UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Pilgrim Advisors, Inc.
(formerly "Northstar Investment Management Corporation)
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 February 14, 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: 540
Form 13F Information Table Value Total: $2,341,785,993.46
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report. [If there are no entries in this
list, state "NONE" and omit the column headings and list entries.]
NONE
<PAGE>
<TABLE>
IN-
VEST-
MENT
DIS- OTHER VOTING
TITLE OF CUSIP MARKET SHARES OR SH PUT/ CRE- MANA- AUTHORITY
NAME OF ISSUER CLASS NUMBER VALUE PRN AMT PRN CALL TION GERS SOLE SHARED NONE
-------------- ----- ------ ----- ------- --- ---- ---- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
Aes Corp Common 00130H105 1,442,700.00 16,800 SH N/A SOLE PII 16,800 N/A N/A
Amr Corp Del Common 001765106 3,810,950.00 67,600 SH N/A SOLE PII 67,600 N/A N/A
At + T Corp Common 001957109 7,390,554.18 151,407 SH N/A SOLE PII 151,407 N/A N/A
At+T Corp Common 001957208 2,543,875.00 47,000 SH N/A SOLE PII 47,000 N/A N/A
Avt Corp Common 002420107 3,219,768.50 127,832 SH N/A SOLE PII 127,832 N/A N/A
Axa Finl Inc Common 002451102 4,869,412.50 145,900 SH N/A SOLE PII 145,900 N/A N/A
Abbott Labs Common 002824100 1,936,800.00 53,800 SH N/A SOLE PII 53,800 N/A N/A
Abercrombie And Fitch Co Common 002896207 3,059,700.00 145,700 SH N/A SOLE PII 145,700 N/A N/A
Abgenix Inc Common 00339B107 8,336,412.50 37,700 SH N/A SOLE PII 37,700 N/A N/A
Accrue Software Inc Common 00437W102 2,419,612.50 57,100 SH N/A SOLE PII 57,100 N/A N/A
Acme Communications Inc Common 004631107 370,500.00 15,600 SH N/A SOLE PII 15,600 N/A N/A
Adaptec Inc Common 00651F108 18,081,281.25 363,900 SH N/A SOLE PII 363,900 N/A N/A
Adelphia Communications Corp Common 006848105 4,011,350.00 62,800 SH N/A SOLE PII 62,800 N/A N/A
Administradora De Fondas De Pe Sponsored ADR 00709P108 213,912.50 10,900 SH N/A SOLE PII 10,900 N/A N/A
Adobe Sys Inc Common 00724F101 22,004,456.25 251,300 SH N/A SOLE PII 251,300 N/A N/A
Adtran Inc Common 00738A106 17,521,368.75 248,200 SH N/A SOLE PII 248,200 N/A N/A
Advanced Fibre Communications Common 00754A105 20,139,050.00 394,400 SH N/A SOLE PII 394,400 N/A N/A
Advanced Energy Inds Inc Common 007973100 6,123,000.00 104,000 SH N/A SOLE PII 104,000 N/A N/A
Aether Systems Inc Common 00808V105 4,043,987.50 22,600 SH N/A SOLE PII 22,600 N/A N/A
Aetna Inc Common 008117103 370,150.00 8,800 SH N/A SOLE PII 8,800 N/A N/A
Affymetrix Inc Common 00826T108 1,196,000.00 4,600 SH N/A SOLE PII 4,600 N/A N/A
Agilent Technologies Inc Common 00846U101 6,264,525.00 82,700 SH N/A SOLE PII 82,700 N/A N/A
Agile Software Corp Del Common 00846X105 1,165,900.00 8,900 SH N/A SOLE PII 8,900 N/A N/A
Air Prods + Chems Inc Common 009158106 441,787.50 15,400 SH N/A SOLE PII 15,400 N/A N/A
Airgate Pcs Inc Common 009367103 6,980,500.00 92,000 SH N/A SOLE PII 92,000 N/A N/A
Airnet Comm Corp Common 00941P106 4,682,812.50 111,000 SH N/A SOLE PII 111,000 N/A N/A
Akamai Technologies Inc Common 00971T101 493,237.50 2,100 SH N/A SOLE PII 2,100 N/A N/A
Albany Molecular Resh Inc Common 012423109 4,540,750.00 88,600 SH N/A SOLE PII 88,600 N/A N/A
Albertsons Inc Common 013104104 569,081.25 20,100 SH N/A SOLE PII 20,100 N/A N/A
Alcoa Inc Common 013817101 1,817,137.50 28,200 SH N/A SOLE PII 28,200 N/A N/A
Alkermes Inc Common 01642T108 9,770,475.00 91,100 SH N/A SOLE PII 91,100 N/A N/A
Allegiance Telecom Inc Common 01747T102 1,504,687.50 12,500 SH N/A SOLE PII 12,500 N/A N/A
Allergan Inc Common 018490102 6,113,156.25 98,500 SH N/A SOLE PII 98,500 N/A N/A
Allstate Corp Common 020002101 1,124,475.00 56,400 SH N/A SOLE PII 56,400 N/A N/A
Alltel Corp Common 020039103 201,750.00 3,000 SH N/A SOLE PII 3,000 N/A N/A
Alpha Inds Inc Common 020753109 22,552,206.25 225,100 SH N/A SOLE PII 225,100 N/A N/A
Ameren Corp Common 023608102 208,312.50 6,600 SH N/A SOLE PII 6,600 N/A N/A
America Online Inc Del Common 02364J104 4,080,187.50 70,500 SH N/A SOLE PII 70,500 N/A N/A
American Express Co Common 025816109 4,666,230.00 29,840 SH N/A SOLE PII 29,840 N/A N/A
American Gen Corp Common 026351106 427,025.00 7,600 SH N/A SOLE PII 7,600 N/A N/A
American Home Products Corp Common 026609107 2,015,662.50 41,400 SH N/A SOLE PII 41,400 N/A N/A
American Intl Group Inc Common 026874107 6,150,150.00 63,200 SH N/A SOLE PII 63,200 N/A N/A
American Natl Can Group Inc Common 027714104 156,000.00 13,000 SH N/A SOLE PII 13,000 N/A N/A
Amgen Inc Common 031162100 4,777,093.75 71,500 SH N/A SOLE PII 71,500 N/A N/A
Amphenol Corp New Class A 032095101 689,137.50 10,200 SH N/A SOLE PII 10,200 N/A N/A
Amsouth Bancorporation Common 032165102 244,321.00 14,696 SH N/A SOLE PII 14,696 N/A N/A
Anadarko Pete Corp Common 032511107 3,205,587.50 107,300 SH N/A SOLE PII 107,300 N/A N/A
Anadigics Inc Common 032515108 4,457,600.00 39,800 SH N/A SOLE PII 39,800 N/A N/A
Analog Devices Inc Common 032654105 5,966,250.00 51,600 SH N/A SOLE PII 51,600 N/A N/A
Andrew Corp Common 034425108 11,263,200.00 469,300 SH N/A SOLE PII 469,300 N/A N/A
Anesta Corp Common 034603100 2,242,118.75 150,100 SH N/A SOLE PII 150,100 N/A N/A
Anheuser Busch Cos Inc Common 035229103 279,300.00 4,200 SH N/A SOLE PII 4,200 N/A N/A
Aon Corp Common 037389103 356,787.50 14,600 SH N/A SOLE PII 14,600 N/A N/A
Apache Corp Common 037411105 18,425,343.75 525,500 SH N/A SOLE PII 525,500 N/A N/A
Apple Computer Common 037833100 3,243,600.00 28,800 SH N/A SOLE PII 28,800 N/A N/A
Apria Healthcare Group Inc Common 037933108 2,294,000.00 118,400 SH N/A SOLE PII 118,400 N/A N/A
Applied Materials Inc Common 038222105 5,304,993.74 32,400 SH N/A SOLE PII 32,400 N/A N/A
Applied Micro Circuits Corp Common 03822W109 42,714,637.50 192,300 SH N/A SOLE PII 192,300 N/A N/A
Appnet Inc Common 03831Q101 10,023,262.50 195,100 SH N/A SOLE PII 195,100 N/A N/A
Art Technology Group Inc Common 04289L107 5,264,437.50 44,100 SH N/A SOLE PII 44,100 N/A N/A
