FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
Check here if Amendment: [ ] Amendment Number:
This Amendment (Check only one.):
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Aid Association for Lutherans
Address: 4321 N. Ballard Rd., Appleton, WI 54919
Form 13F File Number: 28-545
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: James H. Abitz
Title: Senior Vice President of Investments
Phone: 920-734-5721
Signature, Place, and Date of Signing:
/s/ James Abitz
-------------------------------------------------------------
Signature
Appleton, Wisconsin
-------------------------------------------------------------
City, State
October 26, 2000
-------------------------------------------------------------
Date
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager: [If there are no entries in
this list, omit this section.]
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: None
Form 13F Information Table Entry Total: 301
Form 13F Information Table Value Total: $1,109,543,000
List of Other Included Mangers:
No. 13F File Number Name
AID ASSOCIATION FOR LUTHERANS
Form 13F Information Table
<TABLE>
Name of Title Value Investment Other Voting Authority
issuer of Class CUSIP (x $1000) Shrs or SH/PRN Put/ Discretion managers Sole Shared None
Column 1 Column 2 Column 3 Column 4 prn amt Column 5 Call Column 6 Column 7 Column 8
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
99 CENTS ONLY STORES COMMON STK 65440K106 994 19,800 SH SOLE 19,800
ACTEL CORPORATION COMMON STK 004934105 697 19,400 SH SOLE 19,400
ACXIOM CORPORATION COMMON STK 005125109 4,743 149,400 SH SOLE 149,400
ADAPTIVE BROADBAND C COMMON STK 00650M104 566 29,000 SH SOLE 29,000
ADC TELECOMMUNICATIO COMMON STK 000886101 9,794 364,200 SH SOLE 364,200
ADVANCED POWER TECHN COMMON STK 00761E108 1,451 43,800 SH SOLE 43,800
AFLAC INCORPORATED COMMON STK 001055102 1,832 28,600 SH SOLE 28,600
AGILE SOFTWARE CORP. COMMON STK 00846X105 1,214 13,500 SH SOLE 13,500
ALLERGAN, INC. COMMON STK 018490102 17,090 202,400 SH SOLE 202,400
ALLIANCE SEMICONDUCT COMMON STK 01877H100 628 31,600 SH SOLE 31,600
ALLIANT TECHSYSTEMS COMMON STK 018804104 2,817 34,300 SH SOLE 34,300
ALPHA INDUSTRIES INC COMMON STK 020753109 678 19,900 SH SOLE 19,900
ALPHARMA INC-CL A COMMON STK 020813101 1,498 24,500 SH SOLE 24,500
ALTERA CORPORATION COMMON STK 021441100 1,332 27,900 SH SOLE 27,900
ALZA CORPORATION COMMON STK 022615108 16,435 190,000 SH SOLE 190,000
AMERICAN EXPRESS COMMON STK 025816109 10,552 173,700 SH SOLE 173,700
AMERICAN INT'L COMMON STK 026874107 5,851 61,152 SH SOLE 61,152
AMERICAN ONLINE, INC COMMON STK 02364J104 2,671 49,700 SH SOLE 49,700
AMGEN, INC. COMMON STK 031162100 4,888 70,000 SH SOLE 70,000
