UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
"Washington, D.C. 20549"
FORM 13F
FORM 13F COVER PAGE
"Report for the Calender Year of Quarter Ended: June 30, 1999"
Check here if Amendment ( ); Amendment Number:
This Amendment (Check only one.) : ( ) is a restatement
( ) adds new holdings entries
Institional Investment Manager Filing this Report:
Name: Caxton Associates L.L.C
Address: 315 Enterprise Drive
"Plainsboro, NJ 08536"
13F File Number: 28-99999
The institutional investment manager filing this report and the
person by whom it is signed hereby represent that the person
"signing the report is authorized to submit it, and all "
"information contained herein is true, correct and complete, and "
"that it is understood that all required items, statements, "
"schedules, lists, and tables, are considered intergral parts of "
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Scott Bernstein
Title: General Counsel
"Caxton Corporation, Manager"
Phone: (212) 593-7700
"Signature, Place, and Date of Signing:"
"Scott B Bernstein, New York, New York , August 12th 1999"
Report Type (Check only one.) :
( ) 13 F HOLDINGS REPORT.
( ) 13F NOTICE.
( x ) 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Angelo Gordon & Co. L.P.
"White Rock Capital Management, L.P."
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 Manager: 4
Form 13F Information Table Entry Total: 1430
Form 13F Information Table Value Total: 2785515 (000s)
List of Other Included Managers:
No. 13F File Number
01 "Lattanzio Group, L.L.C."
02 Martec Mangament Company
03 NRMB Management Inc.
04 TT International Investment Management
<PAGE>
<TABLE> <C> <C>
FORM 13F
Name of Issuer Title of Class Cusip Value Shares SH/ Put Invstmt Other Vtng Auth
(x 1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
3Com Corp Com 885535904 278 10400 SH Call Other 02 10400
3DFX Interactive Inc Com 88553X103 1594 102005 SH Sole 102005
7th Level Inc Com 817916109 368 80700 SH Sole 80700
A D C Telecommunications Com 000886101 1385 30400 SH Sole 30400
Aaron Rents Inc Com 002535201 4276 192200 SH Sole 192200
Aavid Thermal Technologies Inc Com 002539104 4299 190000 SH Sole 190000
Abacus Direct Corp Com 002553105 366 4000 SH Sole 4000
Abercrombie & Fitch Co Cl A 002896207 3758 78300 SH Sole 78300
Abitibi-Consolidated Inc Com 003924107 257 22600 SH Sole 22600
Abovenet Commnications Inc Com 003743101 5229 129500 SH Sole 129500
Acclaim Entmt Inc Com Par $0.02 004325205 2203 345600 SH Sole 345600
ACNielsen Corp Com 004833109 2199 72700 SH Sole 72700
Act Mfg Inc Com 000973107 370 26400 SH Sole 26400
Act Networks Inc Com 000975102 737 43200 SH Sole 43200
Activison Inc New Com 004930202 562 38600 SH Sole 38600
Actrade Intl Ltd Com 004931101 254 19800 SH Sole 19800
Acuson Corp Com 005113105 677 39400 SH Sole 39400
Acx Technologies Inc Com 005123104 481 29600 SH Sole 29600
Adac Labs Com New 005313200 1554 214300 SH Sole 214300
Adaptec Inc Com 00651F108 4908 139000 SH Sole 139000
Adelphia Communications Corp CL A 006848105 2488 39100 SH Sole 39100
Adobe Sys Inc Com 00724F101 6753 82200 SH Sole 82200
Advanced Energy Inds Com 007973100 1545 38100 SH Sole 38100
Advanced Paradigm Inc Com 007491103 1049 17200 SH Sole 17200
Advanced Radio Telecom Corp Com 00754U101 1409 98000 SH Sole 98000
Advanta Corp Cl B 007942204 46 3407 SH Sole 3407
Advanta Corp CL A 007942105 220 12200 SH Sole 12200
Advantage Learning Systems Com 00757K100 1288 58200 SH Sole 58200
Advest Group Inc Com 007566102 233 11700 SH Sole 11700
Advo Inc Com 007585102 955 46000 SH Sole 46000
Aeroflex Inc Com 007768104 660 33400 SH Sole 33400
Aetna Inc Com 008117103 2388 26700 SH Sole 26700
Aetna Inc Com 008117953 975 10900 SH Put Other 02 10900
Aflac Inc Com 001055102 7694 160700 SH Sole 160700
Agl Res Inc Com 001204106 977 53000 SH Sole 53000
Agribrands Intl Inc Com 00849R105 518 13100 SH Sole 13100
Agrium Inc Com 008916108 692 78500 SH Sole 78500
Airborne Fght Corp Com 009266107 714 25800 SH Sole 25800
Airtouch Communications Inc Com 00949T100 10710 69600 SH Sole 69600
Alaska Air Group Inc Com 011659109 1879 45000 SH Sole 45000
Albany Intl Corp CL A 012348108 1068 50848 SH Sole 50848
Albemarle Corp Com 012653101 1272 55000 SH Sole 55000
Alberto Culver Co Cl A 013068200 671 29500 SH Sole 29500
Alberto Culver Co Cl B Conv 013068101 817 30700 SH Sole 30700
Alcan Aluminum Ltd New Com 013716105 1507 47200 SH Sole 47200
Alcan Aluminum Ltd New Com 013716955 332 10400 SH Put Other 02 10400
Alcoa Inc Com 013817101 6874 111100 SH Sole 111100
Alcoa Inc Com 013817951 322 5200 SH Put Other 02 5200
Alexander & Baldwin Inc Com 014482103 623 28000 SH Sole 28000
Aliant Communications Inc Com 016090102 4864 105300 SH Sole 105300
Allegheny Energy Inc Com 017361106 1058 33000 SH Sole 33000
Allegheny Teledyne Inc Com 017415100 2511 110967 SH Sole 110967
Allergan Inc Com 018490102 6760 60900 SH Sole 60900
Alliant Techsystems Inc Com 018804104 1514 17500 SH Sole 17500
Allied Irish Bks Sponsored ADR Ord 019228402 1741 63900 SH Sole 63900
Allied Signal Inc Com 019512902 983 15600 SH Call Other 02 15600
Allstate Corp Com 020002101 5015 139800 SH Sole 139800
Allstate Corp Com 020002101 1866 52000 SH Other 02 52000
Allstate Corp Com 020002901 373 10400 SH Call Other 02 10400
Allstate Corp Com 020002951 933 26000 SH Put Other 02 26000
Alltel Corp Com 020039103 1151 16100 SH Other 03 16100
Alpharma Inc Cl A 020813101 608 17100 SH Sole 17100
Altera Corp Com 021441100 6693 181800 SH Sole 181800
Alternative Living Svcs Inc Com 02145K107 246 17900 SH Sole 17900
Alternative Resources Corp Com 02145R102 279 39800 SH Sole 39800
Alza Corp Del Com 022615908 794 15600 SH Call Other 02 15600
Amazon Com Inc Com 023135106 4454 35600 SH Sole 35600
Ambac Finl Group Inc Com 023139108 1588 27800 SH Sole 27800
Amdocs Ltd Com G02602103 2209 97100 SH Sole 97100
Amerian Freightways Corp Com 02629V108 675 34500 SH Sole 34500
America Online Inc Del Com 02364J104 14311 130100 SH Sole 130100
American Mgmt Sys Inc Com 027352103 1783 55600 SH Sole 55600
American Bankers Ins Group Inc Com 024456105 4208 77300 SH Sole 77300
American Eagle Outfitters Inc Com 02553D108 2907 63900 SH Sole 63900
American Eco Corp Com 02553G101 85 42500 SH Sole 42500
American Express Co Com 025816109 5270 40500 SH Sole 40500
American Express Co Com 025816109 338 2600 SH Other 03 2600
American Finl Group Inc Ohio Com 025932104 1339 39300 SH Sole 39300
American Home Prods Corp Com 026609907 597 10400 SH Call Other 02 10400
American Pwr Conversion Corp Com 029066957 604 30000 SH Put Sole 30000
American Tower Corp Cl A 029912201 1980 82500 SH Sole 82500
Americredit Corp Com 03060R101 322 20100 SH Sole 20100
Amerisource Health Corp Cl A 03071P102 4202 164800 SH Sole 164800
Ameritech Corp New Com 030954101 24204 329300 SH Sole 329300
Ames Dept Store Inc Com New 030789507 1355 29700 SH Sole 29700
Amgen Inc Com 031162100 11761 193200 SH Sole 193200
Amresco Inc Com 031909104 390 60600 SH Sole 60600
Amsouth Bancorporation Com 032165102 267 11500 SH Sole 11500
Amtran Inc Com 03234G106 320 13000 SH Sole 13000
Amway Asia Pacific Ltd Com G0352M108 174 14800 SH Sole 14800
Anacomp Inc Del Com 032371106 217 28000 SH Sole 28000
Anadarko Pete Corp Com 032511107 5647 153400 SH Sole 153400
Anadarko Pete Corp Com 032511107 766 20800 SH Other 02 20800
Anadigics Inc Com 032515108 2572 69500 SH Sole 69500
Andrea Electronics Corp Com 034393108 140 21600 SH Sole 21600
Anglogold Ltd Sponsored ADR 035128206 1332 61958 SH Sole 61958
Anheuser Busch Cos Inc Com 035229103 23495 331200 SH Sole 331200
Annuity And Life Re Hldgs Ord G03910109 202 9000 SH Sole 9000
Antenna Tv Sa Spons Adr 03672N100 1209 87958 SH Other 04 87958
Ao Tatneft Spons Adr Rgs S 03737P306 191 50000 SH Sole 50000
Applied Matls Inc Com 038222105 13519 183000 SH Sole 183000
Apria Healthcare Group Inc Com 037933108 2924 172000 SH Sole 172000
Aptargroup Inc Com 038336103 1668 55600 SH Sole 55600
Aracruz Celulose S A Sponsored ADR Cl B 038496204 3047 138500 SH Sole 138500
