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, 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 November 12, 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.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,875
Form 13F Information Table Value Total: 3,142,759
<TABLE>
<S> <C> <C> <C> <C> <C> <C> <C>
Voting
Title of Value Sh/Invst Auth
Name of Issuer Class CUSIP (X$1000) Shares PrnDiscr(Sole)
AAR CORP COM 000361105 635 35300 SH SOLE SOLE
ABC-NACO INC COM 000752105 2444 173050 SH SOLE SOLE
ADC TELECOMMUNICATIONS INC COM 000886101 2321 55350 SH SOLE SOLE
ABM INDS INC COM 000957100 837 33000 SH SOLE SOLE
ACT MFG INC COM 000973107 1429 57000 SH SOLE SOLE
AFLAC INC COM 001055102 3331 79550 SH SOLE SOLE
AGCO CORP COM 001084102 2607 200525 SH SOLE SOLE
AG SVCS AMER INC COM 001250109 629 41100 SH SOLE SOLE
AES CORP COM 00130H105 372 6300 SH SOLE SOLE
AK STL HLDG CORP COM 001547108 2459 134766 SH SOLE SOLE
AMFM INC COM 001693100 3645 60000 SH SOLE SOLE
AMR CORP COM 001765106 2480 45500 SH SOLE SOLE
AT & T CORP COM 001957109 12074 277564 SH SOLE SOLE
AT&T CORP COM 001957208 3545 95000 SH SOLE SOLE
ASI SOLUTIONS INC COM 00206F108 42 11700 SH SOLE SOLE
ATMI INC COM 00207R101 7668 205505 SH SOLE SOLE
AXA FINL INC COM 002451102 4621 82800 SH SOLE SOLE
AAVID THERMAL TECH INC COM 002539104 140 6200 SH SOLE SOLE
ABACUS DIRECT CORP COM 002553105 1280 10500 SH SOLE SOLE
ABBOTT LAB COM 002824100 764 20825 SH SOLE SOLE
ABERCROMBIE & FITCH CO COM 002896207 1277 37500 SH SOLE SOLE
ABACAN RES CORP COM 002919108 41 234700 SH SOLE SOLE
ABGENIX INC COM 00339B107 380 9700 SH SOLE SOLE
ABOUT COM INC COM 003736105 175 3100 SH SOLE SOLE
ACCLAIM ENTMT INC COM 004325205 936 123200 SH SOLE SOLE
ACCREDO HLTH INC COM 00437V104 214 6800 SH SOLE SOLE
ACME COMMUNICATIONS INC COM 004631107 143 4600 SH SOLE SOLE
ACME ELEC CORP COM 004644100 524 91100 SH SOLE SOLE
ACNIELSEN CORP COM 004833109 1517 66850 SH SOLE SOLE
ACTION PERFORMANCE COS INC COM 004933107 147 7000 SH SOLE SOLE
ACTEL CORP COM 004934105 760 40000 SH SOLE SOLE
ACTUATE CORP COM 00508B102 34 1000 SH SOLE SOLE
ACUSON COM 005113105 230 18000 SH SOLE SOLE
ACX TECHNOLOGIES INC COM 005123104 227 23900 SH SOLE SOLE
ACXIOM CORP COM 005125109 7812 397450 SH SOLE SOLE
ADAC LABS COM 005313200 804 81950 SH SOLE SOLE
ADAPTEC INC COM 00651F108 5652 142400 SH SOLE SOLE
ADMINISTAFF INC COM 007094105 99 6200 SH SOLE SOLE
ADOBE SYS INC COM 00724F101 743 6550 SH SOLE SOLE
