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 29, 2000
Check here if Amendment [ ]; Amendment Number:
This amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: HIGH ROCK ASSET MANAGEMENT LLC
Address: 28 STATE STREET, 18TH FLOOR
BOSTON, MA. 02109
13 File Number: 28-05143
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
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: DAVID L. DIAMOND
Title: PRESIDENT
Phone: 617-747-5800
Signature, Place and Date of Signing:
DAVID L. DIAMOND October 26, 2000
High Rock Asset Management LLC is the parent company and sole member of
High Rock Capital LLC. In accordance with 17 CFR 240.13f-1 (b), High Rock Asset
Management LLC is deemed to exercise "investment discretion" with respect to
All accounts with which High Rock Capital LLC exercises "investment discretion".
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ X] 13F COMBINATION REPORT.
List of all other Managers reporting for this Manager: High Rock Capital LLC
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: 234
Form 13F Information Table Value Total: 164758
List of Other Included Managers:
No. 13F File Number Name
<PAGE>
<TABLE> <C> <C>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP x($1000) PRN AMT PRN CALL DISCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- -------- --------- -------- -------- --------
D ACTEL CORP COM COMMON STOCK 004934105 1355 37700 SH SOLE 26200 0 11500
D ACTIVE APPAREL GROUP INC COMMON STOCK 00504P105 151 39200 SH SOLE 27300 0 11900
D ADAPTEC INC COM COMMON STOCK 00651F108 412 20600 SH SOLE 15200 0 5400
D ADAPTEC INC COM OPTIONS - CALLS 00651F0AB 260 13000 SH CALL SOLE 10700 0 2300
D ADVEST GROUP INC COM COMMON STOCK 007566102 925 29200 SH SOLE 19700 0 9500
D AETRIUM INC COM COMMON STOCK 00817R103 666 119700 SH SOLE 81600 0 38100
D AGCO CORP COM COMMON STOCK 001084102 1122 94500 SH SOLE 64800 0 29700
D AGRIUM INC CAD NPV C OM (USD) COMMON STOCK 008916108 1980 193200 SH SOLE 133700 0 59500
D AIRGAS INC COM COMMON STOCK 009363102 503 73900 SH SOLE 53800 0 20100
D ALBERTO CULVER CO CL A COMMON STOCK 013068200 729 29100 SH SOLE 21800 0 7300
D ALBERTSONS INC COM COMMON STOCK 013104104 3980 189500 SH SOLE 132900 0 56600
D ALLEN TELECOM INC COM COMMON STOCK 018091108 200 11800 SH SOLE 8700 0 3100
D AMB FINL CORP COM COMMON STOCK 001984103 197 25050 SH SOLE 19050 0 6000
D AMERISOURCE HEALTH CORP CL A COMMON STOCK 03071P102 1612 34300 SH SOLE 23700 0 10600
D AMES DEPT STORES INC COM NEW COMMON STOCK 030789507 316 54700 SH SOLE 38100 0 16600
D AMETEK INC COM COMMON STOCK 031100100 403 19000 SH SOLE 14200 0 4800
D AMKOR TECHNOLOGIES INC COMMON STOCK 031652100 408 15600 SH SOLE 11800 0 3800
D APRIA HEALTHCARE GROUP INC COM COMMON STOCK 037933108 707 50700 SH SOLE 36700 0 14000
D APW LTD COM STK COMMON STOCK G04397108 1311 26900 SH SOLE 20800 0 6100
