UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
"Washington, D.C. 20549"
FORM 13F
FORM 13F COVER PAGE
"Report for the Calender Year of Quarter Ended: March 31, 2000"
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 , March 15th 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: 1
Form 13F Information Table Entry Total: 1826
Form 13F Information Table Value Total: "4,809,798 (000s)"
List of Other Included Managers:
No. 13F File Number
01 NRMB Management Inc.
<PAGE>
<TABLE> <C> <C>
FORM 13F
Name of Issuer Title of Class Cusip Value Shares SH/ Put Invstmt Other Voting Authority
1 800 FLOWERS COM INC CL A 68243Q106 302 "42,400.00" SH SOLE " 42,400 "
3COM CORP COM 885535104 834 "15,000.00" SH SOLE " 15,000 "
3-D SYS CORP DEL COM NEW 88554D205 486 "46,800.00" SH SOLE " 46,800 "
3DO CO COM 88553W105 320 "33,000.00" SH SOLE " 33,000 "
A D C TELECOMMUNICATIONS COM 000886101 "1,514" "28,100.00" SH SOLE " 28,100 "
A T & T CDA INC DEPS RCPT CL B 00207Q202 "1,440" "23,600.00" SH SOLE " 23,600 "
AAR CORP COM 000361105 723 "43,300.00" SH SOLE " 43,300 "
AARON RENTS INC COM 002535201 "2,338" "155,200.00" SH SOLE " 155,200 "
ABBOTT LABS COM 002824100 "5,261" "149,500.00" SH SOLE " 149,500 "
ABC-NACO INC COM 000752105 167 "19,100.00" SH SOLE " 19,100 "
ABERCROMBIE & FITCH CO CL A 002896207 "1,933" "121,300.00" SH SOLE " 121,300 "
ABITIBI-CONSOLIDATED INC COM 003924107 345 "36,100.00" SH SOLE " 36,100 "
ABN AMRO HLDG NV SPONSORED ADR 000937102 "1,318" "58,252.00" SH SOLE " 58,252 "
ABOUT COM INC COM 003736105 811 "9,200.00" SH SOLE " 9,200 "
ACCREDO HEALTH INC COM 00437V104 533 "16,100.00" SH SOLE " 16,100 "
ACE LTD ORD G007OK103 900 "39,340.00" SH SOLE " 39,340 "
ACNIELSEN CORP COM 004833109 506 "22,500.00" SH SOLE " 22,500 "
ACTEL CORP COM 004934105 "1,071" "30,000.00" SH SOLE " 30,000 "
ACTIVE SOFTWARE INC COM 00504E100 "3,313" "52,100.00" SH SOLE " 52,100 "
ACTRADE INTL LTD COM 004931101 "1,179" "73,100.00" SH SOLE " 73,100 "
ACTUATE CORP COM 00508B102 710 "13,200.00" SH SOLE " 13,200 "
ACUSON CORP COM 005113105 "1,142" "77,100.00" SH SOLE " 77,100 "
ACX TECHNOLOGIES INC COM 005123104 586 "142,000.00" SH SOLE " 142,000 "
ADAM COM INC COM 00547M101 277 "31,700.00" SH SOLE " 31,700 "
ADAPTEC INC COM 00651F108 "4,608" "119,300.00" SH SOLE " 119,300 "
ADECCO SA SPONSORED ADR 006754105 "1,684" "19,051.00" SH SOLE " 19,051 "
ADMINISTAFF INC COM 007094105 "1,472" "37,500.00" SH SOLE " 37,500 "
ADTRAN INC COM 00738A106 220 "3,700.00" SH SOLE " 3,700 "
ADVANCED DIGITAL INFORMATION COM 007525108 606 "17,700.00" SH SOLE " 17,700 "
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 "8,331" "132,900.00" SH SOLE " 132,900 "
ADVANCED MICRO DEVICES INC COM 007903107 "10,782" "184,900.00" SH SOLE " 184,900 "
ADVANTA CORP CL B 007942204 754 "52,107.00" SH SOLE " 52,107 "
ADVANTA CORP CL A 007942105 "1,042" "51,300.00" SH SOLE " 51,300 "
ADVENT SOFTWARE INC COM 007974108 573 "12,500.00" SH SOLE " 12,500 "
ADVEST GROUP INC COM 007566102 194 "10,200.00" SH SOLE " 10,200 "
ADVO INC COM 007585102 "2,385" "95,400.00" SH SOLE " 95,400 "
AERIAL COMMUNICATIONS INC COM 007655103 "2,284" "40,200.00" SH SOLE " 40,200 "
AEROVOX INC COM 00808M105 448 "80,500.00" SH SOLE " 80,500 "
AFLAC INC COM 001055102 "4,661" "102,300.00" SH SOLE " 102,300 "
AGENCY COM LTD COM 008447104 "1,476" "55,300.00" SH SOLE " 55,300 "
AGILENT TECHNOLOGIES INC COM 00846U101 "2,818" "27,100.00" SH SOLE " 27,100 "
AGL RES INC COM 001204106 "1,277" "69,500.00" SH SOLE " 69,500 "
AGNICO EAGLE MINES LTD COM 008474108 578 "103,900.00" SH SOLE " 103,900 "
AGRIBRANDS INTL INC COM 00849R105 "1,761" "44,800.00" SH SOLE " 44,800 "
AGRIUM INC COM 008916108 624 "77,400.00" SH SOLE " 77,400 "
AIRGAS INC COM 009363102 "2,412" "290,200.00" SH SOLE " 290,200 "
AIRGATE PCS INC COM 009367103 "1,171" "11,100.00" SH SOLE " 11,100 "
AIRTRAN HLDGS INC COM 00949P108 453 "102,700.00" SH SOLE " 102,700 "
ALASKA COMMUNICATIONS SYS GRP COM 01167P101 521 "43,000.00" SH SOLE " 43,000 "
ALBANY INTL CORP CL A 012348108 383 "25,848.00" SH SOLE " 25,848 "
ALBEMARLE CORP COM 012653101 992 "47,800.00" SH SOLE " 47,800 "
ALCAN ALUMINUM LTD NEW COM 013716105 "6,172" "181,200.00" SH SOLE " 181,200 "
ALEXANDER & BALDWIN INC COM 014482103 "1,087" "52,700.00" SH SOLE " 52,700 "
ALLEGHENY ENERGY INC COM 017361106 "3,107" "112,200.00" SH SOLE " 112,200 "
ALLEN TELECOM INC COM 018091108 "1,028" "64,500.00" SH SOLE " 64,500 "
ALLERGAN INC COM 018490102 "13,360" "267,200.00" SH SOLE " 267,200 "
ALLIANCE RESOURCE PARTNERS LP UT LTD PART 01877R108 200 "15,800.00" SH SOLE " 15,800 "
ALLIANT TECHSYSTEMS INC COM 018804104 "8,661" "147,100.00" SH SOLE " 147,100 "
ALLIED CAP CORP NEW COM 01903Q108 "1,880" "107,800.00" SH SOLE " 107,800 "
ALLIED IRISH BKS P L C SPON ADR ORD 019228402 442 "22,900.00" SH SOLE " 22,900 "
ALLIED RISER COMMUNICATIONS CP COM 019496108 "2,721" "78,300.00" SH SOLE " 78,300 "
ALLMERICA FINL CORP COM 019754100 "9,955" "195,200.00" SH SOLE " 195,200 "
ALLSTATE CORP COM 020002101 "1,526" "64,100.00" SH SOLE " 64,100 "
ALLTEL CORP COM 020039103 "1,015" "16,100.00" SH OTHER 01 " 16,100 "
ALLTEL CORP COM 020039103 "7,296" "115,700.00" SH SOLE " 115,700 "
ALPINE GROUP INC COM 020825105 108 "12,000.00" SH SOLE " 12,000 "
ALTEON WEBSYSTEMS INC COM 02145A109 "2,034" "24,800.00" SH SOLE " 24,800 "
ALTERA CORP COM 021441100 "3,802" "42,600.00" SH SOLE " 42,600 "
ALTERNATIVE RESOURCES CORP COM 02145R102 59 "25,600.00" SH SOLE " 25,600 "
ALTIGEN COMMUNICATIONS INC COM 021489109 337 "29,600.00" SH SOLE " 29,600 "
AMBAC FINL GROUP INC COM 023139108 "10,347" "205,400.00" SH SOLE " 205,400 "
AMDOCS LTD ORD G02602103 "6,714" "90,723.00" SH SOLE " 90,723 "
AMERADA HESS CORP COM 023551104 "2,869" "44,400.00" SH SOLE " 44,400 "
AMERICA WEST HLDG CORP CL B 023657208 "3,636" "234,600.00" SH SOLE " 234,600 "
AMERICAN AXLE & MFG HLDGS INC COM 024061103 258 "17,400.00" SH SOLE " 17,400 "
AMERICAN ECO CORP COM 02553G101 43 "42,500.00" SH SOLE " 42,500 "
AMERICAN EXPRESS CO COM 025816109 "7,760" "52,100.00" SH SOLE " 52,100 "
AMERICAN FREIGHTWAYS CORP COM 02629V108 "2,359" "157,900.00" SH SOLE " 157,900 "
AMERICAN GENERAL CORP COM 026351106 "9,221" "164,300.00" SH SOLE " 164,300 "
AMERICAN HOME PRODS CORP COM 026609107 "1,731" "32,200.00" SH SOLE " 32,200 "
AMERICAN INTL GROUP INC COM 026874107 942 "8,600.00" SH SOLE " 8,600 "
AMERICAN ITALIAN PASTA CO CL A 027070101 "3,004" "122,000.00" SH SOLE " 122,000 "
AMERICAN MED SEC GROUP INC COM 02744P101 "7,202" "1,028,800.00" SH SOLE " 1,028,800 "
AMERICAN NATL CAN GROUP INC COM 027714104 719 "54,800.00" SH SOLE " 54,800 "
AMERICAN SOFTWARE INC CL A 029683109 "1,029" "73,500.00" SH SOLE " 73,500 "
AMERICAN STD COS INC DEL COM 029712106 "3,689" "99,700.00" SH SOLE " 99,700 "
AMERICAN TOWER CORP CL A 029912201 341 "6,900.00" SH SOLE " 6,900 "
AMERICREDIT CORP COM 03060R101 "1,453" "89,100.00" SH SOLE " 89,100 "
AMERIPATH INC COM 03071D109 369 "45,400.00" SH SOLE " 45,400 "
AMERISOURCE HEALTH CORP CL A 03071P102 "1,332" "88,800.00" SH SOLE " 88,800 "
AMERITRADE HLDG CORP CL A 03072H109 "9,471" "453,700.00" SH SOLE " 453,700 "
AMETEK INC NEW COM 031100100 "1,613" "83,800.00" SH SOLE " 83,800 "
AMFM INC COM 001693100 "6,479" "104,283.00" SH SOLE " 104,283 "
AMGEN INC COM 031162100 "20,063" "326,900.00" SH SOLE " 326,900 "
AMKOR TECHNOLOGY INC COM 031652100 "1,258" "23,700.00" SH SOLE " 23,700 "
AMPHENOL CORP NEW CL A 032095101 818 "8,000.00" SH SOLE " 8,000 "
AMR CORP COM 001765106 "1,173" "36,800.00" SH SOLE " 36,800 "
AMSOUTH BANCORPORATION COM 032165102 "3,579" "239,574.00" SH SOLE " 239,574 "
AMVESCAP PLC SPONSORED ADR 03235E100 717 "10,100.00" SH SOLE " 10,100 "
AMWAY JAPAN LTD SPONSORED ADR 03234J100 77 "13,300.00" SH SOLE " 13,300 "
AMYLIN PHARMACEUTICALS INC COM 032346108 "1,373" "101,200.00" SH SOLE " 101,200 "
ANACOMP INC DEL COM 032371106 706 "141,100.00" SH SOLE " 141,100 "
ANADIGICS INC COM 032515108 "2,059" "31,200.00" SH SOLE " 31,200 "
ANAREN MICROWAVE INC COM 032744104 556 "5,800.00" SH SOLE " 5,800 "
ANCHOR GAMING COM 033037102 626 "16,500.00" SH SOLE " 16,500 "
ANDREW CORP COM 034425108 "4,413" "192,900.00" SH SOLE " 192,900 "
ANDRX CORP COM 034551101 "1,640" "14,200.00" SH SOLE " 14,200 "
ANGLO AMERN PLC ADR 03485P102 626 "13,600.00" SH SOLE " 13,600 "
ANHEUSER BUSCH COS INC COM 035229103 "24,296" "390,300.00" SH SOLE " 390,300 "
ANICOM INC COM 035250109 230 "38,000.00" SH SOLE " 38,000 "
ANIXTER INTL INC COM 035290105 "4,959" "177,900.00" SH SOLE " 177,900 "
ANSYS INC COM 03662Q105 290 "27,000.00" SH SOLE " 27,000 "
AO TATNEFT SPON ADR 03737P306 491 "37,400.00" SH SOLE " 37,400 "
APAC CUSTOMER SERVICES INC COM 00185E106 "2,855" "328,600.00" SH SOLE " 328,600 "
APEX INC COM 037548104 "4,021" "108,300.00" SH SOLE " 108,300 "
APHTON CORP COM 03759P101 297 "8,900.00" SH SOLE " 8,900 "
APPLE COMPUTER INC COM 037833100 "6,886" "50,700.00" SH SOLE " 50,700 "
APPLEBEES INTL INC COM 037899101 "4,703" "167,200.00" SH SOLE " 167,200 "
APPLIED DIGITAL SOLUTIONS COM 038188108 722 "82,500.00" SH SOLE " 82,500 "
APPLIED EXTRUSION TECHNOLOGIES COM 038196101 183 "22,300.00" SH SOLE " 22,300 "
APPLIED INDL TECHNOLOGIES INC COM 03820C105 797 "49,800.00" SH SOLE " 49,800 "
APPLIX INC COM 038316105 245 "21,100.00" SH SOLE " 21,100 "
APRIA HEALTHCARE GROUP INC COM 037933108 559 "38,700.00" SH SOLE " 38,700 "
APTARGROUP INC COM 038336103 526 "19,700.00" SH SOLE " 19,700 "
ARACRUZ CELULOSE S A SPON ADR CL B 038496204 "3,487" "164,600.00" SH SOLE " 164,600 "
ARCH CHEMICALS INC COM 03937R102 548 "27,400.00" SH SOLE " 27,400 "
ARCH COMMUNICATIONS GROUP INC COM NEW 039381504 "1,774" "228,934.00" SH SOLE " 228,934 "
ARCHER DANIELS MIDLAND CO COM 039483102 "3,790" "367,500.00" SH SOLE " 367,500 "
ARCTIC CAT INC COM 039670104 472 "46,000.00" SH SOLE " 46,000 "
ARGOSY GAMING CO COM 040228108 502 "35,200.00" SH SOLE " 35,200 "
ARIEL CORP COM 04033M104 488 "60,100.00" SH SOLE " 60,100 "
ARKANSAS BEST CORP DEL COM 040790107 419 "39,900.00" SH SOLE " 39,900 "
ARM HLDGS PLC SPONSORED ADR 042068106 "3,022" "17,000.00" SH SOLE " 17,000 "
ARMSTRONG WORLD INDS INC COM 042476101 "1,496" "83,700.00" SH SOLE " 83,700 "
ARQULE INC COM 04269E107 "1,350" "100,000.00" SH SOLE " 100,000 "
ARROW ELECTRS INC COM 042735100 "7,262" "206,000.00" SH SOLE " 206,000 "
ARROW INTL INC COM 042764100 436 "13,900.00" SH SOLE " 13,900 "
ARTISAN COMPONENTS INC COM 042923102 261 "13,300.00" SH SOLE " 13,300 "
ARTISOFT INC COM 04314L106 "1,213" "100,600.00" SH SOLE " 100,600 "
ASA LTD COM 002050102 897 "51,800.00" SH SOLE " 51,800 "
ASCENT ENTMT GROUP INC COM 043628106 "1,086" "71,500.00" SH SOLE " 71,500 "
ASD SYSTEMS COM 00207W100 90 "19,400.00" SH SOLE " 19,400 "
ASE TEST LIMITED ORD ORD Y02516105 862 "29,720.00" SH SOLE " 29,720 "
ASIA PULP & PAPER LTD SPONSORED ADR 04516V100 "1,932" "262,000.00" SH SOLE " 262,000 "
ASIA SATELLITE TELECOMMUNCNT SPONSORED ADR 04516X106 206 "5,100.00" SH SOLE " 5,100 "
ASK JEEVES INC COM 045174109 "1,962" "32,100.00" SH SOLE " 32,100 "
ASM INTL N V ORD N07045102 "3,831" "132,100.00" SH SOLE " 132,100 "
ASPECT COMMUNICATIONS CORP COM 04523Q102 "8,447" "227,900.00" SH SOLE " 227,900 "
ASPECT DEV INC COM 045234101 "4,204" "65,300.00" SH SOLE " 65,300 "
ASPEN TECHNOLOGY INC COM 045327103 "3,892" "96,400.00" SH SOLE " 96,400 "
ASPEON INC COM 045354107 "1,889" "93,300.00" SH SOLE " 93,300 "
ASSOCIATED BANC CORP COM 045487105 "5,138" "171,975.00" SH SOLE " 171,975 "
ASTEC INDS INC COM 046224101 "2,696" "101,500.00" SH SOLE " 101,500 "
ASTORIA FINL CORP COM 046265104 "2,897" "102,105.00" SH SOLE " 102,105 "
ASTRAZENECA PLC SPONSORED ADR 046353108 "2,349" "57,998.00" SH SOLE " 57,998 "
AT&T CORP COM LIB GRP A 001957208 "6,228" "105,000.00" SH SOLE " 105,000 "
ATI TECHNOLOGIES INC COM 001941103 180 "10,000.00" SH SOLE " 10,000 "
ATLANTIC RICHFIELD CO COM 048825103 "25,177" "296,200.00" SH SOLE " 296,200 "
ATMEL CORP COM 049513104 "8,115" "157,200.00" SH SOLE " 157,200 "
AUDIOCODES LTD ORD M15342104 "4,135" "41,200.00" SH SOLE " 41,200 "
AURORA FOODS INC COM 05164B106 193 "64,300.00" SH SOLE " 64,300 "
AUTODESK INC COM 052769106 "5,154" "113,278.00" SH SOLE " 113,278 "
AUTOMATIC DATA PROCESSING INC COM 053015103 "7,913" "164,000.00" SH SOLE " 164,000 "
AUTONATION INC COM 05329W102 "1,095" "138,000.00" SH SOLE " 138,000 "
AVADO BRANDS INC COM 05336P108 213 "75,800.00" SH SOLE " 75,800 "
AVANT CORP COM 053487104 319 "25,500.00" SH SOLE " 25,500 "
AVATAR HLDGS INC COM 053494100 "7,132" "356,600.00" SH SOLE " 356,600 "
AVIALL INC NEW COM 05366B102 581 "68,900.00" SH OTHER 01 " 68,900 "
AVIALL INC NEW COM 05366B102 "1,886" "223,500.00" SH SOLE " 223,500 "
AVID TECHNOLOGY INC COM 05367P100 776 "43,400.00" SH SOLE " 43,400 "
AVIS RENT A CAR INC COM 053790101 "1,262" "71,600.00" SH SOLE " 71,600 "
AVISTA CORP COM 05379B107 "2,245" "55,100.00" SH SOLE " 55,100 "
AVNET INC COM 053807103 "3,693" "58,612.00" SH SOLE " 58,612 "
AVX CORP NEW COM 002444107 "8,870" "117,000.00" SH SOLE " 117,000 "
AXA FINL INC COM 002451102 "8,162" "227,500.00" SH SOLE " 227,500 "
AXENT TECHNOLOGIES INC COM 05459C108 "1,057" "56,200.00" SH SOLE " 56,200 "
AXYS PHARMACEUTICALS INC COM 054635107 182 "23,700.00" SH SOLE " 23,700 "
AZTAR CORP COM 054802103 "1,950" "205,300.00" SH SOLE " 205,300 "
AZTEC TECHNOLOGY PARTNERS INC COM 05480L101 849 "106,600.00" SH SOLE " 106,600 "
BACKWEB TECHNOLOGIES LTD ORD M15633106 818 "23,800.00" SH SOLE " 23,800 "
BAKER J INC COM 057232100 165 "23,500.00" SH SOLE " 23,500 "
BALDOR ELEC CO COM 057741100 764 "42,300.00" SH SOLE " 42,300 "
BALL CORP COM 058498106 "3,778" "109,300.00" SH SOLE " 109,300 "
BALLARD PWR SYS INC COM 05858H104 668 "7,900.00" SH SOLE " 7,900 "
BANCO FRANCES DEL RIO DE LA PL SPONSORED ADR 059591107 378 "16,000.00" SH SOLE " 16,000 "
BANCO LATINOAMERICANO DE EXPO CL E P16994132 "1,884" "71,100.00" SH SOLE " 71,100 "
BANCWEST CORP NEW COM 059790105 800 "40,500.00" SH SOLE " 40,500 "
BANDAG INC COM 059815100 223 "9,700.00" SH SOLE " 9,700 "
BANK NEW YORK INC COM 064057102 "8,109" "195,100.00" SH SOLE " 195,100 "
BANK TOKYO-MITSUBISHI LTD SPONSORED ADR 065379109 "1,649" "116,200.00" SH SOLE " 116,200 "
BANKNORTH GROUP INC DEL COM 06646L100 "1,831" "68,300.00" SH SOLE " 68,300 "
BANTA CORP COM 066821109 880 "47,900.00" SH SOLE " 47,900 "
BARCLAYS PLC ADR 06738E204 319 "2,900.00" SH SOLE " 2,900 "
BARD C R INC COM 067383109 "6,260" "161,800.00" SH SOLE " 161,800 "
BARNESANDNOBLE COM INC CL A 067846105 "3,233" "342,600.00" SH SOLE " 342,600 "
BAUSCH & LOMB INC COM 071707103 "3,606" "69,100.00" SH SOLE " 69,100 "
BAY VIEW CAP CORP DEL COM 07262L101 "1,020" "136,000.00" SH SOLE " 136,000 "
BCE INC COM 05534B109 "20,200" "111,600.00" SH SOLE " 111,600 "
BE FREE INC COM 073308108 356 "16,200.00" SH SOLE " 16,200 "
BE INC COM 073309106 262 "17,400.00" SH SOLE " 17,400 "
BEAR STEARNS COS INC COM 073902108 "6,451" "141,400.00" SH SOLE " 141,400 "
BECKMAN COULTER INC COM 075811109 "1,605" "25,000.00" SH SOLE " 25,000 "
BECTON DICKINSON & CO COM 075887109 "3,513" "133,500.00" SH SOLE " 133,500 "
BELDEN INC COM 077459105 "1,128" "41,000.00" SH SOLE " 41,000 "
BELLSOUTH CORP COM 079860102 "5,986" "127,700.00" SH SOLE " 127,700 "
BELLWETHER EXPL CO COM NEW 079895207 169 "24,400.00" SH SOLE " 24,400 "
BELO A H CORP DEL COM SER A 080555105 "2,054" "114,900.00" SH SOLE " 114,900 "
BERKSHIRE HATHAWAY INC DEL CL A 084670108 "6,281" 110 SH SOLE 110
BERKSHIRE HATHAWAY INC DEL CL B 084670207 "2,319" "1,274.00" SH SOLE " 1,274 "
BEST BUY INC COM 086516101 "1,505" "17,500.00" SH SOLE " 17,500 "
BILLING CONCEPTS CORP COM 090063108 215 "30,600.00" SH SOLE " 30,600 "
BIOCHEM PHARMA INC COM 09058T108 363 "16,800.00" SH SOLE " 16,800 "
BIOGEN INC COM 090597105 "16,511" "236,300.00" SH SOLE " 236,300 "
BIOMET INC COM 090613100 "9,141" "251,300.00" SH SOLE " 251,300 "
BIOMIRA INC COM 09161R106 "1,318" "129,400.00" SH SOLE " 129,400 "
BJS WHOLESALE CLUB INC COM 05548J106 "3,427" "89,300.00" SH SOLE " 89,300 "
BLACK & DECKER CORP COM 091797100 "2,408" "64,100.00" SH SOLE " 64,100 "
BLACK HILLS CORP COM 092113109 582 "26,400.00" SH SOLE " 26,400 "
BLAIR CORP COM 092828102 445 "27,800.00" SH SOLE " 27,800 "
BLANCH E W HLDGS INC COM 093210102 756 "37,800.00" SH SOLE " 37,800 "
BLOCK H & R INC COM 093671105 "13,362" "298,600.00" SH SOLE " 298,600 "
BLOCKBUSTER INC CL A 093679108 542 "54,200.00" SH SOLE " 54,200 "
BLUE WAVE SYS INC COM 09608104 717 "44,800.00" SH SOLE " 44,800 "
