UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F/A
Report for the Calendar Year or Quarter Ended: September 30, 1999
Check here if Amendment [X]; Amendment Number: 1
This Amendment (Check only one.): [X] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Pilgrim Investments, Inc.
Address: 40 North Central Ave, 12th Floor, Phoenix, AZ 85004-4424
Form 13F File Number: 28-7736
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: Robyn L. Ichilov
Title: Vice President
Phone: (602) 417-8143
Signature, Place, and Date of Signing:
/s/ Robyn L. Ichilov Phoenix, AZ December 20, 1999
- -------------------- ------------- -----------------
[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 in this
report and a portion are reported by other
reporting manager(s).)
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 635
Form 13F Information Table Value Total: $2,058,628,761.92
(thousands)
List of Other Included Managers: NONE
<PAGE>
<TABLE>
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
- ---------------------------- -------- -------- -------- ----------------- -------- -------- ----------------
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHER --VOTING AUTHORITY--
NAME OF ISSUER OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
- -------------- -------- ----- -------- ------- --- ---- ------- -------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C>
Aflac, Inc. Common 001055102 11,306,250.00 270,000 SH SOLE 270,000
Aes Corporation Common 00130H105 2,950,000.00 50,000 SH SOLE 50,000
Amfm Inc Common 001693100 1,230,892.50 20,220 SH SOLE 20,220
Arm Financial Group Inc-cl A Class A 001944107 109,345.00 1,151,000 SH SOLE 1,151,000
At&t Corp Common 001957109 5,904,820.50 135,743 SH SOLE 135,743
At& T Corp Liberty Media COM LIB
GRP A 001957208 11,183,980.50 301,252 SH SOLE 301,252
Avt Corporation Common 002420107 912,625.00 29,800 SH SOLE 29,800
Abbott Laboratories Common 002824100 7,765,275.00 211,300 SH SOLE 211,300
Abercrombie & Fitch CL A 002896207 1,464,687.50 43,000 SH SOLE 43,000
Acclaim Entertainment Inc Common 004325205 296,156.25 39,000 SH SOLE 39,000
Action Performance Cos Inc Common 004933107 1,025,743.75 48,700 SH SOLE 48,700
Adaptive Broadband Corp Common 00650M104 613,050.00 18,300 SH SOLE 18,300
Advance Paradigm Inc Common 007491103 635,100.00 11,600 SH SOLE 11,600
Advanced Digital Info Corp Common 007525108 506,187.50 18,200 SH SOLE 18,200
Advantage Learning Sys Inc Common 00757K100 419,062.50 22,500 SH SOLE 22,500
Aeroflex Inc Common 007768104 140,156.25 11,500 SH SOLE 11,500
Affiliated Computer Svcs Common 008190100 1,300,000.00 32,000 SH SOLE 32,000
Affiliated Managers Group Common 008252108 436,000.00 16,000 SH SOLE 16,000
Affymetrix Inc Common 00826T108 930,234.38 9,450 SH SOLE 9,450
Alabama National Bancorp Common 010317105 4,033,875.00 173,500 SH SOLE 173,500
Albertson's Inc Common 013104104 4,035,375.00 102,000 SH SOLE 102,000
Alcoa, Inc. Common 013817101 1,042,650.00 16,800 SH SOLE 16,800
Alkermes Inc Common 01642T108 874,459.38 30,350 SH SOLE 30,350
Allaire Corp Common 016714107 509,600.00 9,100 SH SOLE 9,100
Allergan Inc Common 018490102 3,036,000.00 27,600 SH SOLE 27,600
Alliance Capital Management UNIT LTD
PARTN 018548107 26,307,075.00 958,800 SH SOLE 958,800
Alliedsignal, Inc Common 019512102 4,795,000.00 80,000 SH SOLE 80,000
Allmerica Financial Corp Common 019754100 1,138,237.50 23,900 SH SOLE 23,900
Allstate Corp Common 020002101 655,856.25 26,300 SH SOLE 26,300
Alltel Common 020039103 13,582,375.00 193,000 SH SOLE 193,000
Alpha Industries Inc. Common 020753109 1,940,375.00 34,400 SH SOLE 34,400
Alpharma Inc CL A 020813101 1,235,937.50 35,000 SH SOLE 35,000
Amerada Hess Corp Common 023551104 483,875.00 7,900 SH SOLE 7,900
America Online, Inc. Common 02364J104 12,084,800.00 116,200 SH SOLE 116,200
American Classic Voyages Common 024928103 470,218.75 20,500 SH SOLE 20,500
American Capital Strategies Common 024937104 355,200.00 19,200 SH SOLE 19,200
American Eagle Outfitters Common 02553E106 1,554,843.75 32,100 SH SOLE 32,100
American Express Common 025816109 861,600.00 6,400 SH SOLE 6,400
American Freightways Corp Common 02629V108 576,543.75 31,700 SH SOLE 31,700
American General Corp Common 026351106 4,107,187.50 65,000 SH SOLE 65,000
American General Del PFD CONV 7% 02637G200 2,982,000.00 37,275 SH SOLE 37,275
American Int'l Group Common 026874107 6,934,917.44 79,769 SH SOLE 79,769
American Tower Corp Common 029912201 919,437.50 47,000 SH SOLE 47,000
Ames Dept. Stores Com New 030789507 1,249,500.00 39,200 SH SOLE 39,200
Amgen Inc Common 031162100 9,910,400.00 121,600 SH SOLE 121,600
Analog Devices Common 032654105 3,372,250.00 65,800 SH SOLE 65,800
Ancor Communications Inc. Common 03332K108 1,787,225.00 73,700 SH SOLE 73,700
Andrx Corportation Common 034551101 1,065,268.75 18,200 SH SOLE 18,200
Anheuser Busch Company Common 035229103 1,457,300.00 20,800 SH SOLE 20,800
Ann Taylor Stores Corp Common 036115103 1,847,550.00 45,200 SH SOLE 45,200
Antec Corp Common 03664P105 1,434,375.00 27,000 SH SOLE 27,000
Apache Common 037411105 3,886,875.00 90,000 SH SOLE 90,000
Apache Corp. ACES C DP
1/50 037411600 4,281,400.00 107,035 SH SOLE 107,035
Apple Computers Common 037833100 2,969,356.25 46,900 SH SOLE 46,900
Applied Graphics Technologies Common 037937109 8,238,255.00 955,160 SH SOLE 955,160
Applied Power Inc-cl A CL A 038225108 1,412,437.50 46,500 SH SOLE 46,500
Applied Micro Circuits Common 03822W109 5,301,000.00 93,000 SH SOLE 93,000
Appnet Systems Inc Common 03831Q101 344,925.00 12,600 SH SOLE 12,600
Aracruz Celulose Sa-spon Adr Spon ADR
Cl B 038496204 2,717,925.00 130,200 SH SOLE 130,200
Arm Holdings Plc Spon-adr Sponsored
ADR 042068106 2,381,020.00 50,660 SH SOLE 50,660
Art Technology Group Inc Common 04289L107 536,681.25 14,100 SH SOLE 14,100
At Home Corp Com Ser A 045919107 2,287,350.00 55,200 SH SOLE 55,200
