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, 2000
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: Susan E. Lee
Title: Chief Operating Officer
Phone: 203-977-7000
Signature, Place, and Date of Signing:
Susan E. Lee Stamford, Connecticut November 14, 2000
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: 1,792
Form 13F Information Table Value Total: 3,516,205
[C] [C] [C] [C] [C] [C][C] [C]
Voting
Title of Value Sh/InvesAuth
Name of Issuer Class CUSIP (X$1000) Shares PrnDiscr(Sole)
1 PRICE CLOTHING STORES INC COM 682411103 18 11800 SH SOLE SOLE
1 SOUTHWEST BANCORP INC COM 84476R109 13 400 SH SOLE SOLE
3-DIMENSIONAL PHARMA INC COM 88554W104 468 13000 SH SOLE SOLE
3DO CO COM 88553W105 1866 279100 SH SOLE SOLE
4 SEASONS HOTELS INC COM 35100E104 5224 71377 SH SOLE SOLE
6th 3RD BANCORP COM 316773100 5248 97412 SH SOLE SOLE
724 SOLUTIONS INC COM 81788Q100 200 4200 SH SOLE SOLE
AAR CORP COM 000361105 403 35200 SH SOLE SOLE
ABBOTT LAB COM 002824100 4253 89415 SH SOLE SOLE
ABC-NACO INC COM 000752105 854 162650 SH SOLE SOLE
ABGENIX INC COM 00339B107 574 7100 SH SOLE SOLE
ABIOMED INC COM 003654100 845 12400 SH SOLE SOLE
ABM INDS INC COM 000957100 1142 42000 SH SOLE SOLE
ACCRUE SOFTWARE INC COM 00437W102 1225 102600 SH SOLE SOLE
ACE LTD COM G0070K103 3833 97650 SH SOLE SOLE
ACLARA BIOSCIENCES INC COM 00461P106 1819 59900 SH SOLE SOLE
ACME ELEC CORP COM 004644100 338 39200 SH SOLE SOLE
ACNIELSEN CORP COM 004833109 2355 98900 SH SOLE SOLE
ACT MFG INC COM 000973107 4337 82225 SH SOLE SOLE
ACTEL CORP COM 004934105 341 9500 SH SOLE SOLE
ACTUANT CORP CL A COM 00508X104 30 7525 SH SOLE SOLE
ACTUATE CORP COM 00508B102 1869 54100 SH SOLE SOLE
ACUSON COM 005113105 1743 76600 SH SOLE SOLE
ACXIOM CORP COM 005125109 11692 368250 SH SOLE SOLE
ADAC LABS C COM 005313200 1853 89050 SH SOLE SOLE
ADAPTEC INC COM 00651F108 835 41730 SH SOLE SOLE
ADC TELECOMMS INC COM 000886101 3513 130635 SH SOLE SOLE
ADOBE SYS INC COM 00724F101 7890 50821 SH SOLE SOLE
ADRIAN STL CO COM 007338106 233 620 SH SOLE SOLE
ADTRAN INC COM 00738A106 68 1600 SH SOLE SOLE
ADVANCED ENERGY INDS INC COM 007973100 1168 35400 SH SOLE SOLE
ADVANCED FIBRE COMM INC COM 00754A105 95 2500 SH SOLE SOLE
ADVANCED LTG TECH COM 00753C102 217 17500 SH SOLE SOLE
ADVANCED MICRO DEVICES INC COM 007903107 269 11400 SH SOLE SOLE
ADVD MARKETING SVCS INC COM 00753T105 455 25800 SH SOLE SOLE
ADVENT SOFTWARE INC COM 007974108 5387 77100 SH SOLE SOLE
