UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D. C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
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: The Northern Trust Company of Connecticut
Address: 300 Atlantic Street, Suite 400
Stamford, CT 06901
13F File Number:
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: Lisa McGorty
Title: Vice President
Phone: 203-977-7000
Signature, Place, and Date of Signing:
Lisa McGorty Stamford, Connecticut May 12, 2000
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
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: 1,801
Form 13F Information Table Value Total: 3,588,410
<PAGE>
<TABLE>
<C> <C> <C> <C> <C> <C> <C> <C>
Voting
Title of Value Sh/Invest Auth
Name of Issuer Class CUSIP (X$1000) Shares PrnDiscr(Sole)
AAR CORP COM 000361105 442 26500 SH SOLE SOLE
ABC-NACO INC COM 000752105 1967 224750 SH SOLE SOLE
ADC TELECOMMW COM 000886101 6082 112900 SH SOLE SOLE
ABM INDS INC COM 000957100 1297 55200 SH SOLE SOLE
ACT MFG INC COM 000973107 4089 73100 SH SOLE SOLE
AFLAC COM 001055102 2302 50520 SH SOLE SOLE
AGCO CORP COM 001084102 1745 153450 SH SOLE SOLE
AG SVCS AMER INC COM 001250109 844 34800 SH SOLE SOLE
AES CORP COM 00130H105 496 6300 SH SOLE SOLE
AK STL HLDG CORP COM 001547108 2358 227277 SH SOLE SOLE
AMB PPTY CORP COM 00163T109 11 500 SH SOLE SOLE
AMFM INC COM 001693100 1752 28200 SH SOLE SOLE
AMR CORP COM 001765106 1760 55200 SH SOLE SOLE
AT & T CORP COM 001957109 20050 356052 SH SOLE SOLE
AT&T CORP COM 001957208 10566 178146 SH SOLE SOLE
ASI SOLUTIONS INC COM 00206F108 47 11700 SH SOLE SOLE
ATMI INC COM 00207R101 11264 235895 SH SOLE SOLE
AXA FINANCIAL INC COM 002451102 3798 105875 SH SOLE SOLE
ABBOTT LAB COM 002824100 2630 74750 SH SOLE SOLE
ABGENIX INC COM 00339B107 262 1900 SH SOLE SOLE
ABIOMED INC COM 003654100 170 4200 SH SOLE SOLE
ABOUT COM INC COM 003736105 167 1900 SH SOLE SOLE
ACCREDO HLTH INC COM 00437V104 1255 37900 SH SOLE SOLE
ACCRUE SOFTWARE INC COM 00437W102 623 13600 SH SOLE SOLE
ACLARA BIOSCIENCES INC COM 00461P106 252 6400 SH SOLE SOLE
ACME ELEC CORP COM 004644100 581 96900 SH SOLE SOLE
ACNIELSEN CORP COM 004833109 1460 64900 SH SOLE SOLE
ACTEL CORP COM 004934105 774 21700 SH SOLE SOLE
ACTIVE SOFTWARE INC COM 00504E100 382 6000 SH SOLE SOLE
ACTUATE CORP COM 00508B102 1238 23000 SH SOLE SOLE
ACX TECHNOLOGIES INC COM 005123104 594 144000 SH SOLE SOLE
ACXIOM CORP COM 005125109 13481 405450 SH SOLE SOLE
ADAC LABS COM 005313200 1352 98350 SH SOLE SOLE
ADAPTEC INC COM 00651F108 409 10600 SH SOLE SOLE
ADOBE SYS INC COM 00724F101 5896 52971 SH SOLE SOLE
ADRIAN STL CO COM 007338106 404 1121 SH SOLE SOLE
ADTRAN INC COM 00738A106 1189 20000 SH SOLE SOLE
ADV MARKETING SVCS INC COM 00753T105 936 45100 SH SOLE SOLE
ADVANCED FIBRE COMM INC COM 00754A105 263 4200 SH SOLE SOLE
ADVO INC COM 007585102 75 3000 SH SOLE SOLE
AEROFLEX INC COM 007768104 1346 27200 SH SOLE SOLE
ADV MICRO COM 007903107 1849 32400 SH SOLE SOLE
ADV ENERGY INDS INC COM 007973100 4251 83350 SH SOLE SOLE
ADVENT SOFTWARE INC COM 007974108 936 20400 SH SOLE SOLE
AETNA INC COM 008117103 4143 74650 SH SOLE SOLE
AFFILIATED COMP COM 008190100 12933 340350 SH SOLE SOLE
AFFILIATED MGRS GRP INC COM 008252108 660 13900 SH SOLE SOLE
AFFYMETRIX INC COM 00826T108 951 6410 SH SOLE SOLE
AGILENT TECH INC COM 00846U101 1082 10400 SH SOLE SOLE
AIRBORNE FGHT CORP COM 009266107 648 27000 SH SOLE SOLE
AIRTRAN HLDGS INC COM 00949P108 2187 496250 SH SOLE SOLE
AKORN INC COM 009728106 67 7000 SH SOLE SOLE
AKZO NOBEL ADR 010199305 9 200 SH SOLE SOLE
AK AIR GROUP INC COM 011659109 472 15700 SH SOLE SOLE
ALBANY INTL CORP COM 012348108 687 46348 SH SOLE SOLE
ALBERTO-CULVER CO COM 013068101 619 26000 SH SOLE SOLE
ALBERTSON S INC COM 013104104 2069 67000 SH SOLE SOLE
ALCAN ALUMINIUM COM 013716105 422 12400 SH SOLE SOLE
ALCOA INC COM 013817101 8328 118542 SH SOLE SOLE
ALCATEL ALSTHOM ADR 013904305 1466 34000 SH SOLE SOLE
ALKERMES INC COM 01642T108 1203 13000 SH SOLE SOLE
ALLAIRE CORP COM 016714107 1323 17500 SH SOLE SOLE
ALLEGHANY CORP COM 017175100 4361 23237 SH SOLE SOLE
ALLEGHENY TECH INC COM 01741R102 1426 71068 SH SOLE SOLE
ALLEGIANCE TELECOM INC COM 01747T102 24 300 SH SOLE SOLE
ALLERGAN INC COM 018490102 835 16700 SH SOLE SOLE
ALLIANCE SEMICTOR CORP COM 01877H100 1419 66200 SH SOLE SOLE
ALLIANT ENERGY CORP COM 018802108 505 16600 SH SOLE SOLE
ALLIED RISER COMMS CORP COM 019496108 493 14200 SH SOLE SOLE
ALLMERICA FINL CORP COM 019754100 321 6300 SH SOLE SOLE
ALLSTATE CORP COM 020002101 4181 175600 SH SOLE SOLE
ALLTEL CORP COM 020039103 429 6775 SH SOLE SOLE
ALLTRISTA CORP COM 020040101 2376 105000 SH SOLE SOLE
ALPHARMA INC CL A COM 020813101 853 23200 SH SOLE SOLE
ALPINE GROUP INC COM 020825105 135 15000 SH SOLE SOLE
ALTERA CORP COM 021441100 1812 20300 SH SOLE SOLE
ALZA CORP COM 022615108 526 14000 SH SOLE SOLE
AMAZON COM INC COM 023135106 395 5900 SH SOLE SOLE
AMBAC COM 023139108 378 7500 SH SOLE SOLE
AMERADA HESS CORP COM 023551104 4949 76575 SH SOLE SOLE
AMER ON-LINE COM 02364J104 22438 332718 SH SOLE SOLE
AMER SVC GROUP INC COM 02364L109 389 25900 SH SOLE SOLE
AMERICA WEST HLDGS COM 023657208 45 2900 SH SOLE SOLE
AMERN DENTAL PRTNRS COM 025353103 47 6800 SH SOLE SOLE
AMER ELEC PWR CO INC COM 025537101 462 15500 SH SOLE SOLE
AMERICAN EAGLE OUTFIT COM 02553E106 3978 104850 SH SOLE SOLE
AMERICAN EXPRESS CO COM 025816109 11447 76860 SH SOLE SOLE
AMER FINL GROUP INC COM 025932104 2118 74000 SH SOLE SOLE
AMER GEN CORP COM 026351106 1936 34500 SH SOLE SOLE
AMER GREETINGS CORP COM 026375105 1619 88700 SH SOLE SOLE
AMER HOME PROD CORP COM 026609107 4440 82600 SH SOLE SOLE
AMER INTL GROUP INC COM 026874107 11129 101638 SH SOLE SOLE
AMERN MGMT SYS INC COM 027352103 6103 139300 SH SOLE SOLE
AMERN MED SEC GROUP INC COM 02744P101 691 98700 SH SOLE SOLE
AMERN MOBILE SATEL CORP COM 02755R103 2736 114000 SH SOLE SOLE
AMERICAN NATL CAN GROUP INC COM 027714104 2638 201000 SH SOLE SOLE
AMERICAN PWR CONV CORP COM 029066107 937 21850 SH SOLE SOLE
AMERICAN STANDARD COS COM 029712106 426 11500 SH SOLE SOLE
AMERICAN TOWER CORP COM 029912201 183 3700 SH SOLE SOLE
AMERN WOODMARK CORP COM 030506109 974 47200 SH SOLE SOLE
AMERN XTAL TECH INC COM 030514103 398 12300 SH SOLE SOLE
AMERICREDIT CORP COM 03060R101 1117 68500 SH SOLE SOLE
AMERISOURCE HEALTH CORP COM 03071P102 32 2100 SH SOLE SOLE
AMERUS LIFE HLDGS INC COM 030732101 114 6300 SH SOLE SOLE
AMES DEPT STORES INC COM 030789507 2311 94100 SH SOLE SOLE
AMGEN COM 031162100 5935 96700 SH SOLE SOLE
AMKOR TECH INC COM 031652100 467 8800 SH SOLE SOLE
AMSOUTH BANCORP COM 032165102 701 46937 SH SOLE SOLE
ANACOMP INC COM 032371106 559 35900 SH SOLE SOLE
ANALOG DEVICES INC COM 032654105 4460 55400 SH SOLE SOLE
ANDREW CORP COM 034425108 1608 70300 SH SOLE SOLE
ANGELICA CORP COM 034663104 365 36700 SH SOLE SOLE
ANHEUSER BUSCH COS INC COM 035229103 7407 118987 SH SOLE SOLE
ANIXTER INTL INC COM 035290105 3436 123275 SH SOLE SOLE
ANN TAYLOR STORES CORP COM 036115103 81 3500 SH SOLE SOLE
ANSYS INC COM 03662Q105 390 36300 SH SOLE SOLE
ANTEC CORP COM 03664P105 90 2000 SH SOLE SOLE
AON CORP COM 037389103 3051 94600 SH SOLE SOLE
APACHE CORP COM 037411105 2179 43800 SH SOLE SOLE
APEX INC COM 037548104 1325 35700 SH SOLE SOLE
APOGEE ENTERPRISES INC COM 037598109 262 66100 SH SOLE SOLE
APHTON CORP COM 03759P101 1046 31350 SH SOLE SOLE
APPLE COMPUTER INC COM 037833100 4821 35500 SH SOLE SOLE
APRIA HLTHCR GROUP INC COM 037933108 103 7100 SH SOLE SOLE
APPLIED MATLS INC COM 038222105 19317 204958 SH SOLE SOLE
APPLIED PWR INC COM 038225108 1710 60000 SH SOLE SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 3181 21200 SH SOLE SOLE
ARADIGM CORP COM 038505103 624 29900 SH SOLE SOLE
ARCH CHEMICALS INC COM 03937R102 1124 56200 SH SOLE SOLE
ARCH COMMUNS GRP INC COM 039381504 2786 359479 SH SOLE SOLE
ARCH COMMUNS GRP INC CL B COM 039381603 1034 74532 SH SOLE SOLE
ARCTIC CAT INC COM 039670104 323 31500 SH SOLE SOLE
ARDEN RLTY GROUP INC COM 039793104 1351 64700 SH SOLE SOLE
ARIBA INC COM 04033V104 356 1700 SH SOLE SOLE
ARKANSAS BEST CORP COM 040790107 372 35400 SH SOLE SOLE
ARQULE INC COM 04269E107 915 67800 SH SOLE SOLE
ARROW ELECTRONICS INC COM 042735100 1399 39700 SH SOLE SOLE
ARROW INTL INC COM 042764100 195 6200 SH SOLE SOLE
ARTISAN COMPONENTS INC COM 042923102 236 12000 SH SOLE SOLE
ARTESYN TECH INC COM 043127109 1801 95100 SH SOLE SOLE
ARVIN INDS INC COM 043339100 609 26900 SH SOLE SOLE
ASHLAND INC COM 044204105 294 8300 SH SOLE SOLE
ASHWORTH INC COM 04516H101 101 23400 SH SOLE SOLE
ASK JEEVES INC COM 045174109 171 2800 SH SOLE SOLE
ASPECT DEV INC COM 045234101 251 3900 SH SOLE SOLE
ASPECT MED SYS INC COM 045235108 1101 30700 SH SOLE SOLE
ASPECT COMMS INC COM 04523Q102 11 300 SH SOLE SOLE
AT HOME CORP COM 045919107 20 600 SH SOLE SOLE
ASSOC 1ST CAP CORP COM 046008108 28 1300 SH SOLE SOLE
ASTRAZENECA ADR 046353108 543 13400 SH SOLE SOLE
ASTROPOWER INC COM 04644A101 452 14000 SH SOLE SOLE
ASYST TECHNOLOGIES INC COM 04648X107 18 300 SH SOLE SOLE
ATCHISON CASTING CORP COM 046613105 135 19500 SH SOLE SOLE
ATLC RICHFIELD CO COM 048825103 1819 21400 SH SOLE SOLE
ATMEL CORP COM 049513104 8247 159740 SH SOLE SOLE
ATMOS ENERGY CORP COM 049560105 1484 90600 SH SOLE SOLE
AURA SYS INC COM 051526101 57 143500 SH SOLE SOLE
AURORA BIOSCIENCES CORP COM 051920106 200 4900 SH SOLE SOLE
AUSPEX SYS INC COM 052116100 1183 107500 SH SOLE SOLE
AUTODESK INC COM 052769106 3071 67500 SH SOLE SOLE
AUTO DATA PRCS INC COM 053015103 3681 76300 SH SOLE SOLE
AVALON HLDGS CORP COM 05343P109 636 133800 SH SOLE SOLE
AVANT CORP COM 053487104 623 49800 SH SOLE SOLE
AVANT IMMUNOTHERA INC COM 053491106 536 56400 SH SOLE SOLE
AVERY DENNISON COM 053611109 2748 45000 SH SOLE SOLE
AVID TECH INC COM 05367P100 596 33350 SH SOLE SOLE
AVIGEN INC COM 053690103 311 7000 SH SOLE SOLE
AVIS RENT A CAR INC COM 053790101 529 30000 SH SOLE SOLE
AVISTA CORP COM 05379B107 526 12900 SH SOLE SOLE
AVNET INC COM 053807103 2051 32550 SH SOLE SOLE
AVON PROD INC COM 054303102 719 24575 SH SOLE SOLE
AZTAR CORP COM 054802103 592 62300 SH SOLE SOLE
BB & T CORP COM 054937107 202 7200 SH SOLE SOLE
BCE INC COM 05534B109 590 4700 SH SOLE SOLE
BEI TECHNOLOGIES INC COM 05538P104 115 6500 SH SOLE SOLE
BG PLC ADR 055434203 28 940 SH SOLE SOLE
BHA GROUP HLDGS INC COM 055446108 387 49090 SH SOLE SOLE
BISYS GROUP INC COM 055472104 1689 25400 SH SOLE SOLE
BJ'S WHOLESALE CLUB INC COM 05548J106 1055 27500 SH SOLE SOLE
BP AMOCO ADR 055622104 1640 30800 SH SOLE SOLE
BMC SOFTWARE INC COM 055921100 13889 281300 SH SOLE SOLE
BACOU USA INC COM 056439102 714 45700 SH SOLE SOLE
BADGER METER INC COM 056525108 392 10800 SH SOLE SOLE
BALDOR ELEC CO COM 057741100 338 18700 SH SOLE SOLE
BALDWIN TECH INC COM 058264102 314 162000 SH SOLE SOLE
BALL CORP COM 058498106 2263 65486 SH SOLE SOLE
BK AMER CORP COM 060505104 9048 172546 SH SOLE SOLE
BK OF OZARKS INC COM 063904106 321 22200 SH SOLE SOLE
BANK N.Y. CO INC COM 064057102 2269 54600 SH SOLE SOLE
BANK ONE CORP COM 06423A103 397 11500 SH SOLE SOLE
BNK UNITED CORP CL A COM 065412108 1461 46300 SH SOLE SOLE
BANTA CORP COM 066821109 75 4100 SH SOLE SOLE
BARD C R INC COM 067383109 840 21700 SH SOLE SOLE
BARNES & NOBLE INC COM 067774109 1334 56900 SH SOLE SOLE
BARRICK GOLD CORP COM 067901108 274 17440 SH SOLE SOLE
BARNETT INC COM 068062108 78 7100 SH SOLE SOLE
BARR LABS INC COM 068306109 4885 116300 SH SOLE SOLE
BARRA INC COM 068313105 694 20500 SH SOLE SOLE
BAUSCH & LOMB INC COM 071707103 616 11800 SH SOLE SOLE
BAXTER INTL COM 071813109 8613 137399 SH SOLE SOLE
BAY VIEW CAP CORP COM 07262L101 224 29900 SH SOLE SOLE
BEAR STEARNS COM 073902108 438 9595 SH SOLE SOLE
BECKMAN COULTER INC COM 075811109 578 9000 SH SOLE SOLE
BECTON DICKINSON & CO COM 075887109 39 1500 SH SOLE SOLE
BED BATH AND BEYOND COM 075896100 4705 119500 SH SOLE SOLE
BEDFORD PPTY INVS INC COM 076446301 677 42150 SH SOLE SOLE
BELDEN INC COM 077459105 2390 86900 SH SOLE SOLE
BELL ATLC CORP COM 077853109 14880 243434 SH SOLE SOLE
BELL MICROPRODUCTS INC COM 078137106 978 56700 SH SOLE SOLE
BELLSOUTH CORP COM 079860102 10359 220990 SH SOLE SOLE
BELLWETHER EXPL CO COM 079895207 561 80900 SH SOLE SOLE
BENCHMARK ELECTRS INC COM 08160H101 102 2750 SH SOLE SOLE
BENTLEY PHARMA INC COM 082657107 1 138 SH SOLE SOLE
BENTON OIL & GAS CO COM 083288100 288 100000 SH SOLE SOLE
BERGEN BRUNSWIG CORP CL A COM 083739102 421 62400 SH SOLE SOLE
BEST BUY INC COM 086516101 155 1800 SH SOLE SOLE