BLUESTONE SOFTWARE INC COM 09623P102 "1,526" "45,200.00" SH SOLE " 45,200 "
BMC INDS INC MINN COM 055607105 341 "59,900.00" SH SOLE " 59,900 "
BNC MTG INC COM 05561Y105 "1,063" "114,900.00" SH SOLE " 114,900 "
BOCA RESORTS INC CL A 09688T106 130 "15,200.00" SH SOLE " 15,200 "
BOEING CO COM 097023105 756 "20,000.00" SH OTHER 01 " 20,000 "
BOEING CO COM 097023105 "12,766" "337,600.00" SH SOLE " 337,600 "
BOISE CASCADE CORP COM 097383103 "2,860" "82,300.00" SH SOLE " 82,300 "
BOISE CASCADE OFFICE PRODS COM 097403109 188 "11,500.00" SH SOLE " 11,500 "
BOMBAY CO INC COM 097924104 199 "60,100.00" SH SOLE " 60,100 "
BOOKS-A-MILLION INC COM 098570104 "1,231" "205,200.00" SH SOLE " 205,200 "
BORON LEPORE & ASSOCS INC COM 10001P102 631 "71,100.00" SH SOLE " 71,100 "
BOSTON COMMUNICATIONS GROUP COM 100582105 494 "68,200.00" SH SOLE " 68,200 "
BOSTON LIFE SCIENCES INC COM NEW 100843408 450 "49,700.00" SH SOLE " 49,700 "
BOWATER INC COM 102183100 "9,250" "173,300.00" SH SOLE " 173,300 "
BOWNE & CO INC COM 103043105 "1,309" "101,700.00" SH SOLE " 101,700 "
BOYDS COLLECTION LTD COM 103354106 256 "42,300.00" SH SOLE " 42,300 "
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 222 "21,100.00" SH SOLE " 21,100 "
BRADLEES INC COM NEW 104499207 74 "11,900.00" SH SOLE " 11,900 "
BRADY CORP CL A 104674106 418 "13,400.00" SH SOLE " 13,400 "
BRAUN CONSULTING INC COM 105651103 592 "18,500.00" SH SOLE " 18,500 "
BREAKAWAY SOLUTIONS INC COM 106372105 "2,862" "62,900.00" SH SOLE " 62,900 "
BRIGGS & STRATTON CORP COM 109043109 "9,619" "233,900.00" SH SOLE " 233,900 "
BRIGHTPOINT INC COM 109473108 "2,526" "206,200.00" SH SOLE " 206,200 "
BRINKER INTL INC COM 109641100 "13,627" "459,000.00" SH SOLE " 459,000 "
BRISTOL MYERS SQUIBB CO COM 110122108 "20,371" "356,600.00" SH SOLE " 356,600 "
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 443 "41,700.00" SH SOLE " 41,700 "
BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST 111021408 "1,486" "7,900.00" SH SOLE " 7,900 "
BROADVISION INC COM 111412102 "8,261" "184,100.00" SH SOLE " 184,100 "
BROCADE COMMUNICATIONS SYS INC COM 111621108 "10,597" "59,100.00" SH SOLE " 59,100 "
BROOKTROUT INC COM 114580103 "1,721" "59,350.00" SH SOLE " 59,350 "
BROWN SHOE INC NEW COM 115736100 "2,045" "170,400.00" SH SOLE " 170,400 "
BRUNSWICK CORP COM 117043109 "7,079" "373,800.00" SH SOLE " 373,800 "
BUCKEYE TECHNOLOGIES INC COM 118255108 578 "31,900.00" SH SOLE " 31,900 "
BUDGET GROUP INC CL A 119003101 716 "145,100.00" SH SOLE " 145,100 "
BURLINGTON NORTHN SANTA FE CP COM 12189T104 "8,197" "360,300.00" SH SOLE " 360,300 "
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 "1,522" "15,300.00" SH SOLE " 15,300 "
C BRIDGE INTERNET SOL INC COM 12500B105 "1,288" "22,600.00" SH SOLE " 22,600 "
C D I CORP COM 125071100 707 "37,200.00" SH SOLE " 37,200 "
C H ROBINSON WORLDWIDE INC COM 12541W100 894 "24,000.00" SH SOLE " 24,000 "
C&D TECHNOLOGIES INC COM 124661109 242 "4,100.00" SH SOLE " 4,100 "
CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 "3,086" "55,100.00" SH SOLE " 55,100 "
CABLETRON SYS INC COM 126920107 "2,463" "81,100.00" SH SOLE " 81,100 "
CABLEVISION SYS CORP CL A 12686C109 "2,898" "47,700.00" SH SOLE " 47,700 "
CADENCE DESIGN SYSTEM INC COM 127387108 990 "48,000.00" SH SOLE " 48,000 "
CADMUS COMMUNICATIONS CORP COM 127587103 199 "22,400.00" SH SOLE " 22,400 "
CALGON CARBON CORP COM 129603106 752 "114,600.00" SH SOLE " 114,600 "
CALIFORNIA AMPLIFIER INC COM 129900106 "3,605" "116,300.00" SH SOLE " 116,300 "
CALIFORNIA MICRO DEVI CES CORP COM 130439102 "1,731" "63,100.00" SH SOLE " 63,100 "
CALIPER TECHNOLOGIES CORP COM 130876105 "1,577" "19,500.00" SH SOLE " 19,500 "
CALLAWAY GOLF CO COM 131193104 818 "52,800.00" SH SOLE " 52,800 "
CALTON INC NEW COM NEW 131380206 "1,365" "428,100.00" SH SOLE " 428,100 "
CAMBRIDGE TECH PARTNERS MASS COM 132524109 "3,362" "247,900.00" SH SOLE " 247,900 "
CANADIAN NATL RY CO COM 136375102 326 "12,200.00" SH SOLE " 12,200 "
CANADIAN PAC LTD NEW COM 135923100 "6,440" "287,800.00" SH SOLE " 287,800 "
CANDELA CORP COM 136907102 "1,130" "82,200.00" SH SOLE " 82,200 "
CANON INC ADR 138006309 "1,992" "46,200.00" SH SOLE " 46,200 "
CAPITOL FED FINL COM 14057C106 785 "83,200.00" SH SOLE " 83,200 "
CARAUSTAR INDS INC COM 140909102 761 "53,900.00" SH SOLE " 53,900 "
CAREINSITE INC COM 14170M106 "1,928" "82,500.00" SH SOLE " 82,500 "
CARNIVAL CORP COM 143658102 "2,414" "97,300.00" SH SOLE " 97,300 "
CASELLA WASTE SYS INC CL A 147448104 "1,098" "146,428.00" SH SOLE " 146,428 "
CASEYS GEN STORES INC COM 147528103 "2,543" "233,800.00" SH SOLE " 233,800 "
CATERPILLAR INC DEL COM 149123101 "6,590" "167,100.00" SH SOLE " 167,100 "
CATO CORP NEW CL A 149205106 "1,171" "99,700.00" SH SOLE " 99,700 "
CAVALIER HOMES INC COM 149507105 122 "42,600.00" SH SOLE " 42,600 "
CBRL GROUP INC COM 12489V106 "6,058" "605,800.00" SH SOLE " 605,800 "
CBS CORP COM 12490K107 "1,903" "33,600.00" SH OTHER 01 " 33,600 "
CBS CORP COM 12490K107 "18,086" "319,400.00" SH SOLE " 319,400 "
CCC INFORMATION SVCS GROUP INC COM 12487Q109 841 "39,100.00" SH SOLE " 39,100 "
C-CUBE MICROSYSTEMS INC COM 125015107 "17,460" "239,800.00" SH SOLE " 239,800 "
CDW COMPUTER CTRS INC COM 125129106 "2,626" "31,100.00" SH SOLE " 31,100 "
CEC ENTMT INC COM 125137109 "2,803" "103,350.00" SH SOLE " 103,350 "
CEDENT CORP COM 151313903 "1,869" "100,000.00" SH C SOLE " 100,000 "
CELESTIAL SEASONINGS INC COM 151016102 839 "24,400.00" SH SOLE " 24,400 "
CELGENE CORP COM 151020104 "1,991" "20,000.00" SH SOLE " 20,000 "
CELL GENESYS INC COM 150921104 315 "14,800.00" SH SOLE " 14,800 "
CELL THERAPEUTICS INC COM 150934107 436 "18,600.00" SH SOLE " 18,600 "
CELLSTAR CORP COM 150925105 408 "51,000.00" SH SOLE " 51,000 "
CELLTECH GROUP PLC SPONSORED ADR 151158102 239 "6,868.00" SH SOLE " 6,868 "
CELTRIX PHARMACEUTICALS INC COM 151186103 152 "21,900.00" SH SOLE " 21,900 "
CENDANT CORP COM 151313103 187 "10,000.00" SH OTHER 01 " 10,000 "
CENDANT CORP COM 151313103 "14,247" "762,400.00" SH SOLE " 762,400 "
CENTENNIAL COMMUNCTNS CORP NEW CL A NEW 15133V208 "1,160" "47,700.00" SH SOLE " 47,700 "
CENTEX CONSTRUCTION PRODUCTS COM 15231R109 908 "34,600.00" SH SOLE " 34,600 "
CENTEX CORP COM 152312104 "4,839" "213,900.00" SH SOLE " 213,900 "
CENTIGRAM COMMUNICATIONS CORP COM 152317103 "1,106" "58,200.00" SH SOLE " 58,200 "
CENTRAL & SOUTH WEST CORP COM 152357109 "2,457" "143,500.00" SH SOLE " 143,500 "
CENTRAL GARDEN & PET CO COM 153527106 "1,355" "137,200.00" SH SOLE " 137,200 "
CENTRAL NEWSPAPERS INC CL A 154647101 "3,892" "116,400.00" SH SOLE " 116,400 "
CENTURA SOFTWARE CORP COM 15640W103 488 "47,300.00" SH SOLE " 47,300 "
CENTURYTEL INC COM 156700106 "11,156" "300,500.00" SH SOLE " 300,500 "
CEPHALON INC COM 156708109 664 "17,700.00" SH SOLE " 17,700 "
CERNER CORP COM 156782104 "3,794" "140,500.00" SH SOLE " 140,500 "
CFW COMMUNICATION CO COM 124923103 "10,470" "265,900.00" SH SOLE " 265,900 "
CH ENERGY GROUP INC COM 12541M102 "1,397" "46,000.00" SH SOLE " 46,000 "
CHAMPION INTL CORP COM 158525105 "21,220" "398,500.00" SH SOLE " 398,500 "
CHAMPIONSHIP AUTO RACING TEAM COM 158711101 598 "27,200.00" SH SOLE " 27,200 "
CHARMING SHOPPES INC COM 161133103 "1,845" "324,400.00" SH SOLE " 324,400 "
CHARTER COMMUNICATIONS INC DEL CL A 16117M107 "2,220" "155,100.00" SH SOLE " 155,100 "
CHARTERED SEMICONDUCTOR MFG ADR 16133R106 "5,278" "56,000.00" SH SOLE " 56,000 "
CHASE MANHATTAN CORP NEW COM 16161A108 "1,308" "15,000.00" SH OTHER 01 " 15,000 "
CHASE MANHATTAN CORP NEW COM 16161A108 "22,276" "255,500.00" SH SOLE " 255,500 "
CHECK POINT SOFTWARE TECH LTD ORD M22465104 "7,099" "41,500.00" SH SOLE " 41,500 "
CHECKFREE HLDGS CORP COM 162816102 "4,019" "57,000.00" SH SOLE " 57,000 "
CHEMED CORP COM 163596109 "1,818" "60,600.00" SH SOLE " 60,600 "
CHEMFIRST INC COM 16361A106 220 "11,300.00" SH SOLE " 11,300 "
CHESAPEAKE CORP COM 165159104 "1,313" "44,400.00" SH SOLE " 44,400 "
CHICAGO TITLE CORP COM 168228104 "4,907" "84,100.00" SH SOLE " 84,100 "
CHINA TELECOM HONG KONG LTD SPONSORED ADR 169428109 "4,325" "24,400.00" SH SOLE " 24,400 "
CHIREX INC COM 170038103 "2,156" "112,000.00" SH SOLE " 112,000 "
CHOICE HOTELS INTL INC COM 169905106 296 "20,500.00" SH SOLE " 20,500 "
CHRIS CRAFT INDS INC COM 170520100 304 "4,778.00" SH OTHER 01 " 4,778 "
CHRIS CRAFT INDS INC COM 170520100 "4,061" "63,762.00" SH SOLE " 63,762 "
CHRONIMED INC COM 171164106 141 "18,800.00" SH SOLE " 18,800 "
CHUBB CORP COM 171232101 "1,013" "15,000.00" SH SOLE " 15,000 "
CHURCH & DWIGHT INC COM 171340102 "3,523" "205,000.00" SH SOLE " 205,000 "
CIENA CORP COM 171779101 "7,530" "59,700.00" SH SOLE " 59,700 "
CIGNA CORP COM 125509109 "11,870" "156,700.00" SH SOLE " 156,700 "
CINCINNATI FINL CORP COM 172062101 632 "16,800.00" SH SOLE " 16,800 "
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 "5,223" "85,800.00" SH SOLE " 85,800 "
CIRRUS LOGIC CORP COM 172755100 319 "17,500.00" SH SOLE " 17,500 "
CIT GROUP INC CL A 125577106 "5,737" "294,200.00" SH SOLE " 294,200 "
CITADEL COMMUNICATIONS CORP COM 172853202 806 "19,100.00" SH SOLE " 19,100 "
CITIGROUP INC COM 172967101 "1,904" "31,800.00" SH OTHER 01 " 31,800 "
CITIZENS UTILS CO DEL CL B 177342201 "9,438" "576,338.00" SH SOLE " 576,338 "
CITRIX SYS INC COM 177376100 "2,279" "34,400.00" SH SOLE " 34,400 "
CLARENT CORP DEL COM 180461105 559 "6,200.00" SH SOLE " 6,200 "
CLARUS CORP COM 182707109 "1,992" "28,200.00" SH SOLE " 28,200 "
CLASSIC COMMUNICATIONS INC CL A 182728204 "1,186" "75,300.00" SH SOLE " 75,300 "
CLAYTON HOMES INC COM 184190106 "1,570" "155,100.00" SH SOLE " 155,100 "
CLEAR CHANNEL COMMUNICATIONS COM 184502102 "11,637" "168,500.00" SH SOLE " 168,500 "
CLEARNET COMMUNICATIONS INC CL A NON-VTG 184902104 "1,046" "25,400.00" SH SOLE " 25,400 "
CMP GROUP INC COM 125887109 "2,432" "83,500.00" SH SOLE " 83,500 "
CNA FINL CORP COM 126117100 504 "15,600.00" SH SOLE " 15,600 "
CNA SURETY CORP COM 12612L108 406 "29,100.00" SH SOLE " 29,100 "
CNET NETWORKS INC COM 12613R104 "2,235" "44,100.00" SH SOLE " 44,100 "
CNS INC COM 126136100 66 "15,100.00" SH SOLE " 15,100 "
COASTAL CORP COM 190441105 "9,237" "200,800.00" SH SOLE " 200,800 "
COCA COLA CO COM 191216100 "1,525" "32,500.00" SH SOLE " 32,500 "
COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 232 "12,500.00" SH SOLE " 12,500 "
COFLEXIP SPONSORED ADR 192384105 788 "14,400.00" SH SOLE " 14,400 "
COGNEX CORP COM 192422103 "3,317" "57,500.00" SH SOLE " 57,500 "
COGNOS INC COM 19244C109 "3,735" "59,700.00" SH SOLE " 59,700 "
COHERENT INC COM 192479103 967 "18,600.00" SH SOLE " 18,600 "
COHESION TECHNOLOGIES INC COM 19248N101 630 "42,700.00" SH SOLE " 42,700 "
COHU INC COM 192576106 "3,043" "73,000.00" SH SOLE " 73,000 "
COLE KENNETH PRODTNS INC CL A 193294105 400 "10,200.00" SH SOLE " 10,200 "
COLT TELECOM GROUP PLC SPONSORED ADR 196877104 574 "2,900.00" SH SOLE " 2,900 "
COLUMBIA ENERGY GROUP COM 197648108 "11,080" "187,000.00" SH SOLE " 187,000 "
COLUMBIA SPORTSWEAR CO COM 198516106 737 "30,100.00" SH SOLE " 30,100 "
COMCAST CORP CL A SPL 200300200 564 "13,000.00" SH OTHER 01 " 13,000 "
COMCAST CORP CL A SPL 200300200 "4,715" "108,700.00" SH SOLE " 108,700 "
COMCAST CORP CL A 200300101 367 "8,900.00" SH SOLE " 8,900 "
COMDISCO INC COM 200336105 "8,635" "195,700.00" SH SOLE " 195,700 "
COMMERCE BANCSHARES INC COM 200525103 819 "26,270.00" SH SOLE " 26,270 "
COMMERCE GROUP INC MASS COM 200641108 313 "10,600.00" SH SOLE " 10,600 "
COMMERCE ONE INC DEL COM 200693109 821 "5,500.00" SH SOLE " 5,500 "
COMMERCIAL METALS CO COM 201723103 "1,561" "56,500.00" SH SOLE " 56,500 "
COMMONWEALTH INDS INC DEL COM 203004106 700 "77,200.00" SH SOLE " 77,200 "
COMMONWEALTH TEL ENTERPRISES COM 203349105 "1,155" "24,600.00" SH SOLE " 24,600 "
COMMSCOPE INC COM 203372107 "3,385" "74,100.00" SH SOLE " 74,100 "
COMMTOUCH SOFTWARE LTD ORD M25596103 "1,586" "33,700.00" SH SOLE " 33,700 "
COMPANHIA CERVEJARIA BRAHMA SPON ADR PFD 20440X103 "1,414" "87,000.00" SH SOLE " 87,000 "
COMPANHIA PARANAENSE ENERG COP SPON ADR PFD 20441B407 807 "94,900.00" SH SOLE " 94,900 "
COMPANIA ANONIMA NACIONL TEL SPON ADR D 204421101 281 "9,700.00" SH SOLE " 9,700 "
COMPAQ COMPUTERS CORP COM 204493100 241 "9,000.00" SH OTHER 01 " 9,000 "
COMPASS BANCSHARES INC COM 20449H109 "2,273" "114,000.00" SH SOLE " 114,000 "
COMPETITIVE TECHNOLOGIES INC COM 204512107 360 "22,300.00" SH SOLE " 22,300 "
COMPUCOM SYS INC COM 204780100 223 "42,400.00" SH SOLE " 42,400 "
COMPUTER ASSOC INTL INC COM 204912109 "7,827" "133,800.00" SH SOLE " 133,800 "
COMSAT CORP COM SER 1 20564D107 "6,056" "293,609.00" SH SOLE " 293,609 "
CONAGRA INC COM 205887102 "1,207" "66,600.00" SH SOLE " 66,600 "
CONCENTRIC NETWORK CORP COM 20589R107 "2,987" "54,300.00" SH SOLE " 54,300 "
CONCORD CAMERA CORP COM 206156101 "4,175" "75,900.00" SH SOLE " 75,900 "
CONCURRENT COMPUTER CORP NEW COM 206710204 "2,328" "183,500.00" SH SOLE " 183,500 "
CONDUCTUS INC COM 206784100 493 "15,200.00" SH SOLE " 15,200 "
CONECTIV INC COM 206829103 558 "31,900.00" SH SOLE " 31,900 "
CONESTOGA ENTERPRISES INC COM 207015108 "4,430" "200,800.00" SH SOLE " 200,800 "
CONNETICS CORP COM 208192104 "5,978" "650,700.00" SH SOLE " 650,700 "
CONOCO INC CL A 208251306 "3,659" "148,600.00" SH SOLE " 148,600 "
CONOCO INC CL B 208251405 "3,775" "147,300.00" SH SOLE " 147,300 "
CONSOL ENERGY INC COM 20854P109 336 "31,600.00" SH SOLE " 31,600 "
CONSOLIDATED PAPERS INC COM 209759109 "5,320" "138,400.00" SH SOLE " 138,400 "
CONTINUOUS SOFTWARE CORP COM 21218R104 163 "17,300.00" SH SOLE " 17,300 "
CONVERGYS CORP COM 212485106 "1,590" "41,100.00" SH SOLE " 41,100 "
COOPER COS INC COM NEW 216648402 "3,788" "117,700.00" SH SOLE " 117,700 "
COOPER INDS INC COM 216669101 249 "7,100.00" SH SOLE " 7,100 "
COORS ADOLPH CO CL B 217016104 "7,498" "156,200.00" SH SOLE " 156,200 "
COORSTEK INC COM 217020106 547 "13,600.00" SH SOLE " 13,600 "
COPART INC COM 217204106 "2,189" "125,100.00" SH SOLE " 125,100 "
COPPER MTN NETWORKS INC COM 217510106 "5,146" "62,800.00" SH SOLE " 62,800 "
COR THERAPEUTICS INC COM 217753102 "2,570" "39,000.00" SH SOLE " 39,000 "
CORDANT TECHNOLOGIES INC COM 218412104 "2,602" "46,000.00" SH SOLE " 46,000 "
CORE LABORATORIES N V COM N22717107 953 "32,800.00" SH SOLE " 32,800 "
CORECOMM LIMITED ORD G2422R109 "8,661" "196,850.00" SH SOLE " 196,850 "
CORN PRODS INTL INC COM 219023108 "1,412" "58,700.00" SH SOLE " 58,700 "
CORNING INC COM 219350105 "14,337" "73,900.00" SH SOLE " 73,900 "
CORPORATE EXECUTIVE BRD CO COM 21988R102 548 "10,800.00" SH SOLE " 10,800 "
CORSAIR COMMUNICATIONS INC COM 220406102 842 "44,000.00" SH SOLE " 44,000 "
CORUS GROUP PLC SPONSORED ADR 22087M101 407 "24,300.00" SH SOLE " 24,300 "
CORVAS INTL INC COM 221005101 468 "42,500.00" SH SOLE " 42,500 "
COST PLUS INC CALIF COM 221485105 "2,287" "67,650.00" SH SOLE " 67,650 "
COSTCO WHSL CORP NEW COM 22160K105 "7,806" "148,500.00" SH SOLE " 148,500 "
COVANCE INC COM 222816100 389 "36,200.00" SH SOLE " 36,200 "
COVEST BANCSHARES INC COM 223032103 552 "59,675.00" SH OTHER 01 " 59,675 "
COX RADIO INC CL A 224051102 "1,554" "18,500.00" SH SOLE " 18,500 "
CRANE CO COM 224399105 608 "25,800.00" SH SOLE " 25,800 "
CREATIVE COMPUTERS INC COM 22527E107 348 "31,800.00" SH SOLE " 31,800 "
CREATIVE TECHNOLOGY LTD ORD Y1775U107 "4,626" "145,700.00" SH SOLE " 145,700 "
CREDENCE SYS CORP COM 225302108 "2,528" "20,200.00" SH SOLE " 20,200 "
CREE RESH INC COM 225447101 "1,050" "9,300.00" SH SOLE " 9,300 "
CREO PRODS INC COM 225606102 532 "12,200.00" SH SOLE " 12,200 "
CROSS A T CO CL A 227478104 410 "69,800.00" SH OTHER 01 " 69,800 "
CROSS TIMBERS OIL CO COM 227573102 276 "21,100.00" SH SOLE " 21,100 "
CSG SYS INTL INC COM 126349109 "5,120" "104,900.00" SH SOLE " 104,900 "
CSK AUTO CORP COM 125965103 "1,275" "91,500.00" SH SOLE " 91,500 "
CTC COMMUNICATIONS GROUP INC COM 126419100 "21,511" "504,650.00" SH SOLE " 504,650 "
CTG RES INC COM 125957100 "1,086" "29,200.00" SH SOLE " 29,200 "
CTS CORP COM 126501105 "12,854" "225,500.00" SH SOLE " 225,500 "
CULLEN FROST BANKERS INC COM 229899109 566 "21,400.00" SH SOLE " 21,400 "
CUMMINS ENGINE INC COM 231021106 462 "12,300.00" SH SOLE " 12,300 "
CURATIVE HEALTH SVCS INC COM 231264102 238 "39,600.00" SH SOLE " 39,600 "
CVC INC COM 126945104 625 "19,700.00" SH SOLE " 19,700 "
CYBERGOLD INC COM 23246N105 546 "50,800.00" SH SOLE " 50,800 "
CYBERIAN OUTPOST INC COM 231914102 "1,286" "151,300.00" SH SOLE " 151,300 "
CYBEROPTICS CORP COM 232517102 "1,180" "27,800.00" SH SOLE " 27,800 "
CYBEX COMPUTER PRODS CORP COM 232522102 927 "24,650.00" SH SOLE " 24,650 "
