UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
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 manger 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 2/11/00
-------------------- -------------------------- -------
[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).
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
NONE
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
------------
Form 13F Information Table Entry Total: 422
------------
Form 13F Information Table Value Total: $ 1,949,395
------------
(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 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
Public
December 31, 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
- -------------------------- -------------- --------- ------- --------- --- --- ------- -------- ---------- ------ ----
3Com Corp COM 885535104 20,647 439,300.00 SH Sole 439,300.00
AK Steel Hldgs Corp COM 001547108 1,676 88,800.00 SH Sole 88,800.00
AMFM Inc COM 001693100 2,481 31,700.00 SH Sole 31,700.00
AVX Corp COM 002444107 1,948 39,000.00 SH Sole 39,000.00
AXA Financial Inc COM 002451102 30,848 907,300.00 SH Sole 907,300.00
Advo Inc COM 007585102 1,271 53,500.00 SH Sole 53,500.00
Affiliated Computer Serv COM 008190100 1,035 22,500.00 SH Sole 22,500.00
Affiliated Managers Grou COM 008252108 1,630 40,300.00 SH Sole 40,300.00
Allegheny Energy Inc COM 017361106 1,646 61,100.00 SH Sole 61,100.00
Alliant Techsystems Inc COM 018804104 661 10,600.00 SH Sole 10,600.00
Allmerica Financial Corp COM 019754100 14,385 258,600.00 SH Sole 258,600.00
Alltel Corp COM 020039103 17,149 207,400.00 SH Sole 207,400.00
Alpharma Inc Class A COM 020813101 2,712 88,200.00 SH Sole 88,200.00
Amazon.com Inc. COM 023135106 3,867 50,800.00 SH Sole 50,800.00
Ambac Inc COM 023139108 7,165 137,300.00 SH Sole 137,300.00
Amdocs LTD COM G02602103 7,086 205,400.00 SH Sole 205,400.00
American Eagle Outfitter COM 02553E106 3,110 69,100.00 SH Sole 69,100.00
American Mgmt Sys Inc COM 027352103 5,553 177,000.00 SH Sole 177,000.00
American Std Cos Inc Del COM 029712106 807 17,600.00 SH Sole 17,600.00
American West Holdings C COM 023657208 930 44,800.00 SH Sole 44,800.00
American Wtr Wks Inc COM 030411102 1,252 58,900.00 SH Sole 58,900.00
Amkor Technology Inc COM 031652100 2,204 78,000.00 SH Sole 78,000.00
Andrew Corp COM 034425108 1,064 56,200.00 SH Sole 56,200.00
Anheuser-Busch Co Inc COM 035229103 9,646 136,100.00 SH Sole 136,100.00
Anixter Int'l Inc COM 035290105 606 29,400.00 SH Sole 29,400.00
Anntaylor Stores Corp COM 036115103 2,572 74,700.00 SH Sole 74,700.00
Apache Corp COM 037411105 2,187 59,200.00 SH Sole 59,200.00
Applied Materials Inc COM 038222105 14,202 112,100.00 SH Sole 112,100.00
Arden Realty Inc COM 039793104 718 35,800.00 SH Sole 35,800.00
Ariba Inc COM 04033V104 1,721 9,700.00 SH Sole 9,700.00
Arvin Inds Inc COM 043339100 3,030 106,800.00 SH Sole 106,800.00
Astoria Finl Corp COM 046265104 1,498 49,200.00 SH Sole 49,200.00
At Home Corp - Ser A COM 045919107 2,590 60,400.00 SH Sole 60,400.00
Atmi Inc COM 00207R101 612 18,500.00 SH Sole 18,500.00
Autodesk Inc COM 052769106 641 19,000.00 SH Sole 19,000.00
BISYS Group Inc COM 055472104 1,077 16,500.00 SH Sole 16,500.00
BJ's Wholesale Club Inc COM 05548J106 4,442 121,700.00 SH Sole 121,700.00
BROCADE COMMUNICATIONS COM 111621108 1,664 9,400.00 SH Sole 9,400.00
Ball Corp COM 058498106 689 17,500.00 SH Sole 17,500.00
Bank United Corp - Class COM 065412108 820 30,100.00 SH Sole 30,100.00
Bausch & Lomb Inc COM 071707103 8,733 127,600.00 SH Sole 127,600.00
Bea Systems Inc COM 073325102 1,133 16,200.00 SH Sole 16,200.00