Astoria Financial Corp. Common 046265104 7,533,750.00 245,000 SH SOLE 245,000
Atlantic Richfield Common 048825103 8,685,250.00 98,000 SH SOLE 98,000
Atwood Oceanics Inc Common 050095108 345,356.25 11,300 SH SOLE 11,300
Automatic Data Processing Common 053015103 9,996,000.00 224,000 SH SOLE 224,000
Avery-dennison Corp Common 053611109 9,442,250.00 179,000 SH SOLE 179,000
Aware Inc Common 05453N100 424,575.00 14,800 SH SOLE 14,800
Bj Services Co. Common 055482103 4,135,625.00 130,000 SH SOLE 130,000
Bsb Bancorp Com 055652101 6,736,200.00 280,675 SH SOLE 280,675
Bmc Software Common 055921100 3,885,843.75 54,300 SH SOLE 54,300
Bnccorp Inc Common 055936108 276,750.00 36,000 SH SOLE 36,000
Bally Total Fitness Hldgs Common 05873K108 751,837.50 24,600 SH SOLE 24,600
Bancfirst Corp Common 05945F103 456,750.00 14,500 SH SOLE 14,500
Bancwest Corporation Common 059790105 6,443,125.00 158,600 SH SOLE 158,600
Bank Of America Corp Common 060505104 2,505,937.50 45,000 SH SOLE 45,000
Bank Of The Ozarks Common 063904106 2,652,750.00 157,200 SH SOLE 157,200
Bankboston Corporation Common 06605R106 31,273,375.00 721,000 SH SOLE 721,000
Banknorth Group Inc Common 06646L100 5,258,000.00 176,000 SH SOLE 176,000
Barrick Gold Corp Common 067901108 848,250.00 39,000 SH SOLE 39,000
Barrett Resources Corp Common 068480201 1,473,806.25 39,900 SH SOLE 39,900
Bausch & Lomb Inc Common 071707103 3,422,156.25 51,900 SH SOLE 51,900
Baxter Int. Common 071813109 8,254,250.00 137,000 SH SOLE 137,000
Bay Bancshares Common 07203N109 1,723,750.00 98,500 SH SOLE 98,500
Bebe Stores Inc Common 075571109 414,950.00 17,200 SH SOLE 17,200
Bell Atlantic Corp Common 077853109 6,523,927.50 96,920 SH SOLE 96,920
Bergen Brunswig Corp CL A 083739102 770,260.75 74,242 SH SOLE 74,242
Best Buy Company Inc. Common 086516101 4,282,312.50 69,000 SH SOLE 69,000
Bindview Development Common 090327107 763,875.00 38,800 SH SOLE 38,800
Biogen Inc. Common 090597105 2,285,562.50 29,000 SH SOLE 29,000
Biovail Corp Intl Common 09067K106 1,223,075.00 24,100 SH SOLE 24,100
Black Box Corp Common 091826107 981,750.00 18,700 SH SOLE 18,700
Blockbuster Inc Common 093679108 986,850.00 77,400 SH SOLE 77,400
Boston Private Holding Common 101119105 232,375.00 26,000 SH SOLE 26,000
Bristol-myers Squibb Co Common 110122108 10,381,500.00 153,800 SH SOLE 153,800
Broadcom Corp. CL A 111320107 2,561,500.00 23,500 SH SOLE 23,500
Broadvision Inc Common 111412102 1,583,443.75 11,900 SH SOLE 11,900
The Buckle Inc Common 118440106 310,500.00 18,000 SH SOLE 18,000
Burr-brown Corp Common 122574106 908,500.00 23,000 SH SOLE 23,000
Business Objects Sponsored
ADR 12328X107 3,776,000.00 64,000 SH SOLE 64,000
Cbt Group Plc-sponsored Adr Sponsored
ADR New 124853300 1,356,837.50 55,100 SH SOLE 55,100
Cbs Corporation Common 12490K107 8,103,000.00 175,200 SH SOLE 175,200
C-cube Microsystems Common 125015107 1,735,650.00 39,900 SH SOLE 39,900
Cdw Computer Centers Inc Common 125129106 1,173,000.00 24,000 SH SOLE 24,000
Cfi Proservices Common 12525N100 2,371,953.13 242,500 SH SOLE 242,500
Cit Group Inc Common 125577106 822,500.00 40,000 SH SOLE 40,000
Cmgi Inc Common 125750109 3,505,500.00 34,200 SH SOLE 34,200
Cnbt Bankshares, Inc. Common 125972109 1,099,575.00 108,600 SH SOLE 108,600
Cts Corp. Common 126501105 1,541,000.00 26,800 SH SOLE 26,800
Cal Dive Intl Inc Common 127914109 928,175.00 27,100 SH SOLE 27,100
Calpine Corporation Common 131347106 1,395,025.00 16,400 SH SOLE 16,400
Campbell Soup Co Common 134429109 1,760,625.00 45,000 SH SOLE 45,000
Canandaigua Brands Inc CL A 137219200 1,362,300.00 22,800 SH SOLE 22,800
Caprock Communications Corp Common 140667106 697,500.00 30,000 SH SOLE 30,000
Carnival Corp Commn Common 143658102 5,976,900.00 137,400 SH SOLE 137,400
Casella Waste Systems CL A 147448104 327,075.00 19,600 SH SOLE 19,600
Celestica Inc Sub Vtg
Shares 15101Q108 829,500.00 16,800 SH SOLE 16,800
Cemex Sa Spons Adr SPON ADR
5 ORD 151290889 3,171,187.83 131,448 SH SOLE 131,448
Century Business Services Common 156490104 826,537.50 71,100 SH SOLE 71,100
Cephalon Inc Common 156708109 4,265,423.44 116,950 SH SOLE 116,950
Cerner Corp Common 156782104 274,500.00 18,000 SH SOLE 18,000
Championship Auto Racing Common 158711101 252,200.00 9,700 SH SOLE 9,700
Charter One Fin Inc Common 160903100 48,019,571.46 2,076,522 SH SOLE 2,076,522
Chase Manhattan Corp New Common 16161A108 5,720,962.50 75,900 SH SOLE 75,900
Cheap Tickets Inc Common 162672109 1,006,862.50 31,100 SH SOLE 31,100
Chevron Corp Common 166751107 8,040,750.00 90,600 SH SOLE 90,600
Children's Place Common 168905107 1,246,050.00 46,800 SH SOLE 46,800
Chittenden Corp Common 170228100 3,135,000.00 110,000 SH SOLE 110,000
Ciena Corp Common 171779101 5,062,550.00 138,700 SH SOLE 138,700
Cincinnati Bell Inc Common 171870108 1,282,875.00 66,000 SH SOLE 66,000
Cinar Corp SUB VTG
SHS B 171905300 850,025.00 28,100 SH SOLE 28,100
Circuit City Stores CIRCT CITY
GRP 172737108 4,590,000.00 108,800 SH SOLE 108,800
Cisco Systems Common 17275R102 14,404,981.25 210,100 SH SOLE 210,100
Citadel Communications Common 172853202 1,242,150.00 36,400 SH SOLE 36,400
Citigroup Inc Common 172967101 5,115,000.00 116,250 SH SOLE 116,250
City National Corp Common 178566105 617,550.00 18,400 SH SOLE 18,400
Clarent Corp Common 180461105 1,202,125.00 23,600 SH SOLE 23,600
Clarify Inc Common 180492100 1,725,718.75 34,300 SH SOLE 34,300
Clearnet Communications-Cl A CL A
NON VTG 184902104 1,654,525.00 91,600 SH SOLE 91,600
Coca-cola Common 191216100 653,650.00 13,600 SH SOLE 13,600
Coflexip-sponsored Adr SPONSORED
ADR 192384105 1,838,375.00 38,500 SH SOLE 38,500
Kenneth Cole Productions-a CL A 193294105 691,437.50 18,500 SH SOLE 18,500
Colgate-palmolive Company Common 194162103 736,575.00 16,100 SH SOLE 16,100
Colonial Bancgroup, Inc. Common 195493309 3,244,375.00 290,000 SH SOLE 290,000
