-----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, WuZbAl6oXKwGLdMa9U/45aMwq/sYoqkkfuxgG7XgasqMQzNXud9fYdS2urI9/8yQ tZTG2OVDpDCNAMLvmLgnaQ== 0000935836-01-500432.txt : 20020410 0000935836-01-500432.hdr.sgml : 20020410 ACCESSION NUMBER: 0000935836-01-500432 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20010930 FILED AS OF DATE: 20011113 FILER: COMPANY DATA: COMPANY CONFORMED NAME: RBF LLC CENTRAL INDEX KEY: 0001134621 STANDARD INDUSTRIAL CLASSIFICATION: [] FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06357 FILM NUMBER: 1782695 BUSINESS ADDRESS: STREET 1: 1630 UNION ST 3RD FL CITY: SAN FRANCISCO STATE: CA ZIP: 94123 BUSINESS PHONE: 4153450316 13F-HR 1 rbf13f.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2001 Check here if Amendment: ___; Amendment Number: ___ This Amendment (Check only one.) ___ is a restatement. ___ adds new holdings entries. Institutional Investment Manager Filing this Report: Name: RBF, LLC Address: 1630 Union Street, 3rd Floor San Francisco, CA 94123 Form 13F File Number: 28-06357 The institutional investment manager filing this report and the person by whom it is signed hereby represent that 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 integral parts of this Form. Person Signing this Report on Behalf of Reporting Manager: Name: Richard B. Fullerton Title: President and General Manager Phone: 415-345-0310 Signature, Place and Date of Signing: Richard B. Fullerton San Francisco, CA November 13, 2001 [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) ___ 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) ___ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 344 Form 13F Information Table Value Total: 104,627 (in thousands) List of Other Included Managers: NONE NAME OF ISSUER TITLE OF CUSIP VALUE SHARES INV. OTHER VOTING AUTH CLASS X1000 DISC MGR SOLE A.C.L.N., Limited COM M01764105 243 6,200 SH SOLE 6,200 AB Watley Group, Inc. COM 000788109 19 5,000 SH SOLE 5,000 Abercrombie & Fitch Co. - Class A CL A 002896207 440 25,000 SH SOLE 25,000 ACT Manufacturing, Inc. COM 000973107 27 6,000 SH SOLE 6,000 Actrade Financial Technologies, Ltd. COM 00507P102 514 28,000 SH SOLE 28,000 Actuant Corp. - Class A CL A 00508X203 417 23,000 SH SOLE 23,000 ADB Systems International, Inc. COM 00088N104 1 2,000 SH SOLE 2,000 Advanced Lighting Technologies, Inc. COM 00753C102 69 40,000 SH SOLE 40,000 Aftermarket Technology Corp. COM 008318107 444 30,000 SH SOLE 30,000 Agency.com, Inc. COM 008447104 145 58,100 SH SOLE 58,100 Allmerica Financial Corp. COM 019754100 718 16,000 SH SOLE 16,000 Allstate Corp. COM 020002101 747 20,000 SH SOLE 20,000 Alpha Technologies Group, Inc. COM 020781100 120 30,080 SH SOLE 30,080 AlphaNet Solutions, Inc. COM 020787107 75 44,300 SH SOLE 44,300 AMCOL International Corp. COM 02341W103 57 10,100 SH SOLE 10,100 American Homepatient, Inc. COM 026649103 49 66,000 SH SOLE 66,000 Ampco-Pittsburgh Corp. COM 