UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 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: Symphony Asset Management LLC
Address: 555 California Street
Suite 2975
San Francisco, California 94104
Form 13F File Number: 28-5958
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: Neil L. Rudolph
Title: Chief Operating Officer
Phone: (415) 676-4000
Signature, Place, and Date of Signing:
/s/ Neil L. Rudolph San Francisco, California 11/03/2000
------------------- -------------------------- ----------
[Signature] [City, State] [Date]
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 are reported 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).)
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
--------------------------
Form 13F Information Table Entry Total: 538
--------------------------
Form 13F Information Table Value Total: $ 3,020,385
--------------------------
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
NONE
<PAGE>
<TABLE>
Symphony Asset Management, LLC
Form 13F
September 30, 2000
<S> <C> <C>
Voting Authority
Title of Value Shares/ Sh/ Put/ Invstmt Other ------------------------
Name of Issuer Class CUSIP (x$1000) PrnAmt Prn Call Dscretn Managers Sole Shared None
---------------------------- -------- --------- --------- --------- --- ---- ---------------- ------------------------
ACCRUE SOFTWARE INC COM 00437W102 303 25,400 SH Sole 25,400
ADC Telecommunications COM 000886101 35,864 1,333,700 SH Sole 1,333,700
AETHER SYSTEMS INC COM 00808V105 253 2,400 SH Sole 2,400
AGL Resources Inc COM 001204106 660 32,900 SH Sole 32,900
ALBANY MOLECULAR RESEARC COM 012423109 2,303 41,000 SH Sole 41,000
AMB Property Corp COM 00163T109 375 15,300 SH Sole 15,300
AMERICAN HOME MTG HOLDINGS COM 02660m108 393 75,000 SH Sole 75,000
AVX Corp COM 002444107 6,010 230,600 SH Sole 230,600
AXA Financial Inc COM 002451102 24,266 476,400 SH Sole 476,400
Abbott Labs COM 002824100 24,818 521,800 SH Sole 521,800
Acclerated Networks Inc COM 00429p107 421 25,000 SH Sole 25,000
Action Performance COM 004933107 39 11,400 SH Sole 11,400
Actuate Corp COM 00508B102 1,616 46,800 SH Sole 46,800
Adelphia Communications COM 006848105 18,384 667,000 SH Sole 667,000
Administaff Inc. COM 007094105 2,604 34,400 SH Sole 34,400
Adobe Sys Inc COM 00724F101 8,228 53,000 SH Sole 53,000
Adtran Inc COM 00738A106 2,089 49,100 SH Sole 49,100
Advance Paradigm Inc COM 007491103 1,092 25,900 SH Sole 25,900
Advanced Fibre Communica COM 00754A105 3,117 82,300 SH Sole 82,300
Advo Inc COM 007585102 2,112 64,000 SH Sole 64,000
AETHER SYSTEMS INC COM 00808V105 1,550 14,700 SH Sole 14,700
Allegheny Energy Inc COM 017361106 1,691 44,300 SH Sole 44,300
Allegheny Technologies I COM 01741R102 366 20,200 SH Sole 20,200
Allete COM 018522102 1,612 72,900 SH Sole 72,900
Alliant Techsystems Inc COM 018804104 854 10,400 SH Sole 10,400
Allmerica Financial Corp COM 019754100 6,086 95,200 SH Sole 95,200
Alpharma Inc Class A COM 020813101 2,738 44,800 SH Sole 44,800
Altera Corp COM 021441100 20,351 426,200 SH Sole 426,200
Ambac Inc COM 023139108 2,754 37,600 SH Sole 37,600
Amdocs LTD COM G02602103 5,701 91,400 SH Sole 91,400
American Capital Strateg COM 024937104 296 12,500 SH Sole 12,500
American General Corp COM 026351106 19,328 247,800 SH Sole 247,800
American Intl Group Inc COM 026874107 20,242 211,550 SH Sole 211,550
American Std Cos Inc Del COM 029712106 7,101 159,800 SH Sole 159,800
American Superconductors COM 030111108 540 11,000 SH Sole 11,000
Amerisource Health Corp COM 03071P102 4,794 102,000 SH Sole 102,000
Amerus Group Co. COM 03072M108 218 8,500 SH Sole 8,500
Amphenol Corp-Cl A COM 032095101 6,610 116,100 SH Sole 116,100
Analog Devices Inc COM 032654105 26,618 322,400 SH Sole 322,400
Anchor Gaming COM 033037102 405 5,100 SH Sole 5,100
Anixter Int'l Inc COM 035290105 4,540 155,900 SH Sole 155,900
Anntaylor Stores Corp COM 036115103 2,821 73,400 SH Sole 73,400
Apache Corp COM 037411105 9,128 154,400 SH Sole 154,400
Apartment Invt & Mgmt Co COM 03748R101 350 7,600 SH Sole 7,600
Applied Materials Inc COM 038222105 36,530 615,900 SH Sole 615,900
Applied Micro Circuits Corp COM 03822w109 3,685 17,800 SH Sole 17,800
Archstone Communities Tr COM 039581103 373 15,200 SH Sole 15,200
Arden Realty Inc COM 039793104 946 35,300 SH Sole 35,300