Bell & Howell Company COM 077852101 223 7,000.00 SH Sole 7,000.00
Bellsouth Corp COM 079860102 12,916 275,900.00 SH Sole 275,900.00
Belo A H Corp Del COM 080555105 599 31,400.00 SH Sole 31,400.00
Bemis Inc COM 081437105 725 20,800.00 SH Sole 20,800.00
Berkshire Hathaway Inc D COM 084670108 11,781 210.00 SH Sole 210.00
Bindview Develpment Corp COM 090327107 338 6,800.00 SH Sole 6,800.00
Biogen Inc COM 090597105 14,982 177,300.00 SH Sole 177,300.00
Black Box Corp Del COM 091826107 2,218 33,100.00 SH Sole 33,100.00
Borg-Warner Automotive I COM 099724106 1,332 32,900.00 SH Sole 32,900.00
Boston Properties Inc COM 101121101 778 25,000.00 SH Sole 25,000.00
Brinker International In COM 109641100 3,209 133,000.00 SH Sole 133,000.00
Bristol Myers Squibb Co COM 110122108 28,255 440,200.00 SH Sole 440,200.00
Broadcom Corp-Cl A COM 111320107 6,374 23,400.00 SH Sole 23,400.00
Broadvision Inc COM 111412102 1,939 11,400.00 SH Sole 11,400.00
Broadwing Inc COM 111620100 32,734 887,700.00 SH Sole 887,700.00
Burlington Northern Inc COM 12189T104 4,139 170,700.00 SH Sole 170,700.00
C Tec Corp COM 203349105 307 5,800.00 SH Sole 5,800.00
C&D Technologies Inc. - COM 124661109 633 14,900.00 SH Sole 14,900.00
CDW Computer Ctrs Inc COM 125129106 3,043 38,700.00 SH Sole 38,700.00
CMG Information Services COM 125750109 10,134 36,600.00 SH Sole 36,600.00
CNF Transposrtation Inc COM 12612W104 1,787 51,800.00 SH Sole 51,800.00
CSG Systems Intl Inc COM 126349109 3,497 87,700.00 SH Sole 87,700.00
CTS Corp COM 126501105 5,239 69,500.00 SH Sole 69,500.00
Cable Design Technologie COM 126924109 6,320 274,800.00 SH Sole 274,800.00
Cadence Design System In COM 127387108 14,974 623,900.00 SH Sole 623,900.00
Cal Dive Int'l Inc COM 127914109 510 15,400.00 SH Sole 15,400.00
Calpine Corp COM 131347106 3,219 50,300.00 SH Sole 50,300.00
Canandaigua Brands Inc - COM 137219200 479 9,400.00 SH Sole 9,400.00
Capital One Financial Co COM 14040H105 18,567 385,300.00 SH Sole 385,300.00
Carlisle Cos Inc COM 142339100 1,685 46,800.00 SH Sole 46,800.00
Carramerica Realty Corp COM 144418100 201 9,400.00 SH Sole 9,400.00
Carrier Access Corp COM 144460102 2,383 35,400.00 SH Sole 35,400.00
Celestica Inc COM 15101Q108 2,436 43,900.00 SH Sole 43,900.00
Centex Construction Prod COM 15231R109 1,498 38,400.00 SH Sole 38,400.00
Central Newspapers Inc COM 154647101 3,040 77,200.00 SH Sole 77,200.00
Centurytel Inc COM 156700106 8,641 182,400.00 SH Sole 182,400.00
Charter One Finl Inc COM 160903100 922 48,195.00 SH Sole 48,195.00
Chase Manhattan Corp COM 16161A108 16,920 217,800.00 SH Sole 217,800.00
Chris Craft Inds Inc COM 170520100 2,157 29,900.00 SH Sole 29,900.00
Church & Dwight Inc COM 171340102 1,943 72,800.00 SH Sole 72,800.00
Ciena Corp COM 171779101 247 4,300.00 SH Sole 4,300.00
Cigna Corp COM 125509109 7,049 87,500.00 SH Sole 87,500.00
Circuit City Stores Inc COM 172737108 5,331 118,300.00 SH Sole 118,300.00
Cisco Sys Inc COM 17275R102 30,391 283,700.00 SH Sole 283,700.00
Citigroup Inc COM 172967101 29,630 532,072.00 SH Sole 532,072.00
City National Corp COM 178566105 35,905 1,090,100.00 SH Sole 1,090,100.00
Cognex Corp COM 192422103 2,059 52,800.00 SH Sole 52,800.00
Comdisco Inc COM 200336105 749 20,100.00 SH Sole 20,100.00
Commerce Bancorp Inc NJ COM 200519106 759 18,781.00 SH Sole 18,781.00
Commerce Bancshares Inc COM 200525103 2,032 59,990.00 SH Sole 59,990.00
Commerce One Inc COM 200693109 688 3,500.00 SH Sole 3,500.00
Commscope Inc COM 203372107 2,463 61,100.00 SH Sole 61,100.00
Compass Bancshares COM 20449H109 2,965 132,900.00 SH Sole 132,900.00
Concord Communications I COM 206186108 3,075 69,300.00 SH Sole 69,300.00
