NUMERIC INVESTORS LIMITED PARTNERSHIP
13F-HR, 2000-11-06
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Numeric Investors L.P.
FORM 13F
30-Sep-00



Value   Shares/  Sh/
Name of Issuer          Title of class    CUSIP   (x$1000) Prn Amt  Prn
------------------------------ ---------------- --------- -------- -------- ---

1-800 Contacts Inc             COM              681977104     7426   154700 SH
A G Edwards                    COM              281760108     6665   127400 SH
ABGenix Inc                    COM              00339B107     4396    54400 SH
ADAC Labs                      COM              005313200     5112   245600 SH
AK Steel Holding Corp          COM              001547108     2133   227500 SH
ALPHARMA INC CL A              COM              020813101     7579   124000 SH
996    16300 SH
AMBAC Inc                      COM              023139108    17272   235800 SH
330     4500 SH
AMR Corp                       COM              001765106    28183   862200 SH
2416    73900 SH
ANDRX Group                    COM              034553107     6023    64500 SH
ASPEN TECHNOLOGY INC COM       COM              045327103     3240    71800 SH
AT & T Corp                    COM              001957208     3595   199700 SH
AVX Corp                       COM              002444107    15896   609900 SH
623    23900 SH
AXA Finl                       COM              002451102    13432   263700 SH
1630    32000 SH
Abbott Labs                    COM              002824100    11962   251500 SH
Actrade Financial Technologies COM              00507P102      553    18400 SH
Administaff Inc                COM              007094105     3618    47800 SH
Adobe Systems Inc              COM              00724F101     1025     6600 SH
Adtran Inc                     COM              00738A106     1527    35900 SH
800    18800 SH
Advance Paradigm Inc           COM              007491103     2270    53800 SH
Advanced Energy Inds           COM              007973100     6729   203900 SH
307     9300 SH
Advo Inc                       COM              007585102     1967    59600 SH
Affymetrix Inc                 COM              00826T108     1496    30000 SH
Agency.com Inc                 COM              008447104      527    35300 SH
Air Products & Chems           COM              009158106    26464   735100 SH
2351    65300 SH
Albany Molecular Resh          COM              012423109     9057   161200 SH
Alcoa Inc                      COM              013817101     7958   314400 SH
Alkermes Inc                   COM              01642T108     1495    38700 SH
Allergan Inc                   COM              018490102    14481   171500 SH
2440    28900 SH
Allete                         COM              018522102     1757    79400 SH
Allmerica Finl Corp            COM              019754100     4674    73100 SH
Allstate Corp                  COM              020002101     7026   202200 SH
Amer Freightways               COM              02629V108     2610   164400 SH
Amerada Hess                   COM              023551104    11312   169000 SH
American Axle & MFG Holdings   COM              024061103      401    37300 SH
American General               COM              026351106    11131   142700 SH
American Home Products         COM              026609107     3411    60300 SH
American Intl Grp              COM              026874107      670     7000 SH
American Standard Cos          COM              029712106     3591    80800 SH
493    11100 SH
Amerisource Health Corp        COM              03071P102     4371    93000 SH
Amphenol Corp                  COM              032095101     3963    69600 SH
Analog Devices Inc             COM              032654105     1759    21300 SH
669     8100 SH
Anaren Microwave Inc           COM              032744104     6774    49950 SH
Anixter Intl Inc               COM              035290105      259     8900 SH
Applied Films Corp             COM              038197109      266     9800 SH
Applied Micro Circuits         COM              03822W109     4514    21800 SH
Apropos Technology Inc         COM              038334108      273    30300 SH
Archer-Daniels Midland         COM              039483102      505    58500 SH
Arrow Electronics              COM              042735100     1829    53700 SH
586    17200 SH
Ashland Oil                    COM              044204105     6421   190600 SH
Astoria Financial Corp         COM              046265104     2294    59400 SH
Atlas Air Inc                  COM              049164106     2091    49500 SH
853    20200 SH
Aurora Biosceinces Corp        COM              051920106     2570    37800 SH
AutoZone Inc                   COM              053332102     6661   293600 SH
Avery Dennison Corp            COM              053611109     3014    65000 SH
Aviron                         COM              053762100      408     7000 SH
Avnet Inc                      COM              053807103     2435    85800 SH
BASIN EXPL INC COM             COM              070107107     1681    86200 SH
BEA Sys Inc                    COM              073325102    11627   149300 SH
2437    31300 SH
BEI Technologies               COM              05538P104     2209    52900 SH
BELLWETHER EXPL CO COM NEW     COM              079895207      107    13900 SH
BJS WHOLESALE CLUB INC COM     COM              05548J106     5030   147400 SH
1829    53600 SH
BLOCK H & R INC COM            COM              093671105     8243   222400 SH
Bank of America Corp.          COM              060505104    27382   522800 SH
1315    25100 SH
Bard C R Inc                   COM              067383109     9058   214400 SH
Barra Inc                      COM              068313105     2973    47900 SH
Bausch & Lomb                  COM              071707103     2091    53700 SH
Baxter Intl Inc                COM              071813109      503     6300 SH
Bear Stearns                   COM              073902108    24350   386515 SH
983    15600 SH
Beckman Coulter Inc            COM              075811109    14183   183900 SH
1219    15800 SH
BellSouth Corp                 COM              079860102    39401   978900 SH
2991    74300 SH
Bindley Western Industries Inc COM              090324104     6212   194131 SH
Black & Decker Corp            COM              091797100    16861   493200 SH
557    16300 SH
Boeing Co                      COM              097023105     7976   126600 SH
882    14000 SH
Boston Communications Group    COM              100582105     4449   231100 SH
Briggs & Stratton              COM              109043109     1444    38200 SH
Bristol-Myers Squibb           COM              110122108    36389   637000 SH
2725    47700 SH
Broadbase Software Inc         COM              11130R100     1016    74900 SH
Brocade Communications Sys     COM              111621108    11753    49800 SH
2620    11100 SH
Brooktrout Technology          COM              114580103      968    29400 SH
Brunswick Corp                 COM              117043109    20029  1097500 SH
914    50100 SH
Bsquare Corp                   COM              11776U102      161    10400 SH
Burlington Resources           COM              122014103     8669   235500 SH
C & D Technologies Inc         COM              124661109     4937    87000 SH
CALPINE CORP COM               COM              131347106     7765    74400 SH
313     3000 SH
CMS Energy Corp                COM              125896100    11430   424300 SH
COMVERSE TECHNOLOGY COM PAR $0 COM              205862402      832     7700 SH
346     3200 SH
COR Therapeutics Inc           COM              217753102     2131    34200 SH
CURAGEN CORP                   COM              23126R101     1636    30700 SH
CV Therapeutics Inc            COM              126667104      342     4400 SH
CYBEROPTICS CORP COM           COM              232517102     2885   157550 SH
Caminus Corp                   COM              133766105     2457    61800 SH
Candela Corp                   COM              136907102      243    22100 SH
Career Education Corp          COM              141665109     6608   148500 SH
Caseys General Stores          COM              147528103      588    45200 SH
Catapult Communications Corp   COM              149016107     1578    84700 SH
Celgene Corp                   COM              151020104     2368    39800 SH
Centex Corp                    COM              152312104     1584    49300 SH
581    18100 SH
Cephalon Inc                   COM              156708109     1649    34000 SH
Chicos Fas Inc                 COM              168615102     7847   230800 SH
Children's Place Retail        COM              168905107     3368   130800 SH
Christopher & Banks Corp.      COM              171046105     7717   198500 SH
Ciena Corp                     COM              171779101     6693    54500 SH
368     3000 SH
Cigna Corp                     COM              125509109    34483   330300 SH
1159    11100 SH
Cisco Systems Inc              COM              17275R102    11116   201200 SH
3199    57900 SH
Citigroup                      COM              172967101    52561   972227 SH
1054    19498 SH
Clarus Corp                    COM              182707109     1745    76500 SH
Cognizant Tech Solutions       COM              192446102     3061    78500 SH
Comerica Inc                   COM              200340107    29441   503800 SH
1525    26100 SH
Computer Network Tech          COM              204925101     6222   181000 SH
Comtech Telecommunications     COM              205826209      425    28800 SH
ConAgra Inc                    COM              205887102    39871  1987319 SH
2634   131300 SH
Concord Camera Corp            COM              206156101     1758    68600 SH
Conectiv Inc                   COM              206829103     2962   165700 SH
123     6900 SH
Conoco Inc Cl B                COM              208251405     2837   105300 SH
Constellation Brands Inc-A     COM              21036P108     2455    45200 SH
Cooper Companies Inc.          COM              216648402     5207   147200 SH
Cooper Inds                    COM              216669101    19042   540200 SH
1181    33500 SH
Corinthian Colleges            COM              218868107     2926    49600 SH
Corixa Corp                    COM              21887F100     1884    37500 SH
Corsair Communications Inc     COM              220406102     1101   140900 SH
Credence Sys Corp              COM              225302108     1164    38800 SH
159     5300 SH
Cypress Semiconductor          COM              232806109     5216   125500 SH
644    15500 SH
D R HORTON INC COM             COM              23331A109     6157   358251 SH
DARDEN RESTAURANTS INC COM     COM              237194105     5894   283200 SH
914    43900 SH
DMC Stratex Networks Inc.      COM              23322L106      940    58500 SH
DSET Corp                      COM              262504103      419    20300 SH
DSP GROUP INC COM              COM              23332B106     3857   103200 SH
Dataram Corp                   COM              238108203     2995   147000 SH
Dean Food                      COM              242361103    17516   526800 SH