AEROFLEX INC COM 007768104 2532 52075 SH SOLE SOLE
AES CORP COM 00130H105 918 13400 SH SOLE SOLE
AETNA INC COM 008117103 9802 168825 SH SOLE SOLE
AFFILIATED COMPUTER CL A COM 008190100 15823 317250 SH SOLE SOLE
AFFILIATED MGRS GRP INC COM 008252108 80 1400 SH SOLE SOLE
AFFYMETRIX INC COM 00826T108 588 11785 SH SOLE SOLE
AFLAC INC COM 001055102 1449 22625 SH SOLE SOLE
AG SVCS AMER INC COM 001250109 1066 60500 SH SOLE SOLE
AGCO CORP COM 001084102 2967 249850 SH SOLE SOLE
AGILE SOFTWARE CORP COM 00846X105 1124 12500 SH SOLE SOLE
AGILENT TECH INC COM 00846U101 1759 35941 SH SOLE SOLE
AIR PROD & CHEM INC COM 009158106 1451 40315 SH SOLE SOLE
AIRBORNE FGHT CORP COM 009266107 337 33100 SH SOLE SOLE
AIRGAS INC COM 009363102 295 43300 SH SOLE SOLE
AIRGATE PCS INC COM 009367103 758 16900 SH SOLE SOLE
AIRTRAN HLDGS INC COM 00949P108 2247 506450 SH SOLE SOLE
AK AIR GROUP INC COM 011659109 377 15700 SH SOLE SOLE
AK STL HLDG CORP COM 001547108 2763 294677 SH SOLE SOLE
AKORN INC COM 009728106 104 9400 SH SOLE SOLE
ALAMOSA PCS HLDGS INC COM 011593100 809 50000 SH SOLE SOLE
ALBANY INTL CORP COM 012348108 971 80948 SH SOLE SOLE
ALBERTO-CULVER CO COM 013068101 663 23000 SH SOLE SOLE
ALBERTSON S INC COM 013104104 1548 73700 SH SOLE SOLE
ALCATEL ADR 013904305 1761 28000 SH SOLE SOLE
ALCOA INC COM 013817101 5694 224944 SH SOLE SOLE
ALEXANDER & BALDWIN INC COM 014482103 377 14500 SH SOLE SOLE
ALKERMES INC COM 01642T108 1920 49700 SH SOLE SOLE
ALLAIRE CORP COM 016714107 442 52000 SH SOLE SOLE
ALLEGHANY CORP COM 017175100 4861 24801 SH SOLE SOLE
ALLEGHENY TECH INC COM 01741R102 2432 134168 SH SOLE SOLE
ALLEGIANCE TELECOM INC COM 01747T102 11 300 SH SOLE SOLE
ALLERGAN INC COM 018490102 321 3800 SH SOLE SOLE
ALLIANT ENERGY CORP COM 018802108 758 25800 SH SOLE SOLE
ALLIED RISER COMMS CORP COM 019496108 286 43200 SH SOLE SOLE
ALLSTATE CORP COM 020002101 6589 189620 SH SOLE SOLE
ALLTEL CORP COM 020039103 949 18175 SH SOLE SOLE
ALLTRISTA CORP COM 020040101 1932 93100 SH SOLE SOLE
ALPHA INDS INC COM 020753109 422 12400 SH SOLE SOLE
ALPHARMA INC CL A COM 020813101 2916 47700 SH SOLE SOLE
ALREF COM G03910109 593 24600SH SOLE SOLE
ALTERA CORP COM 021441100 1695 35500 SH SOLE SOLE
AMAZON COM INC COM 023135106 1103 28700 SH SOLE SOLE
AMBAC FNCL GROUP COM 023139108 11383 155400 SH SOLE SOLE
AMER ELEC PWR CO INC COM 025537101 625 15980 SH SOLE SOLE
AMER FINL GROUP INC COM 025932104 2119 91400 SH SOLE SOLE
AMER GREETINGS CORP COM 026375105 1132 64700 SH SOLE SOLE
