UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
"Washington, D.C. 20549"
FORM 13F
FORM 13F COVER PAGE
"Report for the Calender Year of Quarter Ended: December 31, 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 , January 14th 2000"
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: 2
Form 13F Information Table Entry Total: 1542
Form 13F Information Table Value Total: "4,256,323 (000s)"
List of Other Included Managers:
No. 13F File Number
01 NRMB Management Inc.
02 TT International Investment Management
<PAGE>
<TABLE> <C> <C>
FORM 13F
Name of Issuer Title of Class Cusip Value Shares SH/ Put Invstmt Other Voting Authority
3COM CORP Com 885535104 1363 29000 SH SOLE 29000
3DO CO Com 88553W105 1658.70005 182400 SH SOLE 182400
4 KIDS ENTMT INC Com 350865101 4855.2 173400 SH SOLE 173400
AARON RENTS INC Com 002535201 2754.8 155200 SH SOLE 155200
AAVID THERMAL TECHNOLOGIES INC Com 002539104 8388.09375 341500 SH SOLE 341500
ABC-NACO INC Com 000752105 316.8 38400 SH SOLE 38400
ABITIBI-CONSOLIDATED INC Com 003924107 973.75 82000 SH SOLE 82000
ABLE TELCOM HLDG CORP Com New 003712304 288.8 36100 SH SOLE 36100
ABN AMRO HLDG NV Sponsored ADR 000937102 424.035 16752 SH SOLE 16752
ACE LTD Ord G0070K103 6327.9 379200 SH SOLE 379200
ACNIELSEN CORP Com 004833109 650.1 26400 SH SOLE 26400
ACT NETWORKS INC Com 000975102 806.4625 86600 SH SOLE 86600
ACTEL CORP Com 004934105 621.6 25900 SH SOLE 25900
ACTIVE SOFTWARE INC Com 00504E100 874 9500 SH SOLE 9500
ACTRADE INTL LTD Com 004931101 519.825 34800 SH SOLE 34800
ACUSON CORP Com 005113105 283.9125 22600 SH SOLE 22600
ACX TECHNOLOGIES INC Com 005123104 624.15 58400 SH SOLE 58400
ADAC LABS Com New 005313200 338.625 31500 SH SOLE 31500
ADAM COM INC Com 00547M101 651.525 51100 SH SOLE 51100
ADAPTEC INC Com 00651F108 12174.4875 244100 SH SOLE 244100
ADELPHIA BUSINESS SOLUTIONS Cl A 006847107 1104 23000 SH SOLE 23000
ADFORCE INC Com 006867105 2126.975 29800 SH SOLE 29800
ADMINISTAFF INC Com 007094105 372.075 12300 SH SOLE 12300
ADOBE SYS INC Com 00724F101 25386.875 377500 SH SOLE 377500
ADTRAN INC Com 00738A106 3168.55 61600 SH SOLE 61600
ADVANCED COMMUNICATION SYSTEMS Com 00750X109 684.675 35800 SH SOLE 35800
ADVANCED DIGITAL INFORMATION Com 007525108 3559.35 73200 SH SOLE 73200
ADVANCED FIBRE COMMUNICATIONS Com 00754A105 4231.90625 94700 SH SOLE 94700
ADVANCED MICRO DEVICES INC Com 007903107 5770.1375 199400 SH SOLE 199400
ADVANCED RADIO TELECOM CORP Com 00754U101 986.4 41100 SH SOLE 41100
ADVANTA CORP CL B 007942204 452.91094 32207 SH SOLE 32207
ADVANTA CORP CL A 007942105 490.925 26900 SH SOLE 26900
ADVEST GROUP INC. Com 007566102 187.425 10200 SH SOLE 10200
ADVO INC Com 007585102 482.125 20300 SH SOLE 20300
AERIAL COMMUNICATIONS INC Com 007655103 2666.325 43800 SH SOLE 43800
AFFILIATED COMPUTER SERVICES CL A 008190100 2106.8 45800 SH SOLE 45800
AFLAC INC Com 001055102 3638.15625 77100 SH SOLE 77100
AGRIBRANDS INTL INC Com 00849R105 1430.6 31100 SH SOLE 31100
AGRIUM INC Com 008916108 240.975 30600 SH SOLE 30600
AIR EXPRESS INTL CORP Com 009104100 701.18125 21700 SH SOLE 21700
AIRGAS INC Com 009363102 3704.05 389900 SH SOLE 389900
AIRGATE PCS INC Com 009367103 1825.15 34600 SH SOLE 34600
AIRONET WIRELESS COMM Com 00943A107 734.59375 11000 SH SOLE 11000
AIRTRAN HLDGS INC Com 00949P108 465.35941 102700 SH SOLE 102700
AKZO NOBEL NV Sponsored ADR 010199305 1313.4 26400 SH SOLE 26400
ALASKA AIR GROUP INC Com 011659109 1162.6375 33100 SH SOLE 33100
ALBANY INTL CORP CL A 012348108 394.444 25448 SH SOLE 25448
ALBERTO CULVER CO Cl B Conv 013068101 758.8875 29400 SH SOLE 29400
ALBERTO CULVER CO CL A 013068200 489.375 22500 SH SOLE 22500
ALEXANDER & BALDWIN INC Com 014482103 385.53125 16900 SH SOLE 16900
ALLEGHENY ENERGY INC. Com 017361106 2103.81875 78100 SH SOLE 78100
ALLEGHENY TECHNOLOGIES INC Com 01741R102 2793.46875 124500 SH SOLE 124500
ALLEGIANCE TELECOM INC Com 01747T102 507.375 5500 SH SOLE 5500
ALLERGAN INC Com 018490102 21750.7 437200 SH SOLE 437200
ALLIANCE RESOURCE PARTNERS LP UT Ltd Part 01877R108 193.55 15800 SH SOLE 15800
ALLIANCE SEMICONDUCTOR CORP Com 01877H100 2758.44375 165300 SH SOLE 165300
ALLIANT TECHSYSTEMS INC Com 018804104 3832.21875 61500 SH SOLE 61500
ALLIED CAP CORP NEW Com 01903Q108 811.24375 44300 SH SOLE 44300
ALLIED IRISH BKS PLC Spon ADR Ord 019228402 1280.175 60600 SH SOLE 60600
ALLMERICA FINL CORP Com 019754100 6919.75 124400 SH SOLE 124400
ALLSTATE CORP Com 020002101 946.57063 39338 SH SOLE 39338
ALLTEL CORP Com 020039103 1331.26875 16100 SH OTHER 01 16100
ALLTEL CORP Com 020039103 1406.26631 17007 SH SOLE 17007
ALPHA INDS INC Com 020753109 1220.75625 21300 SH SOLE 21300
ALTERA CORP Com 021441100 4936.425 99600 SH SOLE 99600
ALTERNATIVE RESOURCES CORP Com 02145R102 140.8 25600 SH SOLE 25600
ALZA CORP DEL Com 022615108 11166.5625 322500 SH SOLE 322500
AMAZON COM INC Com 023135106 14737.8 193600 SH SOLE 193600
AMBAC FINL GROUP INC Com 023139108 7833.34375 150100 SH SOLE 150100
AMC ENTMT INC Com 001669100 1780.2 206400 SH SOLE 206400
AMDOCS LTD Ord G02602103 2081.1435 60323 SH SOLE 60323
AMERICA ONLINE INC DEL Com 02364J104 27019.0875 356100 SH SOLE 356100
AMERICA WEST HLDG CORP CL B 023657208 2861.425 137900 SH SOLE 137900
AMERICAN AXLE & MFG HLDGS INC Com 024061103 208.55 17200 SH SOLE 17200
AMERICAN ECO CORP Com 02553G101 29.21875 42500 SH SOLE 42500
AMERICAN FINL GROUP INC OHIO Com 025932104 240.0125 9100 SH SOLE 9100
AMERICAN FREIGHTWAYS CORP Com 02629V108 2243.5875 138600 SH SOLE 138600
AMERICAN HOME PRODS CORP Com 026609107 9396.45 239400 SH SOLE 239400
