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, 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 August 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.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,811
Form 13F Information Table Value Total: 3,450,249
<PAGE>
<TABLE>
<C> <C> <C> <C> <C> <C><C> <C>
Voting
Title of Value Sh/InvesAuth
Name of Issuer Class CUSIP (X$1000) Shares PrnDiscr(Sole)
AAR CORP COM 000361105 318 26500 SH SOLE SOLE
ABC-NACO INC COM 000752105 1824 228050 SH SOLE SOLE
ADC TELECOMMS COM 000886101 7427 88550 SH SOLE SOLE
ABM INDS INC COM 000957100 1053 45800 SH SOLE SOLE
ACT MFG INC COM 000973107 4943 106450 SH SOLE SOLE
AFLAC INC COM 001055102 1315 28620 SH SOLE SOLE
AGCO CORP COM 001084102 3061 249850 SH SOLE SOLE
AG SVCS AMER INC COM 001250109 790 51800 SH SOLE SOLE
AES CORP COM 00130H105 589 12900 SH SOLE SOLE
AK STL HLDG CORP COM 001547108 1931 241377 SH SOLE SOLE
AMFM INC COM 001693100 1801 26100 SH SOLE SOLE
AMR CORP COM 001765106 1042 39400 SH SOLE SOLE
AT & T CORP COM 001957109 8874 280600 SH SOLE SOLE
AT&T/LIBERTY MEDIA GRP COM 001957208 8431 347663 SH SOLE SOLE
AT&T WIRELESS GRP COM 001957406 4683 168000 SH SOLE SOLE
ASI SOLUTIONS INC COM 00206F108 114 13600 SH SOLE SOLE
ATMI INC COM 00207R101 14632 314665 SH SOLE SOLE
AVX CORP COM 002444107 174 7600 SH SOLE SOLE
AXA FINL INC COM 002451102 2948 86700 SH SOLE SOLE
ABBOTT LAB COM 002824100 2625 58900 SH SOLE SOLE
ABGENIX INC COM 00339B107 635 5300 SH SOLE SOLE
ABIOMED INC COM 003654100 255 8300 SH SOLE SOLE
ACCELERATED NETS INC COM 00429P107 38 900 SH SOLE SOLE
ACCREDO HLTH INC COM 00437V104 508 14700 SH SOLE SOLE
ACCRUE SOFTWARE INC COM 00437W102 561 15800 SH SOLE SOLE
ACLARA BIOSCIENCES INC COM 00461P106 443 8700 SH SOLE SOLE
ACME ELEC CORP COM 004644100 547 63400 SH SOLE SOLE
ACNIELSEN CORP COM 004833109 1428 64900 SH SOLE SOLE
ACTEL CORP COM 004934105 634 13900 SH SOLE SOLE
ACTUATE CORP COM 00508B102 1996 37400 SH SOLE SOLE
ACUSON COM 005113105 1034 76600 SH SOLE SOLE
ACXIOM CORP COM 005125109 10029 368050 SH SOLE SOLE
ADAC LABS COM 005313200 2137 89050 SH SOLE SOLE
ADAPTIVE BROADBAND CORP COM 00650M104 628 17100 SH SOLE SOLE
ADAPTEC INC COM 00651F108 353 15500 SH SOLE SOLE
ADOBE SYS INC COM 00724F101 7335 56421 SH SOLE SOLE
ADRIAN STL CO COM 007338106 415 1121 SH SOLE SOLE
ADTRAN INC COM 00738A106 96 1600 SH SOLE SOLE
ADVD MARKETING SVCS INC COM 00753T105 1130 61300 SH SOLE SOLE
