UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D. C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 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 February 11, 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: 1,801
Form 13F Information Table Value Total: 3,578,637
<TABLE>
<C> <C> <C> <C> <C> <C> <C>
Voting
Title Value Sh/Invest Auth
Name of Issuer ofClass CUSIP (X$1000) Shares PrnDiscr(Sole)
AAR CORP COM 000361105 651 36300 SH SOLE SOLE
ABC-NACO INC COM 000752105 1540 186700 SH SOLE SOLE
ADC TELECOMMS COM 000886101 4481 61750 SH SOLE SOLE
ABM INDS INC COM 000957100 672 33000 SH SOLE SOLE
ACT MFG INC COM 000973107 2535 67600 SH SOLE SOLE
AFLAC COM 001055102 4078 86420 SH SOLE SOLE
AGCO CORP COM 001084102 2695 200525 SH SOLE SOLE
AG SVCS AMER INC COM 001250109 592 39600 SH SOLE SOLE
AES CORP COM 00130H105 471 6300 SH SOLE SOLE
AK STL HLDG CORP COM 001547108 4696 248777 SH SOLE SOLE
AMFM INC COM 001693100 3459 44200 SH SOLE SOLE
AMR CORP COM 001765106 4152 61963 SH SOLE SOLE
AT & T CORP COM 001957109 18991 373752 SH SOLE SOLE
AT&T CORP COM 001957208 6306 111000 SH SOLE SOLE
ASI SOLUTIONS INC COM 00206F108 50 11700 SH SOLE SOLE
ATMI INC COM 00207R101 7295 220635 SH SOLE SOLE
AVX CORP COM 002444107 95 1900 SH SOLE SOLE
AXA FINANCIAL INC COM 002451102 5726 168400 SH SOLE SOLE
AAVID THERMAL TECH INC. COM 002539104 398 16200 SH SOLE SOLE
ABBOTT LAB COM 002824100 2152 59250 SH SOLE SOLE
ABERCROMBIE & FITCH COM 002896207 630 23600 SH SOLE SOLE
ABACAN RES CORP COM 002919108 24 247700 SH SOLE SOLE
ABGENIX INC COM 00339B107 1153 8700 SH SOLE SOLE
ACCREDO HLTH INC COM 00437V104 418 13600 SH SOLE SOLE
ACME ELEC CORP COM 004644100 557 96900 SH SOLE SOLE
ACNIELSEN CORP COM 004833109 1677 68100 SH SOLE SOLE
ACTEL CORP COM 004934105 1006 41900 SH SOLE SOLE
ACTIVE SOFTWARE INC COM 00504E100 543 5900 SH SOLE SOLE
ACTUATE CORP COM 00508B102 707 16500 SH SOLE SOLE
ACX TECHNOLOGIES INC COM 005123104 417 39000 SH SOLE SOLE
ACXIOM CORP COM 005125109 12229 509550 SH SOLE SOLE
ADAC LABS COM 005313200 983 91400 SH SOLE SOLE
ADAPTEC INC COM 00651F108 4479 89800 SH SOLE SOLE
ADMINISTAFF INC COM 007094105 127 4200 SH SOLE SOLE
ADOBE SYS INC COM 00724F101 1325 19700 SH SOLE SOLE
ADRIAN STL CO COM 007338106 465 1121 SH SOLE SOLE
ADTRAN INC COM 00738A106 1029 20000 SH SOLE SOLE
ADV MRKTING SVCS INC COM 00753T105 102 3600 SH SOLE SOLE
ADVO INC COM 007585102 413 17400 SH SOLE SOLE
AEROFLEX INC COM 007768104 640 61700 SH SOLE SOLE
