UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D. C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 1999
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.) : [ ] is a restatement.
[ ] adds new holding entries.
Institutional Investment Manager Filing this Report:
Name: The Northern Trust Company of Connecticut
Address: 300 Atlantic Street, Suite 400
Stamford, CT 06901
13F File Number:
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, 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: Lisa McGorty
Title: Vice President
Phone: 203-977-7000
Signature, Place, and Date of Signing:
Lisa McGorty Stamford, Connecticut August 5, 1999
Report Type (Check only one.):
[ X ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,729
Form 13F Information Table Value Total: 3,194,727
<PAGE>
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
Voting
Title Value Sh/ Invest Auth
Name of Issuer of Class CUSIP (X$1000) Shares Prn Discr (Sole)
AAR CORP COM 000361105 801 35300 SH SOLE 35300
ABC-NACO INC COM 000752105 3548 173050 SH SOLE 173050
ADC TELECOMMUNICATIONS INC COM 000886101 3520 77250 SH SOLE 77250
ABM INDS INC COM 000957100 1013 33000 SH SOLE 33000
ACT MFG INC COM 000973107 483 34500 SH SOLE 34500
AFLAC INC COM 001055102 3667 76600 SH SOLE 76600
AGCO CORP COM 001084102 2268 200525 SH SOLE 200525
AG SVCS AMER INC COM 001250109 709 41100 SH SOLE 41100
AES CORP COM 00130H105 506 8700 SH SOLE 8700
AK STL HLDG CORP COM 001547108 3628 161266 SH SOLE 161266
AMR CORP COM 001765106 2218 32500 SH SOLE 32500
AT & T CORP COM 001957109 13055 233917 SH SOLE 233917
AT&T CORP COM 001957208 4373 119000 SH SOLE 119000
ASI SOLUTIONS INC COM 00206F108 107 13000 SH SOLE 13000
ATMI INC COM 00207R101 6286 211305 SH SOLE 211305
AAVID THERMAL TECH INC COM 002539104 140 6200 SH SOLE 6200
ABACUS DIRECT CORP COM 002553105 961 10500 SH SOLE 10500
ABBOTT LAB COM 002824100 1920 42325 SH SOLE 42325
ABERCROMBIE & FITCH CO CL A COM 002896207 1738 36200 SH SOLE 36200
ABACAN RES CORP COM 002919108 29 234700 SH SOLE 234700
ABGENIX INC COM 00339B107 223 11200 SH SOLE 11200
ABOUT COM INC COM 003736105 161 3100 SH SOLE 3100
ABOVENET COMMUNICATIONS INC COM 003743101 335 8300 SH SOLE 8300
ABRAMS INDS INC COM 003788106 4 700 SH SOLE 700
ACCLAIM ENTMT INC COM 004325205 595 93400 SH SOLE 93400
ACCREDO HLTH INC COM 00437V104 223 6800 SH SOLE 6800
ACME ELEC CORP COM 004644100 247 45500 SH SOLE 45500
ACNIELSEN CORP COM 004833109 2060 68100 SH SOLE 68100
ACTION PERFORMANCE COS INC COM 004933107 297 9000 SH SOLE 9000
ACTEL CORP COM 004934105 295 20000 SH SOLE 20000
ACUSON COM 005113105 120 7000 SH SOLE 7000
ACX TECHNOLOGIES INC COM 005123104 218 13400 SH SOLE 13400
ACXIOM CORP COM 005125109 9617 385650 SH SOLE 385650
ADAC LABS COM 005313200 321 44300 SH SOLE 44300
ADMINISTAFF INC COM 007094105 85 5300 SH SOLE 5300
ADRIAN STL CO COM 007338106 448 1121 SH SOLE 1121