BESTFOODS INC COM 08658U101 2504 53500 SH SOLE SOLE
BETHLEHEM STEEL CORP COM 087509105 68 11300 SH SOLE SOLE
BEVERLY ENTERPRISES INC COM 087851309 4451 1207150 SH SOLE SOLE
BINDLEY WESTN INDS INC COM 090324104 148 10900 SH SOLE SOLE
BINDVIEW DEV CORP COM 090327107 910 29300 SH SOLE SOLE
BIO RAD LABS INC CL A COM 090572207 352 12900 SH SOLE SOLE
BIOCRYST PHARMA INC COM 09058V103 500 18300 SH SOLE SOLE
BIOGEN N V COM 090597105 4811 68850 SH SOLE SOLE
BIOMET INC COM 090613100 3034 83400 SH SOLE SOLE
BIOMARIN PHARM INC COM 09061G101 249 7000 SH SOLE SOLE
BIOVAIL CORP COM 09067J109 4037 91240 SH SOLE SOLE
BIOVAIL CORP WT WAR 09067J117 479 9400 SH SOLE SOLE
BLACK & DECKER CORP COM 091797100 1657 44100 SH SOLE SOLE
BLACKROCK INC CL A COM 09247X101 318 15700 SH SOLE SOLE
BLAIR CORP COM 092828102 782 48900 SH SOLE SOLE
BLOCK H & R INC COM 093671105 398 8900 SH SOLE SOLE
BLOCKBUSTER INC CL A COM 093679108 290 29000 SH SOLE SOLE
BLUEGREEN CORP COM 096231105 222 72405 SH SOLE SOLE
BLUESTONE SOFTWARE INC COM 09623P102 624 18500 SH SOLE SOLE
BOB EVANS FARMS INC COM 096761101 328 26200 SH SOLE SOLE
BOEING COM 097023105 3083 81530 SH SOLE SOLE
BOISE CASCADE CORP COM 097383103 1254 36100 SH SOLE SOLE
BORDERS GROUP INC COM 099709107 352 20500 SH SOLE SOLE
BORG WARNER AUTOMOTIVE INC COM 099724106 595 15100 SH SOLE SOLE
BSTN PVT FINL HLDGS INC COM 101119105 157 16500 SH SOLE SOLE
BSTN SCIENTIFIC CORP COM 101137107 11 500 SH SOLE SOLE
BOWNE & CO INC COM 103043105 434 33700 SH SOLE SOLE
BRADLEES INC COM 104499207 198 32000 SH SOLE SOLE
BRIGGS & STRATTON CORP COM 109043109 8 200 SH SOLE SOLE
BRGHT HORIZONS FAM SOLS INC COM 109195107 158 7300 SH SOLE SOLE
BRINKER COM 109641100 822 27700 SH SOLE SOLE
BRIO TECH INC COM 109704106 491 13000 SH SOLE SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 8671 149500 SH SOLE SOLE
BRIT TELECOM ADR 111021408 38 200 SH SOLE SOLE
BROADCOM CORP CL A COM 111320107 1802 7419 SH SOLE SOLE
BROADWING INC COM 111620100 4500 121000 SH SOLE SOLE
BROCADE COMMS SYS INC COM 111621108 341 1900 SH SOLE SOLE
BROOKLINE BANCORP INC COM 113739106 537 56500 SH SOLE SOLE
BROOKS AUTOMATION INC COM 11434A100 1963 31400 SH SOLE SOLE
BROOKTROUT TECH COM 114580103 107 3700 SH SOLE SOLE
BROWN & SHARPE MFG CO CL A COM 115223109 758 391000 SH SOLE SOLE
BRUNSWICK CORP COM 117043109 1214 64100 SH SOLE SOLE
BRUSH WELLMAN INC COM 117421107 2126 120600 SH SOLE SOLE
BUDGET GROUP INC COM 119003101 25 5100 SH SOLE SOLE
BLDG MATLS HLDG CORP COM 120113105 995 109800 SH SOLE SOLE
BURL INDS INC COM 121693105 929 212275 SH SOLE SOLE
BURL NORTHN SANTA FE CORP COM 12189T104 3342 146900 SH SOLE SOLE
BURL RES INC COM 122014103 1721 46500 SH SOLE SOLE
BURNS INTL SVCS CORP COM 122374101 1604 152800 SH SOLE SOLE
BURR-BROWN CORP COM 122574106 2006 36900 SH SOLE SOLE
BUSH INDS INC CL A COM 123164105 688 49600 SH SOLE SOLE
BUSINESS OBJECTS ADR 12328X107 6331 63625 SH SOLE SOLE
BUSINESS RES GROUP COM 12329K104 580 73100 SH SOLE SOLE
C&D TECHNOLOGIES INC COM 124661109 4077 69100 SH SOLE SOLE
CAIS INTERNET INC COM 12476Q102 655 27100 SH SOLE SOLE
CBL & ASSOC PROP INC COM 124830100 405 19800 SH SOLE SOLE
CBRL GROUP INC COM 12489V106 3547 354725 SH SOLE SOLE
CBS CORP COM 12490K107 8986 158700 SH SOLE SOLE
C-CUBE MICROSYSTEMS INC COM 125015107 262 3600 SH SOLE SOLE
CDW COMPUTER CTRS INC COM 125129106 2955 35000 SH SOLE SOLE
CEC ENTERTAINMENT INC COM 125137109 209 7700 SH SOLE SOLE
CEM CORP COM 125165100 404 38800 SH SOLE SOLE
CFS BANCORP INC COM 12525D102 563 62500 SH SOLE SOLE
CIGNA CORP COM 125509109 3813 50340 SH SOLE SOLE
CIT GROUP INC CL A COM 125577106 353 18100 SH SOLE SOLE
CK WITCO CORP COM 12562C108 3731 366208 SH SOLE SOLE
CMGI INC COM 125750109 1280 11300 SH SOLE SOLE
CSS INDS INC COM 125906107 1188 62100 SH SOLE SOLE
CNA FNCL CORP COM 126117100 414 12825 SH SOLE SOLE
CNF TRANSPORTATION INC COM 12612W104 2153 77575 SH SOLE SOLE
CNET NETWKS INC COM 12613R104 15 300 SH SOLE SOLE
CSG SYS INTL INC COM 126349109 1689 34600 SH SOLE SOLE
CSP INC COM 126389105 466 40700 SH SOLE SOLE
CTS CORP COM 126501105 855 15000 SH SOLE SOLE
CUNO INC COM 126583103 2924 107800 SH SOLE SOLE
CVS CORP COM 126650100 8369 222800 SH SOLE SOLE
CABLE & WIRELESS ADR 126830207 56 1000 SH SOLE SOLE
CABLEVISION SYS CORP COM 12686C109 18 300 SH SOLE SOLE
CABLETRON SYS INC COM 126920107 106 3600 SH SOLE SOLE
CABOT CORP COM 127055101 3023 99100 SH SOLE SOLE
CABOT OIL & GAS CORP COM 127097103 1264 70000 SH SOLE SOLE
CADENCE DESIGN SYS INC COM 127387108 1146 55550 SH SOLE SOLE
CADMUS COMMS CORP COM 127587103 89 10000 SH SOLE SOLE
CAL DIVE INTL INC COM 127914109 985 19400 SH SOLE SOLE
CALDERA SYS INC COM 128780103 193 8200 SH SOLE SOLE
CALGON CARBON CORP COM 129603106 1690 257450 SH SOLE SOLE
CALICO COMM INC COM 129897104 580 17700 SH SOLE SOLE
CA AMPLIFIER INC COM 129900106 2985 96300 SH SOLE SOLE
CA WTR SVC GROUP COM 130788102 529 23200 SH SOLE SOLE
CALLAWAY GOLF CO COM 131193104 2105 135800 SH SOLE SOLE
CALLON PETE CO COM 13123X102 526 43400 SH SOLE SOLE
CALPINE CORP COM 131347106 855 9100 SH SOLE SOLE
CAMBREX CORP COM 132011107 331 7600 SH SOLE SOLE
CANADIAN PAC LTD COM 135923100 204 9100 SH SOLE SOLE
CANADIAN NATL RAILWAY COM 136375102 195 7300 SH SOLE SOLE
CANDELA LASER CORP COM 136907102 147 10700 SH SOLE SOLE
CANANDAIGUA BRANDS INC COM 137219200 2757 54050 SH SOLE SOLE
CAP CORP OF W COM 140065103 466 55585 SH SOLE SOLE
CAP ENVIRON RES INC COM 14008M104 52 13000 SH SOLE SOLE
CAP 1 FNCL COM 14040H105 1355 28275 SH SOLE SOLE
CAPITOL FED FINL COM 14057C106 580 61500 SH SOLE SOLE
CARDINAL HEALTH INC COM 14149Y108 5905 128730 SH SOLE SOLE
CARLISLE COMPANIES INC COM 142339100 4016 100400 SH SOLE SOLE
CARNIVAL CORP COM 143658102 479 19300 SH SOLE SOLE
CAROLINA PWR & LT CO COM 144141108 23 700 SH SOLE SOLE
CARRIER ACCESS COM 144460102 746 14000 SH SOLE SOLE
CASELLA WASTE SYS INC COM 147448104 529 70490 SH SOLE SOLE
CASEYS GEN STORES INC COM 147528103 1586 145850 SH SOLE SOLE
CASS COML CORP COM 147741102 632 32000 SH SOLE SOLE
CASTLE A M & CO COM 148411101 480 38400 SH SOLE SOLE
CATALINA MARKETING CORP COM 148867104 4767 47080 SH SOLE SOLE
CATERPILLAR INC COM 149123101 4283 108600 SH SOLE SOLE
CATO CORP NEW CL A COM 149205106 182 15500 SH SOLE SOLE
CAVALIER HOMES INC COM 149507105 230 79900 SH SOLE SOLE
CELL GENESYS INC COM 150921104 1119 52500 SH SOLE SOLE
CELLSTAR CORP COM 150925105 556 69500 SH SOLE SOLE
CELESTIAL SEASONINGS INC COM 151016102 158 4600 SH SOLE SOLE
CELGENE CORP COM 151020104 737 7400 SH SOLE SOLE
CENDANT CORP COM 151313103 6744 364517 SH SOLE SOLE
CENTEX CORP COM 152312104 317 13300 SH SOLE SOLE
CENTEX CONSTR PRODS INC COM 15231R109 92 3500 SH SOLE SOLE
CENT & S W CORP COM 152357109 14 800 SH SOLE SOLE
CENT PKG CORP COM 154785109 340 17000 SH SOLE SOLE
CENTURA BNK INC COM 15640T100 137 3000 SH SOLE SOLE
CEPHALON INC COM 156708109 1339 35700 SH SOLE SOLE
CERES GROUP INC COM 156772105 494 70600 SH SOLE SOLE
CERIDIAN CORP COM 15677T106 507 26400 SH SOLE SOLE
CHAMPION INTL CORP COM 158525105 929 17455 SH SOLE SOLE
CHANNELL COML CORP COM 159186105 1077 78300 SH SOLE SOLE
CHARLOTTE RUSSE HLDG INC COM 161048103 1543 90100 SH SOLE SOLE
CHARMING SHOPPES INC COM 161133103 4782 840850 SH SOLE SOLE
CHASE MANHATTAN CORP COM 16161A108 13774 157986 SH SOLE SOLE
CHEAP TICKETS INC COM 162672109 138 9800 SH SOLE SOLE
CHEMED CORP COM 163596109 2178 72600 SH SOLE SOLE
CHEMFAB CORP COM 16361L102 772 52800 SH SOLE SOLE
CHES CORP COM 165159104 541 18300 SH SOLE SOLE
CHEVRON CORP COM 166751107 3024 32715 SH SOLE SOLE
CHICOS FAS INC COM 168615102 1444 85200 SH SOLE SOLE
CHIEFTAIN INTL INC COM 16867C101 262 13000 SH SOLE SOLE
CHILDREN'S PLACE COM 168905107 63 4400 SH SOLE SOLE
CHOICE HOTELS INTL INC COM 169905106 2642 183000 SH SOLE SOLE
CHIRON CORP COM 170040109 449 9000 SH SOLE SOLE
CHOICEPOINT INC COM 170388102 721 19300 SH SOLE SOLE
CHRIS-CRAFT IND INC COM 170520100 2769 43476 SH SOLE SOLE
CHRONIMED INC COM 171164106 333 44400 SH SOLE SOLE
CHUBB CORP COM 171232101 2338 34600 SH SOLE SOLE
CIENA CORP COM 171779101 2346 18600 SH SOLE SOLE
CIMA LABS INC COM 171796105 124 7200 SH SOLE SOLE
CINAR CORP COM 171905300 336 48000 SH SOLE SOLE
CIN FNCL CORP COM 172062101 1693 45000 SH SOLE SOLE
CIRCUIT CITY STRS GRP COM 172737108 2240 36800 SH SOLE SOLE
CIRCOR INTL INC COM 17273K109 140 10500 SH SOLE SOLE
CIRRUS LOGIC COM 172755100 223 12200 SH SOLE SOLE
CISCO SYS INC COM 17275R102 66768 863612 SH SOLE SOLE
CINTAS CORP COM 172908105 3967 101225 SH SOLE SOLE
CITIGROUP INC COM 172967101 30849 515230 SH SOLE SOLE
CTZN UTILS CO COM 177342201 8825 538903 SH SOLE SOLE
CITRIX SYSTEMS INC COM 177376100 6191 93450 SH SOLE SOLE
CLARK / BARDES HLDGS INC COM 180668105 73 5100 SH SOLE SOLE
CLARUS CORP COM 182707109 551 7800 SH SOLE SOLE
CLEAR CHANNEL COMMS INC COM 184502102 4681 67773 SH SOLE SOLE
CLEV CLIFFS INC COM 185896107 354 15000 SH SOLE SOLE
CLOROX CO COM 189054109 795 24100 SH SOLE SOLE
COASTAL CORP COM 190441105 1316 28600 SH SOLE SOLE
COBALT GROUP INC COM 19074Q103 61 5100 SH SOLE SOLE
COCA COLA CO COM 191216100 9009 191942 SH SOLE SOLE
COCA COLA ENTER INC COM 191219104 1682 78000 SH SOLE SOLE
COGNEX CORP COM 192422103 37022 641770 SH SOLE SOLE
COHU INC COM 192576106 208 5000 SH SOLE SOLE
COINMACH LAUNDRY CORP COM 19259L101 532 53500 SH SOLE SOLE
COLD METAL PRODS INC COM 192861102 192 57000 SH SOLE SOLE
COLE KENNETH PRODTNS INC COM 193294105 913 23250 SH SOLE SOLE
COLGATE PALMOLIVE COM 194162103 4347 77100 SH SOLE SOLE
COLLECTORS UNIVERSE INC COM 19421R101 163 25000 SH SOLE SOLE
COLONIAL BANCGROUP INC COM 195493309 739 68700 SH SOLE SOLE
COLONIAL PROP COM 195872106 302 12700 SH SOLE SOLE
COLUMBIA ENERGY GRP COM 197648108 58 975 SH SOLE SOLE
COL/HCA HEALTHCARE CORP COM 197677107 5427 214400 SH SOLE SOLE
COLUMBIA LABS INC COM 197779101 1454 123750 SH SOLE SOLE
COLUMBIA SPORTSWEAR CO COM 198516106 1518 61950 SH SOLE SOLE
COLUMBIAN ROPE CO COM 198684102 344 3100 SH SOLE SOLE
COLBS MCKINNON CORP N Y COM 199333105 1176 89600 SH SOLE SOLE
COMARCO INC COM 200080109 44 1300 SH SOLE SOLE
COMCAST CORP CL COM 200300200 5259 121255 SH SOLE SOLE
COMERICA INC COM 200340107 934 22300 SH SOLE SOLE
COMM BANCSHARES INC COM 200525103 642 20580 SH SOLE SOLE
COMM 1 INC COM 200693109 127 854 SH SOLE SOLE
COML FED CORP COM 201647104 502 30200 SH SOLE SOLE
COML METALS CO COM 201723103 409 14800 SH SOLE SOLE
COMWLTH INDS INC COM 203004106 871 96100 SH SOLE SOLE
COMMSCOPE INC COM 203372107 2047 44800 SH SOLE SOLE
COMPAQ COMPUTER CORP COM 204493100 6527 241745 SH SOLE SOLE
COMPUCREDIT CORP COM 20478N100 919 25400 SH SOLE SOLE
COMPUTER ASSOC INTL INC COM 204912109 3951 66750 SH SOLE SOLE
COMP OUTSOURCING SVCS INC COM 205265101 1403 31695 SH SOLE SOLE
COMPUTER SCI CORP COM 205363104 5756 72750 SH SOLE SOLE
COMPUWARE CORP COM 205638109 2557 121400 SH SOLE SOLE
COMPX INTL INC CL A COM 20563P101 1895 99400 SH SOLE SOLE
COMVERSE TECH INC COM 205862402 9134 48330 SH SOLE SOLE
CONAGRA INC COM 205887102 476 26275 SH SOLE SOLE
COM21 INC COM 205937105 498 10600 SH SOLE SOLE
CONCORD CAMERA CORP COM 206156101 2606 47380 SH SOLE SOLE
CONCORD EFS INC COM 206197105 9161 399387 SH SOLE SOLE
CONEXANT SYS INC COM 207142100 3336 46990 SH SOLE SOLE
CONGOLEUM CORP CL A COM 207195108 273 82500 SH SOLE SOLE
CONMED CORP COM 207410101 55 2200 SH SOLE SOLE
CONNETICS CORP COM 208192104 492 53600 SH SOLE SOLE
CONOCO INC COM 208251306 1569 63700 SH SOLE SOLE
CONOCO INC CL B COM 208251405 384 15000 SH SOLE SOLE
CONSECO INC COM 208464107 1208 105650 SH SOLE SOLE
CONSOL EDISON INC COM 209115104 323 11100 SH SOLE SOLE
CONS FREIGHTWAYS CORP COM 209232107 444 75100 SH SOLE SOLE
CONTINUUS SOFTWARE CORP COM 21218R104 85 9000 SH SOLE SOLE
COOPER COS INC COM 216648402 145 4500 SH SOLE SOLE
COOPER INDS INC COM 216669101 63 1800 SH SOLE SOLE
COOPER TIRE & RUBBER CO COM 216831107 3392 270000 SH SOLE SOLE
COORS ADOLPH CO COM 217016104 682 14200 SH SOLE SOLE
COPART INC COM 217204106 448 25600 SH SOLE SOLE
CORDANT TECHNOLOGIES INC COM 218412104 950 16800 SH SOLE SOLE
CORN PRODS INTL INC COM 219023108 7 300 SH SOLE SOLE
CORNING INC COM 219350105 6085 31364 SH SOLE SOLE
CORPORATE EXE BRD CO COM 21988R102 898 17700 SH SOLE SOLE
CORRECTIONAL PPTYS COM 22025E104 237 20600 SH SOLE SOLE
CORRPRO COS INC COM 220317101 563 118475 SH SOLE SOLE
ADR CORUS GROUP ADR 22087M101 7 400 SH SOLE SOLE
COSTCO WHOLESALE CORP COM 22160K105 2171 41300 SH SOLE SOLE
