13F-HR 1 lb.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION FORM 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/00 Check here if Amendment [ ]; Amendment Number: ______ This Amendment (check only one): [ ] is a restatement [ ] adds new holding entries Institutional Investment Manager Filing this Report: Name: Lutheran Brotherhood Address: 625 Fourth Avenue South Minneapolis, MN 55415 Form 13F File Number: 28-1589 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, and 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: Marlene J. Nogle Title: Assistant Vice President and Senior Counsel Phone: (612) 340-2492 Signature, Place, and Date of Signing: /s/ Marlene J. Nogle Minneapolis, Minnesota 2/14/01 ------------------------- ---------------------- ------- [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).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Manager: None Form 13F Information Table Entry Total: 862 Form 13F Information Table Value Total: $6,321,470 (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.] VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE ADC TELECOMMUNICATIONS INC. COM 000886101 19940.00 1100138 SH SOLE 1100138 ADT OPERATIONS INC. LYON ZERO CPN 10 000945AC9 5653.60 1850000 PRN SOLE 0 ACT MANUFACTURING INC. COM 000973107 982.80 62400 SH SOLE 62400 AFLAC INC. COM 001055102 693.00 9600 SH SOLE 9600 AGCO CORP. COM 001084102 8631.78 711900 SH SOLE 711900 AES CORPORATION COM 00130H105 926.97 16740 SH SOLE 16740 AMR CORP/DEL COM 001765106 11703.49 298650 SH SOLE 298650 AT&T CORP. COM 001957109 17625.65 1018059 SH SOLE 1018059 AT&T CORP. COM LIB GRP A 001957208 17367.42 1280500 SH SOLE 1280500 AXT, INC. COM 00246W103 1815.15 54900 SH SOLE 54900 ABBOTT LABORATORIES COM 002824100 14800.71 305560 SH SOLE 305560 ABERCROMBIE & FITCH CO. CL A 002896207 7032.00 351600 SH SOLE 351600 ABGENIX, INC. COM 00339B107 986.35 16700 SH SOLE 16700 ACCREDO HEALTH, INC. COM 00437V104 2168.12 43200 SH SOLE 43200 ACTEL CORP. COM 004934105 1673.80 69200 SH SOLE 69200 ACTUATE CORP. COM 00508B102 1535.73 80300 SH SOLE 80300 ACXIOM CORP. COM 005125109 2172.74 55800 SH SOLE 55800 ADELPHIA BUSINESS SOLUTIONS CL A 006847107 355.40 83624 SH SOLE 83624 ADELPHIA COMMUNICATIONS CL A 006848105 3187.84 61750 SH SOLE 61750 ADELPHIA COMMUNICATIONS PFD CV SER D 006848402 983.12 6875 SH SOLE 6875 ADOBE SYSTEMS INC COM 00724F101 663.34 11400 SH SOLE 11400 ADVANCE PARADIGM INC. COM 007491103 3003.00 66000 SH SOLE 66000 ADVANCED DIGITAL INFO CORP. COM 007525108 2196.50 95500 SH SOLE 95500 ADVANCED FIBRE COMMUNICATION COM 00754A105 3585.50 198500 SH SOLE 198500 AEROFLEX INC. COM 007768104 3031.26 105150 SH SOLE 105150 ADVENT SOFTWARE, INC. COM 007974108 3942.19 98400 SH SOLE 98400 AFFILIATED COMPUTER SVCS INC. CL A 008190100 1984.49 32700 SH SOLE 32700 AFFILIATED MANGERS GROUP COM 008252108 3457.12 63000 SH SOLE 63000 AGILENT TECHNOLOGIES, INC. COM 00846U101 13054.80 238444 SH SOLE 238444 AGILE SOFTWARE CORP. COM 00846X105 1106.00 22400 SH SOLE 22400 AIR PRODUCTS AND CHEMICALS INC COM 009158106 8897.00 217000 SH SOLE 217000 AIRGATE PCS, INC. COM 009367103 294.65 8300 SH SOLE 8300 AKAMAI TECHNOLOGIES, INC. COM 00971T101 981.53 46600 SH SOLE 46600 ALBANY MOLECULAR RESEARCH COM 012423109 2551.27 41400 SH SOLE 41400 ALBERTSON'S INC. COM 013104104 414.38 15637 SH SOLE 15637 ALCOA INC COM 013817101 935.99 27940 SH SOLE 27940 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE ALKERMES INC. COM 01642T108 511.41 16300 SH SOLE 16300 ALLEGHENY ENERGY, INC. 017361106 1763.68 36600 SH SOLE 36600 ALLERGAN INC. COM 018490102 3795.06 39200 SH SOLE 39200 ALLERGAN INC. LYON ZERO 144A20 018490AB8 2094.00 3000000 PRN SOLE 0 ALLMERICA FINANCIAL CORP. COM 019754100 5415.75 74700 SH SOLE 74700 ALLSTATE CORP. COM 020002101 23153.73 531500 SH SOLE 531500 ALLTEL CORP. COM 020039103 11281.92 180690 SH SOLE 180690 ALPHA INDUSTRIES COM 020753109 4225.40 114200 SH SOLE 114200 ALPHARMA INC. CLA 020813101 2794.83 63700 SH SOLE 63700 ALTERA CORP COM 021441100 8349.11 317300 SH SOLE 317300 ALZA CORP. COM 022615108 3383.00 79600 SH SOLE 79600 ALZA CORP. SUB LYON ZERO 14 022615AC2 2236.00 2000000 PRN SOLE 0 AMBAC FINANCIAL GROUP INC. COM 023139108 2618.25 44900 SH SOLE 44900 AMERICA ONLINE INC. COM 02364J104 26081.20 749460 SH SOLE 749460 AMERICA ONLINE INC. SUB NT CV ZRO 19 02364JAC8 2375.00 5000000 PRN SOLE 0 AMERICAN ELECTRIC POWER COM 025537101 558.00 12000 SH SOLE 12000 AMERICAN EAGLE OUTFITTERS INC. COM 02553E106 4639.05 109800 SH SOLE 109800 AMERICAN EXPRESS COM 025816109 40817.83 742980 SH SOLE 742980 AMERICAN GENERAL CORP. COM 026351106 15953.62 195750 SH SOLE 195750 AMERICAN HOME PRODUCTS CORP. COM 026609107 45094.44 709590 SH SOLE 709590 AMERICAN INTERNATIONAL GROUP COM 026874107 90803.13 921270 SH SOLE 921270 AMERICAN INTERNATIONAL GROUP COM 026874AN7 4891.75 4250000 PRN SOLE 0 AMERICAN ITALIAN PASTA COMPANY CL A 027070101 3472.28 129500 SH SOLE 129500 AMERICAN POWER CONVERSION COM 029066107 388.08 31360 SH SOLE 31360 AMERICAN TOWER CORP CL A 029912201 1708.16 45100 SH SOLE 45100 AMERICAN SUPERCONDUCTOR CORP COM 030111108 268.49 9400 SH SOLE 9400 AMERICREDIT CORP. COM 03060R101 2572.40 94400 SH SOLE 94400 AMERISOURCE HEALTH CORP CL A 03071P102 7794.67 154350 SH SOLE 154350 AMERITRADE HOLDING CORP. CL A 03072H109 2036.30 290900 SH SOLE 290900 AMGEN INC. COM 031162100 28650.61 448100 SH SOLE 448100 AMKOR TECHNOLOGIES, INC. COM 031652100 266.87 17200 SH SOLE 17200 AMPHENOL CORP. CLA 032095101 768.08 19600 SH SOLE 19600 ANADARKO PETROLEUM CORP. COM 032511107 3397.62 47800 SH SOLE 47800 ANALOG DEVICES INC. COM 032654105 18122.08 354030 SH SOLE 354030 ANALOG DEVICES INC. SB NT CV 144A 05 032654AC9 5304.00 6000000 PRN SOLE 0 ANAREN MICROWAVE, INC. COM 032744104 4407.53 65600 SH SOLE 65600 ANDREW CORP COM 034425108 1683.45 77400 SH SOLE 77400 ANDRX GROUP COM ANDRX GRP 034553107 1064.90 18400 SH SOLE 18400 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE APACHE CORP. COM 037411105 21078.45 300850 SH SOLE 300850 APACHE CORP. ACES C DP 1/50 037411600 5115.98 85000 SH SOLE 85000 APARTMENT INVT & MGMT CO. CL A 03748R101 669.16 13400 SH SOLE 13400 APARTMENT INVT & MGMT CO. PFD CONV CL K 03748R705 2380.00 80000 SH SOLE 80000 APOLLO GROUP INC. CL A 037604105 1166.49 23715 SH SOLE 23715 APOGENT TECHNOLOGIES INC 03760A101 945.05 46100 SH SOLE 46100 APPLE COMPUTER INC. COM 037833100 5917.87 397840 SH SOLE 397840 APPLEBEES INTERNATIONAL INC. COM 037899101 2345.27 74600 SH SOLE 74600 APPLERA CORP-APPLIED BIOSYS COM AP BIO GRP 038020103 21091.74 224230 SH SOLE 224230 APPLIED MATERIALS INC. COM 038222105 24578.56 643620 SH SOLE 643620 APPLIED MICRO CIRCUITS CORP. COM 03822W109 11992.21 159796 SH SOLE 159796 ARADIGM CORP. COM 038505103 1209.48 82700 SH SOLE 82700 ARCH WIRELESS INC COM 039392105 34.37 55000 SH SOLE 55000 ARCH WIRELESS INC WT EXP 090101 039392113 4.80 300000 SH SOLE 300000 AREMISSOFT CORPORATION COM 040026106 2275.27 53300 SH SOLE 53300 ARRAY BIOPHARMA INC. COM 04269X105 1138.70 127400 SH SOLE 127400 ARROW ELECTRONICS INC. COM 042735100 1769.02 61800 SH SOLE 61800 ART TECHNOLOGY GROUP, INC. COM 04289L107 216.99 7100 SH SOLE 7100 ARTESYN TECHNOLOGIES INC. COM 043127109 763.58 48100 SH SOLE 48100 ARTHROCARE CORPORATION