FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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
July 20, 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: 297
Form 13F Information Table Value Total: $1,103,523,000
List of Other Included Mangers:
No. 13F File Number Name
AID ASSOCIATION FOR LUTHERANS
Form 13F Information Table
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Name of Title Value Shrs or Investment Other Voting Authority
issuer of Class CUSIP (x $1000) prn amt SH/PRN Put/Call Discretion managers Sole Shared None
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
6/30/2000
99 CENTS ONLY STORES COMMON STK 65440K106 662 16,600 SH SOLE 16,600
ACT MANUFACTURING, COMMON STK 000973107 1,746 37,600 SH SOLE 37,600
ACTEL CORPORATION COMMON STK 004934105 611 13,400 SH SOLE 13,400
ACXIOM CORPORATION COMMON STK 005125109 1,861 68,300 SH SOLE 68,300
ADAPTIVE BROADBAND C COMMON STK 00650M104 801 21,800 SH SOLE 21,800
ADC TELECOMMUNICATIO COMMON STK 000886101 15,810 188,500 SH SOLE 188,500
AFLAC INCORPORATED COMMON STK 001055102 1,318 28,700 SH SOLE 28,700
AGILE SOFTWARE CORP. COMMON STK 00846X105 954 13,500 SH SOLE 13,500
AGILENT TECHNOLOGIES COMMON STK 00846U101 720 9,763 SH SOLE 9,763
ALLERGAN, INC. COMMON STK 018490102 12,091 162,300 SH SOLE 162,300
ALLIANT TECHSYSTEMS COMMON STK 018804104 1,855 27,500 SH SOLE 27,500
ALPHA INDUSTRIES INC COMMON STK 020753109 877 19,900 SH SOLE 19,900
ALPHARMA INC-CL A COMMON STK 020813101 2,882 46,300 SH SOLE 46,300
ALTERA CORPORATION COMMON STK 021441100 1,427 14,000 SH SOLE 14,000
ALZA CORPORATION COMMON STK 022615108 4,139 70,000 SH SOLE 70,000
AMERICAN EXPRESS COMMON STK 025816109 6,802 130,500 SH SOLE 130,500
AMERICAN INT'L COMMON STK 026874107 3,650 31,068 SH SOLE 31,068
AMERICAN MANAGEMENT COMMON STK 027352103 542 16,500 SH SOLE 16,500
AMERICAN ONLINE, INC COMMON STK 02364J104 4,953 93,900 SH SOLE 93,900
ANADARKO PETROLEUM C COMMON STK 032511107 3,551 72,000 SH SOLE 72,000
ANALOG SERVICES, INC COMMON STK 032654105 1,611 21,200 SH SOLE 21,200
ANIXTER INTL INC COMMON STK 035290105 641 24,200 SH SOLE 24,200
ANNUITY AND LIFE RE COMMON STK G03910109 1,526 62,300 SH SOLE 62,300
APACHE CORPORATION COMMON STK 037411105 9,604 163,300 SH SOLE 163,300
APEX, INC COMMON STK 037548104 2,048 46,800 SH SOLE 46,800
APPLEBEES INTL INC COMMON STK 037899101 1,043 34,400 SH SOLE 34,400
APPLIED MATERIALS COMMON STK 038222105 7,286 80,400 SH SOLE 80,400
ARTESYN TECHNOLOGIES COMMON STK 043127109 915 32,900 SH SOLE 32,900
ASPECT COMMUNICATION COMMON STK 04523Q102 877 22,300 SH SOLE 22,300
