-----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, KYN2+e5ZqSyhEiDErBi4PHj1B6FmUNQpFcVbogMZf7Nods8XwZStCLHf2c9w+oq6 Mp6ulZqT18+7A1bcJgUEUA== 0000872573-99-000005.txt : 19990517 0000872573-99-000005.hdr.sgml : 19990517 ACCESSION NUMBER: 0000872573-99-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990331 FILED AS OF DATE: 19990514 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: 99624067 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 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: March 31, 1999 " " " "Check here if Amendment ( ); Amendment Number: " "This Amendment (Check only one.) : ( ) is a restatement" " ( ) adds new holdings entries" " " "Institional Investment Manager Filing this Report: " "Name: Caxton Associates L.L.C" "Address: 315 Enterprise Drive" " ""Plainsboro, NJ 08536""" " " "13F File Number: 28-99999" " " "The institutional investment manager filing this report and the " "person by whom it is signed hereby represent that the person " "signing the report is authorized to submit it, and all " "information contained herein is true, correct and complete, and " "that it is understood that all required items, statements, " "schedules, lists, and tables, are considered intergral parts of " "this form. " " " "Person Signing this Report on Behalf of Reporting Manager: " "Name: Scott Bernstein" "Title: General Counsel" " ""Caxton Corporation, Manager""" "Phone: (212) 593-7700" " " "Signature, Place, and Date of Signing: " "Scott B Bernstein, New York, New York , May 13th 1999 " " " "Report Type (Check only one.) : " "( ) 13 F HOLDINGS REPORT." "( ) 13F NOTICE." "( x ) 13F COMBINATION REPORT." " " "List of Other Managers Reporting for this Manager: " "Angelo Gordon & Co. L.P. " "White Rock Capital Management, L.P. " "I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES " "EXCHANGE ACT OF 1934. " " " " FORM 13F SUMMARY PAGE" " " "Report Summary: " "Number of Other Included Manager: 4" "Form 13F Information Table Entry Total: 1430" "Form 13F Information Table Value Total: 2785515 (000s)" " " "List of Other Included Managers: " "No. 13F File Number " "01 Lattanzio Group, L.L.C.""" "02 Martec Mangament Company" "03 NRMB Management Inc." "04 TT International Investment Management " " FORM 13F " " " " " "Name of Issuer Title of Class Cusip Value Shares SH/ Put Invstmt Other Voting Authority " " (x 1000) Prn Amt Prn Call Dscretn Managers Sole Shared None " "20th Centy Inds Cal Com Par $0.01 901272203 1178 72500 SH Sole 72500 " "7Th Level Inc Com 817916109 192 32400 SH Sole 32400 " "AAR Corp Com 000361105 1696 95200 SH Sole 95200 " "Aaron Rents Inc Com 002535201 2938 188000 SH Sole 188000 " "Aavid Thermal Technologies Inc Com 002539104 2454 178500 SH Sole 178500 " "Abercrombie & Fitch Co Cl A 002896207 1845 20000 SH Sole 20000 " "Acclaim Entmt Inc Com Par $0.02 004325205 1835 205300 SH Sole 205300 " "ACNielsen Corp Com 004833109 2981 109900 SH Sole 109900 " "Activision Inc Com 004930202 395 31900 SH Sole 31900" "Acuson Corp Com 005113105 411 27500 SH Sole 27500" "Adac Labs New 005313200 361 26500 SH Sole 26500" "Adaptec Inc Com 00651F108 1711 75000 SH Sole 75000" "Adminstaff Inc Com 007094105 997 76700 SH Sole 76700" "Advanced Energy Inds Com 007973100 221 9400 SH Sole 9400" "Advanced Tissue Sciences Inc Com 00755F103 62 28700 SH Sole 28700" "Advanta Corp CL A 007942105 376 34000 SH Sole 34000" "Advanta Corp Cl B 007942204 314 35107 SH Sole 35107" "Advo Inc Com 007585102 2572 133200 SH Sole 133200" "Aegon N V Sponsored ADR 007924103 1869 20800 SH Sole 20800" "Aeroquip-Vickers Inc Com 007869100 1565 27300 SH Sole 27300" "Affilaited Computer Services CL A 008190100 1061 23200 SH Sole 23200" "Affliliated Managers Group Com 008252108 1534 59000 SH Sole 59000" "Agl Res Inc Com 001204106 1468 83600 SH Sole 83600" "Agribrands Int'l Inc Com 00849R105 1154 35100 SH Sole 35100" "Airborne Fght Corp Com 009266107 4969 160300 SH Sole 160300 " "Airtouch Communications Inc Com 00949T100 6532 67600 SH Other 02 67600" "Airtouch Communications Inc Com 00949T100 16764 173500 SH Sole 173500 " "Akzo Nobel Nv Sponsored ADR 010199305 844 22800 SH Sole 22800 " "Albemarle Corp Com 012653101 574 27400 SH Sole 27400 " "Alberto Culver Co Cl B Conv 013068101 616 29000 SH Sole 29000 " "Alberto Culver Co Cl A 013068200 358 15300 SH Sole 15300 " "Albertsons Inc Com 013104104 283 5200 SH Other 02 5200" "Albertson's Inc Com 013104954 566 10400 SH Put Other 02 10400" "Alcoa Inc Com 013817101 10367 251710 SH Sole 251710 " "Alcoa Inc Com 013817901 1285 31200 SH Call Other 02 31200" "Alcoa Inc Com 013817951 470 11400 SH Put Other 02 11400" "Alexander & Baldwin Inc Com 014482103 1050 53500 SH Sole 53500 " "Aliant Communications Inc Com 016090102 692 16900 SH Sole 16900 " "Allegheny Teledyne Inc Com 017415100 3323 175467 SH Sole 175467 " "Allergan Inc Com 018490102 5650 64300 SH Sole 64300 " "Alliant Techsystems Inc Com 018804104 1523 19600 SH Sole 19600 " "Allied Irish Bks plc Sponsored ADR Ord 019228402 1221 11800 SH Sole 11800 " "Alliedsignal Inc Com 019512102 8190 166500 SH Sole 166500 " "Allmerica Finl Corp Com 019754100 964 17500 SH Sole 17500 " "Alltel Corp Com 020039103 1297 20800 SH Other 03 20800" "Alpharma Inc Cl A 020813101 1625 41400 SH Sole 41400 " "Altera Corporation Com 021441100 5337 89700 SH Sole 89700 " "Alternative Resources Corp Com 02145R102 321 50400 SH Sole 50400 " "Alza Corp Del Com 022615108 1610 42080 SH Sole 42080 " "Amazon Com Inc Com 023135106 2221 12900 SH Sole 12900 " "Ambac Finl Group Inc Com 023139108 2711 50200 SH Sole 50200 " "Amdocs Ltd. Ord G02602103 1743 80600 SH Sole 80600 " "Amer Tower Sys Corp CL A 029912201 1049 42800 SH Sole 42800 " "Amerian Freightways Corp Com 02629V108 788 61200 SH Sole 61200 " "American Mgmt Sys Inc Com 027352103 1409 41300 SH Sole 41300 " "American Bankers Ins Group Inc Com 024456105 3510 67500 SH Sole 67500 " "American Eco Corp Com 02553G101 60 42500 SH Sole 42500 " "American Express Co Com 025816109 306 2600 SH Other 03 2600" "American Express Co Com 025816109 12988 110300 SH Sole 110300 " "American Finl Group Inc Ohio Com 025932104 1182 33600 SH Sole 33600 " "American General Corp Com 026351106 3701 52500 SH Sole 52500 " "American Intl Group Inc Com 026874107 8468 70200 SH Sole 70200 " "American Pwr Conversion Corp Com 029066107 562 20800 SH Sole 20800 " "American Stores Co New Com 030096101 6659 201800 SH Sole 201800 " "American Wtr Wks Inc Com 030411102 513 17600 SH Sole 17600 " "Amerin Corp Com 03070X106 699 34400 SH Sole 34400 " "Ameritech Corp New Com 030954101 23269 403800 SH Sole 403800 " "Ames Dept Store Inc New 030789507 2550 68700 SH Sole 68700 " "Amgen Inc Com 031162100 12654 169000 SH Sole 169000 " "Amp Inc Com 031897101 10406 194500 SH Sole 194500 " "AMR Corp Com 001765106 305 5200 SH Other 02 5200" "Amr Corp Com 001765956 609 10400 SH Put Other 02 10400" "Amtran Inc Com 03234G106 209 11000 SH Sole 11000" "Amway Asia Pacific Ltd Com G0352M108 194 26100 SH Sole 26100" "Andrew Corp Com 034425108 712 57800 SH Sole 57800" "Anglogold Ltd Sponsored ADR 035128206 1500 74558 SH Sole 74558" "Anheuser Busch Cos Inc Com 035229103 21825 286700 SH Sole 286700" "Anntaylor Stores Corp Com 036115103 3712 84000 SH Sole 84000" "AO Taftnet Spons ADR RgS 003737P306 470 175000 SH Sole 175000" "Apex PC Solutions Inc Com 037945102 1440 103300 SH Sole 103300" "Applebees Intl Inc Com 037899101 223 9000 SH Sole 9000" "Applied Matls Inc Com 038222105 10240 166000 SH Sole 166000" "Applied Microsystems Corp Com 037935103 992 23200 SH Sole 23200" "Applied Pwr Inc Cl A 038225108 1891 69400 SH Sole 69400" "Apria Healthcare Group Inc Com 037933108 2195 184800 SH Sole 184800" "Aptargroup Inc Com 038336103 1573 60500 SH Sole 60500" "Aracruz Celulose S A Sponsored ADR Cl B 038496204 1523 105000 SH Sole 105000" "Archer Daniels Midland Co Com 039483102 1663 113240 SH Sole 113240" "Arctco Inc Com 007973100 338 34000 SH Sole 34000 " "Ardent Software Inc Com 039794102 969 60300 SH Sole 60300 " "Argosy Gaming Co Com 040228108 128 24100 SH Sole 24100 " "Arm Finl Group Inc Cl A 001944107 465 31100 SH Sole 31100 " "Armco Inc Com 042170100 1011 227900 SH Sole 227900 " "Arrow Intl Inc Com 042764100 224 10400 SH Sole 10400 " "Artesyn Technologies Inc Com 043127109 777 62800 SH Sole 62800 " "Arvin Inds Inc Com 043339100 2668 79200 SH Sole 79200 " "Asa Ltd Com 002050102 188 11300 SH Sole 11300 " "Ascend Communications Inc Com 043491109 5984 71500 SH Other 02 71500" "Ascend Communications Inc Com 043491959 2611 31200 SH Put Other 02 31200" "Ascend Communications Inc Com 043491109 16273 194450 SH Sole 194450 " "Ashanti Goldfields Ltd Glob Dep Rcpt 043743202 1618 184935 SH Sole 184935 " "Ashland Inc Com 044204105 5506 134500 SH Sole 134500 " "ASM Lithography Hldg NV NY Shares N07059111 846 18800 SH Sole 18800 " "Aspect Dev Inc Com 045234101 1623 69800 SH Sole 69800 " "Assisted Living Concepts Inc Com 04543L109 187 52400 SH Sole 52400 " "Associated Bank Corp Com 045487105 443 13875 SH Sole 13875 " "Associated Group Inc Cl A 045651106 2240 45200 SH Sole 45200 " "Associated Group Inc Cl B 045651205 16786 346100 SH Sole 346100 " "Astec Inds Inc Com 046224101 1022 33100 SH Sole 33100 " "Astra AB Sponsor ADR A 046298105 3636 158500 SH Sole 158500 " "AT & T Corp Com 001957109 1116 13989 SH Other 02 13989" "AT & T Corp Com 001957109 3 34 SH Sole 34 " "AT&T Corp Com Lib Grp A 001957208 19858 377800 SH Sole 377800 " "AT&T Corp Com 001957957 740 13900 SH Put Other 02 13900" "Atlantic Coast Airls Inc Com 048396AA3 647 23000 SH Sole 23000 " "Atlantic Richfield Co Com 048825903 1521 20800 SH Call Other 02 20800" "Atlantic Richfield Co Com 048825103 9126 124800 SH Sole 124800 " "Atmel Corp Com 049513104 898 59100 SH Sole 59100 " "Aurora Foods Inc Com 05164B106 961 58700 SH Sole 58700 " "Authentic Fitness Corp Com 052661105 1815 117600 SH Other 01 117600" "Automobile Protn Corp-Apco Com 052905106 398 49800 SH Sole 49800 " "Avant Corp Com 053487104 410 23100 SH Sole 23100 " "Avery Demison Corp Com 053611109 10350 180000 SH Sole 180000 " "Avid Technology Inc Com 05367P100 971 55700 SH Sole 55700 " "Avis Rent A Car Inc Com 053790101 205 7400 SH Sole 7400 " "Avnet Inc Com 053807103 761 20700 SH Sole 20700 " "Avon Prods Inc Com 054303952 979 20800 SH Put Other 02 20800" "Avon Prods Inc Com 054303102 3779 80300 SH Sole 80300 " "Axa SA Sponsored ADR 054536107 305 4600 SH Sole 4600 " "Axent Technologies Inc Com 05459C108 712 29600 SH Sole 29600 " "Ba Merchant Svcs Inc CL A 055239107 224 11000 SH Sole 11000 " "Baker J Inc Com 057232100 72 19300 SH Sole 19300 " "Baltimore Gas & Elec Co Com 059165100 1274 50200 SH Sole 50200 " "Banco De Santander ADR 059574202 965 48112 SH Sole 48112 " "Bank