Columbia Bancorp Common 197227101 1,595,156.25 124,500 SH SOLE 124,500
Columbia Energy Group Common 197648108 1,284,700.00 23,200 SH SOLE 23,200
Comcast Corp CL A SPL 200300200 11,324,500.00 284,000 SH SOLE 284,000
Comdisco Inc Common 200336105 1,506,375.00 78,000 SH SOLE 78,000
Comerica Inc Common 200340107 34,308,562.50 677,700 SH SOLE 677,700
Commerce Bancshares Inc Common 200525103 4,472,390.50 126,428 SH SOLE 126,428
Commercial Federal Corp Common 201647104 24,751,785.94 1,261,238 SH SOLE 1,261,238
Commscope Inc Common 203372107 1,196,000.00 36,800 SH SOLE 36,800
Community Bank Systems Inc Common 203607106 5,789,812.50 211,500 SH SOLE 211,500
Community First Bankshares Common 203902101 5,694,873.75 337,474 SH SOLE 337,474
Compaq Computer Common 204493100 4,855,868.75 211,700 SH SOLE 211,700
Compass Bancshares Inc Common 20449H109 1,107,500.00 44,300 SH SOLE 44,300
Computer Sciences Common 205363104 9,365,625.00 133,200 SH SOLE 133,200
Comsat Corp COM SER 1 20564D107 1,164,262.50 39,300 SH SOLE 39,300
Comverse Technology Inc. COM PAR
$0.10 205862402 3,489,562.50 37,000 SH SOLE 37,000
Concentric Network Corp Common 20589R107 670,312.50 33,000 SH SOLE 33,000
Concord Efs Inc Common 206197105 1,871,718.75 90,750 SH SOLE 90,750
Concur Technologies Inc Common 206708109 256,500.00 9,000 SH SOLE 9,000
Conexant Systems Inc Common 207142100 4,679,062.50 64,400 SH SOLE 64,400
Conoco Inc. Class B CL B 208251405 4,418,680.88 161,413 SH SOLE 161,413
Consolidated Graphics Inc Common 209341106 1,706,062.50 40,500 SH SOLE 40,500
Consolidated Stores Corp Common 210149100 9,469,357.38 429,206 SH SOLE 429,206
Convergys Corp Common 212485106 1,139,218.75 57,500 SH SOLE 57,500
Cor Therapeutics Inc Common 217753102 595,650.00 31,350 SH SOLE 31,350
Costco Wholesale Corp. Common 22160K105 6,465,600.00 89,800 SH SOLE 89,800
Covad Comm Group Common 222814204 1,804,781.25 41,400 SH SOLE 41,400
Creative Computers Inc Common 22527E107 251,175.00 39,400 SH SOLE 39,400
Credence Systems Corp Common 225302108 1,839,875.00 41,000 SH SOLE 41,000
Crossmann Communities Common 22764E109 327,881.25 20,100 SH SOLE 20,100
Crown Castle Int'l Corp Common 228227104 2,291,175.00 122,400 SH SOLE 122,400
Cumulus Media Inc Class A Class A 231082108 800,843.75 24,500 SH SOLE 24,500
Cymer Inc Common 232572107 1,328,531.25 38,300 SH SOLE 38,300
Cypress Semiconductor Corp Common 232806109 1,550,150.00 72,100 SH SOLE 72,100
Dii Group Inc Common 232949107 1,931,793.75 54,900 SH SOLE 54,900
D.r. Horton, Inc Common 23331A109 8,478,914.06 655,375 SH SOLE 655,375
Dsp Group Inc. Common 23332B106 897,187.50 22,500 SH SOLE 22,500
Dsp Communications Inc Common 23332K106 689,700.00 36,300 SH SOLE 36,300
Dal-tile Int'l Inc Common 23426R108 288,131.25 36,300 SH SOLE 36,300
Dayton - Hudson Common 239753106 1,201,250.00 20,000 SH SOLE 20,000
Dell Computer Corporation Common 247025109 10,235,700.00 244,800 SH SOLE 244,800
Digital Microwave Corp. Common 253859102 715,350.00 45,600 SH SOLE 45,600
Disney Walt Co Common 254687106 3,622,500.00 140,000 SH SOLE 140,000
Ditech Communications Corp Common 25500M103 425,250.00 8,100 SH SOLE 8,100
Doubleclick Common 258609304 1,727,312.50 14,500 SH SOLE 14,500
Dover Corp. Common 260003108 4,905,000.00 120,000 SH SOLE 120,000
Dupont Common 263534109 5,008,977.63 82,283 SH SOLE 82,283
Duke Power Co Common 264399106 6,907,162.50 125,300 SH SOLE 125,300
Dycom Industries Common 267475101 985,078.13 23,350 SH SOLE 23,350
Ensco International Inc Common 26874Q100 3,169,968.75 175,500 SH SOLE 175,500
Eog Resources Inc Common 26875P101 4,035,375.00 189,900 SH SOLE 189,900
Etec Systems Inc Common 26922C103 1,034,687.50 27,500 SH SOLE 27,500
Earthweb Inc Common 27032C108 323,900.00 8,200 SH SOLE 8,200
Efficient Networks Inc Common 282056100 491,062.50 13,500 SH SOLE 13,500
Elbit Ltd ORD 284275104 347,625.00 27,000 SH SOLE 27,000
Elcor Corp Common 284443108 212,500.00 8,500 SH SOLE 8,500
Electro Scientific Inds Common 285229100 1,507,859.38 28,300 SH SOLE 28,300
Electronics For Imaging Common 286082102 1,722,109.38 33,500 SH SOLE 33,500
Elf Aquitane-sponsored Sponsored
ADR 286269105 9,959,637.50 108,700 SH SOLE 108,700
Emerson Electric Co Common 291011104 3,475,312.50 55,000 SH SOLE 55,000
Emmis Communications Common 291525103 2,477,343.75 37,500 SH SOLE 37,500
Emulex Corp Common 292475209 772,875.00 9,000 SH SOLE 9,000
Enron Common 293561106 750,750.00 18,200 SH SOLE 18,200
Enron Oil & Gas Common 293562104 5,378,375.00 253,100 SH SOLE 253,100
Entercom Communications CL A 293639100 1,173,600.00 32,600 SH SOLE 32,600
Equant NY REG SHS 294409107 1,367,100.00 16,800 SH SOLE 16,800
Equifax Common 294429105 5,765,625.00 205,000 SH SOLE 205,000
Ericsson (lm) Tel-sp Adr ADR CL B
SEK10 294821400 1,987,500.00 63,600 SH SOLE 63,600
Ethan Allen Interiors Inc Common 297602104 1,624,028.13 51,050 SH SOLE 51,050
Everest Reinsurance Hldgs Common 299808105 654,843.75 27,500 SH SOLE 27,500
Excel Switching Corp Common 30067V108 484,312.50 13,500 SH SOLE 13,500
Exchange Applications Common 300867108 212,156.25 7,300 SH SOLE 7,300
Exodus Communications Common 302088109 4,338,162.50 60,200 SH SOLE 60,200
Expeditors International Common 302130109 1,219,562.50 38,000 SH SOLE 38,000
Extreme Networks Inc Common 30226D106 4,393,887.50 69,400 SH SOLE 69,400
Exxon Corp Common 302290101 774,562.50 10,200 SH SOLE 10,200
Factory 2-u Stores Inc Common 303072102 268,875.00 9,000 SH SOLE 9,000
Factset Research Systems Common 303075105 699,562.50 12,300 SH SOLE 12,300
Fairchild Semicon Intl-Cl A CL A 303726103 533,450.00 22,700 SH SOLE 22,700
Fdx Corporation Common 31304N107 751,750.00 19,400 SH SOLE 19,400
Freddie Mac Common 313400301 3,936,400.00 75,700 SH SOLE 75,700
Fannie Mae Common 313586109 4,588,725.00 73,200 SH SOLE 73,200
F5 Networks Inc Common 315616102 1,380,400.00 20,300 SH SOLE 20,300