Arch Communications Group Inc Com 039381108 213 25000 SH Sole 25000
Arctic Cat Inc Com 039670104 420 47000 SH Sole 47000
Argosy Gaming Co Com 040228108 775 87900 SH Sole 87900
Arm Finl Group Inc Cl A 001944107 1343 158000 SH Sole 158000
Armco Inc Com 042170100 1422 214700 SH Sole 214700
Armstrong World Inds Inc Com 042476951 451 7800 SH Put Other 02 7800
Arvin Inds Inc Com 043339100 2515 66400 SH Sole 66400
Ashanti Goldfields Ltd Glob Dep Rcpt 043743202 885 127535 SH Sole 127535
Ashland Inc Com 044204106 2464 61400 SH Sole 61400
Ashland Inc Com 044204105 626 15600 SH Other 02 15600
Asia Pulp & Paper Ltd Sposored ADR 04516V100 481 50000 SH Sole 50000
Asm Lithography Hldge NV NY Shs N07059101 1336 22500 SH Sole 22500
Assisted Living Concepts Inc Com 04543L109 152 52400 SH Sole 52400
Associated Group Inc Cl B 045651205 20554 315300 SH Sole 315300
Associates First Cap Corp Cl A 046008108 446 10100 SH Sole 10100
Astec Inds Inc Com 046224101 2730 67000 SH Sole 67000
Astoria Finl Corp Com 046265104 4833 110005 SH Sole 110005
Asyst Technology Corp Com 04648X107 626 20900 SH Sole 20900
At & T Corp Com Lib Grp A 001957208 3675 100000 SH Sole 100000
At & T Corp Com Lib Grp B 001957307 4127 112288 SH Sole 112288
Atlantic Richfield Co Com 048825103 21242 254200 SH Sole 254200
Atlas Air Inc Com 049164106 1200 37200 SH Sole 37200
Atmel Corp Com 049513104 3095 118200 SH Sole 118200
Ats Med Inc Com 002083103 115 14600 SH Sole 14600
Authentic Fitness Corp Com 052661105 684 39100 SH Sole 39100
Authentic Fitness Corp Com 052661105 2058 117600 SH Other 01 117600
Autoliv Inc Com 052800109 1313 43400 SH Sole 43400
Automactic Data Processing Inc Com 053015103 3296 74900 SH Sole 74900
Automobile Protn Corp-Apco Com 052905106 578 45100 SH Sole 45100
Avalonbay Cmntys Inc Com 053484101 289 7800 SH Other 02 7800
Avant Corp Com 053487104 915 72500 SH Sole 72500
Avatar Hldgs Inc Com 053494100 3411 180100 SH Sole 180100
Avery Dennison Corp Com 053611109 14152 234400 SH Sole 234400
Aviall Inc New Com 05366B102 1129 60000 SH Sole 60000
Aviation Sales Co Com 053672101 810 20500 SH Sole 20500
Avis Rent A Car Inc Com 053790101 708 24300 SH Sole 24300
Avon Prods Inc Com 054303102 2980 53700 SH Sole 53700
Avondale Inds Inc Com 054350103 1119 28700 SH Sole 28700
Aztar Corp Com 054802103 911 99200 SH Sole 99200
Baker Hughes Inc Com 057224107 7675 229100 SH Sole 229100
Ball Corp Com 058498106 4204 99500 SH Sole 99500
Ball Corp Com 058498956 397 9400 SH Put Other 02 9400
Ballard Med Prods Com 058566100 485 20800 SH Sole 20800
Banco De Galicia Y Buenos Aire Spns ADR B New 059538207 415 19757 SH Sole 19757
Banco Latinoamericano De Expo Cl E P169941302 254 9500 SH Sole 9500
Banco Santander Cent Hispano Adr 05964H105 499 47224 SH Sole 47224
Banctec Inc Com 059784108 1783 99400 SH Sole 99400
Bank of America Corporation Com 060505104 7390 100800 SH Sole 100800
Bank of America Corporation Com 060505104 220 3000 SH Other 03 3000
Bank of America Corporation Com 060505904 381 5200 SH Call Other 02 5200
Bank of New York Inc Com 064057102 6453 175900 SH Sole 175900
Bank One Corp Com 06423A953 619 10400 SH Put Other 02 10400
Bank One Corp Com 06423A103 774 13000 SH Other 02 13000
Bank Tokyo-Mitsubishi Ltd Sponsored ADR 065379109 1241 85200 SH Sole 85200
Bank Tokyo-Mitsubishi Ltd Sponsored ADR 065379109 530 36400 SH Other 02 36400
Bank Utd Corp Cl A 065412108 1089 27100 SH Sole 27100
Bankboston Corp Com 06605R106 8967 175400 SH Sole 175400
Banta Corp Com 066821109 202 9600 SH Sole 9600
Bard C R Inc Com 067383109 7880 164800 SH Sole 164800
Barnes & Noble Inc Com 067774109 3280 119800 SH Sole 119800
Barnes Group Inc Com 067806109 237 10900 SH Sole 10900
Bausch & Lomb Inc Com 071707103 2509 32800 SH Sole 32800
Baxter Intl Inc Com 071813109 3371 55600 SH Sole 55600
Bb&T Corp Com 054937107 2187 59600 SH Sole 59600
Bear Stearns Cos Inc Com 073902108 2632 56300 SH Sole 56300
Bell & Howell Co New Com 077852101 1191 31500 SH Sole 31500
Bellsouth Corp Com 079860102 839 18200 SH Sole 18200
Ben & Jerry's Homemsade Inc CL A 081465106 425 15300 SH Sole 15300
Berkshire Hathaway Inc Del CL A 084670108 8280 120 SH Sole 120
Berkshire Hathaway Inc Del CL B 084670207 2177 972 SH Other 04 972
Best Buy Inc Com 086516101 743 11000 SH Sole 11000
Best Software Inc Com 086579109 468 29000 SH Sole 29000
Big Flower Holdings Inc Com 089159107 1119 35100 SH Other 02 35100
Big Flower Holdings Inc Com 089159957 663 20800 SH Put Other 02 20800
Billing Concepts Corp Com 090063108 182 16300 SH Sole 16300
Biochem Pharma Inc Com 09058T108 1557 83200 SH Sole 83200
Biogen Inc Com 090597105 206 3200 SH Sole 3200
Biomatrix Inc Com 09060P102 211 9800 SH Sole 9800
Biomet Inc Com 090613100 771 19400 SH Sole 19400
BISYS Group Inc Com 055472104 1673 28600 SH Sole 28600
Black & Decker Corp Com 091797100 278 4400 SH Sole 4400
Black Hills Corp Com 092113109 698 30200 SH Sole 30200
Blair Corp Com 092828102 267 9900 SH Sole 9900
Blanche E W Hldgs Inc Com 093210102 805 11800 SH Sole 11800
Block H & R Inc Com 093671105 2570 51400 SH Sole 51400
Bob Evans Farms Inc Com 096761101 2278 114600 SH Sole 114600
Boeing Co Com 097023105 880 20000 SH Other 03 20000
Boise Cascade Office Prods Com 097403109 187 15900 SH Sole 15900
Bombay Co Inc Com 097924104 403 53700 SH Sole 53700
Books-a-million Inc Com 098570104 448 59500 SH Sole 59500
Boron Lepore & Assocs Inc Com 10001P102 246 29400 SH Sole 29400
Boston Beer Inc CL A 100557107 858 106400 SH Sole 106400
Boston Communications Group Com 100582105 882 65600 SH Sole 65600
Boston Properties Inc Com 101121101 373 10400 SH Other 02 10400
Boston Scientific Corp Com 101137107 993 22600 SH Sole 22600
Bottomlineline Tech Del Inc Com 101388106 318 6000 SH Sole 6000
Bowne & Co Inc Com 103043105 1061 79300 SH Sole 79300
Brady Corp Cl A 104674106 406 12500 SH Sole 12500
Briggs & Stratton Corp Com 109043109 6243 108100 SH Sole 108100
Brightpoint Inc Com 109473108 480 79100 SH Sole 79100
Brinker Intl Inc Com 109641100 8055 292900 SH Sole 292900
Bristol Myers Squibb Co Com 110122108 3036 43100 SH Sole 43100
Broadcast Com Inc Com 111310108 6531 48900 SH Sole 48900
Broadcom Corp CL A 111320107 2241 15500 SH Sole 15500
Broadvision Inc Com 111412102 361 4900 SH Sole 4900
Brown Forman Corp Cl A 115637209 684 10500 SH Sole 10500
Browning Ferris Corp Com 115885105 10879 253000 SH Sole 253000
Buckeye Technologies Inc Com 118255108 254 16700 SH Sole 16700
Burlington Northn Santa Fe Cp Com 12189T104 4135 133400 SH Sole 133400
Burlington Res Inc Com 122014103 2790 64500 SH Sole 64500
Burlington Res Inc Com 122014103 562 13000 SH Other 02 13000
Cable & Wireless Communication Sponsed ADR 12682P104 480 9900 SH Sole 9900
Cable & Wireless Pub Ltd Co Sponsored ADR 126830207 218 5500 SH Sole 5500
Cabletron Sys Inc Com 126920107 2937 225900 SH Sole 225900
Cablevision Sys Corp Cl A 12686C109 210 3000 SH Sole 3000
Cadbury Schweppes PLC ADR 127209302 277 10400 SH Sole 10400
Caere Corp Com 127646107 321 24200 SH Sole 24200
Callaway Golf Co Com 131193104 734 50200 SH Sole 50200
Calpine Corp Com 131347106 5054 93600 SH Sole 93600
Calton Inc New Com New 131380206 347 308300 SH Sole 308300
Cambrex Corp Com 132011107 473 18000 SH Sole 18000
Canadian Pac Ltd New Com 135923100 248 10400 SH Other 02 10400
Canandaigua Brands Inc Cl A 137219200 2748 52400 SH Sole 52400
Capital Environmental Resource Com 14008M104 1689 116500 SH Sole 116500
Capital One Finl Corp Com 14040H105 2367 42500 SH Sole 42500
Capital Re Corp Com 140432105 1405 87500 SH Sole 87500
Capstar Broadcasting Corp CL A 14067G105 1098 40100 SH Sole 40100
Carauster Inds Inc Com 140909102 501 20300 SH Sole 20300
Carematrix Corp Com 141706101 597 48000 SH Sole 48000
Carlisle Cos Inc Com 142339100 2065 42900 SH Sole 42900
Case Corp Com 14743R103 9967 207100 SH Sole 207100
Caseys Gen Stores Inc Com 147528103 1077 71800 SH Sole 71800
Cash Amer Intl Inc Com 14754D100 484 37600 SH Sole 37600
Catalina Marketing Corp Com 148867104 1546 16800 SH Sole 16800