Ariba Inc COM 04033V104 10,515 73,400 SH Sole 73,400
Arrow Electronics Inc COM 042735100 10,579 310,600 SH Sole 310,600
Arvinmeritor Inc COM 043353101 7,580 516,150 SH Sole 516,150
Aspect Medical Systems I COM 045235108 1,618 130,800 SH Sole 130,800
Astoria Finl Corp COM 046265104 1,873 48,500 SH Sole 48,500
Asyst Technologies Inc COM 04648X107 2,057 101,600 SH Sole 101,600
Atwood Oceanics Inc COM 050095108 1,746 41,900 SH Sole 41,900
Avalonbay Communities In COM 053484101 205 4,300 SH Sole 4,300
Avanex Corp COM 05348W109 5,427 50,400 SH Sole 50,400
Avant Corp COM 053487104 512 28,100 SH Sole 28,100
Avnet Inc COM 053807103 1,191 42,000 SH Sole 42,000
Axcelis Technologies Inc COM 054540109 2,746 231,300 SH Sole 231,300
Aztar Corp COM 054802103 273 17,800 SH Sole 17,800
BJ's Wholesale Club Inc COM 05548J106 12,820 375,700 SH Sole 375,700
BROCADE COMMUNICATIONS S COM 111621108 15,670 66,400 SH Sole 66,400
Baker Hughes Inc COM 057224107 8,174 220,200 SH Sole 220,200
Ball Corp COM 058498106 7,608 240,100 SH Sole 240,100
Bancwest Corp COM 059790105 2,624 135,000 SH Sole 135,000
Bank United Corp - Class COM 065412108 1,997 39,400 SH Sole 39,400
Bank of New York Inc COM 064057102 34,601 617,200 SH Sole 617,200
Baxter International Inc COM 071813109 17,534 219,700 SH Sole 219,700
Bea Systems Inc COM 073325102 2,819 36,200 SH Sole 36,200
Beckman Instrs Inc New COM 075811109 6,779 87,900 SH Sole 87,900
Bed Bath & Beyond Inc COM 075896100 5,383 220,700 SH Sole 220,700
Belden Inc COM 077459105 656 27,800 SH Sole 27,800
Belo A H Corp Del COM 080555105 649 35,200 SH Sole 35,200
Berkshire Hathaway Inc D COM 084670108 13,330 207 SH Sole 207
Bindley Westn Inds Inc COM 090324104 1,004 31,400 SH Sole 31,400
Biopure Corp COM 09065H105 1,360 75,300 SH Sole 75,300
Boeing Co COM 097023105 7,352 116,700 SH Sole 116,700
Borg-Warner Automotive I COM 099724106 221 6,700 SH Sole 6,700
Boston Properties Inc COM 101121101 1,343 31,300 SH Sole 31,300
Briggs & Stratton Corp COM 109043109 238 6,300 SH Sole 6,300
Brinker International In COM 109641100 1,590 52,800 SH Sole 52,800
Bristol Myers Squibb Co COM 110122108 9,179 160,700 SH Sole 160,700
Broadbase Software Inc COM 11130r100 570 42,100 SH Sole 42,100
Broadvision Inc COM 111412102 865 33,700 SH Sole 33,700
Broadwing Inc COM 111620100 2,346 91,800 SH Sole 91,800
C-Bridge Internet Soluti COM 12500B105 2,013 107,400 SH Sole 107,400
CDW Computer Ctrs Inc COM 125129106 8,431 122,200 SH Sole 122,200
CMG Information Services COM 125750109 1,092 39,100 SH Sole 39,100
CNA FINANCIAL CORP COM 126117100 5,664 148,100 SH Sole 148,100
CNF Transposrtation Inc COM 12612W104 1,130 50,800 SH Sole 50,800
COGNIZANT TECH SOLUTIONS COM 192446102 3,646 93,500 SH Sole 93,500
COORS (ADOPLH) - CL B COM 217016104 5,573 88,200 SH Sole 88,200
CSG Systems Intl Inc COM 126349109 1,592 54,900 SH Sole 54,900
CTS Corp COM 126501105 2,019 39,900 SH Sole 39,900
Cabletron Sys Inc COM 126920107 5,087 173,200 SH Sole 173,200
Cablevision Sys Corp COM 12686C109 1,870 28,200 SH Sole 28,200
Cacheflow Inc COM 126946102 9,480 66,300 SH Sole 66,300
Cadence Design System In COM 127387108 1,048 40,800 SH Sole 40,800
California Pizza Kitchen COM 13054D109 2,886 103,100 SH Sole 103,100
Carescience Inc COM 141726109 300 100,000 SH Sole 100,000
Carlisle Cos Inc COM 142339100 1,045 25,200 SH Sole 25,200
Carramerica Realty Corp COM 144418100 281 9,300 SH Sole 9,300
Carreker Corp COM 144433109 512 26,300 SH Sole 26,300
Carrier Access Corp COM 144460102 315 15,900 SH Sole 15,900
Cell Therapeutics COM 150934107 1,333 20,000 SH Sole 20,000
Centillium Communication COM 152319109 4,070 42,400 SH Sole 42,400
Cerner Corp COM 156782104 1,272 27,400 SH Sole 27,400
Charles River Laboratori COM 159864107 2,380 70,000 SH Sole 70,000
Chase Manhattan Corp COM 16161A108 15,505 335,700 SH Sole 335,700
Chevron Corporation COM 166751107 8,184 96,000 SH Sole 96,000
Chiles Offshore COM 16888M104 1,578 73,000 SH Sole 73,000
Chris Craft Inds Inc COM 170520100 2,495 30,297 SH Sole 30,297
Church & Dwight Inc COM 171340102 1,311 71,400 SH Sole 71,400
Ciena Corp COM 171779101 3,377 27,500 SH Sole 27,500
Cigna Corp COM 125509109 7,903 75,700 SH Sole 75,700
Cincinnati Finl Corp COM 172062101 5,271 148,500 SH Sole 148,500
Citigroup Inc COM 172967101 28,517 527,492 SH Sole 527,492