ADVD FIBRE COMMS INC COM 00754A105 208 4600 SH SOLE SOLE
ADVO INC COM 007585102 84 2000 SH SOLE SOLE
AEROFLEX INC COM 007768104 1923 38700 SH SOLE SOLE
ADVD MICRO DEVICES INC COM 007903107 788 10200 SH SOLE SOLE
ADVANCED ENERGY INDS COM 007973100 1544 26200 SH SOLE SOLE
ADVENT SOFTWARE INC COM 007974108 4808 74550 SH SOLE SOLE
AETNA INC COM 008117103 6971 108600 SH SOLE SOLE
AFFILIATED COMP SVCS INC COM 008190100 10691 323350 SH SOLE SOLE
AFFILIATED MGRS GRP INC COM 008252108 250 5500 SH SOLE SOLE
AFFYMETRIX INC COM 00826T108 1058 6410 SH SOLE SOLE
AGILENT TECH INC COM 00846U101 4421 59947 SH SOLE SOLE
AGILE SOFTWARE CORP COM 00846X105 862 12200 SH SOLE SOLE
AIR PROD & CHEM INC COM 009158106 434 14100 SH SOLE SOLE
AIRBORNE FGHT CORP COM 009266107 511 27000 SH SOLE SOLE
AIRGAS INC COM 009363102 246 43300 SH SOLE SOLE
AIRTRAN HLDGS INC COM 00949P108 2105 506450 SH SOLE SOLE
AKORN INC COM 009728106 90 11300 SH SOLE SOLE
ALAMOSA PCS HLDGS INC COM 011593100 1044 50000 SH SOLE SOLE
AK AIR GROUP INC COM 011659109 426 15700 SH SOLE SOLE
ALASKA COMMS COM 01167P101 75 7200 SH SOLE SOLE
ALBANY INTL CORP COM 012348108 1143 78848 SH SOLE SOLE
ALBERTO-CULVER CO COM 013068101 905 29600 SH SOLE SOLE
ALBERTSON S INC COM 013104104 2529 76050 SH SOLE SOLE
ALCOA INC COM 013817101 6805 234644 SH SOLE SOLE
ALCATEL ALSTHOM ADR 013904305 1862 28000 SH SOLE SOLE
ALEXANDER & BALDWIN INC COM 014482103 496 22500 SH SOLE SOLE
ALKERMES INC COM 01642T108 1381 29300 SH SOLE SOLE
ALLAIRE CORP COM 016714107 1099 29900 SH SOLE SOLE
ALLEGHANY CORP COM 017175100 4116 24501 SH SOLE SOLE
ALLEGHENY TECH INC COM 01741R102 1517 84268 SH SOLE SOLE
ALLEGIANCE TELECOM INC COM 01747T102 19 300 SH SOLE SOLE
ALLERGAN INC COM 018490102 238 3200 SH SOLE SOLE
ALLIANT ENERGY CORP COM 018802108 439 16900 SH SOLE SOLE
ALLIED RISER COMMS CORP COM 019496108 573 40600 SH SOLE SOLE
ALLSTATE CORP COM 020002101 4933 221700 SH SOLE SOLE
ALLTEL CORP COM 020039103 420 6775 SH SOLE SOLE
ALLTRISTA CORP COM 020040101 1990 93100 SH SOLE SOLE
ALPHA INDS INC COM 020753109 410 9300 SH SOLE SOLE
ALPHARMA INC COM 020813101 1681 27000 SH SOLE SOLE
ALTERA CORP COM 021441100 2080 20400 SH SOLE SOLE
ALTEON WEBSYSTEMS INC COM 02145A109 180 1800 SH SOLE SOLE
ALZA CORP COM 022615108 307 5200 SH SOLE SOLE
AMAZON COM INC COM 023135106 654 18000 SH SOLE SOLE
AMBAC COM 023139108 230 4200 SH SOLE SOLE
AMERADA HESS CORP COM 023551104 5585 90450 SH SOLE SOLE