ANADARKO PETROLEUM C COMMON STK 032511107 9,989 150,300 SH SOLE 150,300
ANALOG SERVICES, INC COMMON STK 032654105 1,742 21,100 SH SOLE 21,100
ANIXTER INTL INC COMMON STK 035290105 1,270 43,600 SH SOLE 43,600
ANNUITY AND LIFE RE COMMON STK G03910109 1,503 62,300 SH SOLE 62,300
APACHE CORPORATION COMMON STK 037411105 11,021 186,400 SH SOLE 186,400
APPLEBEES INTL INC COMMON STK 037899101 791 34,400 SH SOLE 34,400
APPLIED MATERIALS IN COMMON STK 038222105 1,554 26,200 SH SOLE 26,200
APW, LTD. COMMON STK G04397108 921 18,900 SH SOLE 18,900
ARTESYN TECHNOLOGIES COMMON STK 043127109 1,279 43,900 SH SOLE 43,900
ASPECT COMMUNICATION COMMON STK 04523Q102 460 22,300 SH SOLE 22,300
ASTROPOWER, INC. COMMON STK 04644A101 832 21,000 SH SOLE 21,000
AT&T CORPORATION COMMON STK 001957109 3,615 123,067 SH SOLE 123,067
ATHENA NEUROSCIENCES DEBENTURE 046854AB1 3,083 2,000,000 PRN SOLE
ATLANTIC COAST AIR COMMON STK 048396105 850 26,400 SH SOLE 26,400
AVERY DENNISON CORPO COMMON STK 053611109 4,670 100,700 SH SOLE 100,700
AVON PRODUCTS, INC. COMMON STK 054303102 2,677 65,500 SH SOLE 65,500
AWARE, INC. COMMON STK 05453N100 1,001 26,000 SH SOLE 26,000
BAKER HUGHES, INC. COMMON STK 057224107 2,365 63,700 SH SOLE 63,700
BANK UNITED CORP. COMMON STK 065412108 2,909 57,400 SH SOLE 57,400
BANKNORTH GROUP INC COMMON STK 06646R107 2,086 116,700 SH SOLE 116,700
BARR LABORATORIES, COMMON STK 068306109 1,154 17,400 SH SOLE 17,400
BAXTER INTERNATIONAL COMMON STK 071813109 17,000 213,000 SH SOLE 213,000
BB&T CORPORATION COMMON STK 054937107 7,585 251,800 SH SOLE 251,800
BEMIS COMPANY, INC. COMMON STK 081437105 2,679 83,400 SH SOLE 83,400
BENCHMARK ELECTRS IN COMMON STK 08160H101 3,931 75,600 SH SOLE 75,600
BIOMET, INC. COMMON STK 090613100 8,705 248,700 SH SOLE 248,700
BIOSOURCE INTERNATIO COMMON STK 09066H104 1,463 47,200 SH SOLE 47,200
BISYS GROUP, INC. COMMON STK 055472104 1,856 24,000 SH SOLE 24,000
BLACK BOX CORPORATIO COMMON STK 091826107 578 12,400 SH SOLE 12,400
BROADBASE SOFTWARE I COMMON STK 11130R100 612 45,100 SH SOLE 45,100
C-CUBE MICROSYSTEMS COMMON STK 12501N108 1,117 54,500 SH SOLE 54,500
CALIPER TECHNOLOGIES COMMON STK 130876105 1,147 19,800 SH SOLE 19,800
CALPINE CORP PRE PREFERRED STK 13134R201 3,369 50,000 SH SOLE 50,000
CAMBREX CORP COMMON STK 132011107 1,199 32,400 SH SOLE 32,400
CAPITAL ONE FINANCIA COMMON STK 14040H105 4,344 62,000 SH SOLE 62,000
CARDINAL HEALTH INC. COMMON STK 14149Y108 12,479 141,500 SH SOLE 141,500
CATALINA MARKETING C COMMON STK 148867104 2,314 61,500 SH SOLE 61,500
CEC ENTERTAINMENT IN COMMON STK 125137109 1,126 35,200 SH SOLE 35,200
CENDANT CORP DEBENTURE 126545AD4 3,194 3,500,000 PRN SOLE
CENTURA BKS INC COMMON STK 15640T100 1,525 39,800 SH SOLE 39,800