Financial Institutions Common 317585404 2,264,062.50 175,000 SH SOLE 175,000
Finova Group Inc Common 317928109 679,447.50 18,615 SH SOLE 18,615
First Mutual Savings Bank Common 320918105 1,255,800.00 124,800 SH SOLE 124,800
First Union Corporation Common 337358105 12,738,025.19 358,187 SH SOLE 358,187
First United Bancshares
Arkansas Common 33741E104 2,218,750.00 125,000 SH SOLE 125,000
First Wash Bancorp Common 33748T104 333,375.00 19,050 SH SOLE 19,050
Fleet Financial Group Inc Common 338915101 4,274,430.50 116,708 SH SOLE 116,708
Flycast Communications Corp Common 344067103 887,250.00 19,500 SH SOLE 19,500
Focal Communications Corp Common 344155106 907,125.00 35,400 SH SOLE 35,400
Foodmaker Inc Com New 344839204 945,131.25 37,900 SH SOLE 37,900
Ford Motor Co. Common 345370100 803,000.00 16,000 SH SOLE 16,000
Forest Laboratories CL A 345838106 2,754,975.00 65,400 SH SOLE 65,400
Forest Oil Corp Com New 346091606 392,437.50 23,000 SH SOLE 23,000
Forrester Research Inc Common 346563109 460,200.00 11,800 SH SOLE 11,800
Fortune Brands Inc. Common 349631101 677,250.00 21,000 SH SOLE 21,000
Forward Air Corp Common 349853101 328,387.50 13,900 SH SOLE 13,900
Fossil Inc Common 349882100 730,687.50 27,000 SH SOLE 27,000
Freedom Securities Corp Common 35644K103 7,740,900.00 573,400 SH SOLE 573,400
Freeport-mcmoran Copper-b Class B 35671D857 1,378,837.50 88,600 SH SOLE 88,600
Gst Telecommunications Common 361942105 558,281.25 79,400 SH SOLE 79,400
Gadzoox Networks Inc Common 362555104 689,600.00 12,800 SH SOLE 12,800
Gannett Co Common 364730101 816,412.50 11,800 SH SOLE 11,800
The Gap Inc Common 364760108 683,200.00 21,350 SH SOLE 21,350
Genentech Inc Com New 368710406 11,997,625.00 82,000 SH SOLE 82,000
General Electric Common 369604103 8,524,643.75 71,900 SH SOLE 71,900
General Instrument Corp Common 370120107 3,912,562.50 81,300 SH SOLE 81,300
Genesco Common 371532102 343,750.00 27,500 SH SOLE 27,500
Gentex Corp Common 371901109 1,119,568.75 54,200 SH SOLE 54,200
Genesys Telecomm Labs Inc Common 371931106 2,288,943.75 50,100 SH SOLE 50,100
Genzyme Corp Com GENL
DIV 372917104 1,766,450.00 39,200 SH SOLE 39,200
Getty Images Inc Common 374276103 740,637.50 30,700 SH SOLE 30,700
Gilead Sciences Inc Common 375558103 4,736,203.06 73,787 SH SOLE 73,787
Gillette Common 375766102 682,143.75 20,100 SH SOLE 20,100
Global Industries Ltd Common 379336100 749,125.00 92,200 SH SOLE 92,200
Global Marine Inc Common 379352404 3,604,743.75 219,300 SH SOLE 219,300
Globix Corporation Common 37957F101 266,475.00 5,700 SH SOLE 5,700
Golden West Fin Corp Common 381317106 29,307,975.00 298,300 SH SOLE 298,300
Greater Bay Bancorp Common 391648102 6,243,840.00 184,320 SH SOLE 184,320
1302o Televisa Sa-spon Gdr Spon ADR
Rep Ord 40049J206 4,125,543.75 103,300 SH SOLE 103,300
Gulf Indonesia Resources Ltd Common 402284103 932,793.75 92,700 SH SOLE 92,700
Hain Food Group Inc Common 405219106 670,725.00 27,100 SH SOLE 27,100
Halliburton Co Common 406216101 10,610,800.00 258,800 SH SOLE 258,800
Hambrecht & Quist Group Common 406545103 1,424,081.25 29,100 SH SOLE 29,100
Hamilton Bancorp Inc Common 407013101 818,125.00 38,500 SH SOLE 38,500
John Hancock Bank &
Thrift Opp Fd SH BEN
INT 409735107 848,300.00 99,800 SH SOLE 99,800
Harbinger Corp Common 41145C103 1,098,562.50 65,100 SH SOLE 65,100
Harley Davidson Inc Common 412822108 4,505,625.00 90,000 SH SOLE 90,000
Harmonic Inc Common 413160102 601,737.50 4,600 SH SOLE 4,600
Healthsouth Corp. Common 421924101 363,750.00 60,000 SH SOLE 60,000
Heinz (h.j.) Co Common 423074103 5,590,000.00 130,000 SH SOLE 130,000
Hellenic Telecommunications Sponsored
ADR 423325307 897,237.50 80,200 SH SOLE 80,200
Hewlett Packard Common 428236103 8,500,800.00 92,400 SH SOLE 92,400
Hi/fn Inc Common 428358105 2,006,550.00 18,200 SH SOLE 18,200
Highland Bancorp, Inc. Common 429879109 3,700,125.00 198,000 SH SOLE 198,000
Hillenbrand Industries Common 431573104 1,688,000.00 64,000 SH SOLE 64,000
Hispanic Broadcasting Corp. CL A 43357B104 2,519,737.50 33,100 SH SOLE 33,100
Hollywood Entertainment Corp Common 436141105 462,000.00 30,800 SH SOLE 30,800
Home Depot Inc. Common 437076102 19,057,162.50 277,700 SH SOLE 277,700
Honeywell Inc. Common 438506107 6,456,125.00 58,000 SH SOLE 58,000
Hooper Holmes Inc Common 439104100 397,187.50 15,500 SH SOLE 15,500
Hudson City Bancorp Inc Common 443683107 6,875,000.00 500,000 SH SOLE 500,000
Hudson United Bancorp Common 444165104 9,652,015.63 313,250 SH SOLE 313,250
Hyperion Telecomm Inc-cl A CL A 44914K306 684,825.00 27,600 SH SOLE 27,600
Icg Communications Inc Common 449246107 281,681.25 18,100 SH SOLE 18,100
Idec Pharmaceuticals Common 449370105 1,335,243.75 14,200 SH SOLE 14,200
Ims Health Inc Common 449934108 1,528,437.50 67,000 SH SOLE 67,000
Iss Group Inc Common 450306105 1,705,850.00 62,600 SH SOLE 62,600
Ixl Enterprises Inc Common 450718101 779,625.00 22,000 SH SOLE 22,000
Imclone Systems Common 45245W109 1,220,275.00 36,700 SH SOLE 36,700
Immunex Corp Common 452528102 1,205,825.00 27,800 SH SOLE 27,800
Independent Bank
Corporation-mich Common 453838104 2,750,477.20 179,623 SH SOLE 179,623
Inet Technologies Inc Common 45662V105 897,890.63 22,500 SH SOLE 22,500
Infocure Corp Common 45665A108 1,026,800.00 54,400 SH SOLE 54,400
Infospace.com Inc Common 45678T102 1,517,512.50 36,900 SH SOLE 36,900
Inktomi Corp. Common 457277101 2,124,553.13 17,700 SH SOLE 17,700
Insight Enterprises Common 45765U103 1,109,062.50 34,125 SH SOLE 34,125
Insight Communications Inc. CL A 45768V108 1,989,437.50 69,500 SH SOLE 69,500
Integrated Device
Technology Inc Common 458118106 832,500.00 45,000 SH SOLE 45,000
Intel Corp Common 458140100 12,477,068.75 167,900 SH SOLE 167,900
Intermedia Communications Common 458801107 308,850.00 14,200 SH SOLE 14,200
Intl Aircraft Investors Common 458860103 2,507,812.50 375,000 SH SOLE 375,000
Intl Business Machines Common 459200101 6,881,962.50 56,700 SH SOLE 56,700