AMER HOME PROD CORP COM 026609107 3801 67200 SH SOLE SOLE
AMER INTL GROUP INC COM 026874107 12027 125692 SH SOLE SOLE
AMER ON-LINE COM 02364J104 14961 278339 SH SOLE SOLE
AMER SVC GROUP INC COM 02364L109 1300 50000 SH SOLE SOLE
AMERADA HESS CORP COM 023551104 5432 81150 SH SOLE SOLE
AMERICA WEST HLDGS COM 023657208 35 2900 SH SOLE SOLE
AMERICAN EXPRESS COM 025816109 17130 281982 SH SOLE SOLE
AMERICAN GENERAL CORP COM 026351106 3086 39565 SH SOLE SOLE
AMERICAN STANDARD COM 029712106 2671 60100 SH SOLE SOLE
AMERICAN TOWER CORP CL A COM 029912201 479 12700 SH SOLE SOLE
AMERICREDIT CORP COM 03060R101 2463 85500 SH SOLE SOLE
AMERISOURCE HEALTH COM 03071P102 99 2100 SH SOLE SOLE
AMERN DENTAL PART INC COM 025353103 43 6800 SH SOLE SOLE
AMERN EAGLE OUTFITTERS INC COM 02553E106 932 29600 SH SOLE SOLE
AMERN MED SEC GROUP INC COM 02744P101 635 98700 SH SOLE SOLE
AMERN MED SYS HLDGS INC COM 02744M108 558 35700 SH SOLE SOLE
AMERN MGMT SYS INC COM 027352103 2320 135000 SH SOLE SOLE
AMERN PWR CONVERSION COM 029066107 261 13600 SH SOLE SOLE
AMERN SUPERCONDUCTOR CORP COM 030111108 374 7600 SH SOLE SOLE
AMERN WOODMARK CORP COM 030506109 1169 59200 SH SOLE SOLE
AMGEN INC COM 031162100 5907 84600 SH SOLE SOLE
AMKOR TECHNOLOGIES INC COM 031652100 24 900 SH SOLE SOLE
AMPHENOL CORP COM 032095101 108 1900 SH SOLE SOLE
AMR CORP COM 001765106 1634 50000 SH SOLE SOLE
AMSOUTH BANCORP COM 032165102 313 25000 SH SOLE SOLE
ANADARKO PETRO CORP COM 032511107 706 10622 SH SOLE SOLE
ANALOG DEVICES INC COM 032654105 3724 45100 SH SOLE SOLE
ANDREW CORP COM 034425108 2726 104100 SH SOLE SOLE
ANHEUSER BUSCH COS COM 035229103 10723 253422 SH SOLE SOLE
ANIXTER INTL INC COM 035290105 2165 74350 SH SOLE SOLE
ANN TAYLOR STORES COM 036115103 846 22000 SH SOLE SOLE
ANSYS INC COM 03662Q105 815 67900 SH SOLE SOLE
ANTEC CORP COM 03664P105 1304 44200 SH SOLE SOLE
AON CORP COM 037389103 4274 108900 SH SOLE SOLE
APACHE CORP COM 037411105 355 6000 SH SOLE SOLE
APOGEE ENTERPRISES INC COM 037598109 1096 192700 SH SOLE SOLE
APPLE COMPUTER INC COM 037833100 397 15400 SH SOLE SOLE
APPLICA INC COM 03815A106 816 131800 SH SOLE SOLE
APPLIED FILMS CORP COM 038197109 117 4300 SH SOLE SOLE
APPLIED MATLS INC COM 038222105 9324 157200 SH SOLE SOLE
APPLIED MICRO CIRCUITS COM 03822W109 4363 21070 SH SOLE SOLE
APPLIED MOLECULAR EVOL INC COM 03823E108 694 17300 SH SOLE SOLE
APRIA HEALTHCARE GRP INC COM 037933108 54 3900 SH SOLE SOLE
APROPOS TECH INC COM 038334108 117 13000 SH SOLE SOLE
