-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, SKxku6XTChgjUSzQdXRQlG2fzY/BYfLDvn+vC8ytFdYENr2EZN9eMuxa99/mMfr5 Bh0veMjHEkTLOBjxGjkkPQ== 0000872573-01-000001.txt : 20010223 0000872573-01-000001.hdr.sgml : 20010223 ACCESSION NUMBER: 0000872573-01-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20001229 FILED AS OF DATE: 20010215 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CAXTON ASSOCIATES LLC CENTRAL INDEX KEY: 0000872573 STANDARD INDUSTRIAL CLASSIFICATION: [] IRS NUMBER: 223430173 STATE OF INCORPORATION: DE FISCAL YEAR END: 1030 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-02856 FILM NUMBER: 1548377 BUSINESS ADDRESS: STREET 1: 315 ENTERPRISE DR CITY: PLAINSBORO STATE: NJ ZIP: 08536 BUSINESS PHONE: 6092757200 MAIL ADDRESS: STREET 1: 315 ENTERPRISE DRIVE CITY: PLAINSBORO STATE: NJ ZIP: 08536 13F-HR 1 0001.txt FORM 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION "Washington, D.C. 20549" FORM 13F FORM 13F COVER PAGE "Report for the Calender Year of Quarter Ended: December 29, 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 , January 13th 2001" 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. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Manager: 2 Form 13F Information Table Entry Total: 1885 Form 13F Information Table Value Total: "7,453,140" List of Other Included Managers: No. 13F File Number 01 NRMB Management Inc. 02 TT International Investment Management FORM 13F Name of Issuer Title of Class Cusip Value Shares SH/ Put Invstmt Other Voting Authority 1 800 FLOWERS COM CL A 68243Q106 "1,355" "328,400" SH SOLE "328,400" 1-800 CONTACTS INC COM 681977104 "3,426" "119,700" SH SOLE "119,700" 3COM CORP COM 885535104 "15,734" "1,851,049" SH SOLE "1,851,049" 3-D SYS CORP DEL COM NEW 88554D205 "1,764" "145,500" SH SOLE "145,500" 4 KIDS ENTMT INC COM 350865101 217 "24,300" SH SOLE "24,300" 724 SOLUTIONS INC COM 81788Q100 272 "16,300" SH SOLE "16,300" 7-ELEVEN INC COM 817826100 "1,058" "120,900" SH SOLE "120,900" 99 CENTS ONLY STORES COM 65440K106 "1,334" "48,734" SH SOLE "48,734" AARON RENTS INC COM 002535201 "2,323" "165,200" SH SOLE "165,200" ABBOTT LABS COM 002824100 "22,814" "471,000" SH SOLE "471,000" ABGENIX INC COM 00339B107 "7,058" "119,500" SH SOLE "119,500" ABITIBI-CONSOLIDATED INC COM 003924107 "1,897" "206,500" SH SOLE "206,500" ABN AMRO HLDG NV SPONSORED ADR 000937102 "1,280" "56,252" SH SOLE "56,252" ACCORD NETWORKS LTD COM M10690102 947 "95,900" SH SOLE "95,900" ACME COMMUNICATION INC COM 004631107 512 "56,100" SH SOLE "56,100" ACNIELSEN CORP COM 004833109 "4,187" "115,500" SH SOLE "115,500" ACTEL CORP COM 004934105 "4,189" "173,200" SH SOLE "173,200" ACTION PERFORMANCE COS INC COM 004933107 402 "169,100" SH SOLE "169,100" ACTIVISION INC NEW COM NEW 004930202 "3,020" "199,700" SH SOLE "199,700" ACTUANT CORP-CL A CL A 00508X104 "2,349" "783,000" SH SOLE "783,000" ADAPTEC INC COM 00651F108 "2,665" "260,000" SH SOLE "260,000" ADECCO SA SPONSORED ADR 006754105 700 "8,951" SH SOLE "8,951" ADMINISTAFF INC COM 007094105 "3,242" "119,200" SH SOLE "119,200" ADOBE SYS INC COM 00724F101 "11,119" "191,097" SH SOLE "191,097" ADTRAN INC COM 00738A106 771 "36,300" SH SOLE "36,300" ADTRAN INC COM 00738A956 669 "31,500" SH P SOLE "31,500" ADVANCED LTG TECHNOLOGIES COM 00753C102 524 "79,100" SH SOLE "79,100" ADVANCED MICRO DEVICES INC COM 007903107 "19,412" "1,405,400" SH SOLE "1,405,400" ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 "3,997" "429,200" SH SOLE "429,200" ADVANTA CORP CL A 007942105 893 "101,300" SH SOLE "101,300" ADVANTA CORP CL B 007942204 750 "104,407" SH SOLE "104,407" ADVO INC COM 007585102 "10,175" "229,300" SH SOLE "229,300" AEROVOX INC COM 00808M105 110 "55,100" SH SOLE "55,100" AETNA INC COM 008117103 "1,230" "18,000" SH SOLE "18,000" AETRIUM INC COM 00817R103 225 "81,700" SH SOLE "81,700" AFFILIATED MANAGERS GROUP COM 008252108 "4,692" "85,500" SH SOLE "85,500" AFLAC INC COM 001055102 "2,570" "35,600" SH SOLE "35,600" AGCO CORP COM 001084102 "15,855" "1,307,600" SH SOLE "1,307,600" AGENCY COM LTD COM 008447104 274 "70,600" SH SOLE "70,600" AGILE SOFTWARE CORP DEL COM 00846X105 988 "20,000" SH SOLE "20,000" AGL RES INC COM 001204106 "11,587" "525,200" SH SOLE "525,200" AGNICO EAGLE MINES LTD COM 008474108 "1,231" "205,100" SH SOLE "205,100" AGRIBRANDS INTL INC COM 00849R105 "1,846" "34,500" SH SOLE "34,500" AGRIUM INC COM 008916108 "3,538" "241,900" SH SOLE "241,900" AIR PRODS & CHEMS INC COM 009158106 "16,482" "402,000" SH SOLE "402,000" AIRGAS INC COM 009363102 "2,572" "377,600" SH SOLE "377,600" AKAMI TECHNOLOGIES INC COM 00971T101 "2,269" "107,709" SH SOLE "107,709" ALADDIN KNOWLEDGE SYS LTD ORD M0392N101 198 "52,800" SH SOLE "52,800" ALAMOSA PCS HOLDINGS COM 011593100 "1,438" "179,800" SH SOLE "179,800" ALASKA COMMUNICATIONS GRP COM 01167P101 877 "120,900" SH SOLE "120,900" ALBEMARLE CORP COM 012653101 "8,467" "342,100" SH SOLE "342,100" ALBERTA ENERGY LTD COM 012873105 "1,235" "25,600" SH SOLE "25,600" ALCAN ALUMINUM LTD NEW COM 013716105 "18,130" "530,300" SH SOLE "530,300" ALEXANDER & BALDWIN INC COM 014482103 "5,153" "196,300" SH SOLE "196,300" ALEXION PHARMACEUTICALS INC COM 015351109 734 "11,300" SH SOLE "11,300" ALLEGHENY ENERGY INC COM 017361106 "9,132" "189,500" SH SOLE "189,500" ALLEGHENY TECHNOLOGIES INC COM 01741R102 "6,666" "419,900" SH SOLE "419,900" ALLEN TELECOM INC COM 018091108 "4,542" "253,200" SH SOLE "253,200" ALLERGAN INC COM 018490102 "4,986" "51,500" SH SOLE "51,500" ALLETE COM 018522102 "7,429" "299,400" SH SOLE "299,400" ALLIANCE PHARMACEUTICAL CORP COM 018773101 723 "83,800" SH SOLE "83,800" ALLIANCE SEMICONDUCTOR CORP COM 01877H100 139 "12,300" SH SOLE "12,300" ALLIANT TECHSYSTEMS INC COM 018804104 "3,104" "46,500" SH SOLE "46,500" ALLIED RISER COMMUNICATIONS CP COM 019496108 372 "183,200" SH SOLE "183,200" ALLMERICA FINL CORP COM 019754100 "10,571" "145,800" SH SOLE "145,800" ALLSTATE CORP COM 020002101 "12,881" "295,700" SH SOLE "295,700" ALLTEL CORP COM 020039103 "13,536" "216,800" SH SOLE "216,800" ALLTEL CORP COM 020039103 "1,617" "25,900" SH OTHER 01 " 25,900 " ALTERA CORP COM 021441100 "1,477" "56,148" SH SOLE "56,148" ALZA CORP DEL COM 022615108 "10,604" "249,500" SH SOLE "249,500" AMBAC FINL GROUP INC COM 023139108 "1,437" "24,650" SH SOLE "24,650" AMCOL INTL CORP COM 02341W103 "1,258" "264,800" SH SOLE "264,800" AMDOCS LTD ORD G02602103 "15,416" "232,700" SH SOLE "232,700" AMERADA HESS CORP COM 023551104 "21,356" "292,300" SH SOLE "292,300" AMERICA ONLINE INC DEL COM 02364J104 "11,018" "316,598" SH SOLE "316,598" AMERICA WEST HLDG CORP CL B 023657208 "6,791" "530,000" SH SOLE "530,000" AMERICAN AXLE & MFG HLDGS INC COM 024061103 141 "17,800" SH SOLE "17,800" AMERICAN EXPRESS CO COM 025816109 "16,752" "304,925" SH SOLE "304,925" AMERICAN FINL HLDGS INC COM 026075101 "1,271" "61,600" SH SOLE "61,600" AMERICAN FREIGHTWAYS CORP COM 02629V108 "2,576" "92,200" SH SOLE "92,200" AMERICAN GENERAL CORP COM 026351106 "4,882" "59,900" SH SOLE "59,900" AMERICAN MED SEC GROUP INC COM 02744P101 "6,598" "1,099,600" SH SOLE "1,099,600" AMERICAN STD COS INC DEL COM 029712106 "13,023" "264,100" SH SOLE "264,100" AMERICAN STS WTR CO COM 029899101 "3,197" "86,700" SH SOLE "86,700" AMERICAN TECHNICAL CERAMICS COM 030137103 620 "62,000" SH SOLE "62,000" AMERIPATH INC COM 03071D109 "2,735" "109,400" SH SOLE "109,400" AMERISOURCE HEALTH CORP CL A 03071P102 "2,879" "57,000" SH SOLE "57,000" AMERITRADE HLDG CORP CL A 03072H109 "2,778" "396,900" SH SOLE "396,900" AMERUS GROUP CO COM 03072M108 "2,707" "83,600" SH SOLE "83,600" AMETEK INC NEW COM 031100100 "1,411" "54,400" SH SOLE "54,400" AMGEN INC COM 031162100 "24,596" "384,694" SH SOLE "384,694" AMKOR TECHNOLOGY INC COM 031652100 "2,440" "157,400" SH SOLE "157,400" AMPAL AMERN ISRAEL CORP CL A 032015109 574 "94,700" SH SOLE "94,700" AMPHENOL CORP NEW CL A 032095101 "5,761" "147,000" SH SOLE "147,000" AMSOUTH BANCORPORATION COM 032165102 "8,436" "553,174" SH SOLE "553,174" AMYLIN PHARMACEUTICALS INC COM 032346108 410 "52,000" SH SOLE "52,000" ANALOG DEVICES INC COM 032654105 517 "10,100" SH SOLE "10,100" ANCHOR GAMING COM 033037102 "9,247" "237,100" SH SOLE "237,100" ANDREW CORP COM 034425108 "4,859" "223,400" SH SOLE "223,400" ANDRX GROUP COM 034553107 "6,204" "107,200" SH SOLE "107,200" ANGELICA CORP COM 034663104 389 "41,500" SH SOLE "41,500" ANGLO AMERN PLC ADR 03485P102 575 "10,600" SH SOLE "10,600" ANHEUSER BUSCH COS INC COM 035229103 "12,294" "270,200" SH SOLE "270,200" ANIXTER INTL INC COM 035290105 "4,723" "218,400" SH SOLE "218,400" ANSYS INC COM 03662Q105 "1,718" "152,700" SH SOLE "152,700" ANVESCAP PLC SPONSORED ADR 03235E100 992 "22,800" SH SOLE "22,800" AO TATNEFT SPON ADR 03737P306 "2,035" "288,100" SH SOLE "288,100" AON CORP COM 037389103 "1,713" "50,000" SH SOLE "50,000" APAC CUSTOMER SERVICES INC COM 00185E106 905 "245,500" SH SOLE "245,500" APLERA CORP COM GE GEN GRP 038020202 "22,730" "629,200" SH SOLE "629,200" APOGEE ENTERPRISES INC COM 037598109 "1,154" "214,700" SH SOLE "214,700" APOGENT TECHNOLOGIES INC COM 03760A101 513 "25,000" SH SOLE "25,000" APOLLO GROUP INC CL A 037604105 "7,019" "142,700" SH SOLE "142,700" APPLEBEES INTL INC COM 037899101 "3,276" "104,200" SH SOLE "104,200" APPLIED INDL TECHNOLOGIES INC COM 03820C105 "1,834" "89,200" SH SOLE "89,200" APPLIED INNOVATION INC COM 037916103 718 "83,900" SH SOLE "83,900" APPLIED SIGNAL TECHNOLOGY INC COM 038237103 240 "47,100" SH SOLE "47,100" APRIA HEALTHCARE GROUP INC COM 037933108 "7,515" "252,600" SH SOLE "252,600" APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R105 118 "41,100" SH SOLE "41,100" APW LIMITED COM G04397108 "13,544" "401,300" SH SOLE "401,300" ARACRUZ CELULOSE S A Spon ADR CL B 038496204 "5,473" "366,400" SH SOLE "366,400" ARADIGM CORP COM 038505103 "1,733" "118,500" SH SOLE "118,500" ARCHER DANIELS MIDLAND CO COM 039483102 "8,729" "581,900" SH SOLE "581,900" ARCTIC CAT INC COM 039670104 954 "82,100" SH SOLE "82,100" AREMISSOFT CORP DEL COM 040026106 "4,461" "104,500" SH SOLE "104,500" ARGOSY GAMING CO COM 040228108 "4,179" "217,800" SH SOLE "217,800" ARIBA INC COM 04033V104 "14,582" "271,934" SH SOLE "271,934" ARKANSAS BEST CORP DEL COM 040790107 "2,480" "135,400" SH SOLE "135,400" ARM HLDGS PLC SPONSORED ADR 042068106 "1,595" "70,700" SH SOLE "70,700" ARMOR HOLDINGS INC COM 042260109 766 "43,900" SH SOLE "43,900" ARONEX PHARMACEUTICALS INC COM NEW 042666206 183 "41,200" SH SOLE "41,200" ARTESYN TECHNOLOGIES INC COM 043127109 511 "32,200" SH SOLE "32,200" ARTISAN COMPONENTS INC COM 042923102 147 "19,800" SH SOLE "19,800" ARTISOFT INC COM 04314L106 119 "32,800" SH SOLE "32,800" ARVINMERITOR INC COM 043353101 "1,950" "171,400" SH SOLE "171,400" ASA LTD COM 002050102 219 "14,300" SH SOLE "14,300" ASE TEST LTD ORD Y02516105 "1,781" "209,520" SH SOLE "209,520" ASHANTI GOLDFIELDS LTD Glob Dep Rcpt 043743202 "1,179" "628,600" SH SOLE "628,600" ASHWORTH INC COM 04516H101 580 "89,300" SH SOLE "89,300" ASIA PULP & PAPER LTD SPONSORED ADR 04516V100 266 "531,500" SH SOLE "531,500" ASIA SATELLITE TELECOMMUNCNT SPONSORED ADR 04516X106 212 "10,400" SH SOLE "10,400" ASPECT COMMUNICATIONS CORP COM 04523Q102 247 "30,700" SH SOLE "30,700" ASPEON INC COM 045354107 94 "62,900" SH SOLE "62,900" ASSOCIATED BANC CORP COM 045487105 "1,796" "59,132" SH SOLE "59,132" ASTORIA FINL CORP COM 046265104 "1,635" "30,105" SH SOLE "30,105" ASTRAZENECA PLC SPONSORED ADR 046353108 "6,834" "132,700" SH SOLE "132,700" AT & T CDA INC DEPS RCPT CL B 00207Q202 "1,675" "57,400" SH SOLE "57,400" AT HOME CORP COM SER A 045919107 "6,471" "1,169,877" SH SOLE "1,169,877" AT&T CORP COM 001957109 "10,067" "583,599" SH SOLE "583,599" AT&T CORP COM 001957109 673 "39,000" SH OTHER 01 " 39,000 " AT&T CORP COM LIB GRP A 001957208 "36,055" "2,658,400" SH SOLE "2,658,400" AT&T CORP COM Wirles GLP 001957406 "2,183" "126,100" SH SOLE "126,100" ATLANTIC COAST AIRLINES HLDGS COM 048396105 969 "23,700" SH SOLE "23,700" ATLAS AIR INC COM 049164106 "2,829" "86,700" SH SOLE "86,700" ATMEL CORP COM 049513104 "9,028" "776,570" SH SOLE "776,570" ATMOS ENERGY CORP COM 049560105 "1,304" "53,500" SH SOLE "53,500" ATWOOD OCEANICS INC COM 050095108 "5,726" "130,700" SH SOLE "130,700" AUDIOCODES LTD ORD M15342104 "3,201" "236,000" SH SOLE "236,000" AUGUST TECHNOLOGY CORP COM 05106U105 129 "10,000" SH SOLE "10,000" AURORA BIOSCIENCES CORP COM 051920106 "4,571" "145,400" SH SOLE "145,400" AUSPEX SYS INC COM 052116100 "1,077" "153,895" SH SOLE "153,895" AUTODESK INC COM 052769106 "5,573" "206,878" SH SOLE "206,878" AUTONATION INC COM 05329W102 "8,116" "1,352,700" SH SOLE "1,352,700" AUTOZONE INC COM 053332102 "8,650" "303,500" SH SOLE "303,500" AVANIR PHARMACEUTICALS CL A 05348P104 "1,764" "344,200" SH SOLE "344,200" AVANT IMMUNOTHERAPEUTICS INC COM 053491106 353 "51,300" SH SOLE "51,300" AVATAR HLDGS INC COM 053494100 "7,582" "358,900" SH SOLE "358,900" AVAX TECHNOLOGIES INC COM PAR 053495305 "1,066" "284,200" SH SOLE "284,200" AVERY DENNISON CORP COM 053611959 549 "10,000" SH P SOLE "10,000" AVIALL INC NEW COM 05366B102 "1,265" "249,800" SH SOLE "249,800" AVIALL INC NEW COM 05366B102 384 "75,900" SH OTHER 01 " 75,900 " AVID TECHNOLOGY INC COM 05367P100 "5,187" "284,200" SH SOLE "284,200" AVISTA CORP COM 05379B107 "4,863" "237,200" SH SOLE "237,200" AVOCENT CORP COM 053893103 "3,754" "139,036" SH SOLE "139,036" AVON PRODS INC COM 054303102 "22,726" "474,700" SH SOLE "474,700" AVX CORP NEW COM 002444107 "6,702" "409,300" SH SOLE "409,300" AXA SPONSORED ADR 054536107 "10,367" "144,362" SH SOLE "144,362" AXA FINL INC COM 002451102 313 "5,600" SH SOLE "5,600" AXCELIS TECHNOLOGIES INC COM 054540109 "2,309" "260,200" SH SOLE "260,200" AZTAR CORP COM 054802103 "7,201" "556,600" SH SOLE "556,600" AZTEC TECHNOLOGY PARTNERS INC COM 05480L101 24 "107,500" SH SOLE "107,500" BACKWEB TECHNOLOGIES LTD ORD M15633106 "1,205" "178,500" SH SOLE "178,500" BALLARD PWR SYS INC COM 05858H104 "5,476" "86,700" SH SOLE "86,700" BALTIMORE TECHNOLOGIES PLC SPONSORED ADR 059284109 "1,847" "187,000" SH SOLE "187,000" BANCO DE GALICIA Y BUENOS AIRE Spon ADR B NEW 059538207 156 "12,763" SH SOLE "12,763" BANCO FRANCES DEL RIO DE LA PL SPONSORED ADR 059591107 834 "39,700" SH SOLE "39,700" BANCO LATINOAMERICANO DE EXPO CL E P16994132 "2,067" "59,800" SH SOLE "59,800" BANCO RIO DE LA PLATA SA Spon ADR CL B 059644104 219 "26,600" SH SOLE "26,600" BANCO SANTANDER CHILE Spon ADR Ser A 05965F108 "2,446" "161,700" SH SOLE "161,700" BANCWEST CORP NEW COM 059790105 298 "11,400" SH SOLE "11,400" BANDAG INC COM 059815100 "2,588" "63,800" SH SOLE "63,800" BANDAG INC CL A 059815308 425 "12,700" SH SOLE "12,700" BANK MONTREAL QUE COM 063671101 522 "9,900" SH SOLE "9,900" BANK NEW YORK INC COM 064057102 "43,024" "779,600" SH SOLE "779,600" BANK OF AMERICA CORP COM 060505104 "21,887" "477,100" SH SOLE "477,100" BANK OF AMERICA CORP COM 060505104 275 "6,000" SH OTHER 01 " 6,000 " BANK UTD CORP CL A 065412108 "5,762" "84,500" SH SOLE "84,500" BANKATLANTIC BANCORP CL A 065908501 592 "157,800" SH SOLE "157,800" BANNER CORPORATION COM 06652V109 389 "25,520" SH SOLE "25,520" BANTA CORP COM 066821109 "2,946" "115,900" SH SOLE "115,900" BARD C R INC COM 067383109 "8,730" "187,500" SH SOLE "187,500" BARNES & NOBLE INC COM 067774109 867 "32,700" SH SOLE "32,700" BARNESANDNOBLE COM INC CL A 067846105 95 "72,017" SH SOLE "72,017" BARR LABS INC COM 068306109 "6,820" "93,500" SH SOLE "93,500" BARRA INC COM 068313105 "8,096" "171,800" SH SOLE "171,800" BARRETT RES CORP COM PAR 068480201 "1,562" "27,500" SH SOLE "27,500" BASIN EXPL INC COM 070107107 "3,412" "133,800" SH SOLE "133,800" BASSETT FURNITURE INDS INC COM 070203104 169 "15,000" SH SOLE "15,000" BAUSCH & LOMB INC COM 071707103 "5,293" "130,900" SH SOLE "130,900" BAYCORP HLDGS CORP COM 072728108 137 "20,700" SH SOLE "20,700" BE AEROSPACE INC COM 073302101 "5,942" "371,400" SH SOLE "371,400" BE SEMICONDUCTOR INDS N V NY REGSTRY SHS 073320103 104 "11,400" SH SOLE "11,400" BEAR STEARNS COS INC COM 073902108 "11,242" "221,800" SH SOLE "221,800" BEBE STORES INC COM 075571109 "3,037" "142,100" SH SOLE "142,100" BED BATH & BEYOND INC COM 075896100 "9,099" "406,660" SH SOLE "406,660" BEI TECHNOLOGIES INC COM 05538P104 "2,209" "190,000" SH SOLE "190,000" BELL MICROPRODUCTS INC COM 078137106 418 "26,300" SH SOLE "26,300" BELLSOUTH CORP COM 079860102 "4,167" "101,800" SH SOLE "101,800" BELLWETHER EXPL CO COM NEW 079895207 "1,090" "128,200" SH SOLE "128,200" BERGEN BRUNSWIG CORP CL A 083739102 "10,538" "665,700" SH SOLE "665,700" BERKLEY W R CORP COM 084423102 "2,992" "63,400" SH SOLE "63,400" BERKSHIRE HATHAWAY INC DEL CL A 084670108 "7,777" 110 SH SOLE 110 BERKSHIRE HATHAWAY INC DEL CL B 084670207 "3,470" "1,474" SH SOLE "1,474" BETHLEHEM STL CORP COM 087509105 837 "478,000" SH SOLE "478,000" BEVERLY ENTERPRISES INC COM NEW 087851309 "3,318" "405,200" SH SOLE "405,200" BILLING CONCEPTS CORP COM 090063108 316 "157,800" SH SOLE "157,800" BINDLEY WESTN INDS INC COM 090324104 "3,219" "77,634" SH SOLE "77,634" BIOCHEM PHARMA INC COM 09058T108 "11,588" "354,500" SH SOLE "354,500" BIOMARIN PHARMACEUTICAL INC COM 09061G101 439 "45,300" SH SOLE 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BANCSHARES INC COM 223032103 761 "59,675" SH OTHER 01 " 59,675 " COX RADIO INC CL A 224051102 "3,540" "156,900" SH SOLE "156,900" CPI CORP COM 125902106 "1,076" "53,800" SH SOLE "53,800" CRANE CO COM 224399105 "5,564" "195,650" SH SOLE "195,650" CREATIVE TECHNOLOGY LTD ORD Y1775U107 "2,116" "190,200" SH SOLE "190,200" CREDICORP LTD COM G2519Y108 778 "129,700" SH SOLE "129,700" CROSS A T CO CL A 227478104 310 "69,800" SH OTHER 01 " 69,800 " CROSS TIMBERS OIL CO COM 227573102 "5,461" "196,800" SH SOLE "196,800" CROSSWAVE COMMUNICATION INC ADR 227686102 243 "30,100" SH SOLE "30,100" CROSSWORLDS SOFTWARE INC COM 22769P109 156 "37,936" SH SOLE "37,936" CROWN CORK & SEAL INC COM 228255105 "3,686" "495,600" SH SOLE "495,600" CRYOLIFE COM 228903100 "3,653" "120,750" SH SOLE "120,750" CSG SYS INTL INC COM 126349109 "2,131" "45,400" SH SOLE "45,400" CTS CORP COM 126501105 "7,185" "197,200" SH SOLE "197,200" CUBIC CORP COM 229669106 "2,189" "85,200" SH SOLE "85,200" CULLEN FROST BANKERS INC COM 229899109 "2,496" "59,700" SH SOLE "59,700" CUMULUS MEDIA INC CL A 231082108 158 "43,600" SH SOLE "43,600" CURATIVE HEALTH SVCS INC COM 231264102 340 "61,200" SH SOLE "61,200" CURIS INC COM 231269101 903 "101,700" SH SOLE "101,700" CURTISS WRIGHT CORP COM 231561101 405 "8,700" SH SOLE "8,700" CV THERAPEUTICS INC COM 126667104 708 "10,000" SH SOLE "10,000" CYBERONICS INC COM 23251P102 "1,362" "58,600" SH SOLE "58,600" CYBEROPTICS CORP COM 232517102 "1,805" "106,550" SH SOLE "106,550" CYMER INC COM 232572107 "4,272" "166,100" SH SOLE "166,100" CYTEC INDS INC COM 232820100 "10,176" "254,800" SH SOLE "254,800" CYTOGEN CORP COM 232824102 "1,625" "693,300" SH SOLE "693,300" D & E COMMUNICATIONS INC COM 232860106 323 "14,900" SH SOLE "14,900" DAISYTEK INTL CORP COM 234053106 "3,455" "502,500" SH SOLE "502,500" DALEEN TECHNOLOGIES INC COM 23437N104 298 "79,400" SH SOLE "79,400" DALLAS SEMICONDUCTOR CORP COM 235204104 "2,593" "101,200" SH SOLE "101,200" DAL-TILE INTL INC COM 23426R108 "3,815" "268,900" SH SOLE "268,900" DAMARK INTL INC CL A 235691102 279 "47,000" SH SOLE "47,000" DANA CORP COM 235811106 "3,122" "203,900" SH SOLE "203,900" DARDEN RESTAURANTS INC COM 237194105 "6,563" "286,900" SH SOLE "286,900" DASSAULT SYS S A SPONSORED ADR 237545108 517 "7,800" SH SOLE "7,800" DATA BROADCASTING CORP COM 237596101 948 "270,800" SH SOLE "270,800" DATALINK CORP COM 237934104 196 "17,700" SH SOLE "17,700" DATALINK NET INC COM NEW 23804A206 116 "54,594" SH SOLE "54,594" DATARAM CORP COM PAR $1 238108203 "2,607" "224,300" SH SOLE "224,300" DATASCOPE CORP COM 238113104 "1,576" "46,000" SH SOLE "46,000" DATASTREAM SYS INC COM 238124101 684 "70,200" SH SOLE "70,200" DATUM INC COM 238208102 241 "10,900" SH SOLE "10,900" DAVE & BUSTERS INC COM 23833N104 763 "69,400" SH SOLE "69,400" DAVITA INC COM 23918K108 "17,178" "1,003,100" SH SOLE "1,003,100" DAVOX CORP COM 239208101 247 "25,300" SH SOLE "25,300" DDI CORP COM 233162106 "2,387" "87,600" SH SOLE "87,600" DE BEERS CONS MINES LTD ADR 240253302 "3,683" "137,700" SH SOLE "137,700" DE RIGO S P A SPONSORED ADR 245334107 267 "36,200" SH SOLE "36,200" DEAN FOODS CO COM 242361103 "1,903" "62,000" SH SOLE "62,000" DEB SHOPS INC COM 242728103 666 "49,300" SH SOLE "49,300" DELHAIZE AMER INC CL A 246688105 "2,839" "160,534" SH SOLE "160,534" DELHAIZE AMER INC CL B 246688204 "1,240" "68,866" SH SOLE "68,866" DELPHI AUTOMOTIVE SYS CORP COM 247126105 "17,822" "1,584,200" SH SOLE "1,584,200" DELTA & PINE LD CO COM 247357106 "8,570" "409,300" SH SOLE "409,300" DELTIC TIMBER CORP COM 247850100 313 "13,100" SH SOLE "13,100" DELUXE CORP COM 248019101 "7,568" "299,500" SH SOLE "299,500" DENDREON CORP COM 24823Q107 605 "40,300" SH SOLE "40,300" DENSE PAC MICROSYSTEMS INC COM NEW 248719304 239 "119,250" SH SOLE "119,250" DENTSPLY INTL INC NEW COM 249030107 "11,565" "295,600" SH SOLE "295,600" DEPARTMENT 56 INC COM 249509100 "2,224" "193,400" SH SOLE "193,400" DESC S A DE C V SPON ADR C 250309101 80 "12,600" SH SOLE "12,600" DESCARTES SYS GROUP INC COM 249906108 "4,663" "194,300" SH SOLE "194,300" DEVON ENERGY CORP NEW COM 25179M103 915 "15,000" SH SOLE "15,000" DIAGEO P L C SPON ADR NEW 25243Q205 "6,710" "151,200" SH SOLE "151,200" DIAMETRICS MED INC COM 252532106 "1,011" "170,200" SH SOLE "170,200" DIEBOLD INC COM 253651103 "1,068" "32,000" SH OTHER 01 " 32,000 " DIGI INTL INC COM 253798102 709 "115,800" SH SOLE "115,800" DIGITAL LIGHTWAVE INC COM 253855100 "2,269" "71,600" SH SOLE "71,600" DIGITAL RIV INC COM 25388B104 262 "110,200" SH SOLE "110,200" DIGITAS INC COM 25388K104 529 "104,400" SH SOLE "104,400" DILLARDS INC CL A 254067101 "3,166" "268,000" SH SOLE "268,000" DIMON INC COM 254394109 "2,696" "490,100" SH SOLE "490,100" DIRECT FOCUS INC COM 254931108 "4,284" "127,650" SH SOLE "127,650" DISCOVERY LABORATORIES INC NEW COM 254668106 63 "15,000" SH SOLE "15,000" DISNEY WALT CO COM DISNEY 254687106 "24,279" "839,000" SH SOLE "839,000" DISNEY WALT CO COM INTRNT GRP 254687106 "1,158" "40,000" SH OTHER 01 " 40,000 " DISNEY WALT CO COM 254687205 "6,808" "1,578,650" SH SOLE "1,578,650" DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR 254753106 666 "38,200" SH SOLE "38,200" DIVERSA CORP COM 255064107 "1,867" "104,100" SH SOLE "104,100" DOBSON COMMUNICATIONS CORP CL A 256069105 "1,112" "76,000" SH SOLE "76,000" DOLE FOOD INC COM 256605106 "1,470" "89,800" SH SOLE "89,800" DOLLAR GEN CORP COM 256669102 "1,416" "75,000" SH SOLE "75,000" DONALDSON INC COM 257651109 223 "8,000" SH SOLE "8,000" DONCASTERS PLC SPONSORED ADR 257692103 578 "28,900" SH SOLE "28,900" DONNA KARAN INTL INC COM 257826107 934 "103,800" SH SOLE "103,800" DONNELLEY R R & SONS CO COM 257867101 "5,168" "191,400" SH SOLE "191,400" DORAL FINL CORP COM 25811P100 "2,259" "93,400" SH SOLE "93,400" DOW JONES & CO INC COM 260561105 "9,621" "169,900" SH SOLE "169,900" DOW JONES & CO INC COM 260561105 651 "11,500" SH OTHER 01 " 11,500 " DOWNEY FINL CORP COM 261018105 "9,923" "180,425" SH SOLE "180,425" DPL INC COM 233293109 "8,355" "251,738" SH SOLE "251,738" DQE INC COM 23329J104 "13,958" "426,200" SH SOLE "426,200" DRESS BARN INC COM 261570105 "4,124" "142,200" SH SOLE "142,200" DREYERS GRAND ICE CREAM INC COM 261878102 "1,558" "48,300" SH SOLE "48,300" DSET CORP COM 262504103 108 "60,900" SH SOLE "60,900" DSP GROUP INC COM 23332B106 "1,529" "72,700" SH SOLE "72,700" DSP GROUP INC COM 23332B106 105 "5,000" SH OTHER 01 " 5,000 " DUANE READE INC COM 263578106 "1,632" "53,400" SH SOLE "53,400" DUKE ENERGY CORP COM 264399106 "5,609" "65,800" SH SOLE "65,800" DUN & BRADSTREET CORP DEL NEW COM 26483E100 "2,544" "98,300" SH SOLE "98,300" DUN & BRADSTREET CORP DEL NEW COM 26483E100 514 "19,850" SH OTHER 01 " 19,850 " DUPONT PHOTOMASKS INC COM 26613X101 "5,232" "99,000" SH SOLE "99,000" DUSA PHARMACEUTICALS INC COM 266898105 284 "16,900" SH SOLE "16,900" DVI INC COM 233343102 "3,175" "186,100" SH SOLE "186,100" DYCOM INDS INC COM 267475101 "5,984" "166,500" SH SOLE "166,500" E TRADE GROUP INC COM 269246104 "3,348" "453,925" SH SOLE "453,925" EARTHLINK INC COM 270321102 "2,082" "413,868" SH SOLE "413,868" EARTHSHELL CORP COM 27032B100 519 "404,900" SH SOLE "404,900" EASTMAN CHEM CO COM 277432100 "7,478" "153,400" SH SOLE "153,400" EATON VANCE CORP COM NON VTG 278265103 "6,044" "187,400" SH SOLE "187,400" EBAY INC COM 278642103 "5,678" "172,050" SH SOLE "172,050" EBT INTL INC COM COM 268248101 420 "203,500" SH SOLE "203,500" ECHOSTAR COMMUNICATIONS NEW CL A 278762109 "1,017" "44,700" SH SOLE "44,700" ECOLAB INC COM 278865100 "4,336" "100,400" SH SOLE "100,400" ECTEL LTD ORD M29925100 678 "59,300" SH SOLE "59,300" EDEN BIOSCIENCE CORP COM 279445100 "1,751" "58,500" SH SOLE "58,500" EDGEWATER TECHNOLOGY INC COM 280358102 "2,261" "347,800" SH SOLE "347,800" EDISON INTL COM 281020107 "13,614" "871,300" SH SOLE "871,300" EDUCATION MGMT CORP COM 28139T101 "4,387" "122,700" SH SOLE "122,700" EDWARDS AG INC COM 281760108 "8,705" "183,500" SH SOLE "183,500" EDWARDS LIFESCIENCES CORP COM 28176E108 "3,582" "201,800" SH SOLE "201,800" EEX CORP COM NEW 26842V207 "1,194" "245,000" SH SOLE "245,000" EL PASO ELEC CO COM NEW 283677854 "10,849" "821,900" SH SOLE "821,900" ELAN PLC ADR 284131208 "11,075" "236,579" SH SOLE "236,579" ELAN PLC ADR 284131208 "2,796" "59,735" SH OTHER 02 " 59,735 " ELANTEC SEMICONDUCTOR INC COM 284155108 "4,518" "162,800" SH SOLE "162,800" ELCOM INTL INC COM 284434107 57 "41,300" SH SOLE "41,300" ELECTRO SCIENTIFIC INDS COM 285229100 "1,274" "45,500" SH SOLE "45,500" ELECTROGLAS INC COM 285324109 429 "28,000" SH SOLE "28,000" ELOT INC COM 290143106 149 "298,000" SH SOLE "298,000" EMBARCADERO TECHNOLOGIES INC COM 290787100 338 "7,500" SH SOLE "7,500" EMBRAER-EMPRESA BRASILERIA DE SP ADR PFD SHS 29081M102 "6,682" "168,100" SH SOLE "168,100" EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N100 "10,515" "670,300" SH SOLE "670,300" EMCOR GROUP INC COM 29084Q100 732 "28,700" SH SOLE "28,700" EMERGE INTERACTIVE INC CL A 29088W103 148 "40,870" SH SOLE "40,870" EMERSON RADIO CORP COM NEW 291087203 117 "85,400" SH SOLE "85,400" EMISPHERE TECHNOLOGIES INC COM 291345106 "3,735" "149,400" SH SOLE "149,400" EMPIRE DIST ELEC CO COM 291641108 "1,226" "46,600" SH SOLE "46,600" EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED ADR 29244T101 "3,156" "290,200" SH SOLE "290,200" EMS TECHNOLOGIES INC COM 26873N108 936 "80,500" SH SOLE "80,500" EN POINTE TECHNOLOGIES INC COM 29247F108 278 "89,000" SH SOLE "89,000" ENCORE WIRE CORP COM 292562105 348 "59,900" SH SOLE "59,900" ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 310 "51,700" SH SOLE "51,700" ENDOCARE INC COM 29264P104 321 "25,200" SH SOLE "25,200" ENERGEN CORP COM 29265N108 "7,097" "220,500" SH SOLE "220,500" ENERGY EAST CORP COM 29266M109 "3,800" "192,999" SH SOLE "192,999" ENERSIS S A SPONSORED ADR 29274F104 "1,523" "86,408" SH SOLE "86,408" ENESCO GROUP INC COM 292973104 "1,537" "327,900" SH SOLE "327,900" ENGLEHARD CORP COM 292845104 "10,408" "510,800" SH SOLE "510,800" ENHANCE FINL SVCS GROUP INC COM 293310108 "2,652" "171,800" SH SOLE "171,800" ENI S P A SPONSORED ADR 26874R108 "5,531" "86,000" SH SOLE "86,000" ENRON CORP COM 293561106 "11,812" "142,100" SH SOLE "142,100" ENSCO INTL INC COM 26874Q100 "2,354" "69,100" SH SOLE "69,100" ENTEGRIS INC COM 29362U104 707 "94,700" SH SOLE "94,700" ENTERGY CORP NEW COM 29364G103 "4,472" "105,700" SH SOLE "105,700" ENTRAVISION COMMUNICATIONS CP CL A 29382R107 "3,739" "203,500" SH SOLE "203,500" ENTRUST TECHNOLOGIES INC COM 293848107 "2,654" "204,170" SH SOLE "204,170" ENZO BIOCHEM INC COM 294100102 "3,500" "140,700" SH SOLE "140,700" ENZON INC COM 293904108 "7,174" "115,600" SH SOLE "115,600" EOG RES INC COM 26875P101 "18,469" "338,100" SH SOLE "338,100" EPCOS AG ARD 29410P107 "3,101" "36,700" SH SOLE "36,700" EPLUS INC COM 294268107 609 "53,500" SH SOLE "53,500" EPRESENCE INC COM 294348107 "1,661" "382,400" SH SOLE "382,400" EQUIFAX INC COM 294429955 344 "12,000" SH P SOLE "12,000" EQUITABLE RES INC COM 294549100 "5,594" "83,800" SH SOLE "83,800" EQUITY MARKETING INC COM 294724109 338 "24,600" SH SOLE "24,600" ERICSSON L M TEL CO ADR CL B 294821400 "16,127" "1,441,486" SH SOLE "1,441,486" ESC MEDICAL SYS LTD ORD M40868107 "3,133" "259,700" SH SOLE "259,700" ESPEED INC CL A 296643109 461 "29,400" SH SOLE "29,400" ESTERLINE TECHNOLOGIES CORP COM 297425100 "2,746" "104,600" SH SOLE "104,600" ETHAN ALLEN INTERIORS INC COM 297602104 503 "15,000" SH OTHER 01 " 15,000 " ETHYL CORP COM 297659104 25 "17,300" SH SOLE "17,300" EURO909 COM A S SPONSORED ADR 