Catalytica Inc Com 148885106 1473 105200 SH Sole 105200
Caterpillar Inc Del Com 149123101 2994 49900 SH Sole 49900
Cato Corp New Cl A 149205106 228 19600 SH Sole 19600
Cavalier Homes Inc Com 149507105 349 42600 SH Sole 42600
Cbrl Group Inc Com 12489V106 2445 141200 SH Sole 141200
CBS Corp Com 12490K107 1655 38000 SH Other 03 38000
CBT Group Pub Ltd Sponsored ADR New 124853300 477 29000 SH Sole 29000
CCB Finl Corp Com 124875105 534 10100 SH Sole 10100
Cedar Fair Lp Depository Unit 150185106 3454 138500 SH Sole 138500
Celgene Corp Com 151020104 1839 104700 SH Sole 104700
Cellstar Corp Com 150925105 1185 150500 SH Sole 150500
Cellular Comminucations Intl Com 15116N108 450 15800 SH Sole 15800
Cendant Corp Com 151313103 5535 270000 SH Sole 270000
Cendant Corp Com 151313103 410 20000 SH Other 03 20000
Centex Construction Products Com 15231R109 683 20000 SH Sole 20000
Centigram Communications Corp Com 152317103 112 12000 SH Sole 12000
Central & South West Corp Com 152357109 1248 53400 SH Sole 53400
Central Garden & Pet Co Com 153527106 711 69400 SH Sole 69400
Central Newspapers Inc Cl A 154647101 1429 38100 SH Sole 38100
Centura Bks Inc Com 15640T100 767 13600 SH Sole 13600
Century Communications Corp CL A 156503104 4292 93300 SH Sole 93300
Centurytel Inc Com 156700106 9617 241925 SH Sole 241925
Ceridian Corp Com 15677T106 2912 89100 SH Sole 89100
Champion Enterprises Inc Com 158496109 914 49100 SH Sole 49100
Champion Intl Corp Com 158525105 2896 60500 SH Sole 60500
Charter One Finl Inc Com 160903100 1342 48236 SH Sole 48236
Chase Manhattan Corp New Com 16161A108 1298 15000 SH Other 03 15000
Chattem Inc com 162456107 643 20200 SH Sole 20200
Checkpoint Sys Inc Com M22465104 1040 19400 SH Sole 19400
Chevron Corporation Com 166751107 5409 56900 SH Sole 56900
Chicago Title Corp com 168228104 293 8200 SH Sole 8200
Childrens Pl Retail Stores Inc Com 168905107 603 14900 SH Sole 14900
Chiquita Brands Intl Inc Com 170032106 342 38000 SH Sole 38000
Chiron Corp Com 170040109 1521 73300 SH Sole 73300
Choice Hotels Intl Inc Com 169905106 648 32800 SH Sole 32800
Chris Craft Inds Inc Com 170520100 219 4639 SH Other 03 4639
CHS Electronics Inc Com New 12542A206 352 80400 SH Sole 80400
Chubb Corp Com 171232901 723 10400 SH Call Other 02 10400
Church & Dwight Inc Com 171340102 2480 57000 SH Sole 57000
Ciber Inc com 17163B102 2253 117800 SH Sole 117800
Ciena Corp com 171779101 2895 95900 SH Sole 95900
Cigna Corp Com 125509109 4753 53400 SH Sole 53400
Cilcorp Inc Com 171794100 2025 32400 SH Sole 32400
Cintas Corp Com 172908105 3810 56700 SH Sole 56700
Circuit City Store Inc Circt City Grp 172737108 7933 85300 SH Sole 85300
Cirrus Logic Corp Com 172755100 832 93700 SH Sole 93700
Cisco Sys Inc Com 17275R102 29450 457027 SH Sole 457027
CIT Group Inc Cl A 125577106 569 19700 SH Sole 19700
Citigroup Inc Com 172967101 1511 31800 SH Other 03 31800
Citizens Util Co Del CL B 177342201 6936 623438 SH Sole 623438
Citrix Sys Inc Com 177376100 4356 77100 SH Sole 77100
Claires Stores Inc Com 179584206 4828 187500 SH Sole 187500
Clarify Inc Com 180492100 681 16500 SH Sole 16500
Clayton Homes Inc Com 184190106 2191 191525 SH Sole 191525
Clear Channel Communications Com 184502102 13098 190000 SH Sole 190000
Cleveland Cliffs Inc Com 185896107 586 18100 SH Sole 18100
Cleveland Indians Baseball Cl A 186202107 1182 64300 SH Sole 64300
Clorox Co Del Com 189054109 8098 75817 SH Sole 75817
Cmgi Inc Com 125750109 1517 13300 SH Sole 13300
CNB Bancshares Inc Com 126126101 443 7780 SH Sole 7780
Cnet Inc Com 125945105 1199 20800 SH Sole 20800
Coastal Corp Com 190441105 1288 32000 SH Sole 32000
Coca Cola Co Com 191216100 4024 64900 SH Sole 64900
Coca Cola Enterprises Inc Com 191219104 925 31100 SH Sole 31100
Coflexip Sponsored ADR 192384105 557 12800 SH Sole 12800
Cognex Corp com 192422103 1067 33800 SH Sole 33800
Coinmach Laundry Corp Com 19259L101 228 18000 SH Sole 18000
Cole National Corp New Cl A 193290103 568 71600 SH Sole 71600
Collagen Aesthetic Inc Com 194194106 362 26300 SH Sole 26300
Colonial Gas Co Com 195674106 366 9900 SH Sole 9900
Coltec Inds Inc Com 196879100 3130 144300 SH Sole 144300
Columbia Energy Group Com 197648108 965 15400 SH Sole 15400
Columbia Energy Group Com 197648908 652 10400 SH Call Other 02 10400
Columbia/Hca Healthcare Corp Com 197677107 1490 65300 SH Sole 65300
Com21 Inc Com 205937105 1281 75100 SH Sole 75100
Comair Holdings Inc Com 199789108 2507 120450 SH Sole 120450
Comcast Corp CL A SPL 200300200 6592 171500 SH Sole 171500
Comcast Corp CL A SPL 200300200 615 16000 SH Other 03 16000
Comcast Corp Cl A 200300101 2496 69700 SH Sole 69700
Comdisco Inc Com 200336105 1012 39500 SH Sole 39500
Comerica Inc Com 200340107 4410 74200 SH Sole 74200
Commerce Bancorp Inc Nj Com 200519106 1318 30828 SH Sole 30828
Commerce Bancshares Inc Com 200525103 978 24300 SH Sole 24300
Commonwealth Energy Sys Com SH Ben Int 202800108 1743 41500 SH Sole 41500
Commonwealth Inds Inc Del Com 203004106 284 22700 SH Sole 22700
Commonwealth Tel Enterprises Com 203349105 493 12200 SH Sole 12200
Commscope Inc Com 203372107 9293 302200 SH Sole 302200
Companhia Cervejaria Brahma Spons ADR Pfd 20440X103 822 72700 SH Sole 72700
Compania Anonima Nacionl Tel Spn ADR 7D Shs 204421101 835 30700 SH Sole 30700
Compania Paranense Energ Cop Sponsed Adr Pfd 20441B407 670 80000 SH Sole 80000
Computer Task Group Inc Com 205477102 247 14500 SH Sole 14500
Compuware Corp Com 205638109 407 12800 SH Sole 12800
Compx Internaional Inc Cl A 20563P101 234 13100 SH Sole 13100
Comstock Res Inc Com New 205768203 123 37000 SH Sole 37000
Comverse Technology Inc Com Par $0.01 205862402 6462 85592 SH Sole 85592
Conagra Inc Com 205887102 1680 63100 SH Sole 63100
Concentra Managed Care Inc Com 20589T103 869 58700 SH Sole 58700
Conexant Systems Inc Com 207142100 3382 58250 SH Sole 58250
Conmed Corp Com 207410101 435 14200 SH Sole 14200
Conoco Inc com 208251306 2063 74000 SH Sole 74000
Consolidated Edison Inc Com 209115104 2407 53200 SH Sole 53200
Consolidated Freightways Corp Com 209232107 410 31900 SH Sole 31900
CNF Transn Inc Com 12612W104 1590 41300 SH Sole 41300
Consolidated Graphics Inc Com 209341106 2825 56500 SH Sole 56500
Consolidated Nat Gas Co Com 209615103 11111 182900 SH Sole 182900
Consolidated Stores Co Com 210149100 3302 122300 SH Sole 122300
Continental Airls Inc Cl B 210795308 196 5200 SH Other 02 5200
Continental Airls Inc Cl B 210795908 196 5200 SH Call Other 02 5200
Cooper Tire & Rubr Co Com 216831107 1798 76100 SH Sole 76100
Coors Adolph Co CL B 217016104 1247 25200 SH Sole 25200
Copart Inc Com 217204106 856 40300 SH Sole 40300
Cordant Technologies Inc Com 218412104 3430 75900 SH Sole 75900
Corn Prods Intl Inc Com 219023108 280 9200 SH Sole 9200
Cost Plus Inc Calif Com 221485105 673 14800 SH Sole 14800
Costco Companies Inc Com 22160Q102 7222 90200 SH Sole 90200
Cotelligent Inc Com 221630106 410 52500 SH Sole 52500
Coventry Health Care Inc Com 222862104 358 32700 SH Sole 32700
Covest Bancshares Inc Com 223032103 882 59275 SH Other 03 59275
Cox Communications Inc New CL A 224044107 2128 57800 SH Sole 57800
Credicorp Ltd Com G2519Y108 385 35000 SH Sole 35000
Credit Accep Corp Mich Com 225310101 123 20500 SH Sole 20500
Cree Resh Inc Com 225447101 1308 17000 SH Sole 17000
Crompton & Knowles Corp Com 227111101 675 34200 SH Sole 34200
Cross A T Co Com 227478104 388 69800 SH Other 03 69800
Cross Timbers Oil Co Com 227573102 162 10900 SH Sole 10900
Crystal Sys Solutions Ltd Ord M26763108 464 60900 SH Sole 60900
Csg Sys Intl Inc Com 126349109 1652 63100 SH Sole 63100
Ctc Communications Corp Com 126418102 926 47500 SH Sole 47500
CTS Corp Com 126501105 1554 22200 SH Sole 22200
Customtracks Corp Com 232046902 1678 30000 SH Call Other 02 30000
Cvs Corp Com 126650950 528 10400 SH Put Other 02 10400
Cybex Computer Prods Corp Com 232522102 728 26100 SH Sole 26100
Cymer Inc Com 232572107 875 35000 SH Sole 35000
Cytec Inds Inc Com 232820100 1789 56800 SH Sole 56800