ADRIAN STL CO COM 007338106 448 1121 SH SOLE SOLE
ADVANCED DIGITAL INFORMATION CORCOM 007525108 136 4900 SH SOLE SOLE
ADVANCED MARKETING SVCS INC COM 00753T105 93 4700 SH SOLE SOLE
ADVO INC COM 007585102 160 8000 SH SOLE SOLE
AEROFLEX INC COM 007768104 826 67800 SH SOLE SOLE
AEGON N V ORD AMER COM 007924103 25 287 SH SOLE SOLE
ADVANTA CORP COM 007942105 133 9100 SH SOLE SOLE
ADVANCED ENERGY INDS INC COM 007973100 732 23700 SH SOLE SOLE
AETNA INC COM 008117103 4521 91800 SH SOLE SOLE
AFFILIATED COMPUTER CL A COM 008190100 154 3800 SH SOLE SOLE
AFFILIATED MGRS GROUP INC COM 008252108 1286 47200 SH SOLE SOLE
AIR EXPRESS INTL CORP COM 009104100 209 9200 SH SOLE SOLE
AIRBORNE FGHT CORP COM 009266107 1011 48000 SH SOLE SOLE
AIRGATE PCS INC COM 009367103 264 10600 SH SOLE SOLE
AIRTRAN HLDGS INC COM 00949P108 327 64900 SH SOLE SOLE
ADR AKZO NOBEL N V ADR 010199305 30 700 SH SOLE SOLE
AK AIR GROUP INC COM 011659109 631 15500 SH SOLE SOLE
ALBERTO-CULVER CO CL B COM 013068101 583 25200 SH SOLE SOLE
ALBERTSON S INC COM 013104104 963 24352 SH SOLE SOLE
ALCOA INC COM 013817101 6577 105972 SH SOLE SOLE
ADR ALCATEL ALSTHOM ADR 013904305 944 34000 SH SOLE SOLE
ALKERMES INC COM 01642T108 1697 58900 SH SOLE SOLE
ALLAIRE CORP COM 016714107 784 14000 SH SOLE SOLE
ALLEGHANY CORP COM 017175100 4066 22969 SH SOLE SOLE
ALLEGHENY ENERGY INC COM 017361106 309 9700 SH SOLE SOLE
ALLEGHENY TELEDYNE INC COM 017415100 2797 165737 SH SOLE SOLE
ALLERGAN INC COM 018490102 825 7500 SH SOLE SOLE
ALLIANCE BANCORP COM 01852J105 510 26000 SH SOLE SOLE
ALLIANT ENERGY CORP COM 018802108 199 7200 SH SOLE SOLE
ALLIED SIGNAL INC COM 019512102 2164 36100 SH SOLE SOLE
ALLIED WASTE INDS INC COM 019589308 629 53860 SH SOLE SOLE
ALLSTATE CORP COM 020002101 4496 180300 SH SOLE SOLE
ALLTEL CORP COM 020039103 413 5875 SH SOLE SOLE
ALLTRISTA CORP COM 020040101 2905 111200 SH SOLE SOLE
ALPHA INDS INC COM 020753109 73 1300 SH SOLE SOLE
ALPHARMA INC CL A COM 020813101 120 3400 SH SOLE SOLE
ALPINE GROUP INC COM 020825105 194 15000 SH SOLE SOLE
ALTERA CORP COM 021441100 1349 31100 SH SOLE SOLE
ALTEON WEBSYSTEMS INC COM 02145A109 141 1500 SH SOLE SOLE
ALZA CORP COM 022615108 681 15900 SH SOLE SOLE
AMAZON COM INC COM 023135106 24 300 SH SOLE SOLE
AMBAC COM 023139108 772 16300 SH SOLE SOLE
AMCAST INDL CORP COM 023395106 150 11300 SH SOLE SOLE
AMERADA HESS CORP COM 023551104 8667 141500 SH SOLE SOLE
AMERCO COM 023586100 9 300 SH SOLE SOLE
