UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D. C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 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 May 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: 1,149
Form 13F Information Table Value Total: $1,880,032
<PAGE>
<TABLE>
<C> <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 588 33000 SH SOLE 33000
ABC-NACO INC COM 000752105 1231 97500 SH SOLE 97500
ADC TELECOM COM 000886101 3290 69000 SH SOLE 69000
ABM IND INC COM 000957100 976 32000 SH SOLE 32000
ACT MFG INC COM 000973107 248 15000 SH SOLE 15000
ACT NETWORKS INC COM 000975102 364 18900 SH SOLE 18900
AFLAC INC COM 001055102 5662 104000 SH SOLE 104000
AGCO CORP COM 001084102 325 49500 SH SOLE 49500
AG SERVICES AMER COM 001250109 115 7800 SH SOLE 7800
AK STL HLDG CORP COM 001547108 4266 189066 SH SOLE 189066
AMR CORP COM 001765106 960 16400 SH SOLE 16400
ARM FINL GROUP INC COM 001944107 308 20600 SH SOLE 20600
AT & T CORP COM 001957109 10290 128922 SH SOLE 128922
AT&T CORP COM 001957208 2560 48680 SH SOLE 48680
ATMI INC COM 00207R101 4226 211305 SH SOLE 211305
ABACUS DIRECT CORP COM 002553105 426 5200 SH SOLE 5200
ABBOTT LAB COM 002824100 6316 134925 SH SOLE 134925
ABERCROMBIE & FITCH CO CL A COM 002896207 1162 12600 SH SOLE 12600
ABACAN RES CORP COM 002919108 40 234700 SH SOLE 234700
ABGENIX INC COM 00339B107 237 15700 SH SOLE 15700
ABOVENET COMMS INC COM 003743101 393 3000 SH SOLE 3000
ABRAMS INDS COM 003788106 3 700 SH SOLE 700
ACME ELEC CORP COM 004644100 176 44000 SH SOLE 44000
ACNIELSEN CORP COM 004833109 472 17400 SH SOLE 17400
ACTION PERF COS INC COM 004933107 422 14000 SH SOLE 14000
ACX TECH INC COM 005123104 215 16400 SH SOLE 16400
ACXIOM CORP COM 005125109 7636 288150 SH SOLE 288150
ADOBE SYS INC COM 00724F101 413 7270 SH SOLE 7270
ADVANCED TECH PRODS INC COM 007548100 54 5000 SH SOLE 5000
AEROFLEX INC COM 007768104 1362 95600 SH SOLE 95600
ADVANCED ENERGY INDS INC COM 007973100 424 18000 SH SOLE 18000
ADVENT SOFTWARE INC COM 007974108 75 1500 SH SOLE 1500
AETNA INC COM 008117103 2911 35075 SH SOLE 35075
AFFILIATED MGRS GROUP INC COM 008252108 697 26800 SH SOLE 26800
AIRBORNE FGHT CORP COM 009266107 570 18400 SH SOLE 18400
ADR AKZO NOBEL COM 010199305 26 700 SH SOLE 700
AK AIR GROUP INC COM 011659109 736 15500 SH SOLE 15500
ALBERTO-CULVER CO COM 013068101 526 22500 SH SOLE 22500
ALCOA INC COM 013817101 3401 82562 SH SOLE 82562
ALKERMES INC COM 01642T108 540 19800 SH SOLE 19800
ALLEGHANY CORP COM 017175100 4095 22270 SH SOLE 22270
ALLEGHENY ENERGY INC COM 017361106 188 6380 SH SOLE 6380
ALLEGY TELEDYNE INC COM 017415100 2533 133737 SH SOLE 133737
ALLEGIANCE TELECOM INC EXP 2WTS 01747T110 32 900 SH SOLE 900
ALLERGAN INC COM 018490102 79 900 SH SOLE 900
ALLIANCE BANCORP COM 01852J105 89 5000 SH SOLE 5000
ALLIED SIGNAL INC COM 019512102 2360 47975 SH SOLE 47975
ALLIED WASTE INDS INC COM 019589308 498 34460 SH SOLE 34460
ALLSTATE CORP COM 020002101 1293 34900 SH SOLE 34900
