UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
"Washington, D.C. 20549"
FORM 13F
FORM 13F COVER PAGE
"Report for the Calender Year of Quarter Ended: June 30, 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 , June 30th 2000"
Report Type (Check only one.) :
( ) 13 F HOLDINGS REPORT.
( ) 13F NOTICE.
( x ) 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Angelo Gordon & Co. L.P.
"White Rock Capital Management, L.P."
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES
EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Manager: 2
Form 13F Information Table Entry Total: 1868
Form 13F Information Table Value Total: "5,100,305 (000s)"
List of Other Included Managers:
No. 13F File Number
1 NRMB Management Inc.
2 TT International Investment Management
<PAGE>
<TABLE> <C> <C>
FORM 13F
Name of Issuer Title of Class Cusip Value Shares SH/ Put Invstmt Other Voting Authority
1 800 FLOWERS COM CL A 68243Q106 725 141400 SH SOLE 141400
3COM CORP Com 885535104 14689 254900 SH SOLE 254900
3-D SYS CORP DEL Com New 88554D205 1201 63200 SH SOLE 63200
3DO CO Com 88553W105 712 90800 SH SOLE 90800
4 KIDS ENTMT INC Com 350865101 652 25000 SH SOLE 25000
A D C TELECOMMUNICATIONS Com 886101 2957 35251 SH SOLE 35251
AAR CORP Com 361105 382 31800 SH SOLE 31800
AARON RENTS INC Com 2535201 1950 155200 SH SOLE 155200
ABBOTT LABS Com 2824100 14144 317400 SH SOLE 317400
ABGENIX INC Com 00339B107 959 8000 SH SOLE 8000
ABN AMRO HLDG NV Sponsored ADR 937102 1035 42152 SH SOLE 42152
ACCRUE SOFTWARE INC Com 00437W102 412 11600 SH SOLE 11600
ACT NETWORKS INC Com 975102 265 17300 SH SOLE 17300
ACTEL CORP Com 4934105 1957 42900 SH SOLE 42900
ACTIONPOINT INC Com 00504A108 350 45100 SH SOLE 45100
ACTIVE SOFTWARE INC Com 5.04E+102 3418 44000 SH SOLE 44000
ACTRADE INTL LTD Com 4931101 595 29000 SH SOLE 29000
ACUSON CORP Com 5113105 620 45900 SH SOLE 45900
ACXIOM CORP Com 5125109 1969 72240 SH SOLE 72240
ADAC LABS Com New 5313200 2450 102100 SH SOLE 102100
ADAPTEC INC Com 00651F108 1174 51600 SH SOLE 51600
ADECCO SA Sponsored ADR 6754105 791 7451 SH SOLE 7451
ADMINISTAFF INC Com 7094105 3550 55900 SH SOLE 55900
ADOBE SYS INC Com 00724F101 12818 98600 SH SOLE 98600
ADTRAN INC Com 00738A106 3497 58400 SH SOLE 58400
ADVANCED ENERGY INDS Com 7973100 2033 34500 SH SOLE 34500
ADVANCED FIBRE COMMUNICATIONS Com 00754A105 15361 339000 SH SOLE 339000
ADVANCED MICRO DEVICES INC Com 7903107 36709 475200 SH SOLE 475200
ADVANCED TISSUE SCIENCES INC Com 00755F103 518 64500 SH SOLE 64500
ADVANTA CORP CL B 7942204 561 66007 SH SOLE 66007
ADVANTA CORP CL A 7942105 709 58200 SH SOLE 58200
ADVEST GROUP INC Com 7566102 371 17700 SH SOLE 17700
ADVO INC Com 7585102 7347 174800 SH SOLE 174800
AEROVOX INC Com 00808M105 346 83800 SH SOLE 83800
AETHER SYS INC Com 00808V105 759 3700 SH SOLE 3700
AFLAC INC Com 1055102 10088 219600 SH SOLE 219600
AGCO CORP Com 1084102 2700 220400 SH SOLE 220400
AGL RES INC Com 1204106 4388 275300 SH SOLE 275300
AGNICO EAGLE MINES LTD Com 8474108 581 90300 SH SOLE 90300
AGRIBRANDS INTL INC Com 00849R105 2196 52400 SH SOLE 52400
AGRIUM INC Com 8916108 251 29100 SH SOLE 29100
AIR PRODS & CHEMS INC Com 9158106 2933 95200 SH SOLE 95200
AIRBORNE FGHT CORP Com 9266107 3032 160100 SH SOLE 160100
AIRGAS INC Com 9363102 971 170700 SH SOLE 170700
AIRGATE PCS INC Com 9367103 999 19000 SH SOLE 19000
AIRTRAN HLDGS INC Com 00949P108 368 88600 SH SOLE 88600
ALADDIN KNOWLEDGE SYS LTD Ord M0392N101 425 26900 SH SOLE 26900
ALAMOSA PCS HOLDINGS Com 11593100 2384 114200 SH SOLE 114200
ALBEMARLE CORP Com 12653101 2248 113800 SH SOLE 113800
ALCAN ALUMINUM LTD NEW Com 13716105 2827 91300 SH SOLE 91300
ALCATEL Sponsored ADR 13904305 9986 150162 SH SOLE 150162
ALCOA INC Com 13817101 9866 340200 SH SOLE 340200
ALEXANDER & BALDWIN INC Com 14482103 1505 68200 SH SOLE 68200
ALLAIRE CORP Com 16714107 3653 99400 SH SOLE 99400
ALLEGHENY ENERGY INC Com 17361106 2433 86900 SH SOLE 86900
ALLEGHENY TECHNOLOGIES INC Com 01741R102 1678 93200 SH SOLE 93200
ALLEGIANCE TELECOM INC Com 01747T102 5555 86800 SH SOLE 86800
ALLEN TELECOM INC Com 18091108 2006 113400 SH SOLE 113400
ALLERGAN INC Com 18490102 10013 134400 SH SOLE 134400
ALLIANCE PHARMACEUTICAL CORP Com 18773101 693 61600 SH SOLE 61600
ALLIANCE SEMICONDUCTOR CORP Com 01877H100 297 12100 SH SOLE 12100
ALLIANT CORP Com 18802108 281 10800 SH SOLE 10800
ALLIANT TECHSYSTEMS INC Com 18804104 4779 70900 SH SOLE 70900
ALLIED IRISH BKS P L C Spon ADR 19228402 325 18300 SH SOLE 18300
ALLMERICA FINL CORP Com 19754100 1210 23100 SH SOLE 23100
ALLTEL CORP Com 20039103 997 16100 SH OTHER 1 16100
ALLTEL CORP Com 20039103 6082 98200 SH SOLE 98200
ALPINE GROUP INC Com 20825105 584 86500 SH SOLE 86500
ALTEON WEBSYSTEMS INC Com 02145A109 2942 29400 SH SOLE 29400
ALTERNATIVE RESOURCES CORP Com 02145R102 48 25600 SH SOLE 25600
ALTIGEN COMMUNICATIONS INC Com 21489109 178 30000 SH SOLE 30000
AMBAC FINL GROUP INC Com 23139108 4684 85400 SH SOLE 85400
AMDOCS LTD Ord G02602103 9141 119100 SH SOLE 119100
AMERADA HESS CORP Com 23551104 15055 243800 SH SOLE 243800
AMERICA ONLINE INC DEL Com 02364J104 500 9500 SH SOLE 9500
AMERICAN AXLE & MFG HLDGS INC Com 24061103 253 17800 SH SOLE 17800
AMERICAN ECO CORP Com 02553G101 13 42500 SH SOLE 42500
AMERICAN EXPRESS CO Com 25816109 6856 131525 SH SOLE 131525
AMERICAN FINL HLDGS INC Com 26075101 770 48500 SH SOLE 48500
AMERICAN FREIGHTWAYS CORP Com 02629V108 1828 126100 SH SOLE 126100
AMERICAN HOME PRODS CORP Com 26609107 16309 277600 SH SOLE 277600
AMERICAN ITALIAN PASTA CO CL A 27070101 3340 156700 SH SOLE 156700
AMERICAN MED SEC GROUP INC Com 02744P101 7123 1036100 SH SOLE 1036100
AMERICAN NATL CAN GROUP INC Com 27714104 1433 84900 SH SOLE 84900
AMERICAN PWR CONVERSION CORP Com 29066107 2086 51100 SH SOLE 51100
AMERICAN STD COS INC DEL Com 29712106 718 17500 SH SOLE 17500
AMERICAN TECHNICAL CERAMICS Com 30137103 507 18200 SH SOLE 18200
AMERIPATH INC Com 03071D109 377 42500 SH SOLE 42500
AMERISOURCE HEALTH CORP CL A 03071P102 2790 89900 SH SOLE 89900
AMERITRADE HLDG CORP CL A 03072H109 3462 297800 SH SOLE 297800
AMERUS LIFE HLDGS INC Com 30732101 832 40400 SH SOLE 40400
AMETEK INC NEW Com 31100100 1733 99000 SH SOLE 99000
AMFM INC Com 1693100 6351 92083 SH SOLE 92083
AMGEN INC Com 31162100 11584 164900 SH SOLE 164900
AMKOR TECHNOLOGY INC Com 31652100 2631 74500 SH SOLE 74500
AMPHENOL CORP NEW CL A 32095101 2636 39900 SH SOLE 39900
AMR CORP Com 1765106 11968 452700 SH SOLE 452700
AMVESCAP PLC Sponsored ADR 3.24E+103 713 9100 SH SOLE 9100
AMWAY JAPAN LTD Sponsored ADR 03234J100 61 13300 SH SOLE 13300
AMYLIN PHARMACEUTICALS INC Com 32346108 1783 117400 SH SOLE 117400
ANADIGICS INC Com 32515108 4847 142300 SH SOLE 142300
ANALOG DEVICES INC Com 32654105 9059 119200 SH SOLE 119200
ANAREN MICROWAVE INC Com 32744104 840 6400 SH SOLE 6400
ANCHOR GAMING Com 33037102 1649 34400 SH SOLE 34400
ANDREW CORP Com 34425108 7085 211100 SH SOLE 211100
ANGELICA CORP Com 34663104 120 15000 SH SOLE 15000
ANGLO AMERN PLC ADR 03485P102 595 12600 SH SOLE 12600
ANGLOGOLD LTD Sponsored ADR 35128206 1703 82800 SH SOLE 82800
ANHEUSER BUSCH COS INC Com 35229103 15879 212600 SH SOLE 212600
ANICOM INC Com 35250109 190 50700 SH SOLE 50700
ANIXTER INTL INC Com 35290105 4232 159700 SH SOLE 159700
ANSYS INC Com 03662Q105 1335 117400 SH SOLE 117400
AO TATNEFT Spon ADR 03737P306 791 80100 SH SOLE 80100
APA OPTICS INC Com 1853100 794 55700 SH SOLE 55700
APAC CUSTOMER SERVICES INC Com 1.85E+108 916 82800 SH SOLE 82800
APEX INC Com 37548104 1444 33000 SH SOLE 33000
APOLLO GROUP INC CL A 37604105 2811 100400 SH SOLE 100400
APPLE COMPUTER INC Com 37833100 3383 64600 SH SOLE 64600
APPLEBEES INTL INC Com 37899101 2561 84500 SH SOLE 84500
APPLIED EXTRUSION TECHNOLOGIES Com 38196101 117 22300 SH SOLE 22300
APPLIED FILMS CORP Com 38197109 366 10000 SH SOLE 10000
APPLIED INDL TECHNOLOGIES INC Com 03820C105 1331 81300 SH SOLE 81300
APPLIED INNOVATION INC Com 37916103 1307 123000 SH SOLE 123000
APPLIED MICRO CIRCUITS CORP Com 03822W109 3772 38200 SH SOLE 38200
APPLIX INC Com 38316105 143 18400 SH SOLE 18400
APPNET INC Com 03831Q101 1098 30500 SH SOLE 30500
APTARGROUP INC Com 38336103 837 31000 SH SOLE 31000
ARACRUZ CELULOSE S A Spon ADR 38496204 1545 80000 SH SOLE 80000
ARCH CHEMICALS INC Com 03937R102 300 13700 SH SOLE 13700
ARCHER DANIELS MIDLAND CO Com 39483102 4194 427400 SH SOLE 427400
ARCTIC CAT INC Com 39670104 547 46100 SH SOLE 46100
AREMISSOFT CORP DEL Com 40026106 2941 94500 SH SOLE 94500
ARGOSY GAMING CO Com 40228108 822 57200 SH SOLE 57200
ARIBA INC Com 04033V104 2510 25600 SH SOLE 25600
ARKANSAS BEST CORP DEL Com 40790107 785 79000 SH SOLE 79000
ARM HLDGS PLC Sponsored ADR 42068106 2308 70200 SH SOLE 70200
ARQULE INC Com 4.27E+110 1015 52400 SH SOLE 52400
ARROW ELECTRS INC Com 42735100 11312 364900 SH SOLE 364900
ARROW INTL INC Com 42764100 405 12100 SH SOLE 12100
ARTISAN COMPONENTS INC Com 42923102 203 18700 SH SOLE 18700
ARTISOFT INC Com 04314L106 858 70800 SH SOLE 70800
ARVIN INDS INC Com 43339100 2337 134500 SH SOLE 134500
ASA LTD Com 2050102 753 46700 SH SOLE 46700
ASE TEST LTD Ord Y02516105 645 21920 SH SOLE 21920
ASHANTI GOLDFIELDS LTD Glob 43743202 615 351600 SH SOLE 351600
ASIA PULP & PAPER LTD Sponsored ADR 04516V100 658 130000 SH SOLE 130000
ASIA SATELLITE TELECOMMUNCNT Sponsored ADR 04516X106 380 11100 SH SOLE 11100
ASIAINFO HLDGS INC Com 04518A104 550 12300 SH SOLE 12300
ASK JEEVES INC Com 45174109 1167 64600 SH SOLE 64600
ASM INTL N V Com N07045102 3156 119100 SH SOLE 119100
ASPECT COMMUNICATIONS CORP Com 04523Q102 6137 156100 SH SOLE 156100
ASPEN TECHNOLOGY INC Com 45327103 1775 46100 SH SOLE 46100
ASPEON INC Com 45354107 307 62900 SH SOLE 62900
ASSOCIATED BANC CORP Com 45487105 1586 72732 SH SOLE 72732
ASTEC INDS INC Com 46224101 1540 60700 SH SOLE 60700
AT & T CDA INC Deps 00207Q202 1948 58700 SH SOLE 58700
AT HOME CORP Com 45919107 1225 59022 SH SOLE 59022
AT&T CORP Com 1957208 2233 92200 SH SOLE 92200
ATLANTIC COAST AIRLINES HLDGS Com 48396105 486 15300 SH SOLE 15300
ATMEL CORP Com 49513104 14573 395200 SH SOLE 395200
ATS MED INC Com 2083103 512 35000 SH SOLE 35000
ATWOOD OCEANICS INC Com 50095108 7414 167200 SH SOLE 167200
AUDIOCODES LTD Ord M15342104 1452 12100 SH SOLE 12100
AUDIOVOX CORP CL A 50757103 2753 124800 SH SOLE 124800
AURORA FOODS INC Com 05164B106 79 19800 SH SOLE 19800
AUTODESK INC Com 52769106 4970 143278 SH SOLE 143278
AUTOZONE INC Com 53332102 1132 51400 SH SOLE 51400
AVADO BRANDS INC Com 05336P108 114 75800 SH SOLE 75800
AVANT CORP Com 53487104 1271 67900 SH SOLE 67900
AVATAR HLDGS INC Com 53494100 8324 361900 SH SOLE 361900
AVIALL INC NEW Com 05366B102 375 75900 SH OTHER 1 75900
AVIALL INC NEW Com 05366B102 1104 223500 SH SOLE 223500
AVID TECHNOLOGY INC Com 05367P100 2099 174900 SH SOLE 174900
AVIGEN INC Com 53690103 1891 43100 SH SOLE 43100
AVIS RENT A CAR INC Com 53790101 563 30000 SH SOLE 30000
AVISTA CORP Com 05379B107 5878 337100 SH SOLE 337100
AVNET INC Com 53807103 2090 35300 SH SOLE 35300
AVON PRODS INC Com 54303102 10395 233600 SH SOLE 233600
AVX CORP NEW Com 2444107 14263 621800 SH SOLE 621800
AWARE INC MASS Com 05453N100 445 8700 SH SOLE 8700
AXA FINL INC Com 2451102 1421 41800 SH SOLE 41800
AXENT TECHNOLOGIES INC Com 05459C108 504 20300 SH SOLE 20300
AXYS PHARMACEUTICALS INC Com 54635107 1028 173200 SH SOLE 173200
AZTAR CORP Com 54802103 3598 232100 SH SOLE 232100
AZTEC TECHNOLOGY PARTNERS Com 05480L101 241 110100 SH SOLE 110100
BACKWEB TECHNOLOGIES LTD Ord M15633106 3219 140700 SH SOLE 140700
BAKER HUGHES INC Com 57224107 8221 256900 SH SOLE 256900
BAKER J INC Com 57232100 201 34500 SH SOLE 34500
BANCO LATINOAMERICANO DE EXPO CL E P16994132 1694 61200 SH SOLE 61200
BANCWEST CORP NEW Com 59790105 1861 113200 SH SOLE 113200
BANDAG INC Com 59815100 671 27700 SH SOLE 27700
BANK OF AMERICA CORP Com 60505104 258 6000 SH OTHER 1 6000
BANK OF AMERICA CORP Com 60505104 4687 109000 SH SOLE 109000
BANK ONE CORP Com 06423A103 6306 237400 SH SOLE 237400
BANK TOKYO-MITSUBISHI LTD Sponsored ADR 65379109 740 61000 SH SOLE 61000
BANKNORTH GROUP INC NEW Com 06646R107 1701 111074 SH SOLE 111074
BANTA CORP Com 66821109 2540 134100 SH SOLE 134100
BARCLAYS PLC ADR 6.74E+207 310 3100 SH SOLE 3100
BARD C R INC Com 67383109 5323 110600 SH SOLE 110600
BARNESANDNOBLE COM INC CL A 67846105 1256 192300 SH SOLE 192300
BARRA INC Com 68313105 238 4800 SH SOLE 4800
BASSETT FURNITURE INDS INC Com 70203104 159 12600 SH SOLE 12600
BCE INC Com 05534B109 7406 311000 SH SOLE 311000
BE AEROSPACE INC Com 73302101 955 138900 SH SOLE 138900
BE FREE INC Com 73308108 176 19500 SH SOLE 19500
BE INC Com 73309106 441 88200 SH SOLE 88200
BEA SYS INC Com 73325102 8686 175700 SH SOLE 175700
BEASLEY BROADCAST GROUP INC CL A 74014101 168 12300 SH SOLE 12300
BECKMAN COULTER INC Com 75811109 3942 67500 SH SOLE 67500
BECTON DICKINSON & CO Com 75887109 1446 50400 SH SOLE 50400
BED BATH & BEYOND INC Com 75896100 874 24100 SH SOLE 24100
BEI TECHNOLOGIES INC Com 05538P104 220 8600 SH SOLE 8600
BELDEN INC Com 77459105 612 23900 SH SOLE 23900
BELL MICROPRODUCTS INC Com 78137106 957 52100 SH SOLE 52100
BELLSOUTH CORP Com 79860102 18845 442100 SH SOLE 442100
BELLWETHER EXPL CO Com New 79895207 558 67100 SH SOLE 67100
BELO AH CORP DEL Com Ser A 80555105 3648 210700 SH SOLE 210700
BERKSHIRE HATHAWAY INC DEL CL A 84670108 5907 110 SH SOLE 110
BERKSHIRE HATHAWAY INC DEL CL B 84670207 2242 1274 SH SOLE 1274
BESTFOODS Com 08658U101 1073 15500 SH SOLE 15500
BETHLEHEM STL CORP Com 87509105 199 55900 SH SOLE 55900
BIOCHEM PHARMA INC Com 09058T108 2321 95600 SH SOLE 95600
BIOGEN INC Com 90597105 9153 141900 SH SOLE 141900
BIOMET INC Com 90613100 1603 41700 SH SOLE 41700
BIOMIRA INC Com 09161R106 1522 165700 SH SOLE 165700
BIOTIME INC Com 09066L105 668 94600 SH SOLE 94600
BJ SVCS CO Com 55482103 12487 206400 SH SOLE 206400
BJS WHOLESALE CLUB INC Com 05548J106 9876 299000 SH SOLE 299000