AEGON N V COM 007924103 27 287 SH SOLE SOLE
ADV ENERGY INDS INC COM 007973100 2359 47900 SH SOLE SOLE
ADVENT SOFTWARE INC COM 007974108 226 3500 SH SOLE SOLE
AETNA INC COM 008117103 4395 78750 SH SOLE SOLE
AFFILIATED COMP CL A COM 008190100 7323 159200 SH SOLE SOLE
AFFILIATED MGRS GRP INC COM 008252108 813 20100 SH SOLE SOLE
AFFYMETRIX INC COM 00826T108 1088 6410 SH SOLE SOLE
AGILENT TECH INC COM 00846U101 487 6300 SH SOLE SOLE
AIRBORNE FGHT CORP COM 009266107 684 31100 SH SOLE SOLE
AIRNET COMMS CORP COM 00941P106 87 2400 SH SOLE SOLE
AIRTRAN HLDGS INC COM 00949P108 1050 231700 SH SOLE SOLE
ADR AKZO NOBEL COM 010199305 10 200 SH SOLE SOLE
AK AIR GROUP INC COM 011659109 544 15500 SH SOLE SOLE
ALBANY INTL CORP COM 012348108 557 35248 SH SOLE SOLE
ALBERTO-CULVER CO CL B COM 013068101 650 25200 SH SOLE SOLE
ALBERTSONS INC COM 013104104 2477 76800 SH SOLE SOLE
ALCOA INC COM 013817101 9515 114642 SH SOLE SOLE
ALCATEL ALSTHOM ADR ADR 013904305 1530 34000 SH SOLE SOLE
ALKERMES INC COM 01642T108 2643 53800 SH SOLE SOLE
ALLAIRE CORP COM 016714107 980 6700 SH SOLE SOLE
ALLEGHANY CORP COM 017175100 4273 23037 SH SOLE SOLE
ALLEGHENY ENERGY INC COM 017361106 692 25700 SH SOLE SOLE
ALLEGHENY TECH INC COM 01741R102 1500 66868 SH SOLE SOLE
ALLERGAN INC COM 018490102 642 12900 SH SOLE SOLE
ALLIANCE BANCORP COM 01852J105 93 5000 SH SOLE SOLE
ALLIANT ENERGY CORP COM 018802108 476 17300 SH SOLE SOLE
ALLIED RISER COMMS CORP COM 019496108 654 31600 SH SOLE SOLE
ALLSTATE CORP COM 020002101 4536 188500 SH SOLE SOLE
ALLTEL CORP COM 020039103 841 10175 SH SOLE SOLE
ALLTRISTA CORP COM 020040101 2303 104100 SH SOLE SOLE
ALPHA INDS INC COM 020753109 57 1000 SH SOLE SOLE
ALPHARMA INC CL A COM 020813101 713 23200 SH SOLE SOLE
ALPINE GROUP INC COM 020825105 193 15000 SH SOLE SOLE
ALTERA CORP COM 021441100 1155 23300 SH SOLE SOLE
ALZA CORP COM 022615108 530 15300 SH SOLE SOLE
AMAZON COM INC COM 023135106 84 1100 SH SOLE SOLE
AMBAC COM 023139108 397 7600 SH SOLE SOLE
AMCAST INDL CORP COM 023395106 185 11300 SH SOLE SOLE
AMERADA HESS CORP COM 023551104 7973 140500 SH SOLE SOLE
AMERCO COM 023586100 5 200 SH SOLE SOLE
AMEREN CORP COM 023608102 177 5400 SH SOLE SOLE
AMER ON-LINE COM 02364J104 24213 319111 SH SOLE SOLE
AMER SVC GROUP INC COM 02364L109 353 23500 SH SOLE SOLE
AMER WEST HLDGS CORP COM 023657208 247 11900 SH SOLE SOLE
AMCORE FINL INC COM 023912108 1277 53200 SH SOLE SOLE
AMERN DENTAL PRTNS INC COM 025353103 48 6800 SH SOLE SOLE