Conexant Systems COM 207142100 1,918 28,900.00 SH Sole 28,900.00
Cooper Companies Inc COM 216648402 2,835 94,100.00 SH Sole 94,100.00
Cordant Technologies Inc COM 218412104 1,300 39,400.00 SH Sole 39,400.00
Corn Products Intl Inc COM 219023108 1,058 32,300.00 SH Sole 32,300.00
Cost Plus Inc/California COM 221485105 1,024 28,750.00 SH Sole 28,750.00
Cox Radio Inc COM 224051102 339 3,400.00 SH Sole 3,400.00
Credence Sys Corp COM 225302108 1,349 15,600.00 SH Sole 15,600.00
Crescent Real Estate Eqt COM 225756105 2,080 113,200.00 SH Sole 113,200.00
Cytec Industries Inc COM 232820100 810 35,200.00 SH Sole 35,200.00
DST Systems Inc COM 233326107 4,502 59,000.00 SH Sole 59,000.00
Dallas Semiconductor Cor COM 235204104 1,624 25,200.00 SH Sole 25,200.00
Darden Restaurants Inc COM 237194105 946 52,200.00 SH Sole 52,200.00
Dial Corp COM 25247D101 941 38,700.00 SH Sole 38,700.00
Diamonds Trust Series I COM 252787106 29,880 259,400.00 SH Sole 259,400.00
Dime Bancorp Inc COM 25429Q102 3,172 209,700.00 SH Sole 209,700.00
Dollar Thrifty Automotiv COM 256743105 2,011 84,000.00 SH Sole 84,000.00
Dollar Tree Stores Inc COM 256747106 8,089 167,000.00 SH Sole 167,000.00
Donaldson Inc COM 257651109 202 8,400.00 SH Sole 8,400.00
Doubleclick Inc COM 258609304 1,898 7,500.00 SH Sole 7,500.00
Dover Corp COM 260003108 10,527 232,000.00 SH Sole 232,000.00
Dow Chem Co COM 260543103 16,543 123,800.00 SH Sole 123,800.00
Earthgrains Co COM 270319106 1,008 62,500.00 SH Sole 62,500.00
Ebay Inc COM 278642103 3,105 24,800.00 SH Sole 24,800.00
Edwards AG Inc COM 281760108 3,738 116,600.00 SH Sole 116,600.00
Electronic Data Sys New COM 285661104 12,872 192,300.00 SH Sole 192,300.00
Electronics for Imaging COM 286082102 4,156 71,500.00 SH Sole 71,500.00
Energy East Corp COM 29266M109 6,287 302,100.00 SH Sole 302,100.00
Entercom Communications COM 293639100 205 3,100.00 SH Sole 3,100.00
Equitable Res Inc COM 294549100 1,138 34,100.00 SH Sole 34,100.00
Exodus Communications In COM 302088109 1,741 19,600.00 SH Sole 19,600.00
Expeditors Intl Wash Inc COM 302130109 2,681 61,200.00 SH Sole 61,200.00
F M C Corp COM 302491303 1,009 17,600.00 SH Sole 17,600.00
FAIRCHILD SEMICON INTL - COM 303726103 821 27,600.00 SH Sole 27,600.00
FOUNDRY NETWORKS INC COM 35063R100 2,323 7,700.00 SH Sole 7,700.00
Factset Research Systems COM 303075105 1,473 18,500.00 SH Sole 18,500.00
Family Dollar Stores COM 307000109 1,579 96,800.00 SH Sole 96,800.00
Federal Natl Mtg Assn COM 313586109 6,787 108,700.00 SH Sole 108,700.00
Federal Realty Invs Trus COM 313747206 781 41,500.00 SH Sole 41,500.00
Felcor Lodging Trust Inc COM 31430F101 1,339 76,500.00 SH Sole 76,500.00
Financial Security Assur COM 31769P100 6,333 121,500.00 SH Sole 121,500.00
First Data Corp COM 319963104 6,258 126,900.00 SH Sole 126,900.00
FirstFed Financial Corp. COM 337907109 509 36,200.00 SH Sole 36,200.00
Firstar Corp COM 33763V109 8,279 391,900.00 SH Sole 391,900.00
Ford Motor Corp COM 345370100 6,883 129,100.00 SH Sole 129,100.00
Fossil Inc COM 349882100 4,036 174,525.00 SH Sole 174,525.00
GATX Corp COM 361448103 348 10,300.00 SH Sole 10,300.00
Gallagher (Arthur J) & C COM 363576109 1,412 21,800.00 SH Sole 21,800.00
Gannett Inc Del COM 364730101 13,026 159,700.00 SH Sole 159,700.00
Gap Inc Del COM 364760108 14,278 310,400.00 SH Sole 310,400.00
Genentech Inc COM 368710406 377 2,800.00 SH Sole 2,800.00
General Dynamics Corp COM 369550108 1,182 22,400.00 SH Sole 22,400.00
General Mills Inc COM 370334104 11,072 309,700.00 SH Sole 309,700.00
General Motors Corp COM 370442105 4,441 61,100.00 SH Sole 61,100.00
Genrad Inc COM 372447102 285 17,700.00 SH Sole 17,700.00