ADVANCED MARKETING SVCS INC COM 00753T105 86 5700 SH SOLE 5700
ADVANCED TECH PRODS INC COM 007548100 65 5000 SH SOLE 5000
AEROFLEX INC COM 007768104 1564 79200 SH SOLE 79200
ADVANTA CORP COM 007942105 1152 63800 SH SOLE 63800
ADVANCED ENERGY INDS INC COM 007973100 730 18000 SH SOLE 18000
AETNA INC COM 008117103 5979 66850 SH SOLE 66850
AFFILIATED MGS GROUP INC COM 008252108 1531 50700 SH SOLE 50700
AIR EXPRESS INTL CORP COM 009104100 41 1600 SH SOLE 1600
AIR PROD & CHEM INC COM 009158106 327 8135 SH SOLE 8135
AIRBORNE FGHT CORP COM 009266107 1143 41300 SH SOLE 41300
AKZO NOBEL N V ADR 010199305 30 700 SH SOLE 700
AK AIR GROUP INC COM 011659109 647 15500 SH SOLE 15500
ALBERTO-CULVER CO CL B COM 013068101 599 22500 SH SOLE 22500
ALBERTSON S INC COM 013104104 905 17547 SH SOLE 17547
ALCOA INC COM 013817101 5697 92072 SH SOLE 92072
ALKERMES INC COM 01642T108 802 34700 SH SOLE 34700
ALLEGHANY CORP COM 017175100 4249 22969 SH SOLE 22969
ALLEGHENY ENERGY INC COM 017361106 205 6380 SH SOLE 6380
ALLEGY TELEDYNE INC COM 017415100 3637 160737 SH SOLE 160737
ALLERGAN INC COM 018490102 100 900 SH SOLE 900
ALLIANCE BANCORP COM 01852J105 605 26000 SH SOLE 26000
ALLIANT CORP COM 018802108 204 7200 SH SOLE 7200
ALLIED SIGNAL INC COM 019512102 2356 37400 SH SOLE 37400
ALLIED WASTE INDS INC COM 019589308 681 34460 SH SOLE 34460
ALLSTATE CORP COM 020002101 6703 186852 SH SOLE 186852
ALLTEL CORP COM 020039103 420 5875 SH SOLE 5875
ALLTRISTA CORP COM 020040101 3785 114700 SH SOLE 114700
ALPINE GROUP INC COM 020825105 241 15000 SH SOLE 15000
ALTERA CORP COM 021441100 1016 27600 SH SOLE 27600
ALZA CORP COM 022615108 1984 39000 SH SOLE 39000
AMAZON COM INC COM 023135106 13 100 SH SOLE 100
AMERADA HESS CORP COM 023551104 6646 111700 SH SOLE 111700
AMEREN CORP COM 023608102 19 500 SH SOLE 500
AMER ON-LINE COM 02364J104 12375 112500 SH SOLE 112500
AMERN BUSINESS PRODS INC COM 024763104 166 10900 SH SOLE 10900
AMERN CASINO ENTERPRISES INC COM 024927105 1 1300 SH SOLE 1300
AMERN DENTAL PARTNERS INC COM 025353103 502 19700 SH SOLE 19700
AMERN EAGLE OUTFITTERS INC COM 02553E106 915 20100 SH SOLE 20100
AMER EXPRESS CO COM 025816109 10950 84150 SH SOLE 84150
AMER FINL GROUP INC COM 025932104 2371 69600 SH SOLE 69600
AMER GEN CORP COM 026351106 83 1100 SH SOLE 1100
AMER GREETINGS CORP CL A COM 026375105 1395 46300 SH SOLE 46300
AMER HOME PROD CORP COM 026609107 7138 124408 SH SOLE 124408
AMER INTL GROUP INC COM 026874107 12574 107242 SH SOLE 107242
AMERN ITALIAN PASTA CO CL A COM 027070101 15 500 SH SOLE 500
AMERN MGMT SYS INC COM 027352103 6021 187800 SH SOLE 187800
AMERN MED SEC GROUP INC COM 02744P101 851 98700 SH SOLE 98700
AMER NATL INS CO COM 028591105 21 300 SH SOLE 300
AMERN RET CORP COM 028913101 429 34300 SH SOLE 34300
AMERN PWR CONVERSION CORP COM 029066107 916 45500 SH SOLE 45500
AMERN PRECISION INDS INC COM 029069101 1540 143300 SH SOLE 143300
AMERICAN TOWER COM 029912201 631 26300 SH SOLE 26300
