38,700 SOLE SOLE
HALLIBURTON CO COMMON 406216101 8,913,628 216,811 SOLE SOLE
HARMONIC INC COMMON 413160102 2,064,600 24,800 SOLE SOLE
HARTFORD FINANCIAL SERVICES GROUP INC COMMON 416515104 1,475,470 27,971 SOLE SOLE
HASBRO INC COMMON 418056107 262,836 15,750 SOLE SOLE
HEALTHCENTRAL.COM COMMON 42221V106 278,125 50,000 SOLE SOLE
HEINZ HJ COMMON 423074103 8,396,400 240,757 SOLE SOLE
HELIX TECHNOLOGY CORP COMMON 423319102 2,042,125 34,000 SOLE SOLE
HELMERICH & PAYNE COMMON 423452101 1,190,400 38,400 SOLE SOLE
HERCULES INC COMMON 427056106 615,975 38,200 SOLE SOLE
HERSHEY FOODS CORP COMMON 427866108 594,750 12,200 SOLE SOLE
HEWLETT PACKARD CO COMMON 428236103 33,351,389 251,229 SOLE SOLE
HOME DEPOT INC. (THE) COMMON 437076102 43,135,859 668,773 SOLE SOLE
HONEYWELL INTERNATIONAL, INC COMMON 438516106 20,229,150 383,945 SOLE SOLE
HOT TOPIC INC COMMON 441339108 2,957,500 84,500 SOLE SOLE
HOUSEHOLD INTL COMMON 441815107 2,211,343 59,265 SOLE SOLE
HUNTINGTON BANCSHARES COMMON 446150104 255,925 11,438 SOLE SOLE
IMS HEALTH INC -WI COMMON 449934108 4,110,579 242,691 SOLE SOLE
ISS GROUP INC COMMON 450306105 2,563,000 22,000 SOLE SOLE
ILEX ONCOLOGY INC COMMON 451923106 978,600 23,300 SOLE SOLE
ILLINOIS TOOL WORKS COMMON 452308109 2,951,400 53,419 SOLE SOLE
IN FOCUS SYSTEMS INC COMMON 452919103 3,445,163 96,200 SOLE SOLE
INCO LTD COMMON 453258402 407,925 22,200 SOLE SOLE
INGERSOLL-RAND COMMON 456866102 9,059,790 204,741 SOLE SOLE
INKTOMI CORP COMMON 457277101 3,510,000 18,000 SOLE SOLE
INTEGRATED SILICON SOLUTION COMMON 45812P107 1,758,750 60,000 SOLE SOLE
INTEL CORP COMMON 458140100 116,214,844 880,830 SOLE SOLE
</TABLE>
<PAGE> 6
<TABLE>
<CAPTION>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 8
INVESTMENT AUTHORITY
TITLE OF FAIR DESCRIPTION (SHARES)
ISSUER CLASS CUSIP MARKET VALUE SHARES (A) SOLE (A) SOLE
------ -------- ----- ------------ ------ ----------- ----------
<S> <C> <C> <C> <C> <C> <C>
INTERNATIONAL BUSINESS MACHINES CORP COMMON 459200101 50,198,144 425,408 SOLE SOLE
INTERNATIONAL PAPER CO COMMON 460146103 9,489,944 221,987 SOLE SOLE
INTL RECTIFIER CORP COMMON 460254105 4,498,750 118,000 SOLE SOLE
INTERPUBLIC GROUP COMMON 460690100 653,893 13,839 SOLE SOLE
INTRANET SOLUTIONS INC COM NEW 460939309 1,380,000 30,000 SOLE SOLE
JDS UNIPHASE CORP. COMMON 46612J101 12,526,444 103,900 SOLE SOLE
JETFORM CORP COMMON 477155105 366,125 50,500 SOLE SOLE
JOHNSON + JOHNSON COMMON 478160104 27,695,081 394,614 SOLE SOLE
KLA-TENCOR CORPORATION COMMON 482480100 4,312,421 51,186 SOLE SOLE
K MART CORP COMMON 482584109 238,438 24,613 SOLE SOLE
KELLOGG CO COMMON 487836108 2,101,006 81,690 SOLE SOLE
KEMET CORP COMMON 488360108 4,718,450 74,600 SOLE SOLE