Arthrocare Corp Common 043136100 12,083,175.00 145,800 SH N/A SOLE PII 145,800 N/A N/A
Aspect Dev Inc Common 045234101 8,576,587.50 72,300 SH N/A SOLE PII 72,300 N/A N/A
Aspect Communications Inc Common 04523Q102 1,356,225.00 21,400 SH N/A SOLE PII 21,400 N/A N/A
Associates First Cap Corp Common 046008108 528,500.00 28,000 SH N/A SOLE PII 28,000 N/A N/A
Asyst Technologies Inc Common 04648X107 7,122,850.00 173,200 SH N/A SOLE PII 173,200 N/A N/A
Atmel Corp Common 049513104 7,384,812.50 193,700 SH N/A SOLE PII 193,700 N/A N/A
Atwood Oceanics Inc Common 050095108 5,460,937.50 125,000 SH N/A SOLE PII 125,000 N/A N/A
Audiovox Corp Class A 050757103 15,281,562.50 309,500 SH N/A SOLE PII 309,500 N/A N/A
Aurora Bioscience Corp Common 051920106 9,745,225.00 167,300 SH N/A SOLE PII 167,300 N/A N/A
Automatic Data Processing Inc Common 053015103 895,500.00 19,900 SH N/A SOLE PII 19,900 N/A N/A
Avon Prods Inc Common 054303102 1,998,100.00 68,900 SH N/A SOLE PII 68,900 N/A N/A
BB+T Corp Common 054937107 215,281.25 8,300 SH N/A SOLE PII 8,300 N/A N/A
BJ Svcs Co Common 055482103 10,137,062.50 241,000 SH N/A SOLE PII 241,000 N/A N/A
Bmc Software Inc Common 055921100 339,187.50 8,100 SH N/A SOLE PII 8,100 N/A N/A
Baker Hughes Inc Common 057224107 1,202,775.00 55,300 SH N/A SOLE PII 55,300 N/A N/A
Banco Ganadero S A Sponsored ADR 059594507 273,262.50 34,700 SH N/A SOLE PII 34,700 N/A N/A
Banco Santiago Sponsored ADR 05965L105 317,412.50 13,400 SH N/A SOLE PII 13,400 N/A N/A
Bank Amer Corp Common 060505104 3,040,125.00 66,000 SH N/A SOLE PII 66,000 N/A N/A
Bank New York Inc Common 064057102 5,892,075.00 154,800 SH N/A SOLE PII 154,800 N/A N/A
Bank One Corp Common 06423A103 1,246,012.50 44,600 SH N/A SOLE PII 44,600 N/A N/A
Baxter Intl Inc Common 071813109 3,483,275.00 55,400 SH N/A SOLE PII 55,400 N/A N/A
Bea Sys Inc Common 073325102 2,128,575.00 20,200 SH N/A SOLE PII 20,200 N/A N/A
Becton Dickinson + Co Common 075887109 1,595,156.25 61,500 SH N/A SOLE PII 61,500 N/A N/A
Beijing Yanhua Petrochemical Sponsored ADR 07725N108 153,780.00 25,630 SH N/A SOLE PII 25,630 N/A N/A
Bell Atlantic Corp Common 077853109 2,283,593.75 39,500 SH N/A SOLE PII 39,500 N/A N/A
Bellsouth Corp Common 079860102 1,782,000.00 40,500 SH N/A SOLE PII 40,500 N/A N/A
Bestfoods Common 08658U101 557,212.50 12,700 SH N/A SOLE PII 12,700 N/A N/A
Biogen Inc Common 090597105 4,156,456.25 43,100 SH N/A SOLE PII 43,100 N/A N/A
Boston Scientific Corp Common 101137107 5,000,125.00 235,300 SH N/A SOLE PII 235,300 N/A N/A
Bowater Inc Common 102183100 2,641,356.25 55,100 SH N/A SOLE PII 55,100 N/A N/A
Braun Consulting Inc Common 105651103 4,509,512.50 98,300 SH N/A SOLE PII 98,300 N/A N/A
Bristol Myers Squibb Co Common 110122108 4,010,256.25 64,100 SH N/A SOLE PII 64,100 N/A N/A
Broadbase Software Inc Common 11130R100 1,035,500.00 10,900 SH N/A SOLE PII 10,900 N/A N/A
Broadvision Inc Common 111412102 31,324,950.00 184,400 SH N/A SOLE PII 184,400 N/A N/A
Brocade Communications Sys Inc Common 111621108 5,304,062.50 27,500 SH N/A SOLE PII 27,500 N/A N/A
Burlington Northn Santa Fe Common 12189T104 298,650.00 13,200 SH N/A SOLE PII 13,200 N/A N/A
Business Objects S A Sponsored ADR 12328X107 1,386,000.00 12,000 SH N/A SOLE PII 12,000 N/A N/A
Cigna Corp Common 125509109 746,900.00 9,700 SH N/A SOLE PII 9,700 N/A N/A
Cit Group Inc Common 125577106 180,468.75 10,500 SH N/A SOLE PII 10,500 N/A N/A
Csg Sys Intl Inc Common 126349109 275,137.50 6,600 SH N/A SOLE PII 6,600 N/A N/A
Cvs Corp Common 126650100 421,200.00 10,800 SH N/A SOLE PII 10,800 N/A N/A
Cabletron Systems Inc Common 126920107 2,452,975.00 74,900 SH N/A SOLE PII 74,900 N/A N/A
Cadence Design Sys Inc Common 127387108 1,177,762.50 52,200 SH N/A SOLE PII 52,200 N/A N/A
Calpine Corp Common 131347106 7,852,000.00 104,000 SH N/A SOLE PII 104,000 N/A N/A
Campbell Soup Co Common 134429109 329,481.25 11,900 SH N/A SOLE PII 11,900 N/A N/A
Carnival Corp Common 143658102 1,167,900.00 27,200 SH N/A SOLE PII 27,200 N/A N/A
Carolina Pwr + Lt Co Common 144141108 576,400.00 17,600 SH N/A SOLE PII 17,600 N/A N/A
Catalina Marketing Corp Common 148867104 8,845,550.00 88,900 SH N/A SOLE PII 88,900 N/A N/A
Caterpillar Inc Common 149123101 469,500.00 12,000 SH N/A SOLE PII 12,000 N/A N/A
Celgene Corp Common 151020104 7,707,750.00 71,700 SH N/A SOLE PII 71,700 N/A N/A
Cendant Corp Common 151313103 864,000.00 43,200 SH N/A SOLE PII 43,200 N/A N/A
Central + South West Corp Common 152357109 507,625.00 26,200 SH N/A SOLE PII 26,200 N/A N/A
Cephalon Inc Common 156708109 9,651,768.75 177,300 SH N/A SOLE PII 177,300 N/A N/A
Chase Manhattan Corp New Common 16161A108 5,424,300.00 65,600 SH N/A SOLE PII 65,600 N/A N/A
Chevron Corp Common 166751107 2,715,000.00 36,200 SH N/A SOLE PII 36,200 N/A N/A
Ciena Corp Common 171779101 3,816,150.00 45,600 SH N/A SOLE PII 45,600 N/A N/A
Circuit City Stores Inc Common 172737108 214,825.00 5,200 SH N/A SOLE PII 5,200 N/A N/A
Cisco Sys Inc Common 17275R102 20,661,525.00 160,400 SH N/A SOLE PII 160,400 N/A N/A
Citigroup Inc Common 172967101 9,255,225.00 170,800 SH N/A SOLE PII 170,800 N/A N/A
Citrix Sys Inc Common 177376100 490,875.00 2,800 SH N/A SOLE PII 2,800 N/A N/A
Clarent Corp Del Common 180461105 449,362.50 4,600 SH N/A SOLE PII 4,600 N/A N/A
Classic Commun Inc Class A 182728204 4,119,575.00 146,800 SH N/A SOLE PII 146,800 N/A N/A
Clear Channel Communications Common 184502102 3,699,769.50 43,146 SH N/A SOLE PII 43,146 N/A N/A
Clorox Co Common 189054109 448,125.00 10,000 SH N/A SOLE PII 10,000 N/A N/A
Coca Cola Co Common 191216100 4,964,162.50 86,900 SH N/A SOLE PII 86,900 N/A N/A
Columbia / Hca Healthcare Corp Common 197677107 2,367,806.25 87,900 SH N/A SOLE PII 87,900 N/A N/A
Comcast Corp Class A 200300200 3,711,802.00 76,532 SH N/A SOLE PII 76,532 N/A N/A
Comerica Inc Common 200340107 251,250.00 6,000 SH N/A SOLE PII 6,000 N/A N/A
Companhia Cerveja Ria Brahma Sponsored ADR 20440X103 16,008,750.00 1,280,700 SH N/A SOLE PII 1,280,700 N/A N/A
