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 [ X ]; Amendment Number: 1
This Amendment (Check only one.): [ ] is a restatement.
[ X ] 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: Praveen K. Gottipalli
Title: Director of Investments
Phone: (415) 676-4000
Signature, Place, and Date of Signing:
/s/ Praveen K. Gottipalli San Francisco, California 8-4-00
------------------------- ------------------------- ------
[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
------------
Form 13F Information Table Entry Total: 342
------------
Form 13F Information Table Value Total: $ 1,720,234
------------
(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
June 30, 1999
<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
-------------- -------------------- -------- ------ ------------------------- ---- ------ ----
ADC Telecommunications COM 000886101 483 10,600 SH Sole 10,600
AT&T Corp COM 001957109 11,735 210,260 SH Sole 210,260
Abercrombie & Fitch Co-C COM 002896207 6,115 127,400 SH Sole 127,400
Adaptec Inc COM 00651F108 1,300 36,800 SH Sole 36,800
Advo Inc COM 007585102 1,467 70,700 SH Sole 70,700
Affiliated Managers Grou COM 008252108 703 23,300 SH Sole 23,300
Airborne Freight Corp COM 009266107 1,307 47,200 SH Sole 47,200
Alaska Airgroup Inc. COM 011659109 451 10,800 SH Sole 10,800
Albany Intl Corp COM 012348108 1,827 87,000 SH Sole 87,000
Albertsons Inc COM 013104104 16,898 327,726 SH Sole 327,726
Allegheny Energy Inc COM 017361106 1,250 39,000 SH Sole 39,000
Alltel Corp COM 020039103 2,545 35,600 SH Sole 35,600
Alpharma Inc Class A COM 020813101 1,995 56,100 SH Sole 56,100
Amazon.com Inc. COM 023135106 3,053 24,400 SH Sole 24,400
Ambac Inc COM 023139108 4,633 81,100 SH Sole 81,100
American Eagle Outfitter COM 02553E106 3,058 67,200 SH Sole 67,200
American Mgmt Sys Inc COM 027352103 4,835 150,800 SH Sole 150,800
American Std Cos Inc Del COM 029712106 3,922 81,700 SH Sole 81,700
American West Holdings C COM 023657208 846 44,800 SH Sole 44,800
American Wtr Wks Inc COM 030411102 3,124 101,600 SH Sole 101,600
Amerisource Health Corp COM 03071P102 1,035 40,600 SH Sole 40,600
Analog Devices Inc COM 032654105 19,749 393,500 SH Sole 393,500
Anheuser-Busch Co Inc COM 035229103 4,959 69,900 SH Sole 69,900
Anntaylor Stores Corp COM 036115103 6,399 142,200 SH Sole 142,200
Apache Corp COM 037411105 5,944 152,400 SH Sole 152,400
Apria Healthcare Group I COM 037933108 988 58,100 SH Sole 58,100
Ardent Software Inc COM 039794102 1,687 79,400 SH Sole 79,400
Armstrong World Industri COM 042476101 4,995 86,400 SH Sole 86,400
Arvin Inds Inc COM 043339100 4,094 108,100 SH Sole 108,100
Associated Group Inc - C COM 045651106 241 3,700 SH Sole 3,700
Astec Industries Inc COM 046224101 216 5,300 SH Sole 5,300
Astoria Finl Corp COM 046265104 1,428 32,500 SH Sole 32,500
At Home Corp - Ser A COM 045919107 2,195 40,700 SH Sole 40,700
Atwood Oceanics Inc COM 050095108 409 13,100 SH Sole 13,100
Avery Dennison Corp COM 053611109 4,492 74,400 SH Sole 74,400
BE Aerospace Inc COM 073302101 2,413 129,100 SH Sole 129,100
BJ's Wholesale Club Inc COM 05548J106 2,853 94,900 SH Sole 94,900