ALLTEL CORP COM 020039103 366 5875 SH SOLE 5875
ALLTRISTA CORP COM 020040101 1815 93100 SH SOLE 93100
ALPINE GROUP INC COM 020825105 71 7000 SH SOLE 7000
ALTERA CORP COM 021441100 964 16200 SH SOLE 16200
ALTERNATIVE RES CORP COM 02145R102 676 106000 SH SOLE 106000
AMER ON-LINE COM 02364J104 9864 67100 SH SOLE 67100
AMER BUSINESS PRODS INC GA COM 024763104 111 7900 SH SOLE 7900
AMER VANTAGE COMPANIES COM 024927105 1 1300 SH SOLE 1300
AMER EAGLE OUTFITTERS INC COM 02553D108 244 3400 SH SOLE 3400
AMER EXPRESS CO COM 025816109 7836 66550 SH SOLE 66550
AMER FINL GROUP INC OH COM 025932104 1207 34300 SH SOLE 34300
AMER GREETINGS CORP CL A COM 026375105 1170 46100 SH SOLE 46100
AMER HOME PROD CORP COM 026609107 2656 40700 SH SOLE 40700
AMER INTL GROUP INC COM 026874107 5994 49692 SH SOLE 49692
AMER ITALIAN PASTA CO CL A COM 027070101 238 9500 SH SOLE 9500
AMER MGMT SYS INC COM 027352103 3679 107800 SH SOLE 107800
AMERN MED SEC GROUP INC COM 02744P101 210 15000 SH SOLE 15000
AMER NATL INS CO COM 028591105 20 300 SH SOLE 300
AMER ONCOLOGY RES COM 028910107 89 9900 SH SOLE 9900
AMER PWR CONVERSION CORP COM 029066107 645 23900 SH SOLE 23900
AMER PRECISION IND INC COM 029069101 1238 128600 SH SOLE 128600
AMER SAFETY RAZOR CO COM 029362100 746 53800 SH SOLE 53800
AMERICAN TOWER CORP COM 029912201 796 32500 SH SOLE 32500
AMER WOODMARK INC COM 030506109 550 17400 SH SOLE 17400
AMERICREDIT CORP COM 03060R101 1391 106000 SH SOLE 106000
AMERISOURCE DISTR CORP CL A COM 03071P102 4191 122600 SH SOLE 122600
AMES DEPT STORES INC COM 030789507 1108 29850 SH SOLE 29850
AMERITECH CORP COM 030954101 3671 63700 SH SOLE 63700
AMGEN INC COM 031162100 1318 17600 SH SOLE 17600
AMPCO-PITTSBURGH CORP COM 032037103 3 300 SH SOLE 300
AMSOUTH BANCORPORATION COM 032165102 1726 37925 SH SOLE 37925
AMWEST INS GROUP INC COM 032345100 2 220 SH SOLE 220
ANACOMP INC COM 032371106 1475 91800 SH SOLE 91800
ANADARKO PETRO CORP COM 032511107 914 24200 SH SOLE 24200
ANALYTICAL SURVEYS INC COM 032683302 3661 140825 SH SOLE 140825
ANDERSONS INC COM 034164103 416 34300 SH SOLE 34300
ANGELICA CORP COM 034663104 699 49900 SH SOLE 49900
ANFLOGOLD LTD ADR 035128206 4 212 SH SOLE 212
ANHEUSER-BUSCH COS INC COM 035229103 5794 76107 SH SOLE 76107
ANIXTER INTL INC COM 035290105 905 75775 SH SOLE 75775
ANNTAYLOR STORES CORP COM 036115103 431 9750 SH SOLE 9750
ANTEC CORP COM 03664P105 1477 68700 SH SOLE 68700
ANSWERTHINK CONSULT GRP INC COM 036916104 386 13800 SH SOLE 13800
APOGEE ENTERPRISES INC COM 037598109 224 18900 SH SOLE 18900
APPLE COMPUTER INC COM 037833100 3662 101900 SH SOLE 101900
APRIA HEALTHCARE GROUP INC COM 037933108 2421 203900 SH SOLE 203900
APPLIED MATERIALS INC COM 038222105 1030 16700 SH SOLE 16700
APPLIED MICRO CIRCUITS CORP COM 03822W109 872 20400 SH SOLE 20400
ARCH CHEMICALS INC COM 03937R102 248 14800 SH SOLE 14800
ARCTIC CAT INC COM 039670104 866 87100 SH SOLE 87100
ARDEN GROUP INC CL A COM 039762109 33 800 SH SOLE 800