Companhia Paranaense De Energ Sponsored ADR Pfd 20441B407 453,673.75 54,170 SH N/A SOLE PII 54,170 N/A N/A
Compania Anon Nacl Tele De Vez Sponsored ADR 204421101 24,693,134.37 794,950 SH N/A SOLE PII 794,950 N/A N/A
Compaq Computer Corp Common 204493100 6,010,031.25 229,500 SH N/A SOLE PII 229,500 N/A N/A
Compucredit Corp Common 20478N100 6,641,700.00 170,300 SH N/A SOLE PII 170,300 N/A N/A
Computer Assoc Intl Inc Common 204912109 1,095,900.00 15,600 SH N/A SOLE PII 15,600 N/A N/A
Computer Sciences Corp Common 205363104 5,643,750.00 64,500 SH N/A SOLE PII 64,500 N/A N/A
Comverse Technology Inc com par $0.01 205862402 2,228,250.00 12,000 SH N/A SOLE PII 12,000 N/A N/A
Concord Camera Corp Common 206156101 9,765,000.00 310,000 SH N/A SOLE PII 310,000 N/A N/A
Conexant Sys Inc Common 207142100 1,951,837.50 18,600 SH N/A SOLE PII 18,600 N/A N/A
Conoco Inc Cl B 208251405 1,000,561.24 47,788 SH N/A SOLE PII 47,788 N/A N/A
Copene Petroq Do Nordeste Sa sponsored adr 217252105 460,848.96 23,400 SH N/A SOLE PII 23,400 N/A N/A
Cor Therapeutics Inc Common 217753102 9,267,725.00 207,100 SH N/A SOLE PII 207,100 N/A N/A
Corporate Executive Brd Co Common 21988R102 2,061,700.00 38,900 SH N/A SOLE PII 38,900 N/A N/A
Costco Whsl Corp New Common 22160K105 4,267,012.50 80,700 SH N/A SOLE PII 80,700 N/A N/A
Covad Communications Group Inc Common 222814204 3,917,312.50 46,600 SH N/A SOLE PII 46,600 N/A N/A
Cox Communications Inc New Common 224044107 1,800,000.00 36,000 SH N/A SOLE PII 36,000 N/A N/A
Credence Systems Corp Common 225302108 5,317,375.00 51,500 SH N/A SOLE PII 51,500 N/A N/A
Cumulus Media Inc Class A 231082108 4,577,409.37 111,900 SH N/A SOLE PII 111,900 N/A N/A
Cyberonics Inc Common 23251P102 4,964,475.00 178,900 SH N/A SOLE PII 178,900 N/A N/A
Cymer Inc Common 232572107 5,795,062.50 99,700 SH N/A SOLE PII 99,700 N/A N/A
Cypress Semiconductor Corp Common 232806109 1,270,762.50 30,900 SH N/A SOLE PII 30,900 N/A N/A
Cysive Inc Common 23281T108 7,514,500.00 79,100 SH N/A SOLE PII 79,100 N/A N/A
Cytyc Corp Common 232946103 7,256,025.00 214,200 SH N/A SOLE PII 214,200 N/A N/A
Dii Group Inc Common 232949107 22,636,718.75 237,500 SH N/A SOLE PII 237,500 N/A N/A
Dte Energy Co Common 233331107 281,662.50 8,700 SH N/A SOLE PII 8,700 N/A N/A
Dain Rauscher Corp Common 233856103 1,823,087.50 33,800 SH N/A SOLE PII 33,800 N/A N/A
Danaher Corp Common 235851102 1,190,962.50 27,300 SH N/A SOLE PII 27,300 N/A N/A
Deere + Co Common 244199105 424,000.00 10,600 SH N/A SOLE PII 10,600 N/A N/A
Dell Computer Corp Common 247025109 974,268.75 27,300 SH N/A SOLE PII 27,300 N/A N/A
Delphi Automotive Sys Corp Common 247126105 460,624.93 26,800 SH N/A SOLE PII 26,800 N/A N/A
Delta Air Lines Inc De Common 247361108 4,695,825.00 98,600 SH N/A SOLE PII 98,600 N/A N/A
Dendrite Intl Inc Common 248239105 3,823,950.00 144,300 SH N/A SOLE PII 144,300 N/A N/A
Diamond Technology Partner Inc Class A 252762109 16,087,062.50 218,500 SH N/A SOLE PII 218,500 N/A N/A
Digex Inc Del Class A 253756100 7,392,000.00 77,000 SH N/A SOLE PII 77,000 N/A N/A
Digimarc Corp Common 253807101 1,272,700.00 17,800 SH N/A SOLE PII 17,800 N/A N/A
Digital Insight Corp Common 25385P106 8,864,750.00 118,000 SH N/A SOLE PII 118,000 N/A N/A
Digital Riv Inc Common 25388B104 2,901,000.00 96,700 SH N/A SOLE PII 96,700 N/A N/A
Disney Walt Co Common 254687106 7,054,687.50 187,500 SH N/A SOLE PII 187,500 N/A N/A
Ditech Communications Corp Common 25500M103 10,387,400.00 62,200 SH N/A SOLE PII 62,200 N/A N/A
Dollar Tree Stores Inc Common 256747106 426,000.00 9,600 SH N/A SOLE PII 9,600 N/A N/A
Doubleclick Inc Common 258609304 2,851,368.75 27,700 SH N/A SOLE PII 27,700 N/A N/A
Dow Chem Co Common 260543103 3,119,400.00 28,800 SH N/A SOLE PII 28,800 N/A N/A
Du Pont E I De Nemours + Co Common 263534109 3,480,555.81 61,399 SH N/A SOLE PII 61,399 N/A N/A
Dun + Bradstreet Corp Del Common 26483B106 768,075.00 29,400 SH N/A SOLE PII 29,400 N/A N/A
Dupont Photomasks Inc Common 26613X101 1,675,800.00 29,400 SH N/A SOLE PII 29,400 N/A N/A
Eci Telecom Ltd Ord 268258100 338,910.00 12,640 SH N/A SOLE PII 12,640 N/A N/A
E M C Corp Mass Common 268648102 7,003,525.00 61,300 SH N/A SOLE PII 61,300 N/A N/A
Ensco Intl Inc Common 26874Q100 3,905,075.00 172,600 SH N/A SOLE PII 172,600 N/A N/A
E Tek Dynamics Inc Common 269240107 1,259,212.50 6,300 SH N/A SOLE PII 6,300 N/A N/A
E Trade Group Inc Common 269246104 234,062.50 10,700 SH N/A SOLE PII 10,700 N/A N/A
Eastman Kodak Co Common 277461109 1,206,625.00 19,700 SH N/A SOLE PII 19,700 N/A N/A
Eaton Corp Common 278058102 223,550.00 3,400 SH N/A SOLE PII 3,400 N/A N/A
Echostar Communications Corp N Common 278762109 270,750.00 3,000 SH N/A SOLE PII 3,000 N/A N/A
Edwards J D + Co Common 281667105 1,183,650.00 31,200 SH N/A SOLE PII 31,200 N/A N/A
El Paso Energy Corp Del Common 283905107 4,227,156.25 124,100 SH N/A SOLE PII 124,100 N/A N/A
Electronic Data Sys Corp New Common 285661104 8,839,737.50 121,300 SH N/A SOLE PII 121,300 N/A N/A
Eletronics For Imaging Inc Common 286082102 2,851,712.50 59,800 SH N/A SOLE PII 59,800 N/A N/A
Emerson Elec Co Common 291011104 806,400.00 16,800 SH N/A SOLE PII 16,800 N/A N/A
Emmis Communications Corp Class A 291525103 9,240,000.00 92,400 SH N/A SOLE PII 92,400 N/A N/A
Emulex Corp com new 292475209 17,299,150.00 156,200 SH N/A SOLE PII 156,200 N/A N/A
Engage Technologies Inc Common 292827102 640,000.00 5,000 SH N/A SOLE PII 5,000 N/A N/A
Enron Corp Common 293561106 2,644,212.50 39,800 SH N/A SOLE PII 39,800 N/A N/A
Entergy Corp Common 29364G103 284,112.50 11,900 SH N/A SOLE PII 11,900 N/A N/A
Equity Residential Pptys Tr SH Ben Int 29476L107 441,887.50 10,600 SH N/A SOLE PII 10,600 N/A N/A
Ericsson L M Tel Co ADR Cl B Sek10 294821400 5,942,800.00 66,400 SH N/A SOLE PII 66,400 N/A N/A
Exchange Applications Inc Common 300867108 7,189,250.00 77,200 SH N/A SOLE PII 77,200 N/A N/A
Exodus Communications Inc Common 302088109 5,820,100.00 48,100 SH N/A SOLE PII 48,100 N/A N/A