D R Horton Inc Com 23331A109 4539 273000 SH Sole 273000
Daimlerchrysler AG Ord D1668R123 7405 83200 SH Sole 83200
Dal -Tile Intl Inc Com 23426R108 676 59400 SH Sole 59400
Dana Corp Com 235811106 2520 54700 SH Sole 54700
Danaher Corp Del Com 235851102 3107 53458 SH Sole 53458
De Beers Cons Mines LTD ADR Defd 240253302 1294 54200 SH Sole 54200
De Rigo S P A Sponsored ADR 245334107 97 17900 SH Sole 17900
Dean Foods Co Com 242361103 3433 82600 SH Sole 82600
Dell Computer Corp Com 247025109 6301 170300 SH Sole 170300
Delphi Automotive Sys Corp Com 247126105 3944 213203 SH Sole 213203
Delta Air Lines Inc Del Com 247361108 6379 110700 SH Sole 110700
Delta Air Lines Inc Del Com 247361908 599 10400 SH Call Other 02 10400
Dentsply Intl Inc New Com 249030107 2220 76900 SH Sole 76900
Department 56 Inc Com 249509100 481 17900 SH Sole 17900
Desc S A De C V Sponsored ADR C 250309101 351 15500 SH Sole 15500
Devry Inc Del Com 251893103 1483 66300 SH Sole 66300
Diageo Plc Spnsrd ADR New 25243Q205 1191 27700 SH Sole 27700
Dial Corp New Com 25247D101 1171 31500 SH Sole 31500
Diamond Offshore Drilling Inc Com 25271C102 10910 384500 SH Sole 384500
Diebold Inc Com 253651103 661 23000 SH Other 03 23000
Digital Microwave Corp Com 253859102 919 72100 SH Sole 72100
DII Group Inc Com 232949107 1720 46100 SH Sole 46100
Dime Bancorp Inc New Com 25429Q102 3502 174000 SH Sole 174000
Dollar Gen Corp Com 256669102 102 3500 SH Sole 3500
Dollar Gen Corp Com 256669102 189 6500 SH Other 02 6500
Dollar Thrifty Automotive GP Com 256743105 1932 83100 SH Sole 83100
Donaldson Lufkin & Jenrette N W Com 257661108 3760 62400 SH Sole 62400
Donnelley R R & Sons Co Com 257867101 1108 29900 SH Sole 29900
Doral Finl Corp Com 25811P100 1423 82500 SH Sole 82500
Dow Chem Co Com 260543103 6153 48500 SH Sole 48500
Dow Jones & Co Inc Com 260561105 1008 19000 SH Other 03 19000
DSP Communications Inc Com 23332K106 476 16500 SH Sole 16500
DTE Energy Co Com 233331107 1817 44600 SH Sole 44600
Du Pont E I De Nemours & Co Com 263534909 710 10400 SH Call Other 02 10400
Du Pont E I De Nemours & Co Com 263534109 1605 23500 SH Sole 23500
Du Pont E I De Nemours & Co Com 263534959 355 5200 SH Put Other 02 5200
Du Pont E I De Nemours & Co Com 263534109 355 5200 SH Other 02 5200
Duke Energy Corp Com 264399106 708 13000 SH Other 02 13000
Duke Energy Corp Com 264399956 283 5200 SH Put Other 02 5200
Dun & Bradstreet Corp Del Com 26483B106 4210 118800 SH Sole 118800
Dun & Bradstreet Corp Del Com 26483B106 840 23700 SH Other 03 23700
Dupont Photomasks Inc Com 26613X101 148 3100 SH Sole 3100
Dura Pharmaceuticals Inc Com 26632S109 519 43500 SH Sole 43500
Dycom Inds Inc Com 267475101 2786 49750 SH Sole 49750
Dynegy Inc Com 26816L102 815 40000 SH Sole 40000
E Trade Group Inc Com 269246104 575 14400 SH Sole 14400
E4L Inc Com 268452109 110 15200 SH Sole 15200
Eagle Usa Airfreight Inc Com 270018104 1753 41300 SH Sole 41300
Earthgrains Co Com 270319106 1706 66100 SH Sole 66100
Earthlink Network Inc Com 270322100 479 7800 SH Sole 7800
Easco Inc Com 27033E103 1268 120030 SH Sole 120030
Eastern Utils Assoc Com 277173100 795 27300 SH Sole 27300
Eastman Kodak Co Com 277461109 9377 138400 SH Sole 138400
Ebay Inc Com 278642103 318 2100 SH Sole 2100
Eci Telecom Ltd Ord 268258100 3999 120500 SH Sole 120500
Eclipse Surgical Technologies Com 278849104 173 16000 SH Sole 16000
Eclipsys Corp Com 278856109 447 18678 SH Sole 18678
Ecolab Inc Com 278865100 2757 63200 SH Sole 63200
Education Mgmt Corp Corp 28139T101 216 10400 SH Sole 10400
Edwards AG Inc Com 281760108 6137 190300 SH Sole 190300
Eex Corp Com New 26842V207 564 81300 SH Sole 81300
Egghead. Com Inc Com 282330109 1866 166800 SH Sole 166800
El Paso Elec Co Com New 283677854 1080 120800 SH Sole 120800
Elan Plc ADR 284131208 144 5200 SH Other 02 5200
Elder Beerman Stores Corp New Com 284470101 85 11600 SH Sole 11600
Electro Scientific Inds Com 285229100 1040 24900 SH Sole 24900
Electroglas Inc Com 285324109 326 16300 SH Sole 16300
Electronic Arts Inc Com 285512109 852 15700 SH Sole 15700
Electronic Data Sys New Com 285661104 7826 138200 SH Sole 138200
Electronics For Imaging Inc Com 286082102 4737 92200 SH Sole 92200
Elf Aquitaine Sponsored ADR 286269105 456 6200 SH Sole 6200
Elscint Ltd New Ord M40168102 198 17800 SH Sole 17800
Emerson Elec Co Com 291011104 327 5200 SH Other 02 5200
Emerson Elec Co Com 291011904 327 5200 SH Call Other 02 5200
Empi Inc Com 291586105 546 22400 SH Sole 22400
Empire Dist Elec Co Com 291641108 594 22800 SH Sole 22800
Empresas Ica Sociedad Contrlad Sponsed ADR 292448107 883 130800 SH Sole 130800
Endesa S A Sponsored ADR 29258N107 2482 116800 SH Sole 116800
Endosonics Corp Com 29264K105 204 29200 SH Sole 29200
Energy East Corp Com 29266M109 5088 195700 SH Sole 195700
Engineering Animation Inc Com 292872108 335 15800 SH Sole 15800
Englehard Corp Com 292845104 215 9500 SH Sole 9500
Enhance Finl Svcs Group Inc Com 293310108 504 25500 SH Sole 25500
Eni S P A Sponsored ADR 26874R108 1602 26700 SH Sole 26700
Ensco Intl Inc Com 26874Q100 3613 181200 SH Sole 181200
Entergy Corp New Com 29364G103 356 11400 SH Sole 11400
Equitable Cos Inc Com 29444G107 1099 16400 SH Sole 16400
Esterline Technologies Corp Com 297425100 1284 89300 SH Sole 89300
Ethan Allen Interiors Inc Com 297602104 1042 27600 SH Sole 27600
Ethyl Corp Com 297659104 446 74400 SH Sole 74400
Everest Reins Hldgs Inc Com 299808105 1374 42100 SH Sole 42100
Executive Risk Inc Com 301586103 834 9800 SH Sole 9800
Exodus Communications Inc Com 302088109 1919 16000 SH Sole 16000
Extended Stay Amer Inc Com 30224P101 1730 144200 SH Sole 144200
Fair Isaac & Co Inc Com 303250104 873 24900 SH Sole 24900
Fairchild Corp Cl A 303698104 1817 142500 SH Sole 142500
Family Dlr Stores Inc Com 307000109 1567 65300 SH Sole 65300
FDX Corp Com 31304N107 4964 91500 SH Sole 91500
Federal Home Ln Mtg Corp Com 313400301 8213 141600 SH Sole 141600
Federal Natl Mtg Assn Com 313586109 2948 43200 SH Sole 43200
Federal Signal Corp Com 313855108 1581 74600 SH Sole 74600
Federated Dept Stores Inc Del Com 31410H101 275 5200 SH Other 02 5200
Federated Invs Inc Pa Cl B 314211103 1161 64700 SH Sole 64700
Felcor Lodging Tr Inc Com 31430F101 328 15823 SH Sole 15823
Ferro Corp Com 315405100 1592 57900 SH Sole 57900
Fidelity Natl Finl Inc Com 316326107 1463 73150 SH Sole 73150
Fifth Third Bancorp Com 316773100 1538 23110 SH Sole 23110
Finish Line Inc Cl A 317923100 1149 102100 SH Sole 102100
First Amer Corp Tenn Com 318900107 4426 106500 SH Sole 106500
First Amern Rys Inc Com 317931103 4 211590 SH Sole 211590
First Data Corp Com 319963104 7522 153700 SH Sole 153700
First Sec Corp Del Com 336294103 1888 69300 SH Sole 69300
First Tenn Natl Corp Com 337162101 1276 33300 SH Sole 33300
Firstfed Finl Corp Com 337907109 491 25500 SH Sole 25500
Fiserv Inc Com 337738108 2060 65800 SH Sole 65800
Flashnet Communications Inc Com 338527104 238 8100 SH Sole 8100
Fleetwood Enterprises Inc Com 339099103 344 13000 SH Sole 13000
Flextronics Intl Ltd Ord Y2573F102 2498 45000 SH Sole 45000
Florida Progress Corp Com 341109106 3280 79400 SH Sole 79400
Florida Rock Inds Inc Com 341140101 983 21600 SH Sole 21600
Flowers Inds Inc Com 343496105 4249 195900 SH Sole 195900
Fomento Economico Mexicano SA Spnd Adr Femsa 344419106 997 25000 SH Sole 25000
Food Lion Inc Cl B 344775101 1653 143000 SH Sole 143000
Food Lion Inc Cl A 344775200 2136 179900 SH Sole 179900
Foodmaker Inc New Com New 344839204 2239 78900 SH Sole 78900
Forest Labs Inc Cl A 345838106 1647 35600 SH Sole 35600
Forest Oil Corp Com New 346091606 536 42700 SH Sole 42700
Forte Software Inc Com 349546101 397 41000 SH Sole 41000
Fortune Brands Inc Com 349631101 559 13500 SH Other 03 13500
Foundation Health Sys Inc Com 350404109 537 35800 SH Sole 35800
Four Seasons Hotels Inc Ltd Vtg Sh 35100E104 696 15800 SH Sole 15800
Fox Entmt Group Inc Cl A 35138T107 2168 80500 SH Sole 80500
Fox Entmt Group Inc Cl A 35138T107 280 10400 SH Other 02 10400
Fpic Ins Group Inc Com 302563101 5228 107800 SH Sole 107800