032037103 177 18,400 SH SOLE 18,400 Analysts International Corp. COM 032681108 484 158,800 SH SOLE 158,800 Andrea Electronics Corp. COM 034393108 8 14,500 SH SOLE 14,500 Angelica Corp. COM 034663104 65 6,800 SH SOLE 6,800 Appiant Technologies, Inc. COM 03782R108 19 10,000 SH SOLE 10,000 ARC Wireless Solutions, Inc. COM 03878K108 2 12,500 SH SOLE 12,500 Artesyn Technologies, Inc. COM 043127109 620 114,000 SH SOLE 114,000 Ask Jeeves, Inc. COM 045174109 68 69,600 SH SOLE 69,600 Aspect Communications Corp. COM 04523Q102 32 18,100 SH SOLE 18,100 Astec Industries, Inc. COM 046224101 234 18,000 SH SOLE 18,000 AstroPower, Inc. COM 04644A101 204 5,900 SH SOLE 5,900 Astrosystems, Inc. Liquidating Trust UNIT BEN INT 046465100 24 79,200 SH SOLE 79,200 Atchison Casting Corp. COM 046613105 59 19,700 SH SOLE 19,700 Authoriszor, Inc. COM 052673100 0 500 SH SOLE 500 Aztar Corp. COM 054802103 373 28,500 SH SOLE 28,500 Bear Stearns Companies, Inc./The COM 073902108 575 11,500 SH SOLE 11,500 Beverly Enterprises, Inc. COM 087851309 816 80,000 SH SOLE 80,000 Biomira, Inc. COM 09161R106 23 5,000 SH SOLE 5,000 Bioshield Technologies, Inc. COM 09068A107 3 18,000 SH SOLE 18,000 BioTime, Inc. COM 09066L105 322 55,500 SH SOLE 55,500 Bookham Technology, PLC - Spon ADR ADR 09856Q108 26 20,000 SH SOLE 20,000 Boyd Gaming Corp. COM 103304101 483 108,500 SH SOLE 108,500 BriteSmile, Inc. COM 110415106 396 66,000 SH SOLE 66,000 British American Tobacco, PLC - Spons ADR ADR 110448107 700 39,500 SH SOLE 39,500 Building Material Holding Corp. COM 120113105 878 62,500 SH SOLE 62,500 Butler Manufacturing Co. COM 123655102 269 12,400 SH SOLE 12,400 Cadmus Communications Corp. COM 127587103 172 20,000 SH SOLE 20,000 Cagle's, Inc. - Class A CL A 127703106 21 2,000 SH SOLE 2,000 Carlyle Industries, Inc. COM 143093102 38 120,425 SH SOLE 120,425 Castle (A.M.) & Co. COM 148411101 257 31,000 SH SOLE 31,000 Cavalier Homes, Inc. COM 149507105 540 270,000 SH SOLE 270,000 CDI Corp. COM 125071100 310 19,300 SH SOLE 19,300 CellPoint, Inc. COM 15115E109 20 12,000 SH SOLE 12,000 Cellstar Corp. COM 150925105 409 352,500 SH SOLE 352,500 Celsion Corp. COM 15117N107 11 20,600 SH SOLE 20,600 Cendant Corp. COM 151313103 512 40,000 SH SOLE 40,000 Century Business Services, Inc. COM 156490104 989 395,600 SH SOLE 395,600 Charles River Associates, Inc. COM 159852102 110 6,500 SH SOLE 6,500 Chattem, Inc. COM 162456107 385 28,000 SH SOLE 28,000 Chesapeake Energy Corp. COM 165167107 45 8,000 SH SOLE 8,000 Claire's Stores, Inc. COM 179584107 506 40,000 SH SOLE 40,000 Clayton Homes, Inc. COM 184190106 488 40,000 SH SOLE 40,000 Coachmen Industries, Inc. COM 189873102 1,142 126,900 SH SOLE 126,900 Columbus McKinnon Corp./NY COM 199333105 431 41,400 SH SOLE 41,400 Comdisco, Inc. COM 200336105 61 103,800 SH SOLE 103,800 CompuCom Systems, Inc. COM 204780100 595 229,000 SH SOLE 229,000 Computer Horizons Corp. COM 205908106 749 250,600 SH SOLE 