Georgia Pacific Timber G COM 373298702 547 22,200.00 SH Sole 22,200.00
Go2net Inc COM 383486107 5,638 64,800.00 SH Sole 64,800.00
Golden State Bancorp COM 381197102 300 17,400.00 SH Sole 17,400.00
Goodrich B F Co COM 382388106 1,059 38,500.00 SH Sole 38,500.00
Great Plains Software In COM 39119E105 561 7,500.00 SH Sole 7,500.00
H.B. Fuller Co COM 359694106 2,086 37,300.00 SH Sole 37,300.00
Hadco Corp COM 404681108 235 4,600.00 SH Sole 4,600.00
Harland (John H.) Co. COM 412693103 309 16,900.00 SH Sole 16,900.00
Harman Intl Inds Inc COM 413086109 1,021 18,200.00 SH Sole 18,200.00
Harmonic Inc COM 413160102 3,275 34,500.00 SH Sole 34,500.00
Harrahs Entmt Inc COM 413619107 1,354 51,200.00 SH Sole 51,200.00
Hartford Life - Class A COM 416592103 3,137 71,300.00 SH Sole 71,300.00
Health Mgmt Assoc Inc Ne COM 421933102 1,644 122,900.00 SH Sole 122,900.00
Healthcare Realty Trust COM 421946104 1,111 71,100.00 SH Sole 71,100.00
Helix Technology Corp COM 423319102 708 15,800.00 SH Sole 15,800.00
Heller Financial Inc COM 423328103 405 20,200.00 SH Sole 20,200.00
Hertz Corp - Class A COM 428040109 8,561 170,800.00 SH Sole 170,800.00
Highwoods Properties Inc COM 431284108 1,155 48,900.00 SH Sole 48,900.00
Hispanic Broadcasting Co COM 43357B104 5,773 62,600.00 SH Sole 62,600.00
Hollywood Entmt Corp COM 436141105 689 47,500.00 SH Sole 47,500.00
Hollywood Park Inc COM 436255103 3,141 140,000.00 SH Sole 140,000.00
Home Depot Inc COM 437076102 14,252 207,300.00 SH Sole 207,300.00
Hormel Foods Corp COM 440452100 4,558 112,200.00 SH Sole 112,200.00
Hospitality Properties T COM 44106M102 669 35,100.00 SH Sole 35,100.00
Houghton Mifflin Co COM 441560109 211 5,000.00 SH Sole 5,000.00
Houston Exploration Co COM 442120101 1,454 73,400.00 SH Sole 73,400.00
Hudson United Bancorp COM 444165104 3,205 125,390.00 SH Sole 125,390.00
IBP Inc COM 449223106 6,089 338,300.00 SH Sole 338,300.00
INFOSPACE.COM INC COM 45678T102 1,626 7,600.00 SH Sole 7,600.00
Imation Corp COM 45245A107 3,105 92,500.00 SH Sole 92,500.00
Immunex Corp. COM 452528102 2,300 21,000.00 SH Sole 21,000.00
In Focus Sys Inc COM 452919103 1,503 64,800.00 SH Sole 64,800.00
Inet Technologies Inc COM 45662V105 866 12,400.00 SH Sole 12,400.00
Inktomi Corp COM 457277101 692 7,800.00 SH Sole 7,800.00
Interim Services Inc COM 45868P100 2,906 117,400.00 SH Sole 117,400.00
International Business M COM 459200101 5,448 50,500.00 SH Sole 50,500.00
International Home Foods COM 459655106 610 35,100.00 SH Sole 35,100.00
Intervoice Inc COM 461142101 1,932 83,100.00 SH Sole 83,100.00
Intuit COM 461202103 3,572 59,600.00 SH Sole 59,600.00
Investment Techologies G COM 46145F105 715 24,886.00 SH Sole 24,886.00
Ipalco Enterprises Inc COM 462613100 259 15,200.00 SH Sole 15,200.00
JDS Uniphase Corp COM 46612J101 9,840 61,000.00 SH Sole 61,000.00
JUNIPER NETWORKS INC COM 48203R104 306 900.00 SH Sole 900.00
Jabil Circuit Inc COM 466313103 2,263 31,000.00 SH Sole 31,000.00
Jack In The Box Inc. COM 466367109 2,429 117,400.00 SH Sole 117,400.00
Jacobs Engineering Group COM 469814107 273 8,400.00 SH Sole 8,400.00
Jefferson-Pilot Corp COM 475070108 5,112 74,900.00 SH Sole 74,900.00
Jeffries Group Inc (New) COM 472319102 730 33,200.00 SH Sole 33,200.00
Johnson & Johnson COM 478160104 25,289 271,200.00 SH Sole 271,200.00
Jones Apparel Group Inc COM 480074103 2,116 78,000.00 SH Sole 78,000.00
Kansas City Southern Ind COM 485170104 10,970 147,000.00 SH Sole 147,000.00
Keebler Foods Co COM 487256109 2,320 82,500.00 SH Sole 82,500.00
Kemet Corp COM 488360108 2,848 63,200.00 SH Sole 63,200.00
Kerr-McGee Corp COM 492386107 8,395 135,400.00 SH Sole 135,400.00