AMER ON-LINE COM 02364J104 15920 301810 SH SOLE SOLE
AMER SVC GROUP INC COM 02364L109 408 19900 SH SOLE SOLE
AMERICA WEST HLDGS CORP COM 023657208 50 2900 SH SOLE SOLE
AMERN DENTAL PARTNERS INC COM 025353103 48 6800 SH SOLE SOLE
AMER ELEC PWR CO INC COM 025537101 473 15980 SH SOLE SOLE
AMER EXPRESS CO COM 025816109 15230 292182 SH SOLE SOLE
AMER FINL GROUP INC COM 025932104 1861 75000 SH SOLE SOLE
AMER GEN CORP COM 026351106 2062 33800 SH SOLE SOLE
AMER GREETINGS CORP COM 026375105 1049 55200 SH SOLE SOLE
AMER HOME PROD CORP COM 026609107 4653 79200 SH SOLE SOLE
AMER INTL GROUP INC COM 026874107 11258 95813 SH SOLE SOLE
AMERN MGMT SYS INC COM 027352103 4497 137000 SH SOLE SOLE
AMERN MED SEC GRP INC COM 02744P101 679 98700 SH SOLE SOLE
AMERN NATL CAN GRP INC COM 027714104 449 26600 SH SOLE SOLE
AMERN NATL INS CO COM 028591105 133 2600 SH SOLE SOLE
AMERN PWR CONV CORP COM 029066107 741 18150 SH SOLE SOLE
AMERN STD COS INC COM 029712106 1948 47500 SH SOLE SOLE
AMERN TOWER CORP COM 029912201 509 12200 SH SOLE SOLE
AMERN WOODMARK CORP COM 030506109 990 48300 SH SOLE SOLE
AMERN XTAL TECH INC COM 030514103 623 14400 SH SOLE SOLE
AMERICREDIT CORP COM 03060R101 1192 70100 SH SOLE SOLE
AMERISOURCE HEALTH CORP COM 03071P102 65 2100 SH SOLE SOLE
AMGEN INC COM 031162100 6323 90000 SH SOLE SOLE
AMKOR TECH INC COM 031652100 32 900 SH SOLE SOLE
AMSOUTH BANCORP COM 032165102 394 25000 SH SOLE SOLE
ANACOMP INC COM 032371106 503 167700 SH SOLE SOLE
ANALOG DEVICES INC COM 032654105 3070 40400 SH SOLE SOLE
ANDREW CORP COM 034425108 2470 73600 SH SOLE SOLE
ANDRX CORP COM 034551101 58 900 SH SOLE SOLE
ANHEUSER BUSCH COS INC COM 035229103 8726 116837 SH SOLE SOLE
ANIXTER INTL INC COM 035290105 3103 117100 SH SOLE SOLE
ANN TAYLOR STORES COM 036115103 116 3500 SH SOLE SOLE
ANSYS INC COM 03662Q105 498 43800 SH SOLE SOLE
ANTEC CORP COM 03664P105 1309 31500 SH SOLE SOLE
AON CORP COM 037389103 2939 94600 SH SOLE SOLE
APACHE CORP COM 037411105 35 600 SH SOLE SOLE
APEX INC COM 037548104 2358 53900 SH SOLE SOLE
APOGEE ENTERPRISES INC COM 037598109 250 70900 SH SOLE SOLE
APOLLO GROUP INC COM 037604105 258 9200 SH SOLE SOLE
APPLE COMPUTER INC COM 037833100 1178 22500 SH SOLE SOLE
APRIA HEALTHCARE GRP INC COM 037933108 48 3900 SH SOLE SOLE
APPLICA INC COM 03815A106 1336 118100 SH SOLE SOLE
APPLIED FILMS COM 038197109 106 2900 SH SOLE SOLE
APPLIED MATERIALS INC COM 038222105 20541 226658 SH SOLE SOLE