ARDEN RLTY GROUP INC COM 039793104 187 8400 SH SOLE 8400
ARMCO INC COM 042170100 1354 305166 SH SOLE 305166
ARMSTRONG WORLD IND INC COM 042476101 241 5340 SH SOLE 5340
ARROW INTL INC COM 042764100 612 28400 SH SOLE 28400
ARVIN IND INC COM 043339100 569 16900 SH SOLE 16900
ASHLAND INC COM 044204105 434 10600 SH SOLE 10600
ASPECT DEV INC COM 045234101 233 10000 SH SOLE 10000
ASSOCTD GROUP INC CL A COM 045651106 1512 30500 SH SOLE 30500
ASSOC 1ST CAP CORP CL A COM 046008108 2726 60585 SH SOLE 60585
ASTEC IND INC COM 046224101 25 800 SH SOLE 800
ASTORIA FINL CORP COM 046265104 285 5700 SH SOLE 5700
ATHEY PROD CORP COM 047465109 70 27420 SH SOLE 27420
ATLC RICHFIELD CO COM 048825103 1521 20800 SH SOLE 20800
ATWOOD OCEANICS INC COM 050095108 219 7300 SH SOLE 7300
AURA SYS INC COM 051526101 78 208400 SH SOLE 208400
AUTOBYTEL COM INC COM 05275N106 84 2000 SH SOLE 2000
AUTODESK INC COM 052769106 62 1525 SH SOLE 1525
AUTO DATA PROCESSING INC COM 053015103 7373 178200 SH SOLE 178200
AUTOWEB COM INC COM 053331104 14 400 SH SOLE 400
AVALON HLDGS CORP CL A COM 05343P109 757 124800 SH SOLE 124800
AVANT CORP COM 053487104 421 23700 SH SOLE 23700
AVERY DENNISON CORP COM 053611109 5727 99600 SH SOLE 99600
AVIATION SALES CO CO COM 053672101 1139 25600 SH SOLE 25600
AVID TECH INC COM 05367P100 462 26500 SH SOLE 26500
AVISTA CORP COM 05379B107 470 28900 SH SOLE 28900
AVNET INC COM 053807103 525 14275 SH SOLE 14275
AVON PROD INC COM 054303102 729 15500 SH SOLE 15500
AXENT TECHNOLOGIES INC COM 05459C108 135 5600 SH SOLE 5600
AZTAR CORP COM 054802103 342 71100 SH SOLE 71100
BCE INC COM 05534B109 80 1800 SH SOLE 1800
BEI TECHNOLOGIES INC COM 05538P104 169 15700 SH SOLE 15700
BG PL ADR 055434104 31 1058 SH SOLE 1058
BHA GROUP HLDG INC COM 055446108 320 35090 SH SOLE 35090
BISYS GROUP INC COM 055472104 2526 44900 SH SOLE 44900
BJS WHSL CLUB INC COM 05548J106 1029 39100 SH SOLE 39100
BSB BANCORP INC COM 055652101 11 450 SH SOLE 450
BMC SOFTWARE INC COM 055921100 5896 159085 SH SOLE 159085
BACK BAY RESTAURANT GRP INC COM 05635V103 7 700 SH SOLE 700
BADGER METER INC COM 056525108 153 5000 SH SOLE 5000
BAIRNCO CORP COM 057097107 3 600 SH SOLE 600
BAKER MICHAEL CORP COM 057149106 2 300 SH SOLE 300
BALANCE BAR CO COM 057623100 183 18700 SH SOLE 18700
BALDWIN PIANO & ORGAN CO COM 058246109 270 33700 SH SOLE 33700
BALDWIN TECH INC CL A COM 058264102 281 97800 SH SOLE 97800
BALL CORP COM 058498106 2900 61786 SH SOLE 61786
BALT GAS & ELEC CO COM 059165100 23 900 SH SOLE 900
BANK N.Y. CO INC COM 064057102 2572 71575 SH SOLE 71575
BANK ONE CORP COM 06423A103 5855 106336 SH SOLE 106336
BNK UNITED CORP CL A COM 065412108 936 22900 SH SOLE 22900
BANKAMERICA CORP COM 06605F102 2341 33151 SH SOLE 33151
BANKBOSTON CORP COM 06605R106 1014 23400 SH SOLE 23400
ADR BARCLAYS PLC COM 06738E204 46 400 SH SOLE 400
BARRICK GOLD CORP COM 067901108 298 17440 SH SOLE 17440
BARRA INC COM 068313105 231 9400 SH SOLE 9400