KERR-MCGEE CORPORATION COMMON 492386107 3,688,955 63,878 SOLE SOLE
KEYCORP COMMON 493267108 1,099,473 57,867 SOLE SOLE
KIMBERLY-CLARK CORP COMMON 494368103 7,925,098 141,418 SOLE SOLE
KNIGHT/TRIMARK GROUP INC CL A 499068104 2,499,000 49,000 SOLE SOLE
KOPIN CORP COMMON 500600101 2,062,500 30,000 SOLE SOLE
KROGER CO COMMON 501044101 9,017,309 513,440 SOLE SOLE
LSI LOGIC CORP COMMON 502161102 18,472,750 254,358 SOLE SOLE
LAFARGE CORP COMMON 505862102 3,858,663 162,470 SOLE SOLE
LAM RESEARCH CORP COMMON 512807108 5,137,125 114,000 SOLE SOLE
LATTICE SEMICONDUCTOR CORP COMMON 518415104 1,759,875 26,000 SOLE SOLE
ESTEE LAUDER COMPANIES CL A 518439104 3,306,628 66,050 SOLE SOLE
LILLY ELI & CO COMMON 532457108 13,002,816 207,307 SOLE SOLE
LIMITED INC COMMON 532716107 2,698,443 64,058 SOLE SOLE
LINEAR TECHNOLOGY CORP COMMON 535678106 3,707,000 67,400 SOLE SOLE
LIZ CLAIBORNE INC COMMON 539320101 1,754,638 38,300 SOLE SOLE
LOCKHEED MARTIN COMMON 539830109 1,529,080 74,816 SOLE SOLE
LOWE'S CO COMMON 548661107 14,969,860 256,443 SOLE SOLE
LUCENT TECHNOLOGIES INC COMMON 549463107 41,034,482 672,003 SOLE SOLE
MBNA CORP COMMON 55262L100 30,327,698 1,189,322 SOLE SOLE
MCI WORLDCOM INC COMMON 55268B106 55,289,359 1,220,172 SOLE SOLE
MGM GRAND INC COMMON 552953101 5,066,400 211,100 SOLE SOLE
MANPOWER INC WIS COMMON 56418H100 11,239,300 316,600 SOLE SOLE
MARINE DRILLING COM PAR $0.01 568240204 1,245,663 45,400 SOLE SOLE
MARSH & MCLENNAN COS INC COMMON 571748102 19,440,711 176,233 SOLE SOLE
MARRIOTT INTL INC CL A 571903202 1,009,796 32,057 SOLE SOLE
MASCO CORPORATION COMMON 574599106 8,604,609 419,737 SOLE SOLE
MATTEL INC COMMON 577081102 1,312,260 125,596 SOLE SOLE
MAY DEPT STORES COMMON 577778103 1,839,419 64,541 SOLE SOLE
MCDONALD'S CORP COMMON 580135101 12,874,896 344,143 SOLE SOLE
MCGRAW-HILL COMPANIES COMMON 580645109 10,343,470 227,329 SOLE SOLE
MCKESSON HBOC INC COMMON 58155Q103 5,029,794 239,514 SOLE SOLE
MEDIAONE GROUP INC COMMON 58440J104 8,630,712 106,552 SOLE SOLE
MEDIMMUNE INC COMMON 584699102 3,378,025 19,400 SOLE SOLE
MEDTRONIC INC COMMON 585055106 19,181,515 372,908 SOLE SOLE
MELLON FINANCIAL CORP. COMMON 58551A108 4,888,520 165,360 SOLE SOLE
MERCK + CO INC COMMON 589331107 39,257,595 631,913 SOLE SOLE
MERCURY COMPUTER SYSTEMS, INC. COMMON 589378108 2,199,375 45,000 SOLE SOLE
MEREDITH CORP COMMON 589433101 4,405,607 159,119 SOLE SOLE
MERRILL LYNCH & CO. COMMON 590188108 6,085,380 57,956 SOLE SOLE
METROMEDIA FIBER NETWORK, INC. CL A 591689104 4,462,128 46,150 SOLE SOLE
MICROSOFT CORP COMMON 594918104 126,758,269 1,193,019 SOLE SOLE
MICRON TECHNOLOGY INC COMMON 595112103 4,176,144 33,144 SOLE SOLE
MINNESOTA MINING & MFG COMMON 604059105 13,018,840 147,001 SOLE SOLE