International Paper Common 460146103 6,627,818.75 137,900 SH SOLE 137,900
Intl Rectifier Corp Common 460254105 559,675.00 36,700 SH SOLE 36,700
Internet Capital Group Inc Common 46059C106 2,135,362.50 24,300 SH SOLE 24,300
Internet Initiative Adr Sponsored
ADR 46059T109 3,264,000.00 51,000 SH SOLE 51,000
Interwest Bancorp Inc Common 460931108 3,100,050.00 149,400 SH SOLE 149,400
Intervu Inc Common 46114R106 846,450.00 22,800 SH SOLE 22,800
Jds Uniphase Corp Common 46612J101 5,280,900.00 46,400 SH SOLE 46,400
Jfax.com Inc Common 477366108 78,009.38 15,700 SH SOLE 15,700
Jo-ann Stores CL B NON
VTG 47758P208 527,162.50 46,600 SH SOLE 46,600
Johnson & Johnson Common 478160104 19,596,937.50 213,300 SH SOLE 213,300
Jones Pharma Inc Common 480236108 2,902,898.44 88,050 SH SOLE 88,050
Kmart Common 482584109 1,638,587.50 140,200 SH SOLE 140,200
Kn Energy Common 482620101 1,413,562.50 63,000 SH SOLE 63,000
K Swiss Inc CL A 482686102 1,420,312.50 45,000 SH SOLE 45,000
Keycorp Common 493267108 13,572,212.50 525,800 SH SOLE 525,800
Keystone Automotive Inds Inc Common 49338N109 4,517,187.50 413,000 SH SOLE 413,000
Kilroy Realty Corp Common 49427F108 904,678.13 42,825 SH SOLE 42,825
Kohls Corp Common 500255104 1,732,475.00 26,200 SH SOLE 26,200
Phillips Electronics SPON ADR
NEW 500472204 1,656,400.00 16,400 SH SOLE 16,400
Kopin Corp Common 500600101 507,825.00 18,300 SH SOLE 18,300
Korea Telecom Sponsored
ADR 50063P103 647,500.00 17,500 SH SOLE 17,500
Korea Telecom Adr Sponsored
ADR 50063P103 3,256,000.00 88,000 SH SOLE 88,000
Korn/ferry International 500643200 915,581.25 39,700 SH SOLE 39,700
Kulicke & Soffa Industries Common 501242101 928,737.50 38,200 SH SOLE 38,200
Lsi Logic Inc Common 502161102 4,985,200.00 96,800 SH SOLE 96,800
L-3 Communications Common 502424104 1,978,100.00 52,400 SH SOLE 52,400
Lam Research Group Common 512807108 3,806,400.00 62,400 SH SOLE 62,400
Lamar Capital Corporation Common 51282P106 2,175,000.00 200,000 SH SOLE 200,000
Lason Inc Common 51808R107 1,558,593.75 35,000 SH SOLE 35,000
Laurel Capital Group, Inc. Common 518629100 899,126.88 63,655 SH SOLE 63,655
Legato Systems Inc Common 524651106 3,234,656.25 74,200 SH SOLE 74,200
Lexmark Intl Group Inc. CL A 529771107 3,711,050.00 46,100 SH SOLE 46,100
Liberate Technologies Common 530129105 286,450.00 6,800 SH SOLE 6,800
Liberty Financial Co., Inc. Common 530512102 4,716,562.50 215,000 SH SOLE 215,000
Linens 'n Things Inc Common 535679104 1,012,500.00 30,000 SH SOLE 30,000
Liquid Audio Common 53631T102 1,002,700.00 27,100 SH SOLE 27,100
Lockheed Martin Corp Common 539830109 686,437.50 21,000 SH SOLE 21,000
Louis Dreyfus Natural Gas Common 546011107 394,450.00 18,400 SH SOLE 18,400
Lowe's Companies Common 548661107 5,850,000.00 120,000 SH SOLE 120,000
Lucent Technologies Common 549463107 10,607,062.51 163,500 SH SOLE 163,500
Lycos Inc Common 550818108 601,500.00 12,000 SH SOLE 12,000
Maf Bancorp Inc Common 55261R108 515,259.38 25,925 SH SOLE 25,925
Mdc Holdings Inc Common 552676108 380,406.25 23,500 SH SOLE 23,500
Mci Worldcom, Inc. Common 55268B106 15,489,062.50 215,500 SH SOLE 215,500
Memc Electronics Materials Common 552715104 378,125.00 27,500 SH SOLE 27,500
Mgc Communications Inc Common 552763302 222,296.25 10,778 SH SOLE 10,778
Mgm Grand Inc Common 552953101 11,307,318.75 220,900 SH SOLE 220,900
M/i Schottenstein Homes Inc Common 55305B101 437,250.00 26,500 SH SOLE 26,500
Mmc Networks Inc Common 55308N102 835,825.00 26,800 SH SOLE 26,800
Macdermid Inc Common 554273102 623,343.75 18,300 SH SOLE 18,300
Marcovision Corp Common 555904101 1,508,750.00 34,000 SH SOLE 34,000
Macromedia Inc Common 556100105 1,504,200.00 36,800 SH SOLE 36,800
Matav Rt - Adr Sponsored
ADR 559776109 2,493,375.00 91,500 SH SOLE 91,500
Mail-well Inc Common 560321200 1,556,775.00 112,200 SH SOLE 112,200
Mapquest.com Inc Common 565644101 190,000.00 16,000 SH SOLE 16,000
Marine Drilling Company Com PAR
$0.01 568240204 1,189,100.00 75,200 SH SOLE 75,200
Marsh & Mclennan Common 571748102 4,027,800.00 58,800 SH SOLE 58,800
Maxim Integrated Products Common 57772K101 1,817,100.00 28,800 SH SOLE 28,800
Mcdonalds Corp Common 580135101 13,287,000.00 309,000 SH SOLE 309,000
Mcleodusa, Inc. Common 582266102 2,745,281.25 64,500 SH SOLE 64,500
Mediaone Group Pfd Common 58440J203 4,596,750.00 34,050 SH SOLE 34,050
Medical Manager Corp. Common 58461U103 1,925,325.00 38,700 SH SOLE 38,700
Medics Pharmaceutical Class A
Class A New 584690309 1,694,325.00 59,450 SH SOLE 59,450
Medimmune Inc Common 584699102 7,195,181.26 72,200 SH SOLE 72,200
Medquist Inc Common 584949101 1,023,187.50 30,600 SH SOLE 30,600
The Men's Wearhouse Inc Common 587118100 989,000.00 46,000 SH SOLE 46,000
Merck & Co. Common 589331107 4,750,756.25 73,300 SH SOLE 73,300
Mercury Interactive Corp Common 589405109 9,800,587.50 151,800 SH SOLE 151,800
Mesaba Holdings Inc Common 59066B102 124,550.00 10,600 SH SOLE 10,600
Metris Companies Inc Common 591598107 950,831.25 32,300 SH SOLE 32,300
Metromedia Fiber Netwrok-a Class A 591689104 1,391,600.00 56,800 SH SOLE 56,800
Michael Foods Inc Common 594079105 381,078.13 14,500 SH SOLE 14,500
Michaels Stores Inc Common 594087108 5,548,950.00 188,100 SH SOLE 188,100
Micrel Inc Common 594793101 1,735,000.00 40,000 SH SOLE 40,000
Microsoft Corp Common 594918104 10,885,612.50 120,200 SH SOLE 120,200
Microchip Technology Inc Common 595017104 1,320,337.50 25,700 SH SOLE 25,700
Millennium Pharmaceuticals Common 599902103 2,024,750.00 31,150 SH SOLE 31,150
Minimed Inc Common 60365K108 6,189,750.00 63,000 SH SOLE 63,000
Mips Technology Inc Class A Class A 604567107 722,143.75 22,700 SH SOLE 22,700
Molecular Devices Corp Common 60851C107 932,250.00 33,900 SH SOLE 33,900
Monaco Coach Corp Common 60886R103 392,437.50 16,100 SH SOLE 16,100
Montana Power Co Common 612085100 1,369,687.50 45,000 SH SOLE 45,000