AMERN WOODMARK CORP COM 030506109 613 17400 SH SOLE 17400
AMERN XTAL TECH INC COM 030514103 660 27700 SH SOLE 27700
AMERICREDIT CORP COM 03060R101 1811 113200 SH SOLE 113200
AMERISOURCE DISTR CORP CL A COM 03071P102 928 36400 SH SOLE 36400
AMES DEPT STORES INC COM 030789507 3041 66650 SH SOLE 66650
AMERITECH CORP COM 030954101 7166 97500 SH SOLE 97500
AMGEN INC COM 031162100 4840 79500 SH SOLE 79500
AMKOR TECH INC COM 031652100 690 67300 SH SOLE 67300
AMPCO-PITTSBURG CORP COM 032037103 4 300 SH SOLE 300
AMSOUTH BANCORPORATION COM 032165102 1319 56887 SH SOLE 56887
AMWEST INS GROUP INC COM 032345100 2 220 SH SOLE 220
ANACOMP INC COM 032371106 1581 93000 SH SOLE 93000
ANADARKO PETRO CORP COM 032511107 891 24200 SH SOLE 24200
ANADIGICS INC COM 032515108 1206 32600 SH SOLE 32600
ANALYTICAL SURVEYS INC COM 032683302 3503 140825 SH SOLE 140825
ANDERSONS INC COM 034164103 755 59200 SH SOLE 59200
ANGELICA CORP COM 034663104 837 47500 SH SOLE 47500
ANFLOGOLD LTD ADR 035128206 5 212 SH SOLE 212
ANHEUSER-BUSCH COMPANIES INC COM 035229103 7245 102132 SH SOLE 102132
ANIXTER INTL INC COM 035290105 3760 206050 SH SOLE 206050
ANNTAYLOR STORES CORP COM 036115103 1906 42350 SH SOLE 42350
ANSYS INC COM 03662Q105 40 4000 SH SOLE 4000
ANSWERTHINK CONSULT GRP INC COM 036916104 444 17600 SH SOLE 17600
AON CORP COM 037389103 2844 68950 SH SOLE 68950
APACHE CORP COM 037411105 581 14900 SH SOLE 14900
APOGEE ENTERPRISES INC COM 037598109 345 25700 SH SOLE 25700
APPLE COMPUTER INC COM 037833100 6234 134600 SH SOLE 134600
APRIA HEALTHCARE GROUP INC COM 037933108 3419 201100 SH SOLE 201100
#REORG APEX PC SOLUTIONS INC COM 037945102 759 37000 SH SOLE 37000
APPLIED MATERIALS INC COM 038222105 3140 42500 SH SOLE 42500
APPLIED PWR INC CL A COM 038225108 2731 100000 SH SOLE 100000
APPLIED MICRO CIRCUITS CORP COM 03822W109 1867 22700 SH SOLE 22700
ARCADIA FINL LTD COM 039101100 233 30000 SH SOLE 30000
ARCH CHEMICALS INC COM 03937R102 1179 48500 SH SOLE 48500
ARCTIC CAT INC COM 039670104 807 90300 SH SOLE 90300
ARDEN GROUP INC CL A COM 039762109 22 500 SH SOLE 500
ARDEN RLTY GROUP INC COM 039793104 251 10200 SH SOLE 10200
ARGENTARIA CAJA POSTAL Y BNC ADR 04011W108 28 600 SH SOLE 600
ARIBA INC COM 04033V104 78 800 SH SOLE 800
ARMCO INC COM 042170100 2141 323166 SH SOLE 323166
ARROW INTL INC COM 042764100 256 9900 SH SOLE 9900
ARTESYN TECHNOLOGIES INC COM 043127109 1908 86000 SH SOLE 86000
ARVIN INDS INC COM 043339100 640 16900 SH SOLE 16900
ASHLAND INC COM 044204105 425 10600 SH SOLE 10600
ASK JEEVES INC COM 045174109 331 5100 SH SOLE 5100
ASPECT DEV INC COM 045234101 592 32000 SH SOLE 32000
ASSISTED LIVING CONCEPTS INC COM 04543L109 143 49800 SH SOLE 49800
ASSOCTD BANC-CORP COM 045487105 336 8100 SH SOLE 8100
ASSD GROUP INC CL A COM 045651106 1986 30500 SH SOLE 30500
AT HOME CORP COM 045919107 108 2000 SH SOLE 2000
ASSOC 1ST CAP CORP CL A COM 046008108 5573 126300 SH SOLE 126300