298737107 25 "15,300" SH SOLE "15,300" EVEREST RE GROUP LTD COM G3223R108 "2,299" "32,100" SH SOLE "32,100" EXCEL TECHNOLOGY INC COM 30067T103 "3,330" "167,000" SH SOLE "167,000" EXCELON CORP COM 300691102 215 "143,000" SH SOLE "143,000" EXE TECHNOLOGIES INC COM 301504106 303 "23,300" SH SOLE "23,300" EXELON CORP COM 30161N101 "21,920" "312,213" SH SOLE "312,213" EXFO ELECTRO OPTICAL ENGR INC Sub Vtg Shs 302043104 "1,382" "52,900" SH SOLE "52,900" EXIDE CORP COM 302051107 "2,317" "303,900" SH SOLE "303,900" EXPEDIA INC COM 302125109 "1,133" "118,500" SH SOLE "118,500" EXPEDITORS INTL WASH INC COM 302130109 "7,752" "144,400" SH SOLE "144,400" EXTENDED STAY AMER INC COM 30224P101 "8,882" "691,200" SH SOLE "691,200" EXTENDED SYSTEMS INC COM 301973103 "1,013" "86,700" SH SOLE "86,700" EXXON MOBIL CORP COM 30231G102 "7,798" "89,700" SH SOLE "89,700" F M C CORP COM NEW 302491303 "32,030" "446,800" SH SOLE "446,800" F5 NETWORKS INC COM 315616102 408 "42,900" SH SOLE "42,900" FAIRCHILD CORP CL A 303698104 377 "68,496" SH SOLE "68,496" FAIRCHILD SEMICONDUCTOR INTL CL A 303726103 "10,526" "729,100" SH SOLE "729,100" FAIRFIELD CMNTYS INC COM PAR 304231301 "4,887" "347,500" SH SOLE "347,500" FAMILY DLR STORES INC COM 307000109 504 "23,500" SH SOLE "23,500" FEDERATED DEPT STORES INC DEL COM 31410H101 "1,750" "50,000" SH SOLE "50,000" FEDERATED INVS INC PA CL B 314211103 "10,115" "347,300" SH SOLE "347,300" FEDEX CORP COM 31428X106 "3,017" "75,500" SH SOLE "75,500" FILA HLDG SPA SPONSORED ADR 316850106 111 "14,500" SH SOLE "14,500" FINISH LINE INC CL A 317923100 168 "28,400" SH SOLE "28,400" FIREPOND INC COM 318224102 "2,705" "286,600" SH SOLE "286,600" FIRST AMERN FINL CORP COM 318522307 "2,850" "86,700" SH SOLE "86,700" FIRST HEALTH GROUP CORP COM 320960107 "2,505" "53,800" SH SOLE "53,800" FIRST MIDWEST BANCORP DEL COM 320867104 "1,104" "38,400" SH SOLE "38,400" FIRST UN CORP COM 337358105 "11,609" "417,400" SH SOLE "417,400" FIRSTFED FINL CORP COM 337907109 "1,335" "41,300" SH SOLE "41,300" FISHER SCIENTIFIC INTL INC COM NEW 338032204 "1,589" "43,100" SH SOLE "43,100" FLAG TELECOM HOLDINGS LTD ORD G3529L102 "4,893" "782,900" SH SOLE "782,900" FLEMING COS INC COM 339130106 "4,117" "348,500" SH SOLE "348,500" FLETCHER CHALLENGE ENERGY DIV SPONSORED ADR 339318107 660 "17,800" SH SOLE "17,800" FLORIDA EAST COAST INDS COM 340632108 637 "18,621" SH SOLE "18,621" FLOWSERVE CORP COM 34354P105 "1,073" "50,200" SH SOLE "50,200" FOOTSTAR INC COM 344912100 "5,277" "106,600" SH SOLE "106,600" FORD MTR CO DEL COM PAR $0.01 345370860 "16,702" "712,623" SH SOLE "712,623" FOREST OIL CORP COM PAR $0.01 346091705 "1,466" "39,760" SH SOLE "39,760" FORMULA SYS 1985 LTD GDR REG S 346414105 273 "9,300" SH SOLE "9,300" FORRESTER RESH INC COM 346563109 841 "16,800" SH SOLE "16,800" FOSTER WHEELER CORP COM 350244109 "2,450" "466,600" SH SOLE "466,600" FOUNDRY NETWORKS INC COM 35063R100 236 "15,728" SH SOLE "15,728" FOX ENTMT GROUP INC CL A 35138T107 "6,564" "367,200" SH SOLE "367,200" FPIC INS GROUP INC COM 302563101 "1,161" "126,400" SH SOLE "126,400" FRANCE TELECOM SPONSORED ADR 35177Q105 "3,350" "39,100" SH SOLE "39,100" FRANKLIN COVEY CO COM 353469109 "1,308" "174,400" SH SOLE "174,400" FRANKLIN ELECTR PUBLISHERS INC COM 353515109 277 "59,900" SH SOLE "59,900" FRANKLIN RES INC COM 354613101 "8,249" "216,500" SH SOLE "216,500" FREDS INC CL A 356108100 602 "28,600" SH SOLE "28,600" FREEMARKETS INC COM 356602102 "1,142" "60,100" SH SOLE "60,100" FREEPORT-MCMORAN COPPER & GOLD CL A 35671D105 893 "108,200" SH SOLE "108,200" FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 "6,692" "781,500" SH SOLE "781,500" FREMONT GEN CORP COM 357288109 469 "166,600" SH SOLE "166,600" FRESENIUS MED CARE AG SPONSORED ADR 358029106 965 "35,500" SH SOLE "35,500" FRESH DEL MONTE PRODUCE INC ORD G36738105 191 "42,500" SH SOLE "42,500" FRIEDE GOLDMAN HALTER INC COM 358430106 106 "29,800" SH SOLE "29,800" FRIEDMAN BILLINGS RAMSEY GROUP CL A 358433100 "1,754" "267,300" SH SOLE "267,300" FRITZ COS INC COM 358846103 383 "63,100" SH SOLE "63,100" FRONTIER AIRLINES INC NEW COM 359065109 "6,317" "204,200" SH SOLE "204,200" FUELCELL ENERGY INC COM 35952H106 "5,272" "76,900" SH SOLE "76,900" FUNDTECH LTD ORD M47095100 "1,707" "95,500" SH SOLE "95,500" FURNITURE BRANDS INTL INC COM 360921100 "2,115" "100,400" SH SOLE "100,400" G & K SVCS INC CL A 361268105 664 "23,600" SH SOLE "23,600" GABELLI ASSET MGMT INC CL A 36239Y102 "2,499" "75,300" SH SOLE "75,300" GADZOOKS INC COM 362553109 "1,788" "121,200" SH SOLE "121,200" GALILEO INTERNATIONAL INC COM 363547100 "5,382" "269,100" SH SOLE "269,100" GALILEO TECHNOLOGY LTD ORD M47298100 "6,334" "469,200" SH SOLE "469,200" GAP INC DEL COM 364760108 "1,275" "50,000" SH SOLE "50,000" GARTNER GROUP INC NEW COM 366651107 "2,944" "426,700" SH SOLE "426,700" GARTNER GROUP INC NEW CL B 366651206 "1,184" "186,700" SH SOLE "186,700" GARTNER GROUP INC NEW CL B 366651206 10 "1,614" SH OTHER 01 " 1,614 " GASONICS INTL CORP COM 367278108 "1,872" "101,900" SH SOLE "101,900" GAYLORD ENTMT CO NEW COM 367905106 "1,090" "52,200" SH SOLE "52,200" GENAISSANCE PHARMACEUTICALS COM 36867W105 481 "26,700" SH SOLE "26,700" GENCORP INC COM 368682100 "4,400" "457,100" SH SOLE "457,100" GENENCOR INTL INC COM 368709101 "1,208" "67,100" SH SOLE "67,100" GENENTECH INC COM NEW 368710406 "5,436" "66,700" SH SOLE "66,700" GENER S A SPONSORED ADR 368731105 "1,139" "63,700" SH SOLE "63,700" GENERAL CABLE CORP DEL NEW COM 369300108 "3,131" "705,600" SH SOLE "705,600" GENERAL DATA COMM INDS INC COM 369487103 12 "11,300" SH SOLE "11,300" GENERAL MTRS CORP CL H NEW 370442832 "28,626" "1,244,600" SH SOLE "1,244,600" GENERAL SEMICONDUCTOR INC COM 370787103 "5,667" "906,700" SH SOLE "906,700" GENESCO INC COM 371532102 "1,498" "61,300" SH SOLE "61,300" GENESIS MICROCHIP INC COM 371933102 "2,146" "232,000" SH SOLE "232,000" GENLYTE GROUP INC COM 372302109 482 "20,300" SH SOLE "20,300" GENOME THERAPEUTICS CORP COM 372430108 "1,456" "208,900" SH SOLE "208,900" GENOMIC SOLUTIONS INC COM 37243R109 539 "70,700" SH SOLE "70,700" GENTEX CORP COM 371901109 "5,593" "300,300" SH SOLE "300,300" GENTIVA HEALTH SERVICES INC COM 37247A102 "5,312" "397,149" SH SOLE "397,149" GENTNER COMMUNICATIONS CORP COM 37245J105 644 "54,800" SH SOLE "54,800" GENUITY INC CL A 37248E103 181 "35,687" SH SOLE "35,687" GENUS INC COM 372461103 585 "367,100" SH SOLE "367,100" GENZYME CORP COM 372917104 "13,375" "148,716" SH SOLE "148,716" GEORGIA PAC CORP COM GA PAC GRP 373298108 934 "30,000" SH SOLE "30,000" GEORGIA PAC CORP COM-TIMBER GRP 373298702 "10,960" "366,100" SH SOLE "366,100" GEOWORKS CORP COM 373692102 676 "230,200" SH SOLE "230,200" GIANT INDS INC COM 374508109 112 "15,300" SH SOLE "15,300" GILAT SATELLITE NETWORKS LTD ORD M51474100 765 "30,000" SH SOLE "30,000" GILLETTE CO COM 375766102 "9,512" "263,300" SH SOLE "263,300" GLATFELTER P H CO COM 377316104 "2,481" "199,300" SH SOLE "199,300" GLAXO WELLCOME PLC SPONSORED ADR 37733W105 "6,349" "113,377" SH SOLE "113,377" GLENAYRE TECHNOLOGIES INC COM 377899109 431 "122,000" SH SOLE "122,000" GLOBAL INDS LTD COM 379336100 995 "72,700" SH SOLE "72,700" GLOBAL MARINE INC COM 379352404 "7,309" "257,600" SH SOLE "257,600" GLOBIX CORP COM 37957F101 848 "308,300" SH SOLE "308,300" GOLDEN ST BANCORP INC COM 381197102 302 "9,600" SH SOLE "9,600" GOLOGIC INC COM 436440101 765 "144,000" SH SOLE "144,000" GOOD GUYS INC COM 382091106 707 "235,800" SH SOLE "235,800" GOODYS FAMILY CLOTHING INC COM 382588101 290 "64,400" SH SOLE "64,400" GP STRATEGIES CORP COM 36225V104 "4,865" "1,128,200" SH SOLE "1,128,200" GPU INC COM 36225X100 "16,643" "452,100" SH SOLE "452,100" GRACE W R & CO DEL NEW COM 38388F108 "3,654" "1,146,500" SH SOLE "1,146,500" GRACO INC COM 384109104 "4,171" "100,800" SH SOLE "100,800" GRANITE CONSTR INC COM 387328107 "3,449" "119,200" SH SOLE "119,200" GRANT PRIDECO INC COM 38821G101 "1,239" "56,500" SH SOLE "56,500" GREY WOLF INC COM 397888108 "1,409" "239,900" SH SOLE "239,900" GROUPE AB SA SPONSORED ADR 39944Q109 216 "12,700" SH SOLE "12,700" GRUPO AEROPORTUARIO DEL SUREST SPON ADR SER B 40051E202 424 "25,500" SH SOLE "25,500" GRUPO ELEKTRA SA DE CV GLOBL DEP RCPT 40050A102 856 "103,700" SH SOLE "103,700" GRUPO IUSACELL S A DE CV NEW SPON ADR V 40050B100 "3,370" "345,600" SH SOLE "345,600" GRUPO RADIO CENTRO S A DE C V SPONSORED ADR 40049C102 576 "73,200" SH SOLE "73,200" GT GROUP TELECOM INC CL B 362359408 179 "23,800" SH SOLE "23,800" GUIDANT CORP COM 401698105 "3,722" "69,000" SH SOLE "69,000" GUITAR CTR MGMT INC COM 402040109 473 "41,600" SH SOLE "41,600" GULF CDA RES LTD ORD 40218L305 "4,712" "930,800" SH SOLE "930,800" GULF INDONESIA RES LTD COM 402284103 "4,394" "471,800" SH SOLE "471,800" GULF ISLAND FABRICATION INC COM 402307102 336 "18,500" SH SOLE "18,500" HAEMONETICS CORP COM 405024100 "3,674" "119,000" SH SOLE "119,000" HALL KINION ASSOCIATES INC COM 406069104 "2,502" "124,300" SH SOLE "124,300" HA-LO INDS INC COM 404429102 215 "95,600" SH SOLE "95,600" HANCOCK JOHN FINL SVCS INC COM 41014S106 "6,520" "173,300" SH SOLE "173,300" HANDELMAN CO DEL COM 410252100 "2,718" "362,400" SH SOLE "362,400" HANDSPRING INC COM 410293104 506 "13,000" SH SOLE "13,000" HANOVER DIRECT INC COM 410783104 93 "249,298" SH OTHER 01 " 249,298 " HANSON PLC SPON ADR NEW 411352404 569 "16,600" SH SOLE "16,600" HARCOURT GEN INC COM 41163G101 "8,883" "155,300" SH SOLE "155,300" HARLAND JOHN H CO COM 412693103 "1,763" "124,800" SH SOLE "124,800" HARLEY DAVIDSON INC COM 412822108 "28,588" "719,200" SH SOLE "719,200" HARMAN INTL INDS INC COM 413086109 "3,803" "104,200" SH SOLE "104,200" HARRAHS ENTMT INC COM 413619107 528 "20,000" SH SOLE "20,000" HARRIS & HARRIS GROUP INC COM 413833104 578 "237,300" SH SOLE "237,300" HARRIS CORP DEL COM 413875105 "14,927" "487,400" SH SOLE "487,400" HARTE-HANKS INC COM 416196103 "3,991" "168,500" SH SOLE "168,500" HARTFORD FINL SVCS GROUP INC COM 416515104 "29,041" "411,200" SH SOLE "411,200" HASBRO INC COM 418056107 159 "15,000" SH SOLE "15,000" HAVAS ADVERTISING SPONSORED ADR 419313101 "3,170" "224,451" SH SOLE "224,451" HAYES LEMMERZ INTL INC COM 420781106 140 "20,900" SH SOLE "20,900" HCC INS HLDGS INC COM 404132102 "1,422" "52,800" SH SOLE "52,800" HEADHUNTER NET INC COM 422077107 214 "30,100" SH SOLE "30,100" HEALTH NET INC COM 42222G108 "5,955" "227,400" SH SOLE "227,400" HEALTHAXIS INC COM 42219D100 57 "39,600" SH SOLE "39,600" HEALTHPLAN SVCS CORP COM 421959107 753 "81,400" SH SOLE "81,400" HEALTHSOUTH CORP COM 421924101 "13,946" "854,900" SH SOLE "854,900" HEIDRICK & STRUGGLES INTL INC COM 422819102 812 "19,300" SH SOLE "19,300" HELEN OF TROY CORP LTD COM G4388N106 332 "68,200" SH SOLE "68,200" HELIX TECHNOLOGY CORP COM 423319102 "3,705" "156,600" SH SOLE "156,600" HELLENIC TELECOM ORGANIZATN SA SPONSORED ADR 423325307 "2,285" "315,200" SH SOLE "315,200" HELMERICH & PAYNE INC COM 423452101 "16,436" "374,600" SH SOLE "374,600" HENRY JACK & ASSOC INC COM 426281101 "1,093" "17,600" SH SOLE "17,600" HERCULES INC COM 427056106 "1,535" "80,500" SH SOLE "80,500" HERTZ CORP CL A 428040109 "1,392" "40,800" SH SOLE "40,800" HEXCEL CORP NEW COM 428291108 "2,893" "323,700" SH SOLE "323,700" HI / FN INC COM 428358105 "2,544" "92,500" SH SOLE "92,500" HIBERNIA CORP CL A 428656102 "7,456" "584,800" SH SOLE "584,800" HIGH SPEED ACCESS CORP COM 42979U102 90 "85,100" SH SOLE "85,100" HILB ROGAL & HAMILTON CO COM 431294107 738 "18,500" SH SOLE "18,500" HILFIGER TOMMY CORP ORD G8915Z102 "7,415" "755,700" SH SOLE "755,700" HILLENBRAND INDS INC COM 431573104 "30,905" "600,100" SH SOLE "600,100" HILTON HOTELS CORP COM 432848109 "8,504" "809,900" SH SOLE "809,900" HILTON HOTELS CORP COM 432848109 "1,197" "114,000" SH OTHER 01 " 114,000 " HOLLINGER INTL INC CL A 435569108 "7,291" "459,300" SH SOLE "459,300" HOLLINGER INTL INC CL A 435569908 476 "30,000" SH C SOLE "30,000" HOLLYWOOD CASINO CORP CL A 436132203 "1,141" "123,300" SH SOLE "123,300" HOMESTAKE MNG CO COM 437614100 "9,161" "2,187,800" SH SOLE "2,187,800" HON INDS INC COM 438092108 "1,262" "49,500" SH SOLE "49,500" HONEYWELL INTL INC COM 438516106 "36,984" "781,700" SH SOLE "781,700" HOOPER HOLMES INC COM 439104100 "1,991" "180,000" SH SOLE "180,000" HORMEL FOODS CORP COM 440452100 "1,792" "96,200" SH SOLE "96,200" HOTEL RESERVATIONS NETWORK INC CL A 441451101 "1,742" "61,400" SH SOLE "61,400" HRPT PPTYS TR COM SH BEN INT 40426W101 "3,493" "461,900" SH SOLE "461,900" HS RES INC COM 404297103 "6,305" "148,800" SH SOLE "148,800" HUANENG PWR INTL INC SPON ADR N 443304100 "4,834" "256,100" SH SOLE "256,100" HUBBELL INC CL B 443510201 "3,511" "132,500" SH SOLE "132,500" HUDSON CITY BANCORP COM 443683107 853 "42,100" SH SOLE "42,100" HUGOTON RTY TR TEX UNIT BEN INT 444717102 911 "60,200" SH SOLE "60,200" HUMAN GENOME SCIENCES INC COM 444903108 "5,959" "85,980" SH SOLE "85,980" HUMANA INC COM 444859102 "8,479" "556,000" SH SOLE "556,000" HUNT J B TRANS SVCS INC COM 445658107 963 "57,300" SH SOLE "57,300" HUNTINGTON BANCSHARES INC COM 446150104 "1,299" "80,260" SH SOLE "80,260" HUTCHINSON TECHNOLOGY INC COM 448407106 972 "70,700" SH SOLE "70,700" HUTTIG BLDG PRODS INC COM 448451104 81 "19,600" SH SOLE "19,600" HYCOR BIOMEDICAL INC COM 448623108 123 "22,800" SH SOLE "22,800" HYSEQ INC COM 449163302 "2,064" "143,600" SH SOLE "143,600" I2 TECHNOLOGIES INC COM 465754109 "22,366" "411,335" SH SOLE "411,335" I3 MOBILE INC COM 465713105 196 "49,100" SH SOLE "49,100" IBASIS INC COM 450732102 254 "61,500" SH SOLE "61,500" IBP INC COM 449223106 "7,343" "274,500" SH SOLE "274,500" ICICI BK LTD SPONSORED ADR 45104G104 778 "122,000" SH SOLE "122,000" ICICI LTD SPONSORED ADR 44926P202 "2,599" "247,500" SH SOLE "247,500" ICN PHARMACEUTICALS INC NEW COM 448924100 "7,724" "251,700" SH SOLE "251,700" ICU MED INC COM 44930G107 "1,774" "58,900" SH SOLE "58,900" ID BIOMEDICAL CORP COM 44936D108 "1,080" "221,600" SH SOLE "221,600" IDACORP INC COM 451107106 "11,863" "241,800" SH SOLE "241,800" IDEC PHARMACEUTICALS CORP COM 449370105 "3,336" "17,600" SH SOLE "17,600" IDT CORP COM 448947101 493 "24,200" SH SOLE "24,200" IDX SYS CORP COM 449491109 "2,085" "83,400" SH SOLE "83,400" IGATE CAPITAL CORP COM 45169U105 391 "136,000" SH SOLE "136,000" IGEN INC COM 449536101 "1,125" "91,400" SH SOLE "91,400" IHOP CORP COM 449623107 390 "18,000" SH OTHER 01 " 18,000 " II VI INC COM 902104108 738 "48,570" SH SOLE "48,570" IKON OFFICE SOLUTIONS INC COM 451713101 540 "216,000" SH SOLE "216,000" IKOS SYS INC COM NEW 451716203 "2,513" "283,200" SH SOLE "283,200" ILEX ONCOLOGY INC COM 451923106 555 "21,100" SH SOLE "21,100" I-LINK CORP COM 449927102 145 "185,000" SH SOLE "185,000" ILLUMINET HLDGS INC COM 452334105 "2,585" "112,700" SH SOLE "112,700" IMATION CORP COM 45245A107 "4,435" "286,100" SH SOLE "286,100" IMC GLOBAL INC COM 449669100 "10,167" "653,300" SH SOLE "653,300" IMPERIAL BANCORP COM 452556103 "4,327" "164,856" SH SOLE "164,856" IMPERIAL OIL LTD COM NEW 453038408 "2,201" "83,700" SH SOLE "83,700" IMRGLOBAL CORPORATION COM 45321W106 442 "82,200" SH SOLE "82,200" IMS HEALTH INC COM 449934108 "8,089" "299,600" SH SOLE "299,600" IMS HEALTH INC COM 449934108 335 "12,400" SH OTHER 01 " 12,400 " INCO LTD COM 453258402 "24,952" "1,488,800" SH SOLE "1,488,800" INCYTE PHARMACEUTICALS INC COM 45337C102 "7,042" "283,100" SH SOLE "283,100" INDEPENDENCE CMNTY BK CORP COM 453414104 "3,823" "239,900" SH SOLE "239,900" INDIA FD INC COM 454089103 "1,387" "115,000" SH SOLE "115,000" INDIGO N V ORD N44495104 93 "25,600" SH SOLE "25,600" INDUS INTL INC COM 45578L100 40 "18,900" SH SOLE "18,900" INDUSTRIE NATUZZI SPA ADR 456478106 810 "66,100" SH SOLE "66,100" INET TECHNOLOGIES INC COM 45662V105 "1,478" "36,500" SH SOLE "36,500" INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 "4,579" "127,200" SH SOLE "127,200" INFINITY BROADCASTING CP NEW CL A 45662S102 "26,907" "963,100" SH SOLE "963,100" INFOCURE CORP COM 45665A108 270 "72,100" SH SOLE "72,100" INFONET SVCS CORP CL B 45666T106 "4,755" "950,900" SH SOLE "950,900" INFORMATION ARCHITECTS CORP COM 45669R107 172 "94,700" SH SOLE "94,700" INFORMATION RES INC COM 456905108 341 "102,900" SH SOLE "102,900" INFORMIX CORP COM 456779107 "2,937" "989,400" SH SOLE "989,400" INFOSPACE COM INC COM 45678T102 "8,962" "1,013,340" SH SOLE "1,013,340" INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 710 "7,700" SH SOLE "7,700" INFOUSA INC NEW COM 456818301 474 "140,500" SH SOLE "140,500" INGRAM MICRO INC CL A 457153104 "5,347" "475,300" SH SOLE "475,300" INKINE PHARMACEUTICALS INC COM 457214104 409 "55,500" SH SOLE "55,500" INKTOMI CORP COM 457277101 "6,691" "374,300" SH SOLE "374,300" INNOVEDA INC COM 45769F102 "1,700" "824,100" SH SOLE "824,100" INPRISE CORP COM 45766C102 "1,178" "213,000" SH SOLE "213,000" INPUT/OUTPUT INC COM 457652105 "8,028" "788,000" SH SOLE "788,000" INSIGHT ENTERPRISES INC COM 45765U103 "1,750" "97,550" SH SOLE "97,550" INSILICON CORP COM 45769H108 554 "90,500" SH SOLE "90,500" INSITUFORM TECHNOLOGIES INC CL A 457667103 "5,706" "143,100" SH SOLE "143,100" INTEGRATED CIRCUIT SYS INC COM 45811K208 "4,103" "247,700" SH SOLE "247,700" INTEL CORP COM 458140100 "15,878" "528,158" SH SOLE "528,158" INTELIDATA TECHNOLOGIES CORP COM 45814T107 627 "241,900" SH SOLE "241,900" INTER TEL INC COM 458372109 "1,944" "252,900" SH SOLE "252,900" INTERACTIVE INTELLIGENCE INC COM 45839M103 550 "22,800" SH SOLE "22,800" INTERDIGITAL COMMUNICATIONS CP COM 45866A105 "1,641" "303,500" SH SOLE "303,500" INTEREP NATL RADIO SALES INC COM 45866V109 986 "281,800" SH SOLE "281,800" INTERFACE INC CL A 458665106 "5,180" "596,300" SH SOLE "596,300" INTERGRAPH CORP COM 458683109 "1,821" "303,500" SH SOLE "303,500" INTERMAGNETICS GEN CORP COM 458771102 "5,526" "329,885" SH SOLE "329,885" INTERMET CORP COM 45881K104 285 "78,700" SH SOLE "78,700" INTERMUNE PHARMACEUTICALS INC COM 45885B100 "1,026" "23,000" SH SOLE "23,000" INTERNATIONAL BUSINESS MACHS COM 459200101 "2,423" "28,500" SH SOLE "28,500" INTERNATIONAL GAME TECHNOLOGY COM 459902102 "1,978" "41,200" SH SOLE "41,200" INTERNATIONAL MULTIFOODS CORP COM 460043102 514 "25,300" SH SOLE "25,300" INTERNATIONAL RECTIFIER CORP COM 460254105 "6,969" "232,300" SH SOLE "232,300" INTERNET COM CORP COM 460967102 922 "155,200" SH SOLE "155,200" INTERNET INITIATIVE JAPAN INC SPONSORED ADR 46059T109 402 "43,900" SH SOLE "43,900" INTERNEURON PHARMACEUTICALS COM 460573108 57 "44,400" SH SOLE "44,400" INTERPHASE CORP COM 460593106 "1,541" "174,900" SH SOLE "174,900" INTERPORE INTL COM 46062W107 434 "110,100" SH SOLE "110,100" INTERSTATE BAKERIES CORP DEL COM 46072H108 "11,094" "788,900" SH SOLE "788,900" INTERTAN INC COM 461120107 "4,541" "390,650" SH SOLE "390,650" INTL SPECIALTY PRODS INC NEW COM 460337108 168 "25,100" SH SOLE "25,100" INTRANET SOLUTIONS INC COM NEW 460939309 "1,561" "30,600" SH SOLE "30,600" INTUIT COM 461202103 "6,365" "161,391" SH SOLE "161,391" INTUIT COM 461202103 808 "20,500" SH OTHER 01 " 20,500 " INVERNESS MED TECHNOLOGY INC COM 461268104 "2,056" "52,800" SH SOLE "52,800" INVESTMENT TECHNOLOGY GRP NEW COM 46145F105 "4,338" "103,900" SH SOLE "103,900" INVESTORS FINL SERVICES CORP COM 461915100 "5,839" "67,900" SH SOLE "67,900" IOMEGA CORP COM 462030107 "12,383" "3,696,300" SH SOLE "3,696,300" IPALCO ENTERPRISES INC COM 462613100 "9,706" "401,300" SH SOLE "401,300" IPC HLDGS LTD ORD G4933P101 821 "39,100" SH SOLE "39,100" ISPAT INTL N V NY REG SH CL A 464899103 "1,082" "481,000" SH SOLE "481,000" IT GROUP INC COM 465266104 543 "108,500" SH SOLE "108,500" ITC DELTACOM INC COM 45031T104 96 "17,800" SH SOLE "17,800" ITT INDS INC IND COM 450911102 "17,810" "459,600" SH SOLE "459,600" IVAX CORP COM 465823102 "4,525" "118,150" SH SOLE "118,150" J D EDWARDS & CO COM 281667105 "3,363" "188,800" SH SOLE "188,800" J JILL GROUP INC COM 466189107 "3,097" "199,800" SH SOLE "199,800" JACADA LTD ORD M6184R101 507 "109,700" SH SOLE "109,700" JACK IN THE BOX INC COM 466367109 727 "24,700" SH SOLE "24,700" JDA SOFTWARE GROUP INC COM 46612K108 "2,026" "155,100" SH SOLE "155,100" JDS UNIPHASE CORP COM 46612J101 "4,343" "104,180" SH SOLE "104,180" JEFFERSON PILOT CORP COM 475070108 "4,724" "63,200" SH SOLE "63,200" JLG INDS INC COM 466210101 516 "48,600" SH SOLE "48,600" JOHNS MANVILLE CORP NEW COM 478129109 "4,339" "335,400" SH SOLE "335,400" JOHNSON CTLS INC COM 478366107 "1,820" "35,000" SH SOLE "35,000" JOURNAL REGISTER CO COM 481138105 "1,928" "120,000" SH SOLE "120,000" JUNIPER NETWORKS INC COM 48203R104 "22,092" "175,247" SH SOLE "175,247" K FORCE COM INC COM 493732101 308 "100,697" SH SOLE "100,697" K2 INC COM 482732104 941 "117,600" SH SOLE "117,600" KAISER ALUMINUM CORP COM 483007100 892 "241,900" SH SOLE "241,900" KAMAN CORP CL A 483548103 "2,155" "127,700" SH SOLE "127,700" KANA COMMUNICATIONS COM 483600102 "1,466" "127,491" SH SOLE "127,491" KANEB SERVICES INC COM 484170105 768 "130,800" SH SOLE "130,800" KANSAS CITY SOUTHN INDS INC COM NEW 485170302 "4,982" "492,050" SH SOLE "492,050" KAYDON CORP COM 486587108 "5,196" "208,900" SH SOLE "208,900" KCS ENERGY INC COM 482434206 228 "56,000" SH SOLE "56,000" KEANE INC COM 486665102 "5,196" "532,900" SH SOLE "532,900" KEEBLER FOODS CO COM 487256109 "1,193" "28,800" SH SOLE "28,800" KEITHLEY INSTRS INC COM 487584104 "1,223" "28,400" SH SOLE "28,400" KELLOGG CO COM 487836108 "6,221" "237,000" SH SOLE "237,000" KELLSTROM INDS INC COM 488035106 176 "59,900" SH SOLE "59,900" KEMET CORP COM 488360108 "10,206" "674,800" SH SOLE "674,800" KENDLE INTERNATIONAL INC COM 48880L107 172 "17,300" SH SOLE "17,300" KEY ENERGY SVCS INC COM 492914106 "11,307" "1,083,300" SH SOLE "1,083,300" KEY PRODTN INC COM 493138101 "2,631" "78,400" SH SOLE "78,400" KEY3MEDIA GROUP INC COM 49326R104 600 "49,200" SH SOLE "49,200" KIMBERLY CLARK CORP COM 494368103 "12,273" "173,613" SH SOLE "173,613" KINDER MORGAN INC KANS COM 49455P101 "2,996" "57,400" SH SOLE "57,400" KING PHARMACEUTICALS INC COM 495582108 "9,420" "182,243" SH SOLE "182,243" KLM ROYAL DUTCH AIRLS COM NY REG NEW 482516309 "1,259" "55,950" SH SOLE "55,950" KMART COM 482584109 "10,738" "2,021,300" SH SOLE "2,021,300" KNIGHT TRADING GROUP INC COM 499063105 "6,948" "498,500" SH SOLE "498,500" KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 "2,352" "107,200" SH SOLE "107,200" KONINKLIJKE PHILIPS ELECTRS NV SPON ADR NEW 500472204 "8,005" "220,837" SH SOLE "220,837" KOOR INDS LTD SPONSORED ADR 500507108 "1,516" "115,500" SH SOLE "115,500" KOREA ELECTRIC PWR SPONSORED ADR 500631106 "8,829" "861,400" SH SOLE "861,400" KOREA FD COM 500634100 792 "75,000" SH SOLE "75,000" KOREA TELECOM SPONSORED ADR 50063P103 564 "18,200" SH SOLE "18,200" KOS PHARMACEUTICALS INC COM 500648100 "1,636" "92,800" SH SOLE "92,800" KPNQWEST N V CL C N50919104 "1,199" "63,300" SH SOLE "63,300" KROGER CO COM 501044101 "6,549" "242,000" SH SOLE "242,000" KROLL O GARA CO COM 501050108 "1,382" "230,400" SH SOLE "230,400" KRONOS INC COM 501052104 "1,582" "51,150" SH SOLE "51,150" K-SWISS INC CL A 482686102 "5,398" "215,900" SH SOLE "215,900" KYOCERA CORP ADR 501556203 "6,298" "59,310" SH SOLE "59,310" L-3 COMMUNICATIONS HLDGS INC COM 502424104 "3,157" "41,000" SH SOLE "41,000" L90 INC COM 539441105 397 "92,100" SH SOLE "92,100" LABOR READY INC COM NEW 505401208 "1,828" "551,800" SH SOLE "551,800" LABORATORY CORP AMER HLDGS COM NEW 50540R409 "20,750" "117,900" SH SOLE "117,900" LAMSON & SESSIONS CO COM 513696104 769 "73,200" SH SOLE "73,200" LANCASTER COLONY CORP COM 513847103 "1,858" "66,200" SH SOLE "66,200" LANCE INC COM 514606102 770 "60,800" SH SOLE "60,800" LANDAMERICA FINL GROUP INC COM 514936103 "1,678" "41,500" SH SOLE "41,500" LANDRYS SEAFOOD RESTAURANTS COM 51508L103 "2,241" "225,500" SH SOLE "225,500" LANDS END INC COM 515086106 653 "26,000" SH OTHER 01 " 26,000 " LANDSTAR SYS INC COM 515098101 "3,287" "59,300" SH SOLE "59,300" LANIER WORLDWIDE INC COM 51589L105 78 "25,900" SH SOLE "25,900" LANOPTICS LTD ORD M6706C103 696 "72,300" SH SOLE "72,300" LASER VISION CTRS INC COM 51807H100 117 "71,800" SH SOLE "71,800" LAZARE KAPLAN INTL INC COM 521078105 796 "157,200" SH SOLE "157,200" LEAP WIRELESS INTL INC COM 521863100 "1,508" "60,300" SH SOLE "60,300" LEAR CORP COM 521865105 "8,389" "338,100" SH SOLE "338,100" LEARNING TREE INTL INC COM 522015106 "7,450" "150,500" SH SOLE "150,500" LEE ENTERPRISES INC COM 523768109 "2,668" "89,500" SH SOLE "89,500" LEHMAN BROS HLDGS INC COM 524908100 "8,345" "123,400" SH SOLE "123,400" LEHMAN BROS HLDGS INC COM 524908100 "1,499" "22,160" SH OTHER 01 " 22,160 " LENNOX INTL INC COM 526107107 543 "70,100" SH SOLE "70,100" LEUCADIA NATL CORP COM 527288104 "5,479" "154,600" SH SOLE "154,600" LEXICON GENETICS INC COM 528872104 "1,907" "114,700" SH SOLE "114,700" LIBERATE TECHNOLOGIES COM 530129105 358 "26,300" SH SOLE "26,300" LIBERTY CORP S C COM 530370105 "1,705" "41,900" SH SOLE "41,900" LIBERTY DIGITAL INC CL A 530436104 "1,934" "382,100" SH SOLE "382,100" LIBERTY FINL COS INC COM 530512102 512 "11,500" SH SOLE "11,500" LIFECORE BIOMEDICAL INC COM 532187101 377 "81,600" SH SOLE "81,600" LIGHTPATH TECHNOLOGIES INC CL A 532257102 569 "41,000" SH SOLE "41,000" LIMITED INC COM 532716107 "12,515" "733,500" SH SOLE "733,500" LINCARE HLDGS INC COM 532791100 "8,519" "149,300" SH SOLE "149,300" LINCOLN ELEC HLDGS INC COM 533900106 "2,318" "118,100" SH SOLE "118,100" LINCOLN NATL CORP IND COM 534187109 "22,109" "467,300" SH SOLE "467,300" LINDSAY MFG CO COM 535555106 591 "26,100" SH SOLE "26,100" LINEAR TECHNOLOGY CORP COM 535678106 "16,581" "358,500" SH SOLE "358,500" LITTON INDS INC COM 538021106 "1,967" "25,000" SH SOLE "25,000" LITTON INDS INC COM 538021906 "3,148" "40,000" SH C SOLE "40,000" LIZ CLAIBORNE INC COM 539320101 "4,537" "109,000" SH SOLE "109,000" LOCKHEED MARTIN CORP COM 539830109 "23,463" "691,109" SH SOLE "691,109" LODGENET ENTMT CORP COM 540211109 "1,690" "95,900" SH SOLE "95,900" LODGIAN INC COM 54021P106 207 "62,400" SH SOLE "62,400" LOEWS CORP COM 540424108 "20,879" "201,608" SH SOLE "201,608" LOEWS CORP COM 540424908 "5,178" "50,000" SH C SOLE "50,000" LO-JACK CORP COM 539451104 459 "60,700" SH SOLE "60,700" LONDON PAC GROUP LTD SPONSORED ADR 542073101 "1,190" "157,300" SH SOLE "157,300" LONE STAR STEAKHOUSE SALOON COM 542307103 "3,651" "379,300" SH SOLE "379,300" LONGS DRUG STORES CORP COM 543162101 849 "35,200" SH SOLE "35,200" LONGVIEW FIBRE CO COM 543213102 "3,615" "267,800" SH SOLE "267,800" LOOKSMART LTD COM 543442107 686 "281,500" SH SOLE "281,500" LORAL SPACE & COMMUNICATIONS COM G56462107 "4,220" "1,324,000" SH SOLE "1,324,000" LOUDEYE TECHNOLOGIES INC COM 545754103 99 "83,000" SH SOLE "83,000" LOUISIANA PAC CORP COM 546347105 "4,919" "485,800" SH SOLE "485,800" LSI LOGIC CORP COM 502161102 "6,346" "371,300" SH SOLE "371,300" LUBRIZOL CORP COM 549271104 234 "9,100" SH SOLE "9,100" LUBYS INC COM 549282101 436 "72,700" SH SOLE "72,700" LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 "6,200" "450,900" SH SOLE "450,900" LYDALL INC DEL COM 550819106 "1,032" "118,800" SH SOLE "118,800" LYONDELL CHEMICAL CO COM 552078107 "7,549" "493,000" SH SOLE "493,000" M D C HLDGS INC COM 552676108 590 "17,900" SH SOLE "17,900" MACROCHEM CORP DEL COM 555903103 316 "123,500" SH SOLE "123,500" MADGE NETWORKS N V ORD SHS N5424G106 206 "164,600" SH SOLE "164,600" MAF BANCORP INC COM 55261R108 546 "19,200" SH SOLE "19,200" MAGAININ PHARMACEUTICALS INC COM 559036108 108 "48,900" SH SOLE "48,900" MAGELLAN HEALTH SVCS INC COM 559079108 529 "119,300" SH SOLE "119,300" MAGIC SOFTWARE ENTERPRISES LTD ORD 559166103 115 "48,300" SH SOLE "48,300" MAGNA ENTMT CORP CL A 559211107 651 "137,100" SH SOLE "137,100" MAGNA INTL INC CL A 559222401 "17,614" "420,000" SH SOLE "420,000" MAGNETEK INC COM 559424106 "7,708" "592,900" SH SOLE "592,900" MANAGEMENT NETWORK GROUP INC COM 561693102 "1,361" "114,600" SH SOLE "114,600" MANDALAY RESORT GROUP COM 562567107 "1,448" "66,000" SH SOLE "66,000" MANHATTAN ASSOCS INC COM 562750109 "3,056" "71,700" SH SOLE "71,700" MANOR CARE INC NEW COM 564055101 "21,242" "1,029,900" SH SOLE "1,029,900" MANULIFE FINL CORP COM 56501R106 "5,773" "184,000" SH SOLE "184,000" MAPICS INC COM 564910107 481 "96,200" SH SOLE "96,200" MAPINFO CORP COM 565105103 "1,694" "35,850" SH SOLE "35,850" MARINE DRILLING COS INC COM PAR 568240204 "20,397" "762,500" SH SOLE "762,500" MARRIOTT INTL INC NEW CL A 571903202 "11,944" "282,700" SH SOLE "282,700" MARTEK BIOSCIENCES CORP COM 572901106 811 "66,200" SH SOLE "66,200" MARTHA STEWART LIVING OMNIMED CL A 573083102 "3,669" "182,900" SH SOLE "182,900" MARVELL TECHNOLOGY GROUP LTD CL A G5876H105 "2,325" "106,000" SH SOLE "106,000" MASCOTECH INC COM 574670105 "1,729" "101,700" SH SOLE "101,700" MASTEC INC COM 576323109 719 "35,950" SH SOLE "35,950" MATERIAL