COULTER PHARM INC COM 222116105 497 16300 SH SOLE SOLE
COVAD COMMS GRP INC COM 222814204 439 6050 SH SOLE SOLE
COVENANT TRANS INC COM 22284P105 232 14600 SH SOLE SOLE
COX COMMS INC COM 224044107 2566 52900 SH SOLE SOLE
CRANE CO COM 224399105 1305 55400 SH SOLE SOLE
CREDENCE SYS CORP COM 225302108 1864 14900 SH SOLE SOLE
CREE INC COM 225447101 959 8500 SH SOLE SOLE
CROSS A T CO COM 227478104 50 8500 SH SOLE SOLE
CROSSMANN CMNTYS INC COM 22764E109 2167 136780 SH SOLE SOLE
CROWLEY MARITIME CORP COM 228090106 884 722 SH SOLE SOLE
CROWN VANTAGE INC COM 228622106 127 202700 SH SOLE SOLE
CUBIC CORP COM 229669106 914 40600 SH SOLE SOLE
CUBIST PHARMA INC COM 229678107 281 6700 SH SOLE SOLE
CUMMINS ENGINE CO INC COM 231021106 868 23100 SH SOLE SOLE
CUNNINGHAM GRAPHICS INTL INC COM 231157108 136 5500 SH SOLE SOLE
CUTTER & BUCK INC COM 232217109 1770 131700 SH SOLE SOLE
CYBERSOURCE CORP COM 23251J106 495 13300 SH SOLE SOLE
CYLINK CORP COM 232565101 83 5700 SH SOLE SOLE
CYMER INC COM 232572107 2060 41200 SH SOLE SOLE
CYPRESS COMMS INC COM 232743104 639 26100 SH SOLE SOLE
CYPRESS SEMICONDUCTOR CORP COM 232806109 2083 42500 SH SOLE SOLE
CYRK INC COM 232817106 252 28600 SH SOLE SOLE
CYTEC INDS COM 232820100 3339 109025 SH SOLE SOLE
CYTYC CORP COM 232946103 5529 114600 SH SOLE SOLE
DII GRP INC COM 232949107 328 2900 SH SOLE SOLE
DPL CO COM 233293109 24 1100 SH SOLE SOLE
DST SYS INC COM 233326107 2753 42400 SH SOLE SOLE
DTE ENERGY CO COM 233331107 1246 42700 SH SOLE SOLE
DT INDS INC COM 23333J108 770 60400 SH SOLE SOLE
DVI INC COM 233343102 725 50900 SH SOLE SOLE
DAIN RAUSCHER CORP COM 233856103 290 4400 SH SOLE SOLE
DALLAS SEMICONDUCTOR CORP COM 235204104 3650 100000 SH SOLE SOLE
DANAHER CORP COM 235851102 408 8000 SH SOLE SOLE
DATA BROADCASTING CORP COM 237596101 107 14000 SH SOLE SOLE
DATATEC SYS INC COM 238128102 2495 219300 SH SOLE SOLE
DATRON SYS INC COM 238173108 181 15100 SH SOLE SOLE
DATUM INC COM 238208102 228 9900 SH SOLE SOLE
DAYTON SUPERIOR CORP CL A COM 240028100 1388 55100 SH SOLE SOLE
DEAN FOODS CO COM 242361103 498 18600 SH SOLE SOLE
DECS TR III EX CONV 243665205 1089 83800 SH SOLE SOLE
DEERE & CO COM 244199105 3108 81800 SH SOLE SOLE
DEL GLOBAL TECHN CORP COM 245073101 94 11000 SH SOLE SOLE
DEL MONTE FOODS CO COM 24522P103 1503 140600 SH SOLE SOLE
DELL COMPUTER CORP COM 247025109 8986 166600 SH SOLE SOLE
DELPHI AUTO SYS COM 247126105 4005 250300 SH SOLE SOLE
DELTA AIR USD3 COM 247361108 1885 35400 SH SOLE SOLE
DELTIC TIMBER CORP COM 247850100 578 24400 SH SOLE SOLE
DELTEK SYS INC COM 24785A108 1531 100000 SH SOLE SOLE
DENTSPLY INTL INC COM 249030107 2945 103800 SH SOLE SOLE
DEPT 56 INC COM 249509100 430 29000 SH SOLE SOLE
DESWELL INDS INC COM 250639101 471 31925 SH SOLE SOLE
DEVON ENERGY CORP COM 25179M103 2969 61130 SH SOLE SOLE
DEVRY INC DEL COM 251893103 8037 263500 SH SOLE SOLE
DIAL CORP COM 25247D101 142 10300 SH SOLE SOLE
DIAMOND OFFSHORE DRILL INC COM 25271C102 1796 44970 SH SOLE SOLE
DIEBOLD INC COM 253651103 303 11000 SH SOLE SOLE
DIGENE CORP COM 253752109 2351 51100 SH SOLE SOLE
DIGI INTL INC COM 253798102 333 36000 SH SOLE SOLE
DIGIMARC CORP COM 253807101 3544 80550 SH SOLE SOLE
DIGITAL MICROWAVE CORP COM 253859102 566 16700 SH SOLE SOLE
DIGITAL INSIGHT CORP COM 25385P106 318 6200 SH SOLE SOLE
DIGITAL RIV INC COM 25388B104 510 23700 SH SOLE SOLE
DIGITAS INC COM 25388K104 353 14400 SH SOLE SOLE
DIGITAL LAVA INC COM 253928105 39 3000 SH SOLE SOLE
DIONEX CORP COM 254546104 1467 44550 SH SOLE SOLE
DISNEY WALT CO COM 254687106 7915 191875 SH SOLE SOLE
DIRECT FOCUS INC COM 254931108 1215 43700 SH SOLE SOLE
DIVERSINET CORP COM 25536K204 147 8200 SH SOLE SOLE
DOLLAR THRIFTY AUTO GRP INC COM 256743105 400 23300 SH SOLE SOLE
DOLLAR TREE STORES INC COM 256747106 21 400 SH SOLE SOLE
DOMTAR INC COM 257561100 3 300 SH SOLE SOLE
DONS LUFKIN & JENRETTE INC COM 257661108 316 6100 SH SOLE SOLE
DONNELLEY R R & SONS CO COM 257867101 184 8800 SH SOLE SOLE
DONNELLY CORP COM 257870105 480 40600 SH SOLE SOLE
DORAL FINL CORP COM 25811P100 262 23200 SH SOLE SOLE
DOUBLECLICK INC COM 258609304 47 500 SH SOLE SOLE
DOVER CORP COM 260003108 192 4000 SH SOLE SOLE
DOW CHEM COM 260543103 3112 27300 SH SOLE SOLE
DOW JONES & CO INC COM 260561105 1056 14700 SH SOLE SOLE
DRESS BARN INC COM 261570105 1898 98600 SH SOLE SOLE
DRIL-QUIP INC COM 262037104 2304 48900 SH SOLE SOLE
DSL NET INC COM 262506108 1189 53900 SH SOLE SOLE
DU PONT E I DE NEMOURS & CO COM 263534109 7140 134875 SH SOLE SOLE
DUANE READE INC COM 263578106 277 11900 SH SOLE SOLE
DUKE ENERGY CORP COM 264399106 1680 32000 SH SOLE SOLE
DUKE RLTY INVTS INC PFD 264411885 604 13450 SH SOLE SOLE
DUN & BRADSTREET CORP COM 26483B106 2376 83000 SH SOLE SOLE
DUPONT PHOTOMASKS INC COM 26613X101 429 7400 SH SOLE SOLE
DURA PHARMACEUTICALS INC COM 26632S109 3593 291800 SH SOLE SOLE
DYNEGY INC COM 26816Q101 822 13100 SH SOLE SOLE
E M C CORP MASS COM 268648102 32167 255293 SH SOLE SOLE
EOG RESOURCES INC COM 26875P101 1185 55950 SH SOLE SOLE
EPIX MED INC COM 26881Q101 557 25300 SH SOLE SOLE
ESCO ELECTRS CORP COM 269030102 2982 178000 SH SOLE SOLE
ESS TECHNOLOGY INC COM 269151106 123 7000 SH SOLE SOLE
E TOWN CORP COM 269242103 1455 23000 SH SOLE SOLE
E*TRADE GROUP INC COM 269246104 12 400 SH SOLE SOLE
EARTHGRAINS CO COM 270319106 283 19000 SH SOLE SOLE
EARTHLINK INC COM 270321102 1039 53453 SH SOLE SOLE
EASTN ENTERPRISES COM 27637F100 401 6700 SH SOLE SOLE
EASTMAN CHEM CO COM 277432100 59 1300 SH SOLE SOLE
EAST KODAK COM 277461109 4437 81685 SH SOLE SOLE
EATON CORP COM 278058102 850 10900 SH SOLE SOLE
EATON VANCE CORP COM 278265103 13 300 SH SOLE SOLE
EBAY INC COM 278642103 88 500 SH SOLE SOLE
ECHOSTAR COMMS CORP COM 278762109 5230 66200 SH SOLE SOLE
ECOLAB INC COM 278865100 150 4100 SH SOLE SOLE
EDISON INTL COM 281020107 17 1000 SH SOLE SOLE
EDO CORP COM 281347104 479 70300 SH SOLE SOLE
EL PASO ELECTRIC CO COM 283677854 3440 331600 SH SOLE SOLE
EL PASO ENERGY CORP COM 283905107 105 2600 SH SOLE SOLE
ELAN CORP ADR 284131208 128 2700 SH SOLE SOLE
ELECTRO RENT CORP COM 285218103 594 51100 SH SOLE SOLE
ELECTRO SCIENTIFIC INDS INC COM 285229100 249 4300 SH SOLE SOLE
ELECTROGLAS INC COM 285324109 5764 168300 SH SOLE SOLE
ELECTR ARTS COM 285512109 5457 76650 SH SOLE SOLE
ELECTRONIC DATA SYS CORP COM 285661104 6002 93500 SH SOLE SOLE
ELECTRONICS FOR IMAGING INC COM 286082102 114 1900 SH SOLE SOLE
ELITE INFORMATION GROUP INC COM 28659M106 1328 142600 SH SOLE SOLE
ELOT, INC COM 290143106 723 123000 SH SOLE SOLE
ELOYALTY CORP COM 290151109 420 17600 SH SOLE SOLE
EMBREX INC COM 290817105 83 5300 SH SOLE SOLE
EMCOR GROUP INC COM 29084Q100 1296 61700 SH SOLE SOLE
EMERGE INTERACTIVE INC CL A COM 29088W103 72 2400 SH SOLE SOLE
EMERSON ELEC CO COM 291011104 2586 48685 SH SOLE SOLE
EMMIS COMMUNICATIONS CORP COM 291525103 1079 23200 SH SOLE SOLE
ENCOMPASS SVCS CORP COM 29255U104 266 46283 SH SOLE SOLE
ENERGY E. CORP COM 29266M109 222 11200 SH SOLE SOLE
ENGELHARD CORP COM 292845104 4057 268200 SH SOLE SOLE
ENGINEERED SUPPORT SYS INC COM 292866100 1034 75900 SH SOLE SOLE
ENGLE HOMES INC COM 292896107 312 32000 SH SOLE SOLE
ENESCO GROUP INC COM 292973104 605 85700 SH SOLE SOLE
ENNIS BUSINESS FORMS INC COM 293389102 1372 189200 SH SOLE SOLE
ENRON CORP COM 293561106 6087 81300 SH SOLE SOLE
ENTERCOM COMMS CORP CL A COM 293639100 806 15800 SH SOLE SOLE
ENTERGY CORP COM 29364G103 378 18700 SH SOLE SOLE
ENTRUST TECHN INC COM 293848107 579 6800 SH SOLE SOLE
ENZON INC COM 293904108 799 21200 SH SOLE SOLE
EPRISE CORP COM 294352109 19 1200 SH SOLE SOLE
EQUIFAX INC COM 294429105 235 9300 SH SOLE SOLE
EQUITABLE RES INC COM 294549100 197 4400 SH SOLE SOLE
EQTY RESDNTL PPTYS COM 29476L107 490 12200 SH SOLE SOLE
ERICSSON L.M TEL CO ADR 294821400 28 300 SH SOLE SOLE
ETHAN ALLEN INTERIORS INC COM 297602104 394 15750 SH SOLE SOLE
EVANS & SUTHERLAND COMP CORP COM 299096107 233 20700 SH SOLE SOLE
EVERGREEN RES INC COM 299900308 152 6300 SH SOLE SOLE
EXCHANGE APPLICATIONS INC COM 300867108 323 6100 SH SOLE SOLE
EXODUS COMMS INC COM 302088109 126 900 SH SOLE SOLE
EXPEDITORS INTL WASH INC COM 302130109 4019 101100 SH SOLE SOLE
EXTENSITY INC COM 302255104 106 2200 SH SOLE SOLE
EXTREME NETWORKS INC COM 30226D106 379 4800 SH SOLE SOLE
EZCORP INC CL A COM 302301106 272 69100 SH SOLE SOLE
EXXON MOBIL CORP COM 30231G102 19612 251643 SH SOLE SOLE
FEI CO COM 30241L109 3807 126900 SH SOLE SOLE
FLIR SYS INC COM 302445101 854 92922 SH SOLE SOLE
FMC CORP COM 302491303 3074 54400 SH SOLE SOLE
FAB INDS INC COM 302747100 359 34600 SH SOLE SOLE
FAHNESTOCK VINER HLDGS INC COM 302921101 365 21700 SH SOLE SOLE
FAIRCHILD CORP CL A COM 303698104 255 37500 SH SOLE SOLE
FAIRMARKET INC COM 305158107 82 3600 SH SOLE SOLE
FALCON PRODS INC COM 306075102 1063 89012 SH SOLE SOLE
FARGO ELECTRONICS INC COM 30744P102 62 5100 SH SOLE SOLE
FARR CO COM 311648109 687 40250 SH SOLE SOLE
FASTENAL CO COM 311900104 3259 68075 SH SOLE SOLE
FED AGRIC MTG CORP CL C COM 313148306 539 34800 SH SOLE SOLE
FREDDIE MAC COM 313400301 1136 25700 SH SOLE SOLE
FANNIE MAE COM 313586109 7254 128252 SH SOLE SOLE
FED SIGNAL CORP COM 313855108 542 30000 SH SOLE SOLE
FEDERATED DEP COM 31410H101 4069 96300 SH SOLE SOLE
FEDT INVESTORS INC CL B COM 314211103 11 400 SH SOLE SOLE
FEDEX CORPORATION COM 31428X106 512 13200 SH SOLE SOLE
FIBERMARK INC COM 315646109 1057 81700 SH SOLE SOLE
FIFTH THIRD BANCORP COM 316773100 3571 56675 SH SOLE SOLE
FILENET CORP COM 316869106 7518 252700 SH SOLE SOLE
FINISAR CORP COM 31787A101 11465 78250 SH SOLE SOLE
FIRST AMERN FINL CORP CAL COM 318522307 1047 75100 SH SOLE SOLE
FIRST DATA CORP COM 319963104 6880 155050 SH SOLE SOLE
FIRST REP BK SAN FRAN CAL COM 336158100 305 15400 SH SOLE SOLE
1ST TENN NATL CORP COM 337162101 102 5000 SH SOLE SOLE
FIRST UN CORP COM 337358105 4612 123800 SH SOLE SOLE
FIRST WASH RLTY TR INC COM 337489504 213 11500 SH SOLE SOLE
FIRSTCITY LIQ TR COM 33762E108 1821 107095 SH SOLE SOLE
FIRSTAR CORPORATION COM 33763V109 849 37000 SH SOLE SOLE
FISERV INC COM 337738108 7496 201585 SH SOLE SOLE
FIRSTMERIT CORP COM 337915102 1484 80500 SH SOLE SOLE
FIRSTENERGY CORP COM 337932107 37 1800 SH SOLE SOLE
FLEET BOSTON FINL CORP COM 339030108 7505 205625 SH SOLE SOLE
FLEETWOOD ENTERPRISES INC COM 339099103 404 27400 SH SOLE SOLE
FLEXSTEEL INDS INC COM 339382103 368 30000 SH SOLE SOLE
FLOW INTL CORP COM 343468104 1438 122350 SH SOLE SOLE
FLOWERS INDS INC COM 343496105 1534 101000 SH SOLE SOLE
FLOWSERVE CORP COM 34354P105 126 9800 SH SOLE SOLE
FLUOR CORP COM 343861100 493 15900 SH SOLE SOLE
FOCAL INC COM 343909107 60 7500 SH SOLE SOLE
FOOTSTAR INC COM 344912100 2083 73740 SH SOLE SOLE
FORD MTR COM 345370100 11645 253500 SH SOLE SOLE
FOREST LAB INC COM 345838106 532 6300 SH SOLE SOLE
FOREST OIL CORP COM 346091606 1004 94450 SH SOLE SOLE
FORRESTER RESH INC COM 346563109 320 5900 SH SOLE SOLE
FT JAMES CORP COM 347471104 3117 141700 SH SOLE SOLE
FORTUNE BRANDS INC COM 349631101 2388 95500 SH SOLE SOLE
FOSSIL INC COM 349882100 72 3075 SH SOLE SOLE
FOSTER WHEELER CORP COM 350244109 69 10200 SH SOLE SOLE
FOUNDATION HEALTH SYS COM 350404109 1748 218450 SH SOLE SOLE
4 SEASONS HOTELS INC COM 35100E104 3216 71377 SH SOLE SOLE
FOX ENTMT GROUP INC CL A COM 35138T107 1395 46600 SH SOLE SOLE
FRKLN RES INC COM 354613101 30 900 SH SOLE SOLE
FREDS INC CL A COM 356108100 2321 152200 SH SOLE SOLE
FRENCH FRAGRANCES INC COM 357658103 80 10100 SH SOLE SOLE
FRIEDMAN BILLINGS RAMSEY GRP COM 358433100 1071 98500 SH SOLE SOLE
FRIEDMANS INC COM 358438109 388 63000 SH SOLE SOLE
FRITZ COMPANIES INC COM 358846103 1913 188900 SH SOLE SOLE
FULLER H B CO COM 359694106 371 9300 SH SOLE SOLE
FURNITURE BRANDS INTL INC COM 360921100 2907 154500 SH SOLE SOLE
GC COS INC COM 36155Q109 785 22600 SH SOLE SOLE
GP STRATEGIES CORP COM 36225V104 954 231200 SH SOLE SOLE
GPU INC COM 36225X100 430 15700 SH SOLE SOLE
GTE CORP COM 362320103 7448 104900 SH SOLE SOLE
GALILEO INTL INC COM 363547100 1408 58500 SH SOLE SOLE
GANNETT INC COM 364730101 1436 20400 SH SOLE SOLE
GAP INC COM 364760108 3619 72650 SH SOLE SOLE
GATEWAY INC COM 367626108 493 9300 SH SOLE SOLE
GAYLORD ENTMT CO COM 367905106 2607 96100 SH SOLE SOLE
GEHL CO COM 368483103 183 10000 SH SOLE SOLE
GELTEX PHARMA INC COM 368538104 581 34700 SH SOLE SOLE
GENE LOGIC INC COM 368689105 315 7500 SH SOLE SOLE
GENENTECH INC COM 368710406 12939 85122 SH SOLE SOLE
GENERAL DYNAMICS CORP COM 369550108 3284 66000 SH SOLE SOLE
GEN ELEC CO COM 369604103 54349 349228 SH SOLE SOLE