ASTEC INDS INC COM 046224101 33 800 SH SOLE 800
ASTRAZENECA PLC ADR 046353108 474 12100 SH SOLE 12100
ATHEY PRODS CORP COM 047465109 58 27420 SH SOLE 27420
ATLC RICHFIELD CO COM 048825103 2641 31600 SH SOLE 31600
ATMEL CORP COM 049513104 1055 40300 SH SOLE 40300
ATWOOD OCEANICS INC COM 050095108 228 7300 SH SOLE 7300
AURA SYS INC COM 051526101 31 143500 SH SOLE 143500
AUSPEX SYS INC COM 052116100 668 61400 SH SOLE 61400
AUTODESK INC COM 052769106 813 27500 SH SOLE 27500
AUTO DATA PROCESSING INC COM 053015103 10261 233200 SH SOLE 233200
AUTONATION INC COM 05329W102 675 37900 SH SOLE 37900
AUTOZONE INC COM 053332102 2410 80000 SH SOLE 80000
AVALON HLDGS CORP CL A COM 05343P109 890 131800 SH SOLE 131800
AVANT CORP COM 053487104 360 28500 SH SOLE 28500
AVERY DENNISON CORP COM 053611109 7100 117600 SH SOLE 117600
AVIATION SALES CO COM 053672101 1177 29800 SH SOLE 29800
AVID TECH INC COM 05367P100 561 34800 SH SOLE 34800
AVIS RENT A CAR INC COM 053790101 769 26400 SH SOLE 26400
AVISTA CORP COM 05379B107 484 29800 SH SOLE 29800
AVNET INC COM 053807103 2478 53300 SH SOLE 53300
AVON PROD INC COM 054303102 1310 23600 SH SOLE 23600
AZTAR CORP COM 054802103 607 66100 SH SOLE 66100
BEI TECHNOLOGIES INC COM 05538P104 132 13200 SH SOLE 13200
BG PLC ADR ADR 055434104 32 1058 SH SOLE 1058
BHA GROUP HLDGS INC CL A COM 055446108 331 40090 SH SOLE 40090
BISYS GROUP INC COM 055472104 2703 46200 SH SOLE 46200
BJS WHSL CLUB INC COM 05548J106 3866 128600 SH SOLE 128600
BP AMOCO P L C COM 055622104 1682 15500 SH SOLE 15500
BMC SOFTWARE INC COM 055921100 10414 192850 SH SOLE 192850
BACOU USA INC COM 056439102 92 5400 SH SOLE 5400
BADGER METER INC COM 056525108 375 10800 SH SOLE 10800
BAIRNCO CORP COM 057097107 5 600 SH SOLE 600
BAKER MICHAEL CORP COM 057149106 2 300 SH SOLE 300
BAKER HUGHES INC COM 057224107 3069 91600 SH SOLE 91600
BALDWIN PIANO & ORGAN CO COM 058246109 286 33700 SH SOLE 33700
BALDWIN TECH INC CL A COM 058264102 286 97400 SH SOLE 97400
BALL CORP COM 058498106 2268 53686 SH SOLE 53686
BK AMER CORP COM 060505104 13325 181751 SH SOLE 181751
BANK N.Y. CO INC COM 064057102 3580 97575 SH SOLE 97575
BANK ONE CORP COM 06423A103 4070 68336 SH SOLE 68336
BNK UNITED CORP CL A COM 065412108 920 22900 SH SOLE 22900
BANKBOSTON CORP COM 06605R106 1222 23900 SH SOLE 23900
BARCLAYS PLC ADR 06738E204 60 500 SH SOLE 500
BARRICK GOLD CORP COM 067901108 338 17440 SH SOLE 17440
BARR LABS INC COM 068306109 275 6900 SH SOLE 6900
BARRA INC COM 068313105 619 24500 SH SOLE 24500
BAUSCH & LOMB INC COM 071707103 1515 19800 SH SOLE 19800
BAXTER INTL INC COM 071813109 2273 37499 SH SOLE 37499
BAY VIEW CAP CORP COM 07262L101 1052 51300 SH SOLE 51300
B.STEARNS & COMPANIES INC COM 073902108 432 9240 SH SOLE 9240
BECKMAN COULTER INC COM 075811109 1503 30900 SH SOLE 30900
BED BATH BEYOND INC COM 075896100 3446 89500 SH SOLE 89500
BEDFORD PROP INVESTORS COM 076446301 1710 95650 SH SOLE 95650