BAXTER INTL INC COM 071813109 911 13799 SH SOLE 13799
BAY VIEW CAP CORP COM 07262L101 478 25300 SH SOLE 25300
B.STEARNS & COS INC COM 073902108 413 9240 SH SOLE 9240
BECKMAN COULTER INC COM 075811109 704 15900 SH SOLE 15900
BED BATH & BEYOND INC COM 075896100 2522 69100 SH SOLE 69100
BEDFORD PROP INVESTORS COM 076446301 513 35050 SH SOLE 35050
BELDEN INC COM 077459105 1159 67900 SH SOLE 67900
BELL ATLC CORP COM 077853109 8484 164139 SH SOLE 164139
BELLSOUTH CORP COM 079860102 7267 181400 SH SOLE 181400
BENNETTON GROUP ADR 081795403 7 200 SH SOLE 200
BERGEN BRUNSWIG CORP COM 083739102 3242 162100 SH SOLE 162100
BERLITZ INTL INC COM 08520F100 213 9400 SH SOLE 9400
BESTFOODS COM 08658U101 602 12800 SH SOLE 12800
BEVERLY ENTERPRISES INC COM 087851309 1713 334200 SH SOLE 334200
BINDLEY WESTN IND INC COM 090324104 1914 67000 SH SOLE 67000
BINDVIEW DEV CORP COM 090327107 286 9200 SH SOLE 9200
BINKS SAMES CORP COM 090527102 154 8300 SH SOLE 8300
BIO-RAD LABS INC CL A COM 090572207 446 22000 SH SOLE 22000
BIOCHEM PHARMA INC COM 09058T108 243 11400 SH SOLE 11400
BIOGEN INC COM 090597105 2406 21050 SH SOLE 21050
BIOVAIL CORP INTL COM 09067K106 2414 62700 SH SOLE 62700
BLACK & DECKER CORP COM 091797100 1641 29600 SH SOLE 29600
BLAIR CORP COM 092828102 154 9800 SH SOLE 9800
BLANCH E W HLDGS INC COM 093210102 604 11500 SH SOLE 11500
BLOCK DRUG CO INC CL A COM 093644102 16 400 SH SOLE 400
BLUE WAVE SYS INC COM 096081104 140 40000 SH SOLE 40000
BLUEGREEN CORP COM 096231105 1367 280355 SH SOLE 280355
BOEING CO COM 097023105 1351 39725 SH SOLE 39725
BOGEN COMMS INTL INC COM 097189104 98 14500 SH SOLE 14500
BOISE CASACADE OFFICE PRODS COM 097403109 1669 150000 SH SOLE 150000
BONDED MTRS INC COM 097894109 40 16500 SH SOLE 16500
BORDERS GROUP INC COM 099709107 1347 95800 SH SOLE 95800
BORG WARNER AUTOMOTIVE INC COM 099724106 564 11800 SH SOLE 11800
BSTN PVT BANCORP INC COM 101119105 89 12000 SH SOLE 12000
BOSWELL J G CO COM 101205102 1431 1250 SH SOLE 1250
BOWNE & CO INC COM 103043105 628 53700 SH SOLE 53700
BRADY CORP CL A COM 104674106 503 24000 SH SOLE 24000
BRIDGESTREET ACCOM COM 108452103 759 216880 SH SOLE 216880
BRIGHAM EXPL CO COM 109178103 98 35500 SH SOLE 35500
BRIGHT HORIZONS FAMILY SOL ICOM 109195107 440 20100 SH SOLE 20100
BRINKER INTL INC COM 109641100 3525 135900 SH SOLE 135900
BRISTOL MYERS SQUIBB CO COM 110122108 9038 140950 SH SOLE 140950
BRIT AIRW PLC ADR 110419306 27 400 SH SOLE 400
BRIT STEEL PLC ADR 111015301 24 1200 SH SOLE 1200
BRIT TELECOM PLC ADR 111021408 181 1100 SH SOLE 1100
BROADVISION INC COM 111412102 233 3900 SH SOLE 3900
BROADWAY & SEYMOUR INC COM 111433108 340 85000 SH SOLE 85000
BROOKDALE LIVING CMNTYS INC COM 112462106 224 13000 SH SOLE 13000
BROOKLINE BANCORP INC COM 113739106 97 8500 SH SOLE 8500
BROWN & SHARP MFG CO CL A COM 115223109 607 126100 SH SOLE 126100
BROWNING-FERRIS IND INC COM 115885105 1195 31000 SH SOLE 31000
BRUNSWICK CORP COM 117043109 298 15620 SH SOLE 15620