AMER ELEC PWR CO INC COM 025537101 527 16400 SH SOLE SOLE
AMERN EAGLE OUTFITTERS COM 02553E106 1982 44050 SH SOLE SOLE
AMER EXPRESS CO COM 025816109 14075 84660 SH SOLE SOLE
AMER FINL GROUP INC COM 025932104 1915 72600 SH SOLE SOLE
AMER GEN CORP COM 026351106 2580 34000 SH SOLE SOLE
AMER GREETINGS CORP COM 026375105 2020 85500 SH SOLE SOLE
AMER HOME PRODS COM 026609107 3442 87700 SH SOLE SOLE
AMER INTL GROUP INC COM 026874107 12222 113038 SH SOLE SOLE
AMERN MGMT SYS INC COM 027352103 3828 122000 SH SOLE SOLE
AMERN MED SEC GRP INC COM 02744P101 592 98700 SH SOLE SOLE
AMER NATL CAN GRP INC COM 027714104 1840 141500 SH SOLE SOLE
AMERICAN NATL INS COM 028591105 57 900 SH SOLE SOLE
AMERN PWR CONV CORP COM 029066107 1147 43500 SH SOLE SOLE
AMERN PRECISION INDS INC COM 029069101 1381 162500 SH SOLE SOLE
AMERICAN STAND COS INC COM 029712106 87 1900 SH SOLE SOLE
AMERICAN TOWER CORP COM 029912201 730 23900 SH SOLE SOLE
AMERN WOODMRK CORP COM 030506109 1111 45800 SH SOLE SOLE
AMERN XTAL TECH INC COM 030514103 759 43500 SH SOLE SOLE
AMERICREDIT CORP COM 03060R101 1961 106000 SH SOLE SOLE
AMERISOURCE HEALTH CORP COM 03071P102 147 9700 SH SOLE SOLE
AMES DEPT STORES INC COM 030789507 1958 67950 SH SOLE SOLE
AMGEN INC COM 031162100 8559 142500 SH SOLE SOLE
AMKOR TECH INC COM 031652100 299 10600 SH SOLE SOLE
AMSOUTH BANCORP COM 032165102 1207 62487 SH SOLE SOLE
ANACOMP INC COM 032371106 1577 86700 SH SOLE SOLE
ANADIGICS INC COM 032515108 1779 37700 SH SOLE SOLE
ANALOG DEVICES INC COM 032654105 1767 19000 SH SOLE SOLE
ANDREW CORP COM 034425108 189 10000 SH SOLE SOLE
ANGELICA CORP COM 034663104 332 34100 SH SOLE SOLE
ANHEUSER BUSCH COS INC COM 035229103 7952 112194 SH SOLE SOLE
ANIXTER INTL INC COM 035290105 3790 183775 SH SOLE SOLE
ANN TAYLOR STORES COM 036115103 3780 109750 SH SOLE SOLE
ANSYS INC COM 03662Q105 319 29000 SH SOLE SOLE
ANTEC CORP COM 03664P105 799 21900 SH SOLE SOLE
ANSWERTHINK CONSULT GRP INC COM 036916104 500 14600 SH SOLE SOLE
AON CORP COM 037389103 48 1200 SH SOLE SOLE
APACHE CORP COM 037411105 1899 51400 SH SOLE SOLE
APOGEE ENTERPRISES INC COM 037598109 223 44000 SH SOLE SOLE
APOLLO GROUP INC CL A COM 037604105 321 16000 SH SOLE SOLE
APPLE COMPUTER INC COM 037833100 3557 34600 SH SOLE SOLE
APRIA HLTHCARE GRP INC COM 037933108 3959 220700 SH SOLE SOLE
APPLIED MATLS INC COM 038222105 8235 65000 SH SOLE SOLE
APPLIED PWR INC CL A COM 038225108 3675 100000 SH SOLE SOLE