New York Inc Com 064057102 1563 43500 SH Sole 43500 " "Bank Tokyo-Mitsubishi Ltd Sponsored ADR 065379109 437 31200 SH Other 02 31200" "Bank Utd Corp CL A 065412108 601 14700 SH Sole 14700 " "Bankamerica Corp Com 066050105 8885 125800 SH Sole 125800 " "Bankboston Corp Com 06605R106 11001 254000 SH Sole 254000 " "Bankers Tr Corp Com 066365107 15479 175400 SH Sole 175400 " "Barnes & Noble Inc Com 067774109 1012 31500 SH Sole 31500 " "Barnes Group Inc Com 067806109 842 44900 SH Sole 44900 " "Barrick Gold Corp Com 067901108 488 28600 SH Sole 28600 " "Baxter Intl Inc Com 071813109 3881 58800 SH Sole 58800 " "Beckman Coulter Inc Com 075811109 1881 42500 SH Sole 42500 " "Bed Bath & Beyond Inc Com 075896100 996 27300 SH Sole 27300 " "Bell & Howell Co New Com 077852101 1518 51800 SH Sole 51800 " "Bell Atlantic Corp Com 077853109 806 15600 SH Other 02 15600" "Bell Atlantic Corp Com 077853909 538 10400 SH Call Other 02 10400" "Bell Atlantic Corp Com 077853959 802 15600 SH Put Other 02 15600" "Berkshire Hathaway Inc Del CL A 084670108 15015 210 SH Sole 210 " "Berkshire Hathaway Inc Del CL B 084670207 2285 972 SH Sole 972 " "Best Buy Inc Com 086516101 1570 30200 SH Sole 30200 " "Best Software Inc Com 086579109 549 40700 SH Sole 40700 " "Bestfoods Com 08658U101 343 7300 SH Sole 7300 " "Bethlehem Stl Corp Com 087509105 176 21301 SH Sole 21301 " "Bindley Westn Inds Inc Com 090324104 577 20233 SH Sole 20233 " "Bio Technology Gen Corp Com 090578105 1466 245600 SH Sole 245600 " "Biochem Pharma Inc Com 09058T108 3090 145200 SH Sole 145200 " "Biomet Inc Com 090613100 2072 49400 SH Sole 49400 " "Black & Decker Corp Com 091797100 4391 79200 SH Sole 79200 " "Black Box Corp Del Com 091826107 481 15500 SH Sole 15500 " "Black Hills Corp Com 092113109 396 18600 SH Sole 18600 " "Blair Corp Com 092828102 312 19800 SH Sole 19800 " "Blanch EN Hldgs Inc Com 093210102 221 4200 SH Sole 4200 " "Block H & R Inc Com 093671105 7878 166300 SH Sole 166300 " "Bob Evans Farms Inc Com 096761101 2248 112400 SH Sole 112400 " "Boeing Co Com 097023105 1414 41600 SH Other 02 41600" "Boeing Co Com 097023905 1414 41600 SH Call Other 02 41600" "Boeing Co Com 097023955 1238 36400 SH Put Other 02 36400" "Boeing Co Com 097023105 680 20000 SH Other 03 20000" "Boeing Co Com 097023105 374 11000 SH Sole 11000 " "Boise Cascade Corp Com 097383953 503 15600 SH Call Other 02 15600" "Boise Cascade Corp Com 097383103 3028 93900 SH Sole 93900 " "Boise Cascade Office Prods Com 097403109 127 11400 SH Sole 11400 " "Boole & Babbage Inc Com 098586100 600 25000 SH Sole 25000 " "Boston Beer Inc CL A 100557107 370 47800 SH Sole 47800 " "Boston Communications Group Com 100582105 1119 114800 SH Sole 114800 " "Bowater Inc Com 102183900 416 10400 SH Call Other 02 10400" "Bowne & Co Inc Com 103043105 957 81900 SH Sole 81900 " "Briggs & Stratton Corp Com 109043109 1588 32200 SH Sole 32200 " "Brightpoint Inc Com 109473108 148 25000 SH Sole 25000 " "Brinker Intl Inc Com 109641100 9096 350700 SH Sole 350700 " "Bristol Myers Squibb Co Com 110122108 4405 68700 SH Sole 68700 " "Brite Voice Sys Inc Com 110411105 398 49700 SH Sole 49700" "British Telecommnications PLC ADR Final Inst 111021408 1199 7300 SH Sole 7300" "Broadcom Corp CL A 111320107 721 11700 SH Sole 11700" "Brooktrout Technology Inc Com 114580103 173 16450 SH Sole 16450" "Brown Forman Corp CL B 115637209 2731 47400 SH Sole 47400" "Brown Group Inc Com 115657108 1204 91300 SH Sole 91300" "Browning-Ferris Inds Com 115885105 14816 384200 SH Sole 384200" "Buckle Inc Com 118440106 574 25500 SH Sole 25500" "Buffets Inc Com 119882108 1585 160500 SH Sole 160500" "Burlington Coat Factory Com 121579106 1638 139440 SH Sole 139440" "Burlington Inds Inc Com 121693105 237 35800 SH Sole 35800" "Business Objects S A Sponsored ADR 12328X107 365 12300 SH Sole 12300" "C&D Technologies Inc Sponsored ADR 124661109 1027 41300 SH Sole 41300" "Cable & Wireless Communication Sponsored ADR 12682P104 187 3300 SH Sole 3300" "Cable & Wireless Pub Ltd Co Sponsored ADR 126830207 883 23900 SH Sole 23900" "Cabot Corp Com 127055101 270 12700 SH Sole 12700" "Cadbury Schweppes PLC ADR 127209302 209 3600 SH Sole 3600 " "Caere Corp Com 127646107 512 48800 SH Sole 48800 " "Callaway Golf Co Com 131193104 536 52600 SH Sole 52600 " "Calpine Corp Com 131347106 2715 74500 SH Sole 74500 " "Cambrex Corp Com 132011107 274 12400 SH Sole 12400 " "Canadian Natl Ry Co Com 136375102 2074 37292 SH Sole 37292 " "Canadian Pac Ltd New Com 135923100 2070 105800 SH Sole 105800 " "Canandaigua Brands Inc Cl A 137219101 927 18400 SH Sole 18400 " "Capital One Finl Corp Com 14040H905 1570 10400 SH Call Other 02 10400" "Capital Re Corp Com 140432105 374 21700 SH Sole 21700 " "Capstar Broadcasting Corp CL A 14067G105 1204 52500 SH Sole 52500 " "Cardinal Health Inc Com 14149Y108 647 9810 SH Sole 9810 " "Carlisle Cos Inc Com 142339100 1384 29600 SH Sole 29600 " "Carr-Gottstein Foods Co Com 14441E107 273 22200 SH Sole 22200 " "Caseys Gen Stores Inc Com 147528103 1086 73600 SH Sole 73600 " "Cash Amer Intl Inc Com 14754D100 324 25200 SH Sole 25200 " "Castle & Cooke Inc New Com 148433105 267 14800 SH Sole 14800 " "Catalytica Inc Com 148885106 1461 132800 SH Sole 132800 " "Cato Corp New Cl A 149205956 355 38100 SH Sole 38100 " "Cbrl Group Inc Com 12489V106 5044 280200 SH Sole 280200 " "CBS Corp Com 12490K107 1551 38000 SH Other 03 38000" "CCB Finl Corp Com 124875105 611 11300 SH Sole 11300 " "Cedar Fair Lp Depository Unit 150185106 2734 108800 SH Sole 108800 " "Celgene Corp Com 151020104 1475 92200 SH Sole 92200 " "Cellular Comminucations Intl Com 150918100 427 15800 SH Sole 15800 " "Cendant Corp Com 151313103 319 20000 SH Other 03 20000" "Cendant Corp Com 151313103 4753 298200 SH Sole 298200 " "Centex Construction Products Com 15231R109 797 22900 SH Sole 22900 " "Centex Corp Com 152312104 3745 112200 SH Sole 112200 " "Centocor Inc Com 152342101 3882 105100 SH Sole 105100 " "Central & South West Corp Com 152357109 2013 85900 SH Sole 85900 " "Central Hudson Gas & Elec Corp Com 153609102 516 14400 SH Sole 14400 " "Central Newspapers Inc Cl A 154647101 934 30000 SH Sole 30000 " "Century Tel Enterprises Inc Com 156686107 3326 47350 SH Sole 47350 " "Cerner Corp Com 156782104 758 47200 SH Sole 47200 " "Champion Enterprises Inc Com 158496109 2399 123800 SH Sole 123800 " "Chancellor Media Corp Com 158915108 2356 50000 SH Sole 50000 " "Chart Inds Inc Com 16115Q100 288 43950 SH Sole 43950 " "Charter One Finl Inc Com 160903100 1896 65736 SH Sole 65736 " "Chase Manhattan Corp New Com 16161A108 1221 15000 SH Other 03 15000" "Chase Manhattan Corp New Com 16161A108 1408 17300 SH Sole 17300 " "Chattem Inc Com 162456107 369 11800 SH Sole 11800 " "Chesapeake Corp Com 165159104 2859 105400 SH Sole 105400 " "Chevron Corporation Com 166751907 692 7800 SH Call Other 02 7800" "Chevron Corporation Com 166751957 923 10400 SH Put Other 02 10400" "Chevron Corporation Com 166751107 9264 104384 SH Sole 104384 " "Chicago Title Corp Com 168228104 982 27000 SH Sole 27000 " "Childrens Pl Retail Stores Inc Com 168905107 216 8000 SH Sole 8000 " "China Telecom Hong Kong Ltd Sponsored ADR 169428109 678 20300 SH Sole 20300 " "Chiquita Brands Intl Inc Com 170032106 263 25800 SH Sole 25800 " "Chirex Inc Com 170038103 208 8500 SH Sole 8500 " "Chiron Corp Com 170040109 1744 79500 SH Sole 79500 " "Choicepoint Inc Com 170388102 599 12020 SH Sole 12020 " "Chris Craft Inds Inc Com 170520100 212 4639 SH Other 03 4639" "CHS Electronics Inc Com New 12542A206 535 167700 SH Sole 167700 " "Chubb Corp Com 171232101 597 10200 SH Other 02 10200" "Chubb Corp Com 171232951 515 8800 SH Put Other 02 8800" "Church & Dwight Inc Com 171340102 2099 51500 SH Sole 51500 " "Ciber Inc Com 171638102 1910 98600 SH Sole 98600 " "Cilcorp Inc Com 171794100 2871 47800 SH Sole 47800 " "Cincinnati Finl Corp Com 172062101 1826 50100 SH Sole 50100 " "Cinergy Corp Com 172474108 1130 41100 SH Sole 41100 " "Circuit City Store Inc circt city grp 172737108 13417 175100 SH Sole 175100 " "Circus Circus Enterprises Inc Com 172909103 3665 208700 SH Sole 208700 " "Cirrus Logic Corp Com 172755100 1551 243300 SH Sole 243300 " "Cisco Sys Inc Com 17275R102 7494 68400 SH Sole 68400 " "Citigroup Inc Com 172967101 1354 21200 SH Other 03 21200" "Citigroup Inc Com 172967101 1361 21300 SH Sole 21300 " "Citizen Utils Co Del CL B 177342201 822 106038 SH Sole 106038 " "Citizens First Finl Corp Com 174623108 563 24300 SH Sole 24300 " "Citrix Sys Inc Com 177376100 3530 92600 SH Sole 92600 " "City Natl Corp. Com 178566105 966 31300 SH Sole 31300 " "Claire'S Stores Inc Com 179584107 362 12000 SH Sole 12000 " "Clarify Inc Com 180492100 1372 51400 SH Sole 51400 " "Clayton Homes Inc Com 184190106 1194 107925 SH Sole 107925 " "Cleveland Cliffs Inc Com 185896107 916 26900 SH Sole 26900 " "Clorox Co Del Com 189054109 9482 80917 SH Sole 80917 " "CNA Finl Corp Com 126117100 1102 28400 SH Sole 28400 " "CNA Surety Corp Com 12612L108 189 15300 SH Sole 15300 " "CNB Bancshares Inc Com 126126101 732 18180 SH Sole 18180 " "Coach Usa Inc Com 18975L106 1078 39200 SH Sole 39200 " "Coastal Corp Com 190441105 1977 59900 SH Sole 59900 " "Coca-Cola Femsa S A De CV Spon ADR Rep L 191241108 13 800 SH Sole 800 " "Cognizant Technology Solutions CL A 192446102 266 9600 SH Sole 9600 " "Cognos Inc Com 19244C109 750 31900 SH Sole 31900 " "Coinmach Laundry Corp Com 19259L102 113 11000 SH Sole 11000 " "Collagen Aesthetic Inc Com 194194106 415 30900 SH Sole 30900 " "Colonial Bancgroup Inc Com 195493309 799 66600 SH Sole 66600 " "Colonial Gas Co Com 195674106 414 12000 SH Sole 12000 " "Coltec Inds Inc Com 196879100 4250 233700 SH Sole 233700 " "Columbia Energy Group Com 197648108 2174 41600 SH Sole 41600 " "Comair Holdings Inc Com 199789108 698 29550 SH Sole 29550 " "Comcast Corp CL A SPL 200300200 566 9000 SH Other 03 9000" "Comerica Inc Com 200340107 14386 230400 SH Sole 230400 " "Commerce Bancshares Inc Com 200525103 1455 37800 SH Sole 37800 " "Commerce Group Inc Mass Com 200641108 1506 61300 SH Sole 61300 " "Commonwealth Energy Sys Com SH Ben Int 202800108 2101 55300 SH Sole 55300" "Commonwealth Inds Inc Del Com 203004106 115 12800 SH Sole 12800" "Commonwealth Tel Enterprises Com 203349105 221 6000 SH Sole 6000" "Commscope Inc Com 203372107 5641 269400 SH Sole 269400" "Community First Bankshares Inc Com 203902101 542 27100 SH Sole 27100" "Compania Paranense Energ Cop Spnd Adr Pfd 20441B407 750 100000 SH Sole 100000" "Compass Bancshares Inc Com 20449H109 1553 45000 SH Sole 45000" "Complete Business Solutions Com 20452F107 3372 171800 SH Sole 171800" "Computer Horizons Corp Com 205908106 156 14300 SH Sole 14300" "Computer Sciences Corp Com 205363104 1507 27300 SH Sole 27300" "Compuware Corp Com 205638109 1984 