Franklin Covey Co Com 353469109 257 34800 SH Sole 34800
Franklin Electr Publishers Inc Com 353515109 738 200200 SH Sole 200200
Freedom Secs Corp Com 35644K103 337 19700 SH Sole 19700
Fresh Del Monte Produce Inc Ord G36738105 896 63400 SH Sole 63400
Friede Goldman International Com 358430106 209 15100 SH Sole 15100
Frontier Corporation Com 35906P105 28597 487800 SH Sole 487800
Fruit of the Loom Ltd Ord Cl A G3682L105 1329 136300 SH Sole 136300
Fuisz Technologies Ltd Com 359536109 46 14000 SH Sole 14000
Fuller H B Co Com 359694106 581 8500 SH Sole 8500
Fundtech Ltd Com M47095100 241 9300 SH Sole 9300
Furniture Brands Intl Inc Com 360921100 2648 95000 SH Sole 95000
G & K Svcs Inc CL A 361268105 1037 19800 SH Sole 19800
Galileo International Inc Com 363547100 1956 36600 SH Sole 36600
Gallagher Arthur J & Co Com 363576109 1584 32000 SH Sole 32000
Gateway Inc Com 367626108 2268 38400 SH Sole 38400
Gemstar Intl Group Ltd Ord G3788V106 4444 68100 SH Sole 68100
General Mtrs Corp Com 370442105 4158 63000 SH Sole 63000
Genrad Inc Com 372447102 881 41200 SH Sole 41200
Gentex Corp Com 371901109 1207 43100 SH Sole 43100
Genzyme Corp Com - Tissue Rep 372917401 17 8567 SH Sole 8567
Genzyme Corp Com - Genl Div 372917104 393 8100 SH Sole 8100
Geon Co Com 37246W105 1829 56700 SH Sole 56700
Georgia Pac Corp Com - Timber Grp 373298702 1310 51900 SH Sole 51900
Georgia Pac Corp Com GA Pac Grp 373298108 4752 100300 SH Sole 100300
Gilat Satellie Networks Ltd Ord M51474100 2720 51800 SH Sole 51800
Gillette Co Com 375766102 2944 71800 SH Sole 71800
Glatfelter P H Co Com 377316104 171 11700 SH Sole 11700
Glaxo Wellcome Plc Sponsored ADR 37733W105 3171 56000 SH Sole 56000
Gleason Corp Com 377339106 205 12200 SH Sole 12200
Gliatech Inc Com 37929C103 377 14800 SH Sole 14800
Global Crossings Ltd Com G3921A100 512 12000 SH Sole 12000
Global Indl Technologies Inc Com 379335102 312 25900 SH Sole 25900
Global Marine Inc Com 379352404 932 60100 SH Sole 60100
Global Telesystems Group Com 37936U104 810 10000 SH Sole 10000
Global Telesystems Group Com 37936U104 3786 46735 SH Other 04 46735
Globix Corp Com 37957F101 239 5400 SH Sole 5400
Golden West Finl Corp Del Com 381317106 2205 22500 SH Sole 22500
Gp Strategies Corp Com 36225V104 4203 480300 SH Sole 480300
GPU Inc Com 36225X100 2742 65000 SH Sole 65000
Grace W R & Co Del New Com 38388F108 1759 92600 SH Sole 92600
Greenpoint Finl Corp Com 395384100 2149 65500 SH Sole 65500
Groupo Indl Maseca S A De C V Sponsd Adr New 400488409 133 14900 SH Sole 14900
Grupo Televisa S A De C V Spn Adr Repord 40049J206 4705 105000 SH Sole 105000
GTE Corp Com 362320103 8743 115800 SH Sole 115800
Gtech Hldgs Corp Com 400518106 1949 82700 SH Sole 82700
Gucci Group N V Com NY Reg 401566104 1085 15500 SH Sole 15500
Guess Inc Com 401617105 539 39000 SH Sole 39000
Guidant Corp Com 401698105 4540 88800 SH Sole 88800
Gulf Island Fabrication Inc Com 402307102 1060 88800 SH Sole 88800
Gulfstream Aerospace Corp Com 402734107 2824 41800 SH Sole 41800
Gymboree Corp Com 403777105 1035 98600 SH Sole 98600
Hadco Corp Com 404681108 501 12600 SH Sole 12600
Hain Food Group Inc Com 405219106 167 8100 SH Sole 8100
Halter Marine Group Inc Com 40642Y105 752 113500 SH Sole 113500
Hambrecht & Quist Group Inc Com 406545103 4300 116600 SH Sole 116600
Handleman Co Del Com 410252100 1067 90300 SH Sole 90300
Hanger Orthopedic Group Inc Com New 41043F208 475 33500 SH Sole 33500
Hanover Compressor Co Com 410768105 251 7800 SH Other 02 7800
Hanover Direct Inc Com 410783104 774 269298 SH Other 03 269298
Hanson Plc Spnsrd ADR New 411352404 2787 62800 SH Sole 62800
Harbinger Corp Com 41145C103 298 23800 SH Sole 23800
Harcourt Gen Inc Com 41163G101 6476 125600 SH Sole 125600
Harland John H Co Com 412693103 809 40600 SH Sole 40600
Harley Davidson Inc Com 412822108 5138 94500 SH Sole 94500
Harmonic Inc Com 413160102 661 11500 SH Sole 11500
Harte-Hanks Inc Com 416196103 2978 109800 SH Sole 109800
Hartford Finl Svcs Group Inc Com 416515954 910 15600 SH Call Other 02 15600
Hasbro Inc Com 418056107 3475 124400 SH Sole 124400
Hcc Ins Hldgs Inc Com 404132102 1175 51800 SH Sole 51800
Hcia Inc Com 403908106 315 35300 SH Sole 35300
Health Mgmt Assoc Inc New CL A 421933102 2624 233200 SH Sole 233200
Health Mgmt Sys Inc Com 42219M100 412 74900 SH Sole 74900
Healthcare Financial Partners Com 42219W108 545 15900 SH Sole 15900
Heartport Inc Com 421969106 249 104800 SH Sole 104800
Heilig Meyers Co Com 422893107 2779 407900 SH Sole 407900
Helen of Troy Corp Ltd Com G4388N106 540 30100 SH Sole 30100
Helix Technology Corp Com 423319102 1592 66500 SH Sole 66500
Hellenic Telecom Organization SA Sponsed ADR 423325307 671 60700 SH Sole 60700
Hertz Corp Cl A 428040109 719 11600 SH Sole 11600
Hibernia Corp Cl A 428656102 1875 119500 SH Sole 119500
Hibernia Corp Cl A 428656102 326 20800 SH Other 02 20800
Highlands Ins Group Inc Com 431032101 471 44900 SH Sole 44900
Hilfiger Tommy Corp Ord G8915Z102 2886 39400 SH Sole 39400
Hillenbrand Inds Inc Com 431573104 1786 41300 SH Sole 41300
Hilton Hotels Corp Com 432848109 227 16000 SH Sole 16000
Hilton Hotels Corp Com 432848109 142 10000 SH Other 03 10000
Hispanic Broadcasting Corp Cl A 43357B104 228 3000 SH Sole 3000
Hitachi Limited Adr 10 Com 433578507 302 3200 SH Sole 3200
Hollis-Eden Pharmaceuticals Com 435902101 144 12000 SH Sole 12000
Hollywood Entmt Corp Com 436141105 1587 81100 SH Sole 81100
Home Depot Inc Com 437076102 10581 164200 SH Sole 164200
Homestake Mng Co Com 437614100 4162 508300 SH Sole 508300
Honeywell Inc Com 438506107 2966 25600 SH Sole 25600
Hormel Foods Corp Com 440452100 354 8800 SH Sole 8800
Host Marriot Svcs Corp Com 440914109 116 14300 SH Sole 14300
Houghton Mifflin Co Com 441560109 2617 55600 SH Sole 55600
Houston Expl Co Com 442120101 294 15500 SH Sole 15500
Howmet International Com 443208103 335 19500 SH Sole 19500
Hubbell Inc Cl B 443510201 290 6400 SH Sole 6400
Humana Inc Com 444859102 1662 128500 SH Sole 128500
Humana Inc Com 444859902 202 15600 SH Call Other 02 15600
Hunt J B Trans Svcs Inc Com 445658107 1112 68400 SH Sole 68400
Huntington Bancshares Inc Com 446150104 240 6870 SH Sole 6870
Hussmann Intl Inc Com 448110106 861 52000 SH Sole 52000
Hussmann Intl Inc Com 448110106 401 24200 SH Other 03 24200
IBP Inc Com 449223106 5930 249700 SH Sole 249700
Icn Pharmaceuticals Inc New Com 448924100 3843 119400 SH Sole 119400
Icu Med Inc Com 44930G107 331 18700 SH Sole 18700
Idexx Labs Corp Com 45168D104 660 28300 SH Sole 28300
Ikos Sys Inc Com New 451716203 234 23800 SH Sole 23800
Image Entmt Inc Com New 452439201 109 16700 SH Sole 16700
Imc Global Inc Com 449669100 2505 144200 SH Sole 144200
Imc Global Inc Com 449669100 316 18200 SH Other 02 18200
Immunex Corp New Com 452528102 3224 25300 SH Sole 25300
Imperial Chem Inds Plc Adr New 45272T102 473 11900 SH Sole 11900
Imperial Oil Ltd Com New 453038408 1261 66600 SH Sole 66600
IMS Health Inc Com 449934108 1738 55600 SH Sole 55600
IMS Health Inc Com 449934108 388 12400 SH Other 03 12400
In Focus Sys Inc Com 452919103 1035 69000 SH Sole 69000
Inacom Corp Com 45323G109 199 15732 SH Sole 15732
Inco Ltd Com 453258402 1879 104400 SH Sole 104400
Independence Cmnty Bk Corp Com 453414104 1380 102200 SH Sole 102200
Industrie Nattuzzi Spa ADR 456478106 558 28700 SH Sole 28700
Informix Corp Com 456779107 2581 302500 SH Sole 302500
Infospace Com Inc Com 45678T102 799 17000 SH Sole 17000
Inktomi Corp Com 457277101 2236 17000 SH Sole 17000
Innovex Inc Com 457647105 140 10000 SH Sole 10000
Insight Enterprises Inc Com 45765U103 1141 46100 SH Sole 46100
Insignia Finl Group Inc New Com 45767A105 123 11734 SH Sole 11734
Insituform Technologies Inc Cl A 457667103 445 20600 SH Sole 20600
Integrated Device Technology Com 458118106 728 66900 SH Sole 66900
Intelidata Technologies Corp Com 45814T107 350 140000 SH Sole 140000
Intergraph Corp Com 458683109 615 79300 SH Sole 79300
International Business Machs Com 459200101 23575 182400 SH Sole 182400