APPLIED PWR INC COM 038225108 3324 99225 SH SOLE SOLE
APPLIED MICRO CIRCUITS COM 03822W109 859 8700 SH SOLE SOLE
APROPOS TECH INC COM 038334108 250 12600 SH SOLE SOLE
ARADIGM CORP COM 038505103 592 33800 SH SOLE SOLE
ARCH CHEMICALS INC COM 03937R102 1842 84200 SH SOLE SOLE
ARCH COMMS GRP INC COM 039381504 2766 425599 SH SOLE SOLE
ARCH COMMS GRP COM 039381603 373 74532 SH SOLE SOLE
ARCHER-DANIELS-MIDLAND CO COM 039483102 347 35400 SH SOLE SOLE
ARCTIC CAT INC COM 039670104 374 31500 SH SOLE SOLE
ARDEN RLTY GROUP INC COM 039793104 1450 61700 SH SOLE SOLE
ARGOSY GAMING CO COM 040228108 1554 108100 SH SOLE SOLE
ARIAD PHARMACEUTICALS INC COM 04033A100 634 47600 SH SOLE SOLE
ARIBA INC COM 04033V104 1177 12000 SH SOLE SOLE
ARKANSAS BEST CORP COM 040790107 306 30800 SH SOLE SOLE
ARROW ELECTR INC COM 042735100 1290 41600 SH SOLE SOLE
ARROW INTL INC COM 042764100 476 14200 SH SOLE SOLE
ART TECH GROUP INC COM 04289L107 1433 14200 SH SOLE SOLE
ARTISAN COMPONENTS INC COM 042923102 250 23000 SH SOLE SOLE
ARTESYN TECHNOLOGIES INC COM 043127109 3680 132300 SH SOLE SOLE
ARVIN INDS INC COM 043339100 467 26900 SH SOLE SOLE
ASHLAND INC COM 044204105 459 13100 SH SOLE SOLE
ASHWORTH INC COM 04516H101 105 23400 SH SOLE SOLE
ASIA PULP & PAPER ADR 04516V100 211 41700 SH SOLE SOLE
ASPECT COMMS INC COM 04523Q102 12 300 SH SOLE SOLE
ASSOC 1ST CAP CORP COM 046008108 324 14500 SH SOLE SOLE
ASTRAZENECA PLC ADR 046353108 553 11900 SH SOLE SOLE
ASTROPOWER INC COM 04644A101 570 21000 SH SOLE SOLE
ATCHISON CASTING COM 046613105 222 38600 SH SOLE SOLE
ATLAS AIR INC COM 049164106 689 19200 SH SOLE SOLE
ATMEL CORP COM 049513104 11093 300830 SH SOLE SOLE
ATMOS ENERGY CORP COM 049560105 1827 104400 SH SOLE SOLE
AUG TECH CORP COM 05106U105 110 6700 SH SOLE SOLE
AURA SYS INC COM 051526101 37 143500 SH SOLE SOLE
AUSPEX SYS INC COM 052116100 608 123100 SH SOLE SOLE
AUTODESK INC COM 052769106 1717 49500 SH SOLE SOLE
AUTO DATA PROCESSING INC COM 053015103 6727 125600 SH SOLE SOLE
AVALON HLDGS COM 05343P109 472 134800 SH SOLE SOLE
AVANT CORP COM 053487104 416 22200 SH SOLE SOLE
AVANT IMMUNOTHERA INC COM 053491106 709 67100 SH SOLE SOLE
AVERY DENNISON CORP COM 053611109 2994 44600 SH SOLE SOLE
AVID TECH INC COM 05367P100 488 40650 SH SOLE SOLE
AVIS GROUP HLDGS INC COM 053790101 754 40200 SH SOLE SOLE
AVISTA CORP COM 05379B107 506 29000 SH SOLE SOLE
AVNET INC COM 053807103 610 10300 SH SOLE SOLE
AVON PROD INC COM 054303102 2143 48150 SH SOLE SOLE