AMERICAN ITALIAN PASTA CO CL A 027070101 369 12000 SH SOLE 12000
AMERICAN MED SEC GROUP INC Com 02744P101 6018.6 1003100 SH SOLE 1003100
AMERICAN MGMT SYS INC Com 027352103 1433.8375 45700 SH SOLE 45700
AMERICAN NATL CAN GROUP INC Com 027714104 170.3 13100 SH SOLE 13100
AMERICAN STD COS INC DEL Com 029712106 656.0125 14300 SH SOLE 14300
AMERICAN WTR WKS INC Com 030411102 1700 80000 SH SOLE 80000
AMERIPATH INC Com 03071D109 371.7125 45400 SH SOLE 45400
AMERITRADE HLDG CORP CL A 03072H109 4304.96875 198500 SH SOLE 198500
AMES DEPT STORES INC Com New 030789507 218.975 7600 SH SOLE 7600
AMFM INC Com 001693100 10155.51975 129783 SH SOLE 129783
AMKOR TECHNOLOGY INC Com 031652100 2435.15 86200 SH SOLE 86200
AMR CORP Com 001765106 1855.9 27700 SH SOLE 27700
AMTRAN INC Com 03234G106 249.9375 12900 SH SOLE 12900
AMYLIN PHARMACEUTICALS INC Com 032346108 646.64066 77500 SH SOLE 77500
ANACOMP INC DEL Com 032371106 626.13125 141100 SH SOLE 141100
ANADIGICS INC. Com 032515108 3775 80000 SH SOLE 80000
ANCHOR GAMING Com 033037102 990.375 22800 SH SOLE 22800
ANDREW CORP Com 034425108 2236.51875 118100 SH SOLE 118100
ANDRX CORP Com 034551101 7925.13125 187300 SH SOLE 187300
ANGLO AMERN PLC ADR 03485P102 1028.975 15800 SH SOLE 15800
ANGLOGOLD LTD Sponsored ADR 035128206 1166.2125 45400 SH SOLE 45400
ANHEUSER BUSCH COS INC Com 035229103 10021.725 141400 SH SOLE 141400
ANIXTER INTL INC Com 035290105 4052.8125 196500 SH SOLE 196500
ANNTAYLOR STORES CORP Com 036115103 5296.4875 153800 SH SOLE 153800
ANSWERTHINK CONSULTING GROUP Com 036916104 516.1475 15070 SH SOLE 15070
ANTEC CORP Com 03664P105 558.45 15300 SH SOLE 15300
APAC CUSTOMER SERVICES INC Com 00185E106 292.5 20800 SH SOLE 20800
APACHE CORP Com 037411105 7771.65 210400 SH SOLE 210400
APOGEE ENTERPRISES INC Com 037598109 152.38125 30100 SH SOLE 30100
APOLLO GROUP INC CL A 037604105 260.8125 13000 SH SOLE 13000
APPLE COMPUTER INC Com 037833100 9664.375 94000 SH SOLE 94000
APPLEBEES INTL INC Com 037899101 4445.65 150700 SH SOLE 150700
APPLIED MICRO CIRCUITS CORP Com 03822W109 2914.025 22900 SH SOLE 22900
APPLIX INC Com 038316105 435.30625 24100 SH SOLE 24100
APRIA HEALTHCARE GROUP INC Com 037933108 3948.04375 220100 SH SOLE 220100
ARACRUZ CELULOSE S A Spon ADR CL B 038496204 3031.875 115500 SH SOLE 115500
ARCTIC CAT INC Com 039670104 459 45900 SH SOLE 45900
ARGOSY GAMING CO Com 040228108 2757.675 177200 SH SOLE 177200
ARIBA INC Com 04033V104 4558.5375 25700 SH SOLE 25700
ARKANSAS BEST CORP DEL Com 040790107 483.6 40300 SH SOLE 40300
ARM HLDGS PLC Sponsored ADR 042068106 2068.2 10800 SH SOLE 10800
ARMSTRONG WORLD INDS INC Com 042476101 2476.425 74200 SH SOLE 74200
ARROW ELECTRS INC Com 042735100 1286.5125 50700 SH SOLE 50700
ARROW INTL INC Com 042764100 522 18000 SH SOLE 18000
ARTESYN TECHNOLOGIES INC Com 043127109 2228.1 106100 SH SOLE 106100
ARTISOFT INC Com 04314L106 297 16500 SH SOLE 16500
ASA LTD Com 002050102 842.71875 44500 SH SOLE 44500
ASCENT ENTMT GROUP INC Com 043628106 461.825 36400 SH SOLE 36400
ASE TEST LTD Ord Y02516105 1204.6125 49420 SH SOLE 49420
ASIA PULP & PAPER LTD Sponsored ADR 04516V100 236.25 30000 SH SOLE 30000
ASM INTL NV Com N07045102 800.4 34800 SH SOLE 34800
ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 7041.125 61900 SH SOLE 61900
ASPECT COMMUNICATIONS CORP Com 04523Q102 4874.975 124600 SH SOLE 124600
ASPECT DEV INC Com 045234101 1171.35 17100 SH SOLE 17100
ASPEN TECHNOLOGY INC Com 045327103 1295.4375 49000 SH SOLE 49000
ASSOCIATED BANC CORP Com 045487105 2735.71875 79875 SH SOLE 79875
ASSOCIATED GROUP INC CL B 045651205 1950.4 21200 SH SOLE 21200
ASSOCIATED GROUP INC CL A 045651106 2195.25003 24000 SH SOLE 24000
ASSOCIATES FIRST CAP CORP CL A 046008108 14195.61375 517380 SH SOLE 517380
ASTEC INDS INC Com 046224101 3732.4 198400 SH SOLE 198400
ASTORIA FINL CORP Com 046265104 2870.40844 94305 SH SOLE 94305
AT & T CDA INC Deps RCPT CL B 00207Q202 2101.05 52200 SH SOLE 52200
AT&T CORP Com Lib Grp A 001957208 4187.08125 73700 SH SOLE 73700
ATLANTIC RICHFIELD CO Com 048825103 38639.55 446700 SH SOLE 446700
ATMI INC Com 00207R101 1831.6625 55400 SH SOLE 55400
ATS MED INC Com 002083103 342.06875 22900 SH SOLE 22900
ATWOOD OCEANICS INC Com 050095108 1151.025 29800 SH SOLE 29800
AUDIBLE INC Com 05069A104 243 16200 SH SOLE 16200
AURORA FOODS INC Com 05164B106 997.36875 107100 SH SOLE 107100
AUTOZONE INC Com 053332102 4830.71875 149500 SH SOLE 149500
AVADO BRANDS INC Com 05336P108 328.21878 77800 SH SOLE 77800
AVATAR HLDGS INC Com 053494100 3898.6875 215100 SH SOLE 215100
AVERY DENNISON CORP Com 053611109 2375.725 32600 SH SOLE 32600
AVIALL INC NEW Com 05366B102 408.55625 49900 SH OTHER 01 49900
AVIALL INC NEW Com 05366B102 2820.59375 344500 SH SOLE 344500
AVID TECHNOLOGY INC Com 05367P100 706.68125 54100 SH SOLE 54100
AVIS RENT A CAR INC Com 053790101 1612.99375 63100 SH SOLE 63100
AVON PRODS INC Com 054303102 4441.8 134600 SH SOLE 134600
AVX CORP NEW Com 002444107 5817.71875 116500 SH SOLE 116500
AXA FINL INC Com 002451102 4593.4 135100 SH SOLE 135100
AXENT TECHNOLOGIES INC Com 05459C108 1388.1 66100 SH SOLE 66100
AZTAR CORP Com 054802103 1194.075 109800 SH SOLE 109800
BAKER HUGHES INC Com 057224107 5543.65 263200 SH SOLE 263200
BAKER J INC Com 057232100 117.6 19600 SH SOLE 19600
BALL CORP Com 058498106 3366.5625 85500 SH SOLE 85500
BALLARD PWR SYS INC Com 05858H104 267.78125 9500 SH SOLE 9500
BANCO LATINOAMERICANO DE EXPO CL E P16994132 1408.05 59600 SH SOLE 59600
BANDAG INC Com 059815100 285 11400 SH SOLE 11400
BANDAG INC CL A 059815308 133.875 6300 SH SOLE 6300
