UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Investment Manager Filing this Report:
Name: Symphony Asset Management LLC
Address: 555 California Street, Suite 2975
San Francisco, CA 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, 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, CA 08/09/99
[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 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 by other reporting manager(s))
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 342
Form 13F Information Table Value Total: $ 1,720,234
(thousands)
Confidential information has been omitted from the public Form 13F report and
has been filed separately with the Commission.
List of other Included Managers:
Provide a number list of the names(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filled,
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]
NONE
<PAGE>
Symphony Asset Management, LLC
FORM 13F
Public
June 30, 1999
<TABLE>
<S> <C> <C>
Voting Authority
----------------
Value Shares/ Sh/ Put/Invstmt
Name of Issuer Title of class CUSIP (x$1000) PrnAmt Prn Call Dscretn Managers Sole Shared None
D ADC Telecommunications COM 000886101 483 10,600 SH Sole 10,600
D AT&T Corp COM 001957109 11,735 210,260 SH Sole 210,260
D Abercrombie & Fitch Co COM 002896207 6,115 127,400 SH Sole 127,400
D Adaptec Inc COM 00651F108 1,300 36,800 SH Sole 36,800
D Advo Inc COM 007585102 1,467 70,700 SH Sole 70,700
D Affiliated Managers Gr COM 008252108 703 23,300 SH Sole 23,300
D Airborne Freight Corp COM 009266107 1,307 47,200 SH Sole 47,200
D Alaska Airgroup Inc. COM 011659109 451 10,800 SH Sole 10,800
D Albany Intl Corp COM 012348108 1,827 87,000 SH Sole 87,000
D Albertsons Inc COM 013104104 16,898 327,726 SH Sole 327,726
D Allegheny Energy Inc COM 017361106 1,250 39,000 SH Sole 39,000
D Alltel Corp COM 020039103 2,545 35,600 SH Sole 35,600
D Alpharma Inc Class A COM 020813101 1,995 56,100 SH Sole 56,100
D Amazon.com Inc. COM 023135106 3,053 24,400 SH Sole 24,400
D Ambac Inc COM 023139108 4,633 81,100 SH Sole 81,100
D American Eagle Outfitt COM 02553E106 3,058 67,200 SH Sole 67,200
D American Mgmt Sys Inc COM 027352103 4,835 150,800 SH Sole 150,800
D American Std Cos Inc D COM 029712106 3,922 81,700 SH Sole 81,700
D American West Holdings COM 023657208 846 44,800 SH Sole 44,800
D American Wtr Wks Inc COM 030411102 3,124 101,600 SH Sole 101,600
D Amerisource Health Cor COM 03071P102 1,035 40,600 SH Sole 40,600
D Analog Devices Inc COM 032654105 19,749 393,500 SH Sole 393,500
D Anheuser-Busch Co Inc COM 035229103 4,959 69,900 SH Sole 69,900
D Anntaylor Stores Corp COM 036115103 6,399 142,200 SH Sole 142,200
D Apache Corp COM 037411105 5,944 152,400 SH Sole 152,400
D Apria Healthcare Group COM 037933108 988 58,100 SH Sole 58,100
D Ardent Software Inc COM 039794102 1,687 79,400 SH Sole 79,400