BLACK BOX CORP DEL Com 91826107 2272 28700 SH SOLE 28700
BLACK HILLS CORP Com 92113109 910 40400 SH SOLE 40400
BLACKROCK INC CL A 09247X101 232 8000 SH SOLE 8000
BLAIR CORP Com 92828102 673 36400 SH SOLE 36400
BLANCH E W HLDGS INC Com 93210102 1694 83400 SH SOLE 83400
BLAZE SOFTWARE INC Com 09347T109 138 10100 SH SOLE 10100
BLOCK DRUG INC CL A 93644102 1016 24000 SH SOLE 24000
BLOCKBUSTER INC CLA 93679108 2352 246000 SH SOLE 246000
BLUESTONE SOFTWARE INC Com 09623P102 3023 117700 SH SOLE 117700
BMC INDS INC MINN Com 55607105 243 59900 SH SOLE 59900
BOCA RESORTS INC CL A 09688T106 106 10700 SH SOLE 10700
BOEING CO Com 97023105 836 20000 SH OTHER 1 20000
BOMBAY CO INC Com 97924104 177 60100 SH SOLE 60100
BOOKS-A-MILLION INC Com 98570104 866 187200 SH SOLE 187200
BORON LEPORE & ASSOCS INC Com 10001P102 886 95800 SH SOLE 95800
BOSTON COMMUNICATIONS GROUP Com 100582105 3052 218000 SH SOLE 218000
BOSTON LIFE SCIENCES INC Com New 100843408 236 26700 SH SOLE 26700
BOSTON SCIENTIFIC CORP Com 101137107 6952 316900 SH SOLE 316900
BOWATER INC Com 102183100 9081 205800 SH SOLE 205800
BOWNE & CO INC Com 103043105 1730 171900 SH SOLE 171900
BOYDS COLLECTION LTD Com 103354106 219 25800 SH SOLE 25800
BP PRUDHOE BAY RTY TR Unit 55630107 245 20500 SH SOLE 20500
BRADLEES INC Com New 104499207 100 17700 SH SOLE 17700
BRADY CORP CL A 104674106 617 19000 SH SOLE 19000
BRIGHTPOINT INC Com 109473108 3320 383500 SH SOLE 383500
BRILLANCE CHINA AUTO HLDG LTD Sponsored ADR 10949Q105 810 46600 SH SOLE 46600
BRINKER INTL INC Com 109641100 3841 131300 SH SOLE 131300
BRIO TECHNOLOGY INC Com 109704106 396 18700 SH SOLE 18700
BRISTOL MYERS SQUIBB CO Com 110122108 10328 177300 SH SOLE 177300
BRITISH AMERN TOB PLC Sponsored ADR 110448107 1430 106400 SH SOLE 106400
BRITISH TELECOMMUNICATIONS PLC ADR 111021408 1997 15100 SH SOLE 15100
BROADVISION INC Com 111412102 5094 100258 SH SOLE 100258
BROADWING INC Com 111620100 2298 89022 SH SOLE 89022
BROWN & BROWN INC Com 115236101 910 17500 SH SOLE 17500
BROWN SHOE INC NEW Com 115736100 1576 121200 SH SOLE 121200
BROWN TOM INC Com New 115660201 657 28500 SH SOLE 28500
BRUNSWICK CORP Com 117043109 6577 397100 SH SOLE 397100
BSQUARE CORP Com 11776U102 471 21000 SH SOLE 21000
BUCKEYE TECHNOLOGIES INC Com 118255108 2313 105600 SH SOLE 105600
BUDGET GROUP INC CL A 119003101 517 125400 SH SOLE 125400
BURLINGTON COAT FACTORY Com 121579106 590 54600 SH SOLE 54600
BURR BROWN CORP Com 122574106 10181 117450 SH SOLE 117450
BUSINESS OBJECTS S A Sponsored ADR 12328X107 4909 55700 SH SOLE 55700
BUTLER MFG CO DEL Com 123655102 457 26900 SH SOLE 26900
C H ROBINSON WORLDWIDE INC Com 12541W100 3148 63600 SH SOLE 63600
C&D TECHNOLOGIES INC Com 124661109 5305 93900 SH SOLE 93900
CABLE DESIGN TECHNOLOGIES CORP Com 126924109 2142 63000 SH SOLE 63000
CABOT CORP Com 127055101 5733 210400 SH SOLE 210400
CABOT OIL & GAS CORP CL A 127097103 2162 102200 SH SOLE 102200
CACI INTL INC CL A 127190304 595 30500 SH SOLE 30500
CADBURY SCHWEPPES PLC ADR 127209302 1843 70200 SH SOLE 70200
CADENCE DESIGN SYSTEM INC Com 127387108 2192 107600 SH SOLE 107600
CADMUS COMMUNICATIONS CORP Com 127587103 218 22400 SH SOLE 22400
CALGON CARBON CORP Com 129603106 2428 313300 SH SOLE 313300
CALICO COMM INC Com 129897104 2230 137200 SH SOLE 137200
CALIFORNIA AMPLIFIER INC Com 129900106 650 14200 SH SOLE 14200
CALIFORNIA MICRO DEVICES CORP Com 130439102 270 8900 SH SOLE 8900
CALTON INC NEW Com Par $.05 131380503 509 113159 SH SOLE 113159
CAMBREX CORP Com 132011107 2130 47300 SH SOLE 47300
CAMBRIDGE TECH PARTNERS MASS Com 132524109 499 57200 SH SOLE 57200
CAMPBELL SOUP CO Com 134429109 2511 86200 SH SOLE 86200
CANADIAN OCCIDENTAL PETE LTD Com 136420106 419 15400 SH SOLE 15400
CANADIAN PAC LTD NEW Com 135923100 6811 260100 SH SOLE 260100
CANDELA CORP Com 136907102 1478 162000 SH SOLE 162000
CANON INC ADR 138006309 4413 87600 SH SOLE 87600
CAPITOL FED FINL Com 14057C106 1362 123100 SH SOLE 123100
CAREINSITE INC Com 14170M106 1316 73600 SH SOLE 73600
CARRIER1 INTL S A ADR 144500303 372 32000 SH SOLE 32000
CASELLA WASTE SYS INC CL A 147448104 732 68128 SH SOLE 68128
CASEYS GEN STORES INC Com 147528103 2023 195000 SH SOLE 195000
CASH AMER INTL INC Com 14754D100 617 83700 SH SOLE 83700
CASTLE & COOKE INC NEW Com 148433105 324 16800 SH SOLE 16800
CATAPULT COMMUNICATIONS CORP Com 149016107 223 22200 SH SOLE 22200
CATERPILLAR INC DEL Com 149123101 13130 387600 SH SOLE 387600
CATO CORP NEW CL A 149205106 817 70300 SH SOLE 70300
CAVALIER HOMES INC Com 149507105 69 42600 SH SOLE 42600
CBRL GROUP INC Com 12489V106 11539 785600 SH SOLE 785600
CCB FINL CORP Com 124875105 3918 105800 SH SOLE 105800
CCC INFORMATION SVCS GROUP INC Com 12487Q109 834 78500 SH SOLE 78500
C-CUBE MICROSYSTEMS INC NEW Com 12501N108 4667 237800 SH SOLE 237800
CDW COMPUTER CTRS INC Com 125129106 3525 56400 SH SOLE 56400
CEC ENTMT INC Com 125137109 842 32850 SH SOLE 32850
CELGENE CORP Com 151020104 1478 25100 SH SOLE 25100
CELL GENESYS INC Com 150921104 5656 202000 SH SOLE 202000
CELLSTAR CORP Com 150925105 156 56100 SH SOLE 56100
CELLTECH GROUP PLC Sponsored ADR 151158102 1019 26900 SH SOLE 26900
CELLULAR TECHNICAL SVCS INC Com New 151167301 89 10900 SH SOLE 10900
CEMEX S A Spon ADR 151290889 3228 138100 SH SOLE 138100
CENDANT CORP Com 151313103 196 14000 SH OTHER 1 14000
CENTENNIAL COMMUNCTNS CORP NEW CL A 15133V208 685 49800 SH SOLE 49800
CENTEX CONSTRUCTION PRODUCTS Com 15231R109 855 37700 SH SOLE 37700
CENTIGRAM COMMUNICATIONS CORP Com 152317103 1631 63800 SH SOLE 63800
CENTRAL GARDEN & PET CO Com 153527106 1551 172900 SH SOLE 172900
CENTRAL NEWSPAPERS INC CL A 154647101 10449 165200 SH SOLE 165200
CERNER CORP Com 156782104 4006 147000 SH SOLE 147000
CFW COMMUNICATION CO Com 124923103 5978 159400 SH SOLE 159400
CH ENERGY GROUP INC Com 12541M102 1204 35500 SH SOLE 35500
CHAMPION INTL CORP Com 158525105 8085 112200 SH SOLE 112200
CHAMPIONSHIP AUTO RACING TEAM Com 158711101 653 25600 SH SOLE 25600
CHARMING SHOPPES INC Com 161133103 1204 236400 SH SOLE 236400
CHARTERED SEMICONDUCTOR MFG ADR 16133R106 7893 87700 SH SOLE 87700
CHASE MANHATTAN CORP NEW Com 16161A108 691 15000 SH OTHER 1 15000
CHEAP TICKETS INC Com 162672109 655 54550 SH SOLE 54550
CHECK POINT SOFTWARE TECH Ord M22465104 14653 69200 SH SOLE 69200
CHECKPOINT SYS INC Com 162825103 369 49200 SH SOLE 49200
CHEESECAKE FACTORY INC Com 163072101 466 16950 SH SOLE 16950
CHEMED CORP Com 163596109 2075 73600 SH SOLE 73600
CHEMFIRST INC Com 16361A106 272 11300 SH SOLE 11300
CHESAPEAKE ENERGY CORP Com 165167107 3392 437700 SH SOLE 437700
CHEVRON CORPORATION Com 166751107 12434 146600 SH SOLE 146600
CHICOS FAS INC Com 168615102 1352 67600 SH SOLE 67600
CHINA TELECOM HONG KONG Sponsored ADR 169428107 2454 13800 SH SOLE 13800
CHINADOTCOM CORP CL A G2108N109 3172 155200 SH SOLE 155200
CHIRON CORP Com 170040109 3282 69100 SH SOLE 69100
CHOICE HOTELS INTL INC Com 169905106 769 77400 SH SOLE 77400
CHRIS CRAFT INDS INC Com 170520100 316 4778 SH OTHER 1 4778
CHRONIMED INC Com 171164106 657 89100 SH SOLE 89100
CHUBB CORP Com 171232101 3075 50000 SH SOLE 50000
CHURCH & DWIGHT INC Com 171340102 572 31800 SH SOLE 31800
CIBER INC Com 17163B102 1090 82300 SH SOLE 82300
CIGNA CORP Com 125509109 4479 47900 SH SOLE 47900
CINCINNATI FINL CORP Com 172062101 2795 88900 SH SOLE 88900
CINERGY CORP Com 172474108 583 22900 SH SOLE 22900
CIRCUIT CITY STORE INC Circt 172737108 6727 202700 SH SOLE 202700
CIRRUS LOGIC CORP Com 172755100 2094 130900 SH SOLE 130900
CITIGROUP INC Com 172967101 1916 31800 SH OTHER 1 31800
CITIGROUP INC Com 172967101 12894 214000 SH SOLE 214000
CITY NATL CORP Com 178566105 1036 29800 SH SOLE 29800
CLARENT CORP DEL Com 180461105 1652 23100 SH SOLE 23100
CLASSIC COMMUNICATIONS INC CL A 182728204 797 89200 SH SOLE 89200
CLAYTON HOMES INC Com 184190106 833 104100 SH SOLE 104100
CLEAR CHANNEL COMMUNICATIONS Com 184502102 10478 139700 SH SOLE 139700
CLOSURE MED CORP Com 189093107 858 37300 SH SOLE 37300
CMGI INC Com 125750109 15709 342889 SH SOLE 342889
CMP GROUP INC Com 125887109 2436 83100 SH SOLE 83100
CNA FINL CORP Com 126117100 921 27100 SH SOLE 27100
CNA SURETY CORP Com 12612L108 649 54400 SH SOLE 54400
CNF TRANSN INC Com 12612W104 945 41600 SH SOLE 41600
CNS INC Com 126136100 72 15100 SH SOLE 15100
COASTAL CORP Com 190441105 8273 135900 SH SOLE 135900
COASTCAST CORP Com 19057T108 219 12400 SH SOLE 12400
COCA-COLA FEMSA S A DE C V Spon ADR 191241108 236 12500 SH SOLE 12500
COFLEXIP Sponsored ADR 192384105 1222 20200 SH SOLE 20200
COGNEX CORP Com 192422103 5718 110500 SH SOLE 110500
COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 448 13500 SH SOLE 13500
COGNOS INC Com 19244C109 4365 105500 SH SOLE 105500
COHESION TECHNOLOGIES INC Com 19248N101 178 15100 SH SOLE 15100
COHU INC Com 192576106 995 36900 SH SOLE 36900
COLE KENNETH PRODTNS INC CL A 193294105 2184 54600 SH SOLE 54600
COLGATE PALMOLIVE CO Com 194162103 8394 140200 SH SOLE 140200
COLLAGENEX PHARMACEUTICALS INC Com 19419B100 533 56900 SH SOLE 56900
COLONIAL BANCGROUP INC Com 195493309 345 38300 SH SOLE 38300
COLT TELECOM GROUP PLC Sponsored ADR 196877104 2170 16000 SH SOLE 16000
COLUMBIA ENERGY GROUP Com 197648108 20803 317000 SH SOLE 317000
COLUMBIA SPORTSWEAR CO Com 198516106 1905 70900 SH SOLE 70900
COM21 INC Com 205937105 2473 98900 SH SOLE 98900
COMCAST CORP CL A 200300200 527 13000 SH OTHER 1 13000
COMDISCO INC Com 200336105 5110 229000 SH SOLE 229000
COMMERCE BANCSHARES INC Com 200525103 603 20270 SH SOLE 20270
COMMERCE GROUP INC MASS Com 200641108 2274 77100 SH SOLE 77100
COMMERCIAL METALS CO Com 201723103 1073 39000 SH SOLE 39000
COMMONWEALTH INDS INC DEL Com 203004106 435 74000 SH SOLE 74000
COMMSCOPE INC Com 203372107 8040 196700 SH SOLE 196700
COMPANHIA PARANAENSE ENERG COP Spon ADR 20441B407 875 94000 SH SOLE 94000
COMPANIA DE MINAS BUENAVENTURA Spon ADR 204448104 377 21800 SH SOLE 21800
COMPAQ COMPUTER CORP Com 204493100 460 18000 SH OTHER 1 18000
COMPETITIVE TECHNOLOGIES INC Com 204512107 337 33700 SH SOLE 33700
COMPUCOM SYS INC Com 204780100 69 42400 SH SOLE 42400
COMPUCREDIT CORP Com 20478N100 765 25500 SH SOLE 25500
COMPUTER HORIZONS CORP Com 205908106 153 11400 SH SOLE 11400
COMPUTER NETWORK TECHNOLOGY CP Com 204925101 2144 123400 SH SOLE 123400
COMPUTER TASK GROUP INC Com 205477102 252 49700 SH SOLE 49700
COMSAT CORP Com 20564D107 4781 203709 SH SOLE 203709
COMSTOCK RES INC Com New 205768203 1297 162100 SH SOLE 162100
CONAGRA INC Com 205887102 3241 170000 SH SOLE 170000
CONCERO INC Com 206018103 435 35500 SH SOLE 35500
CONCORD CAMERA CORP Com 206156101 806 38600 SH SOLE 38600
CONECTIV INC Com 206829103 2093 134500 SH SOLE 134500
CONESTOGA ENTERPRISES INC Com 207015108 3677 200800 SH SOLE 200800
CONEXANT SYSTEMS INC Com 207142100 4687 96400 SH SOLE 96400
CONNETICS CORP Com 208192104 8902 606100 SH SOLE 606100
CONOCO INC CL A 208251306 5540 251800 SH SOLE 251800
CONOCO INC CL B 208251405 9685 394300 SH SOLE 394300
CONSOL ENERGY INC Com 20854P109 767 50700 SH SOLE 50700
CONSOLIDATED GRAPHICS INC Com 209341106 637 67900 SH SOLE 67900
CONSOLIDATED PAPERS INC Com 209759109 9060 247800 SH SOLE 247800
CONSOLIDATED STORES CORP Com 210149100 120 10000 SH SOLE 10000
CONVERGYS CORP Com 212485106 1805 34800 SH SOLE 34800
COOPER CAMERON CORP Com 216640102 2820 42700 SH SOLE 42700
COOPER COS INC Com New 216648402 564 15500 SH SOLE 15500
COOPER TIRE & RUBR CO Com 216831107 1866 167700 SH SOLE 167700
COORS ADOLPH CO CL B 217016104 6728 111200 SH SOLE 111200
COORSTEK INC Com 217020106 1044 22700 SH SOLE 22700
COPART INC Com 217204106 1670 104400 SH SOLE 104400
COPPER MTN NETWORKS INC Com 217510106 9738 110500 SH SOLE 110500
CORDIANT COMMS GRP PLC Spon ADR 218514206 1193 43000 SH SOLE 43000
CORECOMM LTD Ord G2422R109 3022 154950 SH SOLE 154950
CORN PRODS INTL INC Com 219023108 710 26800 SH SOLE 26800
CORSAIR COMMUNICATIONS INC Com 220406102 4698 163400 SH SOLE 163400
CORUS GROUP PLC Sponsored ADR 22087M101 795 55300 SH SOLE 55300
CORVAS INTL INC Com 221005101 426 35500 SH SOLE 35500
COVENTRY HEALTH CARE INC Com 222862104 398 29900 SH SOLE 29900
COVEST BANCSHARES INC Com 223032103 627 59675 SH OTHER 1 59675
COX RADIO INC CL A 224051102 4805 171600 SH SOLE 171600
CPI CORP Com 125902106 613 29000 SH SOLE 29000
CRANE CO Com 224399105 6169 253750 SH SOLE 253750
CREATIVE TECHNOLOGY LTD Ord Y1775U107 4097 171600 SH SOLE 171600
CREDENCE SYS CORP Com 225302108 3124 56600 SH SOLE 56600
CREE INC Com 225447101 4219 31600 SH SOLE 31600
CRESTLINE CAP CORP Com 226153104 351 20600 SH SOLE 20600
CROSS A T CO CL A 227478104 345 69800 SH OTHER 1 69800
CROSS TIMBERS OIL CO Com 227573102 5381 243200 SH SOLE 243200
CROSSROADS SYS INC Com 22765D100 970 38400 SH SOLE 38400
CRYOLIFE INC Com 228903100 476 20700 SH SOLE 20700
CRYSTAL SYS SOLUTIONS LTD Ord M26763108 110 11700 SH SOLE 11700
CTC COMMUNICATIONS GROUP Com 126419100 9646 267950 SH SOLE 267950
CTG RES INC Com 125957100 1970 53700 SH SOLE 53700
CTS CORP Com 126501105 7928 176300 SH SOLE 176300
CUBIC CORP Com 229669106 377 20100 SH SOLE 20100
CULLEN FROST BANKERS INC Com 229899109 3700 140800 SH SOLE 140800
CUMMINS ENGINE INC Com 231021106 1108 40700 SH SOLE 40700
CURATIVE HEALTH SVCS INC Com 231264102 468 77600 SH SOLE 77600
CUSEEME NETWORKS INC Com 231629106 589 64600 SH SOLE 64600
CVS CORP Com 126650100 6168 154200 SH SOLE 154200
CYBERCASH INC Com 232462101 770 162000 SH SOLE 162000
CYBERGOLD INC Com 23246N105 820 88100 SH SOLE 88100
CYBERIAN OUTPOST INC Com 231914102 708 147200 SH SOLE 147200
CYBEROPTICS CORP Com 232517102 2583 55850 SH SOLE 55850
CYBEX COMPUTER PRODS CORP Com 232522102 663 15650 SH SOLE 15650
CYGNUS INC Com 232560102 945 66300 SH SOLE 66300
CYLINK CORP Com 232565101 218 13000 SH SOLE 13000
CYPRESS SEMICONDUCTOR CORP Com 232806109 12075 285800 SH SOLE 285800
CYRK INC Com 232817106 118 23600 SH SOLE 23600
CYTEC INDS INC Com 232820100 3014 122100 SH SOLE 122100