MISSION CRITICAL SOFTWARE COMMON 605047109 1,222,500 20,000 SOLE SOLE
MORGAN J.P. CO INC COMMON 616880100 4,521,397 34,318 SOLE SOLE
MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 26,276,963 320,480 SOLE SOLE
MOTOROLA INC COMMON 620076109 48,518,684 336,725 SOLE SOLE
NABISCO HOLDINGS CORP CL A 629526104 1,107,250 34,400 SOLE SOLE
NABORS INDUSTRIES COMMON 629568106 2,204,550 56,800 SOLE SOLE
NATIONAL CITY CORP COMMON 635405103 2,619,540 127,008 SOLE SOLE
NATIONAL DISCOUNT BROKERS COMMON 635646102 1,728,125 35,000 SOLE SOLE
NETWORK APPLIANCE INC COMMON 64120L104 1,214,108 14,672 SOLE SOLE
NETWORK SOLUTIONS INC CL A 64121Q102 2,766,656 18,000 SOLE SOLE
NEW YORK TIMES CL A 650111107 678,420 15,800 SOLE SOLE
NEWELL RUBBERMAID INC COMMON 651229106 1,733,876 69,878 SOLE SOLE
NEWMONT MINING CORP COMMON 651639106 5,685,877 253,409 SOLE SOLE
NEXTEL COMMUNICATIONS INC. CL A 65332V103 2,670,279 18,012 SOLE SOLE
NIKE INC CL B 654106103 2,115,500 53,388 SOLE SOLE
NOBLE DRILLING CORP COMMON 655042109 5,490,469 132,500 SOLE SOLE
NORFOLK SOUTHERN CORP COMMON 655844108 712,818 49,856 SOLE SOLE
NORTEL NETWORKS CORP COMMON 656569100 28,880,208 229,208 SOLE SOLE
NORTHERN TRUST COMMON 665859104 12,448,189 184,246 SOLE SOLE
NOVELL INC COMMON 670006105 471,482 16,471 SOLE SOLE
NOVELLUS SYSTEMS INC COMMON 670008101 2,413,375 43,000 SOLE SOLE
NUCOR CORP COMMON 670346105 1,255,000 25,100 SOLE SOLE
ODS NETWORKS INC COMMON 67082N109 960,000 40,000 SOLE SOLE
OCCIDENTAL PETROLEUM COMMON 674599105 377,028 18,170 SOLE SOLE
OMNICOM GROUP INC COMMON 681919106 3,699,658 39,595 SOLE SOLE
ORACLE CORP COMMON 68389X105 44,943,765 575,738 SOLE SOLE
</TABLE>
<PAGE> 7
<TABLE>
<CAPTION>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 8
INVESTMENT AUTHORITY
TITLE OF FAIR DESCRIPTION (SHARES)
ISSUER CLASS CUSIP MARKET VALUE SHARES (A) SOLE (A) SOLE
------ -------- ----- ------------ ------ ----------- ----------
<S> <C> <C> <C> <C> <C> <C>
PECO ENERGY CO COMMON 693304107 3,031,236 82,203 SOLE SOLE
PG&E CORPORATION COMMON 69331C108 1,177,932 56,092 SOLE SOLE
PE CORP-PE BIOSYSTEMS GROUP COM PE BIO GRP 69332S102 2,258,100 23,400 SOLE SOLE
PMC - SIERRA INC COMMON 69344F106 3,707,113 18,200 SOLE SOLE
PNC FINANCIAL SERVICES GROUP COMMON 693475105 1,499,915 33,285 SOLE SOLE
PPG INDUSTRIES INC COMMON 693506107 10,646,282 203,513 SOLE SOLE
PPL CORPORATION COMMON 69351T106 680,485 32,500 SOLE SOLE
PACTIV CORPORATION COMMON 695257105 251,952 29,000 SOLE SOLE
PARAMETRIC TECHNOLOGY COMMON 699173100 281,395 13,360 SOLE SOLE
PARK PLACE ENTERTAINMENT COMMON 700690100 218,541 18,900 SOLE SOLE
PAYCHEX INC COMMON 704326107 14,453,824 275,968 SOLE SOLE
PENNY J.C. INC. COMMON 708160106 260,313 17,500 SOLE SOLE