Exxon Mobil Corp Common 30231G102 12,330,339.43 162,108 SH N/A SOLE PII 162,108 N/A N/A
Fpl Group Inc Common 302571104 362,450.00 8,800 SH N/A SOLE PII 8,800 N/A N/A
Fairchild Semiconductor Intl Class A 303726103 4,010,750.00 105,200 SH N/A SOLE PII 105,200 N/A N/A
Federal Home Ln Mtg Corp Common 313400301 1,764,035.00 38,770 SH N/A SOLE PII 38,770 N/A N/A
Federal Natl Mtg Assn Common 313586109 2,421,168.75 42,900 SH N/A SOLE PII 42,900 N/A N/A
Federated Dept Stores Inc Del Common 31410H101 443,868.75 11,700 SH N/A SOLE PII 11,700 N/A N/A
Filenet Corp Common 316869106 3,018,853.12 96,700 SH N/A SOLE PII 96,700 N/A N/A
First Data Corp Common 319963104 1,563,781.25 30,700 SH N/A SOLE PII 30,700 N/A N/A
First Un Corp Common 337358105 1,247,906.25 40,500 SH N/A SOLE PII 40,500 N/A N/A
Firstar Corp Wis Common 33763V109 2,470,368.75 107,700 SH N/A SOLE PII 107,700 N/A N/A
Fleetboston Finl Corp Common 339030108 999,508.12 34,615 SH N/A SOLE PII 34,615 N/A N/A
Focal Communications Corp Common 344155106 1,123,950.00 23,600 SH N/A SOLE PII 23,600 N/A N/A
Ford Mtr Co Del Common 345370100 2,722,718.75 57,700 SH N/A SOLE PII 57,700 N/A N/A
Fort James Corp Common 347471104 235,718.75 9,500 SH N/A SOLE PII 9,500 N/A N/A
Foundry Networks Inc Common 35063R100 4,890,125.00 38,000 SH N/A SOLE PII 38,000 N/A N/A
Fox Entmt Group Inc Class A 35138T107 262,762.50 9,100 SH N/A SOLE PII 9,100 N/A N/A
Gte Corp Common 362320103 3,818,931.25 55,700 SH N/A SOLE PII 55,700 N/A N/A
Gannett Inc Common 364730101 1,396,950.00 20,100 SH N/A SOLE PII 20,100 N/A N/A
Gap Inc Common 364760108 7,137,106.25 145,100 SH N/A SOLE PII 145,100 N/A N/A
Gateway Inc Common 367626108 381,062.50 6,700 SH N/A SOLE PII 6,700 N/A N/A
Gene Logic Common 368689105 4,851,612.50 62,300 SH N/A SOLE PII 62,300 N/A N/A
Genentech Inc Common 368710406 4,674,000.00 28,500 SH N/A SOLE PII 28,500 N/A N/A
General Elec Co Common 369604103 10,166,675.00 75,800 SH N/A SOLE PII 75,800 N/A N/A
General Mls Inc Common 370334104 399,550.00 13,100 SH N/A SOLE PII 13,100 N/A N/A
General Mtrs Corp Common 370442105 458,925.00 5,800 SH N/A SOLE PII 5,800 N/A N/A
Genzyme Corp Common 372917104 1,801,612.50 32,100 SH N/A SOLE PII 32,100 N/A N/A
Georgia Pac Corp Common 373298108 252,712.50 6,900 SH N/A SOLE PII 6,900 N/A N/A
Gillette Co Common 375766102 5,035,937.50 137,500 SH N/A SOLE PII 137,500 N/A N/A
Global Marine Inc Common 379352404 442,367.50 25,460 SH N/A SOLE PII 25,460 N/A N/A
Globespan Semiconductor Inc Common 379571102 3,717,000.00 17,700 SH N/A SOLE PII 17,700 N/A N/A
Goldman Sachs Group Inc Common 38141G104 971,600.00 11,200 SH N/A SOLE PII 11,200 N/A N/A
Go2Net Common 383486107 6,394,762.50 71,400 SH N/A SOLE PII 71,400 N/A N/A
Guidant Corp Common 401698105 891,825.00 13,800 SH N/A SOLE PII 13,800 N/A N/A
Halliburton Co Common 406216101 475,218.75 13,700 SH N/A SOLE PII 13,700 N/A N/A
Healthsouth Corp Common 421924101 155,625.00 30,000 SH N/A SOLE PII 30,000 N/A N/A
Health Mgmt Assoc Common 421933102 1,226,050.00 86,800 SH N/A SOLE PII 86,800 N/A N/A
Healtheon Webmd Corp Common 422209106 2,886,500.00 50,200 SH N/A SOLE PII 50,200 N/A N/A
Heinz H J Co Common 423074103 589,718.75 16,700 SH N/A SOLE PII 16,700 N/A N/A
Helix Technology Corp Common 423319102 17,606,350.00 344,800 SH N/A SOLE PII 344,800 N/A N/A
Hellenic Telecommunications sponsored ADR 423325307 205,331.25 14,100 SH N/A SOLE PII 14,100 N/A N/A
Hershey Foods Corp Common 427866108 203,962.50 4,900 SH N/A SOLE PII 4,900 N/A N/A
Hewlett Packard Co Common 428236103 3,175,000.00 25,400 SH N/A SOLE PII 25,400 N/A N/A
Hilton Hotels Corp Common 432848109 89,943.75 11,700 SH N/A SOLE PII 11,700 N/A N/A
Home Depot Inc Common 437076102 5,463,400.00 92,600 SH N/A SOLE PII 92,600 N/A N/A
Honeywell Intl Inc Common 438516106 2,655,625.00 60,700 SH N/A SOLE PII 60,700 N/A N/A
Household Intl Inc Common 441815107 609,750.00 18,000 SH N/A SOLE PII 18,000 N/A N/A
Human Genome Sciences Inc Common 444903108 213,762.50 1,400 SH N/A SOLE PII 1,400 N/A N/A
Idec Pharmaceuticals Corp Common 449370105 3,948,300.00 32,100 SH N/A SOLE PII 32,100 N/A N/A
Ibasis Inc Common 450732102 4,634,437.50 53,500 SH N/A SOLE PII 53,500 N/A N/A
Ilex Oncology Inc Common 451923106 7,277,250.00 187,800 SH N/A SOLE PII 187,800 N/A N/A
Illuminet Holdings Inc Common 452334105 2,128,781.25 40,500 SH N/A SOLE PII 40,500 N/A N/A
Imation Corp Common 45245A107 13,703,300.00 431,600 SH N/A SOLE PII 431,600 N/A N/A
Immersion Corp Common 452521107 1,157,300.00 28,400 SH N/A SOLE PII 28,400 N/A N/A
Immunex Corp New Common 452528102 5,305,500.00 32,400 SH N/A SOLE PII 32,400 N/A N/A
Inco Ltd Common 453258402 983,500.00 56,000 SH N/A SOLE PII 56,000 N/A N/A
Incyte Pharmacuticals Inc Common 45337C102 7,282,200.00 45,800 SH N/A SOLE PII 45,800 N/A N/A
Inet Technologies Inc Common 45662V105 1,723,750.00 35,000 SH N/A SOLE PII 35,000 N/A N/A
Infospace Com Inc Common 45678T102 6,038,681.25 33,100 SH N/A SOLE PII 33,100 N/A N/A
Ingersoll Rand Co Common 456866102 2,932,650.00 68,600 SH N/A SOLE PII 68,600 N/A N/A
Inktomi Corp Common 457277101 4,513,218.75 40,500 SH N/A SOLE PII 40,500 N/A N/A
Integrated Device Technology Common 458118106 461,775.00 13,100 SH N/A SOLE PII 13,100 N/A N/A
Intel Corp Common 458140100 15,243,862.50 145,700 SH N/A SOLE PII 145,700 N/A N/A
Intermedia Communications Inc Common 458801107 11,257,087.50 212,900 SH N/A SOLE PII 212,900 N/A N/A
International Business Machs Common 459200101 5,692,275.00 48,600 SH N/A SOLE PII 48,600 N/A N/A
International Paper Co Common 460146103 2,054,375.00 47,500 SH N/A SOLE PII 47,500 N/A N/A
Invitrogen Corp Common 46185R100 1,961,293.75 23,900 SH N/A SOLE PII 23,900 N/A N/A
Ivax Corp Common 465823102 620,775.00 18,600 SH N/A SOLE PII 18,600 N/A N/A
Ixnet Inc Common 46601C109 2,362,406.25 56,500 SH N/A SOLE PII 56,500 N/A N/A
Jds Uniphase Corp Common 46612J101 4,665,875.00 22,900 SH N/A SOLE PII 22,900 N/A N/A
Jni Corp Common 46622G105 1,616,593.75 28,900 SH N/A SOLE PII 28,900 N/A N/A