Keyspan Energy Corp COM 49337W100 3,494 150,700.00 SH Sole 150,700.00
Kilroy Realty Corp COM 49427F108 700 31,300.00 SH Sole 31,300.00
Kimberly Clark Corp COM 494368103 21,719 331,900.00 SH Sole 331,900.00
King Pharmaceuticals Inc COM 495582108 1,264 22,550.00 SH Sole 22,550.00
Knight Ridder Inc COM 499040103 11,114 186,600.00 SH Sole 186,600.00
Knight/Trimark Group Inc COM 499067106 451 9,800.00 SH Sole 9,800.00
Kronos Inc COM 501052104 456 7,600.00 SH Sole 7,600.00
LNR Property Corp COM 501940100 203 10,200.00 SH Sole 10,200.00
LSI Logic Corp COM 502161102 11,327 167,800.00 SH Sole 167,800.00
La Z Boy Inc COM 505336107 481 28,600.00 SH Sole 28,600.00
Legato Sys Inc COM 524651106 275 4,000.00 SH Sole 4,000.00
Lennar Corp COM 526057104 322 19,800.00 SH Sole 19,800.00
Level 3 Communications I COM 52729N100 3,840 46,900.00 SH Sole 46,900.00
Liberty Digital Inc-A COM 530436104 290 3,900.00 SH Sole 3,900.00
Limited Inc COM 532716107 21,292 491,600.00 SH Sole 491,600.00
Lincare Hldgs Inc COM 532791100 1,762 50,800.00 SH Sole 50,800.00
Lincoln Nat'l Corp COM 534187109 6,684 167,100.00 SH Sole 167,100.00
Linear Technology Corp COM 535678106 1,782 24,900.00 SH Sole 24,900.00
Linens 'N Things Inc COM 535679104 2,711 91,500.00 SH Sole 91,500.00
Louis Dreyfus Natural Ga COM 546011107 373 20,600.00 SH Sole 20,600.00
Lowes Companies Inc COM 548661107 8,066 135,000.00 SH Sole 135,000.00
Lubrizol Corp COM 549271104 3,535 114,500.00 SH Sole 114,500.00
Lycos Inc COM 550818108 517 6,500.00 SH Sole 6,500.00
M & T Bank Corporation COM 55261F104 9,925 23,958.00 SH Sole 23,958.00
M.S. Carriers Inc COM 553533100 318 13,300.00 SH Sole 13,300.00
MDU Resources Group Inc COM 552690109 768 38,400.00 SH Sole 38,400.00
MGM Grand Inc COM 552953101 1,167 23,200.00 SH Sole 23,200.00
Macerich Company (The) COM 554382101 801 38,500.00 SH Sole 38,500.00
Mack-Cali Realty Corp COM 554489104 456 17,500.00 SH Sole 17,500.00
Mail-Well Inc. COM 560321200 1,910 141,500.00 SH Sole 141,500.00
Mandalay Resort Group COM 562567107 3,753 186,500.00 SH Sole 186,500.00
Manitowoc Inc COM 563571108 2,992 88,000.00 SH Sole 88,000.00
Marshall & Isley Corp. COM 571834100 4,554 72,500.00 SH Sole 72,500.00
Maxim Integrated Prods I COM 57772K101 1,972 41,800.00 SH Sole 41,800.00
Maytag Corp COM 578592107 6,480 135,000.00 SH Sole 135,000.00
McCormick & Co Inc COM 579780206 1,244 41,800.00 SH Sole 41,800.00
Mcgraw Hill Cos Inc COM 580645109 283 4,600.00 SH Sole 4,600.00
Medimmune Inc COM 584699102 8,344 50,300.00 SH Sole 50,300.00
Medquist Inc COM 584949101 4,584 177,600.00 SH Sole 177,600.00
Mercantile Bankshares Co COM 587405101 1,450 45,400.00 SH Sole 45,400.00
Merck & Co COM 589331107 18,779 279,500.00 SH Sole 279,500.00
Mercury Computer Systems COM 589378108 567 16,200.00 SH Sole 16,200.00
Mercury Interactive Corp COM 589405109 16,007 148,300.00 SH Sole 148,300.00
Meredith Corp COM 589433101 2,376 57,000.00 SH Sole 57,000.00
Meritor Automotive Inc COM 59000G100 1,773 91,500.00 SH Sole 91,500.00
Methode Electronics-Cl A COM 591520200 842 26,200.00 SH Sole 26,200.00
Metris Companies COM 591598107 6,149 172,300.00 SH Sole 172,300.00
Metromedia Fiber Network COM 591689104 1,568 32,700.00 SH Sole 32,700.00
Micromuse Inc COM 595094103 1,071 6,300.00 SH Sole 6,300.00
Micros Sys Inc COM 594901100 252 3,400.00 SH Sole 3,400.00
Microsoft Corp COM 594918104 17,279 148,000.00 SH Sole 148,000.00
Midas Inc COM 595626102 444 20,300.00 SH Sole 20,300.00
Millipore Corp COM 601073109 676 17,500.00 SH Sole 17,500.00
Mills Corp COM 601148109 191 10,700.00 SH Sole 10,700.00
Minnesot Power & Light C COM 604110106 1,833 108,200.00 SH Sole 108,200.00