PEOPLESOFT INC COMMON 712713106 266,060 13,303 SOLE SOLE
PEPSI BOTTLING GROUP INC COMMON 713409100 11,030,000 551,500 SOLE SOLE
PEPSICO INC COMMON 713448108 21,667,244 623,819 SOLE SOLE
PHARMACYCLICS INC COMMON 716933106 751,781 13,500 SOLE SOLE
PHARMACIA & UPJOHN INC COMMON 716941109 5,238,776 88,265 SOLE SOLE
PFIZER INC COMMON 717081103 31,932,128 873,348 SOLE SOLE
PHARMACIA CORPORATION COMMON 71713U102 21,928,082 425,788 SOLE SOLE
PHELPS DODGE CORP COMMON 717265102 1,113,313 23,500 SOLE SOLE
PHILIP MORRIS COS INC COMMON 718154107 19,872,837 940,726 SOLE SOLE
PHILLIPS PETROLEUM COMMON 718507106 579,235 12,524 SOLE SOLE
PITNEY BOWES COMMON 724479100 12,550,049 280,840 SOLE SOLE
PLACER DOME INC COMMON 725906101 719,875 88,600 SOLE SOLE
PORTAL SOFTWARE COMMON 736126103 1,468,988 25,800 SOLE SOLE
POWERWAVE TECHNOLOGIES, INC. COMMON 739363109 4,825,000 38,600 SOLE SOLE
POWERTEL INC COMMON 73936C109 2,086,140 29,802 SOLE SOLE
PRAXAIR INC COMMON 74005P104 457,875 11,000 SOLE SOLE
PRECISION DRILLING CORP COMMON 74022D100 1,254,900 37,600 SOLE SOLE
PRICE T ROWE + ASSOC COMMON 741477103 5,794,650 146,700 SOLE SOLE
PRICELINE.COM, INC. COMMON 741503106 1,162,500 15,000 SOLE SOLE
PRIDE INTERNATIONAL INC COMMON 741932107 1,437,188 63,000 SOLE SOLE
PROCTER + GAMBLE CO COMMON 742718109 21,157,250 374,752 SOLE SOLE
PROVIDIAN FINANCIAL CORP COMMON 74406A102 4,153,582 47,949 SOLE SOLE
PUBLIC SERVICE ENTERPRISE COMMON 744573106 2,034,971 68,691 SOLE SOLE
QUAKER OATS CO. (THE) COMMON 747402105 12,108,268 199,724 SOLE SOLE
QUALCOMM INC COMMON 747525103 5,230,118 35,028 SOLE SOLE
QWEST COMMUNICATIONS INTL COMMON 749121109 9,123,456 190,072 SOLE SOLE
R.P.M. INC OHIO COMMON 749685103 5,417,500 492,500 SOLE SOLE
RALSTON-PURINA GROUP COMMON 751277302 1,074,156 39,129 SOLE SOLE
RAYMOND JAMES FINANCIAL INC COMMON 754730109 3,308,588 159,450 SOLE SOLE
RAYTHEON CO CL A 755111309 264,285 14,048 SOLE SOLE
RAYTHEON CO CL B 755111408 633,533 35,692 SOLE SOLE
READER'S DIGEST ASSN CL A NON VTG 755267101 4,096,425 115,800 SOLE SOLE
REGIONS FINANCIAL CORP COMMON 758940100 247,675 10,857 SOLE SOLE
RELIANT ENERGY INC. COMMON 75952J108 342,914 14,631 SOLE SOLE
REYNOLDS METALS CO COMMON 761763101 1,023,188 15,300 SOLE SOLE
ROCKWELL INTERNATIONAL COMMON 773903109 710,821 17,000 SOLE SOLE
ROHM & HAAS CO COMMON 775371107 1,402,117 31,420 SOLE SOLE
ROWAN COMPANIES INC COMMON 779382100 1,311,176 44,541 SOLE SOLE
ROYAL DUTCH PETROLEUM NY REG GLD 780257804 26,705,082 462,468 SOLE SOLE
SBC COMMUNICATIONS INC COMMON 78387G103 28,385,915 674,433 SOLE SOLE
SDL INC COMMON 784076101 4,385,225 20,600 SOLE SOLE
S & P 500 DEPOSITORY RECEIPT UNIT SER 1 78462F103 8,533,631 56,749 SOLE SOLE