83100 SH Sole 83100" "Compx International CL A 20563P101 244 19100 SH Sole 19100" "Comsat Corp Com Ser 1 20564D107 4254 147000 SH Sole 147000" "Comstock Res Inc Com New 205768203 478 156100 SH Sole 156100" "Comverse Technology Inc Com Par $0.01 205862402 6315 74295 SH Sole 74295" "Conagra Inc Com 205887102 1412 55100 SH Sole 55100" "Concord Efs Inc Com 206197105 2462 89325 SH Sole 89325 " "Conexant Systems Inc Com 207142100 9315 336450 SH Sole 336450 " "Conseco Inc Com 208464907 321 10400 SH Call Other 02 10400" "Consolidated Edison Inc Com 209115104 390 8600 SH Sole 8600 " "Consolidated Graphics Inc Com 209341106 3251 56300 SH Sole 56300 " "Consolidated Nat Gas Co Com 209615103 8384 172200 SH Sole 172200 " "Consolidated Stores Co Com 210149100 4213 139000 SH Sole 139000 " "Continental Airls Inc Cl B 210795308 17377 457300 SH Sole 457300 " "Cooper Tire & Rubr Co Com 216831107 1248 67900 SH Sole 67900 " "Coors Adolph Co CL B 217016104 1609 29800 SH Sole 29800 " "Copart Inc Com 217204106 239 11500 SH Sole 11500 " "Cordant Technologies Inc Com 218412104 4435 111400 SH Sole 111400 " "Corn Prods Intl Inc Com 219023108 2334 97500 SH Sole 97500 " "Corning Inc Com 219350105 4878 81300 SH Sole 81300 " "Costco Companies Inc Com 22160Q102 1428 15600 SH Other 02 15600" "Costco Companies Inc Com 22160Q952 952 10400 SH Put Other 02 10400" "Costco Companies Inc Com 22160Q102 1584 17300 SH Sole 17300 " "Cotelligent Inc Com 221630106 646 72800 SH Sole 72800 " "Countrywide Cr Inds Inc Del Com 222372904 390 10400 SH Call Other 02 10400" "Countrywide Cr Inds Inc Del Com 222372954 390 10400 SH Put Other 02 10400" "Countrywide Cr Inds Inc Del Com 222372104 3926 104700 SH Sole 104700 " "Coventry Health Care Inc Com 222862104 107 14200 SH Sole 14200 " "Covest Bancshares Inc Com 223032103 775 52075 SH Other 03 52075" "Credit Accep Corp Mich Com 225310101 117 20500 SH Sole 20500 " "Cree Resh Inc Com 225447101 1934 41200 SH Sole 41200 " "Crompton & Knowles Corp Com 227111101 1274 80900 SH Sole 80900 " "Cross A T Co Com 227478104 510 69800 SH Other 03 69800" "Crystal Sys Solutions Ltd Ord M26763108 513 67800 SH Sole 67800 " "Csg Sys Intl Inc Com 126349109 2552 64700 SH Sole 64700 " "CSK Corp Sponsored ADR 126375302 341 11400 SH Sole 11400 " "CTG Res Inc Com 125957100 200 8300 SH Sole 8300 " "CTS Corp Com 126501105 613 12400 SH Sole 12400 " "Cullen Frost Bankers Inc Com 229899109 705 14700 SH Sole 14700 " "Customtracks Corp Com 232046102 780 52000 SH Other 02 52000" "Customtracks Corp Com 232046902 624 41600 SH Call Other 02 41600" "Cvs Corp Com 126650100 6774 142600 SH Sole 142600 " "Cybex Computer Prods Com 232522102 526 29300 SH Sole 29300 " "D R Horton Inc Com 23331A109 4720 281800 SH Sole 281800 " "Daimlerchrysler AG Ord D1668R1203 2042 23800 SH Sole 23800 " "Daisytek Intl Corp Com 234053106 362 21800 SH Sole 21800 " "Dal -Tile Intl Inc Com 23426R108 546 60200 SH Sole 60200 " "Dana Corp Com 235811106 2911 76609 SH Sole 76609 " "Darden Restaurants Inc Com 237194105 2428 117700 SH Sole 117700 " "Data Gen Corp Com 237688106 466 46000 SH Sole 46000 " "Data Transmission Network Corp Com 238017107 282 11800 SH Sole 11800 " "Dave & Busters Inc Com 23833N104 334 16300 SH Sole 16300 " "Dayton Hudson Corp Com 239753106 693 10400 SH Other 02 10400" "Dayton Hudson Corp Com 239753956 1039 15600 SH Put Other 02 15600" "Dayton Hudson Corp Com 239753106 1352 20300 SH Sole 20300 " "Dean Foods Co Com 242361103 2586 72600 SH Sole 72600 " "Dell Computer Corp Com 247025109 6585 161100 SH Sole 161100 " "Delta Air Lines Inc Del Com 247361908 361 5200 SH Call Other 02 5200" "Deluxe Corp Com 248019101 3981 136700 SH Sole 136700 " "Dendrite Intl Inc Com 248239105 205 9200 SH Sole 9200 " "Dentsply Intl Inc New Com 249030107 1958 84200 SH Sole 84200 " "Department 56 Inc Com 249509100 1875 61600 SH Sole 61600 " "Deutsche Telekom AG Sponsored ADR 251566105 1448 35800 SH Sole 35800 " "Devry Inc Del Com 251893103 763 26300 SH Sole 26300 " "Diamond Offshore Drilling Inc Com 25271C102 16603 525000 SH Sole 525000 " "Diebold Inc Com 253651103 552 23000 SH Other 03 23000" "Diebold Inc Com 253651103 1346 56100 SH Sole 56100 " "Dii Group Inc Com 232949107 1114 38100 SH Sole 38100 " "Dime Bancorp Inc New Com 25429Q102 1577 68000 SH Sole 68000 " "Disney Walt Co Com 254687106 162 5200 SH Other 02 5200" "Disney Walt Co Com 254687106 1603 51500 SH Sole 51500 " "Disney Walt Co Com 254687956 243 7800 SH Put Other 02 7800" "Documentum Inc Com 256159104 379 21900 SH Sole 21900 " "Dollar Thrifty Automotive GP Com 256743105 495 28700 SH Sole 28700 " "Dollar Tree Stores Inc Com 256747106 647 20900 SH Sole 20900 " "Donaldson Lufkin & Jenrette N W Com 257661108 293 4200 SH Sole 4200 " "Donnelley R R & Sons Co Com 257867101 7274 226000 SH Sole 226000 " "Doral Finl Corp Com 25811P100 1463 79600 SH Sole 79600 " "Dow Chem Co Com 260543953 3392 36400 SH Put Other 02 36400" "Dow Chem Co Com 260543103 3644 39100 SH Sole 39100 " "Dow Jones & Co Inc Com 260561105 897 19000 SH Other 03 19000" "Dow Jones & Co Inc Com 260561105 2284 48400 SH Sole 48400 " "Downey Finl Corp Com 261018105 1905 104025 SH Sole 104025 " "Drexler Technology Corp Com 261876106 123 12600 SH Sole 12600 " "DTE Energy Co Com 233331107 4220 109800 SH Sole 109800 " "Du Pont E I De Nemours & Co Com 263534109 4726 81400 SH Sole 81400 " "Duane Reade Inc Com 263578106 987 35400 SH Sole 35400 " "Duke Energy Corp Com 264399106 1518 27700 SH Sole 27700 " "Dun & Bradstreet Corp Del Com 26483B106 844 23700 SH Other 03 23700" "Dun & Bradstreet Corp Del Com 26483B106 755 21200 SH Sole 21200 " "Dycom Inds Inc Com 267475101 2804 64450 SH Sole 64450 " "Dynegy Inc Del Com 251893103 183 13000 SH Sole 13000 " "E M C Corp Com 268648102 6630 51900 SH Sole 51900 " "Eagle Usa Airfreight Com 270018104 452 13900 SH Sole 13900 " "Earthgrains Co Com 270319106 2789 125700 SH Sole 125700 " "Earthlink Network Inc Com 270322100 2262 37700 SH Sole 37700 " "Easco Inc Com 27033E103 1165 160630 SH Sole 160630 " "Eastern Utils Assoc Com 277173100 730 25800 SH Sole 25800 " "Eastman Kodak Co Com 277461109 505 7900 SH Other 02 7900" "Eastman Kodak Co Com 277461109 888 13900 SH Sole 13900 " "Eaton Vance Corp Com Non Vtg 278265103 590 29300 SH Sole 29300 " "Ebay Inc Com 278642103 233 1700 SH Sole 1700 " "Echostar Communications New CL A 278762109 6938 85000 SH Sole 85000 " "Eci Telecom Ltd Ord 268258100 924 26400 SH Sole 26400 " "Edison Intl Com 281020107 5042 226600 SH Sole 226600 " "Edwards AG Inc Com 281760108 7459 228200 SH Sole 228200 " "EG & G Inc Com 268457108 219 8300 SH Sole 8300 " "Egghead Com Inc Com 282330109 2832 155700 SH Sole 155700 " "El Paso Elec Co Com New 283677854 1598 209600 SH Sole 209600 " "Elan Plc ADR 284131208 1088 15600 SH Other 02 15600" "Elan Plc ADR 284131208 1325 19000 SH Sole 19000 " "Elan Plc Com 284131908 2539 36400 SH Call Other 02 36400" "Elan Plc Com 284131958 1088 15600 SH Put Other 02 15600" "Elder Beerman Stores Corp New Com 284470101 387 44900 SH Sole 44900 " "Electronics For Imaging Inc Com 286082102 1864 47800 SH Sole 47800 " "Emerson Elec Co Com 291011104 1789 33800 SH Sole 33800 " "Emmis Broadcasting Corp CL A 291525103 660 13200 SH Sole 13200 " "Empi Inc Com 291586105 528 24400 SH Sole 24400 " "Endesa S A Sponsored ADR 29258N107 1858 74700 SH Sole 74700 " "Endosonics Corp Com 29264K105 304 46800 SH Sole 46800 " "Energy East Corp Com 29266M109 1025 19500 SH Sole 19500 " "Enersis S A Sponsored ADR 29274F104 2941 109700 SH Sole 109700 " "Engineering Animation Inc Com 292872108 1247 29600 SH Sole 29600 " "Englehard Corp Com 292845104 2285 134900 SH Sole 134900 " "Enhance Fin Svcs Group Inc Com 293310108 1969 85600 SH Sole 85600 " "Enron Corp Com 293561106 9368 145800 SH Sole 145800 " "Enron Oil & Gas Co Com 293562104 765 46000 SH Sole 46000 " "Ensco Intl Inc Com 26874Q100 4774 358600 SH Sole 358600 " "Entergy Corp New Com 29364G103 8740 317800 SH Sole 317800 " "Envoy Corp New Com 293982104 1653 37000 SH Sole 37000 " "Equitable Cos Inc Com 29444G107 2184 31200 SH Other 02 31200" "Equitable Cos Inc Com 29444G957 1456 20800 SH Put Other 02 20800" "Ericsson L M Tel Co ADR CL B SEK10 294821400 4189 175900 SH Sole 175900 " "Esterline Technologies Corp Com 297425100 1775 137200 SH Sole 137200 " "Ethan Allen Interiors Inc Com 297602104 1301 31300 SH Sole 31300" "Ethyl Corp Com 297659104 348 81800 SH Sole 81800" "Everen Capital Corp Com 299761106 1461 74700 SH Sole 74700" "Everest Reins Hldgs Inc Com 299808105 714 22900 SH Sole 22900" "Excel Switching Corp Com 30067V108 281 13400 SH Sole 13400" "Excite Inc Com 300904109 5880 42000 SH Sole 42000" "Executive Risk Inc Com 301586103 831 11700 SH Sole 11700" "Exide Corp Com 302051107 254 22800 SH Sole 22800" "Extended Stay Amer Inc Com 30224P101 1512 148400 SH Sole 148400" "F M C Corp Com New 302491303 4039 81800 SH Sole 81800" "Fair Isaac & Co Inc Com 303250104 297 8000 SH Sole 8000" "Fairchild Corp Cl A 303698104 1452 142500 SH Sole 142500" "Family Dir Stores Inc Com 307000109 635 27600 SH Sole 27600" "Federal Home Ln Mtg Corp Com 313400301 716 12500 SH Sole 12500" "Federal Mogul Corp Com 313549107 6122 143200 SH Sole 143200" "Federal Natl Mtg Assn Com 313586109 831 12000 SH Sole 12000" "Federal Signal Corp Com 313855108 1545 74000 SH Sole 74000 " "Federated Invs Inc PA Cl B 314211103 1715 94300 SH Sole 94300 " "Felcor Lodging Tr Inc Com 31430F101 367 15823 SH Sole 15823 " "Ferro Corp Com 315405100 2037 82300 SH Sole 82300 " "Fidelity Natl Finl Inc Com 316326107 4432 295450 SH Sole 295450 " "Fifth Third Bancorp Com 316773100 667 10110 SH Sole 10110 " "Financial Sec Assurn Holdgs Ltd Com 31769P100 650 13100 SH Sole 13100 " "First Amern Finl Corp Com 318522307 5117 323600 SH Sole 323600 " "First Data Corp Com 319963104 445 10400 SH Other 02 10400" "First Data Corp Com 319963104 3907 91400 SH Sole 91400 " "First Data Corp Com 319963904 222 5200 SH Call Other 02 5200" "First Sec Corp Del Com 336294103 1474 76300 SH Sole 76300 " "First Un Corp Com 337358105 278 5200 SH Other 02 5200" "First Un Corp Com 337358955 278 5200 SH Put Other 02 5200" "Firstfed Finl Corp Ky Com 319961108 1330 82800 SH Sole 82800 " "Fleet Finl Group Inc New Com 338915101 452 12000 SH Other 02 12000" "Fleetwood Enterprises Inc Com 339099103 464 16200 SH Sole 16200 " "Florida Progress Corp Com 341109106 3299 87400 SH Sole 87400 " "Flowserve Corp Com 34354P105 213 13700 SH Sole 13700 " "Fluor Corp Com 343861100 3162 117100 SH Sole 117100 " "Fomento Economico Mex S A Spnd Adr Femsa 344419106 412 13333 SH Sole 13333 " "Food Lion Inc Cl B 344775101 1423 158100 SH Sole 158100 " "Food Lion Inc Cl A 344775200 2304 250800 SH Sole 250800 " "Foodmaker Inc New Com New 344839204 2193 86000 SH Sole 86000 " "Ford