CEPHALON, INC. COMMON STK 156708109 1,795 37,000 SH SOLE 37,000
CHIEFTAIN INTL, INC. COMMON STK 16867C101 1,010 48,800 SH SOLE 48,800
CIBER INC COMMON STK 17163B102 1,300 157,600 SH SOLE 157,600
CINCINNATI FINANCIAL COMMON STK 172062101 2,762 77,800 SH SOLE 77,800
CISCO SYSTEMS, INC. COMMON STK 17275R102 25,691 465,000 SH SOLE 465,000
CITADEL COMMUNICATIO COMMON STK 172853202 1,005 59,100 SH SOLE 59,100
CITIGROUP, INC. COMMON STK 172967101 19,931 368,666 SH SOLE 368,666
CLEAR CHANNEL DEBENTURE 184502AB8 1,639 1,500,000 PRN SOLE
COCA-COLA COMPANY, COMMON STK 191216100 2,481 45,000 SH SOLE 45,000
COGNEX CORPORATION COMMON STK 192422103 793 20,100 SH SOLE 20,100
COHERENT INC COMMON STK 192479103 571 8,400 SH SOLE 8,400
COLGATE-PALMOLIVE COMMON STK 194162103 1,015 21,500 SH SOLE 21,500
COLTEC CAPITAL TRUST PREFERRED STK 196878409 3,525 75,000 SH SOLE 75,000
COMCAST CORPORATION COMMON STK 200300200 7,885 192,600 SH SOLE 192,600
COMERICA, INC. COMMON STK 200340107 2,162 37,000 SH SOLE 37,000
COMMERICAL FEDERAL C COMMON STK 201647104 1,582 82,700 SH SOLE 82,700
COMMSCOPE INC DEBENTURE 203372AB3 1,703 2,000,000 PRN SOLE
COMMUNITY FIRST BANK COMMON STK 203902101 1,883 107,200 SH SOLE 107,200
COMPUTER NETWORKING COMMON STK 204925101 3,101 90,200 SH SOLE 90,200
COMPUTER SCIENCES COMMON STK 205363104 7,804 105,100 SH SOLE 105,100
CONOCO INC. COMMON STK 208251405 3,144 116,713 SH SOLE 116,713
CONSECO INC COMMON STK 208464107 0 0 SH SOLE 0
CONSTELLATION BRANDS COMMON STK 21036P108 1,716 31,600 SH SOLE 31,600
CONVERGYS CORP COMMON STK 212485106 7,853 202,000 SH SOLE 202,000
COR THERAPEUTICS INC COMMON STK 217753102 1,620 26,000 SH SOLE 26,000
COX COMMUNICATIONS DEBENTURE 224044AX5 2,905 7,000,000 PRN SOLE
CROSS TIMBERS OIL CO COMMON STK 227573102 774 40,350 SH SOLE 40,350
CTS CORPORATION COMMON STK 126501105 683 13,500 SH SOLE 13,500
CULLEN/FROST BANKERS COMMON STK 229899109 2,873 88,400 SH SOLE 88,400
CVS CORPORATION COMMON STK 126650100 9,165 197,900 SH SOLE 197,900
CYTYC CORPORATION COMMON STK 232946103 1,410 32,700 SH SOLE 32,700
DALLAS SEMICONDUCTOR COMMON STK 235204104 1,177 35,800 SH SOLE 35,800
DAMARK INTL INC COMMON STK 235691102 38 3,100 SH SOLE 3,100
DARDEN RESTAURANTS, COMMON STK 237194105 3,353 161,100 SH SOLE 161,100
DELTA & PINE LD CO COMMON STK 247357106 1,120 43,600 SH SOLE 43,600
DENDRITE INTERNATION COMMON STK 248239105 713 26,600 SH SOLE 26,600
DEVON ENERGY CORPORA DEBENTURE 25179MAB9 2,891 3,000,000 PRN SOLE
DIGENE CORPORATION COMMON STK 253752109 958 26,600 SH SOLE 26,600
DMC STRATEX NETWORKS COMMON STK 23322L106 1,468 91,400 SH SOLE 91,400
DOVER CORPORATION COMMON STK 260003108 3,412 72,700 SH SOLE 72,700
DREYER'S GRAND ICE C COMMON STK 261878102 1,173 54,400 SH SOLE 54,400