SAFEWAY INC COMMON 786514208 20,743,959 458,430 SOLE SOLE
ST PAUL COS COMMON 792860108 385,647 11,301 SOLE SOLE
SANDISK CORPORATION COMMON 80004C101 2,817,500 23,000 SOLE SOLE
SARA LEE CORP COMMON 803111103 3,152,538 175,141 SOLE SOLE
SCHERING-PLOUGH CORP COMMON 806605101 16,419,956 444,826 SOLE SOLE
SCHLUMBERGER LTD COMMON 806857108 12,875,945 168,313 SOLE SOLE
SCHULMAN A INC COMMON 808194104 1,755,625 132,500 SOLE SOLE
SCHWAB CHARLES CORP COMMON 808513105 4,744,149 83,505 SOLE SOLE
SCIENT CORP COMMON 80864H109 1,305,900 14,400 SOLE SOLE
SCIENTIFIC-ATLANTA INC COMMON 808655104 3,204,355 50,512 SOLE SOLE
SEAGATE TECHNOLOGY INC COMMON 811804103 2,395,752 39,049 SOLE SOLE
SEAGRAM CO COMMON 811850106 4,273,231 71,819 SOLE SOLE
SEALED AIR CORP COMMON 81211K100 5,324,315 98,031 SOLE SOLE
SEARS ROEBUCK & CO COMMON 812387108 7,116,405 231,988 SOLE SOLE
SEPRACOR INC COMMON 817315104 2,482,906 34,100 SOLE SOLE
SERENA SOFTWARE INC COMMON 817492101 2,032,031 63,750 SOLE SOLE
SHERWIN WILLIAMS CO COMMON 824348106 300,900 13,600 SOLE SOLE
SIEBEL SYSTEMS COMMON 826170102 4,287,806 35,900 SOLE SOLE
SILICON VALLEY BANCSHARES COMMON 827064106 3,140,938 43,700 SOLE SOLE
SIMON PROPERTY GROUP INC COMMON 828806109 597,600 24,900 SOLE SOLE
SOLECTRON CORPORATION COMMON 834182107 12,476,104 311,416 SOLE SOLE
SOLUTIA INC COMMON 834376105 226,305 16,920 SOLE SOLE
SOUTHERN CO COMMON 842587107 2,151,945 98,940 SOLE SOLE
SOUTHWEST AIRLINES COMMON 844741108 13,665,745 656,610 SOLE SOLE
SPIEGEL INC CL A 848457107 1,000,000 125,000 SOLE SOLE
SPRINT CORP (FON GROUP) COM FON GRP 852061100 9,964,947 157,719 SOLE SOLE
SPRINT CORP (PCS GROUP) PCS COM SER 1 852061506 6,535,463 99,900 SOLE SOLE
</TABLE>
<PAGE> 8
<TABLE>
<CAPTION>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 8
INVESTMENT AUTHORITY
TITLE OF FAIR DESCRIPTION (SHARES)
ISSUER CLASS CUSIP MARKET VALUE SHARES (A) SOLE (A) SOLE
------ -------- ----- ------------ ------ ----------- ----------
<S> <C> <C> <C> <C> <C> <C>
STAPLES INC COMMON 855030102 18,937,900 946,895 SOLE SOLE
STARWOOD HOTELS & RESORTS WORLDWIDE INC COMBND CTF 85590A203 460,874 17,898 SOLE SOLE
SUN MICROSYSTEMS INC COMMON 866810104 82,411,798 879,500 SOLE SOLE
SUNRISE ASSISTED LIVING INC COMMON 86768K106 1,510,500 114,000 SOLE SOLE
SUNTRUST BKS INC COMMON 867914103 1,952,470 33,809 SOLE SOLE
SUPERVALU INC COMMON 868536103 2,407,884 127,149 SOLE SOLE
SURMODICS INC COMMON 868873100 354,750 12,900 SOLE SOLE
SYCAMORE NETWORKS, INC. COMMON 871206108 3,031,500 23,500 SOLE SOLE
SYNOVUS FINANCIAL COMMON 87161C105 259,267 13,736 SOLE SOLE
SYSCO CORP COMMON 871829107 580,243 16,259 SOLE SOLE
TJX COS INC COMMON 872540109 855,828 38,572 SOLE SOLE
TRW INC COMMON 872649108 608,400 10,400 SOLE SOLE