BELDEN INC COM 077459105 1558 65100 SH SOLE 65100
BELL ATLC CORP COM 077853109 17052 260839 SH SOLE 260839
BELLSOUTH CORP COM 079860102 10198 221100 SH SOLE 221100
BENCHMARK ELECTRS INC COM 08160H101 571 15900 SH SOLE 15900
BENNETTON GROUP ADR 081795403 8 200 SH SOLE 200
BENTLEY PHARMACEUTICALS INC COM 082657107 0 138 SH SOLE 138
BERGEN BRUNSWIG CORP CL A COM 083739102 3274 189800 SH SOLE 189800
BERKSHIRE BANCORP INC COM 084597103 4 100 SH SOLE 100
BERLITZ INTL INC COM 08520F100 94 5100 SH SOLE 5100
BEST BUY INC COM 086516101 3131 46391 SH SOLE 46391
BESTFOODS COM 08658U101 1658 33500 SH SOLE 33500
BEVERLY ENTERPRISES INC COM 087851309 6896 855275 SH SOLE 855275
BILLING COM 090063108 753 67300 SH SOLE 67300
BINDVIEW DEV CORP COM 090327107 257 10800 SH SOLE 10800
BIO RAD LABS INC CL A COM 090572207 496 19000 SH SOLE 19000
BIOGEN INC COM 090597105 4167 64800 SH SOLE 64800
BIOMET INC COM 090613100 2202 55400 SH SOLE 55400
BIOVAIL CORP INTL COM 09067K106 3876 75900 SH SOLE 75900
BLACK & DECKER CORP COM 091797100 2519 39900 SH SOLE 39900
BLACK BOX CORP DEL COM 091826107 1704 34000 SH SOLE 34000
BLAIR CORP COM 092828102 310 11500 SH SOLE 11500
BLANCH E W HLDGS INC COM 093210102 1309 19200 SH SOLE 19200
BLOCK DRUG INC CL A COM 093644102 17 400 SH SOLE 400
BLUE WAVE SYS INC COM 096081104 145 40000 SH SOLE 40000
BLUEGREEN CORP COM 096231105 720 132355 SH SOLE 132355
BOEING CO COM 097023105 3397 77200 SH SOLE 77200
BOGEN COMMUNICATIONS INTL INC COM 097189104 109 16900 SH SOLE 16900
BOISE CASCADE CORP COM 097383103 4828 112600 SH SOLE 112600
BOISE CASCADE OFFICE PRODS CORP COM 097403109 1763 150000 SH SOLE 150000
BONE CARE INTL INC COM 098072101 193 19500 SH SOLE 19500
BORDERS GROUP INC COM 099709107 223 14100 SH SOLE 14100
BORG WARNER AUTOMOTIVE INC COM 099724106 611 11100 SH SOLE 11100
BORG WARNER SEC CORP COM 099733107 711 35000 SH SOLE 35000
BSTN PVT FINL HLDGS INC COM 101119105 94 12500 SH SOLE 12500
BSTN SCIENTIFIC CORP COM 101137107 690 15700 SH SOLE 15700
BOWNE & CO INC COM 103043105 750 56100 SH SOLE 56100
BRADLEES INC COM 104499207 165 11000 SH SOLE 11000
BRIDGESTREET ACCOMM INC COM 108452103 718 216880 SH SOLE 216880
BRIGHAM EXPL CO COM 109178103 38 19100 SH SOLE 19100
BRIGHT HRZNS FAMILY SOL INC COM 109195107 678 35900 SH SOLE 35900
BRINKER INTL INC COM 109641100 5946 216200 SH SOLE 216200
BRISTOL MYERS SQUIBB CO COM 110122108 18775 266550 SH SOLE 266550
BRIT AIRW PLC ADR ADR 110419306 29 400 SH SOLE 400
BRIT STEEL PLC ADR ADR 111015301 31 1200 SH SOLE 1200
BRIT TELECOM ADR ADR 111021408 188 1100 SH SOLE 1100
BROOKDALE LIVING CMNTYS INC COM 112462106 292 19700 SH SOLE 19700
BROOKLINE BANCORP INC COM 113739106 658 56900 SH SOLE 56900
BROOKS AUTOMATION INC COM 11434A100 119 4400 SH SOLE 4400
BROWN & SHARPE MFG CO CL A COM 115223109 686 126100 SH SOLE 126100
BROWNING-FERRIS IND INC COM 115885105 1333 31000 SH SOLE 31000