AMER ON-LINE COM 02364J104 9882 94963 SH SOLE SOLE
AMER SVC GROUP INC COM 02364L109 81 6000 SH SOLE SOLE
AMERICA WEST HLDGS CORP COM 023657208 142 8200 SH SOLE SOLE
AMCORE FINL INC COM 023912108 1186 57500 SH SOLE SOLE
AMERN AXLE & MFG HOLDINGS INC COM 024061103 4 300 SH SOLE SOLE
AMERN CASINO ENTERPRISES INC COM 024927105 1 1300 SH SOLE SOLE
AMERN DENTAL PARTNERS INC COM 025353103 92 7600 SH SOLE SOLE
AMER ELEC PWR CO INC COM 025537101 358 10500 SH SOLE SOLE
AMERN EAGLE OUTFITTERS INC COM 02553E106 1349 27850 SH SOLE SOLE
AMER EXPRESS CO COM 025816109 12537 92865 SH SOLE SOLE
AMER FINL GROUP INC COM 025932104 1953 69600 SH SOLE SOLE
AMER GEN CORP COM 026351106 76 1200 SH SOLE SOLE
AMER GREETINGS CORP COM 026375105 1303 50600 SH SOLE SOLE
AMER HOME PROD CORP COM 026609107 2362 56925 SH SOLE SOLE
AMER INTL GROUP INC COM 026874107 11899 136874 SH SOLE SOLE
AMERN MGMT SYS INC COM 027352103 6086 237200 SH SOLE SOLE
AMERN MED SEC GROUP INC COM 02744P101 642 98700 SH SOLE SOLE
AMERICAN NATL CAN GROUP INC COM 027714104 79 5000 SH SOLE SOLE
AMER NATL INS CO COM 028591105 20 300 SH SOLE SOLE
AMERN RET CORP COM 028913101 209 21300 SH SOLE SOLE
AMERN PWR CONVERSION CORP COM 029066107 827 43500 SH SOLE SOLE
AMERN PRECISION INDS INC COM 029069101 1469 143300 SH SOLE SOLE
AMERICAN STANDARD CO, INC COM 029712106 73 1900 SH SOLE SOLE
AMERICAN TOWER CORP COM 029912201 440 22400 SH SOLE SOLE
AMERN WOODMARK CORP COM 030506109 863 32100 SH SOLE SOLE
AMERN XTAL TECH INC COM 030514103 1445 67600 SH SOLE SOLE
AMERICREDIT CORP COM 03060R101 1727 115600 SH SOLE SOLE
AMERISOURCE DISTR CORP COM 03071P102 1265 53400 SH SOLE SOLE
AMES DEPT STORES INC COM 030789507 2140 67150 SH SOLE SOLE
AMERITECH CORP COM 030954101 5667 84900 SH SOLE SOLE
AMGEN INC COM 031162100 6544 80300 SH SOLE SOLE
AMKOR TECH INC COM 031652100 382 23700 SH SOLE SOLE
AMPCO-PITTSBURG CORP COM 032037103 4 300 SH SOLE SOLE
AMSOUTH BANCORPORATION COM 032165102 1577 67287 SH SOLE SOLE
ANACOMP INC COM 032371106 1836 111500 SH SOLE SOLE
ANADARKO PETRO CORP COM 032511107 1944 63613 SH SOLE SOLE
ANADIGICS INC COM 032515108 1311 46600 SH SOLE SOLE
ANALYTICAL SURVEYS INC COM 032683302 2025 128575 SH SOLE SOLE
ANDERSONS INC COM 034164103 210 24000 SH SOLE SOLE
ANESTA CORP COM 034603100 29 3200 SH SOLE SOLE
ANGELICA CORP COM 034663104 429 37300 SH SOLE SOLE
ANHEUSER-BUSCH COS INC COM 035229103 8851 126332 SH SOLE SOLE
ANIXTER INTL INC COM 035290105 4380 188375 SH SOLE SOLE