City National Corp COM 178566105 76,678 1,985,200 SH Sole 1,985,200
Clarent Corp COM 180461105 2,000 50,800 SH Sole 50,800
Cnet Networks COM 12613R104 1,502 61,700 SH Sole 61,700
Coherent Inc COM 192479103 7,228 106,300 SH Sole 106,300
Comcast Corporation CL A COM 200300200 10,189 248,900 SH Sole 248,900
Comdisco Inc COM 200336105 383 20,100 SH Sole 20,100
Comerica Inc COM 200340107 6,580 112,600 SH Sole 112,600
Commerce Bancshares Inc COM 200525103 323 8,800 SH Sole 8,800
Commerce One Inc COM 200693109 2,111 26,900 SH Sole 26,900
Compass Bancshares COM 20449H109 11,187 573,700 SH Sole 573,700
Comverse Technology Inc COM 205862402 6,231 57,700 SH Sole 57,700
Constellation Brands Inc COM 21036P108 2,683 49,400 SH Sole 49,400
Convergent Group COM 21247v100 1,180 248,600 SH Sole 248,600
Cooper Companies Inc COM 216648402 6,063 171,400 SH Sole 171,400
Cooper Mountain Networks COM 217510106 1,605 42,800 SH Sole 42,800
Coorstek Inc COM 217020106 1,912 50,000 SH Sole 50,000
Corvis Corp COM 221009103 4,377 71,700 SH Sole 71,700
Cox Communications Inc N COM 224044107 2,616 68,400 SH Sole 68,400
Credence Sys Corp COM 225302108 3,342 111,400 SH Sole 111,400
Crescent Real Estate Eqt COM 225756105 2,869 128,600 SH Sole 128,600
Cymer Inc COM 232572107 328 10,700 SH Sole 10,700
Cypress Semiconductor Co COM 232806109 10,340 248,800 SH Sole 248,800
Cytec Industries Inc COM 232820100 1,156 34,600 SH Sole 34,600
DST Systems Inc COM 233326107 4,747 40,400 SH Sole 40,400
Dallas Semiconductor Cor COM 235204104 1,969 59,900 SH Sole 59,900
Darden Restaurants Inc COM 237194105 10,493 504,200 SH Sole 504,200
Dean Foods Co COM 242361103 2,643 79,500 SH Sole 79,500
Diamonds Trust Series I COM 252787106 55,295 518,600 SH Sole 518,600
Digex Inc COM 253756100 3,098 66,100 SH Sole 66,100
Digital Think Inc COM 25388M100 214 5,100 SH Sole 5,100
Disney Walt Co Del COM 254687106 1,449 37,900 SH Sole 37,900
Diversa Corp COM 255064107 1,352 50,100 SH Sole 50,100
Dollar Thrifty Automotiv COM 256743105 2,626 133,000 SH Sole 133,000
Dollar Tree Stores Inc COM 256747106 8,481 209,100 SH Sole 209,100
Dover Corp COM 260003108 7,805 166,300 SH Sole 166,300
Du Pont E I De Nemours & COM 263534109 6,708 161,900 SH Sole 161,900
Duke-Weeks Realty Corp COM 264411505 357 14,800 SH Sole 14,800
Dura Pharmaceuticals Inc COM 26632S109 431 12,200 SH Sole 12,200
Dycom Industries Inc COM 267475101 3,696 88,800 SH Sole 88,800
Dynegy Inc. COM 26816Q101 5,757 101,000 SH Sole 101,000
E M C Corp Mass COM 268648102 17,336 174,900 SH Sole 174,900
EFFICIENT NETWORKS INC COM 282056100 1,522 40,800 SH Sole 40,800
ENTRUST TECHNOLOGIES INC COM 293848107 756 27,400 SH Sole 27,400
Eaton Vance Corp COM 278265103 816 16,000 SH Sole 16,000
EchoStar Communications COM 278762109 1,719 32,600 SH Sole 32,600
Edwards AG Inc COM 281760108 13,423 256,600 SH Sole 256,600
Edwards Lifesciences Cor COM 28176E108 6,439 295,200 SH Sole 295,200
Embarcadero Technologies COM 290787100 10,809 210,400 SH Sole 210,400
Emisphere Technologies COM 291345106 1,206 40,300 SH Sole 40,300
Energy East Corporation COM 29266M109 3,382 149,500 SH Sole 149,500
Equitable Res Inc COM 294549100 1,540 24,300 SH Sole 24,300
Equity Residential Props TR COM 29476l107 1,843 38,400 SH Sole 38,400
Exar Corp COM 300645108 6,993 57,800 SH Sole 57,800
Exodus Communications In COM 302088109 2,409 48,800 SH Sole 48,800
Expeditors Intl Wash Inc COM 302130109 10,828 240,300 SH Sole 240,300
Extreme Networks Inc COM 30226D106 20,449 178,600 SH Sole 178,600
Exxon Mobil Corp COM 30231G102 12,842 144,100 SH Sole 144,100
F M C Corp COM 302491303 10,220 152,400 SH Sole 152,400
F5 Networks Inc COM 315616102 5,508 162,000 SH Sole 162,000
FAIRCHILD SEMICON INTL - COM 303726103 15,294 543,800 SH Sole 543,800
FOUNDRY NETWORKS INC COM 35063R100 1,311 19,600 SH Sole 19,600
FSI Intl COM 302633102 534 37,500 SH Sole 37,500
Factory 2-U Stores Inc COM 303072102 403 13,200 SH Sole 13,200
Federal Realty Invs Trus COM 313747206 780 40,800 SH Sole 40,800
Federated Investors COM 314211103 2,222 89,800 SH Sole 89,800
Felcor Lodging Trust Inc COM 31430F101 1,741 75,300 SH Sole 75,300
Finisar Corp COM 31787A101 7,454 154,100 SH Sole 154,100
Firepond Inc COM 318224102 545 37,600 SH Sole 37,600
First Comm Corp COM 344155106 492 31,900 SH Sole 31,900