D ARCHER DANIELS MIDLAND CO COM COMMON STOCK 039483102 2000 231900 SH SOLE 161500 0 70400
D ARROW ELECTRONICS INC COM COMMON STOCK 042735100 409 12000 SH SOLE 8400 0 3600
D ARROW FINL CORP COM COMMON STOCK 042744102 253 15200 SH SOLE 11000 0 4200
D ARTESYN TECHNOLOGIES INC COM COMMON STOCK 043127109 542 18600 SH SOLE 13000 0 5600
D ASAT HOLDINGS LTD ADR ADRS STOCKS 00208B105 341 51900 SH SOLE 40100 0 11800
D ASTORIA FINL CORP COM COMMON STOCK 046265104 2360 61100 SH SOLE 42400 0 18700
D ATMI INC COM COMMON STOCK 00207R101 306 13100 SH SOLE 9300 0 3800
D AUTODESK INC COM COMMON STOCK 052769106 259 10200 SH SOLE 7100 0 3100
D AVNET INC COM COMMON STOCK 053807103 5692 200606 SH SOLE 139802 0 60804
D BALLYS TOTAL FITNESS HOLDINGS COMMON STOCK 05873K108 880 35200 SH SOLE 23800 0 11400
D BANCORPSOUTH INC COM COMMON STOCK 059692103 434 30200 SH SOLE 22600 0 7600
D BANTA CORP COM COMMON STOCK 066821109 329 13500 SH SOLE 9400 0 4100
D BARRETT RESOURCES COM (NEW) COMMON STOCK 068480201 1339 35400 SH SOLE 26300 0 9100
D BASIN EXPL INC COM COMMON STOCK 070107107 1285 65900 SH SOLE 44700 0 21200
D BAUSCH & LOMB INC COM COMMON STOCK 071707103 861 22100 SH SOLE 16000 0 6100
D BE AEROSPACE INC COM COMMON STOCK 073302101 1662 103100 SH SOLE 73600 0 29500
D BE AEROSPACE INC COM OPTIONS - CALLS 0733020JU 403 25000 SH CALL SOLE 19300 0 5700
D BELDEN INC COM COMMON STOCK 077459105 1278 54100 SH SOLE 37700 0 16400
D BELL MICROPRODUCTS INC COMMON STOCK 078137106 338 10800 SH SOLE 7500 0 3300
D BEVERLY ENTERPRISES INC COM COMMON STOCK 087851309 815 137300 SH SOLE 95600 0 41700
D BLACK & DECKER MFG CO COM OPTIONS - CALLS 0917970KF 427 12500 SH CALL SOLE 10300 0 2200
D BMC SOFTWARE INC USD COM COMMON STOCK 055921100 782 40900 SH SOLE 28500 0 12400
D BRISTOL MYERS SQUIBB CO USD.10 COMMON STOCK 110122108 1314 23000 SH SOLE 15400 0 7600
D BROOKLINE BANCORP INC COM COMMON STOCK 113739106 299 26149 SH SOLE 16449 0 9700
D BROOKTROUT TECHNOLOGY INC COMMON STOCK 114580103 728 22100 SH SOLE 16100 0 6000
D BYL BANCORP COM STK COMMON STOCK 056064108 564 48000 SH SOLE 35100 0 12900
D CAMERON FINL CORP DEL. COM COMMON STOCK 133425108 225 12700 SH SOLE 9100 0 3600
D CARPENTER TECHNOLOGY CORP COM COMMON STOCK 144285103 259 8900 SH SOLE 6200 0 2700
D CCBT FINANCIAL COMPANIES INC COMMON STOCK 12500Q102 189 10400 SH SOLE 7600 0 2800
D CENTEX CORP COM COMMON STOCK 152312104 826 25700 SH SOLE 19700 0 6000
D CENTURY BANCORP INC MASS COMMON STOCK 156432106 247 17000 SH SOLE 13100 0 3900
D CHECKERS DRIVE-IN RESTAURANTS COMMON STOCK 162809305 102 26400 SH SOLE 20400 0 6000
D CHIEFTAIN INTL INC CAD COM COMMON STOCK 16867C101 234 11300 SH SOLE 8000 0 3300
D CIRCUIT CITY STORES- CIRCUIT C COMMON STOCK 172737108 1702 74000 SH SOLE 50000 0 24000
D CIRRUS LOGIC INC COM COMMON STOCK 172755100 1266 31400 SH SOLE 24400 0 7000
D CITRIX SYSTEMS INC COM COMMON STOCK 177376100 445 22200 SH SOLE 15500 0 6700