D Armstrong World Indust COM 042476101 4,995 86,400 SH Sole 86,400
D Arvin Inds Inc COM 043339100 4,094 108,100 SH Sole 108,100
D Associated Group Inc - COM 045651106 241 3,700 SH Sole 3,700
D Astec Industries Inc COM 046224101 216 5,300 SH Sole 5,300
D Astoria Finl Corp COM 046265104 1,428 32,500 SH Sole 32,500
D At Home Corp - Ser A COM 045919107 2,195 40,700 SH Sole 40,700
D Atwood Oceanics Inc COM 050095108 409 13,100 SH Sole 13,100
D Avery Dennison Corp COM 053611109 4,492 74,400 SH Sole 74,400
D BE Aerospace Inc COM 073302101 2,413 129,100 SH Sole 129,100
D BJ's Wholesale Club In COM 05548J106 2,853 94,900 SH Sole 94,900
D Banc One Corp COM 06423A103 20,547 344,960 SH Sole 344,960
D Barrett Resources Corp COM 068480201 771 20,100 SH Sole 20,100
D Bausch & Lomb Inc COM 071707103 5,049 66,000 SH Sole 66,000
D Belo A H Corp Del COM 080555105 618 31,400 SH Sole 31,400
D Bergen Brunswig Corp COM 083739102 5,003 290,000 SH Sole 290,000
D Berkshire Hathaway Inc COM 084670108 15,571 226 SH Sole 226
D Bindley Westn Inds Inc COM 090324104 3,576 155,066 SH Sole 155,066
D Biogen Inc COM 090597105 1,222 19,000 SH Sole 19,000
D Blyth Inds Inc COM 09643P108 1,258 37,000 SH Sole 37,000
D Borg-Warner Automotive COM 099724106 3,295 59,900 SH Sole 59,900
D Brinker International COM 109641100 3,234 117,600 SH Sole 117,600
D Bristol Myers Squibb C COM 110122108 28,802 408,900 SH Sole 408,900
D Buckle Inc COM 118440106 874 30,400 SH Sole 30,400
D C&D Technologies Inc. COM 124661109 818 26,700 SH Sole 26,700
D C-Cube Microsystems In COM 125015107 1,470 46,400 SH Sole 46,400
D CDW Computer Ctrs Inc COM 125129106 2,768 62,900 SH Sole 62,900
D CMG Information Servic COM 125750109 1,688 14,800 SH Sole 14,800
D CNF Transposrtation In COM 12612W104 1,717 44,600 SH Sole 44,600
D CSG Systems Intl Inc COM 126349109 1,899 72,500 SH Sole 72,500
D CTS Corp COM 126501105 1,050 15,000 SH Sole 15,000
D Cable Design Technolog COM 126924109 2,052 132,900 SH Sole 132,900
D Cal Dive Int'l Inc COM 127914109 266 8,900 SH Sole 8,900
D Canadaigua Brands Inc COM 137219200 813 15,500 SH Sole 15,500
D Capital One Financial COM 14040H105 34,988 628,300 SH Sole 628,300
D Carlisle Cos Inc COM 142339100 4,172 86,700 SH Sole 86,700
D Casella Waste Systems COM 147448104 829 31,900 SH Sole 31,900
D Centex Construction Pr COM 15231R109 703 20,600 SH Sole 20,600
D Central Newspapers Inc COM 154647101 1,043 27,800 SH Sole 27,800
D Chase Manhattan Corp COM 16161A108 13,468 155,700 SH Sole 155,700
D Chesapeake Corp COM 165159104 356 9,500 SH Sole 9,500
D Children's Place COM 168905107 292 7,200 SH Sole 7,200
D Chris Craft Inds Inc COM 170520100 1,894 40,200 SH Sole 40,200
D Ciber Inc COM 17163B102 1,721 90,000 SH Sole 90,000
D Cincinnati Bell Inc COM 171870108 9,618 385,700 SH Sole 385,700
D Circuit City Stores In COM 172737108 14,276 153,500 SH Sole 153,500
D Circus Circus Enterpri COM 172909107 5,375 253,700 SH Sole 253,700