BRUSH WELLMAN INC COM 117421107 886 61100 SH SOLE 61100
BLDG MATLS HLDG CORP COM 120113105 831 82100 SH SOLE 82100
BURL COAT FACTORY WHSE CO COM 121579106 286 24300 SH SOLE 24300
BURL INDS INC COM 121693105 531 80125 SH SOLE 80125
BURL NORTHN SANTA FE CORP COM 12189T104 102 3100 SH SOLE 3100
BURL RES INC COM 122014103 867 21700 SH SOLE 21700
BUSINESS OBJECTS ADR 12328X107 1109 37350 SH SOLE 37350
C&D TECHNOLOGIES INC COM 124661109 1269 51000 SH SOLE 51000
CBS CORP COM 12490K107 6639 162681 SH SOLE 162681
CDW COMPUTERS CTRS INC COM 125129106 1725 25000 SH SOLE 25000
CEC ENTMT INC COM 125137109 362 10100 SH SOLE 10100
CEM CORP COM 125165100 250 30500 SH SOLE 30500
CFS BANCORP INC COM 12525D102 110 10500 SH SOLE 10500
C H ROBINSON WORLDWIDE INC COM 12541W100 127 5000 SH SOLE 5000
CIGNA CORP COM 125509109 1843 21993 SH SOLE 21993
CMAC INVT CORP COM 125662106 811 20800 SH SOLE 20800
CSS IND INC COM 125906107 1239 55700 SH SOLE 55700
CSK AUTO CORP COM 125965103 787 26300 SH SOLE 26300
CNA FNCL CORP COM 126117100 498 12825 SH SOLE 12825
CPAC INC COM 126145101 181 24500 SH SOLE 24500
C P CLARE CORP COM 12615K107 195 53900 SH SOLE 53900
CSG SYS INTL INC COM 126349109 2538 64350 SH SOLE 64350
CSP INC COM 126389105 301 38170 SH SOLE 38170
CTS CORP COM 126501105 44 900 SH SOLE 900
CUNO INC COM 126583103 1396 99700 SH SOLE 99700
CVS CORP COM 126650100 6375 134216 SH SOLE 134216
CABOT CORP COM 127055101 667 31400 SH SOLE 31400
CAERE CORP COM 127646107 170 16200 SH SOLE 16200
CALGON CARBON CORP COM 129603106 502 96700 SH SOLE 96700
CA WTR SVC GROUP HLDG CO COM 130788102 451 18400 SH SOLE 18400
CALPINE CORP COM 131347106 849 23300 SH SOLE 23300
CAMBREX CORP COM 132011107 341 15400 SH SOLE 15400
CAMERON ASHLEY BLDG PROD INCCOM 133290106 475 52000 SH SOLE 52000
CANADIAN PAC LTD COM 135923100 401 20500 SH SOLE 20500
CANANDAIGUA BRANDS INC CL A COM 137219200 1592 31600 SH SOLE 31600
CAP CORP W. COM 140065103 379 39385 SH SOLE 39385
CAP RE CORP COM 140432105 162 9400 SH SOLE 9400
CARDINAL HLTH INC COM 14149Y108 7450 112883 SH SOLE 112883
CARLISLE COMPANIES INC COM 142339100 888 19000 SH SOLE 19000
CARMEL CONTAINER SYS LTD COM 143269108 1 200 SH SOLE 200
CARNIVAL CORP COM 143658102 3375 69500 SH SOLE 69500
CAROLINA PWR & LT CO COM 144141108 3418 90400 SH SOLE 90400
CARVER BANCORP INC COM 146875109 2 200 SH SOLE 200
CASCADE CORP COM 147195101 291 27350 SH SOLE 27350
CASE CORP COM 14743R103 160 6300 SH SOLE 6300
CASELLA WASTE SYS INC CL A COM 147448104 663 29400 SH SOLE 29400
CASS COML CORP COM 147741102 611 24800 SH SOLE 24800
CATAPULT COMMUNICATIONS CORPCOM 149016107 330 23800 SH SOLE 23800
CATERPILLAR INC COM 149123101 616 13400 SH SOLE 13400
CATHERINES STORES CORP COM 14916F100 332 47400 SH SOLE 47400
CAVALIER HOMES INC COM 149507105 144 15000 SH SOLE 15000
CELL GENESYS INC COM 150921104 160 32500 SH SOLE 32500
CELLSTAR CORP COM 150925105 874 84200 SH SOLE 84200
CENDANT CORP COM 151313103 5253 329617 SH SOLE 329617