BANK NEW YORK INC Com 064057102 2012 50300 SH SOLE 50300
BANK OF AMERICA CORPORATION Com 060505104 150.5625 3000 SH OTHER 01 3000
BANK OF AMERICA CORPORATION Com 060505104 8607.15625 171500 SH SOLE 171500
BANK TOKYO-MITSUBISHI LTD Sponsored ADR 065379109 3021.65 216800 SH SOLE 216800
BANK UTD CORP CL A 065412108 1512.375 55500 SH SOLE 55500
BANKNORTH GROUP INC DEL Com 06646L100 1302.725 48700 SH SOLE 48700
BANTA CORP Com 066821109 1617.73125 71700 SH SOLE 71700
BANYAN SYS INC Com 066908104 1810 90500 SH SOLE 90500
BARD C R INC Com 067383109 10101.8 190600 SH SOLE 190600
BARNES & NOBLE INC Com 067774109 936.375 45400 SH SOLE 45400
BARNES GROUP INC Com 067806109 179.4375 11000 SH SOLE 11000
BARNESANDNOBLE.COM INC CL A 067846105 4100.1875 289000 SH SOLE 289000
BARRETT RES CORP Com Par $0.01 068480201 7309.33125 248300 SH SOLE 248300
BARRICK GOLD CORP Com 067901108 1066.55625 60300 SH SOLE 60300
BASIN EXPL INC Com 070107107 179.775 10200 SH SOLE 10200
BAUSCH & LOMB INC Com 071707103 4708.5 68800 SH SOLE 68800
BAXTER INTL INC Com 071813109 3102.9375 49400 SH SOLE 49400
BAY VIEW CAP CORP DEL Com 07262L101 357.525 25200 SH SOLE 25200
BEA SYS INC Com 073325102 2783.5125 39800 SH SOLE 39800
BED BATH & BEYOND INC Com 075896100 5605.175 161300 SH SOLE 161300
BELDEN INC. Com 077459105 2104.2 100200 SH SOLE 100200
BELL & HOWELL CO NEW Com 077852101 2058.26875 64700 SH SOLE 64700
BELLSOUTH CORP Com 079860102 6567.79375 140300 SH SOLE 140300
BELO A H CORP DEL Com Ser A 080555105 4029.8125 211400 SH SOLE 211400
BERKSHIRE HATHAWAY INC DEL CL A 084670108 5839.6 104 SH SOLE 104
BERKSHIRE HATHAWAY INC DEL CL B 084670207 2196 1200 SH SOLE 1200
BEST SOFTWARE INC Com 086579109 879.1 29800 SH SOLE 29800
BINDLEY WESTN INDS INC Com 090324104 1164.51 77634 SH SOLE 77634
BIOCHEM PHARMA INC Com 09058T108 8059.075 371600 SH SOLE 371600
BIOGEN INC Com 090597105 5796.7 68600 SH SOLE 68600
BIOMATRIX INC. Com 09060P102 425.425 22100 SH SOLE 22100
BIOMET INC Com 090613100 6632 165800 SH SOLE 165800
BIOVAIL CORP INTL NEW Com 09067K106 2477.90625 26431 SH SOLE 26431
BIRMINGHAM STL CORP Com 091250100 340 64000 SH SOLE 64000
BISYS GROUP INC Com 055472104 4397.85 67400 SH SOLE 67400
BJ SVCS CO Com 055482103 451.575 10800 SH SOLE 10800
BJS WHOLESALE CLUB INC Com 05548J106 2299.5 63000 SH SOLE 63000
BLACK BOX CORP DEL Com 091826107 1474 22000 SH SOLE 22000
BLACK HILLS CORP Com 092113109 326.15625 14700 SH SOLE 14700
BLAIR CORP Com 092828102 417.2 29800 SH SOLE 29800
BLANCH E W HLDGS INC Com 093210102 4465.125 72900 SH SOLE 72900
BLOCK H&R INC Com 093671105 6037.5 138000 SH SOLE 138000
BLOCKBUSTER INC CL A 093679108 2176.1125 162700 SH SOLE 162700
BLUEFLY INC Com 096227103 301.125 29200 SH SOLE 29200
BLYTH INDS INC Com 09643P108 1368.13125 55700 SH SOLE 55700
BMC INDS INC MINN Com 055607105 914.0625 187500 SH SOLE 187500
BNC MTG INC Com 05561Y105 746.85 114900 SH SOLE 114900
BOCA RESORTS INC Cl A 09688T106 108.225 11100 SH SOLE 11100
BOEING CO Com 097023105 828.75 20000 SH OTHER 01 20000
BOEING CO Com 097023105 1959.99375 47300 SH SOLE 47300
BOISE CASCADE OFFICE PRODS Com 097403109 222 14800 SH SOLE 14800
BOMBAY CO INC Com 097924104 321.75 71500 SH SOLE 71500
BOOKS-A-MILLION INC Com 098570104 1606.80625 193300 SH SOLE 193300
BORDERS GROUP INC Com 099709107 1568.125 96500 SH SOLE 96500
BOWNE & CO INC Com 103043105 553.5 41000 SH SOLE 41000
BOYDS COLLECTION LTD Com 103354106 212.98125 30700 SH SOLE 30700
BRADLEES INC Com New 104499207 446.25 52500 SH SOLE 52500
BRADY CORP CL A 104674106 580.33125 17100 SH SOLE 17100
BRIGGS & STRATTON CORP Com 109043109 9716.85 181200 SH SOLE 181200
BRIGHTPOINT INC. Com 109473108 749.4375 57100 SH SOLE 57100
BRINKER INTL INC Com 109641100 20675.125 857000 SH SOLE 857000
BRIO TECHNOLOGY INC Com 109704106 1604.4 38200 SH SOLE 38200
BRISTOL MYERS SQUIBB CO Com 110122108 30399.2 473600 SH SOLE 473600
BRITISH AMERN TOB PLC Sponsored ADR 110448107 1568.25 153000 SH SOLE 153000
BROADCOM CORP CL A 111320107 1688.725 6200 SH SOLE 6200
BROCADE COMMUNICATIONS SYS INC Com 111621108 4141.8 23400 SH SOLE 23400
BROWN SHOE INC NEW Com 115736100 1025.475 72600 SH SOLE 72600
BRUNSWICK CORP Com 117043109 7734.1 347600 SH SOLE 347600
BUCKEYE TECHNOLOGIES INC Com 118255108 273.7 18400 SH SOLE 18400
BUILDING ONE SVCS CORP Com 120114103 221.46038 23466 SH SOLE 23466
BURLINGTON INDS INC Com 121693105 212 53000 SH SOLE 53000
BURNS INTL SVCS CORP Com 122374101 1154.775 106800 SH SOLE 106800
BURR BROWN CORP Com 122574106 3491.48125 96650 SH SOLE 96650
BUSINESS OBJECTS S A Sponsored ADR 12328X107 2672.5 20000 SH SOLE 20000
C COR NET CORP Com 125010108 1984.5875 25900 SH SOLE 25900
C D I CORP Com 125071100 1131.4625 46900 SH SOLE 46900
C H ROBINSON WORLDWIDE INC Com 12541W100 1582.05 39800 SH SOLE 39800
CABLE & WIRELESS PUB LTD CO Sponsored ADR 126830207 3949.1375 74600 SH SOLE 74600
CABLE DESIGN TECHNOLOGIES CORP Com 126924109 3116.5 135500 SH SOLE 135500
CABLETRON SYS INC Com 126920107 12290.2 472700 SH SOLE 472700
CABLEVISION SYS CORP CL A 12686C109 2770.85 36700 SH SOLE 36700
CAERE CORP. Com 127646107 399.99375 54700 SH SOLE 54700
CAL DIVE INTL INC Com 127914109 543.25 16400 SH SOLE 16400
CALLAWAY GOLF CO Com 131193104 1199.2125 67800 SH SOLE 67800
CALPINE CORP Com 131347106 11040 172500 SH SOLE 172500
CALTON INC NEW Com New 131380206 622.8625 383300 SH SOLE 383300
CAMBRIDGE TECH PARTNERS MASS Com 132524109 1428 54400 SH SOLE 54400
CANADIAN NATL RY CO Com 136375102 3593.4 135600 SH SOLE 135600
CANADIAN PAC LTD NEW Com 135923100 5272.03125 244500 SH SOLE 244500