Banc One Corp COM 06423A103 20,547 344,960 SH Sole 344,960
Barrett Resources Corp COM 068480201 771 20,100 SH Sole 20,100
Bausch & Lomb Inc COM 071707103 5,049 66,000 SH Sole 66,000
Belo A H Corp Del COM 080555105 618 31,400 SH Sole 31,400
Bergen Brunswig Corp COM 083739102 5,003 290,000 SH Sole 290,000
Berkshire Hathaway Inc D COM 084670108 15,571 226 SH Sole 226
Bindley Westn Inds Inc COM 090324104 3,576 155,066 SH Sole 155,066
Biogen Inc COM 090597105 1,222 19,000 SH Sole 19,000
Blyth Inds Inc COM 09643P108 1,258 37,000 SH Sole 37,000
Borg-Warner Automotive I COM 099724106 3,295 59,900 SH Sole 59,900
Brinker International In COM 109641100 3,234 117,600 SH Sole 117,600
Bristol Myers Squibb Co COM 110122108 28,802 408,900 SH Sole 408,900
Buckle Inc COM 118440106 874 30,400 SH Sole 30,400
C&D Technologies Inc. - COM 124661109 818 26,700 SH Sole 26,700
C-Cube Microsystems Inc COM 125015107 1,470 46,400 SH Sole 46,400
CDW Computer Ctrs Inc COM 125129106 2,768 62,900 SH Sole 62,900
CMG Information Services COM 125750109 1,688 14,800 SH Sole 14,800
CNF Transposrtation Inc COM 12612W104 1,717 44,600 SH Sole 44,600
CSG Systems Intl Inc COM 126349109 1,899 72,500 SH Sole 72,500
CTS Corp COM 126501105 1,050 15,000 SH Sole 15,000
Cable Design Technologie COM 126924109 2,052 132,900 SH Sole 132,900
Cal Dive Int'l Inc COM 127914109 266 8,900 SH Sole 8,900
Canadaigua Brands Inc -C COM 137219200 813 15,500 SH Sole 15,500
Capital One Financial Co COM 14040H105 34,988 628,300 SH Sole 628,300
Carlisle Cos Inc COM 142339100 4,172 86,700 SH Sole 86,700
Casella Waste Systems In COM 147448104 829 31,900 SH Sole 31,900
Centex Construction Prod COM 15231R109 703 20,600 SH Sole 20,600
Central Newspapers Inc COM 154647101 1,043 27,800 SH Sole 27,800
Chase Manhattan Corp COM 16161A108 13,468 155,700 SH Sole 155,700
Chesapeake Corp COM 165159104 356 9,500 SH Sole 9,500
Children's Place COM 168905107 292 7,200 SH Sole 7,200
Chris Craft Inds Inc COM 170520100 1,894 40,200 SH Sole 40,200
Ciber Inc COM 17163B102 1,721 90,000 SH Sole 90,000
Cincinnati Bell Inc COM 171870108 9,618 385,700 SH Sole 385,700
Circuit City Stores Inc COM 172737108 14,276 153,500 SH Sole 153,500
Circus Circus Enterprise COM 172909107 5,375 253,700 SH Sole 253,700
Citigroup Inc COM 172967101 36,116 760,347 SH Sole 760,347
Citrix Sys Inc COM 177376100 2,531 44,800 SH Sole 44,800
City National Corp COM 178566105 40,530 1,082,600 SH Sole 1,082,600
Claire's Stores Inc COM 179584107 984 38,200 SH Sole 38,200
Cognex Corp COM 192422103 1,382 43,800 SH Sole 43,800
Commerce Bancorp Inc NJ COM 200519106 1,163 27,213 SH Sole 27,213
Commerce Bancshares Inc COM 200525103 1,615 40,117 SH Sole 40,117
Commscope Inc COM 203372107 12,239 398,000 SH Sole 398,000
Compass Bancshares COM 20449H109 5,006 183,700 SH Sole 183,700
Compuware Corp COM 205638109 10,256 322,400 SH Sole 322,400
Comverse Technology Inc COM 205862402 13,371 177,100 SH Sole 177,100
Concord Communications I COM 206186108 1,634 36,300 SH Sole 36,300
Consolidated Graphics In COM 209341106 345 6,900 SH Sole 6,900
Convergys Corp COM 212485106 6,186 319,300 SH Sole 319,300
Cooper Companies Inc COM 216648402 441 17,700 SH Sole 17,700