Johnson + Johnson Common 478160104 1,827,706.25 22,900 SH N/A SOLE PII 22,900 N/A N/A
Jones Pharma Inc Common 480236108 18,866,250.00 292,500 SH N/A SOLE PII 292,500 N/A N/A
Juniper Networks Inc Common 48203R104 4,794,000.00 25,500 SH N/A SOLE PII 25,500 N/A N/A
Kla Tencor Corp Common '48248010 4,621,275.00 68,400 SH N/A SOLE PII 68,400 N/A N/A
K Mart Corp Common 482584109 208,406.25 24,700 SH N/A SOLE PII 24,700 N/A N/A
Kellogg Co Common 487836108 399,218.75 17,500 SH N/A SOLE PII 17,500 N/A N/A
Kemet Corp Common 488360108 19,329,131.25 347,100 SH N/A SOLE PII 347,100 N/A N/A
Keycorp New Common 493267108 390,000.00 20,000 SH N/A SOLE PII 20,000 N/A N/A
Kimberly Clark Corp Common 494368103 4,627,155.00 75,855 SH N/A SOLE PII 75,855 N/A N/A
Kinder Morgan Inc Kans Common 49455P101 2,901,787.50 104,100 SH N/A SOLE PII 104,100 N/A N/A
King Pharmaceuticals Inc Common 495582108 5,543,250.00 114,000 SH N/A SOLE PII 114,000 N/A N/A
Knight Ridder Inc Common 499040103 243,812.50 4,700 SH N/A SOLE PII 4,700 N/A N/A
Koors Inds Ltd sponsored ADR 500507108 298,541.25 15,610 SH N/A SOLE PII 15,610 N/A N/A
Korea Elec Pwr Corp sponsored ADR 500631106 600,411.87 41,230 SH N/A SOLE PII 41,230 N/A N/A
Korea Telecom sponsored ADR 50063P103 8,058,000.00 134,300 SH N/A SOLE PII 134,300 N/A N/A
Korn / Ferry Intl com new 500643200 7,391,250.00 202,500 SH N/A SOLE PII 202,500 N/A N/A
Kroger Co Common 501044101 707,200.00 41,600 SH N/A SOLE PII 41,600 N/A N/A
Kulicke + Soffa Inds Inc Common 501242101 9,894,425.00 150,200 SH N/A SOLE PII 150,200 N/A N/A
Lsi Logic Corp Common 502161102 2,297,962.50 23,300 SH N/A SOLE PII 23,300 N/A N/A
Lam Resh Corp Common 512807108 13,380,262.50 97,800 SH N/A SOLE PII 97,800 N/A N/A
Level 3 Communications Inc Common 52729N100 679,725.00 5,700 SH N/A SOLE PII 5,700 N/A N/A
Lexmark Intl Group Inc Common 529771107 3,083,193.75 27,300 SH N/A SOLE PII 27,300 N/A N/A
Liberate Technologies Common 530129105 2,887,650.00 27,600 SH N/A SOLE PII 27,600 N/A N/A
Lifepoint Hosps Inc Common 53219L109 567,983.25 36,942 SH N/A SOLE PII 36,942 N/A N/A
Lightbridge Inc Common 532226107 3,378,487.50 152,700 SH N/A SOLE PII 152,700 N/A N/A
Lilly Eli + Co Common 532457108 2,257,762.50 36,600 SH N/A SOLE PII 36,600 N/A N/A
Lincare Hldgs Inc Common 532791100 805,612.50 23,100 SH N/A SOLE PII 23,100 N/A N/A
Lincoln Natl Corp In Common 534187109 349,050.00 10,400 SH N/A SOLE PII 10,400 N/A N/A
Lockheed Martin Corp Common 539830109 422,625.00 23,000 SH N/A SOLE PII 23,000 N/A N/A
Louis Dreyfus Nat Gas Corp Common 546011107 961,350.00 49,300 SH N/A SOLE PII 49,300 N/A N/A
Lowes Cos Inc Common 548661107 4,707,062.50 101,500 SH N/A SOLE PII 101,500 N/A N/A
Lucent Technologies Inc Common 549463107 7,129,687.50 135,000 SH N/A SOLE PII 135,000 N/A N/A
Luminant Worlwide Corp Common 550260103 2,119,856.25 67,700 SH N/A SOLE PII 67,700 N/A N/A
Mbia Inc Common 55262C100 236,000.00 5,900 SH N/A SOLE PII 5,900 N/A N/A
Mci Worldcom Inc Common 55268B106 6,732,687.50 139,900 SH N/A SOLE PII 139,900 N/A N/A
Mrv Communications Inc Common 553477100 17,031,681.25 226,900 SH N/A SOLE PII 226,900 N/A N/A
Msc Indl Direct Inc Common 553530106 2,917,818.75 202,100 SH N/A SOLE PII 202,100 N/A N/A
Macromedia Inc Common 556100105 14,902,037.50 233,300 SH N/A SOLE PII 233,300 N/A N/A
Management Network Group Inc Common 561693102 2,130,237.50 88,300 SH N/A SOLE PII 88,300 N/A N/A
Marsh + Mclennan Cos Inc Common 571748102 3,980,893.75 43,300 SH N/A SOLE PII 43,300 N/A N/A
Marshall + Ilsley Corp Common 571834100 214,225.00 4,100 SH N/A SOLE PII 4,100 N/A N/A
Masco Corp Common 574599106 191,262.50 10,700 SH N/A SOLE PII 10,700 N/A N/A
Mattel Inc Common 577081102 206,850.00 19,700 SH N/A SOLE PII 19,700 N/A N/A
Mattson Technology Inc Common 577223100 5,900,000.00 160,000 SH N/A SOLE PII 160,000 N/A N/A
May Dept Stores Co Common 577778103 490,012.50 17,900 SH N/A SOLE PII 17,900 N/A N/A
Mcdonalds Corp Common 580135101 1,215,500.00 34,000 SH N/A SOLE PII 34,000 N/A N/A
Meade Instrs Corp Common 583062104 7,127,637.50 255,700 SH N/A SOLE PII 255,700 N/A N/A
Mediaone Group Inc Common 58440J104 2,816,450.00 36,400 SH N/A SOLE PII 36,400 N/A N/A
Mediaplex Inc Common 58446B105 5,457,381.25 66,100 SH N/A SOLE PII 66,100 N/A N/A
Medimmune Inc Common 584699102 18,938,812.50 124,700 SH N/A SOLE PII 124,700 N/A N/A
Medtronic Inc Common 585055106 6,614,093.75 135,500 SH N/A SOLE PII 135,500 N/A N/A
Mellon Finl Corp Common 58551A108 279,500.00 8,600 SH N/A SOLE PII 8,600 N/A N/A
Mens Wearhouse Inc Common 587118100 4,702,968.75 190,500 SH N/A SOLE PII 190,500 N/A N/A
Merck + Co Inc Common 589331107 9,082,662.50 127,700 SH N/A SOLE PII 127,700 N/A N/A
Mercury Interactive Corp Common 589405109 21,333,218.75 154,100 SH N/A SOLE PII 154,100 N/A N/A
Merrill Lynch + Co Inc Common 590188108 3,699,543.75 39,700 SH N/A SOLE PII 39,700 N/A N/A
Metris Cos Inc Common 591598107 1,025,875.00 29,000 SH N/A SOLE PII 29,000 N/A N/A
Micrel Inc Common 594793101 7,607,381.24 89,400 SH N/A SOLE PII 89,400 N/A N/A
Microsoft Corp Common 594918104 19,416,800.00 186,700 SH N/A SOLE PII 186,700 N/A N/A
Micromuse Inc Common 595094103 7,148,200.00 34,700 SH N/A SOLE PII 34,700 N/A N/A
Minimed Inc Common 60365K108 2,876,562.50 35,000 SH N/A SOLE PII 35,000 N/A N/A
Mirage Resorts Inc Common 60462E104 138,718.75 11,500 SH N/A SOLE PII 11,500 N/A N/A
Mission Critical Software Inc Common 605047109 2,755,375.00 47,000 SH N/A SOLE PII 47,000 N/A N/A
Monsanto Co Common 611662107 895,700.00 21,200 SH N/A SOLE PII 21,200 N/A N/A
Montana Pwr Co Common 612085100 3,049,350.00 70,100 SH N/A SOLE PII 70,100 N/A N/A
Morgan J P + Co Inc Common 616880100 1,049,062.50 9,000 SH N/A SOLE PII 9,000 N/A N/A
Morgan Stanley Dean Witter+Co Common 617446448 1,988,750.00 29,600 SH N/A SOLE PII 29,600 N/A N/A
Motorola Inc Common 620076109 7,171,368.75 46,700 SH N/A SOLE PII 46,700 N/A N/A
Murphy Oil Corp Common 626717102 794,062.50 15,000 SH N/A SOLE PII 15,000 N/A N/A