CYTOCLONAL PHARMACEUTICALS INC Com 23282G105 111 11000 SH SOLE 11000
CYTOGEN CORP Com 232824102 663 65500 SH SOLE 65500
CYTYC CORP Com 232946103 6282 117700 SH SOLE 117700
DAIN RAUSCHER CORP Com 233856103 1254 19000 SH SOLE 19000
DAISYTEK INTL CORP Com 234053106 1069 113300 SH SOLE 113300
DALLAS SEMICONDUCTOR CORP Com 235204104 618 15200 SH SOLE 15200
DAL-TILE INTL INC Com 23426R108 477 57800 SH SOLE 57800
DAMARK INTL INC CL A 235691102 1432 66600 SH SOLE 66600
DANKA BUSINESS SYS PLC Sponsored ADR 236277109 1321 340900 SH SOLE 340900
DARDEN RESTAURANTS INC Com 237194105 2636 162200 SH SOLE 162200
DASSAULT SYS S A Sponsored ADR 237545108 733 7800 SH SOLE 7800
DATA BROADCASTING CORP Com 237596101 2066 327300 SH SOLE 327300
DATALINK CORP Com 237934104 235 15700 SH SOLE 15700
DATALINK NET INC Com New 23804A206 717 54594 SH SOLE 54594
DATARAM CORP Com Par $1 238108203 1199 41700 SH SOLE 41700
DATASCOPE CORP Com 238113104 828 23000 SH SOLE 23000
DATUM INC Com 238208102 2124 93900 SH SOLE 93900
DAVIDS BRIDAL INC Com 238576102 146 12600 SH SOLE 12600
DAVOX CORP Com 239208101 2146 165900 SH SOLE 165900
DEAN FOODS CO Com 242361103 924 29200 SH SOLE 29200
DEB SHOPS INC Com 242728103 485 38800 SH SOLE 38800
DEL MONTE FOODS CO Com 24522P103 721 105900 SH SOLE 105900
DELHAIZE AMER INC CL A 246688105 4736 267766 SH SOLE 267766
DELHAIZE AMER INC CL B 246688204 1578 102666 SH SOLE 102666
DELL COMPUTER CORP Com 247025109 4177 84699 SH SOLE 84699
DELPHI AUTOMOTIVE SYS CORP Com 247126105 16815 1154700 SH SOLE 1154700
DELTA & PINE LD CO Com 247357106 3249 129800 SH SOLE 129800
DELUXE CORP Com 248019101 5754 244200 SH SOLE 244200
DENSE PAC MICROSYSTEMS INC Com New 248719304 2135 196300 SH SOLE 196300
DENTSPLY INTL INC NEW Com 249030107 6215 201700 SH SOLE 201700
DEPARTMENT 56 INC Com 249509100 2133 193900 SH SOLE 193900
DESC S A DE C V Spon ADR 250309101 935 72600 SH SOLE 72600
DEXTER CORP Com 252165105 2797 58300 SH SOLE 58300
DIAGEO P L C Spon ADR 25243Q205 2909 81800 SH SOLE 81800
DIAGNOSTIC PRODS CORP Com 252450101 368 11500 SH SOLE 11500
DIAL CORP NEW Com 25247D101 665 65300 SH SOLE 65300
DIAMETRICS MED INC Com 252532106 979 173000 SH SOLE 173000
DIEBOLD INC Com 253651103 892 32000 SH OTHER 1 32000
DIGENE CORP Com 253752109 674 16700 SH SOLE 16700
DIGI INTL INC Com 253798102 171 26300 SH SOLE 26300
DIGITAL IMPACT INC DEL Com 25385G106 620 43900 SH SOLE 43900
DIGITAS INC Com 25388K104 2168 132900 SH SOLE 132900
DIME BANCORP INC NEW Com 25429Q102 3873 245900 SH SOLE 245900
DIODES INC Com 254543101 206 4800 SH SOLE 4800
DIRECT FOCUS INC Com 254931108 1896 38700 SH SOLE 38700
COM DISNEY Com 254687106 1553 40000 SH OTHER 1 40000
COM DISNEY Com 254687106 20128 518600 SH SOLE 518600
COM DISNEY Com Go Com 254687205 4991 419150 SH SOLE 419150
DISTRIBUCION Y SERVICIO D & S SA Sponsored ADR 254753106 731 42100 SH SOLE 42100
DITECH COMMUNICATIONS CORP Com 25500M103 2525 26700 SH SOLE 26700
DOBSON COMMUNICATIONS CORP CL A 256069105 2012 104500 SH SOLE 104500
DOLE FOOD INC Com 256605106 2218 158400 SH SOLE 158400
DOLLAR THRIFTY AUTOMOTIVE GP Com 256743105 2508 136000 SH SOLE 136000
DONALDSON INC Com 257651109 476 24100 SH SOLE 24100
DONALDSON LUFKIN & JENRETTE NW Com 257661504 3183 446800 SH SOLE 446800
DONNELLEY R R & SONS CO Com 257867101 3247 143900 SH SOLE 143900
DORAL FINL CORP Com 25811P100 835 73000 SH SOLE 73000
DOW JONES & CO INC Com 260561105 842 11500 SH OTHER 1 11500
DOW JONES & CO INC Com 260561105 12086 165000 SH SOLE 165000
DOWNEY FINL CORP Com 261018105 2460 84925 SH SOLE 84925
DPL INC Com 233293109 2438 111138 SH SOLE 111138
DQE INC Com 23329J104 3938 99700 SH SOLE 99700
DRESS BARN INC Com 261570105 1750 79100 SH SOLE 79100
DREYERS GRAND ICE CREAM INC Com 261878102 1359 64700 SH SOLE 64700
DSET CORP Com 262504103 577 19000 SH SOLE 19000
DUANE READE INC Com 263578106 273 10600 SH SOLE 10600
DUKE ENERGY CORP Com 264399106 3298 58500 SH SOLE 58500
DUN & BRADSTREET CORP DEL Com 26483B106 1051 36700 SH OTHER 1 36700
DUPONT PHOTOMASKS INC Com 26613X101 678 9900 SH SOLE 9900
DURA PHARMACEUTICALS INC Com 26632S109 3487 242600 SH SOLE 242600
DVI INC Com 233343102 645 40300 SH SOLE 40300
DYCOM INDS INC Com 267475101 587 12800 SH SOLE 12800
E M C CORP MASS Com 268648952 1923 25000 SH P SOLE 25000
E SIM LTD Ord M40990109 105 10800 SH SOLE 10800
EARTHLINK INC Com 270321102 905 58604 SH SOLE 58604
EASTERN ENTERPRISES Com 27637F100 7154 113500 SH SOLE 113500
EASTMAN CHEM CO Com 277432100 3591 75200 SH SOLE 75200
EATON CORP Com 278058102 1219 18200 SH SOLE 18200
EATON VANCE CORP Com 278265103 4884 105600 SH SOLE 105600
EBAY INC Com 278642103 4331 79750 SH SOLE 79750
ECHELON CORP Com 27874N105 3100 53500 SH SOLE 53500
ECHOSTAR COMMUNICATIONS NEW CL A 278762109 6960 210300 SH SOLE 210300
ECTEL LTD Ord M29925100 428 18600 SH SOLE 18600
EDUCATION MGMT CORP Com 28139T101 2061 114100 SH SOLE 114100
EDWARDS LIFESCIENCE CORP Com 2.82E+112 5543 299600 SH SOLE 299600
EFAX COM Com 282012103 67 54900 SH SOLE 54900
EGAIN COMMUNICATIONS Com 28225C103 1145 94400 SH SOLE 94400
EGREETINGS NETWORK INC Com 282343102 30 22100 SH SOLE 22100
EL PASO ELEC CO Com New 283677854 1262 112800 SH SOLE 112800
ELAN PLC ADR 284131208 1821 37600 SH OTHER 2 37600
ELAN PLC ADR 284131208 8224 169786 SH SOLE 169786
ELANTEC SEMICONDUCTOR INC Com 284155108 3467 49800 SH SOLE 49800
ELCOM INTL INC Com 284434107 857 124700 SH SOLE 124700
ELCOR CORP Com 284443108 800 34750 SH SOLE 34750
ELECTRO SCIENTIFIC INDS Com 285229100 5143 116800 SH SOLE 116800
ELECTROGLAS INC Com 285324109 2457 114300 SH SOLE 114300
ELECTRONIC ARTS INC Com 285512109 3136 43000 SH SOLE 43000
ELF AQUITAINE Sponsored ADR 286269105 253 2500 SH SOLE 2500
ELOT INC Com 290143106 559 298000 SH SOLE 298000
ELOYALTY CORP Com 290151109 587 46000 SH SOLE 46000
ELSCINT LTD NEW Ord M40168102 138 24600 SH SOLE 24600
EMBRATEL PARTICIPACOES S A Spon ADR 29081N100 10298 435900 SH SOLE 435900
EMCOR GROUP INC Com 29084Q100 677 29200 SH SOLE 29200
EMERSON ELEC CO Com 291011104 2554 42300 SH SOLE 42300
EMPIRE DIST ELEC CO Com 291641108 469 21300 SH SOLE 21300
EMPRESA NACIONAL DE ELCTRCIDAD Sponsored ADR 29244T101 138 12500 SH SOLE 12500
EMPRESAS ICA SOCIEDAD CONTRLAD Sponsored ADR 292448107 67 39900 SH SOLE 39900
EMS TECHNOLOGIES INC Com 26873N108 198 11000 SH SOLE 11000
EN POINTE TECHNOLOGIES INC Com 29247F108 197 22500 SH SOLE 22500
ENCORE WIRE CORP Com 292562105 306 56900 SH SOLE 56900
ENDESA S A Sponsored ADR 29258N107 800 41000 SH SOLE 41000
ENESCO GROUP INC Com 292973104 750 157900 SH SOLE 157900
ENGAGE TECHNOLOGIES INC Com 292827102 1066 82400 SH SOLE 82400
ENGLEHARD CORP Com 292845104 4982 292000 SH SOLE 292000
ENHANCE FINL SVCS GROUP INC Com 293310108 789 54900 SH SOLE 54900
ENI S P A Sponsored ADR 26874R108 1984 34100 SH SOLE 34100
ENRON CORP Com 293561106 1935 30000 SH SOLE 30000
ENSCO INTL INC Com 26874Q100 2795 77900 SH SOLE 77900
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1644 33800 SH SOLE 33800
ENTERGY CORP NEW Com 29364G103 2779 102200 SH SOLE 102200
ENTRADE INC Com 29382L100 388 54900 SH SOLE 54900
ENZON INC Com 293904108 1398 32900 SH SOLE 32900
EOG RES INC Com 26875P101 9632 288600 SH SOLE 288600
EPCOS AG ARD 29410P107 1891 19200 SH SOLE 19200
EPITOPE INC Com 294261102 1132 82300 SH SOLE 82300
EQUANT N V NY REG SHS 294409107 5173 120300 SH SOLE 120300
EQUITABLE RES INC Com 294549100 4714 97700 SH SOLE 97700
EQUITY MARKETING INC Com 294724109 261 24600 SH SOLE 24600
ERICSSON L M TEL CO ADR 294821400 34374 1718700 SH SOLE 1718700
ESC MEDICAL SYS LTD Ord M40868107 2494 152300 SH SOLE 152300
ESHARE TECHNOLOGIES INC GA Com 296428105 963 137500 SH SOLE 137500
ESTERLINE TECHNOLOGIES CORP Com 297425100 519 34900 SH SOLE 34900
E-TEK DYNAMICS INC Com 269240107 28175 106800 SH SOLE 106800
EURO909 COM A S Sponsored ADR 298737107 372 56700 SH SOLE 56700
EVEREST RE GROUP LTD Com G3223R108 6138 186700 SH SOLE 186700
EXABYTE CORP Com 300615101 807 179300 SH SOLE 179300
EXACTIS COM INC Com 30064G104 474 26400 SH SOLE 26400
EXCEL TECHNOLOGY INC Com 30067T103 4191 83300 SH SOLE 83300
EXIDE CORP Com 302051107 237 29600 SH SOLE 29600
EXPEDIA INC Com 302125109 230 15500 SH SOLE 15500
EXPEDITORS INTL WASH INC Com 302130109 2152 45300 SH SOLE 45300
EXTENDED STAY AMER INC Com 30224P101 1379 149100 SH SOLE 149100
EXTREME NETWORKS INC Com 30226D106 675 6400 SH SOLE 6400
EZENIA INC Com 302311105 349 78600 SH SOLE 78600
F M C CORP Com New 302491303 3058 52700 SH SOLE 52700
F Y I INC Com 302712104 556 16500 SH SOLE 16500
F5 NETWORKS INC Com 315616102 229 4200 SH SOLE 4200
FAIR ISAAC & CO INC Com 303250104 299 6800 SH SOLE 6800
FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 6896 170800 SH SOLE 170800
FAIRFIELD CMNTYS INC Com 304231301 2087 265000 SH SOLE 265000
FAIRMARKET INC Com 305158107 194 27500 SH SOLE 27500
FAMILY DLR STORES INC Com 307000109 689 35200 SH SOLE 35200
FASTENAL CO Com 311900104 1068 21100 SH SOLE 21100
FBL FINL GROUP INC CL A 30239F106 321 20400 SH SOLE 20400
FEDERAL HOME LN MTG CORP Com 313400301 7610 187900 SH SOLE 187900
FEDERAL NATL MTG ASSN Com 313586109 26047 499100 SH SOLE 499100
FEDERATED DEPT STORES INC DEL Com 31410H101 6558 194300 SH SOLE 194300
FEDEX CORP Com 31428X106 13080 344200 SH SOLE 344200
FILA HLDG SPA Sponsored ADR 316850106 350 33100 SH SOLE 33100
FILENET CORP Com 316869106 6744 367000 SH SOLE 367000
FINANCIAL SEC ASSURN HLDGS LTD Com 31769P100 2535 33400 SH SOLE 33400
FINISAR Com 31787A101 1815 69300 SH SOLE 69300
FINISH LINE INC CL A 317923100 308 37600 SH SOLE 37600
FIRST CHARTER CORP Com 319439105 217 13770 SH SOLE 13770
FIRST HEALTH GROUP CORP Com 320960107 4817 146800 SH SOLE 146800
FIRST HORIZON PHARMACEUTICAL Com 32051K106 2970 304600 SH SOLE 304600
FIRST MIDWEST BANCORP DEL Com 320867104 463 19900 SH SOLE 19900
FIRST SEC CORP DEL Com 336294103 6213 458100 SH SOLE 458100
FIRST UN CORP Com 337358105 4235 170700 SH SOLE 170700
FIRST WASH BANCORP INC WASH Com 33748T104 286 20500 SH SOLE 20500
FIRSTAR CORP NEW WIS Com 33763V109 11553 548500 SH SOLE 548500
FIRSTCOM CORP Com 33763T104 853 56600 SH SOLE 56600
FIRSTFED FINL CORP Com 337907109 1011 71600 SH SOLE 71600
FIRSTWORLD COMMUNICATIONS INC Com 337625305 126 12000 SH SOLE 12000
FISERV INC Com 337738108 4597 106300 SH SOLE 106300
FISHER SCIENTIFIC INTL INC Com New 338032204 522 21100 SH SOLE 21100
FLEMING COS INC Com 339130106 4770 365200 SH SOLE 365200
FLETCHER CHALLENGE ENERGY DIV Sponsored ADR 339318107 239 7600 SH SOLE 7600
FLORIDA PROGRESS CORP Com 341109106 3848 82100 SH SOLE 82100
FLORIDA ROCK INDS INC Com 341140101 200 5600 SH SOLE 5600
FLOWERS INDS INC Com 343496105 1677 84100 SH SOLE 84100
FLOWSERVE CORP Com 34354P105 2662 176700 SH SOLE 176700
FLUOR CORP Com 343861100 4611 145800 SH SOLE 145800
FOGDOG INC Com 344167101 32 25300 SH SOLE 25300
FOOTSTAR INC Com 344912100 1965 59100 SH SOLE 59100
FOREST OIL CORP Com New 346091606 426 26700 SH SOLE 26700
FORMULA SYS 1985 LTD GDR REG S 346414105 1882 35500 SH SOLE 35500
FORRESTER RESH INC Com 346563109 437 6000 SH SOLE 6000
FORTUNE BRANDS INC Com 349631101 844 36600 SH SOLE 36600
FORWARD AIR CORP Com 349853101 740 18500 SH SOLE 18500
FOSSIL INC Com 349882100 228 11750 SH SOLE 11750
FOSTER WHEELER CORP Com 350244109 2099 243400 SH SOLE 243400
FOUNDRY NETWORKS INC Com 35063R100 5478 49800 SH SOLE 49800
FOX ENTMT GROUP INC CL A 35138T107 726 23900 SH SOLE 23900
FPIC INS GROUP INC Com 302563101 1884 120100 SH SOLE 120100
FRANCE TELECOM Sponsored ADR 35177Q105 485 3400 SH SOLE 3400
FRANKLIN COVEY CO Com 353469109 962 138700 SH SOLE 138700
FRANKLIN ELECTR PUBLISHERS INC Com 353515109 284 32000 SH SOLE 32000
FRANKLIN RES INC Com 354613101 6218 204700 SH SOLE 204700
FREEPORT MCMORAN COPPER & GOLD CL B 35671D857 2813 304100 SH SOLE 304100
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 1148 125800 SH SOLE 125800
FREESHOP COM INC Com 356873109 369 62200 SH SOLE 62200
FRESENIUS MED CARE AG Sponsored ADR 358029106 676 25800 SH SOLE 25800
FRIEDMAN BILLINGS RAMSEY GROUP CL A 358433100 1762 216800 SH SOLE 216800
FRITZ COS INC Com 358846103 433 42000 SH SOLE 42000
FRONTIER OIL CORP Com 35914P105 174 21800 SH SOLE 21800
FSI INTL INC Com 302633102 2932 135200 SH SOLE 135200
FUNDTECH LTD Ord M47095100 944 36300 SH SOLE 36300
FURNITURE BRANDS INTL INC Com 360921100 1277 84400 SH SOLE 84400
GADZOOKS INC Com 362553109 1278 110200 SH SOLE 110200
GALILEO INTERNATIONAL INC Com 363547100 4329 207700 SH SOLE 207700
GALLAGHER ARTHUR J & CO Com 363576109 3086 73475 SH SOLE 73475
GALLAGHER GROUP PLC Sponsored ADR 363595109 1513 70600 SH SOLE 70600
GANNETT INC Com 364730101 24738 413600 SH SOLE 413600
GASONICS INTL CORP Com 367278108 1459 37000 SH SOLE 37000
GATEWAY INC Com 367626108 3524 62100 SH SOLE 62100
GATX CORP Com 361448103 657 19300 SH SOLE 19300
GAYLORD CONTAINER CORP CL A 368145108 96 35600 SH SOLE 35600
GAYLORD ENTMT CO NEW Com 367905106 262 12200 SH SOLE 12200
GELTEX PHARMACEUTICALS INC Com 368538104 1610 78800 SH SOLE 78800
GENELABS TECHNOLOGIES INC Com 368706107 278 68500 SH SOLE 68500
GENERAL CABLE CORP DEL NEW Com 369300108 1278 157300 SH SOLE 157300
GENERAL MTRS CORP Com 370442105 15035 258952 SH SOLE 258952
GENERAL SEMICONDUCTOR INC Com 370787103 2568 174100 SH SOLE 174100
GENESCO INC Com 371532102 3373 210000 SH SOLE 210000
GENOME THERAPEUTICS CORP Com 372430108 2849 93600 SH SOLE 93600
GENSET SA Sponsored ADR 37244T104 2319 100300 SH SOLE 100300
GENTA INC Com New 37245M207 215 33100 SH SOLE 33100
GENTEX CORP Com 371901109 392 15600 SH SOLE 15600
GENTIA SOFTWARE PLC Sponsored ADR 37245A104 267 41400 SH SOLE 41400
GENTIVA HEALTH SERVICES INC Com 37247A102 3159 388849 SH SOLE 388849
GENTNER COMMUNICATIONS CORP Com 37245J105 991 70800 SH SOLE 70800
GENUS INC Com 372461103 1330 162500 SH SOLE 162500
GENZYME CORP Com 372917104 2508 42200 SH SOLE 42200