250,600 Computer Task Group, Inc. COM 205477102 96 47,800 SH SOLE 47,800 Computerized Thermal Imaging, Inc. COM 20557C108 277 123,800 SH SOLE 123,800 Congoleum Corp. - Class A CL A 207195108 369 160,600 SH SOLE 160,600 Consolidated Freightways Corp. COM 209232107 70 23,200 SH SOLE 23,200 Consolidated Graphics, Inc. COM 209341106 883 51,700 SH SOLE 51,700 Constellation 3D, Inc. COM 210379103 83 115,000 SH SOLE 115,000 Cornell Companies, Inc. COM 219141108 1,686 95,000 SH SOLE 95,000 CorVel Corp. COM 221006109 342 13,000 SH SOLE 13,000 Countrywide Credit Industries, Inc. COM 222372104 351 8,000 SH SOLE 8,000 CT Holdings, Inc. COM 12643Y103 2 5,000 SH SOLE 5,000 CyberCare, Inc. COM 23243T105 48 42,000 SH SOLE 42,000 CyberSource Corp. COM 23251J106 212 189,100 SH SOLE 189,100 Daisytek International Corp. COM 234053106 119 10,500 SH SOLE 10,500 Datalink Corp. COM 237934104 74 19,500 SH SOLE 19,500 Dauphin Technology, Inc. COM 238326102 10 9,900 SH SOLE 9,900 Davita, Inc. COM 23918K108 509 25,000 SH SOLE 25,000 DCH Technology, Inc. COM 233092105 21 25,000 SH SOLE 25,000 Deltek Systems, Inc. COM 24785A108 294 69,600 SH SOLE 69,600 Designs, Inc. COM 25057L102 120 40,000 SH SOLE 40,000 Direct Focus, Inc. COM 254931108 493 24,750 SH SOLE 24,750 Dixie Group, Inc. COM 255519100 401 80,100 SH SOLE 80,100 DocuCorp International, Inc. COM 255911109 260 75,000 SH SOLE 75,000 Dollar Thrifty Automotive Group, Inc. COM 256743105 597 60,000 SH SOLE 60,000 Dynacq International, Inc. COM 267919306 704 46,800 SH SOLE 46,800 e.Digital Corp. COM 26841Y103 5 5,000 SH SOLE 5,000 Eagle Wireless International, Inc. COM 27002R101 4 5,000 SH SOLE 5,000 EarthLink, Inc. COM 270321102 1,531 100,500 SH SOLE 100,500 EarthShell Corp. COM 27032B100 277 126,000 SH SOLE 126,000 eBT International, Inc. COM 268248101 249 86,000 SH SOLE 86,000 Eden Bioscience Corp. COM 279445100 15 2,000 SH SOLE 2,000 Edison Schools, Inc. COM 281033100 151 10,000 SH SOLE 10,000 Ek Chor China Motorcycle Company, Ltd. COM G29526103 25 16,900 SH SOLE 16,900 Elamex S.A. De C.V. - Class I CL I P36209107 71 19,300 SH SOLE 19,300 eLoyalty Corp. COM 290151109 111 198,200 SH SOLE 198,200 ELXSI Corp. COM 268613205 123 17,700 SH SOLE 17,700 eMagin Corp. COM 29076N107 45 27,000 SH SOLE 27,000 e-MedSoft.com COM 26873Q101 42 11,000 SH SOLE 11,000 Emex Corp. COM 291206100 518 81,050 SH SOLE 81,050 Employee Solutions, Inc. COM 292166105 0 17,800 SH SOLE 17,800 Energy Exploration Technologies, Inc. COM 29267E106 35 13,800 SH SOLE 13,800 Envision Development Corp. COM 29410N102 0 4,000 SH SOLE 4,000 Ethyl Corp. COM 297659104 463 532,500 SH SOLE 532,500 Eurotech, Ltd. COM 298796103 19 51,900 SH SOLE 51,900 FiberNet Telecom Group, Inc. COM 315653105 8 33,000 SH SOLE 33,000 Finish Line, Inc. - Class A CL A 317923100 1,096 101,000 SH SOLE 101,000 Finlay Enterprises, Inc. COM 317884203 115 16,000 SH SOLE 16,000 FINOVA Group, Inc. COM 317928109 154 137,300 