CANANDAIGUA BRANDS INC CL A 137219200 7267.5 142500 SH SOLE 142500
CANON INC ADR 138006309 482.69375 11900 SH SOLE 11900
CAPITAL RE CORP Com 140432105 489.5 35600 SH SOLE 35600
CAPITOL FED FINL Com 14057C106 538.2 55200 SH SOLE 55200
CARAUSTER INDS INC Com 140909102 326.4 13600 SH SOLE 13600
CARIBINER INTL INC Com 141888107 210.975 58200 SH SOLE 58200
CARMIKE CINEMAS INC CL A 143436103 224.21875 28700 SH SOLE 28700
CARNIVAL CORP Com 143658102 3528.5625 73800 SH SOLE 73800
CARTER WALLACE INC Com 146285101 229.6 12800 SH SOLE 12800
CASELLA WASTE SYS INC CL A 147448104 244.016 12928 SH SOLE 12928
CASEYS GEN STORES INC Com 147528103 1405.93125 134700 SH SOLE 134700
CATALINA MARKETING CORP Com 148867104 1840.425 15900 SH SOLE 15900
CATAPULT COMMUNICATIONS CORP Com 149016107 274.275 27600 SH SOLE 27600
CATERPILLAR INC DEL Com 149123101 7271.15625 154500 SH SOLE 154500
CATO CORP NEW CL A 149205106 1498.5875 118700 SH SOLE 118700
CAVALIER HOMES INC Com 149507105 167.7375 42600 SH SOLE 42600
CBRL GROUP INC Com 12489V106 2886.875 298000 SH SOLE 298000
CBS CORP Com 12490K107 2276.175 35600 SH OTHER 01 35600
CBS CORP Com 12490K107 2062.8795 32264 SH SOLE 32264
CBT GROUP PUB LTD Spon ADR New 124853300 1053.8625 31400 SH SOLE 31400
CDNOW INC NEW Com 125086108 117.5125 11900 SH SOLE 11900
CDW COMPUTER CTRS INC Com 125129106 3145 40000 SH SOLE 40000
CEC ENTMT INC Com 125137109 2009.9875 71150 SH SOLE 71150
CELESTIAL SEASONINGS INC Com 151016102 316.09376 17000 SH SOLE 17000
CELL GENESYS INC Com 150921104 2283.1875 178200 SH SOLE 178200
CELL PATHWAYS INC NEW Com 15114R101 308.95 33400 SH SOLE 33400
CELLSTAR CORP Com 150925105 1043.7875 105700 SH SOLE 105700
CENDANT CORP Com 151313103 265.625 10000 SH OTHER 01 10000
CENDANT CORP Com 151313103 23380.3125 880200 SH SOLE 880200
CENTEX CONSTRUCTION PRODUCTS Com 15231R109 1283.1 32900 SH SOLE 32900
CENTEX CORP. Com 152312104 671.5 27200 SH SOLE 27200
CENTIGRAM COMMUNICATIONS CORP Com 152317103 797.3 47600 SH SOLE 47600
CENTRAL & SOUTH WEST CORP Com 152357109 1848 92400 SH SOLE 92400
CENTRAL NEWSPAPERS INC CL A 154647101 8922.375 226600 SH SOLE 226600
CENTURYTEL INC Com 156700106 3221.5 68000 SH SOLE 68000
CFW COMMUNICATION CO Com 124923103 4020.575 115700 SH SOLE 115700
CH ENERGY GROUP INC Com 12541M102 696.3 21100 SH SOLE 21100
CHAMPION INTL CORP Com 158525105 1362.625 22000 SH SOLE 22000
CHARMING SHOPPES INC Com 161133103 1305.7875 197100 SH SOLE 197100
CHARTER ONE FINL INC Com 160903100 2651.12663 138621 SH SOLE 138621
CHARTERED SEMICONDUCTOR MFG ADR 16133R106 2124.3 29100 SH SOLE 29100
CHASE MANHATTAN CORP NEW Com 16161A108 1165.3125 15000 SH OTHER 02 15000
CHASE MANHATTAN CORP NEW Com 16161A108 2214.09375 28500 SH SOLE 28500
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COMMERCIAL METALS CO Com 201723103 1652.75625 48700 SH SOLE 48700
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COORS ADOLPH CO Cl B 217016104 1254.75 23900 SH SOLE 23900
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CREO PRODS INC Com 225606102 334.40625 8700 SH SOLE 8700
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CTS CORP Com 126501105 8381.7 111200 SH SOLE 111200
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CYMER INC Com 232572107 1430.6 31100 SH SOLE 31100
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CYTYC CORP Com 232946103 3340.11875 54700 SH SOLE 54700
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DAMARK INTL INC Cl A 235691102 472.5 30000 SH SOLE 30000
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DANKA BUSINESS SYS PLC Sponsored ADR 236277109 3954.69375 311700 SH SOLE 311700
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DAVOX CORP Com 239208101 2276.5 116000 SH SOLE 116000
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DE RIGO S P A Sponsored ADR 245334107 87.5875 15400 SH SOLE 15400
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DESC S A DE C V Spon ADR C 250309101 2591.225 154700 SH SOLE 154700
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DIAL CORP NEW Com 25247D101 6656.7625 273800 SH SOLE 273800
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DIGI INTL INC Com 253798102 558.40625 53500 SH SOLE 53500
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DONALDSON INC Com 257651109 1049.125 43600 SH SOLE 43600
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DOVER CORP Com 260003108 7105.725 156600 SH SOLE 156600
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DRESS BARN INC Com 261570105 237.7375 14300 SH SOLE 14300
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DU PONT EI DE NEMOURS & CO Com 263534109 5678.425 86200 SH SOLE 86200
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DYNEGY INC Com 26816L102 1886.65 77600 SH SOLE 77600
EAGLE USA AIRFREIGHT INC Com 270018104 1166.53125 27050 SH SOLE 27050
EARTHGRAINS CO Com 270319106 828.825 51400 SH SOLE 51400
EARTHLINK NETWORK INC Com 270322100 4764.25 112100 SH SOLE 112100
EASTERN ENTERPRISES Com 27637F100 7053.325 122800 SH SOLE 122800
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EATON CORP Com 278058102 2737.9625 37700 SH SOLE 37700
EBAY INC Com 278642103 8049.55625 64300 SH SOLE 64300
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ECOLAB INC Com 278865100 778.5875 19900 SH SOLE 19900
EDISON INTL Com 281020107 5556.9875 212200 SH SOLE 212200
EDUCATION MGMT CORP Com 28139T101 1943.2 138800 SH SOLE 138800
EEX CORP Com New 26842V207 162.7375 55400 SH SOLE 55400
EFAX COM INC Com 282012103 375.37502 52000 SH SOLE 52000
EL PASO ELEC CO Com New 283677854 190.3625 19400 SH SOLE 19400