APPLIED MICRO CIRCUITS COM 03822W109 2443 19200 SH SOLE SOLE
ARCH CHEMICALS INC COM 03937R102 980 46800 SH SOLE SOLE
ARCH COMMS GRP INC COM 039381504 2562 388579 SH SOLE SOLE
ARCH COMMS GRP INC CL B COM 039381603 473 74532 SH SOLE SOLE
ARCTIC CAT INC COM 039670104 636 63600 SH SOLE SOLE
ARDEN RLTY GROUP INC COM 039793104 1298 64700 SH SOLE SOLE
ARKANSAS BEST CORP COM 040790107 425 35400 SH SOLE SOLE
ARMSTRONG WRLD IND INC COM 042476101 3 100 SH SOLE SOLE
ARTESYN TECH INC COM 043127109 1340 63800 SH SOLE SOLE
ARVIN INDS INC COM 043339100 579 20400 SH SOLE SOLE
ASHLAND INC COM 044204105 290 8800 SH SOLE SOLE
ASK JEEVES INC COM 045174109 452 4000 SH SOLE SOLE
ASPECT DEV INC COM 045234101 233 3400 SH SOLE SOLE
ASSOCTD BANC-CORP COM 045487105 277 8100 SH SOLE SOLE
ASSD GROUP INC CL A COM 045651106 2464 27000 SH SOLE SOLE
AT HOME CORP COM 045919107 129 3000 SH SOLE SOLE
ASSOC 1ST CAP CORP CL A COM 046008108 272 9905 SH SOLE SOLE
ASTORIA FINL CORP COM 046265104 256 8400 SH SOLE SOLE
ASTRAZENECA PLC ADR 046353108 835 20000 SH SOLE SOLE
ASYST TECH INC COM 04648X107 1508 23000 SH SOLE SOLE
ATLC RICHFIELD CO COM 048825103 2188 25300 SH SOLE SOLE
ATMEL CORP COM 049513104 848 28690 SH SOLE SOLE
ATMOS ENERGY CORP COM 049560105 1151 56300 SH SOLE SOLE
ATWOOD OCEANICS INC COM 050095108 390 10100 SH SOLE SOLE
AURA SYS INC COM 051526101 33 143500 SH SOLE SOLE
AUSPEX SYS INC COM 052116100 770 75100 SH SOLE SOLE
AUTODESK INC COM 052769106 928 27500 SH SOLE SOLE
AUTO DATA PROCESS INC COM 053015103 3831 71100 SH SOLE SOLE
AUTONATION INC COM 05329W102 175 18900 SH SOLE SOLE
AVALON HLDGS CORP CL A COM 05343P109 669 133800 SH SOLE SOLE
AVANT CORP COM 053487104 540 36000 SH SOLE SOLE
AVERY DENNISON CORP COM 053611109 8126 111500 SH SOLE SOLE
AVIALL INC COM 05366B102 190 23200 SH SOLE SOLE
AVID TECH INC COM 05367P100 758 58000 SH SOLE SOLE
AVIRON COM 053762100 340 21500 SH SOLE SOLE
AVIS RENT A CAR INC COM 053790101 838 32800 SH SOLE SOLE
AVISTA CORP COM 05379B107 460 29800 SH SOLE SOLE
AVNET INC COM 053807103 2574 42553 SH SOLE SOLE
AVON PROD INC COM 054303102 340 10300 SH SOLE SOLE
AZTAR CORP COM 054802103 644 59200 SH SOLE SOLE
BEI TECHNOLOGIES INC COM 05538P104 252 16500 SH SOLE SOLE
BG PLC ADR 055434203 29 940 SH SOLE SOLE
BHA GROUP HLDGS INC CL A COM 055446108 346 43890 SH SOLE SOLE
BISYS GROUP INC COM 055472104 1755 26900 SH SOLE SOLE
BJ SVCS CO COM 055482103 3002 71800 SH SOLE SOLE
BJS WHSL CLUB INC COM 05548J106 3873 106100 SH SOLE SOLE