CYGNUS INC COM 232560102 384 "26,500.00" SH SOLE " 26,500 "
CYLINK CORP COM 232565101 625 "43,100.00" SH SOLE " 43,100 "
CYMER INC COM 232572107 "2,960" "59,200.00" SH SOLE " 59,200 "
CYOTHERAPEUTICS INC COM 232923102 195 "25,200.00" SH SOLE " 25,200 "
CYPRESS SEMICONDUCTOR CORP COM 232806109 "8,929" "181,300.00" SH SOLE " 181,300 "
CYRK INC COM 232817106 151 "17,100.00" SH SOLE " 17,100 "
CYSIVE INC COM 23281T108 986 "14,400.00" SH SOLE " 14,400 "
CYTYC CORP COM 232946103 931 "19,300.00" SH SOLE " 19,300 "
DAL-TILE INTL INC COM 23426R108 454 "57,200.00" SH SOLE " 57,200 "
DAMARK INTL INC CL A 235691102 "1,960" "51,400.00" SH SOLE " 51,400 "
DANKA BUSINESS SYS PLC SPONSORED ADR 236277109 "3,396" "554,400.00" SH SOLE " 554,400 "
DARDEN RESTAURANTS INC COM 237194105 "2,439" "136,900.00" SH SOLE " 136,900 "
DASSAULT SYS S A SPONSORED ADR 237545108 "1,238" "13,600.00" SH SOLE " 13,600 "
DATA BROADCASTING CORP COM 237596101 "2,562" "336,000.00" SH SOLE " 336,000 "
DATA RETURN CORP COM 23785M104 "1,992" "54,100.00" SH SOLE " 54,100 "
DATA TRANSMISSION NETWORK CORP COM 238017107 680 "23,900.00" SH SOLE " 23,900 "
DATALINK NET INC COM NEW 23804A206 "1,337" "21,000.00" SH SOLE " 21,000 "
DATASCOPE CORP COM 238113104 "1,257" "39,600.00" SH SOLE " 39,600 "
DATASTREAM SYS INC COM 238124101 "1,801" "62,100.00" SH SOLE " 62,100 "
DATUM INC COM 238208102 "1,033" "44,800.00" SH SOLE " 44,800 "
DAVOX CORP COM 239208101 "3,068" "114,700.00" SH SOLE " 114,700 "
DBT ONLINE INC COM 233044106 195 "10,500.00" SH SOLE " 10,500 "
DE BEERS CONS MINES LTD ADR DEFD 240253302 "3,746" "163,300.00" SH SOLE " 163,300 "
DE RIGO S P A SPONSORED ADR 245334107 85 "15,400.00" SH SOLE " 15,400 "
DEAN FOODS CO COM 242361103 "6,859" "256,400.00" SH SOLE " 256,400 "
DEB SHOPS INC COM 242728103 414 "30,100.00" SH SOLE " 30,100 "
DEERE & CO COM 244199105 "9,097" "239,400.00" SH SOLE " 239,400 "
DEL MONTE FOODS CO COM 24522P103 "1,099" "102,800.00" SH SOLE " 102,800 "
DELHAIZE AMER INC CL A 246688105 "6,951" "386,166.00" SH SOLE " 386,166 "
DELHAIZE AMER INC CL B 246688204 "3,098" "155,866.00" SH SOLE " 155,866 "
DELPHIA AUTOMOTIVE SYS CORP COM 247126105 "14,584" "911,500.00" SH SOLE " 911,500 "
DENDRITE INTL INC COM 248239105 "1,786" "85,300.00" SH SOLE " 85,300 "
DENSE PAC MICROSYSTEMS INC COM NEW 248719304 222 "23,400.00" SH SOLE " 23,400 "
DENTSPLY INTL INC NEW COM 249030107 "3,067" "108,100.00" SH SOLE " 108,100 "
DEPARTMENT 56 INC COM 249509100 717 "48,400.00" SH SOLE " 48,400 "
DESC S A DE C V SPON ADR C 250309101 "1,893" "126,200.00" SH SOLE " 126,200 "
DESCARTES SYS GROUP INC COM 249906108 "1,550" "32,900.00" SH SOLE " 32,900 "
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 "3,619" "45,100.00" SH SOLE " 45,100 "
DIAGEO P L C SPON ADR NEW 25243Q205 "3,805" "126,300.00" SH SOLE " 126,300 "
DIAGNOSTIC PRODS CORP COM 252450101 704 "28,800.00" SH SOLE " 28,800 "
DIAL CORP NEW COM 25247D101 "1,749" "127,200.00" SH SOLE " 127,200 "
DIAMETRICS MED INC COM 252532106 497 "44,200.00" SH SOLE " 44,200 "
DIAMOND TECHNOLOGY PARTNERS CL A 252762109 "1,703" "25,900.00" SH SOLE " 25,900 "
DIEBOLD INC COM 253651103 880 "32,000.00" SH OTHER 01 " 32,000 "
DIGENE CORP COM 253752109 368 "8,000.00" SH SOLE " 8,000 "
DIGI INTL INC COM 253798102 418 "45,200.00" SH SOLE " 45,200 "
DIGITAL IMPACT INC DEL COM 25385G106 516 "14,500.00" SH SOLE " 14,500 "
DIGITAL LIGHTWAVE INC COM 253855100 "2,368" "38,000.00" SH SOLE " 38,000 "
DIGITAL ORIGIN INC COM 25385X109 847 "45,800.00" SH SOLE " 45,800 "
DIGITAS INC COM 25388K104 "1,225" "50,000.00" SH SOLE " 50,000 "
DII GROUP INC COM 232949107 758 "6,700.00" SH SOLE " 6,700 "
DISNEY WALT CO COM 254687106 "1,650" "40,000.00" SH OTHER 01 " 40,000 "
DISNEY WALT CO COM 254687106 "10,651" "258,200.00" SH SOLE " 258,200 "
DISNEY WALT CO COM GO COM 254687205 "3,879" "188,050.00" SH SOLE " 188,050 "
DOCUMENTUM INC COM 256159104 "1,934" "24,800.00" SH SOLE " 24,800 "
DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 "3,632" "211,300.00" SH SOLE " 211,300 "
DONALDSON INC COM 257651109 930 "41,200.00" SH SOLE " 41,200 "
DONALDSON LUFKIN & JENRETTE NW COM 257661504 "5,181" "389,200.00" SH SOLE " 389,200 "
DORAL FINL CORP COM 25811P100 "1,266" "111,900.00" SH SOLE " 111,900 "
DOW JONES & CO INC COM 260561105 "1,364" "19,000.00" SH OTHER 01 " 19,000 "
DOW JONES & CO INC COM 260561105 "6,621" "92,200.00" SH SOLE " 92,200 "
DOWNEY FINL CORP COM 261018105 "1,080" "50,825.00" SH SOLE " 50,825 "
DPL INC COM 233293109 394 "17,738.00" SH SOLE " 17,738 "
DRESS BARN INC COM 261570105 714 "37,100.00" SH SOLE " 37,100 "
DREYERS GRAND ICE CREAM INC COM 261878102 "1,262" "49,000.00" SH SOLE " 49,000 "
DRUGSTORE COM INC COM 262241102 "1,493" "113,200.00" SH SOLE " 113,200 "
DU PONT E I DE NEMOURS & CO COM 263534109 "9,963" "188,200.00" SH SOLE " 188,200 "
DUALSTAR TECHNOLOGIES COM 263572109 233 "29,600.00" SH SOLE " 29,600 "
DUN & BRADSTREET CORP DEL COM 26483B106 "1,051" "36,700.00" SH OTHER 01 " 36,700 "
DUN & BRADSTREET CORP DEL COM 26483B106 "1,073" "37,500.00" SH SOLE " 37,500 "
DURA PHARMACEUTICALS INC COM 26632S109 "3,649" "296,400.00" SH SOLE " 296,400 "
DUSA PHARMACEUTICALS INC COM 266898105 823 "34,400.00" SH SOLE " 34,400 "
DVI INC COM 233343102 509 "35,700.00" SH SOLE " 35,700 "
E SIM LTD ORD M40990109 223 "9,900.00" SH SOLE " 9,900 "
E SPIRE COMMUNICATIONS INC COM 269153102 224 "31,900.00" SH SOLE " 31,900 "
E TRADE GROUP INC COM 269246104 "5,932" "196,900.00" SH SOLE " 196,900 "
EASTERN ENTERPRISES COM 27637F100 "11,574" "193,300.00" SH SOLE " 193,300 "
EASTERN UTILS ASSOC COM 277173100 857 "27,300.00" SH SOLE " 27,300 "
EASTMAN KODAK CO COM 277461109 "9,239" "170,100.00" SH SOLE " 170,100 "
EATON CORP COM 278058102 "6,139" "78,700.00" SH SOLE " 78,700 "
EATON VANCE CORP COM NON VTG 278265103 "4,534" "105,600.00" SH SOLE " 105,600 "
EBAY INC COM 278642103 "7,744" "44,000.00" SH SOLE " 44,000 "
EBENX INC COM 278668108 687 "23,300.00" SH SOLE " 23,300 "
ECHELON CORP COM 27874N105 465 "7,100.00" SH SOLE " 7,100 "
EDISON INTL COM 281020107 "4,888" "295,100.00" SH SOLE " 295,100 "
EDUCATION MGMT CORP COM 28139T101 "1,857" "128,600.00" SH SOLE " 128,600 "
EFAX COM INC COM 282012103 347 "63,900.00" SH SOLE " 63,900 "
EGAIN COMMUNICATIONS COM 28225C103 359 "9,200.00" SH SOLE " 9,200 "
EGGHEAD COM INC NEW COM 282329101 "1,276" "181,496.00" SH SOLE " 181,496 "
EGL INC COM 268484102 "1,086" "46,450.00" SH SOLE " 46,450 "
EGREETINGS NETWORK INC COM 282343102 126 "22,100.00" SH SOLE " 22,100 "
EL PASO ELEC CO COM NEW 283677854 155 "14,900.00" SH SOLE " 14,900 "
ELANTEC SEMICONDUCTOR INC COM 284155108 "2,016" "27,400.00" SH SOLE " 27,400 "
ELBIT COMPUTERS LTD ORD 284275104 616 "47,400.00" SH SOLE " 47,400 "
ELCOM INTL INC COM 284434107 "1,387" "94,400.00" SH SOLE " 94,400 "
ELCOR CORP COM 284443108 257 "7,450.00" SH SOLE " 7,450 "
ELECTROGLAS INC COM 285324109 "4,583" "133,800.00" SH SOLE " 133,800 "
ELECTRONIC DATA SYS NEW COM 285661104 "15,270" "237,900.00" SH SOLE " 237,900 "
ELF AQUITAINE SPONSORED ADR 286269105 "1,234" "14,200.00" SH SOLE " 14,200 "
E-LOAN INC COM 26861P107 526 "75,100.00" SH SOLE " 75,100 "
ELOT INC COM 290143106 "1,751" "298,000.00" SH SOLE " 298,000 "
ELSCINT LTD NEW ORD M40168102 122 "17,800.00" SH SOLE " 17,800 "
EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N100 "9,871" "385,200.00" SH SOLE " 385,200 "
EMCOR GROUP INC COM 29084Q100 727 "34,600.00" SH SOLE " 34,600 "
EMERGE INTERACTIVE INC CL A 29088W103 225 "7,470.00" SH SOLE " 7,470 "
EMERSON ELEC CO COM 291011104 "6,758" "127,200.00" SH SOLE " 127,200 "
EMPIRE DIST ELEC CO COM 291641108 449 "22,900.00" SH SOLE " 22,900 "
EMPRESAS ICA SOCIEDAD CONTRLAD SPONSORED ADR 292448107 97 "39,900.00" SH SOLE " 39,900 "
EN POINTE TECHNOLOGIES INC COM 29247F108 216 "5,400.00" SH SOLE " 5,400 "
ENCORE WIRE CORP COM 292562105 409 "56,900.00" SH SOLE " 56,900 "
ENDOSONICS CORP COM 29264K105 109 "17,200.00" SH SOLE " 17,200 "
ENERSIS S A SPONSORED ADR 29274F104 305 "15,000.00" SH SOLE " 15,000 "
ENESCO GROUP INC COM 292973104 979 "138,600.00" SH SOLE " 138,600 "
ENGLEHARD CORP COM 292845104 358 "23,700.00" SH SOLE " 23,700 "
ENI S P A SPONSORED ADR 26874R108 "4,608" "90,800.00" SH SOLE " 90,800 "
ENTERGY CORP NEW COM 29364G103 "5,469" "270,900.00" SH SOLE " 270,900 "
ENTRADE INC COM 29382L100 997 "32,300.00" SH SOLE " 32,300 "
EOG RES INC COM 26875P101 "3,905" "184,300.00" SH SOLE " 184,300 "
EPCOS AG ARD 29410P107 "1,336" "10,200.00" SH SOLE " 10,200 "
EPITOPE INC COM 294261102 471 "50,200.00" SH SOLE " 50,200 "
EQUANT N V NY REG SHS 294409107 "1,446" "17,000.00" SH SOLE " 17,000 "
EQUITABLE RES INC COM 294549100 "2,635" "58,800.00" SH SOLE " 58,800 "
EQUITY MARKETING INC COM 294724109 349 "32,700.00" SH SOLE " 32,700 "
ERICSSON L M TEL CO ADR CL B 294821400 "12,852" "137,000.00" SH SOLE " 137,000 "
ESC MEDICAL SYS LTD ORD M40868107 "1,396" "120,100.00" SH SOLE " 120,100 "
ESHARE TECHNOLOGIES INC GA COM 296428105 "1,089" "88,000.00" SH SOLE " 88,000 "
ESPEED INC CL A 296643109 262 "5,000.00" SH SOLE " 5,000 "
ESS TECHNOLOGY INC COM 269151106 "3,581" "204,600.00" SH SOLE " 204,600 "
E-STAMP CORP COM 269154100 358 "48,500.00" SH SOLE " 48,500 "
ESTERLINE TECHNOLOGIES CORP COM 297425100 241 "18,500.00" SH SOLE " 18,500 "
ETEC SYS INC COM 26922C103 455 "3,700.00" SH SOLE " 3,700 "
E-TEK DYNAMICS INC COM 269240107 "3,223" "13,700.00" SH SOLE " 13,700 "
ETOYS INC COM 297862104 827 "93,500.00" SH SOLE " 93,500 "
EVANS & SUTHERLAND COMPUTER CP COM 299096107 "1,662" "147,700.00" SH SOLE " 147,700 "
EVEREST RE GROUP LTD COM G3223R108 574 "17,600.00" SH SOLE " 17,600 "
EXABYTE CORP COM 300615101 "1,443" "194,000.00" SH SOLE " 194,000 "
EXACTIS COM INC COM 30064G104 345 "15,700.00" SH SOLE " 15,700 "
EXAR CORP COM 300645108 "2,948" "41,200.00" SH SOLE " 41,200 "
EXODUS COMMUNICATIONS INC COM 302088109 "5,957" "42,400.00" SH SOLE " 42,400 "
EXPEDIA INC COM 302125109 278 "13,100.00" SH SOLE " 13,100 "
EXTENDED STAY AMER INC COM 30224P101 650 "86,600.00" SH SOLE " 86,600 "
EXTREME NETWORKS INC COM 30226D106 "5,601" "70,900.00" SH SOLE " 70,900 "
EXXON MOBIL CORP COM 30231G102 "9,543" "122,340.00" SH SOLE " 122,340 "
EZENIA INC COM 302311105 699 "66,600.00" SH SOLE " 66,600 "
F M C CORP COM NEW 302491303 "3,740" "66,200.00" SH SOLE " 66,200 "
F5 NETWORKS INC COM 315616102 "6,626" "97,800.00" SH SOLE " 97,800 "
FAIR ISAAC & CO INC COM 303250104 766 "19,700.00" SH SOLE " 19,700 "
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 628 "17,200.00" SH SOLE " 17,200 "
FAIRFIELD CMNTYS INC COM PAR 304231301 "1,586" "199,800.00" SH SOLE " 199,800 "
FAMILY DLR STORES INC COM 307000109 "1,342" "64,500.00" SH SOLE " 64,500 "
FBL FINL GROUP INC CL A 30239F106 255 "17,000.00" SH SOLE " 17,000 "
FEDERAL HOME LN MTG CORP COM 313400301 "4,419" "100,000.00" SH SOLE " 100,000 "
FEDERAL NATL MTG ASSN COM 313586109 "18,196" "321,700.00" SH SOLE " 321,700 "
FEDERATED DEPT STORES INC DEL COM 31410H101 "8,851" "209,500.00" SH SOLE " 209,500 "
FEDEX CORP COM 31428X106 "9,905" "255,200.00" SH SOLE " 255,200 "
FILA HLDG SPA SPONSORED ADR 316850106 499 "67,100.00" SH SOLE " 67,100 "
FILENET CORP COM 316869106 "3,859" "129,700.00" SH SOLE " 129,700 "
FINANCIAL SEC ASSURN HLDGS LTD COM 31769P100 "6,463" "88,000.00" SH SOLE " 88,000 "
FIRST CHARTER CORP COM 319439105 312 "23,970.00" SH SOLE " 23,970 "
FIRST DATA CORP COM 319963104 "2,876" "64,800.00" SH SOLE " 64,800 "
FIRST HEALTH GROUP CORP COM 320960107 "2,717" "85,900.00" SH SOLE " 85,900 "
FIRST MIDWEST BANCORP DEL COM 320867104 480 "19,800.00" SH SOLE " 19,800 "
FIRST SEC CORP DEL COM 336294103 "2,653" "221,100.00" SH SOLE " 221,100 "
FIRST WASH BANCORP INC COM 33748T104 283 "15,500.00" SH SOLE " 15,500 "
FIRSTCOM CORP COM 33763T104 "1,197" "35,000.00" SH SOLE " 35,000 "
FIRSTFED FINL CORP COM 337907109 975 "73,600.00" SH SOLE " 73,600 "
FIRSTMERIT CORP COM 337915102 "1,549" "84,000.00" SH SOLE " 84,000 "
FISERV INC COM 337738108 "3,678" "98,900.00" SH SOLE " 98,900 "
FLAG TELECOM HOLDINGS LTD ORD G3529L102 "2,156" "95,300.00" SH SOLE " 95,300 "
FLEET BOSTON FINL CORP COM 339030108 "1,548" "42,400.00" SH SOLE " 42,400 "
FLEMING COS INC COM 339130106 "3,986" "264,600.00" SH SOLE " 264,600 "
FLORIDA PROGRESS CORP COM 341109106 "4,376" "95,400.00" SH SOLE " 95,400 "
FLORIDA ROCK INDS INC COM 341140101 "1,039" "37,100.00" SH SOLE " 37,100 "
FLUOR CORP COM 343861100 "14,449" "466,100.00" SH SOLE " 466,100 "
FOGDOG INC COM 344167101 139 "25,300.00" SH SOLE " 25,300 "
FOOTSTAR INC COM 344912100 274 "9,700.00" SH SOLE " 9,700 "
FORMULA SYS 1985 LTD GDR REG S 346414105 "1,238" "20,300.00" SH SOLE " 20,300 "
FORT JAMES CORP COM 347471104 502 "22,800.00" SH SOLE " 22,800 "
FORTUNE BRANDS INC COM 349631101 300 "12,000.00" SH OTHER 01 " 12,000 "
FOSTER WHEELER CORP COM 350244109 "3,240" "480,000.00" SH SOLE " 480,000 "
FOUNDATION HEALTH SYS INC COM 350404109 386 "48,200.00" SH SOLE " 48,200 "
FOUNDRY NETWORKS INC COM 35063R100 "8,539" "59,400.00" SH SOLE " 59,400 "
FOX ENTMT GROUP INC CL A 35138T107 "5,568" "186,000.00" SH SOLE " 186,000 "
FPIC INS GROUP INC COM 302563101 "3,113" "177,900.00" SH SOLE " 177,900 "
FRANCE TELECOM SPONSORED ADR 35177Q105 265 "1,500.00" SH SOLE " 1,500 "
FRANKLIN COVEY CORP COM 353469109 565 "77,900.00" SH SOLE " 77,900 "
FRANKLIN ELECTR PUBLISHERS INC COM 353515109 "1,054" "150,500.00" SH SOLE " 150,500 "
FRANKLIN RES INC COM 354613101 "2,712" "81,100.00" SH SOLE " 81,100 "
FREEDOM SECS CORP COM 35644K103 367 "23,500.00" SH SOLE " 23,500 "
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 "6,453" "535,000.00" SH SOLE " 535,000 "
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 "1,734" "155,900.00" SH SOLE " 155,900 "
FRESENIUS MED CARE AG SPONSORED ADR 358029106 965 "39,800.00" SH SOLE " 39,800 "
FRIEDMAN BILLINGS RAMSEY GROUP CL A 358433100 392 "36,000.00" SH SOLE " 36,000 "
FRITZ COS INC COM 358846103 483 "47,700.00" SH SOLE " 47,700 "
FSI INTL INC COM 302633102 "1,599" "78,000.00" SH SOLE " 78,000 "
FULLER H B CO COM 359694106 "1,290" "32,300.00" SH SOLE " 32,300 "
FURNITURE BRANDS INTL INC COM 360921100 "1,840" "97,800.00" SH SOLE " 97,800 "
G & K SVCS INC CL A 361268105 248 "12,700.00" SH SOLE " 12,700 "
GADZOOKS INC COM 362553109 "1,722" "79,400.00" SH SOLE " 79,400 "
GALLAGHER ARTHUR J & CO COM 363576109 "5,957" "183,300.00" SH SOLE " 183,300 "
GAP INC DEL COM 364760108 578 "11,600.00" SH SOLE " 11,600 "
GARTNER GROUP INC NEW COM 366651107 "3,906" "248,000.00" SH SOLE " 248,000 "
GARTNER GROUP INC NEW CL B 366651206 21 "1,614.00" SH OTHER 01 " 1,614 "
GARTNER GROUP INC NEW CL B 366651206 "1,193" "89,600.00" SH SOLE " 89,600 "
GASONICS INTL CORP COM 367278108 "1,539" "38,800.00" SH SOLE " 38,800 "
GATEWAY INC COM 367626108 "14,735" "267,900.00" SH SOLE " 267,900 "
GAYLORD CONTAINER CORP CL A 368145108 244 "38,300.00" SH SOLE " 38,300 "
GELTEX PHARMACEUTICALS INC COM 368538104 494 "29,500.00" SH SOLE " 29,500 "
GEMSTAR INTL GROUP LTD ORD G3788V106 430 "5,000.00" SH SOLE " 5,000 "
GENE LOGIC INC COM 368689105 "4,543" "108,000.00" SH SOLE " 108,000 "
GENELABS TECHNOLOGIES INC COM 368706107 816 "131,800.00" SH SOLE " 131,800 "
GENENTECH INC COM NEW 368710406 "8,436" "55,500.00" SH SOLE " 55,500 "
GENERAL CABLE CORP DEL NEW COM 369300108 662 "84,700.00" SH SOLE " 84,700 "
GENERAL MTRS CORP COM 370442105 "10,053" "121,400.00" SH SOLE " 121,400 "
GENERAL MTRS CORP CL H NEW 370442832 "11,429" "91,800.00" SH SOLE " 91,800 "
GENERAL SEMICONDUCTOR INC COM 370787103 887 "51,400.00" SH SOLE " 51,400 "
GENESCO INC COM 371532102 "2,407" "183,400.00" SH SOLE " 183,400 "
GENRAD INC COM 372447102 "1,939" "156,700.00" SH SOLE " 156,700 "
GENSET SA SPONSORED ADR 37244T104 932 "28,700.00" SH SOLE " 28,700 "
GENTEX CORP COM 371901109 308 "8,300.00" SH SOLE " 8,300 "
GENTIA SOFTWARE PLC SPONSORED ADR 37245A104 158 "15,100.00" SH SOLE " 15,100 "
GENTNER COMMUNICATIONS CORP COM 37245J1051 237 "11,700.00" SH SOLE " 11,700 "
GENUS INC COM 372461103 "1,687" "121,600.00" SH SOLE " 121,600 "
GENZYME CORP COM-TISSUE REP 372917401 236 "35,667.00" SH SOLE " 35,667 "
GENZYME CORP COM SURG PROD 372917609 704 "59,873.00" SH SOLE " 59,873 "
GEON CO COM 37246W105 "3,646" "169,600.00" SH SOLE " 169,600 "
GEORGIA GULF CORP COM PAR $0.01 373200203 "12,568" "483,400.00" SH SOLE " 483,400 "
GEORGIA PAC CORP COM 373298108 "1,187" "30,000.00" SH SOLE " 30,000 "
GEOWORKS CORP COM 373692102 "2,373" "66,600.00" SH SOLE " 66,600 "