D Citigroup Inc COM 172967101 36,116 760,347 SH Sole 760,347
D Citrix Sys Inc COM 177376100 2,531 44,800 SH Sole 44,800
D City National Corp COM 178566105 40,530 1,082,600 SH Sole 1,082,600
D Claire's Stores Inc COM 179584107 984 38,200 SH Sole 38,200
D Cognex Corp COM 192422103 1,382 43,800 SH Sole 43,800
D Commerce Bancorp Inc N COM 200519106 1,163 27,213 SH Sole 27,213
D Commerce Bancshares In COM 200525103 1,615 40,117 SH Sole 40,117
D Commscope Inc COM 203372107 12,239 398,000 SH Sole 398,000
D Compass Bancshares COM 20449H109 5,006 183,700 SH Sole 183,700
D Compuware Corp COM 205638109 10,256 322,400 SH Sole 322,400
D Comverse Technology In COM 205862402 13,371 177,100 SH Sole 177,100
D Concord Communications COM 206186108 1,634 36,300 SH Sole 36,300
D Consolidated Graphics COM 209341106 345 6,900 SH Sole 6,900
D Convergys Corp COM 212485106 6,186 319,300 SH Sole 319,300
D Cooper Companies Inc COM 216648402 441 17,700 SH Sole 17,700
D Cordant Technologies I COM 218412104 5,870 129,900 SH Sole 129,900
D Corning Inc COM 219350105 3,934 56,100 SH Sole 56,100
D Cost Plus Inc/Californ COM 221485105 2,789 61,300 SH Sole 61,300
D Cullen Frost Bankers I COM 229899109 243 8,800 SH Sole 8,800
D Cummins Engine Inc COM 231021106 3,033 53,100 SH Sole 53,100
D Cypress Semiconductor COM 232806109 1,581 92,300 SH Sole 92,300
D D R Horton Inc COM 23331A109 10,753 646,800 SH Sole 646,800
D Dayton Hudson Corp COM 239753106 28,431 437,400 SH Sole 437,400
D Dial Corp COM 25247D101 1,536 41,300 SH Sole 41,300
D Diamonds Trust Series COM 252787106 41,672 381,000 SH Sole 381,000
D Dime Bancorp Inc COM 25429Q102 4,442 220,700 SH Sole 220,700
D Dollar Thrifty Automot COM 256743105 2,176 93,600 SH Sole 93,600
D Dollar Tree Stores Inc COM 256747106 7,850 178,400 SH Sole 178,400
D Downey Finl Corp COM 261018105 320 14,600 SH Sole 14,600
D Dycom Industries Inc COM 267475101 15,677 279,950 SH Sole 279,950
D E*Trade Group Inc COM 269246104 1,649 41,300 SH Sole 41,300
D E.W. Blanch Holdings I COM 093210102 2,196 32,200 SH Sole 32,200
D Earthgrains Co COM 270319106 679 26,300 SH Sole 26,300
D Ebay Inc COM 278642103 6,100 40,300 SH Sole 40,300
D Edwards AG Inc COM 281760108 3,793 117,600 SH Sole 117,600
D El Paso Natural Gas COM 283905107 1,914 54,400 SH Sole 54,400
D Electronic Arts Inc COM 285512109 1,774 32,700 SH Sole 32,700
D Energy East Corp COM 29266M109 6,864 264,000 SH Sole 264,000
D Equitable Cos Inc COM 29444G107 19,102 285,100 SH Sole 285,100
D Equitable Res Inc COM 294549100 940 24,900 SH Sole 24,900
D Ethan Allen Interiors COM 297602104 2,928 77,550 SH Sole 77,550
D FBL Financial Group In COM 30239F106 271 13,900 SH Sole 13,900
D Factset Research Syste COM 303075105 606 10,700 SH Sole 10,700
D Family Dollar Stores COM 307000109 3,979 165,800 SH Sole 165,800
D Federal Home Ln Mtg Co COM 313400301 22,864 394,200 SH Sole 394,200