BP AMOCO P L C ADR 055622104 1797 30300 SH SOLE SOLE
BMC SOFT COM 055921100 26839 335750 SH SOLE SOLE
BACOU USA INC COM 056439102 673 44700 SH SOLE SOLE
BADGER METER INC COM 056525108 325 10800 SH SOLE SOLE
BAKER HUGHES INC COM 057224107 695 33000 SH SOLE SOLE
BALDWIN TECH INC CL A COM 058264102 344 162000 SH SOLE SOLE
BALL CORP COM 058498106 2579 65486 SH SOLE SOLE
BK AMER CORP COM 060505104 6364 126796 SH SOLE SOLE
BK MONTREAL QUE COM 063671101 17 500 SH SOLE SOLE
BK OF OZARKS INC COM 063904106 177 9100 SH SOLE SOLE
BANK N.Y. CO INC COM 064057102 3012 75300 SH SOLE SOLE
BANK ONE CORP COM 06423A103 1885 58900 SH SOLE SOLE
BNK UNITED CORP CL A COM 065412108 771 28300 SH SOLE SOLE
BANTA CORP COM 066821109 93 4100 SH SOLE SOLE
BARD C R INC COM 067383109 784 14800 SH SOLE SOLE
BARNES & NOBLE INC COM 067774109 1264 61300 SH SOLE SOLE
BARRICK GOLD CORP COM 067901108 308 17440 SH SOLE SOLE
BARR LABS INC COM 068306109 3555 113300 SH SOLE SOLE
BARRA INC COM 068313105 778 24500 SH SOLE SOLE
BAUSCH & LOMB INC COM 071707103 986 14400 SH SOLE SOLE
BAXTER INTL COM 071813109 2971 47299 SH SOLE SOLE
BAY VIEW CAP CORP COM 07262L101 728 51300 SH SOLE SOLE
BEA SYSTEMS INC COM 073325102 112 1600 SH SOLE SOLE
BEAR STEARNS COM 073902108 680 15897 SH SOLE SOLE
BEBE STORES INC COM 075571109 1566 58000 SH SOLE SOLE
BECKMAN COULTER INC COM 075811109 458 9000 SH SOLE SOLE
BECTON DICKINSON & CO COM 075887109 485 18000 SH SOLE SOLE
BED BATH AND BEYOND COM 075896100 4153 119500 SH SOLE SOLE
BEDFORD PPTY INVS INC COM 076446301 719 42150 SH SOLE SOLE
BELDEN INC COM 077459105 1819 86600 SH SOLE SOLE
BELL ATLC CORP COM 077853109 14873 241584 SH SOLE SOLE
BELL MICROPRODUCTS INC COM 078137106 327 29700 SH SOLE SOLE
BELLSOUTH CORP COM 079860102 10303 220090 SH SOLE SOLE
BELLWETHER EXPL CO COM 079895207 372 77300 SH SOLE SOLE
BENCHMARK ELECTRS INC COM 08160H101 424 18500 SH SOLE SOLE
BENTON OIL & GAS CO COM 083288100 194 100000 SH SOLE SOLE
BERGEN BRUNSWIG CORP CL A COM 083739102 907 109100 SH SOLE SOLE
BERINGER WINE EST HLDGS INC COM 084102102 1356 34000 SH SOLE SOLE
BEST BUY INC COM 086516101 256 5100 SH SOLE SOLE
BEST SOFTWARE INC COM 086579109 1671 56650 SH SOLE SOLE
BESTFOODS INC COM 08658U101 7837 149100 SH SOLE SOLE
BETHLEHEM STEEL CORP COM 087509105 167 19900 SH SOLE SOLE
BEVERLY ENTERPRISES INC COM 087851309 4924 1125450 SH SOLE SOLE
BINDVIEW DEV CORP COM 090327107 1188 23900 SH SOLE SOLE
BIO RAD LABS INC CL A COM 090572207 365 15600 SH SOLE SOLE