COM 043136100 848.25 43500 SH SOLE 43500 ASPEN TECHNOLOGY INC. COM 045327103 485.45 14600 SH SOLE 14600 AT HOME CORP. COM SER A 045919107 1493.37 270000 SH SOLE 270000 ASTROPOWER, INC. COM 04644A101 1160.87 37000 SH SOLE 37000 ASYST TECHNOLOGIES INC. COM 04648X107 1643.46 122300 SH SOLE 122300 ATLANTIC COAST AIRLINES HLDG COM 048396105 3090.15 75600 SH SOLE 75600 ATLAS AIR, INC. COM 049164106 613.35 18800 SH SOLE 18800 ATMEL CORP. COM 049513104 1153.20 99200 SH SOLE 99200 ATMOS ENERGY CORP. COM 049560105 1338.18 54900 SH SOLE 54900 ATRIX LABORATORIES, INC. COM 04962L101 1453.76 85200 SH SOLE 85200 AURORA FOODS INC COM 05164B106 129.53 53132 SH SOLE 53132 AURORA BIOSCIENCES CORP. COM 051920106 468.42 14900 SH SOLE 14900 AUTOMATIC DATA PROCESSING COM 053015103 20445.66 322930 SH SOLE 322930 AVANEX CORP. COM 05348W109 2305.08 38700 SH SOLE 38700 AVIRON COM 053762100 1650.28 24700 SH SOLE 24700 AVNET INC. COM 053807103 847.10 39400 SH SOLE 39400 AVOCENT CORPORATION COM 053893103 1371.97 50814 SH SOLE 50814 AVON PRODUCTS COM 054303102 17866.95 373200 SH SOLE 373200 AWARE, INC. COM 05453N100 612.37 34500 SH SOLE 34500 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE BB&T CORPORATION COM 054937107 541.03 14500 SH SOLE 14500 BISYS GROUP INC. COM 055472104 5598.22 107400 SH SOLE 107400 BJ SERVICES CO. COM 055482103 3930.00 57060 SH SOLE 57060 BJ'S WHOLESALE CLUB INC. COM 05548J106 10694.34 278680 SH SOLE 278680 BP AMOCO PLC SPONSORED ADR 055622104 1177.72 24600 SH SOLE 24600 BAKER HUGHES INC. COM 057224107 12331.74 296700 SH SOLE 296700 BANK OF AMERICA CORP COM 060505104 21911.04 477625 SH SOLE 477625 BANK OF NEW YORK CO INC COM 064057102 36936.22 669280 SH SOLE 669280 BANK ONE CORP. COM 06423A103 1603.44 43780 SH SOLE 43780 BANK UNITED CORP. COM 065412108 1241.02 18200 SH SOLE 18200 BANKNORTH GROUP, INC. COM 06646R107 1884.14 94500 SH SOLE 94500 BAXTER INTERNATIONAL INC. COM 071813109 27127.10 307170 SH SOLE 307170 BEA SYSTEMS INC. COM 073325102 18605.31 276400 SH SOLE 276400 BEAR STEARNS COMPANIES INC/THE COM 073902108 13827.68 272800 SH SOLE 272800 BECKMAN COULTER INC. COM 075811109 3023.72 72100 SH SOLE 72100 BECTON DICKINSON AND CO. COM 075887109 3514.43 101500 SH SOLE 101500 BED BATH & BEYOND INC. COM 075896100 4102.45 183350 SH SOLE 183350 BELLSOUTH CORPORATION COM 079860102 12488.54 305060 SH SOLE 305060 BENCHMARK ELECTRONICS INC. COM 08160H101 1243.22 55100 SH SOLE 55100 BERGEN BRUNSWIG CORP CL A 083739102 4140.33 261550 SH SOLE 261550 BERKSHIRE HATHAWAY INC. CL B 084670207 7532.80 3200 SH SOLE 3200 BEST BUY CO. INC. COM 086516101 8342.67 282200 SH SOLE 282200 BIOGEN INC. COM 090597105 15225.97 253500 SH SOLE 253500 BIOMET INC COM 090613100 19683.06 495945 SH SOLE 495945 BIOVAIL CORP. COM 09067J109 11795.70 303700 SH SOLE 303700 BIOSITE DIAGNOSTICS INC COM 090945106 731.92 18100 SH SOLE 18100 BOEING CO. COM 097023105 12531.42 189870 SH SOLE 189870 BOISE CASCADE CORP. COM 097383103 5904.55 175600 SH SOLE 175600 BOLDER TECHNOLOGIES CORP. COM 097519102 24.39 22946 SH SOLE 22946 BOWATER INC. COM 102183100 14964.18 265440 SH SOLE 265440 BRINKER INTERNATIONAL INC. COM 109641100 2463.17 58300 SH SOLE 58300 BRISTOL-MYERS SQUIBB CO. COM 110122108 54481.21 736850 SH SOLE 736850 BROADCOM CORP. CL A 111320107 5149.20 61300 SH SOLE 61300 BROADWING INC. COM 111620100 1407.56 61700 SH SOLE 61700 BROCADE COMMUNICATIONS SYSTEMS COM 111621108 10448.31 113800 SH SOLE 113800 BROOKS AUTOMATION, INC. COM 11434A100 465.84 16600 SH SOLE 16600 BURLINGTON NORTHERN SANTA FE COM 12189T104 479.05 16920 SH SOLE 16920 BUSINESS OBJECTS SA SPONSORED ADR 12328X107 934.31 16500 SH SOLE 16500 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE C&D TECHNOLOGIES INC. COM 124661109 764.42 17700 SH SOLE 17700 CEC ENTERTAINMENT INC. COM 125137109 798.52 23400 SH SOLE 23400 C.H. ROBINSON WORLDWIDE INC. COM 12541W100 3326.14 105800 SH SOLE 105800 CIGNA CORP. COM 125509109 14890.36 112550 SH SOLE 112550 CMS ENERGY CORP. COM 125896100 1296.03 40900 SH SOLE 40900 CSG SYSTEMS INTERNATIONAL COM 126349109 1398.75 29800 SH SOLE 29800 CVS CORP. COM 126650100 28573.64 476720 SH SOLE 476720 CV THERAPEUTICS, INC. COM 126667104 749.95 10600 SH SOLE 10600 CABLE & WIRELESS PLC SPONSORED ADR 126830207 1509.26 37850 SH SOLE 37850 CABLEVISION SYSTEMS CORP. CL A 12686C109 17497.22 206000 SH SOLE 206000 CABOT MICROELECTRONICS CORP. COM 12709P103 3905.73 75200 SH SOLE 75200 CADENCE DESIGN SYSTEMS INC. COM 127387108 3016.75 109700 SH SOLE 109700 CAL DIVE INTENATIONAL INC. COM 127914109 2976.67 111800 SH SOLE 111800 CALIPER TECHNOLOGIES CORP COM 130876105 1363.00 29000 SH SOLE 29000 CALPINE CORP. COM 131347106 18385.70 408000 SH SOLE 408000 CAMPBELL SOUP COMPANY COM 134429109 591.39 17080 SH SOLE 17080 CAPITAL ONE FINANCIAL CORP. COM 14040H105 13814.14 209900 SH SOLE 209900 CAPSTAR HOTEL COMPANY SUB NT CV4.75%04 140918AC7 4123.40 5300000 PRN SOLE 0 CARDINAL HEALTH INC. COM 14149Y108 2367.09 23760 SH SOLE 23760 CAREMARK RX, INC. COM 141705103 3648.44 269000 SH SOLE 269000 CARNIVAL CORP. COM 143658102 5328.18 172920 SH SOLE 172920 CATALINA MARKETING CORP. COM 148867104 3243.53 83300 SH SOLE 83300 CATERPILLAR INC. COM 149123101 612.70 12950 SH SOLE 12950 CELL THERAPEUTICS, INC. COM 150934107 4970.44 110300 SH SOLE 110300 CELESTICA INC. LYON ZERO 20 15101QAA6 1752.00 4000000 PRN SOLE 0 CELGENE CORP. COM 151020104 5642.00 173600 SH SOLE 173600 CENDANT CORPORATION COM 151313103 9972.58 1036113 SH SOLE 1036113 CENDANT CORPORATION RT PUR PRIDES 151313111 1438.71 247500 SH SOLE 247500 CENDANT CORPORATION COM 151313301 2248.12 165000 SH SOLE 165000 CENTEX CORP. COM 152312104 1590.79 42350 SH SOLE 42350 CENTOCOR, INC. SB DB CV 4.75%05 152342AE1 4104.00 3000000 PRN SOLE 0 CENTURYTEL INC. COM 156700106 2087.80 58400 SH SOLE 58400 CEPHALON INC. COM 156708109 5337.28 84300 SH SOLE 84300 CERIDIAN CORP. COM 15677T106 749.66 37600 SH SOLE 37600 CERNER CORP. COM 156782104 2617.75 56600 SH SOLE 56600 CERUS CORP COM 157085101 3514.17 46700 SH SOLE 46700 CHARTER COMMUNICATIONS, INC. CL A 16117M107 7811.47 344300 SH SOLE 344300 CHASE MANHATTAN CORP COM 16161A108 33901.74 746110 SH SOLE 746110 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE CHECKFREE CORP COM 162813109 1619.25 38100 SH SOLE 38100 CHEESECAKE FACTORY (THE) COM 163072101 621.67 16200 SH SOLE 16200 CHEVRON CORPORATION COM 166751107 11079.10 131210 SH SOLE 131210 CHEVY CHASE PFD CAPTL CORP PFD A EXCH% 16678M207 5473.12 105000 SH SOLE 105000 CHICO'S FAS INC. COM 168615102 799.51 38300 SH SOLE 38300 CHIRON CORP. COM 170040109 609.65 13700 SH SOLE 13700 CHOICEPOINT INC. COM 170388102 1324.37 20200 SH SOLE 20200 CHUBB CORP. COM 171232101 12049.45 139300 SH SOLE 139300 CIENA CORP COM 171779101 18606.25 229000 SH SOLE 229000 CIMA LABS INC. COM 171796105 1034.50 15900 SH SOLE 15900 CIRCUIT CITY STORES-CIRCUIT CIR CITY GRP 172737108 6137.66 533710 SH SOLE 533710 CISCO SYSTEMS INC. COM 17275R102 101316.2 2648790 SH SOLE 2648790 CINTAS CORP. COM 172908105 2489.19 46800 SH SOLE 46800 CITIGROUP INC COM 172967101 129047.0 2527213 SH SOLE 2527213 CITIZENS UTILITIES TRUST PFD EPPICS CV 177351202 1590.00 30000 SH SOLE 30000 CITY NATIONAL CORP. COM 178566105 4426.62 114050 SH SOLE 114050 CLEAR CHANNEL COMMUNICATIONS COM 