D Federal Natl Mtg Assn COM 313586109 5,665 83,000 SH Sole 83,000
D Federated Dept Stores COM 31410H101 20,201 381,600 SH Sole 381,600
D Fidelity National Finl COM 316326107 3,025 151,260 SH Sole 151,260
D Financial Security Ass COM 31769P100 7,540 145,000 SH Sole 145,000
D First Amern Finl Corp COM 318522307 2,250 125,900 SH Sole 125,900
D First Data Corp COM 319963104 7,003 143,100 SH Sole 143,100
D First Tenn Natl Corp COM 337162101 349 9,100 SH Sole 9,100
D FirstFed Financial Cor COM 337907109 2,210 114,800 SH Sole 114,800
D Fleet Finl Group Inc N COM 338915101 13,210 297,700 SH Sole 297,700
D Florida Progress Corp COM 341109106 2,198 53,200 SH Sole 53,200
D Foodmaker Inc New COM 344839204 4,585 161,600 SH Sole 161,600
D Fossil Inc COM 349882100 4,850 100,250 SH Sole 100,250
D GATX Corp COM 361448103 217 5,700 SH Sole 5,700
D Galileo International COM 363547100 17,442 326,400 SH Sole 326,400
D Gallagher (Arthur J) & COM 363576109 2,921 59,000 SH Sole 59,000
D General Cable Corp COM 369300108 528 33,000 SH Sole 33,000
D General Dynamics Corp COM 369550108 9,277 134,700 SH Sole 134,700
D General Mills Inc COM 370334104 6,438 80,100 SH Sole 80,100
D Genesys Telecom Labs I COM 371931106 2,740 109,600 SH Sole 109,600
D Genrad Inc COM 372447102 1,152 53,900 SH Sole 53,900
D Georgia Pacific Timber COM 373298702 952 37,700 SH Sole 37,700
D Great Plains Software COM 39119E105 576 12,200 SH Sole 12,200
D H.B. Fuller Co COM 359694106 2,017 29,500 SH Sole 29,500
D HCC Ins Hldgs Inc COM 404132102 234 10,300 SH Sole 10,300
D Hambrecht & Quist Grou COM 406545103 5,513 149,500 SH Sole 149,500
D Harrahs Entmt Inc COM 413619107 975 44,200 SH Sole 44,200
D Harte-Hanks Inc COM 416196103 510 18,800 SH Sole 18,800
D Hartford Life - Class COM 416592103 7,810 148,400 SH Sole 148,400
D Hasbro Inc COM 418056107 4,224 151,200 SH Sole 151,200
D Healthsouth Corp COM 421924101 5,114 343,800 SH Sole 343,800
D Helix Technology Corp COM 423319102 218 9,100 SH Sole 9,100
D Hertz Corp - Class A COM 428040109 11,166 180,100 SH Sole 180,100
D Hilton Hotels Corp COM 432848109 6,285 443,000 SH Sole 443,000
D Hollywood Entmt Corp COM 436141105 2,079 106,300 SH Sole 106,300
D Hollywood Park Inc COM 436255103 1,765 103,800 SH Sole 103,800
D Hormel Foods Corp COM 440452100 3,920 97,400 SH Sole 97,400
D Houston Exploration Co COM 442120101 1,424 75,200 SH Sole 75,200
D Hudson United Bancorp COM 444165104 3,301 105,200 SH Sole 105,200
D IBP Inc COM 449223106 6,971 293,500 SH Sole 293,500
D Imperial Bancorp COM 452556103 4,636 233,988 SH Sole 233,988
D International Multifoo COM 460043102 686 30,400 SH Sole 30,400
D International Paper Co COM 460146103 4,065 80,900 SH Sole 80,900
D Intuit COM 461202103 856 9,500 SH Sole 9,500
D Ipalco Enterprises Inc COM 462613100 1,100 51,900 SH Sole 51,900
D Jabil Circuit Inc COM 466313103 8,506 188,500 SH Sole 188,500