ELCOR CORP Com 284443108 1887.33125 62650 SH SOLE 62650
ELECTROGLAS INC Com 285324109 2717.6625 107100 SH SOLE 107100
ELECTRONIC DATA SYS NEW Com 285661104 14043.4875 209800 SH SOLE 209800
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ELF AQUITAINE Sponsored ADR 286269105 3202.925 41800 SH SOLE 41800
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ELSCINT LTD NEW Ord M40168102 107.9125 17800 SH SOLE 17800
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EMCOR GROUP INC Com 29084Q100 1027.475 56300 SH SOLE 56300
EMERSON ELEC CO Com 291011104 1744.2 30400 SH SOLE 30400
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EMULEX CORP Com New 292475209 697.5 6200 SH SOLE 6200
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ENCORE WIRE CORP Com 292562105 235.6125 30900 SH SOLE 30900
ENDESA S A Sponsored ADR 29258N107 964.9625 47800 SH SOLE 47800
ENDOSONICS CORP Com 29264K105 77.4 17200 SH SOLE 17200
ENERGY EAST CORP Com 29266M109 705.54375 33900 SH SOLE 33900
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ENGAGE TECHNOLOGIES INC Com 292827102 936 15600 SH SOLE 15600
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EQUITABLE RES INC Com 294549100 1735.5 52000 SH SOLE 52000
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ESS TECHNOLOGY INC Com 269151106 3607.6875 162600 SH SOLE 162600
ETEC SYS INC Com 26922C103 2746.35 61200 SH SOLE 61200
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ETHYL CORP Com 297659104 54.25 15500 SH SOLE 15500
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FDX CORP Com 31304N107 11147.28125 272300 SH SOLE 272300
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FRANKLIN COVEY CO Com 353469109 403.1 55600 SH SOLE 55600
FRANKLIN ELECTR PUBLISHERS INC Com 353515109 893.59375 150500 SH SOLE 150500
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 1987.8625 94100 SH SOLE 94100
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 1306.8 70400 SH SOLE 70400
FRESENIUS MED CARE AG Sponsored ADR 358029106 717.8875 25300 SH SOLE 25300
FRESH DEL MONTE PRODUCE INC Ord G36738105 178.2 19800 SH SOLE 19800
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FRITZ COS INC Com 358846103 612.15 58300 SH SOLE 58300
FULLER H B CO Com 359694106 2533.96875 45300 SH SOLE 45300
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G & K SVCS INC CL A 361268105 1997.5375 61700 SH SOLE 61700
GADZOOKS INC Com 362553109 901.76875 91900 SH SOLE 91900
GALILEO INTERNATIONAL INC Com 363547100 9370.4375 313000 SH SOLE 313000
GALILEO TECHNOLOGY LTD Ord M47298100 3073.525 127400 SH SOLE 127400
GALLAHER GROUP PLC Sponsored ADR 363595109 1219.2375 79300 SH SOLE 79300
GARTNER GROUP INC NEW Com 366651107 4640.575 304300 SH SOLE 304300
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GASONICS INTL CORP Com 367278108 1583.95 80200 SH SOLE 80200
GAYLORD CONTAINER CORP CL A 368145108 1073.65 157600 SH SOLE 157600
GEMSTAR INTL GROUP LTD Ord G3788V106 1603.125 22500 SH SOLE 22500
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GENESCO INC Com 371532102 1813.5 139500 SH SOLE 139500
GENESYS TELECOMMUNICATION LABS Com 371931106 2775.6 51400 SH SOLE 51400
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GENTECH INC Com New 368710406 3443.2 25600 SH SOLE 25600
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GEON CO Com 37246W105 3604.25 110900 SH SOLE 110900
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GEORGIA PAC CORP Com GA Pac Grp 373298108 2207.625 43500 SH SOLE 43500
GEORGIA PAC CORP Com-Timber Grp 373298702 2011.8625 81700 SH SOLE 81700
GIANT INDS INC Com 374508109 231.15 27600 SH SOLE 27600
GIBSON GREETINGS INC Com 374827103 163.23126 18200 SH SOLE 18200
GILEAD SCIENCES INC Com 375558103 4321.9895 79852 SH SOLE 79852
GLAXO WELLCOME PLC Sponsored ADR 37733W105 1151.025 20600 SH SOLE 20600
GLENAYRE TECHNOLOGIES INC Com 377899109 4813.46875 425500 SH SOLE 425500
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GLOBAL INDS LTD Com 379336100 1953.5625 226500 SH SOLE 226500
GLOBAL MARINE INC Com 379352404 7155.4 430400 SH SOLE 430400
GLOBALSTAR TELECOMMUNICTNS LTD Com G3930H104 3304.4 75100 SH SOLE 75100
GLOBESPAN INC Com 379571102 364.7 5600 SH SOLE 5600
GLOBIX CORP Com 37957F101 480 8000 SH SOLE 8000
GO2NET INC Com 383486107 2592.6 29800 SH SOLE 29800
GOLDEN ST BANCORP INC Com 381197102 4203.825 243700 SH SOLE 243700
GOLDMAN SACHS GROUP INC Com 38141G104 5698.34375 60500 SH SOLE 60500
GOODYEAR TIRE & RUBR CO Com 382550101 11491.59375 409500 SH SOLE 409500
GOODYS FAMILY CLOTHING INC Com 382588101 70.4125 13100 SH SOLE 13100
GP STRATEGIES CORP Com 36225V104 4347.525 709800 SH SOLE 709800
GRACE W R & CO DEL NEW Com 38388F108 4706.45 333200 SH SOLE 333200
GRACO INC Com 384109104 520.1875 14500 SH SOLE 14500
GREAT ATLANTIC & PAC TEA INC Com 390064103 1915.0125 68700 SH SOLE 68700
GREAT PLAINS SOFTWARE Com 39119E105 1592.175 21300 SH SOLE 21300
GREENPOINT FINL CORP Com 395384100 411.95625 17300 SH SOLE 17300
GREY WOLF INC Com 397888108 484.15 168400 SH SOLE 168400
GRUPO TELEVISA SA DE CV Sp ADR Rep Ord 40049J206 1890.525 27700 SH SOLE 27700
GST TELECOMMUNICATIONS INC Com 361942105 2279.21875 251500 SH SOLE 251500
GTE CORP Com 362320103 38343.6625 543400 SH SOLE 543400
GUESS INC Com 401617105 880.875 40500 SH SOLE 40500
GUIDANT CORP Com 401698105 536.505 11415 SH SOLE 11415
GUILFORD MLS INC Com 401794102 114.55 15800 SH SOLE 15800
GUILFORD PHARMACEUTICALS INC Com 401829106 980.9 57700 SH SOLE 57700
GULF INDONESIA RES LTD Com 402284103 680.875 83800 SH SOLE 83800