ANN TAYLOR STORES CORP COM 036115103 2544 62250 SH SOLE SOLE
ANSYS INC COM 03662Q105 74 7500 SH SOLE SOLE
ANTEC CORP COM 03664P105 2019 38000 SH SOLE SOLE
ANSWERTHINK CONSULTING GROUP INCCOM 036916104 150 15600 SH SOLE SOLE
AON CORP COM 037389103 35 1200 SH SOLE SOLE
APACHE CORP COM 037411105 1697 39300 SH SOLE SOLE
APOGEE ENTERPRISES INC COM 037598109 309 44000 SH SOLE SOLE
APPLE COMPUTER INC COM 037833100 2419 38200 SH SOLE SOLE
APRIA HEALTHCARE GROUP INC COM 037933108 3578 213600 SH SOLE SOLE
APPLIED MATERIALS INC COM 038222105 4467 57500 SH SOLE SOLE
APPLIED PWR INC COM 038225108 3038 100000 SH SOLE SOLE
APPLIED MICRO CIRCUITS CORP COM 03822W109 1231 21600 SH SOLE SOLE
ARCADIA FINL LTD COM 039101100 166 38400 SH SOLE SOLE
ARCH CHEMICALS INC COM 03937R102 785 48500 SH SOLE SOLE
ARCH COMMS GROUP INC COM 039381504 1708 427083 SH SOLE SOLE
ARCTIC CAT INC COM 039670104 863 90300 SH SOLE SOLE
ARDEN GROUP INC COM 039762109 20 500 SH SOLE SOLE
ARDEN RLTY GROUP INC COM 039793104 1124 51700 SH SOLE SOLE
ARKANSAS BEST CORP COM 040790107 269 21700 SH SOLE SOLE
ARMCO INC COM 042170100 1684 240566 SH SOLE SOLE
ARMSTRONG WORLD INDS COM 042476101 207 4600 SH SOLE SOLE
ARROW INTL INC COM 042764100 325 12700 SH SOLE SOLE
ARTESYN TECHNOLOGIES INC COM 043127109 1445 76200 SH SOLE SOLE
ARTHROCARE CORP COM 043136100 945 17300 SH SOLE SOLE
ARVIN INDS INC COM 043339100 560 18100 SH SOLE SOLE
ASHLAND INC COM 044204105 279 8300 SH SOLE SOLE
ASK JEEVES INC COM 045174109 324 9400 SH SOLE SOLE
ASSISTED LIVING CONCEPTS INC COM 04543L109 140 49800 SH SOLE SOLE
ASSOCTD BANC-CORP COM 045487105 293 8100 SH SOLE SOLE
ASSD GROUP INC COM 045651106 1845 30500 SH SOLE SOLE
AT HOME CORP COM 045919107 17 400 SH SOLE SOLE
ASSOC 1ST CAP CORP COM 046008108 720 20000 SH SOLE SOLE
ASTORIA FINL CORP COM 046265104 258 8400 SH SOLE SOLE
ADR ASTRAZENECA PLC ADR 046353108 761 18000 SH SOLE SOLE
ASYST TECHNOLOGIES INC COM 04648X107 1059 32100 SH SOLE SOLE
ATHEY PRODS CORP COM 047465109 48 27420 SH SOLE SOLE
ATLC RICHFIELD CO COM 048825103 3560 40172 SH SOLE SOLE
ATMEL CORP COM 049513104 933 27600 SH SOLE SOLE
ATMOS ENERGY CORP COM 049560105 786 32600 SH SOLE SOLE
ATWOOD OCEANICS INC COM 050095108 306 10000 SH SOLE SOLE
AURA SYS INC COM 051526101 14 143500 SH SOLE SOLE
AUSPEX SYS INC COM 052116100 1127 127000 SH SOLE SOLE
AUTHENTIC FITNESS CORP COM 052661105 160 9100 SH SOLE SOLE
AUTODESK INC COM 052769106 602 27500 SH SOLE SOLE