CENTEX CORP COM 152312104 467 14000 SH SOLE 14000
CENTOCOR COM 152342101 251 6800 SH SOLE 6800
CENT PKG CORP COM 154785109 1346 39000 SH SOLE 39000
CENTURY TEL ENTERPRISES INC COM 156686107 1050 14950 SH SOLE 14950
CERES GROUP INC COM 156772105 175 20000 SH SOLE 20000
CERPROBE CORP COM 156787103 580 45500 SH SOLE 45500
CERUS CORP COM 157085101 200 9000 SH SOLE 9000
CHAMPION ENTERPRISES INC COM 158496109 1240 64000 SH SOLE 64000
CHAMPIONSHIP AUTO RACING TEACOM 158711101 96 3300 SH SOLE 3300
CHANCELLOR MEDIA CORP CL A COM 158915108 2785 59100 SH SOLE 59100
CHANNELL COML CORP COM 159186105 308 35000 SH SOLE 35000
CHARTER 1 FINCL INC COM 160903100 2905 100678 SH SOLE 100678
CHARMING SHOPPES INC COM 161133103 743 191850 SH SOLE 191850
CHASE MANHATTAN CORP COM 16161A108 12481 153380 SH SOLE 153380
CHEAP TICKETS INC COM 162672109 67 2000 SH SOLE 2000
CHEMED CORP COM 163596109 1058 41100 SH SOLE 41100
CHEMFAB CORP COM 16361L102 538 32600 SH SOLE 32600
CHESAPEAKE CORP COM 165159104 475 17500 SH SOLE 17500
CHES UTILS CORP COM 165303108 5 300 SH SOLE 300
CHEVRON CORP COM 166751107 5721 64465 SH SOLE 64465
CHGO TITLE CORP COM 168228104 2273 62500 SH SOLE 62500
CHICOS FAS INC COM 168615102 1167 54300 SH SOLE 54300
CHIEFTAIN INTL INC COM 16867C101 141 11500 SH SOLE 11500
CHLILDRENS BROADCASTING CORPCOM 168755205 34 20000 SH SOLE 20000
CHOICE HOTELS INTL INC COM 169905106 1461 103900 SH SOLE 103900
CHRIS-CRAFT IND INC COM 170520100 903 19790 SH SOLE 19790
CHUBB CORP COM 171232101 1991 34000 SH SOLE 34000
CIENA CORP COM 171779101 311 13800 SH SOLE 13800
CINAR CORP COM 171905300 1279 55600 SH SOLE 55600
CIN FNCL CORP COM 172062101 109 3000 SH SOLE 3000
CISCO SYS INC COM 17275R102 21211 193598 SH SOLE 193598
CINTAS CORP COM 172908105 1507 23050 SH SOLE 23050
CITIGROUP INC COM 172967101 8467 132555 SH SOLE 132555
CTZN UTILS CO SER B COM 177342201 2551 329203 SH SOLE 329203
CITY NATL CORP COM 178566105 281 9100 SH SOLE 9100
CLARIFY INC COM 180492100 67 2500 SH SOLE 2500
CLAYTON HOMES INC COM 184190106 185 16743 SH SOLE 16743
CLEV CLIFFS INC COM 185896107 501 14700 SH SOLE 14700
CLOROX CO COM 189054109 1430 12200 SH SOLE 12200
COASTAL CORP COM 190441105 957 29000 SH SOLE 29000
COCA COLA CO COM 191216100 4722 76942 SH SOLE 76942
COCA COLA ENTERPRISES INC COM 191219104 1829 60474 SH SOLE 60474
COGNEX CORP COM 192422103 4673 197265 SH SOLE 197265
COHERENT INC COM 192479103 877 63800 SH SOLE 63800
COINMACH LAUNDRY CORP CL B COM 19259L101 78 7600 SH SOLE 7600
COLD METAL PRODS INC COM 192861102 92 52700 SH SOLE 52700
COLE NATL CORP NE CL A COM 193290103 913 50000 SH SOLE 50000
COLGATE-PALMOLIVE CO COM 194162103 2070 22500 SH SOLE 22500
COLONIAL BANCGROUP INC COM 195493309 168 14000 SH SOLE 14000
COLTEC INDS INC COM 196879100 453 24900 SH SOLE 24900
COLUMBIA ENERGY GROUP COM 197648108 63 1200 SH SOLE 1200
COLUMBIA /HCA HEALTHCARE CORCOM 197677107 389 20550 SH SOLE 20550
COLUMBIA SPORTSWEAR CO COM 198516106 412 21000 SH SOLE 21000