GEON CO Com 37246W105 1219 65900 SH SOLE 65900
GEORGIA GULF CORP Com 373200203 6297 303000 SH SOLE 303000
GEORGIA PAC CORP Com GA Pac Grp 373298108 788 30000 SH SOLE 30000
GEORGIA PAC CORP Com - Timber Grp 373298702 2439 112800 SH SOLE 112800
GERBER SCIENTIFIC INC Com 373730100 599 52100 SH SOLE 52100
GETTHERE COM INC Com 374266104 397 37600 SH SOLE 37600
GILAT SATELLITE NETWORKS LTD Ord M51474100 4246 61200 SH SOLE 61200
GILLETTE CO Com 375766102 12749 364900 SH SOLE 364900
GLENAYRE TECHNOLOGIES INC Com 377899109 5005 473800 SH SOLE 473800
GLOBAL CROSSING LTD Com G3921A100 15281 580740 SH SOLE 580740
GLOBAL INDS LTD Com 379336100 2222 117700 SH SOLE 117700
GLOBAL LT TELECOMMUNICATIONS Com 37934X100 1213 110900 SH SOLE 110900
GLOBAL TELESYSTEMS GROUP Com 37936U104 2135 177000 SH SOLE 177000
GLOBAL TELESYSTEMS GROUP Com 37936U904 1206 100000 SH C SOLE 100000
GLOBECOMM SYSTEMS INC Com 37956X1037 481 35000 SH SOLE 35000
GLOBO CABO S A Sponsored ADR 37957X102 2473 178200 SH SOLE 178200
GO2NET INC Com 383486107 3180 63200 SH SOLE 63200
GOLDEN TELECOM INC Com 38122G107 396 13300 SH SOLE 13300
GOLDEN WEST FINL CORP DEL Com 381317106 1714 42000 SH SOLE 42000
GOTO COM INC Com 38348T107 2324 151800 SH SOLE 151800
GP STRATEGIES CORPORATION Com 36225V104 3624 762900 SH SOLE 762900
GPU INC Com 36225X100 2344 86600 SH SOLE 86600
GRACE W R & CO DEL NEW Com 38388F108 5397 445100 SH SOLE 445100
GRACO INC Com 384109104 845 26000 SH SOLE 26000
GRANITE CONSTR INC Com 387328107 2400 98100 SH SOLE 98100
GRANT PRIDECO INC Com 38821G101 2000 80000 SH SOLE 80000
GRAPHIC PACKAGING INTL CORP Com 388690109 222 104600 SH SOLE 104600
GREAT ATLANTIC & PAC TEA INC Com 390064103 713 42900 SH SOLE 42900
GROUPE AB SA Sponsored ADR 39944Q109 156 12700 SH SOLE 12700
GRUPO ELECKTRA SA DE CV Globl 40050A102 109 10600 SH SOLE 10600
GRUPO IUSACELL S A DE C V NEW Spon Adr V 40050B100 3356 214800 SH SOLE 214800
GRUPO RADIO CENTRO S A DE C V Sponsored ADR 40049C102 188 18300 SH SOLE 18300
GRUPO TELEVISA SA DE CV SP ADR 40049J206 7418 107600 SH SOLE 107600
GT GROUP TELECOM INC CL B 362359408 199 12600 SH SOLE 12600
GTE CORP Com 362320103 21924 352200 SH SOLE 352200
GTS DURATEK INC Com 36237J107 422 49700 SH SOLE 49700
GUILFORD MLS INC Com 401794102 463 109000 SH SOLE 109000
GUILFORD PHARMACEUTICALS INC Com 401829106 1490 98900 SH SOLE 98900
GUITAR CTR MGMT INC Com 402040109 519 49400 SH SOLE 49400
GULF INDONESIA RES LTD Com 402284103 1014 126700 SH SOLE 126700
GULF ISLAND FABRICATION INC Com 402307102 352 20700 SH SOLE 20700
GYMBOREE CORP Com 403777105 587 195500 SH SOLE 195500
HAEMONETICS CORP Com 405024100 2843 135400 SH SOLE 135400
HAIN FOOD GROUP INC Com 405217100 734 20000 SH SOLE 20000
HALL KINION ASSOCIATES INC Com 406069104 1273 38200 SH SOLE 38200
HA-LO INDS INC Com 404429102 663 120600 SH SOLE 120600
HANCOCK JOHN FINL SVCS INC Com 41014S106 471 20000 SH SOLE 20000
HANDELMAN CO DEL Com 410252100 3236 258900 SH SOLE 258900
HANNA M A CO Com 410522106 1525 169400 SH SOLE 169400
HANNAFORD BROS CO Com 410550107 22360 311100 SH SOLE 311100
HANOVER DIRECT INC Com 410783104 421 269298 SH OTHER 1 269298
HANSON PLC Spon ADR New 411352404 409 11600 SH SOLE 11600
HARLAND JOHN H CO Com 412693103 1616 108200 SH SOLE 108200
HARLEY DAVIDSON INC Com 412822108 693 18000 SH SOLE 18000
HARMAN INTL INDS INC Com 413086109 4089 67000 SH SOLE 67000
HARRAHS ENTMT INC Com 413619107 1568 74900 SH SOLE 74900
HARRIS & HARRIS GROUP INC Com 413833104 1572 196500 SH SOLE 196500
HARRIS CORP DEL Com 413875105 5093 155500 SH SOLE 155500
HARRIS INTERACTIVE INC Com 414549105 229 47300 SH SOLE 47300
HARSCO CORP Com 415864107 2631 103300 SH SOLE 103300
HARTE-HANKS INC Com 416196103 2815 112600 SH SOLE 112600
HASBRO INC Com 418056107 256 17000 SH OTHER 1 17000
HASBRO INC. Com 418056107 7557 501700 SH SOLE 501700
HAVEN BANCORP INC Com 419352109 546 29400 SH SOLE 29400
HAYES LEMMERZ INTL INC Com 420781106 365 30300 SH SOLE 30300
HCC INS HLDGS INC Com 404132102 1155 61200 SH SOLE 61200
HEADHUNTER NET INC Com 422077107 529 52200 SH SOLE 52200
HEALTH MGMT ASSOC INC NEW CL A 421933102 2963 226800 SH SOLE 226800
HEALTH MGMT SYS INC Com 42219M100 255 81700 SH SOLE 81700
HEALTHSOUTH CORP Com 421924101 9573 1331900 SH SOLE 1331900
HEARME INC Com 421903105 120 26600 SH SOLE 26600
HEARTPORT INC Com 421969106 148 51400 SH SOLE 51400
HECTOR COMMUNICATIONS CORP Com 422730101 322 24800 SH SOLE 24800
HELIX TECHNOLOGY CORP Com 423319102 2336 59900 SH SOLE 59900
HELLER FINANCIAL INC CL A 423328103 1179 57500 SH SOLE 57500
HENRY JACK & ASSOC INC Com 426281101 1479 29500 SH SOLE 29500
HERTZ CORP CL A 428040109 2312 82400 SH SOLE 82400
HEXCEL CORP NEW Com 428291108 922 97100 SH SOLE 97100
HIBERNIA CORP CL A 428656102 2680 246400 SH SOLE 246400
HIBERNIA CORP Cl A 428656952 82 7500 P P SOLE 7500
HILB ROGAL & HAMILTON CO Com 431294107 1041 30000 SH SOLE 30000
HILLENBRAND INDS INC Com 431573104 2422 77500 SH SOLE 77500
HILTON HOTELS CORP Com 432848109 1069 114000 SH OTHER 1 114000
HILTON HOTELS CORP Com 432848109 5768 615200 SH SOLE 615200
HISPANIC BROADCASTING CORP CL A 43357B104 3193 96400 SH SOLE 96400
HNC SOFTWARE INC Com 40425P107 327 5300 SH SOLE 5300
HOLLINGER INTL INC CL A 435569108 316 23200 SH SOLE 23200
HOLOGIC INC Com 436440101 746 110500 SH SOLE 110500
HOME DEPOT INC Com 437076102 6657 133300 SH SOLE 133300
HOMESEEKERS COM INC Com 437605108 228 75200 SH SOLE 75200
HOMESTAKE MNG CO Com 437614100 344 50000 SH SOLE 50000
HOOPER HOLMES INC Com 439104100 1064 132500 SH SOLE 132500
HOOVERS INC Com 439321100 626 92800 SH SOLE 92800
HORACE MANN EDUCATORS CORP NEW Com 440327104 1920 128000 SH SOLE 128000
HORMEL FOODS CORP Com 440452100 5429 322900 SH SOLE 322900
HOT TOPIC INC Com 441339108 1971 61600 SH SOLE 61600
HOTEL RESERVATIONS NETWORK INC CL A 441451101 568 19100 SH SOLE 19100
HOUSTON EXPL CO Com 442120101 729 29000 SH SOLE 29000
HRPT PPTYS TR Com 40426W101 722 111000 SH SOLE 111000
HS RES INC Com 404297103 615 20500 SH SOLE 20500
HUANENG PWR INTL INC Spon ADR 443304100 1025 77000 SH SOLE 77000
HUBBELL INC CL B 443510201 1530 60000 SH SOLE 60000
HUFFY CORP Com 444356109 121 28000 SH SOLE 28000
HUMAN GENOME SCIENCES INC Com 444903108 5228 39200 SH SOLE 39200
HUNT J B TRANS SVCS INC Com 445658107 1064 68900 SH SOLE 68900
HUNTINGTON BANCSHARES INC Com 446150104 468 29600 SH SOLE 29600
HYCOR BIOMEDICAL INC Com 448623108 227 34300 SH SOLE 34300
I I S INTELLIGENT INFO LTD Ord 449633205 79 17300 SH SOLE 17300
I2 TECHNOLOGIES INC Com 465754109 17508 167940 SH SOLE 167940
I-CABLE COMMUNICATIONS LTD Sponsored ADR 44934B104 255 32900 SH SOLE 32900
ICG COMMUNICATIONS INC Com 449246107 3777 171200 SH SOLE 171200
ICICI LTD Sponsored ADR 44926P202 375 20000 SH SOLE 20000
ICOS CORP Com 449295104 4594 104400 SH SOLE 104400
ICU MED INC Com 44930G107 664 24600 SH SOLE 24600
IDACORP INC Com 451107106 2783 86300 SH SOLE 86300
IDEAMALL INC Com 451662100 776 161200 SH SOLE 161200
IDEXX LABS INC Com 45168D104 2729 119300 SH SOLE 119300
IDX SYS CORP Com 449491109 804 56900 SH SOLE 56900
IFR SYSTEMS INC Com 449507102 152 30400 SH SOLE 30400
IGO CORP Com 449592104 93 24100 SH SOLE 24100
II VI INC Com 902104108 624 12900 SH SOLE 12900
IKON OFFICE SOLUTIONS INC Com 451713101 1025 241200 SH SOLE 241200
IKOS SYS INC Com New 451716203 2160 199800 SH SOLE 199800
ILEX ONCOLOGY INC Com 451923106 1576 44700 SH SOLE 44700
ILLUMINET HLDGS INC Com 452334105 2849 56000 SH SOLE 56000
IMAGE ENTMT INC Com New 452439201 40 10900 SH SOLE 10900
IMANAGE INC Com 45245Y105 474 47700 SH SOLE 47700
IMATION CORP Com 45245A107 7570 257700 SH SOLE 257700
IMC GLOBAL INC Com 449669100 3233 248100 SH SOLE 248100
IMCLONE SYS INC Com 45245W109 3172 41500 SH SOLE 41500
IMCLONE SYS INC Com 45245W909 382 5000 SH C SOLE 5000
IMMUCOR INC Com 452526106 86 15300 SH SOLE 15300
IMMUNEX CORP NEW Com 452528102 4800 97100 SH SOLE 97100
IMMUNOGEN INC Com 45253H101 264 21900 SH SOLE 21900
IMPERIAL BANCORP Com 452556103 4836 310756 SH SOLE 310756
IMPERIAL CHEM INDS PLC ADR New 452704505 1932 62700 SH SOLE 62700
IMPERIAL OIL LTD Com New 453038408 1304 53500 SH SOLE 53500
IMRGLOBAL CORPORATION Com 45321W106 1038 79500 SH SOLE 79500
IMS HEALTH INC Com 449934108 223 12400 SH OTHER 1 12400
IMS HEALTH INC Com 449934108 4907 272600 SH SOLE 272600
INCO LTD Com 453258402 5355 348300 SH SOLE 348300
INCYTE PHARMACEUTICALS INC Com 45337C102 6945 84500 SH SOLE 84500
INDEPENDENCE CMNTY BK CORP Com 453414104 908 68500 SH SOLE 68500
INDEPENDENT ENERGY HLDGS PLC Sponsored ADR 45384X108 688 82800 SH SOLE 82800
INDUS INTL INC Com 45578L100 844 98600 SH SOLE 98600
INDUSTRIE NATUZZI SPA ADR 456478106 367 30900 SH SOLE 30900
INET TECHNOLOGIES INC Com 45662V105 1443 26600 SH SOLE 26600
INFINEON TECHNOLOGIES AG Sponsored ADR 45662N103 3400 42900 SH SOLE 42900
INFOCUS CORP Com 45665B106 5414 168200 SH SOLE 168200
INFONET SVCS CORP CL B 45666T106 2021 171100 SH SOLE 171100
INFORMATION RES INC Com 456905108 358 90800 SH SOLE 90800
INFORMIX CORP Com 456779107 1758 236400 SH SOLE 236400
INFOSYS TECHNOLOGIES LTD Sponsored ADR 456788108 3403 19200 SH SOLE 19200
INFOUSA INC NEW Com 456818301 821 126300 SH SOLE 126300
INGERSOLL-RAND CO Com 456866102 7056 175300 SH SOLE 175300
INKTOMI CORP Com 457277101 3583 30300 SH SOLE 30300
INNERDYNE INC Com 45764D102 230 31200 SH SOLE 31200
INNOVEDA INC Com 45769F102 5364 1175600 SH SOLE 1175600
INPRISE CORP Com 45766C102 763 124500 SH SOLE 124500
INSIGHT ENTERPRISES INC Com 45765U103 2171 36600 SH SOLE 36600
INSIGNIA FINL GROUP INC NEW Com 45767A105 409 40934 SH SOLE 40934
INSITUFORM TECHNOLOGIES INC CL A 457667103 3054 112600 SH SOLE 112600
INTEGRATED DEVICE TECHNOLOGY Com 458118106 5808 97000 SH SOLE 97000
INTEGRATED SILICON SOLUTION Com 45812P107 1098 28900 SH SOLE 28900
INTER TEL INC Com 458372109 1931 120200 SH SOLE 120200
INTEREP NATL RADIO SALES INC Com 45866V109 1668 314000 SH SOLE 314000
INTERGRAPH CORP Com 458683109 1667 220400 SH SOLE 220400
INTERLINK ELECTRS Com 458751104 1348 32200 SH SOLE 32200
INTERMAGNETICS GEN CORP Com 458771102 2503 132172 SH SOLE 132172
INTERMET CORP Com 45881K104 223 32500 SH SOLE 32500
INTERNAP NETWORK SVCS CORP Com 45885A102 2195 52900 SH SOLE 52900
INTERNATIONAL GAME TECHNOLOGY Com 459902102 6113 230674 SH SOLE 230674
INTERNATIONAL HOME FOODS INC Com 459655106 2165 103400 SH SOLE 103400
INTERNET CAP GROUP INC Com 46059C106 5958 160900 SH SOLE 160900
INTERNET COM CORP Com 460967102 1508 76600 SH SOLE 76600
INTERNET INITIATIVE JAPAN INC Sponsored ADR 46059T109 498 8400 SH SOLE 8400
INTERPHASE CORP Com 460593106 766 33500 SH SOLE 33500
INTERPORE INTL Com 46062W107 398 41100 SH SOLE 41100
INTERPUBLIC GROUP COS INC Com 460690100 1320 30700 SH SOLE 30700
INTERSTATE BAKERIES CORP DEL Com 46072H908 560 40000 SH C SOLE 40000
INTERTAN INC Com 461120107 4307 366550 SH SOLE 366550
INTERVOICE BRITE INC Com 461142101 1375 209460 SH SOLE 209460
INTERWORLD CORP Com 46114Q108 1095 53400 SH SOLE 53400
INTERWOVEN INC Com 46114T102 4344 39500 SH SOLE 39500
INTL SPECIALTY PRODS INC NEW Com 460337108 81 14200 SH SOLE 14200
INTUIT Com 461202103 848 20500 SH OTHER 1 20500
ION NETWORKS INC Com 46205P100 531 173300 SH SOLE 173300
IONA TECHNOLOGIES PLC Sponsored ADR 46206P109 2841 45100 SH SOLE 45100
ISLE OF CAPRI CASINOS INC Com 464592104 1663 122600 SH SOLE 122600
ISPAT INTL N V NY REG SH 464899103 228 24000 SH SOLE 24000
IT GROUP INC Com 465266104 695 142500 SH SOLE 142500
ITRON INC Com 465741106 262 31700 SH SOLE 31700
ITT INDS INC IND Com 450911102 6494 213800 SH SOLE 213800
IVAX CORP Com 465823102 5590 136750 SH SOLE 136750
IXL ENTERPRISES INC Com 450718101 1496 103200 SH SOLE 103200
IXYS CORP Com 46600W106 219 4100 SH SOLE 4100
J C PENNEY INC Com 708160106 1383 75000 SH SOLE 75000
JACADA LTD Ord M6184R101 264 20800 SH SOLE 20800
JACKPOT ENTERPRISES INC Com 466392107 1682 133200 SH SOLE 133200
JACO ELECTRS INC Com 469783104 1010 45900 SH SOLE 45900
JAZZTEL P L C Sponsored ADR 47214R152 803 30600 SH SOLE 30600
JB OXFORD HLDGS INC Com 466107109 315 90000 SH SOLE 90000
JDA SOFTWARE GROUP INC Com 46612K108 2193 114300 SH SOLE 114300
JEFFERIES GROUP INC NEW Com 472319102 1310 64900 SH SOLE 64900
JEFFERSON PILOT CORP Com 475070108 14273 252900 SH SOLE 252900
JNI CORP Com 46622G105 1572 49700 SH SOLE 49700
JOHN HANCOCK FINL SVCS INC Com 41014S106 10368 440000 SH SOLE 440000
JOHNS MANVILLE CORP NEW Com 478129109 302 22500 SH SOLE 22500
JOHNSON CTLS INC Com 478366107 8338 162500 SH SOLE 162500
JONES PHARMA INC Com 480236108 1611 40350 SH SOLE 40350
JUNIPER NETWORKS INC Com 48203R104 8763 60200 SH SOLE 60200
JUNO ONLINE SVCS INC Com 482048105 139 12900 SH SOLE 12900
JUPITER COMMUNICATIONS INC Com 482050101 1932 84000 SH SOLE 84000
JUSTIN INDS INC Com 482171105 1671 76400 SH SOLE 76400
K2 INC Com 482732104 119 14300 SH SOLE 14300
KAISER ALUMINUM CORP Com 483007100 258 64400 SH SOLE 64400
KAMAN CORP CL A 483548103 937 87700 SH SOLE 87700
KANEB SERVICES INC Com 484170105 120 29900 SH SOLE 29900
KAYDON CORP Com 486587108 208 9900 SH SOLE 9900
KEANE INC Com 486665102 4414 204100 SH SOLE 204100
KEEBLER FOODS CO Com 487256109 1767 47600 SH SOLE 47600
KEITHLEY INSTRS INC Com 487584104 1472 16900 SH SOLE 16900
KELLOGG CO Com 487836108 4471 150300 SH SOLE 150300
KEMET CORP Com 488360108 13075 521700 SH SOLE 521700
KENDLE INTERNATIONAL INC Com 48880L107 160 20300 SH SOLE 20300
KENNAMETAL INC Com 489170100 405 18900 SH SOLE 18900
KENT ELECTRS CORP Com 490553104 3088 103700 SH SOLE 103700
KEY ENERGY SVCS INC Com 492914106 6260 650400 SH SOLE 650400
KEYNOTE SYS INC Com 493308100 1348 19100 SH SOLE 19100
KFORCE COM INC Com 493732101 824 118800 SH SOLE 118800
KIMBERLY CLARK CORP Com 494368103 4390 76513 SH SOLE 76513
KLM ROYAL DUTCH AIRLS Com 482516309 1640 61750 SH SOLE 61750
KNIGHT TRADING GROUP INC Com 499063105 3968 133100 SH SOLE 133100
KONINKLIJKE AHOLD N V Spon ADR 500467303 1416 48296 SH SOLE 48296