Delphi Automotive Systems      COM              247126105    25168  1664005 SH
856    56625 SH
Delta Air Lines                COM              247361108    25280   569700 SH
1504    33900 SH
Deluxe Corp                    COM              248019101     4912   241800 SH
Dendrite Intl Inc              COM              248239105     5754   214600 SH
Dentsply Intl Inc              COM              249030107    15547   445000 SH
1059    30300 SH
Devon Energy Corp              COM              25179M103    14550   241900 SH
487     8100 SH
Digital Lightwave Inc          COM              253855100     6581    90610 SH
1459    20090 SH
Disney Walt Co                 COM              254687106    11567   302400 SH
Ditech Comm Corp               COM              25500M103     7860   191700 SH
947    23100 SH
Diversa Corp                   COM              255064107     1150    42600 SH
Documentum                     COM              256159104     5643    69500 SH
Dollar Thrifty Auto Gp         COM              256743105     5506   278800 SH
Dollar Tree Stores Inc         COM              256747106     5488   135300 SH
1947    48000 SH
Donnelley R R & Sons           COM              257867101    18948   771400 SH
1189    48400 SH
Doral Finl Corp                COM              25811P100     4869   300800 SH
Downey Svgs & Ln Assn          COM              261018105     2635    66700 SH
Dura Pharm Inc                 COM              26632S109     1281    36200 SH
Dycom Inds Inc                 COM              267475101     3139    75400 SH
687    16500 SH
E M C Corp Mass                COM              268648102     3222    32500 SH
1011    10200 SH
EL PASO ELEC CO COM NEW        COM              283677854     5144   373600 SH
EMS Technologies Inc           COM              26873N108      874    58300 SH
ENERGEN CORP COM               COM              29265N108     3436   115500 SH
ESS Tech Inc                   COM              269151106     4994   348900 SH
EXAR Corp                      COM              300645108     3303    27300 SH
EXPRESS SCRIPTS INC CL A       COM              302182100     1720    23800 SH
East West Bancorp Inc          COM              27579R104     1021    52200 SH
Eastman Kodak                  COM              277461109     2718    66500 SH
Edison Intl Inc                COM              281020107      941    48700 SH
El Paso Energy Corp            COM              283905107    18672   303000 SH
222     3600 SH
Elantec Semiconductor          COM              284155108     2172    21800 SH
Electro Scientific             COM              285229100     4858   138300 SH
Embarcadero Technologies Inc.  COM              290787100     6201   120700 SH
Emulex Corp                    COM              292475209     9028    73700 SH
1654    13500 SH
Endocare Inc.                  COM              29264P104     1347    68200 SH
Energy East Corp               COM              29266M109    21016   928900 SH
1102    48700 SH
Engage Technologies Inc        COM              292827102     1078   132700 SH
Engelhard Corp                 COM              292845104    18720  1152000 SH
1022    62900 SH
Entergy Corp                   COM              29364G103     3252    87300 SH
332     8900 SH
Enzo Biochem Inc.              COM              294100102      781    16100 SH
Enzon Inc.                     COM              293904108     3392    51400 SH
Expeditors Intl Wash Inc       COM              302130109      680    15100 SH
374     8300 SH
Extreme Networks Inc           COM              30226D106     4385    38300 SH
309     2700 SH
FEI Company                    COM              30241L109     3047   140500 SH
FYI Inc                        COM              302712104     1644    44000 SH
Factory 2-U Inc                COM              303072102     3723   121800 SH
Fairchild Semicnd Intl         COM              303726103     9512   338200 SH
1302    46300 SH
Federal Home Loan Mtg          COM              313400301     9877   182700 SH
Federal Natl Mtg               COM              313586109    15959   223200 SH
Federated Dept Stores          COM              31410H101     8036   307600 SH
Finisar Corporation            COM              31787A101    15699   324522 SH
2685    55500 SH
Firepond Inc                   COM              318224102     1649   113700 SH
Firstenergy Corp               COM              337932107    27441  1018700 SH
1999    74200 SH
Fleet Boston Corp              COM              339030108    42771  1096700 SH
2644    67800 SH
Fleming Co Inc                 COM              339130106      165    12600 SH
Focal Comm Corp                COM              344155106      287    18600 SH
120     7800 SH
Fortune Brands Inc             COM              349631101    13364   504300 SH
125     4700 SH
Foundry Networks Inc           COM              35063R100     5074    75800 SH
1225    18300 SH
Franklin Res Inc               COM              354613101     6020   135500 SH
Frontier Airlines New          COM              359065109     3862   198700 SH
GBC Bancorp                    COM              361475106     1202    35300 SH
Gabelli Asset Mgmt Inc         COM              36239Y102      354    11800 SH
Gadzooks Inc                   COM              362553109      468    26200 SH
Galileo Intl                   COM              363547100     1207    77900 SH
Geltex Pharm                   COM              368538104     5908   126200 SH
Gencorp Inc                    COM              368682100      116    14300 SH
General Cable Corp Del NEW     COM              369300108     4723   624500 SH
General Dynamics               COM              369550108     6646   105800 SH
General Electric               COM              369604103    16020   277700 SH
813    14100 SH
General Semiconductor          COM              370787103     1271   104300 SH
Gilhead Sciences               COM              375558103      505     4600 SH
Global Marine Inc              COM              379352404     1124    36400 SH
Globespan Inc                  COM              379571102    10521    86235 SH
1968    16130 SH
Golden State Bancorp           COM              381197102    19911   842800 SH
1125    47600 SH
Goodrich BF                    COM              382388106    19065   486500 SH
1834    46800 SH
Grace WR & Co                  COM              38388F108     4970   722900 SH
Greenpoint Financial Corp      COM              395384100    26289   887400 SH
1446    48800 SH
HCA The Healthcare Company     COM              404119109     5621   151400 SH
876    23600 SH
Hall Kinton & Associates Inc   COM              406069104     5193   182600 SH
Hamilton Bancorp Inc           COM              407013101     1071    63000 SH
Haverty Furniture              COM              419596101     1071    97900 SH
Heidrick & Struggles Intl      COM              422819102     3293    64100 SH
Heinz HJ                       COM              423074103    11923   321700 SH
Helix Technology Corp          COM              423319102     5270   176400 SH
Heller Financial Inc           COM              423328103    11973   419200 SH
Helmerich & Payne              COM              423452101    30013   830800 SH
1438    39800 SH
Hewlett Packard                COM              428236103    12397   127800 SH
3366    34700 SH
Hibernia Bankshares            COM              428656102     2724   222400 SH
Honeywell International Inc    COM              438516106      695    19500 SH
Horizon Offshore Inc           COM              44043J105     1163    66000 SH
Hot Topics                     COM              441339108     5877   195900 SH
Hotel Reservations Inc - Cl A  COM              441451101     2567    70100 SH
Household Intl                 COM              441815107    13686   241700 SH
Hudson United Bancorp          COM              444165104     4550   164720 SH
Hughes Supply Inc              COM              444482103     2908   148200 SH
Hutchinson Technology          COM              448407106     2963   140700 SH
ICN Pharmaceutical New         COM              448924100     5699   171400 SH
ICOS Corporation               COM              449295104     2744    50700 SH
IKOS SYS INC COM NEW           COM              451716203      976    94100 SH
INCYTE Genomics Inc            COM              45337C102     2480    60300 SH
INHALE THERAPEUTIC SYS COM     COM              457191104      350     6200 SH
ITT Industries Inc             COM              450911102    13977   430900 SH
1486    45800 SH
ImClone Systems                COM              45245W109     2330    19900 SH
Inamed                         COM              453235103      433    15400 SH
Ingersoll-Rand                 COM              456866102     2707    79900 SH
Integrated Device Tech         COM              458118106     3656    40400 SH
Integrated Silicon Solutions   COM              45812P107     3713   261700 SH
Intel Corp                     COM              458140100     2049    49300 SH
Interact Commerce Corp         COM              45839Y107      556    50800 SH
Intercept Group Inc            COM              45845L107     5008   214800 SH
Internet Security Systems      COM              46060X107     1164    15500 SH
443     5900 SH
Interpublic Grp Cos Inc        COM              460690100     3406   100000 SH
Intersil Holding Corp          COM              46069S109     2434    48800 SH
574    11500 SH
Interstate Bakeries Corp       COM              46072H108     8867   606300 SH
Interwoven Inc                 COM              46114T102     1866    16500 SH
Intl Business Machines         COM              459200101     7515    66800 SH
1226    10900 SH
Intl Multifoods                COM              460043102      721    41500 SH
Intranet Solutions Inc         COM              460939309     5615   112300 SH
Intuitive Surgical Inc.        COM              46120E107      458    39000 SH
Inverness Medical Technology   COM              461268104     3380   175600 SH
Invitrogen Corp                COM              46185R100      284     4000 SH
Ivax Corp                      COM              465823102     3018    65600 SH
621    13500 SH
JDS Uniphase Corp              COM              46612J101     1888    19944 SH
JNI Corp                       COM              46622G105     8384    94200 SH
Jabil Circuit Inc              COM              466313103     3462    61000 SH
Jaco Electronics Inc           COM              469783104      186    12400 SH
Johnson & Johnson              COM              478160104    25175   268000 SH
639     6800 SH
Johnson Controls               COM              478366107    17967   337800 SH
170     3200 SH
Juniper Networks Inc           COM              48203R104      920     4200 SH
460     2100 SH
Kansas City So Ind             COM              485170302      130    15000 SH
Kaufman & Broad Home           COM              486168107     8561   317800 SH
Kemet Corp                     COM              488360108    17083   618400 SH
1564    56600 SH
Keycorp                        COM              493267108     2025    80000 SH