Mohawk Inds Inc COM 608190104 3,205 121,500.00 SH Sole 121,500.00
Morgan Stanley Group Inc COM 617446448 32,033 224,400.00 SH Sole 224,400.00
Murphy Oil Corp COM 626717102 1,044 18,200.00 SH Sole 18,200.00
NCO Group Inc COM 628858102 1,994 66,200.00 SH Sole 66,200.00
NVIDIA CORP COM 67066G104 737 15,700.00 SH Sole 15,700.00
NVR Inc COM 62944T105 5,042 105,600.00 SH Sole 105,600.00
Nabisco Hldgs Corp COM 629526104 599 19,000.00 SH Sole 19,000.00
Nasdaq-100 Shares COM 631100104 3,856 21,100.00 SH Sole 21,100.00
Nat'l Health Investors I COM 63633D104 887 59,600.00 SH Sole 59,600.00
National Computers Sys I COM 635519101 689 18,300.00 SH Sole 18,300.00
National Data Corp COM 635621105 2,148 63,300.00 SH Sole 63,300.00
National Fuel Gas Co N J COM 636180101 1,879 40,400.00 SH Sole 40,400.00
National R.V. Holding In COM 637277104 506 26,300.00 SH Sole 26,300.00
National Semiconductor C COM 637640103 11,136 260,100.00 SH Sole 260,100.00
Nationwide Financial Ser COM 638612101 1,112 39,800.00 SH Sole 39,800.00
Navistar Intl Corp New COM 63934E108 1,015 21,600.00 SH Sole 21,600.00
Network Solutions Inc Cl COM 64121Q102 11,357 52,200.00 SH Sole 52,200.00
New York Times Co CL A COM 650111107 6,701 136,400.00 SH Sole 136,400.00
Noble Drilling Corp COM 655042109 5,692 173,800.00 SH Sole 173,800.00
North Fork Bancorporatio COM 659424105 1,786 102,764.00 SH Sole 102,764.00
Northwestern Corp COM 668074107 297 13,500.00 SH Sole 13,500.00
Novellus Systems Inc. COM 670008101 9,766 79,700.00 SH Sole 79,700.00
Nucor Corp COM 670346105 7,690 140,300.00 SH Sole 140,300.00
Oge Energy Corp COM 670837103 1,807 95,100.00 SH Sole 95,100.00
Oshkosh Truck Corp COM 688239201 300 10,250.00 SH Sole 10,250.00
PC Connection Inc COM 69318J100 614 17,800.00 SH Sole 17,800.00
PE Corp-PE Biosystems Gr COM 69332S102 11,586 96,300.00 SH Sole 96,300.00
PFF Bancorp Inc COM 69331W104 546 28,200.00 SH Sole 28,200.00
PMI Group Inc COM 69344M101 5,167 105,850.00 SH Sole 105,850.00
PNC Bank Corp COM 693475105 5,233 117,600.00 SH Sole 117,600.00
Pacificare Health Sys In COM 695112102 482 9,100.00 SH Sole 9,100.00
Pall Corp COM 696429307 1,186 55,000.00 SH Sole 55,000.00
Philadelphia Suburban Co COM 718009608 552 26,700.00 SH Sole 26,700.00
Phone.com Inc COM 71920Q100 1,646 14,200.00 SH Sole 14,200.00
Pinnacle Systems Inc COM 723481107 2,112 51,900.00 SH Sole 51,900.00
Pixar Inc COM 725811103 3,612 102,100.00 SH Sole 102,100.00
Polycom Inc COM 73172K104 777 12,200.00 SH Sole 12,200.00
Popular Inc COM 733174106 1,048 37,500.00 SH Sole 37,500.00
Portal Software COM 736126103 1,358 13,200.00 SH Sole 13,200.00
Potlatch Corp COM 737628107 741 16,600.00 SH Sole 16,600.00
Power Intergrations Inc COM 739276103 5,302 110,600.00 SH Sole 110,600.00
Powerwave Technologies I COM 739363109 555 9,500.00 SH Sole 9,500.00
Prentiss Properties Trus COM 740706106 772 36,100.00 SH Sole 36,100.00
Price Communications Cor COM 741437305 1,040 37,390.00 SH Sole 37,390.00
Price T Rowe & Assoc COM 741477103 5,659 153,200.00 SH Sole 153,200.00
Priceline.com Inc COM 741503106 3,359 70,900.00 SH Sole 70,900.00
Priority Healthcare Corp COM 74264T102 2,201 76,069.00 SH Sole 76,069.00
Procter & Gamble Co COM 742718109 21,321 194,600.00 SH Sole 194,600.00
Progress Software Corp COM 743312100 891 15,700.00 SH Sole 15,700.00
Provident Bancorp Inc COM 743866105 273 7,600.00 SH Sole 7,600.00
Providian Financial Corp COM 74406A102 29,818 327,450.00 SH Sole 327,450.00
Proxicom Inc COM 744282104 398 3,200.00 SH Sole 3,200.00
Public Svc Co N Mex COM 744499104 1,276 78,500.00 SH Sole 78,500.00
Qlogic Corp COM 747277101 9,017 56,400.00 SH Sole 56,400.00