ASTROPOWER, INC. COMMON STK 04644A101 418 15,400 SH SOLE 15,400
AT&T CORPORATION COMMON STK 001957109 7,626 241,140 SH SOLE 241,140
ATHENA NEUROSCIENCES DEBENTURE 046854AB1 2,805 2,000,000 PRN SOLE
AVERY DENNISON CORPO COMMON STK 053611109 6,773 100,900 SH SOLE 100,900
AVON PRODUCTS, INC. COMMON STK 054303102 7,654 172,000 SH SOLE 172,000
AVT CORPORATION COMMON STK 002420107 1,199 162,600 SH SOLE 162,600
AWARE, INC. COMMON STK 05453N100 1,043 20,400 SH SOLE 20,400
BANK UNITED CORP. COMMON STK 065412108 2,020 57,400 SH SOLE 57,400
BANKAMERICA CORPORAT COMMON STK 060505104 6,060 140,921 SH SOLE 140,921
BANKNORTH GROUP INC COMMON STK 06646R107 1,787 116,700 SH SOLE 116,700
BAXTER INTERNATIONAL COMMON STK 071813109 14,337 203,900 SH SOLE 203,900
BB&T CORPORATION COMMON STK 054937107 3,739 156,600 SH SOLE 156,600
BELL ATLANTIC COMMON STK 077853109 658 12,954 SH SOLE 12,954
BELLSOUTH CORPORATIO COMMON STK 079860102 1,475 34,600 SH SOLE 34,600
BEMIS COMPANY, INC. COMMON STK 081437105 4,977 148,000 SH SOLE 148,000
BENCHMARK ELECTRS IN COMMON STK 08160H101 1,569 42,900 SH SOLE 42,900
BEST BUY COMPANY INC COMMON STK 086516101 3,245 51,300 SH SOLE 51,300
BIOMET, INC. COMMON STK 090613100 7,334 190,800 SH SOLE 190,800
BISYS GROUP, INC. COMMON STK 055472104 1,476 24,000 SH SOLE 24,000
BLACK BOX CORPORATIO COMMON STK 091826107 736 9,300 SH SOLE 9,300
BURLINGTON RESOURCES COMMON STK 122014103 4,055 106,000 SH SOLE 106,000
C-COR.NET CORPORATIO COMMON STK 125010108 907 33,600 SH SOLE 33,600
C-CUBE MICROSYSTEMS COMMON STK 12501N108 1,070 54,500 SH SOLE 54,500
CALIPER TECHNOLOGIES COMMON STK 130876105 911 19,800 SH SOLE 19,800
CAMBREX CORP COMMON STK 132011107 1,044 23,200 SH SOLE 23,200
CANANDAIGUA BRANDS, COMMON STK 137219200 1,594 31,600 SH SOLE 31,600
CARDINAL HEALTH INC. COMMON STK 14149Y108 7,400 100,000 SH SOLE 100,000
CATALINA MARKETING C COMMON STK 148867104 826 8,100 SH SOLE 8,100
CEC ENTERTAINMENT IN COMMON STK 125137109 666 26,000 SH SOLE 26,000
CENTURA BKS INC COMMON STK 15640T100 862 25,400 SH SOLE 25,400
CEPHALON, INC. COMMON STK 156708109 1,371 22,900 SH SOLE 22,900
CHASE MANHATTAN CORP COMMON STK 16161A108 3,565 77,400 SH SOLE 77,400
CHEVRON CORPORATION COMMON STK 166751107 6,395 75,400 SH SOLE 75,400
CIBER INC COMMON STK 17163B102 902 68,100 SH SOLE 68,100
CISCO SYSTEMS, INC. COMMON STK 17275R102 27,039 425,400 SH SOLE 425,400
CITIGROUP, INC. COMMON STK 172967101 16,768 278,300 SH SOLE 278,300
CLEAR CHANNEL DEBENTURE 184502AB8 1,937 1,500,000 PRN SOLE
COCA-COLA COMPANY, COMMON STK 191216100 2,596 45,200 SH SOLE 45,200