GENERAL MLS COM 370334104 51 1400 SH SOLE SOLE
GENERAL MTRS CORP COM 370442105 7375 89059 SH SOLE SOLE
GEN MTRS CORP CL H COM 370442832 2585 20761 SH SOLE SOLE
GENESCO INC COM 371532102 5213 397200 SH SOLE SOLE
GENESEE CORP CL B COM 371601204 376 17900 SH SOLE SOLE
GENTEX CORP COM 371901109 345 9300 SH SOLE SOLE
GENRAD INC COM 372447102 1090 88100 SH SOLE SOLE
GENTNER COMMS CORP COM 37245J105 101 5000 SH SOLE SOLE
GENZYME CORP COM 372917104 281 5600 SH SOLE SOLE
GEORGIA GULF CORP COM 373200203 335 12900 SH SOLE SOLE
GEORGIA PACIFIC GROUP COM 373298108 3535 89350 SH SOLE SOLE
GA PAC CORP COM-TIMBER GRP COM 373298702 1749 68250 SH SOLE SOLE
GERBER SCIENTIFIC INC COM 373730100 1823 94400 SH SOLE SOLE
GETTY IMAGES INC COM 374276103 978 27200 SH SOLE SOLE
GETTY RLTY CORP COM 374297109 348 30900 SH SOLE SOLE
GILEAD SCI INC COM 375558103 1204 19000 SH SOLE SOLE
GILLETTE CO COM 375766102 3761 99800 SH SOLE SOLE
GLAXO WELLCOME PLC ADR 37733W105 516 9000 SH SOLE SOLE
GLOBAL INDS LTD COM 379336100 600 41000 SH SOLE SOLE
GLOBECOMM SYS INC COM 37956X103 99 3700 SH SOLE SOLE
GLBSPAN SEMICONDUCTOR COM 379571102 387 3800 SH SOLE SOLE
GOLDEN WEST FINL CORP COM 381317106 692 22200 SH SOLE SOLE
GOLDMAN SACHS GROUP INC COM 38141G104 495 4700 SH SOLE SOLE
GOTTSCHALKS INC COM 383485109 530 100900 SH SOLE SOLE
GRACE W R & CO COM 38388F108 2280 177100 SH SOLE SOLE
GRACO INC COM 384109104 226 7800 SH SOLE SOLE
GRANDETEL TECHN INC CL A COM 386560205 4 3955 SH SOLE SOLE
GRANITE CONST INC COM 387328107 629 23300 SH SOLE SOLE
GNT PRIDECO INC COM 38821G101 625 33100 SH SOLE SOLE
GREAT ATLANTIC & PACTEA INC COM 390064103 137 7000 SH SOLE SOLE
GREIF BROS CORP CL A COM 397624107 889 27900 SH SOLE SOLE
GREY WOLF INC COM 397888108 65 16450 SH SOLE SOLE
GRIC COMMS INC COM 398081109 233 6900 SH SOLE SOLE
GRIFFON CORP COM 398433102 406 52000 SH SOLE SOLE
GRUPO TELEVISA ADR 40049J206 816 12000 SH SOLE SOLE
GTECH HLDGS COM 400518106 46 2500 SH SOLE SOLE
GUEST SUP INC COM 401630108 105 5900 SH SOLE SOLE
GUIDANT CORP COM 401698105 1772 30100 SH SOLE SOLE
HNC SOFTWARE INC COM 40425P107 850 11800 SH SOLE SOLE
HS RES INC COM 404297103 1830 86650 SH SOLE SOLE
HADCO CORP COM 404681108 1437 22150 SH SOLE SOLE
HALLIBURTON CO COM 406216101 2437 59250 SH SOLE SOLE
HALLWOOD ENERGY CORP COM 40636X105 394 90000 SH SOLE SOLE
HANCOCK JOHN FINL SVCS INC COM 41014S106 2755 152550 SH SOLE SOLE
HANNA M A CO COM 410522106 750 66300 SH SOLE SOLE
HANOVER COMPRESSOR CO COM 410768105 1268 22300 SH SOLE SOLE
ADR HANSON PLC ADR 411352404 11 300 SH SOLE SOLE
HARBINGER CORP COM 41145C103 524 18000 SH SOLE SOLE
HARCOURT GEN INC COM 41163G101 2216 59500 SH SOLE SOLE
HARLAND JOHN H CO COM 412693103 1067 79050 SH SOLE SOLE
HARLEY DAVIDSON INC COM 412822108 7414 93400 SH SOLE SOLE
HARMAN INTL INDS INC COM 413086109 354 5900 SH SOLE SOLE
HARMON INDS INC COM 413136102 575 31750 SH SOLE SOLE
HARRAHS ENTMT INC COM 413619107 95 5100 SH SOLE SOLE
HARRIS CORP COM 413875105 1241 35900 SH SOLE SOLE
HARSCO CORP COM 415864107 90 3100 SH SOLE SOLE
HARTFRD FINL SVCS GRP INC COM 416515104 6678 126600 SH SOLE SOLE
HASBRO INC SHS COM 418056107 413 24750 SH SOLE SOLE
HAVEN BANCORP INC COM 419352109 541 34600 SH SOLE SOLE
HAVERTY FURNITURE COS INC COM 419596101 451 42400 SH SOLE SOLE
HAWAIIAN AIRLS INC COM 419849104 609 256600 SH SOLE SOLE
HAWK CORP CL A COM 420089104 314 59800 SH SOLE SOLE
HEALTHCARE SVCS GROUP INC COM 421906108 338 62200 SH SOLE SOLE
HEALTHCARE RLTY TR COM 421946104 2483 148250 SH SOLE SOLE
HLTH MGMT SYS INC COM 42219M100 315 65400 SH SOLE SOLE
HEARST-ARGYLE T V INC COM 422317107 2139 91500 SH SOLE SOLE
HEARTLAND EXPRESS INC COM 422347104 240 17108 SH SOLE SOLE
HEICO CORP NEW CL A COM 422806208 115 8200 SH SOLE SOLE
HEIDRICK & STRUGGLES INTL COM 422819102 221 5500 SH SOLE SOLE
HEINZ H J CO COM 423074103 340 9750 SH SOLE SOLE
HELIX TECH CORP COM 423319102 2366 39400 SH SOLE SOLE
HELLER FINL INC COM 423328103 106 4600 SH SOLE SOLE
HELMERICH & PAYNE INC COM 423452101 896 28900 SH SOLE SOLE
HERCULES INC VTG COM 427056106 2115 131178 SH SOLE SOLE
HERTZ CORPORATION COM 428040109 525 15400 SH SOLE SOLE
HEWLETT PACKARD CO COM 428236103 7953 59850 SH SOLE SOLE
HEWLETT PACKARD CO CONV 428236AC7 612 800000 SH SOLE SOLE
HI SPEED ACCESS CORP COM 42979U102 252 19300 SH SOLE SOLE
HOLLINGER INTL INC CL A COM 435569108 2206 205200 SH SOLE SOLE
HOLLYWOOD ENTMT COM 436141105 50 6200 SH SOLE SOLE
HOME DEPOT COM 437076102 35488 550209 SH SOLE SOLE
HOMELAND HLDG CORP COM 43739T104 162 37100 SH SOLE SOLE
HOMEGROCER COM INC COM 43740K100 386 37200 SH SOLE SOLE
HOMESEEKERS COM INC COM 437605108 148 9600 SH SOLE SOLE
HONEYWELL INTL INC COM 438516106 5176 98232 SH SOLE SOLE
HORACE MANN EDU CORP COM 440327104 433 23500 SH SOLE SOLE
HORIZON OFFSHORE INC COM 44043J105 165 17800 SH SOLE SOLE
HOT TOPIC INC COM 441339108 266 7600 SH SOLE SOLE
HOTEL RESERVS NETWORK INC COM 441451101 188 10600 SH SOLE SOLE
HSEHD INTL INC COM 441815107 5474 146710 SH SOLE SOLE
HUDSON CY BANCORP INC COM 443683107 285 19500 SH SOLE SOLE
HUDSON RIV BANCORP INC COM 444128102 420 42000 SH SOLE SOLE
HUDSON UNITED BANCORP COM 444165104 451 20817 SH SOLE SOLE
HUGHES SUPPLY INC COM 444482103 64 4100 SH SOLE SOLE
HUMAN GENOME SCIENCES INC COM 444903108 689 8300 SH SOLE SOLE
HUNT CORP COM 445591100 582 65100 SH SOLE SOLE
HUNT J B TRANS SVCS INC COM 445658107 127 9300 SH SOLE SOLE
HUSSMANN INTL INC COM 448110106 4649 366400 SH SOLE SOLE
HUTCHINSON TECHNOLOGY INC COM 448407106 42 2400 SH SOLE SOLE
HUTTIG BLDG PRODS INC COM 448451104 312 69400 SH SOLE SOLE
ICN PHARMA INC COM 448924100 2409 88400 SH SOLE SOLE
IDT CORP COM 448947101 315 7600 SH SOLE SOLE
HYPERION SOLS CORP COM 44914M104 1989 61200 SH SOLE SOLE
IBP INC COM 449223106 66 4200 SH SOLE SOLE
ICG COMMS INC COM 449246107 1683 46600 SH SOLE SOLE
ICT GROUP INC COM 44929Y101 285 42600 SH SOLE SOLE
IDEC PHARMA CORP COM 449370105 688 7000 SH SOLE SOLE
IMC GLOBAL INC COM 449669100 705 48000 SH SOLE SOLE
IMS HEALTH INC COM 449934108 1863 110000 SH SOLE SOLE
IRI INTL CORP COM 45004F107 1258 133250 SH SOLE SOLE
ISS GROUP INC COM 450306105 384 3300 SH SOLE SOLE
I-STAT CORP COM 450312103 658 41300 SH SOLE SOLE
ITI TECHNOLOGIES INC COM 450564109 735 24700 SH SOLE SOLE
ITT INDUSTRIES INC COM 450911102 2358 75900 SH SOLE SOLE
IDACORP INC COM 451107106 539 15500 SH SOLE SOLE
IDEX CORP COM 45167R104 98 3600 SH SOLE SOLE
IKON OFFICE SOL COM 451713101 785 126900 SH SOLE SOLE
ILEX ONCOLOGY INC COM 451923106 878 20900 SH SOLE SOLE
ILL TOOL WKS INC COM 452308109 2414 43700 SH SOLE SOLE
IMATION CORP COM 45245A107 133 5000 SH SOLE SOLE
IMAX CORP COM 45245E109 865 40100 SH SOLE SOLE
IMMERSION CORP COM 452521107 1515 25250 SH SOLE SOLE
IMMUNEX CORP COM 452528102 330 5200 SH SOLE SOLE
IMPATH INC COM 45255G101 125 3400 SH SOLE SOLE
IMMUNOMEDICS INC COM 452907108 387 15000 SH SOLE SOLE
IN FOCUS SYS INC COM 452919103 1775 49550 SH SOLE SOLE
INAMED CORP COM 453235103 604 12200 SH SOLE SOLE
INCO LTD CAD COM 453258402 92 5000 SH SOLE SOLE
INCYTE PHARMA INC COM 45337C102 10003 114405 SH SOLE SOLE
INDUSTRI-MATEMATIK INTL CORP COM 455792101 971 71300 SH SOLE SOLE
INFINITY BROADCASTING CORP COM 45662S102 275 8500 SH SOLE SOLE
INFORMATICA CORP COM 45666Q102 346 4500 SH SOLE SOLE
INFORMATION HLDGS INC COM 456727106 348 11100 SH SOLE SOLE
INFORMIX CORP COM 456779107 5167 305050 SH SOLE SOLE
ING GROEP ADR 456837103 715 13000 SH SOLE SOLE
INGERSOLL-RAND COM 456866102 1196 27025 SH SOLE SOLE
INFORMATION RES INC COM 456905108 342 42800 SH SOLE SOLE
INHALE THERAPEUTIC SYS INC COM 457191104 790 10600 SH SOLE SOLE
INKTOMI CORP COM 457277101 605 3100 SH SOLE SOLE
INNERDYNE INC COM 45764D102 87 14200 SH SOLE SOLE
INPUT/OUTPUT INC COM 457652105 852 139100 SH SOLE SOLE
INSIGHT ENTERPRISES INC COM 45765U103 383 10500 SH SOLE SOLE
INSO CORP COM 457674109 68 5000 SH SOLE SOLE
INSIGHT COMMS INC CL A COM 45768V108 2496 121000 SH SOLE SOLE
INSILICON CORP COM 45769H108 49 3100 SH SOLE SOLE
INTEGRATED MEASURE SYS INC COM 457923100 782 38500 SH SOLE SOLE
INSWEB CORP COM 45809K103 103 10700 SH SOLE SOLE
INTEGRAL SYS INC COM 45810H107 284 6300 SH SOLE SOLE
INTEGRATED DEVICE TECH INC COM 458118106 927 23400 SH SOLE SOLE
INTEL CORP COM 458140100 56678 429582 SH SOLE SOLE
INTERCEPT GROUP INC COM 45845L107 201 7800 SH SOLE SOLE
INTERDENT INC COM 45865R109 421 82050 SH SOLE SOLE
INTERFACE INC CL A COM 458665106 1724 405600 SH SOLE SOLE
INTERDIGITAL COMMS CORP COM 45866A105 738 29500 SH SOLE SOLE
INTERGRAPH CORP COM 458683109 62 7000 SH SOLE SOLE
INTERIM SVCS INC COM 45868P100 1619 87200 SH SOLE SOLE
INTERMEDIA COMM INC COM 458801107 3358 69500 SH SOLE SOLE
INTERMUNE PHARMA INC COM 45885B100 389 19500 SH SOLE SOLE
INTL BUSINESS MACH CORP COM 459200101 19674 166725 SH SOLE SOLE
INTL FLAVORS & FRAG INC COM 459506101 463 13200 SH SOLE SOLE
INTL HOME FOODS INC COM 459655106 1848 115500 SH SOLE SOLE
INTL GAME TECH COM 459902102 280 12900 SH SOLE SOLE
INTL MULTIFOODS CORP COM 460043102 1315 98300 SH SOLE SOLE
INTL PAPER CO COM 460146103 5717 133735 SH SOLE SOLE
INTL RECTIFIER CORP COM 460254105 1576 41350 SH SOLE SOLE
INTERNET PICTURES CORP COM 46059S101 244 7200 SH SOLE SOLE
INTERPORE INTL COM 46062W107 209 25000 SH SOLE SOLE
INTERPUBLIC COM 460690100 860 18200 SH SOLE SOLE
INTERSIL HLDG CORP CL A COM 46069S109 1034 20000 SH SOLE SOLE
INTRANET SOLUTIONS INC COM 460939309 483 10500 SH SOLE SOLE
INTERTAN INC COM 461120107 975 70900 SH SOLE SOLE
INTERVOICE INC COM 461142101 1935 67000 SH SOLE SOLE
INTERWORLD CORP COM 46114Q108 887 15700 SH SOLE SOLE
INTERVU INC COM 46114R106 351 3900 SH SOLE SOLE
INTIMATE BRANDS INC CL A COM 461156101 3802 92300 SH SOLE SOLE
INTUIT COM 461202103 582 10700 SH SOLE SOLE
INVACARE CORP COM 461203101 669 24400 SH SOLE SOLE
INVT TECH GROUP INC COM 46145F105 1245 35306 SH SOLE SOLE
INVITROGEN CORP COM 46185R100 285 4900 SH SOLE SOLE
IOMEGA CORP COM 462030107 464 121600 SH SOLE SOLE
IRON MTN INC COM 462846106 2466 72400 SH SOLE SOLE
ISOLYSER INC COM 464888106 1098 214200 SH SOLE SOLE
I2 TECHNOLOGIES INC COM 465754109 49 400 SH SOLE SOLE
IVAX CORPORATION COM 465823102 361 13250 SH SOLE SOLE
J & J SNACK FOODS CORP COM 466032109 1200 60400 SH SOLE SOLE
JDS UNIPHASE CORP COM 46612J101 10921 90580 SH SOLE SOLE
JABIL CIRCUIT INC COM 466313103 2491 57600 SH SOLE SOLE
JACK IN BOX INC COM 466367109 938 44000 SH SOLE SOLE
JACOBSON STORES INC COM 469834105 311 63700 SH SOLE SOLE
JASON INC COM 471171108 1385 131905 SH SOLE SOLE
JEFFERIES GROUP INC COM 472319102 888 38800 SH SOLE SOLE
JEFFERSON PILOT CORP COM 475070108 413 6200 SH SOLE SOLE
JOHNSON & JOHNSON COM 478160104 15671 223075 SH SOLE SOLE
JOHNSON CTLS INC COM 478366107 670 12400 SH SOLE SOLE
JONES APPAREL GROUP INC COM 480074103 5136 162400 SH SOLE SOLE
JONES LANG LASALLE INC COM 48020Q107 217 14000 SH SOLE SOLE
JONES PHARMA INC COM 480236108 1464 48200 SH SOLE SOLE
JOS A BK CLOTHIERS INC COM 480838101 300 75000 SH SOLE SOLE
JUNIPER NETWORKS INC COM 48203R104 2529 9596 SH SOLE SOLE
KLA INSTRUMENTS CORP COM 482480100 2064 24500 SH SOLE SOLE
K MART CORP COM 482584109 605 62500 SH SOLE SOLE
K TRON INTL INC COM 482730108 1035 64157 SH SOLE SOLE
K2 INC COM 482732104 1892 238350 SH SOLE SOLE
K.V PHARMACEUTICAL CL A COM 482740206 4694 174662 SH SOLE SOLE
KAMAN CORP CL A COM 483548103 1463 150000 SH SOLE SOLE
KANEB SVCS INC COM 484170105 1103 200550 SH SOLE SOLE
KS CY SOUTHN INDS INC COM 485170104 7408 86200 SH SOLE SOLE
KATY INDS INC COM 486026107 267 29100 SH SOLE SOLE
KAUFMAN & BROAD HOME CORP COM 486168107 2862 133500 SH SOLE SOLE
KEANE INC COM 486665102 2236 88550 SH SOLE SOLE
KEEBLER FOODS CO COM 487256109 120 4200 SH SOLE SOLE
KEITHLEY INSTRS INC COM 487584104 281 5900 SH SOLE SOLE
KELLOGG CO COM 487836108 353 13700 SH SOLE SOLE
KELLWOOD CO COM 488044108 422 24000 SH SOLE SOLE
KELLY SERVICES INC COM 488152208 888 37100 SH SOLE SOLE
KEMET CORP COM 488360108 620 9800 SH SOLE SOLE
KENNAMETAL INC COM 489170100 3287 109325 SH SOLE SOLE
KENNEDY WILSON INC COM 489399204 250 45000 SH SOLE SOLE
KENT ELECTRS CORP COM 490553104 188 6450 SH SOLE SOLE
KERR MCGEE CORP COM 492386107 2818 48789 SH SOLE SOLE
KEYSPAN CORPORATION COM 49337W100 2931 106114 SH SOLE SOLE
KEYSTONE AUTO INDS INC COM 49338N109 1 100 SH SOLE SOLE
KIMBERLY CLARK CORP COM 494368103 4879 87020 SH SOLE SOLE
KINDER MORGAN ENERGY PRTNS COM 494550106 129 3250 SH SOLE SOLE
KINDER MORGAN INC COM 49455P101 4212 122100 SH SOLE SOLE