Moog Inc Class A Class A 615394202 404,250.00 14,000 SH SOLE 14,000
Motorola Inc Common 620076109 10,384,000.00 118,000 SH SOLE 118,000
Mueller Industries Inc Common 624756102 893,593.75 30,100 SH SOLE 30,100
Nbty Inc Common 628782104 240,950.00 31,600 SH SOLE 31,600
Ncl Holding Asa Sponsored
ADR 628853103 524,400.00 45,600 SH SOLE 45,600
Nco Group Inc Common 628858102 1,621,500.00 34,500 SH SOLE 34,500
Nabors Industries Inc. Common 629568106 802,500.00 32,100 SH SOLE 32,100
Natl City Bancorporation Common 635312101 2,329,250.00 133,100 SH SOLE 133,100
National City Corp Common 635405103 20,586,737.50 771,400 SH SOLE 771,400
National Equipment Services Common 635847106 144,662.50 14,200 SH SOLE 14,200
National Info Consortium Inc Common 636491102 202,437.50 8,200 SH SOLE 8,200
National Instruments Corp Common 636518102 1,037,339.06 29,350 SH SOLE 29,350
National R.v. Holdings Inc Common 637277104 465,112.50 23,550 SH SOLE 23,550
Netopia Common 64114K104 1,351,762.50 33,900 SH SOLE 33,900
Network Appliance Inc Common 64120L104 5,242,950.00 73,200 SH SOLE 73,200
Network Solutions Inc Common 64121Q102 4,465,125.00 48,600 SH SOLE 48,600
New York Times CL A 650111107 5,812,500.00 155,000 SH SOLE 155,000
Nextel Communications Inc CL A 65332V103 2,522,625.00 37,200 SH SOLE 37,200
Nextlink Communications-a CL A 65333H707 2,270,756.25 43,800 SH SOLE 43,800
Nike Inc Cl-b Class B 654106103 10,248,875.00 180,200 SH SOLE 180,200
Nokia Corp Adr Sponsored
ADR 654902204 17,163,168.75 191,100 SH SOLE 191,100
Nortel Networks Common 656569100 1,428,000.00 28,000 SH SOLE 28,000
North Fork Bancorp Common 659424105 5,959,200.00 305,600 SH SOLE 305,600
North Valley Bancorp Common 66304M105 809,475.00 75,300 SH SOLE 75,300
Northeast Optic Network Inc Common 664334109 294,450.00 7,800 SH SOLE 7,800
Nova Corp/georgia Common 669784100 1,485,250.00 59,410 SH SOLE 59,410
Nucor Corp Common 670346105 1,428,750.00 30,000 SH SOLE 30,000
Ocean Energy Inc Common 67481E106 1,356,771.25 133,180 SH SOLE 133,180
Omnicare Inc Common 681904108 1,041,425.00 108,200 SH SOLE 108,200
Omnicom Group Common 681919106 2,866,587.50 36,200 SH SOLE 36,200
On Assignment Inc Common 682159108 439,200.00 18,300 SH SOLE 18,300
Optical Coating Laboratory Common 683829105 1,657,125.00 18,000 SH SOLE 18,000
Oracle Corporation Common 68389X105 10,706,150.00 235,300 SH SOLE 235,300
O'reilly Automotive Inc Common 686091109 1,544,062.50 32,400 SH SOLE 32,400
Orix Corp-spons Adr Sponsored
ADR 686330101 868,725.00 14,300 SH SOLE 14,300
Oshkosh Truck Corp Common 688239201 383,400.00 14,400 SH SOLE 14,400
Oxford Health Plans Common 691471106 626,250.00 50,100 SH SOLE 50,100
Pmc-sierra Inc Common 69344F106 3,561,250.00 38,500 SH SOLE 38,500
Pacific Century Finl Corp Common 694058108 19,476,937.50 953,000 SH SOLE 953,000
Pacific Sunwear Of California Common 694873100 4,277,568.75 152,600 SH SOLE 152,600
Pairgain Technologies Common 695934109 689,775.00 54,100 SH SOLE 54,100
Pall Corp Common 696429307 1,908,331.25 82,300 SH SOLE 82,300
Paradyne Networks Inc Common 69911G107 243,600.00 8,700 SH SOLE 8,700
Parker Hannifin Corp Common 701094104 3,809,062.50 85,000 SH SOLE 85,000
Pegasus Communications Corp Class A 705904100 1,240,937.50 27,500 SH SOLE 27,500
Peoples Heritage Financial
Group Common 711147108 14,294,175.00 859,800 SH SOLE 859,800
Pepsico Inc Common 713448108 6,730,625.00 222,500 SH SOLE 222,500
Peregrine Systems Inc Common 71366Q101 3,467,825.00 85,100 SH SOLE 85,100
Pfizer Common 717081103 873,281.25 24,300 SH SOLE 24,300
Philip Morris Companies Inc Common 718154107 5,620,425.00 164,400 SH SOLE 164,400
Philippine Ld Tel Spn Adr Sponsored
ADR 718252604 804,750.00 37,000 SH SOLE 37,000
Phone.com, Inc. Common 71920Q100 1,621,050.00 10,700 SH SOLE 10,700
Phototronics Inc Common 719405102 612,543.75 27,300 SH SOLE 27,300
Pilgrim Prime Rate Trust SH BEN INT 72146W103 2,515,093.75 266,500 SH SOLE 266,500
Pinnacle Holdings Inc Common 72346N101 1,152,112.50 44,100 SH SOLE 44,100
Pinnacle Systems Inc Common 723481107 2,072,137.50 48,900 SH SOLE 48,900
Pitney Bowes Common 724479100 4,875,000.00 80,000 SH SOLE 80,000
Playboy Enterprises Class B Class B 728117300 715,225.00 26,800 SH SOLE 26,800
Pohang Iron & Steel Co Adr Sponsored
ADR 730450103 4,937,981.25 157,700 SH SOLE 157,700
Polo Ralph Lauren Corp. CL A 731572103 1,313,025.00 73,200 SH SOLE 73,200
Polycom Inc Common 73172K104 1,081,796.88 22,700 SH SOLE 22,700
Power Integrations Inc Common 739276103 2,077,500.00 30,000 SH SOLE 30,000
Power-one Inc Common 739308104 688,500.00 27,000 SH SOLE 27,000
Powerwave Technologies Inc Common 739363109 2,324,143.75 48,200 SH SOLE 48,200
Praxair Inc Common 74005P104 7,594,600.00 165,100 SH SOLE 165,100
Prepaid Legal Services Inc Common 740065107 1,027,687.50 26,100 SH SOLE 26,100
Precision Drilling Corp Common 74022D100 530,993.75 22,900 SH SOLE 22,900
Price Communications Corp Common New 741437305 922,300.00 36,800 SH SOLE 36,800
Pride International Inc Common 741932107 1,376,187.50 97,000 SH SOLE 97,000
Probusiness Services Inc Common 742674104 491,812.50 18,300 SH SOLE 18,300
Procter & Gamble Common 742718109 787,500.00 8,400 SH SOLE 8,400
Profit Recovery Group Intl Common 743168106 883,575.00 19,800 SH SOLE 19,800
Prosperity Bancshares, Inc. Common 743606105 3,615,000.00 240,000 SH SOLE 240,000
Provident Bank Common 743859100 705,978.87 33,174 SH SOLE 33,174
Proxicom Inc Common 744282104 567,450.00 9,700 SH SOLE 9,700
Proxim Inc Common 744284100 1,665,200.00 36,200 SH SOLE 36,200
Psinet Inc. Common 74437C101 1,708,515.63 47,500 SH SOLE 47,500
Psinet Inc Pfd C PFD C CV
6 3/4 74437C309 2,996,813.75 74,455 SH SOLE 74,455
Qlogic Corp Common 747277101 5,177,737.50 74,100 SH SOLE 74,100
Qualcomm Inc Common 747525103 12,391,781.25 65,500 SH SOLE 65,500
Quantum Dlt & Storage COmM DSSG 747906204 762,187.50 54,200 SH SOLE 54,200