AZTAR CORP COM 054802103 589 38000 SH SOLE SOLE
BB & T CORP COM 054937107 119 5000 SH SOLE SOLE
BG PLC ADR 055434203 7 228 SH SOLE SOLE
BHA GROUP HLDGS COM 055446108 479 49090 SH SOLE SOLE
BISYS GROUP INC COM 055472104 1193 19400 SH SOLE SOLE
BJ SVCS CO COM 055482103 425 6800 SH SOLE SOLE
BJS WHSL CLUB INC COM 05548J106 871 26400 SH SOLE SOLE
BP AMOCO P L C ADR 055622104 6188 109403 SH SOLE SOLE
BMC SOFTWARE INC COM 055921100 12487 342260 SH SOLE SOLE
BACOU USA INC COM 056439102 948 47400 SH SOLE SOLE
BADGER METER INC COM 056525108 379 15000 SH SOLE SOLE
BAKER HUGHES INC COM 057224107 280 8750 SH SOLE SOLE
BAKER J INC COM 057232100 165 28400 SH SOLE SOLE
BALDWIN TECH INC COM 058264102 324 152300 SH SOLE SOLE
BALL CORP COM 058498106 2217 68886 SH SOLE SOLE
BK AMER CORP COM 060505104 12703 295415 SH SOLE SOLE
BK OF OZARKS INC COM 063904106 408 25300 SH SOLE SOLE
BANK N.Y. CO INC COM 064057102 2576 55400 SH SOLE SOLE
BANK ONE CORP COM 06423A103 186 7000 SH SOLE SOLE
BNK UNITED CORP COM 065412108 1154 32800 SH SOLE SOLE
BANTA CORP COM 066821109 49 2600 SH SOLE SOLE
BARD C R INC COM 067383109 392 8150 SH SOLE SOLE
BARNES & NOBLE INC COM 067774109 1325 59550 SH SOLE SOLE
BARNETT INC COM 068062108 279 27200 SH SOLE SOLE
BARR LABS INC COM 068306109 2144 47850 SH SOLE SOLE
BARRA INC COM 068313105 1066 21500 SH SOLE SOLE
BARRETT RES CORP COM 068480201 411 13500 SH SOLE SOLE
BAUSCH & LOMB INC COM 071707103 418 5400 SH SOLE SOLE
BAXTER INTL INC COM 071813109 9239 131399 SH SOLE SOLE
BAY VIEW CAP COM 07262L101 448 45700 SH SOLE SOLE
BEA SYS INC COM 073325102 15 300 SH SOLE SOLE
BEAR STEARNS COS INC COM 073902108 395 9495 SH SOLE SOLE
BECKMAN COULTER INC COM 075811109 525 9000 SH SOLE SOLE
BECTON DICKINSON & CO COM 075887109 399 13905 SH SOLE SOLE
BED BATH BEYOND INC COM 075896100 4143 114300 SH SOLE SOLE
BEDFORD PPTY INVS INC COM 076446301 329 17750 SH SOLE SOLE
BELDEN INC COM 077459105 2227 86900 SH SOLE SOLE
VERIZON COMM INC COM 077853109 11669 229639 SH SOLE SOLE
BELL MICROPRODUCTS INC COM 078137106 1689 91900 SH SOLE SOLE
BELLSOUTH CORP COM 079860102 10332 242400 SH SOLE SOLE
BELLWETHER EXPL CO COM 079895207 672 80900 SH SOLE SOLE
BEMIS COM 081437105 40 1200 SH SOLE SOLE
BENCHMARK ELECTRS INC COM 08160H101 712 19475 SH SOLE SOLE
BENTLEY PHARMA INC COM 082657107 1 138 SH SOLE SOLE
BENTON OIL & GAS CO COM 083288100 385 140000 SH SOLE SOLE
BERGEN BRUNSWIG CORP CL A COM 083739102 343 62400 SH SOLE SOLE