KOOR INDS LTD Sponsored ADR 500507108 251 11800 SH SOLE 11800
KOREA ELECTRIC PWR Sponsored ADR 500631106 553 30000 SH SOLE 30000
KOREA FD Sponsored ADR 500634100 281 20000 SH SOLE 20000
KOREA TELECOM Sponsored ADR 50063P103 1070 22300 SH SOLE 22300
KORN FERRY INTL Com New 500643200 754 23800 SH SOLE 23800
KOS PHARMACEUTICALS INC Com 500648100 1648 102600 SH SOLE 102600
KPNQWEST N V CL C N50919104 1751 44200 SH SOLE 44200
KROGER CO Com 501044101 2954 133900 SH SOLE 133900
KROLL O GARA CO Com 501050108 1602 239600 SH SOLE 239600
KYOCERA CORP ADR 501556203 6084 35410 SH SOLE 35410
LABORATORY CORP AMER HLDGS Com New 50540R409 3554 46100 SH SOLE 46100
LABRANCHE & CO INC Com 505447102 1298 90300 SH SOLE 90300
LAFARGE CORP Com 505862102 941 44800 SH SOLE 44800
LAM RESEARCH CORP Com 512807108 2093 55820 SH SOLE 55820
LAMAR ADVERTISING CO CL A 512815101 476 11000 SH SOLE 11000
LANCE INC Com 514606102 558 62000 SH SOLE 62000
LANDRYS SEAFOOD RESTAURANTS Com 51508L103 1862 219100 SH SOLE 219100
LANDSTAR SYS INC Com 515098101 1727 29000 SH SOLE 29000
LASALLE RE HLDGS LTD Ord G5383Q101 1108 78100 SH SOLE 78100
LATITUDE COMMUNICATIONS INC Com 518292107 536 47900 SH SOLE 47900
LAZARE KAPLAN INTL INC Com 521078105 1277 157200 SH SOLE 157200
LEAP WIRELESS INTL INC Com 521863100 4089 87000 SH SOLE 87000
LEAPNET INC Com 521864108 78 24900 SH SOLE 24900
LEAR CORP Com 521865105 3780 189300 SH SOLE 189300
LEARN2 COM INC Com 522002104 81 41200 SH SOLE 41200
LEARNING TREE INTL INC Com 522015106 7019 114600 SH SOLE 114600
LEE ENTERPRISES INC Com 523768109 639 27400 SH SOLE 27400
LEGG MASON INC Com 524901105 2370 47366 SH SOLE 47366
LEHMAN BROS HLDGS INC Com 524908100 1691 17880 SH OTHER 1 17880
LEHMAN BROS HLDGS INC Com 524908100 6676 70600 SH SOLE 70600
LERNOUT & HAUSPIE SPEECH PRODS Com B5628B104 2150 48800 SH SOLE 48800
LEUCADIA NATL CORP Com 527288104 878 38500 SH SOLE 38500
LEVEL 3 COMMUNICATIONS INC Com 52729N100 880 10000 SH SOLE 10000
LEVEL 8 SYS INC Com 52729M102 369 17500 SH SOLE 17500
LG&E ENERGY CORP Com 501917108 2121 88821 SH SOLE 88821
LIBERATE TECHNOLOGIES Com 530129105 1797 61300 SH SOLE 61300
LIBERTY DIGITAL INC CL A 530436104 312 10400 SH SOLE 10400
LIFECORE BIOMEDICAL INC Com 532187101 80 10200 SH SOLE 10200
LIGHTSPAN INC Com 53226T103 696 126500 SH SOLE 126500
LILLY ELI & CO Com 532457108 5503 55100 SH SOLE 55100
LIMITED INC Com 532716107 627 29000 SH OTHER 1 29000
LIMITED INC Com 532716107 7004 323900 SH SOLE 323900
LINCARE HLDGS INC Com 532791100 751 30500 SH SOLE 30500
LINCOLN ELEC HLDGS INC Com 533900106 1281 89900 SH SOLE 89900
LINCOLN NATL CORP IND Com 534187109 12048 333500 SH SOLE 333500
LINDSAY MFG CO Com 535555106 695 35400 SH SOLE 35400
LINEAR TECHNOLOGY CORP Com 535678106 3267 51100 SH SOLE 51100
LITRONIC INC Com 537004103 176 20000 SH SOLE 20000
LITTELFUSE INC Com 537008104 3151 64300 SH SOLE 64300
LITTON INDS INC Com 538021106 2034 48400 SH SOLE 48400
LIZ CLAIBORNE INC Com 539320101 9224 261900 SH SOLE 261900
LOEWS CORP Com 540424108 7224 120408 SH SOLE 120408
LOEWS CORP Com 540424908 3600 60000 SH C SOLE 60000
LOISLAW COM INC Com 541431102 369 43100 SH SOLE 43100
LO-JACK CORP Com 539451104 421 60700 SH SOLE 60700
LONDON PAC GROUP LTD Sponsored ADR 542073101 1494 114900 SH SOLE 114900
LONE STAR STEAKHOUSE SALOON Com 542307103 2030 200500 SH SOLE 200500
LONE STAR TECHNOLOGIES INC Com 542312103 4005 86600 SH SOLE 86600
LONGS DRUG STORES CORP Com 543162101 350 16100 SH SOLE 16100
LONGVIEW FIBRE CO Com 543213102 1936 175000 SH SOLE 175000
LOOKSMART LTD Com 543442107 2799 151300 SH SOLE 151300
LORONIX INFORMATION SYSTEMS Com 544183106 230 6400 SH SOLE 6400
LOUIS DREYFUS NAT GAS CORP Com 546011107 795 25400 SH SOLE 25400
LOUISIANA PAC CORP Com 546347105 3695 339800 SH SOLE 339800
LOWES COS INC Com 548661107 11415 278000 SH SOLE 278000
LTX CORP Com 502392103 590 16900 SH SOLE 16900
LUBRIZOL CORP Com 549271104 4919 234600 SH SOLE 234600
LUMINANT WORLDWIDE CORP Com 550260103 1056 118200 SH SOLE 118200
LUXOTTICA GROUP S P A Sponsored ADR 55068R202 1638 134400 SH SOLE 134400
LYDALL INC DEL Com 550819106 627 59000 SH SOLE 59000
M & F WORLDWIDE CORP Com 552541104 101 18000 SH SOLE 18000
M SYS FLASH DISK PIONEERS LTD Ord M7061C100 2905 37300 SH SOLE 37300
MACROCHEM CORP DEL Com 555903103 261 53900 SH SOLE 53900
MACROMEDIA INC Com 556100105 7107 73500 SH SOLE 73500
MACROVISION CORP Com 555904101 927 14500 SH SOLE 14500
MADDEN STEVEN LTD Com 556269108 225 34300 SH SOLE 34300
MADGE NETWORKS N V Ord N5424G106 193 42300 SH SOLE 42300
MAF BANCORP INC Com 55261R108 286 15700 SH SOLE 15700
MAGELLAN HEALTH SVCS INC Com 559079108 14 11200 SH SOLE 11200
MAGIC SOFTWARE ENTERPRISES LTD Ord 559166103 1734 162200 SH SOLE 162200
MAGNA ENTMT CORP CL A 559211107 1134 174400 SH SOLE 174400
MAGNA INTL INC CL A 559222401 4153 87900 SH SOLE 87900
MAGNETEK INC Com 559424106 581 72600 SH SOLE 72600
MAIL-WELL INC Com 560321200 580 67300 SH SOLE 67300
MALLINCKRODT INC NEW Com 561232109 8127 187100 SH SOLE 187100
MANAGEMENT NETWORK GROUP INC Com 561693102 1162 33200 SH SOLE 33200
MANOR CARE INC NEW Com 564055101 2359 337000 SH SOLE 337000
MANPOWER INC Com 56418H100 2299 71900 SH SOLE 71900
MANUGISTICS GROUP INC Com 565011103 5269 112700 SH SOLE 112700
MANULIFE FINL CORP Com 56501R106 1633 91700 SH SOLE 91700
MAPICS INC Com 564910107 140 24300 SH SOLE 24300
MAPINFO CORP Com 565105103 1381 34000 SH SOLE 34000
MARIMBA INC Com 56781Q109 2407 172700 SH SOLE 172700
MARINE DRILLING COS INC Com 568240204 6013 214500 SH SOLE 214500
MARK IV INDS INC Com 570387100 564 27000 SH SOLE 27000
MARKETING SVCS GROUP INC Com 570907105 607 136700 SH SOLE 136700
MARSH & MCLENNAN COS INC Com 571748102 5493 52600 SH SOLE 52600
MARSHALL & ILSLEY CORP Com 571834100 4465 107600 SH SOLE 107600
MARSHALL & ILSLEY CORP Com 571834950 830 20000 SH P SOLE 20000
MASCOTECH INC Com 574670105 1463 135300 SH SOLE 135300
MASTEC INC Com 576323109 4653 122050 SH SOLE 122050
MATERIAL SCIENCES CORP Com 576674105 518 51800 SH SOLE 51800
MATSUSHITA ELEC INDL ADR 576879209 694 2700 SH SOLE 2700
MATTEL INC Com 577081102 396 30000 SH OTHER 1 30000
MATTEL INC Com 577081102 3297 250000 SH SOLE 250000
MATTEL INC Com 577081952 3297 250000 SH P SOLE 250000
MAVERICK TUBE CORP Com 577914104 842 28900 SH SOLE 28900
MAXTOR CORP Com New 577729106 5576 527900 SH SOLE 527900
MAXXAM INC Com 577913106 213 12000 SH SOLE 12000
MAYTAG CORP Com 578592107 2194 59500 SH SOLE 59500
MBNA CORP Com 55262L100 7926 292200 SH SOLE 292200
MBTY INC Com 628782104 4423 693850 SH SOLE 693850
MCCLATCHY CO CL A 579489105 1595 48200 SH SOLE 48200
MCCORMICK & CO INC Com 579780206 2857 87900 SH SOLE 87900
MCGRAW HILL COS INC Com 580645109 6140 113700 SH SOLE 113700
MEDIA 100 INC Com 58440W105 1229 47719 SH SOLE 47719
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 2039 132600 SH SOLE 132600
MEDIAONE GROUP INC Com 58440J104 17417 253800 SH SOLE 253800
MEDIMMUNE INC Com 584699102 15999 216205 SH SOLE 216205
MENS WAREHOUSE INC Com 587118100 2025 90750 SH SOLE 90750
MENTOR CORP MINN Com 587188103 3265 120100 SH SOLE 120100
MENTOR GRAPHICS CORP Com 587200106 6378 320900 SH SOLE 320900
MERCANTILE BANKSHARES CORP Com 587405101 2331 78200 SH SOLE 78200
MERCER INTL INC SH BEN INT 588056101 352 42300 SH SOLE 42300
MERCURY COMPUTER SYS Com 589378108 2507 77600 SH SOLE 77600
MERCURY INTERACTIVE CORP Com 589405109 3628 37500 SH SOLE 37500
MEREDITH CORP Com 589433101 574 17000 SH OTHER 1 17000
MERIDIAN GOLD INC Com 589975101 684 111700 SH SOLE 111700
MERITOR AUTOMOTIVE INC Com 59000G100 1770 153900 SH SOLE 153900
MERIX CORP Com 590049102 1842 39200 SH SOLE 39200
MERRILL LYNCH & CO INC Com 590188108 12639 109900 SH SOLE 109900
MESA AIR GROUP INC Com 590479101 918 166000 SH SOLE 166000
MESABA HLDGS INC Com 59066B102 220 23000 SH SOLE 23000
META GROUP INC Com 591002100 860 44700 SH SOLE 44700
METASOLV SOFTWARE INC Com 591393103 1492 33900 SH SOLE 33900
METHODE ELECTRS INC CL A 591520200 3774 97700 SH SOLE 97700
METLIFE INC Com 59156R108 8287 395800 SH SOLE 395800
METRICOM INC Com 591596101 1689 60600 SH SOLE 60600
METRIS COS INC Com 591598107 2080 82800 SH SOLE 82800
METRO INFORMATION SERVICES INC Com 59162P104 362 36200 SH SOLE 36200
METROCALL INC Com 591647102 235 26100 SH SOLE 26100
MGI PHARMA INC Com 552880106 1035 36000 SH SOLE 36000
MICHAEL FOOD INC NEW Com 594079105 1392 56800 SH SOLE 56800
MICRO LINEAR CORP Com 594850109 900 128500 SH SOLE 128500
MICROCHIP TECHNOLOGY INC Com 595017104 577 9900 SH SOLE 9900
MICROGRAFX INC Com 595077108 44 18900 SH SOLE 18900
MICROMUSE INC Com 595094103 381 2300 SH SOLE 2300
MICRON ELECTRONICS INC Com 595100108 3989 319100 SH SOLE 319100
MICROS SYS INC Com 594901100 1142 61500 SH SOLE 61500
MICROTEST INC Com 594941106 1191 142200 SH SOLE 142200
MICROTOUCH SYS INC Com 595145103 115 13300 SH SOLE 13300
MID ATLANTIC MED SVCS INC Com 59523C107 2002 148300 SH SOLE 148300
MIDAS GROUP INC Com 595626102 1001 50066 SH OTHER 1 50066
MIH LTD CL A G6116R101 2682 89300 SH SOLE 89300
MIIX GROUP INC Com 59862V104 1132 94300 SH SOLE 94300
MILACRON INC Com 598709103 1066 73500 SH SOLE 73500
MILLENIUM CHEMICALS INC Com 599903101 2421 142400 SH SOLE 142400
MILLENNIUM PHARMACEUTICALS INC Com 599902103 3222 28800 SH SOLE 28800
MILLER HERMAN INC Com 600544100 4404 170200 SH SOLE 170200
MILLIPORE CORP Com 601073109 3021 40100 SH SOLE 40100
MINERALS TECHNOLOGIES INC Com 603158106 211 4600 SH SOLE 4600
MINNESOTA MNG & MFG CO Com 604059105 7644 92100 SH SOLE 92100
MIRAVANT MED TECHNOLOGIES Com 604690107 2613 117100 SH SOLE 117100
MITCHELL ENERGY & DEV CORP CL A 606592202 1648 51900 SH SOLE 51900
MITEL CORP Com 606711109 2558 121800 SH SOLE 121800
MKS INSTRUMENT INC Com 55306N104 1690 43200 SH SOLE 43200
MODIS PROFESSIONAL SVCS INC Com 607830106 3172 416000 SH SOLE 416000
MOLEX INC CL A 608554200 813 23225 SH SOLE 23225
MOLEX INC Com 608554101 1516 31500 SH SOLE 31500
MONACO COACH CORP Com 60886R103 2385 175050 SH SOLE 175050
MONY GROUP INC Com 615337102 1927 57000 SH SOLE 57000
MOORE LTD Com 615785102 320 122000 SH SOLE 122000
MORGAN J P & CO INC Com 616880100 12697 115300 SH SOLE 115300
MORGAN STAN D WITTER AFRIC INV Com 617444104 167 21000 SH SOLE 21000
MORGAN STANLEY DEAN WITTER&CO Com New 617446448 8383 100700 SH SOLE 100700
MORRISON KNUDSEN CORP NEW Com 61844A109 1679 231600 SH SOLE 231600
MORRISON MGMT SPECIALISTS INC Com 618459101 254 9020 SH SOLE 9020
MORTGAGE COM INC Com 61910V102 139 92600 SH SOLE 92600
MOTOROLA INC Com 620076109 1097 36200 SH SOLE 36200
MUELLER INDS INC Com 624756102 2347 83900 SH SOLE 83900
MULTIPLE ZONES INTERNATIONAL Com 624906103 119 29700 SH SOLE 29700
MURPHY OIL CORP Com 626717102 8492 142800 SH SOLE 142800
MUSICLAND STORES CORP Com 62758B109 396 53200 SH SOLE 53200
MUTUAL RISK MGMT LTD Com 628351108 523 30200 SH SOLE 30200
MYLAN LABS INC Com 628530107 2461 135800 SH SOLE 135800
MYRIAD GENETICS INC Com 62855J104 2339 15800 SH SOLE 15800
NABI INC Com 628716102 2232 305200 SH SOLE 305200
NABISCO GROUP HLDG CORP Com 62952P102 3216 124000 SH SOLE 124000
NABISCO HLDGS CORP CL A 629526104 1644 31300 SH SOLE 31300
NAM TAI ELECTRS INC Com 629865205 214 12700 SH SOLE 12700
NASDAQ 100 TR UNIT 631100104 2803 30000 SH SOLE 30000
NATCO GROUP INC CL A 63227W203 1322 140100 SH SOLE 140100
NATIONAL BK GREECE S A Sponsored ADR 633643408 108 13860 SH SOLE 13860
NATIONAL CITY CORP Com 635405103 5260 308300 SH SOLE 308300
NATIONAL DATA CORP Com 635621105 3016 131300 SH SOLE 131300
NATIONAL DISC BROKERS GROUP Com 635646102 2512 78900 SH SOLE 78900
NATIONAL SEMICONDUCTOR CORP Com 637640103 18047 318000 SH SOLE 318000
NATIONAL STL CORP CL B 637844309 187 44600 SH SOLE 44600
NATIONAL TECHTEAM INC Com 638108100 167 47400 SH SOLE 47400
NATIONAL-OIL WELL INC Com 637071101 1134 34500 SH SOLE 34500
NATIONWIDE FINL SVCS INC CL A 638612101 3718 113100 SH SOLE 113100
NATURAL MICROSYSTEMS CORP Com 638882100 2980 26500 SH SOLE 26500
NATURES SUNSHINE PRODUCTS INC Com 639027101 347 49500 SH SOLE 49500
NAUTICA ENTERPRISES INC Com 639089101 1133 106000 SH SOLE 106000
NAVIGANT INTL INC Com 63935R108 518 53800 SH SOLE 53800
NAVISTAR INTL CORP NEW Com 6.39E+112 1295 41700 SH SOLE 41700
NCR CORP NEW Com 6.29E+112 4326 111100 SH SOLE 111100
NEIMAN MARCUS GROUP INC CL A 640204202 266 9000 SH OTHER 1 9000
NEIMAN MARCUS GROUP INC CL A 640204202 1562 52900 SH SOLE 52900
NEIMAN MARCUS GROUP INC CL B 640204301 616 22195 SH SOLE 22195
NELSON THOMAS INC Com 640376109 336 39200 SH SOLE 39200
NEON SYS INC Com 640509105 426 22700 SH SOLE 22700
NEOSE TECHNOLOGIES INC Com 640522108 1245 29600 SH SOLE 29600
NET PERCEPTIONS INC Com 64107U101 1159 73000 SH SOLE 73000
NETBANK INC Com 640933107 2335 187700 SH SOLE 187700
NETCREATIONS INC Com 64110N102 1617 35300 SH SOLE 35300
NETGATEWAY INC Com 641111109 218 108900 SH SOLE 108900
NETIA HLDGS S A Sponsored ADR 64114B104 367 13200 SH SOLE 13200
NETPLEX GROUP INC Com 641147103 146 67800 SH SOLE 67800
NETRIX CORP Com 641148101 325 26400 SH SOLE 26400
NETSCOUT SYS INC Com 64115T104 267 20700 SH SOLE 20700
NETSPEAK CORP. Com 64115D109 1083 109700 SH SOLE 109700
NETWORK APPLIANCE INC Com 64120L104 12188 151400 SH SOLE 151400
NETWORK EQUIP TECHNOLOGIES Com 641208103 1904 177100 SH SOLE 177100
NETWORKS ASSOCS INC Com 640938106 8369 410737 SH SOLE 410737
NEUROGEN CORP Com 6.41E+110 1926 66700 SH SOLE 66700
NEW CENTURY ENERGIES INC Com 64352U103 1839 61300 SH SOLE 61300
NEW ENGLAND BUSINESS SVC INC Com 643872104 195 12000 SH SOLE 12000
NEW HORIZONS WORLDWIDE INC Com 645526104 655 28200 SH SOLE 28200
NEW JERSEY RES Com 646025106 430 11300 SH SOLE 11300
NEW YORK TIMES CO CL A 650111107 15405 390000 SH SOLE 390000
NEWELL RUBBERMAID INC Com 651229106 3628 140900 SH SOLE 140900
NEWPARK RES INC Com 651718504 1571 166500 SH SOLE 166500
NEWPORT NEWS SHIPBUILDING INC Com 652228107 1524 41500 SH SOLE 41500