GERON CORP COM 374163103 425 "15,300.00" SH SOLE " 15,300 "
GETTHERE COM INC COM 374266104 "1,587" "103,200.00" SH SOLE " 103,200 "
GLENAYRE TECHNOLOGIES INC COM 377899109 "2,389" "136,000.00" SH SOLE " 136,000 "
GLOBAL INDS LTD COM 379336100 484 "33,100.00" SH SOLE " 33,100 "
GLOBAL LT TELECOMMUNICATIONS COM 37934X100 "2,306" "112,500.00" SH SOLE " 112,500 "
GLOBAL MARINE INC COM 379352404 "4,080" "160,800.00" SH SOLE " 160,800 "
GLOBAL TELESYSTEMS GROUP COM 37936U104 "3,075" "150,000.00" SH SOLE " 150,000 "
GLOBECOMM SYSTEMS INC COM 37956X103 955 "35,800.00" SH SOLE " 35,800 "
GLOBO CABO S A SPONSORED ADR 37957X102 "1,658" "88,400.00" SH SOLE " 88,400 "
GOLDEN ST BANCORP INC COM 381197102 578 "38,700.00" SH SOLE " 38,700 "
GOLDEN WEST FINL CORP DEL COM 381317106 "7,554" "242,200.00" SH SOLE " 242,200 "
GOLDMAN SACHS GROUP INC COM 38141G104 "12,693" "120,600.00" SH SOLE " 120,600 "
GOTO COM INC COM 38348T107 694 "16,900.00" SH SOLE " 16,900 "
GP STRATEGIES CORPORATION COM 36225V104 "2,951" "715,500.00" SH SOLE " 715,500 "
GRACE W R & CO DEL NEW COM 38388F108 "4,571" "355,000.00" SH SOLE " 355,000 "
GRACO INC COM 384109104 "1,030" "35,500.00" SH SOLE " 35,500 "
GRAPHON CORP COM 388707101 "1,124" "56,900.00" SH SOLE " 56,900 "
GREAT ATLANTIC & PAC TEA INC COM 390064103 "5,123" "262,700.00" SH SOLE " 262,700 "
GREAT PLAINS SOFTWARE COM 39119E105 854 "16,000.00" SH SOLE " 16,000 "
GREENPOINT FINL CORP COM 395384100 671 "34,200.00" SH SOLE " 34,200 "
GRIC COMMUNICATIONS INC COM 398081109 "1,475" "43,700.00" SH SOLE " 43,700 "
GROUPE AB SA SPONSORED ADR 39944Q109 163 "13,200.00" SH SOLE " 13,200 "
GRUPO TELEVISA SA DE CV SP ADR 40049J206 "4,162" "61,200.00" SH SOLE " 61,200 "
GSI LUMONICS INC COM 36229U102 180 "10,507.00" SH SOLE " 10,507 "
GTE CORP COM 362320103 "29,330" "413,100.00" SH SOLE " 413,100 "
GTS DURATEK INC COM 36237J107 442 "42,600.00" SH SOLE " 42,600 "
GUESS INC COM 401617105 "1,658" "51,800.00" SH SOLE " 51,800 "
GUIDANT CORP COM 401698105 "8,372" "142,200.00" SH SOLE " 142,200 "
GUILFORD MLS INC COM 401794102 933 "121,400.00" SH SOLE " 121,400 "
GULF INDONESIA RES LTD COM 402284103 658 "82,900.00" SH SOLE " 82,900 "
GULF ISLAND FABRICATION INC COM 402307102 279 "19,100.00" SH SOLE " 19,100 "
GYMBOREE CORP COM 403777105 "1,686" "408,800.00" SH SOLE " 408,800 "
HADCO CORP COM 404681108 402 "6,200.00" SH SOLE " 6,200 "
HAEMONETICS CORP COM 405024100 808 "35,900.00" SH SOLE " 35,900 "
HALL KINION & ASSOCIATES INC COM 406069104 327 "13,600.00" SH SOLE " 13,600 "
HALLIBURTON CO COM 406216101 "10,812" "262,900.00" SH SOLE " 262,900 "
HA-LO INDS INC COM 404429102 197 "25,000.00" SH SOLE " 25,000 "
HANDELMAN CO DEL COM 410252100 "2,491" "280,700.00" SH SOLE " 280,700 "
HANNAFORD BROS CO COM 410550107 "22,907" "310,600.00" SH SOLE " 310,600 "
HANOVER DIRECT INC COM 410783104 640 "269,298.00" SH OTHER 01 " 269,298 "
HANSON PLC SPON ADR 411352404 "2,784" "78,700.00" SH SOLE " 78,700 "
HARBINGER CORP COM 41145C103 "1,581" "54,300.00" SH SOLE " 54,300 "
HARCOURT GEN INC COM 41163G101 "4,369" "117,300.00" SH SOLE " 117,300 "
HARLAND JOHN H CO COM 412693103 "2,083" "154,300.00" SH SOLE " 154,300 "
HARLEY DAVIDSON INC COM 412822108 619 "7,800.00" SH SOLE " 7,800 "
HARMAN INTL INDS INC COM 413086109 "3,798" "63,300.00" SH SOLE " 63,300 "
HARMONIC INC COM 413160102 "13,795" "165,700.00" SH SOLE " 165,700 "
HARRIS & HARRIS GROUP INC COM 413833104 997 "60,200.00" SH SOLE " 60,200 "
HARRIS CORP DEL COM 413875105 "2,475" "71,600.00" SH SOLE " 71,600 "
HARRIS INTERACTIVE INC COM 414549105 732 "112,600.00" SH SOLE " 112,600 "
HARTE-HANKS INC COM 416196103 "2,230" "98,300.00" SH SOLE " 98,300 "
HARTFORD LIFE INC CL A 416592103 "4,134" "88,200.00" SH SOLE " 88,200 "
HASBRO INC COM 418056107 "7,633" "457,400.00" SH SOLE " 457,400 "
HASBRO INC. COM 418056107 134 "8,000.00" SH OTHER 01 " 8,000 "
HAVEN BANCORP INC COM 419352109 227 "14,500.00" SH SOLE " 14,500 "
HEALTH MGMT ASSOC INC NEW CL A 421933102 "2,797" "196,300.00" SH SOLE " 196,300 "
HEALTH MGMT SYS INC COM 42219M100 393 "81,700.00" SH SOLE " 81,700 "
HEALTHSOUTH CORP COM 421924101 "1,466" "257,700.00" SH SOLE " 257,700 "
HEARTPORT INC COM 421969106 238 "51,400.00" SH SOLE " 51,400 "
HECTOR COMMUNICATIONS CORP COM 422730101 325 "22,800.00" SH SOLE " 22,800 "
HELEN OF TROY CORP LTD COM G4388N106 299 "43,500.00" SH SOLE " 43,500 "
HELIX TECHNOLOGY CORP COM 423319102 "4,144" "69,000.00" SH SOLE " 69,000 "
HERTZ CORP CL A 428040109 "3,307" "97,100.00" SH SOLE " 97,100 "
HEWLETT PACKARD CO COM 428236103 "11,149" "84,100.00" SH SOLE " 84,100 "
HIBERNIA CORP CL A 428656102 "2,523" "240,300.00" SH SOLE " 240,300 "
HILTON HOTELS CORP COM 432848109 814 "105,000.00" SH OTHER 01 " 105,000 "
HITACHI LIMITED ADR 433578507 "1,706" "14,000.00" SH SOLE " 14,000 "
HNC SOFTWARE INC COM 40425P107 "2,652" "36,800.00" SH SOLE " 36,800 "
HOLLYWOOD ENTMT CORP COM 436141105 "1,086" "134,700.00" SH SOLE " 134,700 "
HOLOGIC INC COM 436440101 197 "24,800.00" SH SOLE " 24,800 "
HOMESTAKE MNG CO COM 437614100 761 "126,900.00" SH SOLE " 126,900 "
HONDA MOTOR LTD AMERN 438128308 626 "7,700.00" SH SOLE " 7,700 "
HONEYWELL INTL INC COM 438516106 "3,567" "67,700.00" SH SOLE " 67,700 "
HOOPER HOLMES INC COM 439104100 "1,328" "38,700.00" SH SOLE " 38,700 "
HOOVERS INC COM 439321100 845 "74,300.00" SH SOLE " 74,300 "
HORACE MANN EDUCATORS CORP NEW COM 440327104 "1,829" "99,200.00" SH SOLE " 99,200 "
HORMEL FOODS CORP COM 440452100 "9,090" "553,000.00" SH SOLE " 553,000 "
HOT TOPIC INC COM 441339108 "2,401" "68,600.00" SH SOLE " 68,600 "
HOUSEHOLD INTL INC COM 441815107 "2,948" "79,000.00" SH SOLE " 79,000 "
HOUSTON EXPL CO COM 442120101 335 "18,600.00" SH SOLE " 18,600 "
HUANENG PWR INTL INC SPON ADR 443304100 783 "97,900.00" SH SOLE " 97,900 "
HUBBELL INC CL B 443510201 "1,634" "59,700.00" SH SOLE " 59,700 "
HUDSON UNITED BANCORP COM 444165104 469 "21,636.00" SH SOLE " 21,636 "
HUFFY CORP COM 444356109 123 "28,000.00" SH SOLE " 28,000 "
HUNT J B TRANS SVCS INC COM 445658107 329 "24,000.00" SH SOLE " 24,000 "
HUNTINGTON BANCSHARES INC COM 446150104 952 "42,557.00" SH SOLE " 42,557 "
HUSSMANN INTL INC COM 448110106 307 "24,200.00" SH OTHER 01 " 24,200 "
IBASIS INC COM 450732102 "1,306" "31,800.00" SH SOLE " 31,800 "
IBIS TECHNOLOGY CORP COM 450909106 243 "2,700.00" SH SOLE " 2,700 "
IBP INC COM 449223106 "3,862" "245,200.00" SH SOLE " 245,200 "
I-CABLE COMMUNICATIONS LTD SPONSORED ADR 44934B104 162 "10,600.00" SH SOLE " 10,600 "
ICG COMMUNICATIONS INC COM 449246107 "2,027" "56,100.00" SH SOLE " 56,100 "
ICICI LTD SPONSORED ADR 44926P103 900 "40,000.00" SH SOLE " 40,000 "
ICU MED INC COM 44930G107 223 "12,400.00" SH SOLE " 12,400 "
IDEC PHARMACEUTICALS CORP COM 449370105 "5,777" "58,800.00" SH SOLE " 58,800 "
IDENTIX INC COM 451906101 245 "8,800.00" SH SOLE " 8,800 "
IDEXX LABS INC COM 45168D104 "1,685" "72,300.00" SH SOLE " 72,300 "
IDX SYS CORP COM 449491109 630 "23,000.00" SH SOLE " 23,000 "
IFR SYSTEMS INC COM 449507102 186 "30,400.00" SH SOLE " 30,400 "
IGATE CAPITAL CORP COM 45169U105 "2,112" "46,800.00" SH SOLE " 46,800 "
IGEN INC COM 449536101 "2,213" "88,500.00" SH SOLE " 88,500 "
IGO CORP COM 449592104 243 "33,800.00" SH SOLE " 33,800 "
IKON OFFICE SOLUTIONS INC COM 451713101 "1,453" "234,900.00" SH SOLE " 234,900 "
IKOS SYS INC COM NEW 451716203 "1,780" "137,600.00" SH SOLE " 137,600 "
ILLUMINET HLDGS INC COM 452334105 "1,979" "40,200.00" SH SOLE " 40,200 "
IMAGE ENTMT INC COM NEW 452439201 53 "10,900.00" SH SOLE " 10,900 "
IMATION CORP COM 45245A107 "4,660" "174,600.00" SH SOLE " 174,600 "
IMAX CORP COM 45245E109 "1,708" "79,200.00" SH SOLE " 79,200 "
IMC GLOBAL INC COM 449669100 771 "52,500.00" SH SOLE " 52,500 "
IMCLONE SYS INC COM 45245W109 "1,922" "25,000.00" SH SOLE " 25,000 "
IMCO RECYCLING INC COM 449681105 584 "52,800.00" SH SOLE " 52,800 "
IMMUCOR INC COM 452526106 151 "15,300.00" SH SOLE " 15,300 "
IMMUNEX CORP NEW COM 452528102 "5,183" "81,700.00" SH SOLE " 81,700 "
IMMUNOMEDICS INC COM 452907108 "2,628" "101,800.00" SH SOLE " 101,800 "
IMPERIAL BANCORP COM 452556103 "5,768" "186,056.00" SH SOLE " 186,056 "
IMPERIAL CHEM INDS PLC ADR NEW 452704505 "3,454" "107,100.00" SH SOLE " 107,100 "
IMPERIAL OIL LTD COM NEW 453038408 "2,062" "98,500.00" SH SOLE " 98,500 "
IMS HEALTH INC COM 449934108 210 "12,400.00" SH OTHER 01 " 12,400 "
IMS HEALTH INC COM 449934108 "1,558" "92,000.00" SH SOLE " 92,000 "
IN FOCUS SYS INC COM 452919103 "5,927" "165,500.00" SH SOLE " 165,500 "
INCO LTD COM 453258402 "9,685" "527,100.00" SH SOLE " 527,100 "
INDEPENDENCE CMNTY BK CORP COM 453414104 "1,224" "110,000.00" SH SOLE " 110,000 "
INDEPENDENT ENERGY HLDGS PLC SPONSORED ADR 45384X108 "1,773" "39,500.00" SH SOLE " 39,500 "
INDUS INTL INC COM 45578L100 754 "90,000.00" SH SOLE " 90,000 "
INDUSTRIE NATUZZI SPA ADR 456478106 352 "30,400.00" SH SOLE " 30,400 "
INDUSTRI-MATEMATIK INTL CORP COM 455792101 431 "31,600.00" SH SOLE " 31,600 "
INET TECHNOLOGIES INC COM 45662V105 "2,033" "38,400.00" SH SOLE " 38,400 "
INFINITY BROADCASTING CP NEW CL A 45662S102 "2,431" "75,100.00" SH SOLE " 75,100 "
INFONET SVCS CORP CL B 45666T106 "3,844" "169,900.00" SH SOLE " 169,900 "
INFORMATICA CORP COM 45666Q102 "1,421" "18,500.00" SH SOLE " 18,500 "
INFORMATION RES INC COM 456905108 876 "109,500.00" SH SOLE " 109,500 "
INFORMIX CORP COM 456779107 "4,360" "257,400.00" SH SOLE " 257,400 "
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 "2,335" "12,100.00" SH SOLE " 12,100 "
INFOSYS TECHNOLOGIES-SP A SPONSORED ADR 456788108 212 "1,100.00" SH OTHER 02 " 1,100 "
INFOUSA INC NEW COM 456818301 283 "31,000.00" SH SOLE " 31,000 "
INGERSOLL-RAND CO COM 456866102 "10,235" "231,300.00" SH SOLE " 231,300 "
INHALE THERAPEUTIC SYS INC COM 457191104 "2,272" "30,500.00" SH SOLE " 30,500 "
INKINE PHARMACEUTICALS INC COM 457214104 309 "42,800.00" SH SOLE " 42,800 "
INKTOMI CORP COM 457277101 702 "3,600.00" SH SOLE " 3,600 "
INPUT SOFTWARE INC COM 457654101 663 "27,500.00" SH SOLE " 27,500 "
INSIGHT COMMUNICATIONS INC CL A 45768V108 "2,242" "108,700.00" SH SOLE " 108,700 "
INSIGHT ENTERPRISES INC COM 45765U103 "3,232" "88,700.00" SH SOLE " 88,700 "
INSIGNIA FINL GROUP INC NEW COM 45767A105 238 "17,034.00" SH SOLE " 17,034 "
INSITUFORM TECHNOLOGIES INC CL A 457667103 "2,352" "76,800.00" SH SOLE " 76,800 "
INSWEB CORP COM 45809K103 958 "99,500.00" SH SOLE " 99,500 "
INTEGRATED DEVICE TECHNOLOGY COM 458118106 "1,597" "40,300.00" SH SOLE " 40,300 "
INTEGRATED SILICON SOLUTION COM 45812P107 "1,545" "52,700.00" SH SOLE " 52,700 "
INTEL CORP COM 458140100 "15,460" "117,178.00" SH SOLE " 117,178 "
INTELIDATA TECHNOLOGIES CORP COM 45814T107 "3,286" "205,400.00" SH SOLE " 205,400 "
INTELLICORP INC COM 458153103 127 "31,800.00" SH SOLE " 31,800 "
INTERFACE SYS INC COM 458667102 419 "6,300.00" SH SOLE " 6,300 "
INTERGRAPH CORP COM 458683109 373 "42,000.00" SH SOLE " 42,000 "
INTERLEAF INC COM NEW 458729209 686 "14,600.00" SH SOLE " 14,600 "
INTERLINK ELECTRS COM 458751104 "1,059" "11,100.00" SH SOLE " 11,100 "
INTERMAGNETICS GEN CORP COM 458771102 321 "18,872.00" SH SOLE " 18,872 "
INTERMET CORP COM 45881K104 550 "60,300.00" SH SOLE " 60,300 "
INTERNATIONAL BUSINESS MACHS COM 459200101 "12,216" "103,200.00" SH SOLE " 103,200 "
INTERNATIONAL GAME TECHNOLOGY COM 459902102 665 "30,674.00" SH SOLE " 30,674 "
INTERNATIONAL HOME FOODS INC COM 459655106 "1,262" "78,900.00" SH SOLE " 78,900 "
INTERNATIONAL RECTIFIER CORP COM 460254105 "2,901" "76,100.00" SH SOLE " 76,100 "
INTERNET CAP GROUP INC COM 46059C106 "2,691" "29,800.00" SH SOLE " 29,800 "
INTERNET COM CORP COM 460967102 "1,097" "26,200.00" SH SOLE " 26,200 "
INTERNET INITIATIVE JAPAN INC SPONSORED ADR 46059T109 412 "5,900.00" SH SOLE " 5,900 "
INTERSPEED INC COM 46070W107 242 "11,300.00" SH SOLE " 11,300 "
INTERSTATE BAKERIES CORP DEL COM 46072H108 "1,283" "90,000.00" SH SOLE " 90,000 "
INTERTAN INC COM 461120107 "5,773" "419,850.00" SH SOLE " 419,850 "
INTERTRUST TECHNOLOGIES CORP COM 46113Q109 "2,040" "48,000.00" SH SOLE " 48,000 "
INTERVOICE-BRITE INC COM 461142101 "2,684" "92,960.00" SH SOLE " 92,960 "
INTERVU INC COM 46114R106 "3,069" "34,100.00" SH SOLE " 34,100 "
INTERWORLD CORP COM 46114Q108 684 "12,100.00" SH SOLE " 12,100 "
INTERWOVEN INC COM 46114T102 538 "4,900.00" SH SOLE " 4,900 "
INTL PAPER CO COM 460146103 "8,294" "194,000.00" SH SOLE " 194,000 "
INTL SPECIALTY PRODS INC NEW COM 460337108 105 "16,300.00" SH SOLE " 16,300 "
INTRAWARE INC COM 46118M103 851 "20,600.00" SH SOLE " 20,600 "
INTUIT COM 461202103 "1,115" "20,500.00" SH OTHER 01 " 20,500 "
ION NETWORKS INC COM 46205P100 "1,197" "35,600.00" SH SOLE " 35,600 "
IONA TECHNOLOGIES PLC SPONSORED ADR 46206P109 "2,449" "33,100.00" SH SOLE " 33,100 "
IPC COMMUNICATIONS INC COM NEW 44980K206 721 "3,500.00" SH SOLE " 3,500 "
ISLE OF CAPRI CASINOS INC COM 464592104 "8,949" "715,900.00" SH SOLE " 715,900 "
ISPAT INTL N V NY REG SH CL A 464899103 317 "21,300.00" SH SOLE " 21,300 "
I-STAT CORP COM 450312103 204 "12,800.00" SH SOLE " 12,800 "
IT GROUP INC COM 465266104 "1,405" "185,800.00" SH SOLE " 185,800 "
IVAX CORP COM 465823102 "11,370" "417,250.00" SH SOLE " 417,250 "
IXL ENTERPRISES INC COM 450718101 "1,854" "66,200.00" SH SOLE " 66,200 "
IXNET INC COM 46601C109 225 "4,900.00" SH SOLE " 4,900 "
J D EDWARDS & CO COM 281667105 804 "24,700.00" SH SOLE " 24,700 "
JACK IN THE BOX INC COM 466367109 989 "46,400.00" SH SOLE " 46,400 "
JACKPOT ENTERPRISES INC COM 466392107 "1,064" "64,000.00" SH SOLE " 64,000 "
JACO ELECTRS INC COM 469783104 433 "36,300.00" SH SOLE " 36,300 "
JB OXFORD HLDGS INC COM 466107109 619 "90,000.00" SH SOLE " 90,000 "
JDA SOFTWARE GROUP INC COM 46612K108 "1,667" "114,000.00" SH SOLE " 114,000 "
JEFFERIES GROUP INC NEW COM 472319102 563 "24,600.00" SH SOLE " 24,600 "
JLG INDS INC COM 466210101 306 "33,300.00" SH SOLE " 33,300 "
JMAR TECHNOLOGIES INC COM 466212107 596 "53,000.00" SH SOLE " 53,000 "
JOHNS MANVILLE CORP NEW COM 478129109 "3,210" "302,100.00" SH SOLE " 302,100 "
JOHNSON & JOHNSON COM 478160104 "4,637" "66,000.00" SH SOLE " 66,000 "
JONES PHARMA INC COM 480236108 "3,662" "120,550.00" SH SOLE " 120,550 "
JOSTENS INC COM 481088102 "1,358" "55,700.00" SH SOLE " 55,700 "
JUNIPER NETWORKS INC COM 48203R104 "6,800" "25,800.00" SH SOLE " 25,800 "
JUPITER COMMUNICATIONS IN COM 482050101 738 "32,100.00" SH SOLE " 32,100 "
JUSTIN INDS INC COM 482171105 533 "29,600.00" SH SOLE " 29,600 "
KAISER ALUMINUM CORP COM 483007100 302 "67,200.00" SH SOLE " 67,200 "
KAMAN CORP CL A 483548103 256 "26,300.00" SH SOLE " 26,300 "
KANEB SERVICES INC COM 484170105 74 "13,500.00" SH SOLE " 13,500 "
KEEBLER FOODS CO COM 487256109 "17,531" "611,100.00" SH SOLE " 611,100 "
KEITHLEY INSTRS INC COM 487584104 "1,567" "32,900.00" SH SOLE " 32,900 "
KELLOGG CO COM 487836108 "4,741" "184,100.00" SH SOLE " 184,100 "
KEMET CORP COM 488360108 "7,362" "116,400.00" SH SOLE " 116,400 "
KENDLE INTERNATIONAL INC COM 48880L107 248 "22,800.00" SH SOLE " 22,800 "
KENNAMETAL INC COM 489170100 "3,114" "103,600.00" SH SOLE " 103,600 "
KEY ENERGY INC SVCS COM 492914106 "3,332" "288,200.00" SH SOLE " 288,200 "
KEYCORP NEW COM 493267108 "2,044" "107,600.00" SH SOLE " 107,600 "
KEYNOTE SYS INC COM 493308100 "1,135" "11,100.00" SH SOLE " 11,100 "
KEYSPAN CORP COM 49337W100 "3,594" "130,104.00" SH SOLE " 130,104 "
KEYSTONE FINANCIAL INC COM 493482103 402 "21,900.00" SH SOLE " 21,900 "
KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 751 "35,750.00" SH SOLE " 35,750 "
KNIGHT/TRIMARK GROUP INC- CL A 499068104 "9,629" "188,800.00" SH SOLE " 188,800 "
KONINKLIJKE PHILIPS ELECTRS NV SPONS ADR NEW 500472204 480 "2,800.00" SH SOLE " 2,800 "
KOREA ELECTRIC PWR SPONSORED ADR 500631106 474 "30,000.00" SH SOLE " 30,000 "
KOREA FD COM 500634100 605 "40,500.00" SH SOLE " 40,500 "
KOREA TELECOM SPONSORED ADR 50063P103 "9,170" "209,300.00" SH SOLE " 209,300 "
KORN/FERRY INTL COM NEW 500643200 "1,850" "62,200.00" SH SOLE " 62,200 "
KOS PHARMACEUTICALS INC. COM 500648100 524 "36,800.00" SH SOLE " 36,800 "
KROLL O GARA CO COM 501050108 "2,311" "211,300.00" SH SOLE " 211,300 "
KRONOS INC COM 501052104 "1,752" "59,150.00" SH SOLE " 59,150 "
KULICKE & SOFFA INDS INC COM 501242101 "4,894" "76,400.00" SH SOLE " 76,400 "
KYOCERA CORP ADR 501556203 "4,168" "25,110.00" SH SOLE " 25,110 "
LA JOLLA PHARMACEUTICAL CO COM 503459109 96 "14,600.00" SH SOLE " 14,600 "
LABRANCHE & CO COM 505447102 875 "69,000.00" SH SOLE " 69,000 "
LAFARGE CORP COM 505862102 "2,703" "113,800.00" SH SOLE " 113,800 "