D Jacobs Engineering Gro COM 469814107 2,071 54,500 SH Sole 54,500
D Jefferson-Pilot Corp COM 475070108 19,168 289,600 SH Sole 289,600
D Jeffries Group Inc (Ne COM 472319102 1,844 63,600 SH Sole 63,600
D Johnson & Johnson COM 478160104 5,615 57,300 SH Sole 57,300
D Johnson Ctls Inc COM 478366107 1,733 25,000 SH Sole 25,000
D Jones Apparel Group In COM 480074103 2,217 64,600 SH Sole 64,600
D Keebler Foods Co COM 487256109 1,031 33,800 SH Sole 33,800
D Keycorp COM 493267108 10,608 330,200 SH Sole 330,200
D Keyspan Energy Corp COM 49337W100 1,435 54,400 SH Sole 54,400
D Kimberly Clark Corp COM 494368103 17,482 306,700 SH Sole 306,700
D Knight Ridder Inc COM 499040103 14,146 256,900 SH Sole 256,900
D L-3 Communications Hol COM 502424104 1,227 25,400 SH Sole 25,400
D LHS Group Inc COM 501938104 325 9,800 SH Sole 9,800
D LSI Logic Corp COM 502161102 7,754 168,100 SH Sole 168,100
D La Z Boy Inc COM 505336107 766 33,300 SH Sole 33,300
D Lafarge Corp COM 505862102 928 26,200 SH Sole 26,200
D Lam Resh Corp COM 512807108 1,443 30,900 SH Sole 30,900
D Lattice Semiconductor COM 518415104 2,204 35,400 SH Sole 35,400
D Lauder Estee Cos Inc COM 518439104 241 4,800 SH Sole 4,800
D Legg Mason Inc COM 524901105 789 20,500 SH Sole 20,500
D Lennar Corp COM 526057104 9,746 406,100 SH Sole 406,100
D Level 3 Communications COM 52729N100 3,309 55,100 SH Sole 55,100
D Lexmark Intl Group Inc COM 529771107 16,048 245,000 SH Sole 245,000
D Limited Inc COM 532716107 8,571 188,900 SH Sole 188,900
D Lincoln Nat'l Corp COM 534187109 19,748 377,500 SH Sole 377,500
D Linens 'N Things Inc COM 535679104 3,426 78,300 SH Sole 78,300
D Lone Star Inds Inc COM 542290408 2,487 66,200 SH Sole 66,200
D Louis Dreyfus Natural COM 546011107 444 20,600 SH Sole 20,600
D Louisiana-Pacific Corp COM 546347105 10,608 444,300 SH Sole 444,300
D Lowes Companies Inc COM 548661107 19,438 342,900 SH Sole 342,900
D M & T Bank Corporation COM 55261F104 13,122 23,858 SH Sole 23,858
D M.S. Carriers Inc COM 553533100 216 7,300 SH Sole 7,300
D MDU Resources Group In COM 552690109 440 19,300 SH Sole 19,300
D MGM Grand Inc COM 552953101 441 9,000 SH Sole 9,000
D Manitowoc Inc COM 563571108 3,725 89,500 SH Sole 89,500
D Marshall & Isley Corp. COM 571834100 1,397 21,700 SH Sole 21,700
D Martin Marietta Materi COM 573284106 1,611 27,300 SH Sole 27,300
D Maytag Corp COM 578592107 13,174 188,700 SH Sole 188,700
D Mcgraw Hill Cos Inc COM 580645109 5,755 106,700 SH Sole 106,700
D Medicis Pharmaceutical COM 584690309 1,863 73,400 SH Sole 73,400
D Medimmune Inc COM 584699102 10,041 148,200 SH Sole 148,200
D Medquist Inc COM 584949101 3,693 84,400 SH Sole 84,400
D Men's Wearhouse Inc COM 587118100 2,374 93,100 SH Sole 93,100
D Merck & Co COM 589331107 7,112 96,600 SH Sole 96,600
D Mercury Interactive Co COM 589405109 2,614 73,900 SH Sole 73,900