International Comfort Prods Cp Ord 458978103 1269 111600 SH Sole 111600
International Fibercom Inc Com 4595OT101 413 45400 SH Sole 45400
International Network Svcs Com 460053101 1185 29350 SH Sole 29350
International Rectifier Corp Com 460254105 525 39400 SH Sole 39400
Interstate Bakeries Corp Del Com 46072H108 1483 66100 SH Sole 66100
Intertan Inc Com 461120107 5220 261000 SH Sole 261000
Intimate Brands Inc Cl A 461156101 2701 57015 SH Sole 57015
Intuit Com 461202103 901 10000 SH Other 03 10000
Intuit Com 461202903 469 5200 SH Call Other 02 5200
Ionics Inc Com 462218108 726 19900 SH Sole 19900
Ipalco Enterprises Inc Com 462613100 1706 80500 SH Sole 80500
Isis Pharmaceuticals Inc Com 464330109 584 57300 SH Sole 57300
I-Stat Corp Com 450312103 394 43200 SH Sole 43200
Istituto Banc San Paolo Di Tor Sponsed ADR 465224103 1073 39000 SH Sole 39000
It Group Inc Com 465266104 1556 96900 SH Sole 96900
ITT Educational Services Inc Com 45068B109 274 10500 SH Sole 10500
ITT Inds Inc Ind Com 450911102 1883 49400 SH Sole 49400
Ixc Communications Inc Com 450713902 920 23400 SH Call Other 02 23400
Ixc Communications Inc Com 450713102 307 7800 SH Other 02 7800
J L G Inds Inc Com 466210101 1051 51600 SH Sole 51600
Jabil Circuit Inc Com 466313103 3299 73100 SH Sole 73100
Jacobs Engr Group Inc Del Com 469814107 1775 46700 SH Sole 46700
Jefferson Pilot Corp Com 475070108 5874 88750 SH Sole 88750
John Nuveen Co Cl A 478035108 303 7100 SH Sole 7100
Johns Manville Corp New Com 478129109 2126 153200 SH Sole 153200
Johnson Ctls Inc Com 478366107 3050 44000 SH Sole 44000
Jones Apparel Group Inc Com 480074103 2910 84808 SH Sole 84808
Jostens Inc Com 481088102 847 40200 SH Sole 40200
Juno Ltg Inc Com 482047107 402 16400 SH Sole 16400
K Mart Corp Com 482584109 5942 360100 SH Sole 360100
K2 Inc Com 482732104 630 70500 SH Sole 70500
Kaneb Services Inc Com 484170105 79 18500 SH Sole 18500
Kauffman & Broad Home Corp Com 486168107 988 39700 SH Sole 39700
Kaydon Corp Com 486587108 393 11700 SH Sole 11700
Keebler Foods Co Com 487256109 4801 157400 SH Sole 157400
Kellwood Co Com 488044108 228 8400 SH Sole 8400
Kendle International Inc Com 48880L107 296 18500 SH Sole 18500
Kent Electrs Corp Com 490553104 331 16700 SH Sole 16700
Kespan Energy Com 49337K106 1736 65804 SH Sole 65804
Kimberly Clark Corp Com 494368103 1978 34700 SH Sole 34700
King Pharmaceuticals Inc Com 495582108 217 8400 SH Sole 8400
King World Prodtns Inc Com 495667107 2573 73900 SH Sole 73900
KLA-Tencorp Corp Com 482480100 1019 15700 SH Sole 15700
KN Energy Inc Com 482620101 750 56050 SH Sole 56050
Knight Ridder Inc Com 499040103 578 10500 SH Sole 10500
Knight/Trimark Group Inc Cl A 499067106 305 5000 SH Sole 5000
Knoll Inc Com 498904101 333 12500 SH Sole 12500
Koninklijke Ahold N V Spnsrd ADR New 500467303 287 8300 SH Sole 8300
Konlinklijk Philips Electrs Nv Sposed ADR 500472204 1278 12672 SH Other 02 12672
Korea Electronic Pwr Sponsored ADR 500631106 2323 113300 SH Sole 113300
Korea Fd Sponsored ADR 500634100 268 18000 SH Sole 18000
Kroger Co Com 501044101 609 21800 SH Sole 21800
Kroll O Gara Co Com 501050108 309 14000 SH Sole 14000
Kronos Inc Com 501052104 430 9450 SH Sole 9450
K-Swiss Inc CL A 482686102 409 8800 SH Sole 8800
Kti Inc Com 482689205 239 16800 SH Sole 16800
La Z Boy Inc Com 505336107 1599 69500 SH Sole 69500
Ladd Furniture Inc Com Par $0.30 505739201 2018 96100 SH Sole 96100
Lafarge Corp Com 505862102 1021 28800 SH Sole 28800
Landamerica Finl Group Inc Com 514936103 3453 120100 SH Sole 120100
Landstar Sys Inc Com 515098101 368 10200 SH Sole 10200
LaSalle Re Hldgs Ltd ORD G5383Q101 541 31800 SH Sole 31800
Lauder Estee Cos Inc Cl A 518439104 2441 48700 SH Sole 48700
Lazare Kaplin Intl Inc Com 521078105 1592 157200 SH Sole 157200
Lee Enterprises Inc Com 523768109 573 18800 SH Sole 18800
Lehman Bros Hldgs Inc Com 524908100 3821 61500 SH Sole 61500
Lehman Bros Hldgs Inc Com 524908100 1732 27880 SH Other 03 27880
Leucadia Natl Corp Com 527288104 368 14500 SH Sole 14500
Level 3 Communications Inc Com 52729N100 6325 105300 SH Sole 105300
Level One Communications Inc Com 527295109 5137 104975 SH Sole 104975
Lexmark Intl Group Inc Cl A 529771107 2181 33300 SH Sole 33300
LG&E Energy Corp Com 501917108 855 40721 SH Sole 40721
Libbey Inc Com 529898108 763 26300 SH Sole 26300
Lilly Eli & Co Com 532457108 3101 43300 SH Sole 43300
Lilly Inds Inc CL A 532491107 117 6300 SH Sole 6300
Limited Inc Com 532716107 5068 111700 SH Sole 111700
Limited Inc Com 532716107 1066 23500 SH Other 03 23500
Liposome Co Inc Com 536310105 2492 130300 SH Sole 130300
Lockheed Martin Corp Com 539830109 2980 80000 SH Sole 80000
Loehmanns Inc New Com 540417102 16 133500 SH Other 03 133500
Loewen Group Inc Com 54042L100 39 61900 SH Sole 61900
Loews Corp Com 540424108 20098 254000 SH Sole 254000
London Pac Group Ltd Sponsored ADR 542073101 347 15100 SH Sole 15100
Lone Star Steakhouse Saloon Com 542307103 524 53900 SH Sole 53900
Long Beach Finl Corp Com 542446109 640 43600 SH Sole 43600
Longs Drug Stores Coro Com 543162101 1994 57700 SH Sole 57700
Longview Fibre Co Com 543213102 747 47800 SH Sole 47800
Loral Space & Communications Com G56462107 853 47400 SH Sole 47400
Louis Dreyfus Nat Gas Corp Com 546011107 3269 151608 SH Sole 151608
Louisiana PAC Corp Com 546347105 931 39000 SH Sole 39000
LSI Logic Corp Com 502161102 1056 22900 SH Sole 22900
LTX Corp Com 502392103 680 51100 SH Sole 51100
Lubrizol Corp Com 549271104 1354 49700 SH Sole 49700
Lubys Cafeterias Inc Com 549282101 338 22500 SH Sole 22500
Lucent Technologies Inc Com 549463107 7956 117975 SH Other 02 117975
Lycos Inc Com 550818108 1828 19900 SH Sole 19900
Lydall Inc Del Com 550819106 231 20100 SH Sole 20100
M & F Worldwide Corp Com 552541104 151 19000 SH Sole 19000
M S Carriers Inc Com 553533100 578 19500 SH Sole 19500
Macromedia Inc Com 556100105 1191 33800 SH Sole 33800
Macrovision Corp Com 555904101 270 3600 SH Sole 3600
Madden Steven Ltd Com 556269108 336 24800 SH Sole 24800
MAF Bancorp Inc Com 55261R108 298 12300 SH Sole 12300
Magna Intl Inc CL A 559222401 936 16500 SH Sole 16500
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Manpower Inc Com 56418H100 2041 90200 SH Sole 90200
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Material Sciences Corp Com 576674105 378 25200 SH Sole 25200
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Maytag Corp Com 578592107 1068 15300 SH Sole 15300
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MDU Res Group Inc Com 552690109 1145 50200 SH Sole 50200
Medco Resh Inc Com 584059109 1299 49500 SH Sole 49500
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Mediaone Group Inc Com 58440J104 2135 28700 SH Other 02 28700
Mediaone Group Inc Com 58440J904 774 10400 SH Call Other 02 10400
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Medimmune Inc Com 584699102 2466 36400 SH Sole 36400
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Merck & Co Inc Com 589331907 250 10400 SH Call Other 02 10400
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Mercury Interactive Corp Com 589405109 92 2600 SH Other 02 2600
Meredith Corp Com 589433101 1219 35200 SH Sole 35200
Meredith Corp Com 589433101 277 8000 SH Other 03 8000
Meristar Hospitality Corp Com 58984Y103 543 24200 SH Sole 24200
Meritor Automotive Inc Com 59000G100 201 7900 SH Sole 7900
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Meta Group Inc Com 591002100 185 12000 SH Sole 12000
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Microchip Technology Inc Com 595017104 313 6600 SH Sole 6600
Micrografx Inc Com 595077108 87 14400 SH Sole 14400
Micron Electronics Inc Com 595100108 1573 156300 SH Sole 156300
Microsoft Corp Com 594918104 8856 98200 SH Sole 98200
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Milacron Inc Com 598709103 1458 78800 SH Sole 78800
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Mirage Resorts Inc Com 60462E108 854 51000 SH Other 03 51000