D CIVIC BANCORP COM COMMON STOCK 178788105 186 12124 SH SOLE 11124 0 1000
D CLAYTON HOMES INC COM COMMON STOCK 184190106 476 47600 SH SOLE 34400 0 13200
D COASTAL BANCORP INC COM COMMON STOCK 19041P105 517 28900 SH SOLE 20500 0 8400
D COBRA ELECTRS CORP COM COMMON STOCK 191042100 387 65200 SH SOLE 49500 0 15700
D COLONIAL BANCGROUP INC COM COMMON STOCK 195493309 498 48000 SH SOLE 32800 0 15200
D COMMSCOPE INC COM COMMON STOCK 203372107 247 10100 SH SOLE 7700 0 2400
D COMMUNICATIONS SYS INC COM COMMON STOCK 203900105 177 13200 SH SOLE 9200 0 4000
D COMMUNITY BK SYS INC COM COMMON STOCK 203607106 734 28300 SH SOLE 19700 0 8600
D COMSHARE INC COM COMMON STOCK 205912108 240 56000 SH SOLE 39600 0 16400
D CONECTIV INC COM COMMON STOCK 206829103 644 36000 SH SOLE 23200 0 12800
D CPAC INC COM COMMON STOCK 126145101 114 14300 SH SOLE 7300 0 7000
D CPI AEROSTRUCTURES INC USD COM COMMON STOCK 125919308 47 15400 SH SOLE 10600 0 4800
D CTS CORP NPV COM COMMON STOCK 126501105 1493 29500 SH SOLE 20700 0 8800
D DAISYTEK INTL CORP COM COMMON STOCK 234053106 367 58200 SH SOLE 40600 0 17600
D DAVE & BUSTERS INC COM COMMON STOCK 23833N104 436 54900 SH SOLE 39600 0 15300
D DEAN FOODS CO COM COMMON STOCK 242361103 934 28100 SH SOLE 19600 0 8500
D DECKER OUTDOOR CORP COM COMMON STOCK 243537107 327 60200 SH SOLE 41900 0 18300
D DEERE & CO COM COMMON STOCK 244199105 635 19100 SH SOLE 13400 0 5700
D DIAL CORP NEW COM COMMON STOCK 25247D101 2222 191100 SH SOLE 133100 0 58000
D DMI FURNITURE INC COM COMMON STOCK 233230101 84 32000 SH SOLE 23900 0 8100
D DONCASTERS PLC SPONS ADR ADRS STOCKS 257692103 751 37100 SH SOLE 25800 0 11300
D DREYERS GRAND ICE CREAM INC CO COMMON STOCK 261878102 619 28700 SH SOLE 20500 0 8200
D EFUNDS CORP COM STK COMMON STOCK 28224R101 236 32000 SH SOLE 23100 0 8900
D ELECTRO SCIENTIFIC IND INCCOM COMMON STOCK 285229100 780 22200 SH SOLE 15500 0 6700
D ELECTRONICS FOR IMAGING INC COMMON STOCK 286082102 265 10500 SH SOLE 7300 0 3200
D EMMIS BROADCASTING CORP COMMON STOCK 291525103 3121 126100 SH SOLE 86900 0 39200
D ENTERCOM COMMUNICATIONS CORP COMMON STOCK 293639100 491 16400 SH SOLE 11500 0 4900
D ESS TECHNOLOGY INC COM COMMON STOCK 269151106 365 25500 SH SOLE 17500 0 8000
D EVEREST RE GROUP LTD COM STK COMMON STOCK G3223R108 955 19300 SH SOLE 13500 0 5800
D EXPONENT INC COM COMMON STOCK 30214U102 245 28600 SH SOLE 24100 0 4500
D FAIRCHILD SEMICON INTL CLASS A OPTIONS - CALLS 3037260JE 464 16500 SH CALL SOLE 11500 0 5000
D FILENET CORP COM COMMON STOCK 316869106 1211 66600 SH SOLE 44800 0 21800
D FIRST FED FINANCIAL CORP COM COMMON STOCK 337907109 982 42700 SH SOLE 30000 0 12700
D FIRST FINL FD INC COM REITS/RICS 320228109 430 44400 SH SOLE 33200 0 11200
D FLEMING COS INC COM COMMON STOCK 339130106 1739 133100 SH SOLE 92800 0 40300
D FREDDIE MAC USD0.21 COM COMMON STOCK 313400301 460 8500 SH SOLE 5900 0 2600