184502102 29374.20 606429 SH SOLE 606429 CLOSURE MEDICAL CORPORATION COM 189093107 462.60 12850 SH SOLE 12850 COASTAL CORP. COM 190441105 3226.95 36540 SH SOLE 36540 COCA-COLA CO COM 191216100 31476.91 516540 SH SOLE 516540 COGNEX CORP. COM 192422103 316.38 14300 SH SOLE 14300 COGNIZANT TECH SOLUTIONS CORP. CL A 192446102 1561.45 43000 SH SOLE 43000 COGNOS INC. COM 19244C109 940.65 50000 SH SOLE 50000 COHERENT, INC. COM 192479103 429.00 13200 SH SOLE 13200 KENNETH COLE PRODUCTIONS INC. COM 193294105 2584.05 64200 SH SOLE 64200 COLGATE-PALMOLIVE COMPANY COM 194162103 16779.12 259940 SH SOLE 259940 COMCAST CORP CL A SPL 200300200 35487.50 850000 SH SOLE 850000 COMMERCE ONE, INC. COM 200693109 4342.44 171550 SH SOLE 171550 COMMSCOPE INC. COM 203372107 442.23 26700 SH SOLE 26700 COMMUNITY FIRST BANKSHARES COM 203902101 1713.85 90800 SH SOLE 90800 COMPAQ COMPUTER CORP. COM 204493100 7066.42 469530 SH SOLE 469530 COMPUTER ASSOCIATES INT'L INC. COM 204912109 397.80 20400 SH SOLE 20400 COMPUTER NETWORK TECH CORP. COM 204925101 1408.95 48900 SH SOLE 48900 COMPUTER SCIENCES CORP. COM 205363104 2856.53 47510 SH SOLE 47510 COMVERSE TECHNOLOGY INC. COM PAR $0.10 205862402 20106.48 185100 SH SOLE 185100 CONAGRA FOODS INC COM 205887102 11648.00 448000 SH SOLE 448000 CONCORD CAMERA CORP COM 206156101 424.05 25700 SH SOLE 25700 CONCORD EFS INC. COM 206197105 4662.92 106125 SH SOLE 106125 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE CONOCO INC CLB 208251405 693.44 23963 SH SOLE 23963 CONSTELLATION ENERGY GROUP COM 210371100 3884.43 86200 SH SOLE 86200 CONVERGENT COMMUNICATIONS INC. COM 211914403 21.08 35505 SH SOLE 35505 CONVERGYS CORP. COM 212485106 3017.84 66600 SH SOLE 66600 COOPER CAMERON CORP. COM 216640102 1076.82 16300 SH SOLE 16300 COPART, INC. COM 217204106 1195.40 55600 SH SOLE 55600 COR THERAPEUTICS INC. COM 217753102 985.26 28000 SH SOLE 28000 CORIXA CORP COM 21887F100 1223.71 43900 SH SOLE 43900 CORNING INC. COM 219350105 23798.59 450620 SH SOLE 450620 CORPORATE EXECUTIVE BOARD CO. COM 21988R102 3833.44 96400 SH SOLE 96400 COST PLUS INC. /CALIFORNIA COM 221485105 584.56 19900 SH SOLE 19900 COSTCO WHOLESALE CORP. COM 22160K105 20982.22 525370 SH SOLE 525370 COSTCO WHOLESALE INC. SB CV ZERO144A17 22160QAA0 2402.50 2500000 PRN SOLE 0 COSTCO WHOLESALE INC. SB NT CV ZERO17 22160QAC6 3123.25 3250000 PRN SOLE 0 COUNTRYWIDE CREDIT INDUS COM 222372104 8065.12 160500 SH SOLE 160500 COVANCE INC. COM 222816100 395.06 36750 SH SOLE 36750 COX COMMUNICATIONS INC. CL A 224044107 6123.03 131500 SH SOLE 131500 CREDENCE SYSTEMS CORP. COM 225302108 6658.50 289500 SH SOLE 289500 CREE, INC. COM 225447101 994.86 28000 SH SOLE 28000 CROSS TIMBERS OIL CO COM 227573102 1176.60 42400 SH SOLE 42400 CULLEN/FROST BANKERS, INC. COM 229899109 2387.52 57100 SH SOLE 57100 CURAGEN CORP. COM 23126R101 1734.37 63500 SH SOLE 63500 CYBERONICS COM 23251P102 2043.67 87900 SH SOLE 87900 CYPRESS SEMICONDUCTOR CORP. COM 232806109 4990.90 253500 SH SOLE 253500 CYTEC INDUSTRIES INC COM 232820100 994.45 24900 SH SOLE 24900 CYTYC CORP. COM 232946103 7538.84 120500 SH SOLE 120500 DIGITAL MICROWAVE CORPORATION COM 23322L106 1507.50 100500 SH SOLE 100500 DST SYSTEMS INC. COM 233326107 1916.20 28600 SH SOLE 28600 DSP GROUP, INC. COM 23332B106 284.13 13500 SH SOLE 13500 DALLAS SEMICONDUCTOR CORP. COM 235204104 1173.62 45800 SH SOLE 45800 DANAHER CORP COM 235851102 2249.53 32900 SH SOLE 32900 DARDEN RESTAURANTS INC. COM 237194105 1618.17 70740 SH SOLE 70740 DEERE & CO. COM 244199105 421.02 9190 SH SOLE 9190 DELL COMPUTER CORP. COM 247025109 14191.39 813820 SH SOLE 813820 DELTA AIR LINES INC. COM 247361108 11151.77 222200 SH SOLE 222200 DENDRITE INTERNATIONAL INC. COM 248239105 3760.11 168050 SH SOLE 168050 PENNZENERGY COMPANY COM 25179M103 10697.18 175450 SH SOLE 175450 DEVRY INC. COM 251893103 3537.17 93700 SH SOLE 93700 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE DIAMOND OFFSHORE DRILLING SB NT CV 3.75%07 25271CAA0 3303.00 3000000 PRN SOLE 0 DIAMOND OFFSHORE DRILLING DEB ZRO CV144A20 25271CAB8 2545.00 5000000 PRN SOLE 0 DIEBOLD, INC. COM 253651103 3624.52 108600 SH SOLE 108600 DIGEX, INC. CL A 253756100 1680.75 74700 SH SOLE 74700 DIGITAL LIGHTWAVE, INC. COM 253855100 272.51 8600 SH SOLE 8600 DIME BANCORP COM 25429Q102 1076.09 36400 SH SOLE 36400 DISNEY (WALT) CO COM 254687106 19909.05 687990 SH SOLE 687990 DOCENT, INC. COM 25608L106 632.62 72300 SH SOLE 72300 DOCUMENTUM, INC. COM 256159104 5480.58 110300 SH SOLE 110300 DOLLAR THRIFTY AUTO GROUP INC. COM 256743105 1284.37 68500 SH SOLE 68500 DOLLAR TREE STORES INC. COM 256747106 1849.75 75500 SH SOLE 75500 DOMINION RESOURCES, INC. COM 25746U109 478.64 7144 SH SOLE 7144 DOVER CORP. COM 260003108 279.07 6880 SH SOLE 6880 DOW CHEMICAL COMPANY COM 260543103 7905.50 215850 SH SOLE 215850 DU PONT (E.I.) DE NEMOURS & CO COM 263534109 1915.94 39657 SH SOLE 39657 DUANE READE INC. COM 263578106 3254.95 106500 SH SOLE 106500 DUKE ENERGY CORP COM 264399106 1186.68 13920 SH SOLE 13920 DUPONT PHOTOMASKS, INC. COM 26613X101 597.13 11300 SH SOLE 11300 DYCOM INDUSTRIES INC. COM 267475101 4204.74 117000 SH SOLE 117000 DYNACARE INC. COM 267920205 4394.04 404050 SH SOLE 404050 DYNEGY INC. CL A 26816Q101 20848.14 371870 SH SOLE 371870 EGL, INC. COM 268484102 1414.73 59100 SH SOLE 59100 EMC CORP-MASS COM 268648102 70100.31 1054140 SH SOLE 1054140 ENSCO INTERNATIONAL INC. COM 26874Q100 9102.31 267220 SH SOLE 267220 EOG RESOURCES INC. COM 26875P101 4511.76 82500 SH SOLE 82500 E.PIPHANY, INC. COM 26881V100 2540.47 47100 SH SOLE 47100 E*TRADE GROUP, INC. COM 269246104 3303.26 447900 SH SOLE 447900 EASTMAN KODAK CO. COM 277461109 481.16 12220 SH SOLE 12220 ECHOSTAR COMMUNICATIONS CORP. PFD CV SER C 278762307 1155.00 3000 SH SOLE 3000 ECHOSTAR COMMUNICATIONS CORP. SUB NT CV 144A07 278762AB5 3272.50 4250000 PRN SOLE 0 ECLIPSYS CORP. COM 278856109 2401.00 98000 SH SOLE 98000 ECOLAB, INC. COM 278865100 1813.89 42000 SH SOLE 42000 EDISON INTERNATIONAL COM 281020107 3139.06 200900 SH SOLE 200900 EDWARDS (A.G.) INC. COM 281760108 2092.01 44100 SH SOLE 44100 EL PASO ENERGY CAPITAL TRUST I PFD CV TR SECS 283678209 4895.00 55000 SH SOLE 55000 ELANTEC SEMICONDUCTOR, INC. COM 284155108 610.50 22000 SH SOLE 22000 ELECTRO SCIENTIFIC INDS INC. COM 285229100 2091.60 74700 SH SOLE 74700 ELECTRONIC ARTS INC. COM 285512109 2361.42 55400 SH SOLE 55400 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE ELECTRONIC DATA SYSTEMS CORP. COM 285661104 13341.40 231020 SH SOLE 231020 EMCORE CORP. COM 290846104 2162.00 46000 SH SOLE 46000 EMERSON ELECTRIC CO COM 291011104 1288.59 16350 SH SOLE 16350 EMULEX CORP. COM NEW 292475209 9800.39 122600 SH SOLE 122600 ENRON CORP COM 293561106 17728.06 213270 SH SOLE 213270 ENTERCOM COMMUNICATIONS CORP. CL A 293639100 692.20 20100 SH SOLE 20100 ENZON, INC. COM 293904108 2091.52 33700 SH SOLE 33700 EQUANT NV NY REG SHS 294409107 2778.31 106600 SH SOLE 106600 EQUIFAX INC. COM 294429105 11181.14 389750 SH SOLE 389750 EQUITABLE RESOURCES INC. COM 294549100 2256.15 33800 SH SOLE 33800 EQUITY OFFICE PROPERTIES TRUST COM 294741103 3083.06 94500 SH SOLE 94500 EQUITY RESIDENTIAL PROPS TR PFD G DEP 1/10 29476L859 2493.80 100000 SH SOLE 100000 ERICSSON (LM) TEL ADR CL B SEK10 294821400 6407.36 572700 SH SOLE 