SH SOLE 137,300 First State Bancorp. COM 336453105 294 16,000 SH SOLE 16,000 First Team Sports, Inc. COM 337157101 70 40,000 SH SOLE 40,000 Foamex International, Inc. COM 344123104 1,082 176,000 SH SOLE 176,000 FPIC Insurance Group, Inc. COM 302563101 236 20,000 SH SOLE 20,000 Friedman's, Inc. - Class A CL A 358438109 1 200 SH SOLE 200 FutureLink Corp. COM 36114Q307 0 1,571 SH SOLE 1,571 Gaylord Container Corp. - Class A CL A 368145108 301 231,200 SH SOLE 231,200 General Magic, Inc. COM 370253106 4 14,800 SH SOLE 14,800 Generex Biotechnology Corp. COM 371485103 141 39,000 SH SOLE 39,000 Genesee & Wyoming, Inc. - Class A CL A 371559105 45 2,000 SH SOLE 2,000 GenesisIntermedia, Inc. COM 37184Y105 295 50,000 SH SOLE 50,000 Genuine Parts Company COM 372460105 191 6,000 SH SOLE 6,000 Glenayre Technologies, Inc. COM 377899109 528 865,300 SH SOLE 865,300 Golden State Bancorp, Inc. Litigation Tracking Wts. WTS 381197136 260 206,000 SH SOLE 206,000 Gorman-Rupp Company COM 383082104 118 6,100 SH SOLE 6,100 Great Atlantic & Pacific Tea Co. COM 390064103 62 4,300 SH SOLE 4,300 Greenbrier Companies, Inc. COM 393657101 65 8,100 SH SOLE 8,100 Griffin Land & Nurseries, Inc. COM 398231100 610 49,100 SH SOLE 49,100 Griffon Corp. COM 398433102 142 11,660 SH SOLE 11,660 Gum Tech International, Inc. COM 402803100 103 15,000 SH SOLE 15,000 Hawk Corp. - Class A CL A 420089104 280 70,900 SH SOLE 70,900 Hawkins, Inc. COM 420261109 39 5,000 SH SOLE 5,000 HeadHunter.NET, Inc. COM 422077107 296 33,500 SH SOLE 33,500 Health Management Systems, Inc. COM 42219M100 83 49,500 SH SOLE 49,500 Heidrick & Struggles International, Inc. COM 422819102 518 36,300 SH SOLE 36,300 Hemispherx BioPharma, Inc. COM 42366C103 40 10,000 SH SOLE 10,000 HomeStore.com, Inc. COM 437852106 77 10,000 SH SOLE 10,000 Horizon Group Properties, Inc. COM 44041U102 69 20,000 SH SOLE 20,000 Hub Group, Inc. - Class A CL A 443320106 1,194 112,600 SH SOLE 112,600 Hubbell, Inc. - Class B CL B 443510201 29 1,000 SH SOLE 1,000 IBIS Technology Corp. COM 450909106 22 5,000 SH SOLE 5,000 IEC Electronics Corp. COM 44949L105 161 226,100 SH SOLE 226,100 IFX Corp. COM 449518208 7 10,000 SH SOLE 10,000 iGate Capital Corp. COM 45169U105 637 252,600 SH SOLE 252,600 Imaging Diagnostic Systems, Inc. COM 45244W100 28 38,500 SH SOLE 38,500 Infosys Technologies, Ltd. - Spon ADR ADR 456788108 267 7,900 SH SOLE 7,900 Ingram Micro, Inc. - Class A CL A 457153104 610 47,300 SH SOLE 47,300 inSilicon Corp. COM 45769H108 148 73,000 SH SOLE 73,000 Insurance Auto Auctions, Inc. COM 457875102 230 17,030 SH SOLE 17,030 Integrated Electrical Services, Inc. COM 45811E103 348 64,500 SH SOLE 64,500 Inter Parfums, Inc. COM 458334109 106 13,300 SH SOLE 13,300 Interface, Inc. - Class A CL A 458665106 344 80,000 SH SOLE 80,000 International Aluminum Corp. COM 458884103 384 16,400 SH SOLE 16,400 IPC Holdings, Ltd. COM G4933P101 456 20,000 SH SOLE 20,000 Irvine Sensors Corp. COM 