UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 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: 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 5/10/00
-------------------- -------------------------- -------
[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
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Form 13F Information Table Entry Total: 426
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Form 13F Information Table Value Total: $2,516,574
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(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
March 31, 2000
<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
ACCRUE SOFTWARE INC COM 00437W102 1,172 25,600 SH Sole 25,600
ADC Telecommunications COM 000886101 26,954 500,300 SH Sole 500,300
AKAMAI TECHNOLOGIES COM 00971T101 836 5,200 SH Sole 5,200
ALBANY MOLECULAR RESEARC COM 012423109 1,489 25,500 SH Sole 25,500
ALLIED RISER COMMUNICATI COM 019496108 1,147 33,000 SH Sole 33,000
ALTEON WEBSYSTEMS INC COM 02145A109 1,673 20,400 SH Sole 20,400
AT&T Corp COM 001957109 9404 167,000 SH Sole 167,000
AVX Corp COM 002444107 3,260 43,000 SH Sole 43,000
AXA Financial Inc COM 002451102 52,291 1,457,600 SH Sole 1,457,600
Abbott Labs COM 002824100 7,674 218,100 SH Sole 218,100
Adobe Sys Inc COM 00724F101 26,081 234,300 SH Sole 234,300
Agilent Tech Inc COM 00846U101 20,290 195,100 SH Sole 195,100
Albertsons Inc COM 013104104 2,732 88,500 SH Sole 88,500
Allegheny Energy Inc COM 017361106 1,249 45,100 SH Sole 45,100
Alliant Techsystems Inc COM 018804104 624 10,600 SH Sole 10,600
Allmerica Financial Corp COM 019754100 22,802 447,100 SH Sole 447,100
Allscripts Inc COM 019886100 1,082 18,000 SH Sole 18,000
Alltel Corp COM 020039103 20,746 328,000 SH Sole 328,000
Alpharma Inc Class A COM 020813101 1,900 51,700 SH Sole 51,700
Amazon.com Inc. COM 023135106 3,404 50,800 SH Sole 50,800
Ambac Inc COM 023139108 2,710 53,800 SH Sole 53,800
Amdocs LTD COM G02602103 6,209 83,900 SH Sole 83,900
American Eagle Outfitter COM 02553E106 2,967 78,200 SH Sole 78,200
American Mgmt Sys Inc COM 027352103 4,938 112,700 SH Sole 112,700
American Std Cos Inc Del COM 029712106 1,639 44,300 SH Sole 44,300
American West Holdings C COM 023657208 694 44,800 SH Sole 44,800
Amerisource Health Corp COM 03071P102 1,554 103,600 SH Sole 103,600
Amkor Technology Inc COM 031652100 3,545 66,800 SH Sole 66,800
Amphenol Corp-Cl A COM 032095101 2,485 24,300 SH Sole 24,300
Analog Devices Inc COM 032654105 13,846 172,000 SH Sole 172,000
Andrew Corp COM 034425108 3,621 158,300 SH Sole 158,300
Anixter Int'l Inc COM 035290105 3,128 112,200 SH Sole 112,200
Anntaylor Stores Corp COM 036115103 1,718 74,700 SH Sole 74,700
Apache Corp COM 037411105 2,945 59,200 SH Sole 59,200
Apple Computer COM 037833100 35,257 259,600 SH Sole 259,600
Applied Materials Inc COM 038222105 22,865 242,600 SH Sole 242,600
Arden Realty Inc COM 039793104 747 35,800 SH Sole 35,800
Ariba Inc COM 04033V104 3,396 16,200 SH Sole 16,200
Astoria Finl Corp COM 046265104 1,396 49,200 SH Sole 49,200
At Home Corp - Ser A COM 045919107 1,156 35,100 SH Sole 35,100
Atmi Inc COM 00207R101 1,480 31,000 SH Sole 31,000
Autodesk Inc COM 052769106 2,289 50,300 SH Sole 50,300
Avanex Corp COM 05348W109 2,398 15,800 SH Sole 15,800
BJ's Wholesale Club Inc COM 05548J106 9,989 260,300 SH Sole 260,300