BEST BUY INC COM 086516101 25 400 SH SOLE SOLE
BESTFOODS COM 08658U101 3186 46000 SH SOLE SOLE
BETHLEHEM STEEL CORP COM 087509105 40 11300 SH SOLE SOLE
BEVERLY ENTERPRISES INC COM 087851309 3768 1339650 SH SOLE SOLE
BIO RAD LABS INC COM 090572207 358 14300 SH SOLE SOLE
BIOCHEM PHARMA INC COM 09058T108 690 28000 SH SOLE SOLE
BIOCRYST PHARMACEUTICALS INC COM 09058V103 493 17200 SH SOLE SOLE
BIOGEN INC COM 090597105 3814 59125 SH SOLE SOLE
BIOMATRIX INC COM 09060P102 853 37700 SH SOLE SOLE
BIOMET INC COM 090613100 521 13550 SH SOLE SOLE
BIOMARIN PHARMA INC COM 09061G101 146 8600 SH SOLE SOLE
BIOSOURCE INTL INC COM 09066H104 1417 63700 SH SOLE SOLE
BIOVAIL CORP COM 09067J109 4792 86440 SH SOLE SOLE
BLACK & DECKER CORP COM 091797100 1384 35200 SH SOLE SOLE
BLACKROCK INC COM 09247X101 455 15700 SH SOLE SOLE
BLAIR CORP COM 092828102 1232 66600 SH SOLE SOLE
BLANCH E W HLDGS INC COM 093210102 120 5900 SH SOLE SOLE
BLOCK H & R INC COM 093671105 97 3000 SH SOLE SOLE
BLOCKBUSTER INC COM 093679108 388 40000 SH SOLE SOLE
BLUEGREEN CORP COM 096231105 95 34405 SH SOLE SOLE
BOB EVANS FARMS INC COM 096761101 479 32100 SH SOLE SOLE
BOEING CO COM 097023105 5091 121755 SH SOLE SOLE
BOISE CASCADE CORP COM 097383103 132 5100 SH SOLE SOLE
BORDERS GROUP INC COM 099709107 400 25700 SH SOLE SOLE
BORG WARNER INC COM 099724106 530 15100 SH SOLE SOLE
BSTN PVT FINL HLDGS INC COM 101119105 251 24900 SH SOLE SOLE
BSTN SCIENTIFIC CORP COM 101137107 22 1000 SH SOLE SOLE
BOWATER INC COM 102183100 274 6200 SH SOLE SOLE
BOWNE & CO INC COM 103043105 368 36600 SH SOLE SOLE
BRADLEES INC COM 104499207 180 32000 SH SOLE SOLE
BRAUN CONSULTING INC COM 105651103 254 12000 SH SOLE SOLE
BRAUN S FASHION CORP COM 105658108 3027 82500 SH SOLE SOLE
BRIGGS & STRATTON CORP COM 109043109 164 4800 SH SOLE SOLE
BRIGHT HORIZONS FAM SOLS COM 109195107 137 6400 SH SOLE SOLE
BRIGHTPOINT INC COM 109473108 368 42500 SH SOLE SOLE
BRINKER INTL INC COM 109641100 1104 37750 SH SOLE SOLE
BRIO TECH INC COM 109704106 1102 52020 SH SOLE SOLE
BRISTOL MYERS SQUIBB COM 110122108 5691 97700 SH SOLE SOLE
BROADBASE SOFTWARE COM 11130R100 729 23800 SH SOLE SOLE
BROADCOM CORP COM 111320107 898 4100 SH SOLE SOLE
BROADVISION INC COM 111412102 71 1400 SH SOLE SOLE
BROADWING INC COM 111620100 3452 133100 SH SOLE SOLE
BROCADE COMMS SYS INC COM 111621108 954 5200 SH SOLE SOLE
BROOKLINE BANCORP INC COM 113739106 646 56500 SH SOLE SOLE