COGNEX CORPORATION COMMON STK 192422103 1,040 20,100 SH SOLE 20,100
COHERENT INC COMMON STK 192479103 705 8,400 SH SOLE 8,400
COLGATE-PALMOLIVE COMMON STK 194162103 1,293 21,600 SH SOLE 21,600
COMCAST CORPORATION COMMON STK 200300200 6,091 150,400 SH SOLE 150,400
COMMERICAL FEDERAL C COMMON STK 201647104 1,287 82,700 SH SOLE 82,700
COMMUNITY FIRST BANK COMMON STK 203902101 1,749 107,200 SH SOLE 107,200
COMPUTER NETWORKING COMMON STK 204925101 1,696 97,600 SH SOLE 97,600
COMPUTER SCIENCES COMMON STK 205363104 4,974 66,600 SH SOLE 66,600
CONEXANT SYSTEMS INC COMMON STK 207142100 2,723 56,000 SH SOLE 56,000
CONOCO INC. COMMON STK 208251405 1,253 51,013 SH SOLE 51,013
COR THERAPEUTICS INC COMMON STK 217753102 1,109 13,000 SH SOLE 13,000
CROSS TIMBERS OIL CO COMMON STK 227573102 1,586 71,700 SH SOLE 71,700
CTS CORPORATION COMMON STK 126501105 657 14,600 SH SOLE 14,600
CULLEN/FROST BANKERS COMMON STK 229899109 2,297 87,300 SH SOLE 87,300
CVS CORPORATION COMMON STK 126650100 5,760 144,000 SH SOLE 144,000
CYBERONICS, INC. COMMON STK 23251P102 521 43,400 SH SOLE 43,400
CYTYC CORPORATION COMMON STK 232946103 774 14,500 SH SOLE 14,500
DALLAS SEMICONDUCTOR COMMON STK 235204104 1,190 29,200 SH SOLE 29,200
DAMARK INTL INC COMMON STK 235691102 830 38,600 SH SOLE 38,600
DARDEN RESTAURANTS, COMMON STK 237194105 3,154 194,100 SH SOLE 194,100
DDI CORP/CA COMMON STK 233162106 2,628 92,200 SH SOLE 92,200
DELL COMPUTER CORPOR COMMON STK 247025109 14,523 294,500 SH SOLE 294,500
DENDRITE INTERNATION COMMON STK 248239105 969 29,100 SH SOLE 29,100
DEVON ENERGY CORPORA DEBENTURE 25179MAB9 2,861 3,000,000 PRN SOLE
DIGENE CORPORATION COMMON STK 253752109 900 22,300 SH SOLE 22,300
DIGITAL MICROWAVE CO COMMON STK 253859102 1,475 38,700 SH SOLE 38,700
DIONEX CORP COMMON STK 254546104 655 24,500 SH SOLE 24,500
DOVER CORPORATION COMMON STK 260003108 6,190 152,600 SH SOLE 152,600
DOW CHEMICAL COMMON STK 260543103 2,635 87,300 SH SOLE 87,300
DUKE ENERGY CORP. COMMON STK 264399106 4,041 71,675 SH SOLE 71,675
DUPONT PHOTOMASKS IN COMMON STK 26613X101 767 11,200 SH SOLE 11,200
DURA AUTOMOTIVE SYST COMMON STK 265903104 1,514 140,000 SH SOLE 140,000
DUSA PHARMACEUTICALS COMMON STK 266898105 1,151 39,000 SH SOLE 39,000
DYCOM INDUSTRIES INC COMMON STK 267475101 711 15,450 SH SOLE 15,450
E.W. BLANCH HOLDINGS COMMON STK 093210102 729 35,900 SH SOLE 35,900
EATON VANCE CORP COMMON STK 278265103 791 17,100 SH SOLE 17,100
ECOLAB, INC., LARGE COMMON STK 278865100 2,336 59,800 SH SOLE 59,800
ELECTRO SCIENTIFIC I COMMON STK 285229100 735 16,700 SH SOLE 16,700
ELECTRONIC DATA SYST COMMON STK 285661104 5,515 133,700 SH SOLE 133,700