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Mitel Corp Com 606711109 81 12200 SH Sole 12200
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Monsanto Co Com 611662957 1646 41600 SH Put Other 02 41600
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Morgan Stanley Dean Witter & Co Com New 617446908 267 2600 SH Call Other 02 2600
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National Data Corp Com 635621105 359 8400 SH Sole 8400
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Navistar Intl Corp New Com 638901306 8960 179200 SH Sole 179200
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New Century Energies Inc Com 64352U103 2232 57500 SH Sole 57500
New England Business Svc Com 643872104 426 13800 SH Sole 13800
New England Elec Sys Com 644001109 4316 86100 SH Sole 86100
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Nicor Inc Com 654086107 438 11500 SH Sole 11500
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PC Connection Com 69318J100 520 43100 SH Sole 43100
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Sociedad Quimica Minera De Chi Spon ADR Ser B 833635105 315 8900 SH Sole 8900
Sodak Gaming Inc Com 833777105 261 27800 SH Sole 27800
Sodexho Marriott Svcs Inc Com 833793102 219 11400 SH Sole 11400
Sonat Inc Com 835415100 2445 73800 SH Sole 73800
Sonic Automotive Inc CL A 83545G102 1856 135000 SH Sole 135000
Sonic Corp Com 835451105 3321 101800 SH Sole 101800
Sonoco Prods Co Com 835495102 699 23360 SH Sole 23360
Sony Corp ADR 835699307 1435 13000 SH Other 02 13000
Sony Corp ADR 835699907 3444 31200 SH Call Other 02 31200
Sony Corp ADR 835699957 1148 10400 SH Put Other 02 10400
Source Information Mgmt Co Com New 836151209 652 48300 SH Sole 48300
Southtrust Corp Com 844730101 3168 82550 SH Sole 82550
Southwest Airls Co Com 844741108 1856 59625 SH Sole 59625
Southwest Gas Corp Com 844895102 2751 96100 SH Sole 96100
Southwestern Energy Co Com 845467109 163 15400 SH Sole 15400
Spiegel Inc Cl A 848457107 205 23100 SH Sole 23100
Spiegel Inc Cl A 848457107 1224 137900 SH Other 03 137900
Sportsline USA Inc Com 848934105 362 10100 SH Sole 10100
Sprint Corp Com Fon Group 852061100 2173 41000 SH Sole 41000
Sps Technologies Inc Com 784626103 1751 46700 SH Sole 46700
SS&C Technologies Inc Com 85227Q100 388 50900 SH Sole 50900
St John Knits Inc Com 790289102 1035 35400 SH Sole 35400
St Paul Bancorp Inc Com 792848103 1790 70200 SH Sole 70200
St Paul Cos Inc Com 792860908 2481 78000 SH Call Other 02 78000
St Paul Cos Inc Com 792860108 331 10400 SH Other 02 10400
Standard Microsystems Corp Com 853626109 83 11000 SH Sole 11000
Standard Mtr Prods Inc Com 853666105 343 14000 SH Sole 14000
Standard Pac Corp New Com 85375C101 1431 110100 SH Sole 110100
Staples Inc Com 855030102 6589 212975 SH Sole 212975
Staten Is Bancorp Inc Com 857550107 499 27700 SH Sole 27700
Station Casinos Inc Com 857689903 848 41600 SH Call Other 02 41600
Station Casinos Inc Com 857689103 636 31200 SH Other 02 31200
Stein Mart Inc Com 858375108 556 59300 SH Sole 59300
Stet Hellas Communications SA ADR Rep Ord 859823106 861 38500 SH Sole 38500
Stewart Enterprises Inc CL A 860370105 1855 127400 SH Sole 127400
Stewart Information Svcs Corp Com 860372101 1236 58500 SH Sole 58500
Stride Rite Corp Com 863314100 1638 158800 SH Sole 158800
Stride Rite Corp Com 863314100 196 19000 SH Other 03 19000
Structural Dynamics Resh Corp Com 863555108 304 16400 SH Sole 16400
Summit Design Inc Com 86605U101 270 89900 SH Sole 89900
Sun Microsystem Inc Com 866810104 9629 139800 SH Sole 139800
Sungard Data Sys Inc Com 867363953 359 10400 SH Put Other 02 10400
Sunoco Inc Com 86764P109 3885 128700 SH Sole 128700
Sunquest Information Sys Inc Com 867654105 414 25700 SH Sole 25700
Sunrise Technologies Intl Inc Com 86769L103 355 28900 SH Sole 28900
Superior Consultant Hldgs Corp Com 868146101 652 26400 SH Sole 26400
Superior Inds Intl Inc Com 868168105 1144 41900 SH Sole 41900
Supervalu Inc Com 868536103 1923 74300 SH Sole 74300
Swift Transn Co Com 870756103 1356 61650 SH Sole 61650
Swisscom AG Sponsored ADR 871013108 1109 28900 SH Sole 28900
Sybase Inc Com 871130100 4264 387600 SH Sole 387600
Symantec Corp Com 871503108 329 12900 SH Sole 12900
Symmetricom Inc Com 871543104 659 81100 SH Sole 81100
Syncor Intl Corp Del Com 87157J106 230 6400 SH Sole 6400
Synovus Finl Corp Com 87161C105 599 30150 SH Sole 30150
Syntel Inc Com 87162H103 761 84500 SH Sole 84500
Sysco Corp Com 871829107 14262 478400 SH Sole 478400
Systemax Inc Com 871851101 1471 118900 SH Sole 118900
Talk Com Inc Com 874264104 176 15600 SH Sole 15600
Tandy Corp Com 875382103 11632 238000 SH Sole 238000
Tarrant Apparel Group Com 876289109 439 19300 SH Sole 19300
Tava Technologies Inc Com 872169107 537 69800 SH Sole 69800
TCA Cable TV Inc Com 872241104 4695 84600 SH Sole 84600
TCI Satellite Entmt Inc CL A 872298104 891 301600 SH Sole 301600
Techne Corp Com 878377100 1124 44300 SH Sole 44300
Tecumseh Prods Co Cl A 878895200 1145 18900 SH Sole 18900
Tele Danmark A/S Spon ADR Cl B 879242105 1666 64700 SH Sole 64700
Tele Norte Leste Part S A Spons ADR PFD 879246106 2693 145100 SH Sole 145100
Tele Argentina Stet-France Sp ADR Rep B 879273209 669 25000 SH Sole 25000
Telecomunicacoes Brasil S Sponsored ADR 879287100 5 76500 SH Sole 76500
Telecomunicacoes Brasil S Sponsored ADR 879287308 8343 92700 SH Sole 92700
Telefonos de Mexico S A Spns ADR Ord L 879403780 6465 80000 SH Sole 80000
Telephone & Data Sys Inc Com 879433100 1112 15200 SH Sole 15200
Telesp Paticipacoes SA Spns ADR Pfd 87952K100 1258 55000 SH Sole 55000
Telespectrum Worldwide Inc Com 87951U109 991 127900 SH Sole 127900
Teletech Holdings Inc Com 879939106 397 39200 SH Sole 39200
Tellabs Inc Com 879664100 7120 105380 SH Sole 105380
Teltrend Inc Com 87969R106 1309 61600 SH Sole 61600
Temple Inland Inc Com 879868107 2992 43600 SH Sole 43600
Tenet Healthcare Corp Com 88033G100 2246 121000 SH Sole 121000
Teradyne Inc Com 880770102 1256 17500 SH Sole 17500
Terex Corp New Com 880779103 4185 137500 SH Sole 137500
Teva Pharmaceutical Inds Ltd ADR 881624209 2989 61000 SH Sole 61000
Texaco Inc Com 881694103 1160 18600 SH Other 02 18600
Texaco Inc Com 881694953 649 10400 SH Put Other 02 10400
Textron Inc Com 883203101 5202 63200 SH Sole 63200
THQ Inc Com New 872443403 282 9800 SH Sole 9800
Tidewater Inc Com 886423102 3145 103100 SH Sole 103100
Timberland Co Cl A 887100105 898 13200 SH Sole 13200
Time Warner Inc Com 887315109 3196 44000 SH Other 03 44000
Times Mirror Co New Com Ser A 887364107 486 8200 SH Sole 8200
Timken Co Com 887389104 538 27600 SH Sole 27600
Tokheim Corp Com 889073102 200 17500 SH Sole 17500
Toro Co Com 891092108 1925 48900 SH Sole 48900
Tosco Corp Com New 891490302 3657 141000 SH Sole 141000
Tosco Corp Com New 891490302 1281 49400 SH Other 02 49400
Tosco Corp Com New 891490902 135 5200 SH Call Other 02 5200
Total S A Sponsored ADR 89151E113 2062 32000 SH Sole 32000
Total S A Sponsored ADR 89151E113 2726 42300 SH Other 04 42300
Total Sys Svcs Inc Com 891906109 691 36350 SH Sole 36350
Toys R Us Inc Com 892335100 4216 203800 SH Sole 203800
Trans World Entmt Corp Com 89336Q100 505 44850 SH Sole 44850
Transaction Sys Architects CL A 893416107 226 5800 SH Sole 5800
Transaction Sys Architects CL A 893416907 608 15600 SH Call Other 02 15600
Transamerica Corp Com 893485102 12885 171800 SH Sole 171800
Transatlantic Hldgs Inc Com 893521104 555 7400 SH Sole 7400
Transocean Offshore Inc Canyon Ord G90076103 147 5600 SH Sole 5600
Transocean Offshore Inc Canyon Ord G90076103 110 4200 SH Other 02 4200
Transportacion Maritima Mexica Spons ADR A Sh 893868307 2 500 SH Sole 500
Transportacion Maritima Mexica ADR Ser L Sh 893868208 234 44600 SH Sole 44600
Transportadora De Gas Sur Spons ADR B 893870204 217 23100 SH Sole 23100
Tranwitch Corp Com 894065101 346 7300 SH Sole 7300
Travelers Ppty Cas Corp Cl A 893939108 219 5600 SH Sole 5600
Tredegar Inds Inc Com 894650100 1341 59600 SH Sole 59600
Tricon Global Restaurants Com 895953107 7166 132400 SH Sole 132400