First Horizon Pharmaceut COM 32051K106 844 46,600 SH Sole 46,600
Fiserv Inc. COM 337738108 981 16,400 SH Sole 16,400
Fleet Boston Fin Corp COM 339030108 11,840 303,600 SH Sole 303,600
Footstar Inc COM 344912100 222 6,900 SH Sole 6,900
Foundation Health System COM 350404109 493 29,700 SH Sole 29,700
Franklin Resources Inc COM 354613101 10,667 240,100 SH Sole 240,100
Fuelcell Energy Inc COM 35952H106 1,424 14,800 SH Sole 14,800
Fyi Inc COM 302712104 265 7,100 SH Sole 7,100
GATX Corp COM 361448103 586 14,000 SH Sole 14,000
GOAMERICA INC COM 38020R106 1,508 170,600 SH Sole 170,600
Gateway 2000 Inc COM 367833108 4,450 95,200 SH Sole 95,200
Genentech Inc COM 368710406 2,209 11,900 SH Sole 11,900
General Dynamics Corp COM 369550108 25,081 399,300 SH Sole 399,300
General Motors Corp COM 370442105 9,626 148,100 SH Sole 148,100
Genzyme Corp COM 372917104 736 10,800 SH Sole 10,800
Gern Corp COM 374163103 834 29,400 SH Sole 29,400
Globespan Inc COM 379571102 15,494 127,000 SH Sole 127,000
Great Plains Software In COM 39119E105 478 17,000 SH Sole 17,000
HCA - The Healthcare Com COM 404119109 6,240 168,100 SH Sole 168,100
Harman Intl Inds Inc COM 413086109 1,399 35,800 SH Sole 35,800
Healthcare Realty Trust COM 421946104 1,476 69,900 SH Sole 69,900
Heidrick & Struggles Int COM 422819102 631 12,300 SH Sole 12,300
Heller Financial Inc COM 423328103 2,693 94,300 SH Sole 94,300
Helmerich & Payne Inc COM 423452101 1,134 31,400 SH Sole 31,400
Hertz Corp - Class A COM 428040109 3,286 103,500 SH Sole 103,500
Highwoods Properties Inc COM 431284108 1,136 48,100 SH Sole 48,100
Hilton Hotels Corp COM 432848109 134 11,600 SH Sole 11,600
Hispanic Broadcasting Co COM 43357b104 3,804 136,500 SH Sole 136,500
Hospitality Properties T COM 44106M102 806 34,500 SH Sole 34,500
Hotel Reservations Inc-C COM 441451101 314 8,600 SH Sole 8,600
Household Intl Inc COM 441815107 14,178 250,400 SH Sole 250,400
Houston Exploration Co COM 442120101 1,903 75,400 SH Sole 75,400
Hyperion Solutions Corp COM 44914M104 1,009 39,000 SH Sole 39,000
I-Many Inc COM 44973Q103 2,641 132,500 SH Sole 132,500
I2 Technologies Inc COM 465754109 3,778 20,200 SH Sole 20,200
ILLUMINET HOLDINGS INC COM 452334105 1,090 39,300 SH Sole 39,300
INFINITY BROADCASTING CORP-A COM 45662s102 2,610 79,100 SH Sole 79,100
INFOSPACE.COM INC COM 45678T102 674 22,300 SH Sole 22,300
INTEGRATED INFORMATION SYSTE COM 45817b103 1,179 248,400 SH Sole 248,400
INTERNAP NETWORK SERVICE COM 45885A102 2,055 63,600 SH Sole 63,600
INTERTRUST TECHNOLOGIES COM 46113Q109 270 22,400 SH Sole 22,400
ISHARES TRUST -S&P 500 COM 464287200 57,107 397,400 SH Sole 397,400
Ibasis Inc COM 450732102 3,962 249,600 SH Sole 249,600
Inet Technologies Inc COM 45662V105 3,539 121,000 SH Sole 121,000
Infocus Corp COM 45665B106 2,989 56,400 SH Sole 56,400
Inktomi Corp COM 457277101 1,732 15,200 SH Sole 15,200
Innovative Solutions & S COM 45769N105 2,154 125,800 SH Sole 125,800
Insilicon Corp COM 45769H108 4,606 317,700 SH Sole 317,700
Inspire Pharmaceuticals COM 457733103 1,251 41,700 SH Sole 41,700
Integrated Circuit Sys I COM 45811K208 3,344 180,800 SH Sole 180,800
International Game Techn COM 459902102 689 20,500 SH Sole 20,500
Internet Pictures Corp COM 46059S101 958 176,286 SH Sole 176,286
Intersil Holdings Corp COM 46069S109 10,249 205,500 SH Sole 205,500
Intranet Solutions Inc COM 460939309 1,130 22,600 SH Sole 22,600
Intuit COM 461202103 3,237 56,800 SH Sole 56,800
Ista Pharmaceuticals COM 45031X105 306 21,300 SH Sole 21,300
Ivax Corp COM 465823102 5,106 111,000 SH Sole 111,000
JDS Uniphase Corp COM 46612J101 1,316 13,900 SH Sole 13,900
JUNIPER NETWORKS INC COM 48203R104 17,011 77,700 SH Sole 77,700
Jabil Circuit Inc COM 466313103 3,331 58,700 SH Sole 58,700
Jack In The Box Inc. COM 466367109 2,274 106,100 SH Sole 106,100
John Hancock Financial S COM 41014S106 24,587 914,900 SH Sole 914,900
Johnson & Johnson COM 478160104 39,697 422,600 SH Sole 422,600
Jones Apparel Group Inc COM 480074103 1,696 64,000 SH Sole 64,000
Jupiter Media Metrix COM 48206U104 446 28,000 SH Sole 28,000
KANA COMMUNICATIONS INC COM 483600102 458 20,600 SH Sole 20,600
Kaufman & Broad Home Cor COM 486168107 1,112 41,300 SH Sole 41,300
Keebler Foods Co COM 487256109 11,445 272,500 SH Sole 272,500
Kemet Corp COM 488360108 8,188 296,400 SH Sole 296,400