EMC CORPORATION COMMON STK 268648102 8,725 113,400 SH SOLE 113,400
ENRON CORPORATION COMMON STK 293561106 6,244 96,800 SH SOLE 96,800
EQUITY RESIDENTIAL PREFERRED STK 29476L859 2,250 100,000 SH SOLE 100,000
EXXON MOBIL CORPORAT COMMON STK 30231G102 16,567 211,043 SH SOLE 211,043
FEDERAL NATIONAL MOR COMMON STK 313586109 5,960 114,200 SH SOLE 114,200
FEDERAL REALTY INVS DEBENTURE U31374AB4 1,741 2,000,000 PRN SOLE
FIDELITY NATIONAL FI COMMON STK 316326107 1,234 67,400 SH SOLE 67,400
FIFTH THIRD BANCORP COMMON STK 316773100 6,654 105,200 SH SOLE 105,200
FIRST AMERICAN FINAN COMMON STK 318522307 960 67,100 SH SOLE 67,100
FIRST DATA CORPORATI COMMON STK 319963104 6,714 135,300 SH SOLE 135,300
FIRSTAR CORP COMMON STK 33763V109 4,760 226,000 SH SOLE 226,000
FIRSTMERIT CORPORATI COMMON STK 337915102 1,855 86,800 SH SOLE 86,800
FLOWERS INDUSTRIES, COMMON STK 343496105 1,623 81,400 SH SOLE 81,400
FOSSIL, INC. COMMON STK 349882100 513 26,400 SH SOLE 26,400
FREDDIE MAC COMMON STK 313400301 4,556 112,500 SH SOLE 112,500
FURNITURE BRANDS INT COMMON STK 360921100 629 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 2,100 37,000 SH SOLE 37,000
GENERAL DYNAMICS COR COMMON STK 369550108 5,403 103,400 SH SOLE 103,400
GENERAL ELECTRIC COM COMMON STK 369604103 41,642 785,700 SH SOLE 785,700
GENTEX CORPORATION COMMON STK 371901109 711 28,300 SH SOLE 28,300
GEON COMPANY COMMON STK 37246W105 938 50,700 SH SOLE 50,700
GETTY IMAGES, INC. COMMON STK 374276103 923 24,900 SH SOLE 24,900
GLOBAL INDUSTRIES LT COMMON STK 379336100 1,823 96,600 SH SOLE 96,600
GRACO INC. COMMON STK 384109104 910 28,000 SH SOLE 28,000
GTE CORPORATION COMMON STK 362320103 5,080 81,600 SH SOLE 81,600
HALLIBURTON COMPANY COMMON STK 406216101 1,991 42,200 SH SOLE 42,200
HARLEY-DAVIDSON, INC COMMON STK 412822108 8,004 207,900 SH SOLE 207,900
HARMAN INTERNATIONAL COMMON STK 413086109 885 14,500 SH SOLE 14,500
HEALTH & RETIRMENT P DEBENTURE U40488AA3 1,805 2,000,000 PRN SOLE
HEWLETT-PACKARD CO COMMON STK 428236103 3,197 25,600 SH SOLE 25,600
HNC SOFTWARE, INC. COMMON STK 40425P107 846 13,700 SH SOLE 13,700
HOME DEPOT, INC., COMMON STK 437076102 4,312 86,350 SH SOLE 86,350
HOME OWNERSHIP, PREF PREFERRED STK 437296205 12,914 17,000 SH SOLE 17,000
HOOPER HOLMES, INC. COMMON STK 439104100 859 107,400 SH SOLE 107,400
HORIZON OFFSHORE INC COMMON STK 44043J105 2,015 130,000 SH SOLE 130,000
HOUSEHOLD INTERNATIO COMMON STK 441815107 3,408 82,000 SH SOLE 82,000
HYPERION SOLUTIONS C COMMON STK 44914M104 766 23,600 SH SOLE 23,600
IDEXX LABORATORIES, COMMON STK 45168D104 1,055 46,100 SH SOLE 46,100