BROCADE COMMUNICATIONS S COM 111621108 3,963 22,100 SH Sole 22,100
BSQUARE CORP COM 11776U102 524 23,700 SH Sole 23,700
Ball Corp COM 058498106 2,357 68,200 SH Sole 68,200
Bank United Corp - Class COM 065412108 1,266 40,100 SH Sole 40,100
Bausch & Lomb Inc COM 071707103 14,284 273,700 SH Sole 273,700
Be Free Inc COM 073308108 711 32,300 SH Sole 32,300
Bea Systems Inc COM 073325102 1,350 18,400 SH Sole 18,400
Beckman Instrs Inc New COM 075811109 1,053 16,400 SH Sole 16,400
Becton Dickinson COM 075887109 7,328 278,500 SH Sole 278,500
Bellsouth Corp COM 079860102 25,275 539,200 SH Sole 539,200
Bemis Inc COM 081437105 2,965 80,400 SH Sole 80,400
Berkshire Hathaway Inc D COM 084670108 12,012 210 SH Sole 210
Best Buy Company COM 086516101 14,517 168,800 SH Sole 168,800
Biomet Inc COM 090613100 1,004 27,600 SH Sole 27,600
Boeing Co COM 097023105 7,721 204,200 SH Sole 204,200
Borg-Warner Automotive I COM 099724106 736 18,700 SH Sole 18,700
Boston Properties Inc COM 101121101 795 25,000 SH Sole 25,000
Brinker International In COM 109641100 1,594 53,700 SH Sole 53,700
Bristol Myers Squibb Co COM 110122108 39,620 683,100 SH Sole 683,100
Broadcom Corp-Cl A COM 111320107 11,367 46,800 SH Sole 46,800
Broadvision Inc COM 111412102 1,535 34,200 SH Sole 34,200
Broadwing Inc COM 111620100 20,613 554,300 SH Sole 554,300
Burlington Northern Inc COM 12189T104 8,317 365,600 SH Sole 365,600
C Cor Electrs Inc COM 125010108 2,435 49,700 SH Sole 49,700
C&D Technologies Inc. - COM 124661109 879 14,900 SH Sole 14,900
C-Bridge Internet Soluti COM 12500B105 1,151 20,200 SH Sole 20,200
CDW Computer Ctrs Inc COM 125129106 3,048 36,100 SH Sole 36,100
CMG Information Services COM 125750109 4,510 39,800 SH Sole 39,800
CNF Transposrtation Inc COM 12612W104 1,437 51,800 SH Sole 51,800
COGNIZANT TECH SOLUTIONS COM 192446102 1,163 18,600 SH Sole 18,600
COVAD COMMUNICATIONS GRO COM 222814204 1,486 20,500 SH Sole 20,500
CROSSROADS SYSTEMS INC COM 22765D100 1,136 11,000 SH Sole 11,000
CSG Systems Intl Inc COM 126349109 3,456 70,800 SH Sole 70,800
CYSIVE INC COM 23281T108 904 13,200 SH Sole 13,200
Cable Design Technologie COM 126924109 5,932 174,800 SH Sole 174,800
Cabletron Sys Inc COM 126920107 27,718 943,600 SH Sole 943,600
Cadence Design System In COM 127387108 13,854 671,700 SH Sole 671,700
Cais Internet Inc COM 12476Q102 547 22,600 SH Sole 22,600
Calpine Corp COM 131347106 1,419 15,100 SH Sole 15,100
Canandaigua Brands Inc - COM 137219200 270 5,300 SH Sole 5,300
Capital One Financial Co COM 14040H105 38,393 800,900 SH Sole 800,900
Carlisle Cos Inc COM 142339100 1,028 25,700 SH Sole 25,700
Carrier Access Corp COM 144460102 1,885 35,400 SH Sole 35,400
Central Newspapers Inc COM 154647101 5,561 166,300 SH Sole 166,300
Charter Communications I COM 16117M107 1,940 135,400 SH Sole 135,400
Charter One Finl Inc COM 160903100 1,012 48,195 SH Sole 48,195
Chase Manhattan Corp COM 16161A108 31,867 365,500 SH Sole 365,500
Choice One Communicatioi COM 17038P104 1,285 36,200 SH Sole 36,200
Chris Craft Inds Inc COM 170520100 1,961 30,797 SH Sole 30,797
Church & Dwight Inc COM 171340102 1,251 72,800 SH Sole 72,800
Ciena Corp COM 171779101 542 4,300 SH Sole 4,300
Cigna Corp COM 125509109 12,605 166,400 SH Sole 166,400
Cisco Sys Inc COM 17275R102 6,850 88,600 SH Sole 88,600
Citigroup Inc COM 172967101 51,537 860,747 SH Sole 860,747