Mtr Co Del Com 345370100 306 5400 SH Other 02 5400" "Ford Mtr Co Del Com 345370100 4620 81500 SH Sole 81500 " "Forte Software Inc Com 349546101 361 78000 SH Sole 78000 " "Fortune Brands Inc Com 349631101 762 19800 SH Other 03 19800" "Fpic Ins Group Inc Com 302563101 4826 116300 SH Sole 116300 " "Franchise Mortage Acceptance Com 35181D108 113 15600 SH Other 02 15600" "Franklin Elec Inc Com 353514102 1156 192700 SH Sole 192700 " "Freedom Secs Corp Com 35664K103 848 53200 SH Sole 53200 " "Freemont Gen. Corp Com 357288109 1407 73800 SH Sole 73800 " "Fresenius Med Care Ag Spn ADR Pref Sh 358029205 1 30200 SH Other 02 30200" "Fresenius Med Care Ag Sponsored ADR 358029106 297 14700 SH Sole 14700 " "Fresh Del Monte Produce Inc Ord G36738105 2305 124200 SH Sole 124200 " "Frontier Corporation Com 35906P905 540 10400 SH Call Other 02 10400" "Frontier Corporation Com 35906P105 21606 416500 SH Sole 416500 " "Frontier Ins Group Inc New Com 359081106 319 26830 SH Sole 26830 " "Fruit Of The Loom Inc CL A 359416104 1800 167400 SH Sole 167400 " "Fuisz Technologies Ltd Com 359536109 316 48200 SH Sole 48200 " "Furniture Brands Intl Inc Com 360921100 2770 125200 SH Sole 125200 " "Gallagher Arthur J & Co Com 363576109 1187 25800 SH Sole 25800 " "Gannett Inc Com 364730101 2262 35900 SH Sole 35900 " "Gap Inc Del Com 364760108 289 4300 SH Sole 4300 " "Gateway 2000 Inc Com 367833900 357 5200 SH Call Other 02 5200" "Gatx Corp Com 361448103 2309 70100 SH Sole 70100 " "Gaylord Entmnt Co New Com 367905106 296 12200 SH Sole 12200 " "Gemstar Intl Group Ltd Ord G3788V106 1505 20000 SH Sole 20000 " "Gen Cigar Hldgs Inc Com 36933P100 168 18000 SH Sole 18000 " "Genentech Inc Com Spl 368710307 1781 20100 SH Sole 20100 " "General Cable Corp Com 369300958 55 5200 SH Put Other 02 5200" "General Cable Corp Del New Com 369300108 55 5200 SH Other 02 5200" "General Cable Corp Del New Com 369300108 1835 173700 SH Sole 173700 " "General Elec Co Com 369604953 1151 10400 SH Put Other 02 10400" "General Instr Corp Del Com 370120107 4556 150300 SH Sole 150300 " "General Mls Inc Com 370334104 1511 20000 SH Sole 20000 " "General Mtrs Corp Com 370442105 6960 80000 SH Sole 80000 " "General Semiconductor Inc Com 370787103 112 15500 SH Sole 15500 " "Genesis Microchip Inc Com 371933102 1038 43700 SH Sole 43700 " "Genesys Telecommunications Labs Com 371931106 1253 83200 SH Sole 83200 " "Genrad Inc Com 369550108 1034 71900 SH Sole 71900 " "Genset S A Com 37244T104 240 15600 SH Sole 15600 " "Genzyme Corp Com - Genl Div 372917104 641 12700 SH Sole 12700 " "Genzyme Corp Com - Tissue Rep 372917401 20 8567 SH Sole 8567 " "Geocities Com 37247V106 4689 42800 SH Sole 42800 " "Geon Company Com 37246W105 441 19400 SH Sole 19400 " "Georgia Pac Corp Com GA Pac Grp 373298108 45 600 SH Other 02 600" "Georgia Pac Corp Com GA Pac Grp 373298108 5287 71200 SH Sole 71200 " "Georgia Pac Corp Com - Timber Grp 373298702 2614 116500 SH Sole 116500 " "Geotel Communications Corp Com 373656107 1106 24100 SH Sole 24100 " "Gerber Scientific Inc Com 373701101 307 15200 SH Sole 15200 " "Getchell Gold Corp Com 374265106 1291 49300 SH Sole 49300 " "Gilat Satellie Networks Ltd Ord M51474100 540 9000 SH Sole 9000 " "Glaxo Wellcome Plc Sponsored ADR 37733W105 2852 42600 SH Sole 42600 " "Gleason Corp Com 377339106 242 14300 SH Sole 14300 " "Global Directmail Corp Com 379321102 2069 123500 SH Sole 123500 " "Global Inds Ltd Com 379336100 602 58000 SH Sole 58000 " "Global Telesystems Group Com 37936U104 224 4000 SH Sole 4000 " "Globalstar Telecommunictns Ltd Com G3930H104 574 41400 SH Sole 41400 " "Go2Net Inc Com 383486109 809 6100 SH Sole 6100" "Golden West Finl Corp Del Com 381317106 649 6800 SH Sole 6800" "Gp Strategies Corp Com 36225V104 5203 293100 SH Sole 293100" "Grace W R & Co Del Com 38388F108 4255 350900 SH Sole 350900" "Grainger W W Inc Com 384802104 2050 47600 SH Sole 47600" "Granite Constr Inc Com 387328107 2071 88600 SH Sole 88600" "Great Lakes Chem Corp Com 390568103 1011 27500 SH Sole 27500" "Great Plain Software Com 39119E105 348 9000 SH Sole 9000" "Groupo Indl Maseca S A De C V Spnrd ADR 400488409 140 11400 SH Sole 11400" "Grupo Televisa SA De Cv Spn ADR repord 40049J206 2099 66900 SH Sole 66900" "GST Telecommunications Inc Com 361942105 183 16700 SH Sole 16700" "GTE Corp Com 362320103 17158 283600 SH Sole 283600" "Gtech Hldgs Corp Com 400518106 2681 110000 SH Sole 110000" "Gucci Group N V Com NY Reg 401566104 3317 41200 SH Sole 41200" "Guess Inc Com 401617105 313 51100 SH Sole 51100" "Guilford Pharmaceuticals Inc Com 401829106 568 49900 SH Sole 49900" "Gulf Indonesia Res Ltd Com 402284103 157 18700 SH Sole 18700 " "Gulf Island Fabrication Inc Com 402307102 844 80400 SH Sole 80400 " "Gulfstream Aerospace Corp Com 402734107 5934 136800 SH Sole 136800 " "Hadco Corp Com 404681108 1840 58400 SH Sole 58400 " "Hain Food Group Inc Com 405219106 503 30500 SH Sole 30500 " "Ha-Lo Inds Inc Com 404429102 1120 91000 SH Sole 91000 " "Hambrecht & Quist Group Inc Com 406545103 2005 57800 SH Sole 57800 " "Hanger Orthopedic Group Inc Com New 41043F208 1072 79400 SH Sole 79400 " "Hannaford Bros Co Com 410550107 668 14700 SH Sole 14700 " "Hanover Compressor Co Com 410768105 647 24400 SH Sole 24400 " "Hanover Direct Inc Com 410783104 757 269298 SH Other 03 269298" "Hanson Plc Spnsrd ADR New 411352404 2385 54200 SH Sole 54200 " "Harland John H Co Com 412693103 1783 137800 SH Sole 137800 " "Harley Davidson Inc Com 412822108 591 10300 SH Sole 10300 " "Harmonic Lightwaves Inc Com 413160902 1696 61400 SH Sole 61400 " "Harrahs Entmt Inc Com 413619107 3717 195000 SH Sole 195000 " "Harris Corp Del Com 413875105 1028 35900 SH Sole 35900" "Harte-Hanks Inc Com 416196103 1413 51500 SH Sole 51500" "Hartford Finl Svcs Group Inc Com 416515104 1721 30300 SH Sole 30300" "Hartford Life Inc CL A 416592103 1832 33300 SH Sole 33300" "Hcc Ins Hldgs Inc Com 404132102 1617 84000 SH Sole 84000" "Health Mgmt Assoc Inc New CL A 421933102 195 16000 SH Sole 16000" "Health Mgmt Sys Inc Com 42219M100 474 99800 SH Sole 99800" "Healthsouth Corp Com 421924101 2632 253700 SH Sole 253700" "Heartport Inc Com 421969106 534 111000 SH Sole 111000" "Hearts-Arglye Television Inc Com 422317107 3520 142926 SH Sole 142926" "Heftel Broadcasting Corp Cl A 422799106 1019 23500 SH Sole 23500" "Heilig Meyers Co Com 422893107 2116 407900 SH Sole 407900" "Heinz H J Co Com 423074103 8272 174600 SH Sole 174600" "Hellenic Telecom Organiza S A Spns ADR 4233253307 377 32288 SH Sole 32288" "Henry Jack & Assoc Inc Com 426281101 1904 51800 SH Sole 51800" "Hercules Inc Com 427056106 2131 84400 SH Sole 84400" "Hershey Foods Corp Com 427866108 1278 22800 SH Sole 22800 " "Hewlett Packard Co Com 428236103 2353 34700 SH Sole 34700 " "Hibernia Corp Cl A 428656102 1253 95000 SH Sole 95000 " "Hilfiger Tommy Corp Ord G8915Z102 2376 34500 SH Sole 34500 " "Hillenbrand Inds Inc Com 431573104 2041 44200 SH Sole 44200 " "Hilton Hotels Corp Com 432848109 141 10000 SH Other 03 10000" "Hilton Hotels Corp Com 432848109 225 16000 SH Sole 16000 " "Hitachi Limited ADR 10 Com 433578507 378 5200 SH Other 02 5200" "Hitachi Lmited Com 433578907 757 10400 SH Call Other 02 10400" "Hitachi Lmited Com 433578957 378 5200 SH Put Other 02 5200" "Hollinger Intl Inc Cl A 435569108 537 39600 SH Sole 39600 " "Hollis-Eden Pharmacauticals Com 435902101 236 13000 SH Other 02 13000" "Hollywood Entmt Corp Com 436141105 1950 104700 SH Sole 104700 " "Home Depot Inc Com 437076102 11205 180000 SH Sole 180000 " "Homebase Inc Com 43738E108 463 104400 SH Sole 104400 " "Homestake Mng Co Com 437614100 179 20800 SH Other 02 20800" "Homestake Mng Co Com 437614100 3171 367700 SH Sole 367700 " "Horace Mann Educators Corp New Com 440327104 652 28100 SH Sole 28100 " "Host Marriot Corp Com 441078102 213 31500 SH Sole 31500 " "Houghton Mifflin Co Com 441560109 2948 62900 SH Sole 62900 " "House Of Fabrics Inc New Com 441759107 1394 59300 SH Sole 59300 " "Houston Expl Co Com 442120101 302 17400 SH Sole 17400 " "Howmet International Com 443208103 424 29600 SH Sole 29600 " "HSB Group Inc Com 40428N109 980 26400 SH Sole 26400 " "Huaneng Pwr Intl Inc Sponsr ADR N 443304100 270 27200 SH Sole 27200 " "Hubco Inc Com 404382103 1005 29930 SH Sole 29930 " "Huffy Corp Com 444356109 144 12000 SH Sole 12000 " "Human Genome Science Inc Com 444903108 6008 173200 SH Sole 173200 " "Humana Inc Com 444859102 823 47700 SH Sole 47700 " "Hussmann Intl Inc Com 448110106 355 24200 SH Other 03 24200" "Hussmann Intl Inc Com 448110106 1043 71000 SH Sole 71000 " "Hutchinson Technology Inc Com 448407106 3102 124700 SH Sole 124700 " "IBP Inc Com 449223106 9059 486400 SH Sole 486400 " "Icu Med Inc Com 44930G107 304 18700 SH Sole 18700 " "Idacorp Inc Com 451107106 1233 41900 SH Sole 41900 " "IDEC Pharmaceuticals Corp Com 449370105 7444 144900 SH Sole 144900 " "Idexx Labs Corp Com 45168D104 871 36400 SH Sole 36400 " "Ikon Office Solutions Inc Com 451713101 885 69100 SH Sole 69100 " "Imax Corp Com 45245E109 413 21200 SH Sole 21200 " "Imc Global Inc Com 449669100 319 15600 SH Other 02 15600" "Immune Response Corp Del Com 45252T106 780 88500 SH Sole 88500 " "Immunex Corp New Com 452528102 400 4800 SH Sole 4800 " "IMS Health Inc Com 449934108 709 21400 SH Other 03 21400" "IMS Health Inc Com 449934108 1911 57700 SH Sole 57700 " "In Focus Sys Inc Com 452919103 1049 119900 SH Sole 119900 " "Inco Ltd Com 453258402 1331 100000 SH Sole 100000 " "Independence Cmnty Bk Corp Com 453414104 1329 103200 SH Sole 103200 " "Industrie Natuzzi Spa ADR 456478106 233 14100 SH Sole 14100 " "Infinity Broadcasting Cp New CL A 456625102 1442 56000 SH Sole 56000 " "Informix Corp Com 456779107 2893 392300 SH Sole 392300 " "Infoseek Corp Com 45678M107 6038 81600 SH Sole 81600 " "Ingram Micro Inc Cl A 457153104 3422 150000 SH Sole 150000 " "Inktomi Corp Com 457277101 489 5700 SH Sole 5700 " "Inktomi Corp Com 457277951 1338 15600 SH Put Other 02 15600" "Insight Enterprises Inc Com 45765U103 782 31600 SH Sole 31600 " "Insituform Technologies Inc Cl A 457667103 438 25000 SH Sole 25000 " "Inso Corp Com 457674109 174 23000 SH Sole 23000 " "Integrated Circuit Sys Inc Com 45811K109 1310 72500 SH Sole 72500 " "Intelligroup Inc Com 45816A106 752 116800 SH Sole 116800 " "Inter Tel Inc Com 458372109 808 51900 SH Sole 51900 " "International Business Machs Com 459200101 13028 73500 SH Sole 73500 " "International Comfort Prods Cp Ord 458978103 3069 389700 SH Sole 389700 " "International Flavors & Fragranc Com 459506101 943 25100 SH Sole 25100 " "International Game Technology Com 459902102 967 66100 SH Sole 66100 " "International Telecommun Data Com 46047F104 2917 235700 SH Sole 235700 " "Interstate Bakeries Corp Del Com 46072H108 2374 110100 SH Sole 110100 " "Intertan Inc Com 