DUKE ENERGY CORP. COMMON STK 264399106 10,657 124,275 SH SOLE 124,275
DUPONT PHOTOMASKS IN COMMON STK 26613X101 658 11,200 SH SOLE 11,200
DURA AUTOMOTIVE SYST COMMON STK 265903104 1,293 140,000 SH SOLE 140,000
DURA PHARMACEUTICALS COMMON STK 26632S109 884 25,000 SH SOLE 25,000
DUSA PHARMACEUTICALS COMMON STK 266898105 555 18,000 SH SOLE 18,000
DYCOM INDUSTRIES INC COMMON STK 267475101 868 20,850 SH SOLE 20,850
E.W. BLANCH HOLDINGS COMMON STK 093210102 745 35,900 SH SOLE 35,900
EATON VANCE CORP COMMON STK 278265103 1,535 30,100 SH SOLE 30,100
ECOLAB, INC., LARGE COMMON STK 278865100 1,435 39,800 SH SOLE 39,800
EFFICIENT NETWORKS, COMMON STK 282056100 765 20,500 SH SOLE 20,500
EL PASO ENERGY COMMON STK 283905107 6,594 107,000 SH SOLE 107,000
ELECTRO SCIENTIFIC I COMMON STK 285229100 587 16,700 SH SOLE 16,700
ELECTRONIC DATA SYST COMMON STK 285661104 8,084 194,800 SH SOLE 194,800
EMC CORPORATION COMMON STK 268648102 16,712 168,600 SH SOLE 168,600
EMMIS COMMUNICATIONS COMMON STK 291525103 933 37,700 SH SOLE 37,700
ENRON CORPORATION COMMON STK 293561106 12,767 145,700 SH SOLE 145,700
EQUITY RESIDENTIAL PREFERRED STK 29476L859 2,263 100,000 SH SOLE 100,000
EXXON MOBIL CORPORAT COMMON STK 30231G102 18,729 210,143 SH SOLE 210,143
FEDERAL NATIONAL MOR COMMON STK 313586109 6,635 92,800 SH SOLE 92,800
FEDERAL REALTY INVS DEBENTURE U31374AB4 1,766 2,000,000 PRN SOLE
FIDELITY NATIONAL FI COMMON STK 316326107 1,668 67,400 SH SOLE 67,400
FIFTH THIRD BANCORP COMMON STK 316773100 10,511 195,100 SH SOLE 195,100
FIRST AMERICAN FINAN COMMON STK 318522307 1,438 68,900 SH SOLE 68,900
FIRST DATA CORPORATI COMMON STK 319963104 1,977 50,600 SH SOLE 50,600
FIRSTAR CORP COMMON STK 33763V109 5,032 224,900 SH SOLE 224,900
FIRSTMERIT CORPORATI COMMON STK 337915102 2,161 94,200 SH SOLE 94,200
FREDDIE MAC COMMON STK 313400301 3,460 64,000 SH SOLE 64,000
FURNITURE BRANDS INT COMMON STK 360921100 692 41,600 SH SOLE 41,600
FUTURE VALUE VENTURE COMMON STK 36116*105 37 183,333 SH SOLE 183,333
GATEWAY, INC. COMMON STK 367626108 1,720 36,800 SH SOLE 36,800
GENERAL DYNAMICS COR COMMON STK 369550108 6,463 102,900 SH SOLE 102,900
GENERAL ELECTRIC COM COMMON STK 369604103 45,140 782,500 SH SOLE 782,500
GENTEX CORPORATION COMMON STK 371901109 1,053 42,100 SH SOLE 42,100
GETTY IMAGES, INC. COMMON STK 374276103 864 28,400 SH SOLE 28,400
GLOBAL INDUSTRIES LT COMMON STK 379336100 1,115 89,200 SH SOLE 89,200
GRACO INC. COMMON STK 384109104 903 28,000 SH SOLE 28,000
HALLIBURTON COMPANY COMMON STK 406216101 2,055 42,000 SH SOLE 42,000
HARLEY-DAVIDSON, INC COMMON STK 412822108 12,577 262,700 SH SOLE 262,700
HARMAN INTERNATIONAL COMMON STK 413086109 1,134 29,000 SH SOLE 29,000
HASBRO, INC. COMMON STK 418056107 2,779 243,000 SH SOLE 243,000