City National Corp COM 178566105 60,550 1,797,400 SH Sole 1,797,400
Cognex Corp COM 192422103 975 16,900 SH Sole 16,900
Comdisco Inc COM 200336105 13,423 304,200 SH Sole 304,200
Commerce One Inc COM 200693109 1,537 10,300 SH Sole 10,300
Commscope Inc COM 203372107 4,180 91,500 SH Sole 91,500
Compass Bancshares COM 20449H109 9,520 477,500 SH Sole 477,500
Concord Communications I COM 206186108 1,679 47,200 SH Sole 47,200
Concord EFS Inc COM 206197105 4,948 215,700 SH Sole 215,700
Convergys Corp COM 212485106 3,211 83,000 SH Sole 83,000
Cooper Companies Inc COM 216648402 4,046 125,700 SH Sole 125,700
Cooper Mountain Networks COM 217510106 1,573 19,200 SH Sole 19,200
Costco Wholesale Corp COM 22160K105 9,614 182,900 SH Sole 182,900
Credence Sys Corp COM 225302108 2,177 17,400 SH Sole 17,400
Crescent Real Estate Eqt COM 225756105 1,981 113,200 SH Sole 113,200
Cypress Communications I COM 232743104 1,448 59,100 SH Sole 59,100
Cypress Semiconductor Co COM 232806109 19,316 394,200 SH Sole 394,200
Cytec Industries Inc COM 232820100 1,078 35,200 SH Sole 35,200
DST Systems Inc COM 233326107 1,383 21,300 SH Sole 21,300
Dallas Semiconductor Cor COM 235204104 1,456 39,900 SH Sole 39,900
Darden Restaurants Inc COM 237194105 3,539 198,700 SH Sole 198,700
Data Return Corp COM 23785m104 699 19,000 SH Sole 19,000
Diamonds Trust Series I COM 252787106 39,573 361,600 SH Sole 361,600
Digex Inc COM 253756100 1,398 12,600 SH Sole 12,600
Disney Walt Co Del COM 254687106 10,820 262,300 SH Sole 262,300
Diversa Corp COM 255064107 625 13,300 SH Sole 13,300
Dollar Thrifty Automotiv COM 256743105 3,692 214,800 SH Sole 214,800
Dollar Tree Stores Inc COM 256747106 19,245 369,200 SH Sole 369,200
Doubleclick Inc COM 258609304 1,058 11,300 SH Sole 11,300
Dover Corp COM 260003108 21,094 440,600 SH Sole 440,600
Dow Chem Co COM 260543103 24,122 211,600 SH Sole 211,600
Dynegy Inc. COM 26816Q101 7,240 115,400 SH Sole 115,400
EFFICIENT NETWORKS INC COM 282056100 2,476 15,900 SH Sole 15,900
EGAIN COMMUNICATIONS COR COM 28225C103 1,022 26,200 SH Sole 26,200
ENTRUST TECHNOLOGIES INC COM 293848107 1,472 17,300 SH Sole 17,300
Ebay Inc COM 278642103 1,496 8,500 SH Sole 8,500
EchoStar Communications COM 278762109 2,117 26,800 SH Sole 26,800
Edwards AG Inc COM 281760108 5,572 139,300 SH Sole 139,300
Electronic Data Sys New COM 285661104 23,942 373,000 SH Sole 373,000
Electronics for Imaging COM 286082102 5,820 97,000 SH Sole 97,000
Energy East Corp COM 29266M109 2,718 137,200 SH Sole 137,200
Engage Technologies Inc COM 292827102 923 12,100 SH Sole 12,100
Equitable Res Inc COM 294549100 1,116 24,900 SH Sole 24,900
Exar Corp COM 300645108 1,138 15,900 SH Sole 15,900
Exodus Communications In COM 302088109 3,358 23,900 SH Sole 23,900
Expeditors Intl Wash Inc COM 302130109 6,917 174,000 SH Sole 174,000
Extensity Inc COM 302255104 379 7,900 SH Sole 7,900
Extreme Networks Inc COM 30226D106 988 12,500 SH Sole 12,500
F M C Corp COM 302491303 4,571 80,900 SH Sole 80,900
F5 Networks Inc COM 315616102 671 9,900 SH Sole 9,900
FAIRCHILD SEMICON INTL - COM 303726103 3,730 102,200 SH Sole 102,200
FOUNDRY NETWORKS INC COM 35063R100 2,861 19,900 SH Sole 19,900
Family Dollar Stores COM 307000109 7,819 375,700 SH Sole 375,700
Federal Natl Mtg Assn COM 313586109 11,748 207,700 SH Sole 207,700
Federal Realty Invs Trus COM 313747206 801 41,500 SH Sole 41,500