Quanta Services Inc COM 74762E102 523 18,500.00 SH Sole 18,500.00
Quickresponse Service In COM 74726X105 1,092 10,400.00 SH Sole 10,400.00
Quiksilver Inc COM 74838C106 1,149 74,100.00 SH Sole 74,100.00
Qwest Communications Int COM 749121109 6,278 146,000.00 SH Sole 146,000.00
R.H. Donnelley Corp COM 74955W307 455 24,100.00 SH Sole 24,100.00
RF Micro Devices Inc COM 749941100 11,915 174,100.00 SH Sole 174,100.00
Ralston Purina Co COM 751277302 4,895 175,600.00 SH Sole 175,600.00
Realnetworks Inc COM 75605L104 1,504 12,500.00 SH Sole 12,500.00
Red Hat Inc COM 756577102 2,113 10,000.00 SH Sole 10,000.00
Regency Realty Corp COM 758939102 382 19,100.00 SH Sole 19,100.00
Roslyn Bancorp Inc COM 778162107 3,907 211,190.00 SH Sole 211,190.00
Ross Stores Inc COM 778296103 2,651 147,800.00 SH Sole 147,800.00
Rouse Co COM 779273101 1,086 51,100.00 SH Sole 51,100.00
Ryerson Tull Inc COM 78375P107 1,057 54,400.00 SH Sole 54,400.00
Ryland Group Inc COM 783764103 240 10,400.00 SH Sole 10,400.00
S & P 400 Mid-Cap Dep Re COM 595635103 28,775 354,700.00 SH Sole 354,700.00
S&P 500 Depository Recei COM 78462F103 29,728 202,400.00 SH Sole 202,400.00
SBC Communications Inc COM 78387G103 1,970 40,401.00 SH Sole 40,401.00
SERENA SOFTWARE INC COM 817492101 1,470 47,500.00 SH Sole 47,500.00
SL Green Realty Corp COM 78440X101 474 21,800.00 SH Sole 21,800.00
SPS Technologies Inc COM 784626103 770 24,100.00 SH Sole 24,100.00
SPX Corp COM 784635104 1,592 19,700.00 SH Sole 19,700.00
SYCAMORE NETWORKS INC COM 871206108 2,741 8,900.00 SH Sole 8,900.00
Safeguard Scientifics In COM 786449108 2,331 14,300.00 SH Sole 14,300.00
Safeway Inc COM 786514208 25,819 722,200.00 SH Sole 722,200.00
Saks Incorporated COM 79377W108 2,521 162,000.00 SH Sole 162,000.00
Salton Inc COM 795757103 595 17,800.00 SH Sole 17,800.00
Seagate Technology COM 811804103 12,348 265,200.00 SH Sole 265,200.00
Sei Corp COM 784117103 1,714 14,400.00 SH Sole 14,400.00
Siebel Systems Inc COM 826170102 4,225 50,300.00 SH Sole 50,300.00
Silicon Valley Bancshare COM 827064106 2,480 50,100.00 SH Sole 50,100.00
Simpson Manufacturing Co COM 829073105 678 15,500.00 SH Sole 15,500.00
Solectron Corp COM 834182107 17,617 185,200.00 SH Sole 185,200.00
Southdown Inc COM 841297104 1,621 31,400.00 SH Sole 31,400.00
Spartech Corp COM 847220209 1,729 53,600.00 SH Sole 53,600.00
St Joe Corp COM 790148100 807 33,200.00 SH Sole 33,200.00
Station Casinos Inc COM 857689103 2,381 106,100.00 SH Sole 106,100.00
Sterling Commerce Inc. COM 859205106 602 17,700.00 SH Sole 17,700.00
Sterling Software Inc COM 859547101 718 22,800.00 SH Sole 22,800.00
Stone Energy Corp. COM 861642106 278 7,800.00 SH Sole 7,800.00
Storage Technology Corp COM 862111200 1,200 65,100.00 SH Sole 65,100.00
Storage USA Inc COM 861907103 529 17,500.00 SH Sole 17,500.00
Sun Microsystems Inc COM 866810104 18,500 238,900.00 SH Sole 238,900.00
Swift Transportation Co COM 870756103 251 14,250.00 SH Sole 14,250.00
Sybase Inc COM 871130100 286 16,800.00 SH Sole 16,800.00
Sysco Corp COM 871829107 10,674 269,800.00 SH Sole 269,800.00
THQ Inc COM 872443403 2,052 88,500.00 SH Sole 88,500.00
TMP Worldwide Inc COM 872941109 9,755 68,700.00 SH Sole 68,700.00
TRW Inc COM 872649108 4,378 84,300.00 SH Sole 84,300.00
Talk.com Inc COM 874264104 1,528 86,100.00 SH Sole 86,100.00
Target Corp COM 87612E106 33,708 459,000.00 SH Sole 459,000.00
Tecumseh Prods Co COM 878895200 1,581 33,500.00 SH Sole 33,500.00
Tekelec COM 879101103 3,227 143,400.00 SH Sole 143,400.00
Tektronix Inc COM 879131100 2,449 63,000.00 SH Sole 63,000.00
Telephone & Data Sys Inc COM 879433100 10,370 82,300.00 SH Sole 82,300.00
Telescan inc COM 879516102 215 8,700.00 SH Sole 8,700.00