Keyspan Corporation            COM              49337W100    41838  1042700 SH
2897    72200 SH
King Pharmaceuticals Inc       COM              495582108     5506   164657 SH
365    10914 SH
Knight-Ridder News             COM              499040103     2480    48800 SH
Krispy Kreme Doughnuts Inc.    COM              501014104     1608    19200 SH
Kroger Co                      COM              501044101    19487   863700 SH
2182    96700 SH
L-3 Communications Hldgs Inc   COM              502424104     1085    19200 SH
LIGAND PHARMACEUTICALS CL B    COM              53220K207      315    24600 SH
Laboratory Corp of America     COM              50540R409     5341    44600 SH
Labrance & Co Inc              COM              505447102     1258    37700 SH
Lattice Semiconductor          COM              518415104     4257    79200 SH
435     8100 SH
Lear Seating Corp              COM              521865105     3298   160400 SH
Lehman Bros Hldgs              COM              524908100    27053   183100 SH
3014    20400 SH
Libbey Inc                     COM              529898108      772    24800 SH
LifePoint Hospitals Inc        COM              53219L109     1921    54100 SH
Lilly Eli & Co                 COM              532457108     1217    15000 SH
Limited Inc                    COM              532716107     2114    95800 SH
Litton Inds                    COM              538021106      871    19500 SH
Loews Corp                     COM              540424108    33550   402400 SH
2643    31700 SH
Lone Star Technologies         COM              542312103     1025    22200 SH
M D C HLDGS INC COM            COM              552676108     1097    42200 SH
MARINE DRILLING COS COM PAR $0 COM              568240204     3907   136800 SH
1402    49100 SH
MDU Res Group Inc              COM              552690109      521    17500 SH
MGIC Inv Corp                  COM              552848103    22396   366400 SH
715    11700 SH
Macrovision Corp               COM              555904101     4261    52600 SH
Mallinckrodt Grp               COM              561232109     2528    55400 SH
Mapinfo Corp                   COM              565105103      930    29700 SH
Martha Stewart Living - Cl A   COM              573083102     1478    56300 SH
Mastec Inc                     COM              576323109      606    19400 SH
Mattson Technology Inc         COM              577223100     1507   101300 SH
McAfee.com Corporation         COM              579062100     1233    82900 SH
McGraw-Hill                    COM              580645109     1430    22500 SH
Measurement Specialtie         COM              583421102     1452    30100 SH
Medicis Pharmaceutical Corp    COM              584690309      750    12200 SH
221     3600 SH
Merck & Co                     COM              589331107    59796   803300 SH
6260    84100 SH
Merix Corp                     COM              590049102     3711    57250 SH
Merrill Lynch                  COM              590188108     4950    75000 SH
Metasolv Software Inc          COM              591393103     3483    85200 SH
654    16000 SH
Metris Co Inc                  COM              591598107    11467   290300 SH
1232    31200 SH
Michael Stores Inc             COM              594087108     3804    95100 SH
584    14600 SH
Micro Component Technology     COM              59479Q100      473    59100 SH
Micromuse Inc                  COM              595094103     2793    13900 SH
301     1500 SH
Milacron                       COM              598709103      142    10700 SH
Millenium Chemical             COM              599903101      314    21200 SH
Minimed Inc                    COM              60365K108     4326    48400 SH
1966    22000 SH
Minnesota Mining & Manufacturi COM              604059105    18043   198000 SH
474     5200 SH
Morgan JP & Co                 COM              616880100     7744    47400 SH
Morgan Stanley Dean Witter & C COM              617446448    24770   270900 SH
2149    23500 SH
Murphy Oil Corp                COM              626717102    20338   313800 SH
557     8600 SH
Musicland Stores Corp          COM              62758B109      119    16800 SH
Myriad Genetics                COM              62855J104     1762    20400 SH
NATURAL MICROSYSTEMS COM       COM              638882100      958    17800 SH
NOVEN PHARMACEUTICALS COM      COM              670009109     4664   109100 SH
NRG Energy Inc.                COM              629377102     3004    82300 SH
NU HORIZONS ELECTRS CP COM     COM              669908105     1074    38600 SH
Nabors Inds Inc                COM              629568106     1897    36200 SH
608    11600 SH
Nanometrics Inc                COM              630077105     6835   127900 SH
Nationwide Finl Svcs           COM              638612101    11063   296000 SH
Natl City                      COM              635405103     1077    48700 SH
Natl Comm Bancorp              COM              635449101     9159   459400 SH
Natl Fuel Gas Co N J           COM              636180101      712    12700 SH
Neose Technologies Inc         COM              640522108      358     7400 SH
Netiq Corp                     COM              64115P102      407     6200 SH
Netscout Sys Inc               COM              64115T104     1206    50800 SH
Network Apl                    COM              64120L104    14151   111100 SH
2879    22600 SH
Network Associates Inc         COM              640938106     2324   102700 SH
785    34700 SH
Neurocrine Biosciences         COM              64125C109      211     4700 SH
New Focus Inc.                 COM              644383101     8373   105900 SH
2000    25300 SH
New York Times Cl A            COM              650111107    20733   527400 SH
366     9300 SH
Newport Corp                   COM              651824104     3408    21400 SH
Next Level Communication Inc   COM              65333U104     4754    71900 SH
569     8600 SH
Nicor                          COM              654086107     5624   155400 SH
246     6800 SH
Noble Drilling Corp            COM              655042109     8151   162200 SH
2502    49800 SH
Northrop Corp                  COM              666807102      227     2500 SH
Nuance Communications Inc      COM              669967101     8311    68300 SH
1460    12000 SH
Nucor Corp                     COM              670346105     4901   162700 SH
Nvidia Corp                    COM              67066G104     7860    96000 SH
1482    18100 SH
ONEOK Inc                      COM              682680103     2437    61300 SH
OTG Software Inc               COM              671059103     1549    37900 SH
Oakley Inc                     COM              673662102     2345   133500 SH
Occidental Petroleum           COM              674599105    28173  1291600 SH
918    42100 SH
Offshore Logistics             COM              676255102      926    51800 SH
Old Rep Intl Corp              COM              680223104     7390   307100 SH
948    39400 SH
Onyx Software Corp             COM              683402101      625    30300 SH
Oracle Systems                 COM              68389X105     3418    43400 SH
937    11900 SH
Orthodontic Cntrs of Amer      COM              68750P103     4890   146800 SH
Oxford Health                  COM              691471106     1841    59900 SH
PARK ELECTROCHEMICAL COM       COM              700416209     1035    18600 SH
PC Connection Inc              COM              69318J100     5453    95675 SH
PE Corp - Celera Genomics      COM              69332S201     3407    34200 SH
PERFORMANCE FOOD GROUP COM     COM              713755106     1704    45300 SH
PFIZER INC COM                 COM              717081103     5316   118300 SH
539    12000 SH
PG&E Corp                      COM              69331C108      423    17500 SH
PLEXUS CORP COM                COM              729132100      536     7600 SH
PMI GROUP INC COM              COM              69344M101    16900   249450 SH
1054    15550 SH
PPL Corporation                COM              69351T106    26048   623900 SH
2743    65700 SH
Pacificare Health Sys          COM              695112102    10962   314900 SH
533    15300 SH
Pall Corp                      COM              696429307    17523   878900 SH
843    42300 SH
Panera Bread Company           COM              69840W108      472    22600 SH
Parker-Hannifin                COM              701094104     2643    78300 SH
290     8600 SH
Patterson Energy Inc           COM              703414102     6115   177900 SH
Payless Shoesource Inc         COM              704379106     1618    28900 SH
Peoples Energy                 COM              711030106     1015    30400 SH
Pepsi Bottling Group           COM              713409100     8523   283500 SH
1533    51000 SH
Pepsico Inc                    COM              713448108      244     5300 SH
Pharmacopeia Inc               COM              71713B104      354    13900 SH
Philip Morris Co               COM              718154107    34386  1168100 SH
1896    64400 SH
Photon Dynamics                COM              719364101     1714    45400 SH
Plantronics Inc                COM              727493108     3222    84800 SH
Polaris Industries Ptnrs       COM              731068102     3592   101900 SH
Polaroid Corp                  COM              731095105     3490   259700 SH
Polycom Inc                    COM              73172K104     3630    54200 SH
Polymedica Corp                COM              731738100     7499   174900 SH
Pomeroy Computer Resources     COM              731822102      430    22700 SH
Power-One Inc                  COM              739308104     8242   136200 SH
1235    20400 SH
Powerwave Technologies         COM              739363109     1192    31400 SH
Praxair Inc                    COM              74005P104     3951   105700 SH
Priority Healthcare Corp-B     COM              74264T102     4617    60549 SH
Professional Detailing Inc     COM              74312N107     1676    29400 SH
Protein Design Labs            COM              74369L103     3856    32000 SH
Public Sv New Mexico           COM              744499104     3985   154000 SH
Public Svc Entprs              COM              744573106    15408   344800 SH
550    12300 SH
QLOGIC CORP COM                COM              747277101     1672    19000 SH
Quanta Svcs Inc                COM              74762E102     4075   148200 SH
322    11700 SH
Quest Diagnostics Inc          COM              74834L100    13678   119200 SH
2708    23600 SH
Quest Software Inc             COM              74834T103     9279   149400 SH
1944    31300 SH
Questar Corp                   COM              748356102    13178   473800 SH
921    33100 SH
Quintus Corporation            COM              748798105     1304   152300 SH
RATIONAL SOFTWARE CORP COM NEW COM              75409P202     3073    44300 SH
REHABCARE GROUP INC COM        COM              759148109     6562   154400 SH
REMEC INC COM                  COM              759543101     5590   189900 SH
RENTER-A-CENTER                COM              76009N100      898    25900 SH
RMH Teleservices Inc           COM              749938106      684    42600 SH