Trigon Healthcare Inc Com 89618L100 251 6900 SH Sole 6900
Trinity Inds Inc Com 896522109 905 27000 SH Sole 27000
Triquint Semiconductor Inc Com 89674K103 1295 22800 SH Sole 22800
Tristar Aerospace Co Com 89674L101 362 43900 SH Sole 43900
Triumph Group Inc New Com 896818101 500 19600 SH Sole 19600
True North Communications Inc Com 897844106 2091 70300 SH Sole 70300
Trustmark Corp Com 898402102 819 35800 SH Sole 35800
TSI International Software Ltd Com 872879901 295 10400 SH Call Other 02 10400
Tubos de Acero de Mexico S A ADR New 898592506 2664 244900 SH Sole 244900
Tupperware Corp Com 899896104 1902 74600 SH Sole 74600
Tupperware Corp Com 899896104 918 36000 SH Other 03 36000
Tut Systems Com 901103101 289 5900 SH Sole 5900
TV Azteca SA DE CV Sponsored ADR 901145102 357 68800 SH Sole 68800
TV Guide Inc CL A 87307Q109 352 9600 SH Sole 9600
Tyco Intl Ltd New Com 902124106 7580 80000 SH Sole 80000
Tyson Foods Inc CL A 902494103 614 27300 SH Sole 27300
U S Can Corp Com 90328W105 4804 215900 SH Sole 215900
U S Foodservice Com 90331R101 2545 59700 SH Sole 59700
U S Inds Inc New Com 912080108 386 22700 SH Sole 22700
U S West Inc Com 91273H101 14024 238700 SH Sole 238700
U S West Inc New Com 91273H101 306 5200 SH Other 02 5200
UAL Corp Com Par $0.01 902549500 10883 168400 SH Sole 168400
Ugly Duckling Corp Com 903512101 152 20900 SH Sole 20900
Unicom Corp Com 904911104 2642 68500 SH Sole 68500
Unify Corp Com 904743101 763 56500 SH Sole 56500
Union Carbide Corp Com 905581954 507 10400 SH Put Other 02 10400
Union Carbide Corp Com 905581904 2282 46800 SH Call Other 02 46800
Union Carbide Corp Com 905581104 1521 31200 SH Other 02 31200
Union Pac Res Group Inc Com 907834105 339 20800 SH Other 02 20800
Uniphase Corp Com 909149106 5013 30200 SH Sole 30200
Unisource Enegy Corp Com 909205106 481 40300 SH Sole 40300
United Illum Co Com 910637107 734 17300 SH Sole 17300
United Intl Hldgs Inc CL A 910734102 1772 26200 SH Sole 26200
United Pan-Europe Communctn NV Sponsored ADR 911300200 729 13200 SH Sole 13200
United Rentals Inc Com 911363109 861 29200 SH Sole 29200
United Rentals Inc Com 911363109 230 7800 SH Other 02 7800
United Rentals Inc Com 911363909 307 10400 SH Call Other 02 10400
United States Cellular Corp Com 911684108 1289 24100 SH Sole 24100
United Technologies Corp Com 913017109 12097 168018 SH Sole 168018
Unitrin Inc Com 913275103 525 12800 SH Sole 12800
Unocal Corp Com 915289102 1938 48900 SH Sole 48900
Unocal Corp Com 915289102 206 5200 SH Other 02 5200
Uromed Corp Com New 917274300 17 12300 SH Sole 12300
US Bioscience Inc Com Par $0.01 911646206 1571 161100 SH Sole 161100
USA Detergents Inc Com 902938109 163 26900 SH Sole 26900
USA Networks Inc Com 902984103 1804 44970 SH Sole 44970
Usec Inc Com 90333E108 982 66000 SH Sole 66000
UST Corp Com 902900109 360 11900 SH Sole 11900
UST Inc Com 902911106 267 9100 SH Sole 9100
USWeb Corp Com 917327108 1307 58900 SH Sole 58900
USX-U S Stl Com 90337T101 794 29400 SH Sole 29400
V F Corp Com 918204108 5985 140000 SH Sole 140000
Valassis Communications Inc Com 918866104 1961 53550 SH Sole 53550
Valero Energy Corp New Com 91913Y100 1072 50000 SH Sole 50000
Valero Energy Corp New Com 91913Y100 334 15600 SH Other 02 15600
Valero Energy Corp New Com 91913Y900 111 5200 SH Call Other 02 5200
Valspar Corp Com 920355104 901 23700 SH Sole 23700
Valuevision Intl Inc CL A 92047K107 2017 101500 SH Sole 101500
Varco Intl Inc Com 922126107 756 69900 SH Sole 69900
Varian Med Sys Inc Com 92220P105 2939 116400 SH Sole 116400
Varian Semiconductor Equipmnt Com 922207105 308 18100 SH Sole 18100
Vastar Res Inc Com 922380100 960 18300 SH Sole 18300
Veeco Instrs Inc Del Com 922417100 1948 57300 SH Sole 57300
Venator Group Inc Com 922944103 1550 148500 SH Sole 148500
Veritas Software Co Com 923436109 5421 57100 SH Sole 57100
Veterinary Ctrs Amer Inc Com 925514101 1922 141700 SH Sole 141700
Viacom Inc Cl B 925524308 972 22100 SH Sole 22100
Viacom Inc Cl A 925524100 1862 42200 SH Sole 42200
Viad Corp Com 92552R109 24605 795300 SH Sole 795300
Viatel Inc Com 925529208 825 14700 SH Sole 14700
Vical Inc Com 925602104 199 16400 SH Sole 16400
Videoserver Inc Com 926918103 127 13400 SH Sole 13400
Vintage Pete Inc Com 927460105 607 56500 SH Sole 56500
Vista Eyecare Inc Com 928352103 53 13800 SH Sole 13800
Visual Networks Inc Com 928444108 1760 55000 SH Sole 55000
Visual Networks Inc Com 928444908 499 15600 SH Call Other 02 15600
Visx Inc Del Com 92844S105 1837 23200 SH Sole 23200
Vlasic Foods Intl Inc Com 928559103 1013 138500 SH Sole 138500
Vodafone Group Plc Sponsored ADR 92857T107 6659 33800 SH Other 02 33800
Vornado Realty Trust Sh Ben Int 929042109 459 13000 SH Other 02 13000
Vulcan Matls Co Com 929160109 545 11300 SH Sole 11300
Wackenhut Corrections Corp Com 929798106 858 43300 SH Sole 43300
Walgreen Co Com 931422109 1698 57800 SH Sole 57800
Walgreen Co Com 931422959 306 10400 SH Put Other 02 10400
Wall Data Inc Com 932045107 318 33300 SH Sole 33300
Warner Lambert Co Com 934488957 1438 20800 SH Put Other 02 20800
Washington Fed Inc Com 938824109 1104 49220 SH Sole 49220
Washington Mut Inc Com 939322103 2472 69500 SH Sole 69500
Washington Mut Inc Com 939322953 370 10400 SH Put Other 02 10400
Washington Mut Inc Com 939322103 370 10400 SH Other 02 10400
Washington Post Co CL B 939640108 215 400 SH Sole 400
Waters Corp Com 941848103 3628 68300 SH Sole 68300
Watkins Johnson Co Com 942486101 755 25600 SH Sole 25600
Watsco Inc Com 942622200 405 24750 SH Sole 24750
Webb Del Corp Com 947423109 2008 84100 SH Sole 84100
Webster Finl Corp Conn Com 947890109 939 34600 SH Sole 34600
Webtrends Corp Com 94844D104 281 6100 SH Sole 6100
Wellpoint Health Network New Com 94973H108 4668 55000 SH Sole 55000
Werner Enterprises Inc Com 950755108 399 19250 SH Sole 19250
Wesley Jessen Visioncare Inc Com 951018100 298 9200 SH Sole 9200
Westamerica Bancorporation Com 957090103 821 22500 SH Sole 22500
Western Digital Corp Com 958102105 1021 157000 SH Sole 157000
Western Wireless Corp CL A 95988E208 1777 65800 SH Sole 65800
Westinghouse Air Brake Co New Com 960386100 1642 63300 SH Sole 63300
Westpoint Stevens Inc Com 961238102 1816 60900 SH Sole 60900
Weyerhaeuser Co Com 962166104 5259 76500 SH Sole 76500
Whirlpool Corp Com 963320106 4832 65300 SH Sole 65300
Whitman Corp New Com 96647R107 1597 88700 SH Sole 88700
Whitman Corp New Com 96647R107 1213 67400 SH Other 03 67400
Whittaker Corp Del Com Par $0.01 966680407 241 8600 SH Sole 8600
Whittman-Hart Inc Com 966834103 759 23900 SH Sole 23900
WHX Corp Com 929248102 488 74400 SH Sole 74400
Williams Cos Inc Del Com 969457100 3725 87519 SH Sole 87519
Williams Cos Inc Del Com 969457900 885 20800 SH Call Other 02 20800
Williams Cos Inc Del Com 969457950 664 15600 SH Put Other 02 15600
Williams Cos Inc Del Com 969457100 783 18400 SH Other 02 18400
Winnebago Inds Inc Com 974637100 1440 64000 SH Sole 64000
WMS Inds Inc Com 929297109 1324 77900 SH Sole 77900
Workflow Mgmt Inc Com 98137N109 249 17500 SH Sole 17500
Worthington Inds Inc Com 981811102 723 44000 SH Sole 44000
Wyman-Gordon Co Com 983085101 749 38800 SH Sole 38800
Xeikon N V Sponsored ADR 984003103 576 25300 SH Sole 25300
Xerox Corp Com 984121103 2971 50300 SH Sole 50300
Xilinx Inc Com 983919101 590 10300 SH Sole 10300
Xircom Inc Com 983922105 884 29400 SH Sole 29400
Xircom Inc Com 983922105 156 5200 SH Other 02 5200
XL Cap Ltd CL A G98255105 2476 43828 SH Sole 43828
Xomed Surgical Prods Inc Com 98412V107 501 10300 SH Sole 10300
X-Rite Inc Com 983857103 149 23100 SH Sole 23100
Xtra Corp Com 984138107 262 5700 SH Sole 5700
Yellow Corp Com 985509108 525 29600 SH Sole 29600
York Intl Corp New Com 986670107 5690 132900 SH Sole 132900
YPF Sociedad Anonima Sponsored ADR Cl D 984245100 1791 40000 SH Sole 40000
Zale Corp New Com 988858106 760 19000 SH Sole 19000
Zapata Corp Com New 989070503 363 42700 SH Sole 42700
Ziff-Davis Inc Com ZDNet 989511209 1253 48200 SH Sole 48200
Zonagen Inc Com 98975L108 607 65600 SH Sole 65600
</TABLE>