572700 EXAR CORP. COM 300645108 1171.19 37800 SH SOLE 37800 EXELON CORPORATION COM 30161N101 2417.40 34431 SH SOLE 34431 EXPEDITORS INT'L OF WASHINGTON COM 302130109 5061.70 94280 SH SOLE 94280 EXTREME NETWORKS, INC. COM 30226D106 6576.91 168100 SH SOLE 168100 EXXON MOBIL CORP. COM 30231G102 55320.73 636324 SH SOLE 636324 F.Y.I. INC. COM 302712104 1947.00 52800 SH SOLE 52800 FACTSET RESEARCH SYSTEMS INC. COM 303075105 2446.62 66000 SH SOLE 66000 FAMILY DOLLAR STORES COM 307000109 4453.74 207750 SH SOLE 207750 FREDDIE MAC COM 313400301 33950.55 492930 SH SOLE 492930 FANNIE MAE COM 313586109 27947.38 322160 SH SOLE 322160 FEDERATED DEPARTMENT STORES COM 31410H101 5600.00 160000 SH SOLE 160000 FEDERATED INVESTORS INC CL B 314211103 1214.51 41700 SH SOLE 41700 FEDEX CORP COM 31428X106 5697.89 142590 SH SOLE 142590 FIFTH THIRD BANCORP COM 316773100 914.17 15300 SH SOLE 15300 FINISAR CORP. COM 31787A101 733.70 25300 SH SOLE 25300 FIRST DATA CORP. COM 319963104 865.66 16430 SH SOLE 16430 FIRST TENNESSEE NAT'L CORP. COM 337162101 1750.74 60500 SH SOLE 60500 FIRST UNION CORP. COM 337358105 1031.02 37070 SH SOLE 37070 FIRSTAR CORPORATION COM 33763V109 854.43 36750 SH SOLE 36750 FISERV INC. COM 337738108 1675.03 35310 SH SOLE 35310 FLEETBOSTON FINANCIAL CORP. COM 339030108 20094.89 534965 SH SOLE 534965 FORD MOTOR COMPANY COM PAR $0.01 345370860 10113.07 431482 SH SOLE 431482 FOREST LABORATORIES -CL A CL A 345838106 3712.52 27940 SH SOLE 27940 FORRESTER RESEARCH, INC. COM 346563109 1927.42 38500 SH SOLE 38500 FORWARD AIR CORP. COM 349853101 1985.05 53200 SH SOLE 53200 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE FOX ENTERTAINMENT GROUP INC. CL A 35138T107 6660.22 372600 SH SOLE 372600 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 1686.91 197000 SH SOLE 197000 GANNETT CO. INC. COM 364730101 6924.31 109800 SH SOLE 109800 GAP INC. COM 364760108 15790.11 619220 SH SOLE 619220 GATEWAY INC. COM 367626108 417.72 23220 SH SOLE 23220 GAYLORD CONTAINER CORP CL A 368145108 101.37 101377 SH SOLE 101377 GAYLORD CONTAINER CORP WT EXP 110202 368145116 143.88 127902 SH SOLE 127902 GENAISSANCE PHARMACEUTICALS COM 36867W105 1623.60 90200 SH SOLE 90200 GENENTECH INC. COM 368710406 17082.40 209600 SH SOLE 209600 GENERAL DYNAMICS CORP COM 369550108 15720.90 201550 SH SOLE 201550 GENERAL ELECTRIC COMPANY COM 369604103 123807.5 2582660 SH SOLE 2582660 GENERAL MOTORS CORP COM 370442105 5359.64 105219 SH SOLE 105219 GENERAL MOTORS CORP CL H NEW 370442832 10259.24 446054 SH SOLE 446054 GENTEX CORP. COM 371901109 519.63 27900 SH SOLE 27900 GENUITY INC. CL A 37248E103 1008.54 199200 SH SOLE 199200 GENZYME CORP-BIOSURGERY DIV COM GENL DIV 372917104 20173.09 224300 SH SOLE 224300 GETTY IMAGES INC. COM 374276103 1193.60 37300 SH SOLE 37300 GILEAD SCIENCES INC. COM 375558103 1210.89 14600 SH SOLE 14600 GILLETTE COMPANY COM 375766102 7343.49 203280 SH SOLE 203280 GLIMCHER REALTY TRUST SH BEN INT 379302102 1893.75 151500 SH SOLE 151500 GLOBAL INDUSTRIES LTD. COM 379336100 669.34 48900 SH SOLE 48900 GLOBAL MARINE INC COM 379352404 1603.18 56500 SH SOLE 56500 GLOBESPAN INC. COM 379571102 313.50 11400 SH SOLE 11400 GRANITE BROADCASTING CORP. COM 387241102 350.00 350000 SH SOLE 350000 GUIDANT CORP. COM 401698105 10098.81 187230 SH SOLE 187230 HCA-HEALTHCARE CO. (THE) COM 404119109 16385.36 372310 SH SOLE 372310 HNC SOFTWARE INC. COM 40425P107 201.87 6800 SH SOLE 6800 HAIN CELESTIAL GROUP, INC. COM 405217100 3779.75 116300 SH SOLE 116300 HALLIBURTON CO COM 406216101 598.48 16510 SH SOLE 16510 HARLEY-DAVIDSON INC. COM 412822108 8621.77 216900 SH SOLE 216900 HARRIS CORP. COM 413875105 1552.68 50700 SH SOLE 50700 HARTFORD FINANCIAL SERVICES COM 416515104 579.12 8200 SH SOLE 8200 HEALTHSOUTH CORP SB DB CV 3.25%03 421924AF8 6847.60 7600000 PRN SOLE 0 HEALTH MANAGEMENT ASSOC CL A 421933102 4103.83 197775 SH SOLE 197775 HEALTH MANAGEMENT ASSOC SR SB DBCV144A20 421933AA0 2980.00 4000000 PRN SOLE 0 HEINZ (H.J.) CO. COM 423074103 633.77 13360 SH SOLE 13360 HELMERICH & PAYNE, INC. COM 423452101 1061.77 24200 SH SOLE 24200 HENRY (JACK) & ASSOCIATES COM 426281101 5386.23 86700 SH SOLE 86700 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE HERSHEY FOODS CORP. COM 427866108 2034.25 31600 SH SOLE 31600 HEWLETT-PACKARD CO COM 428236103 12430.14 393820 SH SOLE 393820 HEWLETT-PACKARD CO SB LYON ZERO 17 428236AC7 9146.00 17000000 PRN SOLE 0 HILTON HOTELS CORP. COM 432848109 7480.72 712450 SH SOLE 712450 HOME DEPOT INC. COM 437076102 64739.43 1416990 SH SOLE 1416990 HONEYWELL INT'L INC. COM 438516106 16574.78 350322 SH SOLE 350322 HOOPER HOLMES, INC. COM 439104100 767.56 69400 SH SOLE 69400 HOUSEHOLD INTERNATIONAL INC. COM 441815107 28616.50 520300 SH SOLE 520300 HUMANA INC. COM 444859102 3361.10 220400 SH SOLE 220400 HUMAN GENOME SCIENCES INC. COM 444903108 8456.18 122000 SH SOLE 122000 HUTCHINSON TECHNOLOGY, INC. COM 448407106 944.62 68700 SH SOLE 68700 ICN PHARMACEUTICALS INC-NEW COM 448924100 1933.34 63000 SH SOLE 63000 ICG COMMUNICATIONS INC. COM 449246107 11.87 95000 SH SOLE 95000 IDEC PHARMACEUTICALS CORP. COM 449370105 2815.01 14850 SH SOLE 14850 IMS HEALTH INC. COM 449934108 1641.60 60800 SH SOLE 60800 IDEXX LABORATORIES, INC. COM 45168D104 1388.20 63100 SH SOLE 63100 ILLINOIS TOOL WORKS COM 452308109 10187.65 171040 SH SOLE 171040 IMMUNEX CORP. COM 452528102 8649.06 212900 SH SOLE 212900 IMPATH INC. COM 45255G101 1755.60 26400 SH SOLE 26400 INCYTE PHARMACEUTICALS, INC. COM 45337C102 442.77 17800 SH SOLE 17800 INFINITY BROADCASTING CORP. CL A 45662S102 1268.66 45410 SH SOLE 45410 INET TECHNOLOGIES, INC. COM 45662V105 1198.80 29600 SH SOLE 29600 INFOCUS CORP. COM 45665B106 295.00 20000 SH SOLE 20000 INFORMATICA CORP. COM 45666Q102 1388.66 35100 SH SOLE 35100 INFORMIX CORP. COM 456779107 1409.53 474750 SH SOLE 474750 INGRAM MICRO, INC. CL A 457153104 2360.25 209800 SH SOLE 209800 INHALE THERAPEUTIC SYSTEMS INC COM 457191104 2499.75 49500 SH SOLE 49500 INSIGHT ENTERPRISES INC. COM 45765U103 1006.98 56137 SH SOLE 56137 INSITUFORM TECHNOLOGIES INC. CL A 457667103 1834.25 46000 SH SOLE 46000 INNOVATIVE CLINICAL SOLUTION 45767E305 114.69 216000 SH SOLE 216000 INRANGE TECHNOLOGIES CORP. CL B 45769V206 1814.05 107100 SH SOLE 107100 INTEGRATED DEVICE TECH INC. COM 458118106 3441.68 103900 SH SOLE 103900 INTEGRATED HEALTH SERVICES SR SD CV 5.75%01 45812CAE6 0.00 2650000 PRN SOLE 0 INTEL CORP COM 458140100 65079.78 2164780 SH SOLE 2164780 INTERCEPT GROUP, INC. COM 45845L107 2060.31 77200 SH SOLE 77200 INTERNATIONAL BUS. MACHINES COM 459200101 35422.05 416730 SH SOLE 416730 INTERNATIONAL PAPER CO COM 460146103 634.23 15540 SH SOLE 15540 INTERNET SECURITY SYSTEMS INC. COM 46060X107 2094.29 26700 SH SOLE 26700 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE INTERPUBLIC GROUP COS. INC. COM 460690100 16948.16 398190 SH SOLE 398190 INTERPUBLIC GROUP COS. INC. SB NT CV 1.8%04 460690AF7 2106.00 1800000 PRN SOLE 0 INTERPUBLIC GROUP COS. INC. SB NT CV 144A 06 460690AG5 1167.50 1250000 PRN SOLE 0 INTERPUBLIC GROUP COS. INC. SUB NT CV 1.87%0 460690AJ9 1401.00 1500000 PRN SOLE 0 INTRANET SOLUTIONS, INC. COM NEW 460939309 4013.70 78700 SH SOLE 78700 INTERWOVEN, INC. COM 46114T102 2024.29 30700 SH SOLE 30700 INTIMATE BRANDS INC. CL A 461156101 1236.00 82400 