Radian Group Inc               COM              750236101    21505   318600 SH
1924    28500 SH
Radient Systems Inc            COM              75025N102     3396   158900 SH
Rainbow Technologies           COM              750862104     3300    93300 SH
Rare Medium Group Inc          COM              75382N109      276    37100 SH
Robert Half Intl Inc           COM              770323103     3937   113500 SH
1394    40200 SH
Rockwell Intl                  COM              773903109     9256   306000 SH
Ryder System                   COM              783549108     8232   446500 SH
SBC Communications             COM              78387G103    26230   524600 SH
SDL Inc                        COM              784076101     3959    12800 SH
SEI Corp                       COM              784117103     3495    49400 SH
1556    22000 SH
SOLUTIA INC COM                COM              834376105     3051   268200 SH
SONIC AUTOMOTIVE INC CL A      COM              83545G102      871   104800 SH
SOVEREIGN BANCORP INC COM      COM              845905108      102    11000 SH
ST MARY LD & EXPL CO COM       COM              792228108     1381    59900 SH
Saba Software Inc.             COM              784932105      283    10100 SH
Safeway Inc                    COM              786514208     1713    36700 SH
Salton Inc                     COM              795757103     5118   158400 SH
Sandisk Corp                   COM              80004C101     2904    43500 SH
Satcon Technology Corporation  COM              803893106     3085    86300 SH
Sawtek Inc                     COM              805468105     5046   131000 SH
978    25400 SH
Schering-Plough                COM              806605101    11639   250300 SH
Scholastic Corp                COM              807066105     1774    22300 SH
Scientific-Atlanta             COM              808655104     2081    32700 SH
Sears Roebuck & Co             COM              812387108    39423  1216000 SH
2655    81900 SH
Seebeyond Techology Corp       COM              815704101     1383    60400 SH
Sempra Energy                  COM              816851109    24297  1167400 SH
1195    57400 SH
Serena Software Inc            COM              817492101     8572   186100 SH
267     5800 SH
Sharper Image Corp             COM              820013100     4523   256600 SH
Sherwin-Williams               COM              824348106    11976   560300 SH
Silicon Storker Tech           COM              827057100     8689   319600 SH
1675    61600 SH
Silverstream Software          COM              827907106     1482    49200 SH
Sipex Corp                     COM              829909100     4311   102500 SH
Smith Intl Inc                 COM              832110100     4323    53000 SH
Smithfield Foods               COM              832248108     6082   231700 SH
423    16100 SH
Somera Communications Inc      COM              834458101     3481   366400 SH
Sonicwall Inc                  COM              835470105      513    18000 SH
279     9800 SH
Southern Energy Inc            COM              842816100      307     9800 SH
6      200 SH
Southwest Bancorp Tex          COM              84476R109      624    19100 SH
Spinnaker Exploration Co       COM              84855W109     4370   125300 SH
Standard Pacific Corp          COM              85375C101     3296   183100 SH
Stanford Microdevices Inc.     COM              854399102      471     8800 SH
Suiza Foods Corp               COM              865077101     1789    35300 SH
Sun Microsystems               COM              866810104     4775    40900 SH
1740    14900 SH
SunTrust Banks                 COM              867914103     4289    86100 SH
Sunoco Inc                     COM              86764P109     4868   180700 SH
SuperValue Inc                 COM              868536103     8577   569400 SH
658    43700 SH
Surmodics Inc                  COM              868873100     1642    30000 SH
Symantec Corp                  COM              871503108     9196   209000 SH
946    21500 SH
Syncor Intl Corp Del           COM              87157J106     6545   177800 SH
T/R Systems Inc                COM              87263U102      917   103300 SH
TCF Finl Corp                  COM              872275102     8119   215800 SH
TELETECH HLDGS INC COM         COM              879939106     2307    93200 SH
599    24200 SH
TEXAS BIOTECHNOLOGY CP COM     COM              88221T104      458    28600 SH
TXU Corporation                COM              873168108    22685   572500 SH
1232    31100 SH
Tech Data Corp                 COM              878237106     3309    77400 SH
1475    34500 SH
Techne Corp                    COM              878377100      728     6500 SH
Technitrol                     COM              878555101    17180   170100 SH
1131    11200 SH
Tenet Healthcare Corp          COM              88033G100    28212   775600 SH
1502    41300 SH
Terayon Communication Sys      COM              880775101      889    26200 SH
356    10500 SH
Tetra Tech                     COM              88162G103      940    32900 SH
Tetra Technologies             COM              88162F105      753    49600 SH
Textron Inc                    COM              883203101    33478   725800 SH
1840    39900 SH
Tibco Software Inc             COM              88632Q103     2178    25800 SH
768     9100 SH
Tidewater Inc                  COM              886423102     2707    59500 SH
Tollgrade Communications Inc   COM              889542106     8842    63700 SH
569     4100 SH
Topps Co                       COM              890786106     2527   275000 SH
Torchmark Corp                 COM              891027104    15814   568600 SH
Toro Corp                      COM              891092108      302     9600 SH
Transwitch Corp                COM              894065101     1511    23700 SH
Trex Company Inc               COM              89531P105     2577    85000 SH
Triquint Semiconductor         COM              89674K103      769    21100 SH
291     8000 SH
Turnstone Systems Inc          COM              900423104     2411    52000 SH
858    18500 SH
Tut Systems Inc                COM              901103101      293     3400 SH
Tweeter Home Entertainment Grp COM              901167106      734    20200 SH
UAL Corp                       COM              902549500     3209    76400 SH
UST Inc                        COM              902911106     2853   124700 SH
USX-Marathon Grp               COM              902905827    34311  1209200 SH
2355    83000 SH
USX-US Steel Grp               COM              90337T101     4752   312900 SH
Ulticom Inc.                   COM              903844108     2941    62400 SH
Ultimate Electrs Inc           COM              903849107     1106    26900 SH
Ultramar Diamond Shamrock      COM              904000106    19183   756000 SH
1375    54200 SH
Union Pacific                  COM              907818108     4778   122900 SH
Unionbancal Corp               COM              908906100     1895    81300 SH
United Healthcare              COM              91324P102     1027    10400 SH
346     3500 SH
United Stationers Inc          COM              913004107     2814   104700 SH
United Technologies            COM              913017109    29819   430600 SH
2971    42900 SH
Universal Compression Hldgs    COM              913431102      356    11500 SH
Universal Corp                 COM              913456109     1630    55500 SH
Universal Foods Inc            COM              913538104      279    13700 SH
Universal Health Systems       COM              913903100     2877    33600 SH
Univision Communications       COM              914906102     4141   110800 SH
1424    38100 SH
Unocal Corp                    COM              915289102     6396   180500 SH
Utstarcom Inc                  COM              918076100     6099   291300 SH
764    36500 SH
Varian Semiconductor           COM              922207105     5544   148100 SH
438    11700 SH
Verity Inc                     COM              92343C106     6285   176100 SH
Verizon Communications         COM              92343V104    19859   409982 SH
1881    38842 SH
Vertex Pharm                   COM              92532F100     5070    60000 SH
Vicor Corp                     COM              925815102      987    18200 SH
Vintage Petroleum Inc          COM              927460105      769    33800 SH
273    12000 SH
Virata Corp                    COM              927646109     2070    31300 SH
Vishay Intertechn              COM              928298108    20987   682500 SH
1745    56750 SH
WASTE CONNECTIONS INC          COM              941053100     2983   116400 SH
WESTWOOD ONE INC COM           COM              961815107     1368    63800 SH
495    23100 SH
WILLIAMS CLAYTON ENRGY COM     COM              969490101     1012    25000 SH
WMS Inds Inc                   COM              929297109      817    36300 SH
Wachovia Corp                  COM              929771103     6236   110000 SH
Wal-Mart Stores                COM              931142103     1275    26500 SH
Washington Mutual              COM              939322103    49881  1252900 SH
3722    93500 SH
Webb Del E Corp                COM              947423109     2547    91800 SH
Webmethods Inc                 COM              94768C108     4766    41400 SH
530     4600 SH
Wellpoint Health Network       COM              94973H108    11021   114800 SH
269     2800 SH
Wendys Intl                    COM              950590109     3890   193900 SH
Westell Tech                   COM              957541105     1409   109400 SH
Weyerhaeuser Corp              COM              962166104     1615    40000 SH
Williams Cos                   COM              969457100    11479   271700 SH
Williams Sonoma Inc            COM              969904101     2009    57800 SH
987    28400 SH
Wilsons The Leather Experts    COM              972463103     1306    72300 SH
Wit Soundview Group Inc        COM              977383108     1053   117000 SH
Yankee Candle Inc              COM              984757104      684    34000 SH
ZOMAX INC                      COM              989929104     2123   303250 SH
Zale Corp                      COM              988858106     2339    72100 SH
357    11000 SH
AON Corp                       COM              037389103   -16658  -424400 SH
American Intl Grp              COM              026874107     -469    -4900 SH
Anadarko Pete Corp             COM              032511107    -4679   -70400 SH
Avon Products                  COM              054303102    -5085  -124400 SH
BJ SVCS Co                     COM              055482103    -5844   -95600 SH
Baker Hughes                   COM              057224107   -12173  -327900 SH
Banc One Corp                  COM              06423A103   -16864  -436600 SH
Bemis Co                       COM              081437105    -1015   -31600 SH
Boise Cascade                  COM              097383103    -3347  -126000 SH
Bowater Inc                    COM              102183100    -1857   -40000 SH
C P & L Energy Inc.            COM              12614C106    -3252   -78000 SH
Cabot Corp                     COM              127055101    -1543   -48700 SH