Quantum Hard Disk Drive COM HDDG 747906303 382,659.38 51,450 SH SOLE 51,450
Quicksilver Inc Common 74838C106 196,187.50 10,750 SH SOLE 10,750
Rf Micro Devices Inc Common 749941100 4,593,300.00 100,400 SH SOLE 100,400
Radio One Inc CL A 75040P108 219,950.00 5,300 SH SOLE 5,300
Rambus Inc Common 750917106 881,125.00 13,300 SH SOLE 13,300
Razorfish Inc Class A 755236106 900,450.00 20,700 SH SOLE 20,700
Realnetworks Inc Common 75605L104 5,102,650.00 48,800 SH SOLE 48,800
Regions Financial Corp Common 758940100 2,472,000.00 82,400 SH SOLE 82,400
Reliance Group Holdings Common 759464100 3,356,968.75 756,500 SH SOLE 756,500
Republic Services Inc Common 760759100 975,487.50 89,700 SH SOLE 89,700
Resmed Inc Common 761152107 596,250.00 18,000 SH SOLE 18,000
Reynolds & Reynolds CL A 761695105 1,085,987.50 53,300 SH SOLE 53,300
Rowan Companies Common 779382100 2,489,500.00 153,200 SH SOLE 153,200
Rowecom Inc Common 77957X108 380,175.00 13,700 SH SOLE 13,700
Royal Dutch Petroleum NY REG
Company GLD1.25 780257804 1,517,906.25 25,700 SH SOLE 25,700
Ryland Corp. Common 783764103 420,875.00 18,500 SH SOLE 18,500
Sbc Communications Common 78387G103 5,218,587.50 102,200 SH SOLE 102,200
Sdl Inc Common 784076101 1,999,387.50 26,200 SH SOLE 26,200
Sei Investments Company Common 784117103 839,243.75 9,400 SH SOLE 9,400
Sfx Entertainment Inc CL A 784178105 2,601,650.00 85,300 SH SOLE 85,300
Sli Inc Common 78442T108 1,132,759.38 53,150 SH SOLE 53,150
S3 Incorporated Common 784849101 508,306.25 48,700 SH SOLE 48,700
Safety-kleen Corp Com New 78648R203 731,892.19 60,675 SH SOLE 60,675
Safeway Inc. Com New 786514208 654,675.00 17,200 SH SOLE 17,200
Saga Communications Inc
Cl A CL A 786598102 901,508.00 39,196 SH SOLE 39,196
Salem Communications-Cl A CL A 794093104 488,325.00 19,150 SH SOLE 19,150
Sandisk Corp Common 80004C101 554,093.75 8,500 SH SOLE 8,500
Sanmina Corp Common 800907107 2,143,287.50 27,700 SH SOLE 27,700
Sap Ag-sponsored Adr Sponsored
ADR 803054204 8,086,050.00 214,200 SH SOLE 214,200
Sara Lee Common 803111103 6,738,281.25 287,500 SH SOLE 287,500
Schering-plough Corp Common 806605101 4,798,750.00 110,000 SH SOLE 110,000
Schlumberger Ltd. Common 806857108 8,412,187.50 135,000 SH SOLE 135,000
Schuff Steel Co Common 808156103 1,412,812.50 342,500 SH SOLE 342,500
Sea Containers Ltd. CL A 811371707 12,320,000.00 440,000 SH SOLE 440,000
Seacoast Financial Services
Corp. Common 81170Q106 4,575,000.00 457,500 SH SOLE 457,500
Sealed Air Corp Pfd CV A
$2 81211K209 2,544,858.75 50,145 SH SOLE 50,145
Sears, Roebuck And Company Common 812387108 709,075.00 22,600 SH SOLE 22,600
Security First Technologies Common 814279105 2,328,612.50 59,900 SH SOLE 59,900
Seitel Inc Com New 816074306 181,350.00 18,600 SH SOLE 18,600
Semtech Corp Common 816850101 911,962.50 24,900 SH SOLE 24,900
Shire Pharmaceuticals Sponsored
ADR 82481R106 2,088,906.25 72,500 SH SOLE 72,500
Shopko Stores Inc Comm 824911101 913,500.00 31,500 SH SOLE 31,500
Simpson Manufactoring Co Inc Common 829073105 440,625.00 9,400 SH SOLE 9,400
Six Rivers Natl Bk Common 830059101 258,825.00 20,400 SH SOLE 20,400
Skywest Inc Common 830879102 282,993.75 12,900 SH SOLE 12,900
Smith International Inc Common 832110100 4,989,600.00 123,200 SH SOLE 123,200
Smurfit-stone Container Common 832727101 2,774,487.50 128,300 SH SOLE 128,300
Snap-on Inc Common 833034101 1,014,000.00 31,200 SH SOLE 31,200
Software.com Inc Common 83402P104 857,500.00 20,000 SH SOLE 20,000
Solectron Corp Common 834182107 10,341,000.00 144,000 SH SOLE 144,000
Sonic Corp Common 835451105 1,575,140.63 51,750 SH SOLE 51,750
Sonic Automotive Inc CL A 83545G102 305,500.00 23,500 SH SOLE 23,500
Sony Corp Adr ADR NEW 835699307 10,879,531.25 72,500 SH SOLE 72,500
Sotheby's Holdings Class A Class A 835898107 717,587.50 27,800 SH SOLE 27,800
Southern Co Common 842587107 4,405,825.00 171,100 SH SOLE 171,100
Southwest Bancorp Common 844767103 4,350,000.00 200,000 SH SOLE 200,000
Sovereign Bancorp Inc. Common 845905108 645,656.25 71,000 SH SOLE 71,000
Spartech Corp Com New 847220209 445,550.00 15,200 SH SOLE 15,200
Sprint Corp PCS COM
SER 1 852061506 13,548,006.25 181,700 SH SOLE 181,700
Stamps.com Inc Common 852857101 305,800.00 8,800 SH SOLE 8,800
Starmedia Network Inc. Common 855546107 411,250.01 11,200 SH SOLE 11,200
Startek Inc Common 85569C107 990,000.00 18,000 SH SOLE 18,000
Starwood Hotels & Resorts PAIRED CTF 85590A203 1,017,450.00 45,600 SH SOLE 45,600
Sterling Bancshares Inc/tx Common 858907108 3,353,326.31 293,187 SH SOLE 293,187
Sterling Commerce Inc Common 859205106 1,108,181.25 59,700 SH SOLE 59,700
St Microelectronics Common 861012102 2,434,600.00 32,900 SH SOLE 32,900
Stone Energy Corp Common 861642106 534,187.50 10,500 SH SOLE 10,500
Summit Bancorp Common 866005101 4,064,418.75 125,300 SH SOLE 125,300
Summit Bancshares Inc Common 866011109 4,502,250.00 248,400 SH SOLE 248,400
Sun Microsystems Common 866810104 20,683,200.00 222,400 SH SOLE 222,400
Sunglass Hut Intl Common 86736F106 455,877.50 43,160 SH SOLE 43,160
Sunterra Corporation Common 86787D109 499,937.50 42,100 SH SOLE 42,100
Swift Transportation Co Inc Common 870756103 624,093.75 31,700 SH SOLE 31,700
Sykes Enterprises Inc Common 871237103 799,875.00 32,400 SH SOLE 32,400
Symantec Corp Common 871503108 1,302,068.75 36,200 SH SOLE 36,200
Tsi International Software
Inc Common 872879101 732,375.00 27,000 SH SOLE 27,000
Taiwan Semiconductor-sp Adr Sponsored
ADR 874039100 2,913,272.53 98,755 SH SOLE 98,755
Tailsman Energy Inc Common 87425E103 1,568,725.00 52,400 SH SOLE 52,400
Talk.com Inc Common 874264104 726,621.88 56,300 SH SOLE 56,300
Tele Centro Sul Part Adr Spon ADR
Pfd 879239101 2,131,200.00 38,400 SH SOLE 38,400
Tele Centro Sul Part-Adr Sponsored
ADR 879238103 2,131,200.00 38,400 SH SOLE 38,400
Telefonos De Mexico SPON ADR
ORD L 879403780 6,761,625.00 94,900 SH SOLE 94,900