SCIENCES CORP COM 576674105 267 "34,700" SH SOLE "34,700" MATRIA HEALTHCARE INC COM NEW 576817209 356 "36,950" SH SOLE "36,950" MATRIX SVC CO COM 576853105 666 "112,200" SH SOLE "112,200" MATRIXONE INC COM 57685P304 "2,992" "164,500" SH SOLE "164,500" MATTEL INC COM 577081102 144 "10,000" SH OTHER 01 " 10,000 " MAVESA S A SPONSORED ADR 577717101 288 "50,000" SH SOLE "50,000" MAXIM INTEGRATED PRODS INC COM 57772K101 "6,770" "141,600" SH SOLE "141,600" MAXXAM INC COM 577913106 615 "40,500" SH SOLE "40,500" MAXYGEN INC COM 577776107 "2,859" "116,700" SH SOLE "116,700" MAY DEPT STORES CO COM 577778103 "1,638" "50,000" SH SOLE "50,000" MAYTAG CORP COM 578592107 "4,601" "142,400" SH SOLE "142,400" MBIA INC COM 55262C100 "2,639" "35,600" SH SOLE "35,600" MBIA INC COM 55262C950 408 "5,500" SH P SOLE "5,500" MBNA CORP COM 55262L100 "11,336" "306,900" SH SOLE "306,900" MCCLATCHY CO CL A 579489105 "2,123" "49,800" SH SOLE "49,800" MCCORMICK & CO INC COM NON VTG 579780206 981 "27,200" SH SOLE "27,200" MCDERMOTT INTL INC COM 580037109 "6,855" "637,700" SH SOLE "637,700" MCDONALDS CORP COM 580135101 "1,700" "50,000" SH SOLE "50,000" MCGRAW HILL COS INC COM 580645109 "12,176" "207,700" SH SOLE "207,700" MCI WORLDCOM INC GA NEW COM 98157D106 141 "10,000" SH SOLE "10,000" MCKESSON HBOC INC COM 58155Q103 "7,264" "202,400" SH SOLE "202,400" MCMORAN EXPLORATION CO COM 582411104 717 "54,100" SH SOLE "54,100" MCN ENERGY GROUP INC COM 55267J100 "8,857" "319,900" SH SOLE "319,900" MECHANICAL TECHNOLOGY INC COM 583538103 "2,228" "636,500" SH SOLE "636,500" MEDAREX INC COM 583916101 "2,001" "49,100" SH SOLE "49,100" MEDIACOM COMMUNICATIONS CORP CL A 58446K105 "2,752" "160,100" SH SOLE "160,100" MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 "8,937" "151,150" SH SOLE "151,150" MEDTRONIC INC COM 585055956 "2,958" "49,000" SH P SOLE "49,000" MELLON FINL CORP COM 58551A108 "16,306" "331,500" SH SOLE "331,500" MEMC ELECTR MATLS INC COM 552715104 "3,662" "378,000" SH SOLE "378,000" MENS WAREHOUSE INC COM 587118100 "2,683" "98,450" SH SOLE "98,450" MENTOR CORP MINN COM 587188103 "1,964" "100,700" SH SOLE "100,700" MENTOR GRAPHICS CORP COM 587200106 "9,493" "346,000" SH SOLE "346,000" MERCANTILE BANKSHARES CORP COM 587405101 "1,710" "39,600" SH SOLE "39,600" MERCER INTL INC SH BEN INT 588056101 "1,868" "235,400" SH SOLE "235,400" MERCURY COMPUTER SYS COM 589378108 "2,220" "47,800" SH SOLE "47,800" MEREDITH CORP COM 589433101 547 "17,000" SH OTHER 01 " 17,000 " MERIDIAN GOLD INC COM 589975101 "3,661" "532,500" SH SOLE "532,500" MERIDIAN RESOURCE CORP COM 58977Q109 "2,631" "305,100" SH SOLE "305,100" MERISTAR HOSPITALITY CORP COM 58984Y103 565 "28,700" SH SOLE "28,700" MESA AIR GROUP INC COM 590479101 657 "93,800" SH SOLE "93,800" MESABA HLDGS INC COM 59066B102 247 "19,700" SH SOLE "19,700" METALINK LTD ORD M69897102 220 "22,900" SH SOLE "22,900" METHANEX CORP COM 59151K108 "2,083" "323,500" SH SOLE "323,500" METRIS COS INC COM 591598107 "16,366" "622,000" SH SOLE "622,000" METRO GOLDWYN MAYER INC COM 591610100 "2,682" "164,400" SH SOLE "164,400" METROMEDIA FIBER NETWORK INC CL A 591689104 321 "31,661" SH SOLE "31,661" METROMEDIA INTL GROUP INC COM 591695101 812 "312,200" SH SOLE "312,200" METTLER TOLEDO INTERNATIONAL COM 592688105 "11,865" "218,200" SH SOLE "218,200" MGIC INVT CORP WIS COM 552848103 "17,480" "259,200" SH SOLE "259,200" MICHAEL FOOD INC NEW COM 594079105 "2,000" "66,400" SH SOLE "66,400" MICRO LINEAR CORP COM 594850109 54 "13,600" SH SOLE "13,600" MICRON ELECTRONICS INC COM 595100108 "2,127" "544,400" SH SOLE "544,400" MICROSEMI CORP COM 595137100 "2,525" "90,800" SH SOLE "90,800" MICROSOFT CORP COM 594918104 "2,169" "50,000" SH SOLE "50,000" MICROTEST INC COM 594941106 616 "201,200" SH SOLE "201,200" MICROTOUCH SYS INC COM 595145103 205 "9,800" SH SOLE "9,800" MID ATLANTIC MED SVCS INC COM 59523C107 "5,133" "259,100" SH SOLE "259,100" MIDAS GROUP INC COM 595626102 "1,421" "119,000" SH SOLE "119,000" MIDAS GROUP INC COM 595626102 693 "58,066" SH OTHER 01 " 58,066 " MIDWAY GAMES INC COM 598148104 804 "113,300" SH SOLE "113,300" MIH LTD CL A G6116R101 746 "57,400" SH SOLE "57,400" MIIX GROUP INC COM 59862V104 784 "104,500" SH SOLE "104,500" MILACRON INC COM 598709103 "4,862" "302,700" SH SOLE "302,700" MILLENNIUM CHEMICALS INC COM 599903101 "6,128" "338,100" SH SOLE "338,100" MILLER HERMAN INC COM 600544100 "15,465" "537,900" SH SOLE "537,900" MILLICOM INTL CELLULAR S A ORD L6388F102 561 "24,400" SH SOLE "24,400" MINIMED INC COM 60365K108 "1,076" "25,600" SH SOLE "25,600" MINNESOTA MNG & MFG CO COM 604059105 "1,024" "8,500" SH SOLE "8,500" MIPS TECHNOLOGIES INC CL B 604567206 "2,146" "84,259" SH SOLE "84,259" MIPS TECHNOLOGIES INC CL A 604567107 446 "16,700" SH SOLE "16,700" MIRAVANT MED TECHNOLOGIES COM 604690107 "1,099" "118,400" SH SOLE "118,400" MITCHELL ENERGY & DEV CORP CL A 606592202 "22,485" "367,100" SH SOLE "367,100" MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 "2,182" "90,900" SH SOLE "90,900" MODINE MFG CO COM 607828100 "2,532" "122,000" SH SOLE "122,000" MODIS PROFESSIONAL SVCS INC COM 607830106 "3,364" "815,400" SH SOLE "815,400" MOLEX INC COM 608554101 "5,858" "165,000" SH SOLE "165,000" MOLEX INC CL A 608554200 "2,845" "111,825" SH SOLE "111,825" MONTANA POWER CO COM 612085100 "14,710" "708,900" SH SOLE "708,900" MOODYS CORP COM 615369105 "1,020" "39,700" SH OTHER 01 " 39,700 " MORGAN J P & CO INC COM 616880100 "5,941" "35,900" SH SOLE "35,900" MORGAN STAN D WITTER AFRIC INV COM 617444104 222 "28,148" SH SOLE "28,148" MORGAN STANLEY D WITTER INDIA COM 61745C105 168 "15,200" SH SOLE "15,200" MORRISON MGMT SPECIALISTS INC COM 618459101 929 "26,620" SH SOLE "26,620" MOTOROLA INC COM 620076109 567 "28,000" SH OTHER 01 " 28,000 " MRV COMMUNICATIONS INC COM 553477100 "6,417" "479,810" SH SOLE "479,810" MSC INDL DIRECT INC CL A 553530106 "5,202" "288,000" SH SOLE "288,000" MTI TECHNOLOGY CORP COM 553903105 73 "18,500" SH SOLE "18,500" MURPHY OIL CORP COM 626717102 459 "7,600" SH SOLE "7,600" MUTUAL RISK MGMT LTD COM 628351108 "2,286" "150,500" SH SOLE "150,500" MYLAN LABS INC COM 628530107 "8,327" "330,600" SH SOLE "330,600" NABI INC COM 628716102 "1,088" "235,200" SH SOLE "235,200" NAM TAI ELECTRS INC COM PAR $0.02 629865205 246 "16,100" SH SOLE "16,100" NANOGEN INC COM 630075109 502 "55,800" SH SOLE "55,800" NATCO GROUP INC CL A 63227W203 319 "38,700" SH SOLE "38,700" NATIONAL BK GREECE S A SPONSORED ADR 633643408 147 "20,460" SH SOLE "20,460" NATIONAL DATA CORP COM 635621105 "3,406" "93,000" SH SOLE "93,000" NATIONAL SEMICONDUCTOR CORP COM 637640103 "6,603" "328,100" SH SOLE "328,100" NATIONWIDE FINL SVCS INC CL A 638612101 "2,736" "57,600" SH SOLE "57,600" NATIONWIDE HEALTH PPTYS INC COM 638620104 496 "38,500" SH SOLE "38,500" NATURES SUNSHINE PRODUCTS INC COM 639027101 351 "51,500" SH SOLE "51,500" NAUTICA ENTERPRISES INC COM 639089101 "2,612" "171,600" SH SOLE "171,600" NAVIGANT CONSULTING INC COM 63935N107 658 "172,500" SH SOLE "172,500" NAVIGANT INTL INC COM 63935R108 509 "62,600" SH SOLE "62,600" NAVISTAR INTL CORP NEW COM 63934E108 629 "24,000" SH SOLE "24,000" NBTY INC COM 628782104 "2,288" "481,750" SH SOLE "481,750" NCR CORP NEW COM 62886E108 "7,870" "160,200" SH SOLE "160,200" NEIMAN MARCUS GROUP INC CL A 640204202 "12,251" "344,500" SH SOLE "344,500" NEIMAN MARCUS GROUP INC CL A 640204202 320 "9,000" SH OTHER 01 " 9,000 " NEIMAN MARCUS GROUP INC CL B 640204301 "2,534" "76,495" SH SOLE "76,495" NELSON THOMAS INC COM 640376109 248 "35,400" SH SOLE "35,400" NEOMAGIC CORP COM 640497103 923 "310,900" SH SOLE "310,900" NEOPHARM INC COM 640919106 "1,167" "30,800" SH SOLE "30,800" NET GENESIS CORP COM 64107E107 109 "33,500" SH SOLE "33,500" NET PERCEPTIONS INC COM 64107U101 182 "86,800" SH SOLE "86,800" NETBANK INC COM 640933107 "2,970" "452,600" SH SOLE "452,600" NETIA HLDGS SA SPONSORED ADR 64114B104 224 "13,200" SH SOLE "13,200" NETIQ CORP COM 64115P102 "1,322" "15,129" SH SOLE "15,129" NETRATINGS INC COM 64116M108 731 "49,800" SH SOLE "49,800" NETRO CORP COM 64114R109 944 "136,000" SH SOLE "136,000" NETSCOUT SYS INC COM 64115T104 "1,240" "124,000" SH SOLE "124,000" NETSPEAK CORP COM 64115D109 272 "174,100" SH SOLE "174,100" NETWORK APPLIANCE INC COM 64120L104 "9,286" "144,672" SH SOLE "144,672" NETWORK EQUIP TECHNOLOGIES COM 641208103 "2,565" "398,500" SH SOLE "398,500" NETWORKS ASSOCS INC COM 640938106 "4,554" "1,087,437" SH SOLE "1,087,437" NEUBERGER BERMAN INC COM 641234109 "1,038" "12,800" SH SOLE "12,800" NEUROCRINE BIOSCIENCES INC COM 64125C109 "2,084" "62,900" SH SOLE "62,900" NEUROGEN CORP COM 64124E106 "1,665" "47,400" SH SOLE "47,400" NEW GERMANY FD INC COM 644465106 222 "25,000" SH SOLE "25,000" NEW HORIZONS WORLDWIDE INC COM 645526104 265 "19,100" SH SOLE "19,100" NEW JERSEY RES COM 646025106 "1,622" "37,500" SH SOLE "37,500" NEW YORK TIMES CO CL A 650111107 "13,645" "340,600" SH SOLE "340,600" NEWPORT NEWS SHIPBUILDING INC COM 652228107 "6,048" "116,300" SH SOLE "116,300" NEXEN INC COM 65334H102 "2,291" "92,800" SH SOLE "92,800" NEXMED INC COM 652903105 87 "10,900" SH SOLE "10,900" NEXTEL PARTNERS INC CL A 65333F107 "3,620" "215,300" SH SOLE "215,300" NIAGARA MOHAWK HLDGS INC COM 653520106 "13,071" "783,300" SH SOLE "783,300" NICE SYS LTD SPONSORED ADR 653656108 845 "42,100" SH SOLE "42,100" NICOR INC COM 654086107 "10,222" "236,700" SH SOLE "236,700" NL INDS INC COM NEW 629156407 "6,172" "254,500" SH SOLE "254,500" NOBLE AFFILIATES INC COM 654894104 "7,493" "162,900" SH SOLE "162,900" NOBLE DRILLING CORP COM 655042109 "17,227" "396,600" SH SOLE "396,600" NOKIA CORP SPONSORED ADR 654902204 "43,065" "990,000" SH SOLE "990,000" NORDSON CORP COM 655663102 "1,645" "64,500" SH SOLE "64,500" NORSAT INTL INC NEW COM 656512100 791 "258,400" SH SOLE "258,400" NORTEK INC COM 656559101 272 "11,500" SH SOLE "11,500" NORTEL NETWORKS CORP NEW COM 656568102 "10,132" "316,000" SH SOLE "316,000" NORTH EUROPEAN OIL RTY TR SH BEN INT 659310106 191 "11,600" SH SOLE "11,600" NORTH PITTSBURGH SYS INC COM 661562108 864 "78,500" SH SOLE "78,500" NORTHEAST UTILS COM 664397106 "9,930" "409,500" SH SOLE "409,500" NORTHERN TR CORP COM 665859104 "22,364" "274,200" SH SOLE "274,200" NORTHFIELD LABS INC COM 666135108 764 "72,800" SH SOLE "72,800" NORTHROP GRUMMAN CORP COM 666807102 "19,239" "231,800" SH SOLE "231,800" NORTHWEST AIRLS CORP CL A 667280101 "5,630" "186,900" SH SOLE "186,900" NORTHWEST NAT GAS CO COM 667655104 294 "11,100" SH SOLE "11,100" NOVARTIS A G SPONSORED ADR 66987V109 "5,110" "114,200" SH SOLE "114,200" NOVELL INC COM 670006105 "6,207" "1,189,295" SH SOLE "1,189,295" NPC INTERNATIONAL INC COM 629360306 129 "11,900" SH SOLE "11,900" NRG ENERGY INC COM 629377102 "15,311" "550,500" SH SOLE "550,500" NS GROUP INC COM 628916108 814 "86,100" SH SOLE "86,100" NTELOS INC COM 67019U101 901 "51,100" SH SOLE "51,100" NU HORIZONS ELECTRS CORP COM 669908105 "1,200" "134,275" SH SOLE "134,275" NU SKIN ENTERPRISES INC CL A 67018T105 261 "49,200" SH SOLE "49,200" NUEVO ENERGY CO COM 670509108 "3,260" "188,300" SH SOLE "188,300" NUI CORP COM 629430109 428 "13,300" SH SOLE "13,300" NVIDIA CORP COM 67066G104 "2,305" "70,370" SH SOLE "70,370" NVR INC COM 62944T105 "8,096" "65,500" SH SOLE "65,500" NYCOMED AMERSHAM PLC SPONSORED ADR 67066H102 816 "19,800" SH SOLE "19,800" OAK TECHNOLOGY INC COM 671802106 939 "108,100" SH SOLE "108,100" OAKLEY INC COM 673662102 "4,423" "327,600" SH SOLE "327,600" OBJECTIVE SYS INTEGRATORS INC COM 674424106 "2,601" "147,600" SH SOLE "147,600" OCCIDENTAL PETE CORP DEL COM 674599105 318 "13,100" SH SOLE "13,100" OCEAN ENERGY INC TEX COM 67481E106 "15,012" "864,000" SH SOLE "864,000" OCTEL CORP COM 675727101 725 "63,000" SH SOLE "63,000" OCULAR SCIENCES INC COM 675744106 867 "74,600" SH SOLE "74,600" OCWEN FINL CORP COM 675746101 476 "74,677" SH SOLE "74,677" ODETICS INC DEL CL A 676065204 750 "88,200" SH SOLE "88,200" OFFICE DEPOT INC COM 676220106 "8,966" "1,258,400" SH SOLE "1,258,400" OFFSHORE LOGISTICS INC COM 676255102 "5,577" "259,000" SH SOLE "259,000" OGDEN CORP COM 676346109 "18,052" "1,174,100" SH SOLE "1,174,100" OHIO CAS CORP COM 677240103 857 "85,700" SH SOLE "85,700" OLD REP INTL CORP COM 680223104 "8,806" "275,200" SH SOLE "275,200" OLIN CORP COM PAR $1 680665205 "9,071" "410,000" SH SOLE "410,000" OMI CORP NEW COM Y6476W104 "5,576" "866,100" SH SOLE "866,100" OMNICOM GROUP INC COM 681919956 "4,144" "50,000" SH P SOLE "50,000" OMNOVA SOLUTIONS INC COM 682129101 "2,005" "334,200" SH SOLE "334,200" ON ASSIGNMENT INC COM 682159108 522 "18,300" SH SOLE "18,300" ON SEMICONDUCTOR CORP COM 682189105 "1,761" "335,400" SH SOLE "335,400" ONYX SOFTWARE CORP COM 683402101 "1,731" "157,400" SH SOLE "157,400" OPEN JT STK CO-VIMPEL COMMUNIC SPONSORED ADR 68370R109 256 "17,200" SH SOLE "17,200" OPEN TEXT CORP COM 683715106 "2,810" "133,400" SH SOLE "133,400" OPENTV CORP CL A G67543101 777 "74,901" SH SOLE "74,901" OPTI INC COM 683960108 "5,091" "1,044,400" SH SOLE "1,044,400" OPTIBASE LTD ORD M7524R108 "1,193" "180,100" SH SOLE "180,100" OPTICAL CABLE CORP COM 683827109 169 "18,600" SH SOLE "18,600" ORACLE CORP COM 68389X105 "5,681" "195,466" SH SOLE "195,466" ORBITAL SCIENCES CORP COM 685564106 926 "224,600" SH SOLE "224,600" ORBOTECH LTD ORD M75253100 "4,911" "131,625" SH SOLE "131,625" ORCHID BIOSCIENCES INC COM 68571P100 "1,057" "75,500" SH SOLE "75,500" ORCKIT COMMUNICATIONS LTD COM M7531S107 340 "160,000" SH SOLE "160,000" ORGANOGENESIS INC COM 685906109 475 "52,800" SH SOLE "52,800" OROTEC INTERVENTIONS INC COM 68554V108 286 "34,700" SH SOLE "34,700" ORTHODONTIC CTRS AMER INC COM 68750P103 "3,716" "118,900" SH SOLE "118,900" ORTHOLOGIC CORP COM 68750J107 "1,084" "377,100" SH SOLE "377,100" OSHKOSH B GOSH INC CL A 688222207 "1,036" "56,000" SH SOLE "56,000" OSI PHARMACEUTICALS INC COM 671040103 "3,670" "45,800" SH SOLE "45,800" OSI SYSTEMS INC COM 671044105 817 "133,400" SH SOLE "133,400" OSTEOTECH INC COM 688582105 "1,154" "243,000" SH SOLE "243,000" OUTBACK STEAKHOUSE INC COM 689899102 "1,449" "56,000" SH SOLE "56,000" OVERSEAS SHIPHOLDING GROUP INC COM 690368105 "7,207" "314,191" SH SOLE "314,191" OWENS & MINOR INC NEW COM 690732102 "2,393" "134,800" SH SOLE "134,800" OXFORD HEALTH PLANS INC COM 691471106 "7,304" "184,900" SH SOLE "184,900" P F CHANGS CHINA BISTRO INC COM 69333Y108 "4,848" "154,200" SH SOLE "154,200" P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 "3,198" "775,168" SH SOLE "775,168" PACCAR INC COM 693718108 "8,707" "176,800" SH SOLE "176,800" PACIFIC CENTY FINL CORP COM 694058108 "8,267" "467,400" SH SOLE "467,400" PACIFIC HEALTH SYS DEL COM 695112102 785 "52,300" SH SOLE "52,300" PACIFIC INTERNET LTD ORD Y66183107 153 "63,400" SH SOLE "63,400" PACKING CORP AMER COM 695156109 "12,005" "744,500" SH SOLE "744,500" PACTIV CORP COM 695257105 "18,923" "1,529,100" SH SOLE "1,529,100" PAC-WEST TELECOM INC COM 69371Y101 557 "162,000" SH SOLE "162,000" PAIN THERAPEUTICS INC COM 69562K100 296 "19,900" SH SOLE "19,900" PALL CORP COM 696429307 "8,167" "383,200" SH SOLE "383,200" PANAMERICAN BEVERAGES INC CL A P74823108 "3,843" "270,900" SH SOLE "270,900" PANAMSAT CORP NEW COM 697933109 "7,576" "218,400" SH SOLE "218,400" PANJA INC COM 698493103 582 "127,500" SH SOLE "127,500" PARADIGM GENETICS INC COM 69900R106 875 "87,500" SH SOLE "87,500" PARAMETRIC TECHNOLOGY CORP COM 699173100 "17,725" "1,319,100" SH SOLE "1,319,100" PARK ELECTROCHEMICAL CORP COM 700416209 "6,891" "224,550" SH SOLE "224,550" PARKER DRILLING CO COM 701081101 "7,323" "1,446,500" SH SOLE "1,446,500" PARKERVISION INC COM 701354102 989 "27,000" SH SOLE "27,000" PARTNER COMMUNICATIONS CO LTD ADR 70211M109 "3,036" "516,800" SH SOLE "516,800" PARTNERRE LTD COM G6852T105 "8,937" "146,500" SH SOLE "146,500" PARTNERRE LTD COM G6852T105 "1,964" "32,200" SH OTHER 02 " 32,200 " PATINA OIL & GAS CORP COM 703224105 "7,368" "307,000" SH SOLE "307,000" PATTERSON DENTAL CO COM 703412106 "1,392" "41,100" SH SOLE "41,100" PATTERSON ENERGY INC COM 703414102 373 "10,000" SH SOLE "10,000" PAXAR CORP COM 704227107 "4,371" "429,100" SH SOLE "429,100" PAXSON COMMUNICATIONS CORP COM 704231109 985 "82,500" SH SOLE "82,500" PAYCHEX INC COM 704326107 "3,625" "74,550" SH SOLE "74,550" PAYLESS SHOESOURCE INC COM 704379106 "9,997" "141,300" SH SOLE "141,300" P-COM INC COM 693262107 "2,380" "777,300" SH SOLE "777,300" PC-TEL INC COM 69325Q105 "1,202" "111,800" SH SOLE "111,800" PEDIATRIX MED GROUP COM 705324101 "3,321" "138,000" SH SOLE "138,000" PEGASYSTEMS INC COM 705573103 149 "64,500" SH SOLE "64,500" PENNEY J C INC COM 708160106 "4,865" "447,402" SH SOLE "447,402" PENTON MEDIA INC COM 709668107 "3,510" "130,600" SH SOLE "130,600" PENWEST PHARMACEUTICALS CO COM 709754105 "1,306" "109,423" SH SOLE "109,423" PEOPLES ENERGY CORP COM 711030106 "4,538" "101,400" SH SOLE "101,400" PEOPLESOFT INC COM 712713106 "4,996" "134,353" SH SOLE "134,353" PEP BOYS MANNY MOE & JACK COM 713278109 "1,158" "319,389" SH SOLE "319,389" PEPSI BOTTLING GROUP INC COM 713409100 "20,488" "514,600" SH SOLE "514,600" PEPSI BOTTLING GROUP INC COM 713409950 "2,329" "58,500" SH P SOLE "58,500" PEPSICO INC COM 713448108 "13,367" "269,700" SH SOLE "269,700" PEREZ COMPANC SA NEW SP ADR B SHS 71367B103 "2,995" "191,700" SH SOLE "191,700" PERKINELMER INC COM 714046109 "2,846" "27,100" SH SOLE "27,100" PERRIGO CO COM 714290103 "6,524" "787,800" SH SOLE "787,800" PERSISTENCE SOFTWARE INC COM 715329108 "1,139" "256,700" SH SOLE "256,700" PERSONNEL GROUP AMER INC COM 715338109 432 "256,200" SH SOLE "256,200" PERUSAHAAN PERS INDO SATELLITE SPONSORED ADR 715680104 "1,701" "185,100" SH SOLE "185,100" PETROCHINA CO LTD SPONSORED ADR 71646E100 "2,481" "149,800" SH SOLE "149,800" PETROLEO BRASILEIRO S A PETRO BR SPONSORED ADR 71654V408 "11,580" "458,600" SH SOLE "458,600" PETROLEUM GEO-SVCS A/S SPONSORED ADR 716597109 643 "48,300" SH SOLE "48,300" PETSMART INC COM 716768106 "3,098" "1,077,400" SH SOLE "1,077,400" PFIZER INC COM 717081103 "9,867" "214,500" SH SOLE "214,500" PG&E CORP COM 69331C108 "23,408" "1,170,400" SH SOLE "1,170,400" PHARMACEUTICAL PROD DEV INC COM 717124101 "4,412" "88,800" SH SOLE "88,800" PHARMACIA CORP COM 71713U102 "14,640" "240,000" SH SOLE "240,000" PHARMACOPEIA INC COM 71713B104 "2,543" "116,600" SH SOLE "116,600" PHARMOS CORP COM NEW 717139208 632 "396,800" SH SOLE "396,800" PHILADELPHIA SUBN CORP COM PAR $0.5 718009608 "3,510" "143,275" SH SOLE "143,275" PHILIP MORRIS COS INC COM 718154107 "12,320" "280,000" SH SOLE "280,000" PHILIP MORRIS COS INC COM 718154907 "2,420" "55,000" SH C SOLE "55,000" PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 757 "42,500" SH SOLE "42,500" PHILLIPS VAN HEUSEN CORP COM 718592108 "4,957" "381,300" SH SOLE "381,300" PHOENIX TECHNOLOGY LTD COM 719153108 "2,181" "161,900" SH SOLE "161,900" PHOTRONICS INC COM 719405102 459 "19,600" SH SOLE "19,600" PHYSIOMETRIX INC COM 718928104 "2,209" "138,600" SH SOLE "138,600" PICO HLDGS INC COM NEW 693366205 236 "19,000" SH SOLE "19,000" PICTURETEL CORP COM NEW 720035302 "1,082" "455,700" SH SOLE "455,700" PIER 1 IMPORTS INC COM 720279108 "6,483" "628,700" SH SOLE "628,700" PIER 1 IMPORTS INC COM 720279108 712 "69,000" SH OTHER 01 " 69,000 " PINNACLE ENTMT INC COM 723456109 375 "27,800" SH SOLE "27,800" PINNACLE HLDGS INC COM 72346N101 504 "55,600" SH SOLE "55,600" PIONEER NAT RES CO COM 723787107 "11,184" "568,100" SH SOLE "568,100" PIONEER STD ELECTRS INC COM 723877106 149 "13,500" SH SOLE "13,500" PITNEY BOWES INC COM 724479100 "5,144" "155,300" SH SOLE "155,300" PITT DESMOINES INC COM 724508106 "2,838" "87,000" SH SOLE "87,000" PITTSTON CO COM 725701106 "1,988" "100,000" SH SOLE "100,000" PIVOTAL CORP COM 72581R106 "2,583" "69,700" SH SOLE "69,700" PIXAR COM 725811103 "2,317" "77,229" SH SOLE "77,229" PLANAR SYS INC COM 726900103 "1,072" "43,100" SH SOLE "43,100" PLAYBOY ENTERPRISES INC CL B 728117300 801 "80,600" SH OTHER 01 " 80,600 " PLEXUS CORP COM 729132100 "2,873" "94,600" SH SOLE "94,600" PLX TECHNOLOGY INC COM 693417107 "1,188" "142,900" SH SOLE "142,900" PMC-SIERRA INC COM 69344F106 "8,880" "112,940" SH SOLE "112,940" PMI GROUP INC COM 69344M101 "13,683" "202,150" SH SOLE "202,150" PNC BK CORP COM 693475105 "6,568" "89,900" SH SOLE "89,900" POGO PRODUCING CO COM 730448107 "6,175" "198,400" SH SOLE "198,400" POHANG IRON & STL LTD SPONSORED ADR 730450103 "1,002" "64,400" SH SOLE "64,400" POLARIS INDS INC COM 731068102 "3,395" "85,400" SH SOLE "85,400" POLAROID CORP COM 731095105 "3,982" "685,000" SH SOLE "685,000" POLO RALPH LAUREN CORP CL A 731572103 "3,177" "142,400" SH SOLE "142,400" POLYCOM INC COM 73172K104 "7,361" "228,700" SH SOLE "228,700" POLYONE CORP COM 73179P106 "2,190" "372,700" SH SOLE "372,700" POMEROY COMPUTER RES COM 731822102 "1,048" "68,700" SH SOLE "68,700" POPE & TALBOT INC COM 732827100 "4,876" "290,000" SH SOLE "290,000" POPULAR INC COM 733174106 650 "24,700" SH SOLE "24,700" PORTUGAL TELECOM S A SPONSORED ADR 737273102 "3,728" "414,200" SH SOLE "414,200" POTASH CORP SASK INC COM 73755L107 298 "3,800" SH SOLE "3,800" POWERGEN PLC SPON ADR 738905405 406 "10,300" SH SOLE "10,300" POWER-ONE INC COM 739308104 253 "6,434" SH SOLE "6,434" POWERTEL INC COM 73936C109 "5,612" "90,600" SH SOLE "90,600" PPL CORP COM 69351T106 "22,323" "494,000" SH SOLE "494,000" PRE PAID LEGAL SVCS INC COM 740065107 "5,289" "207,400" SH SOLE "207,400" PRECISE SOFTWARE SOLUTIONS ORD M4145103 889 "35,900" SH SOLE "35,900" PRECISION CASTPARTS CORP COM 740189105 "11,327" "269,300" SH SOLE "269,300" PRECISION OPTICS INC MASS COM 740294103 308 "129,531" SH SOLE "129,531" PRESSTEK INC COM 741113104 594 "56,600" SH SOLE "56,600" PRICE COMMUNICATIONS CORP COM NEW 741437305 "2,621" "155,900" SH SOLE "155,900" PRICELINE COM INC COM 741503106 "1,717" "1,308,346" SH SOLE "1,308,346" PRICESMART INC COM 741511109 "1,982" "60,300" SH SOLE "60,300" PRIME HOSPITALITY CORP COM 741917108 "6,790" "584,100" SH SOLE "584,100" PRIMEX TECHNOLOGIES INC COM 741597108 740 "23,200" SH SOLE "23,200" PRINTRONIX INC COM 742578107 84 "11,900" SH SOLE "11,900" PROBUSINESS SERVICES INC COM 742674104 428 "16,100" SH SOLE "16,100" PROCOM TECHNOLOGY INC COM 74270W107 936 "72,200" SH SOLE "72,200" PRODIGY COMMUNICATIONS CORP CL A 74283P206 "1,153" "768,779" SH SOLE "768,779" PROGRESS ENERGY INC COM 743263105 31 "69,901" SH SOLE "69,901" PROTECTIVE LIFE CORP COM 743674103 816 "25,300" SH SOLE "25,300" PROTEIN DESIGN LABS INC COM 74369L103 "6,455" "74,300" SH SOLE "74,300" PROVIDENT BANKSHARES CORP COM 743859100 714 "34,224" SH SOLE "34,224" PROVIDIAN FINL CORP COM 74406A102 "27,238" "473,700" SH SOLE "473,700" PROXICOM INC COM 744282104 "1,680" "407,300" SH SOLE "407,300" PSS WORLD MED INC COM 69366A100 "2,748" "549,600" SH SOLE "549,600" PTEK HLDGS INC COM 69366M104 123 "85,600" SH SOLE "85,600" PUBLIC SVC CO N MEX COM 744499104 "14,186" "529,100" SH SOLE "529,100" PUBLICIS S A NEW SPONSORED ADR 74463M106 476 "14,145" SH SOLE "14,145" PULITZER INC COM 745769109 829 "17,700" SH SOLE "17,700" PUMA TECHNOLOGY INC COM 745887109 "2,197" "528,500" SH SOLE "528,500" PURE RESOURCES INC COM 74622E102 "1,982" "97,900" SH SOLE "97,900" PXRE GROUP LTD COM G73018106 385 "22,800" SH SOLE "22,800" QIAGEN N V ORD N72482107 "2,515" "72,700" SH SOLE "72,700" QIAO XING UNIVERSAL TELEPHONE ORD G7303A109 302 "67,100" SH SOLE "67,100" QLOGIC CORP COM 747277101 "8,163" "106,009" SH SOLE "106,009" QUAKER CHEM CORP COM 747316107 299 "15,900" SH SOLE "15,900" QUAKER OATS CO COM 747402105 "25,532" "262,200" SH SOLE "262,200" QUANTUM CORP COM DSSG 747906204 "6,304" "475,800" SH SOLE "475,800" QUANTUM CORP COM HDDG 747906303 "5,373" "671,600" SH SOLE "671,600" QUEENS CNTY BANCORP INC COM 748242104 "4,099" "111,536" SH SOLE "111,536" QUEST SOFTWARE INC COM 74834T103 "2,136" "76,100" SH SOLE "76,100" QUIDEL CORP COM 74838J101 162 "32,100" SH SOLE "32,100" QUIKSILVER INC COM 74838C106 564 "29,100" SH SOLE "29,100" QUILMES INDL QUINSA SOCIETE SP ADR NV PFD 74838Y108 226 "25,100" SH SOLE "25,100" QUOROM HEALTH GROUP INC COM 749084109 "11,096" "704,500" SH SOLE "704,500" QWEST COMMUNICATIONS INTL INC COM 749121109 "11,735" "287,100" SH SOLE "287,100" R & B FALCON CORP COM 74912E101 "21,330" "929,900" SH SOLE "929,900" R G S ENERGY GROUP INC COM 74956K104 "6,436" "198,400" SH SOLE "198,400" R H DONNELLEY CORP COM NEW 74955W307 "12,042" "495,300" SH SOLE "495,300" R O C TAIWAN FD SH BEN INT 749651105 570 "125,000" SH SOLE "125,000" RADCOM LTD ORD M81865103 142 "51,600" SH SOLE "51,600" RADIOSHACK CORP COM 750438103 "8,614" "201,200" SH SOLE "201,200" RADVISION LTD ORD M81869105 "1,118" "90,800" SH SOLE "90,800" RADWARE LTD ORD M81873107 "3,572" "211,700" SH SOLE "211,700" RALCORP HLDGS INC NEW COM 751028101 892 "54,500" SH SOLE "54,500" RALSTON PURINA CO COM 751277302 "7,571" "289,800" SH SOLE "289,800" RAMBUS INC DEL COM 750917106 "26,130" "723,317" SH SOLE "723,317" RAMTRON INTL CORP COM NEW 751907304 622 "142,200" SH SOLE "142,200" RANGE RES CORP COM 75281A109 "2,518" "366,300" SH SOLE "366,300" RARE HOSPITALITY INTL INC COM 753820109 "4,808" "215,500" SH SOLE "215,500" RATEXCHANGE CORP COM 754091106 38 "17,500" SH SOLE "17,500" RAYMOND JAMES FINANCIAL INC COM 754730109 "7,676" "220,100" SH SOLE "220,100" RAYONIER INC COM 754907103 "1,581" "39,700" SH SOLE "39,700" RAYTHEON CO CL A 755111309 "4,811" "165,900" SH SOLE "165,900" RAYTHEON CO CL B 755111408 "13,102" "421,800" SH SOLE "421,800" READERS DIGEST ASSN INC CL A NON VTG 755267101 587 "15,000" SH OTHER 01 " 15,000 " REALNETWORKS INC COM 75605L104 "1,298" "149,400" SH SOLE "149,400" RECOTON CORP COM 756268108 "1,157" "151,700" SH SOLE "151,700" REEBOK INTL LTD COM 758110100 "15,570" "569,500" SH SOLE "569,500" REGENERATION TECHN INC NEW COM 75886N100 497 "34,900" SH SOLE "34,900" REGENERON PHARMACEUTICALS COM 75886F107 "2,009" "57,000" SH SOLE "57,000" REGIS CORP MINN COM 758932107 421 "29,000" SH OTHER 01 " 29,000 " REINSURANCE GROUP AMER INC COM 759351109 "1,253" "35,300" SH SOLE "35,300" RELIANCE STEEL & ALUMINUM CO COM 759509102 "1,156" "46,700" SH SOLE "46,700" RELIANT ENERGY INC COM 75952J108 "6,908" "159,500" SH SOLE "159,500" RENAISSANCE RE HLDGS LTD COM G7496G103 "4,691" "59,900" SH SOLE "59,900" RENT A CTR INC NEW COM 76009N100 "1,894" "54,900" SH SOLE "54,900" REPLIGEN CORP COM 759916109 373 "110,400" SH SOLE "110,400" REPSOL S A SPONSORED ADR 76026T205 "2,066" "128,100" SH SOLE "128,100" REPUBLIC SECURITY FINL CORP COM 760758102 619 "85,800" SH SOLE "85,800" REPUBLIC SVCS INC COM 760759100 "6,598" "383,900" SH SOLE "383,900" RESOURCE AMERICA INC CL A 761195205 "2,307" "200,569" SH SOLE "200,569" RESPIRONICS INC COM 761230101 "1,080" "37,900" SH SOLE "37,900" RETEK INC COM 76128Q109 "2,977" "122,145" SH SOLE "122,145" REUTERS GROUP PLC SPONSORED ADR 76132M102 "3,979" "40,400" SH SOLE "40,400" REVLON INC CL A 761525500 "1,902" "383,500" SH SOLE "383,500" REX STORES CORP COM 761624105 735 "44,200" SH SOLE "44,200" REYNOLDS R J TOB HLDGS INC COM 76182K105 "25,701" "527,200" SH SOLE "527,200" REYNOLDS R J TOB HLDGS INC COM 76182K905 "3,413" "70,000" SH C SOLE "70,000" RICHARDSON ELECTRS LTD COM 763165107 "1,478" "107,500" SH SOLE "107,500" RICHMOND CNTY FINL CORP COM 764556106 "1,886" "72,200" SH SOLE "72,200" RIGGS NATL CORP WASH DC COM 766570105 "1,514" "108,600" SH SOLE "108,600" RIO TINTO PLC SPONSORED ADR 767204100 "6,983" "96,900" SH SOLE "96,900" RITE AID CORP COM 767754104 "3,037" "1,278,600" SH SOLE "1,278,600" ROADWAY EXPRESS INC DEL COM 769742107 820 "38,700" SH SOLE "38,700" ROCKWELL INTL CORP NEW COM 773903109 "11,821" "248,200" SH SOLE "248,200" ROGERS CANTEL MOBILE COMMN CL B 775102205 969 "54,800" SH SOLE "54,800" ROGERS COMMUNICATIONS INC CL B 775109200 "4,459" "262,300" SH SOLE "262,300" ROGERS CORP COM 775133101 "1,663" "40,500" SH SOLE "40,500" ROHN INDS INC COM 775381106 840 "220,200" SH SOLE "220,200" ROSLYN BANCORP INC COM 778162107 "8,838" "323,590" SH SOLE "323,590" ROSS STORES INC COM 778296103 "7,823" "463,600" SH SOLE "463,600" ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR 778529107 "2,160" "413,800" SH SOLE "413,800" ROYAL PTT NEDERLAND N V SPONSORED ADR 780641205 "2,682" "241,099" SH SOLE "241,099" RPM INC OHIO COM 749685103 571 "66,700" SH SOLE "66,700" RUBY TUESDAY INC COM 781182100 "4,121" "270,200" SH SOLE "270,200" RUDDICK CORP COM 781258108 "1,303" "113,900" SH SOLE "113,900" RUDOLPH TECHNOLOGIES INC COM 781270103 628 "20,800" SH SOLE "20,800" RYANS FAMILY STEAK HOUSE INC COM 783519101 "2,225" "235,800" SH SOLE "235,800" RYDER SYS INC COM 783549108 "7,943" "477,800" SH SOLE "477,800" RYLAND GROUP INC COM 783764103 "3,166" "77,700" SH SOLE "77,700" SAFECO CORP COM 786429100 "3,501" "106,500" SH SOLE "106,500" SAFEGUARD SCIENTIFICS INC COM 786449108 "8,848" "1,335,500" SH