AUTO DATA PROCESSING INC COM 053015103 5324 119300 SH SOLE SOLE
AUTONATION INC COM 05329W102 474 37900 SH SOLE SOLE
AUTOZONE INC COM 053332102 2245 80000 SH SOLE SOLE
AVALON HLDGS CORP COM 05343P109 753 133800 SH SOLE SOLE
AVANT CORP COM 053487104 633 35500 SH SOLE SOLE
AVERY DENNISON CORP COM 053611109 7343 139200 SH SOLE SOLE
AVIATION SALES CO COM 053672101 220 11600 SH SOLE SOLE
AVID TECH INC COM 05367P100 533 40600 SH SOLE SOLE
AVIS RENT A CAR INC COM 053790101 225 10800 SH SOLE SOLE
AVISTA CORP COM 05379B107 523 29800 SH SOLE SOLE
AVNET INC COM 053807103 2411 57400 SH SOLE SOLE
AVON PROD INC COM 054303102 370 14900 SH SOLE SOLE
AZTAR CORP COM 054802103 514 50100 SH SOLE SOLE
BB&T CORP COM 054937107 19 600 SH SOLE SOLE
BEI TECHNOLOGIES INC COM 05538P104 200 16500 SH SOLE SOLE
ADR BG PLC ADR 055434104 30 1058 SH SOLE SOLE
BHA GROUP HLDGS INC COM 055446108 388 40090 SH SOLE SOLE
BISYS GROUP INC COM 055472104 1970 42000 SH SOLE SOLE
BJS WHSL CLUB INC COM 05548J106 4059 137300 SH SOLE SOLE
ADR BP AMOCO P L C ADR 055622104 1984 17906 SH SOLE SOLE
BMC SOFTWARE INC COM 055921100 27942 390450 SH SOLE SOLE
BACOU USA INC COM 056439102 746 44700 SH SOLE SOLE
BADGER METER INC COM 056525108 370 10800 SH SOLE SOLE
BAIRNCO CORP COM 057097107 4 600 SH SOLE SOLE
BAKER HUGHES INC COM 057224107 5049 174100 SH SOLE SOLE
BALDWIN TECH INC COM 058264102 299 126100 SH SOLE SOLE
BALL CORP COM 058498106 3132 71086 SH SOLE SOLE
BK AMER CORP COM 060505104 10086 181116 SH SOLE SOLE
BANK N.Y. CO INC COM 064057102 2702 80800 SH SOLE SOLE
BANK ONE CORP COM 06423A103 2351 67536 SH SOLE SOLE
BNK UNITED CORP COM 065412108 660 20400 SH SOLE SOLE
BANKBOSTON CORP COM 06605R106 1015 23400 SH SOLE SOLE
BANTA CORP COM 066821109 91 4100 SH SOLE SOLE
BARD C R INC COM 067383109 184 3900 SH SOLE SOLE
ADR BARCLAYS PLC ADR 06738E204 60 500 SH SOLE SOLE
BARNES & NOBLE INC COM 067774109 96 3700 SH SOLE SOLE
BARRICK GOLD CORP COM 067901108 379 17440 SH SOLE SOLE
BARR LABS INC COM 068306109 1365 43000 SH SOLE SOLE
BARRA INC COM 068313105 515 24500 SH SOLE SOLE
BAUSCH & LOMB INC COM 071707103 950 14400 SH SOLE SOLE
BAXTER INTL INC COM 071813109 2940 48799 SH SOLE SOLE
BAY VIEW CAP CORP COM 07262L101 680 51300 SH SOLE SOLE
BEAR STEARNS COS INC COM 073902108 1208 31440 SH SOLE SOLE
BECKMAN COULTER INC COM 075811109 406 9000 SH SOLE SOLE
BECTON DICKINSON & CO COM 075887109 62 2200 SH SOLE SOLE
BED BATH BEYOND INC COM 075896100 5593 160100 SH SOLE SOLE