Nabors Industries Inc Common 629568106 1,150,187.50 38,500 SH N/A SOLE PII 38,500 N/A N/A
National City Corp Common 635405103 476,437.50 23,100 SH N/A SOLE PII 23,100 N/A N/A
National Information Consortm Common 636491102 4,256,125.00 86,200 SH N/A SOLE PII 86,200 N/A N/A
National Oilwell Inc Common 637071101 3,045,056.25 158,700 SH N/A SOLE PII 158,700 N/A N/A
National Semiconductor Corp Common 637640103 1,777,606.25 28,700 SH N/A SOLE PII 28,700 N/A N/A
Networks Assocs Inc Common 640938106 789,600.00 32,900 SH N/A SOLE PII 32,900 N/A N/A
Netegrity Inc Common 64110P107 4,894,312.50 69,300 SH N/A SOLE PII 69,300 N/A N/A
Netiq Common 64115P102 4,169,475.00 63,900 SH N/A SOLE PII 63,900 N/A N/A
Netscout Sys Inc Common 64115T104 1,809,000.00 72,000 SH N/A SOLE PII 72,000 N/A N/A
Network Appliance Inc Common 64120L104 1,011,200.00 7,900 SH N/A SOLE PII 7,900 N/A N/A
Network Solutions Inc Del Common 64121Q102 947,200.00 3,700 SH N/A SOLE PII 3,700 N/A N/A
New Era Of Networks Inc Common 644312100 2,547,625.00 45,800 SH N/A SOLE PII 45,800 N/A N/A
New York Times Co Common 650111107 228,000.00 4,800 SH N/A SOLE PII 4,800 N/A N/A
News Corp Ltd Sponsored ADR pfd 652487703 1,557,562.50 27,000 SH N/A SOLE PII 27,000 N/A N/A
Nextel Communications Inc Class A 65332V103 5,294,800.00 42,700 SH N/A SOLE PII 42,700 N/A N/A
Next Level Communications Inc Common 65333U104 6,071,000.00 52,000 SH N/A SOLE PII 52,000 N/A N/A
Nokia Corp Common 654902204 2,542,050.00 12,600 SH N/A SOLE PII 12,600 N/A N/A
Noble Drilling Corp Common 655042109 1,546,875.00 50,000 SH N/A SOLE PII 50,000 N/A N/A
Norfolk Southn Corp Common 655844108 159,900.00 10,400 SH N/A SOLE PII 10,400 N/A N/A
Nortel Networks Corp Common 656569100 11,254,162.50 92,200 SH N/A SOLE PII 92,200 N/A N/A
Northern Sts Pwr Co Mn Common 665772109 378,675.00 19,800 SH N/A SOLE PII 19,800 N/A N/A
Novell Inc Common 670006105 360,762.50 9,800 SH N/A SOLE PII 9,800 N/A N/A
Novellus Sys Inc Common 670008101 7,204,725.00 135,300 SH N/A SOLE PII 135,300 N/A N/A
Ondisplay Inc Common 68232L100 978,600.00 8,400 SH N/A SOLE PII 8,400 N/A N/A
Open Mkt Inc Common 68370M100 6,426,025.00 128,200 SH N/A SOLE PII 128,200 N/A N/A
Oracle Corp Common 68389X105 9,391,987.50 155,400 SH N/A SOLE PII 155,400 N/A N/A
Oxford Health Plans Inc Common 691471106 3,172,275.00 245,200 SH N/A SOLE PII 245,200 N/A N/A
Pds Finl Corp Common 69329T105 201,109.06 169,355 SH N/A SOLE PII 169,355 N/A N/A
Pg+E Corp Common 69331C108 513,300.00 23,200 SH N/A SOLE PII 23,200 N/A N/A
Pe Corp Common 69332S102 651,900.00 4,100 SH N/A SOLE PII 4,100 N/A N/A
Pmc Sierra Inc Common 69344F106 7,475,387.50 25,900 SH N/A SOLE PII 25,900 N/A N/A
Pmi Group Inc Common 69344M101 2,575,518.75 63,300 SH N/A SOLE PII 63,300 N/A N/A
Pnc Bk Corp Common 693475105 493,500.00 11,200 SH N/A SOLE PII 11,200 N/A N/A
Ppg Inds Inc Common 693506107 571,200.00 11,200 SH N/A SOLE PII 11,200 N/A N/A
Pri Automation Inc Common 69357H106 6,265,350.00 81,900 SH N/A SOLE PII 81,900 N/A N/A
Pacific Sunwear Of Calif Common 694873100 5,182,031.25 206,250 SH N/A SOLE PII 206,250 N/A N/A
Packaged Ice Inc Common 695148106 288,750.00 60,000 SH N/A SOLE PII 60,000 N/A N/A
Packeteer Inc Common 695210104 1,798,312.50 34,500 SH N/A SOLE PII 34,500 N/A N/A
Paine Webber Group Inc Common 695629105 14,001,693.75 357,300 SH N/A SOLE PII 357,300 N/A N/A
Pathogensis Corp Common 70321E104 2,772,012.50 105,100 SH N/A SOLE PII 105,100 N/A N/A
Peoplesoft Inc Common 712713106 3,015,000.00 120,600 SH N/A SOLE PII 120,600 N/A N/A
Pfizer Inc Common 717081103 3,331,225.00 90,800 SH N/A SOLE PII 90,800 N/A N/A
Pfsweb Inc Common 717098107 1,232,100.00 33,300 SH N/A SOLE PII 33,300 N/A N/A
Pharmaceutical Prod Dev Inc Common 717124101 823,987.50 51,100 SH N/A SOLE PII 51,100 N/A N/A
Pharmacopeia Inc Common 71713B104 6,537,375.00 140,400 SH N/A SOLE PII 140,400 N/A N/A
Philip Morris Cos Inc Common 718154107 2,277,175.00 115,300 SH N/A SOLE PII 115,300 N/A N/A
Phillips Pete Co Common 718507106 255,437.50 6,700 SH N/A SOLE PII 6,700 N/A N/A
Pilgrim Prime Rate Tr New SH Ben Int 72146W103 980,875.00 118,000 SH N/A SOLE PII 118,000 N/A N/A
Pitney Bowes Inc Common 724479100 2,157,450.00 45,600 SH N/A SOLE PII 45,600 N/A N/A
Portal Software Inc Common 736126103 905,850.00 13,200 SH N/A SOLE PII 13,200 N/A N/A
Power Integrations Common 739276103 22,233,956.25 468,700 SH N/A SOLE PII 468,700 N/A N/A
Powerwave Technologies Inc Common 739363109 31,695,125.00 329,300 SH N/A SOLE PII 329,300 N/A N/A
Praxair Inc Common 74005P104 393,750.00 10,000 SH N/A SOLE PII 10,000 N/A N/A
Precision Drilling Corp Common 74022D100 5,505,600.00 229,400 SH N/A SOLE PII 229,400 N/A N/A
Preview Sys Inc Common 741379101 721,800.00 14,400 SH N/A SOLE PII 14,400 N/A N/A
Primus Knowledge Solutions Inc Common 74163Q100 6,514,975.00 84,200 SH N/A SOLE PII 84,200 N/A N/A
Priority Healthcare Corp Cl B 74264T102 1,912,525.00 67,700 SH N/A SOLE PII 67,700 N/A N/A
Procter + Gamble Co Common 742718109 4,190,625.00 44,700 SH N/A SOLE PII 44,700 N/A N/A
Progenics Phaarmaceuticals Inc Common 743187106 7,226,887.50 93,100 SH N/A SOLE PII 93,100 N/A N/A
Protein Design Labs Inc Common 74369L103 10,406,187.50 83,500 SH N/A SOLE PII 83,500 N/A N/A
Province Healthcare Co Common 743977100 1,413,050.00 47,900 SH N/A SOLE PII 47,900 N/A N/A
Proxicom Inc Common 744282104 6,499,350.00 60,600 SH N/A SOLE PII 60,600 N/A N/A
Qlt Phototherapeutics Common 746927102 673,400.00 9,100 SH N/A SOLE PII 9,100 N/A N/A
Qrs Corp Common 74726X105 4,431,775.00 65,900 SH N/A SOLE PII 65,900 N/A N/A
Qlogic Corp Common 747277101 36,462,750.00 366,000 SH N/A SOLE PII 366,000 N/A N/A
Qualcomm Inc Common 747525103 1,799,718.75 13,500 SH N/A SOLE PII 13,500 N/A N/A
Quest Software Inc Common 74834T103 810,468.75 9,500 SH N/A SOLE PII 9,500 N/A N/A
Quicklogic Corp Common 74837P108 3,522,262.50 235,800 SH N/A SOLE PII 235,800 N/A N/A
Quilmes Indl Quinsa Societe An Sponsored ADR 74838Y108 632,145.00 45,560 SH N/A SOLE PII 45,560 N/A N/A