BROOKS AUTOMATION INC COM 11434A100 639 10000 SH SOLE SOLE
BROOKTROUT INC COM 114580103 103 4700 SH SOLE SOLE
BROWN & SHARPE MFG COM 115223109 980 348500 SH SOLE SOLE
BRUNSWICK CORP COM 117043109 1403 84700 SH SOLE SOLE
BRUSH ENG MATLS INC HLDGS COM 117421107 2159 138200 SH SOLE SOLE
BSQUARE CORP COM 11776U102 292 13000 SH SOLE SOLE
BLDG MATLS HLDG CORP COM 120113105 1049 119000 SH SOLE SOLE
BURL INDS INC COM 121693105 358 212275 SH SOLE SOLE
BURL NORTHN SANTA FE CORP COM 12189T104 3425 149300 SH SOLE SOLE
BURL RES INC COM 122014103 1779 46500 SH SOLE SOLE
BURNS INTL SVCS CORP COM 122374101 1910 152800 SH SOLE SOLE
BURR-BROWN CORP COM 122574106 529 6100 SH SOLE SOLE
BUSH INDS INC COM 123164105 926 57900 SH SOLE SOLE
BUSINESS OBJECTS ADR 12328X107 5607 63625 SH SOLE SOLE
BUSINESS RES GRP COM 12329K104 449 70400 SH SOLE SOLE
C&D TECHNOLOGIES INC COM 124661109 5379 95200 SH SOLE SOLE
CAIS INTERNET INC COM 12476Q102 256 18200 SH SOLE SOLE
CBL & ASSOC PROPS COM 124830100 406 16300 SH SOLE SOLE
CBRL GROUP INC COM 12489V106 5049 343750 SH SOLE SOLE
CFW COMM CO COM 124923103 74 1960 SH SOLE SOLE
C-CUBE MICROSYSTEMS INC COM 12501N108 114 5800 SH SOLE SOLE
CEC ENTERTAIN INC COM 125137109 197 7700 SH SOLE SOLE
CFS BANCORP INC COM 12525D102 586 64000 SH SOLE SOLE
C H ROBINSON WLDWIDE INC COM 12541W100 644 13000 SH SOLE SOLE
CIGNA CORP COM 125509109 3533 37790 SH SOLE SOLE
CMGI INC COM 125750109 257 5600 SH SOLE SOLE
CMS ENERGY CORP COM 125896100 821 37100 SH SOLE SOLE
CSS INDS INC COM 125906107 1292 63200 SH SOLE SOLE
CNA FNCL CORP COM 126117100 552 16225 SH SOLE SOLE
CNF TRANSN INC COM 12612W104 1971 86650 SH SOLE SOLE
CNET NETWORKS INC COM 12613R104 491 20000 SH SOLE SOLE
C P & L ENERGY INC COM 12614C106 22 700 SH SOLE SOLE
CSG SYS INTL INC COM 126349109 1250 22300 SH SOLE SOLE
CSP INC COM 126389105 170 21200 SH SOLE SOLE
CSX CORP COM 126408103 436 20600 SH SOLE SOLE
CTS CORP COM 126501105 2025 45000 SH SOLE SOLE
CUNO INC COM 126583103 2491 107700 SH SOLE SOLE
CVS CORP COM 126650100 7232 180800 SH SOLE SOLE
CABLE & WIRELESS ADR 126830207 50 1000 SH SOLE SOLE
CABLEVISION SYS CORP CL A COM 12686C109 20 300 SH SOLE SOLE
CABLETRON SYS INC COM 126920107 106 4200 SH SOLE SOLE
CABOT CORP COM 127055101 2334 85650 SH SOLE SOLE
CABOT OIL & GAS CORP COM 127097103 1679 79250 SH SOLE SOLE
CADENCE DESIGN SYS INC COM 127387108 1342 65875 SH SOLE SOLE
CADMUS COMMS CORP COM 127587103 288 29500 SH SOLE SOLE