463664508 0 400 SH SOLE 400 IVCI Corp. - Class B CL B 450704101 0 25,000 SH SOLE 25,000 iVoice, Inc. COM 46588L106 2 30,000 SH SOLE 30,000 Keynote Systems, Inc. COM 493308100 608 80,000 SH SOLE 80,000 Krispy Kreme Doughnuts, Inc. COM 501014104 474 16,000 SH SOLE 16,000 K-Tel International, Inc. COM 482724200 3 22,500 SH SOLE 22,500 Labor Ready, Inc. COM 505401208 112 35,000 SH SOLE 35,000 Lafarge North America, Inc. COM 505862102 982 29,400 SH SOLE 29,400 Landauer, Inc. COM 51476K103 248 7,300 SH SOLE 7,300 LanguageWare.net (Company), Ltd. COM M67029104 0 2,300 SH SOLE 2,300 LCNB Corp. COM 50181P100 20 500 SH SOLE 500 Legg Mason, Inc. COM 524901105 477 12,000 SH SOLE 12,000 Liberty Financial Companies, Inc. COM 530512102 318 10,000 SH SOLE 10,000 LifeMinders, Inc. COM 53220Q105 465 300,000 SH SOLE 300,000 LifePoint, Inc. COM 53215R100 85 33,000 SH SOLE 33,000 Logitech International SA - ADR ADR 541419107 421 17,900 SH SOLE 17,900 Lo-Jack Corp. COM 539451104 468 93,500 SH SOLE 93,500 Lone Star Steakhouse & Saloon, Inc. COM 542307103 108 10,000 SH SOLE 10,000 Lumenon Innovative Lightwave Tech., Inc. COM 55024L109 4 13,000 SH SOLE 13,000 Lydall, Inc. COM 550819106 113 17,100 SH SOLE 17,100 M/I Schottenstein Homes, Inc. COM 55305B101 629 18,600 SH SOLE 18,600 Macrochem Corp./Delaware COM 555903103 245 100,000 SH SOLE 100,000 Major Automotive Companies, Inc. COM 560775108 9 4,480 SH SOLE 4,480 Manufacturers' Services, Ltd. COM 565005105 247 61,000 SH SOLE 61,000 Massey Energy Company COM 576206106 885 60,400 SH SOLE 60,400 Material Sciences Corp. COM 576674105 89 10,700 SH SOLE 10,700 Measurement Specialties, Inc. COM 583421102 346 35,000 SH SOLE 35,000 Mechanical Dynamics, Inc. COM 583521109 479 56,700 SH SOLE 56,700 Media 100, Inc. COM 58440W105 39 40,000 SH SOLE 40,000 Medis Technologies, Ltd. COM 58500P107 81 12,810 SH SOLE 12,810 Mercury Air Group, Inc. COM 589354109 102 20,000 SH SOLE 20,000 Methanex Corp. COM 59151K108 396 82,000 SH SOLE 82,000 Met-Pro Corp. COM 590876306 112 11,000 SH SOLE 11,000 Micro Linear Corp. COM 594850109 136 38,200 SH SOLE 38,200 Microsoft Corp. COM 594918104 560 10,950 SH SOLE 10,950 Microvision, Inc. COM 594960106 26 2,000 SH SOLE 2,000 Middleby Corp. COM 596278101 5 1,000 SH SOLE 1,000 Millennium Cell, Inc. COM 60038B105 52 14,000 SH SOLE 14,000 Mine Safety Appliances Company COM 602720104 45 1,000 SH SOLE 1,000 Mitcham Industries, Inc. COM 606501104 418 95,000 SH SOLE 95,000 Mohawk Industries, Inc. COM 608190104 662 18,000 SH SOLE 18,000 Monro Muffler Brake, Inc. COM 610236101 165 14,000 SH SOLE 14,000 Mother's Work, Inc. COM 619903107 300 33,400 SH SOLE 33,400 Movie Gallery, Inc. COM 624581104 311 15,000 SH SOLE 15,000 Mpower Holding Corp. COM 62473L101 3 12,500 SH SOLE 12,500 Multex.com, Inc. COM 625367107 270 130,300 SH SOLE 130,300 National Presto Industries, Inc. COM 637215104 242 9,000 SH SOLE 9,000 Nationwide Financial