461120107 3036 311400 SH Sole 311400 " "Intervoice Inc Com 461142101 1881 171000 SH Sole 171000 " "Intimate Brands Inc CL A 461156101 1651 34300 SH Sole 34300 " "Intl Specialty Prods Inc Com 460334105 165 21800 SH Sole 21800 " "Intuit Com 461202103 1262 12400 SH Other 03 12400" "Intuit Com 461202103 1964 19300 SH Sole 19300 " "Iomega Corp Com 462030107 1005 196000 SH Sole 196000 " "Iona Technolgy Plc Sponsored ADR 46206P109 267 8800 SH Sole 8800 " "Isis Pharmaceuticals Inc Com 464330109 909 101000 SH Sole 101000 " "I-Stat Corp Com 450312103 249 26900 SH Sole 26900 " "IT Group Inc Com 465266104 596 46300 SH Sole 46300 " "Ivax Corp Com 465823102 2779 235300 SH Sole 235300 " "J L G Inds Inc Com 466210101 1882 138100 SH Sole 138100 " "Jackpot Enterprises Inc Com 466392107 115 14700 SH Sole 14700 " "Jacobs Engr Group Inc Del Com 469814107 1010 25600 SH Sole 25600" "Jacor Communications Inc CL A 469858401 14531 191200 SH Sole 191200" "Jefferson Pilot Corp Com 475070108 593 8750 SH Sole 8750" "Jilin Chem Indl Ltd Spns ADR H Shs 477418107 52 10600 SH Sole 10600" "Johns Manville Corp New Com 478129109 676 39200 SH Sole 39200" "Jostens Inc Com 481088102 1029 48400 SH Sole 48400" "Juno Ltg Inc Com 482047107 245 10900 SH Sole 10900" "K Mart Corp Com 482584109 4879 290200 SH Sole 290200" "Kaneb Services Inc Com 484170105 75 18500 SH Sole 18500" "Kansas City Southn Inds Inc Com 485170104 941 16500 SH Sole 16500" "Kauffman & Broad Home Corp Com 486168107 596 26400 SH Sole 26400" "Kaydon Corp Com 486587108 900 31100 SH Sole 31100" "Keane Inc Com 486665102 2140 100400 SH Sole 100400" "Keebler Foods Co Com 487256109 4873 133500 SH Sole 133500" "Kellogg Co Com 487836108 6265 185300 SH Sole 185300" "Kellstrom Inds Inc Com 488035106 575 36200 SH Sole 36200" "Kelly Svcs Inc CL A 488152208 255 9200 SH Sole 9200 " "Kent Electrs Corp Com 490553104 641 64500 SH Sole 64500 " "Kerr Mcgee Corp Com 492386107 341 10400 SH Other 02 10400" "Keyspan Energy Com 49337K106 1294 51504 SH Sole 51504 " "Kimberly Clark Corp Com 494368103 1539 32100 SH Sole 32100 " "King World Prodtns Inc Com 495667107 694 22700 SH Sole 22700 " "Kitty Hawk Inc Com 498326107 224 28200 SH Sole 28200 " "KLA-Tencorp Corp Com 482480100 8931 183900 SH Sole 183900 " "KN Energy Inc Com 482620101 5141 257850 SH Sole 257850 " "Knight Ridder Inc Com 499040103 5000 100000 SH Sole 100000 " "Knight Ridder Inc Com 499040953 1040 20800 SH Put Other 02 20800" "Knoll Inc Com 498904101 502 20400 SH Sole 20400 " "Komag Inc Com 500453105 651 148700 SH Sole 148700 " "Koninklijke Philips Elecs NV Spnrd ADR 500472105 1286 15600 SH Other 02 15600" "Kulicke & Soffa Inds Inc Com 501242101 573 22700 SH Sole 22700 " "Kushner-Locke Co Com 501337906 564 36400 SH Call Other 02 36400" "La Z Boy Inc Com 505336107 1528 81200 SH Sole 81200 " "Ladd Furniture Inc Com Par $0.30 505739201 2646 154500 SH Sole 154500 " "Lafarge Corp Com 505862102 2596 92700 SH Sole 92700 " "Lakes Gaming Inc Com 51206P109 267 32575 SH Sole 32575 " "Lam Resh Corp Com 512807108 229 7900 SH Sole 7900 " "Landamerica Finl Group Inc Com 514936103 3753 129400 SH Sole 129400 " "Landstar Sys Inc Com 515098101 643 19400 SH Sole 19400 " "LaSalle Re Hldgs Ltd Ord G5383Q101 591 40100 SH Sole 40100 " "Lason Inc Com 51808R107 287 5100 SH Sole 5100 " "Lauder Estee Cos Inc Cl A 518439104 463 4900 SH Sole 4900 " "Lawter Intl Inc Com 520786104 192 27400 SH Sole 27400 " "Lazare Kaplin Intl Inc Cl A 521078105 1081 157200 SH Sole 157200 " "Learning Co Inc Com 522008101 7192 248000 SH Sole 248000 " "Lee Enterprises Inc Com 523768109 496 17100 SH Sole 17100 " "Lehman Bros Hldgs Inc Com 524908100 1666 27880 SH Other 03 27880" "Lehman Bros Hldgs Inc Com 524908100 3830 64100 SH Sole 64100 " "Level 3 Communications Inc Com 52729M102 5796 79600 SH Sole 79600 " "Level One Communications Inc Com 527295109 4657 95775 SH Sole 95775 " "Lexmark Intl Group Inc Cl A 529771107 2819 25200 SH Sole 25200 " "Lg&e Energy Corp Com 501917108 390 18721 SH Sole 18721 " "Lhs Group Inc Com 501938104 818 27900 SH Sole 27900 " "Life Technologies Inc Com 532177201 216 5600 SH Sole 5600 " "Lilly Eli & Co Com 532457108 9430 111100 SH Sole 111100 " "Lilly Inds Inc CL A 532491107 167 10800 SH Sole 10800 " "Limited Inc Com 532716107 1367 34500 SH Other 03 34500" "Lincare Hldgs Inc Com 532791100 3721 132300 SH Sole 132300 " "Liposome Co Inc Com 536310105 1399 104100 SH Sole 104100 " "Litton Inds Inc Com 538021106 1498 25800 SH Sole 25800 " "Lockheed Martin Corp Com 539830109 2220 58800 SH Other 02 58800" "Loehmanns Inc New Com 540417102 159 133500 SH Other 03 133500" "Loewen Group Inc Com 54042L100 112 61900 SH Sole 61900 " "Loews Corp Com 540424108 13186 176700 SH Sole 176700 " "Lone Star Inds Inc Com New 542290408 369 11900 SH Sole 11900 " "Long Beach Finl Corp Com 542446109 309 32100 SH Sole 32100 " "Longs Drug Stores Coro Com 543162101 3080 101200 SH Sole 101200 " "Longview Fiber Co Com 543213102 150 13000 SH Sole 13000 " "Loral Space & Communications Com G56462107 2460 170400 SH Sole 170400 " "Louis Dreyfus Nat Gas Corp Com 546011107 2129 146808 SH Sole 146808 " "Louisiana Pac Corp Com 546347105 430 23100 SH Sole 23100 " "Lsi Logic Corp Com 502161902 649 20800 SH Call Other 02 20800" "Lubys Cafeterias Inc Com 549282101 366 21700 SH Sole 21700 " "Lucasvarity PLC Sponsored ADR 549395101 1300 28100 SH Sole 28100 " "Lucent Technologies Inc Com 549463957 281 5200 SH Put Other 02 5200" "Lycos Inc Com 550818108 2324 27000 SH Sole 27000 " "M & F Worldwide Corp Com 552541104 133 19000 SH Sole 19000 " "M G I Pharma Inc Com 552880106 291 34700 SH Sole 34700 " "M S Carriers Inc Com 553533100 687 26000 SH Sole 26000 " "Macdermid Inc Com 554273102 635 18700 SH Sole 18700 " "Madden Steven LTD Com 556269108 630 74700 SH Sole 74700" "Maf Bancorp Inc Com 55261R108 274 12300 SH Sole 12300" "Mallinckrodt Group Inc New Com 561232109 2979 111900 SH Sole 111900" "Manitowoc Inc Com 563571108 1214 29000 SH Sole 29000" "Mapics Inc Com 564910107 560 72800 SH Sole 72800" "Marine Drilling Cos Inc Com Par $0.01 568240204 627 57000 SH Sole 57000" "Mariner Post-Acute Network Inc Com 568459101 742 339100 SH Sole 339100" "Marsh & Mclennan Cos Inc Com 571748102 1225 16500 SH Sole 16500" "Mastec Inc Com 576323109 1103 48500 SH Sole 48500" "Mastech Corp Com 57632N105 2315 178100 SH Sole 178100" "Matav-Cable Sys Media Ltd Sponsored ADR 576561104 3633 135800 SH Sole 135800" "Maxim Group Inc Com 57772J104 534 62800 SH Sole 62800" "Maxtor Corp Com New 577729205 942 133400 SH Sole 133400" "Maxxam Inc Com 577913106 237 4700 SH Sole 4700" "Maxxim Med Inc Com 57777G105 323 17100 SH Sole 17100" "May Dept Stores Co Com 577778103 6986 178550 SH Sole 178550" "Maytag Corp Com 578592107 9400 155700 SH Sole 155700 " "MBIA Inc Com 55262C100 556 9580 SH Sole 9580 " "MBNA Corp Com 55262L100 4032 168900 SH Sole 168900 " "Mccormick & Co Inc Com Non Vtg 579780206 780 26900 SH Sole 26900 " "McDermott Intl Inc Com 580037109 5457 215600 SH Sole 215600 " "McDermott J Ray S A Com P64658100 1577 52800 SH Sole 52800 " "McGraw Hill Cos Inc Com 580645109 6409 117600 SH Sole 117600 " "MCI Worldcom Inc Com 55268B106 9724 109800 SH Sole 109800 " "Mcleodusa Inc Com 582266102 580 13800 SH Sole 13800 " "MDU Res Group Inc Com 552690109 608 26600 SH Sole 26600 " "Mead Corp Com 582834107 480 15600 SH Other 02 15600" "Mead Corp Com 582834907 200 6500 SH Call Other 02 6500" "Mead Corp Com 582834957 320 10400 SH Put Other 02 10400" "Medco Resh Inc Com 584059959 270 10400 SH Call Other 02 10400" "Medco Resh Inc Com 584059109 1646 63300 SH Sole 63300 " "Media Arts Group Inc Com 58439C102 804 89300 SH Sole 89300 " "Media Gen Inc CL A 584404107 1446 31100 SH Sole 31100 " "Mediaone Group Inc Com 58440J904 330 5200 SH Call Other 02 5200" "Mediaone Group Inc Com 58440J104 27316 430600 SH Sole 430600 " "Medical Manager Corp Com 58461C103 606 26200 SH Sole 26200 " "Medicis Pharmaceutical Corp Cl A New 584690309 3017 100550 SH Sole 100550 " "Medimmune Inc Com 584699102 1894 32000 SH Sole 32000 " "Medquist Inc Com 584949101 1335 44500 SH Sole 44500 " "Medtronic Inc Com 585055106 601 8361 SH Sole 8361 " "Medtronic Inc Com 585055906 374 5200 SH Call Other 02 5200" "Mellon Bk Corp Com 585509102 2815 40000 SH Sole 40000 " "Memberworks Inc Com 586002107 402 11100 SH Sole 11100 " "Mens Wearhouse Inc Com 587118100 1035 35850 SH Sole 35850 " "Mentor Corp Minn Com 587188103 355 24200 SH Sole 24200 " "Mentor Graphics Corp Com 587200106 770 57000 SH Sole 57000 " "Mercantile Bancorporation Inc Com 587342106 926 19500 SH Sole 19500 " "Mercantile Bankshares Corp Com 587405101 1069 28900 SH Sole 28900 " "Meredith Corp Com 589433101 252 8000 SH Other 03 8000" "Meredith Corp Com 589433101 3263 103800 SH Sole 103800 " "Meristar Hospitality Corp Com 58984Y103 1941 106700 SH Sole 106700 " "Meritor Automotive Inc Com 59000G100 3275 211300 SH Sole 211300 " "Merrill Lynch & Co Inc Com 590188908 920 10400 SH Call Other 02 10400" "Merrill Lynch & Co Inc Com 590188108 4655 52600 SH Sole 52600 " "Mesa Air Group Inc Com 590479101 1454 232700 SH Sole 232700 " "Meta Group Inc Com 591002100 500 32500 SH Sole 32500 " "Metamor Worldwide Inc Com 59133P100 1553 110950 SH Sole 110950 " "Metris Cos Inc Com 591598107 751 18591 SH Sole 18591 " "Mettler Toledo International Com 592688105 2213 89400 SH Sole 89400 " "Metzler Group Inc Com 592903108 3078 98100 SH Sole 98100 " "Meyer Fred Inc Del New Com 592907109 4109 69800 SH Sole 69800 " "Michael Food Inc New Com 594079105 1395 73200 SH Sole 73200 " "Micro Whse Inc Com 59501B105 2199 136400 SH Sole 136400 " "Microage Inc Com 594928103 89 16500 SH Sole 16500 " "Micron Technology Inc Com 595112103 328 6800 SH Other 02 6800" "Micron Technology Inc Com 595112953 328 6800 SH Put Other 02 6800" "Micron Technology Inc Com 595112103 1277 26500 SH Sole 26500 " "Microsoft Corp Com 594918104 2689 30000 SH Sole 30000 " "Microtouch Sys Inc Com 595145103 175 14700 SH Sole 14700 " "Midas Group Inc Com 595626102 1270 38066 SH Other 03 38066" "Midas Group Inc Com 595626102 1245 37300 SH Sole 37300 " "Midwest Express Hldgs Inc Com 597911106 1269 43200 SH Sole 43200 " "Milacron Inc Com 598709103 439 27900 SH Sole 27900 " "Millennium Pharmaceuticals Inc Com 599902103 978 31300 SH Sole 31300 " "Miller Expl Co Com 600533103 711 232300 SH Sole 232300 " "Millicom Intl Cellular SA Ord L6388F102 247 9500 SH Sole 9500 " "Millipore Corp Com 601073109 215 8900 SH Sole 8900 " "Mindspring Enterprises Inc Com 602683104 3356 39000 SH Sole 39000 " "Minerals Technologies Inc Com 603158106 1070 22300 SH Sole 22300 " "Minnesota Mng & Mfg Co Com 604059105 644 9100 SH Sole 9100 " "Minnesota Pwr Inc Com 604110106 743 37600 SH Sole 37600 " "Mirage Resorts Inc Com 60462E104 1020 