SH SOLE 82400 INTUIT INC COM 461202103 9887.10 250700 SH SOLE 250700 INVESTMENT TECHNOLOGY GROUP COM 46145F105 1778.55 42600 SH SOLE 42600 INVITROGEN CORP. COM 46185R100 2789.91 32300 SH SOLE 32300 INVESTORS FINANCIAL SERVICES COM 461915100 2743.40 31900 SH SOLE 31900 IRON MOUNTAIN INC. COM 462846106 5219.77 140600 SH SOLE 140600 I2 TECHNOLOGIES INC. COM 465754109 9015.37 165800 SH SOLE 165800 IVAX CORP. COM 465823102 1849.89 48300 SH SOLE 48300 JDS UNIPHASE CORP. COM 46612J101 23656.68 567470 SH SOLE 567470 JABIL CIRCUIT INC. COM 466313103 3973.72 156600 SH SOLE 156600 JACK IN THE BOX INC. COM 466367109 1583.76 53800 SH SOLE 53800 JOHNSON & JOHNSON COM 478160104 47370.80 450880 SH SOLE 450880 JOHNSON CONTROLS INC. COM 478366107 1622.40 31200 SH SOLE 31200 JONES APPAREL GROUP INC. COM 480074103 8097.85 251580 SH SOLE 251580 JUNIPER NETWORKS, INC. COM 48203R104 12417.20 98500 SH SOLE 98500 KLLA-TENCOR CORP. COM 482480100 7429.55 220540 SH SOLE 220540 KAUFMAN & BROAD HOME CORP. COM 486168107 5649.47 167700 SH SOLE 167700 KEEBLER FOODS CO. COM 487256109 758.31 18300 SH SOLE 18300 KEMET CORP. COM 488360108 638.27 42200 SH SOLE 42200 KENT ELECTRONICS CORP. COM 490553104 344.85 20900 SH SOLE 20900 KERR-MCGEE CORP. COM 492386107 10107.63 151000 SH SOLE 151000 KERR-MCGEE CORP. SB DB CV 5.25%10 492386AP2 6315.00 5000000 PRN SOLE 0 KEYCORP COM 493267108 434.00 15500 SH SOLE 15500 KEYSPAN CORP. 49337W100 978.86 23100 SH SOLE 23100 KIMBERLY-CLARK CORP. COM 494368103 16721.71 236550 SH SOLE 236550 KINDER MORGAN, INC. COM 49455P101 9790.46 187600 SH SOLE 187600 KING PHARMACEUTICALS,T INC. COM 495582108 18817.17 364053 SH SOLE 364053 KOHLS CORP. COM 500255104 31685.84 519440 SH SOLE 519440 KONINKLIJKE PHILIPS ELECTRONIC SP ADR NEW2000 500472303 9540.63 263190 SH SOLE 263190 KOPIN CORP. COM 500600101 690.33 62400 SH SOLE 62400 KORN/FERRY INTERNATIONAL COM NEW 500643200 393.12 18500 SH SOLE 18500 KROGER CO. COM 501044101 27032.68 998880 SH SOLE 998880 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE LSI LOGIC CORP. COM 502161102 6948.45 406580 SH SOLE 406580 LTX CORP. COM 502392103 1356.17 104700 SH SOLE 104700 L-3 COMMUNICATIONS HOLDINGS COM 502424104 3680.60 47800 SH SOLE 47800 LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 1478.40 8400 SH SOLE 8400 LAM RESEARCH CORP. COM 512807108 6075.50 419000 SH SOLE 419000 LAMAR ADVERTISING CO. CL A 512815101 717.84 18600 SH SOLE 18600 LARGE SCALE BIOLOGY CORP. COM 517053104 312.55 32900 SH SOLE 32900 LATTICE SEMICONDUCTOR CORP COM 518415104 874.65 47600 SH SOLE 47600 ESTEE LAUDER COMPANIES INC CL A 518439104 1235.52 28200 SH SOLE 28200 LEARNING TREE INTERNATIONAL COM 522015106 1648.35 33300 SH SOLE 33300 LEGG MASON INC. COM 524901105 2703.20 49600 SH SOLE 49600 LEHMAN BROTHERS HOLDING INC. COM 524908100 12639.11 186900 SH SOLE 186900 LENNAR CORP. COM 526057104 1526.12 42100 SH SOLE 42100 LEXMARK INTERNATIONAL INC. CL A 529771107 229.54 5180 SH SOLE 5180 LIBERATE TECHNOLOGIES COM 530129105 3982.58 292300 SH SOLE 292300 LIFEPOINT HOSPITALS, INC. COM 53219L109 2817.02 56200 SH SOLE 56200 ELI LILLY & CO. COM 532457108 31992.26 343770 SH SOLE 343770 LIMITED INC. COM 532716107 8191.94 480100 SH SOLE 480100 LINCARE HOLDINGS INC. COM 532791100 2162.68 37900 SH SOLE 37900 LINCOLN NATIONAL CORP. COM 534187109 4537.31 95900 SH SOLE 95900 LINEAR TECHNOLOGY CORP. COM 535678106 16054.30 347120 SH SOLE 347120 LINENS 'N THINGS INC. COM 535679104 2008.33 72700 SH SOLE 72700 LIZ CLAIBORNE INC. COM 539320101 6172.98 148300 SH SOLE 148300 LOCKHEED MARTIN CORPORATION COM 539830109 529.62 15600 SH SOLE 15600 LOUIS DREYFUS NATURAL GAS CORP COM 546011107 998.72 21800 SH SOLE 21800 LOWE'S COMPANIES COM 548661107 11550.42 259560 SH SOLE 259560 LUCENT TECHNOLOGIES INC. COM 549463107 13946.36 1033064 SH SOLE 1033064 MBNA CORP. COM 55262L100 22075.25 597630 SH SOLE 597630 MGIC INVESTMENT CORP. COM 552848103 2535.66 37600 SH SOLE 37600 MACROVISION CORP. COM 555904101 3056.86 41300 SH SOLE 41300 MACROMEDIA INC. COM 556100105 1470.15 24200 SH SOLE 24200 MAGELLAN HEALTH SERVICES COM 559079108 355.04 80000 SH SOLE 80000 MANHATTAN ASSOCIATES, INC. COM 562750109 494.45 11600 SH SOLE 11600 MANOR CARE, INC. COM 564055101 1864.50 90400 SH SOLE 90400 MANPOWER INC. COM 56418H100 1873.40 49300 SH SOLE 49300 MANUGISTICS GROUP, INC. COM 565011103 6435.30 112900 SH SOLE 112900 MAPINFO CORP COM 565105103 1148.17 24300 SH SOLE 24300 MARINE DRILLING CO. INC. COM PAR $0.01 568240204 6524.32 243900 SH SOLE 243900 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE MARSH & MCLENNAN COS COM 571748102 15706.08 134240 SH SOLE 134240 MARSHALL & ILSLEY CORP. COM 571834100 1748.55 34400 SH SOLE 34400 MASTEC, INC. COM 576323109 1003.00 50150 SH SOLE 50150 MATTEL INC COM 577081102 8761.61 606760 SH SOLE 606760 MAXIM INTEGRATED PRODUCTS COM 57772K101 2703.34 56540 SH SOLE 56540 MAY DEPARTMENT STORES CO. COM 577778103 2240.10 68400 SH SOLE 68400 MAXIMUS, INC. COM 577933104 800.08 22900 SH SOLE 22900 MCDONALD'S CORP. COM 580135101 16079.28 472920 SH SOLE 472920 MCKESSON HBOC INC. COM 58155Q103 6768.85 188600 SH SOLE 188600 MCLEODUSA INC COM 582266102 4888.26 346072 SH SOLE 346072 MEAD CORP. COM 582834107 5689.85 181350 SH SOLE 181350 MEADE INSTRUMENTS CORP. COM 583062104 158.82 24200 SH SOLE 24200 MEDAREX, INC. COM 583916101 1678.90 41200 SH SOLE 41200 MEDIACOM COMMUNICATIONS CORP. CL A 58446K105 455.48 26500 SH SOLE 26500 MEDICHEM LIFE SCIENCES INC COM 584662100 736.30 159200 SH SOLE 159200 MEDICINES COMPANY (THE) COM 584688105 907.12 44250 SH SOLE 44250 MEDICIS PHARMACEUTICAL CORP. CL A NEW 584690309 2891.21 48900 SH SOLE 48900 MEDIMMUNE INC. COM 584699102 8982.03 188350 SH SOLE 188350 MEDTRONIC INC. COM 585055106 52534.70 870140 SH SOLE 870140 MELLON FINANCIAL CORP. COM 58551A108 963.59 19590 SH SOLE 19590 MEMBERWORKS INC. COM 586002107 395.25 18600 SH SOLE 18600 MEN'S WEARHOUSE INC. COM 587118100 3155.55 115800 SH SOLE 115800 MERCANTILE BANKSHARES CORP COM 587405101 1628.18 37700 SH SOLE 37700 MERCK AND CO. INC. COM 589331107 50868.33 543320 SH SOLE 543320 MERCURY INTERACTIVE CORP. COM 589405109 9665.77 107100 SH SOLE 107100 MERIX CORP COM 590049102 403.92 30200 SH SOLE 30200 MERRILL LYNCH & CO COM 590188108 26088.72 382600 SH SOLE 382600 METHODE ELECTRONICS, INC. CL A 591520200 1259.29 54900 SH SOLE 54900 METLIFE COM 59156R108 1113.00 31800 SH SOLE 31800 METRIS COMPANIES INC. COM 591598107 2976.00 113100 SH SOLE 113100 METTLER TOLEDO INT'L INC. COM 592688105 3557.75 65430 SH SOLE 65430 MICREL INC. COM 594793101 2961.17 87900 SH SOLE 87900 MICROSOFT CORP COM 594918104 72020.28 1660410 SH SOLE 1660410 MICROCHIP TECHNOLOGY INC. COM 595017104 7335.56 334377 SH SOLE 334377 MICROCELL TELECOMMUNICATIONS CL B NON VTG 59501T304 2148.90 113100 SH SOLE 113100 MICROMUSE INC. COM 595094103 2939.48 48700 SH SOLE 48700 MICRON TECHNOLOGY INC. COM 595112103 12443.10 350510 SH SOLE 350510 S&P MID-CAP 400 DEPOSITARY REC UNIT SER 1 595635103 30662.43 324900 SH SOLE 324900 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE MILLENNIUM PHARMACEUTICALS COM 599902103 9182.25 148400 SH SOLE 148400 MILLER (HERMAN) INC. COM 600544100 2351.75 81800 SH SOLE 81800 MILLIPORE CORP. COM 601073109 2469.60 39200 SH SOLE 39200 MINIMED INC. COM 