BIOCRYST PHARMA INC COM 09058V103 413 14000 SH SOLE SOLE
BIOGEN N V COM 090597105 3722 44050 SH SOLE SOLE
BIOMET INC COM 090613100 2292 57300 SH SOLE SOLE
BIOVAIL CORP INTL COM 09067K106 5048 53850 SH SOLE SOLE
BIOVAIL CORP INTL WT COM 09067K114 3435 59998 SH SOLE SOLE
BLACK & DECKER CORP COM 091797100 2377 45500 SH SOLE SOLE
BLACK BOX CORP COM 091826107 858 12800 SH SOLE SOLE
BLACKROCK INC CL A COM 09247X101 235 13700 SH SOLE SOLE
BLAIR CORP COM 092828102 311 22200 SH SOLE SOLE
BLANCH E W HLDGS INC COM 093210102 1654 27000 SH SOLE SOLE
BLOCK H & R INC COM 093671105 411 9400 SH SOLE SOLE
BLUE WAVE SYS INC COM 096081104 231 25000 SH SOLE SOLE
BLUEGREEN CORP COM 096231105 362 72405 SH SOLE SOLE
BLUESTONE SOFTWARE INC COM 09623P102 552 4800 SH SOLE SOLE
BOB EVANS FARMS INC COM 096761101 509 33000 SH SOLE SOLE
BOEING COM 097023105 4555 109930 SH SOLE SOLE
BOGEN COMMS INTL INC COM 097189104 131 16900 SH SOLE SOLE
BOISE CASCADE CORP COM 097383103 247 6100 SH SOLE SOLE
BONE CARE INTL INC COM 098072101 246 19500 SH SOLE SOLE
BORDERS GROUP INC COM 099709107 416 25600 SH SOLE SOLE
BORG WARNER AUTO INC COM 099724106 749 18500 SH SOLE SOLE
BSTN PVT FINL HLDGS INC COM 101119105 106 12500 SH SOLE SOLE
BSTN SCIENTIFIC CORP COM 101137107 31 1400 SH SOLE SOLE
BOWNE & CO INC COM 103043105 655 48500 SH SOLE SOLE
BRADLEES INC COM 104499207 272 32000 SH SOLE SOLE
BRIGGS & STRATTON CORP COM 109043109 80 1500 SH SOLE SOLE
BRIGHT HORIZ FAM SOLS INC COM 109195107 388 20700 SH SOLE SOLE
BRINKER USD COM 109641100 1131 46900 SH SOLE SOLE
BRISTOL MYERS COM 110122108 17790 277150 SH SOLE SOLE
BRIT AIRW PLC ADR 110419306 26 400 SH SOLE SOLE
BROADCOM CORP CL A COM 111320107 27 100 SH SOLE SOLE
BROADWING INC COM 111620100 4093 111000 SH SOLE SOLE
BROOKLINE BANCORP INC COM 113739106 522 53500 SH SOLE SOLE
BROOKS AUTOMATION INC COM 11434A100 651 20000 SH SOLE SOLE
BROOKTROUT INC COM 114580103 100 5400 SH SOLE SOLE
BROWN & SHARPE MFG CO COM 115223109 739 347600 SH SOLE SOLE
BROWN SHOE CO INC COM 115736100 160 11300 SH SOLE SOLE
BRUNSWICK CORP COM 117043109 1086 48800 SH SOLE SOLE
BRUSH WELLMAN INC COM 117421107 1658 98600 SH SOLE SOLE
BUDGET GROUP INC COM 119003101 46 5100 SH SOLE SOLE
BLDG MATLS HLDG CORP COM 120113105 1016 99150 SH SOLE SOLE
BURL COAT FACTORY WHSE COM 121579106 289 20800 SH SOLE SOLE
BURL INDS INC COM 121693105 849 212275 SH SOLE SOLE
BURLINGTON NORTHN COM 12189T104 2946 121500 SH SOLE SOLE