HEALTH & RETIRMENT P DEBENTURE U40488AA3 1,820 2,000,000 PRN SOLE
HEWLETT-PACKARD CO COMMON STK 428236103 6,839 70,500 SH SOLE 70,500
HNC SOFTWARE, INC. COMMON STK 40425P107 1,121 13,700 SH SOLE 13,700
HOME OWNERSHIP, PREF PREFERRED STK 437296205 12,800 17,000 SH SOLE 17,000
HOOPER HOLMES, INC. COMMON STK 439104100 1,377 144,800 SH SOLE 144,800
HORIZON OFFSHORE INC COMMON STK 44043J105 1,265 71,800 SH SOLE 71,800
HOUSEHOLD INTERNATIO COMMON STK 441815107 9,207 162,600 SH SOLE 162,600
HYPERION SOLUTIONS C COMMON STK 44914M104 611 23,600 SH SOLE 23,600
IDEXX LABORATORIES, COMMON STK 45168D104 797 29,800 SH SOLE 29,800
IMRGLOBAL CORP COMMON STK 45321W106 1,514 130,200 SH SOLE 130,200
INCO LTD PU DEBENTURE 453258AK1 3,615 4,000,000 PRN SOLE
INSIGHT ENTERPRISES, COMMON STK 45765U103 1,218 44,700 SH SOLE 44,700
INTEL CORPORATION, COMMON STK 458140100 19,164 460,400 SH SOLE 460,400
INTERMUNE PHARMACEUT COMMON STK 45885B100 1,411 26,000 SH SOLE 26,000
INTERNAT'L BUSINESS COMMON STK 459200101 9,011 80,100 SH SOLE 80,100
INTERNATIONAL PAPER PREFERRED STK 460137300 2,739 70,000 SH SOLE 70,000
INTERPUBLIC GROUP P DEBENTURE 460690AJ9 888 1,000,000 PRN SOLE
INTERPUBLIC GROUP OF COMMON STK 460690100 1,536 45,100 SH SOLE 45,100
JACK HENRY INC. COMMON STK 426281101 1,063 24,500 SH SOLE 24,500
JACK IN THE BOX, INC COMMON STK 466367109 853 39,800 SH SOLE 39,800
JAKKS PACIFIC, INC. COMMON STK 47012E106 831 88,300 SH SOLE 88,300
JDS UNIPHASE CORPORA COMMON STK 46612J101 1,970 20,800 SH SOLE 20,800
JOHNSON & JOHNSON, COMMON STK 478160104 1,860 19,800 SH SOLE 19,800
KEMET CORPORATION COMMON STK 488360108 1,771 64,100 SH SOLE 64,100
KENT ELECTRS CORP COMMON STK 490553104 1,435 60,100 SH SOLE 60,100
KERR-MCGEE CORPORATI DEBENTURE 492386AP2 3,106 2,500,000 PRN SOLE
KEY ENERGY SERVICES COMMON STK 492914106 1,902 193,800 SH SOLE 193,800
KING PHARMACEUTICALS COMMON STK 495582108 1,015 30,342 SH SOLE 30,342
KOHLS COMMON STK 500255104 2,965 51,400 SH SOLE 51,400
LEHMAN BROTHERS HOLD COMMON STK 524908100 2,497 16,900 SH SOLE 16,900
LINENS N THINGS INC COMMON STK 535679104 648 25,400 SH SOLE 25,400
LOEWS CORP DEBENTURE 540424AL2 4,454 5,000,000 PRN SOLE
MACROVISION CORPORAT COMMON STK 555904101 1,029 12,700 SH SOLE 12,700
MAGNA INTERNATIONAL DEBENTURE 559222AG9 1,770 2,000,000 PRN SOLE
MATRIXONE, INC. COMMON STK 57685P304 1,280 32,000 SH SOLE 32,000
MBIA, INC. COMMON STK 55262C100 3,585 50,400 SH SOLE 50,400
MCGRAW-HILL, INC. COMMON STK 580645109 11,467 180,400 SH SOLE 180,400
MDU RESOURCES GROUP, COMMON STK 552690109 2,986 100,375 SH SOLE 100,375
MEADE INSTUMENTS COMMON STK 583062104 1,030 51,000 SH SOLE 51,000
MEDICIS PHARMACEUTIC COMMON STK 584690309 1,943 31,600 SH SOLE 31,600