NEWS CORP LTD ADR New 652487703 9750 178900 SH SOLE 178900
NEWSEDGE CORP Com 65249Q106 93 37100 SH SOLE 37100
NEXTEL PARTNERS INC CL A 65333F107 905 27800 SH SOLE 27800
NEXTERA ENTERPRISES INC CL A 6.53E+105 128 26700 SH SOLE 26700
NEXTLINK COMMUNICATIONS INC CL A 65333H707 3977 104836 SH SOLE 104836
NIAGARA MOHAWK HLDGS INC Com 653520106 1130 81100 SH SOLE 81100
NICE SYS LTD Sponsored ADR 653656108 3690 47800 SH SOLE 47800
NICOR INC Com 654086107 463 14200 SH SOLE 14200
NIPPON TELEG & TEL CORP Sponsored ADR 654624105 3364 49200 SH SOLE 49200
NISOURCE INC Com 65473P105 3263 175200 SH SOLE 175200
NL INDS INC Com 629156407 332 21800 SH SOLE 21800
NOBLE AFFILIATES INC Com 654894104 3986 107000 SH SOLE 107000
NOBLE DRILLING CORP Com 655042109 10470 254200 SH SOLE 254200
NOKIA CORP Sponsored ADR 654902204 8590 170100 SH SOLE 170100
NORDSON CORP Com 655663102 845 16700 SH SOLE 16700
NORDSTROM INC Com 655664100 6055 251000 SH SOLE 251000
NORSAT INTL INC NEW Com 656512100 867 102800 SH SOLE 102800
NORTEK INC Com 656559101 554 28100 SH SOLE 28100
NORTEL NETWORKS CORP NEW Com 656568102 3663 53700 SH SOLE 53700
NORTH AMERN SCIENTIFIC INC Com 65715D100 271 15100 SH SOLE 15100
NORTH FORK BANCORPORATION NY Com 659424105 520 34400 SH SOLE 34400
NORTHEAST UTILS Com 664397106 11682 537100 SH SOLE 537100
NORTHERN TR CORP Com 665859104 9128 140300 SH SOLE 140300
NORTHFIELD LABS INC Com 666135108 964 59100 SH SOLE 59100
NORTHROP GRUMMAN CORP Com 666807102 5605 84600 SH SOLE 84600
NORTHWEST AIRLS CORP CL A 667280101 3397 111600 SH SOLE 111600
NORTHWEST NAT GAS CO Com 667655104 1014 45300 SH SOLE 45300
NOVADIGM INC Com 669937104 1479 74900 SH SOLE 74900
NOVAMED EYECARE INC Com 66986W108 193 21900 SH SOLE 21900
NOVELL INC Com 670006105 1755 189700 SH SOLE 189700
NOVELLUS SYS INC Com 670008101 8552 151200 SH SOLE 151200
NOVEN PHARMACEUTICALS INC Com 670009109 5210 173300 SH SOLE 173300
NOVO-NORDISK A S ADR 670100205 372 4400 SH SOLE 4400
NOVOSTE CORP Com 67010C100 1019 16700 SH SOLE 16700
NPC INTERNATIONAL INC Com 629360306 107 11900 SH SOLE 11900
NS GROUP INC Com 628916108 2370 113200 SH SOLE 113200
NU HORIZONS ELECTRS CORP Com 669908105 1890 71000 SH SOLE 71000
NUEVO ENERGY CO Com 670509108 3248 172100 SH SOLE 172100
NVIDIA CORP Com 67066G104 5771 90800 SH SOLE 90800
NVR INC Com 62944T105 775 13600 SH SOLE 13600
NYFIX INC Com 670712108 835 19900 SH SOLE 19900
OAKLEY INC Com 673662102 4606 400500 SH SOLE 400500
OAKWOOD HOMES CORP Com 674098108 84 44600 SH SOLE 44600
OBJECTIVE SYS INTEGRATORS INC Com 674424106 1885 176400 SH SOLE 176400
OCCIDENTAL PETE CORP DEL Com 674599105 2030 96400 SH SOLE 96400
OCEAN ENERGY INC TEX Com 6.75E+110 5757 405800 SH SOLE 405800
OCEANEERING INTL INC Com 675232102 194 10200 SH SOLE 10200
OCTEL CORP Com 675727101 453 58000 SH SOLE 58000
OFFICE DEPOT INC Com 676220106 4333 693200 SH SOLE 693200
OFFSHORE LOGISTICS INC Com 676255102 1887 131300 SH SOLE 131300
OGDEN CORP Com 676346109 4653 515200 SH SOLE 515200
OHIO CAS CORP Com 677240103 106 10000 SH SOLE 10000
OLD REP INTL CORP Com 680223104 4739 287200 SH SOLE 287200
OLIN CORP - NEW Com 680665205 8611 521900 SH SOLE 521900
OMEGA PROTEIN CORP Com 68210P107 73 36600 SH SOLE 36600
OMEGA RESEARCH INC Com 6.82E+105 67 22200 SH SOLE 22200
OMNICARE INC Com 681904108 1673 184600 SH SOLE 184600
OMNOVA SOLUTIONS INC Com 682129101 748 119600 SH SOLE 119600
ON TECHNOLOGY CORP Com 68219P108 115 36000 SH SOLE 36000
ON2 COM INC Com 68338A107 138 26300 SH SOLE 26300
ONE VALLEY BANCORP INC Com 682419106 941 30100 SH SOLE 30100
ONEMAIN COM INC Com 68267P109 768 68300 SH SOLE 68300
ONLINETRADINGINC COM INC Com 68273D108 54 10500 SH SOLE 10500
OPEN JT STK CO-VIMPEL COMMUNIC Sponsored ADR 68370R109 857 40800 SH SOLE 40800
OPTI INC Com 683960108 3687 719500 SH SOLE 719500
OPTIBASE LTD Ord M7524R108 841 47900 SH SOLE 47900
OPTIO SOFTWARE INC Com 68389J106 332 55600 SH SOLE 55600
ORACLE CORP Com 68389X105 39753 472900 SH SOLE 472900
ORBOTECH LTD Ord M75253100 1788 19250 SH SOLE 19250
ORGANOGENESIS INC Com 685906109 1814 159000 SH SOLE 159000
ORTHODONTIC CTRS AMER INC Com 68750P103 1507 66700 SH SOLE 66700
ORTHOLOGIC CORP Com 68750J107 715 144900 SH SOLE 144900
OSHKOSH B GOSH INC CL A 688222207 678 41400 SH SOLE 41400
OSI PHARMACEUTICALS INC Com 671040103 994 34500 SH SOLE 34500
OVERSEAS SHIPHOLDING GROUP INC Com 690368105 2241 90991 SH SOLE 90991
OWENS & MINOR INC NEW Com 690732102 1552 90300 SH SOLE 90300
OWENS ILL INC Com 690768403 886 75800 SH SOLE 75800
OXFORD HEALTH PLANS INC Com 691471106 5496 230800 SH SOLE 230800
P C CONNECTION Com 69318J100 4449 78050 SH SOLE 78050
P F CHANGS CHINA BISTRO INC Com 69333Y108 3449 108000 SH SOLE 108000
P T TELEKOMUNIKASI INDONESIA Sponsored ADR 715684106 2348 338468 SH SOLE 338468
PACCAR INC Com 693718108 2500 63000 SH SOLE 63000
PACIFIC CENTY FINL CORP Com 694058108 2194 150000 SH SOLE 150000
PACIFIC GATEWAY EXCHANGE INC Com 694327107 1046 307200 SH SOLE 307200
PACIFIC INTERNET LTD Ord Y66183107 397 26000 SH SOLE 26000
PACIFICARE HEALTH SYS DEL Com 695112102 1709 28400 SH SOLE 28400
PACKAGING CORP AMER Com 695156109 267 26400 SH SOLE 26400
PALL CORP Com 696429307 2000 108100 SH SOLE 108100
PALM INC Com 696642957 9512 285000 SH P SOLE 285000
PANAMERICAN BEVERAGES INC CL A P74823108 448 30000 SH SOLE 30000
PANAMSAT CORP NEW Com 697933109 2682 61400 SH SOLE 61400
PAPA JOHNS INTL INC Com 698813102 1695 69200 SH SOLE 69200
PARADYNE NETWORKS INC Com 69911G107 3019 92700 SH SOLE 92700
PAREXEL INTL CORP Com 699462107 176 18400 SH SOLE 18400
PARK PL ENTMT CORP Com 700690100 1060 87200 SH SOLE 87200
PARKER DRILLING CO Com 701081101 1286 207900 SH SOLE 207900
PARKER HANNIFIN CORP Com 701094104 5983 174700 SH SOLE 174700
PARTNER COMMUNICATIONS CO LTD ADR 70211M109 1457 153400 SH SOLE 153400
PATHOGENESIS CORP Com 7.03E+108 492 18915 SH SOLE 18915
PATINA OIL & GAS CORP Com 703224105 375 18100 SH SOLE 18100
PATTERSON DENTAL CO Com 703412106 1489 29200 SH SOLE 29200
PATTERSON ENERGY INC Com 703414102 2066 72500 SH SOLE 72500
PAXAR CORP Com 704227107 1957 170200 SH SOLE 170200
PAXSON COMMUNICATIONS CORP Com 704231109 1264 158000 SH SOLE 158000
PAYLESS SHOESOURCE INC Com 704379106 6991 136400 SH SOLE 136400
PE CORP Celera Gen Grp 69332S201 2076 22200 SH SOLE 22200
PEDIATRIX MED GROUP Com 705324101 587 50500 SH SOLE 50500
PEGASUS SYSTEMS INC Com 705906105 722 66350 SH SOLE 66350
PEGASYSTEMS INC Com 705573103 362 72300 SH SOLE 72300
PENNZOIL-QUAKER STATE COMPANY Com 709323109 480 39800 SH SOLE 39800
PENTON MEDIA INC Com 709668107 2630 75200 SH SOLE 75200
PENWEST PHARMACEUTICALS CO Com 709754105 587 58300 SH SOLE 58300
PEOPLES ENERGY CORP Com 711030106 1619 50000 SH SOLE 50000
PEP BOYS MANNY MOE & JACK Com 713278109 411 65689 SH SOLE 65689
PEPSI BOTTLING GROUP INC Com 713409100 6290 215500 SH SOLE 215500
PERFORMANCE FOOD GROUP CO Com 713755106 512 16000 SH SOLE 16000
PERKINELMER INC Com 714046109 3346 50600 SH SOLE 50600
PERLE SYS LTD Com 714152105 120 36300 SH SOLE 36300
PEROT SYS CORP CL A 714265105 405 36800 SH SOLE 36800
PERRIGO CO Com 714290103 1717 272000 SH SOLE 272000
PERSONNEL GROUP AMER INC Com 715338109 445 151600 SH SOLE 151600
PERUSAHAAN PERS INDO SATELLITE Sponsored ADR 715680104 387 34000 SH SOLE 34000
PERUSAHAAN PERS INDO SATELLITE Sponsored ADR 715680104 483 42500 SH SOLE 42500
PETCO ANIMAL SUPPLIES Com 716016100 3205 163300 SH SOLE 163300
PETROCHINA CO LTD -ADR Sponsored ADR 7.16E+104 557 26600 SH SOLE 26600
PETROLEUM GEO-SVCS A/S Sponsored ADR 716597109 1689 99000 SH SOLE 99000
PFSWEB INC Com 717098107 660 140700 SH SOLE 140700
PG&E Corp Com 69331C108 2096 85100 SH SOLE 85100
PHARMACEUTICAL PROD DEV INC Com 717124101 3455 164500 SH SOLE 164500
PHARMACOPEIA INC Com 71713B104 1989 42900 SH SOLE 42900
PHILIP MORRIS COS INC Com 718154107 7892 297100 SH SOLE 297100
PHILIPPINE LONG DISTANCE TEL Sponsored ADR 718252604 533 30000 SH SOLE 30000
PHILLIPS VAN HEUSEN CORP Com 718592108 1251 131700 SH SOLE 131700
PHOENIX TECHNOLOGY LTD Com 719153108 1865 114300 SH SOLE 114300
PHONE COM INC Com 71920Q100 8837 135700 SH SOLE 135700
PHOTON DYNAMICS INC Com 719364101 2285 30600 SH SOLE 30600
PICO HLDGS INC Com 693366205 270 19200 SH SOLE 19200
PICTURETEL CORP Com 720035302 208 79100 SH SOLE 79100
PIEDMONT NAT GAS INC Com 720186105 260 9800 SH SOLE 9800
PIER 1 IMPORTS INC Com 720279108 1200 120000 SH OTHER 1 120000
PIER 1 IMPORTS INC Com 720279108 8823 882300 SH SOLE 882300
PILOT NETWORK SVCS INC Com 721596104 744 50000 SH SOLE 50000
PINNACLE ENTMT INC Com 723456109 1911 98300 SH SOLE 98300
PINNACLE HLDGS INC Com 72346N101 1922 35600 SH SOLE 35600
PIONEER GROUP INC Com 723684106 381 9000 SH SOLE 9000
PIONEER NAT RES CO Com 723787107 3910 306700 SH SOLE 306700
PITNEY BOWES INC Com 724479100 2284 57100 SH SOLE 57100
PITTSTON CO Com 725701106 1074 76000 SH SOLE 76000
PIVOTAL CORP Com 72581R106 740 31500 SH SOLE 31500
PIXAR Com 725811103 1527 43329 SH SOLE 43329
PLACER DOME INC Com 725906101 1743 182300 SH SOLE 182300
PLANAR SYS INC Com 726900103 1511 116800 SH SOLE 116800
PLATO LEARNING INC Com 72764Y100 198 14400 SH SOLE 14400
PLAYBOY ENTERPRISES INC CL B 728117300 761 59100 SH OTHER 1 59100
PLAYTEX PRODS INC Com 72813P100 1137 100500 SH SOLE 100500
PLEXUS CORP Com 729132100 1198 10600 SH SOLE 10600
PLX TECHNOLOGY INC Com 693417107 2258 54400 SH SOLE 54400
PMC-SIERRA INC Com 69344F106 29585 166500 SH SOLE 166500
PMI GROUP INC Com 69344M101 1494 31450 SH SOLE 31450
POGO PRODUCING CO Com 730448107 595 26900 SH SOLE 26900
POHANG IRON & STL LTD Sponsored ADR 730450103 466 19400 SH SOLE 19400
POLARIS INDS INC Com 731068102 1266 39600 SH SOLE 39600
POLAROID CORP Com 731095105 10810 598500 SH SOLE 598500
POLYCOM INC Com 73172K104 593 6300 SH SOLE 6300
POLYMEDICA CORP Com 731738100 904 20900 SH SOLE 20900
POMEROY COMPUTER RES Com 731822102 671 45500 SH SOLE 45500
POPE & TALBOT INC Com 732827100 3334 208400 SH SOLE 208400
POPULAR INC Com 733174106 1085 56900 SH SOLE 56900
PORTUGAL TELECOM S A Sponsored ADR 737273102 236 21000 SH SOLE 21000
POTOMAC ELEC PWR CO Com 737679100 3450 132700 SH SOLE 132700
POTOMAC ELEC PWR CO Com 737679900 1820 70000 SH C SOLE 70000
POWERGEN PLC Spon ADR 738905405 287 8200 SH SOLE 8200
POWER-ONE INC Com 739308104 604 5300 SH SOLE 5300
POWERTEL INC Com 73936C109 5767 81300 SH SOLE 81300
PPL CORP Com 69351T106 3370 153600 SH SOLE 153600
PRAXAIR INC Com 74005P104 10419 278300 SH SOLE 278300
PRE PAID LEGAL SVCS INC Com 740065107 3860 129200 SH SOLE 129200
PRECISION CASTPARTS CORP Com 740189105 4820 106600 SH SOLE 106600
PREVIEW SYS INC Com 741379101 1273 97900 SH SOLE 97900
PREVIO INC Com 74138B105 93 11800 SH SOLE 11800
PRICE T ROWE & ASSOCIATES Com 741477103 2185 51400 SH SOLE 51400
PRICELINE COM INC Com 741503106 395 10400 SH SOLE 10400
PRICEMART INC Com 741511109 5578 146800 SH SOLE 146800
PRIMARK CORP Com 741903108 1002 26899 SH SOLE 26899
PRIME HOSPITALITY CORP Com 741917108 2855 302500 SH SOLE 302500
PRIME MED SVCS INC NEW Com 74156D108 542 69900 SH SOLE 69900
PRIMEDIA INC Com 74157K101 780 34300 SH SOLE 34300
PRIMEX TECHNOLOGIES INC Com 741597108 374 17000 SH SOLE 17000
PRIMIX SOLUTIONS INC Com 741620108 451 110900 SH SOLE 110900
PRINTRONIX INC Com 742578107 156 11900 SH SOLE 11900
PRODIGY COMMUNICATIONS CORP CL A 74283P206 1447 137779 SH SOLE 137779
PROGRESS SOFTWARE CORP Com 743312100 2834 158000 SH SOLE 158000
PROTEIN DESIGN LABS INC Com 74369L103 5014 30400 SH SOLE 30400
PROVIDENT BANKSHARES CORP Com 743859100 466 34524 SH SOLE 34524
PROVIDIAN FINL CORP Com 74406A102 7668 85200 SH SOLE 85200
PROXICOM INC Com 744282104 919 19200 SH SOLE 19200
PSICOR CL A 70453H107 1103 142300 SH SOLE 142300
PSS WORLD MED INC Com 69366A100 760 113050 SH SOLE 113050
PUGET SOUND ENERGY INC Com 745332106 613 28500 SH SOLE 28500
PULITZER INC Com 745769109 477 11300 SH SOLE 11300
PUMA TECHNOLOGY INC Com 745887109 4408 164400 SH SOLE 164400
PXRE GROUP LTD Com G73018106 810 60000 SH SOLE 60000
QAD INC Com 74727D108 344 91800 SH SOLE 91800
QIAGEN N V Ord N72482107 1166 6700 SH SOLE 6700
QUAKER OATS CO Com 747402105 4417 58800 SH SOLE 58800
QUANEX CORP Com 747620102 414 27800 SH SOLE 27800
QUANTA SVCS INC Com 7.48E+106 2684 48800 SH SOLE 48800
QUANTUM CORP Com DSSG 747906204 4885 504300 SH SOLE 504300
QUANTUM CORP Com HDDG 747906303 2784 251619 SH SOLE 251619
QUEENS CNTY BANCORP INC Com 748242104 360 19500 SH SOLE 19500
QUEPASA COM INC Com 74833W107 249 153400 SH SOLE 153400
QUEST DIAGNOSTICS INC Com 74834L100 6227 83300 SH SOLE 83300
QUESTAR CORP Com 748356102 711 36700 SH SOLE 36700
QUICKLOGIC CORP Com 74837P108 280 12600 SH SOLE 12600
QUIDEL CORP Com 74838J101 868 165400 SH SOLE 165400
QUIKSILVER INC Com 74838C106 333 21400 SH SOLE 21400
QUILMES INDL QUINSA SOCIETE SP ADR 74838Y108 279 25100 SH SOLE 25100
QUINTEL COMMUNICATIONS INC Com 748762101 37 12200 SH SOLE 12200
QUOKKA SPORTS INC Com 749077103 743 92500 SH SOLE 92500
QUOROM HEALTH GROUP INC Com 749084109 1212 117500 SH SOLE 117500
QWEST COMMUNICATIONS INTL INC Com 749121109 6270 125400 SH SOLE 125400
QXL COM PLC Sponsored ADR 74912W101 733 94600 SH SOLE 94600
R H DONNELLEY CORP Com 74955W307 3400 175500 SH SOLE 175500
RADCOM LTD Ord M81865103 325 48100 SH SOLE 48100
RADIAN GROUP INC Com 750236101 4052 78300 SH SOLE 78300
RADICA GAMES LTD Ord G7342H107 71 22600 SH SOLE 22600
RADIO ONE INC CL D NON VTG 75040P405 988 44800 SH SOLE 44800
RADIO ONE INC CL A 75040P108 402 13600 SH SOLE 13600
RADIO UNICA COMMUNICATIONS CP Com 75040Q106 577 82400 SH SOLE 82400
RADIOSHACK CORP Com 750438103 3420 72200 SH SOLE 72200
RADWARE LTD Ord M81873107 1275 48100 SH SOLE 48100
RAINBOW TECHNOLOGIES INC Com 750862104 763 15700 SH SOLE 15700
RAINFOREST CAFE INC Com 75086K104 147 49500 SH SOLE 49500
RAINMAKER SYSTEMS Com 750875106 232 86200 SH SOLE 86200
RALCORP HLDGS INC NEW Com 751028101 1202 98100 SH SOLE 98100
RAMBUS INC DEL Com 750917106 15502 150500 SH SOLE 150500