Quinenco Sa Sponsored ADR 748718103 464,200.00 35,200 SH N/A SOLE PII 35,200 N/A N/A
Quotesmith Com Inc Common 749117107 857,325.00 96,600 SH N/A SOLE PII 96,600 N/A N/A
Qwest Communications Intl Inc Common 749121109 1,211,025.00 26,800 SH N/A SOLE PII 26,800 N/A N/A
Rcn Corp Common 749361101 1,078,650.00 15,300 SH N/A SOLE PII 15,300 N/A N/A
Rf Micro Devices Inc Common 749941100 10,819,200.00 110,400 SH N/A SOLE PII 110,400 N/A N/A
Radian Group Inc Common 750236101 3,874,762.50 101,800 SH N/A SOLE PII 101,800 N/A N/A
Radio One Inc Class A 75040P108 5,678,100.00 64,800 SH N/A SOLE PII 64,800 N/A N/A
Radio Unica Communications Common 75040Q106 1,758,750.00 105,000 SH N/A SOLE PII 105,000 N/A N/A
Rational Software Corp Common 75409P202 1,095,187.50 17,700 SH N/A SOLE PII 17,700 N/A N/A
Ravisent Technologies Inc Common 754440105 261,950.00 10,400 SH N/A SOLE PII 10,400 N/A N/A
Raytheon Co Common 755111309 327,187.50 15,000 SH N/A SOLE PII 15,000 N/A N/A
Razorfish Inc Common 755236106 6,891,300.00 148,200 SH N/A SOLE PII 148,200 N/A N/A
Readers Digest Assn Inc Common 755267101 899,250.00 26,400 SH N/A SOLE PII 26,400 N/A N/A
Redback Networks Inc Common 757209101 6,046,500.00 29,000 SH N/A SOLE PII 29,000 N/A N/A
Regions Finl Corp Common 758940100 203,468.75 8,500 SH N/A SOLE PII 8,500 N/A N/A
Reliant Energy Inc Common 75952J108 338,537.50 14,600 SH N/A SOLE PII 14,600 N/A N/A
Reynolds Metals Co Common 761763101 462,650.00 7,600 SH N/A SOLE PII 7,600 N/A N/A
Rohm + Haas Co Common 775371107 547,587.50 14,200 SH N/A SOLE PII 14,200 N/A N/A
Royal Dutch Pete Co NY Reg Gld 1.25 780257804 3,344,181.25 64,700 SH N/A SOLE PII 64,700 N/A N/A
Rural Celluar Corp Common 781904107 7,177,500.00 116,000 SH N/A SOLE PII 116,000 N/A N/A
Sbc Communications Inc Common 78387G103 6,002,196.75 140,814 SH N/A SOLE PII 140,814 N/A N/A
Sdl Inc Common 784076101 8,004,800.00 25,600 SH N/A SOLE PII 25,600 N/A N/A
S1 Corp Common 78463B101 2,001,660.93 15,900 SH N/A SOLE PII 15,900 N/A N/A
Safeway Inc Common 786514208 6,911,500.00 184,000 SH N/A SOLE PII 184,000 N/A N/A
St Paul Cos Inc Common 792860108 228,937.50 9,000 SH N/A SOLE PII 9,000 N/A N/A
Saleslogix Corp Common 79466P105 3,979,137.50 122,200 SH N/A SOLE PII 122,200 N/A N/A
Sandisk Corp Common 80004C101 24,291,832.80 170,900 SH N/A SOLE PII 170,900 N/A N/A
Sanmina Corp Common 800907107 2,489,800.00 21,100 SH N/A SOLE PII 21,100 N/A N/A
Sapient Corp Common 803062108 2,212,500.00 25,000 SH N/A SOLE PII 25,000 N/A N/A
Sara Lee Corp Common 803111103 860,100.00 48,800 SH N/A SOLE PII 48,800 N/A N/A
Schering Plough Corp Common 806605101 2,102,500.00 46,400 SH N/A SOLE PII 46,400 N/A N/A
Scientific Atlanta Inc Common 808655104 19,832,250.00 186,000 SH N/A SOLE PII 186,000 N/A N/A
Sciquest Com Inc Common 80908Q107 2,467,962.50 35,800 SH N/A SOLE PII 35,800 N/A N/A
Seagate Technology Common 811804103 292,400.00 6,400 SH N/A SOLE PII 6,400 N/A N/A
Seagram Ltd Common 811850106 2,930,156.25 52,500 SH N/A SOLE PII 52,500 N/A N/A
Sears Roebuck + Co Common 812387108 253,175.00 8,200 SH N/A SOLE PII 8,200 N/A N/A
Semtech Corp Common 816850101 6,013,575.00 90,600 SH N/A SOLE PII 90,600 N/A N/A
Sepracor Inc Common 817315104 6,797,250.00 47,700 SH N/A SOLE PII 47,700 N/A N/A
Serena Software Inc Common 817492101 4,603,100.00 152,800 SH N/A SOLE PII 152,800 N/A N/A
Service Corp Intl Common 817565104 64,575.00 12,600 SH N/A SOLE PII 12,600 N/A N/A
Shandong Huaneng Pwr Dev Ltd Sponsored ADR 819419102 455,428.75 99,820 SH N/A SOLE PII 99,820 N/A N/A
Siebel Sys Inc Common 826170102 4,943,812.50 49,500 SH N/A SOLE PII 49,500 N/A N/A
Silicon Graphics Inc Common 827056102 3,893,912.50 412,600 SH N/A SOLE PII 412,600 N/A N/A
Silicon Image Inc Common 82705T102 2,727,450.00 34,200 SH N/A SOLE PII 34,200 N/A N/A
Silicon Vy Bancshares Common 827064106 13,251,656.25 190,500 SH N/A SOLE PII 190,500 N/A N/A
Source Media Inc Common 836153304 346,500.00 23,100 SH N/A SOLE PII 23,100 N/A N/A
Southwest Airls Co Common 844741108 232,000.00 14,500 SH N/A SOLE PII 14,500 N/A N/A
Spinnaker Expl Co Common 84855W109 2,421,975.00 150,200 SH N/A SOLE PII 150,200 N/A N/A
Sprint Corp PCS Com Ser 1 852061506 1,148,000.00 22,400 SH N/A SOLE PII 22,400 N/A N/A
Staples Inc Common 855030102 5,493,262.50 212,300 SH N/A SOLE PII 212,300 N/A N/A
Starwood Hotels + Resorts Paired CTF 85590A203 200,900.00 8,200 SH N/A SOLE PII 8,200 N/A N/A
Stryker Corp Common 863667101 3,135,937.50 45,000 SH N/A SOLE PII 45,000 N/A N/A
Sun Microsystems Inc Common 866810104 6,775,625.00 74,000 SH N/A SOLE PII 74,000 N/A N/A
Suntrust Bks Inc Common 867914103 400,987.50 7,400 SH N/A SOLE PII 7,400 N/A N/A
Sycamore Networks Inc Common 871206108 482,500.00 1,600 SH N/A SOLE PII 1,600 N/A N/A
Symbol Technologies Inc Common 871508107 4,424,862.50 60,100 SH N/A SOLE PII 60,100 N/A N/A
Td Waterhouse Group Inc Common 872362108 226,500.00 15,100 SH N/A SOLE PII 15,100 N/A N/A
Tjx Cos Inc New Common 872540109 3,138,200.00 184,600 SH N/A SOLE PII 184,600 N/A N/A
Tmp Worldwide Inc Common 872941109 7,222,450.00 49,300 SH N/A SOLE PII 49,300 N/A N/A
Taiwan Semicndctr Mfg Co Ltd Sponsored ADR 874039100 5,959,044.00 100,152 SH N/A SOLE PII 100,152 N/A N/A
Tele Centro Sul Participacoes Sponsored ADR Pfd 879239101 820,868.00 10,072 SH N/A SOLE PII 10,072 N/A N/A
Tele Centro Oeste Celular Part Sponsored ADR Pfd 87923P105 98,130.93 13,653 SH N/A SOLE PII 13,653 N/A N/A
Tele Norte Leste Participacoes Sponsored ADR Pfd 879246106 1,200,667.50 43,860 SH N/A SOLE PII 43,860 N/A N/A
Telecom Argentina Stet France Sponsored ADR Rep B879273209 636,426.87 13,930 SH N/A SOLE PII 13,930 N/A N/A
Telecorp Pcs Inc Class A 879299105 255,381.25 5,800 SH N/A SOLE PII 5,800 N/A N/A
Telefonica De Argentina S A Sponsored ADR Cl B 879378206 900,637.50 19,740 SH N/A SOLE PII 19,740 N/A N/A
Telefonos De Mexico S A Sponsored ADR Ord 879403780 37,819,883.75 566,060 SH N/A SOLE PII 566,060 N/A N/A