Services, Inc. - Class A CL A 638612101 260 7,000 SH SOLE 7,000 Nautica Enterprises, Inc. COM 639089101 144 12,200 SH SOLE 12,200 netGuru, Inc. COM 64111K107 35 23,000 SH SOLE 23,000 Netsol International, Inc. COM 64115A105 2 12,000 SH SOLE 12,000 NetWolves Corp. COM 64120V102 13 5,000 SH SOLE 5,000 Network Appliance, Inc. COM 64120L104 7 1,000 SH SOLE 1,000 Network Associates, Inc. COM 640938106 1,718 133,300 SH SOLE 133,300 New Century Financial Corp. COM 64352D101 608 62,000 SH SOLE 62,000 Nextpath Technologies, Inc. COM 65333J109 0 10,000 SH SOLE 10,000 Noel Group, Inc. Liquidating Trust Units UNIT BEN INT 655266104 0 50,000 SH SOLE 50,000 Nomas Corp. (New) COM 65531N100 117 116,907 SH SOLE 116,907 Novel Denim Holdings, Ltd. COM G6674P109 130 17,000 SH SOLE 17,000 NYMagic, Inc. COM 629484106 1,239 77,200 SH SOLE 77,200 Ohio Casualty Corp. COM 677240103 130 10,000 SH SOLE 10,000 Old Dominion Freight Line, Inc. COM 679580100 539 45,000 SH SOLE 45,000 OMI Corp. - New COM Y6476W104 47 11,000 SH SOLE 11,000 On2 Technologies, Inc. COM 68338A107 3 9,000 SH SOLE 9,000 Optical Cable Corp. COM 683827109 20 11,000 SH SOLE 11,000 Optimal Robotics Corp. COM 68388R208 355 14,500 SH SOLE 14,500 Outlook Group Corp. COM 690113105 124 25,000 SH SOLE 25,000 Owens Corning COM 69073F103 192 150,000 SH SOLE 150,000 P.A.M. Transportation Services, Inc. COM 693149106 182 20,000 SH SOLE 20,000 P.F. Chang's China Bistro, Inc. COM 69333Y108 216 6,000 SH SOLE 6,000 Palm Harbor Homes, Inc. COM 696639103 37 2,000 SH SOLE 2,000 Parkervision, Inc. COM 701354102 368 20,400 SH SOLE 20,400 Patrick Industries, Inc. COM 703343103 760 124,000 SH SOLE 124,000 Payless Shoesource, Inc. COM 704379106 817 14,900 SH SOLE 14,900 P-Com, Inc. COM 693262107 54 200,000 SH SOLE 200,000 Pegasus Communications Corp. COM 705904100 105 15,000 SH SOLE 15,000 Penn-America Group, Inc. COM 707247102 10 1,000 SH SOLE 1,000 Pentastar Communications, Inc. COM 709632103 150 15,000 SH SOLE 15,000 Personnel Group of America, Inc. COM 715338109 340 400,000 SH SOLE 400,000 Pervasive Software, Inc. COM 715710109 204 125,200 SH SOLE 125,200 Philip Morris Companies, Inc. COM 718154107 483 10,000 SH SOLE 10,000 Pier 1 Imports, Inc. COM 720279108 706 85,000 SH SOLE 85,000 Pilgrim's Pride Corp. - Class A CL A 721467207 32 3,300 SH SOLE 3,300 Pittston Brink's Group COM 725701106 380 21,000 SH SOLE 21,000 Pixelworks, Inc. COM 72581M107 116 9,200 SH SOLE 9,200 Plug Power, Inc. COM 72919P103 354 36,800 SH SOLE 36,800 PolyMedica Corp. COM 731738100 183 12,000 SH SOLE 12,000 Preview Systems, Inc. COM 741379101 26 293,900 SH SOLE 293,900 ProBusiness Services, Inc. COM 742674104 222 15,000 SH SOLE 15,000 Procom Technology, Inc. COM 74270W107 78 24,500 SH SOLE 24,500 Qiao Xing Universal Telephone, Inc. COM G7303A109 8 3,850 SH SOLE 3,850 Racing Champions Corp. COM 750069106 277 60,000 SH SOLE 60,000 RateXchange Corp. COM 754091106 3 8,000 SH SOLE 8,000 Raven