Tellabs Inc COM 879664100 5,912 92,100.00 SH Sole 92,100.00
Terex Corp New COM 880779103 1,726 62,200.00 SH Sole 62,200.00
Texas Inds Inc COM 882491103 1,758 41,300.00 SH Sole 41,300.00
Texas Instruments Inc COM 882508104 24,649 255,100.46 SH Sole 255,100.46
Textron Inc COM 883203101 6,242 81,400.00 SH Sole 81,400.00
The Goldman Sachs Group COM 38141G104 8,053 85,500.00 SH Sole 85,500.00
The McClatchy Company COM 579489105 4,446 102,800.00 SH Sole 102,800.00
Tidewater Inc COM 886423102 5,166 143,500.00 SH Sole 143,500.00
Tiffany & Co New COM 886547108 19,689 220,600.00 SH Sole 220,600.00
Times Mirror Co. Cl-A COM 887364107 4,047 60,400.00 SH Sole 60,400.00
Tjx Cos Inc New COM 872540109 4,529 221,600.00 SH Sole 221,600.00
Torchmark Corp COM 891027104 1,119 38,500.00 SH Sole 38,500.00
Tribune Co New COM 896047107 8,452 153,500.00 SH Sole 153,500.00
Trigon Healthcare Inc COM 89618L100 4,216 142,900.00 SH Sole 142,900.00
U S Home Corp New COM 911920106 463 18,100.00 SH Sole 18,100.00
U.S. Foodservice COM 90331R101 1,700 101,500.00 SH Sole 101,500.00
U.S. Trust Corp COM 91288L105 2,999 37,400.00 SH Sole 37,400.00
UAL Corp COM 902549500 1,264 16,300.00 SH Sole 16,300.00
USFreightways Corp COM 916906100 3,035 63,400.00 SH Sole 63,400.00
USG Corp COM 903293405 10,990 233,200.00 SH Sole 233,200.00
USWeb Corp COM 917327108 3,324 74,800.00 SH Sole 74,800.00
UTI Energy Corp COM 903387108 464 20,100.00 SH Sole 20,100.00
Ultramar Corp COM 904000106 1,572 69,300.00 SH Sole 69,300.00
Union Pac Corp COM 907818108 4,889 111,900.00 SH Sole 111,900.00
Unionbancal Corportion COM 908906100 5,454 138,300.00 SH Sole 138,300.00
United International Hld COM 913247508 2,091 29,600.00 SH Sole 29,600.00
United States Cellular C COM 911684108 2,584 25,600.00 SH Sole 25,600.00
United Stationers Inc COM 913004107 551 19,300.00 SH Sole 19,300.00
United Technologies Corp COM 913017109 14,151 217,700.00 SH Sole 217,700.00
Universal Corp Va COM 913456109 297 13,000.00 SH Sole 13,000.00
Univision Comm - Class A COM 914906102 20,366 199,300.00 SH Sole 199,300.00
Utilicorp United Inc COM 918005109 3,078 158,350.00 SH Sole 158,350.00
VIGNETTE CORPORATION COM 926734104 1,402 8,600.00 SH Sole 8,600.00
Valassis Communications COM 918866104 9,705 229,700.00 SH Sole 229,700.00
Varian Inc. COM 922206107 1,818 80,800.00 SH Sole 80,800.00
Vastar Res Inc COM 922380100 3,918 66,400.00 SH Sole 66,400.00
Verisign Inc COM 92343E102 2,387 12,500.00 SH Sole 12,500.00
Veritas Software Co COM 923436109 12,473 87,150.00 SH Sole 87,150.00
Viad Corp. COM 92552R109 962 34,500.00 SH Sole 34,500.00
Vishay Intertechnology I COM 928298108 14,238 450,200.00 SH Sole 450,200.00
Visx Inc COM 92844S105 4,973 96,100.00 SH Sole 96,100.00
Vitesse Semiconductor Co COM 928497106 881 16,800.00 SH Sole 16,800.00
Voicestream Wireless Cor COM 928615103 370 2,600.00 SH Sole 2,600.00
Waddell & Reed Financial COM 930059100 1,196 44,100.00 SH Sole 44,100.00
Wal Mart Stores Inc COM 931142103 11,129 161,000.00 SH Sole 161,000.00
Washington Post Co COM 939640108 706 1,270.00 SH Sole 1,270.00
Western Wireless Corp - COM 95988E204 421 6,300.00 SH Sole 6,300.00
Xircom Inc COM 983922105 4,178 55,700.00 SH Sole 55,700.00
York Intl Corp COM 986670107 1,358 49,500.00 SH Sole 49,500.00
Young & Rubicam Inc COM 987425105 955 13,500.00 SH Sole 13,500.00
Zale Corp COM 988858106 5,684 117,500.00 SH Sole 117,500.00
Zebra Technologies Corp COM 989207105 6,897 117,900.00 SH Sole 117,900.00
Zomax Inc COM 989929104 738 16,300.00 SH Sole 16,300.00
REPORT SUMMARY 422 DATA RECORDS 1,949,395 38,478,091
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