D Meredith Corp COM 589433101 918 26,500 SH Sole 26,500
D Meritor Automotive Inc COM 59000G100 3,142 123,200 SH Sole 123,200
D Metris Companies COM 591598107 1,744 42,800 SH Sole 42,800
D Microsoft Corp COM 594918104 34,226 379,500 SH Sole 379,500
D Midas Inc COM 595626102 576 20,300 SH Sole 20,300
D Midwest Express Hldgs COM 597911106 1,811 53,250 SH Sole 53,250
D Minnesot Power & Light COM 604110106 1,882 94,700 SH Sole 94,700
D Mohawk Inds Inc COM 608190104 5,647 185,900 SH Sole 185,900
D Morgan Stanley Group I COM 617446448 34,893 340,000 SH Sole 340,000
D Mueller Inds Inc COM 624756102 991 29,200 SH Sole 29,200
D Murphy Oil Corp COM 626717102 888 18,200 SH Sole 18,200
D NVR Inc COM 62944T105 3,564 68,300 SH Sole 68,300
D National Computers Sys COM 635519101 618 18,300 SH Sole 18,300
D National Fuel Gas Co N COM 636180101 1,974 40,700 SH Sole 40,700
D National R.V. Holding COM 637277104 369 15,200 SH Sole 15,200
D Nationwide Financial S COM 638612101 570 12,600 SH Sole 12,600
D Navigant Consulting Co COM 63935N107 2,707 98,000 SH Sole 98,000
D New Era of Networks COM 644312100 1,085 24,700 SH Sole 24,700
D North Fork Bancorporat COM 659424105 3,214 150,364 SH Sole 150,364
D Office Depot Inc COM 676220106 1,251 56,700 SH Sole 56,700
D Ogden Corp COM 676346109 1,183 43,900 SH Sole 43,900
D Oge Energy Corp COM 670837103 2,026 85,300 SH Sole 85,300
D Owens Corning Fibergla COM 69073F103 388 11,300 SH Sole 11,300
D PACCAR Inc COM 693718108 2,925 54,800 SH Sole 54,800
D PFF Bancorp Inc COM 69331W104 482 25,700 SH Sole 25,700
D Pacificare Health Sys COM 695112102 6,892 95,800 SH Sole 95,800
D Pall Corp COM 696429307 1,047 47,200 SH Sole 47,200
D Payless Shoesource Inc COM 704379106 1,273 23,800 SH Sole 23,800
D Pentair Inc COM 709631105 1,469 32,100 SH Sole 32,100
D Pharmacia & Upjohn Inc COM 716941109 5,829 102,600 SH Sole 102,600
D Philadelphia Suburban COM 718009608 715 31,000 SH Sole 31,000
D Pinnacle Systems Inc COM 723481107 282 8,400 SH Sole 8,400
D Pixar Inc COM 725811103 1,514 35,100 SH Sole 35,100
D Popular Inc COM 733174106 1,291 42,600 SH Sole 42,600
D Praxair Inc COM 74005P104 6,127 125,200 SH Sole 125,200
D Premark Intl Inc COM 740459102 1,151 30,700 SH Sole 30,700
D Priority Healthcare Co COM 74264T102 2,171 62,919 SH Sole 62,919
D Progress Software Corp COM 743312100 703 24,900 SH Sole 24,900
D Protective Life Corp COM 743674103 1,802 53,000 SH Sole 53,000
D Providian Financial Co COM 74406A102 38,330 411,050 SH Sole 411,050
D Public Svc Co N Mex COM 744499104 1,039 52,300 SH Sole 52,300
D Qualcomm Inc. COM 747525103 7,405 51,600 SH Sole 51,600
D Queens County Bancorp COM 748242104 317 9,800 SH Sole 9,800
D Quickresponse Service COM 74726X105 398 5,100 SH Sole 5,100
D Quiksilver Inc COM 74838C106 1,303 50,000 SH Sole 50,000
D Qwest Communications I COM 749121109 4,027 121,800 SH Sole 121,800
D RF Micro Devices Inc COM 749941100 14,724 197,300 SH Sole 197,300