MEDIMMUNE INC SMAL COMMON STK 584699102 1,483 19,200 SH SOLE 19,200
MEDTRONIC, INC. COMMON STK 585055106 3,119 60,200 SH SOLE 60,200
MERIX CORPORATION COMMON STK 590049102 956 14,750 SH SOLE 14,750
META GROUP INC COMMON STK 591002100 662 53,500 SH SOLE 53,500
METHANEX CORP COMMON STK 59151K108 1,379 272,400 SH SOLE 272,400
METHODE ELECTRS INC COMMON STK 591520200 793 17,900 SH SOLE 17,900
MICHAELS STORES, COMMON STK 594087108 676 16,900 SH SOLE 16,900
MICRON TECHNOLOGY, COMMON STK 595112103 1,697 36,900 SH SOLE 36,900
MICROSOFT CORPORATIO COMMON STK 594918104 14,460 240,000 SH SOLE 240,000
MILLIPORE CORP COMMON STK 601073109 1,720 35,500 SH SOLE 35,500
MOLEX, INC. COMMON STK 608554101 7,088 130,200 SH SOLE 130,200
MORGAN STANLEY, DEAN COMMON STK 617446448 3,813 41,700 SH SOLE 41,700
MOTOROLA, INC. COMMON STK 620076109 2,643 93,565 SH SOLE 93,565
MUTUAL RISK MGMT LTD COMMON STK 628351108 1,347 61,400 SH SOLE 61,400
NATIONAL INSTRUMENTS COMMON STK 636518102 918 20,800 SH SOLE 20,800
NATIONAL-OILWELL INC COMMON STK 637071101 944 30,200 SH SOLE 30,200
NEWELL FINANCIAL TRU PREFERRED STK 651195307 1,738 50,000 SH SOLE 50,000
NEXTEL COMMUNICATION COMMON STK 65332V103 1,636 35,000 SH SOLE 35,000
NORDSON CORPORATION COMMON STK 655663102 1,405 49,400 SH SOLE 49,400
NORTEL NETWORKS CORP COMMON STK 656568102 15,022 252,200 SH SOLE 252,200
NORTHERN TRUST CORP COMMON STK 665859104 9,821 110,500 SH SOLE 110,500
NOVA CORP/GEORGIA COMMON STK 669784100 1,271 74,200 SH SOLE 74,200
NS GROUP, INC. COMMON STK 628916108 3,758 189,200 SH SOLE 189,200
O'REILLY AUTOMOTIVE COMMON STK 686091109 971 66,400 SH SOLE 66,400
OMNICARE, INC. COMMON STK 681904108 2,944 182,600 SH SOLE 182,600
OMNICOM GROUP, INC. COMMON STK 681919106 4,048 55,500 SH SOLE 55,500
ORACLE SYSTEMS CORPO COMMON STK 68389X105 16,262 206,500 SH SOLE 206,500
OSHKOSH TRUCK CORP. COMMON STK 688239201 1,318 34,000 SH SOLE 34,000
PALL CORPORATION COMMON STK 696429307 4,145 207,900 SH SOLE 207,900
PARAMETRIC TECHNOLOG COMMON STK 699173100 1,187 108,500 SH SOLE 108,500
PATTERSON DENTAL COM COMMON STK 703412106 1,132 50,300 SH SOLE 50,300
PATTERSON ENERGY, IN COMMON STK 703414102 691 20,100 SH SOLE 20,100
PAYCHEX INC COMMON STK 704326107 2,205 42,000 SH SOLE 42,000
PEPSICO, INC., LA COMMON STK 713448108 11,173 242,900 SH SOLE 242,900
PFIZER, INC., LAR COMMON STK 717081103 25,021 556,800 SH SOLE 556,800
PHARMACIA CORPORATIO COMMON STK 71713U102 7,186 119,400 SH SOLE 119,400
PHARMACOPEIA, INC. COMMON STK 71713B104 564 22,100 SH SOLE 22,100
PHILADELPHIA SUBURBA COMMON STK 718009608 976 42,100 SH SOLE 42,100
PHILLIPS PETROLEUM C COMMON STK 718507106 2,008 32,000 SH SOLE 32,000
PHOTRONICS, INC. COMMON STK 719405102 1,400 64,200 SH SOLE 64,200