Kerr-McGee Corp COM 492386107 42,665 644,000 SH Sole 644,000
Kilroy Realty Corp COM 49427F108 824 30,900 SH Sole 30,900
Kimberly Clark Corp COM 494368103 11,424 204,700 SH Sole 204,700
Kimco Realty Corp COM 49446R109 371 8,800 SH Sole 8,800
King Pharmaceuticals COM 495582108 5,809 173,755 SH Sole 173,755
Knight Ridder Inc COM 499040103 7,357 144,800 SH Sole 144,800
Korn/Ferry International COM 500643200 1,799 47,600 SH Sole 47,600
Krispy Kreme Doughnuts COM 501014104 402 4,800 SH Sole 4,800
Kroger Co COM 501044101 12,014 532,500 SH Sole 532,500
LCC International-Cl A COM 501810105 909 62,700 SH Sole 62,700
LNR Property Corp COM 501940100 909 41,100 SH Sole 41,100
LSI Logic Corp COM 502161102 1,146 39,200 SH Sole 39,200
LTX Corp COM 502392103 2,156 113,900 SH Sole 113,900
Lam Resh Corp COM 512807108 8,247 393,900 SH Sole 393,900
Latronix Inc. COM 516548104 3,304 347,800 SH Sole 347,800
Learning Tree Intl Inc COM 522015106 938 19,700 SH Sole 19,700
Lehman Brothers Holding COM 524908100 7,254 49,100 SH Sole 49,100
Level 3 Communications I COM 52729N100 1,689 21,900 SH Sole 21,900
Lexent Inc COM 52886Q102 1,725 58,000 SH Sole 58,000
Liberate Technologies COM 530129105 326 11,300 SH Sole 11,300
Lightpath Technologies COM 532257102 1,444 30,400 SH Sole 30,400
Limited Inc COM 532716107 13,636 618,100 SH Sole 618,100
Lincare Hldgs Inc COM 532791100 651 22,700 SH Sole 22,700
Lincoln Nat'l Corp COM 534187109 22,763 473,000 SH Sole 473,000
Linens 'N Things Inc COM 535679104 3,031 118,900 SH Sole 118,900
Littlefuse Inc COM 537008104 682 23,000 SH Sole 23,000
Lodgenet Entertainment C COM 540211109 444 15,400 SH Sole 15,400
Louis Dreyfus Natural Ga COM 546011107 804 20,300 SH Sole 20,300
Lubrizol Corp COM 549271104 2,033 103,300 SH Sole 103,300
M & T Bank Corporation COM 55261F104 3,803 7,458 SH Sole 7,458
MARTHA STEWART LIVING -C COM 573083102 1,176 44,800 SH Sole 44,800
MBNA Corporation COM 55262L100 23,415 608,200 SH Sole 608,200
METLIFE INC COM 59156R108 19,669 751,100 SH Sole 751,100
MGM Grand Inc COM 552953101 672 17,600 SH Sole 17,600
MKS INSTRUMENTS INC COM 55306N104 739 27,000 SH Sole 27,000
Mack-Cali Realty Corp COM 554489104 490 17,400 SH Sole 17,400
Mandalay Resort Group COM 562567107 538 21,000 SH Sole 21,000
Manitowoc Inc COM 563571108 1,312 68,200 SH Sole 68,200
Maps Info Corp COM 565105103 324 10,350 SH Sole 10,350
Marine Drilling Cos Inc COM 568240204 494 17,300 SH Sole 17,300
Marriott International I COM 571903202 5,210 143,000 SH Sole 143,000
Marsh & Mclennan Co. COM 571748102 25,142 189,400 SH Sole 189,400
Maxim Pharmaceuticals In COM 57772M107 3,602 59,300 SH Sole 59,300
Maxygen Inc COM 577776107 1,411 27,200 SH Sole 27,200
McCormick & Co Inc COM 579780206 13,566 456,000 SH Sole 456,000
Mcgraw Hill Cos Inc COM 580645109 14,422 226,900 SH Sole 226,900
Medicis Pharmaceutical-C COM 584690309 1,869 30,400 SH Sole 30,400
Mentor Graphics Corp COM 587200106 2,144 91,000 SH Sole 91,000
Mercantile Bankshares Co COM 587405101 5,604 154,400 SH Sole 154,400
Merck & Co COM 589331107 46,240 621,200 SH Sole 621,200
Mercury Computer Systems COM 589378108 1,042 37,500 SH Sole 37,500
Merrill Lynch & Co COM 590188108 31,680 480,000 SH Sole 480,000
Metasolv Software Inc COM 591393103 555 13,600 SH Sole 13,600
Metris Companies COM 591598107 16,528 418,450 SH Sole 418,450
Metromedia Fiber Network COM 591689104 1,390 57,200 SH Sole 57,200
Micrel Inc COM 594793101 348 5,200 SH Sole 5,200
Microchip Technology Inc COM 595017104 1,821 55,100 SH Sole 55,100
Millennium Chemicals Inc COM 599903101 192 13,000 SH Sole 13,000
Millennium Pharmaceutica COM 599902103 1,314 9,000 SH Sole 9,000
Miller Herman Inc COM 600544100 541 16,900 SH Sole 16,900
Millipore Corp COM 601073109 6,640 137,100 SH Sole 137,100
Mills Corp COM 601148109 202 10,700 SH Sole 10,700
Minnesota Mng & Mfg Co COM 604059105 22,298 244,700 SH Sole 244,700
Miravant Medical Technol COM 604690107 1,322 60,800 SH Sole 60,800
Mitchell Energy and Dev COM 606592202 2,144 46,000 SH Sole 46,000
Mobility Electronics Inc COM 60741u101 1,756 192,500 SH Sole 192,500
Morgan Stanley Group Inc COM 617446448 45,078 493,000 SH Sole 493,000
Mueller Inds Inc COM 624756102 639 28,500 SH Sole 28,500
Murphy Oil Corp COM 626717102 1,458 22,500 SH Sole 22,500
NETRO CORP COM 64114R109 1,125 19,000 SH Sole 19,000