CAL DIVE INTL INC COM 127914109 916 16900 SH SOLE SOLE
CALDERA SYS INC COM 128780103 558 42700 SH SOLE SOLE
CALGON CARBON CORP COM 129603106 1995 257450 SH SOLE SOLE
CA WTR SVC GROUP COM 130788102 563 23200 SH SOLE SOLE
CALLAWAY GOLF CO COM 131193104 2034 124700 SH SOLE SOLE
CALLON PETE CO COM 13123X102 707 47500 SH SOLE SOLE
CALPINE CORP COM 131347106 316 4800 SH SOLE SOLE
CAMBREX CORP COM 132011107 356 7900 SH SOLE SOLE
CANADIAN PAC LTD COM 135923100 495 18900 SH SOLE SOLE
CANADIAN NATL RAILWAY COM 136375102 216 7400 SH SOLE SOLE
CANANDAIGUA BRANDS INC COM 137219200 2524 50050 SH SOLE SOLE
CAP CORP OF W COM 140065103 680 65585 SH SOLE SOLE
CAP ENVIRONMENTAL RES COM 14008M104 44 13000 SH SOLE SOLE
CAP 1 FNCL COM 14040H105 2106 47200 SH SOLE SOLE
CAPITOL FED FINL COM 14057C106 680 61500 SH SOLE SOLE
CAPSTONE TURBINE CORP COM 14067D102 81 1800 SH SOLE SOLE
CARDINAL HLTH INC COM 14149Y108 9086 122780 SH SOLE SOLE
CARLISLE COMPANIES INC COM 142339100 3573 79400 SH SOLE SOLE
CARNIVAL CORP COM 143658102 264 13550 SH SOLE SOLE
CARREKER CORP COM 144433109 68 7500 SH SOLE SOLE
CARRIER ACCESS CORP COM 144460102 243 4600 SH SOLE SOLE
CASEYS GEN STORES INC COM 147528103 1513 145850 SH SOLE SOLE
CASS COML CORP COM 147741102 842 40600 SH SOLE SOLE
CASTLE A M & CO COM 148411101 352 42400 SH SOLE SOLE
CATALINA MRKTING CORP COM 148867104 5256 51530 SH SOLE SOLE
CATELLUS DEV CORP COM 149111106 375 25000 SH SOLE SOLE
CATERPILLAR INC COM 149123101 4302 127000 SH SOLE SOLE
CAVALIER HOMES INC COM 149507105 192 118000 SH SOLE SOLE
CELL GENESYS INC COM 150921104 2033 72600 SH SOLE SOLE
CELLSTAR CORP COM 150925105 259 93100 SH SOLE SOLE
CELL THERAPEUTICS INC COM 150934107 594 19400 SH SOLE SOLE
CELGENE CORP COM 151020104 1189 20200 SH SOLE SOLE
CENDANT CORP COM 151313103 1536 109700 SH SOLE SOLE
CENTILLIUM COMMS INC COM 152319109 897 13000 SH SOLE SOLE
CENT NEWSPAPER INC CL A COM 154647101 411 6500 SH SOLE SOLE
CENT PKG CORP COM 154785109 474 20000 SH SOLE SOLE
CENTURA BKS INC COM 15640T100 187 5500 SH SOLE SOLE
CENTURYTEL INC COM 156700106 543 18900 SH SOLE SOLE
CEPHALON INC COM 156708109 2760 46100 SH SOLE SOLE
CEPHEID INC COM 15670R107 144 16300 SH SOLE SOLE
CERES GROUP INC COM 156772105 425 71600 SH SOLE SOLE
CERIDIAN CORP COM 15677T106 635 26400 SH SOLE SOLE
CHAMPION ENTERPRISES INC COM 158496109 98 20000 SH SOLE SOLE
CHANNELL COML CORP COM 159186105 940 78300 SH SOLE SOLE
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