APW LTD COM G04397108 7022 144050 SH SOLE SOLE
ARADIGM CORP COM 038505103 1138 49600 SH SOLE SOLE
ARCH CHEMICALS INC COM 03937R102 1692 92700 SH SOLE SOLE
ARCH WIRELESS INC COM 039392105 2908 581599 SH SOLE SOLE
ARCH WIRELESS INC CL B COM 039392303 75 74532 SH SOLE SOLE
ARCHER-DANIELS-MIDLAND CO COM 039483102 663 76815 SH SOLE SOLE
ARCTIC CAT INC COM 039670104 966 76500 SH SOLE SOLE
ARDEN RLTY GROUP INC COM 039793104 1657 61800 SH SOLE SOLE
AREMISSOFT CORP COM 040026106 281 7500 SH SOLE SOLE
ARENA PHARMA INC COM 040047102 477 11100 SH SOLE SOLE
ARIAD PHARMA INC COM 04033A100 1234 98200 SH SOLE SOLE
ARIBA INC COM 04033V104 2292 16000 SH SOLE SOLE
ARROW ELECTR INC COM 042735100 1107 32500 SH SOLE SOLE
ARROW INTL INC COM 042764100 553 15200 SH SOLE SOLE
ARTESYN TECH COM 043127109 3084 105900 SH SOLE SOLE
ARTISAN COMPONENTS INC COM 042923102 295 22900 SH SOLE SOLE
ARVINMERITOR INC COM 043353101 1833 124775 SH SOLE SOLE
ASHLAND INC COM 044204105 761 22600 SH SOLE SOLE
ASHWORTH INC COM 04516H101 184 23400 SH SOLE SOLE
ASI SOLUTIONS INC COM 00206F108 58 3100 SH SOLE SOLE
ASIA PAC WIRE & CABLE COM G0535E106 216 75200 SH SOLE SOLE
ASIA PULP & PAPER LTD ADR 04516V100 63 36100 SH SOLE SOLE
ASM LITHOGRAPHY ADR N07059111 1,456 45075 SH SOLE SOLE
ASSOC 1ST CAP CORP CL A COM 046008108 49 1300 SH SOLE SOLE
ASTEC INDS INC COM 046224101 315 28800 SH SOLE SOLE
ASYST TECHNOLOGIES INC COM 04648X107 553 27300 SH SOLE SOLE
AT & T CORP COM 001957109 8307 282792 SH SOLE SOLE
AT&T CORP LIBERTY MEDIA COM 001957208 6040 335563 SH SOLE SOLE
AT&T WIRELESS GROUP COM 001957406 1369 65600 SH SOLE SOLE
ATCHISON CASTING CORP COM 046613105 171 43400 SH SOLE SOLE
ATLAS AIR INC COM 049164106 938 22200 SH SOLE SOLE
ATMEL CORP COM 049513104 7463 491360 SH SOLE SOLE
ATMI INC COM 00207R101 7231 309365 SH SOLE SOLE
ATMOS ENERGY CORP COM 049560105 2153 104400 SH SOLE SOLE
AUDIO CODES COM M15342104 111 1300 SH SOLE SOLE
AUDIOVOX CORP CL A COM 050757103 151 10000 SH SOLE SOLE
AURA SYS INC COM 051526101 129 143500 SH SOLE SOLE
AUSPEX SYS INC COM 052116100 2932 236900 SH SOLE SOLE
AUTO DATA PROCESSING INC COM 053015103 8112 121300 SH SOLE SOLE
AUTODESK INC COM 052769106 877 34575 SH SOLE SOLE
AUTONATION INC COM 05329W102 62 10400 SH SOLE SOLE
AUTOZONE COM 053332102 263 11600 SH SOLE SOLE
AVALON HLDGS CORP CL A COM 05343P109 69 22500 SH SOLE SOLE
AVALONBAY CMNTYS INC COM 053484101 38 800 SH SOLE SOLE
AVANT CORP COM 053487104 414 22700 SH SOLE SOLE