Cordant Technologies Inc COM 218412104 5,870 129,900 SH Sole 129,900
Corning Inc COM 219350105 3,934 56,100 SH Sole 56,100
Cost Plus Inc/California COM 221485105 2,789 61,300 SH Sole 61,300
Cullen Frost Bankers Inc COM 229899109 243 8,800 SH Sole 8,800
Cummins Engine Inc COM 231021106 3,033 53,100 SH Sole 53,100
Cypress Semiconductor Co COM 232806109 1,581 92,300 SH Sole 92,300
D R Horton Inc COM 23331A109 10,753 646,800 SH Sole 646,800
Dayton Hudson Corp COM 239753106 28,431 437,400 SH Sole 437,400
Dial Corp COM 25247D101 1,536 41,300 SH Sole 41,300
Diamonds Trust Series I COM 252787106 41,672 381,000 SH Sole 381,000
Dime Bancorp Inc COM 25429Q102 4,442 220,700 SH Sole 220,700
Dollar Thrifty Automotiv COM 256743105 2,176 93,600 SH Sole 93,600
Dollar Tree Stores Inc COM 256747106 7,850 178,400 SH Sole 178,400
Downey Finl Corp COM 261018105 320 14,600 SH Sole 14,600
Dycom Industries Inc COM 267475101 15,677 279,950 SH Sole 279,950
E*Trade Group Inc COM 269246104 1,649 41,300 SH Sole 41,300
E.W. Blanch Holdings Inc COM 093210102 2,196 32,200 SH Sole 32,200
Earthgrains Co COM 270319106 679 26,300 SH Sole 26,300
Ebay Inc COM 278642103 6,100 40,300 SH Sole 40,300
Edwards AG Inc COM 281760108 3,793 117,600 SH Sole 117,600
El Paso Natural Gas COM 283905107 1,914 54,400 SH Sole 54,400
Electronic Arts Inc COM 285512109 1,774 32,700 SH Sole 32,700
Energy East Corp COM 29266M109 6,864 264,000 SH Sole 264,000
Equitable Cos Inc COM 29444G107 19,102 285,100 SH Sole 285,100
Equitable Res Inc COM 294549100 940 24,900 SH Sole 24,900
Ethan Allen Interiors In COM 297602104 2,928 77,550 SH Sole 77,550
FBL Financial Group Inc COM 30239F106 271 13,900 SH Sole 13,900
Factset Research Systems COM 303075105 606 10,700 SH Sole 10,700
Family Dollar Stores COM 307000109 3,979 165,800 SH Sole 165,800
Federal Home Ln Mtg Corp COM 313400301 22,864 394,200 SH Sole 394,200
Federal Natl Mtg Assn COM 313586109 5,665 83,000 SH Sole 83,000
Federated Dept Stores In COM 31410H101 20,201 381,600 SH Sole 381,600
Fidelity National Finl I COM 316326107 3,025 151,260 SH Sole 151,260
Financial Security Assur COM 31769P100 7,540 145,000 SH Sole 145,000
First Amern Finl Corp COM 318522307 2,250 125,900 SH Sole 125,900
First Data Corp COM 319963104 7,003 143,100 SH Sole 143,100
First Tenn Natl Corp COM 337162101 349 9,100 SH Sole 9,100
FirstFed Financial Corp. COM 337907109 2,210 114,800 SH Sole 114,800
Fleet Finl Group Inc New COM 338915101 13,210 297,700 SH Sole 297,700
Florida Progress Corp COM 341109106 2,198 53,200 SH Sole 53,200
Foodmaker Inc New COM 344839204 4,585 161,600 SH Sole 161,600
Fossil Inc COM 349882100 4,850 100,250 SH Sole 100,250
GATX Corp COM 361448103 217 5,700 SH Sole 5,700
Galileo International In COM 363547100 17,442 326,400 SH Sole 326,400
Gallagher (Arthur J) & C COM 363576109 2,921 59,000 SH Sole 59,000
General Cable Corp COM 369300108 528 33,000 SH Sole 33,000
General Dynamics Corp COM 369550108 9,277 134,700 SH Sole 134,700
General Mills Inc COM 370334104 6,438 80,100 SH Sole 80,100
Genesys Telecom Labs Inc COM 371931106 2,740 109,600 SH Sole 109,600
Genrad Inc COM 372447102 1,152 53,900 SH Sole 53,900