BURLINGTON RESRCS INC COM 122014103 1650 49900 SH SOLE SOLE
BURNS INTL SVCS CORP COM 122374101 1054 97500 SH SOLE SOLE
BURR BROWN CORP COM 122574106 1371 37950 SH SOLE SOLE
BUSH INDS INC CL A COM 123164105 555 32300 SH SOLE SOLE
BUSINESS OBJECTS ADR ADR 12328X107 7289 54550 SH SOLE SOLE
BUSINESS RES GROUP COM 12329K104 430 81000 SH SOLE SOLE
C&D TECHNOLOGIES INC COM 124661109 3251 76500 SH SOLE SOLE
CAIS INTERNET INC COM 12476Q102 493 13900 SH SOLE SOLE
CBL & ASSOC PROPS INC COM 124830100 408 19800 SH SOLE SOLE
CBRL GROUP INC COM 12489V106 913 94050 SH SOLE SOLE
CBS CORP COM 12490K107 10597 165735 SH SOLE SOLE
C-CUBE MICROSYSTEMS INC COM 125015107 224 3600 SH SOLE SOLE
CDW COMPUTER CTRS INC COM 125129106 2752 35000 SH SOLE SOLE
CEC ENTERTAINMENT INC COM 125137109 141 5000 SH SOLE SOLE
CEM CORP COM 125165100 417 38800 SH SOLE SOLE
CFS BANCORP INC COM 12525D102 554 59500 SH SOLE SOLE
C H ROBINSON WLDWIDE INC COM 12541W100 151 3800 SH SOLE SOLE
CIGNA CORP COM 125509109 2887 35840 SH SOLE SOLE
CIT GROUP INC CL A COM 125577106 222 10500 SH SOLE SOLE
CK WITCO CORP COM 12562C108 3108 232383 SH SOLE SOLE
CMGI INC COM 125750109 28 100 SH SOLE SOLE
CMI CORP OKLA CL A COM 125761304 109 15400 SH SOLE SOLE
CSS INDS INC COM 125906107 1312 61400 SH SOLE SOLE
CSK AUTO CORP COM 125965103 1064 60800 SH SOLE SOLE
CNA FNCL CORP COM 126117100 499 12825 SH SOLE SOLE
CNF TRANSPORTATION INC COM 12612W104 1304 37800 SH SOLE SOLE
CPAC INC COM 126145101 215 26500 SH SOLE SOLE
CSG SYS INTL INC COM 126349109 2034 51000 SH SOLE SOLE
CSP INC COM 126389105 329 43200 SH SOLE SOLE
CTS CORP COM 126501105 45 600 SH SOLE SOLE
CUNO INC COM 126583103 2120 102400 SH SOLE SOLE
CVS CORP COM 126650100 11449 287116 SH SOLE SOLE
CV THERAPEUTICS INC COM 126667104 641 24600 SH SOLE SOLE
CABLE & WIRELESS PUB LTD ADR 126830207 53 1000 SH SOLE SOLE
CABLEVISION SYS CORP CL A COM 12686C109 23 300 SH SOLE SOLE
CABLETRON SYS INC COM 126920107 4753 182800 SH SOLE SOLE
CABOT CORP COM 127055101 2093 102700 SH SOLE SOLE
CABOT OIL & GAS CORP CL A COM 127097103 820 51050 SH SOLE SOLE
CADENCE DESIGN SYS INC COM 127387108 3185 132700 SH SOLE SOLE
CAL DIVE INTL INC COM 127914109 626 18900 SH SOLE SOLE
CALGON CARBON CORP COM 129603106 1428 243000 SH SOLE SOLE
CA WTR SVC GROUP COM 130788102 558 18400 SH SOLE SOLE
CALIPER TECH CORP COM 130876105 33 500 SH SOLE SOLE
CALLAWAY GOLF CO COM 131193104 2153 121700 SH SOLE SOLE
CALPINE CORP COM 131347106 1101 17200 SH SOLE SOLE