NTL Incorporated COM 629407107 1,096 23,675 SH Sole 23,675
NUMERICAL TECHNOLOGIES I COM 67053T101 2,310 80,200 SH Sole 80,200
NVIDIA CORP COM 67066G104 6,402 78,200 SH Sole 78,200
NVR Inc COM 62944T105 15,803 195,100 SH Sole 195,100
Nabisco Hldgs Corp COM 629526104 11,045 205,500 SH Sole 205,500
Nanogen Inc. COM 630075109 590 30,500 SH Sole 30,500
Natco Group Inc-A COM 63277W203 3,492 402,000 SH Sole 402,000
National Fuel Gas Co N J COM 636180101 2,225 39,700 SH Sole 39,700
Nationwide Financial Ser COM 638612101 2,178 58,300 SH Sole 58,300
Navistar Intl Corp New COM 63934E108 9,190 307,000 SH Sole 307,000
Neiman Marcus Group Inc- COM 640204202 1,109 34,200 SH Sole 34,200
Netcreations Inc COM 64110N102 447 41,900 SH Sole 41,900
Network Associates Inc COM 640938106 5,730 253,300 SH Sole 253,300
Networks Engines Inc COM 64121A107 3,614 88,300 SH Sole 88,300
New Focus Inc. COM 644383101 1,518 19,200 SH Sole 19,200
New York Times Co CL A COM 650111107 10,799 274,700 SH Sole 274,700
Next Level Communication COM 65333U104 10,289 155,600 SH Sole 155,600
Niku Corp COM 654113109 2,020 82,900 SH Sole 82,900
Noble Drilling Corp COM 655042109 6,336 126,100 SH Sole 126,100
Nortel Networks Corp COM 656568102 18,738 314,600 SH Sole 314,600
North Fork Bancorporatio COM 659424105 1,891 87,464 SH Sole 87,464
Northwest Airls Corp COM 667280101 348 14,200 SH Sole 14,200
Novellus Systems Inc. COM 670008101 11,445 245,800 SH Sole 245,800
Nrg Energy COM 629377102 2,763 75,700 SH Sole 75,700
O2wireless Solutions COM 689803104 1,207 62,500 SH Sole 62,500
Oakley Inc COM 673662102 653 37,200 SH Sole 37,200
Old Rep Intl Corp COM 680223104 6,773 281,500 SH Sole 281,500
Olin Corp COM 680665205 668 41,300 SH Sole 41,300
Omnivision Technologies COM 682128103 2,341 64,700 SH Sole 64,700
On Semiconductor Corpora COM 682189105 3,074 282,700 SH Sole 282,700
Oni Systems Corp COM 68273F103 1,329 15,400 SH Sole 15,400
Opnet Technologies Inc COM 683577108 1,087 29,800 SH Sole 29,800
Oraphamrma Inc COM 68554E106 2,221 165,300 SH Sole 165,300
PACKETEER INC COM 695210104 9,939 262,000 SH Sole 262,000
PC-TEL INC COM 69325Q105 509 21,900 SH Sole 21,900
PE Corp-Celera Genomics COM 69332S201 6,993 70,200 SH Sole 70,200
PE Corp-PE Biosystems Gr COM 69332S102 11,032 94,700 SH Sole 94,700
PEC Solutions Inc COM 705107100 847 131,700 SH Sole 131,700
PECO II INC COM 705221109 4,681 100,000 SH Sole 100,000
PMI Group Inc COM 69344M101 6,659 98,300 SH Sole 98,300
PNC Bank Corp COM 693475105 51,863 797,900 SH Sole 797,900
PPL Corp COM 69351T106 1,573 37,700 SH Sole 37,700
PREDICTIVE SYSTEMS INC COM 74036W102 326 16,900 SH Sole 16,900
Packaging Corp of Americ COM 695156109 2,396 216,600 SH Sole 216,600
Pain Therapeutics Inc COM 69562K100 1,089 55,000 SH Sole 55,000
Pall Corp COM 696429307 10,764 539,900 SH Sole 539,900
Palm Inc COM 696642107 6,030 113,916 SH Sole 113,916
Paradyne Networks Inc COM 69911G107 162 30,000 SH Sole 30,000
Park Electrochemical Cor COM 700416209 1,079 19,400 SH Sole 19,400
Payless Shoesource Inc COM 704379106 1,646 29,400 SH Sole 29,400
Penton Media Inc COM 709668107 632 23,000 SH Sole 23,000
Pepsi Bottling Group COM 713409100 1,028 34,200 SH Sole 34,200
PepsiCo Inc COM 713448108 9,223 200,500 SH Sole 200,500
Pfizer Inc COM 717081103 42,242 940,025 SH Sole 940,025
Phoenix Technologies COM 719153108 372 23,400 SH Sole 23,400
Pinnacle Entertainment I COM 723456109 11,512 529,300 SH Sole 529,300
Pinnacle Holdings Inc. COM 72346N101 290 10,900 SH Sole 10,900
Pinnacle West Cap Corp COM 723484101 875 17,200 SH Sole 17,200
Pixar Inc COM 725811103 2,926 91,100 SH Sole 91,100
Popular Inc COM 733174106 1,004 37,100 SH Sole 37,100
Potlatch Corp COM 737628107 6,483 205,000 SH Sole 205,000
Precision Castparts Corp COM 740189105 307 8,000 SH Sole 8,000
Prentiss Properties Trus COM 740706106 930 35,600 SH Sole 35,600
Price Communications Cor COM 741437305 1,964 100,400 SH Sole 100,400
Price T Rowe & Assoc COM 741477103 1,915 40,800 SH Sole 40,800
Priority Healthcare Corp COM 74264T102 3,486 45,719 SH Sole 45,719
Prize Energy COM 74267L106 945 50,100 SH Sole 50,100
Prologis Trust COM 743410102 292 12,300 SH Sole 12,300
Providian Financial Corp COM 74406A102 7,213 56,800 SH Sole 56,800
Public Storage Inc COM 74460D109 342 14,300 SH Sole 14,300
Public Svc Co N Mex COM 744499104 644 24,900 SH Sole 24,900