INCO LTD PU DEBENTURE 453258AK1 3,565 4,000,000 PRN SOLE
INCO, LTD. COMMON STK 453258402 1,840 119,700 SH SOLE 119,700
INFORMIX CORPORATION COMMON STK 456779107 583 78,400 SH SOLE 78,400
INSIGHT ENTERPRISES, COMMON STK 45765U103 753 12,700 SH SOLE 12,700
INTEGRATED DEVICE TE COMMON STK 458118106 1,299 21,700 SH SOLE 21,700
INTEL CORPORATION, COMMON STK 458140100 34,839 260,600 SH SOLE 260,600
INTERIM SERVCIES INC DEBENTURE 45868PAA8 3,065 4,000,000 PRN SOLE
INTERIM SERVICES, COMMON STK 45868P100 751 42,300 SH SOLE 42,300
INTERNAT'L BUSINESS COMMON STK 459200101 9,017 82,300 SH SOLE 82,300
INTERNATIONAL PAPER PREFERRED STK 460137300 1,495 40,000 SH SOLE 40,000
INTERPUBLIC GROUP OF COMMON STK 460690100 7,740 180,000 SH SOLE 180,000
INTL RECTIFIER CORP COMMON STK 460254105 1,422 25,400 SH SOLE 25,400
JACK HENRY INC. COMMON STK 426281101 992 19,800 SH SOLE 19,800
JACK IN THE BOX, INC COMMON STK 466367109 980 39,800 SH SOLE 39,800
JOHNSON & JOHNSON, COMMON STK 478160104 6,805 66,800 SH SOLE 66,800
JOHNSON CONTROLS, IN COMMON STK 478366107 2,047 39,900 SH SOLE 39,900
JONES PHARMA, INC. COMMON STK 480236108 1,124 28,150 SH SOLE 28,150
KEMET CORPORATION COMMON STK 488360108 1,073 42,800 SH SOLE 42,800
KENT ELECTRS CORP COMMON STK 490553104 2,397 80,400 SH SOLE 80,400
KERR-MCGEE CORPORATI DEBENTURE 492386AP2 863 750,000 PRN SOLE
KEY ENERGY SERVICES COMMON STK 492914106 1,142 118,700 SH SOLE 118,700
KIMBERLY-CLARK COMMON STK 494368103 4,441 77,400 SH SOLE 77,400
KOHLS COMMON STK 500255104 2,859 51,400 SH SOLE 51,400
LATTICE SEMICONDUCTR COMMON STK 518415104 1,583 22,900 SH SOLE 22,900
LEHMAN BROTHERS HOLD COMMON STK 524908100 4,444 47,000 SH SOLE 47,000
LILLY (ELI) & COMPY COMMON STK 532457108 11,556 115,700 SH SOLE 115,700
LINENS N THINGS INC COMMON STK 535679104 789 29,100 SH SOLE 29,100
LOEWS CORP DEBENTURE 540424AL2 4,150 5,000,000 PRN SOLE
LOWE'S COMPANIES, IN COMMON STK 548661107 3,577 87,100 SH SOLE 87,100
LUCENT TECHNOLOGIES, COMMON STK 549463107 9,024 152,296 SH SOLE 152,296
MACROVISION CORPORAT COMMON STK 555904101 972 15,200 SH SOLE 15,200
MAGNA INTERNATIONAL DEBENTURE 559222AG9 1,793 2,000,000 PRN SOLE
MATRIXONE, INC. COMMON STK 57685P304 654 16,100 SH SOLE 16,100
MCGRAW-HILL, INC. COMMON STK 580645109 9,790 181,300 SH SOLE 181,300
MDU RESOURCES GROUP, COMMON STK 552690109 2,171 100,375 SH SOLE 100,375
MEDICIS PHARMACEUTIC COMMON STK 584690309 1,801 31,600 SH SOLE 31,600
MEDTRONIC, INC. COMMON STK 585055106 2,336 46,900 SH SOLE 46,900
MERCATOR SOFTWARE SM COMMON STK 587587106 1,265 18,400 SH SOLE 18,400