Cabot Oil & Gas Corp           COM              127097103    -4044  -198500 SH
Callaway Golf Co               COM              131193104     -749   -48700 SH
Campbell Soup                  COM              134429109    -7364  -284600 SH
Caterpillar Inc                COM              149123101   -14644  -433900 SH
Chevron Corp                   COM              166751107   -10008  -117400 SH
Chubb Corp                     COM              171232101   -13056  -165000 SH
Cincinnati Finl Corp           COM              172062101    -3365   -94800 SH
Circle Intl Group Inc          COM              172574105    -3766  -124500 SH
Citigroup                      COM              172967101    -2373   -43900 SH
Clorox Co                      COM              189054109    -9080  -229500 SH
Coca Cola Co                   COM              191216100   -15275  -277100 SH
Coca-Cola Entprs               COM              191219104   -12948  -812400 SH
Colgate-Palmolive              COM              194162103    -7207  -152700 SH
Commerce Bancorp Inc           COM              200519106   -15193  -261100 SH
Constellation Energy Group     COM              210371100   -16726  -336200 SH
Continental Airls Inc          COM              210795308    -2867   -63100 SH
Costco Wholesale Corp          COM              22160K105     -807   -23100 SH
Crane Co                       COM              224399105    -7537  -329500 SH
Cullen Frost Bankers Inc       COM              229899109    -3780  -116300 SH
DPL Inc                        COM              233293109   -14854  -499307 SH
DQE Inc                        COM              23329J104   -13963  -348000 SH
Dain Rauscher Corp             COM              233856103    -5673   -61000 SH
Deere & Co                     COM              244199105   -12662  -380800 SH
Dial Corp Ariz                 COM              25247D101    -3115  -268000 SH
Dominion Resources             COM              25746U109    -2342   -40334 SH
Dover Corp                     COM              260003108    -3516   -74900 SH
Eastman Chem Co                COM              277432100     -698   -18900 SH
Eaton Corp                     COM              278058102     -530    -8600 SH
Ecolab Inc                     COM              278865100   -14616  -405300 SH
Emerson Electric               COM              291011104    -3591   -53600 SH
Energizer Holdings Inc         COM              29266R108     -708   -28900 SH
Estee Lauder                   COM              518439104   -13064  -356700 SH
Exxon Mobil Corp               COM              30231G102    -3262   -36600 SH
Fidelity Natl Finl Inc         COM              316326107    -4480  -181000 SH
Fifth Third Bancorp            COM              316773100   -16852  -312800 SH
First VA Banks Inc             COM              337477103    -7233  -169700 SH
Flowers Indus                  COM              343496105    -3646  -187000 SH
Fluor Corp                     COM              343861100    -4236  -141200 SH
Ford Common (New)              COM              345370860    -7029  -277703 SH
GATX Corp                      COM              361448103    -2157   -51500 SH
General Mills                  COM              370334104   -14715  -414500 SH
General Motors                 COM              370442105   -12434  -191300 SH
Gillette Co                    COM              375766102   -15823  -512500 SH
Goldman Sachs Group            COM              38141G104     -923    -8100 SH
Goodyear T/R                   COM              382550101   -11191  -621700 SH
Grainger WW Inc                COM              384802104   -11420  -434000 SH
Great Lakes Chem Corp          COM              390568103    -1715   -58500 SH
Halliburton Co                 COM              406216101   -14985  -306200 SH
Harley-Davidson                COM              412822108    -1867   -39000 SH
Hartford Finl Svcs Grp Inc     COM              416515104    -4974   -68200 SH
Hercules Inc                   COM              427056106    -6231  -441100 SH
Hershey Foods                  COM              427866108   -15864  -293100 SH
Hilton Hotels                  COM              432848109    -2020  -174700 SH
Hollinger Intl Stock A         COM              435569108    -1935  -115500 SH
Hormel Geo A & Co              COM              440452100     -387   -23200 SH
IMC Global Inc                 COM              449669100    -6299  -434400 SH
Intl Paper                     COM              460146103    -6426  -224000 SH
Kellogg Co                     COM              487836108    -1669   -69000 SH
Lands End Inc                  COM              515086106    -1886   -89800 SH
Legg Mason                     COM              524901105    -7957  -136900 SH
Louis Dreyfus Natural Gas Corp COM              546011107    -4585  -115700 SH
M & T Bank Corp                COM              55261F104    -8461   -16590 SH
MYND Corp                      COM              628551103     -516   -38200 SH
Marshall & Isley Co            COM              571834100   -14291  -285100 SH
Masco Corp                     COM              574599106    -1991  -106900 SH
Mattel Inc                     COM              577081102    -5077  -453800 SH
Mellon Bank Corp               COM              58551A108    -7480  -161300 SH
Methode Electrs Inc            COM              591520200    -2907   -65600 SH
Mony Group Inc                 COM              615337102    -7636  -191500 SH
Moodys Corporation             COM              615369105   -14787  -429400 SH
NSTAR                          COM              67019E107    -6557  -162900 SH
National Data Corp             COM              635621105    -9670  -294700 SH
Navistar Intl Corp             COM              63934E108    -7655  -255700 SH
Niagara Mohawk Power           COM              653520106    -6240  -396200 SH
Nordstrom Inc                  COM              655664100   -12452  -800100 SH
Northwest Airlines Corp        COM              667280101    -3385  -137800 SH
Omnicare Inc                   COM              681904108     -806   -50000 SH
PACCAR Inc                     COM              693718108    -6115  -165000 SH
Penney JC                      COM              708160106    -6134  -519300 SH
Pharmacia Corporation          COM              71713U102    -2341   -38900 SH
Phelps Dodge                   COM              717265102    -8116  -194400 SH
Phillips Petroleum             COM              718507106    -1606   -25600 SH
Potlatch Corp                  COM              737628107     -787   -24900 SH
Potomac Electric Power         COM              737679100   -14561  -578100 SH
Progressive Corp Ohio          COM              743315103   -16670  -203600 SH
Quaker Oats                    COM              747402105    -2239   -28300 SH
RJ Reynolds Tobacco Holdings   COM              76182K105    -8159  -253000 SH
Ralston Purina                 COM              751277302   -16081  -678900 SH
Rayonier Inc                   COM              754907103    -3195   -88900 SH
Raytheon Co CL B               COM              755111408     -438   -15400 SH
Rohm & Haas                    COM              775371107    -9762  -335900 SH
Roslyn Bancorp Inc             COM              778162107    -3334  -149000 SH
Scana Corp                     COM              80589M102    -2723   -88199 SH
Schlumberger Ltd               COM              806857108   -14084  -171100 SH
Sigma Aldrich Corp             COM              826552101    -7270  -220300 SH
St. Paul Cos                   COM              792860108    -1203   -24400 SH
Stanley Works                  COM              854616109    -9995  -433400 SH
State Street Boston            COM              857477103   -16484  -126800 SH
THERMO ELECTRON CORP COM       COM              883556102    -4969  -191100 SH
Target Corp                    COM              87612E106    -2475   -96600 SH
Texaco Inc                     COM              881694103    -3822   -72800 SH
Thomas & Betts                 COM              884315102    -2945  -168900 SH
Toys R Us                      COM              892335100    -7179  -441800 SH
Trinity Inds                   COM              896522109    -1975   -84500 SH
Unicom Corp                    COM              904911104    -2292   -40800 SH
Union Planters Corp            COM              908068109    -2255   -68200 SH
United Parcel Service          COM              911312106    -8383  -148700 SH
Valero Energy NEW              COM              91913Y100    -1714   -48700 SH
Vulcan Matls Co                COM              929160109   -10027  -249500 SH
Wal-Mart Stores                COM              931142103    -2652   -55100 SH
Washington Post Co             COM              939640108    -7945   -15050 SH
Waste Managment Inc            COM              94106L109    -7782  -446300 SH
Wells Fargo & Co               COM              949746101    -8227  -179100 SH
Winn-Dixie Stores              COM              974280109    -7279  -506400 SH
Wrigley WM Jr                  COM              982526105   -15447  -206300 SH
Xerox Corp                     COM              984121103     -666   -44200 SH
York Intl Corp New             COM              986670107    -3525  -141700 SH
Zions BanCorp                  COM              989701107   -10711  -209450 SH
AICA KOGYO CO                  COM              6010047         77    12000 SH
AIDA ENGINEERING               COM              6010326        353    75000 SH
AIFUL CORPORATION              COM              6019419        568     5900 SH
AMADA CO                       COM              6022105        480    58000 SH
AMANO CORPORATION              COM              6027304        544    53000 SH
ARUZE CORP                     COM              6126892        481     8000 SH
ASAHI DENKA KOGYO              COM              6054904        338    48000 SH
AUTOBACS SEVEN CO              COM              6068422        449    15500 SH
BANK OF YOKOHAMA               COM              6986449        606   133000 SH
BANYU PHARMACEUTICAL CO        COM              6077309        233    11000 SH
BELLUNA CO                     COM              6070353        563    15200 SH
C.K.D.CORP                     COM              6160050        394    43000 SH
CANON INC                      COM              6172323        576    13000 SH
CANON SALES CO INC             COM              6172453        552    34000 SH
CATENA CORP                    COM              6179669        375    32000 SH
CHIBA BANK                     COM              6190563        700   178000 SH
CHUBU ELECTRIC POWER CO INC    COM              6195609        573    35400 SH
CHUETSU PULP & PAPER           COM              6195706        377   143000 SH
CHUO TRUST & BANKING CO        COM              6196840        324    92000 SH
CITIZEN WATCH CO               COM              6197304        806    75000 SH
COMPUTER ENGINEERING & CONSULT COM              6215314        185    11000 SH
DAI-TOKYO FIRE & MARINE INSUR  COM              6251169        511   169000 SH
DAIDO STEEL CO                 COM              6250627        237    97000 SH