LAM RESH CORP COM 512807108 "12,784" "283,700.00" SH SOLE " 283,700 "
LANCASTER COLONY CORP COM 513847103 "2,436" "79,700.00" SH SOLE " 79,700 "
LANCE INC COM 514606102 315 "29,600.00" SH SOLE " 29,600 "
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 "1,621" "254,300.00" SH SOLE " 254,300 "
LANDS END INC COM 515086106 423 "6,900.00" SH SOLE " 6,900 "
LANDSTAR SYS INC COM 515098101 "2,458" "44,900.00" SH SOLE " 44,900 "
LASALLE RE HLDGS LTD ORD G5383Q101 "1,472" "106,100.00" SH SOLE " 106,100 "
LATTICE SEMICONDUCTOR CORP COM 518415104 "1,042" "15,400.00" SH SOLE " 15,400 "
LAZARE KAPLAN INTL INC COM 521078105 "1,100" "157,200.00" SH SOLE " 157,200 "
LCC INTERNATIONAL INC CL A 501810105 "2,905" "73,300.00" SH SOLE " 73,300 "
LEAPNET INC COM 521864108 149 "24,900.00" SH SOLE " 24,900 "
LEAR CORP COM 521865105 "3,845" "136,700.00" SH SOLE " 136,700 "
LEARN2.COM INC COM 522002104 198 "48,000.00" SH SOLE " 48,000 "
LEARNING TREE INTL INC COM 522015106 "4,327" "121,900.00" SH SOLE " 121,900 "
LEE ENTERPRISES INC. COM 523768109 849 "32,500.00" SH SOLE " 32,500 "
LEHMAN BROS HLDGS INC COM 524908100 "2,025" "20,880.00" SH OTHER 01 " 20,880 "
LEHMAN BROS HLDGS INC COM 524908100 "16,277" "167,800.00" SH SOLE " 167,800 "
LERNOUT & HAUSPIE SPEECH PRODS COM B5628B104 475 "4,300.00" SH SOLE " 4,300 "
LEVEL 8 SYS INC COM 52729M102 827 "17,700.00" SH SOLE " 17,700 "
LEXMARK INTL GROUP INC CL A 529771107 "8,915" "84,300.00" SH SOLE " 84,300 "
LG&E ENERGY CORP COM 501917108 "2,265" "99,021.00" SH SOLE " 99,021 "
LIBERTY DIGITAL INC CL A 530436104 "2,091" "54,300.00" SH SOLE " 54,300 "
LIFECORE BIOMEDICAL INC COM 532187101 589 "63,700.00" SH SOLE " 63,700 "
LIFEPOINT HOSPITALS INC COM 53219L109 702 "42,252.00" SH SOLE " 42,252 "
LIGHTPATH TECHNOLOGIES INC CL A 532257102 722 "16,000.00" SH SOLE " 16,000 "
LILLY ELI & CO COM 532457108 "6,206" "99,100.00" SH SOLE " 99,100 "
LIMITED INC COM 532716107 990 "23,500.00" SH OTHER 01 " 23,500 "
LINCARE HLDGS INC COM 532791100 "2,872" "101,200.00" SH SOLE " 101,200 "
LINCOLN ELEC HLDGS INC COM 533900106 "1,180" "48,800.00" SH SOLE " 48,800 "
LINCOLN NATL CORP IND COM 534187109 "11,826" "353,000.00" SH SOLE " 353,000 "
LINDSAY MFG CO COM 535555106 603 "35,200.00" SH SOLE " 35,200 "
LINEAR TECHNOLOGY CORP COM 535678106 "10,731" "195,100.00" SH SOLE " 195,100 "
LINENS N THINGS INC COM 535679104 730 "21,300.00" SH SOLE " 21,300 "
LIPOSOME CO INC COM 536310105 917 "52,500.00" SH SOLE " 52,500 "
LITTELFUSE INC COM 537008104 "1,471" "40,100.00" SH SOLE " 40,100 "
LITTON INDS INC COM 538021106 "4,105" "92,900.00" SH SOLE " 92,900 "
LIZ CLAIBORNE INC COM 539320101 "2,662" "58,100.00" SH SOLE " 58,100 "
LOEWS CORP COM 540424108 "16,910" "338,200.00" SH SOLE " 338,200 "
LO-JACK CORP COM 539451104 348 "44,900.00" SH SOLE " 44,900 "
LONDON PAC GROUP LTD SPONSORED ADR 542073101 "2,032" "87,400.00" SH SOLE " 87,400 "
LONE STAR STEAKHOUSE SALOON COM 542307103 "1,816" "178,300.00" SH SOLE " 178,300 "
LONE STAR TECHNOLOGIES INC COM 542312103 "2,639" "56,600.00" SH SOLE " 56,600 "
LOOKSMART LTD COM 543442107 444 "10,100.00" SH SOLE " 10,100 "
LORAL SPACE & COMMUNICATIONS COM G56462107 "2,960" "290,600.00" SH SOLE " 290,600 "
LOUISIANA PAC CORP COM 546347105 "1,263" "91,000.00" SH SOLE " 91,000 "
LOEWS CORP COM 540424908 550 11000.00 SH C SOLE " 11,000 "
LOWES COS INC COM 548661107 "4,670" "80,000.00" SH SOLE " 80,000 "
LTX CORP COM 502392103 "1,356" "30,000.00" SH SOLE " 30,000 "
LUBRIZOL CORP COM 549271104 "5,523" "191,700.00" SH SOLE " 191,700 "
LUMINANT WORLDWIDE CORP COM 550260103 "1,325" "79,700.00" SH SOLE " 79,700 "
LYCOS INC COM 550818108 "7,166" "102,000.00" SH SOLE " 102,000 "
LYDALL INC DEL COM 550819106 459 "52,400.00" SH SOLE " 52,400 "
LYNX THERAPEUTICS INC COM NEW 551812308 "1,089" "36,600.00" SH SOLE " 36,600 "
M & F WORLDWIDE CORP COM 552541104 79 "18,000.00" SH SOLE " 18,000 "
MACROCHEM CORP-DEL COM 555903103 333 "47,600.00" SH SOLE " 47,600 "
MACROVISION CORP COM 555904101 "1,378" "16,000.00" SH SOLE " 16,000 "
MADDEN STEVEN LTD COM 556269108 918 "48,300.00" SH SOLE " 48,300 "
MADGE NETWORKS N V ORD SHS N5424G106 762 "89,600.00" SH SOLE " 89,600 "
MAF BANCORP INC COM 55261R108 324 "20,000.00" SH SOLE " 20,000 "
MAGELLAN HEALTH SVCS INC COM 559079108 54 "11,200.00" SH SOLE " 11,200 "
MAGIC SOFTWARE ENTERPRISES LTD ORD 559166103 "3,154" "166,000.00" SH SOLE " 166,000 "
MAGNETEK INC COM 559424106 189 "21,000.00" SH SOLE " 21,000 "
MAIL COM INC CL A 560311102 431 "25,000.00" SH SOLE " 25,000 "
MAIL-WELL INC COM 560321200 788 "90,700.00" SH SOLE " 90,700 "
MALLINCKRODT INC NEW COM 561232109 "4,054" "141,000.00" SH SOLE " 141,000 "
MANITOWOC INC COM 563571108 682 "24,800.00" SH SOLE " 24,800 "
MANPOWER INC COM 56418H100 "6,081" "171,300.00" SH SOLE " 171,300 "
MANUGISTICS GROUP INC COM 565011103 "1,168" "22,900.00" SH SOLE " 22,900 "
MAPICS INC COM 564910107 "2,169" "136,100.00" SH SOLE " 136,100 "
MAPINFO CORP COM 565105103 741 "19,000.00" SH SOLE " 19,000 "
MAPQUEST COM INC COM 565644101 625 "30,100.00" SH SOLE " 30,100 "
MARKEL CORP COM 570535104 623 "4,280.00" SH SOLE " 4,280 "
MARKETING SVCS GROUP INC COM 570907105 646 "36,400.00" SH SOLE " 36,400 "
MARSH & MCLENNAN COS INC COM 571748102 "4,026" "36,500.00" SH SOLE " 36,500 "
MARSHALL & ILSLEY CORP COM 571834100 964 "16,700.00" SH SOLE " 16,700 "
MASTEC INC COM 576323109 "3,115" "35,000.00" SH SOLE " 35,000 "
MATERIAL SCIENCES CORP COM 576674105 836 "61,900.00" SH SOLE " 61,900 "
MATRIX PHARMACEUTICAL INC COM 576844104 877 "86,100.00" SH SOLE " 86,100 "
MATTEL INC COM 577081102 315 "30,000.00" SH OTHER 01 " 30,000 "
MATTEL INC COM 577081102 "2,625" "250,000.00" SH SOLE " 250,000 "
MATTSON TECHNOLOGY INC COM 577223100 "2,673" "62,700.00" SH SOLE " 62,700 "
MAVERICK TUBE CORP COM 577914104 "1,070" "33,000.00" SH SOLE " 33,000 "
MAXIM INTEGRATED PRODS IN COM 57772K101 "4,029" "56,700.00" SH SOLE " 56,700 "
MAXTOR CORP COM NEW 577729106 "1,190" "92,000.00" SH SOLE " 92,000 "
MAXXAM INC COM 577913106 342 "12,000.00" SH SOLE " 12,000 "
MCAFEE COM CORP CL A 579062100 698 "13,500.00" SH SOLE " 13,500 "
MCCLATCHY CO COM 579489105 632 "19,300.00" SH SOLE " 19,300 "
MCCORMICK & CO INC COM NON VTG 579780206 "1,651" "51,200.00" SH SOLE " 51,200 "
MCGRAW HILL COS INC COM 580645109 "7,844" "172,400.00" SH SOLE " 172,400 "
MCKESSON HBOC INC COM 58155Q103 "1,575" "75,000.00" SH SOLE " 75,000 "
MCN ENERGY GROUP INC COM 55267J100 "5,650" "226,000.00" SH SOLE " 226,000 "
MDSI MOBILE DATA SOLUTIONS INC COM 55268N100 924 "19,500.00" SH SOLE " 19,500 "
MEDIA METRIX INC COM 58440X103 286 "6,800.00" SH SOLE " 6,800 "
MEDIAONE GROUP INC COM 58440J104 "23,514" "290,300.00" SH SOLE " 290,300 "
MEDICAL MANAGER CORP NEW COM 58461C103 "3,316" "94,575.00" SH SOLE " 94,575 "
MEDIMMUNE INC COM 584699102 "9,165" 52635 SH SOLE " 52,635 "
MEDSCAPE INC COM 585046105 623 "116,500.00" SH SOLE " 116,500 "
MELLON FINL CORP COM 58551A108 "7,440" "250,100.00" SH SOLE " 250,100 "
MENS WAREHOUSE INC COM 587118100 585 "19,750.00" SH SOLE " 19,750 "
MENTOR CORP MINN COM 587188103 "1,801" "66,700.00" SH SOLE " 66,700 "
MENTOR GRAPHICS CORP COM 587200106 191 "12,600.00" SH SOLE " 12,600 "
MERCANTILE BANKSHARES CORP COM 587405101 "2,005" "65,600.00" SH SOLE " 65,600 "
MERCER INTL INC SH BEN INT 588056101 98 "12,200.00" SH SOLE " 12,200 "
MERCK & CO INC COM 589331107 "12,661" "203,800.00" SH SOLE " 203,800 "
MERCURY COMPUTER SYS COM 589378108 655 "13,400.00" SH SOLE " 13,400 "
MERCURY INTERACTIVE CORP COM 589405109 "2,790" "35,200.00" SH SOLE " 35,200 "
MEREDITH CORP COM 589433101 471 "17,000.00" SH OTHER 01 " 17,000 "
MERIDIAN GOLD INC COM 589975101 273 "47,400.00" SH SOLE " 47,400 "
MERITOR AUTOMOTIVE INC COM 59000G100 "5,372" "339,700.00" SH SOLE " 339,700 "
MERIX CORP COM 590049102 839 "36,100.00" SH SOLE " 36,100 "
MERRILL LYNCH & CO INC COM 590188108 "6,615" "63,000.00" SH SOLE " 63,000 "
MESA AIR GROUP INC COM 590479101 "1,499" "239,900.00" SH SOLE " 239,900 "
MESABA HLDGS INC COM 59066B102 403 "35,200.00" SH SOLE " 35,200 "
META GROUP INC COM 591002100 "1,123" "43,100.00" SH SOLE " 43,100 "
METASOLV SOFTWARE INC COM 591393103 520 "8,800.00" SH SOLE " 8,800 "
METHODE ELECTRS INC CL B CONV 591520200 "1,475" "29,200.00" SH SOLE " 29,200 "
METRICOM INC COM 591596101 "5,857" "126,300.00" SH SOLE " 126,300 "
METRO GOLDWYN MAYER INC COM 591610100 "1,421" "55,882.00" SH SOLE " 55,882 "
METROCALL INC COM 591647102 875 "87,500.00" SH SOLE " 87,500 "
MGI PHARMA INC COM 552880106 907 "22,500.00" SH SOLE " 22,500 "
MGIC INVT CORP WIS COM 552848103 "9,711" "222,600.00" SH SOLE " 222,600 "
MGM GRAND INC COM 552953101 953 "39,700.00" SH SOLE " 39,700 "
MICHAEL FOOD INC NEW COM 594079105 481 "22,900.00" SH SOLE " 22,900 "
MICREL INC COM 594793101 403 "4,200.00" SH SOLE " 4,200 "
MICRO LINEAR CORP COM 594850109 "1,086" "127,800.00" SH SOLE " 127,800 "
MICROGRAFX INC COM 595077108 132 "18,900.00" SH SOLE " 18,900 "
MICROMUSE INC COM 595094103 "4,664" "33,600.00" SH SOLE " 33,600 "
MICRON ELECTRONICS INC COM 595100108 547 "39,100.00" SH SOLE " 39,100 "
MICROS SYS INC COM 594901100 "2,234" "35,500.00" SH SOLE " 35,500 "
MICROSEMI CORP COM 595137100 603 "17,600.00" SH SOLE " 17,600 "
MICROSOFT CORP COM 594918104 "5,525" "52,000.00" SH SOLE " 52,000 "
MICROTEST INC COM 594941106 "1,074" "72,800.00" SH SOLE " 72,800 "
MICROTOUCH SYS INC COM 595145103 170 "13,300.00" SH SOLE " 13,300 "
MID ATLANTIC MED SVCS INC+D1088 COM 59523C107 939 "101,500.00" SH SOLE " 101,500 "
MIDAS GROUP INC COM 595626102 938 "39,066.00" SH OTHER 01 " 39,066 "
MIDWAY GAMES INC COM 598148104 "2,295" "173,200.00" SH SOLE " 173,200 "
MIH LTD CL A G6116R101 695 "11,400.00" SH SOLE " 11,400 "
MIIX GROUP INC COM 59862V104 845 "60,600.00" SH SOLE " 60,600 "
MILLENIUM CHEMICALS INC COM 599903101 964 "48,200.00" SH SOLE " 48,200 "
MILLIPORE CORP COM 601073109 "4,498" "79,700.00" SH SOLE " 79,700 "
MIM CORP COM 553044108 545 "126,300.00" SH SOLE " 126,300 "
MINIMED INC COM 60365K108 "1,489" "11,500.00" SH SOLE " 11,500 "
MINNESOTA MNG & MFG CO COM 604059105 "17,659" "199,400.00" SH SOLE " 199,400 "
MIRAGE RESORTS INC COM 60462E104 988 "51,000.00" SH OTHER 01 " 51,000 "
MIRAGE RESORTS INC COM 60462E104 "3,034" "156,600.00" SH SOLE " 156,600 "
MIRAVANT MED TECHNOLOGIES COM 604690107 532 "34,200.00" SH SOLE " 34,200 "
MISSION CRITICAL SOFTWARE INC COM 605047109 "1,045" "17,100.00" SH SOLE " 17,100 "
MITCHELL ENERGY & DEV CORP CL A 606592202 702 "32,100.00" SH SOLE " 32,100 "
MITEL CORP COM 606711109 "2,513" "102,300.00" SH SOLE " 102,300 "
MKS INSTRUMENT INC COM 55306N104 "1,106" "21,900.00" SH SOLE " 21,900 "
MMI COS INC COM 553087107 555 "56,200.00" SH SOLE " 56,200 "
MODIS PROFESSIONAL SVCS INC COM 607830106 "2,667" "215,500.00" SH SOLE " 215,500 "
MOLECULAR DEVICES CORP COM 60851C107 744 "9,700.00" SH SOLE " 9,700 "
MOLEX INC CL A 608554200 "1,523" "34,325.00" SH SOLE " 34,325 "
MOLEX INC COM 608554101 "2,661" "45,300.00" SH SOLE " 45,300 "
MONACO COACH CORP COM 60886R103 "1,063" "55,950.00" SH SOLE " 55,950 "
MONTANA POWER CO COM 612085100 960 "15,000.00" SH SOLE " 15,000 "
MONY GROUP INC COM 615337102 "1,945" "60,200.00" SH SOLE " 60,200 "
MOORE LTD COM 615785102 473 "126,100.00" SH SOLE " 126,100 "
MORGAN JP & CO INC COM 616880100 "23,913" "181,500.00" SH SOLE " 181,500 "
MORRISON KNUDSEN CORP NEW COM 61844A109 921 "124,900.00" SH SOLE " 124,900 "
MORTGAGE.COM INC COM 61910V102 292 "116,600.00" SH SOLE " 116,600 "
MOTOROLA INC COM 620076109 "28,397" "194,500.00" SH SOLE " 194,500 "
MS CARRIERS INC COM 553533100 562 "23,900.00" SH SOLE " 23,900 "
MSC INDL DIRECT INC CL A 553530106 "3,368" "187,100.00" SH SOLE " 187,100 "
MUELLER INDS INC COM 624756102 "2,855" "94,000.00" SH SOLE " 94,000 "
MULTIPLE ZONES INTERNATIONAL COM 624906103 126 "16,200.00" SH SOLE " 16,200 "
MURPHY OIL CORP COM 626717102 "4,287" "74,400.00" SH SOLE " 74,400 "
MUSICLAND STORES CORP COM 62758B109 835 "131,000.00" SH SOLE " 131,000 "
MUSTANG COM INC COM 628188104 981 "44,600.00" SH SOLE " 44,600 "
MYLAN LABS INC COM 628530107 "3,680" "133,800.00" SH SOLE " 133,800 "
MYRIAD GENETICS INC COM 62855J104 "1,350" "22,400.00" SH SOLE " 22,400 "
NABI INC COM 628716102 "1,258" "186,400.00" SH SOLE " 186,400 "
NAM TAI ELECTRS INC COM PAR $0.02 629865205 208 "12,700.00" SH SOLE " 12,700 "
NATIONAL COMM BANCORP COM 635449101 568 "30,700.00" SH SOLE " 30,700 "
NATIONAL COMPUTER SYS INC COM 635519101 "1,056" "20,800.00" SH SOLE " 20,800 "
NATIONAL INSTRS CORP COM 636518102 833 "17,750.00" SH SOLE " 17,750 "
NATIONAL PWR PLC SPONS ADR FINAL 637194408 "1,188" "57,100.00" SH SOLE " 57,100 "
NATIONAL STL CORP CL B 637844309 103 "14,000.00" SH SOLE " 14,000 "
NATIONAL SVC INDS INC COM 637657107 "1,359" "64,500.00" SH SOLE " 64,500 "
NATIONAL TECHTEAM INC COM 638108100 264 "47,400.00" SH SOLE " 47,400 "
NATIONAL WESTMINSTER BK PLC ADR 638539403 319 "2,600.00" SH SOLE " 2,600 "
NATIONWIDE FINL SVCS INC CL A 638612101 "3,490" "119,300.00" SH SOLE " 119,300 "
NATURAL MICROSYSTEMS CORP COM 638882100 "3,550" "41,400.00" SH SOLE " 41,400 "
NATURES SUNSHINE PRODUCTS INC COM 639027101 134 "16,700.00" SH SOLE " 16,700 "
NAUTICA ENTERPRISES INC COM 639089101 "1,411" "120,100.00" SH SOLE " 120,100 "
NAVIGANT INTL INC COM 63935R108 542 "57,100.00" SH SOLE " 57,100 "
NAVISTAR INTL CORP NEW COM 63934E108 "4,650" "115,900.00" SH SOLE " 115,900 "
NBTY INC COM 628782104 "6,194" "452,500.00" SH SOLE " 452,500 "
NEFF CORP CL A 640094108 167 "23,400.00" SH SOLE " 23,400 "
NEIMAN MARCUS GROUP INC CL A 640204202 139 "5,000.00" SH OTHER 01 " 5,000 "
NEIMAN MARCUS GROUP INC CL A 640204202 898 "32,300.00" SH SOLE " 32,300 "
NEIMAN MARCUS GROUP INC CL B 640204301 508 "18,488.00" SH SOLE " 18,488 "
NEOMAGIC CORP COM 640497103 546 "109,800.00" SH SOLE " 109,800 "
NEON SYS INC COM 640509105 455 "13,800.00" SH SOLE " 13,800 "
NEORX CORP COM PAR $0.02 640520300 348 "18,200.00" SH SOLE " 18,200 "
NET2000 COMMUNICATIONS IN COM 64122G103 "1,009" "42,500.00" SH SOLE " 42,500 "
NETCREATIONS INC COM 64110N102 553 "13,000.00" SH SOLE " 13,000 "
NETGATEWAY INC COM 641111109 669 "72,300.00" SH SOLE " 72,300 "
NETIA HLDGS S A SPONSORED ADR 64114B104 322 "9,200.00" SH SOLE " 9,200 "
NETMANAGE INC COM 641144100 75 "13,200.00" SH SOLE " 13,200 "
NETOPTIX CORP COM 64116F103 "1,065" "6,200.00" SH SOLE " 6,200 "
NETPLEX GROUP INC COM 6411471039 986 "81,300.00" SH SOLE " 81,300 "
NETRO CORP COM 64114R109 "3,265" "50,200.00" SH SOLE " 50,200 "
NETSCOUT SYS INC COM 64115T104 357 "21,300.00" SH SOLE " 21,300 "
NETSOLVE INC COM 64115J106 955 "29,600.00" SH SOLE " 29,600 "
NETSPEAK CORP. COM 64115D109 542 "25,300.00" SH SOLE " 25,300 "
NETWORK ACCESS SOLUTIONS CORP COM 64120S109 704 "32,000.00" SH SOLE " 32,000 "
NETWORK APPLIANCE INC. COM 64120L104 "1,531" "18,500.00" SH SOLE " 18,500 "
NETWORK COMPUTING DEVICES INC COM 64120N100 207 "39,400.00" SH SOLE " 39,400 "
NETWORK EQUIP TECHNOLOGIES COM 641208103 "1,165" "116,500.00" SH SOLE " 116,500 "
NETWORK PLUS CORP COM 64122D506 "3,665" "90,500.00" SH SOLE " 90,500 "
NETWORK SOLUTIONS INC DEL COM 64121Q102 "17,920" "116,600.00" SH SOLE " 116,600 "
NETWORKS ASSOCS INC COM 640938106 "6,832" "211,837.00" SH SOLE " 211,837 "
NETZEE INC COM 64122W108 382 "25,700.00" SH SOLE " 25,700 "
NETZERO INC COM 64122R109 712 "46,700.00" SH SOLE " 46,700 "
NEUROCRINE BIOSCIENCES INC COM 64125C109 709 "30,500.00" SH SOLE " 30,500 "
NEUROGEN CORP COM 64124E106 392 "12,700.00" SH SOLE " 12,700 "
NEW CENTURY ENERGIES INC COM 64352U103 "1,828" "60,800.00" SH SOLE " 60,800 "
NEW ENGLAND BUSINESS SVC INC COM 643872104 181 "10,500.00" SH SOLE " 10,500 "
NEW ERA OF NETWORKS INC COM 644312100 294 "7,500.00" SH SOLE " 7,500 "
NEW HORIZONS WORLDWIDE INC COM 645526104 474 "26,700.00" SH SOLE " 26,700 "
NEW YORK TIMES CO CL A 650111107 "10,816" "251,900.00" SH SOLE " 251,900 "
NEWBRIDGE NETWORKS CORP COM 650901101 "1,278" "39,400.00" SH SOLE " 39,400 "
NEWPARK RES INC COM PAR $.01 NEW 651718504 "1,936" "242,000.00" SH SOLE " 242,000 "
NEWS CORP LTD ADR NEW 652487703 "7,121" "126,600.00" SH SOLE " 126,600 "
NEWSEDGE CORP COM 65249Q106 410 "97,800.00" SH SOLE " 97,800 "
NEXT LEVEL COMM INC COM 65333U104 "4,959" "45,600.00" SH SOLE " 45,600 "
NIAGARA MOHAWK HLDGS INC COM 653520106 652 "48,300.00" SH SOLE " 48,300 "
NICE SYS LTD COM 653656108 "1,981" "27,800.00" SH SOLE " 27,800 "
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 "4,319" "54,800.00" SH SOLE " 54,800 "
NOBLE DRILLING CORP COM 655042109 "3,219" "77,800.00" SH SOLE " 77,800 "