SOLE "1,335,500" SAFENET INC COM 78645R107 "2,552" "54,300" SH SOLE "54,300" SAFEWAY INC COM 786514958 "4,688" "75,000" SH P SOLE "75,000" SALEM COMMUNICATIONS CORP DEL CL A 794093104 496 "33,200" SH SOLE "33,200" SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 444 "35,200" SH SOLE "35,200" SANCHEZ COMPUTER ASSOCS INC COM 799702105 958 "116,100" SH SOLE "116,100" SANMINA CORP COM 800907107 "5,191" "67,742" SH SOLE "67,742" SANTA CRUZ OPERATION INC COM 801833104 184 "143,700" SH SOLE "143,700" SANTA FE INTL CORP ORD G7805C108 "9,933" "309,800" SH SOLE "309,800" SAPIENT CORP COM 803062108 "2,696" "225,860" SH SOLE "225,860" SATYAM INFOWAY LTD SPONSORED ADR 804099109 808 "223,000" SH SOLE "223,000" SAUER INC COM 804137107 252 "26,900" SH SOLE "26,900" SCHEIN HENRY INC COM 806407102 "8,019" "231,600" SH SOLE "231,600" SCHLUMBERGER LTD COM 806857108 "10,584" "132,400" SH SOLE "132,400" SCHOOL SPECIALTY INC COM 807863105 469 "23,400" SH SOLE "23,400" SCHULMAN A INC COM 808194104 911 "79,200" SH SOLE "79,200" SCHWEITZER-MAUDUIT INTL INC COM 808541106 "1,467" "76,600" SH SOLE "76,600" SCIENTIFIC ATLANTA INC COM 808655104 "5,777" "177,400" SH SOLE "177,400" SCIOS INC COM 808905103 "7,154" "310,200" SH SOLE "310,200" SCIQUEST COM INC COM 80908Q107 102 "77,400" SH SOLE "77,400" SCITEX LTD ORD 809090103 "3,084" "418,200" SH SOLE "418,200" SCOTT TECHNOLOGIES INC COM 810022301 490 "21,900" SH SOLE "21,900" SCOTTISH ANNUITY & LIFE HLDGS ORD G7885T104 462 "38,600" SH SOLE "38,600" SDL INC COM 784076101 "46,352" "312,790" SH SOLE "312,790" SEACOAST FINL SVCS CORP COM 81170Q106 860 "71,700" SH SOLE "71,700" SEAGRAM LTD COM 811850106 "1,439" "28,500" SH OTHER 01 " 28,500 " SEALED AIR CORP NEW PFD CV A 81211K209 "3,322" "103,000" SH SOLE "103,000" SECURE COMPUTING CORP COM 813705100 "6,574" "665,700" SH SOLE "665,700" SECURITY CAP GROUP INC CL B 81413P204 "6,438" "320,900" SH SOLE "320,900" SEEBEYOND TECHNOLOGIES CORP COM 815704101 507 "49,500" SH SOLE "49,500" SEGUE SOFTWARE INC COM 815807102 587 "130,500" SH SOLE "130,500" SEI INVESTMENTS CO COM 784117103 "2,374" "21,200" SH SOLE "21,200" SEITEL INC COM NEW 816074306 "7,076" "383,800" SH SOLE "383,800" SELECTIVE INS GROUP INC COM 816300107 883 "36,400" SH SOLE "36,400" SEMA GROUP PLC SPONSORED ADR 81661R100 108 "13,130" SH SOLE "13,130" SEMPRA ENERGY COM 816851109 "7,321" "314,900" SH SOLE "314,900" SEMTECH CORP COM 816850101 "2,923" "132,500" SH SOLE "132,500" SEMX CORP COM 816854103 231 "51,300" SH SOLE "51,300" SEQUENOM INC COM 817337108 "1,490" "106,400" SH SOLE "106,400" SEQUOIA SOFTWARE CORP COM 817439102 36 "18,800" SH SOLE "18,800" SEROLOGICALS CORP COM 817523103 "4,638" "307,900" SH SOLE "307,900" SERONO SA SPONSORED ADR 81752M101 785 "32,800" SH SOLE "32,800" SERVICE CORP INTL COM 817565104 159 "90,600" SH SOLE "90,600" SHANGHAI PETROCHEMICAL LTD SPON ADR H 819424102 178 "18,500" SH SOLE "18,500" SHELL TRANS & TRADING PLC NEW YRK SH NEW 822703609 "1,585" "32,100" SH SOLE "32,100" SHENANDOAH TELECOMMUNICATIONS COM 82312B106 465 "14,100" SH SOLE "14,100" SHERWIN WILLIAMS CO COM 824348106 "3,068" "116,600" SH SOLE "116,600" SHOP AT HOME INC COM NEW 825066301 244 "200,400" SH SOLE "200,400" SHUFFLE MASTER INC COM 825549108 "2,700" "170,050" SH SOLE "170,050" SIEBEL SYS INC COM 826170102 "6,993" "103,406" SH SOLE "103,406" SIERRA HEALTH SVCS INC COM 826322109 830 "218,500" SH SOLE "218,500" SIGMA ALDRICH CORP COM 826552101 "21,052" "535,500" SH SOLE "535,500" SIGNALSOFT CORP COM 82668M102 606 "61,800" SH SOLE "61,800" SILICON GRAPHICS INC COM 827056102 "5,503" "1,375,700" SH SOLE "1,375,700" SILICON STORAGE TECHNOLOGY INC COM 827057100 886 "74,999" SH SOLE "74,999" SILICON VY BANCSHARES COM 827064106 747 "21,600" SH SOLE "21,600" SILICON VY GROUP INC COM 827066101 "10,488" "364,800" SH SOLE "364,800" SILICONIX INC COM NEW 827079203 "3,836" "170,500" SH SOLE "170,500" SILVERLINE TECHNOLOGIES LTD SPONSORED ADR 828408104 635 "63,100" SH SOLE "63,100" SIMULA INC SR SB NT CV 829206AB7 495 "1,000,000" SH SOLE "1,000,000" SINA COM ORD G81477104 166 "53,100" SH SOLE "53,100" SINCLAIR BROADCAST GROUP INC CL A 829226109 "1,714" "170,900" SH SOLE "170,900" SIPEX CORP COM 829909100 "4,426" "184,900" SH SOLE "184,900" SITEL CORP COM 82980K107 708 "246,300" SH SOLE "246,300" SIX FLAGS INC COM 83001P109 "1,067" "62,100" SH SOLE "62,100" SKECHERS U S A INC CL A 830566105 264 "17,000" SH SOLE "17,000" SKILLSOFT CORP COM 83066P101 244 "13,000" SH SOLE "13,000" SKYWEST INC COM 830879102 "1,760" "61,200" SH SOLE "61,200" SMARTFORCE PUB LTD CO SPONSORED ADR 83170A206 "4,387" "116,800" SH SOLE "116,800" SMUCKER J M CO COM 832696306 397 "14,200" SH SOLE "14,200" SOCIEDAD QUIMICA MINERA DE CHI SPON ADR 833635105 525 "25,000" SH SOLE "25,000" SODEXHO MARRIOTT SVCS INC COM 833793102 "2,713" "122,600" SH SOLE "122,600" SOLA INTL INC COM 834092108 929 "225,200" SH SOLE "225,200" SOLUTIA INC COM 834376105 "4,969" "414,100" SH SOLE "414,100" SOMERA COMMUNICATION COM 834458101 729 "83,900" SH SOLE "83,900" SONERA GROUP PLC SPONSORED ADR 835433202 985 "56,700" SH SOLE "56,700" SONIC CORP COM 835451105 "6,523" "279,800" SH SOLE "279,800" SONICBLUE INC COM 83546Q109 148 "35,800" SH SOLE "35,800" SONUS NETWORKS INC COM 835916107 "6,942" "274,920" SH SOLE "274,920" SONY CORP ADR NEW 835699307 "9,278" "133,500" SH SOLE "133,500" SOUTHERN ENERGY INC DEL COM 842816100 "7,424" "262,200" SH SOLE "262,200" SOUTHWALL TECHNOLOGIES INC COM 844909101 188 "53,800" SH SOLE "53,800" SOUTHWEST AIRLS CO COM 844741108 "14,941" "445,600" SH SOLE "445,600" SOUTHWEST BANCORPORATION TEX COM 84476R109 "4,616" "107,500" SH SOLE "107,500" SOUTHWESTERN ENERGY CO COM 845467109 933 "89,900" SH SOLE "89,900" SOVEREIGN BANCORP INC COM 845905108 "10,068" "1,239,180" SH SOLE "1,239,180" SPACELABS MED INC COM 846247104 "1,789" "137,600" SH SOLE "137,600" SPANISH BROADCASTING SYS INC CL A 846425882 "1,828" "365,600" SH SOLE "365,600" SPARTAN STORES INC COM NEW 846822104 279 "46,500" SH SOLE "46,500" SPECTRALINK CORP COM 847580107 "1,337" "92,600" SH SOLE "92,600" SPECTRASITE HLDGS INC COM 84760T100 "3,373" "254,600" SH SOLE "254,600" SPECTRIAN CORP COM 847608106 "1,170" "72,000" SH SOLE "72,000" SPECTRUM CTL INC COM 847615101 315 "31,300" SH SOLE "31,300" SPHERION CORP COM 848420105 "2,273" "200,900" SH SOLE "200,900" SPIEGEL INC CL A 848457107 614 "142,400" SH SOLE "142,400" SPIEGEL INC CL A 848457107 595 "137,900" SH OTHER 01 " 137,900 " SPORTS AUTH INC COM 849176102 38 "31,700" SH SOLE "31,700" SPORTSLINE COM INC COM 848934105 942 "177,400" SH SOLE "177,400" SPRINT CORP PCS COM SER 1 852061506 "10,031" "490,800" SH SOLE "490,800" SRS LABS INC COM 78464M106 95 "45,900" SH SOLE "45,900" ST JOE CO COM 790148100 "1,377" "62,600" SH SOLE "62,600" ST JUDE MED INC COM 790849103 "2,052" "33,400" SH SOLE "33,400" ST PAUL COS INC COM 792860108 "15,131" "278,600" SH SOLE "278,600" STAAR SURGICAL CO COM PAR $0.01 852312305 146 "11,600" SH SOLE "11,600" STAMPS COM INC COM 852857101 732 "263,200" SH SOLE "263,200" STANCORP FINL GROUP INC COM 852891100 "3,619" "75,800" SH SOLE "75,800" STANDARD MICROSYSTEMS CORP COM 853626109 "1,237" "61,100" SH SOLE "61,100" STANDARD PAC CORP NEW COM 85375C101 "3,855" "164,900" SH SOLE "164,900" STANDEX INTL CORP COM 854231107 254 "12,300" SH SOLE "12,300" STAPLES INC COM 855030102 "2,210" "187,122" SH SOLE "187,122" STARTEK INC COM 85569C107 966 "62,800" SH SOLE "62,800" STATE STR CORP COM 857477103 "19,836" "159,700" SH SOLE "159,700" STATEN IS BANCORP INC COM 857550107 "2,589" "121,100" SH SOLE "121,100" STEEL DYNAMICS INC COM 858119100 "1,066" "96,900" SH SOLE "96,900" STEELCASE INC CL A 858155203 "3,616" "260,600" SH SOLE "260,600" STEIN MART INC COM 858375108 "3,823" "328,836" SH SOLE "328,836" STEINER LEISURE LTD ORD P8744Y102 941 "67,200" SH SOLE "67,200" STEMCELLS INC COM 85857R1059 412 "164,700" SH SOLE "164,700" STERIS CORP COM 859152100 "11,252" "697,800" SH SOLE "697,800" STET HELLAS COMMUNICATIONS SA ADR 859823106 "1,741" "165,800" SH SOLE "165,800" STEWART & STEVENSON SVCS INC COM 860342104 "8,619" "379,900" SH SOLE "379,900" STEWART ENTERPRISES INC CL A 860370105 "1,304" "684,300" SH SOLE "684,300" STEWART W P & CO LTD COM G84922106 "11,029" "424,200" SH SOLE "424,200" STILLWATER MNG CO COM 86074Q102 394 "10,000" SH SOLE "10,000" STILWELL FINL INC COM 860831106 "2,934" "74,400" SH SOLE "74,400" STM WIRELESS INC CL A 784776106 466 "158,800" SH SOLE "158,800" STOLT COMEX SEAWAY SA COM L8873E103 846 "76,900" SH SOLE "76,900" STONE ENERGY CORP COM 861642106 "2,072" "32,100" SH SOLE "32,100" STORA ENSO CORP SPON ADR REP R 86210M106 "12,868" "1,095,158" SH SOLE "1,095,158" STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 "8,251" "916,800" SH SOLE "916,800" STRATOS LIGHTWAVE INC COM 863100103 "1,549" "90,800" SH SOLE "90,800" STRIDE RITE CORP COM 863314100 "2,217" "316,700" SH SOLE "316,700" STURM RUGER & CO INC COM 864159108 565 "59,900" SH SOLE "59,900" STYLECLICK COM INC COM 864221106 96 "46,700" SH SOLE "46,700" SUIZA FOODS CORP COM 865077101 "7,579" "157,900" SH SOLE "157,900" SUMMIT BANCORP COM 866005101 "17,188" "450,100" SH SOLE "450,100" SUN INTL HOTELS LTD ORD P8797T133 "1,791" "75,413" SH SOLE "75,413" SUN LIFE FINL SVCS CDA INC COM 866796105 "6,638" "249,300" SH SOLE "249,300" SUN MICROSYSTEMS INC COM 866810104 "46,784" "1,678,356" SH SOLE "1,678,356" SUNCOR ENERGY INC COM 867229106 470 "18,300" SH SOLE "18,300" SUNGLASS HUT INTL INC COM 86736F106 "1,022" "199,400" SH SOLE "199,400" SUNOCO INC COM 86764P109 "7,246" "215,100" SH SOLE "215,100" SUNQUEST INFORMATION SYS INC COM 867654105 105 "11,800" SH SOLE "11,800" SUNRISE MED INC COM 867910101 156 "15,600" SH SOLE "15,600" SUNTRUST BKS INC COM 867914103 756 "12,000" SH SOLE "12,000" SUPERIOR ENERGY SVCS INC COM 868157108 "3,918" "340,700" SH SOLE "340,700" SUPERIOR INDS INTL INC COM 868168105 "2,493" "79,000" SH SOLE "79,000" SUPERIOR TELECOM INC COM 868365107 256 "127,808" SH SOLE "127,808" SUPERVALU INC COM 868536103 "4,311" "310,700" SH SOLE "310,700" SUSQUEHANNA BANCSHARES INC PA COM 869099101 211 "12,800" SH SOLE "12,800" SWIFT ENERGY CO COM 870738101 "3,819" "101,500" SH SOLE "101,500" SWISSCOM AG SPONSORED ADR 871013108 "1,099" "42,900" SH SOLE "42,900" SWITCHBOARD INC COM 871045100 323 "108,800" SH SOLE "108,800" SYACMORE NETWORKS INC COM 871206108 "1,150" "30,866" SH SOLE "30,866" SYBASE INC COM 871130100 "4,095" "206,700" SH SOLE "206,700" SYKES ENTERPRISES INC COM 871237103 530 "119,400" SH SOLE "119,400" SYLVAN LEARNING SYS INC COM 871399101 "5,840" "394,250" SH SOLE "394,250" SYMYX TECHNOLOGIES COM 87155S108 "2,423" "67,300" SH SOLE "67,300" SYNAPTIC PHARMACEUTICAL CORP COM 87156R109 301 "58,800" SH SOLE "58,800" SYNAVANT INC COM 87157A105 174 "37,100" SH SOLE "37,100" SYNAVANT INC COM 87157A105 3 620 SH OTHER 01 620 SYNCOR INTL CORP DEL COM 87157J106 "1,033" "28,400" SH SOLE "28,400" SYSCO CORP COM 871829107 "16,764" "558,800" SH SOLE "558,800" SYSTEMS & COMPUTER TECHNOLOGY COM 871873105 "1,260" "102,300" SH SOLE "102,300" TAIWAN FD INC COM 874036106 509 "50,000" SH SOLE "50,000" TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 "1,111" "64,400" SH SOLE "64,400" TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 397 "23,000" SH OTHER 02 " 23,000 " TALBOTS INC COM 874161102 "3,860" "84,600" SH SOLE "84,600" TANNING TECHNOLOGY CORP COM 87588P101 296 "80,300" SH SOLE "80,300" TANOX INC COM 87588Q109 "3,111" "79,400" SH SOLE "79,400" TARO PHARMACEUTICAL INDS LTD ORD M8737E108 "3,578" "115,200" SH SOLE "115,200" TBC CORP COM 872180104 92 "20,200" SH SOLE "20,200" TC PIPELINES LP UT COM LTD PRT 87233Q108 296 "15,400" SH SOLE "15,400" TDK CORP AMERN DEP SH 872351408 272 "2,800" SH SOLE "2,800" TECHNE CORP COM 878377100 "5,701" "158,100" SH SOLE "158,100" TECHNITROL INC COM 878555101 "2,159" "52,500" SH SOLE "52,500" TECNOMATIX TECHNOLOGIES LTD ORD M8743P105 318 "60,600" SH SOLE "60,600" TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 "14,467" "380,700" SH SOLE "380,700" TEGAL CORP COM 879008100 72 "44,600" SH SOLE "44,600" TEKELEC COM 879101103 "3,144" "104,800" SH SOLE "104,800" TEKTRONIX INC COM 879131100 "24,845" "737,500" SH SOLE "737,500" TELE CENTRO OESTE CELULAR S A SPON ADR PFD 87923P105 "1,126" "116,200" SH SOLE "116,200" TELE DANMARK A/S SPON ADR CL B 879242105 607 "29,900" SH SOLE "29,900" TELE NORDESTE CELULAR PART S A SPON ADR PFD 87924W109 559 "13,500" SH SOLE "13,500" TELE SUDESTE CELULAR PART S A SPON ADR PFD 879252104 "1,390" "79,400" SH SOLE "79,400" TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B 879273209 "2,319" "147,800" SH SOLE "147,800" TELECOMMUNICATION SYSTEMS CL A 87929J103 61 "18,200" SH SOLE "18,200" TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR 879287308 911 "12,500" SH SOLE "12,500" TELECOMUNICACOES DE SAO PAULO SPON ADR PFD 87929A102 320 "23,896" SH SOLE "23,896" TELECORP PCS INC CL A 879299105 "5,324" "237,952" SH SOLE "237,952" TELEDYNE TECHNOLOGIES INC COM 879360105 "4,965" "210,157" SH SOLE "210,157" TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 "1,467" "32,500" SH SOLE "32,500" TELEPHONE & DATA SYS INC COM 879433100 "14,706" "163,400" SH SOLE "163,400" TELESP CELULAR PART S A SPON ADR PFD 87952L108 675 "25,000" SH SOLE "25,000" TELLABS INC COM 879664100 "4,061" "71,880" SH SOLE "71,880" TELULAR CORP COM NEW 87970T208 "1,211" "239,300" SH SOLE "239,300" TEMPLE INLAND INC COM 879868107 "9,465" "176,500" SH SOLE "176,500" TEMPLETON DRAGON FD INC COM 88018T101 181 "25,000" SH SOLE "25,000" TENET HEALTHCARE CORP COM 88033G100 "28,351" "638,000" SH SOLE "638,000" TENNECO AUTOMOTIVE INC COM 880349105 "3,744" "1,248,100" SH SOLE "1,248,100" TEREX CORP NEW COM 880779103 "1,894" "117,000" SH SOLE "117,000" TERRA INDS INC COM 880915103 455 "181,900" SH SOLE "181,900" TERRA NETWORKS S A SPONSORED ADR 88100W103 "1,224" "115,925" SH SOLE "115,925" TESORO PETE CORP COM 881609101 "2,567" "220,800" SH SOLE "220,800" TETRA TECHNOLOGIES INC DEL COM 88162F105 "3,467" "223,700" SH SOLE "223,700" TEVA PHARMACEUTICAL INDS LTD ADR 881624209 "6,710" "91,600" SH SOLE "91,600" TEXACO INC COM 881694103 "46,264" "744,700" SH SOLE "744,700" TEXTRON INC COM 883203101 316 "6,800" SH SOLE "6,800" THERAGENICS CORP COM 883375107 942 "188,400" SH SOLE "188,400" THERMA-WAVE INC COM 88343A108 528 "37,700" SH SOLE "37,700" THERMO CARDIOSYSTEMS