DAIEI INC                      COM              6249982        276   103000 SH
DAIHATSU MOTOR CO              COM              6250304        667    82000 SH
DAIICHI PHARMACEUTICAL CO      COM              6250218        686    27000 SH
DAIKYO INC                     COM              6250951        459   236000 SH
DAIMEI TELECOM ENGINEERING COR COM              6250928        428    51000 SH
DAINIPPON PHARMACEUTICAL CO    COM              6250865        477    36000 SH
DAINIPPON SCREEN MANUFACTURING COM              6251028        423    58000 SH
DAISHINKU CORP                 COM              6251493        247    41000 SH
DAITO TRUST CONSTRUCTION CO    COM              6250508        681    42100 SH
DAIWA SECURITIES CO            COM              6251448        703    60000 SH
DAIWABO INFORMATION SYSTEMS CO COM              6252430        213    13000 SH
DISCO CORP                     COM              6270948        280     2100 SH
DOWA MINING CO                 COM              6278306        604   184000 SH
EXCEL CO                       COM              6127680        155    12000 SH
FAST RETAILING CO              COM              6332439        774     3800 SH
FUJI ELECTRONICS CO            COM              6356150        379    20000 SH
FUJI OIL CO                    COM              6356848        361    43000 SH
FUJITSU DEVICES IN             COM              6112824        337    15000 SH
FUTABA INDUSTRIAL CO           COM              6357744        644    55000 SH
GUNZE                          COM              6398709        391   133000 SH
HEIWA CORP                     COM              6419581        464    23300 SH
HINO MOTORS                    COM              6428305        495   127000 SH
HIROSE ELECTRIC CO             COM              6428725        352     2700 SH
HISAMITSU PHARMACEUTICAL CO IN COM              6428907        677    45000 SH
HITACHI AIC INC                COM              6429160        248    21000 SH
HITACHI METALS                 COM              6429201        563    69000 SH
HOKUETSU PAPER MILLS           COM              6433105        205    28000 SH
HONDA MOTOR CO                 COM              6435145        773    21000 SH
HORIBA                         COM              6437947        360    36000 SH
ICOM INC                       COM              6458432        428    25000 SH
ITOCHU CORP                    COM              6467803        709   153000 SH
ITOHAM FOOD                    COM              6467900        204    52000 SH
JAPAN AIRLINES CO              COM              6471871        727   192000 SH
JGC CORP                       COM              6473468        143    28000 SH
Japan Electron Mat             COM              6126483        271    17000 SH
KAKEN PHARMACEUTICAL           COM              6481643        473    74000 SH
KANEBO                         COM              6483241        373   134000 SH
KATOKICHI CO                   COM              6484244        378    15000 SH
KAWASAKI KISEN KAISHA          COM              6484686        363   179000 SH
KAYABA INDUSTRY CO             COM              6485009         87    47000 SH
KEIHIN CORP                    COM              6487328        319    41000 SH
KINSEKI                        COM              6493455        448    39000 SH
KIRIN BEVERAGE CORP            COM              6501314        916    33000 SH
KOA FIRE & MARINE INSURANCE CO COM              6495882        466   117000 SH
KOKUSAI ELECTRIC CO            COM              6496368        122    12000 SH
KONICA CORP                    COM              6496700        431    63000 SH
KURAMOTO SEISAKUSHO CO         COM              6501325        262    15700 SH
KYOCERA CORP                   COM              6499260        580     3800 SH
KYUSHU MATSUSHITA ELECTRIC CO  COM              6499903        433    41000 SH
MABUCHI MOTOR CO               COM              6551030        602     4700 SH
MAEDA CORP                     COM              6554705        599   147000 SH
MAKITA CORP                    COM              6555805        318    40000 SH
MARUBUN CORP                   COM              6526500        267    16000 SH
MARUICHI STEEL TUBE            COM              6569505        295    20000 SH
MATSUSHITA ELECTRIC WORKS      COM              6572729        621    54000 SH
MAX CO                         COM              6574220        601    58000 SH
MEIWA ESTATE CO                COM              6562388        693    29500 SH
MIKUNI COCA-COLA BOTTLING CO   COM              6592147        389    35000 SH
MITSUBISHI ELECTRIC CORP       COM              6597045        638    77000 SH
MITSUI O.S.K.LINES             COM              6597584        376   170000 SH
MKC STAT CORP                  COM              6550338        240    12000 SH
MURATA MANUFACTURING CO        COM              6610403        276     2000 SH
Miyachi Technos Co.            COM              6004664        273     7860 SH
Mizuho Holding Inc.            COM              6286280        585       71 SH
N.G.K.INSULATORS               COM              6619507        402    28000 SH
NET ONE SYSTEMS CO             COM              6036548        568       20 SH
NEW JAPAN SECURITIES CO        COM              6631501        136    37000 SH
NGK SPARK PLUG CO              COM              6619604        284    17000 SH
NICHIDO FIRE & MARINE INSURANC COM              6638524        186    33000 SH
NICHIEI CO                     COM              6638483        465   205000 SH
NICHIREI CORP                  COM              6640864        707   166000 SH
NIFCO INC                      COM              6639163        586    51000 SH
NIPPON CHEMI-CON CORP          COM              6640358        570    85000 SH
NIPPON MEAT PACKERS INC        COM              6640767        617    45000 SH
NIPPON PAINT CO                COM              6640507        634   197000 SH
NIPPON SHINPAN CO              COM              6643528        584   288000 SH
NIPPON THOMPSON CO             COM              6643562        409    31000 SH
NIPPON YUSEN KK                COM              6643960        629   124000 SH
NISHIMATSU CONSTRUCTION CO     COM              6640983        586   177000 SH
NISSAN MOTOR CO                COM              6642860        757   132000 SH
NISSHIN FLOUR MILLING CO       COM              6640961        367    40000 SH
NISSHINBO INDUSTRIES INC       COM              6642923        434    88000 SH
NISSIN FOOD PRODUCTS CO        COM              6641760        618    25000 SH
NOK CORP                       COM              6642428        521    72000 SH
NOMURA SECURITIES CO           COM              6643108        348    16000 SH
NTN CORP                       COM              6651189        344    93000 SH
NTT MOBILE COMMUNICATIONS      COM              6129277        717       25 SH
Nippon Mining and Metals       COM              6123202        453    86000 SH
OKASAN SECURITIES CO           COM              6657949        313    49000 SH
OKI ELECTRIC INDUSTRY CO       COM              6657682        180    26000 SH
OKUMURA CORP                   COM              6657808        634   193000 SH
OLYMPUS OPTICAL CO             COM              6658801        245    16000 SH
ONO PHARMACEUTICAL CO          COM              6660107        288     7000 SH
ORIENT CORP                    COM              6661122        357   162000 SH
PACIFIC METALS CO              COM              6666343        435   209000 SH
PARK 24 CO                     COM              6667733        389     3000 SH
PIONEER ELECTRONIC CORP        COM              6688745        611    15000 SH
PROMISE CO                     COM              6703295        487     6300 SH
Q.P.CORP                       COM              6714509        561    67000 SH
RESORTTRUST INC                COM              6044132        208     9000 SH
RICOH CO                       COM              6738220        564    31000 SH
RICOH LEASING CO               COM              6729116        449    24000 SH
RINNAI CORP                    COM              6740582        545    25000 SH
ROHTO PHARMACEUTICAL CO        COM              6747367        581    45000 SH
RYOSAN CO                      COM              6763200        311    16000 SH
RYOYO ELECTRO CORP             COM              6763415        736    46000 SH
SANKYO CO                      COM              6775432        498    13600 SH
SANSHIN ELECTRONICS CO         COM              6776361        209    31000 SH
SANYO DENKI CO                 COM              6776974        114    20000 SH
SANYO ELECTRIC CO              COM              6776769        598    68000 SH
SANYO SHINPAN FINANCE CO       COM              6783907        252     9700 SH
SECOM CO                       COM              6791591        402     5000 SH
SEKISUI CHEMICAL CO            COM              6793821        138    42000 SH
SEKISUI HOUSE                  COM              6793906        387    40000 SH
SHIMACHU CO                    COM              6804455        394    25000 SH
SHIN-ETSU POLYMER CO           COM              6805704        309    45000 SH
SHINDENGEN ELECTRIC MANUFACTUR COM              6804541        104    16000 SH
SHINKAWA                       COM              6804745        274     6800 SH
SHOWA CORP                     COM              6805629        314    56000 SH
SKYLARK CO                     COM              6813161        324     9000 SH
SMC CORP                       COM              6763965        353     2100 SH
SNOW BRAND MILK PRODUCTS CO    COM              6818401        209    57000 SH
SUMITOMO BAKELITE CO           COM              6858504        686    61000 SH
SUMITOMO ELECTRIC INDUSTRIES   COM              6858708        293    17000 SH
SUMITOMO FORESTRY CO           COM              6858861        524    73000 SH
SUMITOMO METAL MINING CO       COM              6858849        718   130000 SH
SUMITOMO REALTY & DEVELOPMENT  COM              6858902        831   159000 SH
SUMITOMO RUBBER INDUSTRIES     COM              6858991        389    65000 SH
SUMITOMO WAREHOUSE CO          COM              6859080        329   123000 SH
SUNDRUG CO                     COM              6817895        341     5300 SH
Softbank Technology            COM              6163996        416     6000 SH
TAIYO YUDEN CO                 COM              6870564        615    12000 SH
TAKEDA CHEMICAL INDUSTRIES     COM              6870445        463     7000 SH
TAKEFUJI CORPORATION           COM              6876067        771     7000 SH
TANABE SEIYAKU CO              COM              6870984        289    38000 SH
TEIJIN                         COM              6880507        279    67000 SH
TOHOKU ELECTRIC POWER CO INC   COM              6895266        690    49300 SH
TOKAI BANK                     COM              6895341        727   143000 SH
TOKAI CARBON CO                COM              6894003        609   262000 SH
TOKAI RUBBER INDUSTRIES        COM              6893914        234    23000 SH
TOKO INC                       COM              6894702        554    95000 SH