NORTEK INC COM 656559101 416 "18,800.00" SH SOLE " 18,800 "
NORTH FOLK BANCORPORATION NY COM 659424105 "1,709" "95,600.00" SH SOLE " 95,600 "
NORTHEAST UTILS COM 664397106 "9,073" "422,000.00" SH SOLE " 422,000 "
NORTHPOINT COMMUNICATIONS HLDG COM 666610100 415 "18,000.00" SH SOLE " 18,000 "
NORTHROP GRUMMAN CORP COM 666807102 "4,997" "94,400.00" SH SOLE " 94,400 "
NORTHWEST AIRLS CORP CL A 667280101 "1,765" "78,000.00" SH SOLE " 78,000 "
NORTHWEST NAT GAS CO COM 667655104 "1,102" "56,500.00" SH SOLE " 56,500 "
NOVADIGM INC COM 669937104 "1,526" "93,900.00" SH SOLE " 93,900 "
NOVAMED EYECARE INC COM 66986W108 678 "52,400.00" SH SOLE " 52,400 "
NOVELL INC COM 670006105 "4,715" "164,700.00" SH SOLE " 164,700 "
NOVEN PHARMACEUTICALS INC COM 670009109 "2,524" "230,800.00" SH SOLE " 230,800 "
NOVO-NORDISK A S ADR 670100205 233 "3,400.00" SH SOLE " 3,400 "
NPC INTERNATIONAL INC COM 629360306 91 "11,900.00" SH SOLE " 11,900 "
NPS PHARMACEUTICALS INC COM 62936P103 230 "15,300.00" SH SOLE " 15,300 "
NS GROUP INC COM 628916108 "2,475" "151,700.00" SH SOLE " 151,700 "
NU HORIZONS ELEC CORP COM 669908105 "1,626" "73,500.00" SH SOLE " 73,500 "
NUEVO ENERGY CO COM 670509108 "1,410" "65,600.00" SH SOLE " 65,600 "
NUEVO GRUP IUSACELL SA DE DV SPONS ADR V 670512102 "1,569" "77,500.00" SH SOLE " 77,500 "
NVIDIA CORP COM 67066G104 "1,090" "12,900.00" SH SOLE " 12,900 "
NVR INC COM 62944T105 "1,210" "22,400.00" SH SOLE " 22,400 "
OAK TECHNOLOGY INC COM 671802106 753 "39,100.00" SH SOLE " 39,100 "
OAKLEY INC COM 673662102 "1,901" "178,900.00" SH SOLE " 178,900 "
OAKWOOD HOMES CORP COM 674098108 210 "55,200.00" SH SOLE " 55,200 "
OBJECTIVE SYS INTEGRATORS INC COM 674424106 809 "53,300.00" SH SOLE " 53,300 "
OCCIDENTAL PETE CORP DEL COM 674599105 "6,127" "295,300.00" SH SOLE " 295,300 "
OCEAN ENERGY INC TEX COM 67481E106 "5,024" "349,500.00" SH SOLE " 349,500 "
OCEANEERING INTL INC COM 675232102 842 "44,900.00" SH SOLE " 44,900 "
OCTEL CORP COM 675727101 260 "26,700.00" SH SOLE " 26,700 "
OCULAR SCIENCES INC COM 675744106 467 "29,700.00" SH SOLE " 29,700 "
OFFICE DEPOT INC COM 676220106 "4,950" "428,100.00" SH SOLE " 428,100 "
OFFSHORE LOGISTICS INC COM 676255102 "1,253" "90,300.00" SH SOLE " 90,300 "
OGDEN CORP COM 676346109 "2,271" "190,200.00" SH SOLE " 190,200 "
OLIN CORP COM PAR 680665205 "10,948" "616,800.00" SH SOLE " 616,800 "
OMEGA PROTEIN CORP COM 68210P107 99 "38,600.00" SH SOLE " 38,600 "
OMEGA RESEARCH INC COM 68211E101 103 "22,200.00" SH SOLE " 22,200 "
OMNICOM GROUP INC COM 681919106 "3,052" "32,600.00" SH SOLE " 32,600 "
OMNOVA SOLUTIONS INC COM 682129101 65 "11,500.00" SH SOLE " 11,500 "
ON ASSIGNMENT INC. COM 682159108 522 "11,600.00" SH SOLE " 11,600 "
ON TECHNOLOGY CORP COM 68219P108 634 "60,400.00" SH SOLE " 60,400 "
ON2 COM INC COM 68338A107 189 "13,200.00" SH SOLE " 13,200 "
ONDISPLAY INC COM 68232L100 958 "11,600.00" SH SOLE " 11,600 "
ONE VALLEY BANCORP INC COM 682419106 232 "6,700.00" SH SOLE " 6,700 "
ONEMAIN COM INC COM 68267P109 815 "72,000.00" SH SOLE " 72,000 "
ONLINETRADINGINC COM CORP COM 68273D108 67 "10,500.00" SH SOLE " 10,500 "
OPEN JT STK CO-VIMPEL COMMUNIC COM 68370R109 626 "14,800.00" SH SOLE " 14,800 "
OPTI INC COM 683960108 "3,767" "717,600.00" SH SOLE " 717,600 "
OPTICAL CABLE CORP COM 683827109 590 "19,200.00" SH SOLE " 19,200 "
ORACLE CORP COM 68389X105 "20,144" "258,050.00" SH SOLE " 258,050 "
ORBOTECH LTD ORD M75253100 "4,144" "48,750.00" SH SOLE " 48,750 "
ORCKIT COMMUNICATIONS LTD COM M7531S107 737 "11,000.00" SH SOLE " 11,000 "
ORGANOGENESIS INC COM 685906109 "1,264" "104,800.00" SH SOLE " 104,800 "
ORTHOLOGIC CORP COM 68750J107 888 "144,900.00" SH SOLE " 144,900 "
OSHKOSH B GOSH INC CL A 688222207 580 "32,200.00" SH SOLE " 32,200 "
OSI PHARMACEUTICALS INC COM 671040103 "3,065" "157,200.00" SH SOLE " 157,200 "
OVERSEAS SHIPHOLDING GROUP INC COM 690368105 "1,103" "48,091.00" SH SOLE " 48,091 "
OWENS & MINOR INC NEW COM 690732102 796 "74,900.00" SH SOLE " 74,900 "
OXFORD HEALTH PLANS INC COM 691471106 580 "38,000.00" SH SOLE " 38,000 "
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 "3,079" "324,068.00" SH SOLE " 324,068 "
P.F. CHANGS CHINA BISTRO COM 69333Y108 "2,468" "74,500.00" SH SOLE " 74,500 "
PACCAR INC COM 693718108 985 "19,700.00" SH SOLE " 19,700 "
PACIFIC CENTY FINL CORP COM 694058108 646 "31,800.00" SH SOLE " 31,800 "
PACIFIC INTERNET LTD ORD Y66183107 995 "26,500.00" SH SOLE " 26,500 "
PACKETEER INC COM 695210104 "1,390" "39,700.00" SH SOLE " 39,700 "
PAC-WEST TELECOM INC COM 69371Y101 797 "25,500.00" SH SOLE " 25,500 "
PAINE WEBBER GROUP INC COM 695629105 "3,298" "74,900.00" SH SOLE " 74,900 "
PAIRGAIN TECHNOLOGIES INC COM 695934109 "3,295" "176,300.00" SH SOLE " 176,300 "
PALL CORP COM 696429307 388 "17,300.00" SH SOLE " 17,300 "
PANJA INC COM 698493103 478 "20,800.00" SH SOLE " 20,800 "
PAREXEL INT'L CORP COM 699462107 730 "77,400.00" SH SOLE " 77,400 "
PARK PL ENTMT CORP COM 700690100 116 "10,000.00" SH OTHER 01 " 10,000 "
PARK PL ENTMT CORP COM 700690100 "2,659" "230,000.00" SH SOLE " 230,000 "
PARKER HANNIFIN CORP COM 701094104 "6,412" "155,200.00" SH SOLE " 155,200 "
PARKERVISION INC COM 701354102 398 "13,500.00" SH SOLE " 13,500 "
PARTNER COMMUNICATIONS CO LTD ADR 70211M109 "2,128" "128,000.00" SH SOLE " 128,000 "
PATHOGENESIS CORP COM 70321E104 712 "31,315.00" SH SOLE " 31,315 "
PATTERSON DENTAL CO COM 703412106 "2,536" "66,300.00" SH SOLE " 66,300 "
PATTERSON ENERGY INC COM 703414102 "6,737" "212,200.00" SH SOLE " 212,200 "
PAXAR CORP COM 704227107 855 "88,800.00" SH SOLE " 88,800 "
PAXSON COMMUNICATIONS CORP COM 704231109 497 "64,100.00" SH SOLE " 64,100 "
PAYLESS SHOESOURCE INC COM 704379106 "1,189" "22,900.00" SH SOLE " 22,900 "
PC CONNECTION COM 69318J100 "3,297" "116,700.00" SH SOLE " 116,700 "
PE CORP CELERA GEN GRP 69332S201 "1,806" "19,600.00" SH SOLE " 19,600 "
PECO ENERGY CO COM 693304107 465 "12,600.00" SH SOLE " 12,600 "
PEGASUS COMMUNICATIONS CORP CL A 705904100 "18,171" "129,100.00" SH SOLE " 129,100 "
PEGASUS SYSTEMS INC COM 705906105 "1,592" "100,650.00" SH SOLE " 100,650 "
PEGASYSTEMS INC COM 705573103 911 "75,900.00" SH SOLE " 75,900 "
PENNEY J C INC COM 708160106 475 "31,902.00" SH SOLE " 31,902 "
PENNZOIL-QUAKER STATE COMPANY COM 709323109 926 "88,700.00" SH SOLE " 88,700 "
PENWEST PHARMACEUTICALS CO COM 709754105 947 "76,923.00" SH SOLE " 76,923 "
PENWEST PHARMACEUTICALS CO COM 709754105 "3,225" "261,900.00" SH SOLE " 261,900 "
PEOPLES ENERGY CORP COM 711030106 "2,072" "75,500.00" SH SOLE " 75,500 "
PEOPLESOFT INC COM 712713106 "1,933" "96,663.00" SH SOLE " 96,663 "
PEP BOYS MANNY MOE & JACK COM 713278109 "1,364" "229,789.00" SH SOLE " 229,789 "
PEPSI BOTTLING GROUP INC COM 713409100 "3,232" "161,600.00" SH SOLE " 161,600 "
PER SE TECHNOLOGIES INC COM NEW 713569309 311 "52,900.00" SH SOLE " 52,900 "
PEREGRINE SYSTEMS INC COM 71366Q101 986 "14,700.00" SH SOLE " 14,700 "
PERICOM SEMICONDUCTOR CORP COM 713831105 "2,534" "71,000.00" SH SOLE " 71,000 "
PERKINELMER INC COM 714046109 "6,923" "104,100.00" SH SOLE " 104,100 "
PERLE SYS LTD COM 714152105 203 "30,700.00" SH SOLE " 30,700 "
PERRIGO CO COM 714290103 "1,460" "192,300.00" SH SOLE " 192,300 "
PERSONNEL GROUP AMER INC COM 715338109 788 "128,700.00" SH SOLE " 128,700 "
PETCO ANIMAL SUPPLIES COM 716016100 "1,860" "156,600.00" SH SOLE " 156,600 "
PFIZER INC COM 717081903 "3,656" "100,000.00" SH P SOLE " 100,000 "
PFSWEB INC COM 7170981077 947 "59,200.00" SH SOLE " 59,200 "
PG&E CORP COM 69331C108 "3,574" "170,200.00" SH SOLE " 170,200 "
PHARMACOPEIA INC COM 71713B104 206 "4,200.00" SH SOLE " 4,200 "
PHILIP MORRIS COS INC COM 718154107 "1,556" "75,000.00" SH SOLE " 75,000 "
PHILLIPS PETE CO COM 718507106 "2,784" "60,200.00" SH SOLE " 60,200 "
PHILLIPS VAN HEUSEN CORP COM 718592108 298 "38,700.00" SH SOLE " 38,700 "
PHOENIX TECHNOLOGY LTD COM 719153108 737 "34,900.00" SH SOLE " 34,900 "
PHOTRONICS INC COM 719405102 "2,313" "65,500.00" SH SOLE " 65,500 "
PICO HLDGS INC COM NEW 693366205 280 "25,200.00" SH SOLE " 25,200 "
PICTURETEL CORP COM NEW 720035302 "1,705" "194,800.00" SH SOLE " 194,800 "
PIEDMONT NAT GAS INC COM 720186105 912 "35,000.00" SH SOLE " 35,000 "
PIER 1 IMPORTS INC COM 720279108 "1,281" "125,000.00" SH OTHER 01 " 125,000 "
PIER 1 IMPORTS INC COM 720279108 "6,520" "636,100.00" SH SOLE " 636,100 "
PINNACLE ENTMT INC COM 723456109 723 "35,600.00" SH SOLE " 35,600 "
PINNACLE HLDGS INC COM 72346N101 634 "11,800.00" SH SOLE " 11,800 "
PIONEER NAT RES CO COM 723787107 "1,622" "154,500.00" SH SOLE " 154,500 "
PITTSTON CO COM BRINKS GRP 725701106 "1,292" "76,000.00" SH SOLE " 76,000 "
PIVOTAL CORP COM 72581R106 "1,574" "49,000.00" SH SOLE " 49,000 "
PLACER DOME INC COM 725906101 "1,301" "160,100.00" SH SOLE " 160,100 "
PLANAR SYS INC COM 726900103 "1,410" "120,000.00" SH SOLE " 120,000 "
PLANETRX COM INC COM 727049108 429 "53,600.00" SH SOLE " 53,600 "
PLAYBOY ENTERPRISES INC CL B 728117300 976 "49,100.00" SH OTHER 01 " 49,100 "
PLAYTEX PRODS INC COM 72813P100 381 "29,300.00" SH SOLE " 29,300 "
PLEXUS CORP COM 729132100 "1,266" "19,000.00" SH SOLE " 19,000 "
PLX TECHNOLOGY INC COM 693417107 "2,393" "64,300.00" SH SOLE " 64,300 "
PMC-SIERRA INC COM 69344F106 "19,411" "95,300.00" SH SOLE " 95,300 "
PMI GROUP INC COM 69344M101 "6,985" "147,250.00" SH SOLE " 147,250 "
POLARIS INDS INC COM 731068102 630 "20,900.00" SH SOLE " 20,900 "
POLAROID CORP COM 731095105 "4,783" "201,400.00" SH SOLE " 201,400 "
POLICY MGMT SYS CORP COM 731108106 313 "26,100.00" SH SOLE " 26,100 "
POLYCOM INC COM 73172K104 396 "5,000.00" SH SOLE " 5,000 "
POLYMEDICA CORP COM 731738100 "1,439" "24,500.00" SH SOLE " 24,500 "
POLYMER GROUP INC COM 731745105 269 "21,100.00" SH SOLE " 21,100 "
POMEROY COMPUTER RES COM 731822102 "1,362" "74,100.00" SH SOLE " 74,100 "
POPE & TALBOT INC COM 732827100 "1,672" "91,000.00" SH SOLE " 91,000 "
POPULAR INC COM 733174106 "2,332" "105,100.00" SH SOLE " 105,100 "
PORTAL SOFTWARE INC COM 736126103 "5,039" "88,500.00" SH SOLE " 88,500 "
PORTUGAL TELECOM SA SPONSORED ADR 737273102 580 "46,600.00" SH SOLE " 46,600 "
POSSIS MEDICAL INC COM 737407106 329 "33,100.00" SH SOLE " 33,100 "
POTOMAC ELEC PWR CO COM 737679100 "3,002" "132,700.00" SH SOLE " 132,700 "
POTOMAC ELEC PWR CO COM 737679900 "1,584" 70000.00 SH C SOLE " 70,000 "
POWERTEL INC COM 73936C109 "6,040" "87,300.00" SH SOLE " 87,300 "
PPL CORP COM 69351T106 "3,934" "187,900.00" SH SOLE " 187,900 "
PRAXAIR INC COM 74005P104 "11,905" "286,000.00" SH SOLE " 286,000 "
PRE PAID LEGAL SVCS INC COM 740065107 644 "21,700.00" SH SOLE " 21,700 "
PRECISION OPTICS INC MASS COM 740294103 "1,000" "52,631.00" SH SOLE " 52,631 "
PRECISION RESPONSE CORP COM 740314109 "2,226" "91,800.00" SH SOLE " 91,800 "
PREVIEW SYS INC COM 741379101 388 "8,200.00" SH SOLE " 8,200 "
PRICE COMMUNICATIONS CORP COM NEW 741437905 46 2000.00 SH P SOLE " 2,000 "
PRICE COMMUNICATIONS CORP COM NEW 741437305 "5,791" "251,802.00" SH SOLE " 251,802 "
PRICE T ROWE & ASSOCIATES COM 741477103 "1,051" "26,600.00" SH SOLE " 26,600 "
PRICELINE COM INC COM 741503106 "5,160" "64,500.00" SH SOLE " 64,500 "
PRICESMART INC COM 741511109 "5,731" "140,200.00" SH SOLE " 140,200 "
PRIDE INTL INC COM 741932107 "1,645" "71,900.00" SH SOLE " 71,900 "
PRIMARK CORP COM 741903108 "1,004" "41,599.00" SH SOLE " 41,599 "
PRIME HOSPITALITY CORP COM 741917108 570 "78,600.00" SH SOLE " 78,600 "
PRIME MED SERV INC NEW COM 74156D108 592 "66,700.00" SH SOLE " 66,700 "
PRIMEDIA INC COM 74157K101 "4,547" "142,100.00" SH SOLE " 142,100 "
PRIMEX TECHNOLOGIES INC COM 741597108 222 "10,400.00" SH SOLE " 10,400 "
PRIMIX SOLUTIONS INC COM 741620108 646 "72,800.00" SH SOLE " 72,800 "
PRIMUS KNOWLEDGE SOLUTIONS INC COM 74163Q100 "1,634" "19,000.00" SH SOLE " 19,000 "
PRINTRONIX INC COM 742578107 237 "11,900.00" SH SOLE " 11,900 "
PROCTER & GAMBLE CO COM 742718109 "19,851" "349,800.00" SH SOLE " 349,800 "
PRODIGY COMMUNICATIONS CORP COM 74283P107 753 "50,000.00" SH SOLE " 50,000 "
PROGENICS PHARMACEUTICALS INC COM 7431871067 644 "9,200.00" SH SOLE " 9,200 "
PROGRESS SOFTWARE CORP COM 743312100 "1,144" "48,800.00" SH SOLE " 48,800 "
PROJECT SOFTWARE & DEV INC COM 74339P101 "1,887" "33,400.00" SH SOLE " 33,400 "
PROVIDENT BANKSHARES CORP COM 743859100 603 "38,261.00" SH SOLE " 38,261 "
PROVIDENT FINL GROUP INC COM 743866105 "1,059" "31,100.00" SH SOLE " 31,100 "
PROVIDIAN FINL CORP COM 74406A102 "15,497" "178,900.00" SH SOLE " 178,900 "
PROVINCE HEALTHCARE CO COM 743977100 372 "13,000.00" SH SOLE " 13,000 "
PROXICOM INC COM 744282104 567 "12,800.00" SH SOLE " 12,800 "
PSS WORLD MED INC COM 69366A100 112 "16,550.00" SH SOLE " 16,550 "
PSW TECHNOLOGIES INC COM 69364J103 453 "11,400.00" SH SOLE " 11,400 "
PUBLIC SVC CO N MEX COM 744499104 "2,041" "129,600.00" SH SOLE " 129,600 "
PUBLIC SVC ENTERPRISE GROUP COM 744573106 "1,304" "44,000.00" SH SOLE " 44,000 "
PULITZER INC COM 745769109 711 "17,400.00" SH SOLE " 17,400 "
PULTE CORP COM 745867101 "1,326" "63,500.00" SH SOLE " 63,500 "
PUMA TECHNOLOGY INC COM 745887109 "3,048" "60,200.00" SH SOLE " 60,200 "
PXRE GROUP LTD COM G73018106 859 "50,500.00" SH SOLE " 50,500 "
QIAGEN N V ORD N72482107 "1,754" "12,900.00" SH SOLE " 12,900 "
QLOGIC CORP COM 747277101 "1,043" "7,700.00" SH SOLE " 7,700 "
QLT PHOTOTHERAPEUTICS INC COM 746927102 "1,956" "35,400.00" SH SOLE " 35,400 "
QRS CORP COM 74726X105 "1,287" "17,100.00" SH SOLE " 17,100 "
QUAKER OATS CO COM 747402105 "18,224" "300,600.00" SH SOLE " 300,600 "
QUALCOMM INC COM 747525103 "14,439" "96,700.00" SH SOLE " 96,700 "
QUANEX CORP COM 747620102 524 "29,100.00" SH SOLE " 29,100 "
QUANTUM CORP COM DSSG 747906204 "1,387" "116,200.00" SH SOLE " 116,200 "
QUANTUM CORP COM HDDG 747906303 "1,359" "120,819.00" SH SOLE " 120,819 "
QUEENS CNTY BANCORP INC COM 748242104 406 "22,500.00" SH SOLE " 22,500 "
QUEPASA COM INC COM 74833W107 "1,094" "162,000.00" SH SOLE " 162,000 "
QUEST DIAGNOSTICS INC COM 74834L100 461 "11,600.00" SH SOLE " 11,600 "
QUEST SOFTWARE INC COM 74834T103 "3,258" "28,900.00" SH SOLE " 28,900 "
QUIDEL CORP COM 74838J101 "1,606" "229,400.00" SH SOLE " 229,400 "
QUIKSILVER INC COM 74838C106 "2,561" "145,800.00" SH SOLE " 145,800 "
QUILMES INDL QUINSA SOCIETE SP ADR NV PFD 74838Y108 396 "37,700.00" SH SOLE " 37,700 "
QUINTEL COMMUNICATIONS INC COM 748762101 72 "12,200.00" SH SOLE " 12,200 "
QUOKKA SPORTS INC COM 749077103 932 "87,700.00" SH SOLE " 87,700 "
QUOROM HEALTH GROUP INC COM 749084109 "2,057" "204,400.00" SH SOLE " 204,400 "
QWEST COMMUNICATIONS INTL INC COM 749121109 "3,840" "80,000.00" SH SOLE " 80,000 "
R H DONNELLEY CORP COM NEW 74955W307 "2,878" "169,300.00" SH SOLE " 169,300 "
R&B FALCON CORP COM 74912E101 "2,953" "150,000.00" SH SOLE " 150,000 "
RADIANT SYSTEMS INC COM 75025N102 402 "6,400.00" SH SOLE " 6,400 "
RADICA GAMES LTD ORD G7342H107 180 "26,600.00" SH SOLE " 26,600 "
RADIO ONE INC CL A 75040P108 "1,359" "20,400.00" SH SOLE " 20,400 "
RADIO UNICA COMMUNICATIONS CP COM 75040Q106 "1,192" "100,900.00" SH SOLE " 100,900 "
RAINBOW TECHNOLOGIES INC COM 750862104 "2,396" "64,100.00" SH SOLE " 64,100 "
RAINFOREST CAFE INC COM 75086K104 175 "49,500.00" SH SOLE " 49,500 "
RAINMAKER SYSTEM INC COM 750875106 560 "70,000.00" SH SOLE " 70,000 "
RALSTON PURINA CO COM 751277302 "11,168" "406,100.00" SH SOLE " 406,100 "
RARE HOSPITALITY INTL INC COM 753820109 "1,578" "81,200.00" SH SOLE " 81,200 "
RAVISENT TECHNOLOGIES INC COM 754440105 248 "17,900.00" SH SOLE " 17,900 "
RAYMOND JAMES FINANCIAL INC COM 754730109 "2,305" "111,100.00" SH SOLE " 111,100 "
READERS DIGEST ASSN INC CL A NON VTG 755267101 708 "20,000.00" SH OTHER 01 " 20,000 "
REALNETWORKS INC COM 75605L104 "6,673" "117,200.00" SH SOLE " 117,200 "
RED HAT INC COM 756577102 "2,911" "68,700.00" SH SOLE " 68,700 "
REDBACK NETWORKS INC COM 757209101 "12,147" "40,500.00" SH SOLE " 40,500 "
REEBOK INTL LTD COM 758110100 "2,151" "232,500.00" SH SOLE " 232,500 "
REGAL BELOIT CORP COM 758750103 256 "14,600.00" SH SOLE " 14,600 "
REGENERON PHARMACEUTICALS COM 75886F107 296 "10,000.00" SH SOLE " 10,000 "
REHABCARE GROUP INC COM 759148109 356 "14,400.00" SH SOLE " 14,400 "
RELIASTAR FINL CORP COM 75952U103 "4,492" "132,600.00" SH SOLE " 132,600 "
REMEDY CORP COM 759548100 918 "21,800.00" SH SOLE " 21,800 "
RENAISSANCE RE HLDGS LTD COM G7496G103 "2,146" "52,500.00" SH SOLE " 52,500 "
RENAISSANCE WORLDWIDE INC COM 75968A109 96 "18,300.00" SH SOLE " 18,300 "
REPLIGEN CORP COM 759916109 718 "74,600.00" SH SOLE " 74,600 "