KING PHARMAS INC COM 495582108 1525 48400 SH SOLE SOLE
KNIGHT RIDDER INC COM 499040103 1924 37550 SH SOLE SOLE
KNIGHT TRANSN INC COM 499064103 166 9500 SH SOLE SOLE
KNIGHT/TRIMARK GROUP INC COM 499068104 2050 40200 SH SOLE SOLE
KOHLS CORP COM 500255104 13079 127600 SH SOLE SOLE
KOLLMORGEN CORP COM 500440102 472 34300 SH SOLE SOLE
KONINKLIJKE PHILIPS ELECTRS ADR 500472204 2639 15406 SH SOLE SOLE
KOPIN CORP COM 500600101 206 3000 SH SOLE SOLE
KORN FERRY INTL COM 500643200 6 200 SH SOLE SOLE
KRAUSES FURNITURE INC COM 500760202 239 61700 SH SOLE SOLE
KROGER CO COM 501044101 1463 83300 SH SOLE SOLE
KULICKE & SOFFA INDSINC COM 501242101 6028 94100 SH SOLE SOLE
LASMO PLC ADR 501730204 1 200 SH SOLE SOLE
LSI LOGIC CORP COM 502161102 1482 20400 SH SOLE SOLE
LTX CORP COM 502392103 1527 33800 SH SOLE SOLE
L-3 COMMS HLDG CORP COM 502424104 1075 20700 SH SOLE SOLE
LABOR READY INC COM 505401208 235 23750 SH SOLE SOLE
LABONE INC COM 50540L105 38 5750 SH SOLE SOLE
LAB CORP AMER HLDGS COM 50540R102 952 224000 SH SOLE SOLE
LABRANCHE & CO INC COM 505447102 376 29600 SH SOLE SOLE
LAFARGE CORP COM 505862102 1026 43220 SH SOLE SOLE
LAM RESH CORP COM 512807108 158 3500 SH SOLE SOLE
LAMSON & SESSIONS CO COM 513696104 1145 154000 SH SOLE SOLE
LANDAUER INC COM 51476K103 1139 62400 SH SOLE SOLE
LANDAMERICA FINL GRP COM 514936103 114 5900 SH SOLE SOLE
LASERSIGHT INC COM 517924106 1835 279570 SH SOLE SOLE
LATITUDE COMMS INC COM 518292107 394 15000 SH SOLE SOLE
LATTICE SEMICONDUCTOR CORP COM 518415104 650 9600 SH SOLE SOLE
LAUNCH MEDIA INC COM 518567102 63 4000 SH SOLE SOLE
LEAR CORP COM 521865105 2662 94650 SH SOLE SOLE
LEARNING TREE INTL COM 522015106 440 12400 SH SOLE SOLE
LECHTERS INC COM 523238103 123 75400 SH SOLE SOLE
LEE ENTERPRISES INC COM 523768109 607 23243 SH SOLE SOLE
LEGATO SYS INC COM 524651106 4387 98300 SH SOLE SOLE
LEGGETT & PLATT INC COM 524660107 301 14000 SH SOLE SOLE
LEHMAN BROS COM 524908100 5364 55300 SH SOLE SOLE
LENNAR CORP COM 526057104 2982 137500 SH SOLE SOLE
LEVEL 8 SYS INC COM 52729M102 767 16400 SH SOLE SOLE
LEVEL 3 COMMS INC COM 52729N100 497 4700 SH SOLE SOLE
LEXMARK INTL GRP INC COM 529771107 3839 36300 SH SOLE SOLE
LIBERTY DIGITAL INC CL A COM 530436104 1309 34000 SH SOLE SOLE
LIFETIME HOAN CORP COM 531926103 189 25800 SH SOLE SOLE
LIFECORE BIOMEDICAL INC COM 532187101 344 37200 SH SOLE SOLE
LIFEMINDERS COM 53219H108 2260 33300 SH SOLE SOLE
LIGHTBRIDGE INC COM 532226107 192 8200 SH SOLE SOLE
ELI LILLY & CO COM 532457108 8868 141600 SH SOLE SOLE
LIMITED INC COM 532716107 4305 102200 SH SOLE SOLE
LINCARE HLDGS INC COM 532791100 1044 36800 SH SOLE SOLE
LINCOLN NAT SHS COM 534187109 606 18100 SH SOLE SOLE
LINEAR CORP COM 535678106 10879 197800 SH SOLE SOLE
LINENS N THINGS INC COM 535679104 462 13500 SH SOLE SOLE
LITTELFUSE INC COM 537008104 125 3400 SH SOLE SOLE
LITTON IND INC COM 538021106 13 300 SH SOLE SOLE
LIZ CLAIBORNE INC COM 539320101 518 11300 SH SOLE SOLE
LOCKHEED MARTIN CORP COM 539830109 2937 143700 SH SOLE SOLE
LOEWS CORP COM 540424108 1141 22825 SH SOLE SOLE
LONDON PAC GRP LTD ADR 542073101 1297 55800 SH SOLE SOLE
LONGS DRUG STORES CORP COM 543162101 594 26100 SH SOLE SOLE
LONGVIEW FIBRE CO COM 543213102 2267 153700 SH SOLE SOLE
LOUIS DREYFUS NAT GAS CORP COM 546011107 187 5500 SH SOLE SOLE
LOUISIANA PAC CORP COM 546347105 376 27100 SH SOLE SOLE
LOWE'S COS INC COM 548661107 4676 80100 SH SOLE SOLE
LUBRIZOL CORP COM 549271104 3339 115900 SH SOLE SOLE
LUBYS INC COM 549282101 476 50400 SH SOLE SOLE
LUCENT TECHNOLOGIES INC COM 549463107 11522 188120 SH SOLE SOLE
LUFKIN INDS INC COM 549764108 305 21000 SH SOLE SOLE
LUMINANT WORLWIDE CORP COM 550260103 58 3500 SH SOLE SOLE
LYCOS INC COM 550818108 14 200 SH SOLE SOLE
LYDALL INC COM 550819106 885 101100 SH SOLE SOLE
M & F WORLDWIDE CORP COM 552541104 1248 285200 SH SOLE SOLE
MBIA INC COM 55262C100 3074 59050 SH SOLE SOLE
MBNA CORP COM 55262L100 4584 179750 SH SOLE SOLE
MDC CORP COM 55267W309 473 40700 SH SOLE SOLE
MCI WORLDCOM INC COM 55268B106 14862 327980 SH SOLE SOLE
MDSI MOBILE DATA SOLS INC COM 55268N100 71 1500 SH SOLE SOLE
MEMC ELECTR MATLS INC COM 552715104 4124 204900 SH SOLE SOLE
MFC BANCORP LTD COM 55271X103 1190 164145 SH SOLE SOLE
MGC COMMUNICATIONS INC COM 552763302 1280 17900 SH SOLE SOLE
MGIC INVT CORP COM 552848103 3935 90200 SH SOLE SOLE
MGM GRAND INC COM 552953101 115 4800 SH SOLE SOLE
M/I SCHOTTENSTEIN HMS INC COM 55305B101 506 32000 SH SOLE SOLE
MKS INSTRS INC COM 55306N104 1439 28500 SH SOLE SOLE
MSC INDL DIRECT INC CL A COM 553530106 619 34400 SH SOLE SOLE
MSC SOFTWARE CORP COM 553531104 1808 153100 SH SOLE SOLE
M S CARRIERS INC COM 553533100 153 6500 SH SOLE SOLE
MACROVISION CORP COM 555904101 1921 22300 SH SOLE SOLE
MAGNA ENTERTAINMENT CL-A COM 559211107 1 400 SH SOLE SOLE
MAGNA INTL INC CL A COM 559222401 12 300 SH SOLE SOLE
MAGNETEK INC COM 559424106 2678 297600 SH SOLE SOLE
MAIL-WELL INC COM 560321200 73 8400 SH SOLE SOLE
MALLINCKRODT INC COM 561232109 1360 47300 SH SOLE SOLE
MANDALAY RESORT GRP COM 562567107 1642 97300 SH SOLE SOLE
MANHATTAN ASSOCS INC COM 562750109 151 4400 SH SOLE SOLE
MANOR CARE INC COM 564055101 1677 124200 SH SOLE SOLE
MANPOWER INC COM 56418H100 160 4500 SH SOLE SOLE
MANUF HOME CMNTYS INC COM 564682102 278 12000 SH SOLE SOLE
MAPINFO CORP COM 565105103 74 1900 SH SOLE SOLE
MARCHFIRST INC COM 566244109 162 4531 SH SOLE SOLE
MARIMBA INC COM 56781Q109 706 16000 SH SOLE SOLE
MARINE DRILLING COS INC COM 568240204 8540 311250 SH SOLE SOLE
MARK IV INDS INC COM 570387100 1414 64100 SH SOLE SOLE
MARKEL CORP HOLDING CO COM 570535104 43 295 SH SOLE SOLE
MARKETING SVCS GROUP INC COM 570907105 486 27400 SH SOLE SOLE
MARSH & MCLENNAN COS INC COM 571748102 4446 40300 SH SOLE SOLE
MARSH SUPERMARKETS INC CL B COM 571783208 297 33000 SH SOLE SOLE
MARSH SUPERMARKETS INC CL A COM 571783307 229 15700 SH SOLE SOLE
MARSHALL & ILSLEY CORP COM 571834100 3214 55650 SH SOLE SOLE
MARRIOTT INTL INC COM 571903202 2350 74600 SH SOLE SOLE
MARTEN TRANS LTD COM 573075108 340 24050 SH SOLE SOLE
MARTIN MARIETTA MATLS INC COM 573284106 2328 49000 SH SOLE SOLE
MASCO CORP COM 574599106 1915 93400 SH SOLE SOLE
MASSBANK CORP READING MASS COM 576152102 326 11885 SH SOLE SOLE
MASTEC INC COM 576323109 401 4500 SH SOLE SOLE
MATL SCIENCES CORP COM 576674105 1110 82250 SH SOLE SOLE
MATRIX SVC CO COM 576853105 533 98000 SH SOLE SOLE
MATSUSHITA ELEC INDL CO ADR 576879209 1394 4600 SH SOLE SOLE
MATTEL INC COM 577081102 2620 249500 SH SOLE SOLE
MAXIM INTEGRATED PRODCTS INC COM 57772K101 398 5600 SH SOLE SOLE
MAXIM PHARMAS INC COM 57772M107 441 9400 SH SOLE SOLE
MAY DEPT STORES CO COM 577778103 2028 71175 SH SOLE SOLE
MAXX PETE LTD COM 57777D201 82 28600 SH SOLE SOLE
MAVERICK TUBE CORP COM 577914104 370 11400 SH SOLE SOLE
MAXIMUS INC COM 577933104 232 7600 SH SOLE SOLE
MAYTAG CORP COM 578592107 431 13000 SH SOLE SOLE
MAZEL STORES INC COM 578792103 311 32700 SH SOLE SOLE
MCCORMICK & CO INC COM 579780206 152 4700 SH SOLE SOLE
MC DERMOTT INTL INC COM 580037109 847 92200 SH SOLE SOLE
MC DONALDS CORP COM 580135101 736 19700 SH SOLE SOLE
MCGRAW-HILL COM 580645109 123 2700 SH SOLE SOLE
MCKESSON HBOC INC COM 58155Q103 767 36500 SH SOLE SOLE
MCLEOD USA INC CL A COM 582266102 2324 27400 SH SOLE SOLE
MCNAUGHTON APPAREL GRP INC COM 582524104 169 20500 SH SOLE SOLE
MCWHORTER TECHS INC COM 582803102 274 22800 SH SOLE SOLE
MEAD CORP COM 582834107 21 600 SH SOLE SOLE
MEADOW VY CORP COM 583185103 271 70000 SH SOLE SOLE
MEASUREMENT SPECIALTIES INC COM 583421102 372 14700 SH SOLE SOLE
MEDAREX INC COM 583916101 307 6100 SH SOLE SOLE
MEDIA GEN INC CL A COM 584404107 2886 55100 SH SOLE SOLE
MEDIAONE GROUP INC COM 58440J104 2965 36600 SH SOLE SOLE
MEDIA 100 INC COM 58440W105 432 12400 SH SOLE SOLE
MEDIA METRIX INC COM 58440X103 1854 44150 SH SOLE SOLE
MEDIAPLEX INC COM 58446B105 192 3700 SH SOLE SOLE
MED RES INC COM 58461Q409 35 136100 SH SOLE SOLE
MEDICALOGIC INC COM 584642102 466 26800 SH SOLE SOLE
MEDIMMUNE INC COM 584699102 2812 16150 SH SOLE SOLE
MEDQUIST INC COM 584949101 1044 38400 SH SOLE SOLE
MEDTRONIC INC COM 585055106 9650 187600 SH SOLE SOLE
MELLON FINANCIAL CORP COM 58551A108 2634 88550 SH SOLE SOLE
MEN S WEARHOUSE INC COM 587118100 889 30000 SH SOLE SOLE
MENTOR CORP COM 587188103 729 27000 SH SOLE SOLE
MENTOR GRAPHICS CORP COM 587200106 2173 143700 SH SOLE SOLE
MERCK & CO NPV COM 589331107 10741 172900 SH SOLE SOLE
MEREDITH CORP COM 589433101 2758 99600 SH SOLE SOLE
MERISTAR HTLS & RESORTS INC COM 589988104 112 38000 SH SOLE SOLE
MERITOR SVGS BK COM 590007100 788 525000 SH SOLE SOLE
MERITOR AUTOMOTIVE INC COM 59000G100 1820 115100 SH SOLE SOLE
MERIX CORP COM 590049102 235 10100 SH SOLE SOLE
MERRILL LYNCH & CO INC COM 590188108 735 7000 SH SOLE SOLE
MESTEK INC COM 590829107 505 28800 SH SOLE SOLE
METAMOR WORLDWIDE INC COM 59133P100 40 1400 SH SOLE SOLE
METRIS COS INC COM 591598107 1637 42100 SH SOLE SOLE
METRO-GOLDWYN-MAYER INC COM 591610100 125 4900 SH SOLE SOLE
METROMEDIA FIBER NET INC COM 591689104 29 300 SH SOLE SOLE
METTLER-TOLEDO INTL INC COM 592688105 675 16500 SH SOLE SOLE
MICHAEL FOODS INC COM 594079105 1079 51400 SH SOLE SOLE
MICHAELS STORES INC COM 594087108 2800 68700 SH SOLE SOLE
MICROS SYS INC COM 594901100 724 11500 SH SOLE SOLE
MICROSOFT CORP COM 594918104 43302 407550 SH SOLE SOLE
MICROCHIP TECH INC COM 595017104 26716 406334 SH SOLE SOLE
MICRON ELECTRONICS INC COM 595100108 490 35000 SH SOLE SOLE
MICRON TECH INC COM 595112103 290 2300 SH SOLE SOLE
MIDAS INC COM 595626102 1466 61100 SH SOLE SOLE
MILACRON INC COM 598709103 1920 133000 SH SOLE SOLE
MILLENNIUM PHARMA INC COM 599902103 592 4562 SH SOLE SOLE
MILLIPORE CORP COM 601073109 463 8200 SH SOLE SOLE
MINERALS TECHN INC COM 603158106 312 7000 SH SOLE SOLE
MINIMED INC COM 60365K108 2959 22850 SH SOLE SOLE
MINNESOTA MNG&MFG COM 604059105 4499 50800 SH SOLE SOLE
MINNTECH CORP COM 604258103 225 30000 SH SOLE SOLE
MISSION CRITICAL SFTWARE INC COM 605047109 844 13800 SH SOLE SOLE
MITEL CORP COM 606711109 7 300 SH SOLE SOLE
MOBILE MINI INC COM 60740F105 98 5000 SH SOLE SOLE
MODIS PROF SVCS INC COM 607830106 903 73000 SH SOLE SOLE
MOLDFLOW CORP COM 608507109 933 55100 SH SOLE SOLE
MOLEX INC COM 608554101 29 500 SH SOLE SOLE
MOLEX INC CL A COM 608554200 11847 266975 SH SOLE SOLE
MONRO MUFFLER BRAKE INC COM 610236101 1369 164700 SH SOLE SOLE
PHARMACIA CORP COM 611662107 397 7700 SH SOLE SOLE
MONY GROUP INC COM 615337102 3503 108400 SH SOLE SOLE
MOORE BENJAMIN & CO COM 615649100 1455 49961 SH SOLE SOLE
MORGAN J P & CO INC COM 616880100 4493 34100 SH SOLE SOLE
MORGAN KEEGAN INC COM 617410105 595 34500 SH SOLE SOLE
MORGAN STANLEY DEAN WITTER COM 617446448 19799 238904 SH SOLE SOLE
MORRISON KNUDSEN CORP COM 61844A109 1424 193050 SH SOLE SOLE
MORRISON MGMT SPECIALISTS INC COM 618459101 172 6200 SH SOLE SOLE
MOTOROLA INC COM 620076109 7120 48770 SH SOLE SOLE
MP3.COM INC COM 62473M109 305 14500 SH SOLE SOLE
MURPHY OIL CORP COM 626717102 1049 18200 SH SOLE SOLE
MUSICLAND STORES CORP COM 62758B109 896 140500 SH SOLE SOLE
MYERS INDS INC COM 628464109 547 45600 SH SOLE SOLE
MYLAN LAB INC COM 628530107 3322 120800 SH SOLE SOLE
MYRIAD GENETICS COM 62855J104 36 600 SH SOLE SOLE
MYPOINTS.COM INC COM 62855T102 362 13500 SH SOLE SOLE
NABI COM 628716102 540 80000 SH SOLE SOLE
NCO GROUP INC COM 628858102 537 16800 SH SOLE SOLE
NCR CORPORATION COM 62886E108 104 2600 SH SOLE SOLE
NS GROUP INC COM 628916108 230 14100 SH SOLE SOLE
NN BALL & ROLLER INC COM 629305103 201 18500 SH SOLE SOLE
NTL INC COM 629407107 42 450 SH SOLE SOLE
NVR INC COM 62944T105 400 7400 SH SOLE SOLE
NABISCO HLDG CORP CL A COM 629526104 2541 78800 SH SOLE SOLE
NABISCO GROUP HOLDINGS COM 62952P102 370 30700 SH SOLE SOLE
NABORS IND INC COM 629568106 3031 78099 SH SOLE SOLE
NACCO INDS CL A COM 629579103 101 2100 SH SOLE SOLE
NASH FINCH CO COM 631158102 1310 161200 SH SOLE SOLE
NASHUA CORP COM 631226107 683 81500 SH SOLE SOLE
NATCO GROUP INC CL A COM 63227W203 100 9500 SH SOLE SOLE
NATL CY CORP COM 635405103 14410 698650 SH SOLE SOLE
NATIONAL FUEL GAS CO COM 636180101 508 11400 SH SOLE SOLE
NATIONAL-OILWELL INC COM 637071101 5604 181500 SH SOLE SOLE
NAT SEMICOND COM 637640103 851 14000 SH SOLE SOLE
NATIONAL SVC INDS INC COM 637657107 34 1600 SH SOLE SOLE
NATIONWIDE FINL SVCS INC COM 638612101 146 5000 SH SOLE SOLE
NAUTICA ENTERPRISES INC COM 639089101 1344 114400 SH SOLE SOLE
NAVISTAR INTL CORP COM 63934E108 3708 92400 SH SOLE SOLE