AVANT IMMUNO INC COM 053491106 551 51000 SH SOLE SOLE
AVANTGO INC COM 05349M100 126 6300 SH SOLE SOLE
AVERY DENNISON CORP COM 053611109 1988 42875 SH SOLE SOLE
AVID TECH INC COM 05367P100 566 40400 SH SOLE SOLE
AVIS RENT A CAR INC COM 053790101 255 8600 SH SOLE SOLE
AVISTA CORP COM 05379B107 617 27400 SH SOLE SOLE
AVNET INC COM 053807103 800 28200 SH SOLE SOLE
AVOCENT CORP COM 053893103 1236 22427 SH SOLE SOLE
AVON PRODS INC COM 054303102 1790 43800 SH SOLE SOLE
AXA FINL INC COM 002451102 3795 74500 SH SOLE SOLE
AXT INC COM 00246W103 1501 35900 SH SOLE SOLE
AZTAR CORP COM 054802103 450 29300 SH SOLE SOLE
BACOU USA INC COM 056439102 1087 41900 SH SOLE SOLE
BADGER METER INC COM 056525108 553 20000 SH SOLE SOLE
BAKER HUGHES INC COM 057224107 325 8750 SH SOLE SOLE
BAKER J INC COM 057232100 128 28400 SH SOLE SOLE
BALDWIN TECH INC CL A COM 058264102 291 160500 SH SOLE SOLE
BALL CORP COM 058498106 2183 68886 SH SOLE SOLE
BALLY TOTAL FITNESS HLDG COM 05873K108 140 5600 SH SOLE SOLE
BANK N.Y. CO INC COM 064057102 5797 103400 SH SOLE SOLE
BANK ONE CORP COM 06423A103 1866 48300 SH SOLE SOLE
BANTA CORP COM 066821109 488 20000 SH SOLE SOLE
BARNES & NOBLE INC COM 067774109 1479 75100 SH SOLE SOLE
BARNETT INC COM 068062108 334 25600 SH SOLE SOLE
BARR LABS INC COM 068306109 1671 25200 SH SOLE SOLE
BARRA INC COM 068313105 993 16000 SH SOLE SOLE
BARRETT RES CORP COM 068480201 775 20500 SH SOLE SOLE
BAXTER INTL COM 071813109 9258 115999 SH SOLE SOLE
BAY VIEW CAP CORP COM 07262L101 691 64300 SH SOLE SOLE
BB & T CORP COM 054937107 142 4700 SH SOLE SOLE
BEA SYS INC COM 073325102 1254 16100 SH SOLE SOLE
BEAR STEARNS COM 073902108 504 7995 SH SOLE SOLE
BECKMAN COULTER INC COM 075811109 879 11400 SH SOLE SOLE
BECTON DICKINSON & CO COM 075887109 373 14100 SH SOLE SOLE
BED BATH BEYOND INC COM 075896100 5490 225100 SH SOLE SOLE
BEDFORD PPTY INVS INC COM COM 076446301 361 17750 SH SOLE SOLE
BELDEN INC COM 077459105 2251 95300 SH SOLE SOLE
BELL MICROPRODUCTS INC COM 078137106 1386 44350 SH SOLE SOLE
BELLSOUTH CORP COM 079860102 11495 285600 SH SOLE SOLE
BELLWETHER EXPL CO COM 079895207 980 127500 SH SOLE SOLE
BENCHMARK ELECTRS INC COM 08160H101 1789 34400 SH SOLE SOLE
BENTLEY PHARMA INC COM 082657107 1 138 SH SOLE SOLE
BENTON OIL & GAS CO COM 083288100 394 150000 SH SOLE SOLE
BERGEN BRUNSWIG CORP CL A COM 083739102 1376 117700 SH SOLE SOLE
BERKLEY W R CORP COM 084423102 2810 81300 SH SOLE SOLE
BERKSHIRE HATHAWAY COM 084670108 451 7 SH SOLE SOLE