Telesp Celular Participacoes Sponsored ADR Pfd 87952L108 776,192.00 16,384 SH N/A SOLE PII 16,384 N/A N/A
Tellabs Inc Common 879664100 2,359,875.00 37,200 SH N/A SOLE PII 37,200 N/A N/A
Tenfold Corp Common 88033A103 3,805,312.50 61,500 SH N/A SOLE PII 61,500 N/A N/A
Tenet Healthcare Corp Common 88033G100 2,494,812.50 111,500 SH N/A SOLE PII 111,500 N/A N/A
Teradyne Inc Common 880770102 4,762,500.00 63,500 SH N/A SOLE PII 63,500 N/A N/A
Terayon Communication Sys Common 880775101 8,408,250.00 55,500 SH N/A SOLE PII 55,500 N/A N/A
Texaco Inc Common 881694103 1,511,656.25 30,500 SH N/A SOLE PII 30,500 N/A N/A
Texas Instrs Inc Common 882508104 5,198,000.00 36,800 SH N/A SOLE PII 36,800 N/A N/A
Texas Utils Co Common 882848104 480,725.00 13,400 SH N/A SOLE PII 13,400 N/A N/A
Three Five Sys Inc Common 88554L108 4,280,905.75 103,466 SH N/A SOLE PII 103,466 N/A N/A
Tibco Software Inc Common 88632Q103 3,758,700.00 18,700 SH N/A SOLE PII 18,700 N/A N/A
Tiffany + Co New Common 886547108 11,545,006.25 174,100 SH N/A SOLE PII 174,100 N/A N/A
Time Warner Inc Common 887315109 3,751,800.00 44,400 SH N/A SOLE PII 44,400 N/A N/A
Transwitch Corp Common 894065101 6,790,753.12 101,925 SH N/A SOLE PII 101,925 N/A N/A
Triad Hosps Inc Common 89579K109 3,315,700.00 186,800 SH N/A SOLE PII 186,800 N/A N/A
Tribune Co New Common 896047107 446,887.50 10,200 SH N/A SOLE PII 10,200 N/A N/A
Trimeris Inc Common 896263100 813,400.00 16,600 SH N/A SOLE PII 16,600 N/A N/A
Triquint Semiconductor Inc Common 89674K103 57,504,568.75 272,050 SH N/A SOLE PII 272,050 N/A N/A
Tritel Inc Common 89675X104 1,171,600.00 46,400 SH N/A SOLE PII 46,400 N/A N/A
Triton Pcs Hldgs Inc Class A 89677M106 287,100.00 7,200 SH N/A SOLE PII 7,200 N/A N/A
Tweeter Home Entmt Group Inc Common 901167106 5,103,000.00 162,000 SH N/A SOLE PII 162,000 N/A N/A
Tyco Intl Ltd New Common 902124106 3,601,181.25 87,700 SH N/A SOLE PII 87,700 N/A N/A
Us Bancorp Del Common 902973106 602,481.25 29,300 SH N/A SOLE PII 29,300 N/A N/A
Us Lec Corp Class A 90331S109 6,297,687.50 168,500 SH N/A SOLE PII 168,500 N/A N/A
Unilever N V NY Shrs New 904784709 953,062.50 23,000 SH N/A SOLE PII 23,000 N/A N/A
Union Carbide Corp Common 905581104 1,474,462.50 27,400 SH N/A SOLE PII 27,400 N/A N/A
Union Pac Corp Common 907818108 327,075.00 8,400 SH N/A SOLE PII 8,400 N/A N/A
United Healthcare Corp Common 910581107 3,662,356.25 67,900 SH N/A SOLE PII 67,900 N/A N/A
Univision Communications Inc Common 914906102 800,625.00 7,500 SH N/A SOLE PII 7,500 N/A N/A
Unumprovident Corp Common 91529Y106 364,762.50 14,200 SH N/A SOLE PII 14,200 N/A N/A
Van Kampen Senior Income Tr Common 920961109 6,824,922.00 802,932 SH N/A SOLE PII 802,932 N/A N/A
Varian Semiconductor Equip Inc Common 922207105 3,448,025.00 64,600 SH N/A SOLE PII 64,600 N/A N/A
Veeco Instrs Inc Del Common 922417100 3,995,187.50 65,900 SH N/A SOLE PII 65,900 N/A N/A
Verity Inc Common 92343C106 4,468,450.00 95,200 SH N/A SOLE PII 95,200 N/A N/A
Verisign Inc Common 92343E102 6,604,143.75 33,900 SH N/A SOLE PII 33,900 N/A N/A
Viacom Inc Common 925524308 2,045,593.75 33,500 SH N/A SOLE PII 33,500 N/A N/A
Viant Corp Common 92553N107 1,385,693.75 13,300 SH N/A SOLE PII 13,300 N/A N/A
Vical Inc Common 925602104 2,447,700.00 49,200 SH N/A SOLE PII 49,200 N/A N/A
Vignette Corp Common 926734104 5,296,725.00 25,200 SH N/A SOLE PII 25,200 N/A N/A
Virata Corp Common 927646109 7,272,618.75 95,850 SH N/A SOLE PII 95,850 N/A N/A
Visual Networks Inc Common 928444108 349,450.00 5,800 SH N/A SOLE PII 5,800 N/A N/A
Vitesse Semiconductor Corp Common 928497106 385,106.25 6,900 SH N/A SOLE PII 6,900 N/A N/A
Voicestream Wireless Corp Common 928615103 9,041,150.00 61,400 SH N/A SOLE PII 61,400 N/A N/A
Wal Mart Stores Inc Common 931142103 5,284,250.00 92,000 SH N/A SOLE PII 92,000 N/A N/A
Warner Lambert Co Common 934488107 4,992,225.00 51,400 SH N/A SOLE PII 51,400 N/A N/A
Washington Gas Lt Co Common 938837101 431,775.00 17,100 SH N/A SOLE PII 17,100 N/A N/A
Washington Mut Inc Common 939322103 514,510.00 22,370 SH N/A SOLE PII 22,370 N/A N/A
Waste Mgmt Inc Del Common 94106L109 600,300.00 36,800 SH N/A SOLE PII 36,800 N/A N/A
Watson Pharmaceuticals Inc Common 942683103 1,069,425.00 25,200 SH N/A SOLE PII 25,200 N/A N/A
Wellpoint Health Networks Inc Common 94973H108 216,975.00 3,300 SH N/A SOLE PII 3,300 N/A N/A
Wells Fargo + Co New Common 949746101 2,465,662.50 65,100 SH N/A SOLE PII 65,100 N/A N/A
Western Wireless Corp Common 95988E204 21,394,650.00 345,075 SH N/A SOLE PII 345,075 N/A N/A
Williams Communications Group Common 969455104 1,620,937.50 39,000 SH N/A SOLE PII 39,000 N/A N/A
World Access Inc Common 98141A101 6,192,262.50 270,700 SH N/A SOLE PII 270,700 N/A N/A
Xilinx Inc Common 983919101 6,209,062.50 107,400 SH N/A SOLE PII 107,400 N/A N/A
Xerox Corp Common 984121103 808,193.75 37,700 SH N/A SOLE PII 37,700 N/A N/A
Yahoo Inc Common 984332106 1,449,250.00 4,000 SH N/A SOLE PII 4,000 N/A N/A
Zions Bancorp Common 989701107 418,950.00 7,600 SH N/A SOLE PII 7,600 N/A N/A
Daimler Chrysler Ag Stuttgart Ord D1668R123 384,375.00 6,000 SH N/A SOLE PII 6,000 N/A N/A
Ace Ltd Ord G0070K103 505,218.75 31,700 SH N/A SOLE PII 31,700 N/A N/A
Gemstar Intl Group Ltd Ord G3788V106 25,799,200.00 380,800 SH N/A SOLE PII 380,800 N/A N/A
Global Crossing Ltd Common G3921A100 3,100,865.62 57,825 SH N/A SOLE PII 57,825 N/A N/A
Opentv Corp Class A G67543101 1,707,625.00 19,000 SH N/A SOLE PII 19,000 N/A N/A
Santa Fe International Corp Ord G7805C108 570,000.00 22,800 SH N/A SOLE PII 22,800 N/A N/A
Backweb Technologies Ltd Ord M15633106 1,707,687.50 44,500 SH N/A SOLE PII 44,500 N/A N/A
Asm Lithography Hldg N V Common N07059111 1,082,525.00 7,600 SH N/A SOLE PII 7,600 N/A N/A
Banco Latinoamericano De Exp Cl E P16994132 355,200.00 12,800 SH N/A SOLE PII 12,800 N/A N/A
Panamerican Beverages Inc Class A P74823108 459,956.25 24,050 SH N/A SOLE PII 24,050 N/A N/A
Flextronics International Ord Y2573F102 762,300.00 12,600 SH N/A SOLE PII 12,600 N/A N/A
TOTAL $2,341,785,993.46
</TABLE>