Felcor Lodging Trust Inc COM 31430F101 1,367 76,500 SH Sole 76,500
Financial Security Assur COM 31769P100 2,056 28,000 SH Sole 28,000
Finisar Corp COM 31787A101 2,007 13,700 SH Sole 13,700
Firepond Inc COM 318224102 520 12,700 SH Sole 12,700
First Data Corp COM 319963104 12,203 275,000 SH Sole 275,000
First World Communicatio COM 337625305 821 40,300 SH Sole 40,300
Fleet Boston Fin Corp COM 339030108 12,571 344,400 SH Sole 344,400
Ford Motor Corp COM 345370100 11,314 246,300 SH Sole 246,300
Fossil Inc COM 349882100 3,285 140,175 SH Sole 140,175
Freemarkets Inc COM 356602102 726 6,000 SH Sole 6,000
Gap Inc Del COM 364760108 16,986 341,000 SH Sole 341,000
Genentech Inc COM 368710406 1,839 12,100 SH Sole 12,100
General Dynamics Corp COM 369550108 10,050 202,000 SH Sole 202,000
General Mills Inc COM 370334104 15,521 428,900 SH Sole 428,900
General Motors Corp COM 370442105 10,766 130,000 SH Sole 130,000
Globespan Inc COM 379571102 2,222 21,800 SH Sole 21,800
Go2net Inc COM 383486107 2,530 31,400 SH Sole 31,400
Goodrich B F Co COM 382388106 4,994 174,100 SH Sole 174,100
H.B. Fuller Co COM 359694106 1,122 28,100 SH Sole 28,100
Harcourt Gen Inc COM 41163G101 2,045 54,900 SH Sole 54,900
Harman Intl Inds Inc COM 413086109 1,092 18,200 SH Sole 18,200
Harmonic Inc COM 413160102 899 10,800 SH Sole 10,800
Hartford Life - Class A COM 416592103 2,086 44,500 SH Sole 44,500
Healthcare Realty Trust COM 421946104 1,191 71,100 SH Sole 71,100
Hertz Corp - Class A COM 428040109 2,476 72,700 SH Sole 72,700
Highwoods Properties Inc COM 431284108 1,045 48,900 SH Sole 48,900
Hispanic Broadcasting Co COM 43357B104 3,375 29,800 SH Sole 29,800
Home Depot Inc COM 437076102 25,539 395,950 SH Sole 395,950
Hormel Foods Corp COM 440452100 2,301 140,000 SH Sole 140,000
Hospitality Properties T COM 44106M102 711 35,100 SH Sole 35,100
Houston Exploration Co COM 442120101 1,321 73,400 SH Sole 73,400
I2 Technologies Inc COM 465754109 2,516 20,600 SH Sole 20,600
INFINITY BROADCASTING CORCOM 45662s102 2,603 80,400 SH Sole 80,400
INFORMATICA CORP COM 45666Q102 1,068 13,900 SH Sole 13,900
INFOSPACE.COM INC COM 45678T102 2,211 15,200 SH Sole 15,200
INTEGRATED INFORMATION SYCOM 45817b103 634 29,100 SH Sole 29,100
INTERNAP NETWORK SERVICE COM 45885A102 1,145 24,900 SH Sole 24,900
INTERTRUST TECHNOLOGIES COM 46113Q109 956 22,500 SH Sole 22,500
ITXC CORP COM 45069F109 744 15,800 SH Sole 15,800
Ibasis Inc COM 450732102 1,228 29,900 SH Sole 29,900
Imation Corp COM 45245A107 977 36,600 SH Sole 36,600
Immunex Corp. COM 452528102 9,535 150,300 SH Sole 150,300
In Focus Sys Inc COM 452919103 498 13,900 SH Sole 13,900
Infonet Services Corp COM 45666T106 1,783 78,800 SH Sole 78,800
Inktomi Corp COM 457277101 3,023 15,500 SH Sole 15,500
Insilicon Corp COM 45769H108 969 61,300 SH Sole 61,300
Intel Corp COM 458140100 19,883 150,700 SH Sole 150,700
Interim Services Inc COM 45868P100 1,409 75,900 SH Sole 75,900
International Home Foods COM 459655106 2,146 134,100 SH Sole 134,100
International Rectifier COM 460254105 2,333 61,200 SH Sole 61,200
Internet Capital Group I COM 46059C106 704 7,800 SH Sole 7,800
Intersil Holdings Corp COM 46069S109 1,318 25,500 SH Sole 25,500
Intuit COM 461202103 1,484 27,300 SH Sole 27,300
Ivax Corp COM 465823102 5,346 196,200 SH Sole 196,200
JDS Uniphase Corp COM 46612J101 13,479 111,800 SH Sole 111,800