MERCK & COMPANY, L COMMON STK 589331107 3,440 44,900 SH SOLE 44,900
MERIX CORPORATION COMMON STK 590049102 2,082 44,300 SH SOLE 44,300
META GROUP INC COMMON STK 591002100 1,007 52,300 SH SOLE 52,300
METHODE ELECTRS INC COMMON STK 591520200 691 17,900 SH SOLE 17,900
MICHAELS STORES, COMMON STK 594087108 1,012 22,100 SH SOLE 22,100
MICRON TECHNOLOGY, COMMON STK 595112103 3,258 37,000 SH SOLE 37,000
MICROSOFT CORPORATIO COMMON STK 594918104 26,424 330,300 SH SOLE 330,300
MIDWEST EXPRESS HOLD COMMON STK 597911106 503 23,400 SH SOLE 23,400
MILLIPORE CORP COMMON STK 601073109 12,346 163,800 SH SOLE 163,800
MINIMED, INC. COMMON STK 60365K108 1,180 10,000 SH SOLE 10,000
MINNESOTA MINING & M COMMON STK 604059105 2,706 32,800 SH SOLE 32,800
MOLEX, INC. COMMON STK 608554101 3,561 74,000 SH SOLE 74,000
MORGAN STANLEY, DEAN COMMON STK 617446448 6,327 76,000 SH SOLE 76,000
MOTOROLA, INC. COMMON STK 620076109 4,661 160,365 SH SOLE 160,365
MUELLER INDUSTRIES I COMMON STK 624756102 594 21,200 SH SOLE 21,200
MUTUAL RISK MGMT LTD COMMON STK 628351108 1,063 61,400 SH SOLE 61,400
NATIONAL COMPUTER SY COMMON STK 635519101 744 15,100 SH SOLE 15,100
NATIONAL INSTRUMENTS COMMON STK 636518102 907 20,800 SH SOLE 20,800
NATIONAL SEMICONDUCT COMMON STK 637640103 3,632 64,000 SH SOLE 64,000
NATIONAL-OILWELL INC COMMON STK 637071101 1,197 36,400 SH SOLE 36,400
NEW ERA OF NETWORKS, COMMON STK 644312100 939 22,100 SH SOLE 22,100
NEWELL FINANCIAL TRU PREFERRED STK 651195307 1,825 50,000 SH SOLE 50,000
NEXTEL COMMUNICATION COMMON STK 65332V103 6,437 105,200 SH SOLE 105,200
NORTEL NETWORKS CORP COMMON STK 656568102 11,411 167,200 SH SOLE 167,200
NOVA CORP/GEORGIA COMMON STK 669784100 3,755 134,400 SH SOLE 134,400
NS GROUP, INC. COMMON STK 628916108 2,734 130,600 SH SOLE 130,600
OMNICARE, INC. COMMON STK 681904108 1,407 155,300 SH SOLE 155,300
OMNICOM GROUP, INC. COMMON STK 681919106 8,541 95,900 SH SOLE 95,900
ORACLE SYSTEMS CORPO COMMON STK 68389X105 17,283 205,600 SH SOLE 205,600
OSHKOSH TRUCK CORP. COMMON STK 688239201 1,830 51,200 SH SOLE 51,200
PALL CORPORATION COMMON STK 696429307 5,495 297,000 SH SOLE 297,000
PARAMETRIC TECHNOLOG COMMON STK 699173100 818 74,400 SH SOLE 74,400
PATTERSON DENTAL COM COMMON STK 703412106 770 15,100 SH SOLE 15,100
PATTERSON ENERGY, IN COMMON STK 703414102 1,844 64,700 SH SOLE 64,700
PENTAIR INDUSTRIES, COMMON STK 709631105 1,370 38,600 SH SOLE 38,600
PEPSICO, INC., LA COMMON STK 713448108 8,532 192,000 SH SOLE 192,000
PFIZER, INC., LAR COMMON STK 717081103 37,555 782,400 SH SOLE 782,400
PHILADELPHIA SUBURBA COMMON STK 718009608 863 42,100 SH SOLE 42,100