GULF ISLAND FABRICATION INC Com 402307102 360 38400 SH SOLE 38400
GYMBOREE CORP Com 403777105 2226.9375 395900 SH SOLE 395900
HADCO CORP Com 404681108 2907 57000 SH SOLE 57000
HALLIBURTON CO Com 406216101 3344.775 83100 SH SOLE 83100
HAMBRECHT & QUIST GROUP INC Com 406545103 294.63125 5900 SH SOLE 5900
HANDELMAN CO DEL Com 410252100 2121.275 158600 SH SOLE 158600
HANNA M A CO Com 410522106 2643.59375 241700 SH SOLE 241700
HANNAFORD BROS CO Com 410550107 16052.775 231600 SH SOLE 231600
HANOVER DIRECT INC Com 410783104 976.20525 269298 SH OTHER 01 269298
HANSON PLC Spon ADR New 411352404 1761.65625 43700 SH SOLE 43700
HARCOURT GEN INC Com 41163G101 7876.925 195700 SH SOLE 195700
HARLAND JOHN H CO Com 412693103 1399.075 76400 SH SOLE 76400
HARMONIC INC Com 413160102 6778.5375 71400 SH SOLE 71400
HARRAHS ENTMT INC Com 413619107 2617.3125 99000 SH SOLE 99000
HARTE-HANKS INC Com 416196103 2490.375 114500 SH SOLE 114500
HARTFORD LIFE INC CL A 416592103 1487.2 33800 SH SOLE 33800
HASBRO INC. Com 418056107 151.5 8000 SH OTHER 01 8000
HASBRO INC. Com 418056107 1308.58125 69100 SH SOLE 69100
HAUPPAUGE DIGITAL INC Com 419131107 483 24000 SH SOLE 24000
HAYES LEMMERZ INTL INC Com 420781106 266.79375 15300 SH SOLE 15300
HEALTH MGMT ASSOC INC NEW CL A 421933102 1539.4625 115100 SH SOLE 115100
HEALTH MGMT SYS INC Com 42219M100 440.6125 69800 SH SOLE 69800
HEARTPORT INC. Com 421969106 235.125 49500 SH SOLE 49500
HEILIG MEYERS CO Com 422893107 791.45 287800 SH SOLE 287800
HELIX TECHNOLOGY CORP Com 423319102 5346.13125 119300 SH SOLE 119300
HELLENIC TELECOM ORGANIZATION SA Sponsored ADR 423325307 216.06875 18100 SH SOLE 18100
HELLER FINANCIAL INC CL A 423328103 810.525 40400 SH SOLE 40400
HELMERICH & PAYNE INC Com 423452101 6348.825 291900 SH SOLE 291900
HERTZ CORP CL A 428040109 3463.6375 69100 SH SOLE 69100
HEWLETT PACKARD CO Com 428236103 2127.125 18700 SH SOLE 18700
HIBERNIA CORP CL A 428656102 1842.375 173400 SH SOLE 173400
HIGH SPEED ACCESS CORP Com 42979U102 1499.8875 85100 SH SOLE 85100
HILTON HOTELS CORP Com 432848109 745.875 78000 SH OTHER 01 78000
HISPANIC BROADCASTING CORP CL A 43357B104 2379.24377 25800 SH SOLE 25800
HITACHI LIMITED ADR 10 Com 433578507 3350.8125 20700 SH SOLE 20700
HNC SOFTWARE INC Com 40425P107 1004.625 9500 SH SOLE 9500
HOME DEPOT INC Com 437076102 8349.6875 121450 SH SOLE 121450
HOMESTAKE MNG CO Com 437614100 390.625 50000 SH SOLE 50000
HOMESTORE COM INC Com 437852106 393.525 5300 SH SOLE 5300
HONDA MOTOR LTD Amern Shs 438128308 765 10000 SH SOLE 10000
HOOPER HOLMES INC Com 439104100 1583.625 61500 SH SOLE 61500
HOOVERS INC Com 439321100 373.625 42700 SH SOLE 42700
HORACE MANN EDUCATORS CORP NEW Com 440327104 219.8 11200 SH SOLE 11200
HORMEL FOODS CORP Com 440452100 5971.875 147000 SH SOLE 147000
HOT TOPIC INC Com 441339108 1371.75 59000 SH SOLE 59000
HOUGHTON MIFFLIN CO Com 441560109 5416.875 128400 SH SOLE 128400
HOUSEHOLD INTL INC Com 441815107 20941.95 562200 SH SOLE 562200
HRPT PPTYS TR Com SH Ben Int 40426W101 2071.8 230200 SH SOLE 230200
HUANENG PWR INTL INC Spon ADR N 443304100 609.45625 57700 SH SOLE 57700
HUBBELL INC CL B 443510201 3643.325 133700 SH SOLE 133700
HUFFY CORP Com 444356109 169.05 32200 SH SOLE 32200
HUMAN GENOME SCIENCES INC Com 444903108 1343.1 8800 SH SOLE 8800
HUNT J B TRANS SVCS INC Com 445658107 260.26251 18800 SH SOLE 18800
HUNTINGTON BANCSHARES INC Com 446150104 6404.63588 268257 SH SOLE 268257
HUSSMANN INTL INC Com 448110106 364.5125 24200 SH OTHER 01 24200
HYPERCOM CORP Com 44913M105 439 43900 SH SOLE 43900
HYPERION SOLUTIONS CORP Com 44914M104 3089.5875 71025 SH SOLE 71025
IBIS TECHNOLOGY CORP Com 450909106 669.9375 13500 SH SOLE 13500
IBP INC Com 449223106 8371.8 465100 SH SOLE 465100
ICOS CORP Com 449295104 6031.35 206200 SH SOLE 206200
IKOS SYS INC Com New 451716203 560.90625 57900 SH SOLE 57900
IMAGE ENTMT INC Com New 452439201 93.41563 16700 SH SOLE 16700
IMATION CORP Com 45245A107 3168.3 94400 SH SOLE 94400
IMMUCOR INC Com 452526106 164.84375 12500 SH SOLE 12500
IMPERIAL BANCORP Com 452556103 1944.475 80600 SH SOLE 80600
IMPERIAL OIL LTD Com New 453038408 376.275 17400 SH SOLE 17400
IMS HEALTH INC Com 449934108 337.125 12400 SH OTHER 01 12400
IMS HEALTH INC Com 449934108 2582.8125 95000 SH SOLE 95000
IN FOCUS SYS INC Com 452919103 4941.25625 213100 SH SOLE 213100
INCO LTD Com 453258402 12986.1 552600 SH SOLE 552600
INDEPENDENCE CMNTY BK CORP Com 453414104 2005 160400 SH SOLE 160400
INDUS INTL INC Com 45578L100 403.40625 33100 SH SOLE 33100
INDUSTRIE NATUZZI SPA ADR 456478106 604.2 45600 SH SOLE 45600
INET TECHNOLOGIES INC Com 45662V105 1809.7625 25900 SH SOLE 25900
INFINITY BROADCASTING CP NEW CL A 45662S102 510.24375 14100 SH SOLE 14100
INFORMATION RES INC Com 456905108 587.375 63500 SH SOLE 63500
INFOSYS TECHNOLOGIES LTD Sponsored ADR 456788108 2310 7000 SH SOLE 7000
INGERSOLL-RAND CO Com 456866102 1662.8875 30200 SH SOLE 30200
INKTOMI CORP Com 457277101 5467 61600 SH SOLE 61600
INSIGHT ENTERPRISES INC Com 45765U103 1125.3125 27700 SH SOLE 27700
INSIGNIA FINL GROUP INC NEW Com 45767A105 183.60163 21134 SH SOLE 21134
INSITUFORM TECHNOLOGIES INC CL A 457667103 1440.75 51000 SH SOLE 51000
INSWEB CORP Com 45809K103 731.0875 28600 SH SOLE 28600
INTEGRATED DEVICE TECHNOLOGY Com 458118106 8856.6 305400 SH SOLE 305400
INTEGRATED SILICON SOLUTION Com 45812P107 838.0625 50600 SH SOLE 50600
INTEGRATED SYS INC Com 45812M104 3235.425 96400 SH SOLE 96400
INTELIDATA TECHNOLOGIES CORP Com 45814T107 642.55626 154600 SH SOLE 154600
INTERLIANT INC Com 458742103 764.4 29400 SH SOLE 29400