60365K108 832.21 19800 SH SOLE 19800 MINNESOTA MINING & MFG COM 604059105 17264.03 143270 SH SOLE 143270 MIPS TECHNOLOGIES INC. CLA 604567107 1449.15 54300 SH SOLE 54300 MOLECULAR DEVICES CORP. COM 60851C107 1923.10 28100 SH SOLE 28100 PHARMACIA CORPORATION ADJ CONVR RATE 611662305 5958.49 115000 SH SOLE 115000 MONSANTO CO COM 61166W101 1840.28 68000 SH SOLE 68000 J.P. MORGAN & COMPANY COM 616880100 1084.02 6550 SH SOLE 6550 MORGAN STANLEY DEAN WITTER &CO COM NEW 617446448 26645.43 336220 SH SOLE 336220 MOTOROLA INC. COM 620076109 17628.05 870521 SH SOLE 870521 MURPHY OIL CORP. COM 626717102 1136.23 18800 SH SOLE 18800 MYLAN LABORATORIES COM 628530107 628.44 24950 SH SOLE 24950 NCR CORPORATION COM 62886E108 1969.91 40100 SH SOLE 40100 NPS PHARMACEUTICALS, INC. COM 62936P103 1848.00 38500 SH SOLE 38500 NABORS INDUSTRIES INC COM 629568106 16011.90 270700 SH SOLE 270700 NASDAQ-100 SHARES UNIT SER 1 631100104 55584.67 952200 SH SOLE 952200 NATIONAL CITY CORP. COM 635405103 702.93 24450 SH SOLE 24450 NATIONAL DATA CORP. COM 635621105 1728.70 47200 SH SOLE 47200 NATIONAL INSTRUMENTS CORP. COM 636518102 4725.17 97300 SH SOLE 97300 NATIONAL-OILWELL, INC. COM 637071101 1508.83 39000 SH SOLE 39000 NATIONAL SEMICONDUCTOR CORP. COM 637640103 4294.67 213400 SH SOLE 213400 NATURAL MICROSYSTEMS CORP COM 638882100 306.12 31000 SH SOLE 31000 NETEGRITY INC COM 64110P107 1647.56 30300 SH SOLE 30300 NETIQ CORP. COM 64115P102 4482.33 51300 SH SOLE 51300 NETWORK APPLIANCE INC. COM 64120L104 9988.29 155610 SH SOLE 155610 NETWORK ENGINES, INC. COM 64121A107 281.22 67150 SH SOLE 67150 NEWFIELD EXPLORATION COMPANY COM 651290108 4435.45 93500 SH SOLE 93500 NEWPORT CORP COM 651824104 1179.13 15000 SH SOLE 15000 NEXTEL COMMUNICATIONS CL A 65332V103 12710.85 513570 SH SOLE 513570 NIKE INC. CL B 654106103 13087.59 234490 SH SOLE 234490 NISOURCE INC. COM 65473P105 5882.47 191300 SH SOLE 191300 NOBLE AFFILIATES INC COM 654894104 4807.00 104500 SH SOLE 104500 NOKIA OYJ SPONSORED ADR 654902204 50977.65 1171900 SH SOLE 1171900 NOBLE DRILLING CORP. COM 655042109 2206.65 50800 SH SOLE 50800 NORTEL NETWORKS CORP COM 656568102 32918.12 1026670 SH SOLE 1026670 NORTH FORK BANCORPORATION COM 659424105 1888.89 76900 SH SOLE 76900 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE NORTHERN TRUST CORP. COM 665859104 686.76 8420 SH SOLE 8420 NORTHWEST AIRLINES CORP. CL A 667280101 8817.58 292700 SH SOLE 292700 NOVELLUS SYSTEMS INC. COM 670008101 918.93 25570 SH SOLE 25570 NOVEN PHARMACEUTICALS INC COM 670009109 1046.50 28000 SH SOLE 28000 OM GROUP INC COM 670872100 2299.71 42100 SH SOLE 42100 OCEAN ENERGY INC. COM 67481E106 8781.32 505400 SH SOLE 505400 OCEANEERING INTERNATIONAL INC. COM 675232102 1957.40 100700 SH SOLE 100700 OLIN CORP COM PAR $1 680665205 3202.59 144750 SH SOLE 144750 OMNICOM GROUP COM 681919106 27455.65 331290 SH SOLE 331290 ON ASSIGNMENT, INC. COM 682159108 800.85 28100 SH SOLE 28100 ONYX PHARMACEUTICALS, INC. COM 683399109 3793.12 255000 SH SOLE 255000 ONYX SOFTWARE CORP. COM 683402101 358.60 32600 SH SOLE 32600 OPENWAVE SYSTEMS INC. COM 683718100 2603.03 54300 SH SOLE 54300 OPTICAL COMMUNICATION PROD CL A 68382T101 2040.18 181350 SH SOLE 181350 OPTIMAL ROBOTICS CORP. CL A NEW 68388R208 654.47 19500 SH SOLE 19500 ORACLE CORP. COM 68389X105 57090.77 1964380 SH SOLE 1964380 ORTHODONTIC CENTERS OF AMERICA COM 68750P103 884.37 28300 SH SOLE 28300 OUTBACK STEAKHOUSE INC. COM 689899102 822.82 31800 SH SOLE 31800 OXFORD HEALTH PLANS COM 691471106 8851.95 224100 SH SOLE 224100 P.F. CHANG'S CHINA BISTRO INC. COM 69333Y108 2298.11 73100 SH SOLE 73100 PMC-SIERRA, INC. COM 69344F106 6266.41 79700 SH SOLE 79700 PMI GROUP INC. (THE) COM 69344M101 5530.10 81700 SH SOLE 81700 PNC FINANCIAL SERVICES GROUP COM 693475105 857.02 11730 SH SOLE 11730 PRI AUTOMATION INC. COM 69357H106 4340.62 231500 SH SOLE 231500 PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 971.82 37925 SH SOLE 37925 PAIN THERAPEUTICS INC. COM 69562K100 966.87 65000 SH SOLE 65000 PALM, INC. COM 696642107 10396.39 367195 SH SOLE 367195 PARAMETRIC TECHNOLOGY CORP. COM 699173100 12760.72 949600 SH SOLE 949600 PATTERSON DENTAL COMPANY COM 703412106 738.47 21800 SH SOLE 21800 PATTERSON ENERGY, INC. COM 703414102 1169.65 31400 SH SOLE 31400 PAYCHEX INC. COM 704326107 1257.19 25855 SH SOLE 25855 PAYLESS SHOESOURCE, INC. COM 704379106 1832.42 25900 SH SOLE 25900 PEGASUS COMMUNICATIONS CORP. CL A 705904100 815.06 31653 SH SOLE 31653 PEOPLESOFT INC. COM 712713106 12298.07 330700 SH SOLE 330700 PEPSICO INC. COM 713448108 28458.08 574180 SH SOLE 574180 PEREGRINE SYSTEMS INC. COM 71366Q101 1578.02 79900 SH SOLE 79900 PERICOM SEMICONDUCTOR CORP. COM 713831105 1544.75 83500 SH SOLE 83500 PERKINELMER, INC. COM 714046109 2089.50 19900 SH SOLE 19900 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE PERKINELMER, INC. CONV ZERO 20 714046AA7 3689.63 5204000 PRN SOLE 0 PETSMART INC. COM 716768106 1621.64 564050 SH SOLE 564050 PFIZER INC COM 717081103 152747.1 3320590 SH SOLE 3320590 PHARMACEUTICAL PRODUCT DEV COM 717124101 2186.27 44000 SH SOLE 44000 PHARMACOPEIA, INC. COM 71713B104 283.56 13000 SH SOLE 13000 PHARMACIA CORP. COM 71713U102 49785.21 816151 SH SOLE 816151 PHOTON DYNAMICS, INC. COM 719364101 1381.50 61400 SH SOLE 61400 PHOTRONICS, INC. COM 719405102 684.38 29200 SH SOLE 29200 PITNEY BOWES INC. COM 724479100 337.87 10200 SH SOLE 10200 PLANTRONICS, INC. COM 727493108 3609.60 76800 SH SOLE 76800 PLEXUS CORP. COM 729132100 717.22 23600 SH SOLE 23600 POGO PRODUCING CO COM 730448107 1951.53 62700 SH SOLE 62700 POLYCOM INC. COM 73172K104 2629.75 81700 SH SOLE 81700 POLYMEDICA CORP. COM 731738100 1965.78 58900 SH SOLE 58900 POTASH CORP. COM 73755L107 4127.09 52700 SH SOLE 52700 POWER-ONE, INC. COM 739308104 3207.94 81600 SH SOLE 81600 POWERWAVE TECHNOLOGIES, INC. COM 739363109 5510.70 94200 SH SOLE 94200 POZEN INC. COM 73941U102 2595.15 142200 SH SOLE 142200 PREPAID LEGAL SERVICES INC. COM 740065107 1308.15 51300 SH SOLE 51300 PRECISION DRILLING CORP. COM 74022D100 3211.63 85500 SH SOLE 85500 PRICE COMMUNICATIONS CORP. COM NEW 741437305 1891.46 112500 SH SOLE 112500 PRIDE INTERNATIONAL, INC. COM 741932107 672.26 27300 SH SOLE 27300 PRIORITY HEALTHCARE CORP. CL B 74264T102 6913.72 169400 SH SOLE 169400 PROCTER & GAMBLE CO. COM 742718109 28130.21 358630 SH SOLE 358630 PROLOGIS TRUST PFD CV SBI B 743410300 3327.87 115000 SH SOLE 115000 PROTECTIVE LIFE CORP. COM 743674103 1922.10 59600 SH SOLE 59600 PROTEIN DESIGN LABS, INC. COM 74369L103 999.06 11500 SH SOLE 11500 PROVINCE HEALTHCARE CO. COM 743977100 3628.40 92150 SH SOLE 92150 PROVIDIAN FINANCIAL CORP. COM 74406A102 28516.55 495940 SH SOLE 495940 PROXIM INC. COM 744284100 2197.30 51100 SH SOLE 51100 QLOGIC CORP. COM 747277101 2733.50 35500 SH SOLE 35500 QUALCOMM INC. COM 747525103 31168.97 379240 SH SOLE 379240 QUANTA SERVICES INC. COM 74762E102 1178.08 36600 SH SOLE 36600 QUEST DIAGNOSTICS INC. COM 74834L100 2300.40 16200 SH SOLE 16200 QUINTILES TRANSNATIONAL CORP. COM 748767100 3335.42 159300 SH SOLE 159300 QWEST COMMUNICATIONS INT'L COM 749121109 17762.75 433238 SH SOLE 433238 R&B FALCON CORP. COM 74912E101 981.74 42800 SH SOLE 42800 RSA SECURITY INC. COM 749719100 7064.10 133600 SH SOLE 133600 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE RADIAN GROUP INC. COM 750236101 2807.35 37400 SH SOLE 37400 RAINBOW TECHNOLOGIES INC COM 750862104 1114.81 70500 SH SOLE 70500 RATIONAL SOFTWARE CORP. COM NEW 75409P202 9438.57 242400 SH SOLE 242400 READERS DIGEST ASSN CL A NON VTG 755267101 1987.55 50800 SH SOLE 50800 RELIANT ENERGY INC. COM 75952J108 476.44 11000 SH SOLE 11000 REMEC, INC. COM 759543101 2932.73 304700 SH SOLE 304700 REMEDY CORP. COM 759548100 1550.29 93600 SH SOLE 93600 RENAL CARE GROUP INC. COM 759930100 1584.99 57800 SH SOLE 57800 REPUBLIC SERVICES INC. CL A 760759100 1638.01 95300 SH SOLE 95300 RESEARCH IN MOTION LIMITED COM 760975102 1192.00 14900 SH SOLE 14900 RESMED INC. COM 761152107 2966.70 74400 SH SOLE 74400 RETEK INC. COM 76128Q109 206.01 8452 SH SOLE 8452 ROBERT HALF INT'L INC. COM 770323103 1974.25 74500 SH SOLE 74500 ROCKWELL INTERNATIONAL CORP. COM 773903109 7529.51 158100 SH SOLE 158100 ROSLYN BANCORP, INC. COM 778162107 4290.87 157100 SH SOLE 157100 ROWAN COMPANIES, INC. COM 779382100 675.00 25000 SH SOLE 25000 ROYAL DUTCH PETROLEUM CO. NY REG GLD 1.25 780257804 19092.48 315250 SH SOLE 315250 RUDOLPH TECHNOLOGIES, INC. COM 781270103 1657.32 54900 SH SOLE 54900 RURAL CELLULAR CORP. CL A 781904107 737.66 24900 SH SOLE 24900 SBC COMMUNICATIONS INC. COM 78387G103 29010.89 607558 SH SOLE 607558 SBA COMMUNICATIONS CORP. COM 78388J106 2989.38 72800 SH SOLE 72800 SCI SYSTEMS INC. COM 783890106 888.83 33700 SH SOLE 33700 SCI SYSTEMS INC. SUB NT CONV 3%07 783890AF3 3955.00 5000000 PRN SOLE 0 SDL INC. COM 784076101 3808.43 25700 SH SOLE 25700 SEI INVESTMENTS COMPANY COM 784117103 940.80 8400 SH SOLE 8400 STANDARD AND POOR'S 500 INDEX UNIT SER 1 78462F103 56476.43 430500 SH SOLE 430500 SPX CORPORATION COM 784635104 9715.28 89800 SH SOLE 89800 SABRE GROUP HOLDINGS INC. CL A 785905100 953.06 22100 SH SOLE 22100 SAFEWAY INC. COM NEW 786514208 34460.62 551370 SH SOLE 551370 ST. JUDE MEDICAL, INC. COM 790849103 2009.02 32700 SH SOLE 32700 SALTON, INC. COM 795757103 239.98 11600 SH SOLE 11600 SANMINA CORP. COM 800907107 8716.09 113750 SH SOLE 113750 SAPIENT CORP. COM 803062108 1073.22 89900 SH SOLE 89900 SARA LEE CORP. COM 803111103 858.72 34960 SH SOLE 34960 SAWTEK INC. COM 805468105 1247.07 27000 SH SOLE 27000 SCHERING-PLOUGH CORPORATION COM 806605101 34850.74 614110 SH SOLE 614110 SCHLUMBERGER LTD. COM 806857108 23405.04 292790 SH SOLE 292790 SCHOLASTIC CORP. COM 807066105 2649.88 29900 SH SOLE 29900 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE SCHWAB (CHARLES) CORP. COM 808513105 9796.89 345265 SH SOLE 345265 SCIENTIFIC-ATLANTA INC. COM 808655104 5382.66 165300 SH SOLE 165300 SEARS, ROEBUCK AND CO. COM 812387108 506.30 14570 SH SOLE 14570 SEMTECH CORP. COM 816850101 2409.27 109200 SH SOLE 109200 SENSORMATIC ELECTRONICS CORP. COM 817265101 4718.81 235200 SH SOLE 235200 SEPRACOR, INC. COM 817315104 2692.20 33600 SH SOLE 33600 SERENA SOFTWARE, INC. COM 817492101 510.08 14900 SH SOLE 14900 SHAW GROUP INC. (THE) COM 820280105 1450.00 29000 SH SOLE 29000 SHIRE PHARMACEUTICALS PLC SPONSORED ADR 82481R106 617.24 13400 SH SOLE 13400 SIEBEL SYSTEMS INC. COM 826170102 19186.56 283720 SH SOLE 283720 SILICON STORAGE TECHNOLOGY INC COM 827057100 2829.80 239550 SH SOLE 239550 SILICON VALLEY BANCSHARES COM 827064106 1655.56 47900 SH SOLE 47900 SILICON VALLEY GROUP INC. COM 827066101 1592.75 55400 SH SOLE 55400 SINCLAIR BROADCAST GROUP INC. PFD CV EXCH D 829226505 1285.37 45500 SH SOLE 45500 SIRIUS SATELLITE RADIO INC. COM 82966U103 2134.57 71300 SH SOLE 71300 SIPEX CORP. COM 829909100 529.02 22100 SH SOLE 22100 SKYWEST, INC. COM 830879102 1443.25 50200 SH SOLE 50200 SMARTFORCE PUBLIC LIMITED CO. SPONSORED ADR 83170A206 1412.36 37600 SH SOLE 37600 SMITH INTERNATIONAL INC. COM 832110100 17260.58 231490 SH SOLE 231490 SOLECTRON CORP. COM 834182107 13403.72 395390 SH SOLE 395390 SOLECTRON CORP. LYON ZERO CPN 20 834182AL1 13468.00 26000000 PRN SOLE 0 SONIC CORP. COM 835451105 2325.47 99750 SH SOLE 99750 SOUTHERN CO. COM 842587107 893.42 26870 SH SOLE 26870 SOUTHTRUST CORP. COM 844730101 1887.92 46400 SH SOLE 46400 SOUTHWEST AIRLINES COM 844741108 15733.78 469245 SH SOLE 469245 SPECIALTY LABORATORIES COM 84749R100 442.21 13350 SH SOLE 13350 SPRINT CORP. (FON GROUP) COM 852061100 4673.81 230090 SH SOLE 230090 SPRINT CORP. (FON GROUP) PCS COM SER 1 852061506 5033.06 246260 SH SOLE 246260 STANFORD MICRODEVICES, INC. COM 854399102 1191.60 33100 SH SOLE 33100 STARBUCKS CORP. COM 855244109 2420.47 54700 SH SOLE 54700 STARWOOD HOTELS & RESORTS WRLDWD PAIRED CT 85590A203 5816.25 165000 SH SOLE 165000 STATE STREET CORP. COM 857477103 13964.93 112430 SH SOLE 112430 STILLWATER MINING CO. COM 86074Q102 1341.83 34100 SH SOLE 34100 STILWELL FINANCIAL, INC. COM 860831106 7201.37 182600 SH SOLE 182600 STONE ENERGY CORP. COM 861642106 2711.10 42000 SH SOLE 42000 STRATOS LIGHTWAVE, INC. COM 863100103 4039.66 236750 SH SOLE 236750 STRYKER CORP. COM 863667101 728.49 14400 SH SOLE 14400 SUIZA FOODS CORP. COM 865077101 1550.40 32300 SH SOLE 32300 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE SUN MICROSYSTEMS INC. COM 866810104 37196.95 1334420 SH SOLE 1334420 SUNGARD DATA SYSTEMS INC. COM 867363103 1490.56 31630 SH SOLE 31630 SUNOCO, INC. COM 86764P109 1957.27 58100 SH SOLE 58100 SUNTRUST BANKS INC. COM 867914103 754.74 11980 SH SOLE 11980 SYCAMORE NETWORKS, INC. COM 871206108 2775.12 74500 SH SOLE 74500 SYLVAN LEARNING SYSTEMS, INC. COM 871399101 1564.25 105600 SH SOLE 105600 SYMANTEC CORP. COM 871503108 1071.33 32100 SH SOLE 32100 SYMBOL TECHNOLOGIES INC. COM 871508107 1351.87 37552 SH SOLE 37552 SYNOPSYS INC. COM 871607107 1949.70 41100 SH SOLE 41100 SYSCO CORP. COM 871829107 762.00 25400 SH SOLE 25400 TCF FINANCIAL CORP. COM 872275102 8833.72 198230 SH SOLE 198230 TJX COMPANIES INC. COM 872540109 2158.95 77800 SH SOLE 77800 TMP WORLDWIDE INC. COM 872941109 1430.00 26000 SH SOLE 26000 TARGET CORP COM 87612E106 21708.76 673140 SH SOLE 673140 TECHNE CORP. COM 878377100 1399.24 38800 SH SOLE 38800 TECHNITROL, INC. COM 878555101 2031.57 49400 SH SOLE 49400 TEKELEC COM 879101103 2679.00 89300 SH SOLE 89300 TEKTRONIX, INC. COM 879131100 11063.13 328400 SH SOLE 328400 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 10093.18 138500 SH SOLE 138500 TELEDYNE TECHNOLOGIES INC. COM 879360105 1736.43 73500 SH SOLE 73500 TELLABS INC. COM 879664100 21600.51 382310 SH SOLE 382310 TELETECH HOLDINGS, INC. COM 879939106 556.76 30300 SH SOLE 30300 TENET HEALTHCARE CORPORATION COM 88033G100 19727.80 443940 SH SOLE 443940 TERADYNE INC. COM 880770102 926.40 24870 SH SOLE 24870 TEVA PHARMACEUTICAL INDUSTRIES COM 881624209 21030.07 287100 SH SOLE 287100 TETRA TECH INC. COM 88162G103 2326.65 72993 SH SOLE 72993 TEXACO INC. COM 881694103 11238.41 180900 SH SOLE 180900 TEXAS INSTRUMENTS INC. COM 882508104 40981.98 865055 SH SOLE 865055 TEXTRON FINANCIAL CORP. RECV COM 883203101 4956.90 106600 SH SOLE 106600 THERMA-WAVE, INC. COM 88343A108 1649.20 117800 SH SOLE 117800 THREE-FIVE SYSTEMS, INC. COM 88554L108 518.40 28800 SH SOLE 28800 TIDEWATER INC. COM 886423102 4095.81 92300 SH SOLE 92300 TIFFANY & CO. COM 886547108 2264.35 71600 SH SOLE 71600 AOL TIME WARNER INC COM 887315109 28791.55 551140 SH SOLE 551140 TIME WARNER TELECOM INC CL A 887319101 850.06 