D FSI INTL INC COM COMMON STOCK 302633102 1007 70700 SH SOLE 49700 0 21000
D FURNITURE BRANDS INTL INC. COMMON STOCK 360921100 318 19100 SH SOLE 13700 0 5400
D GA FINL INC COM COMMON STOCK 361437106 277 19800 SH SOLE 13300 0 6500
D GADZOOKS INC COM COMMON STOCK 362553109 1253 70100 SH SOLE 51900 0 18200
D GASONICS INTERNATIONAL CORP COMMON STOCK 367278108 288 23500 SH SOLE 16400 0 7100
D GENERAL SEMICONDUCTR INC COM COMMON STOCK 370787103 1827 149900 SH SOLE 104200 0 45700
D GENZYME CORP SURGICAL PRODS COMMON STOCK 372917609 448 59700 SH SOLE 42200 0 17500
D GEORGIA PACIFIC GROUP COM OPTIONS - CALLS 3732980AD 317 13500 SH CALL SOLE 9500 0 4000
D GERBER CHILDRENS WEAR INC COM COMMON STOCK 373701101 91 15200 SH SOLE 10300 0 4900
D GIANT INDS INC COM COMMON STOCK 374508109 398 75900 SH SOLE 52900 0 23000
D GUEST SUPPLY INC COM COMMON STOCK 401630108 269 14600 SH SOLE 10200 0 4400
D HARLEY DAVIDSON INC USD.01 COM OPTIONS - PUTS 4128220NK 958 20000 SH PUT SOLE 15400 0 4600
D HASBRO INC COM COMMON STOCK 418056107 427 37300 SH SOLE 27000 0 10300
D HERCULES INC COM COMMON STOCK 427056106 712 50400 SH SOLE 35100 0 15300
D HEXCEL CORP COM NEW COMMON STOCK 428291108 1509 112800 SH SOLE 86900 0 25900
D HEXCEL CORP COM NEW OPTIONS - CALLS 4282910AB 441 33000 SH CALL SOLE 25400 0 7600
D HIGH PLAINS CORP COM COMMON STOCK 429701105 234 60400 SH SOLE 42100 0 18300
D HISPANIC BROADCASTIN G CORP US COMMON STOCK 43357B104 2027 72700 SH SOLE 50600 0 22100
D HUDSON UNITED BANCORP COMMON STOCK 444165104 1691 61200 SH SOLE 44400 0 16800
D HUMANA INC COM COMMON STOCK 444859102 831 77300 SH SOLE 53800 0 23500
D HYPERCOM CORP COM COMMON STOCK 44913M105 224 21600 SH SOLE 13100 0 8500
D IMC GLOBAL INC COM COMMON STOCK 449669100 547 37700 SH SOLE 26300 0 11400
D INFORMIX CORP COM COMMON STOCK 456779107 583 141300 SH SOLE 98400 0 42900
D INFORMIX CORP COM OPTIONS - CALLS 4567790AA 237 57500 SH CALL SOLE 43800 0 13700
D INGERSOLL RAND CO COM COMMON STOCK 456866102 288 8500 SH SOLE 5900 0 2600
D INGRAM MICRO INC CL A COM COMMON STOCK 457153104 487 35400 SH SOLE 25500 0 9900
D INNOVEDA INC COM STK COMMON STOCK 45769F102 432 119300 SH SOLE 81900 0 37400
D INTERTAN INC COM COMMON STOCK 461120107 1912 132400 SH SOLE 92900 0 39500
D INTEST CORPORATION COM COMMON STOCK 461147100 336 34600 SH SOLE 24100 0 10500
D INTL FLAVORS & FRAGRANCES INC COMMON STOCK 459506101 805 44100 SH SOLE 30700 0 13400
D INVACARE CORP COM COMMON STOCK 461203101 212 6600 SH SOLE 6600 0 0
D ITT INDUSTRIES INC COM COMMON STOCK 450911102 295 9100 SH SOLE 6800 0 2300
D JEFFERIES GROUP INC COMMON STOCK 472319102 1282 47700 SH SOLE 33200 0 14500
D JEFFERSON SVGS BANCORP INC COMMON STOCK 474900107 238 17500 SH SOLE 12200 0 5300
D JONES APPAREL GROUP INC COMMON STOCK 480074103 522 19700 SH SOLE 14700 0 5000
D K-SWISS INC COM CL A COMMON STOCK 482686102 218 9700 SH SOLE 8000 0 1700