BERKSHIRE HILLS BANCORP COM 084680107 115 8000 SH SOLE SOLE
BEST BUY INC COM 086516101 496 7800 SH SOLE SOLE
BESTFOODS COM 08658U101 3099 42600 SH SOLE SOLE
BETHLEHEM STEEL CORP COM 087509105 34 11300 SH SOLE SOLE
BEVERLY ENTERPRISES INC COM 087851309 7263 1223275 SH SOLE SOLE
BHA GROUP HLDGS INC CL A COM 055446108 728 51090 SH SOLE SOLE
BINDLEY WESTN INDS INC COM 090324104 704 22000 SH SOLE SOLE
BIO RAD LABS INC CL A COM 090572207 434 19300 SH SOLE SOLE
BIOCHEM PHARMA INC COM 09058T108 823 37500 SH SOLE SOLE
BIOGEN INC COM 090597105 4509 73925 SH SOLE SOLE
BIOMARIN PHARMA COM 09061G101 193 10500 SH SOLE SOLE
BIOMATRIX INC COM 09060P102 1024 58500 SH SOLE SOLE
BIOMET INC COM 090613100 252 7200 SH SOLE SOLE
BIOSOURCE INTL INC COM 09066H104 2651 85500 SH SOLE SOLE
BIOVAIL CORP COM 09067J109 6032 74070 SH SOLE SOLE
BISYS GROUP INC COM 055472104 1624 21000 SH SOLE SOLE
BJ SERVICE CO COM 055482103 263 4300 SH SOLE SOLE
BJS WHSL CLUB INC COM 05548J106 392 11500 SH SOLE SOLE
BK AMER CORP COM 060505104 14388 274715 SH SOLE SOLE
BLACK & DECKER CORP COM 091797100 1292 37800 SH SOLE SOLE
BLACKROCK INC CL A COM 09247X101 502 15700 SH SOLE SOLE
BLAIR CORP COM 092828102 1744 74200 SH SOLE SOLE
BLANCH E W HLDGS INC COM 093210102 195 9400 SH SOLE SOLE
BLDG MATLS HLDG CORP COM 120113105 1056 119000 SH SOLE SOLE
BLOCK H & R INC COM 093671105 137 3700 SH SOLE SOLE
BLOCKBUSTER INC CL A COM 093679108 414 47000 SH SOLE SOLE
BLUE MARTINI SOFTWARE INC COM 095698106 261 7700 SH SOLE SOLE
BMC SOFTWARE INC COM 055921100 5345 279460 SH SOLE SOLE
BNK UNITED CORP CL A COM 065412108 953 18800 SH SOLE SOLE
BOARDWALK EQUITIES INC COM 096613104 373 46700 SH SOLE SOLE
BOB EVANS FARMS INC COM 096761101 594 32100 SH SOLE SOLE
BOEING USD5 COM 097023105 7849 124595 SH SOLE SOLE
BOISE CASCADE CORP COM 097383103 128 4800 SH SOLE SOLE
BORDERS GROUP INC COM 099709107 647 46400 SH SOLE SOLE
BORG WARNER INC COM 099724106 477 14400 SH SOLE SOLE
BOWATER INC COM 102183100 297 6400 SH SOLE SOLE
BOWNE & CO INC COM 103043105 357 36600 SH SOLE SOLE
BP AMOCO ADR 055622104 5380 101503 SH SOLE SOLE
BRIGGS & STRATTON CORP COM 109043109 1857 49100 SH SOLE SOLE
BRIGHT HORIZONS FAMILY SOLS COM 109195107 164 6400 SH SOLE SOLE
BRINKER INTL INC COM 109641100 755 25050 SH SOLE SOLE
BRIO TECH INC COM COM 109704106 498 47125 SH SOLE SOLE
BRISTOL MYERS SQUIBB CO COM 110122108 4404 77100 SH SOLE SOLE
BROADCOM CORP CL A COM 111320107 1097 4500 SH SOLE SOLE