NAVIGANT CONSULTING INC COM 63935N107 405 36800 SH SOLE SOLE
NEIMAN MARCUS GRP INC CL A COM 640204202 61 2200 SH SOLE SOLE
NEIMAN-MARCUS GRP INC CL B COM 640204301 550 20000 SH SOLE SOLE
NEOMAGIC CORP COM 640497103 161 32400 SH SOLE SOLE
NEOSE TECHN INC COM 640522108 737 22900 SH SOLE SOLE
NETWORKS ASSOC INC COM 640938106 274 8500 SH SOLE SOLE
NETCREATIONS INC COM 64110N102 1798 42300 SH SOLE SOLE
NETEGRITY INC COM 64110P107 582 8500 SH SOLE SOLE
NETIQ CORP COM 64115P102 381 5700 SH SOLE SOLE
NETWORK EQUIP TECHN COM 641208103 478 47800 SH SOLE SOLE
NETWORK APPLIANCE INC COM 64120L104 265 3200 SH SOLE SOLE
NETWRK ACCESS SOLS CORP COM 64120S109 431 19600 SH SOLE SOLE
NETWORK PERIPHERALS INC COM 64121R100 273 7700 SH SOLE SOLE
NET2000 COMMS INC COM 64122G103 154 6500 SH SOLE SOLE
NEW ENG BUSINESS SVC INC COM 643872104 543 31500 SH SOLE SOLE
NEW HORIZONS WORLDWIDE INC COM 645526104 140 7900 SH SOLE SOLE
NJ RES CORP COM 646025106 680 15900 SH SOLE SOLE
NEW YORK TIMES CO CL A COM 650111107 1572 36600 SH SOLE SOLE
NEWGEN RESULTS CORP COM 651359101 47 3100 SH SOLE SOLE
NEWPORT CORP COM 651824104 1931 14300 SH SOLE SOLE
NEWS CORP LTD ADR 652487802 5171 108300 SH SOLE SOLE
NIAGARA BANCORP INC COM 652914102 497 51000 SH SOLE SOLE
NEXTEL COMMUN COM 65332V103 7191 48505 SH SOLE SOLE
NEXTEL PARTNERS INC CL A COM 65333F107 64 2200 SH SOLE SOLE
NEXTLINK COMMUNS INC CL A COM 65333H707 235 1900 SH SOLE SOLE
NIKE INC CL B COM 654106103 2037 51400 SH SOLE SOLE
99 CENTS ONLY STORES COM 65440K106 169 4300 SH SOLE SOLE
NIPPON TELEG & TEL CORP ADR 654624105 32 400 SH SOLE SOLE
NISOURCE INC COM 65473P105 19 1100 SH SOLE SOLE
NOKIA CORP ADR 654902204 5683 25600 SH SOLE SOLE
NOBLE DRILLING CORP COM 655042109 761 18400 SH SOLE SOLE
NORDSTROM INC COM 655664100 2390 81000 SH SOLE SOLE
NORFOLK SOUTHN CORP COM 655844108 345 24200 SH SOLE SOLE
NORSTAN INC COM 656535101 733 112700 SH SOLE SOLE
NORTEK INC COM 656559101 498 22500 SH SOLE SOLE
NORTEL NETWORKS CORP COM 656569100 10193 80820 SH SOLE SOLE
NORTH FORK BANCORP COM 659424105 324 18100 SH SOLE SOLE
N.E. UTILS COM 664397106 914 42527 SH SOLE SOLE
NORTHN STS PWR CO MINN COM 665772109 266 13400 SH SOLE SOLE
NORTHERN TR CORP COM 665859104 9661 143000 SH SOLE SOLE
NORTHLAND CRANBERRIES INC COM 666499108 464 85300 SH SOLE SOLE
NORTHROP CORP COM 666807102 3291 62175 SH SOLE SOLE
NOVA CHEMICALS CORP COM 66977W109 6 300 SH SOLE SOLE
NOVA CORP GA COM 669784100 25635 880174 SH SOLE SOLE
NOVELL INC COM 670006105 177 6200 SH SOLE SOLE
NOVELLUS SYSTEMS INC COM 670008101 9400 167475 SH SOLE SOLE
NOVOSTE CORP COM 67010C100 4656 116400 SH SOLE SOLE
NSTAR COM 67019E107 533 12700 SH SOLE SOLE
NUCOR CORP COM 670346105 3495 69900 SH SOLE SOLE
NVIDIA CORP COM 67066G104 93 1100 SH SOLE SOLE
OM GROUP INC COM 670872100 660 14500 SH SOLE SOLE
OSI PHARMACEUTICALS INC COM 671040103 542 27800 SH SOLE SOLE
O SULLIVAN INDS HLDGS PFD 67104Q205 12 20800 SH SOLE SOLE
OAK TECH INC COM 671802106 412 21400 SH SOLE SOLE
OCCIDENTAL PETE COM 674599105 979 47160 SH SOLE SOLE
OCEAN ENERGY INC TEX COM 67481E106 4586 319000 SH SOLE SOLE
OCEANEERING INTL INC COM 675232102 1292 68900 SH SOLE SOLE
OCULAR SCIENCES INC COM 675744106 115 7300 SH SOLE SOLE
OFFICE DEPOT INC COM 676220106 2422 209500 SH SOLE SOLE
OFFICEMAX INC COM 67622M108 102 15700 SH SOLE SOLE
OGDEN CORP COM 676346109 1152 96500 SH SOLE SOLE
OIL DRI CORP AMER COM 677864100 299 39500 SH SOLE SOLE
OLD REP INTL CORP COM 680223104 1422 103400 SH SOLE SOLE
OLIN CORP COM 680665205 179 10100 SH SOLE SOLE
OMNICARE INC COM 681904108 1410 116900 SH SOLE SOLE
OMINCOM GROUP COM 681919106 8768 93647 SH SOLE SOLE
ON ASSIGNMENT INC COM 682159108 923 20500 SH SOLE SOLE
1 PRICE CLOTHING STRS INC COM 682411103 85 25300 SH SOLE SOLE
ONEIDA LTD COM 682505102 3690 190450 SH SOLE SOLE
ONEOK INC COM 682680103 1538 61500 SH SOLE SOLE
ONYX PHARMAS INC COM 683399109 93 6700 SH SOLE SOLE
ONYX SOFTWARE CORP COM 683402101 733 23000 SH SOLE SOLE
OPTIMAL ROBOTICS CORP CL A COM 68388R208 1607 34200 SH SOLE SOLE
ORACLE CORP COM 68389X105 31014 397294 SH SOLE SOLE
ORAPHARMA INC COM 68554E106 15 800 SH SOLE SOLE
ORGANOGENESIS INC COM 685906109 735 60900 SH SOLE SOLE
O REILLY AUTOMOTIVE INC COM 686091109 1855 130740 SH SOLE SOLE
ORTHOLOGIC CORP COM 68750J107 919 150000 SH SOLE SOLE
OSHKOSH TRUCK CORP COM 688239201 256 8250 SH SOLE SOLE
OUTBACK STEAKHOUSE INC COM 689899102 1371 42750 SH SOLE SOLE
OWENS & MINOR INC COM 690732102 854 80400 SH SOLE SOLE
OWENS ILL INC COM COM 690768403 243 14400 SH SOLE SOLE
OWENS ILL INC PFD CONV 690768502 214 7900 SH SOLE SOLE
PBOC HLDGS INC COM 69316G108 1085 120600 SH SOLE SOLE
PC TEL INC COM 69325Q105 83 1100 SH SOLE SOLE
PG& E CORP COM 69331C108 1075 51200 SH SOLE SOLE
PE CORP-PE BIOSYSTEMS GRP COM 69332S102 2220 23000 SH SOLE SOLE
PE CORP CELERA GENOMICS GRP COM 69332S201 276 3000 SH SOLE SOLE
P F CHANGS CHINA BISTRO INC COM 69333Y108 2541 76700 SH SOLE SOLE
PICO HLDGS INC COM 693366205 273 24500 SH SOLE SOLE
PMC SIERRA INC COM 69344F106 285 1400 SH SOLE SOLE
PMI GROUP INC COM 69344M101 925 19500 SH SOLE SOLE
PNC FINANCIAL SERVICES GRP COM 693475105 1975 43836 SH SOLE SOLE
PPG IND INC COM 693506107 313 5985 SH SOLE SOLE
PPL CORP COM 69351T106 817 39000 SH SOLE SOLE
PRI AUTOMATION INC COM 69357H106 1724 28200 SH SOLE SOLE
PSS WORLD MED INC COM 69366A100 1916 282600 SH SOLE SOLE
PAC CENTY FINL CORP COM 694058108 4117 202700 SH SOLE SOLE
PAC SUNWR OF CALI INC COM 694873100 3908 101500 SH SOLE SOLE
PACIFICARE HEALTH SYS INC COM 695112102 145 2900 SH SOLE SOLE
PACKETEER INC COM 695210104 1141 32600 SH SOLE SOLE
PACTIV CORP COM 695257105 4072 468700 SH SOLE SOLE
PAINE WEBBER GROUP INC COM 695629105 370 8400 SH SOLE SOLE
PALL CORP COM 696429307 139 6200 SH SOLE SOLE
PALM HBR HOMES INC COM 696639103 200 13037 SH SOLE SOLE
PARAMETRIC TECH CORP COM 699173100 36 1700 SH SOLE SOLE
PAREXEL INTL CORP COM 699462107 328 34800 SH SOLE SOLE
PARK PLC ENTERTAINMENT CORP COM 700690100 237 20500 SH SOLE SOLE
PARKER-HANNIFIN CORP COM 701094104 37 900 SH SOLE SOLE
PATINA OIL & GAS CORP COM 703224105 104 7700 SH SOLE SOLE
PATRICK INDS INC COM 703343103 472 61400 SH SOLE SOLE
PATTERSON DENTAL CO COM 703412106 3502 91550 SH SOLE SOLE
PATTERSON ENERGY INC COM 703414102 1353 42600 SH SOLE SOLE
PAXSON COMMS CORP COM 704231109 434 56000 SH SOLE SOLE
PAYCHEX INC COM 704326107 10178 194325 SH SOLE SOLE
PAYLESS SHOESHOURCE INC COM 704379106 3075 59210 SH SOLE SOLE
PECHINEY ADR 705151207 5 200 SH SOLE SOLE
PEGASUS COMMUNS CORP CL A COM 705904100 5700 40500 SH SOLE SOLE
PENFORD CORP COM 707051108 1080 59600 SH SOLE SOLE
PENN ENGR & MFG CORP COM 707389300 1196 48800 SH SOLE SOLE
PENNZOIL-QUAKER ST CO COM 709323109 3196 306249 SH SOLE SOLE
PENTAIR INC COM 709631105 600 16200 SH SOLE SOLE
PENTON MEDIA INC COM 709668107 2171 83500 SH SOLE SOLE
PENWEST PHARMAS CO COM 709754105 799 64900 SH SOLE SOLE
PEOPLES BNK COM 710198102 153 7300 SH SOLE SOLE
PEOPLESOFT INC COM 712713106 224 11200 SH SOLE SOLE
PEP BOYS MANNY MOE & JACK COM 713278109 86 14500 SH SOLE SOLE
PEPSI BOTTLING GRP INC COM 713409100 2386 119300 SH SOLE SOLE
PEPSI INC COM 713448108 4943 141725 SH SOLE SOLE
PEREGRINE SYS INC COM 71366Q101 1824 27200 SH SOLE SOLE
PERRIGO CO COM 714290103 1099 144700 SH SOLE SOLE
PERSONNEL GRP OF AMER INC COM 715338109 521 85000 SH SOLE SOLE
PETCO ANIMAL SUPPLIES INC COM 716016100 2058 173300 SH SOLE SOLE
PETE HELICOPTERS INC COM 716604103 379 33300 SH SOLE SOLE
PETE HELICOPTERS INC NON VTG COM 716604202 249 23000 SH SOLE SOLE
PHARMACYCLICS INC COM 716933106 1208 21700 SH SOLE SOLE
PHARMACIA CORP COM 716941109 1517 25500 SH SOLE SOLE
PFIZER INC COM 717081103 13989 382600 SH SOLE SOLE
PHARMACIA CORP COM 71713U102 9575 185929 SH SOLE SOLE
PHELPS DODGE CORP COM 717265102 2641 55740 SH SOLE SOLE
PHILIP MORRIS INC COM 718154107 7088 335525 SH SOLE SOLE
PHILLIPS PETE CO COM 718507106 1288 27850 SH SOLE SOLE
PHILLIPS VAN HEUSEN CORP COM 718592108 1059 137700 SH SOLE SOLE
PHOENIX INVT PRTS COM 719085102 529 68300 SH SOLE SOLE
PHOENIX TECHNOLOGIES COM 719153108 1217 57600 SH SOLE SOLE
PHOTON DYNAMICS INC COM 719364101 3098 44900 SH SOLE SOLE
PIER 1 IMPORTS INC COM 720279108 1146 111800 SH SOLE SOLE
PINNACLE SYS INC COM 723481107 1124 33800 SH SOLE SOLE
PIONEER GROUP INC COM 723684106 1430 61500 SH SOLE SOLE
PIONEER STD ELECTRS INC COM 723877106 680 43200 SH SOLE SOLE
PITNEY BOWES INC COM 724479100 2279 51000 SH SOLE SOLE
PITTSTON BRINKS GRP COM 725701106 3217 189228 SH SOLE SOLE
PIXAR COM 725811103 996 27900 SH SOLE SOLE
PIVOTAL CORP COM 72581R106 350 10900 SH SOLE SOLE
PJ AMER INC COM 72585Q104 99 9500 SH SOLE SOLE
PLAINS RES INC COM 726540503 419 33500 SH SOLE SOLE
PLANAR SYS INC COM 726900103 1126 95850 SH SOLE SOLE
PLANTRONICS INC COM 727493108 270 2900 SH SOLE SOLE
PLEXUS CORP COM 729132100 1426 21400 SH SOLE SOLE
POL MGMT SYS CORP COM 731108106 682 56800 SH SOLE SOLE
POLO RALPH LAUREN CORP COM 731572103 2528 135300 SH SOLE SOLE
POLYCOM INC COM 73172K104 2336 29500 SH SOLE SOLE
POLYMER GROUP INC COM 731745105 159 12500 SH SOLE SOLE
POST ENERGY CORP COM 73742U103 110 27800 SH SOLE SOLE
POWELL INDS INC COM 739128106 496 51500 SH SOLE SOLE
POWER INTERGRATIONS INC COM 739276103 50 2000 SH SOLE SOLE
POWERWAVE TECHN INC COM 739363109 2969 23750 SH SOLE SOLE
POWERTEL INC COM 73936C109 692 10000 SH SOLE SOLE
POWERTEL INC WT EXP WAR 73936C117 757 10940 SH SOLE SOLE
PRAXAIR INC COM 74005P104 304 7300 SH SOLE SOLE
PRECISION CASTPARTS CORP COM 740189105 3385 92750 SH SOLE SOLE
PRECISION DRILLING CORP COM 74022D100 1804 54050 SH SOLE SOLE
PRICE T ROWE ASSOC INC COM 741477103 115 2900 SH SOLE SOLE
PRIMESOURCE CORP COM 741593107 444 83000 SH SOLE SOLE
PRIMUS KNOWLEDGE SOLS INC COM 74163Q100 189 2200 SH SOLE SOLE
PRIME HOSPITALITY CORP COM 741917108 113 15600 SH SOLE SOLE
PRIDE INTERNATIONAL INC COM 741932107 503 22000 SH SOLE SOLE
PRINTRAK INTL INC COM 742574106 129 9900 SH SOLE SOLE
PRINTRONIX INC COM 742578107 533 26800 SH SOLE SOLE
PRTY HEALTHCARE CORP CL B COM 74264T102 3752 74666 SH SOLE SOLE
PROCTER & GAMBLE CO COM 742718109 5769 102100 SH SOLE SOLE
PFT RECOV GRP INTL INC COM 743168106 1175 63500 SH SOLE SOLE
PROGRESSIVE CORP OH COM 743315103 350 4600 SH SOLE SOLE
PROTECTIVE LIFE CORP COM 743674103 724 22800 SH SOLE SOLE
PROTEIN DESIGN LABS INC COM 74369L103 445 5600 SH SOLE SOLE
PROVANTAGE HLTH SVCS INC COM 743725103 303 39400 SH SOLE SOLE
PROVID & WORCESTER RR CO COM 743737108 80 10900 SH SOLE SOLE
PROV HEALTHCARE CO COM 743977100 232 8100 SH SOLE SOLE
PROVIDIAN FINL CORP COM 74406A102 1317 15200 SH SOLE SOLE
PROXICOM INC COM 744282104 1081 24400 SH SOLE SOLE
PUBLIC SVC CO COM 744499104 164 10400 SH SOLE SOLE
PUB SRVC ENTERPRISE GRP INC COM 744573106 18 600 SH SOLE SOLE
PULASKI FURNITURE CORP COM 745553107 944 43300 SH SOLE SOLE
PULITZER INC COM 745769109 634 15500 SH SOLE SOLE
QLT PHOTOTHERA INC COM 746927102 2724 49300 SH SOLE SOLE
QRS CORP COM 74726X105 1806 24000 SH SOLE SOLE
QAD INC COM 74727D108 75 8500 SH SOLE SOLE
QUAKER OATS COM 747402105 2104 34700 SH SOLE SOLE
QUALCOMM INC COM 747525103 19336 129497 SH SOLE SOLE
QUANEX CORP COM 747620102 434 24100 SH SOLE SOLE
QUANTA SERVICES INC COM 74762E102 121 2000 SH SOLE SOLE
QUANTUM CORP DSSG COM 747906204 1676 140425 SH SOLE SOLE
QUANTUM CORP HDDG COM 747906303 790 70212 SH SOLE SOLE
QUEBECOR PRINTING INC COM 747922102 155 8372 SH SOLE SOLE
QUEST DIAGNOSTICS INC COM 74834L100 1739 43750 SH SOLE SOLE
QUIKSILVER INC COM 74838C106 1286 73200 SH SOLE SOLE
QUINTILES TRANSNTL CORP COM 748767100 751 44000 SH SOLE SOLE
QWEST COMMUNICATIONS INTL COM 749121109 1214 25300 SH SOLE SOLE
R & B FALCON CORP COM 74912E101 7497 380800 SH SOLE SOLE
RCM TECHNOLOGIES INC COM 749360400 79 6300 SH SOLE SOLE
R H DONNELLEY CORP COM 74955W307 612 36000 SH SOLE SOLE
RGS ENERGY GROUP INC COM 74956K104 68 3200 SH SOLE SOLE
RSA SECURITY INC COM 749719100 212 4100 SH SOLE SOLE
RTI INTL METALS INC COM 74973W107 2180 247400 SH SOLE SOLE
RF MICRO DEVICES INC COM 749941100 52718 392320 SH SOLE SOLE
RADIAN GROUP INC COM 750236101 1343 28200 SH SOLE SOLE
RADIANT SYS INC COM 75025N102 742 11800 SH SOLE SOLE
RAILAMERICA INC COM 750753105 425 62998 SH SOLE SOLE
RALCORP HOLDINGS INC COM 751028101 1324 91300 SH SOLE SOLE
RALSTON PURINA CO COM 751277302 1686 61300 SH SOLE SOLE
RATIONAL SOFTWARE CORP COM 75409P202 245 3200 SH SOLE SOLE
RAYMOND JAMES FNCL INC COM 754730109 486 23400 SH SOLE SOLE
RAYTHEON CO CL A COM 755111309 376 20000 SH SOLE SOLE