D Rational Software Corp COM 75409P202 1,686 51,200 SH Sole 51,200
D Reinsurance Group Amer COM 759351109 2,284 64,800 SH Sole 64,800
D Rite Aid Corp COM 767754104 18,094 734,800 SH Sole 734,800
D Rohm and Haas Co COM 775371107 5,042 117,600 SH Sole 117,600
D Roslyn Bancorp Inc COM 778162107 478 27,790 SH Sole 27,790
D Ross Stores Inc COM 778296103 8,785 174,400 SH Sole 174,400
D Ryerson Tull Inc COM 78375P107 361 16,000 SH Sole 16,000
D S&P 500 Depository Rec COM 78462F103 40,867 298,300 SH Sole 298,300
D SFX Entertainment Inc- COM 784178105 800 12,500 SH Sole 12,500
D SPS Technologies Inc COM 784626103 761 20,300 SH Sole 20,300
D Sabre Group Holdings I COM 785905100 6,339 92,200 SH Sole 92,200
D Safeway Inc COM 786514208 19,815 400,300 SH Sole 400,300
D Schering Plough Corp COM 806605101 1,302 24,800 SH Sole 24,800
D Scripps Howard Inc COM 811054204 262 5,500 SH Sole 5,500
D Sei Corp COM 784117103 318 3,600 SH Sole 3,600
D Semtech Corp. COM 816850101 2,424 46,500 SH Sole 46,500
D Shaw Industries Inc COM 820286102 4,034 230,500 SH Sole 230,500
D Sherwin Williams Co COM 824348106 4,471 161,100 SH Sole 161,100
D Siebel Systems Inc COM 826170102 1,784 26,900 SH Sole 26,900
D Sigma-Aldrich COM 826552101 5,049 146,600 SH Sole 146,600
D Simpson Manufacturing COM 829073105 428 9,000 SH Sole 9,000
D Skytel Communications COM 83087Q104 923 44,100 SH Sole 44,100
D Smithfield Foods Inc COM 832248108 829 24,800 SH Sole 24,800
D Southdown Inc COM 841297104 4,093 63,700 SH Sole 63,700
D Spartech Corp COM 847220209 607 19,200 SH Sole 19,200
D Station Casinos Inc COM 857689103 819 40,200 SH Sole 40,200
D Sterling Software Inc COM 859547101 5,317 201,100 SH Sole 201,100
D Stewart Information Sv COM 860372101 2,421 114,600 SH Sole 114,600
D Stone Energy Corp. COM 861642106 907 21,400 SH Sole 21,400
D Sungard Data Sys Inc COM 867363103 4,475 129,700 SH Sole 129,700
D Sunrise Assisted Livin COM 86768K106 3,167 90,800 SH Sole 90,800
D Superior Telecom Inc COM 868365107 663 26,537 SH Sole 26,537
D Supervalu Inc COM 868536103 4,189 161,900 SH Sole 161,900
D THQ Inc COM 872443403 561 19,500 SH Sole 19,500
D TMP Worldwide Inc COM 872941109 3,740 58,900 SH Sole 58,900
D Tech Data Corp COM 878237106 1,262 33,000 SH Sole 33,000
D Tecumseh Prods Co COM 878895200 2,059 34,000 SH Sole 34,000
D Tekelec COM 879101103 1,227 100,700 SH Sole 100,700
D Telephone & Data Sys I COM 879433100 21,821 298,400 SH Sole 298,400
D Tellabs Inc COM 879664100 2,216 32,800 SH Sole 32,800
D Teradyne Inc COM 880770102 301 4,200 SH Sole 4,200
D Terex Corp New COM 880779103 3,376 110,900 SH Sole 110,900
D Texaco Inc COM 881694103 4,641 74,400 SH Sole 74,400
D Textron Inc COM 883203101 4,552 55,300 SH Sole 55,300
D The Goldman Sachs Grou COM 38141G104 4,696 65,000 SH Sole 65,000
D The McClatchy Company COM 579489105 2,537 76,600 SH Sole 76,600