BROADVISION INC COM 111412102 133 5200 SH SOLE SOLE
BROADWING INC COM 111620100 3387 132500 SH SOLE SOLE
BROCADE COMMS SYS INC COM 111621108 1369 5800 SH SOLE SOLE
BROOKLINE BANCORP INC COM 113739106 663 58000 SH SOLE SOLE
BROOKS AUTOMATION INC COM 11434A100 460 13900 SH SOLE SOLE
BROOKTROUT INC COM 114580103 128 3900 SH SOLE SOLE
BROWN & SHARPE MFG CO CL A COM 115223109 1694 410700 SH SOLE SOLE
BRUNSWICK CORP COM 117043109 852 46700 SH SOLE SOLE
BRUSH ENG MATLS INC HLDGS COM 117421107 3153 145800 SH SOLE SOLE
BSQUARE CORP COM 11776U102 341 22000 SH SOLE SOLE
BSTN PVT FINL HLDGS INC COM 101119105 912 55300 SH SOLE SOLE
BSTN SCIENTIFIC CORP COM 101137107 495 30100 SH SOLE SOLE
BUCKEYE TECHNOLOGIES INC COM 118255108 81 3900 SH SOLE SOLE
BURL RES INC COM 122014103 3019 82000 SH SOLE SOLE
BURLINGTON NORTHN COM 12189T104 3383 156900 SH SOLE SOLE
BUSH INDS INC CL A COM 123164105 656 56700 SH SOLE SOLE
BUSINESS OBJECTS ADR 12328X107 6513 57605 SH SOLE SOLE
C H ROBINSON WLDWIDE INC COM 12541W100 366 6500 SH SOLE SOLE
C P & L ENERGY INC COM 12614C106 29 700 SH SOLE SOLE
C&D TECHNOLOGIES INC COM 124661109 3541 62400 SH SOLE SOLE
CA WTR SVC GROUP COM 130788102 602 22500 SH SOLE SOLE
CABLETRON SYS INC COM 126920107 73 2500 SH SOLE SOLE
CABLEVISION SYS CORP CL A COM 12686C109 20 300 SH SOLE SOLE
CABOT CORP COM 127055101 1820 57450 SH SOLE SOLE
CABOT OIL & GAS CORP CL A COM 127097103 1093 53650 SH SOLE SOLE
CADENCE DESIGN SYS INC COM 127387108 1692 65875 SH SOLE SOLE
CADMUS COMMS CORP COM 127587103 442 54400 SH SOLE SOLE
CAIS INTERNET INC COM 12476Q102 89 18200 SH SOLE SOLE
CAL DIVE INTL INC COM 127914109 2316 40500 SH SOLE SOLE
CALGON CARBON CORP COM 129603106 1990 292150 SH SOLE SOLE
CALIPER TECHNOLOGIES CORP COM 130876105 243 4200 SH SOLE SOLE
CALLAWAY GOLF CO COM 131193104 1421 92450 SH SOLE SOLE
CALLON PETE CO COM 13123X102 877 55450 SH SOLE SOLE
CALPINE CORP COM 131347106 3954 37883 SH SOLE SOLE
CAMBREX CORP COM 132011107 1384 37400 SH SOLE SOLE
CANADIAN PAC LTD COM 135923100 374 14400 SH SOLE SOLE
CAP 1 FNCL COM 14040H105 3916 55900 SH SOLE SOLE
CAP CORP COM 140065103 805 74885 SH SOLE SOLE
CAPITOL FED FINL COM 14057C106 899 61500 SH SOLE SOLE
CARDINAL HEALTH INC COM 14149Y108 10806 122530 SH SOLE SOLE
CAREMARK RX INC COM 141705103 1073 95400 SH SOLE SOLE
CARLISLE COMPANIES INC COM 142339100 3046 73400 SH SOLE SOLE
CARNIVAL CORP COM 143658102 821 33350 SH SOLE SOLE
CARREKER COR COM 144433109 129 6600 SH SOLE SOLE