D KEMET CORP COM COMMON STOCK 488360108 1235 44700 SH SOLE 31000 0 13700
D KEY ENERGY GROUP INC COM COMMON STOCK 492914106 2128 216900 SH SOLE 151100 0 65800
D KOALA CORP COMMON STOCK 499866101 769 47900 SH SOLE 33400 0 14500
D LA Z BOY INC COM COMMON STOCK 505336107 315 21600 SH SOLE 14500 0 7100
D LADISH COMPANY COM NEW COMMON STOCK 505754200 1054 80300 SH SOLE 56900 0 23400
D LAYNE INC COM COMMON STOCK 521050104 98 24500 SH SOLE 11200 0 13300
D LEGGETT & PLATT INC COM COMMON STOCK 524660107 307 19400 SH SOLE 14500 0 4900
D LIBERTY CORP S C COM COMMON STOCK 530370105 921 26600 SH SOLE 18000 0 8600
D LOGANSPORT FINL CORP COM COMMON STOCK 541209102 161 14300 SH SOLE 11100 0 3200
D LONE STAR STEAKHOUSE SALOON COMMON STOCK 542307103 309 41900 SH SOLE 28200 0 13700
D LONGVIEW FIBRE CO COM COMMON STOCK 543213102 362 30200 SH SOLE 21000 0 9200
D LOUISIANA PAC CORP COM COMMON STOCK 546347105 1430 155700 SH SOLE 108400 0 47300
D LTX CORP COM STK COMMON STOCK 502392103 436 23000 SH SOLE 16000 0 7000
D MAGNETEK INC COM COMMON STOCK 559424106 340 32000 SH SOLE 22300 0 9700
D MANOR CARE INC COM STK COMMON STOCK 564055101 1363 86900 SH SOLE 60500 0 26400
D MARTHA STEWART COM STK COMMON STOCK 573083102 441 16800 SH SOLE 11700 0 5100
D MATTEL INC COM COMMON STOCK 577081102 133 11900 SH SOLE 8300 0 3600
D MATTSON TECHNOLOGY INC COMMON STOCK 577223100 476 32000 SH SOLE 22600 0 9400
D MAXWELL SHOE INC CL A COMMON STOCK 577766108 648 57900 SH SOLE 38600 0 19300
D MENTOR GRAPHICS CORP COM COMMON STOCK 587200106 212 9000 SH SOLE 6800 0 2200
D MERIDAN DIAGNOSTICS INC COM COMMON STOCK 589602101 224 28400 SH SOLE 19400 0 9000
D MERIDIAN INS GROUP INC COM COMMON STOCK 589644103 161 11000 SH SOLE 0 0 11000
D MIDWEST EXPRESS HLDGS INC COM COMMON STOCK 597911106 332 16500 SH SOLE 11500 0 5000
D MILLIPORE CORP COM OPTIONS - CALLS 6010730JJ 339 7000 SH CALL SOLE 4900 0 2100
D MSC.SOFTWARE CORPORATION COMMON STOCK 553531104 400 37700 SH SOLE 22000 0 15700
D NATIONAL R V HLDGS INC COM COMMON STOCK 637277104 705 70100 SH SOLE 48800 0 21300
D NEIMMAN MARCUS B COM STK COMMON STOCK 640204301 369 12900 SH SOLE 9000 0 3900
D NU HORIZONS ELECTRS CORP COM COMMON STOCK 669908105 3487 125375 SH SOLE 92575 0 32800
D NU HORIZONS ELECTRS CORP COM OPTIONS - CALLS 6699080AC 445 16000 SH CALL SOLE 12400 0 3600
D NUCOR CORP COM COMMON STOCK 670346105 991 32900 SH SOLE 22900 0 10000
D ODWALLA INC COM COMMON STOCK 676111107 752 81300 SH SOLE 56600 0 24700
D OFFICEMAX INC COM COMMON STOCK 67622M108 193 54200 SH SOLE 38800 0 15400
D OLD REP INTL CORP COM COMMON STOCK 680223104 671 27900 SH SOLE 19400 0 8500
D OMI CORP-NEW COM STK COMMON STOCK Y6476W104 124 14800 SH SOLE 10300 0 4500
D ON SEMICONDUCTOR CORP COMMON STOCK 682189105 350 32200 SH SOLE 22400 0 9800
D OPINION RESH CORP COM COMMON STOCK 683755102 575 79300 SH SOLE 56400 0 22900