BEDFORD PPTY INVS INC COM 076446301 1614 95650 SH SOLE SOLE
BELDEN INC COM 077459105 1704 83100 SH SOLE SOLE
BELL ATLC CORP COM 077853109 17352 257784 SH SOLE SOLE
BELLSOUTH CORP COM 079860102 10840 240885 SH SOLE SOLE
BENCHMARK ELECTRS INC COM 08160H101 727 20600 SH SOLE SOLE
BERGEN BRUNSWIG CORP COM 083739102 536 51700 SH SOLE SOLE
BERINGER WINE ESTATES HLDGS INC COM 084102102 439 10700 SH SOLE SOLE
BEST BUY INC COM 086516101 2629 42402 SH SOLE SOLE
BEST SOFTWARE INC COM 086579109 1119 56650 SH SOLE SOLE
BESTFOODS COM 08658U101 2030 41800 SH SOLE SOLE
BETHLEHEM STEEL CORP COM 087509105 147 19900 SH SOLE SOLE
BEVERLY ENTERPRISES INC COM 087851309 4332 1019350 SH SOLE SOLE
BINDLEY WESTN INDS COM 090324104 44 3066 SH SOLE SOLE
BINDVIEW DEV CORP COM 090327107 457 23200 SH SOLE SOLE
BIO RAD LABS INC COM 090572207 427 15600 SH SOLE SOLE
BIOGEN INC COM 090597106 4402 55850 SH SOLE SOLE
BIOMET INC COM 090613100 1210 46000 SH SOLE SOLE
BIOVAIL CORP INTL COM 09067K106 3598 70900 SH SOLE SOLE
BLACK & DECKER COM 091797100 1823 39900 SH SOLE SOLE
BLACK BOX CORP COM 091826107 1544 29400 SH SOLE SOLE
BLAIR CORP COM 092828102 176 10000 SH SOLE SOLE
BLANCH E W HLDGS INC COM 093210102 1758 27000 SH SOLE SOLE
BLOCK DRUG INC COM 093644102 14 400 SH SOLE SOLE
BLOCK H & R INC COM 093671105 83 1900 SH SOLE SOLE
BLUE WAVE SYS INC COM 096081104 173 40000 SH SOLE SOLE
BLUEGREEN CORP COM 096231105 344 72405 SH SOLE SOLE
BOB EVANS FARMS INC COM 096761101 479 23500 SH SOLE SOLE
BOEING CO COM 097023105 3253 76325 SH SOLE SOLE
BOGEN COMMUNICATIONS INTL INC COM 097189104 94 16900 SH SOLE SOLE
BOISE CASCADE CORP COM 097383103 339 9300 SH SOLE SOLE
BOISE CASCADE OFFICE PRODS CORP COM 097403109 1631 150000 SH SOLE SOLE
BONE CARE INTL INC COM 098072101 185 19500 SH SOLE SOLE
BORDERS GROUP INC COM 099709107 435 29600 SH SOLE SOLE
BORG WARNER AUTOMOTIVE INC COM 099724106 834 19400 SH SOLE SOLE
BSTN PVT FINL HLDGS INC COM 101119105 112 12500 SH SOLE SOLE
BSTN SCIENTIFIC CORP COM 101137107 35 1400 SH SOLE SOLE
BOWNE & CO INC COM 103043105 698 57600 SH SOLE SOLE
BRADLEES INC COM 104499207 368 23000 SH SOLE SOLE
BRIDGESTREET ACCOMMODATIONS INC COM 108452103 33 11400 SH SOLE SOLE
BRIGGS & STRATTON CORP COM 109043109 64 1100 SH SOLE SOLE
BRIGHAM EXPL CO COM 109178103 44 19100 SH SOLE SOLE
BRIGHT HORIZONS FAM SOLS INC COM 109195107 398 25500 SH SOLE SOLE