INC COM 88355K200 590 "67,400" SH SOLE "67,400" THERMO ELECTRON CORP COM 883556102 "30,113" "1,012,213" SH SOLE "1,012,213" THESTREET COM COM 88368Q103 99 "34,600" SH SOLE "34,600" THOMSON MULTIMEDIA SPONSORED ADR 885118109 918 "20,400" SH SOLE "20,400" THQ INC COM NEW 872443403 830 "34,041" SH SOLE "34,041" TICKETMASTER ONLINE-CITY SEARCH CL B 88633P203 "2,580" "308,100" SH SOLE "308,100" TIDEWATER INC COM 886423102 "23,781" "535,900" SH SOLE "535,900" TIFFANY & CO NEW COM 886547108 "2,970" "93,900" SH SOLE "93,900" TIMBERLAND CO CL A 887100105 "13,415" "200,600" SH SOLE "200,600" TIME WARNER INC COM 887315109 "15,015" "287,425" SH SOLE "287,425" TIME WARNER INC COM 887315109 899 "17,200" SH OTHER 01 " 17,200 " TIME WARNER TELECOM INC CL A 887319101 "6,807" "107,300" SH SOLE "107,300" TIMKEN CO COM 887389104 "2,173" "143,700" SH SOLE "143,700" TITAN CORP COM 888266103 "2,737" "168,400" SH SOLE "168,400" TITANIUM METALS CORP COM 888339108 "3,320" "491,800" SH SOLE "491,800" TJX COS INC NEW COM 872540109 "3,577" "128,900" SH SOLE "128,900" TOLL BROTHERS INC COM 889478103 "3,123" "76,400" SH SOLE "76,400" TOLLGRADE COMMUNICATIONS INC COM 889542106 "3,508" "96,100" SH SOLE "96,100" TOO INC COM 890333107 "1,741" "139,300" SH SOLE "139,300" TOPPS INC COM 890786106 "6,722" "731,700" SH SOLE "731,700" TORCHMARK CORP COM 891027104 "5,216" "135,700" SH SOLE "135,700" TORONTO DOMINION BK ONT COM NEW 891160509 "1,679" "57,900" SH SOLE "57,900" TOTAL SYS SVCS INC COM 891906109 252 "11,250" SH SOLE "11,250" TOWER SEMICONDUCTOR LTD ORD M87915100 217 "20,500" SH SOLE "20,500" TOWER TECH INC COM 891864100 360 "1,200,000" SH SOLE "1,200,000" TOYS R US INC COM 892335100 "16,816" "1,007,700" SH SOLE "1,007,700" TRAMMEL CROW CO COM 89288R106 335 "24,800" SH SOLE "24,800" TRANS WORLD ENTMT CORP COM 89336Q100 323 "36,150" SH SOLE "36,150" TRANSCANADA PIPELINES LTD COM 893526103 "1,801" "156,600" SH SOLE "156,600" TRANSPORTACION MARITIMA MEXICA ADR SER L SH 893868208 493 "44,800" SH SOLE "44,800" TRANSPORTACION MARITIMA MEXICA SPON ADR A 893868307 "1,070" "112,600" SH SOLE "112,600" TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 243 "35,000" SH SOLE "35,000" TRAVELOCITY COM INC COM 893953109 "1,422" "117,300" SH SOLE "117,300" TREND MICRO INC SPONSORED ADR 89486M107 770 "118,500" SH SOLE "118,500" TRIAD HOSPITALS INC COM 89579K109 208 "6,400" SH SOLE "6,400" TRICO MARINE SERVICES INC COM 896106101 "2,615" "169,400" SH SOLE "169,400" TRICOM SA SPON ADR 89612A100 383 "47,700" SH SOLE "47,700" TRICON GLOBAL RESTAURANTS COM 895953107 "2,244" "68,000" SH SOLE "68,000" TRIDENT MICROSYSTEMS INC COM 895919108 801 "177,900" SH SOLE "177,900" TRIMERIS INC COM 896263100 "1,646" "30,000" SH SOLE "30,000" TRINITY BIOTECH PLC SPONSORED ADR 896438108 34 "15,000" SH SOLE "15,000" TRIPATH IMAGING INC COM 896942109 "2,011" "229,800" SH SOLE "229,800" TRITON ENERGY LTD ORD G90751101 "18,117" "603,900" SH SOLE "603,900" TRITON PCS HLDGS INC CL A 89677M106 "3,248" "95,700" SH SOLE "95,700" TROY GROUP INC COM 89733N106 558 "112,400" SH SOLE "112,400" TRUE NORTH COMMUNICATIONS INC COM 897844106 "1,216" "28,600" SH SOLE "28,600" TRUSTMARK CORP COM 898402102 "1,254" "59,700" SH SOLE "59,700" TRW INC COM 872649108 "2,592" "66,900" SH SOLE "66,900" TTI TEAM TELECOM INTL LTD ORD M88258104 "1,448" "96,500" SH SOLE "96,500" TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 "6,213" "434,500" SH SOLE "434,500" TULARIK INC COM 899165104 "8,154" "277,000" SH SOLE "277,000" TUPPERWARE CORP COM 899896104 "2,618" "128,100" SH SOLE "128,100" TUPPERWARE CORP COM 899896104 736 "36,000" SH OTHER 01 " 36,000 " TV AZTECA S A DE C V SPONSORED ADR 901145102 "4,294" "432,100" SH SOLE "432,100" TVIA INC COM 87307P101 241 "61,300" SH SOLE "61,300" TVX GOLD INC COM NEW 87308K200 256 "156,400" SH SOLE "156,400" TWINLAB CORP COM 901774109 77 "45,700" SH SOLE "45,700" TYCOM LTD COM G9144B106 "5,744" "256,700" SH SOLE "256,700" TYSON FOODS INC CL A 902494103 "3,775" "296,100" SH SOLE "296,100" U S G CORP COM NEW 903293405 "10,562" "469,400" SH SOLE "469,400" U S INDS INC NEW COM 912080108 "5,698" "712,300" SH SOLE "712,300" UBIQUITEL INC COM 903474302 "1,630" "296,300" SH SOLE "296,300" UCAR INTL INC COM 90262K109 "4,721" "484,200" SH SOLE "484,200" UICI COM 902737105 110 "18,600" SH SOLE "18,600" ULTICOM INC COM 903844108 528 "15,500" SH SOLE "15,500" ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 "6,018" "194,900" SH SOLE "194,900" ULTRATECH STEPPER INC COM 904034105 "7,165" "276,900" SH SOLE "276,900" UNIFI INC COM 904677101 "3,041" "340,200" SH SOLE "340,200" UNILEVER N V NY SHS NEW 904784709 "6,753" "107,300" SH SOLE "107,300" UNILEVER PLC SPON ADR NEW 904767704 "5,665" "163,900" SH SOLE "163,900" UNION CARBIDE CORP COM 905581104 "25,884" "481,000" SH SOLE "481,000" UNIROYAL TECHNOLOGY CORP COM 909163107 "1,781" "285,000" SH SOLE "285,000" UNISOURCE ENERGY CORP COM 909205106 "4,857" "258,200" SH SOLE "258,200" UNIT CORP COM 909218109 "4,708" "248,600" SH SOLE "248,600" UNITED AUTO GROUP INC COM 909440109 242 "36,200" SH SOLE "36,200" UNITED ILLUM CO COM 910637107 "6,900" "138,700" SH SOLE "138,700" UNITED NAT FOODS INC COM 911163103 582 "33,000" SH SOLE "33,000" UNITED PARCEL SERVICE INC CL B 911312106 "5,828" "99,200" SH SOLE "99,200" UNITED STATES CELLULAR CORP COM 911684108 "1,392" "23,100" SH SOLE "23,100" UNITED STATIONERS INC COM 913004107 "2,969" "123,700" SH SOLE "123,700" UNITED TECHNOLOGIES CORP COM 913017109 "1,266" "16,100" SH SOLE "16,100" UNITEDHEALTH GROUP INC COM 91324P102 "8,672" "141,300" SH SOLE "141,300" UNIVERSAL COMPRESSION HLDGS COM 913431102 "2,141" "56,800" SH SOLE "56,800" UNIVERSAL CORP VA COM 913456109 "6,584" "188,100" SH SOLE "188,100" UNIVERSAL ELECTRS INC COM 913483103 "1,036" "67,100" SH SOLE "67,100" UNIVERSAL FST PRODS INC COM 913543104 242 "18,300" SH SOLE "18,300" UNIVERSAL HLTH SVCS INC CL B 913903100 "2,492" "22,300" SH SOLE "22,300" UNOVA INC COM 91529B106 454.00 "125,200" SH SOLE "125,200" UNUMPROVIDENT CORP COM 91529Y106 "2,131" "79,300" SH SOLE "79,300" UPM KYMMENE CORP SPONSORED ADR 915436109 471 "13,500" SH SOLE "13,500" US BANCORP DEL COM 902973106 "6,237" "213,700" SH SOLE "213,700" US ONCOLOGY INC COM 90338W103 "2,273" "360,104" SH SOLE "360,104" USA NETWORKS INC COM 902984103 "6,916" "355,798" SH SOLE "355,798" USEC INC COM 90333E108 "2,798" "648,800" SH SOLE "648,800" UST INC COM 902911106 "2,239" "79,775" SH SOLE "79,775" USX MARATHON GROUP COM NEW 902905827 "15,099" "544,100" SH SOLE "544,100" VALERO ENERGY CORP NEW COM 91913Y100 "10,981" "295,300" SH SOLE "295,300" VALSPAR CORP COM 920355104 965 "30,000" SH SOLE "30,000" VALUEVISION INTL INC CL A 92047K107 "1,040" "82,400" SH SOLE "82,400" VARIAN INC COM 922206107 "3,594" "106,100" SH SOLE "106,100" VARIAN MED SYS INC COM 92220P105 "20,028" "294,800" SH SOLE "294,800" VASOMEDICAL INC COM 922321104 821 "375,300" SH SOLE "375,300" VECTREN CORP COM 92240G101 "1,711" "66,777" SH SOLE "66,777" VENATOR GROUP INC COM 922944103 "18,240" "1,176,800" SH SOLE "1,176,800" VENTIV HEALTH INC COM 922793104 "1,431" "113,934" SH SOLE "113,934" VERISIGN INC COM 92343E102 "22,303" "300,627" SH SOLE "300,627" VERITAS SOFTWARE CO COM 923436109 "5,599" "63,986" SH SOLE "63,986" VERITY INC COM 92343C106 "4,639" "192,800" SH SOLE "192,800" VERIZON COMMUNICATIONS COM 92343V104 "1,815" "36,200" SH SOLE "36,200" VERSATEL TELECOM INTL N V SPONSORED ADR 925301103 586 "67,900" SH SOLE "67,900" VERTEL CORP COM 924907108 "1,248" "532,300" SH SOLE "532,300" VERTEX PHARMACEUTICALS INC COM 92532F100 "4,669" "65,300" SH SOLE "65,300" VERTICALNET INC COM 92532L107 931 "139,867" SH SOLE "139,867" VESTA INS GROUP INC COM 925391104 536 "105,900" SH SOLE "105,900" VIA NET WRKS INC COM 925912107 692 "181,400" SH SOLE "181,400" VIACOM INC CL A 925524100 957 "20,363" SH SOLE "20,363" VIACOM INC CL B 925524308 "13,595" "290,800" SH SOLE "290,800" VIACOM INC CL B 925524308 "1,845" "39,456" SH OTHER 01 " 39,456 " VIAD CORP COM 92552R109 "3,376" "146,800" SH SOLE "146,800" VIASYSTEMS GROUP INC COM 92553H100 "3,184" "383,000" SH SOLE "383,000" VICAL INC COM 925602104 "1,437" "77,700" SH SOLE "77,700" VICOR CORP COM 925815102 "2,424" "79,800" SH SOLE "79,800" VIDAMED INC COM 926530106 193 "70,200" SH SOLE "70,200" VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G600 "1,712" "136,977" SH SOLE "136,977" VINA TECHNOLOGIES INC COM 92719D100 126 "38,700" SH SOLE "38,700" VINTAGE PETE INC COM 927460105 "4,257" "198,000" SH SOLE "198,000" VIRAGE INC COM 92763Q106 68 "12,700" SH SOLE "12,700" VISHAY INTERTECHNOLOGY INC COM 928298108 "10,277" "679,500" SH SOLE "679,500" VITAL SIGNS INC COM 928469105 "1,359" "42,300" SH SOLE "42,300" VITESSE SEMICONDUCTOR CORP COM 928497106 "5,018" "90,720" SH SOLE "90,720" VIVUS INC COM 928551100 447 "207,500" SH SOLE "207,500" VIXEL CORP DEL COM 928552108 377 "201,000" SH SOLE "201,000" VOCALTEC COMMUNICATIONS LTD ORD M97601104 "1,342" "302,400" SH SOLE "302,400" VODAFONE GROUP PLC NEW SPONSORED ADR 92857W100 218 "6,100" SH SOLE "6,100" VOLT INFORMATION SCIENCES INC COM 928703107 384 "18,500" SH SOLE "18,500" VOTORANTIM CELULOSE E PAPEL SA SPONSORED ADR 92906P106 "1,516" "108,800" SH SOLE "108,800" VYYO INC COM 918458100 81 "13,300" SH SOLE "13,300" WACKENHUT CORRECTIONS CORP COM 929798106 306 "41,500" SH SOLE "41,500" WADDELL & REED FINL INC CL A 930059100 "8,543" "227,049" SH SOLE "227,049" WADDELL & REED FINL INC CL B 930059209 "2,303" "61,400" SH SOLE "61,400" WALGREEN CO COM 931422109 "20,961" "501,300" SH SOLE "501,300" WALLACE COMPUTER SERVICES INC COM 932270101 "6,509" "382,900" SH SOLE "382,900" WALTER INDS INC COM 93317Q105 325 "43,300" SH SOLE "43,300" WARNACO GROUP INC CL A 934390105 342 "202,800" SH SOLE "202,800" WASHINGTON FED INC COM 938824109 "1,149" "40,420" SH SOLE "40,420" WASHINGTON GROUP INTL INC COM 938862109 "2,678" "327,100" SH SOLE "327,100" WASHINGTON MUT INC COM 939322103 "2,388" "45,000" SH SOLE "45,000" WASTE MGMT INC DEL COM 94106L109 "25,658" "924,600" SH SOLE "924,600" WATER PIK TECHNOLOGIES INC COM 94113U100 260 "37,190" SH SOLE "37,190" WATERS CORP COM 941848103 "2,889" "34,600" SH SOLE "34,600" WATSCO INC COM 942622200 669 "58,100" SH SOLE "58,100" WATSON PHARMACEUTICALS INC COM 942683103 "8,129" "158,817" SH SOLE "158,817" WATTS INDS INC CL A 942749102 656 "47,300" SH SOLE "47,300" WAUSAU-MOSINEE PAPER CORP COM 943315101 "1,708" "168,700" SH SOLE "168,700" WAVECOM S A SPONSORED ADR 943531103 660 "9,500" SH SOLE "9,500" WEBB DEL CORP COM 947423109 "7,143" "244,200" SH SOLE "244,200" WEBLINK WIRELESS INC CL A 94769A101 700 "203,700" SH SOLE "203,700" WEBSENSE INC COM 947684106 "1,405" "96,900" SH SOLE "96,900" WEIS MKTS INC COM 948849104 "1,797" "46,900" SH SOLE "46,900" WELLMAN INC COM 949702104 "2,396" "169,600" SH SOLE "169,600" WELLS FARGO & CO NEW COM 949746101 "1,671" "30,000" SH SOLE "30,000" WERNER ENTERPRISES INC COM 950755108 422 "24,850" SH SOLE "24,850" WESCO INTL INC COM 95082P105 800 "110,300" SH SOLE "110,300" WEST MARINE INC COM 954235107 188 "45,600" SH SOLE "45,600" WESTERN DIGITAL CORP COM 958102105 "1,714" "703,200" SH SOLE "703,200" WESTERN GAS RES INC COM 958259103 "5,986" "177,700" SH SOLE "177,700" WESTERN MULTIPLEX CORP CL A 95874P107 95 "13,800" SH SOLE "13,800" WESTERN RES INC COM 959425109 675 "27,200" SH SOLE "27,200" WESTERN WIRELESS CORP CL A 95988E204 "3,860" "98,500" SH SOLE "98,500" WESTVACO CORP COM 961548104 "10,680" "366,700" SH SOLE "366,700" WESTWOOD ONE INC COM 961815107 "9,921" "513,700" SH SOLE "513,700" WET SEAL INC CL A 961840105 "4,845" "235,600" SH SOLE "235,600" WHITE ELECTR DESIGNS CORP COM 963801105 538 "83,100" SH SOLE "83,100" WHITE MTNS INS GROUP LTD COM G9618E107 "6,922" "21,700" SH SOLE "21,700" WHITMAN CORP NEW COM 96647R107 "1,251" "76,400" SH OTHER 01 " 76,400 " WHOLE FOODS MKT INC COM 966837106 "8,374" "137,000" SH SOLE "137,000" WILEY JOHN & SONS INC CL A 968223206 "2,402" "111,700" SH SOLE "111,700" WILLIAMS COMMUNICATIONS GROUP CL A 969455104 "7,697" "655,100" SH SOLE "655,100" WIND RIVER SYSTEMS INC COM 973149107 "2,071" "60,700" SH SOLE "60,700" WINK COMMUNICATIONS COM 974168106 338 "56,300" SH SOLE "56,300" WINN DIXIE STORES INC COM 974280109 "4,511" "232,800" SH SOLE "232,800" WIT SOUNDVIEW GROUP INC COM 977383108 615 "171,200" SH SOLE "171,200" WITNESS SYS INC COM 977424100 878 "65,000" SH SOLE "65,000" WMS INDS INC COM 929297109 "10,135" "503,600" SH SOLE "503,600" WOLVERINE WORLD WIDE INC COM 978097103 "1,865" "122,300" SH SOLE "122,300" WOODHEAD INDS INC COM 979438108 710 "36,200" SH SOLE "36,200" WOODWARD GOVERNOR CO COM 980745103 "3,361" "75,100" SH SOLE "75,100" WORKFLOW MGMT INC COM 98137N109 "2,087" "303,500" SH SOLE "303,500" WORLD ACCESS INC COM 98141A101 428 "177,791" SH SOLE "177,791" WORLD FUEL SVCS CORP COM 981475106 683 "99,300" SH SOLE "99,300" WORLD WRESTLING FEDN ENTMT INC CL A 98156Q108 "1,683" "105,200" SH SOLE "105,200" WORLDPAGES COM INC COM 981922107 53 "19,900" SH SOLE "19,900" WORTHINGTON INDS INC COM 981811102 "2,383" "295,600" SH SOLE "295,600" WPP GROUP PLC SPON ADR NEW 929309300 "1,130" "17,987" SH SOLE "17,987" XCELERA COM INC COM G31611109 "2,058" "558,100" SH SOLE "558,100" XEROX CORP COM 984121903 231 "50,000" SH C SOLE "50,000" XICOR INC COM 984903104 "1,515" "449,000" SH SOLE "449,000" XILINX INC COM 983919101 "5,330" "115,565" SH SOLE "115,565" XL CAP LTD CL A G98255105 "2,184" "25,000" SH SOLE "25,000" XOMA LTD ORD G9825R107 "3,518" "360,800" SH SOLE "360,800" X-RITE INC COM 983857103 914 "117,000" SH SOLE "117,000" XTRA CORP COM 984138107 893 "18,600" SH SOLE "18,600" YAHOO INC COM 984332106 "15,163" "504,383" SH SOLE "504,383" YELLOW CORP COM 985509108 "1,973" "97,000" SH SOLE "97,000" YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 "1,200" "40,100" SH SOLE "40,100" ZALE CORP NEW COM 988858106 "1,186" "40,800" SH SOLE "40,800" ZAMBA CORP COM 988881108 238 "87,700" SH SOLE "87,700" ZEBRA TECHNOLOGIES CORP CL A 989207105 "2,711" "66,470" SH SOLE "66,470" ZI CORP COM 988918108 335 "42,100" SH SOLE "42,100" ZILA INC COM PAR $0.01 989513205 171 "82,700" SH SOLE "82,700" ZION BANCORPORATION COM 989701107 "2,498" "40,000" SH SOLE "40,000" ZIXIT CORP COM 98974P100 725 "82,800" SH SOLE "82,800" ZOLTEK COS INC COM 98975W104 33 "10,100" SH SOLE "10,100"
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