D OPTI INC COM COMMON STOCK 683960108 55 10000 SH SOLE 10000 0 0
D OSCA INC CLASS A COM STK COMMON STOCK 687836106 412 24800 SH SOLE 17000 0 7800
D PARAMETRIC TECHNOLOGY CORP COMMON STOCK 699173100 1134 103700 SH SOLE 72200 0 31500
D PARKER DRILLING CO U SD COM COMMON STOCK 701081101 1089 155500 SH SOLE 109000 0 46500
D PENNFED FINL SVCS INC COMMON STOCK 708167101 626 40700 SH SOLE 27500 0 13200
D PFF BANCORP INC COM COMMON STOCK 69331W104 616 28300 SH SOLE 19700 0 8600
D PHELPS DODGE CORP COM COMMON STOCK 717265102 1386 33200 SH SOLE 23100 0 10100
D PHOENIX TECHNOLOGIES LTD. COMMON STOCK 719153108 220 13800 SH SOLE 10600 0 3200
D PHOTRONICS INC COM STK COMMON STOCK 719405102 407 18680 SH SOLE 12950 0 5730
D PIONEER STD ELECTRS INC COM COMMON STOCK 723877106 136 10000 SH SOLE 10000 0 0
D PRAXAIR INC COM COMMON STOCK 74005P104 748 20000 SH SOLE 13900 0 6100
D PRESTIGE BANCORP INC COM COMMON STOCK 741115109 118 13058 SH SOLE 13058 0 0
D PRI AUTOMATION INC COM COMMON STOCK 69357H106 329 18000 SH SOLE 12600 0 5400
D PRIZE ENERGY COM STK COMMON STOCK 74267L106 549 29100 SH SOLE 20300 0 8800
D PROVIDENT FINANCIAL HLDGS INC COMMON STOCK 743868101 273 14400 SH SOLE 10800 0 3600
D PUBLIC SVC CO-N MEX COMMON STOCK 744499104 1118 43200 SH SOLE 32300 0 10900
D REEBOK INTL LTD COM COMMON STOCK 758110100 1966 104500 SH SOLE 75200 0 29300
D REGIS CORP MINNESOTA COM COMMON STOCK 758932107 1004 66900 SH SOLE 46800 0 20100
D REMEDY CORP COM COMMON STOCK 759548100 621 32900 SH SOLE 23500 0 9400
D RESORTQUEST INTL INC COM STK COMMON STOCK 761183102 221 34300 SH SOLE 23900 0 10400
D ROHN INDUSTRIES INC COM COMMON STOCK 775381106 988 207900 SH SOLE 148800 0 59100
D S 3 INC COM COMMON STOCK 784849101 613 59400 SH SOLE 43000 0 16400
D SALEM COMMUNICATIONS CL-A COMMON STOCK 794093104 504 39700 SH SOLE 27600 0 12100
D SCHERING PLOUGH CORP USD1 COM COMMON STOCK 806605101 274 5900 SH SOLE 4000 0 1900
D SCOTTS CO CL A COM COMMON STOCK 810186106 791 23600 SH SOLE 16200 0 7400
D SEACOAST FINL SERVICES CORP COMMON STOCK 81170Q106 413 37500 SH SOLE 28300 0 9200
D SEVENSON ENVIROMENTAL SVCS COMMON STOCK 818063109 151 14000 SH SOLE 9980 0 4020
D SIERRA HEALTH SVCS INC COM COMMON STOCK 826322109 459 98000 SH SOLE 68200 0 29800
D SIERRA PACIFIC RESOURCES COMMON STOCK 826428104 981 54500 SH SOLE 38000 0 16500
D SILICON VALLEY GROUP INC COM COMMON STOCK 827066101 524 19900 SH SOLE 13900 0 6000
D SIMPSON INDS INC COM COMMON STOCK 829060102 328 26800 SH SOLE 18700 0 8100
D SIX FLAGS, INC COM NEW COMMON STOCK 83001P109 1525 98400 SH SOLE 73000 0 25400
D SOUTHWEST SECS GROUP INC COMMON STOCK 845224104 918 31400 SH SOLE 22600 0 8800
D SPAN AMER MED SYS INC COM COMMON STOCK 846396109 42 10900 SH SOLE 8300 0 2600
D SPARTAN STORES INC COM COMMON STOCK 846822104 399 54500 SH SOLE 38000 0 16500
D SPARTECH CORP COMMON STOCK 847220209 241 15500 SH SOLE 10800 0 4700