TOKYO DOME CORP                COM              6496744        137    29000 SH
TOKYO ELECTRIC POWER CO INC    COM              6895404        203     8600 SH
TOKYO OHKA KOGYO CO            COM              6894898        479    25700 SH
TOKYO SECURITIES CO            COM              6894876        244    96000 SH
TOKYO TATEMONO CO              COM              6895426        224   110000 SH
TOMEN ELECTRONICS              COM              6043656        536    11000 SH
TOSHIBA CORP                   COM              6897217        532    66000 SH
TOYO SEIKAN KAISHA             COM              6900267        668    38000 SH
TOYOBO CO                      COM              6900502        371   210000 SH
TOYODA AUTOMATIC LOOM WORKS    COM              6900546        725    36000 SH
UNY CO                         COM              6918624        385    37000 SH
XEBIO CO                       COM              6984948        393    18100 SH
YAKULT HONSHA CO               COM              6985112        247    23000 SH
YAMADA DENKI CO                COM              6985026        761     7500 SH
YAMAHA CORP                    COM              6642387        411    49000 SH
YAMAHA MOTOR CO                COM              6985264        195    26000 SH
YAMATAKE-HONEYWELL CO          COM              6985543        429    38000 SH
YAMATANE SECURITIES CO         COM              6985606        183    76000 SH
YODOGAWA STEEL WORKS           COM              6986364        153    62000 SH
YOKOGAWA BRIDGE CORP           COM              6986405        322    80000 SH
YOKOGAWA ELECTRIC CORP         COM              6986427        697    76000 SH
YUSHIN PRECISION EQUIPMENT     COM              6983893        269     3700 SH
EUROPOLITAN HLDGS              COM              5683796        118    12570 SH
INVESTOR AB                    COM              5679591        172    12200 SH
SVENSKA HANDELSBKN             COM              5703661        260    16200 SH
TRELLEBORG AB                  COM              4902384        117    18600 SH
DNB HOLDING ASA                COM              4263304        160    36700 SH
AGGREKO                        COM              0147899        130    20630 SH
AMEC                           COM              0028262        173    41220 SH
AMVESCAP                       COM              0128269        283    13200 SH
ANGLO AMERICAN                 COM              0490151        208     3950 SH
ASSOCD BRIT PORTS              COM              0056434        134    29780 SH
BARCLAYS                       COM              0078201        239     8720 SH
BARRATT DEVEL                  COM              0081180        185    48170 SH
BERKELEY GROUP                 COM              0094177        160    19080 SH
BRIT AMER TOBACCO              COM              0287580        266    41580 SH
COOKSON GROUP                  COM              0508407        165    59290 SH
CORDIANT COMM                  COM              0158039        151    39710 SH
ENODIS                         COM              0093152        126    44130 SH
GLYNWED INTL.                  COM              0374288        103    39270 SH
HSBC HLDGS                     COM              0540528        198    14080 SH
ICELAND GROUP                  COM              0455871        170    36130 SH
INDEPENDENT NEWS AND M         COM              0461481        109    30800 SH
JARDINE LLOYD THOM             COM              0520337        111    20020 SH
MAN GROUP PLC                  COM              0294405        219    29200 SH
MARCONI                        COM              0877431        241    17790 SH
MORSE HOLDINGS                 COM              0560485        163    19910 SH
NEXT                           COM              0421861        186    17600 SH
PILKINGTON                     COM              0688462        157   131750 SH
POWERGEN                       COM              0443746        110    14510 SH
PROVIDENT FINL                 COM              0268596        215    17590 SH
REXAM                          COM              0425045        128    38140 SH
SAFEWAY                        COM              0049241        196    46510 SH
SCOT & SOUTHERN EN             COM              0790873        169    20920 SH
SELFRIDGES                     COM              0291978        192    46410 SH
SEVERN TRENT                   COM              0054632        194    18060 SH
SIGNET GROUP                   COM              0040374        127   159890 SH
SPIRENT                        COM              0472609        228    23230 SH
TESCO                          COM              0884709        283    77820 SH
VODAFONE GROUP                 COM              0719210        238    64480 SH
WIMPEY(GEORGE)                 COM              0971344        151    77710 SH
WPP GROUP                      COM              0974042        205    17300 SH
ACERALIA CORP SIDE             COM              5372458        221    26900 SH
AHOLD (KON) NV                 COM              5252602        239     8440 SH
ALTANA AG                      COM              5273131        249     2200 SH
BE SEMICONDUCTOR               COM              4233589        121    12430 SH
BEIERSDORF AG                  COM              5107401        207     2200 SH
BRISA(AUTO-ESTRADA             COM              5803925        149    17880 SH
CLASS EDITORI                  COM              5574878        177    11000 SH
ELCOTEQ NETWORK CO             COM              5343841        201     6700 SH
ELEC DE PORTUGAL               COM              4103596         97    30820 SH
ENI                            COM              4436399        122    23000 SH
FAG KUGELFISCHER               COM              5115998        129    21500 SH
GRUPO DRAGADOS SA              COM              5687000        212    26700 SH
HOLLANDSCHE BETON              COM              5227804        125    13760 SH
IFIL(IST FIN ITAL)             COM              5733152        206    45500 SH
INTERNATIO-MULLER              COM              5051586        203    10330 SH
ITALCEMENTI                    COM              5975943        130    35250 SH
MARZOTTO & FIGLI               COM              4570004         89    10250 SH
OLIVETTI SPA                   COM              5294228        138    50000 SH
OUTOKUMPU OYJ                  COM              4665148         90    11600 SH
PEUGEOT SA                     COM              4683827        235     1320 SH
PORTUCEL INDUSTRIA             COM              4719078        136    22890 SH
SAFILO                         COM              5484773        171    20000 SH
SAI(SOC ASSIC)                 COM              5975998         94    12625 SH
T.I.M.SPA                      COM              4876735        241    51250 SH
USINOR                         COM              4894544        207    22820 SH
VINCI                          COM              4818083        223     4370 SH
VOLKSWAGEN AG                  COM              5497168        250     9100 SH
WESSANEN(KON)                  COM              4949477        146    12640 SH
ZELTIA SA                      COM              4370839        191    10000 SH
ASCOM HOLDING AG               COM              4052740        218       65 SH
GRETAG IMAGING HLD             COM              5476305        236     1040 SH
AIWA CO                        COM              6010809       -487   -48800 SH
AJINOMOTO CO INC               COM              6010906       -694   -62000 SH
ALPINE ELECTRONICS             COM              6021481       -250   -18000 SH
ARIAKE JAPAN CO                COM              6049632       -369    -5610 SH
ASAHI BANK                     COM              6499367       -461  -112000 SH
ASAHI BREWERIES                COM              6054409       -520   -58000 SH
Avex Inc                       COM              6129073       -555    -5400 SH
BANK OF TOKYO MITSUBISHI BANK  COM              6070364       -780   -66000 SH
CLARION CO                     COM              6201164       -520  -146000 SH
COLIN CORP                     COM              6085108       -336    -6000 SH
COPAL COMPANY                  COM              6221300       -260   -18000 SH
CREDIT SAISON CO               COM              6591809       -231   -10600 SH
DAIBIRU CORP                   COM              6661672       -336   -43000 SH
DAIWA HOUSE INDUSTRY CO        COM              6251363       -454   -65000 SH
DDI CORP                       COM              6248990       -604      -92 SH
DENKI KOGYO CO                 COM              6262600       -300   -40000 SH
DENSEI-LAMBDA KK               COM              6628332       -426   -19200 SH
DIAMOND LEASE CO               COM              6268976       -272   -21000 SH
DON QUIJOTE                    COM              6269861       -220    -2100 SH
EAST JAPAN RAILWAY CO          COM              6298542       -695     -125 SH
ENPLAS CORP                    COM              6250296       -467    -9100 SH
FANUC CO                       COM              6356934       -398    -3600 SH
FDK CORP                       COM              6356309       -387   -38000 SH
FP CORP                        COM              6329947       -271    -7200 SH
FUJI MACHINE MANUFACTURING CO  COM              6356592       -460   -12900 SH
FUJI PHOTO FILM CO             COM              6356525       -536   -16000 SH
FUJISAWA PHARMACEUTICAL CO     COM              6356804       -405   -11000 SH
FUJITEC CO                     COM              6356826       -264   -33000 SH
FUJITSU                        COM              6356945       -465   -20000 SH
FUJITSU BUSINESS SYSTEMS       COM              6357186       -282   -12200 SH
FUKUYAMA TRANSPORTING CO       COM              6357120       -318   -58000 SH
GUNMA BANK                     COM              6398088       -488   -90000 SH
H.I.S.CO                       COM              6400433       -254   -12200 SH
HAMAMATSU PHOTONICS            COM              6405870       -644   -10500 SH
HANSHIN ELECTRIC RAILWAY CO    COM              6408802       -405  -146000 SH
HITACHI SOFTWARE ENGINEERING C COM              6429502       -525    -4200 SH
IDEC IZUMI CORP                COM              6456737       -287   -24000 SH
INTEC INC                      COM              6463759       -428   -22000 SH
ISHIHARA SANGYO KAISHA         COM              6466866       -473  -287000 SH
ISUZU MOTORS                   COM              6467104       -517  -245000 SH
ITO EN                         COM              6455789       -422    -5300 SH
ITO-YOKADO CO                  COM              6467944       -782   -15000 SH
JAFCO                          COM              6471439       -380    -2600 SH
JAPAN BUSINESS COMPUTER CO     COM              6472959       -647   -23900 SH
JAPAN TELECOM CO               COM              6475497       -577      -20 SH
JOYO BANK                      COM              6479767       -236   -63000 SH
JSR CORP                       COM              6470986       -769  -114000 SH
JUSCO CO                       COM              6480048       -203   -11000 SH