Georgia Pacific Timber G COM 373298702 952 37,700 SH Sole 37,700
Great Plains Software In COM 39119E105 576 12,200 SH Sole 12,200
H.B. Fuller Co COM 359694106 2,017 29,500 SH Sole 29,500
HCC Ins Hldgs Inc COM 404132102 234 10,300 SH Sole 10,300
Hambrecht & Quist Group COM 406545103 5,513 149,500 SH Sole 149,500
Harrahs Entmt Inc COM 413619107 975 44,200 SH Sole 44,200
Harte-Hanks Inc COM 416196103 510 18,800 SH Sole 18,800
Hartford Life - Class A COM 416592103 7,810 148,400 SH Sole 148,400
Hasbro Inc COM 418056107 4,224 151,200 SH Sole 151,200
Healthsouth Corp COM 421924101 5,114 343,800 SH Sole 343,800
Helix Technology Corp COM 423319102 218 9,100 SH Sole 9,100
Hertz Corp - Class A COM 428040109 11,166 180,100 SH Sole 180,100
Hilton Hotels Corp COM 432848109 6,285 443,000 SH Sole 443,000
Hollywood Entmt Corp COM 436141105 2,079 106,300 SH Sole 106,300
Hollywood Park Inc COM 436255103 1,765 103,800 SH Sole 103,800
Hormel Foods Corp COM 440452100 3,920 97,400 SH Sole 97,400
Houston Exploration Co COM 442120101 1,424 75,200 SH Sole 75,200
Hudson United Bancorp COM 444165104 3,301 105,200 SH Sole 105,200
IBP Inc COM 449223106 6,971 293,500 SH Sole 293,500
Imperial Bancorp COM 452556103 4,636 233,988 SH Sole 233,988
International Multifoods COM 460043102 686 30,400 SH Sole 30,400
International Papar Co. COM 460146103 4,065 80,900 SH Sole 80,900
Intuit COM 461202103 856 9,500 SH Sole 9,500
Ipalco Enterprises Inc COM 462613100 1,100 51,900 SH Sole 51,900
Jabil Circuit Inc COM 466313103 8,506 188,500 SH Sole 188,500
Jacobs Engineering Group COM 469814107 2,071 54,500 SH Sole 54,500
Jefferson-Pilot Corp COM 475070108 19,168 289,600 SH Sole 289,600
Jeffries Group Inc (New) COM 472319102 1,844 63,600 SH Sole 63,600
Johnson & Johnson COM 478160104 5,615 57,300 SH Sole 57,300
Johnson Ctls Inc COM 478366107 1,733 25,000 SH Sole 25,000
Jones Apparel Group Inc COM 480074103 2,217 64,600 SH Sole 64,600
Keebler Foods Co COM 487256109 1,031 33,800 SH Sole 33,800
Keycorp COM 493267108 10,608 330,200 SH Sole 330,200
Keyspan Energy Corp COM 49337W100 1,435 54,400 SH Sole 54,400
Kimberly Clark Corp COM 494368103 17,482 306,700 SH Sole 306,700
Knight Ridder Inc COM 499040103 14,146 256,900 SH Sole 256,900
L-3 Communications Holdi COM 502424104 1,227 25,400 SH Sole 25,400
LHS Group Inc COM 501938104 325 9,800 SH Sole 9,800
LSI Logic Corp COM 502161102 7,754 168,100 SH Sole 168,100
La Z Boy Inc COM 505336107 766 33,300 SH Sole 33,300
Lafarge Corp COM 505862102 928 26,200 SH Sole 26,200
Lam Resh Corp COM 512807108 1,443 30,900 SH Sole 30,900
Lattice Semiconductor Co COM 518415104 2,204 35,400 SH Sole 35,400
Lauder Estee Cos Inc COM 518439104 241 4,800 SH Sole 4,800
Legg Mason Inc COM 524901105 789 20,500 SH Sole 20,500
Lennar Corp COM 526057104 9,746 406,100 SH Sole 406,100
Level 3 Communications I COM 52729N100 3,309 55,100 SH Sole 55,100
Lexmark Intl Group Inc - COM 529771107 16,048 245,000 SH Sole 245,000
Limited Inc COM 532716107 8,571 188,900 SH Sole 188,900
Lincoln Nat'l Corp COM 534187109 19,748 377,500 SH Sole 377,500
Linens 'N Things Inc COM 535679104 3,426 78,300 SH Sole 78,300