RARE HOSPITALITY INTL INC Com 753820109 1831 64800 SH SOLE 64800
RARE MEDIUM GROUP INC Com 75382N109 2212 139900 SH SOLE 139900
RAYMOND JAMES FINANCIAL INC Com 754730109 3417 152100 SH SOLE 152100
RAYONIER INC Com 754907103 1550 43200 SH SOLE 43200
RAZORFISH INC CL A 755236106 4602 286526 SH SOLE 286526
READERS DIGEST ASSN INC CL A 755267101 794 20000 SH OTHER 1 20000
READERS DIGEST ASSN INC CL A 755267101 1267 31900 SH SOLE 31900
REALNETWORKS INC Com 75605L104 5157 102000 SH SOLE 102000
RECOTON CORP Com 756268108 604 57900 SH SOLE 57900
REEBOK INTL LTD Com 758110100 2912 182700 SH SOLE 182700
REGAL BELOIT CORP Com 758750103 275 17100 SH SOLE 17100
REGIS CORP MINN Com 758932107 363 29000 SH OTHER 1 29000
RELIANT ENERGY INC Com 75952J108 1898 64200 SH SOLE 64200
RELIASTAR FINL CORP Com 75952U103 5619 107100 SH SOLE 107100
REMEDY CORP Com 759548100 1817 32600 SH SOLE 32600
RENAISSANCE RE HLDGS LTD Com G7496G103 2091 48000 SH SOLE 48000
PENNACO ENERGY INC Com 708046107 177 10800 SH SOLE 10800
RENT A CTR INC NEW Com 76009N100 398 17700 SH SOLE 17700
REPLIGEN CORP Com 759916109 515 82000 SH SOLE 82000
REPSOL S A Sponsored ADR 76026T205 3261 164600 SH SOLE 164600
REPUBLIC SECURITY FINL CORP Com 760758102 221 44100 SH SOLE 44100
REPUBLIC SVCS INC Com 760759100 3796 239100 SH SOLE 239100
RESEARCH FRONTIERS INC Com 760911107 810 27000 SH SOLE 27000
RESOURCE BANCSHARES MTG GROUP Com 761197102 227 54200 SH SOLE 54200
RESOURCEPHOENIX COM INC CL A 76122L106 132 81100 SH SOLE 81100
RESPIRONICS INC Com 761230101 1190 66100 SH SOLE 66100
REUTERS GROUP PLC Sponsored ADR 76132M102 4067 40700 SH SOLE 40700
REYNOLDS & REYNOLDS CO CL A 761695105 1075 58900 SH SOLE 58900
REYNOLDS R J TOB HLDGS INC Com 76182K105 18866 675300 SH SOLE 675300
RICHMOND CNTY FINL CORP Com 764556106 251 13100 SH SOLE 13100
RIGGS NATL CORP WASH DC Com 766570105 1702 134800 SH SOLE 134800
RIO TINTO PLC Sponsored ADR 767204100 3341 51200 SH SOLE 51200
ROADWAY EXPRESS INC DEL Com 769742107 846 36100 SH SOLE 36100
ROBERT HALF INTL INC Com 770323103 7419 260600 SH SOLE 260600
ROBOTIC VISION SYS INC Com 771074101 1544 85800 SH SOLE 85800
ROCKWELL INTL CORP NEW Com 773903109 8401 266700 SH SOLE 266700
ROFIN SINAR TECHNOLOGIES INC Com 775043102 244 19500 SH SOLE 19500
ROGERS CANTEL MOBILE COMMN CL B 775102205 1944 57800 SH SOLE 57800
ROGERS COMMUNICATIONS INC CL B 775109200 3369 118200 SH SOLE 118200
ROHN INDS INC Com 775381106 534 126600 SH SOLE 126600
ROLLINS TRUCK LEASING CORP Com 775741101 305 44000 SH SOLE 44000
ROSLYN BANCORP INC Com 778162107 2477 149290 SH SOLE 149290
ROSS STORES INC Com 778296103 3295 193100 SH SOLE 193100
ROSTELECOM OPEN JT STK LNG DST Sponsored ADR 778529107 2863 210100 SH SOLE 210100
ROYAL APPLIANCE MFG CO Com 780076105 171 30100 SH SOLE 30100
ROYAL CARIBBEAN CRUISES LTD Com V7780T103 5861 316800 SH SOLE 316800
RSA SEC INC Com 749719100 1600 23100 SH SOLE 23100
RSL COMMUNICATIONS LTD CL A G7702U102 2902 253700 SH SOLE 253700
RUBY TUESDAY INC Com 781182100 1925 153200 SH SOLE 153200
RUDDICK CORP Com 781258108 969 82000 SH SOLE 82000
RYANS FAMILY STEAK HOUSE INC Com 783519101 1313 155600 SH SOLE 155600
RYDER SYS INC Com 783549108 3233 170700 SH SOLE 170700
SAATCHI & SAATCHI PLC NEW Sponsored ADR 785144205 550 17200 SH SOLE 17200
SAFEGUARD SCIENTIFICS INC Com 786449108 763 23800 SH SOLE 23800
SAFETY-KLEEN CORP NEW Com 78648R203 74 124600 SH SOLE 124600
SAFEWAY INC Com 786514208 6850 151800 SH SOLE 151800
SAGA SYS INC Com 786610105 646 51900 SH SOLE 51900
SAGE INC Com 786632109 561 43400 SH SOLE 43400
SALEM COMMUNICATIONS CORP DEL CL A 794093104 1235 133100 SH SOLE 133100
SANTA CRUZ OPERATION INC Com 801833104 280 43900 SH SOLE 43900
SANTA FE INTL CORP Ord G7805C108 11243 321800 SH SOLE 321800
SANTA FE SNYDER CORP Com 80218K105 2570 225900 SH SOLE 225900
SAP AKTIENGESELLSCHAFT Sponsored ADR 803054204 1581 33900 SH SOLE 33900
SAPIENT CORP Com 803062108 1123 10500 SH SOLE 10500
SAPPI LTD Spon ADR New 803069202 421 57100 SH SOLE 57100
SARA LEE CORP Com 803111103 9637 499000 SH SOLE 499000
SATYAM INFOWAY LTD Sponsored ADR 804099109 2893 130000 SH SOLE 130000
SAUER INC Com 804137107 196 19800 SH SOLE 19800
SAVVIS COMMUNICATIONS CORP Com 805423100 131 10000 SH SOLE 10000
SCANSOFT INC Com 80603P107 232 82530 SH SOLE 82530
SCHERING PLOUGH CORP Com 806605101 15428 305500 SH SOLE 305500
SCHULMAN A INC Com 808194104 501 41500 SH SOLE 41500
SCHWEITZER-MAUDUIT INTL INC Com 808541106 636 50900 SH SOLE 50900
SCI SYS INC Com 783890106 4840 123900 SH SOLE 123900
SCIENT CORP Com 80864H109 1769 40100 SH SOLE 40100
SCIENTIFIC GAMES HLDGS CORP Com 808747109 761 31000 SH SOLE 31000
SCIOS INC Com 808905103 682 121200 SH SOLE 121200
SCITEX LTD Ord 809090103 827 74800 SH SOLE 74800
SCOTT TECHNOLOGIES INC Com 810022301 493 28700 SH SOLE 28700
SCOTTISH ANNUITY & LIFE HLDGS Ord G7885T104 201 24000 SH SOLE 24000
SCOTTISH PWR PLC Spon ADR 81013T705 3421 102322 SH SOLE 102322
SCRIPPS E W CO OHIO CL A 811054204 345 7000 SH SOLE 7000
SEACHANGE INTL INC Com 811699107 375 13000 SH SOLE 13000
SEACOR SMIT INC Com 811904101 1722 44500 SH SOLE 44500
SEAGATE TECHNOLOGY Com 811804103 37741 686200 SH SOLE 686200
SEAGRAM LTD Com 811850106 1652 28500 SH OTHER 1 28500
SEAGRAM LTD Com 811850106 1698 29300 SH SOLE 29300
SEALED AIR CORP NEW Com 81211K100 1309 25000 SH SOLE 25000
SEARS ROEBUCK & CO Com 812387108 12473 382300 SH SOLE 382300
SEAWAY FOOD TOWN INC Com 812744100 303 18100 SH SOLE 18100
SECURE COMPUTING CORP Com 813705100 3909 207800 SH SOLE 207800
SECURITY CAP GROUP INC CL B 81413P204 226 13300 SH SOLE 13300
SEITEL INC Com New 816074306 532 65500 SH SOLE 65500
SEMITOOL INC Com 816909105 1619 93500 SH SOLE 93500
SEMPRA ENERGY Com 816851109 9960 585900 SH SOLE 585900
SEMX CORP Com 816854103 147 21400 SH SOLE 21400
SENSORMATIC ELECTRS CORP Com 817265101 5939 375600 SH SOLE 375600
SERENA SOFTWARE INC Com 817492101 2704 59550 SH SOLE 59550
SEROLOGICALS CORP Com 817523103 308 61500 SH SOLE 61500
SERVICEMASTER CO Com 81760N109 2041 179900 SH SOLE 179900
SFX ENTMT INC CL A 784178105 1090 24050 SH SOLE 24050
SHANGHAI PETROCHEMICAL LTD Spon ADR 819424102 474 34300 SH SOLE 34300
SHARED MED SYS CORP Com 819486101 3661 50200 SH SOLE 50200
SHARPER IMAGE CORP Com 820013100 474 37900 SH SOLE 37900
SHAW COMMUNICATIONS INC CL B 82028K200 1400 56700 SH SOLE 56700
SHERWIN WILLIAMS CO Com 824348106 5369 253400 SH SOLE 253400
SHOP AT HOME INC Com 825066301 1363 292800 SH SOLE 292800
SHUFFLE MASTER INC Com 825549108 838 58300 SH SOLE 58300
SICOR INC Com 825846108 2928 366000 SH SOLE 366000
SIEBEL SYS INC Com 826170102 4979 30440 SH SOLE 30440
SIEBERT FINL CORP Com 826176109 291 41600 SH SOLE 41600
SIERRA PAC RES NEW Com 826428104 195 15517 SH SOLE 15517
SIERRACITIES COM INC Com 826521106 79 21100 SH SOLE 21100
SIGMA ALDRICH CORP Com 826552101 2027 69300 SH SOLE 69300
SILICON GRAPHICS INC Com 827056902 94 25000 SH C SOLE 25000
SILICON IMAGE INC Com 82705T102 1631 32700 SH SOLE 32700
SILICON VY BANCSHARES Com 827064106 3960 92900 SH SOLE 92900
SILICON VY GROUP INC Com 827066101 4999 193200 SH SOLE 193200
SILICONIX INC Com New 827079203 4556 67500 SH SOLE 67500
SIMPSON INDS INC Com 829060102 279 37000 SH SOLE 37000
SIMULA INC SR SB 829206AB7 432 1000000 SH SOLE 1000000
SINCLAIR BROADCAST GROUP INC CL A 829226109 328 29800 SH SOLE 29800
SITEL CORP Com 82980K107 1530 305900 SH SOLE 305900
SK TELECOM LTD Sponsored ADR 78440P108 4495 123800 SH SOLE 123800
SKECHERS U S A INC CL A 830566105 1199 75800 SH SOLE 75800
SKILLSOFT CORP Com 83066P101 153 10800 SH SOLE 10800
SKYMALL INC Com 830859104 27 11400 SH SOLE 11400
SKYWEST INC Com 830879102 1709 46100 SH SOLE 46100
SMITH INTL INC Com 832110100 8930 122700 SH SOLE 122700
SMITHKLINE BEECHAM PLC ADR 832378301 13735 210700 SH SOLE 210700
SOCIEDAD QUIMICA MINERA DE CHI Spon ADR 833635105 345 15500 SH SOLE 15500
SOFTWARE COM INC Com 83402P104 1078 8300 SH SOLE 8300
SOLA INTL INC Com 834092108 988 202700 SH SOLE 202700
SOMERA COMMUNICATION Com 834458101 857 62900 SH SOLE 62900
SONERA GROUP PLC Sponsored ADR 835433202 1909 41500 SH SOLE 41500
SONIC CORP Com 835451105 1504 51200 SH SOLE 51200
SONICWALL INC Com 835470105 361 4100 SH SOLE 4100
SONY CORP ADR New 835699307 7319 77600 SH SOLE 77600
SOUTHDOWN INC Com 841297104 10089 174700 SH SOLE 174700
SOUTHTRUST CORP Com 844730101 2141 94650 SH SOLE 94650
SOUTHWALL TECHNOLOGIES INC Com 844909101 755 69000 SH SOLE 69000
SOUTHWEST BANCORPORATION TEX Com 84476R109 398 19200 SH SOLE 19200
SOUTHWESTERN ENERGY CO Com 845467109 224 35900 SH SOLE 35900
SPANISH BROADCASTING SYS INC CL A 846425882 253 12300 SH SOLE 12300
SPECTRALINK CORP Com 847580107 1859 127100 SH SOLE 127100
SPECTRASITE HLDGS INC Com 84760T100 1166 41100 SH SOLE 41100
SPIEGEL INC CL A 848457107 1172 137900 SH OTHER 1 137900
SPIEGEL INC CL A 848457107 1816 213600 SH SOLE 213600
SPINNAKER EXPL CO Com 84855W109 513 20000 SH SOLE 20000
SPLASH TECHNOLOGY HLDGS INC Com 848623104 2656 337300 SH SOLE 337300
SPORTSLINE COM INC Com 848934105 196 11500 SH SOLE 11500
SPRINT CORP Com 852061100 21400 419600 SH SOLE 419600
SPYGLASS INC Com 852192103 2051 65500 SH SOLE 65500
ST ASSEMBLY TEST SVSC LTD ADR 85227G102 1859 72200 SH SOLE 72200
ST JOE CO Com 790148100 3012 100400 SH SOLE 100400
ST JUDE MED INC Com 790849103 7230 157600 SH SOLE 157600
ST PAUL COS INC Com 792860108 2559 75000 SH SOLE 75000
STAFF LEASING INC Com 852381102 74 20700 SH SOLE 20700
STANCORP FINL GROUP INC Com 852891100 2994 93200 SH SOLE 93200
STARTEK INC Com 85569C107 3672 72900 SH SOLE 72900
STATEN IS BANCORP INC Com 857550107 1921 109000 SH SOLE 109000
STATIA TERMINALS GROUP N V Ord N82345104 279 43400 SH SOLE 43400
STEEL DYNAMICS INC Com 858119100 618 68200 SH SOLE 68200
STEELCASE INC CL A 858155203 3657 215100 SH SOLE 215100
STEIN MART INC Com 858375108 1246 121600 SH SOLE 121600
STEINER LEISURE LTD Ord P8744Y102 1081 47800 SH SOLE 47800
STET HELLAS COMMUNICATIONS S A ADR 859823106 710 35700 SH SOLE 35700
STEWART & STEVENSON SVCS INC Com 860342104 1027 68200 SH SOLE 68200
STILLWATER MNG CO Com 86074Q102 4445 159450 SH SOLE 159450
STMICROELECTRONICS N V Com 861012102 13319 207500 SH SOLE 207500
STRIDE RITE CORP Com 863314100 597 97500 SH SOLE 97500
STRUCTURAL DYNAMICS RESH CORP Com 863555108 1223 81200 SH SOLE 81200
STURM RUGER & CO INC Com 864159108 904 101900 SH SOLE 101900
SUIZA FOODS CORP Com 865077101 4668 95500 SH SOLE 95500
SUN INTL HOTELS LTD Ord P8797T133 832 41600 SH SOLE 41600
SUN LIFE FINL SVCS CDA INC Com 866796105 587 34800 SH SOLE 34800
SUN MICROSYSTEMS INC Com 866810104 32008 351976 SH SOLE 351976
SUNCOR ENERGY INC Com 867229106 1168 50100 SH SOLE 50100
SUNGARD DATA SYS INC Com 867363103 936 30200 SH SOLE 30200
SUNGLASS HUT INTL INC Com 86736F106 1226 149200 SH SOLE 149200
SUNOCO INC Com 86764P109 7833 266100 SH SOLE 266100
SUNQUEST INFORMATION SYS INC Com 867654105 369 34300 SH SOLE 34300
SUNRISE MED INC Com 867910101 183 37600 SH SOLE 37600
SUNTRUST BKS INC Com 867914103 1499 32800 SH SOLE 32800
SUPERGEN INC Com 868059106 2001 55200 SH SOLE 55200
SUPERIOR CONSULTANT HLDGS CORP Com 868146101 90 18900 SH SOLE 18900
SUPERIOR ENERGY SVCS INC Com 868157108 2435 234700 SH SOLE 234700
SUPERIOR INDS INTL INC Com 868168105 3019 117400 SH SOLE 117400
SUPERIOR TELECOM INC Com 868365107 1002 100808 SH SOLE 100808
SUSQUEHANNA BANCSHARES INC PA Com 869099101 211 14800 SH SOLE 14800
SWIFT ENERGY CO Com 870738101 3175 111900 SH SOLE 111900
SWISSCOM AG Sponsored ADR 871013108 1258 35700 SH SOLE 35700
SYBASE INC Com 871130100 5430 236100 SH SOLE 236100
SYCAMORE NETWORKS INC Com 871206108 1788 16200 SH SOLE 16200
SYLVAN LEARNING SYS INC Com 871399101 2752 200150 SH SOLE 200150
SYMANTEC CORP Com 871503108 588 10900 SH SOLE 10900
SYMMETRICOM INC Com 871543104 2177 86200 SH SOLE 86200
SYNCOR INTL CORP DEL Com 87157J106 3182 44200 SH SOLE 44200
SYNOVUS FINL CORP Com 87161C105 347 19700 SH SOLE 19700
SYNTROLEUM CORP Com 871630109 1343 78400 SH SOLE 78400
SYSCO CORP Com 871829107 7932 188300 SH SOLE 188300
SYSTEMAX INC Com 871851101 311 80300 SH SOLE 80300
SYSTEMS & COMPUTER TECHNOLOGY Com 871873105 1970 98500 SH SOLE 98500
T/R SYS INC Com 87263U102 207 32500 SH SOLE 32500
TAIWAN SEMICONDUCTOR MFG LTD Sponsored ADR 874039100 6345 164540 SH SOLE 164540
TALBOTS INC Com 874161102 3719 67700 SH SOLE 67700
TALK CITY INC Com 874263106 90 57500 SH SOLE 57500
TANNING TECHNOLOGY CORP Com 87588P101 2052 106600 SH SOLE 106600
TARGET CORP Com 8.76E+110 17180 296200 SH SOLE 296200
TARO PHARMACEUTICAL INDS LTD Ord M8737E108 243 20700 SH SOLE 20700
TBC CORP Com 872180104 93 20200 SH SOLE 20200
TC PIPELINES LP UT Com 87233Q108 398 24100 SH SOLE 24100
TCF FINL CORP Com 872275102 963 37500 SH SOLE 37500
TD WATERHOUSE GRP INC Com 872362108 6148 357700 SH SOLE 357700
TDK CORP Amern 872351408 573 4000 SH SOLE 4000
TECH DATA CORP Com 878237106 14367 329800 SH SOLE 329800
TECHNE CORP Com 878377100 5252 40400 SH SOLE 40400
TECHNITROL INC Com 878555101 7411 76500 SH SOLE 76500
TEKTRONIX INC Com 879131100 6182 83500 SH SOLE 83500
TELCOM SEMICONDUCTOR INC Com 87921P107 821 20500 SH SOLE 20500
TELCOMM ARGENTINA STET-FRANCE Spon ADR 879273209 498 18100 SH SOLE 18100
TELE CENTRO OESTE CELULAR S A Spon ADR 87923P105 992 82700 SH SOLE 82700
TELE CENTRO SUL PART S A Spon ADR 879239101 8936 122300 SH SOLE 122300
TELE DANMARK A/S Spon ADR 879242105 986 29000 SH SOLE 29000
TELE NORDESTE CELULAR PART S A Spon ADR 87924W109 402 5800 SH SOLE 5800
TELE NORTE LESTE PART S A Spon ADR 879246106 12166 514978 SH SOLE 514978
TELE SUDESTE CELULAR PART S A Spon ADR 879252104 7149 234400 SH SOLE 234400
TELECOM ITALIA SPA Spon ADR 87927W106 688 5000 SH SOLE 5000
TELEDYNE TECHNOLOGIES INC Com 879360105 3457 183157 SH SOLE 183157
TELEFONICA DE ARGENTINA S A Spon ADR 879378206 6531 205700 SH SOLE 205700
TELEFONICA DEL PERU S A Spon ADR 879384105 1059 92800 SH SOLE 92800