Tellabs Inc Common 879664100 6,433,937.50 113,000 SH SOLE 113,000
Teradyne Inc Common 880770102 1,840,050.00 52,200 SH SOLE 52,200
Terex Corp Common 880779103 2,271,150.00 72,100 SH SOLE 72,100
Tetra Tech Inc Common 88162G103 558,113.45 33,445 SH SOLE 33,445
Texas Instruments Inc. Common 882508104 10,067,400.00 122,400 SH SOLE 122,400
Timberland Bancorp Common 887098101 909,281.25 79,500 SH SOLE 79,500
Timberland Company Class A CL A 887100105 1,812,500.00 46,400 SH SOLE 46,400
Time Warner Inc Common 887315109 722,925.00 11,900 SH SOLE 11,900
Time Warner Telecom Cl A CL A 887319101 2,239,887.50 107,300 SH SOLE 107,300
Transportation Technologies Common 89388T101 730,587.50 42,200 SH SOLE 42,200
Transwitch Corp Common 894065101 2,456,700.00 43,100 SH SOLE 43,100
Triangle Pharmaceuticals Inc Common 89589H104 303,187.50 15,750 SH SOLE 15,750
Tricon Global Rest Common 895953107 6,754,687.50 165,000 SH SOLE 165,000
Trimeris Inc Common 896263100 325,406.25 19,500 SH SOLE 19,500
Triquint Semiconductor Inc. Common 89674K103 1,158,046.88 20,250 SH SOLE 20,250
Tuboscope Inc Common 898600101 614,412.50 49,400 SH SOLE 49,400
Tut Systems Inc Common 901103101 702,100.00 27,200 SH SOLE 27,200
21st Century Holding Company Common 90136Q100 973,500.00 177,000 SH SOLE 177,000
Tyco International Ltd. Common 902124106 8,869,155.00 85,900 SH SOLE 85,900
Ucbh Holdings Inc Common 90262T308 4,106,250.00 225,000 SH SOLE 225,000
Usa Networks Inc Common 902984103 4,487,250.00 115,800 SH SOLE 115,800
Us Lec Corp Class A CL A 90331S109 554,062.50 22,500 SH SOLE 22,500
Uti Energy Corp Common 903387108 361,537.50 18,600 SH SOLE 18,600
Ubid Inc Common 903469104 732,495.31 27,772 SH SOLE 27,772
Ugly Duckling Corp Common 903512101 1,204,125.00 169,000 SH SOLE 169,000
Unicapital Corp Common 90459D108 6,158,250.00 1,932,000 SH SOLE 1,932,000
Unilever Plc-adr SPON ADR
NEW 904767704 837,245.63 21,782 SH SOLE 21,782
Union Planters Corp Common 908068109 1,475,150.00 36,200 SH SOLE 36,200
Unionbancal Corporation Common 908906100 46,425,375.00 1,280,700 SH SOLE 1,280,700
Unit Corp Common 909218109 147,468.75 19,500 SH SOLE 19,500
United Security Bancorp Common 91146A101 2,146,650.00 143,110 SH SOLE 143,110
United Stationers Inc. Common 913004107 1,378,918.75 64,700 SH SOLE 64,700
Univision Communications-a Class A 914906102 3,116,662.50 38,300 SH SOLE 38,300
Usfreightways Corp Common 916906100 1,757,612.50 37,100 SH SOLE 37,100
Urban Outfitters Inc Common 917047102 508,875.00 23,000 SH SOLE 23,000
Usbancorp Common 917292104 2,826,900.00 209,400 SH SOLE 209,400
Usweb Corp Common 917327108 1,955,812.50 57,000 SH SOLE 57,000
V F Corp Common 918204108 4,185,000.00 135,000 SH SOLE 135,000
Valuevision Intl Inc-Class A CL A 92047K107 933,400.00 35,900 SH SOLE 35,900
Varco International Common 922126107 255,937.50 21,000 SH SOLE 21,000
Varian Inc Common 922206107 692,250.00 39,000 SH SOLE 39,000
Varian Semiconductor Equip Common 922207105 1,055,231.25 50,100 SH SOLE 50,100
Verio Inc Common 923433106 899,000.00 29,000 SH SOLE 29,000
Veritas Software Corp Common 923436109 7,160,906.25 94,300 SH SOLE 94,300
Verity Inc Common 92343C106 867,037.50 12,600 SH SOLE 12,600
Verisign Inc Common 92343E102 4,281,300.00 40,200 SH SOLE 40,200
Viatel Inc Common 925529208 1,616,710.96 54,688 SH SOLE 54,688
Vignette Corporation Common 926734104 3,077,000.00 34,000 SH SOLE 34,000
Visual Networks Inc Common 928444108 1,701,743.75 40,100 SH SOLE 40,100
Visx Inc Common 92844S105 4,104,965.63 51,900 SH SOLE 51,900
Vitesse Semiconductor Corp Common 928497106 3,423,537.50 40,100 SH SOLE 40,100
Vodafone Airtouch Plc-sp Adr Sponsored
ADR 92857T107 4,216,348.85 17,734 SH SOLE 17,734
Voicestream Wireless Corp Common 928615103 11,572,265.63 187,500 SH SOLE 187,500
Wms Industries Inc Common 929297109 523,125.00 45,000 SH SOLE 45,000
Wal-mart Stores Inc Common 931142103 18,673,037.50 392,600 SH SOLE 392,600
Walgreen Co Common 931422109 695,275.00 27,400 SH SOLE 27,400
Warner Lambert Co Common 934488107 862,875.00 13,000 SH SOLE 13,000
Washington Mutual Inc Common 939322103 28,366,650.00 969,800 SH SOLE 969,800
Weatherford Int'l Common 947074100 8,928,000.00 279,000 SH SOLE 279,000
Wellpoint Health Network Common 94973H108 1,179,900.00 20,700 SH SOLE 20,700
West Coast Bancorp/oregon Common 952145100 1,996,412.50 135,350 SH SOLE 135,350
Western Bancorp Common 957683105 243,337.50 6,300 SH SOLE 6,300
Western Gas Resources Inc Common 958259103 513,906.25 27,500 SH SOLE 27,500
Western Wireless Corp
Class A CL A 95988E204 1,304,953.13 29,100 SH SOLE 29,100
Westwood One Inc Common 961815107 2,680,425.00 59,400 SH SOLE 59,400
Whittman-hart Inc Common 966834103 1,787,815.63 46,100 SH SOLE 46,100
Williams Cos Inc Common 969457100 8,019,112.50 214,200 SH SOLE 214,200
Williams Sonoma Inc Common 969904101 1,573,425.00 32,400 SH SOLE 32,400
Winnebago Industries Common 974637100 777,968.75 32,500 SH SOLE 32,500
Winstar Communications Common 975515107 6,045,146.02 154,756 SH SOLE 154,756
Xilinx Inc Common 983919101 4,855,865.63 74,100 SH SOLE 74,100
Xircom Common 983922105 1,865,443.75 43,700 SH SOLE 43,700
Xerox Corp Common 984121103 6,584,187.50 157,000 SH SOLE 157,000
Zoll Medical Corp Common 989922109 275,275.00 9,100 SH SOLE 9,100
Daimlerchrysler W/i ORD D1668R123 756,868.75 10,900 SH SOLE 10,900
American Safety Ins. Grp ORD G02995101 3,063,750.00 430,000 SH SOLE 430,000
Mih Ltd Class A G6116R101 1,129,012.50 39,100 SH SOLE 39,100
Sbs Broadcasting ORD L8137F102 1,081,125.00 27,900 SH SOLE 27,900
Fundtech Ltd ORD M47095100 789,862.50 35,400 SH SOLE 35,400
Orckit Communications Ltd Common M7531S107 1,117,850.00 31,600 SH SOLE 31,600
Asm Lithography Holding Nv N Y Shares N07059111 2,266,712.50 33,800 SH SOLE 33,800
Flextronics Intl ORD Y2573F102 2,193,668.75 37,700 SH SOLE 37,700
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