48000 SH Other 03 48000" "Miravant Med Technologies Com 604690107 667 97000 SH Sole 97000 " "Mitel Corp Com 606711109 83 12200 SH Sole 12200 " "MNI Cos Inc Com 553087107 913 27200 SH Sole 27200 " "Mobil Corp Com 607059102 22246 252800 SH Sole 252800 " "Modis Professional Svcs Inc Com 607830106 2325 256600 SH Sole 256600 " "Mohawk Inds Inc Com 608190104 3429 114300 SH Sole 114300 " "Mondavi Robert Corp CL A 609200100 1241 34700 SH Sole 34700 " "Monsanto Co Com 611662907 478 10400 SH Call Other 02 10400" "Monsanto Co Com 611662107 253 5500 SH Sole 5500 " "Montana Power Co Com 612085100 824 11200 SH Sole 11200 " "Mony Group Inc Com 615337102 545 21900 SH Sole 21900 " "Moore Ltd Com 615785102 1692 171300 SH Sole 171300 " "Morgan J P & Co Inc Com 616880100 2566 20800 SH Other 02 20800" "Morgan J P & Co Inc Com 616880950 1283 10400 SH Put Other 02 10400" "Morgan Stanley Dean Witter & Co Com New 617446448 1129 11300 SH Sole 11300 " "Morton Intl Inc Ind New Com 619335102 2749 74800 SH Sole 74800 " "Motivepower Inds Inc Com 6190K101 593 23600 SH Sole 23600 " "Motorola Inc Com 620076109 879 12000 SH Other 03 12000" "Motorola Inc Com 620076109 1304 17800 SH Sole 17800 " "MSC Ind Direct Co CLA 553530106 1809 106400 SH Sole 106400 " "Mueller Inds Inc Com 624756102 336 15000 SH Sole 15000 " "Musicland Stores Corp Com 62758B109 2182 242400 SH Sole 242400 " "Mylex Corp Com 628546103 434 66700 SH Sole 66700 " "N L Inds Inc Com New 629156407 635 70600 SH Sole 70600 " "Nac Re Corp Com 628907107 1063 19800 SH Sole 19800 " "Nacco Inds Inc Cl A 629579103 533 7200 SH Sole 7200 " "National City Corp Com 635405103 6326 95300 SH Sole 95300 " "National Computer Sys Inc Com 635519101 1492 60900 SH Sole 60900 " "National Data Corp Com 635621105 760 18100 SH Sole 18100 " "National Fuel Gas Co N J Com 636180101 491 12500 SH Sole 12500 " "National Stl Corp Cl B 637844309 1547 187500 SH Sole 187500" "National Techteam Inc Com 638108100 312 54800 SH Sole 54800" "Nationwide Finl Svcs Inc Cl A 638612101 1201 28600 SH Sole 28600" "Nationwide Health Pptys Inc Com 638620104 230 12100 SH Sole 12100" "Natl Semiconductor Corp Com 637640103 587 63000 SH Sole 63000" "Natures Sunshine Products Inc Com 639027101 178 16200 SH Sole 16200" "Navistar Intl Corp New Com 63934E108 1531 38100 SH Sole 38100" "NCI Building Sys Inc Com 628852105 430 18300 SH Sole 18300" "Ncs Healthcare Inc CL A 628874109 676 56300 SH Sole 56300" "Nelson Thomas Inc Com 640376109 255 25500 SH Sole 25500" "Neomagic Corp Com 640497103 258 26000 SH Sole 26000" "Networks Assocs Inc Com 640938106 3533 115137 SH Sole 115137" "Neurogen Corp Com 64124E106 127 11900 SH Sole 11900" "Nevada Power Co Com 641423108 582 23500 SH Sole 23500" "New Century Energies Inc Com 64352U103 7432 218200 SH Sole 218200" "New England Business Svc Inc Com 643872104 301 10500 SH Sole 10500" "New England Elec Sys Com 644001109 5544 114300 SH Sole 114300 " "New Era Of Networks Inc Com 644312100 901 13300 SH Sole 13300 " "New Jersey Res Com 646025106 292 8200 SH Sole 8200 " "New York Times Co Cl A 650111107 3862 135500 SH Sole 135500 " "Newcourt Cr Group Inc Com 650905102 2281 84300 SH Sole 84300 " "Newmont Mining Corp Com 651639906 455 26000 SH Call Other 02 26000" "Newport News Shipbuilding Inc Com 652228107 1806 57000 SH Sole 57000 " "News Corp Ltd ADR New 652487809 627 22800 SH Other 02 22800" "Nextel Communications Inc Com 65332V903 190 5200 SH Call Other 02 5200" "Nextel Communications Inc Cl A 65332V103 1278 34900 SH Sole 34900 " "Niagara Mohawk Pwr Corp Com 653522102 3076 228900 SH Sole 228900 " "Nicor Inc Com 654086107 611 17000 SH Sole 17000 " "Nielsen Media Resh Inc Com New 653929307 6878 278600 SH Sole 278600 " "Nike Inc Com 654106953 600 10400 SH Put Other 02 10400" "Nike Inc CL B 654106103 4402 76300 SH Sole 76300 " "Nine West Group Inc Com 65440D102 3553 143900 SH Sole 143900 " "Nippon Teleg &Tele Corp Sponsored ADR 654624105 254 5200 SH Other 02 5200" "Noble Drilling Corp Com 655042109 3927 226000 SH Sole 226000 " "Nokia Corp Sponsored ADR 654902204 11853 76100 SH Sole 76100 " "Nordstrom Inc Com 655664100 425 10400 SH Other 02 10400" "Nordstrom Inc Com 655664100 650 15900 SH Sole 15900 " "Nordstrom Inc Com 655664950 425 10400 SH Put Other 02 10400" "Norfolk Southern Corp Com 655844108 232 8800 SH Sole 8800 " "Northern Telecom Ltd Com 665815106 1305 21000 SH Sole 21000 " "Northn Sts Pwr Co Minn Com 665772109 1445 62300 SH Sole 62300 " "Northrop Grumman Corp Com 666807102 748 12500 SH Sole 12500 " "Nova Corp New Alta Com 66978F105 1005 38300 SH Sole 38300 " "Novell Inc Com 670006105 8377 332600 SH Sole 332600 " "Novellus Sys Inc Com 670008101 2971 53900 SH Sole 53900 " "Ntl Inc Com 629407107 10411 127935 SH Sole 127935 " "Nuevo Energy Co Com 670509108 178 13200 SH Sole 13200 " "Occidental Pete Corp Del Com 674599105 3191 177300 SH Sole 177300 " "Oceaneering Intl Inc Com 675232102 620 41000 SH Sole 41000 " "Octel Corp Com 675727101 326 26600 SH Sole 26600 " "Ocular Sciences Inc Com 675744106 465 16200 SH Sole 16200 " "Ocwen Finl Corp Com 675746101 390 44200 SH Sole 44200 " "Oec-Medical Sys Inc Com 670828102 1157 50300 SH Sole 50300 " "Officemax Inc Com 67622M108 784 90900 SH Sole 90900 " "Ogden Corp Com 676346109 289 12000 SH Other 02 12000" "Ogden Corp Com 676346109 3068 127500 SH Sole 127500 " "Ogden Corp Com 676346909 188 7800 SH Call Other 02 7800" "Ogden Corp Com 676346959 200 8300 SH Put Other 02 8300" "Oge Energy Corp Com 670837103 2462 109100 SH Sole 109100 " "Olin Corp Com Par $1 680665205 977 97100 SH Sole 97100 " "Olsten Corp Com 681385100 415 67000 SH Other 03 67000" "Omega Protein Corp Com 68210P107 246 38600 SH Sole 38600 " "Omnicare Inc Com 681904108 3292 172700 SH Sole 172700 " "Omnicom Group Inc Com 681919106 624 7800 SH Other 02 7800" "Omnicom Group Inc Com 681919906 831 10400 SH Call Other 02 10400" "On Assignment Inc Com 682159108 428 16700 SH Sole 16700 " "Oneok Inc New Com 682680103 1883 76100 SH Sole 76100 " "Onsale Inc Com 682838957 349 10400 SH Put Other 02 10400" "Open Jt Stk Co-Vimpel Communic Sponsored ADR 68370R109 332 21400 SH Sole 21400" "Opti Inc Com 683960108 5203 914900 SH Sole 914900 " "Optical Coating Lab Inc Com 683829105 595 12400 SH Sole 12400 " "Oracle Corp Com 68389X105 4707 178475 SH Sole 178475 " "Orange & Rockland Utils Inc Com 684065105 569 9900 SH Sole 9900 " "Orbotech Ltd Ord M75253100 820 16700 SH Sole 16700 " "OReilly Automotive Inc Com 686091109 658 14700 SH Sole 14700 " "Orthodontic Ctrs Amer Inc Com 68750P103 482 30600 SH Sole 30600 " "Oshap Technologies Inc Ord 671039105 5527 423100 SH Sole 423100 " "Oshkosh B Gosh Inc CL A 688222207 1433 81000 SH Sole 81000 " "Osteotech Inc Com 688582105 1148 33400 SH Sole 33400 " "Outback Steakhouse Inc Com 689899102 7285 222450 SH Sole 222450 " "Owens & Minor Inc New Com 690732102 773 76300 SH Sole 76300 " "Owens Corning Com 69073F103 1406 44200 SH Sole 44200 " "Owens Ill Inc Com New 690768403 3938 157500 SH Sole 157500 " "Oxford Health Plans Inc Com 691471106 1619 103600 SH Sole 103600 " "Oxford Inds New Com 691497309 427 17500 SH Sole 17500 " "Paccar Inc Com 693718108 3987 96800 SH Sole 96800 " "Pacific Centy Finl Corp Com 694058108 582 27900 SH Sole 27900 " "Pacific Sunwear Calif Inc Com 694873100 233 6700 SH Sole 6700 " "Pacificare Health Sys Del CL A 695112102 572 9500 SH Sole 9500 " "Pacificare Health Sys Del CL B 695112201 2157 31600 SH Sole 31600 " "Pacificorp Com 695114108 2174 126000 SH Sole 126000 " "Paine Webber Group Inc Com 695629105 4239 106300 SH Sole 106300 " "Papa John's Intl Inc Com 698813102 1099 24900 SH Sole 24900 " "Parexel Intl Corp Com 699462107 476 23000 SH Sole 23000 " "Park Electrochemical Corp Com 700416209 1330 56600 SH Sole 56600 " "Park Pl Entmt Corp Com 700690100 983 130000 SH Other 02 130000" "Park Pl Entmt Corp Com 700690100 76 10000 SH Other 03 10000" "Park Pl Entmt Corp Com 700690100 8707 1151300 SH Sole 1151300 " "Partnerre Ltd Com G6852T105 822 20300 SH Sole 20300 " "Paul Harris Stores Inc Com New 703555201 700 94900 SH Sole 94900 " "Paxson Communications Corp Com 704231109 938 109600 SH Sole 109600 " "Payless Shoesource Inc Com 704379106 530 11400 SH Sole 11400 " "Paymentech Inc Com 704384106 884 37400 SH Sole 37400 " "Pc Connection Com 69318J100 1112 64000 SH Sole 64000 " "Peco Energy Co Com 693304107 3709 80200 SH Sole 80200 " "Pediatrix Med Group Com 705324901 1072 38100 SH Sole 38100 " "Pegasus Communications Corp CL A 705904100 8968 320300 SH Sole 320300 " "Pennzoil Co Com 709903108 409 33073 SH Sole 33073 " "Pentair Inc Com 709631105 476 14100 SH Sole 14100 " "Penwest Pharmaceuticals Co Com 709754105 107 10400 SH Other 02 10400" "Peoples Bancorp Inc Del Com 709909105 109 11000 SH Sole 11000 " "Peoples Bk Bridgeport Conn Com 710198102 533 17900 SH Sole 17900 " "Peoples Heritage Finl Group Com 711147108 1063 59074 SH Sole 59074 " "Peoplesoft Inc Com 712713106 1028 70300 SH Sole 70300 " "Pepsico Inc Com 713448108 408 10400 SH Other 02 10400" "Pepsico Inc Com 713448908 204 5200 SH Call Other 02 5200" "Pepsico Inc Com 713448958 204 5200 SH Put Other 02 5200" "Periphonics Corp Com 714005105 456 72300 SH Sole 72300 " "Personnel Group Amer Inc Com 715338109 433 60300 SH Sole 60300 " "Perusahaan Pers Indo Satellite Spnsrd ADR 715684106 234 18100 SH Sole 18100 " "Petroleum Geo-Svcs A/S Sponsored ADR 716597109 2178 142800 SH Sole 142800 " "PG&E Corp Com 69331C108 3013 97000 SH Sole 97000 " "Pharmaceutical Marketing Svcs Com 717123103 1055 71400 SH Sole 71400 " "Pharmerica Inc Com 717135107 228 45505 SH Sole 45505 " "Philip Morris Cos Inc Com 718154107 3941 112000 SH Sole 112000 " "Physician Reliance Network Inc Com 71940G108 1089 128100 SH Sole 128100 " "Piedmont Nat Gas Inc Com 720186105 291 8300 SH Sole 8300 " "Pier 1 Imports Inc Com 720279108 777 95600 SH Other 03 95600" "Pier 1 Imports Inc Com 720279108 692 85200 SH Sole 85200 " "Pillowtex Corp Com 721501104 646 45500 SH Sole 45500 " "Pimco Advisors Hld L P UT Ltd Partn Int 69338P102 4081 129800 SH Sole 129800 " "Pinnacle Sys Inc Com 723481107 419 9200 SH Sole 9200 " "Pioneer Hi Bred Intl Inc Com 723686101 3258 86600 SH Sole 86600 " "Pioneer Nat Res Co Com 723787107 2422 312501 SH Sole 312501 " "Pitney Bowes Inc Com 724479100 899 14100 SH Sole 14100 " "Pittston Co Com Brinks Grp 725701106 973 41400 SH Sole 41400 " "Pittway Corp Del Com 725790109 220 8300 SH Sole 8300 " "Playboy Enterpirses Inc Cl B 728117300 1514 67300 SH Other 03 67300" "Playtex Prods Inc Com 72813P100 310 20500 SH Sole 20500 " "Plexus Corp Com 729132100 374 13400 SH Sole 13400 " "Pohang Iron & Stl Ltd Sponsored ADR 730450103 397 22223 SH Sole 22223 " "Polaris Inds Inc Com 731068102 2146 67600 SH Sole 67600 " "Policy Mgmt Sys Corp Com 