TELEGLOBE INC Com 87941V100 219 10400 SH SOLE 10400
TELEMATE NET SOFTWARE Com 87943L100 153 48000 SH SOLE 48000
TELEPHONE & DATA SYS INC Com 879433100 4934 49200 SH SOLE 49200
TELESP CELULAR PART S A Spon ADR 87952L108 2114 47100 SH SOLE 47100
TELETECH HOLDINGS INC Com 879939106 2923 94100 SH SOLE 94100
TENET HEALTHCARE CORP Com 88033G100 7260 268900 SH SOLE 268900
TENFOLD CORP Com 88033A103 666 40500 SH SOLE 40500
TERADYNE INC Com 880770102 13451 183000 SH SOLE 183000
TERAYON COMMUNICATION SYS Com 880775101 4624 72000 SH SOLE 72000
TEREX CORP NEW Com 880779103 1755 117000 SH SOLE 117000
TEREX CORP NEW Com 880779903 150 10000 SH C SOLE 10000
TERRA NETWORKS S A Sponsored ADR 88100W103 1510 41400 SH SOLE 41400
TETRA TECHNOLOGIES INC DEL Com 88162F105 475 33500 SH SOLE 33500
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 9541 172100 SH SOLE 172100
TEXACO INC Com 881694103 3632 68200 SH SOLE 68200
TEXAS BIOTECHNOLOGY CORP Com 88221T104 1331 69800 SH SOLE 69800
TEXAS INDS INC Com 882491103 1164 40300 SH SOLE 40300
TEXAS INSTRS INC Com 882508104 16169 235400 SH SOLE 235400
TEXTRON INC Com 883203101 3221 59300 SH SOLE 59300
THCG INC Com 87242T101 96 13400 SH SOLE 13400
THERAGENICS CORP Com 883375107 2199 257700 SH SOLE 257700
THERMA-WAVE INC Com 88343A108 518 23200 SH SOLE 23200
THERMO CARDIOSYSTEMS INC Com 88355K200 1036 103600 SH SOLE 103600
THOMSON MULTIMEDIA Sponsored ADR 885118109 1054 16600 SH SOLE 16600
THREE FIVE SYS INC Com 88554L108 1044 17700 SH SOLE 17700
TICKETMASTER ONLINE-CITYSEARCH CL B 88633P203 1305 81900 SH SOLE 81900
TICKETS COM INC Com 88633M101 132 38800 SH SOLE 38800
TIDEL TECHNOLOGIES INC Com 886368109 371 37300 SH SOLE 37300
TIDEWATER INC Com 886423102 792 22000 SH SOLE 22000
TIFFANY & CO NEW Com 886547108 1019 15100 SH SOLE 15100
TIMBERLAND CO CL A 887100105 7032 99300 SH SOLE 99300
TIME WARNER INC Com 887315109 1307 17200 SH OTHER 1 17200
TIME WARNER INC Com 887315109 34679 456300 SH SOLE 456300
TIME WARNER TELECOM INC CL A 887319101 5742 89200 SH SOLE 89200
TIMES MIRROR CO NEW Com 887364107 9249 104400 SH SOLE 104400
TIMKEN CO Com 887389104 2773 148900 SH SOLE 148900
TITAN CORP Com 888266103 7515 168400 SH SOLE 168400
TITAN CORP Com 888266903 3124 70000 SH C SOLE 70000
TITAN CORP Com 888266953 4909 110000 SH P SOLE 110000
TITAN INTL INC ILL Com 88830M102 421 79200 SH SOLE 79200
TITAN PHARMACEUTICALS INC DEL Com 888314101 4228 98400 SH SOLE 98400
TJX COS INC NEW Com 872540109 5619 299700 SH SOLE 299700
TOLLGRADE COMMUNICATIONS INC Com 889542106 1206 9100 SH SOLE 9100
TOO INC Com 890333107 3678 144600 SH SOLE 144600
TOPPS INC Com 890786106 7608 661600 SH SOLE 661600
TORCHMARK CORP Com 891027104 2935 118900 SH SOLE 118900
TORO CO Com 891092108 1298 39400 SH SOLE 39400
TOSCO CORP Com New 891490302 7146 252400 SH SOLE 252400
TOWER AUTOMOTIVE INC Com 891707101 1084 86700 SH SOLE 86700
TOWER SEMICONDUCTOR LTD Ord M87915100 1589 48700 SH SOLE 48700
TOYOTA MOTOR CORP SP ADR 892331307 587 6300 SH SOLE 6300
TOYS R US INC Com 892335100 3467 238100 SH SOLE 238100
TRANS WORLD ENTMT CORP Com 89336Q100 324 26750 SH SOLE 26750
TRANSCANADA PIPELINES LTD Com 893526103 513 67300 SH SOLE 67300
TRANSPORTACION MARITIMA MEXICA ADR 893868208 159 30000 SH SOLE 30000
TRANSPORTADORA DE GAS SUR Spon ADR B 893870204 435 48300 SH SOLE 48300
TRANSWITCH CORP Com 894065101 3705 48000 SH SOLE 48000
TRAVELOCITY COM INC Com 893953109 2733 166900 SH SOLE 166900
TREDEGAR CORP Com 894650100 1961 103200 SH SOLE 103200
TRICO MARINE SERVICES INC Com 896106101 351 27500 SH SOLE 27500
TRICOM SA Spon ADR 89612A100 277 18100 SH SOLE 18100
TRICON GLOBAL RESTAURANTS Com 895953107 7252 256700 SH SOLE 256700
TRIDENT MICROSYSTEMS INC Com 895919108 1821 202300 SH SOLE 202300
TRIMBLE NAVIGATATION LTD Com 896239100 8445 173000 SH SOLE 173000
TRIQUINT SEMICONDUCTOR INC Com 89674K103 5033 52600 SH SOLE 52600
TRITEL INC CL A 89675X104 2375 80000 SH SOLE 80000
TRITON ENERGY LTD Ord G90751101 9879 251300 SH SOLE 251300
TRITON PCS HLDGS INC CL A 89677M106 2166 37500 SH SOLE 37500
TRUE NORTH COMMUNICATIONS INC Com 897844106 2812 64100 SH SOLE 64100
TRW INC Com 872649108 4667 107600 SH SOLE 107600
TTI TEAM TELECOM INTL LTD Ord M88258104 943 26200 SH SOLE 26200
TUBOS DE ACERO DE MEXICO S A ADR New 898592506 971 70000 SH SOLE 70000
TUCKER ANTHONY SUTRO Com 898647102 418 23200 SH SOLE 23200
TULARIK INC Com 899165104 1493 50600 SH SOLE 50600
TUPPERWARE CORP Com 899896104 793 36000 SH OTHER 1 36000
TUPPERWARE CORP Com 899896104 3126 141900 SH SOLE 141900
TURNSTONE SYSTEMS INC Com 900423104 1292 7800 SH SOLE 7800
TV AZTECA S A DE C V Sponsored ADR 901145102 5185 393200 SH SOLE 393200
TV GUIDE INC CL A 87307Q109 6347 185300 SH SOLE 185300
TWINLAB CORP Com 901774109 877 137600 SH SOLE 137600
TXU CORP Com 873168108 10470 354900 SH SOLE 354900
TYCO INTL LTD NEW Com 902124106 891 18800 SH SOLE 18800
U S CAN CORP Com 90328W105 598 34400 SH SOLE 34400
U S G Corp Com New 903293405 7480 246500 SH SOLE 246500
UAL CORP Com 902549500 3187 54800 SH SOLE 54800
UGI CORP NEW Com 902681105 510 24900 SH SOLE 24900
UGLY DUCKLING CORP Com 903512101 148 20900 SH SOLE 20900
UICI Com 902737105 270 41200 SH SOLE 41200
ULTICOM INC Com 903844108 221 9200 SH SOLE 9200
ULTRAK INC Com 903898401 844 103900 SH SOLE 103900
ULTRAMAR DIAMOND SHAMROCK CORP Com 904000106 6670 268800 SH SOLE 268800
ULTRAPAR PARTICIPACOES SA SP ADR 90400P101 171 17200 SH SOLE 17200
UNICOM CORP Com 904911104 22176 573200 SH SOLE 573200
UNIFI INC Com 904677101 1051 84900 SH SOLE 84900
UNIFY CORP Com 904743101 1205 140700 SH SOLE 140700
UNILEVER PLC Spon ADR 904767704 1156 46000 SH SOLE 46000
UNION CARBIDE CORP Com 905581104 25681 518800 SH SOLE 518800
UNION PAC RES GROUP INC Com 907834105 15220 691800 SH SOLE 691800
UNION PLANTERS CORP Com 908068109 699 25029 SH SOLE 25029
UNIONBANCAL CORP Com 908906100 6506 351700 SH SOLE 351700
UNISOURCE ENERGY CORP Com 909205106 1460 97300 SH SOLE 97300
UNITED ASSET MGMT CORP Com 909420101 2096 89800 SH SOLE 89800
UNITED AUTO GROUP INC Com 909440109 235 25800 SH SOLE 25800
UNITED ILLUM CO Com 910637107 2826 64600 SH SOLE 64600
UNITED PARCEL SERVICE INC CL B 911312106 907 15400 SH SOLE 15400
UNITED STATES CELLULAR CORP Com 911684108 4460 70800 SH SOLE 70800
UNITED STATIONERS INC Com 913004107 6397 197600 SH SOLE 197600
UNITED TECHNOLOGIES CORP Com 913017109 9897 168100 SH SOLE 168100
UNITEDGLOBALCOM CL A 913247508 935 20000 SH SOLE 20000
UNITEDHEALTH GROUP INC Com 91324P102 3430 40000 SH SOLE 40000
UNITRIN INC Com 913275103 1140 38800 SH SOLE 38800
UNIVERSAL CORP VA Com 913456109 1766 83700 SH SOLE 83700
UNIVERSAL ELECTRS INC Com 913483103 2100 85500 SH SOLE 85500
UNIVERSAL FST PRODS INC Com 913543104 182 13200 SH SOLE 13200
UNOVA INC Com 91529B106 342 46800 SH SOLE 46800
URBAN OUTFITTERS INC Com 917047102 194 22000 SH SOLE 22000
URSUS TELECOM CORP Com 917287104 926 142400 SH SOLE 142400
US AIRWAYS GROUP INC Com 911905107 4216 108100 SH SOLE 108100
US BANCORP DEL Com 902973106 2641 137200 SH SOLE 137200
US CAN CORP Com 90328W105 3489 200800 SH SOLE 200800
US LEC CORP CL A 90331S109 243 14300 SH SOLE 14300
US SEARCH COM INC Com 903404101 83 41400 SH SOLE 41400
USA DETERGENTS INC Com 902938109 33 10900 SH SOLE 10900
USA NETWORKS INC Com 902984103 5380 248784 SH SOLE 248784
UST CORP Com 902911106 7012 477422 SH SOLE 477422
USX MARATHON GROUP Com New 902905827 1466 58500 SH SOLE 58500
USX-U S STL Com 90337T101 1238 66700 SH SOLE 66700
UTI ENERGY CORP Com 903387108 3608 90000 SH SOLE 90000
UTSTARCOM INC Com 918076100 1242 40900 SH SOLE 40900
V F CORP Com 918204108 5491 230600 SH SOLE 230600
VALASSIS COMMUNICATIONS INC Com 918866104 3471 91050 SH SOLE 91050
VALENCE TECHNOLOGY INC Com 918914102 559 30300 SH SOLE 30300
VALERO ENERGY CORP NEW Com 91913Y100 10128 319000 SH SOLE 319000
VALUEVISION INTL INC CL A 92047K107 3154 131400 SH SOLE 131400
VARCO INTL INC DEL Com 922122106 5342 229748 SH SOLE 229748
VARIAN INC Com 922206107 5074 110000 SH SOLE 110000
VARIAN MED SYS INC Com 92220P105 1526 39000 SH SOLE 39000
VECTREN CORP Com 92240G101 1093 63377 SH SOLE 63377
VENATOR GROUP INC Com 922944103 8863 864700 SH SOLE 864700
VENTIV HEALTH INC Com 922793104 2189 196734 SH SOLE 196734
VERIO INC Com 923433106 6429 115900 SH SOLE 115900
VERSANT CORP Com 925284101 376 77100 SH SOLE 77100
VERSATA INC Com 925298101 484 12000 SH SOLE 12000
VERSATEL TELECOM INTL N V Sponsored ADR 925301103 2148 49800 SH SOLE 49800
VERTICALNET INC Com 92532L107 4111 111300 SH SOLE 111300
VESTA INS GROUP INC Com 925391104 77 12500 SH SOLE 12500
VETERINARY CTRS AMER INC Com 925514101 1569 114100 SH SOLE 114100
VIACOM INC CL B 925524308 2486 36456 SH OTHER 1 36456
VIAD CORP Com 92552R109 13712 503200 SH SOLE 503200
VIANT CORP Com 92553N107 4616 155800 SH SOLE 155800
VIASYSTEMS GROUP INC Com 92553H100 3017 174901 SH SOLE 174901
VINTAGE PETE INC Com 927460105 7105 314900 SH SOLE 314900
VISHAY INTERTECHNOLOGY INC Com 928298108 6377 168100 SH SOLE 168100
VISUAL NETWORKS INC Com 928444108 658 23100 SH SOLE 23100
VITAL SIGNS INC Com 928469105 248 13700 SH SOLE 13700
VITESSE SEMICONDUCTOR CORP Com 928497106 3582 48700 SH SOLE 48700
VIVUS INC Com 928551100 2842 409700 SH SOLE 409700
VOICESTREAM WIRELESS CORP Com 928615103 274 2357 SH SOLE 2357
VOLT INFORMATION SCIENCES INC Com 928703107 843 25600 SH SOLE 25600
VOYAGER NET INC Com 92906W101 870 108700 SH SOLE 108700
WACKENHUT CORRECTIONS CORP Com 929798106 355 47300 SH SOLE 47300
WADDELL & REED FINL INC CL A 930059100 3303 100649 SH SOLE 100649
WADDELL & REED FINL INC CL B 930059209 599 20600 SH SOLE 20600
WALKER INTERACTIVE SYS INC Com 931664106 498 137300 SH SOLE 137300
WASHINGTON FED INC Com 938824109 645 35320 SH SOLE 35320
WASHINGTON MUT INC Com 939322103 1299 45000 SH SOLE 45000
WASHINGTON MUT INC Com 939322953 1299 45000 SH P SOLE 45000
WASTE MGMT INC DEL Com 94106L109 912 48000 SH SOLE 48000
WATER PIK TECHNOLOGIES INC Com 94113U100 112 17890 SH SOLE 17890
WATERS CORP Com 941848103 2509 20100 SH SOLE 20100
WAVECOM S A Sponsored ADR 943531103 209 1900 SH SOLE 1900
WD-40 CO Com 929236107 371 17900 SH SOLE 17900
WEB STREET INC Com 947336103 113 45100 SH SOLE 45100
WEBB INTERACTIVE SVCS INC Com 94748P104 337 26300 SH SOLE 26300
WEBLINK WIRELESS INC CL A 94769A101 4444 335400 SH SOLE 335400
WEGENER CORP Com 948585104 63 32400 SH SOLE 32400
WEIRTON STL CORP Com 948774104 1760 541600 SH SOLE 541600
WEIS MKTS INC Com 948849104 829 25300 SH SOLE 25300
WELLMAN INC Com 949702104 3314 204700 SH SOLE 204700
WELLPOINT HEALTH NETWORK NEW Com 94973H108 3310 45700 SH SOLE 45700
WENDYS INTL INC Com 950590109 5048 283400 SH SOLE 283400
WERNER ENTERPRISES INC Com 950755108 204 17650 SH SOLE 17650
WESCO INTL INC Com 95082P105 421 44000 SH SOLE 44000
WESLEY JESSEN VISIONCARE INC Com 951018100 1570 41800 SH SOLE 41800
WEST MARINE INC Com 954235107 345 50400 SH SOLE 50400
WEST TELESERVICES CORP Com 956188106 1364 53900 SH SOLE 53900
WESTELL TECHNOLOGIES INC CL A 957541105 2086 139090 SH SOLE 139090
WESTERN GAS RES INC Com 958259103 920 43800 SH SOLE 43800
WESTERN WIRELESS CORP CL A 9.60E+208 5706 104700 SH SOLE 104700
WESTVACO CORP Com 961548104 10729 439600 SH SOLE 439600
WESTWOOD ONE INC Com 961815107 2232 65600 SH SOLE 65600
WET SEAL INC CL A 961840105 333 25400 SH SOLE 25400
WHIRLPOOL CORP Com 963320106 9390 201400 SH SOLE 201400
WHITMAN CORP NEW Com 96647R107 931 76400 SH OTHER 1 76400
WHITMAN CORP NEW Com 96647R107 2062 169200 SH SOLE 169200
WHX CORP Com 929248102 650 118100 SH SOLE 118100
WILEY JOHN & SONS INC CL A 968223206 279 12400 SH SOLE 12400
WINFIELD CAP CORP Com 973859101 643 52500 SH SOLE 52500
WINN DIXIE STORES INC Com 974280109 1967 137400 SH SOLE 137400
WINNEBAGO INDS INC Com 974637100 1355 103700 SH SOLE 103700
WINSTAR COMMUNICATIONS INC Com 975515107 1309 38650 SH SOLE 38650
WIRELESS TELECOM GROUP INC Com 976524108 54 18000 SH SOLE 18000
WIT SOUNDVIEW GROUP INC Com 977383108 2639 246200 SH SOLE 246200
WMS INDS INC Com 929297109 2496 161700 SH SOLE 161700
WOLVERINE TUBE INC Com 978093102 522 30700 SH SOLE 30700
WOLVERINE WORLD WIDE INC Com 978097103 1646 166700 SH SOLE 166700
WOMEN COM NETWORKS INC Com 978149102 82 39700 SH SOLE 39700
WOODHEAD INDS INC Com 979438108 599 32800 SH SOLE 32800
WORKFLOW MGMT INC Com 98137N109 3268 275200 SH SOLE 275200
WORLD ACCESS INC Com 98141A101 4370 395066 SH SOLE 395066
WORLD FUEL SVCS CORP Com 981475106 110 12700 SH SOLE 12700
WORLD WRESTLING FEDN ENTMT INC CL A 98156Q108 2470 118700 SH SOLE 118700
WORTHINGTON INDS INC Com 981811102 1420 135200 SH SOLE 135200
WPP GROUP PLC Spon ADR 929309300 291 4000 SH SOLE 4000
XCEED INC Com 98388N105 273 29900 SH SOLE 29900
XEROX CORP Com 984121103 623 30000 SH OTHER 1 30000
XICOR INC Com 984903104 1315 196700 SH SOLE 196700
XOMA LTD Ord G9825R107 95 22200 SH SOLE 22200
X-RITE INC Com 983857103 335 36700 SH SOLE 36700
XTRA CORP Com 984138107 1210 30700 SH SOLE 30700
YAHOO INC Com 984332106 22345 180386 SH SOLE 180386
YELLOW CORP Com 985509108 805 54600 SH SOLE 54600
YORK INTL CORP NEW Com 986670907 1010 40000 SH C SOLE 40000
YOUNG & RUBICAM INC Com 987425105 4306 75300 SH SOLE 75300
YOUTHSTREAM MEDIA NETWORKS INC Com 987819109 936 157600 SH SOLE 157600
ZALE CORP NEW Com 988858106 2248 61600 SH SOLE 61600
ZANY BRAINY INC Com 98906Q101 74 28200 SH SOLE 28200
ZAPATA CORP Com New 989070503 207 66200 SH SOLE 66200
ZEBRA TECHNOLOGIES CORP CL A 989207105 1075 24270 SH SOLE 24270
ZI CORP Com 988918108 1206 130400 SH SOLE 130400
ZIFF-DAVIS INC Com ZD 989511100 3778 419800 SH SOLE 419800
ZIFF-DAVIS INC Com ZDNET 989511209 2192 243600 SH SOLE 243600
ZION BANCORPORATION Com 989701107 1835 40000 SH SOLE 40000
ZIPLINK INC Com 989741103 167 27900 SH SOLE 27900
ZOMAX INC MINN Com 989929104 3371 256800 SH SOLE 256800
ZOOM TELEPHONICS INC Com 9.90E+107 122 18800 SH SOLE 18800
ZYGO CORP Com 989855101 681 7500 SH SOLE 7500
</TABLE>