JNI CORP COM 46622G105 860 16,900 SH Sole 16,900
JUNIPER NETWORKS INC COM 48203R104 6,036 22,900 SH Sole 22,900
Jack In The Box Inc. COM 466367109 2,312 108,500 SH Sole 108,500
Jefferson-Pilot Corp COM 475070108 10,650 160,000 SH Sole 160,000
John Hancock Financial S COM 41014S106 1,187 65,700 SH Sole 65,700
Jones Apparel Group Inc COM 480074103 2,056 65,000 SH Sole 65,000
Jones Pharma Inc COM 480236108 4,770 157,050 SH Sole 157,050
KANA COMMUNICATIONS INC COM 483600102 1,421 20,900 SH Sole 20,900
KEYNOTE SYSTEMS INC COM 493308100 552 5,400 SH Sole 5,400
Kansas City Southern Ind COM 485170104 24,853 289,200 SH Sole 289,200
Keebler Foods Co COM 487256109 7,008 244,300 SH Sole 244,300
Kemet Corp COM 488360108 3,997 63,200 SH Sole 63,200
Kerr-McGee Corp COM 492386107 15,050 260,600 SH Sole 260,600
Keyspan Energy Corp COM 49337W100 2,939 106,400 SH Sole 106,400
Kilroy Realty Corp COM 49427F108 659 31,300 SH Sole 31,300
Kimberly Clark Corp COM 494368103 32,774 584,600 SH Sole 584,600
Knight Ridder Inc COM 499040103 20,454 399,100 SH Sole 399,100
LNR Property Corp COM 501940100 797 41,800 SH Sole 41,800
LSI Logic Corp COM 502161102 25,542 351,700 SH Sole 351,700
Level 3 Communications I COM 52729N100 5,245 49,600 SH Sole 49,600
Lexmark Intl Group Inc - COM 529771107 9,274 87,700 SH Sole 87,700
Liberate Technologies COM 530129105 1,989 31,700 SH Sole 31,700
Limited Inc COM 532716107 35,903 852,300 SH Sole 852,300
Lincare Hldgs Inc COM 532791100 1,183 41,700 SH Sole 41,700
Lincoln Nat'l Corp COM 534187109 5,625 167,900 SH Sole 167,900
Linear Technology Corp COM 535678106 2,668 48,500 SH Sole 48,500
Louis Dreyfus Natural Ga COM 546011107 700 20,600 SH Sole 20,600
Lowes Companies Inc COM 548661107 16,859 288,800 SH Sole 288,800
Lubrizol Corp COM 549271104 3,299 114,500 SH Sole 114,500
M & T Bank Corporation COM 55261F104 3,375 7,558 SH Sole 7,558
MCK COMMUNICATIONS COM 581243102 1,015 21,200 SH Sole 21,200
MGM Grand Inc COM 552953101 432 18,000 SH Sole 18,000
MISSION CRITICAL SOFTWAR COM 605047109 1,149 18,800 SH Sole 18,800
MKS INSTRUMENTS INC COM 55306N104 1,374 27,200 SH Sole 27,200
Macerich Company (The) COM 554382101 794 38,500 SH Sole 38,500
Mack-Cali Realty Corp COM 554489104 446 17,500 SH Sole 17,500
Manitowoc Inc COM 563571108 2,197 79,900 SH Sole 79,900
Matrixone Inc COM 57685P304 655 16,400 SH Sole 16,400
Maxim Integrated Prods I COM 57772K101 2,970 41,800 SH Sole 41,800
Maxygen Inc COM 577776107 574 8,800 SH Sole 8,800
McCormick & Co Inc COM 579780206 5,431 168,400 SH Sole 168,400
Medicis Pharmaceutical-C COM 584690309 1,928 48,200 SH Sole 48,200
Medimmune Inc COM 584699102 1,968 11,300 SH Sole 11,300
Mercantile Bankshares Co COM 587405101 929 30,400 SH Sole 30,400
Merck & Co COM 589331107 30,323 488,100 SH Sole 488,100
Mercury Computer Systems COM 589378108 1,862 38,100 SH Sole 38,100
Mercury Interactive Corp COM 589405109 6,578 83,000 SH Sole 83,000
Meritor Automotive Inc COM 59000G100 5,651 357,400 SH Sole 357,400
Metasolv Software Inc COM 591393103 815 13,800 SH Sole 13,800
Metris Companies COM 591598107 9,913 255,000 SH Sole 255,000
Metromedia Fiber Network COM 591689104 2,815 29,100 SH Sole 29,100
Micros Sys Inc COM 594901100 1,095 17,400 SH Sole 17,400
Microsoft Corp COM 594918104 11,273 106,100 SH Sole 106,100
Midas Inc COM 595626102 487 20,300 SH Sole 20,300