Lone Star Inds Inc COM 542290408 2,487 66,200 SH Sole 66,200
Louis Dreyfus Natural Ga COM 546011107 444 20,600 SH Sole 20,600
Louisiana-Pacific Corpor COM 546347105 10,608 444,300 SH Sole 444,300
Lowes Companies Inc COM 548661107 19,438 342,900 SH Sole 342,900
M & T Bank Corporation COM 55261F104 13,122 23,858 SH Sole 23,858
M.S. Carriers Inc COM 553533100 216 7,300 SH Sole 7,300
MDU Resources Group Inc COM 552690109 440 19,300 SH Sole 19,300
MGM Grand Inc COM 552953101 441 9,000 SH Sole 9,000
Manitowoc Inc COM 563571108 3,725 89,500 SH Sole 89,500
Marshall & Isley Corp. COM 571834100 1,397 21,700 SH Sole 21,700
Martin Marietta Material COM 573284106 1,611 27,300 SH Sole 27,300
Maytag Corp COM 578592107 13,174 188,700 SH Sole 188,700
Mcgraw Hill Cos Inc COM 580645109 5,755 106,700 SH Sole 106,700
Medicis Pharmaceutical-C COM 584690309 1,863 73,400 SH Sole 73,400
Medimmune Inc COM 584699102 10,041 148,200 SH Sole 148,200
Medquist Inc COM 584949101 3,693 84,400 SH Sole 84,400
Men's Wearhouse Inc COM 587118100 2,374 93,100 SH Sole 93,100
Merck & Co COM 589331107 7,112 96,600 SH Sole 96,600
Mercury Interactive Corp COM 589405109 2,614 73,900 SH Sole 73,900
Meredith Corp COM 589433101 918 26,500 SH Sole 26,500
Meritor Automotive Inc COM 59000G100 3,142 123,200 SH Sole 123,200
Metris Companies COM 591598107 1,744 42,800 SH Sole 42,800
Microsoft Corp COM 594918104 34,226 379,500 SH Sole 379,500
Midas Inc COM 595626102 576 20,300 SH Sole 20,300
Midwest Express Hldgs In COM 597911106 1,811 53,250 SH Sole 53,250
Minnesot Power & Light C COM 604110106 1,882 94,700 SH Sole 94,700
Mohawk Inds Inc COM 608190104 5,647 185,900 SH Sole 185,900
Morgan Stanley Group Inc COM 617446448 34,893 340,000 SH Sole 340,000
Mueller Inds Inc COM 624756102 991 29,200 SH Sole 29,200
Murphy Oil Corp COM 626717102 888 18,200 SH Sole 18,200
NVR Inc COM 62944T105 3,564 68,300 SH Sole 68,300
National Computers Sys I COM 635519101 618 18,300 SH Sole 18,300
National Fuel Gas Co N J COM 636180101 1,974 40,700 SH Sole 40,700
National R.V. Holding In COM 637277104 369 15,200 SH Sole 15,200
Nationwide Financial Ser COM 638612101 570 12,600 SH Sole 12,600
Navigant Consulting Co COM 63935N107 2,707 98,000 SH Sole 98,000
New Era of Networks COM 644312100 1,085 24,700 SH Sole 24,700
North Fork Bancorporatio COM 659424105 3,214 150,364 SH Sole 150,364
Office Depot Inc COM 676220106 1,251 56,700 SH Sole 56,700
Ogden Corp COM 676346109 1,183 43,900 SH Sole 43,900
Oge Energy Corp COM 670837103 2,026 85,300 SH Sole 85,300
Owens Corning Fiberglass COM 69073F103 388 11,300 SH Sole 11,300
PACCAR Inc COM 693718108 2,925 54,800 SH Sole 54,800
PFF Bancorp Inc COM 69331W104 482 25,700 SH Sole 25,700
Pacificare Health Sys In COM 695112102 6,892 95,800 SH Sole 95,800
Pall Corp COM 696429307 1,047 47,200 SH Sole 47,200
Payless Shoesource Inc COM 704379106 1,273 23,800 SH Sole 23,800
Pentair Inc COM 709631105 1,469 32,100 SH Sole 32,100
Pharmacia & Upjohn Inc COM 716941109 5,829 102,600 SH Sole 102,600
Philadelphia Suburban Co COM 718009608 715 31,000 SH Sole 31,000
Pinnacle Systems Inc COM 723481107 282 8,400 SH Sole 8,400