REPSOL S.A SPONSORED ADR 76026T205 "2,436" "114,300.00" SH SOLE " 114,300 "
REPUBLIC SECURITY FINL CORP COM 760758102 477 "72,700.00" SH SOLE " 72,700 "
REPUBLIC SVCS INC COM 760759100 "1,498" "137,000.00" SH SOLE " 137,000 "
RESEARCH IN MOTION LTD COM 760975102 "1,491" "14,000.00" SH SOLE " 14,000 "
RESOURCE BANCSHARES MTG GROUP COM 761197102 239 "60,800.00" SH SOLE " 60,800 "
RESOURCEPHOENIX COM INC CL A 76122L106 198 "15,200.00" SH SOLE " 15,200 "
RESPIRONICS INC COM 761230101 "1,124" "78,200.00" SH SOLE " 78,200 "
RETEK INC COM 76128Q109 330 "8,000.00" SH SOLE " 8,000 "
REUTERS GROUP PLC SPONSORED ADR 76132M102 "4,775" "40,000.00" SH SOLE " 40,000 "
REXALL SUNDOWN INC COM 761648104 "2,062" "146,000.00" SH SOLE " 146,000 "
REYNOLDS METALS CO COM 761763101 "18,437" "275,700.00" SH SOLE " 275,700 "
REYNOLDS R J TOB HLDGS INC COM 76182K105 "4,175" "245,600.00" SH SOLE " 245,600 "
RICHMOND CNTY FINL CORP COM 764556106 885 "54,900.00" SH SOLE " 54,900 "
RIGGS NATL CORP WASH DC COM 766570105 "1,027" "84,300.00" SH SOLE " 84,300 "
RIO TINTO PLC COM 767204100 "3,014" "42,300.00" SH SOLE " 42,300 "
ROADWAY EXPRESS INC DEL COM 769742107 "1,258" "62,100.00" SH SOLE " 62,100 "
ROBERT HALF INTL INC COM 770323103 "3,845" "81,100.00" SH SOLE " 81,100 "
ROBOTIC VISION SYS INC COM 771074101 195 "12,200.00" SH SOLE " 12,200 "
ROCKWELL INTL CORP NEW COM 773903109 "4,829" "115,500.00" SH SOLE " 115,500 "
ROGERS CANTEL MOBILE COMMN CL B RSTRG VTG 775102205 "2,479" "61,300.00" SH SOLE " 61,300 "
ROGERS COMMUNICATIONS INC CL B 775109200 "1,866" "62,600.00" SH SOLE " 62,600 "
ROHN INDS INC COM 775381106 224 "68,800.00" SH SOLE " 68,800 "
ROLLINS TRUCK LEASING CORP COM 775741101 415 "49,200.00" SH SOLE " 49,200 "
ROMAC INTL INC COM 775835101 450 "49,600.00" SH SOLE " 49,600 "
ROSLYN BANCORP INC COM 778162107 "3,160" "177,390.00" SH SOLE " 177,390 "
ROSS STORES INC. COM 778296103 "4,695" "195,100.00" SH SOLE " 195,100 "
ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR 778529107 "2,185" "92,000.00" SH SOLE " 92,000 "
ROYAL APPLIANCE MFG CO COM 780076105 149 "30,100.00" SH SOLE " 30,100 "
ROYAL DUTCH PETE CO NY REG GLD 1.25 780257804 "14,106" "244,000.00" SH SOLE " 244,000 "
ROYAL PTT NEDERLAND NV SPONSORED ADR 780641205 391 "3,400.00" SH SOLE " 3,400 "
RSA SEC INC COM 749719100 "3,767" "72,700.00" SH SOLE " 72,700 "
RSL COMMUNICATIONS LTD CL A G7702U102 262 "10,900.00" SH SOLE " 10,900 "
RUBY TUESDAY INC COM 781182100 880 "50,300.00" SH SOLE " 50,300 "
RUDDICK CORP COM 781258108 "1,488" "136,000.00" SH SOLE " 136,000 "
RUDOLPH TECHNOLOGIES INC COM 781270103 "1,161" "25,800.00" SH SOLE " 25,800 "
RUSS BERRIE & CO COM 782233100 398 "21,500.00" SH SOLE " 21,500 "
RYANS FAMILY STEAK HOUSE INC COM 783519101 "1,341" "140,200.00" SH SOLE " 140,200 "
RYDER SYS INC COM 783549108 "2,720" "119,900.00" SH SOLE " 119,900 "
RYERSON TULL INC NEW COM 78375P107 "1,022" "65,963.00" SH SOLE " 65,963 "
RYLAND GROUP INC COM 783764103 "1,408" "75,100.00" SH SOLE " 75,100 "
SABRE HLDGS CORP CL A 785905100 "1,086" "29,393.00" SH SOLE " 29,393 "
SAFECO CORP COM 786429100 "2,492" "93,800.00" SH SOLE " 93,800 "
SAFEGUARD SCIENTIFICS INC COM 786449108 "4,733" "68,600.00" SH SOLE " 68,600 "
SAFETY-KLEEN CORP NEW COM NEW 78648R203 164 "124,600.00" SH SOLE " 124,600 "
SAGA SYS INC COM 786610105 "1,991" "55,700.00" SH SOLE " 55,700 "
SALEM COMMUNICATIONS CORP DEL CL A 794093104 "1,258" "105,400.00" SH SOLE " 105,400 "
SANTA FE INTL CORP ORD G7805C108 977 "26,400.00" SH SOLE " 26,400 "
SANTA FE SNYDER CORP COM 80218K105 "3,875" "407,900.00" SH SOLE " 407,900 "
SAPIENS INTL CORP N V ORD N7716A102 838 "68,400.00" SH SOLE " 68,400 "
SARA LEE CORP COM 803111103 "3,182" "176,800.00" SH SOLE " 176,800 "
SAUER INC COM 804137107 231 "23,800.00" SH SOLE " 23,800 "
SBA COMMUNICATIONS CORP COM 78388J106 "3,296" "74,900.00" SH SOLE " 74,900 "
SBC COMMUNICATIONS INC COM 78387G103 "1,323" "31,400.00" SH SOLE " 31,400 "
SBS TECHNOLOGIES INC COM 78387P103 377 "13,100.00" SH SOLE " 13,100 "
SCANSOFT INC COM 80603P107 418 "82,530.00" SH SOLE " 82,530 "
SCANSOURCE INC COM 806037107 731 "20,600.00" SH SOLE " 20,600 "
SCHERING PLOUGH CORP COM 806605101 "14,975" "402,000.00" SH SOLE " 402,000 "
SCHOLASTIC CORP COM 807066105 243 "4,500.00" SH SOLE " 4,500 "
SCHULMAN A INC COM 808194104 909 "68,600.00" SH SOLE " 68,600 "
SCI SYS INC COM 783890106 "2,661" "49,500.00" SH SOLE " 49,500 "
SCIENTIFIC GAMES HLDGS CORP COM 808747109 343 "20,800.00" SH SOLE " 20,800 "
SCIOS INC COM 808905103 684 "131,800.00" SH SOLE " 131,800 "
SCIQUEST COM INC COM 80908Q107 "1,712" "66,500.00" SH SOLE " 66,500 "
SCITEX LTD COM 809090103 "1,440" "92,500.00" SH SOLE " 92,500 "
SCM MICROSYSTEMS INC COM 784018103 553 "5,700.00" SH SOLE " 5,700 "
SCOTT TECHNOLOGIES INC COM 810022301 370 "19,600.00" SH SOLE " 19,600 "
SCOTTISH ANNUITY & LIFE HLDGS ORD G7885T104 135 "17,600.00" SH SOLE " 17,600 "
SCRIPPS E W CO OHIO CL A 811054204 "1,552" "32,000.00" SH SOLE " 32,000 "
SEACHANGE INTL INC COM 811699107 "1,987" "32,250.00" SH SOLE " 32,250 "
SEACOR SMIT INC COM 811904101 "3,973" "65,800.00" SH SOLE " 65,800 "
SEAGATE TECHNOLOGY COM 811804103 "16,617" "270,200.00" SH SOLE " 270,200 "
SEAGRAM LTD COM 811850106 "1,095" "18,400.00" SH SOLE " 18,400 "
SEAGRAM LTD COM 811850106 "1,696" "28,500.00" SH OTHER 01 " 28,500 "
SEALED AIR CORP NEW COM 81211K100 "14,382" "264,800.00" SH SOLE " 264,800 "
SEARS ROEBUCK & CO COM 812387108 "5,372" "175,400.00" SH SOLE " 175,400 "
SEAWAY FOOD TOWN INC COM 812744100 359 "21,100.00" SH SOLE " 21,100 "
SECURE COMPUTING CORP COM 813705100 "1,234" "72,600.00" SH SOLE " 72,600 "
SEMITOOL INC COM 816909105 "3,266" "179,600.00" SH SOLE " 179,600 "
SEMPRA ENERGY COM 816851109 712 "42,500.00" SH SOLE " 42,500 "
SEMX CORP COM 816854103 137 "13,000.00" SH SOLE " 13,000 "
SENSORMATIC ELECTRS CORP COM 817265101 "7,882" "351,300.00" SH SOLE " 351,300 "
SEPRACOR INC COM 817315104 269 "3,700.00" SH SOLE " 3,700 "
SERENA SOFTWARE INC COM 817492101 "1,595" "50,050.00" SH SOLE " 50,050 "
SEROLOGICALS CORP COM 817523103 506 "93,000.00" SH SOLE " 93,000 "
SHANGHAI PETROCHEMICAL LTD SPON ADR H 819424102 654 "58,800.00" SH SOLE " 58,800 "
SHARED MED SYS CORP COM 819486101 "2,008" "38,700.00" SH SOLE " 38,700 "
SHARPER IMAGE CORP COM 820013100 354 "28,900.00" SH SOLE " 28,900 "
SHAW COMMUNICATIONS INC CL B CONV 82028K200 910 "33,800.00" SH SOLE " 33,800 "
SHERWIN WILLIAMS CO COM 824348106 "3,985" "180,100.00" SH SOLE " 180,100 "
SHOP AT HOME INC COM NEW 825066301 "2,443" "283,200.00" SH SOLE " 283,200 "
SHUFFLE MASTER INC COM 825549108 367 "31,100.00" SH SOLE " 31,100 "
SICOR INC COM 825846108 "1,251" "120,600.00" SH SOLE " 120,600 "
SIEBEL SYS INC COM 826170102 "9,010" "75,440.00" SH SOLE " 75,440 "
SIEBERT FINL CORP COM 826176109 173 "13,500.00" SH SOLE " 13,500 "
SIERRA PACIFIC RES NEW COM 826428104 "1,244" "99,517.00" SH SOLE " 99,517 "
SIGCORP INC COM 826912107 "1,622" "63,600.00" SH SOLE " 63,600 "
SIGMA ALDRICH CORP COM 826552101 "1,825" "67,900.00" SH SOLE " 67,900 "
SILICON IMAGE INC COM 82705T102 308 "4,300.00" SH SOLE " 4,300 "
SILICON VY BANCSHARES COM 827064106 "4,564" "63,500.00" SH SOLE " 63,500 "
SILICON VY GROUP INC COM 827066101 "4,670" "169,800.00" SH SOLE " 169,800 "
SILICONIX INC COM NEW 827079203 "4,430" "46,600.00" SH SOLE " 46,600 "
SILKNET SOFTWARE INC COM 827094103 "1,564" "15,100.00" SH SOLE " 15,100 "
SILVERSTREAM SOFTWARE INC COM 827907106 598 "8,100.00" SH SOLE " 8,100 "
SIMPSON INDS INC COM 829060102 141 "14,400.00" SH SOLE " 14,400 "
SIMULA INC SR SB NT CV 8%04 829206AB7 580 "1,000,000.00" PRN SOLE " 1,000,000 "
SINCLAIR BROADCAST GROUP INC CL A 829226109 628 "70,300.00" SH SOLE " 70,300 "
SIPEX CORP. COM 829909100 325 "9,200.00" SH SOLE " 9,200 "
SITEL CORP COM 82980K107 "1,522" "221,400.00" SH SOLE " 221,400 "
SK TELECOM LTD SPONSORED ADR 78440P108 "4,076" "104,500.00" SH SOLE " 104,500 "
SKECHERS USA INC CL A 830566105 285 "40,300.00" SH SOLE " 40,300 "
SKYWEST INC. COM 830879102 "5,646" "144,300.00" SH SOLE " 144,300 "
SLM HLDG CORP COM 78442A109 "1,309" "39,300.00" SH SOLE " 39,300 "
SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 "1,835" "40,000.00" SH SOLE " 40,000 "
SMITH A O COM 831865209 311 "17,300.00" SH SOLE " 17,300 "
SMITH INTL INC COM 832110100 "4,650" "60,000.00" SH SOLE " 60,000 "
SMITHKLINE BEECHAM PLC ADR REP ORD 832378301 "1,513" "22,900.00" SH SOLE " 22,900 "
SMURFIT-STONE CONTAINER CORP COM 832727101 "4,075" "240,571.00" SH SOLE " 240,571 "
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR 833635105 204 "7,500.00" SH SOLE " 7,500 "
SOLA INTL INC COM 834092108 "1,421" "232,000.00" SH SOLE " 232,000 "
SOLECTRON CORP COM 834182107 "2,011" "50,116.00" SH SOLE " 50,116 "
SOMERA COMMUNICATIONS COM 834458101 166 "13,700.00" SH SOLE " 13,700 "
SONERA GROUP PLC SPONSORED ADR 835433202 "3,067" "46,200.00" SH SOLE " 46,200 "
SONIC CORP COM 835451105 "1,897" "69,600.00" SH SOLE " 69,600 "
SONICWALL INC COM 835470105 713 "10,700.00" SH SOLE " 10,700 "
SONUS PHARMACEUTICALS INC COM 835692104 41 "10,400.00" SH SOLE " 10,400 "
SOURCE INFORMATION MGMT CO COM NEW 836151209 "1,577" "90,100.00" SH SOLE " 90,100 "
SOUTHDOWN INC COM 841297104 "3,685" "62,200.00" SH SOLE " 62,200 "
SOUTHERN UN CO NEW COM 844030106 733 "40,607.00" SH SOLE " 40,607 "
SOUTHTRUST CORP. COM 844730101 "4,954" "194,750.00" SH SOLE " 194,750 "
SOUTHWALL TECHNOLOGIES INC COM 844909101 327 "31,100.00" SH SOLE " 31,100 "
SOUTHWEST GAS CORP COM 844895102 459 "24,100.00" SH SOLE " 24,100 "
SOUTHWEST SECS GROUP INC COM 845224104 938 "21,600.00" SH SOLE " 21,600 "
SOUTHWESTERN ENERGY CO COM 845467109 127 "19,200.00" SH SOLE " 19,200 "
SPECTRALINK CORP COM 847580107 223 "12,400.00" SH SOLE " 12,400 "
SPECTRASITE HOLDING INC COM 84760T100 "5,946" "210,000.00" SH SOLE " 210,000 "
SPIEGEL INC CL A 848457107 "1,103" "137,900.00" SH OTHER 01 " 137,900 "
SPIEGEL INC CL A 848457107 "1,300" "162,500.00" SH SOLE " 162,500 "
SPINNAKER EXPL CO COM 84855W109 296 "13,000.00" SH SOLE " 13,000 "
SPLASH TECHNOLOGY HLDGS INC COM 848623104 "3,354" "268,300.00" SH SOLE " 268,300 "
SPLITROCK SVCS INC COM 848636304 "1,841" "37,200.00" SH SOLE " 37,200 "
SPRINGS INDS INC CL A 851783100 "1,083" "28,500.00" SH SOLE " 28,500 "
SPRINT CORP COM FON GROUP 852061100 "38,613" "612,900.00" SH SOLE " 612,900 "
SPX CORP COM 784635104 855 "7,500.00" SH SOLE " 7,500 "
ST JOE CO COM 790148100 "2,211" "76,400.00" SH SOLE " 76,400 "
ST JUDE MED INC COM 790849103 "2,504" "97,000.00" SH SOLE " 97,000 "
ST PAUL COS INC COM 792860108 "1,706" "50,000.00" SH SOLE " 50,000 "
STAAR SURGICAL CO COM PAR $0.01 852312305 631 "54,300.00" SH SOLE " 54,300 "
STAFF LEASING INC COM 852381102 120 "20,700.00" SH SOLE " 20,700 "
STAMPS COM INC COM 852857101 541 "28,000.00" SH SOLE " 28,000 "
STANCORP FINL GROUP INC COM 852891100 "2,012" "73,500.00" SH SOLE " 73,500 "
STANDARD MICROSYSTEMS CORP COM 853626109 224 "15,400.00" SH SOLE " 15,400 "
STANDARD PAC CORP NEW COM 85375C101 402 "40,200.00" SH SOLE " 40,200 "
STANDEX INTL CORP COM 854231107 171 "11,000.00" SH SOLE " 11,000 "
STAPLES INC. COM 855030102 "1,042" "52,100.00" SH SOLE " 52,100 "
STATEN IS BANCORP INC COM 857550107 "1,051" "61,400.00" SH SOLE " 61,400 "
STATIA TERMINALS GROUP N V ORD N82345104 316 "44,400.00" SH SOLE " 44,400 "
STEEL DYNAMICS INC COM 858119100 901 "77,900.00" SH SOLE " 77,900 "
STEIN MART INC COM 858375108 349 "42,300.00" SH SOLE " 42,300 "
STEINER LEISURE LTD ORD P8744Y102 737 "38,300.00" SH SOLE " 38,300 "
STERLING SOFTWARE INC COM 859547101 "7,975" "243,500.00" SH SOLE " 243,500 "
STERLING VISION INC COM 859727109 550 "66,700.00" SH SOLE " 66,700 "
STET HELLAS COMMUNICATIONS S A ADR 859823106 "1,216" "42,300.00" SH SOLE " 42,300 "
STEWART & STEVENSON SVCS INC COM 860342104 "1,096" "97,400.00" SH SOLE " 97,400 "
STILLWATER MNG CO COM 86074Q102 478 "11,950.00" SH SOLE " 11,950 "
STMICROELECTRONICS NV COM 861012102 "11,531" "61,600.00" SH SOLE " 61,600 "
STOLT COMEX SEAWAY SA COM L8873E103 368 "26,300.00" SH SOLE " 26,300 "
STURM RUGER & CO INC COM 864159108 820 "93,700.00" SH SOLE " 93,700 "
SUIZA FOODS CORP COM 865077101 "2,898" "72,000.00" SH SOLE " 72,000 "
SUN INTL HOTELS LTD ORD P8797T133 "2,595" "133,100.00" SH SOLE " 133,100 "
SUN MICROSYSTEMS INC COM 866810104 "12,590" "134,380.00" SH SOLE " 134,380 "
SUNCOR ENERGY INC COM 867229106 429 "10,100.00" SH SOLE " 10,100 "
SUNGARD DATA SYS INC COM 867363103 "3,518" "93,200.00" SH SOLE " 93,200 "
SUNGLASS HUT INTL INC COM 86736F106 "1,199" "153,500.00" SH SOLE " 153,500 "
SUNQUEST INFORMATION SYS INC+D1582 COM 867654105 444 "39,500.00" SH SOLE " 39,500 "
SUNRISE MED INC COM 867910101 235 "37,600.00" SH SOLE " 37,600 "
SUPERGEN INC COM 868059106 893 "18,600.00" SH SOLE " 18,600 "
SUPERIOR ENERGY SVCS INC COM 868157108 "1,112" "114,100.00" SH SOLE " 114,100 "
SUPERIOR INDS INTL INC COM 868168105 "1,892" "59,700.00" SH SOLE " 59,700 "
SUPERVALU INC COM 868536103 "2,375" "125,400.00" SH SOLE " 125,400 "
SUSQUEHANNA BANCSHARES INC PA COM 869099101 214 "15,500.00" SH SOLE " 15,500 "
SWIFT ENERGY CO COM 870738101 833 "46,600.00" SH SOLE " 46,600 "
SYACMORE NETWORKS INC COM 871206108 "5,470" "42,400.00" SH SOLE " 42,400 "
SYBASE INC COM 871130100 "7,369" "362,800.00" SH SOLE " 362,800 "
SYMBOL TECHNOLOGIES INC COM 871508107 "2,733" "33,200.00" SH SOLE " 33,200 "
SYMMETRICOM INC COM 871543104 446 "42,200.00" SH SOLE " 42,200 "
SYNCOR INTL CORP DEL COM 87157J106 "1,148" "34,800.00" SH SOLE " 34,800 "
SYSCO CORP COM 871829107 "15,024" "415,900.00" SH SOLE " 415,900 "
SYSTEMAX INC COM 871851101 733 "80,300.00" SH SOLE " 80,300 "
TALBOTS INC COM 874161102 530 "9,000.00" SH SOLE " 9,000 "
TALISMAN ENERGY INC COM 87425E103 631 "22,100.00" SH SOLE " 22,100 "
TALK CITY INC COM 874263106 349 "57,500.00" SH SOLE " 57,500 "
TALK COM INC COM 874264104 "2,730" "170,600.00" SH SOLE " 170,600 "
TANDY CORP COM 875382103 "10,475" "206,400.00" SH SOLE " 206,400 "
TANNING TECHNOLOGY CORP COM 87588P101 323 "7,500.00" SH SOLE " 7,500 "
TBC CORP COM 872180104 102 "20,200.00" SH SOLE " 20,200 "
TC PIPELINES LP UT COM 87233Q108 476 "30,100.00" SH SOLE " 30,100 "
TCF FINL CORP COM 872275102 "5,434" "228,200.00" SH SOLE " 228,200 "
TD WATERHOUSE GRP INC COM 872362108 "8,473" "338,900.00" SH SOLE " 338,900 "
TDK CORP AMERN DEP SH 872351408 894 "6,800.00" SH SOLE " 6,800 "
TECHNE CORP COM 878377100 "4,278" "62,000.00" SH SOLE " 62,000 "
TECHNITROL INC COM 878555101 "1,835" "31,500.00" SH SOLE " 31,500 "
TECUMSEH PRODS CO CL A 878895200 722 "16,400.00" SH SOLE " 16,400 "
TEGAL CORP COM 879008100 270 "40,800.00" SH SOLE " 40,800 "
TEKELEC COM 879101103 "2,647" "71,300.00" SH SOLE " 71,300 "
TEKTRONIX INC COM 879131100 "3,237" "57,800.00" SH SOLE " 57,800 "
TELCOM SEMICONDUCTOR INC COM 87921P107 "2,477" "81,900.00" SH SOLE " 81,900 "
TELE CENTRO OESTE CELULAR SA SPON ADR PFD 87923P105 "2,409" "207,200.00" SH SOLE " 207,200 "
TELE CENTRO SUL PART S A SPON ADR PFD 879239101 "5,071" "62,600.00" SH SOLE " 62,600 "
TELE DANMARK A/S SPON ADR CL B 879242105 683 "14,700.00" SH SOLE " 14,700 "
TELE NORDESTE CELULAR PART SA SPON ADR PFD 87924W109 380 "5,300.00" SH SOLE " 5,300 "
TELE SUDESTE CELULAR PART SA SPON ADR PFD 879252104 "1,748" "35,000.00" SH SOLE " 35,000 "
TELECOM ITALIA SPA SPON ADR PFD 87927W106 "1,079" "7,100.00" SH SOLE " 7,100 "
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287100 1 "55,000.00" SH SOLE " 55,000 "
TELEDYNE TECHNOLOGIES INC COM 879360105 887 "47,957.00" SH SOLE " 47,957 "
TELEFONICA DE ARGENTINA S A SPON ADR CL B 879378206 "2,728" "69,500.00" SH SOLE " 69,500 "
TELEFONICA DEL PERU SA SPON ADR CL B 879384105 "2,264" "133,200.00" SH SOLE " 133,200 "
TELEFONICA SA SPONSORED ADR 879382208 "1,740" "23,400.00" SH SOLE " 23,400 "
TELEGLOBE INC COM 87941V100 "5,385" "195,800.00" SH SOLE " 195,800 "
TELEMATE NET SOFTWARE COM 87943L100 528 "44,000.00" SH SOLE " 44,000 "
TELEPHONE & DATA SYS INC COM 879433100 "4,140" "37,300.00" SH SOLE " 37,300 "
TELESP CELULAR PART S A SPON ADR PFD 87952L108 958 "16,900.00" SH SOLE " 16,900 "
TELESTE CELULAR PART S A SPON ADR PFD 87943B102 246 "4,100.00" SH SOLE " 4,100 "
TELETECH HOLDINGS INC COM 879939106 "2,874" "83,300.00" SH SOLE " 83,300 "
TELLABS INC COM 879664100 "14,708" "233,580.00" SH SOLE " 233,580 "
TEMPLE INLAND INC COM 879868107 847 "17,000.00" SH SOLE " 17,000 "
TENET HEALTHCARE CORP COM 88033G100 "3,427" "149,000.00" SH SOLE " 149,000 "
TENFOLD CORP COM 88033A103 520 "8,600.00" SH SOLE " 8,600 "