D Tidewater Inc COM 886423102 4,538 148,800 SH Sole 148,800
D Tiffany & Co New COM 886547108 4,893 50,700 SH Sole 50,700
D Times Mirror Co. Cl-A COM 887364107 7,525 127,000 SH Sole 127,000
D Tjx Cos Inc New COM 872540109 13,482 404,700 SH Sole 404,700
D Torchmark Corp COM 891027104 8,381 245,600 SH Sole 245,600
D Tower Automotive Inc COM 891707101 2,648 104,100 SH Sole 104,100
D Toys R Us COM 892335100 3,815 184,400 SH Sole 184,400
D Tribune Co New COM 896047107 12,485 143,300 SH Sole 143,300
D Trigon Healthcare Inc COM 89618L100 2,350 64,600 SH Sole 64,600
D U.S. Trust Corp COM 91288L105 2,636 28,500 SH Sole 28,500
D UAL Corp COM 902549500 1,079 16,700 SH Sole 16,700
D USFreightways Corp COM 916906100 1,352 29,200 SH Sole 29,200
D USG Corp COM 903293405 5,863 104,700 SH Sole 104,700
D Union Carbide Corp COM 905581104 3,305 67,800 SH Sole 67,800
D Union Pac Corp COM 907818108 8,426 144,500 SH Sole 144,500
D Unionbancal Corportion COM 908906100 2,977 82,400 SH Sole 82,400
D Uniphase Corp COM 909149106 9,030 54,400 SH Sole 54,400
D United Int'l Holdings COM 910734102 893 13,200 SH Sole 13,200
D United States Cellular COM 911684108 439 8,200 SH Sole 8,200
D United Technologies Co COM 913017109 9,922 137,800 SH Sole 137,800
D Unitrode Corp COM 913283107 528 18,400 SH Sole 18,400
D Universal Corp Va COM 913456109 546 19,200 SH Sole 19,200
D Univision Comm - Class COM 914906102 6,747 103,800 SH Sole 103,800
D Utilicorp United Inc COM 918005109 3,959 162,850 SH Sole 162,850
D Valassis Communication COM 918866104 8,872 242,250 SH Sole 242,250
D Vastar Res Inc COM 922380100 3,068 58,500 SH Sole 58,500
D Veritas Software Co COM 923436109 7,054 74,300 SH Sole 74,300
D Viad Corp. COM 92552R109 619 20,000 SH Sole 20,000
D Vishay Intertechnology COM 928298108 1,376 65,500 SH Sole 65,500
D Visx Inc COM 92844S105 10,722 135,400 SH Sole 135,400
D Washington Mut Inc COM 939322103 1,319 37,100 SH Sole 37,100
D Waste Management Inc COM 94106L109 3,789 70,500 SH Sole 70,500
D Western Resources Inc. COM 959425109 1,046 39,300 SH Sole 39,300
D Westpoint Stevens Inc COM 961238102 489 16,400 SH Sole 16,400
D Westwood One Inc COM 961815107 628 17,600 SH Sole 17,600
D Whirlpool Corp COM 963320106 5,639 76,200 SH Sole 76,200
D World Color Press Inc COM 981443104 3,619 131,600 SH Sole 131,600
D Xircom Inc COM 983922105 1,383 46,000 SH Sole 46,000
D Yahoo Inc COM 984332106 5,219 30,300 SH Sole 30,300
D York Intl Corp COM 986670107 5,056 118,100 SH Sole 118,100
D Zale Corp COM 988858106 5,212 130,300 SH Sole 130,300
- ------------------------------------------------------------------------------------------------------------------------------------
S REPORT SUMMARY 342 DATA RECORDS 1,720,234 37,521,081
- ------------------------------------------------------------------------------------------------------------------------------------
</TABLE>