D SPECIALTY EQUIP COS INC COM NE COMMON STOCK 847497203 573 23200 SH SOLE 16200 0 7000
D SPEEDFAM-IPEC INC COMMON STOCK 847705100 114 10000 SH SOLE 7200 0 2800
D SPLASH TECH HLDG INC COM COMMON STOCK 848623104 380 41100 SH SOLE 28900 0 12200
D STATE AUTO FINL CORP COM COMMON STOCK 855707105 169 12900 SH SOLE 10600 0 2300
D STEELCASE INC COM STK COMMON STOCK 858155203 846 50500 SH SOLE 35200 0 15300
D STRUCTURAL DYNAMICS RESH CORP COMMON STOCK 863555108 1238 75600 SH SOLE 52600 0 23000
D SUNGARD DATA SYSTEM INC COM COMMON STOCK 867363103 531 12400 SH SOLE 9100 0 3300
D T/R SYSTEMS COM STK COMMON STOCK 87263U102 663 74700 SH SOLE 52000 0 22700
D TESORO PETROLEUM CORP COMMON STOCK 881609101 879 88500 SH SOLE 60700 0 27800
D TETRA TECHNOLOGIES INC DEL COMMON STOCK 88162F105 1230 81000 SH SOLE 60600 0 20400
D TEXAS INDUSTRIES INC COMMON STOCK 882491103 1881 59000 SH SOLE 41100 0 17900
D TRANSTECHNOLOGY CORP COM COMMON STOCK 893889105 356 58200 SH SOLE 25800 0 32400
D TRIKON TECHNOLOGIES INC COM ST COMMON STOCK 896187408 660 46700 SH SOLE 32500 0 14200
D TRIO TECH INTL COM NEW COMMON STOCK 896712205 106 17300 SH SOLE 13000 0 4300
D U S INDS INC NEW COM COMMON STOCK 912080108 984 99000 SH SOLE 69000 0 30000
D U.S. BANCORP COM COMMON STOCK 902973106 353 15500 SH SOLE 10800 0 4700
D UAL CORP COM PAR $0.01 COMMON STOCK 902549500 437 10400 SH SOLE 7400 0 3000
D ULTRATECH STEPPER INC COM COMMON STOCK 904034105 1219 75900 SH SOLE 52000 0 23900
D UNB CORP OHIO COM COMMON STOCK 903056109 510 40400 SH SOLE 28100 0 12300
D UNIONBANCAL CORP COM STK COMMON STOCK 908906100 417 17900 SH SOLE 12500 0 5400
D VANS INC COM COMMON STOCK 921930103 380 24700 SH SOLE 17200 0 7500
D VARIAN SEMICONDUCTOR EQUIPTMEN COMMON STOCK 922207105 801 21400 SH SOLE 14900 0 6500
D VENATOR GROUP INC COM COMMON STOCK 922944103 1168 94400 SH SOLE 65700 0 28700
D VIXEL CORP COM STK COMMON STOCK 928552108 371 57600 SH SOLE 40100 0 17500
D WALLACE COMPUTER SERVICES INC COMMON STOCK 932270101 1191 78100 SH SOLE 55000 0 23100
D WESLEY JESSEN VISIONCARE INC COMMON STOCK 951018100 269 7000 SH SOLE 5400 0 1600
D WEST MARINE INC COM COMMON STOCK 954235107 723 87600 SH SOLE 61100 0 26500
D WILD OATS MARKETS COM COMMON STOCK 96808B107 136 11600 SH SOLE 8100 0 3500
D WINNEBAGO IND INC COMMON STOCK 974637100 483 38600 SH SOLE 27200 0 11400
D WOLVERINE TUBE INC COM COMMON STOCK 978093102 794 53400 SH SOLE 41600 0 11800
D WORLD FUEL SVCS CORP COM COMMON STOCK 981475106 774 95200 SH SOLE 67400 0 27800
D XICOR INC COM STK COMMON STOCK 984903104 1402 169900 SH SOLE 118400 0 51500
D YORK FINANCIAL CORP USD1 COM COMMON STOCK 986630101 251 16500 SH SOLE 12800 0 3700
D YOUNG BROADCASTING INC CL A COMMON STOCK 987434107 274 8700 SH SOLE 6100 0 2600
D ZALE CORP NEW COM COMMON STOCK 988858106 308 9500 SH SOLE 6600 0 2900
S REPORT SUMMARY 234 DATA RECORDS 164758 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