731108106 2811 91800 SH Sole 91800 " "Polo Ralph Lauren Corp Cl A 731572103 747 37600 SH Sole 37600 " "Polycom Inc Com 73172K104 2436 129900 SH Sole 129900 " "Polymer Group Inc Com 731745105 169 18300 SH Sole 18300 " "Pomeroy Computer Res Com 731822102 174 13400 SH Sole 13400 " "Portugal Telecom S A Sponsored ADR 737273102 1577 36000 SH Sole 36000 " "Potash Corp Sask Inc Com 73755L107 696 13000 SH Other 02 13000" "Potash Corp Sask Inc Com 73755L907 278 5200 SH Call Other 02 5200" "Potash Corp Sask Inc Com 73755L957 556 10400 SH Put Other 02 10400" "Potash Corp Sask Inc Com 73755L107 2632 49200 SH Sole 49200 " "Potlatch Corp Com 737628107 512 15100 SH Sole 15100 " "Ppg Inds Inc Com 693506107 5028 98100 SH Sole 98100 " "Praxair Inc Com 74005P104 1316 36500 SH Sole 36500 " "Pre Paid Legal Svcs Inc Com 740065107 2318 94600 SH Sole 94600 " "Premark Intl Inc Com 740459102 1466 44500 SH Sole 44500 " "Premisys Communications Inc Com 740584107 1847 214200 SH Sole 214200 " "Price T.Rowe & Associates Com 741477103 292 8500 SH Sole 8500 " "Prime Med Svcs Inc New Com 74156D108 148 20000 SH Sole 20000 " "Primex Technologies Inc Com 741597108 237 11400 SH Sole 11400 " "Primus Telecommunications Grp Com 741929103 916 90500 SH Sole 90500 " "Priority Healthcare Corp CL B 74264T102 487 10755 SH Sole 10755 " "Prison Rlty Corp Com 74246N105 1569 89950 SH Sole 89950 " "Probusiness Services Inc Com 742674104 202 4800 SH Sole 4800 " "Procter & Gamble Co Com 742718909 253 2600 SH Call Other 02 2600" "Profit Recovery Group Intl Inc Com 743168106 956 24200 SH Sole 24200 " "Progress Software Corp Com 743312100 1655 48500 SH Sole 48500 " "Project Software & Dev Inc Com 74339P101 789 32200 SH Sole 32200 " "Protective Life Corp Com 743674103 3730 98486 SH Sole 98486 " "Protein Design Labs Inc Com 74369L103 2225 147700 SH Sole 147700 " "Protocol Sys Inc Com 74371R106 1468 244600 SH Sole 244600 " "Provident Bankshares Corp Com 743859100 439 16820 SH Sole 16820 " "Provident Cos Inc Com 743862104 747 21600 SH Sole 21600 " "Providian Finl Corp Com 74406A102 3619 32900 SH Sole 32900 " "Psinet Inc Com 74437C101 787 18500 SH Sole 18500 " "Pss World Med Inc Com 69366A100 353 40050 SH Sole 40050" "PT Telekomunikasi Indonesia Spnsrd ADR 715684106 1468 230200 SH Sole 230200" "Puget Sound Energy Inc Com 745332106 989 42900 SH Sole 42900" "Pulitzer Pubg Co Com 745771105 5657 139900 SH Sole 139900" "Pulte Corp Com 745867101 2069 99400 SH Sole 99400" "Qlogic Corp Com 747277101 2047 30500 SH Sole 30500" "Quadramed Corp Com 74730W101 185 24200 SH Sole 24200" "Quaker Oats Co Com 747402105 8815 141600 SH Sole 141600" "Queens Cnty Bancorp Inc Com 748424104 305 11300 SH Sole 11300" "Quest Diagnostics Inc Com 74834L100 866 38900 SH Sole 38900" "Questar Corp Com 748356102 291 17200 SH Sole 17200" "Quickturn Design Sys Inc Com 74838E102 606 42900 SH Sole 42900" "Quilmes Indl Quinsa Societe Com 74838Y108 1133 120100 SH Sole 120100" "Qwest Communications Intl Inc Com 749121109 3354 46519 SH Sole 46519" "R H Donnelley Corp Com 74955W109 9371 607000 SH Sole 607000" "R&B Falcon Corp Com 74912E101 3779 438090 SH Sole 438090" "Rainforest Cafe Inc Com 75086K104 364 72400 SH Sole 72400 " "Ralcorp Hldgs Inc New Com 751028101 849 44700 SH Sole 44700 " "Rambus Inc Del Com 750917106 2086 32400 SH Sole 32400 " "Rational Software Corp Com New 75409P202 1685 62850 SH Sole 62850 " "Rayonier Inc Com 754907103 1582 39500 SH Sole 39500 " "Rayovac Corp Com 755081106 444 16100 SH Sole 16100 " "Raytheon Co CL B 755111408 305 5200 SH Other 02 5200" "Raytheon Co Com 755111909 610 10400 SH Call Other 02 10400" "Raytheon Co Com 755111959 610 10400 SH Put Other 02 10400" "Raytheon Co CL A 755111309 254 4400 SH Sole 4400 " "RCM Technologies Inc Com 749360400 810 73600 SH Sole 73600 " "Readers Digest Assn Inc Cl A Non Vtg 755267101 1235 39300 SH Other 02 39300" "Readers Digest Assn Inc Cl A Non Vtg 755267101 723 23000 SH Other 03 23000" "Readers Digest Assn Inc Cl A Non Vtg 755267101 1676 53300 SH Sole 53300 " "Reader's Digest Assn Inc Com 755267950 654 20800 SH Put Other 02 20800" "Read-Rite Corp Com 755246105 663 100500 SH Sole 100500 " "Regal Beloit Corp Com 758750103 415 23000 SH Sole 23000 " "Regions Finl Corp Com 758940100 2850 82300 SH Sole 82300 " "Regis Corp Minn Com 758932107 664 24950 SH Sole 24950 " "Reinsurance Group Amer Inc Com Non Vtg 759351208 368 10850 SH Sole 10850 " "Reliance Group Holdings Inc Com 759464100 838 109000 SH Sole 109000 " "Reliant Energy Inc Com 75952J108 3062 117500 SH Sole 117500 " "Reliastar Finl Corp Com 75952U103 887 20800 SH Other 02 20800" "Reliastar Finl Corp Com 75952U953 665 15600 SH Put Other 02 15600" "Reliastar Finl Corp Com 75952U103 2174 51000 SH Sole 51000 " "Remedy Corp Com 759548100 1548 110600 SH Sole 110600 " "Renaissance Re Hldgs Ltd Com G7496G103 203 5800 SH Sole 5800 " "Renal Care Group Inc Com 759930100 3901 198800 SH Sole 198800 " "Rental Service Corp Com 76009V102 1271 72600 SH Sole 72600 " "Repsol S A Sponsored ADR 76026T205 1425 27800 SH Sole 27800 " "Republic Security Finl Corp Com 760725102 167 18000 SH Sole 18000 " "Resmed Inc Com 761152107 2551 90300 SH Sole 90300 " "Resource America Inc CL A 761195205 792 91800 SH Sole 91800 " "Revlon Inc Com 761525500 910 44100 SH Sole 44100 " "Reynolds & Reynolds Co Com 761695105 3108 163600 SH Sole 163600 " "Reynolds Metals Co Com 761763901 943 20800 SH Call Other 02 20800" "Rhone-Poulenc S A Spnsrd ADR A 762426609 3309 75200 SH Sole 75200 " "Rigel Energy Corp Com 76655L101 3821 672266 SH Sole 672266 " "Riggs Natl Corp Wash Dc Com 766570105 1664 98600 SH Sole 98600 " "Rite Aid Corp Com 767754104 130 5200 SH Other 02 5200" "Rite Aid Corp Com 767754954 130 5200 SH Put Other 02 5200" "Rjr Nabisco Holdings Corp Com 74960K876 260 10400 SH Other 02 10400" "Rjr Nabisco Holdings Corp Com 74960K956 260 10400 SH Put Other 02 10400" "Rjr Nabisco Holdings Corp Com 74960K876 5698 227900 SH Sole 227900 " "Robert Half Intl Inc Com 770323103 2300 70100 SH Sole 70100 " "Roberts Pharmaceutical Corp Com 770491108 280 13500 SH Sole 13500 " "Rochester Gas & Elec Corp Com 771367109 543 21200 SH Sole 21200 " "Rockwell Intl Corp New Com 773903109 2882 67900 SH Sole 67900 " "Rollins Truck Leasing Group Com 775741101 462 49000 SH Sole 49000 " "Romac Intl Inc Com 775835101 2006 236000 SH Sole 236000 " "Roslyn Bancorp Inc Com 778162107 1365 80890 SH Sole 80890 " "Ross Stores Inc Com 778296103 1845 42100 SH Sole 42100 " "Rostelecom Open Jt Stk Lng Dst Spnsrd ADR 778529107 116 25000 SH Sole 25000 " "Royal Bk Of Cda Montreal Que Com 780087102 840 17800 SH Sole 17800 " "Ruddick Corp Com 781258108 312 16000 SH Sole 16000 " "Ryans Family Steak House Inc Com 783519101 1516 125700 SH Sole 125700 " "Ryland Group Inc Com 783764103 1835 72500 SH Sole 72500 " "S3 Inc Com 784849101 421 56100 SH Sole 56100 " "Sabre Group Hldgs Inc Cl A 785905100 858 18900 SH Sole 18900 " "Safety-Kleen Corp New Com 78648R203 902 68100 SH Sole 68100 " "Safeway Inc Com 786514208 534 10400 SH Other 02 10400" "Safeway Inc Com 786514958 534 10400 SH Put Other 02 10400" "Safeway Inc Com 786514208 8061 157100 SH Sole 157100 " "Saks Hldgs Inc Com 79377R109 1160 44600 SH Sole 44600 " "Sandisk Corp Com 80004C101 1569 59200 SH Sole 59200 " "Saville Sys PLC Sponsored ADR 805174109 638 52100 SH Sole 52100 " "Sawtek Inc Com 805468105 881 26100 SH Sole 26100 " "Sbarro Inc Com 805844107 1275 47900 SH Sole 47900 " "Scana Corp Com 805898103 3132 144400 SH Sole 144400 " "Schlumberger Ltd Com 806857108 7156 118900 SH Sole 118900 " "Schulman A Inc Com 808194104 920 67500 SH Sole 67500 " "Schwab Charles Corp New Com 808513105 10434 108550 SH Sole 108550 " "Scientific Atlanta Inc Com 808655104 2308 84700 SH Sole 84700 " "Scios Inc Com 808905103 135 14900 SH Sole 14900 " "Scotts Co Cl A 810186106 647 17300 SH Sole 17300 " "Scripps E W Co Ohio CL A 811054204 10279 232300 SH Sole 232300 " "Sea Containers Ltd CL B 811371103 120 4200 SH Sole 4200 " "Sea Containers Ltd CL A 811371707 485 16800 SH Sole 16800 " "Seagate Technology Com 811804103 1017 34400 SH Sole 34400 " "Seagrams Ltd Com 811850106 1975 39500 SH Other 03 39500" "Seagrams Ltd Com 811850106 1575 31500 SH Sole 31500 " "Secure Computing Corp Com 813705100 1280 121900 SH Sole 121900 " "Segue Software Inc Com 815807102 354 36800 SH Sole 36800 " "Sei Investments Co Com 784117103 574 6200 SH Sole 6200 " "Seitel Inc Com New 816074306 1678 120400 SH Sole 120400 " "Semtech Corp Com 816850101 1645 51600 SH Sole 51600 " "Sensormatic Electrs Corp Com 817265101 2862 301300 SH Sole 301300 " "Serologicals Corp Com 817523107 1088 80200 SH Sole 80200 " "Service Corp Intl Com 817565104 399 28000 SH Other 03 28000" "Sfx Entmt Inc CL A 784178105 17284 267700 SH Sole 267700 " "Shaw Communcations Inc CL B Conv 82028K200 4403 136800 SH Sole 136800 " "Shaw Inds Inc Com 820286102 3763 203400 SH Sole 203400 " "Sherwin-Willaims Co Com 824348106 4857 172700 SH Sole 172700 " "Shopko Stores Inc Com 824911101 1040 34800 SH Sole 34800 " "Siebel Sys Inc Com 826170102 2022 42570 SH Sole 42570 " "Sierra Pac Res Com 826425100 1309 37200 SH Sole 37200 " "Silicon Graphics Inc Com 827056102 2604 157200 SH Sole 157200 " "Simula Inc Sr SB Nt Cv 8% 04 829206AB7 820 1000000 PRN Sole 1000000 " "Sk Telecom Ltd Sponsored ADR 78440P108 453 37204 SH Sole 37204 " "Skytel Communications Inc Com 83087Q104 1791 107700 SH Sole 107700 " "Skywest Inc Com 830879102 1964 68000 SH Sole 68000 " "Sli Inc Com 78442T108 1117 53200 SH Sole 53200 " "Smith A O Com 831865209 564 29700 SH Sole 29700 " "Smithfields Food Inc Com 832248108 3585 158000 SH Sole 158000 " "Smithkline Beecham Plc ADR Rep Ord 832378301 1487 20800 SH Other 02 20800" "Smithkline Beecham Plc ADR Rep Ord 832378901 744 10400 SH Call Other 02 10400" "Smithkline Beecham Plc ADR Rep Ord 832378951 744 10400 SH Put Other 02 10400" "Smurfit-Stone Container Corp Com 832727101 2271 117571 SH Sole 117571 " "Sodak Gaming Inc Com 833777105 247 27800 SH Sole 27800 " "Sodexho Marriott Svcs Inc Com 833793102 1630 73900 SH Sole 73900 " "Software Ag Sys Inc Com 834025108 1228 145500 SH Sole 145500 " "Solutia Inc Com 834376105 3218 185200 SH Sole 185200 " "Sonat Inc Com 835415100 3489 116300 SH Sole 116300 " "Sonic Corp Com 835451105 5608 208200 SH Sole 208200 " "Sonoco Prods Co Com 835495102 1724 74960 SH Sole 74960 " "Sony Corp Com 835451905 5223 57200 SH Call Other 02 57200" "Sony Corp Com 835451955 950 10400 SH Put Other 02 10400" "Sony Corp Com 835699307 950 10400 SH Other 02 10400" "Southern Co Com 842587107 1308 56100 SH Sole 56100 " "Southtrust Corp Com 844730101 3170 84950 SH Sole 84950 " "Southwest Airls Co Com 844741108 4021 132925 SH Sole 132925 " "Southwest Gas Corp Com 844895102 2717 98800 