COLUMBIAN ROPE CO COM 198684102 361 2600 SH SOLE 2600
COLBS MCKINNON CORP N Y COM 199333105 1676 83300 SH SOLE 83300
COMERICA INC COM 200340107 375 6000 SH SOLE 6000
COMM BANCSHARES INC COM 200525103 755 19600 SH SOLE 19600
COML AST INC COM 201118106 3 700 SH SOLE 700
COML FED CORP COM 201647104 640 27600 SH SOLE 27600
COML METALS CO COM 201723103 324 16200 SH SOLE 16200
COMMONWEALTH INDS INC COM 203004106 90 10000 SH SOLE 10000
COMMSCOPE INC COM 203372107 955 45600 SH SOLE 45600
COMPAQ COMPUTER CORP COM 204493100 1313 41425 SH SOLE 41425
COMPLETE BUSINESS SOLUTIONS COM 20452F107 577 29400 SH SOLE 29400
COMPUTER ASSOC INTL INC COM 204912109 1773 49860 SH SOLE 49860
COMPUTER NETWORK TECH CORP COM 204925101 431 26700 SH SOLE 26700
COMPUTER SCI CORP COM 205363104 1932 35000 SH SOLE 35000
COMPUWARE CORP COM 205638109 814 34100 SH SOLE 34100
COMVERSE TECH INC COM 205862402 4862 57200 SH SOLE 57200
CONCORD CAMERA CORP COM 206156101 140 34700 SH SOLE 34700
CONCORD EFS INC COM 206197105 4593 166625 SH SOLE 166625
CONDOR TECH SOLUTIONS INC COM 206772105 76 8000 SH SOLE 8000
CONECTIV INC COM 206829103 4 200 SH SOLE 200
CONEXANT SYS INC COM 207142100 1390 50200 SH SOLE 50200
CONGOLEUM CORP CL A COM 207195108 547 82500 SH SOLE 82500
CONMED CORP COM 207410101 171 5500 SH SOLE 5500
CONOCO INC CL A COM 208251306 4596 187100 SH SOLE 187100
CONSECO INC COM 208464107 518 16793 SH SOLE 16793
CONS GRAPHICS COM 209341106 78 1350 SH SOLE 1350
CONS NAT GAS CO COM 209615103 337 6925 SH SOLE 6925
CONS STORES CORP COM 210149100 5379 177466 SH SOLE 177466
CONTL MATERIALS CORP COM 211615208 11 300 SH SOLE 300
COOPER CAMERON CORP COM 216640102 1372 40500 SH SOLE 40500
COOPER IND INC COM 216669101 77 1800 SH SOLE 1800
COOPER LIFE SCI INC COM 216712208 11 300 SH SOLE 300
COOPER TIRE & RUBBER CO COM 216831107 405 22046 SH SOLE 22046
COORS ADOLPH CO CL B COM 217016104 275 5100 SH SOLE 5100
COPART INC COM 217204106 710 34200 SH SOLE 34200
CORAM HEALTHCARE CORP COM 218103109 1 541 SH SOLE 541
CORDANT TECHNOLOGIES INC COM 218412104 549 13800 SH SOLE 13800
CORINTHIAN COLLEGES INC COM 218868107 123 5600 SH SOLE 5600
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WELLPOINT HLTH NETWKS INC COM 94973H108 853 11250 SH SOLE 11250
WELLS FARGO & CO COM 949746101 3969 113200 SH SOLE 113200
WENDY S INTL INC COM 950590109 137 4800 SH SOLE 4800
WERNER ENTERPRISES INC COM 950755108 203 12875 SH SOLE 12875
WESLEY JESSEN VISIONCARE COM 951018100 2252 81700 SH SOLE 81700
WESTAMERICA BANCORP COM 957090103 465 14700 SH SOLE 14700
WESTCOAST ENERGY INC COM 95751D102 10 500 SH SOLE 500
WESTN BEEF INC COM 957781107 3 400 SH SOLE 400
WESTN RES INC COM 959425109 2332 87400 SH SOLE 87400
WET SEAL INC CL A COM 961840105 811 22000 SH SOLE 22000
WEYERHAEUSER CO COM 962166104 677 12200 SH SOLE 12200
WHITMAN CORP COM 96647K102 1439 83700 SH SOLE 83700
WHITTAKER CORP COM 966680407 263 12000 SH SOLE 12000
WHITTMAN-HART INC COM 966834103 325 15100 SH SOLE 15100