Pixar Inc COM 725811103 1,514 35,100 SH Sole 35,100
Popular Inc COM 733174106 1,291 42,600 SH Sole 42,600
Praxair Inc COM 74005P104 6,127 125,200 SH Sole 125,200
Premark Intl Inc COM 740459102 1,151 30,700 SH Sole 30,700
Priority Healthcare Corp COM 74264T102 2,171 62,919 SH Sole 62,919
Progress Software Corp COM 743312100 703 24,900 SH Sole 24,900
Protective Life Corp COM 743674103 1,802 53,000 SH Sole 53,000
Providian Financial Corp COM 74406A102 38,330 411,050 SH Sole 411,050
Public Svc Co N Mex COM 744499104 1,039 52,300 SH Sole 52,300
Qualcomm Inc. COM 747525103 7,405 51,600 SH Sole 51,600
Queens County Bancorp In COM 748242104 317 9,800 SH Sole 9,800
Quickresponse Service In COM 74726X105 398 5,100 SH Sole 5,100
Quiksilver Inc COM 74838C106 1,303 50,000 SH Sole 50,000
Qwest Communications Int COM 749121109 4,027 121,800 SH Sole 121,800
RF Micro Devices Inc COM 749941100 14,724 197,300 SH Sole 197,300
Rational Software Corp COM 75409P202 1,686 51,200 SH Sole 51,200
Reinsurance Group Amer I COM 759351109 2,284 64,800 SH Sole 64,800
Rite Aid Corp COM 767754104 18,094 734,800 SH Sole 734,800
Rohm and Haas Co COM 775371107 5,042 117,600 SH Sole 117,600
Roslyn Bancorp Inc COM 778162107 478 27,790 SH Sole 27,790
Ross Stores Inc COM 778296103 8,785 174,400 SH Sole 174,400
Ryerson Tull Inc COM 78375P107 361 16,000 SH Sole 16,000
S&P 500 Depository Recei COM 78462F103 40,867 298,300 SH Sole 298,300
SFX Entertainment Inc-Cl COM 784178105 800 12,500 SH Sole 12,500
SPS Technologies Inc COM 784626103 761 20,300 SH Sole 20,300
Sabre Group Holdings Inc COM 785905100 6,339 92,200 SH Sole 92,200
Safeway Inc COM 786514208 19,815 400,300 SH Sole 400,300
Schering Plough Corp COM 806605101 1,302 24,800 SH Sole 24,800
Scripps Howard Inc COM 811054204 262 5,500 SH Sole 5,500
Sei Corp COM 784117103 318 3,600 SH Sole 3,600
Semtech Corp. COM 816850101 2,424 46,500 SH Sole 46,500
Shaw Industries Inc COM 820286102 4,034 230,500 SH Sole 230,500
Sherwin Williams Co COM 824348106 4,471 161,100 SH Sole 161,100
Siebel Systems Inc COM 826170102 1,784 26,900 SH Sole 26,900
Sigma-Aldrich COM 826552101 5,049 146,600 SH Sole 146,600
Simpson Manufacturing Co COM 829073105 428 9,000 SH Sole 9,000
Skytel Communications In COM 83087Q104 923 44,100 SH Sole 44,100
Smithfield Foods Inc COM 832248108 829 24,800 SH Sole 24,800
Southdown Inc COM 841297104 4,093 63,700 SH Sole 63,700
Spartech Corp COM 847220209 607 19,200 SH Sole 19,200
Station Casinos Inc COM 857689103 819 40,200 SH Sole 40,200
Sterling Software Inc COM 859547101 5,317 201,100 SH Sole 201,100
Stewart Information Svcs COM 860372101 2,421 114,600 SH Sole 114,600
Stone Energy Corp. COM 861642106 907 21,400 SH Sole 21,400
Sungard Data Sys Inc COM 867363103 4,475 129,700 SH Sole 129,700
Sunrise Assisted Living COM 86768K106 3,167 90,800 SH Sole 90,800
Superior Telecom Inc COM 868365107 663 26,537 SH Sole 26,537
Supervalu Inc COM 868536103 4,189 161,900 SH Sole 161,900
THQ Inc COM 872443403 561 19,500 SH Sole 19,500
TMP Worldwide Inc COM 872941109 3,740 58,900 SH Sole 58,900
Tech Data Corp COM 878237106 1,262 33,000 SH Sole 33,000
Tecumseh Prods Co COM 878895200 2,059 34,000 SH Sole 34,000