QUEST SOFTWARE INC COM 74834T103 4,701 75,700 SH Sole 75,700
Qlogic Corp COM 747277101 1,575 17,900 SH Sole 17,900
Quaker Oats Co COM 747402105 7,635 96,500 SH Sole 96,500
Quanta Services Inc COM 74762E102 3,031 110,250 SH Sole 110,250
Quest Diagnostics Inc COM 74834L100 17,453 152,100 SH Sole 152,100
Quicklogic Corp COM 74837P108 7,500 454,600 SH Sole 454,600
RJ Reynolds Tobacco Hldg COM 76182K105 1,312 40,700 SH Sole 40,700
Radian Group Inc COM 750236101 243 3,600 SH Sole 3,600
Radioshack Corp. COM 750438103 6,288 97,300 SH Sole 97,300
Rambus Inc. COM 750917106 2,391 30,300 SH Sole 30,300
Rayonier Inc COM 754907103 783 21,800 SH Sole 21,800
Realnetworks Inc COM 75605L104 1,784 44,900 SH Sole 44,900
Red Hat Inc COM 756577102 1,644 96,400 SH Sole 96,400
Redback Networks COM 757209101 22,386 136,500 SH Sole 136,500
Regency Realty Corp COM 758939102 435 19,000 SH Sole 19,000
Rouse Co COM 779273101 1,301 52,200 SH Sole 52,200
Royal Dutch Pete Co COM 780257804 10,381 173,200 SH Sole 173,200
Rudolph Technologies Inc COM 781270103 6,025 180,200 SH Sole 180,200
S & P 400 Mid-Cap Dep Re COM 595635103 77,774 791,600 SH Sole 791,600
S&P 500 Depository Recei COM 78462F103 58,584 407,900 SH Sole 407,900
SDL Inc COM 784076101 3,247 10,500 SH Sole 10,500
SERENA SOFTWARE INC COM 817492101 2,961 64,300 SH Sole 64,300
SILICON IMAGE INC COM 82705T102 4,734 190,800 SH Sole 190,800
SILICON LABORATORIES INC COM 826919102 725 17,700 SH Sole 17,700
SL Green Realty Corp COM 78440X101 608 21,700 SH Sole 21,700
SPS Technologies Inc COM 784626103 708 14,600 SH Sole 14,600
SPX Corp COM 784635104 10,616 74,800 SH Sole 74,800
STANCORP FINANCIAL GROUP COM 852891100 6,690 156,500 SH Sole 156,500
STARWOOD HOTELS & RESORTS WO COM 85590a203 4,178 133,700 SH Sole 133,700
SYCAMORE NETWORKS INC COM 871206108 4,395 40,700 SH Sole 40,700
Safeguard Scientifics In COM 786449108 1,423 71,400 SH Sole 71,400
Sage Inc COM 786632109 1,602 181,800 SH Sole 181,800
Salton Inc COM 795757103 2,064 63,900 SH Sole 63,900
Sanmina Corp COM 800907107 7,284 77,800 SH Sole 77,800
Schlumberger Ltd COM 806857108 12,495 151,800 SH Sole 151,800
ScreamingMedia Inc COM 810883108 1,374 146,600 SH Sole 146,600
Security Capital Group - COM 81413P204 634 33,500 SH Sole 33,500
Sei Corp COM 784117103 1,719 24,300 SH Sole 24,300
Sempra Energy COM 816851109 1,332 64,000 SH Sole 64,000
Semtech Corp. COM 816850101 6,624 153,600 SH Sole 153,600
Sequenom Inc COM 817337108 2,826 67,100 SH Sole 67,100
Sierra Semi Conductor Co COM 69344F106 7,508 34,881 SH Sole 34,881
Silicon Valley Bancshare COM 827064106 5,613 96,400 SH Sole 96,400
SmartDisk Corp. COM 83169Q105 3,500 243,500 SH Sole 243,500
Smucker Co. COM 832696306 299 12,300 SH Sole 12,300
SonicWall Inc COM 835470105 7,717 270,800 SH Sole 270,800
Sonus Networks, Inc. COM 835916107 1,870 14,800 SH Sole 14,800
Southern Energy Inc COM 842816100 1,255 40,000 SH Sole 40,000
Southwest Bancorp of Tex COM 84476R109 467 14,300 SH Sole 14,300
Southwest Securitites Gr COM 845224104 674 23,060 SH Sole 23,060
Spectralink Corp COM 847580107 1,093 115,900 SH Sole 115,900
Spectrasite Holdings Inc. COM 84760t100 644 34,700 SH Sole 34,700
St Joe Corp COM 790148100 8,705 313,700 SH Sole 313,700
St Jude Med Inc COM 790849103 7,293 143,000 SH Sole 143,000
Stanford Microdevices COM 854399102 3,263 61,000 SH Sole 61,000
Steelcase Inc-CL A COM 858155203 234 14,000 SH Sole 14,000
Stilwell Financial Inc COM 860831106 22,954 527,700 SH Sole 527,700
Stone Energy Corp. COM 861642106 429 7,800 SH Sole 7,800
Stratos Lightwave Inc COM 863100103 3,892 120,700 SH Sole 120,700
Structural Dynamics Resh COM 863555108 420 25,700 SH Sole 25,700
Sunrise Telecom Inc COM 86769Y105 2,584 89,700 SH Sole 89,700
Surmodics Inc COM 868873100 728 13,300 SH Sole 13,300
Sybase Inc COM 871130100 2,472 107,500 SH Sole 107,500
Symantec Corp COM 871503108 2,802 63,700 SH Sole 63,700
Symyx Technologies Inc COM 87155S108 2,919 67,300 SH Sole 67,300
Sysco Corp COM 871829107 1,898 41,000 SH Sole 41,000
Systems & Computer Techn COM 871873105 303 17,300 SH Sole 17,300
T/R Systems Inc COM 87263U102 1,965 221,500 SH Sole 221,500
TERAYON COMMUNICATION SY COM 880775101 1,337 39,400 SH Sole 39,400
TIBCO Software Inc. COM 88632Q103 14,497 171,700 SH Sole 171,700