PHOTRONICS, INC. COMMON STK 719405102 1,822 64,200 SH SOLE 64,200
PIER I IMPORTS INC COMMON STK 720279108 2,104 215,825 SH SOLE 215,825
PINNACLE HOLDINGS COMMON STK 72346N101 1,328 24,600 SH SOLE 24,600
PINNACLE SYSTEMS, COMMON STK 723481107 1,133 50,400 SH SOLE 50,400
PLANTRONICS, INC. COMMON STK 727493108 1,998 17,300 SH SOLE 17,300
PLEXUS CORP COMMON STK 729132100 735 6,500 SH SOLE 6,500
POPE & TALBOT INC COMMON STK 732827100 562 35,100 SH SOLE 35,100
POWER INTEGRATIONS, COMMON STK 739276103 971 41,200 SH SOLE 41,200
PRECISION CASTPARTS COMMON STK 740189105 910 20,100 SH SOLE 20,100
PRECISION DRILLING C COMMON STK 74022D100 4,056 105,000 SH SOLE 105,000
PRIDE INTERNATIONAL, COMMON STK 741932107 1,973 79,700 SH SOLE 79,700
PRIORITY HEALTHCARE COMMON STK 74264T102 1,011 13,600 SH SOLE 13,600
PROCTOR & GAMBLE COM COMMON STK 742718109 1,792 31,300 SH SOLE 31,300
PROLOGIS TRUST PREFERRED STK 743410300 2,170 80,000 SH SOLE 80,000
PROTEIN DESIGN LABS COMMON STK 74369L103 1,633 9,900 SH SOLE 9,900
PROXIM, INC. COMMON STK 744284100 584 5,900 SH SOLE 5,900
RADIAN GROUP INC. COMMON STK 750236101 1,309 25,300 SH SOLE 25,300
RAVISENT TECHNOLOGIE COMMON STK 754440105 1,119 158,400 SH SOLE 158,400
REMEDY CORPORATION COMMON STK 759548100 864 15,500 SH SOLE 15,500
RENAL CARE GROUP INC COMMON STK 759930100 697 28,500 SH SOLE 28,500
RESMED, INC. COMMON STK 761152107 589 22,000 SH SOLE 22,000
ROSS STORES, INC. COMMON STK 778296103 1,481 86,800 SH SOLE 86,800
ROWAN COMPANY INC COMMON STK 779382100 6,898 227,100 SH SOLE 227,100
ROYAL DUTCH PETROLEU COMMON STK 780257804 11,383 184,900 SH SOLE 184,900
RSA SECURITY, INC. COMMON STK 749719100 1,170 16,900 SH SOLE 16,900
S3, INC. COMMON STK 784849101 898 60,900 SH SOLE 60,900
SBC COMMUNICATIONS, COMMON STK 78387G103 9,288 214,750 SH SOLE 214,750
SCANSOURCE, INC. COMMON STK 806037107 1,606 41,300 SH SOLE 41,300
SCIENTIFIC-ATLANTA, COMMON STK 808655104 6,258 84,000 SH SOLE 84,000
SEALED AIR CORPORATI PREFERRED STK 81211K209 2,835 56,000 SH SOLE 56,000
SEI INVESTMENTS COMP COMMON STK 784117103 932 23,400 SH SOLE 23,400
SHAW GROUP, INC. COMMON STK 820280105 2,441 51,800 SH SOLE 51,800
SHERWIN-WILLIAMS COM COMMON STK 824348106 2,187 103,200 SH SOLE 103,200
SOUTHDOWN INC COMMON STK 841297104 2,212 38,300 SH SOLE 38,300
SOUTHTRUST CORPORATI COMMON STK 844730101 1,953 86,300 SH SOLE 86,300
SPHERION CORP COMMON STK 848420105 655 36,900 SH SOLE 36,900
SUN MICROSYSTEMS, COMMON STK 866810104 7,648 84,100 SH SOLE 84,100
SUNTRUST BANKS, INC. COMMON STK 867914103 1,599 35,000 SH SOLE 35,000