PIEDMONT NATURAL GAS COMMON STK 720186105 1,142 37,300 SH SOLE 37,300
PIER I IMPORTS INC COMMON STK 720279108 1,477 108,925 SH SOLE 108,925
PINNACLE HOLDINGS COMMON STK 72346N101 1,483 55,700 SH SOLE 55,700
PLANTRONICS, INC. COMMON STK 727493108 2,025 53,300 SH SOLE 53,300
PLEXUS CORP COMMON STK 729132100 917 13,000 SH SOLE 13,000
POLYMEDICA CORP COMMON STK 731738100 707 16,500 SH SOLE 16,500
POLYONE CORPORATION COMMON STK 73179P106 915 125,100 SH SOLE 125,100
POWER INTEGRATIONS, COMMON STK 739276103 1,178 84,500 SH SOLE 84,500
PRECISION DRILLING C COMMON STK 74022D100 3,741 105,000 SH SOLE 105,000
PRIDE INTERNATIONAL, COMMON STK 741932107 2,112 79,700 SH SOLE 79,700
PRIORITY HEALTHCARE COMMON STK 74264T102 1,037 13,600 SH SOLE 13,600
PROLOGIS TRUST PREFERRED STK 743410300 2,460 80,000 SH SOLE 80,000
PROTEIN DESIGN LABS COMMON STK 74369L103 2,663 22,100 SH SOLE 22,100
PROVIDIAN FINANCIAL COMMON STK 74406A102 5,588 44,000 SH SOLE 44,000
PROXIM, INC. COMMON STK 744284100 525 11,800 SH SOLE 11,800
RADIAN GROUP INC. COMMON STK 750236101 1,708 25,300 SH SOLE 25,300
RADISYS CORPORATION COMMON STK 750459109 2,108 41,700 SH SOLE 41,700
RAYMOND JAMES FINL I COMMON STK 754730109 942 28,600 SH SOLE 28,600
ROSS STORES, INC. COMMON STK 778296103 1,248 86,800 SH SOLE 86,800
ROWAN COMPANY INC COMMON STK 779382100 5,197 179,200 SH SOLE 179,200
ROYAL DUTCH PETROLEU COMMON STK 780257804 2,799 46,700 SH SOLE 46,700
RSA SECURITY, INC. COMMON STK 749719100 729 16,900 SH SOLE 16,900
S3, INC. COMMON STK 784849101 485 47,000 SH SOLE 47,000
SAFEWAY, INC. COMMON STK 786514208 7,914 169,500 SH SOLE 169,500
SAPIENT CORPORATION COMMON STK 803062108 1,628 40,000 SH SOLE 40,000
SBC COMMUNICATIONS, COMMON STK 78387G103 4,423 88,450 SH SOLE 88,450
SCANSOURCE, INC. COMMON STK 806037107 1,527 28,600 SH SOLE 28,600
SCHLUMBERGER, LTD. COMMON STK 806857108 14,265 173,300 SH SOLE 173,300
SCIENTIFIC-ATLANTA, COMMON STK 808655104 4,174 65,600 SH SOLE 65,600
SEALED AIR CORPORATI PREFERRED STK 81211K209 2,520 56,000 SH SOLE 56,000
SHAW GROUP, INC. COMMON STK 820280105 4,258 60,400 SH SOLE 60,400
SHOPKO STORES INC COMMON STK 824911101 1,080 104,100 SH SOLE 104,100
SIMPLE TECHNOLOGY, COMMON STK 828820100 2 200 SH SOLE 200
SKYWEST INC COMMON STK 830879102 712 13,900 SH SOLE 13,900
SOUTHDOWN INC COMMON STK 841297104 4,581 64,300 SH SOLE 64,300
SOUTHTRUST CORPORATI COMMON STK 844730101 2,700 85,900 SH SOLE 85,900
SPHERION CORP COMMON STK 848420105 747 62,600 SH SOLE 62,600
SPHERION CORP DEBENTURE 45868PAA8 2,645 4,000,000 PRN SOLE
SPRINT CORP COMMON STK 852061506 2,735 78,000 SH SOLE 78,000
STEINER LEISURE, COMMON STK P8744Y102 1,269 56,700 SH SOLE 56,700
SUN MICROSYSTEMS, COMMON STK 866810104 15,936 136,500 SH SOLE 136,500