Tekelec COM 879101103 1,227 100,700 SH Sole 100,700
Telephone & Data Sys Inc COM 879433100 21,821 298,400 SH Sole 298,400
Tellabs Inc COM 879664100 2,216 32,800 SH Sole 32,800
Teradyne Inc COM 880770102 301 4,200 SH Sole 4,200
Terex Corp New COM 880779103 3,376 110,900 SH Sole 110,900
Texaco Inc COM 881694103 4,641 74,400 SH Sole 74,400
Textron Inc COM 883203101 4,552 55,300 SH Sole 55,300
The Goldman Sachs Group COM 38141G104 4,696 65,000 SH Sole 65,000
The McClatchy Company COM 579489105 2,537 76,600 SH Sole 76,600
Tidewater Inc COM 886423102 4,538 148,800 SH Sole 148,800
Tiffany & Co New COM 886547108 4,893 50,700 SH Sole 50,700
Times Mirror Co. Cl-A COM 887364107 7,525 127,000 SH Sole 127,000
Tjx Cos Inc New COM 872540109 13,482 404,700 SH Sole 404,700
Torchmark Corp COM 891027104 8,381 245,600 SH Sole 245,600
Tower Automotive Inc COM 891707101 2,648 104,100 SH Sole 104,100
Toys R Us COM 892335100 3,815 184,400 SH Sole 184,400
Tribune Co New COM 896047107 12,485 143,300 SH Sole 143,300
Trigon Healthcare Inc COM 89618L100 2,350 64,600 SH Sole 64,600
U.S. Trust Corp COM 91288L105 2,636 28,500 SH Sole 28,500
UAL Corp COM 902549500 1,079 16,700 SH Sole 16,700
USFreightways Corp COM 916906100 1,352 29,200 SH Sole 29,200
USG Corp COM 903293405 5,863 104,700 SH Sole 104,700
Union Carbide Corp COM 905581104 3,305 67,800 SH Sole 67,800
Union Pac Corp COM 907818108 8,426 144,500 SH Sole 144,500
Unionbancal Corportion COM 908906100 2,977 82,400 SH Sole 82,400
Uniphase Corp COM 909149106 9,030 54,400 SH Sole 54,400
United Int'l Holdings - COM 910734102 893 13,200 SH Sole 13,200
United States Cellular C COM 911684108 439 8,200 SH Sole 8,200
United Technologies Corp COM 913017109 9,922 137,800 SH Sole 137,800
Unitrode Corp COM 913283107 528 18,400 SH Sole 18,400
Universal Corp Va COM 913456109 546 19,200 SH Sole 19,200
Univision Comm - Class A COM 914906102 6,747 103,800 SH Sole 103,800
Utilicorp United Inc COM 918005109 3,959 162,850 SH Sole 162,850
Valassis Communications COM 918866104 8,872 242,250 SH Sole 242,250
Vastar Res Inc COM 922380100 3,068 58,500 SH Sole 58,500
Veritas Software Co COM 923436109 7,054 74,300 SH Sole 74,300
Viad Corp. COM 92552R109 619 20,000 SH Sole 20,000
Vishay Intertechnology I COM 928298108 1,376 65,500 SH Sole 65,500
Visx Inc COM 92844S105 10,722 135,400 SH Sole 135,400
Washington Mut Inc COM 939322103 1,319 37,100 SH Sole 37,100
Waste Management Inc COM 94106L109 3,789 70,500 SH Sole 70,500
Western Resources Inc. COM 959425109 1,046 39,300 SH Sole 39,300
Westpoint Stevens Inc COM 961238102 489 16,400 SH Sole 16,400
Westwood One Inc COM 961815107 628 17,600 SH Sole 17,600
Whirlpool Corp COM 963320106 5,639 76,200 SH Sole 76,200
World Color Press Inc COM 981443104 3,619 131,600 SH Sole 131,600
Xircom Inc COM 983922105 1,383 46,000 SH Sole 46,000
Yahoo Inc COM 984332106 5,219 30,300 SH Sole 30,300
York Intl Corp COM 986670107 5,056 118,100 SH Sole 118,100
Zale Corp COM 988858106 5,212 130,300 SH Sole 130,300
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Total 342 DATA RECORDS $ 1,720,234 37,521,081
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