13400 SH SOLE 13400 TITAN PHARMACEUTICALS, INC. COM 888314101 687.94 19450 SH SOLE 19450 TOLLGRADE COMMUNICATIONS INC. COM 889542106 697.15 19100 SH SOLE 19100 TOSCO CORP. COM NEW 891490302 13050.85 384550 SH SOLE 384550 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE TRANSMONTAIGNE INC. COM 893934109 78.08 28396 SH SOLE 28396 TRANSWITCH CORP. COM 894065101 3896.85 99600 SH SOLE 99600 TREEV INC. PFD CONV SER A 894692201 2208.80 200800 SH SOLE 200800 TREEV INC. COM NEW 894692300 70.43 17887 SH SOLE 17887 TRIGON HEALTHCARE INC. COM 89618L100 4790.94 61570 SH SOLE 61570 TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 4189.67 95900 SH SOLE 95900 TRIUMPH GROUP INC COM 896818101 2234.50 54500 SH SOLE 54500 TRUE NORTH COMMUNICATIONS COM 897844106 624.75 14700 SH SOLE 14700 TULARIK INC. COM 899165104 1383.58 47000 SH SOLE 47000 TUPPERWARE CORPORATION COM 899896104 1491.97 73000 SH SOLE 73000 TWEETER HOME ENTERTAINMENT GRP COM 901167106 499.70 41000 SH SOLE 41000 TYCO INTERNATIONAL LTD COM 902124106 79980.16 1441084 SH SOLE 1441084 U S BANCORP COM 902973106 19481.82 667460 SH SOLE 667460 USA NETWORKS INC. COM 902984103 1644.45 84600 SH SOLE 84600 UTI ENERGY CORP. COM 903387108 4010.75 122000 SH SOLE 122000 ULTIMATE ELECTRONICS INC. COM 903849107 427.79 19500 SH SOLE 19500 USA EDUCATIONAL INC COM 90390U102 4317.79 63497 SH SOLE 63497 ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 2596.58 84100 SH SOLE 84100 ULTRATECH STEPPER, INC. COM 904034105 2028.60 78400 SH SOLE 78400 UNILEVER NV NY SHS NEW 904784709 1369.15 21754 SH SOLE 21754 UNION PACIFIC CORP. COM 907818108 456.75 9000 SH SOLE 9000 UNION PLANTERS CORP. COM 908068109 5312.45 148600 SH SOLE 148600 UNISYS CORPORATION COM 909214108 6919.08 473100 SH SOLE 473100 US CELLULAR CORP. LYON ZERO 15 911684AA6 4060.00 7000000 PRN SOLE 0 UNITED TECHNOLOGIES CORP. COM 913017109 34888.27 443730 SH SOLE 443730 UNITEDGLOBALCOM INC. CV PFD 1/20 913247102 1252.50 60000 SH SOLE 60000 UNITEDGLOBALCOM INC. CLA 913247508 750.71 55098 SH SOLE 55098 UNITEDHEALTH GROUP INC. COM 91324P102 19627.72 319800 SH SOLE 319800 UNIVERSAL HEALTH SERVICES CL B 913903100 5285.77 47300 SH SOLE 47300 UNIVISION COMMUNICATIONS INC. CL A 914906102 1318.20 32200 SH SOLE 32200 UNOCAL CORP. COM 915289102 8221.20 212500 SH SOLE 212500 UTILICORP UNITED INC. 918005109 2303.30 74300 SH SOLE 74300 VA LINUX SYSTEMS, INC. COM 91819B105 1703.00 209600 SH SOLE 209600 VALERO ENERGY CORP. COM 91913Y100 2733.31 73500 SH SOLE 73500 VALICERT INC. COM 91915Q105 300.58 45800 SH SOLE 45800 VARIAN INC. COM 922206107 2269.62 67000 SH SOLE 67000 VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 439.37 18500 SH SOLE 18500 VARIAN MEDICAL SYSTEMS, INC. COM 92220P105 5774.73 85000 SH SOLE 85000 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE VASTERA, INC. COM 92239N109 1295.20 80950 SH SOLE 80950 VEECO INSTRUMENTS INC. COM 922417100 597.86 14900 SH SOLE 14900 VERITAS SOFTWARE CORP. COM 923436109 24622.50 281400 SH SOLE 281400 VERITY INC. COM 92343C106 637.66 26500 SH SOLE 26500 VERISIGN INC. COM 92343E102 5860.85 79000 SH SOLE 79000 VERITAS DGC INC. COM 92343P107 3569.15 110500 SH SOLE 110500 VERIZON GLOBAL FDG CORP COM 92343V104 34669.40 691659 SH SOLE 691659 VERSATEL TELECOM INT'L N.V. SPONSORED ADR 925301103 474.72 55041 SH SOLE 55041 VIACOM INC CL B 925524308 39858.44 852587 SH SOLE 852587 VIAD CORP COM 92552R109 443.90 19300 SH SOLE 19300 VIGNETTE CORP. COM 926734104 3722.40 206800 SH SOLE 206800 VINTAGE PETROLEUM INC COM 927460105 2079.05 96700 SH SOLE 96700 VISHAY INTERTECHNOLOGY, INC. COM 928298108 698.77 46200 SH SOLE 46200 VITESSE SEMICONDUCTOR CORP. COM 928497106 7616.60 137700 SH SOLE 137700 VODAFONE GROUP PLC SPONSORED ADR 92857W100 15163.22 423400 SH SOLE 423400 VOICESTREAM WIRELESS CORP COM 928615103 13229.16 131470 SH SOLE 131470 VORNADO REALTY TRUST PFD CONV SER A 929042208 1890.00 35000 SH SOLE 35000 WPP GROUP PLC SPON ADR NEW 929309300 525.49 8366 SH SOLE 8366 WACHOVIA CORP. COM 929771103 433.03 7450 SH SOLE 7450 WADDELL & REED FINANCIAL INC. CL A 930059100 4990.95 132650 SH SOLE 132650 WAL-MART STORES INC. COM 931142103 68812.81 1295300 SH SOLE 1295300 WALGREEN CO. COM 931422109 1560.04 37310 SH SOLE 37310 WASHINGTON MUTUAL INC. COM 939322103 1189.67 22420 SH SOLE 22420 WASTE MANAGEMENT INC COM 94106L109 7542.45 271800 SH SOLE 271800 WATCHGUARD TECHNOLOGIES, INC. COM 941105108 841.22 26600 SH SOLE 26600 WATERS CORP. COM 941848103 4103.19 49140 SH SOLE 49140 WATSON PHARMACEUTICALS INC. COM 942683103 889.64 17380 SH SOLE 17380 WATSON WYATT & CO HOLDINGS CL A 942712100 1346.55 57300 SH SOLE 57300 WEATHERFORD INTERNATIONAL INC. COM 947074100 9844.06 208340 SH SOLE 208340 WEATHERFORD INTERNATIONAL INC. SD CV ZRO 144A20 947074AA8 4263.00 7000000 PRN SOLE 0 WEATHERFORD INTERNATIONAL INC. SR DB CV ZERO 20 947074AB6 609.00 1000000 PRN SOLE 0 WEBMETHODS, INC. COM 94768C108 2765.97 31100 SH SOLE 31100 WEBLINK WIRELESS INC. CL A 94769A101 412.56 120000 SH SOLE 120000 WEBTRENDS CORP. COM 94844D104 515.09 17800 SH SOLE 17800 WELLPOINT HEALTH NETWORKS INC. COM 94973H108 20791.10 180400 SH SOLE 180400 WELLPOINT HEALTH NETWORKS INC. SB DB CV ZRO 19 94973HAA6 684.75 750000 PRN SOLE 0 WELLS FARGO & COMPANY COM 949746101 37873.40 680100 SH SOLE 680100 WENDY'S FINANCING I TECONS SER A 950588202 2180.00 40000 SH SOLE 40000 VALUE SHARES/ SH/ PUT/ INVSTMT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP x$1000 PRN AMT PRN CALL DSCRETN MANAGERS SOLE WENDY'S INTERNATIONAL COM 950590109 6024.37 229500 SH SOLE 229500 WESTERN WIRELESS CORP. CL A 95988E204 1182.30 30170 SH SOLE 30170 WEYERHAEUSER CO. COM 962166104 398.38 7850 SH SOLE 7850 WHOLE FOODS MARKET INC. COM 966837106 6008.58 98300 SH SOLE 98300 WILLIAMS COS COM 969457100 656.18 16430 SH SOLE 16430 WIRELESS FACILITIES, INC. COM 97653A103 692.37 19100 SH SOLE 19100 WORLDCOM INC COM 98157D106 20368.84 1448400 SH SOLE 1448400 XILINX INC. COM 983919101 11683.46 253300 SH SOLE 253300 XEROX CORP. COM 984121103 115.67 25010 SH SOLE 25010 YAHOO INC COM 984332106 4774.71 158250 SH SOLE 158250 ZALE CORP. COM 988858106 656.82 22600 SH SOLE 22600 ZIONS BANCORPORATION COM 989701107 11213.86 179600 SH SOLE 179600 ZORAN CORP. COM 98975F101 184.45 11900 SH SOLE 11900 ZOLL MEDICAL CORP. COM 989922109 1518.22 43300 SH SOLE 43300 ACE LTD. ORD G0070K103 14734.47 347200 SH SOLE 347200 AMDOCS LTD. ORD G02602103 12382.12 186900 SH SOLE 186900 GLOBAL CROSSING LTD. COM G3921A100 411.28 28735 SH SOLE 28735 GLOBAL CROSSING LTD. PFD CV 6.75 G3921A134 2338.40 15800 SH SOLE 15800 SANTA FE INT'L CORP. ORD G7805C108 971.50 30300 SH SOLE 30300 TRANSOCEAN SEDCO FOREX INC. ORD G90078109 11601.20 252200 SH SOLE 252200 XL CAPITAL LTD - CLASS A CL A G98255105 12057.75 138000 SH SOLE 138000 CHECK POINT SOFTWARE TECH LTD. ORD M22465104 18551.90 138900 SH SOLE 138900 M-SYSTEMS FLASH DISK PIONEERS ORD M7061C100 197.91 14200 SH SOLE 14200 ORBOTECH, LTD. ORD M75253100 2289.15 61350 SH SOLE 61350 RADVIEW SOFTWARE LTD. ORD M81867109 423.37 169350 SH SOLE 169350 COMPLETEL EUROPE N.V. ORD N21590109 1229.23 345000 SH SOLE 345000 CORE LABORATORIES N.V. COM N22717107 2455.43 89900 SH SOLE 89900 FLEXTRONICS INTERNATIONAL LTD. ORD Y2573F102 19383.22 680113 SH SOLE 680113 GRAND TOTAL $6321470