SUNTRUST BANKS, INC. COMMON STK 867914103 1,733 34,800 SH SOLE 34,800
SUPERVALU, INC. COMMON STK 868536103 2,639 175,200 SH SOLE 175,200
SYSCO CORPORATION, COMMON STK 871829107 13,755 297,000 SH SOLE 297,000
TECHNE CORPORATION COMMON STK 878377100 1,165 10,400 SH SOLE 10,400
TELEDYNE TECHNOLOGIE COMMON STK 879360105 944 32,400 SH SOLE 32,400
TELLABS, INC. COMMON STK 879664100 8,829 184,900 SH SOLE 184,900
TERAYON COMMUNICATIO COMMON STK 880775101 462 13,600 SH SOLE 13,600
TETRA TECHNOLOGIES COMMON STK 88162G103 1,077 37,700 SH SOLE 37,700
TETRA TECHNOLOGIES, COMMON STK 88162F105 1,402 92,300 SH SOLE 92,300
TEXAS INSTRUMENTS, COMMON STK 882508104 4,601 97,500 SH SOLE 97,500
THERMO ELECTRON DEBENTURE 883556AH5 4,982 5,400,000 PRN SOLE
THERMO TERRATECH DEBENTURE 883598AA2 4,811 5,125,000 PRN SOLE
TIME WARNER, INC. COMMON STK 887315109 7,176 91,700 SH SOLE 91,700
TOMMY HILFIGER CORPO COMMON STK G8915Z102 843 87,600 SH SOLE 87,600
TRIAD HOSPITALS, INC COMMON STK 89579K109 993 33,800 SH SOLE 33,800
TRIMBLE NAVIGATION L COMMON STK 896239100 944 42,200 SH SOLE 42,200
TRUE NORTH COMMUNICA COMMON STK 897844106 976 27,300 SH SOLE 27,300
TYCO INTERNATIONAL L COMMON STK 902124106 13,114 252,800 SH SOLE 252,800
U.S. AGGREGATES, INC COMMON STK 90334D109 1,090 65,800 SH SOLE 65,800
UNION PACIFIC CAPITA PREFERRED STK 907824403 1,010 25,000 SH SOLE 25,000
UNITED NATURAL FOODS COMMON STK 911163103 145 11,700 SH SOLE 11,700
UNIVERSAL HEALTH SVC COMMON STK 913903100 1,447 16,900 SH SOLE 16,900
USFREIGHTWAYS CORPOR COMMON STK 916906100 594 26,200 SH SOLE 26,200
USX-MARATHON COMMON STK 902905827 5,862 206,600 SH SOLE 206,600
UTI ENERGY CORP. COMMON STK 903387108 2,039 45,700 SH SOLE 45,700
VARIAN MEDICAL SYSTE COMMON STK 92220P105 1,039 23,000 SH SOLE 23,000
VERITY, INC. COMMON STK 92343C106 603 16,900 SH SOLE 16,900
VERTEX PHARMACEUTICA COMMON STK 92532F100 2,569 30,400 SH SOLE 30,400
VIACOM, INC. COMMON STK 925524308 15,938 272,439 SH SOLE 272,439
WAL-MART STORES, INC COMMON STK 931142103 9,582 199,100 SH SOLE 199,100
WALGREEN COMPANY, COMMON STK 931422109 15,243 401,800 SH SOLE 401,800
WASHINGTON GAS LIGHT COMMON STK 938837101 989 36,800 SH SOLE 36,800
WASTE MANAGEMENT DEBENTURE 94106LAA7 2,995 3,220,000 PRN SOLE
WELLS FARGO & C0 COMMON STK 949746101 1,769 38,500 SH SOLE 38,500
WOODWARD GOVERNOR CO COMMON STK 980745103 1,141 25,600 SH SOLE 25,600
WORLDCOM, INC. COMMON STK 98157D106 4,362 143,621 SH SOLE 143,621
XEROX CORP DEBENTURE 984121BB8 3,009 5,900,000 PRN SOLE
XILINX, INC. COMMON STK 983919101 3,048 35,600 SH SOLE 35,600
XIRCOM, INC. COMMON STK 983922105 2,482 98,300 SH SOLE 98,300
YAHOO, INC. COMMON STK 984332106 2,812 30,900 SH SOLE 30,900
1,109,543
</TABLE>