WILLBROS GROUP INC COM 969199108 105 20300 SH SOLE 20300
WILLIAMS CO INC COM 969457100 1493 37800 SH SOLE 37800
WILLIAMS SONOMA INC COM 969904101 314 11100 SH SOLE 11100
WILSONS LEATHER EXPTS INC COM 972463103 266 28200 SH SOLE 28200
WIND RIV SYS INC COM 973149107 219 12300 SH SOLE 12300
WINDMERE-DURABLE HLDGS INC COM 973411101 545 77800 SH SOLE 77800
WINSTAR COMM INC COM 975515107 1657 45600 SH SOLE 45600
WITCO CORP COM 977385103 167 13200 SH SOLE 13200
WOODHEAD IND INC COM 979438108 175 18100 SH SOLE 18100
WOODWARD GOV CO COM 980745103 503 20100 SH SOLE 20100
WORLD COLOR PRESS INC COM 981443104 493 23200 SH SOLE 23200
WORLDTEX INC COM 981907108 234 124600 SH SOLE 124600
WRIGLEY WM JR CO COM 982526105 479 5300 SH SOLE 5300
WYMAN-GORDON CO COM 983085101 879 95000 SH SOLE 95000
XILINX INC COM 983919101 9995 246400 SH SOLE 246400
XEROX CORP COM 984121103 6292 117890 SH SOLE 117890
XOOM INC COM 98413F101 134 2000 SH SOLE 2000
XYLAN CORP COM 984151100 898 24400 SH SOLE 24400
YORK GROUP INC COM 986632107 728 98700 SH SOLE 98700
YORK INTL CORP COM 986670107 1124 31832 SH SOLE 31832
YOUNG & RUBICAM INC COM 987425105 1406 34500 SH SOLE 34500
ZALE CORP COM 988858106 2260 66100 SH SOLE 66100
ZEBRA TECH CORP CL A COM 989207105 278 11700 SH SOLE 11700
ZINDART LTD ADR 989597109 113 20000 SH SOLE 20000
ZIONS BANCORP COM 989701107 333 5000 SH SOLE 5000
ZONAGEN INC COM 98975L108 135 6300 SH SOLE 6300
ZYGO CORP COM 989855101 317 26700 SH SOLE 26700
DAIMLER CHRYSLER COM D1668R123 1128 13140 SH SOLE 13140
ACE LTD COM G0070K103 2010 64450 SH SOLE 64450
ALREF COM G03910109 686 30000 SH SOLE 30000
ASIA PAC WIRE & CABLE COM G0535E106 108 44200 SH SOLE 44200
AXOGEN LTD COM G0690R108 405 13000 SH SOLE 13000
FRUIT OF LOOM INC CL A COM G3682L105 587 54650 SH SOLE 54650
GEMSTAR INTL GROUP LTD COM G3788V106 316 4200 SH SOLE 4200
HELEN TROY LTD COM G4388N106 1471 113700 SH SOLE 113700
LORAL SPACE & COMM LTD COM G56462107 443 30700 SH SOLE 30700
PARTNERRE HLDG LTD COM G6852T105 998 24650 SH SOLE 24650
RENAISSANCE RE HLDGS LTD COM G7496G103 1373 39300 SH SOLE 39300
SIEM IND INC COM G81226105 1 100 SH SOLE 100
TERRA NOVA HLDGS LTD CL A COM G87615103 383 17500 SH SOLE 17500
TOMMY HILFIGER COM G8915Z102 324 4710 SH SOLE 4710
TRITON ENERGY LTD CL A COM G90751101 236 30000 SH SOLE 30000
XL CAP LTD-CL A COM G98255105 3448 56750 SH SOLE 56750
CHECK PT SOFTWARE COM M22465104 1247 29000 SH SOLE 29000
GILAT SATELLITE NETWORKS LTDCOM M51474100 600 10000 SH SOLE 10000
ASM LITHOGRAPHY HLDG COM N07059111 1234 27425 SH SOLE 27425
CHGO BRDG & IRON CO COM N19808109 939 79100 SH SOLE 79100
CORE LAB COM N22717107 208 11800 SH SOLE 11800
STEINER LEISURE LTD COM P8744Y102 1436 46700 SH SOLE 46700
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1950 50000 SH SOLE 50000
FLEXTRONICS INTL LTD COM Y2573F102 1234 24200 SH SOLE 24200
<FN>
<F1>
Please note that a Other Managers column is not included since is does not apply.
</FN>
</TABLE>