Midway Games Inc COM 598148104 660 49,800 SH Sole 49,800
Millipore Corp COM 601073109 2,246 39,800 SH Sole 39,800
Mills Corp COM 601148109 193 10,700 SH Sole 10,700
Minnesot Power & Light C COM 604110106 1,230 74,000 SH Sole 74,000
Mohawk Inds Inc COM 608190104 1,703 76,100 SH Sole 76,100
Morgan Stanley Group Inc COM 617446448 43,518 525,100 SH Sole 525,100
Murphy Oil Corp COM 626717102 1,049 18,200 SH Sole 18,200
NAVISITE INC COM 63935M109 986 8,100 SH Sole 8,100
NETSILICON INC COM 64115X105 887 41,000 SH Sole 41,000
NETSOLVE INC COM 64115J106 884 27,400 SH Sole 27,400
NORTHPOINT COMMUNICATION COM 666610100 934 40,500 SH Sole 40,500
NTL Incorporated COM 629407107 5,966 64,275 SH Sole 64,275
NVIDIA CORP COM 67066G104 2,171 25,700 SH Sole 25,700
NVR Inc COM 62944T105 5,956 110,300 SH Sole 110,300
Nabisco Hldgs Corp COM 629526104 2,328 72,200 SH Sole 72,200
Nasdaq-100 Shares COM 631100104 668 6,100 SH Sole 6,100
Nat'l Health Investors I COM 63633D104 711 59,600 SH Sole 59,600
National Computers Sys I COM 635519101 929 18,300 SH Sole 18,300
National Data Corp COM 635621105 5,834 224,400 SH Sole 224,400
National Fuel Gas Co N J COM 636180101 1,800 40,400 SH Sole 40,400
National Semiconductor C COM 637640103 3,098 51,000 SH Sole 51,000
Nationwide Financial Ser COM 638612101 1,164 39,800 SH Sole 39,800
Navistar Intl Corp New COM 63934E108 3,940 98,200 SH Sole 98,200
Net2000 Communications COM 64122G103 857 36,100 SH Sole 36,100
Network Associates Inc COM 640938106 9,685 300,300 SH Sole 300,300
Network Solutions Inc Cl COM 64121Q102 430 2,800 SH Sole 2,800
Next Level Communication COM 65333U104 2,240 20,600 SH Sole 20,600
Nextel Partners Inc - Cl COM 65333F107 1,146 39,500 SH Sole 39,500
Niku Corp COM 654113109 847 17,900 SH Sole 17,900
Noble Drilling Corp COM 655042109 5,300 128,100 SH Sole 128,100
North Fork Bancorporatio COM 659424105 1,592 89,064 SH Sole 89,064
Novellus Systems Inc. COM 670008101 3,772 67,200 SH Sole 67,200
Nucor Corp COM 670346105 13,415 268,300 SH Sole 268,300
Opentv Corp COM G67543101 805 6,800 SH Sole 6,800
Organic Inc COM 68617E101 647 29,900 SH Sole 29,900
PACKETEER INC COM 695210104 830 23,700 SH Sole 23,700
PC-TEL INC COM 69325Q105 1,663 22,100 SH Sole 22,100
PE Corp-PE Biosystems Gr COM 69332S102 11,870 123,000 SH Sole 123,000
PFF Bancorp Inc COM 69331W104 437 28,200 SH Sole 28,200
PMI Group Inc COM 69344M101 3,719 78,400 SH Sole 78,400
PNC Bank Corp COM 693475105 11,333 251,500 SH Sole 251,500
PREDICTIVE SYSTEMS INC COM 74036W102 775 17,000 SH Sole 17,000
Pac-West Telecomm Inc COM 69371Y101 1,359 43,500 SH Sole 43,500
Pall Corp COM 696429307 4,730 210,800 SH Sole 210,800
Palm Inc COM 696642107 583 13,000 SH Sole 13,000
Payless Shoesource Inc COM 704379106 462 8,900 SH Sole 8,900
PerkinElmer Inc. COM 714046109 5,772 86,800 SH Sole 86,800
Pinnacle Entertainment I COM 723456109 6,340 312,100 SH Sole 312,100
Pinnacle Systems Inc COM 723481107 1,759 52,900 SH Sole 52,900
Pixar Inc COM 725811103 3,312 92,800 SH Sole 92,800
Plug Power Inc COM 72919P103 587 6,900 SH Sole 6,900
Popular Inc COM 733174106 832 37,500 SH Sole 37,500
Portal Software COM 736126103 1,264 22,200 SH Sole 22,200
Potlatch Corp COM 737628107 2,735 63,600 SH Sole 63,600
Prentiss Properties Trus COM 740706106 805 36,100 SH Sole 36,100
Price T Rowe & Assoc COM 741477103 11,210 283,800 SH Sole 283,800