TMP WORLDWIDE INC. COMMON 872941109 3,996,350 51,400 SOLE SOLE
TARGET CORP COMMON 87612E106 20,337,382 272,072 SOLE SOLE
TELLABS INC COMMON 879664100 11,806,476 187,451 SOLE SOLE
TENET HEALTHCARE CORP COMMON 88033G100 724,151 31,312 SOLE SOLE
TERADYNE INC. COMMON 880770102 11,120,200 135,200 SOLE SOLE
TEXACO INC COMMON 881694103 12,348,765 229,808 SOLE SOLE
TEXAS INSTRUMENTS INC COMMON 882508104 35,343,360 220,896 SOLE SOLE
TEXAS UTILITIES CO (HLDG) COMMON 882848104 974,531 32,826 SOLE SOLE
TEXTRON INC COMMON 883203101 815,725 13,400 SOLE SOLE
THERMO ELECTRON COMMON 883556102 411,575 20,200 SOLE SOLE
3COM CORPORATION COMMON 885535104 9,212,112 165,611 SOLE SOLE
TIFFANY & CO COMMON 886547108 4,298,325 51,400 SOLE SOLE
TIME WARNER INC COMMON 887315109 34,229,000 342,290 SOLE SOLE
TITAN PHARMACEUTICALS INC COMMON 888314101 843,488 27,100 SOLE SOLE
TOLLGRADE COMMUNICATIONS INC COMMON 889542106 3,180,000 60,000 SOLE SOLE
TOYS R US CO COMMON 892335100 316,998 21,400 SOLE SOLE
TRANSKARYOTIC THERAPIES INC COMMON 893735100 278,125 5,000 SOLE SOLE
TRIANGLE PHARMACEUTICALS INC COMMON 89589H104 819,000 52,000 SOLE SOLE
TRICON GLOBAL RESTAURANTS COMMON 895953107 1,058,596 34,079 SOLE SOLE
TRIBUNE CO NEW COMMON 896047107 1,160,723 31,746 SOLE SOLE
TRIQUINT SEMICINDUCTOR INC COMMON 89674K103 2,646,000 36,000 SOLE SOLE
TRITEL INC CL A 89675X104 197,972,285 5,175,746 SOLE SOLE
TUPPERWARE CORP COMMON 899896104 456,996 28,900 SOLE SOLE
TYCO INTERNATIONAL COMMON 902124106 29,037,133 581,116 SOLE SOLE
USX-MARATHON GROUP COM NEW 902905827 14,931,415 572,908 SOLE SOLE
UST INC COMMON 902911106 1,644,688 105,260 SOLE SOLE
US BANCORP COMMON 902973106 2,637,447 120,569 SOLE SOLE
USA NETWORKS, INC COMMON 902984103 4,368,100 193,600 SOLE SOLE
UNILEVER NV NY SHS NEW 904784709 5,364,302 111,466 SOLE SOLE
UNICOM CORP COMMON 904911104 9,930,920 272,080 SOLE SOLE
UNION CARBIDE CORP COMMON 905581104 629,780 10,800 SOLE SOLE
UNION PACIFIC CORP COMMON 907818108 5,287,000 135,131 SOLE SOLE
UNISYS CORP COMMON 909214108 391,425 15,350 SOLE SOLE
UNITED HEALTHCARE CORP COMMON 910581107 13,357,431 224,024 SOLE SOLE
US WEST INC COMMON 91273H101 17,699,729 243,714 SOLE SOLE
UNITED TECHNOLOGIES CORP COMMON 913017109 15,746,612 249,204 SOLE SOLE
UNIVISION COMMUNICATIONS CL A 914906102 4,339,200 38,400 SOLE SOLE
UNOCAL CORP COMMON 915289102 1,463,551 49,195 SOLE SOLE
UNUMPROVIDENT CORP COMMON 91529Y106 203,150 11,950 SOLE SOLE
USINTERNETWORKING INC COMMON 917311805 581,250 15,000 SOLE SOLE
V.F. CORP COMMON 918204108 250,255 10,400 SOLE SOLE
VARIAN INC COMMON 922206107 2,225,750 58,000 SOLE SOLE
VARIAN SEMICONDUCTOR EQUIP COMMON 922207105 2,545,000 40,000 SOLE SOLE