BRINKER INTL INC COM 109641100 1700 62800 SH SOLE SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 19214 284650 SH SOLE SOLE
BRIT AIRW ADR 110419306 23 400 SH SOLE SOLE
BRITISHSTEEL PLC ADR COM 111015301 31 1200 SH SOLE SOLE
BROOKLINE BANCORP INC COM 113739106 565 55500 SH SOLE SOLE
BROWN & SHARPE MFG CO COM 115223109 459 193100 SH SOLE SOLE
BROWN SHOE COMPANY INC COM 115736100 207 11300 SH SOLE SOLE
BRUNSWICK CORP COM 117043109 893 35900 SH SOLE SOLE
BRUSH WELLMAN INC COM 117421107 1038 70700 SH SOLE SOLE
BUCA INC OC COM 117769109 459 35300 SH SOLE SOLE
BUDGET GROUP INC COM 119003101 36 5100 SH SOLE SOLE
BUFFETS INC COM 119882108 501 43100 SH SOLE SOLE
BLDG MATLS HLDG CORP COM 120113105 716 71600 SH SOLE SOLE
BURL COAT FACTORY WHSE CORP COM 121579106 419 21200 SH SOLE SOLE
BURL INDS INC COM 121693105 955 212275 SH SOLE SOLE
BURL NORTHN SANTA FE CORP COM 12189T104 2434 88500 SH SOLE SOLE
BURL RES INC COM 122014103 797 21700 SH SOLE SOLE
BURNS INTL SVCS CORP COM 122374101 726 45000 SH SOLE SOLE
BURR BROWN CORP COM 122574106 695 17600 SH SOLE SOLE
BUSH INDS INC COM 123164105 199 15200 SH SOLE SOLE
BUSINESS OBJECTS ADR 12328X107 3449 58450 SH SOLE SOLE
BUSINESS RES GROUP COM 12329K104 304 81000 SH SOLE SOLE
C&D TECHNOLOGIES INC COM 124661109 2861 78800 SH SOLE SOLE
CAIS INTERNET INC COM 12476Q102 71 5900 SH SOLE SOLE
CBL & ASSOC PROPERTIES INC COM 124830100 459 18800 SH SOLE SOLE
CBRL GROUP INC COM 12489V106 379 24475 SH SOLE SOLE
CBS CORP COM 12490K107 7904 170900 SH SOLE SOLE
CDW COMPUTER CTRS INC COM 125129106 2444 50000 SH SOLE SOLE
CEC ENTMT INC COM 125137109 375 10450 SH SOLE SOLE
CEM CORP COM 125165100 238 38800 SH SOLE SOLE
CFS BANCORP INC COM 12525D102 652 62500 SH SOLE SOLE
C H ROBINSON WORLDWIDE INC COM 12541W100 179 5300 SH SOLE SOLE
CIGNA CORP COM 125509109 1827 23493 SH SOLE SOLE
CK WITCO CORP COM 12562C108 2068 139008 SH SOLE SOLE
CMI CORP OKLA COM 125761304 84 12000 SH SOLE SOLE
CSS INDS INC COM 125906107 1380 60000 SH SOLE SOLE
CSK AUTO CORP COM 125965103 1514 69400 SH SOLE SOLE
CNA FNCL CORP COM 126117100 449 12825 SH SOLE SOLE
CNF TRANSN INC COM 12612W104 630 16900 SH SOLE SOLE
CPAC INC COM 126145101 144 24500 SH SOLE SOLE
CSG SYS INTL INC COM 126349109 1625 59300 SH SOLE SOLE
CSP INC COM 126389105 268 46600 SH SOLE SOLE
CSX CORP COM 126408103 1521 35900 SH SOLE SOLE
CTS CORP COM 126501105 35 600 SH SOLE SOLE
CUNO INC COM 126583103 1944 97800 SH SOLE SOLE
CVS CORP COM 126650100 10210 250174 SH SOLE SOLE