RAYTHEON CO CL B COM 755111408 314 17700 SH SOLE SOLE
RAZORFISH INC CL A COM 755236106 6 200 SH SOLE SOLE
READ-RITE CORP COM 755246105 267 56900 SH SOLE SOLE
READERS CL-A COM 755267101 676 19100 SH SOLE SOLE
REALNETWORKS INC COM 75605L104 120 2100 SH SOLE SOLE
REDBACK NETWORKS INC COM 757209101 300 1000 SH SOLE SOLE
REEBOK INTL LTD COM 758110100 86 9300 SH SOLE SOLE
REGAL BELOIT CORP COM 758750103 75 4300 SH SOLE SOLE
REGENERON PHARMA INC COM 75886F107 458 15500 SH SOLE SOLE
REGIS CORP MINN COM 758932107 2209 149150 SH SOLE SOLE
REHABCARE GROUP INC COM 759148109 476 19300 SH SOLE SOLE
RELIANCE GROUP HLDGS INC COM 759464100 26 7400 SH SOLE SOLE
RELIANT ENERGY INC COM 75952J108 38 1600 SH SOLE SOLE
REMEC INC COM 759543101 949 18800 SH SOLE SOLE
REMEDY CORP COM 759548100 1557 36950 SH SOLE SOLE
REMEDYTEMP INC CL A COM 759549108 985 44500 SH SOLE SOLE
RENT A CTR INC COM 76009N100 711 47400 SH SOLE SOLE
RENT-WAY INC COM 76009U104 468 24000 SH SOLE SOLE
REPSOL ADR 76026T205 2771 130000 SH SOLE SOLE
REPUBLIC SERVICES INC COM 760759100 2617 239300 SH SOLE SOLE
RES-CARE INC COM 760943100 827 88200 SH SOLE SOLE
RESEARCH IN MOTION LTD COM 760975102 1054 9900 SH SOLE SOLE
REXALL SUNDOWN INC COM 761648104 678 48000 SH SOLE SOLE
REYNOLDS & REYNOLDS CO CL A COM 761695105 4850 179625 SH SOLE SOLE
REYNOLDS METALS CO COM 761763101 2105 31481 SH SOLE SOLE
RICHMOND CNTY FINL CORP COM 764556106 884 54800 SH SOLE SOLE
RIGHTCHOICE MGD CARE INC COM 76657K101 446 34000 SH SOLE SOLE
ROADWAY EXPRESS INC COM 769742107 336 16600 SH SOLE SOLE
ROBERT HALF INTL INC COM 770323103 1233 26000 SH SOLE SOLE
ROBOTIC VISION SYS INC COM 771074101 1796 112250 SH SOLE SOLE
ROCKWELL INTL COM 773903109 2509 60000 SH SOLE SOLE
ROGERS CORP COM 775133101 2905 46300 SH SOLE SOLE
ROGUE WAVE SOFTWARE INC COM 775369101 208 27300 SH SOLE SOLE
ROHM & HAAS CO COM 775371107 115 2575 SH SOLE SOLE
ROHN INDS INC COM 775381106 157 48200 SH SOLE SOLE
ROLLINS TRUCK LEASING CORP COM 775741101 920 109000 SH SOLE SOLE
ROMAC INTL INC COM 775835101 859 94800 SH SOLE SOLE
ROSS STORES COM 778296103 878 36500 SH SOLE SOLE
ROWAN COMPANIES INC COM 779382100 4283 145500 SH SOLE SOLE
ROYAL DUTCH PETRO NY SHRS COM 780257804 6792 117475 SH SOLE SOLE
RUDDICK CORP COM 781258108 471 43100 SH SOLE SOLE
RUDOPLH TECHN INC COM 781270103 2763 61400 SH SOLE SOLE
RURAL CELLULAR CORP CL A COM 781904107 345 5100 SH SOLE SOLE
RUSSELL CORP COM 782352108 573 40000 SH SOLE SOLE
RYANS FAM STEAK HSES INC COM 783519101 209 21900 SH SOLE SOLE
RYDER SYSTEM INC COM 783549108 2285 100700 SH SOLE SOLE
SBC COMM COM 78387G103 14926 354335 SH SOLE SOLE
SBS TECH INC COM 78387P103 253 8800 SH SOLE SOLE
SCI SYSTEMS INC COM 783890106 392 7300 SH SOLE SOLE
SCP POOL CORP COM 784028102 116 3800 SH SOLE SOLE
SFX ENTMT INC CL A COM 784178105 82 2000 SH SOLE SOLE
SJNB FINL CORP COM 784273104 302 11100 SH SOLE SOLE
SLM HOLDING CORP COM 78442A109 167 5000 SH SOLE SOLE
SPSS INC COM 78462K102 1965 61900 SH SOLE SOLE
SPG PPTYS INC PFD 78462M306 91 2035 SH SOLE SOLE
S1 CORP COM 78463B101 386 4500 SH SOLE SOLE
S3 INC COM 784849101 2167 103200 SH SOLE SOLE
SPAR GROUP INC COM 784933103 375 120000 SH SOLE SOLE
SABRE HOLDINGS CORP COM 785905100 2883 78986 SH SOLE SOLE
SAFETY 1ST INC COM 786475103 421 40300 SH SOLE SOLE
SAFEWAY INC COM 786514208 2187 48325 SH SOLE SOLE
ST JOE CO COM 790148100 1939 67000 SH SOLE SOLE
ST MARY LD & EXPL CO COM 792228108 338 11300 SH SOLE SOLE
ST PAUL COS INC COM 792860108 2029 59445 SH SOLE SOLE
SAKS INC COM 79377W108 12 800 SH SOLE SOLE
SALTON INC COM 795757103 1149 26500 SH SOLE SOLE
SAMES CORP COM 79587E104 420 29700 SH SOLE SOLE
SANCHEZ COMP ASSOCS INC COM 799702105 190 5400 SH SOLE SOLE
SANMINA CORP COM 800907107 4020 59500 SH SOLE SOLE
SANGSTAT MED CORP COM 801003104 1326 47900 SH SOLE SOLE
SANTA CRUZ OPERATION INC COM 801833104 24 2600 SH SOLE SOLE
SANTA FE SNYDER CORP COM 80218K105 3651 384300 SH SOLE SOLE
SANWA BK LTD JAPAN ADR 803030204 937 9000 SH SOLE SOLE
SAPIENT CORP COM 803062108 17 200 SH SOLE SOLE
SARA LEE CORP COM 803111103 3132 174000 SH SOLE SOLE
SAUL CTRS INC COM 804395101 205 12700 SH SOLE SOLE
SAWTEK INC COM 805468105 557 10600 SH SOLE SOLE
SCANA CORP COM 80589M102 130 5281 SH SOLE SOLE
SCANSOURCE INC COM 806037107 50 1400 SH SOLE SOLE
SCHAWK INC CL A COM 806373106 1076 136600 SH SOLE SOLE
SCHEIN HENRY INC COM 806407102 1429 88300 SH SOLE SOLE
SCHERING PLOUGH CORP COM 806605101 10105 272200 SH SOLE SOLE
SCHLUMBERGER LTD COM 806857108 7081 92566 SH SOLE SOLE
SCHOLASTIC CORP COM 807066105 3468 64300 SH SOLE SOLE
SCH SPECIALTY INC COM 807863105 168 7800 SH SOLE SOLE
SCHWAB CHARLES CORP COM 808513105 3164 55700 SH SOLE SOLE
SCHWEITZER-MAUDUIT INTL INC COM 808541106 630 48700 SH SOLE SOLE
SCIENTIFIC-ATLANTA COM 808655104 1608 25420 SH SOLE SOLE
SCIENTIFIC GAMES HLDGS CORP COM 808747109 1295 78500 SH SOLE SOLE
SCIOS INC COM 808905103 727 140100 SH SOLE SOLE
SCITEX LTD COM 809090103 549 35300 SH SOLE SOLE
SCOTT TECHNOLOGIES INC COM 810022301 1263 66900 SH SOLE SOLE
SCOTTISH PWR PLC ADR 81013T705 22 696 SH SOLE SOLE
SCOTTS CO CL A COM 810186106 706 16800 SH SOLE SOLE
SEA CONTAINERS LTD CL B COM 811371103 43 1900 SH SOLE SOLE
SEA CONTAINERS LTD CL A COM 811371707 1102 49800 SH SOLE SOLE
SEACHANGE INTL INC COM 811699107 644 10450 SH SOLE SOLE
SEAGATE TECHNOLOGY COM 811804103 3322 53800 SH SOLE SOLE
SEAGRAM LTD COM 811850106 303 5100 SH SOLE SOLE
SEALED AIR CORP COM 81211K100 652 12000 SH SOLE SOLE
SEALED AIR CORP PFD CONV 81211K209 364 7000 SH SOLE SOLE
SEARS ROEBUCK COM 812387108 501 16350 SH SOLE SOLE
SEITEL INC COM 816074306 596 75050 SH SOLE SOLE
SEMTECH CORP COM 816850101 122 1900 SH SOLE SOLE
SEMPRA ENERGY COM 816851109 41 2466 SH SOLE SOLE
SEMITOOL INC COM 816909105 2597 142800 SH SOLE SOLE
SENSORMATIC ELEC COM 817265101 3422 152500 SH SOLE SOLE
SEPRACOR INC COM 817315104 1049 14400 SH SOLE SOLE
SERENA SOFTWARE INC COM 817492101 631 19800 SH SOLE SOLE
SERVICEMASTER CO COM 81760N109 450 40000 SH SOLE SOLE
SHARED MED SYS CORP COM 819486101 3891 75000 SH SOLE SOLE
SHARPER IMAGE CORP COM 820013100 110 9000 SH SOLE SOLE
SHAW IND INC COM 820286102 2154 141800 SH SOLE SOLE
SHERWIN-WILLIAMS CO COM 824348106 3319 150000 SH SOLE SOLE
SHOPKO STORES INC COM 824911101 2082 117300 SH SOLE SOLE
SHOPNOW COM INC COM 82508R105 253 17300 SH SOLE SOLE
SHURGUARD STORAGE CTR INC COM 82567D104 1535 58750 SH SOLE SOLE
SICOR INC COM 825846108 219 21100 SH SOLE SOLE
SIEBEL SYS INC COM 826170102 275 2300 SH SOLE SOLE
SIGNAL TECH CORP COM 826675100 1305 50200 SH SOLE SOLE
SILICON LABS INC COM 826919102 522 5900 SH SOLE SOLE
SILICON GRAPHICS INC COM 827056102 402 38100 SH SOLE SOLE
SILICON STORAGE TECHN INC COM 827057100 938 12700 SH SOLE SOLE
SILICON VAL BANCSHRS DE COM 827064106 115 1600 SH SOLE SOLE
SILVERSTREAM SOFTWARE INC COM 827907106 30 400 SH SOLE SOLE
SIZZLER INTL INC COM 830139101 216 78500 SH SOLE SOLE
SMALLWORLD PLC ADR 83168P108 5 400 SH SOLE SOLE
SMITHFIELD FOODS INC COM 832248108 940 47000 SH SOLE SOLE
CIRCLE.COM COM 832914204 515 62400 SH SOLE SOLE
SOFTNET SYS INC COM 833964109 958 32750 SH SOLE SOLE
SOLECTRON CORP COM 834182107 3242 80800 SH SOLE SOLE
SONICWALL INC COM 835470105 426 6400 SH SOLE SOLE
SONOSITE INC COM 83568G104 940 28266 SH SOLE SOLE
ADR SONY CORP ADR 835699307 9390 33520 SH SOLE SOLE
SOUTHDOWN COM 841297104 978 16500 SH SOLE SOLE
SOUTHERN CO COM 842587107 459 21100 SH SOLE SOLE
SOUTHN ENERGY HOMES INC COM 842814105 158 126300 SH SOLE SOLE
SOUTHTRUST CORP COM 844730101 481 18900 SH SOLE SOLE
SOUTHWEST AIRLS CO COM 844741108 8771 421437 SH SOLE SOLE
SOUTHWESTN ENERGY CO COM 845467109 524 79100 SH SOLE SOLE
SOVEREIGN BANCORP INC COM 845905108 365 48200 SH SOLE SOLE
SPARTAN MTRS INC COM 846819100 452 109500 SH SOLE SOLE
SPECTRALINK COM 847580107 176 9750 SH SOLE SOLE
SPECTRASITE HLDGS INC COM 84760T100 439 15500 SH SOLE SOLE
SPECTRUM CTL INC COM 847615101 1374 119500 SH SOLE SOLE
SPEEDWAY MOTORSPORTS INC COM 847788106 1037 41600 SH SOLE SOLE
SPORTSLINE.COM INC COM 848934105 898 30500 SH SOLE SOLE
SPRINGS INDS INC COM 851783100 87 2300 SH SOLE SOLE
SPRINT CORP COM 852061100 4116 65075 SH SOLE SOLE
SPRINT CORP COM 852061506 11294 172428 SH SOLE SOLE
STANCORP FINL GRP INC COM 852891100 1213 44300 SH SOLE SOLE
STD REGISTER CO COM 853887107 363 28200 SH SOLE SOLE
STANLEY WORKS COM 854616109 2234 84700 SH SOLE SOLE
STAPLES INC COM 855030102 226 11300 SH SOLE SOLE
STAR BUFFET INC COM 855086104 60 18930 SH SOLE SOLE
STARBUCKS CORP COM 855244109 5075 113250 SH SOLE SOLE
STARRETT L S CO CL A COM 855668109 230 9800 SH SOLE SOLE
STARWOOD HTLS & RSRTS WLDWD COM 85590A203 476 18500 SH SOLE SOLE
STATE STREET CORP COM 857477103 7716 79650 SH SOLE SOLE
STEIN MART INC COM 858375108 293 35500 SH SOLE SOLE
STERIS CORP COM 859152100 1590 155150 SH SOLE SOLE
STERLING COMM INC C COM 859205106 238 5400 SH SOLE SOLE
STERLING FINL CORP COM 859319105 931 93100 SH SOLE SOLE
STERLING SOFTWARE INC COM 859547101 2181 66600 SH SOLE SOLE
STEWART & STEVENSON SVCS INC COM 860342104 1094 97200 SH SOLE SOLE
STILLWATER MNG CO COM 86074Q102 160 4000 SH SOLE SOLE
STMICROELECTRONICS ADR 861012102 749 4000 SH SOLE SOLE
STRIDE RITE CORP COM 863314100 574 71200 SH SOLE SOLE
STRUCTURAL DYNS RESH CORP COM 863555108 1041 77100 SH SOLE SOLE
SUIZA FOODS CORP COM 865077101 1421 35300 SH SOLE SOLE
SUN COMMUNITIES INC COM 866674104 198 6850 SH SOLE SOLE
SUN MICROSYSTEMS INC COM 866810104 25237 269324 SH SOLE SOLE
SUNGARD DATA SYS INC COM 867363103 4838 128150 SH SOLE SOLE
SUNGLASS HUT INTL INC COM 86736F106 245 31300 SH SOLE SOLE
SUNOCO INC COM 86764P109 2046 74737 SH SOLE SOLE
SUNTERRA CORP COM 86787D109 533 266745 SH SOLE SOLE
SUNRISE MED INC COM 867910101 1149 183900 SH SOLE SOLE
SUN TR BANKS INC COM 867914103 768 13300 SH SOLE SOLE
SUPERIOR ENERGY SVCS INC COM 868157108 1586 162700 SH SOLE SOLE
SUPERVALUE COM 868536103 604 31898 SH SOLE SOLE
SWIFT TRANSN INC COM 870756103 103 5000 SH SOLE SOLE
SWISS ARMY BRANDS INC COM 870827102 172 35200 SH SOLE SOLE
SYBASE INC COM 871130100 500 24600 SH SOLE SOLE
SYCAMORE NETWORKS INC COM 871206108 297 2300 SH SOLE SOLE
SYLVAN INC COM 871371100 252 32500 SH SOLE SOLE
SYMANTEC CORP COM 871503108 4928 65600 SH SOLE SOLE
SYNCOR INTL CORP COM 87157J106 482 14600 SH SOLE SOLE
SYNOPSYS INC COM 871607107 122 2500 SH SOLE SOLE
SYPRIS SOLS INC COM 871655106 578 56350 SH SOLE SOLE
SYSCO CORP COM 871829107 639 17700 SH SOLE SOLE
SYS & COMP TECH CORP COM 871873105 915 39150 SH SOLE SOLE
TJX COS INC USD COM 872540109 750 33800 SH SOLE SOLE
TRO LEARNING INC COM 87263R109 167 13900 SH SOLE SOLE
MERCATOR SOFTWARE INC COM 872879101 590 7100 SH SOLE SOLE
TMP WORLDWIDE INC COM 872941109 31 400 SH SOLE SOLE
TALBOTS INC COM 874161102 895 15200 SH SOLE SOLE
TALISMAN COM 87425E103 140 4900 SH SOLE SOLE
TALX CORP COM 874918105 139 7300 SH SOLE SOLE
TANDY CORP COM 875382103 1868 36800 SH SOLE SOLE
TANNING TECH CORP COM 87588P101 189 4400 SH SOLE SOLE
TARGET CORP COM 87612E106 7191 96200 SH SOLE SOLE
TASTY BAKING CO COM 876553306 560 52400 SH SOLE SOLE
TECH DATA CORP COM 878237106 792 24100 SH SOLE SOLE
TECH SYM CORP COM 878308105 711 35200 SH SOLE SOLE
TECHNITROL INC COM 878555101 3058 52500 SH SOLE SOLE
TECUMSEH PRODS CO COM 878895101 17 400 SH SOLE SOLE
TECUMSEH PRODT CO CL A COM 878895200 422 9600 SH SOLE SOLE
TEKELEC COM COM 879101103 5231 140900 SH SOLE SOLE
TELAXIS COMMS CORP COM 879202109 1665 27700 SH SOLE SOLE
TELEFLEX INC COM 879369106 184 5200 SH SOLE SOLE
TELMEX ADR 879403780 207 3100 SH SOLE SOLE
TEL & DATA SYS INC COM 879433100 255 2300 SH SOLE SOLE
TELESCAN INC COM 879516102 288 12200 SH SOLE SOLE
TELLABS INC COM 879664100 4447 70600 SH SOLE SOLE
TELXON CORP COM 879700102 1654 94150 SH SOLE SOLE
TELOCITY INC COM 87971D103 396 32000 SH SOLE SOLE
TEMPLE INLAND INC COM 879868107 194 3900 SH SOLE SOLE
TENFOLD CORP COM 88033A103 339 5600 SH SOLE SOLE
TENET HEALTHCARE CORP COM 88033G100 2020 86900 SH SOLE SOLE
TENET HEALTHCARE CORP CONV 88033GAD2 1468 1750000 PRNSOLE SOLE
TENNECO AUTO INC COM 880349105 254 32000 SH SOLE SOLE
TERADYNE INC COM 880770102 3510 42800 SH SOLE SOLE
TERAYON COMMUN SYS COM 880775101 3116 15200 SH SOLE SOLE
TEREX CORP COM 880779103 1416 98500 SH SOLE SOLE
TESORO PETE CORP COM 881609101 539 46900 SH SOLE SOLE
TETRA TECHS INC COM 88162F105 2347 175500 SH SOLE SOLE
TEXACO INC COM 881694103 4942 91935 SH SOLE SOLE
TEXAS INDS INC COM 882491103 636 20100 SH SOLE SOLE