VERITAS SOFTWARE CORP COMMON 923436109 7,211,550 55,050 SOLE SOLE
VERITY INC COMMON 92343C106 1,222,500 30,000 SOLE SOLE
VIACOM INC CL B 925524308 11,733,130 222,429 SOLE SOLE
VIASYSTEMS GROUP INC COMMON 92553H100 2,869,050 185,100 SOLE SOLE
VISHAY INTERTECHNOLOGY INC COMMON 928298108 2,225,000 40,000 SOLE SOLE
VODAFONE AIRTOUCH PLC COMMON 92857T107 18,660,746 335,850 SOLE SOLE
WEBS - CANADA INDEX CANADA WEBS 92923H400 350,599 19,015 SOLE SOLE
WEBS INDEX FD INC France Webs 92923H509 452,325 16,300 SOLE SOLE
WEBS INDEX FD INC Germany Webs 92923H608 445,500 16,500 SOLE SOLE
WEBS UNITED KINGDOM INDEX UK Webs 92923H798 1,263,949 61,844 SOLE SOLE
WEBS INDEX FD INC Switzrlnd Webs 92923H814 261,950 16,900 SOLE SOLE
WEBS INDEX FD INC Japan Webs 92923H889 1,910,739 116,080 SOLE SOLE
WACHOVIA CORP COMMON 929771103 1,596,644 23,632 SOLE SOLE
WAL-MART STORES INC COMMON 931142103 81,129,426 1,440,541 SOLE SOLE
WALGREEN COMPANY COMMON 931422109 3,295,202 127,969 SOLE SOLE
WARNER LAMBERT COMMON 934488107 32,515,987 333,296 SOLE SOLE
WASHINGTON MUTUAL COMMON 939322103 6,430,199 242,649 SOLE SOLE
WASTE MANAGEMENT INC COMMON 94106L109 2,537,548 185,386 SOLE SOLE
WEBTRENDS CORP COMMON 94844D104 1,440,000 20,000 SOLE SOLE
WELLS FARGO COMPANY COMMON 949746101 19,764,199 483,767 SOLE SOLE
WESTERN WIRELESS CORP CL A 95988E204 2,066,144 45,100 SOLE SOLE
WEYERHAEUSER CO COMMON 962166104 3,669,261 64,373 SOLE SOLE
WHIRLPOOL CORP COMMON 963320106 1,049,388 17,900 SOLE SOLE
WILLAMETTE INDS INC COMMON 969133107 906,825 22,600 SOLE SOLE
WILLIAMS COS COMMON 969457100 6,894,771 156,922 SOLE SOLE
WINN DIXIE STORES INC COMMON 974280109 398,479 20,500 SOLE SOLE
</TABLE>
<PAGE> 9
<TABLE>
<CAPTION>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 8
INVESTMENT AUTHORITY
TITLE OF FAIR DESCRIPTION (SHARES)
ISSUER CLASS CUSIP MARKET VALUE SHARES (A) SOLE (A) SOLE
------ -------- ----- ------------ ------ ----------- ----------
<S> <C> <C> <C> <C> <C> <C>
XILINX, INC. COMMON 983919101 1,308,438 15,800 SOLE SOLE
XEROX CORP COMMON 984121103 3,304,314 127,089 SOLE SOLE
YAHOO INC COMMON 984332106 14,858,213 86,700 SOLE SOLE
ZALE CORP COMMON 988858106 3,425,813 72,600 SOLE SOLE
ZOMAX INCORPORATED COMMON 989929104 4,807,950 79,800 SOLE SOLE
DAIMLERCHRYSLER AG ORD D1668R123 4,471,640 68,334 SOLE SOLE
AMDOCS LTD ORD G02602103 3,618,056 49,100 SOLE SOLE
GLOBAL CROSSING LTD. COMMON G3921A100 3,540,872 86,494 SOLE SOLE
SANTA FE INTERNATIONAL CORP ORD G7805C108 1,202,500 32,500 SOLE SOLE
TOMMY HILFIGER ORD G8915Z102 1,148,632 79,216 SOLE SOLE
TRANSOCEAN SEDCO FOREX INC COMMON G90078109 3,396,995 66,202 SOLE SOLE
COMPLETEL EUROPE NV COMMON N21590109 498,438 25,000 SOLE SOLE
TOTAL 4,051,114,870 76,403,974
</TABLE>
|
|