CAMBREX CORP COM 132011107 479 13900 SH SOLE SOLE
CAMPBELL SOUP CO COM 134429109 255 6600 SH SOLE SOLE
CANADIAN PAC LTD COM 135923100 1522 70600 SH SOLE SOLE
CANADIAN NATL RAILWAY COM 136375102 193 7300 SH SOLE SOLE
CANANDAIGUA BRANDS INC COM 137219200 2777 54450 SH SOLE SOLE
CAP CORP OF W COM 140065103 494 50685 SH SOLE SOLE
CAP ENVIRONMTL RES INC COM 14008M104 60 10100 SH SOLE SOLE
CAP 1 FNCL COM 14040H105 1237 25675 SH SOLE SOLE
CAPITOL FED FINL COM 14057C106 683 70000 SH SOLE SOLE
CARDINAL HLTH INC COM 14149Y108 6034 126030 SH SOLE SOLE
CAREER ED CORP COM 141665109 96 2500 SH SOLE SOLE
CARLISLE COMPANIES INC COM 142339100 2621 72800 SH SOLE SOLE
CARNIVAL CORP COM 143658102 1372 28700 SH SOLE SOLE
CAROLINA PWR & LT CO COM 144141108 21 700 SH SOLE SOLE
CARRIER ACCESS COM 144460102 633 9400 SH SOLE SOLE
CASCADE CORP COM 147195101 9 950 SH SOLE SOLE
CASELLA WSTE SYS INC CL A COM 147448104 1323 70090 SH SOLE SOLE
CASEYS GEN STORES INC COM 147528103 549 52600 SH SOLE SOLE
CASS COML CORP COM 147741102 648 32000 SH SOLE SOLE
CASTLE A M & CO COM 148411101 215 18300 SH SOLE SOLE
CATALINA MARKETING CORP COM COM 148867104 3736 32280 SH SOLE SOLE
CATERPILLAR INC COM 149123101 3878 82400 SH SOLE SOLE
CATHERINES STORES CORP COM COM 14916F100 1027 48900 SH SOLE SOLE
CATO CORP CL A COM 149205106 196 15500 SH SOLE SOLE
CAVALIER HOMES INC COM 149507105 315 79900 SH SOLE SOLE
CENTENNIAL HEALTHCARE CORP COM 150937100 37 12400 SH SOLE SOLE
CELESTIAL SEASONINGS INC COM 151016102 13 700 SH SOLE SOLE
CENDANT CORP COM 151313103 8519 320717 SH SOLE SOLE
CENTEX CORP COM 152312104 328 13300 SH SOLE SOLE
CENTEX CONSTR PRODS INC COM 15231R109 296 7600 SH SOLE SOLE
CENT & S W CORP COM 152357109 16 800 SH SOLE SOLE
CENTRAL NEWSPAPERS INC COM 154647101 445 11300 SH SOLE SOLE
CENTURA BNK INC COM 15640T100 362 8200 SH SOLE SOLE
CEPHALON INC CON COM 156708109 277 8000 SH SOLE SOLE
CERES GROUP INC COM 156772105 406 58000 SH SOLE SOLE
CERPROBE CORP COM 156787103 526 71300 SH SOLE SOLE
CHAMPION INTL CORP COM 158525105 1548 25000 SH SOLE SOLE
CHANNELL COML CORP COM 159186105 898 78500 SH SOLE SOLE
CHARTER ONE FINL INC COM 160903100 2664 139281 SH SOLE SOLE
CHARLOTTE RUSSE HLDG COM 161048103 1170 55700 SH SOLE SOLE
CHARMING SHOPPES INC COM 161133103 4665 704100 SH SOLE SOLE
CHASE MANHATTAN CORP COM 16161A108 12604 162236 SH SOLE SOLE
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3,578,637
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