TERADYNE INC COM 880770102 "4,986" "60,800.00" SH SOLE " 60,800 "
TEREX CORP NEW COM 880779103 "1,682" "117,000.00" SH SOLE " 117,000 "
TESORO PETE CORP COM 881609101 386 "33,600.00" SH SOLE " 33,600 "
TETRA INC DE TECHNOLOGIES COM 88162F105 444 "33,200.00" SH SOLE " 33,200 "
TETRA TECH INC NEW COM 88162G103 "2,632" "110,800.00" SH SOLE " 110,800 "
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 "4,948" "132,600.00" SH SOLE " 132,600 "
TEXAS BIOTECHOLOGY CORP COM 88221T1043 "1,709" "119,400.00" SH SOLE " 119,400 "
TEXAS INDS INC COM 882491103 "1,221" "38,600.00" SH SOLE " 38,600 "
TEXAS INSTRS INC COM 882508104 "1,664" "10,400.00" SH SOLE " 10,400 "
TEXAS UTILS CO COM 882848104 "5,709" "192,300.00" SH SOLE " 192,300 "
TEXTRON INC COM 883203101 "10,221" "167,900.00" SH SOLE " 167,900 "
THERMO CARDIOSYSTEMS INC COM NONREDEEM 88355K200 "1,344" "96,000.00" SH SOLE " 96,000 "
THOR INDS INC COM 885160101 236 "9,700.00" SH SOLE " 9,700 "
THREE FIVE SYS INC COM 88554L108 "1,468" "24,466.00" SH SOLE " 24,466 "
TIBCO SOFTWARE INC COM 88632Q103 "6,333" "77,700.00" SH SOLE " 77,700 "
TIDEWATER INC COM 886423102 "15,827" "497,500.00" SH SOLE " 497,500 "
TIFFANY & CO NEW COM 886547108 "1,555" "18,600.00" SH SOLE " 18,600 "
TIMBERLAND CO COM 887100105 "1,224" "24,000.00" SH SOLE " 24,000 "
TIME WARNER INC COM 887315109 "1,820" "18,200.00" SH OTHER 01 " 18,200 "
TIME WARNER INC COM 887315109 "22,970" "229,700.00" SH SOLE " 229,700 "
TIME WARNER TELECOM CL A 887319101 "4,214" "53,000.00" SH SOLE " 53,000 "
TIMES MIRROR CO NEW COM SER A 887364107 "13,504" "145,300.00" SH SOLE " 145,300 "
TIMKEN CO COM 887389104 403 "24,800.00" SH SOLE " 24,800 "
TITAN CORP COM 888266103 "13,943" "274,900.00" SH SOLE " 274,900 "
TITAN CORP COM 888266103 380 7500 SH C SOLE " 7,500 "
TITAN CORP COM 888266103 "3,804" 75000 SH P SOLE " 75,000 "
TITAN INTL INC ILL COM 88830M102 583 "81,100.00" SH SOLE " 81,100 "
TITAN PHARMACEUTICALS INC DEL COM 888314101 "1,835" "59,200.00" SH SOLE " 59,200 "
TJX COS INC NEW COM 872540109 "3,328" "150,000.00" SH SOLE " 150,000 "
TMP WORLDWIDE INC COM 872941109 "1,392" "17,900.00" SH SOLE " 17,900 "
TNP ENTERPRISES INC COM 872594106 "1,459" "33,300.00" SH SOLE " 33,300 "
TOLLGRADE COMMUNICATIONS INC COM 889542106 588 "11,100.00" SH SOLE " 11,100 "
TOO INC COM 890333107 106 "3,357.00" SH OTHER 01 " 3,357 "
TOO INC COM 890333107 "2,686" "85,100.00" SH SOLE " 85,100 "
TOPPS INC COM 890786106 "6,118" "736,000.00" SH SOLE " 736,000 "
TORCHMARK CORP COM 891027104 400 "17,300.00" SH SOLE " 17,300 "
TORO CO COM 891092108 "1,404" "46,900.00" SH SOLE " 46,900 "
TOSCO CORP COM NEW 891490302 "1,106" "36,100.00" SH SOLE " 36,100 "
TOWER SEMICONDUCTOR LTD ORD M87915100 "1,342" "59,000.00" SH SOLE " 59,000 "
TOYOTA MOTOR CORP SP ADR 892331307 686 "6,600.00" SH SOLE " 6,600 "
TOYS R US INC COM 892335100 "5,229" "353,000.00" SH SOLE " 353,000 "
TRANSCANADA PIPELINES LTD COM 893526103 461 "61,000.00" SH SOLE " 61,000 "
TRANSPORTACION MARITIMA MEXICA ADR SER 893868208 234 "44,600.00" SH SOLE " 44,600 "
TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 113 "13,300.00" SH SOLE " 13,300 "
TRAVELERS PPTY CAS CORP CL A 893939108 "3,671" "89,000.00" SH SOLE " 89,000 "
TRAVELOCITY COM INC COM 893953109 902 "30,700.00" SH SOLE " 30,700 "
TREX INC COM 89531P105 283 "7,400.00" SH SOLE " 7,400 "
TRIAD HOSPITALS INC COM 89579K109 719 "42,952.00" SH SOLE " 42,952 "
TRIBUNE CO NEW COM 896047107 "10,457" "286,000.00" SH SOLE " 286,000 "
TRIDENT MICROSYSTEMS INC COM 895919108 "2,157" "205,400.00" SH SOLE " 205,400 "
TRIMBLE NAVIGATATION LTD COM 896239100 "4,341" "168,600.00" SH SOLE " 168,600 "
TRINITY INDS INC COM 896522109 329 "13,900.00" SH SOLE " 13,900 "
TRINTECH GROUP PLC SPONSORED ADR 896682101 250 "6,400.00" SH SOLE " 6,400 "
TRITEL INC CL A 89675X104 "1,235" "32,300.00" SH SOLE " 32,300 "
TRITON ENERGY LTD ORD G90751101 "5,796" "165,300.00" SH SOLE " 165,300 "
TRITON PCS HLDGS INC CL A 89677M106 "1,392" "23,300.00" SH SOLE " 23,300 "
TRUE NORTH COMMUNICATIONS INC COM 897844106 "3,491" "88,800.00" SH SOLE " 88,800 "
TRUSTMARK CORP COM 898402102 579 "28,700.00" SH SOLE " 28,700 "
TRW INC COM 872649108 "4,715" "80,600.00" SH SOLE " 80,600 "
TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 "1,146" "70,000.00" SH SOLE " 70,000 "
TUBOSCOPE INC COM 898600101 207 "12,200.00" SH SOLE " 12,200 "
TUESDAY MORNING CORP COM NEW 8990355054 950 "66,100.00" SH SOLE " 66,100 "
TULARIK INC COM 899165104 "1,179" "38,200.00" SH SOLE " 38,200 "
TUMBLEWEED COMMUNICATIONS CORP COM 899690101 "2,275" "19,500.00" SH SOLE " 19,500 "
TUPPERWARE CORP COM 899896104 569 "36,000.00" SH OTHER 01 " 36,000 "
TUPPERWARE CORP COM 899896104 874 "55,300.00" SH SOLE " 55,300 "
TV AZTECA SA DE CV SPONSORED ADR 901145102 "8,154" "552,800.00" SH SOLE " 552,800 "
TV GUIDE INC CL A 87307Q109 "13,799" "287,100.00" SH SOLE " 287,100 "
TWINLAB CORP COM 901774109 456 "64,000.00" SH SOLE " 64,000 "
TYCO INTL LTD NEW COM 902124106 "3,008" "60,000.00" SH SOLE " 60,000 "
U.S. INTERACTIVE INC COM 90334M109 "1,798" "50,300.00" SH SOLE " 50,300 "
U.S. TR CORP NEW COM 91288L105 "7,931" "41,900.00" SH SOLE " 41,900 "
UAL CORP COM 902549500 "11,489" "189,900.00" SH SOLE " 189,900 "
UCAR INTL INC COM 90262K109 628 "47,600.00" SH SOLE " 47,600 "
UGI CORP NEW COM 902681105 538 "24,900.00" SH SOLE " 24,900 "
UGLY DUCKLING CORP COM 903512101 161 "20,900.00" SH SOLE " 20,900 "
UICI COM 902737105 158 "23,900.00" SH SOLE " 23,900 "
ULTRAK INC COM 903898401 591 "64,800.00" SH SOLE " 64,800 "
ULTRAPAR PARTICIPACOES S A SP ADR 90400P101 132 "12,000.00" SH SOLE " 12,000 "
ULTRARMAR DIAMOND SHAMROCK CORP COM 904000106 749 "29,500.00" SH SOLE " 29,500 "
UNICOM CORP COM 904911104 "14,647" "401,300.00" SH SOLE " 401,300 "
UNIFI INC COM 904677101 509 "56,900.00" SH SOLE " 56,900 "
UNIFY CORP COM 904743101 "2,598" "127,100.00" SH SOLE " 127,100 "
UNILEVER PLC SPON ADR NEW 904767704 "3,550" "135,900.00" SH SOLE " 135,900 "
UNION CARBIDE CORP COM 905581104 "26,136" "448,200.00" SH SOLE " 448,200 "
UNION PAC RES GROUP INC COM 907834105 "3,251" "224,200.00" SH SOLE " 224,200 "
UNIONBANCAL CORP COM 908906100 "9,233" "335,000.00" SH SOLE " 335,000 "
UNISOURCE ENERGY CORP COM 909205106 422 "28,700.00" SH SOLE " 28,700 "
UNISYS CORP COM 909214108 "9,646" "375,500.00" SH SOLE " 375,500 "
UNITED ASSET MGMT CORP COM 909420101 331 "19,100.00" SH SOLE " 19,100 "
UNITED AUTO GROUP INC COM 909440109 265 "30,100.00" SH SOLE " 30,100 "
UNITED DOMINION INDS LTD COM 909914103 196 "10,800.00" SH SOLE " 10,800 "
UNITED HEALTH CARE CORP COM 910581107 "1,389" "23,300.00" SH SOLE " 23,300 "
UNITED ILLUM CO COM 910637107 "1,970" "50,200.00" SH SOLE " 50,200 "
UNITED INDL CORP COM 910671106 113 "11,300.00" SH SOLE " 11,300 "
UNITED PARCEL SERVICE INC CL B 911312106 "1,990" "31,600.00" SH SOLE " 31,600 "
UNITED STATES CELLULAR CORP COM 911684108 "3,983" "56,100.00" SH SOLE " 56,100 "
UNITED STATIONERS INC COM 913004107 "2,955" "82,800.00" SH SOLE " 82,800 "
UNITED THERAPEUTICS CORP DEL COM 91307C102 311 "4,000.00" SH SOLE " 4,000 "
UNITED WTR RES INC COM 913190104 236 "6,800.00" SH SOLE " 6,800 "
UNITEDGLOBALCOM COM 913247508 "2,755" "36,700.00" SH SOLE " 36,700 "
UNITRIN INC CL A 913275103 "1,177" "29,600.00" SH SOLE " 29,600 "
UNIVERSAL CORP VA COM 913456109 "2,524" "167,600.00" SH SOLE " 167,600 "
UNIVERSAL ELECTRS INC COM 913483103 "1,237" "51,000.00" SH SOLE " 51,000 "
UNIVERSAL FOODS CORP COM 913538104 "1,325" "62,000.00" SH SOLE " 62,000 "
UNIVERSAL FST PRODS INC COM 913543104 213 "17,200.00" SH SOLE " 17,200 "
UNUMPROVIDENT CORP COM 91529Y106 "9,477" "559,500.00" SH SOLE " 559,500 "
URBAN OUTFITTERS INC COM 917047102 634 "43,000.00" SH SOLE " 43,000 "
UROMED CORP COM NEW 917274300 35 "10,300.00" SH SOLE " 10,300 "
URS CORP NEW COM 903236107 "1,122" "85,500.00" SH SOLE " 85,500 "
US BANCORP DEL COM 902973106 "1,800" "82,300.00" SH SOLE " 82,300 "
US CAN CORP COM 90328W105 "4,754" "244,600.00" SH SOLE " 244,600 "
US FREIGHTWAYS CORP COM 916906100 "3,231" "86,300.00" SH SOLE " 86,300 "
US HOME CORP NEW COM 911920106 "1,106" "29,100.00" SH SOLE " 29,100 "
US INDS INC NEW COM 912080108 "1,043" "94,300.00" SH SOLE " 94,300 "
US SEARCH COM INC COM 903404101 253 "51,000.00" SH SOLE " 51,000 "
USEC INC COM NEW 90333E108 "1,131" "238,100.00" SH SOLE " 238,100 "
USG CORP. COM 903293405 "5,049" "120,400.00" SH SOLE " 120,400 "
USA DETERGENTS INC COM 902938109 25 "10,900.00" SH SOLE " 10,900 "
UST INC COM 902911106 "4,671" "305,034.00" SH SOLE " 305,034 "
USX-US STL COM 90337T101 "5,418" "216,700.00" SH SOLE " 216,700 "
UTI ENERGY CORP COM 903387108 774 "20,500.00" SH SOLE " 20,500 "
VA LINUX SYSTEMS INC COM 91819B105 "3,472" "57,500.00" SH SOLE " 57,500 "
VALASSIS COMMUNICATIONS INC COM 918866104 "7,927" "237,950.00" SH SOLE " 237,950 "
VALENCE TECHNOLOGY INC COM 918914102 "2,524" "107,100.00" SH SOLE " 107,100 "
VALENTIS INC COM 91913E104 114 "10,000.00" SH SOLE " 10,000 "
VALERO ENERGY CORP NEW COM 91913Y100 "1,875" "61,100.00" SH SOLE " 61,100 "
VALUEVISION INTL INC CL A 92047K107 "1,940" "46,900.00" SH SOLE " 46,900 "
VARIAN INC COM 922206107 "2,045" "53,300.00" SH SOLE " 53,300 "
VARIAN MED SYS IC COM 92220P105 "5,794" "127,000.00" SH SOLE " 127,000 "
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 "4,002" "62,900.00" SH SOLE " 62,900 "
VARI-L CO INC COM 922150107 "1,461" "56,200.00" SH SOLE " 56,200 "
VENATOR GROUP INC COM 922944103 767 "85,800.00" SH SOLE " 85,800 "
VENTIV HEALTH INC COM 922793104 105 "10,434.00" SH SOLE " 10,434 "
VERILINK CORP COM 923432108 "1,072" "73,300.00" SH SOLE " 73,300 "
VERSANT CORP COM 925284101 "1,056" "78,600.00" SH SOLE " 78,600 "
VERTEX PHARMACEUTICALS INC COM 92532F100 "2,317" "49,500.00" SH SOLE " 49,500 "
VETERINARY CTRS AMER INC COM 925514101 "1,602" "116,500.00" SH SOLE " 116,500 "
VIAD CORP COM 92552R109 "18,533" "810,200.00" SH SOLE " 810,200 "
VIADOR INC COM 92553R108 543 "11,100.00" SH SOLE " 11,100 "
VIANT CORP COM 92553N107 "2,335" "69,700.00" SH SOLE " 69,700 "
VIASAT INC COM 92552V100 554 "7,700.00" SH SOLE " 7,700 "
VIASOFT INC COM 92552U102 460 "71,400.00" SH SOLE " 71,400 "
VIATEL INC COM 925529208 573 "11,410.00" SH SOLE " 11,410 "
VINTAGE PETE INC COM 927460105 "2,341" "116,300.00" SH SOLE " 116,300 "
VIRATA CORP COM 927646109 "2,367" "23,700.00" SH SOLE " 23,700 "
VIROPHARMA INC COM 928241108 "1,355" "22,100.00" SH SOLE " 22,100 "
VISIBLE GENETICS INC COM 92829S104 303 "8,200.00" SH SOLE " 8,200 "
VISX INC DEL COM 92844S105 "2,285" "125,200.00" SH SOLE " 125,200 "
VITAL SIGNS INC COM 928469105 415 "18,100.00" SH SOLE " 18,100 "
VIVUS INC COM 928551100 825 "99,600.00" SH SOLE " 99,600 "
VOYAGER D1775NET INC COM 92906W101 "1,100" "80,400.00" SH SOLE " 80,400 "
WABASH NATL CORP COM 929566107 490 "34,400.00" SH SOLE " 34,400 "
WACKENHUT CORRECTIONS CORP COM 929798106 329 "34,200.00" SH SOLE " 34,200 "
WAL MART STORES INC COM 931142103 "4,695" "83,100.00" SH SOLE " 83,100 "
WALGREEN CO COM 931422109 "6,432" "249,800.00" SH SOLE " 249,800 "
WALKER INTERACTIVE SYS INC COM 931664106 "1,119" "138,800.00" SH SOLE " 138,800 "
WARNER LAMBERT CO COM 934488107 "15,171" "155,300.00" SH SOLE " 155,300 "
WASHINGTON FED INC COM 938824109 "2,259" "118,520.00" SH SOLE " 118,520 "
WATER PIK TECHNOLOGIES INC COM 94113U100 186 "25,590.00" SH SOLE " 25,590 "
WATERS CORP COM 941848103 "3,991" "41,900.00" SH SOLE " 41,900 "
WEB STREET INC COM 9473361031 178 "21,400.00" SH SOLE " 21,400 "
WEBB DEL CORP COM 947423109 838 "56,600.00" SH SOLE " 56,600 "
WEBLINK WIRELESS INC CL A 94769A101 "2,144" "160,300.00" SH SOLE " 160,300 "
WEBTRENDS CORP COM 94844D104 "1,534" "21,300.00" SH SOLE " 21,300 "
WEGENER CORP COM 948585104 192 "32,400.00" SH SOLE " 32,400 "
WEIRTON STL CORP COM 948774104 "1,307" "160,800.00" SH SOLE " 160,800 "
WEIS MKTS INC COM 948849104 541 "15,900.00" SH SOLE " 15,900 "
WELLS FARGO & CO NEW COM 949746101 "5,681" "139,400.00" SH SOLE " 139,400 "
WENDYS INTL INC COM 950590109 "5,919" "293,200.00" SH SOLE " 293,200 "
WERNER ENTERPRISES INC COM 950755108 232 "13,650.00" SH SOLE " 13,650 "
WESLEY JESSEN VISIONCARE INC COM 951018100 "1,420" "39,500.00" SH SOLE " 39,500 "
WEST MARINE INC COM 954235107 511 "51,400.00" SH SOLE " 51,400 "
WEST TELESERVICES CORP COM 956188106 646 "25,100.00" SH SOLE " 25,100 "
WESTAMERICAA BANCORPORATION COM 957090103 "1,873" "67,500.00" SH SOLE " 67,500 "
WESTELL TECHNOLOGIES INC CL A 957541105 "5,903" "185,190.00" SH SOLE " 185,190 "
WESTERN DIGITAL CORP COM 958102105 323 "43,400.00" SH SOLE " 43,400 "
WESTERN GAS RES INC COM 958259103 "1,162" "73,200.00" SH SOLE " 73,200 "
WESTERN WIRELESS CORP CL A 95988E204 "7,032" "153,500.00" SH SOLE " 153,500 "
WESTVACO CORP COM 961548104 "3,915" "117,300.00" SH SOLE " 117,300 "
WESTWOOD ONE INC COM 961815107 "4,499" "124,100.00" SH SOLE " 124,100 "
WHIRLPOOL CORP COM 963320106 "3,816" "65,100.00" SH SOLE " 65,100 "
WHITE PINE SOFTWARE INC COM 964347108 616 "17,100.00" SH SOLE " 17,100 "
WHITMAN CORP NEW COM 96647R107 981 "70,400.00" SH OTHER 01 " 70,400 "
WHITMAN CORP NEW COM 96647R107 "2,364" "169,600.00" SH SOLE " 169,600 "
WHOLE FOODS MKT INC COM 966837106 924 "22,300.00" SH SOLE " 22,300 "
WHX CORP COM 929248102 "1,224" "178,100.00" SH SOLE " 178,100 "
WICOR INC COM 929253102 "2,201" "71,000.00" SH SOLE " 71,000 "
WILEY JOHN & SONS INC CL A 968223206 445 "24,700.00" SH SOLE " 24,700 "
WILLIAMS SONOMA INC COM 969904101 419 "13,500.00" SH SOLE " 13,500 "
WIND RIVER SYSTEMS INC COM 973149107 949 "26,172.00" SH SOLE " 26,172 "
WINDMERE-DURABLE HLDGS INC COM 973411101 969 "65,700.00" SH SOLE " 65,700 "
WINFIELD CAP CORP COM 973859101 537 "25,100.00" SH SOLE " 25,100 "
WINNEBAGO INDS INC COM 974637100 "1,120" "62,000.00" SH SOLE " 62,000 "
WIRELESS FACILITIES INC COM 97653A103 "1,842" "17,500.00" SH SOLE " 17,500 "
WIRELESS TELECOM GROUP INC COM 976524108 98 "21,200.00" SH SOLE " 21,200 "
WISCONSIN CENT TRANSN COR COM 976592105 "1,074" "87,700.00" SH SOLE " 87,700 "
WIT CAPITAL GROUP INC COM 97737K309 "4,790" "279,700.00" SH SOLE " 279,700 "
WMS INDS INC COM 929297109 "2,005" "203,000.00" SH SOLE " 203,000 "
WOLVERINE TUBE INC COM 978093102 250 "19,500.00" SH SOLE " 19,500 "
WOLVERINE WORLD WIDE INC COM 978097103 "1,484" "134,900.00" SH SOLE " 134,900 "
WOMEN COM NETWORKS INC COM 978149102 369 "44,700.00" SH SOLE " 44,700 "
WORKFLOW MGMT INC COM 98137N109 "3,723" "138,200.00" SH SOLE " 138,200 "
WORLD ACCESS INC COM 98141A101 "3,434" "179,566.00" SH SOLE " 179,566 "
WORLD WRESTLING FEDN ENTMT INC CL A 98156Q108 "2,103" "118,700.00" SH SOLE " 118,700 "
WORTHINGTON INDS INC COM 981811102 "4,509" "364,400.00" SH SOLE " 364,400 "
WPP GROUP PLC SPON ADR NEW 929309300 720 "8,300.00" SH SOLE " 8,300 "
XEROX CORP COM 984121103 650 "25,000.00" SH OTHER 01 " 25,000 "
XICOR INC COM 984903104 "1,453" "102,900.00" SH SOLE " 102,900 "
XM SATELLITE RADIO HLDG INC CL A 983759101 "2,790" "80,000.00" SH SOLE " 80,000 "
XOMA CORP LTD ORD G9825R107 "1,439" "185,700.00" SH SOLE " 185,700 "
XPEDIOR INC COM 98413B100 252 "11,200.00" SH SOLE " 11,200 "
X-RITE INC COM 983857103 313 "30,900.00" SH SOLE " 30,900 "
XTRA CORP COM 984138107 578 "15,200.00" SH SOLE " 15,200 "
YAHOO INC COM 984332106 "4,488" "26,186.00" SH SOLE " 26,186 "
YELLOW CORP COM 985509108 "1,528" "82,900.00" SH SOLE " 82,900 "
YOUNG & RUBICAM INC COM 987425105 "2,181" "46,400.00" SH SOLE " 46,400 "
YOUTHSREAM MEDIA NETWORKS INC COM 987819109 891 "67,900.00" SH SOLE " 67,900 "
Z TEL TECHNOLOGIES INC COM 988792107 "1,029" "24,500.00" SH SOLE " 24,500 "
ZALE CORP NEW COM 988858106 "4,761" "100,900.00" SH SOLE " 100,900 "
ZANY BRAINY INC COM 98906Q101 504 "103,400.00" SH SOLE " 103,400 "
ZAPATA CORP COM NEW 989070503 314 "66,200.00" SH SOLE " 66,200 "
ZAPME! CORPORATION COM 98912E100 180 "23,600.00" SH SOLE " 23,600 "
ZEBRA TECHNOLOGIES CORP CL A 989207105 "1,654" "33,070.00" SH SOLE " 33,070 "
ZIFF-DAVIS INC COM ZD 989511100 "1,914" "122,500.00" SH SOLE " 122,500 "
ZIFF-DAVIS INC COM ZDNET 989511209 978 "46,000.00" SH SOLE " 46,000 "
ZIONS BANCORPORATION COM 989701107 "1,665" "40,000.00" SH SOLE " 40,000 "
ZOLL MED CORP COM 989922109 384 "7,500.00" SH SOLE " 7,500 "
ZOLTEK COS INC COM 98975W104 143 "15,500.00" SH SOLE " 15,500 "
ZOMAX INC MINN COM 989929104 "1,663" "27,600.00" SH SOLE " 27,600 "
ZOOM TELEPHONICS INC COM 98976E103 158 "11,300.00" SH SOLE " 11,300 "
ZYGO CORP COM 989855101 "1,100" "22,800.00" SH SOLE " 22,800 "
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