JUSTSYSTEM                     COM              6079792       -573   -12500 SH
Japan Asia Investment          COM              6481472       -218   -43000 SH
KADOKAWA SHOTEN PUBLISHING     COM              6134033       -432    -9400 SH
KAJIMA CORP                    COM              6481320       -492  -188000 SH
KANEKA CORP                    COM              6483360       -264   -25000 SH
KENWOOD CORP                   COM              6904407       -574  -157000 SH
KINDEN CORP                    COM              6492924       -571   -95000 SH
KINKI NIPPON RAILWAY CO        COM              6492968       -652  -141000 SH
KIRIN BREWERY CO               COM              6493745       -267   -26000 SH
KOMORI CORP                    COM              6496658       -363   -29000 SH
KURARAY CO                     COM              6497662       -852   -88000 SH
KURITA WATER INDUSTRIES        COM              6497963       -388   -21000 SH
KYODEN CO                      COM              6047346       -275   -11000 SH
KYORIN PHARMACEUTI             COM              6149996       -419   -11000 SH
MAKINO MILLING MACHINE CO      COM              6555708       -406   -49000 SH
MARUBENI CORP                  COM              6569464       -614  -245000 SH
MARUI CO                       COM              6569527       -435   -28000 SH
MATSUSHITA COMMUNICAT INDUSTR  COM              6572666       -703    -5200 SH
MATSUSHITA KOTOBUKI ELECTRONIC COM              6572848       -626   -32000 SH
MAZDA MOTOR CORP               COM              6900308       -249  -128000 SH
MEGACHIPS CORP                 COM              6123923       -499   -12400 SH
MERCIAN CORP                   COM              6776004       -310  -127000 SH
MINEBEA CO                     COM              6642406       -316   -27000 SH
MITSUBISHI CHEMICAL            COM              6597001       -517  -149000 SH
MITSUBISHI ESTATE CO           COM              6596729       -636   -61000 SH
MITSUBISHI MOTOR CORP          COM              6598446       -249   -81000 SH
MITSUBISHI RAYON CO            COM              6597164       -375  -120000 SH
MITSUBISHI TRUST & BANKING COR COM              6596826       -617   -75000 SH
MITSUI CHEMICALS INC           COM              6597368       -588  -132000 SH
MITSUI FUDOSAN                 COM              6597603       -702   -56000 SH
MITSUI HIGH TEC INC            COM              6597432       -606   -35200 SH
MITSUMI ELECTRIC CO            COM              6597409       -631   -16000 SH
MORI SEIKI CO                  COM              6602563       -363   -29000 SH
NAGOYA RAILROAD CO             COM              6619864       -289   -99000 SH
NAMCO LIMITED                  COM              6620941       -744   -26800 SH
NHK SPRING CO                  COM              6619648       -641  -149000 SH
NICHII GAKKAN CO               COM              6622356       -611   -16300 SH
NIDEC CORP                     COM              6640682       -720    -9100 SH
NIHON UNISYS                   COM              6642688       -698   -35400 SH
NIKKO SECURITIES CO            COM              6640284       -586   -66000 SH
NIKON CORP                     COM              6642321       -525   -26000 SH
NINTENDO CO                    COM              6639550       -329    -1800 SH
NIPPON COMSYS CORP             COM              6642473       -631   -34000 SH
NIPPON EXPRESS CO              COM              6642127       -742  -139000 SH
NIPPON KAYAKU CO               COM              6640422       -201   -33000 SH
NIPPON SHOKUBAI CO             COM              6470588       -565  -118000 SH
NIPPON STEEL CORP              COM              6642569       -517  -291000 SH
NIPPON ZEON CO                 COM              6644015       -596  -147000 SH
NISSAN CHEMICAL INDUSTRIES     COM              6641588       -319   -43000 SH
NITTO DENKO CORP               COM              6641801       -390   -10400 SH
NTT DATA CORP                  COM              6125639       -685      -74 SH
ODAKYU ELECTRIC RAILWAY CO     COM              6656106       -254   -67000 SH
OKUMA CORP                     COM              6657789       -600  -144000 SH
ORIENTAL LAND CO               COM              6648891       -568    -6900 SH
OTSUKA KAGU                    COM              6663076       -277    -3200 SH
Omega Project Inc.             COM              6109536       -385   -64000 SH
PARAMOUNT BED CO               COM              6699349       -521   -11500 SH
PEOPLE CO                      COM              6683762       -439    -6100 SH
QSAI CO LTD                    COM              6043786       -309   -10600 SH
ROUND ONE CORP                 COM              6248365       -396     -252 SH
RYOHIN KEIKAKU CO              COM              6758455       -598    -7600 SH
SAILOR PEN CO                  COM              6768205       -501   -82000 SH
SAKURA BANK                    COM              6598714       -321   -43000 SH
SANDEN CORP                    COM              6775186       -364   -69000 SH
SANKYO COMPANY                 COM              6775283       -512   -23000 SH
SANKYO SEIKI MANUFACTURING     COM              6775346       -700   -80000 SH
SANTEN PHARMACEUTICAL CO       COM              6776606       -334   -17000 SH
SANWA SHUTTER CORP             COM              6776781       -396  -145000 SH
SANYO ELEC CREDIT              COM              6772165       -474   -12200 SH
SECOM CO                       COM              6791591       -885   -11000 SH
SEGA ENTERPRISES               COM              6791955       -515   -54300 SH
SEIYU                          COM              6793780       -322   -86000 SH
SEVEN-ELEVEN JAPAN             COM              6797179       -581   -10000 SH
SHIKOKU ELECTRIC POWER CO INC  COM              6804347       -358   -24200 SH
SHIMADZU CORP                  COM              6804369       -461  -116000 SH
SHIMAMURA CO                   COM              6804035       -355    -4600 SH
SHIMIZU CORP                   COM              6804400       -742  -252000 SH
SHISEIDO CO                    COM              6805265       -646   -52000 SH
SHIZUOKA BANK                  COM              6805328       -587   -69000 SH
SHOHKOH FUND & CO              COM              6805715       -436    -3470 SH
SONY CORP                      COM              6821506       -497    -4900 SH
STAR MICRONICS CO              COM              6841526       -311   -26000 SH
SUMIDA ELECTRIC CO             COM              6808952       -686   -13600 SH
SUMITOMO BANK                  COM              6858526       -811   -64000 SH
SUMITOMO HEAVY INDUSTRIES      COM              6858731       -452  -193000 SH
SUMITOMO MARINE & FIRE INSURAN COM              6858786       -522   -88000 SH
SUMITOMO OSAKA CEMENT CO       COM              6858548       -610  -143000 SH
SUMITOMO TRUST & BANKING CO    COM              6859002       -291   -43000 SH
SUZUKEN CO                     COM              6865560       -334    -8000 SH
SUZUKI MOTOR CORP              COM              6865504       -520   -50000 SH
Sanix Inc.                     COM              6853015       -469    -7350 SH
Square Co. LTD                 COM              6836931       -587   -15100 SH
TAKARA SHUZO CO                COM              6870382       -491   -24000 SH
TAKASAGO THERMAL ENGINEERING C COM              6870520       -241   -33000 SH
TAKASHIMAYA CO                 COM              6870401       -467   -67000 SH
TERUMO CORP                    COM              6885074       -643   -22500 SH
TOEI CO                        COM              6895181       -533   -84000 SH
TOKIN CORP                     COM              6895523       -638   -65000 SH
TOKIO MARINE & FIRE INSURANCE  COM              6894768       -500   -50000 SH
TOKYO GAS CO                   COM              6895448       -552  -208000 SH
TORAY INDUSTRIES INC           COM              6897143       -644  -165000 SH
TOSOH CORP                     COM              6900289       -397  -127000 SH
TOSTEM CORP                    COM              6900212       -461   -33000 SH
TOTO                           COM              6897466       -489   -60000 SH
TOYAMA CHEMICAL CO             COM              6899600       -249   -54000 SH
TOYO INFORMATION SYSTEMS CO    COM              6899774       -713   -11000 SH
TOYODA GOSEI                   COM              6900557       -788   -12000 SH
TRANS COSMOS INC               COM              6900955       -569    -5000 SH
UBE INDUSTRIES                 COM              6910705       -583  -280000 SH
UNI.CHARM CORP                 COM              6911485       -352    -6600 SH
UNION TOOL CO                  COM              6914053       -450    -4900 SH
WORLD CO                       COM              6977971       -383   -12100 SH
YAMANOUCHI PHARMACEUTICAL CO   COM              6985383       -433    -9000 SH
YAMAZAKI BAKING CO             COM              6985509       -375   -45000 SH
YASUDA FIRE & MARINE INSURANCE COM              6986063       -781  -147000 SH
YASUDA TRUST & BANKING CO      COM              6986085       -400  -340000 SH
ZENRIN CO                      COM              6991120       -232    -9600 SH
ZUKEN INC                      COM              6989976       -750   -32400 SH
HENNES & MAURITZ               COM              5687431       -280   -14000 SH
HOLMEN AB                      COM              5036066       -205    -8800 SH
BK OF SCOTLAND                 COM              0076454       -261   -29920 SH
BRITISH SKY BROADC             COM              0141192       -233   -15260 SH
HANSON                         COM              0408983       -204   -36860 SH
RMC GROUP                      COM              0726641       -218   -25260 SH
SAINSBURY(J)                   COM              0767640       -258   -47300 SH
SMITH & NEPHEW                 COM              0922320       -270   -62410 SH
ALITALIA LINEE                 COM              5140343       -205  -116000 SH
BANKINTER SA                   COM              5474008       -268    -6700 SH
CANAL PLUS                     COM              5718988       -244    -1630 SH
CLARINS                        COM              4202192       -232    -2850 SH
DRESDNER BANK AG               COM              5801628       -253    -5800 SH
GPE BRUXELLES LAM              COM              4391551       -228     -940 SH
IHC CALAND NV                  COM              4441155       -256    -5090 SH
MEDIOLANUM                     COM              5535198       -251   -14750 SH
PORSCHE AG                     COM              4696784       -217      -60 SH
NEG MICON                      COM              5705593       -208    -3900 SH
CLARIANT                       COM              5479757       -225     -780 SH
JULIUS BAER HLDG               COM              4116958       -259      -50 SH
ROCHE HLDGS AG                 COM              4745772       -237      -27 SH
REPORT SUMMARY               1253 DATA RECORDS             2692879            0



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