Priority Healthcare Corp COM 74264T102 4,056 80,719 SH Sole 80,719
Providian Financial Corp COM 74406A102 48,462 559,450 SH Sole 559,450
QUEST SOFTWARE INC COM 74834T103 1,409 12,500 SH Sole 12,500
Qlogic Corp COM 747277101 11,016 81,300 SH Sole 81,300
Quanta Services Inc COM 74762E102 3,053 50,300 SH Sole 50,300
Quantum Effect Devices COM 74764T107 1,306 16,400 SH Sole 16,400
Quest Diagnostics Inc COM 74834L100 2,457 61,800 SH Sole 61,800
Quicklogic Corp COM 74837P108 1,392 41,100 SH Sole 41,100
Quintus Corp COM 748798105 980 33,000 SH Sole 33,000
Qwest Communications Int COM 749121109 5,050 105,200 SH Sole 105,200
Ralston Purina Co COM 751277302 10,348 376,300 SH Sole 376,300
Realnetworks Inc COM 75605L104 962 16,900 SH Sole 16,900
Red Hat Inc COM 756577102 848 20,000 SH Sole 20,000
Redback Networks COM 757209101 2,759 9,200 SH Sole 9,200
Regency Realty Corp COM 758939102 377 19,100 SH Sole 19,100
Roslyn Bancorp Inc COM 778162107 5,906 331,590 SH Sole 331,590
Rouse Co COM 779273101 1,079 51,100 SH Sole 51,100
Rudolph Technologies Inc COM 781270103 2,147 47,700 SH Sole 47,700
Ryerson Tull Inc COM 78375P107 843 54,400 SH Sole 54,400
S & P 400 Mid-Cap Dep Re COM 595635103 557 6,100 SH Sole 6,100
S&P 500 Depository Recei COM 78462F103 61,503 409,000 SH Sole 409,000
SAGENT TECHNOLOGY INC COM 786693101 1,150 39,900 SH Sole 39,900
SERENA SOFTWARE INC COM 817492101 1,520 47,700 SH Sole 47,700
SILICON IMAGE INC COM 82705T102 1,046 14,600 SH Sole 14,600
SILICON LABORATORIES INC COM 826919102 1,584 17,900 SH Sole 17,900
SL Green Realty Corp COM 78440X101 518 21,800 SH Sole 21,800
SPS Technologies Inc COM 784626103 458 15,000 SH Sole 15,000
SPX Corp COM 784635104 6,153 54,000 SH Sole 54,000
STARWOOD HOTELS & RESORTSCOM 85590a203 438 17,000 SH Sole 17,000
SYCAMORE NETWORKS INC COM 871206108 4,489 34,800 SH Sole 34,800
Safeguard Scientifics In COM 786449108 7,970 115,500 SH Sole 115,500
Safeway Inc COM 786514208 42,019 928,600 SH Sole 928,600
Sage Inc COM 786632109 807 36,700 SH Sole 36,700
Salton Inc COM 795757103 772 17,800 SH Sole 17,800
Savvis Communications Co COM 805423100 879 49,900 SH Sole 49,900
Sei Corp COM 784117103 930 8,200 SH Sole 8,200
Sequenom Inc COM 817337108 413 10,500 SH Sole 10,500
Siebel Systems Inc COM 826170102 4,467 37,400 SH Sole 37,400
Silicon Valley Bancshare COM 827064106 3,062 42,600 SH Sole 42,600
SmartDisk Corp. COM 83169Q105 822 31,000 SH Sole 31,000
SonicWall Inc COM 835470105 1,326 19,900 SH Sole 19,900
St Joe Corp COM 790148100 3,629 125,400 SH Sole 125,400
Station Casinos Inc COM 857689103 757 34,700 SH Sole 34,700
Stone Energy Corp. COM 861642106 384 7,800 SH Sole 7,800
Symyx Technologies Inc COM 87155S108 927 21,500 SH Sole 21,500
Sysco Corp COM 871829107 19,186 531,100 SH Sole 531,100
T/R Systems Inc COM 87263U102 1,509 67,800 SH Sole 67,800
TIBCO Software Inc. COM 88632Q103 3,423 42,000 SH Sole 42,000
TMP Worldwide Inc COM 872941109 5,932 76,300 SH Sole 76,300
TRW Inc COM 872649108 10,700 182,900 SH Sole 182,900
TUMBLEWEED COMMUNICATION COM 899690101 1,645 14,100 SH Sole 14,100
Talk.com Inc COM 874264104 640 40,000 SH Sole 40,000
Target Corp COM 87612E106 52,235 698,800 SH Sole 698,800
Techne Corp COM 878377100 1,311 19,000 SH Sole 19,000
Tecumseh Prods Co COM 878895200 1,474 33,500 SH Sole 33,500
Tekelec COM 879101103 2,654 71,500 SH Sole 71,500