CABLE & WIRELESS PUB LTD ADR 126830207 23 700 SH SOLE SOLE
CABLETRON SYS INC COM 126920107 3417 217800 SH SOLE SOLE
CABOT CORP COM 127055101 1610 67800 SH SOLE SOLE
CABOT OIL & GAS CORP CL A COM 127097103 881 51050 SH SOLE SOLE
CADENCE DESIGN SYS INC COM 127387108 1817 135875 SH SOLE SOLE
CAERE CORP COM 127646107 31 4000 SH SOLE SOLE
CAL DIVE INTL INC COM 127914109 192 5600 SH SOLE SOLE
CALGON CARBON CORP COM 129603106 1536 225400 SH SOLE SOLE
CA WTR SVC GROUP COM 130788102 504 18400 SH SOLE SOLE
CALLAWAY GOLF CO COM 131193104 954 78300 SH SOLE SOLE
CALPINE CORP COM 131347106 783 9200 SH SOLE SOLE
CAMBREX CORP COM 132011107 407 15400 SH SOLE SOLE
CAMPBELL SOUP CO COM 134429109 164 4200 SH SOLE SOLE
CDN PAC LTD NEW COM 135923100 1485 65100 SH SOLE SOLE
CANANDAIGUA BRANDS INC COM 137219200 2477 41450 SH SOLE SOLE
CAP CORP OF W COM 140065103 602 49685 SH SOLE SOLE
CAP ENVIRONMENTAL RES INC COM 14008M104 39 7000 SH SOLE SOLE
CAP 1 FNCL COM 14040H105 1081 27725 SH SOLE SOLE
CAPITOL FED FINL COM 14057C106 728 73000 SH SOLE SOLE
CARDINAL HLTH INC COM 14149Y108 13345 244871 SH SOLE SOLE
CAREER ED CORP COM 141665109 99 3400 SH SOLE SOLE
CARLISLE COMPANIES INC COM 142339100 1446 36600 SH SOLE SOLE
CARMEL CONTAINER SYS COM 143269108 2 200 SH SOLE SOLE
CARNIVAL CORP COM 143658102 2306 53000 SH SOLE SOLE
CAROLINA PWR & LT CO COM 144141108 25 700 SH SOLE SOLE
CASCADE CORP COM 147195101 10 950 SH SOLE SOLE
CASE CORP COM 14743R103 314 6300 SH SOLE SOLE
CASS COML CORP COM 147741102 798 31300 SH SOLE SOLE
CATELLUS DEV CORP COM 149111106 298 25400 SH SOLE SOLE
CATERPILLAR INC COM 149123101 5084 92750 SH SOLE SOLE
CATHERINES STORES CORP COM 14916F100 1945 148200 SH SOLE SOLE
CATO CORP CL A COM 149205106 218 15500 SH SOLE SOLE
CAVALIER HOMES INC COM 149507105 400 79900 SH SOLE SOLE
CELL GENESYS INC COM 150921104 203 25750 SH SOLE SOLE
CENTENNIAL HEALTHCARE CORP COM 150937100 49 17000 SH SOLE SOLE
CELLNET DATA SYS INC COM 15115M101 69 17500 SH SOLE SOLE
CENDANT CORP COM 151313103 5861 330217 SH SOLE SOLE
CENTEX CORP COM 152312104 807 27300 SH SOLE SOLE
CENTEX CONSTR PRODS INC COM 15231R109 156 4200 SH SOLE SOLE
CENT & S W CORP COM 152357109 25 1200 SH SOLE SOLE
CENTRAL NEWSPAPERS INC COM 154647101 325 7300 SH SOLE SOLE
CENT PKG CORP COM 154785109 2859 97750 SH SOLE SOLE
CENTURYTEL INC COM 156700106 1021 25125 SH SOLE SOLE
CEPHALON INC COM 156708109 180 10000 SH SOLE SOLE
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