TX INSTRS INC COM 882508104 27904 174400 SH SOLE SOLE
TEXAS UTILS CO COM 882848104 395 13300 SH SOLE SOLE
TEXTRON COM 883203101 2441 40100 SH SOLE SOLE
THERMA-WAVE INC COM 88343A108 211 6200 SH SOLE SOLE
THOMAS & BETTS CORP COM 884315102 175 6200 SH SOLE SOLE
THOMAS GROUP INC COM 884402108 457 40600 SH SOLE SOLE
THREE COM CORP COM 885535104 6560 117941 SH SOLE SOLE
3DO CO COM 88553W105 2439 251800 SH SOLE SOLE
THREE-FIVE SYS INC COM 88554L108 5109 85144 SH SOLE SOLE
TICKETS COM INC COM 88633M101 369 38800 SH SOLE SOLE
TKTMSTER ONLINE-CITYSRCH INC COM 88633P203 268 10700 SH SOLE SOLE
TIDEWATER INC COM 886423102 1385 43550 SH SOLE SOLE
TIFFANY AND CO COM 886547108 8790 105114 SH SOLE SOLE
TIME WARNER INC COM 887315109 16885 168852 SH SOLE SOLE
TIME WARNER TELECOM INC COM 887319101 390 4900 SH SOLE SOLE
TIMES MIRROR CO COM 887364107 242 2600 SH SOLE SOLE
TIMKEN COMPANY COM 887389104 125 7700 SH SOLE SOLE
TITAN CORP COM 888266103 1571 30800 SH SOLE SOLE
TITAN PHARMAS INC COM 888314101 6197 199900 SH SOLE SOLE
TITANIUM METALS CORP COM 888339108 559 127750 SH SOLE SOLE
TIVO INC COM 888706108 246 7100 SH SOLE SOLE
TOKHEIM CORP COM 889073102 242 76000 SH SOLE SOLE
TOKIO MARINE & FIRE INS ADR 889090403 1049 20000 SH SOLE SOLE
TOMKINS PLC ADR 890030208 3 200 SH SOLE SOLE
TOO INC COM 890333107 1676 53100 SH SOLE SOLE
TOPPS INC COM 890786106 157 18900 SH SOLE SOLE
TORO CO COM 891092108 575 19200 SH SOLE SOLE
TOSCO CORP COM 891490302 4898 159950 SH SOLE SOLE
TOYS R US COM 892335100 1689 114050 SH SOLE SOLE
TRANS WORLD ENTMT CORP COM 89336Q100 1060 106000 SH SOLE SOLE
TRANS SYS ARCHITECTS INC COM 893416107 162 5600 SH SOLE SOLE
TRANSKARYOTIC THERA INC COM 893735100 156 2800 SH SOLE SOLE
TRANSMEDIA NETWRK INC COM 893767301 1037 207300 SH SOLE SOLE
TRANSPRO INC COM 893885103 287 57400 SH SOLE SOLE
TRANSTECHNOLOGY CORP COM 893889105 932 76100 SH SOLE SOLE
TRAVS PPTY CAS CORP CL A COM 893939108 268 6500 SH SOLE SOLE
TRANSWITCH CORP COM 894065101 5739 59700 SH SOLE SOLE
TRENWICK GRP INC COM 895290104 442 31310 SH SOLE SOLE
TRIAD HOSPS INC COM 89579K109 273 16300 SH SOLE SOLE
TRIANGLE PHARMAS INC COM 89589H104 3455 219365 SH SOLE SOLE
TRICON GLOBAL REST INC COM 895953107 227 7300 SH SOLE SOLE
TRIBUNE CO COM 896047107 6487 177425 SH SOLE SOLE
TRIGON HLTHCARE INC COM 89618L100 1233 34500 SH SOLE SOLE
TRIMERIS INC COM 896263100 1604 32120 SH SOLE SOLE
TRINITY INDUSTS INC COM 896522109 204 8600 SH SOLE SOLE
TRUE NORTH COMM COM 897844106 381 9700 SH SOLE SOLE
TUESDAY MORNING CORP COM 899035505 224 15600 SH SOLE SOLE
TUPPERWARE CORP COM 899896104 155 9800 SH SOLE SOLE
TUSCARORA INC COM 900902107 471 37700 SH SOLE SOLE
TUT SYS INC COM 901103101 858 14400 SH SOLE SOLE
24 / 7 MEDIA INC COM 901314104 751 19000 SH SOLE SOLE
TYCO INTL LTD COM 902124106 18792 374900 SH SOLE SOLE
TYSON FOODS INC COM 902494103 9 800 SH SOLE SOLE
UAL CORP COM 902549500 133 2200 SH SOLE SOLE
UCAR INTL INC COM 90262K109 1612 122200 SH SOLE SOLE
UGI CORP COM 902681105 2671 123500 SH SOLE SOLE
USX-MARATHON GRP COM 902905827 1144 43900 SH SOLE SOLE
UST INC COM 902911106 436 27900 SH SOLE SOLE
USA NETWORKS INC COM 902984103 3384 150000 SH SOLE SOLE
URS CORP COM 903236107 466 35500 SH SOLE SOLE
USG CORP COM 903293405 289 6900 SH SOLE SOLE
USX-US STEEL COM 90337T101 308 12300 SH SOLE SOLE
US ONCOLOGY INC COM 90338W103 403 89654 SH SOLE SOLE
ULTIMATE ELECTRS INC COM 903849107 1610 73600 SH SOLE SOLE
ULTRAMAR-DIAM SHAMROCK CORP COM 904000106 852 33570 SH SOLE SOLE
UNILEVER ADR 904784709 164 3400 SH SOLE SOLE
UNICOM CORP COM 904911104 3480 95350 SH SOLE SOLE
UN CARBIDE CORP COM 905581104 1195 20500 SH SOLE SOLE
UNION PACIFIC CORP COM 907818108 5743 146795 SH SOLE SOLE
UN PAC RES GRP INC COM 907834105 228 15700 SH SOLE SOLE
UNIONBANCAL CORP COM 908906100 449 16300 SH SOLE SOLE
UNIROYAL TECH CORP COM 909163107 221 4700 SH SOLE SOLE
UNISOURCE ENERGY CORP COM 909205106 1005 68400 SH SOLE SOLE
UNISYS COM 909214108 1413 55000 SH SOLE SOLE
UNITED AST MGMT CORP COM 909420101 483 27900 SH SOLE SOLE
UNITED HEALTHCARE CORP COM 910581107 1675 28100 SH SOLE SOLE
UNITED PARCEL SVC INC CL B COM 911312106 2412 38300 SH SOLE SOLE
US CELLULAR CORP COM 911684108 362 5100 SH SOLE SOLE
US IND INC COM 912080108 3732 337350 SH SOLE SOLE
U S WEST INC COM 91273H101 198 2726 SH SOLE SOLE
UNITED TECHS CORP COM 913017109 4205 66542 SH SOLE SOLE
UNITED THERA CORP COM 91307C102 12915 166115 SH SOLE SOLE
UTD WIS SVCS INC COM 913238101 419 75400 SH SOLE SOLE
UNITEDGLOBALCOM CL A COM 913247508 15 200 SH SOLE SOLE
UNITRIN INC COM 913275103 3784 95200 SH SOLE SOLE
UNIVERSAL CORP COM 913456109 233 15500 SH SOLE SOLE
UNIVERSAL FOODS CORP COM 913538104 1706 79800 SH SOLE SOLE
UNVL FST PRODS INC COM 913543104 80 6450 SH SOLE SOLE
UNVL HEALTH SRVCS INC COM 913903100 662 13500 SH SOLE SOLE
UNOCAL CORP COM 915289102 3595 120840 SH SOLE SOLE
UNOVA INC COM 91529B106 2700 200000 SH SOLE SOLE
UNUMPROVIDENT CORP COM 91529Y106 423 25000 SH SOLE SOLE
USFREIGHTWAYS CORP COM 916906100 5758 153800 SH SOLE SOLE
UROCOR INC COM 91727P105 455 93400 SH SOLE SOLE
UTSTARCOM INC COM 918076100 1187 15200 SH SOLE SOLE
V F CORP COM 918204108 2527 105000 SH SOLE SOLE
VALASSIS COMMS COM 918866104 276 8300 SH SOLE SOLE
VALENCE TECH INC COM 918914102 210 8900 SH SOLE SOLE
VALERO ENERGY CORP COM 91913Y100 660 21500 SH SOLE SOLE
VALSPAR CORP COM 920355104 2900 75700 SH SOLE SOLE
VALUEVISION INTL INC COM 92047K107 186 4500 SH SOLE SOLE
VANS INC COM 921930103 243 15100 SH SOLE SOLE
VARCO INTL INC COM 922126107 692 54800 SH SOLE SOLE
VARIAN INC COM 922206107 5764 150200 SH SOLE SOLE
VARIAN SEMICOND EQUIP ASSOCS COM 922207105 14150 222400 SH SOLE SOLE
VARIAN MED SYSTEMS INC COM 92220P105 347 7600 SH SOLE SOLE
VEECO INSTRS INC COM 922417100 1906 25750 SH SOLE SOLE
VELCRO INDS N V COM 922571104 959 86160 SH SOLE SOLE
VENTIV HLTH INC COM 922793104 141 14000 SH SOLE SOLE
VENATOR GROUP INC COM 922944103 3307 369992 SH SOLE SOLE
VERITAS SOFTWARE COM 923436109 1500 11450 SH SOLE SOLE
VERITY INC COM 92343C106 224 5500 SH SOLE SOLE
VERISIGN INC COM 92343E102 60 400 SH SOLE SOLE
VERITAS DGC INC COM 92343P107 388 13800 SH SOLE SOLE
VESTCOM INTL INC COM 924904105 96 17600 SH SOLE SOLE
VERSATA INC COM 925298101 217 3600 SH SOLE SOLE
VERTEX PHARMAS INC COM 92532F100 585 12500 SH SOLE SOLE
VERTICALNET INC COM 92532L107 884 6500 SH SOLE SOLE
VETERINARY CTRS AMER INC COM 925514101 1783 129700 SH SOLE SOLE
VIACOM INC CL A COM 925524100 75 1400 SH SOLE SOLE
VIACOM INC CL B COM 925524308 3916 74232 SH SOLE SOLE
VIATEL INC COM 925529208 2108 42000 SH SOLE SOLE
VIAD CORP COM 92552R109 1556 68000 SH SOLE SOLE
VIASAT INC COM 92552V100 778 10800 SH SOLE SOLE
VIASYSTEMS GROUP INC COM 92553H100 508 32800 SH SOLE SOLE
VIADOR INC COM 92553R108 396 8100 SH SOLE SOLE
VIC CORP COM 925653107 361 10400 SH SOLE SOLE
VIGNETTE CORP COM 926734104 32 200 SH SOLE SOLE
VINTAGE PETROLEUM INC COM 927460105 149 7400 SH SOLE SOLE
VIROPHARMA INC COM 928241108 61 1000 SH SOLE SOLE
VISHAY INTERTECHNLGY COM 928298108 2051 36877 SH SOLE SOLE
VISTA INFORMATION SOLS COM 928365204 118 30200 SH SOLE SOLE
VITESSE SEMI CONDUCTOR CORP COM 928497106 19535 202960 SH SOLE SOLE
VODAFONE AIRTOUCH COM 92857T107 4761 85695 SH SOLE SOLE
VOICESTREAM WIRELESS CORP COM 928615103 52 400 SH SOLE SOLE
WICOR INC COM 929253102 384 12400 SH SOLE SOLE
WLR FOODS INC COM 929286102 430 74800 SH SOLE SOLE
WABASH NATL CORP COM 929566107 255 17900 SH SOLE SOLE
WADDELL & REED FINL INC COM 930059100 4862 114900 SH SOLE SOLE
WAL-MART COM 931142103 22630 400538 SH SOLE SOLE
WALGREEN CO COM 931422109 5439 211220 SH SOLE SOLE
WALLACE COMP SVCS INC COM 932270101 385 32600 SH SOLE SOLE
WALTER INDS INC COM 93317Q105 1345 173500 SH SOLE SOLE
WARNER LAMBERT CO COM 934488107 10072 103100 SH SOLE SOLE
WA MUT INC COM 939322103 861 32475 SH SOLE SOLE
WASHINGTON POST CL B COM 939640108 325 600 SH SOLE SOLE
WASTE CONNECTIONS INC COM 941053100 97 8000 SH SOLE SOLE
WASTE MGMT INC COM 94106L109 5494 401400 SH SOLE SOLE
WATERS CORP COM 941848103 86 900 SH SOLE SOLE
WAUSAU-MOSINEE PAPER CORP COM 943315101 349 27000 SH SOLE SOLE
WEATHERFORD INTL INC COM 947074100 1673 28602 SH SOLE SOLE
WEBB DEL CORP COM 947423109 4220 284890 SH SOLE SOLE
WEBSENSE INC COM 947684106 19 400 SH SOLE SOLE
WELLPOINT HLTH NETWKS INC COM 94973H108 1202 17200 SH SOLE SOLE
WELLS FARGO & CO COM 949746101 3811 93520 SH SOLE SOLE
WENDYS INTL INC COM 950590109 703 34800 SH SOLE SOLE
WERNER ENTERPRISES INC COM 950755108 111 6500 SH SOLE SOLE
W COAST BANCORP ORE COM 952145100 46 4700 SH SOLE SOLE
WESTAFF INC COM 957070105 348 38100 SH SOLE SOLE
WESTAMERICA BANCORP COM 957090103 586 21100 SH SOLE SOLE
WESTN RES INC COM 959425109 1635 103400 SH SOLE SOLE
WESTON ROY F INC COM 961137106 184 75600 SH SOLE SOLE
WESTVACO CORP COM 961548104 134 4000 SH SOLE SOLE
WESTWOOD ONE COM 961815107 174 4800 SH SOLE SOLE
WEYERHAEUSER COM 962166104 1801 31600 SH SOLE SOLE
WHIRLPOOL CORP COM 963320106 1049 17900 SH SOLE SOLE
WHITEHALL JEWELLERS INC COM 965063100 6584 280160 SH SOLE SOLE
WHITMAN CORP COM 96647R107 2672 191700 SH SOLE SOLE
WICKES INC COM 967446105 444 73537 SH SOLE SOLE
WILD OATS MKTS INC COM 96808B107 718 35000 SH SOLE SOLE
WILLAMETTE COM 969133107 590 14700 SH SOLE SOLE
WILLBROS GROUP INC COM 969199108 437 61300 SH SOLE SOLE
WILLS COMMS GRP INC COM 969455104 477 9200 SH SOLE SOLE
WILLIAMS CO INC COM 969457100 5961 135675 SH SOLE SOLE
WILLIAMS SONOMA INC COM 969904101 211 6800 SH SOLE SOLE
WIND RIV SYS INC COM 973149107 293 8072 SH SOLE SOLE
WINDMERE CORP COM 973411101 1686 114300 SH SOLE SOLE
WINK COMMNS COM 974168106 781 23400 SH SOLE SOLE
WINSTAR COMMS INC COM 975515107 2622 43700 SH SOLE SOLE
WI CENT TRANSN CORP COM 976592105 1167 95300 SH SOLE SOLE
WIT CAP GROUP INC COM 97737K309 2728 159300 SH SOLE SOLE
WOODHEAD INDS INC COM 979438108 940 54300 SH SOLE SOLE
WOODWARD GOV CO COM 980745103 789 34300 SH SOLE SOLE
WLD WREST FEDN ENTMT INC COM 98156Q108 513 28900 SH SOLE SOLE
WORLDTEX INC COM 981907108 210 159850 SH SOLE SOLE
WRIGLEY WM JR CO COM 982526105 668 8700 SH SOLE SOLE
XILINX COM 983919101 32036 386850 SH SOLE SOLE
XIRCOM COM 983922105 710 19200 SH SOLE SOLE
XEROX CORP COM 984121103 8243 317050 SH SOLE SOLE
YAHOO INC COM 984332106 5398 31500 SH SOLE SOLE
XICOR INC COM 984903104 3236 229100 SH SOLE SOLE
YELLOW CORP COM 985509108 905 49100 SH SOLE SOLE
YORK INTL CORP COM 986670107 164 7000 SH SOLE SOLE
YOUNG & RUBICAM INC COM 987425105 484 10300 SH SOLE SOLE
YOUNG INNOVATIONS INC COM 987520103 649 44000 SH SOLE SOLE
YOUTHSTREAM MEDIA NETWRKS COM 987819109 66 5000 SH SOLE SOLE
Z-TEL TECHNOLOGIES INC COM 988792107 613 14600 SH SOLE SOLE
ZALE CORP COM 988858106 4780 101300 SH SOLE SOLE
ZEBRA TECHS CORP CL A COM 989207105 2705 54100 SH SOLE SOLE
ZIFF-DAVIS INC COM 989511100 1378 88200 SH SOLE SOLE
ZIFF-DAVIS INC COM 989511209 393 18500 SH SOLE SOLE
ZINDART LTD ADR 989597109 219 50000 SH SOLE SOLE
ZORAN CORP COM 98975F101 344 6100 SH SOLE SOLE
ZYGO CORP COM 989855101 2644 54800 SH SOLE SOLE
ACE LTD ORD SH COM G0070K103 1202 52550 SH SOLE SOLE
ALREF COM G03910109 780 30000 SH SOLE SOLE
ASIA PAC WIRE & CABLE COM G0535E106 248 60000 SH SOLE SOLE
GLOBAL CROSSING LTD COM G3921A100 242 5900 SH SOLE SOLE
HELEN TROY LTD COM G4388N106 476 69200 SH SOLE SOLE
INTELLIGENT POLYMER COM G48029105 879 25400 SH SOLE SOLE
IPC HLDGS LTD COM G4933P101 355 29600 SH SOLE SOLE
LORAL SPACE & COMMS COM G56462107 11 1100 SH SOLE SOLE
PARTNERRE HLDG LTD COM G6852T105 114 3100 SH SOLE SOLE
RENAISSANCE RE HLDGS LTD COM G7496G103 2134 52200 SH SOLE SOLE
TOMMY HILFIGER COM G8915Z102 1618 111600 SH SOLE SOLE
TRANSOCEAN SEDCO FOREX INC COM G90078109 1495 29144 SH SOLE SOLE
TRITON ENERGY LTD COM G90751101 351 10000 SH SOLE SOLE
XL CAP LTD-CL A COM G98255105 4351 78575 SH SOLE SOLE
ALADDIN KNOWLEDGE SYS COM M0392N101 60 2500 SH SOLE SOLE
AUDIO CODES COM M15342104 783 7800 SH SOLE SOLE
BREEZECOM LTD COM M20385106 112 3000 SH SOLE SOLE
CHECK POINT SOFTWARETECH COM M22465104 115 670 SH SOLE SOLE
GILAT SATELLITE NETWRKS COM M51474100 23 200 SH SOLE SOLE
RADVISION LTD COM M81869105 199 3800 SH SOLE SOLE
ASM LITHOGRAPHY HLDG ADR N07059111 1679 15025 SH SOLE SOLE
CHGO BRDG & IRON CO COM N19808109 1080 64500 SH SOLE SOLE
CORE LAB COM N22717107 1953 67200 SH SOLE SOLE
ROYAL CARIBBEAN CRUISES COM V7780T103 12621 450750 SH SOLE SOLE
FLEXTRONICS INTL LTD COM Y2573F102 11185 158800 SH SOLE SOLE
3588410
</TABLE>