Tektronix Inc COM 879131100 2,162 38,600 SH Sole 38,600
Telaxis Communications COM 879202109 1,118 18,600 SH Sole 18,600
Telescan inc COM 879516102 206 8,700 SH Sole 8,700
Texas Inds Inc COM 882491103 1,034 32,700 SH Sole 32,700
Texas Instruments Inc COM 882508104 24,336 152,100 SH Sole 152,100
Textron Inc COM 883203101 10,781 177,100 SH Sole 177,100
The Goldman Sachs Group COM 38141G104 6,747 64,100 SH Sole 64,100
The McClatchy Company COM 579489105 1,392 42,500 SH Sole 42,500
Therma-Wave Inc COM 88343A108 1,788 52,600 SH Sole 52,600
Tidewater Inc COM 886423102 3,439 108,100 SH Sole 108,100
Tiffany & Co New COM 886547108 22,654 270,900 SH Sole 270,900
Tjx Cos Inc New COM 872540109 4,371 197,000 SH Sole 197,000
Tribune Co New COM 896047107 12,146 332,200 SH Sole 332,200
Trigon Healthcare Inc COM 89618L100 4,258 119,100 SH Sole 119,100
Triton PCS Holdings Inc COM 89677M106 1,392 23,300 SH Sole 23,300
Turnstone Systems Inc COM 900423104 1,070 9,300 SH Sole 9,300
UAL Corp COM 902549500 986 16,300 SH Sole 16,300
USFreightways Corp COM 916906100 2,201 58,800 SH Sole 58,800
Ultramar Corp COM 904000106 1,758 69,300 SH Sole 69,300
Union Pac Corp COM 907818108 7,074 180,800 SH Sole 180,800
Unionbancal Corportion COM 908906100 2,370 86,000 SH Sole 86,000
United Stationers Inc COM 913004107 1,370 38,400 SH Sole 38,400
United Technologies Corp COM 913017109 28,453 450,300 SH Sole 450,300
Unitedglobalcom Inc - Cl COM 913247508 5,194 69,200 SH Sole 69,200
Universal Access, Inc. COM 913363107 787 23,500 SH Sole 23,500
Univision Comm - Class A COM 914906102 6,452 57,100 SH Sole 57,100
VERTICALNET INC COM 92532L107 1,238 9,100 SH Sole 9,100
VIANT CORP COM 92553N107 844 25,200 SH Sole 25,200
VIGNETTE CORPORATION COM 926734104 1,378 8,600 SH Sole 8,600
VIXEL CORP COM 928552108 1,074 66,600 SH Sole 66,600
Valassis Communications COM 918866104 2,817 84,550 SH Sole 84,550
Varian Medical Systems COM 92220P105 1,779 39,000 SH Sole 39,000
Varian Semiconductor Equ COM 922207105 1,642 25,800 SH Sole 25,800
Vastar Res Inc COM 922380100 2,333 31,400 SH Sole 31,400
Verisign Inc COM 92343E102 2,586 17,300 SH Sole 17,300
Veritas Software Co COM 923436109 15,979 121,975 SH Sole 121,975
Via Net.Works Inc COM 925912107 547 20,600 SH Sole 20,600
Vintage Pete Inc COM 927460105 616 30,600 SH Sole 30,600
Virata Corp COM 927646109 3,546 35,500 SH Sole 35,500
Vishay Intertechnology I COM 928298108 24,152 434,200 SH Sole 434,200
Voicestream Wireless Cor COM 928615103 4,779 37,100 SH Sole 37,100
WEBTRENDS CORP COM 94844D104 1,483 20,600 SH Sole 20,600
WILLIAMS COMMUNICATIONS COM 969455104 2,666 51,400 SH Sole 51,400
Waddell & Reed Financial COM 930059100 7,282 172,100 SH Sole 172,100
Wal Mart Stores Inc COM 931142103 17,007 301,000 SH Sole 301,000
Washington Post Co COM 939640108 687 1,270 SH Sole 1,270
Watchguard Technologies COM 941105108 2,943 32,700 SH Sole 32,700
Westell Technologies Inc COM 957541105 1,141 35,800 SH Sole 35,800
Wireless Facilities Inc COM 97653A103 1,495 14,200 SH Sole 14,200
Worldgate Communications COM 98156L307 863 28,700 SH Sole 28,700
York Intl Corp COM 986670107 1,157 49,500 SH Sole 49,500
Z-Tel Technologies COM 988792107 1,352 32,200 SH Sole 32,200
Zale Corp COM 988858106 3,648 77,300 SH Sole 77,300
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REPORT SUMMARY 426 DATA RECORDS 2,516,574
</TABLE>