SUPERVALU, INC. COMMON STK 868536103 4,804 252,000 SH SOLE 252,000
SYSCO CORPORATION, COMMON STK 871829107 10,885 258,400 SH SOLE 258,400
TECHNE CORPORATION COMMON STK 878377100 1,131 8,700 SH SOLE 8,700
TEEKAY SHIPPING COMMON STK Y8564W103 1,210 36,800 SH SOLE 36,800
TELLABS, INC. COMMON STK 879664100 12,093 176,700 SH SOLE 176,700
TERAYON COMMUNICATIO COMMON STK 880775101 874 13,600 SH SOLE 13,600
TETRA TECHNOLOGIES COMMON STK 88162G103 1,199 52,400 SH SOLE 52,400
TETRA TECHNOLOGIES, COMMON STK 88162F105 2,301 162,200 SH SOLE 162,200
TEXACO, INC., LARG COMMON STK 881694103 3,765 70,700 SH SOLE 70,700
TEXAS INSTRUMENTS, COMMON STK 882508104 6,725 97,900 SH SOLE 97,900
THERMO INSTRUMENTS DEBENTURE 883559AE6 4,638 5,400,000 PRN SOLE
THERMO TERRATECH DEBENTURE 883598AA2 4,226 5,125,000 PRN SOLE
TIME WARNER, INC. COMMON STK 887315109 7,000 92,100 SH SOLE 92,100
TRUE NORTH COMMUNICA COMMON STK 897844106 893 20,300 SH SOLE 20,300
TYCO INTERNATIONAL L COMMON STK 902124106 12,033 254,000 SH SOLE 254,000
U.S. AGGREGATES, INC COMMON STK 90334D109 1,193 65,800 SH SOLE 65,800
UNION PACIFIC CAPITA PREFERRED STK 907824403 960 25,000 SH SOLE 25,000
UNITED NATURAL FOODS COMMON STK 911163103 895 65,100 SH SOLE 65,100
UNIVERSAL HEALTH SVC COMMON STK 913903100 1,907 28,900 SH SOLE 28,900
USFREIGHTWAYS CORPOR COMMON STK 916906100 644 26,200 SH SOLE 26,200
USX-MARATHON COMMON STK 902905827 5,205 207,700 SH SOLE 207,700
UTI ENERGY CORP. COMMON STK 903387108 1,806 45,000 SH SOLE 45,000
VARIAN MEDICAL SYSTE COMMON STK 92220P105 693 17,700 SH SOLE 17,700
VERITY, INC. COMMON STK 92343C106 642 16,900 SH SOLE 16,900
VERIZON COMMUNICATIO COMMON STK 92343V104 1,825 35,436 SH SOLE 35,436
VERTEX PHARMACEUTICA COMMON STK 92532F100 2,076 19,700 SH SOLE 19,700
VIACOM, INC. COMMON STK 925524308 18,679 273,939 SH SOLE 273,939
WAL-MART STORES, INC COMMON STK 931142103 19,489 338,200 SH SOLE 338,200
WALGREEN COMPANY, COMMON STK 931422109 8,768 272,400 SH SOLE 272,400
WASHINGTON GAS LIGHT COMMON STK 938837101 886 36,800 SH SOLE 36,800
WELLS FARGO & C0 COMMON STK 949746101 1,496 38,600 SH SOLE 38,600
WORLDCOM, INC. COMMON STK 98157D106 6,625 144,421 SH SOLE 144,421
XEROX CORP DEBENTURE 984121BB8 3,068 5,900,000 PRN SOLE
XILINX, INC. COMMON STK 983919101 2,956 35,800 SH SOLE 35,800
XIRCOM, INC. COMMON STK 983922105 1,914 40,300 SH SOLE 40,300
YAHOO, INC. COMMON STK 984332106 4,298 34,700 SH SOLE 34,700
ZALE CORPORATION COMMON STK 988858106 485 13,300 SH SOLE 13,300
ZEBRA TECHNOLOGIES C COMMON STK 989207105 625 14,100 SH SOLE 14,100
1,103,523
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