CARRIER ACCESS CORP COM 144460102 188 9500 SH SOLE SOLE
CASEYS GEN STORES INC COM 147528103 1896 145850 SH SOLE SOLE
CASS COML CORP COM 147741102 711 40600 SH SOLE SOLE
CASTLE A M & CO COM 148411101 791 82200 SH SOLE SOLE
CATALINA MARKETING CORP COM 148867104 6736 179040 SH SOLE SOLE
CATELLUS DEV CORP COM 149111106 411 23500 SH SOLE SOLE
CATERPILLAR INC COM 149123101 4033 119500 SH SOLE SOLE
CBRL GROUP INC COM 12489V106 4941 343750 SH SOLE SOLE
CDN HOTEL INC PPTYS COM 135928109 609 96500 SH SOLE SOLE
CDN NATL RY CO COM 136375102 15 500 SH SOLE SOLE
CDN PAC LTD COM 135923100 18 700 SH SOLE SOLE
CELESTICA INC COM 15101Q108 580 8382 SH SOLE SOLE
CELGENE CORP COM 151020104 1761 29600 SH SOLE SOLE
CELL GENESYS INC COM 150921104 1611 53700 SH SOLE SOLE
CELL THERAPEUTICS INC COM 150934107 3511 52650 SH SOLE SOLE
CELLSTAR CORP COM 150925105 294 93100 SH SOLE SOLE
CENDANT CORP COM 151313103 1503 138200 SH SOLE SOLE
CENT PKG CORP COM 154785109 446 22500 SH SOLE SOLE
CENTEX CORP COM 152312104 222 6900 SH SOLE SOLE
CENTILLIUM COMMS COM 152319109 1267 13200 SH SOLE SOLE
CENTURA BKS INC COM 15640T100 349 9100 SH SOLE SOLE
CENTURYTEL INC COM 156700106 792 29050 SH SOLE SOLE
CEPHALON INC COM 156708109 243 5000 SH SOLE SOLE
CEPHEID INC COM 15670R107 15 1800 SH SOLE SOLE
CERES GROUP INC COM 156772105 972 134000 SH SOLE SOLE
CERIDIAN CORP COM 15677T106 741 26400 SH SOLE SOLE
CFS BANCORP INC COM 12525D102 660 64000 SH SOLE SOLE
CHAMPION ENTERPRISES INC COM 158496109 85 20000 SH SOLE SOLE
CHANNELL COML CORP COM 159186105 1113 84400 SH SOLE SOLE
CHARLES RIV LAB INTL INC COM 159864107 901 26500 SH SOLE SOLE
CHARLOTTE RUSSE HLDG INC COM 161048103 1194 90100 SH SOLE SOLE
CHARMING SHOPPES INC COM 161133103 5136 984050 SH SOLE SOLE
CHARTER COMMS INC COM 16117M107 293 18000 SH SOLE SOLE
CHASE MANHATTAN CORP COM 16161A108 5261 113904 SH SOLE SOLE
CHECK POINT SOFTWARETECH COM M22465104 617 3920 SH SOLE SOLE
CHECKPOINT SYS INC COM 162825103 76 10000 SH SOLE SOLE
CHEMED CORP COM 163596109 2739 86100 SH SOLE SOLE
CHES CORP COM 165159104 454 23600 SH SOLE SOLE
CHES ENERGY CORP COM 165167107 3017 419800 SH SOLE SOLE
CHEVRON CORP COM 166751107 3043 35700 SH SOLE SOLE
CHGO BRDG & IRON CO COM N19808109 563 39500 SH SOLE SOLE
CHICOS FAS INC COM 168615102 1149 33800 SH SOLE SOLE
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HARLAND JOHN H CO COM 412693103 1845 120500 SH SOLE SOLE
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