SH Sole 98800 " "Spiegel Inc Cl A 848457107 814 132900 SH Other 03 132900" "Spiegel Inc Cl A 848457107 921 150300 SH Sole 150300 " "Splash Technolgy Hldgs Inc Com 848623104 93 15400 SH Sole 15400 " "Sports Auth Inc Com 849176902 83 10400 SH Call Other 02 10400" "Sportsline Usa Inc Com 848934105 1031 22600 SH Sole 22600 " "Spring Inds Inc Cl A 851783100 263 9700 SH Sole 9700 " "Sps Technologies Inc Com 784626103 1362 34700 SH Sole 34700" "Spss Inc Com 78462K102 197 12000 SH Sole 12000" "Spx Corp Com 784635104 3369 66798 SH Sole 66798" "St John Knits Inc Com 790289102 1522 57700 SH Sole 57700" "St Jude Med Inc Com 790849103 1258 51600 SH Sole 51600" "Staff Leasing Inc Com 852381102 169 11800 SH Sole 11800" "Staffmark Inc Com 852389105 1610 204400 SH Sole 204400" "Standard Microsystems Corp Com 853626109 90 11400 SH Sole 11400" "Standard Mtr Prods Inc Com 853666105 312 15100 SH Sole 15100" "Standard Pac Corp New Com 85375C101 1345 104500 SH Sole 104500" "Staples Inc Com 855030102 331 10075 SH Sole 10075" "Star Telecommunications Inc Com 854923109 1188 123450 SH Sole 123450" "Staten Is Bancorp Inc Com 857550107 1064 61900 SH Sole 61900" "Station Casinos Inc Com 857689103 1040 81600 SH Sole 81600" "Stb Sys Inc Com 787471100 185 23700 SH Sole 23700" "Stein Mart Inc Com 858375108 267 26700 SH Sole 26700" "Steris Corp Com 859152100 450 16900 SH Sole 16900 " "Sterling Software Inc Com 859547101 3135 132000 SH Sole 132000 " "Stet Hellas Communication S A ADR 859823106 265 8888 SH Sole 8888 " "Stewart Enterprises Inc CL A 860370105 2262 140800 SH Sole 140800 " "Stewart Information Svcs Corp Com 860372101 2631 78400 SH Sole 78400 " "Storage Technology Corp Com Par $0.10 862111200 2863 102700 SH Sole 102700 " "Stride Rite Corp Com 863314100 233 19000 SH Other 03 19000" "Structural Dynamics Resh Corp Com 863555108 1226 64300 SH Sole 64300 " "Suiza Foods Corp Com 865077101 175 5200 SH Other 02 5200" "Suiza Foods Corp Com 865077951 175 5200 SH Put Other 02 5200" "Suiza Foods Corp Com 865077101 131 3900 SH Sole 3900 " "Summit Design Inc Com 86605U101 350 101900 SH Sole 101900 " "Sun Intl Hotels Ltd Ord P8797T133 325 9900 SH Sole 9900 " "Sun Microsystem Inc Com 866810104 1251 10000 SH Sole 10000 " "Sundstrand Corp Com 867323107 3725 53600 SH Sole 53600 " "Sunglass Hut Intl Inc Com 86736F106 1232 117300 SH Sole 117300 " "Sunoco Inc Com 86764P109 2654 73600 SH Sole 73600" "Sunquest Information Sys Inc Com 867654105 304 25900 SH Sole 25900" "Sunrise Assisted Living Inc Com 86768K106 456 10000 SH Sole 10000" "Sunterra Corp Com 86787D109 755 77400 SH Sole 77400" "Suntrust Bks Inc Com 867914103 2397 38500 SH Sole 38500" "Superior Inds Intl Inc Com 868168105 321 13800 SH Sole 13800" "Superior Telecom Inc Com 868365107 2111 111825 SH Sole 111825" "Supervalu Inc Com 868536103 3531 171200 SH Sole 171200" "Swift Transn Co Com 870756103 810 31700 SH Sole 31700" "Swisscom Ag Sponsored ADR 871013108 475 12200 SH Sole 12200" "Sybase Inc Com 871130100 2561 322700 SH Sole 322700" "Sykes Enterprises Inc Com 871237103 860 26600 SH Sole 26600" "Sylvan Learning Sys Inc Com 871399101 1310 47850 SH Sole 47850" "Symantec Corp Com 871503108 2258 133300 SH Sole 133300" "Symbol Technologies Inc Com 871508107 5630 125100 SH Sole 125100" "Symmetricom Inc Com 871543104 354 56000 SH Sole 56000" "Syntel Inc Com 87162H103 1205 148300 SH Sole 148300" "Sysco Corp Com 871829107 2205 83800 SH Sole 83800" "T & HQ Inc Com New 872443403 2850 139900 SH Sole 139900" "Talbots Inc Com 874161102 980 40200 SH Sole 40200" "Tandy Corp Com 875382103 6139 96200 SH Sole 96200" "Tarrent Apparel Group Com 876289109 500 11900 SH Sole 11900" "Tava Technologies Inc Com 872169107 124 24800 SH Sole 24800" "Tca Cable Tv Inc Com 872241104 418 9600 SH Sole 9600" "Techne Corp Com 878377100 1103 38200 SH Sole 38200" "Teco energy Inc Com 872375100 1055 53100 SH Sole 53100" "Tecumseh Prods Co Cl A 878895200 535 10500 SH Sole 10500" "Tekelec Com 879101103 88 12000 SH Sole 12000" "Tele Celular Part S A Spons ADR Pfd 879238103 350 18300 SH Sole 18300" "Tele Centro Sul Part SA Spons ADR Pfd 879239101 1252 27100 SH Sole 27100" "Tele Danmark A/S Spon ADR Cl B 879242105 2778 56700 SH Sole 56700" "Tele Norte Leste Part S A Sponsored ADR Pfd 879238013 384 25000 SH Sole 25000" "Telecom Italia Spa Spons ADR Ord 87927W106 2714 26000 SH Other 02 26000" "Telecom Italia Spa Spons ADR Ord 87927W106 511 4900 SH Sole 4900 " "Telecomunic Brasileiras s Spnsrd ADR 879287308 9624 117900 SH Sole 117900 " "Telefonia De Argentina S A Spnsr ADR Cl B 879378206 269 8888 SH Sole 8888 " "Telefonica De Espana S A Sponsored ADR 879382208 1635 12799 SH Sole 12799 " "Telefonica De Peru S A Spnsr ADR CL B 879384105 318 25000 SH Sole 25000 " "Telefonos de Mexico S A Sp ADR Rep Ord 879403780 7293 110500 SH Sole 110500 " "Teleglobe Inc Com 87941V100 1144 37755 SH Sole 37755 " "Telerech Holdings Inc Com 879939106 389 59300 SH Sole 59300 " "Telesp Celular Sul Part SA Spons ADR Pfd 87238103 503 24000 SH Sole 24000 " "Telesp Participacoes SA Spons ADR Pfd 87952K100 3568 172988 SH Sole 172988 " "Telespectrum Worldwide Inc Com 87951U109 115 13400 SH Sole 13400 " "Teltrend Inc Com 87969R106 219 13900 SH Sole 13900 " "Temple Inland Inc Com 879868107 816 13000 SH Other 02 13000" "Temple Inland Inc Com 979868907 816 13000 SH Call Other 02 13000" "Temple Inland Inc Com 979868957 326 5200 SH Put Other 02 5200" "Tenneco Inc New Com 88037E101 2403 86000 SH Sole 86000 " "Teradyne Inc Com 880770102 4496 82400 SH Sole 82400 " "Terex Corp New Com 880779103 3329 138000 SH Sole 138000 " "Tetra Tech Inc New Com 88162G103 261 12400 SH Sole 12400 " "Texaco Inc Com 881694103 295 5200 SH Other 02 5200" "Texaco Inc Com 881694953 295 5200 SH Put Other 02 5200" "Texaco Inc Com 881694103 897 15800 SH Sole 15800 " "Texas Instrs Inc Com 882508904 1548 15600 SH Call Other 02 15600" "Textron Inc Com 883203101 1145 14800 SH Sole 14800 " "Theragenics Corp Com 883375107 335 47900 SH Sole 47900 " "Ticketmaster Online-Citysearch CL B 88633P203 309 9200 SH Sole 9200 " "Tidewater Inc Com 886423102 916 35400 SH Sole 35400 " "Tig Hldgs Inc Com 872469101 2140 131200 SH Sole 131200 " "Timberland Co Cl A 887100105 1047 16600 SH Sole 16600 " "Time Warner Inc Com 887315109 3611 51000 SH Other 03 51000" "Times Mirror Co New Com 887364957 563 10400 SH Put Other 02 10400" "Times Mirror Co New Com 887364107 3442 63600 SH Sole 63600 " "Tokheim Corp Com 889073102 236 30000 SH Sole 30000 " "Toll Brothers Inc Com 889478103 624 34400 SH Sole 34400 " "Torchmark Corp Com 891027104 329 10400 SH Other 02 10400" "Torchmark Corp Com 891027954 164 5200 SH Put Other 02 5200" "Tosco Corp Com New 891490302 251 10100 SH Sole 10100 " "Total Sys Svcs Inc Com 891906109 1214 64750 SH Sole 64750 " "Tower Automotive Inc Com 891707101 2343 125800 SH Sole 125800 " "Toys R Us Inc Com 892335100 17684 940000 SH Sole 940000 " "Trans World Entmt Corp Com 89336Q100 2124 193050 SH Sole 193050 " "Transamerica Corp Com 893485102 12851 181000 SH Sole 181000 " "Transatlantic Hlds Inc Com 893521104 308 4100 SH Sole 4100 " "Transocean Offshore Inc Com 893817106 121 4200 SH Other 02 4200" "Transocean Offshore Inc Com 893817906 150 5200 SH Call Other 02 5200" "Transocean Offshore Inc Com 893817956 150 5200 SH Put Other 02 5200" "Transocean Offshore Inc Com 893817106 8183 284000 SH Sole 284000 " "Transportac Maritima Mexica ADR Ser L Sh 893868208 265 44600 SH Sole 44600 " "Transportacion Maritima Mexica Spons ADR A Sh 893868307 3 500 SH Sole 500 " "Transportadora De Gas Sur Spons ADR B 893870204 220 23500 SH Sole 23500 " "Travel Services Intl Inc Com 894169101 265 25200 SH Sole 25200 " "Tredegar Inds Inc Com 894650100 730 23600 SH Sole 23600 " "Triarc Cos Inc CL A 895927101 1430 82000 SH Sole 82000 " "Tribune Co New Com 896047107 707 10800 SH Sole 10800 " "Tricon Global Restaurants Com 895953107 7699 109600 SH Sole 109600 " "Tristar Aerospace Co Com 89674L101 398 43600 SH Sole 43600 " "Triton Energy Ltd Com G90751101 854 108400 SH Sole 108400 " "Triumph Group Inc New Com 896818101 494 21000 SH Sole 21000 " "Trizec Hahn Corp Sub VTG 896938107 431 23400 SH Sole 23400 " "Trustmark Corp Com 898402102 980 49800 SH Sole 49800 " "Trw Inc Com 872649108 2580 56700 SH Sole 56700 " "Tubos de Acero de Mexico S A ADR New 898592506 1690 187777 SH Sole 187777 " "Tupperware Corp Com 899896104 648 36000 SH Other 03 36000" "Tupperware Corp Com 899896104 1498 83200 SH Sole 83200 " "TV Guide Inc Cl A 87307Q109 2323 63000 SH Sole 63000 " "Tvx Gold Inc Com 87308K101 25 20000 SH Other 02 20000" "Twinlab Corp Com 901774109 296 31600 SH Sole 31600 " "Tyco Intl Ltd New Com 902124906 561 7800 SH Call Other 02 7800" "Tyler Corp Del Com 902184100 11 2500 SH Sole 2500 " "Tyson Foods Inc CL A 902494103 428 20700 SH Sole 20700 " "U S Can Corp Com 90328W105 2864 194200 SH Sole 194200 " "U S Foodservice Com 90331R101 2716 58400 SH Sole 58400 " "U S West Inc Com 912889102 3139 57000 SH Sole 57000 " "UAL Corp Com Par $0.01 902549500 3816 49000 SH Sole 49000 " "Ugly Duckling Corp Com 903512101 116 20900 SH Sole 20900 " "Unibanco Uniad De Banc Bras GDR REP PFD UT 90458E107 770 40000 SH Sole 40000 " "Unilever N V New York Shs 904784501 3202 48200 SH Sole 48200 " "Unilever Plc Amern Shs 904767605 2816 76100 SH Sole 76100 " "Union Camp Corp Com 905530101 7464 111200 SH Sole 111200 " "Union Carbide Corp Com 905581104 705 15600 SH Other 02 15600" "Union Carbide Corp Com 905581904 940 20800 SH Call Other 02 20800" "Union Carbide Corp Com 905581104 904 20000 SH Sole 20000 " "Unionbancal Corp Com 908906100 5658 166100 SH Sole 166100 " "Unisys Corp Com 909214108 1191 43000 SH Sole 43000 " "United Auto Group Inc Com 909440109 339 43800 SH Sole 43800 " "United Dominion Inds Ltd Com 909914103 549 27600 SH Sole 27600 " "United Illum Co Com 910637107 482 11500 SH Sole 11500 " "United Intl Hldgs Inc CL A 910734102 452 10400 SH Other 02 10400" "United Intl Hldgs Inc Com 910734902 226 5200 SH Call Other 02 5200" "United Intl Hldgs Inc Com 910734952 905 20800 SH Put Other 02 20800" "United Intl Hldgs Inc CL A 910734102 870 20000 SH Sole 20000 " "United Rentals Inc Com 911363109 1074 37686 SH Sole 37686 " "United States Filter Corp New Com New 911843209 319 10400 SH Other 02 10400" "United States Filter Corp New Com New 911843909 956 31200 SH Call Other 02 31200" "United States Filter Corp New Com New 911843959 159 5200 SH Put Other 02 5200" "United States Filter Corp New Com New 911843209 1262 41200 SH Sole 41200 " "United Stationers Inc Com 913004107 2925 191800 SH Sole 191800 " "United Technologies Corp Com 913017109 11160 82400 SH Sole 82400 " "Universal Corp Va Com 913456109 1570 61400 SH Sole 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