INTERLINK ELECTRS Com 458751104 1486.375 25300 SH SOLE 25300
INTERNATIONAL FLAVORS&FRAGRANC Com 459506101 5591.075 148600 SH SOLE 148600
INTERNATIONAL GAME TECHNOLOGY Com 459902102 7168.28125 352900 SH SOLE 352900
INTERNATIONAL HOME FOODS INC Com 459655106 2439.45 140400 SH SOLE 140400
INTERNATIONAL RECTIFIER CORP Com 460254105 3125.2 120200 SH SOLE 120200
INTERTAN INC Com 461120107 5243.2875 200700 SH SOLE 200700
INTERVOICE-BRITE INC Com 461142101 2949.495 126860 SH SOLE 126860
INTIMATE BRANDS INC CL A 461156101 1634.4375 37900 SH SOLE 37900
INTL SPECIALTY PRODS INC NEW Com 460337108 203.9625 22200 SH SOLE 22200
INTUIT Com 461202103 1798.125 30000 SH OTHER 01 30000
INVESTMENT TECHNOLOGY GRP NEW Com 46145F105 2445.61875 85065 SH SOLE 85065
IONA TECHNOLOGIES PLC Sponsored ADR 46206P109 3509.8 64400 SH SOLE 64400
IONICS INC. Com 462218108 2129.0625 75700 SH SOLE 75700
IPALCO ENTERPRISES INC Com 462613100 1791.5625 105000 SH SOLE 105000
ISLE OF CAPRI CASINOS INC Com 464592104 3332.48125 252700 SH SOLE 252700
IT GROUP INC Com 465266104 1804.0125 197700 SH SOLE 197700
ITT EDUCATIONAL SERVICES INC Com 45068B109 1040.4875 67400 SH SOLE 67400
IVAX CORP Com 465823102 5731.95 222600 SH SOLE 222600
IXL ENTERPRISES INC Com 450718101 2630.7 47400 SH SOLE 47400
J D EDWARDS & CO Com 281667105 3940.5125 131900 SH SOLE 131900
JACK IN THE BOX INC Com 466367109 5877.31875 284100 SH SOLE 284100
JACOBS ENGR GROUP INC DEL Com 469814107 2327 71600 SH SOLE 71600
JAKKS PAC INC Com 47012E106 3202.10313 171350 SH SOLE 171350
JB OXFORD HLDGS INC Com 466107109 176.04375 22900 SH SOLE 22900
JDA SOFTWARE GROUP INC Com 46612K108 781.0875 47700 SH SOLE 47700
JEFFERIES GROUP INC NEW Com 472319102 303.6 13800 SH SOLE 13800
JLG INDS INC Com 466210101 648.65625 40700 SH SOLE 40700
JOHNS MANVILLE CORP NEW Com 478129109 1584.69375 113700 SH SOLE 113700
JOHNSON CTLS INC Com 478366107 5420.1875 95300 SH SOLE 95300
JONES APPAREL GROUP INC Com 480074103 265.825 9800 SH SOLE 9800
JONES INTERCABLE INC CL A 480206200 76.45 1100 SH SOLE 1100
JONES INTERCABLE INC Com 480206101 11429.63125 164900 SH SOLE 164900
JONES PHARMA INC Com 480236108 929.5625 21400 SH SOLE 21400
JOURNAL REGISTER CO Com 481138105 307.20625 19900 SH SOLE 19900
JSB FINANCIAL INC Com 46624M100 269.75 5200 SH SOLE 5200
JUNIPER NETWORKS Com 48203R104 7004 20600 SH SOLE 20600
JUNO ONLINE SVCS INC Com 482048105 1487.45 41900 SH SOLE 41900
KAISER ALUMINUM CORP Com 483007100 897.9 116800 SH SOLE 116800
KANA COMMUNICATIONS Com 483600102 1455.5 7100 SH SOLE 7100
KANEB SERVICES INC Com 484170105 59.0625 13500 SH SOLE 13500
KEEBLER FOODS CO Com 487256109 15294.375 543800 SH SOLE 543800
KELLOGG CO Com 487836108 2295.53125 74500 SH SOLE 74500
KELLY SVCS INC CL A 488152208 394.4625 15700 SH SOLE 15700
KEMET CORP Com 488360108 7002.7125 155400 SH SOLE 155400
KENDLE INTERNATIONAL INC Com 48880L107 190.5875 19300 SH SOLE 19300
KENT ELECTRS CORP Com 490553104 457.275 20100 SH SOLE 20100
KERAVISION INC Com 492061106 113.3125 18500 SH SOLE 18500
KEYSTONE FINANCIAL INC Com 493482103 996.25625 47300 SH SOLE 47300
KIMBERLY CLARK CORP Com 494368103 7106.5125 108600 SH SOLE 108600
KING PHARMACEUTICALS INC Com 495582108 372.81563 6650 SH SOLE 6650
KNIGHT RIDDER INC Com 499040103 2525.45 42400 SH SOLE 42400
KNIGHT/TRIMARK GROUP INC CL A 499067106 7065.6 153600 SH SOLE 153600
KNIGHTSBRIDGE TANKERS LTD Ord G5299G106 187.65 13900 SH SOLE 13900
KOREA FD Com 500634100 442 26000 SH SOLE 26000
KOREA TELECOM Sponsored ADR 50063P103 564.73625 7555 SH OTHER 02 7555
KOREA TELECOM Sponsored ADR 50063P103 7445.1 99600 SH SOLE 99600
KORN FERRY INTL Com New 500643200 1836.9375 50500 SH SOLE 50500
KROLL O GARA CO Com 501050108 3156.45 191300 SH SOLE 191300
KRONOS INC Com 501052104 555 9250 SH SOLE 9250
KULICKE & SOFFA INDS INC Com 501242101 4686.13125 110100 SH SOLE 110100
LA Z BOY INC Com 505336107 632.15 37600 SH SOLE 37600
LABRANCHE & CO INC Com 505447102 744.6 58400 SH SOLE 58400
LADD FURNITURE INC Com Par $0.30 505739201 1730.1 87600 SH SOLE 87600
LAFARGE CORP Com 505862102 2580.175 93400 SH SOLE 93400
LAM RESH CORP Com 512807108 2454.375 22000 SH SOLE 22000
LANCASTER COLONY CORP Com 513847103 3580.8125 108100 SH SOLE 108100
LANDRYS SEAFOOD RESTAURANTS Com 51508L103 999.93125 115100 SH SOLE 115100
LANDS END INC Com 515086106 3964.975 114100 SH SOLE 114100
LANDSTAR SYS INC Com 515098101 1673.96875 39100 SH SOLE 39100
LASERSIGHT INC Com 517924106 236 23600 SH SOLE 23600
LATTICE SEMICONDUCTOR CORP Com 518415104 3317.6 70400 SH SOLE 70400
LAUDER ESTEE COS INC CL A 518439104 746.475 14800 SH SOLE 14800
LAZARE KAPLAN INTL INC Com 521078105 1277.25 157200 SH SOLE 157200
LEARNING TREE INTL INC Com 522015106 2265.2 80900 SH SOLE 80900
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LEGATO SYS INC Com 524651106 10693.4625 155400 SH SOLE 155400
LEGGETT & PLATT INC Com 524660107 936.81875 43700 SH SOLE 43700
LEHMAN BROS HLDGS INC Com 524908100 2107.025 24880 SH OTHER 01 24880
LEHMAN BROS HLDGS INC Com 524908100 3514.53125 41500 SH SOLE 41500
LIBERTY FINL COS INC Com 530512102 454.1625 19800 SH SOLE 19800
LIFECORE BIOMEDICAL INC Com 532187101 511.225 24200 SH SOLE 24200
LIFEPOINT HOSPITALS INC Com 53219L109 233.3205 19752 SH SOLE 19752
LIMITED INC Com 532716107 1017.84375 23500 SH OTHER 01 23500
LINCARE HLDGS INC Com 532791100 1866.1875 53800 SH SOLE 53800
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LINCOLN NATL CORP IND Com 534187109 8396 209900 SH SOLE 209900
LINDSAY MFG CO Com 535555106 467.2 25600 SH SOLE 25600