Industries, Inc. COM 754212108 818 47,700 SH SOLE 47,700 Razorfish, Inc. - Class A CL A 755236106 1 7,500 SH SOLE 7,500 RDO Equipment Company - Class A CL A 749413100 589 208,300 SH SOLE 208,300 Res-Care, Inc. COM 760943100 1,107 123,000 SH SOLE 123,000 Research Frontiers, Inc. COM 760911107 406 25,000 SH SOLE 25,000 RFS Hotel Investors, Inc. COM 74955J108 789 76,200 SH SOLE 76,200 Rica Foods, Inc. COM 762582203 137 37,950 SH SOLE 37,950 Right Management Consultants, Inc. COM 766573109 219 10,600 SH SOLE 10,600 RJ Reynolds Tobacco Holdings, Inc. COM 76182K105 1,960 34,300 SH SOLE 34,300 RPM, Inc./Ohio COM 749685103 756 80,000 SH SOLE 80,000 Ryder System, Inc. COM 783549108 632 31,600 SH SOLE 31,600 Ryerson Tull, Inc. COM 78375P107 338 26,900 SH SOLE 26,900 Sabre Holdings Corp. COM 785905100 294 11,000 SH SOLE 11,000 SAFECO Corp. COM 786429100 30 1,000 SH SOLE 1,000 SafeScience, Inc. COM 786452102 13 10,000 SH SOLE 10,000 Salton, Inc. COM 795757103 223 26,000 SH SOLE 26,000 Schweitzer-Mauduit International, Inc. COM 808541106 380 16,000 SH SOLE 16,000 SCM Microsystems, Inc. COM 784018103 37 6,000 SH SOLE 6,000 Scottish Annuity & Life Holdings, Ltd. COM G7885T104 576 38,000 SH SOLE 38,000 SED International Holdings, Inc. COM 784109100 201 201,100 SH SOLE 201,100 Senior Housing Properties Trust COM 81721M109 207 15,400 SH SOLE 15,400 Sensar Corp. COM 817253107 0 1,900 SH SOLE 1,900 Sense Technologies, Inc. COM 816923106 160 80,600 SH SOLE 80,600 Sherwin-Williams Co. COM 824348106 1,427 64,200 SH SOLE 64,200 Silgan Holdings, Inc. COM 827048109 2,465 134,700 SH SOLE 134,700 Simon Worldwide, Inc. COM 828815100 34 120,000 SH SOLE 120,000 SITEL Corp. COM 82980K107 320 360,000 SH SOLE 360,000 SmartServ Online, Inc. COM 83169M203 19 3,600 SH SOLE 3,600 Socket Communications, Inc. COM 833672108 9 7,500 SH SOLE 7,500 Softnet Systems, Inc. COM 833964109 626 420,300 SH SOLE 420,300 Sonic Innovations, Inc. COM 83545M109 154 32,400 SH SOLE 32,400 SoundView Technology Group, Inc. COM 83611Q109 312 155,000 SH SOLE 155,000 Source Media, Inc. COM 836153304 0 3,600 SH SOLE 3,600 Southern Energy Homes, Inc. COM 842814105 570 300,000 SH SOLE 300,000 Spacelabs Medical, Inc. COM 846247104 35 2,900 SH SOLE 2,900 Spectrum Control, Inc. COM 847615101 35 7,500 SH SOLE 7,500 SpeedFam-IPEC, Inc. COM 847705100 248 225,000 SH SOLE 225,000 Spherix, Inc. COM 84842R106 365 46,000 SH SOLE 46,000 Sports Resorts International, Inc. COM 84918U108 539 75,000 SH SOLE 75,000 Sprint Corp. - Fon Group COM 852061100 480 20,000 SH SOLE 20,000 SPX Corp. COM 784635104 663 8,000 SH SOLE 8,000 SRI/Surgical Express, Inc. COM 78464W104 60 2,000 SH SOLE 2,000 SS&C Technologies, Inc. COM 85227Q100 245 43,000 SH SOLE 43,000 Standard Commercial Corp. COM 853258101 503 30,600 SH SOLE 30,600 Star Scientific, Inc. COM 85517P101 47 17,200 SH SOLE 17,200 Steel Technologies, Inc. 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