TMP Worldwide Inc COM 872941109 2,994 37,200 SH Sole 37,200
TTM Technologies COM 87305R109 2,937 125,000 SH Sole 125,000
TVIA Inc COM 87307P101 2,299 128,200 SH Sole 128,200
Talarian Corp COM 874090103 1,408 73,400 SH Sole 73,400
Target Corp COM 87612E106 15,925 621,500 SH Sole 621,500
Techne Corp COM 878377100 2,094 18,700 SH Sole 18,700
Technitrol Inc COM 878555101 2,888 28,600 SH Sole 28,600
Tektronix Inc COM 879131100 468 6,100 SH Sole 6,100
Teletech Holdings Inc COM 879939106 985 39,800 SH Sole 39,800
Teradyne Inc COM 880770102 13,762 393,200 SH Sole 393,200
Texaco Inc COM 881694103 9,649 183,800 SH Sole 183,800
Texas Inds Inc COM 882491103 1,023 32,100 SH Sole 32,100
The Goldman Sachs Group COM 38141G104 9,547 83,800 SH Sole 83,800
The McClatchy Company COM 579489105 693 19,700 SH Sole 19,700
Therma-Wave Inc COM 88343A108 6,925 240,900 SH Sole 240,900
Three-Five Systems COM 88554L108 4,864 166,300 SH Sole 166,300
Ticketmaster Online COM 88633P203 325 19,200 SH Sole 19,200
Tiffany & Co New COM 886547108 17,175 445,400 SH Sole 445,400
Tollgrade Communications COM 889542106 2,776 20,000 SH Sole 20,000
Toro Co COM 891092108 598 19,000 SH Sole 19,000
Trigon Healthcare Inc COM 89618L100 6,160 117,200 SH Sole 117,200
Triton Network Systems COM 896775103 1,172 89,300 SH Sole 89,300
Turnstone Systems Inc COM 900423104 19,315 416,500 SH Sole 416,500
Tut Systems Inc. COM 901103101 1,165 13,500 SH Sole 13,500
UAL Corp COM 902549500 684 16,300 SH Sole 16,300
UIL Holdings Co. COM 902748102 272 5,300 SH Sole 5,300
ULTICOM INC COM 903844108 311 6,600 SH Sole 6,600
US Unwired Inc CL- A COM 90338R104 2,096 220,000 SH Sole 220,000
USFreightways Corp COM 916906100 1,311 57,800 SH Sole 57,800
Ultramar Corp COM 904000106 3,681 145,100 SH Sole 145,100
Unionbancal Corportion COM 908906100 2,781 119,300 SH Sole 119,300
United Parcel Service In COM 911312106 4,820 85,500 SH Sole 85,500
United States Cellular C COM 911684108 1,190 17,000 SH Sole 17,000
United Stationers Inc COM 913004107 2,090 77,800 SH Sole 77,800
United Technologies Corp COM 913017109 14,237 205,600 SH Sole 205,600
Universal Health Svcs In COM 913903100 1,018 11,900 SH Sole 11,900
Univision Comm - Class A COM 914906102 1,595 42,700 SH Sole 42,700
Unocal Corp COM 915289102 9,653 272,400 SH Sole 272,400
Urban Shopping Center COM 917060105 237 5,000 SH Sole 5,000
VITRIA TECHNOLOGY INC COM 92849Q104 4,336 93,000 SH Sole 93,000
Valence Technology COM 918914102 955 55,400 SH Sole 55,400
Valero Energy Corp COM 91913Y100 862 24,500 SH Sole 24,500
Valueclick Inc. COM 92049N102 431 67,000 SH Sole 67,000
Varian Medical Systems COM 92220P105 5,851 129,500 SH Sole 129,500
Varian Semiconductor Equ COM 922207105 3,253 86,900 SH Sole 86,900
Vastera Inc COM 92239N109 990 45,000 SH Sole 45,000
Verisign Inc COM 92343E102 5,807 28,672 SH Sole 28,672
Verity Inc COM 92343C106 4,835 135,500 SH Sole 135,500
Versata Inc COM 925298101 4,319 163,000 SH Sole 163,000
Via Net.Works Inc COM 925912107 770 80,000 SH Sole 80,000
Viacom Inc-Cl B COM 925524308 9,757 166,800 SH Sole 166,800
Vintage Pete Inc COM 927460105 5,717 251,300 SH Sole 251,300
Virata Corp COM 927646109 9,336 141,200 SH Sole 141,200
Vishay Intertechnology I COM 928298108 15,015 488,300 SH Sole 488,300
Voicestream Wireless Cor COM 928615103 4,236 36,500 SH Sole 36,500
Vornado Realty Trust COM 929042109 245 6,600 SH Sole 6,600
Vyyo Inc COM 918458100 1,950 65,000 SH Sole 65,000
WESTVACO CORP COM 961548104 4,734 177,400 SH Sole 177,400
WILLIAMS COMMUNICATIONS COM 969455104 1,012 50,600 SH Sole 50,600
WMS Industroes COM 929297109 483 21,500 SH Sole 21,500
Wal Mart Stores Inc COM 931142103 7,074 147,000 SH Sole 147,000
Washington Post Co COM 939640108 208 395 SH Sole 395
Watchguard Technologies COM 941105108 5,622 93,700 SH Sole 93,700
Waters Corp COM 941848103 1,415 15,900 SH Sole 15,900
Williams Cos Inc Del COM 969457100 7,495 177,400 SH Sole 177,400
Williams Sonoma Inc COM 969904101 3,714 106,900 SH Sole 106,900
Wireless Facilities Inc COM 97653A103 2,417 41,900 SH Sole 41,900
Xilinx Inc COM 983919101 17,784 207,700 SH Sole 207,700
York Intl Corp COM 986670107 1,211 48,700 SH Sole 48,700
Z-Tel Technologies COM 988792107 1,583 218,400 SH Sole 218,400
Zale Corp COM 988858106 3,123 96,300 SH Sole 96,300
REPORT SUMMARY 3,020,385 67,813,752 67,813,752
</TABLE>