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LINENS N THINGS INC Com 535679104 7305.525 246600 SH SOLE 246600
LITTELFUSE INC Com 537008104 1047.6 43200 SH SOLE 43200
LITTON INDS INC Com 538021106 3296.7375 66100 SH SOLE 66100
LIZ CLAIBORNE INC Com 539320101 496.65 13200 SH SOLE 13200
LOEWS CORP Com 540424108 29603.3625 487800 SH SOLE 487800
LO-JACK CORP Com 539451104 269.325 39900 SH SOLE 39900
LONE STAR STEAKHOUSE SALOON Com 542307103 2107.21883 236600 SH SOLE 236600
LONGS DRUG STORES CORP Com 543162101 2302.475 89200 SH SOLE 89200
LOOKSMART LTD Com 543442107 1209.6 44800 SH SOLE 44800
LORAL SPACE & COMMUNICATIONS Com G56462107 1580.3125 65000 SH SOLE 65000
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LTX CORP Com 502392103 5992.025 267800 SH SOLE 267800
LUBRIZOL CORP Com 549271104 2794.1875 90500 SH SOLE 90500
LYDALL INC DEL Com 550819106 501.5125 75700 SH SOLE 75700
M & F WORLDWIDE CORP Com 552541104 91.125 18000 SH SOLE 18000
M S CARRIERS INC Com 553533100 300.825 12600 SH SOLE 12600
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MALLINCKRODT INC NEW Com 561232109 4730.51875 148700 SH SOLE 148700
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MANNING GREG AUCTIONS INC Com 563823103 319 23200 SH SOLE 23200
MANPOWER INC Com 56418H100 10730.65 285200 SH SOLE 285200
MAPICS INC Com 564910107 1244.825 98600 SH SOLE 98600
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MASCOTECH INC Com 574670105 962.98125 75900 SH SOLE 75900
MATERIAL SCIENCES CORP Com 576674105 523.6375 51400 SH SOLE 51400
MATSUSHITA ELEC INDL ADR 576879209 1422.9 5100 SH SOLE 5100
MATTEL INC Com 577081102 393.75 30000 SH OTHER 01 30000
MATTEL INC Com 577081102 1312.5 100000 SH SOLE 100000
MATTSON TECHNOLOGY INC Com 577223100 902.4875 52700 SH SOLE 52700
MAVERICK TUBE CORP Com 577914104 1849.09375 74900 SH SOLE 74900
MAXIM INTEGRATED PRODS INC Com 57772K101 3307.84375 70100 SH SOLE 70100
MAXXAM INC Com 577913106 343 8000 SH SOLE 8000
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MBNA CORP Com 55262L100 4291.875 157500 SH SOLE 157500
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MCCORMICK & CO INC Com Non Vtg 579780206 2552.55 85800 SH SOLE 85800
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MCGRAW HILL COS INC Com 580645109 9465.6 153600 SH SOLE 153600
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MEDCO RESH INC Com 584059109 1298.7 43200 SH SOLE 43200
MEDIA 100 INC Com 58440W105 629.2125 23800 SH SOLE 23800
MEDIA GEN INC CL A 584404107 1783.6 34300 SH SOLE 34300
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MEDIMMUNE INC Com 584699102 2394.40563 14435 SH SOLE 14435
MEDQUIST INC Com 584949101 996.3625 38600 SH SOLE 38600
MENTOR CORP MINN Com 587188103 2547.69375 98700 SH SOLE 98700
MENTOR GRAPHICS CORP Com 587200106 1926.69375 146100 SH SOLE 146100
MERCANTILE BANKSHARES CORP Com 587405101 1552.1625 48600 SH SOLE 48600
MERCK & CO INC Com 589331107 5186.875 77200 SH SOLE 77200
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MERCURY INTERACTIVE CORP Com 589405109 4403.85 40800 SH SOLE 40800
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MERIX CORP Com 590049102 499.4 45400 SH SOLE 45400
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METRIS COS INC Com 591598107 446.09375 12500 SH SOLE 12500
MGC COMMUNICATIONS INC Com 552763302 2101.05 41400 SH SOLE 41400
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MICREL INC Com 594793101 2721.6125 47800 SH SOLE 47800
MICRO LINEAR CORP Com 594850109 344.2125 40200 SH SOLE 40200
MICRO WHSE INC Com 59501B105 1315.35 71100 SH SOLE 71100
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MICROMUSE INC Com 595094103 4726 27800 SH SOLE 27800
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MID ATLANTIC MED SVCS INC Com 59523C107 617.61875 74300 SH SOLE 74300
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MILLER HERMAN INC Com 600544100 1681.3 73100 SH SOLE 73100
MILLIPORE CORP Com 601073109 8547.7125 221300 SH SOLE 221300
MIM CORP Com 553044108 307.85625 126300 SH SOLE 126300
MINERALS TECHNOLOGIES INC Com 603158106 276.43125 6900 SH SOLE 6900
MINIMED INC Com 60365K108 505.425 6900 SH SOLE 6900
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MITEL CORP Com 606711109 188.375 13700 SH SOLE 13700
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MONY GROUP INC Com 615337102 1430.1875 49000 SH SOLE 49000
MOORE LTD Com 615785102 712.95 117600 SH SOLE 117600
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MSC INDL DIRECT INC CL A 553530106 753.925 56900 SH SOLE 56900
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MULTIPLE ZONES INTERNATIONAL Com 624906103 192.625 26800 SH SOLE 26800
NABISCO GROUP HLDG CORP Com 62952P102 2587.1875 243500 SH SOLE 243500
NAM TAI ELECTRS INC Com Par $0.02 629865205 212.2875 15300 SH SOLE 15300
NATIONAL INSTRS CORP Com 636518102 2637.3375 68950 SH SOLE 68950
NATIONAL PWR PLC Spon ADR Final 637194408 703.05 32700 SH SOLE 32700
NATIONAL R V HLDGS INC Com 637277104 1118.425 58100 SH SOLE 58100
NATIONAL SEMICONDUCTOR CORP Com 637640103 8678.09375 202700 SH SOLE 202700
NATIONAL SVC INDS INC Com 637657107 4658.05 157900 SH SOLE 157900
NATIONAL TECHTEAM INC Com 638108100 230.0375 47800 SH SOLE 47800
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NAVIGANT INTL INC Com 63935R108 510.74375 43700 SH SOLE 43700
NBC INTERNET INC Cl A 62873D105 208.575 2700 SH SOLE 2700
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NCR CORP NEW Com 62886E108 3605.7 95200 SH SOLE 95200
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