BRUNSWICK CORP COM 117043109 778 27900 SH SOLE 27900
BRUSH WELLMAN INC COM 117421107 1281 70700 SH SOLE 70700
BUCA INC OC-COM COM 117769109 582 35300 SH SOLE 35300
BLDG MATLS HLDG CORP COM 120113105 1301 113100 SH SOLE 113100
BURL COAT FACTORY WHSE CORP COM 121579106 469 24300 SH SOLE 24300
BURL INDS INC COM 121693105 1964 212275 SH SOLE 212275
BURL NORTHN SANTA FE CORP COM 12189T104 2000 64500 SH SOLE 64500
BURL RES INC COM 122014103 939 21700 SH SOLE 21700
BURR BROWN CORP COM 122574106 513 14000 SH SOLE 14000
BUSINESS OBJECTS SA ADR 12328X107 2331 63850 SH SOLE 63850
BUSINESS RES GROUP COM 12329K104 268 81000 SH SOLE 81000
C&D TECHNOLOGIES INC COM 124661109 1807 59000 SH SOLE 59000
CB RICHARD ELLIS SVCS INC COM 12489L108 1032 41500 SH SOLE 41500
CBS CORP COM 12490K107 8564 196581 SH SOLE 196581
CDW COMPUTER CTRS INC COM 125129106 2200 50000 SH SOLE 50000
CEC ENTMT INC COM 125137109 448 10600 SH SOLE 10600
CEM CORP COM 125165100 229 30500 SH SOLE 30500
CFS BANCORP INC COM 12525D102 684 62500 SH SOLE 62500
C H ROBINSON WORLDWIDE INC COM 12541W100 169 4600 SH SOLE 4600
CIGNA CORP COM 125509109 2509 28193 SH SOLE 28193
CMC INDS INC COM 125708107 74 10900 SH SOLE 10900
CMI CORP OKLA CL A COM 125761304 110 12000 SH SOLE 12000
CSS INDS INC COM 125906107 1688 60000 SH SOLE 60000
CSK AUTO CORP COM 125965103 1836 68000 SH SOLE 68000
CNA FNCL CORP COM 126117100 517 12825 SH SOLE 12825
CNF TRANSN INC COM 12612W104 651 16900 SH SOLE 16900
CPAC INC COM 126145101 205 24500 SH SOLE 24500
CSG SYS INTL INC COM 126349109 1449 55350 SH SOLE 55350
CSP INC COM 126389105 265 40027 SH SOLE 40027
CSX CORP COM 126408103 1425 31400 SH SOLE 31400
CTS CORP COM 126501105 63 900 SH SOLE 900
CUNO INC COM 126583103 1362 71200 SH SOLE 71200
CVS CORP COM 126650100 12372 243774 SH SOLE 243774
CABLE & WIRELESS PUB LTD CO ADR 126830207 24 600 SH SOLE 600
CABOT CORP COM COM 127055101 1640 67800 SH SOLE 67800
CABOT OIL & GAS CORP CL A COM 127097103 806 43250 SH SOLE 43250
CADENCE DESIGN SYS INC COM 127387108 705 55875 SH SOLE 55875
CAERE CORP COM 127646107 148 11200 SH SOLE 11200
CALGON CARBON CORP COM 129603106 1338 225400 SH SOLE 225400
CA WTR SVC GROUP COM 130788102 481 18400 SH SOLE 18400
CALLAWAY GOLF CO COM 131193104 591 40400 SH SOLE 40400
CALPINE CORP COM 131347106 907 16800 SH SOLE 16800
CAMBREX CORP COM 132011107 404 15400 SH SOLE 15400
CAMPBELL SOUP CO COM 134429109 9 200 SH SOLE 200
CDN PAC LTD NEW COM 135923100 1550 65100 SH SOLE 65100
CANANDAIGUA BRANDS INC CL A COM 137219200 1657 31600 SH SOLE 31600
CAP AUTOMOTIVE COM 139733109 249 18800 SH SOLE 18800
CAP CORP OF W COM 140065103 580 46385 SH SOLE 46385
CAP ENVIRONMENTAL RES INC COM 14008M104 102 7000 SH SOLE 7000
CAP 1 FNCL COM 14040H105 1107 19875 SH SOLE 19875
CAPITOL FED FINL COM COM 14057C106 783 75000 SH SOLE 75000
CARDINAL HLTH INC COM 14149Y108 12963 202151 SH SOLE 202151
CAREER ED CORP COM 141665109 101 3000 SH SOLE 3000
CARLISLE COMPANIES INC COM 142339100 1280 26600 SH SOLE 26600
CARMEL CONTAINER SYS LTD COM 143269108 2 200 SH SOLE 200
CARNIVAL CORP COM 143658102 2571 53000 SH SOLE 53000
CAROLINA PWR & LT CO COM 144141108 3729 87100 SH SOLE 87100
CASCADE CORP COM 147195101 18 1250 SH SOLE 1250
CASE CORP COM 14743R103 303 6300 SH SOLE 6300
CASELLA WASTE SYS INC CL A COM 147448104 666 25600 SH SOLE 25600
CASS COML CORP COM 147741102 686 28000 SH SOLE 28000
CATERPILLAR INC COM 149123101 6513 108550 SH SOLE 108550
CATHERINES STORES CORP COM 14916F100 1604 129600 SH SOLE 129600
CAVALIER HOMES INC COM 149507105 246 30000 SH SOLE 30000
CELL GENESYS INC COM 150921104 117 27500 SH SOLE 27500
CENTENNIAL HEALTHCARE CORP COM 150937100 90 17000 SH SOLE 17000
CENDANT CORP COM 151313103 6757 329617 SH SOLE 329617
CENTEX CORP COM 152312104 526 14000 SH SOLE 14000
CENTOCOR INC COM 152342101 187 4000 SH SOLE 4000
CENT & S. W. CORP COM 152357109 28 1200 SH SOLE 1200
CENT GARDEN & PET CO COM 153527106 334 32600 SH SOLE 32600
CENT PKG CORP COM 154785109 2312 67500 SH SOLE 67500
CENTURYTEL INC COM 156700106 891 22425 SH SOLE 22425
CERES GROUP INC COM 156772105 209 22800 SH SOLE 22800
CERPROBE CORP COM 156787103 840 84000 SH SOLE 84000
CHAMPION ENTERPRISES INC COM 158496109 1492 80100 SH SOLE 80100
CHAMPION AUTO RACING TEAM INC COM 158711101 117 3900 SH SOLE 3900
CHANCELLOR MEDIA CORP CL A COM 158915108 4272 77500 SH SOLE 77500
CHANNELL COML CORP COM 159186105 445 44500 SH SOLE 44500
CHARTER 1 FINCL INC COM 160903100 3370 121178 SH SOLE 121178
CHARMING SHOPPES INC COM 161133103 2994 491250 SH SOLE 491250
CHARTWELL RE CORP COM 16139W109 89 4800 SH SOLE 4800
CHASE MANHATTAN CORP COM 16161A108 20397 235808 SH SOLE 235808
CHEAP TICKETS INC COM COM 162672109 606 16600 SH SOLE 16600
CHECKFREE HLDGS CORP COM 162816102 119 4300 SH SOLE 4300
CHEMED CORP COM 163596109 2065 62100 SH SOLE 62100
CHEMFAB CORP COM 16361L102 629 34600 SH SOLE 34600
CHES CORP COM 165159104 539 14400 SH SOLE 14400
CHEVRON CORP COM 166751107 8210 86365 SH SOLE 86365
CHGO TITLE CORP COM 168228104 3704 103800 SH SOLE 103800
CHICOS FAS INC COM 168615102 973 41400 SH SOLE 41400
CHIEFTAIN INTL INC COM 16867C101 123 7000 SH SOLE 7000
CHOICE HOTELS INTL INC COM 169905106 3407 172500 SH SOLE 172500
CHOICEPOINT INC COM 170388102 678 10100 SH SOLE 10100
CHRIS-CRAFT IND INC COM 170520100 2172 46089 SH SOLE 46089
CHRONIMED INC COM 171164106 344 44400 SH SOLE 44400
CHUBB CORP COM 171232101 2405 34600 SH SOLE 34600
CIENA CORP COM 171779101 1195 39600 SH SOLE 39600
CIMA LABS INC COM 171796105 264 57000 SH SOLE 57000
CIN BELL INC COM 171870108 2474 99200 SH SOLE 99200
CINAR CORP COM 171905300 1377 56200 SH SOLE 56200
CIN FNCL CORP COM 172062101 1525 40600 SH SOLE 40600
CIPRICO INC COM 172529109 497 50000 SH SOLE 50000
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3,194,727
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