UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quater Ended: June 30, 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: Public Employee's Retirement Association of Colorado
Address: 1300 Logan St.
Denver, CO 80203
13F File Number: 28-0817
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: Norman Benedict
Title: Deputy Executive Director
Phone: 303-832-9550
Signature, Place, and Date of Signing:
Norman Benedict Denver, CO September 22, 1999
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 2240
Form 13F Information Table Value Total: $14,976,860
<PAGE>
<TABLE>
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
<C> <C>
D WAUSAU-MOSINEE PAPER CORP COM COM 943315101 1816 100900 SH SOLE 100900
D SAKS INC COM COM 79377W108 6474 224208 SH SOLE 224208
D NCI BLDG SYS INC COM COM 628852105 2249 105200 SH SOLE 105200
D BALL CORP COM COM 058498106 2197 52000 SH SOLE 52000
D CATALYTICA INC COM COM 148885106 350 25000 SH SOLE 25000
D PSS WORLD MED INC COM COM 69366A100 3355 299900 SH SOLE 299900
D BRIGGS & STRATTON CORP CAP COM 109043109 3032 52500 SH SOLE 52500
D AFFYMETRIX INC OC-CAP STK COM 00826T108 2528 51200 SH SOLE 51200
D #BORG WARNER SEC CORP N/C BURN COM 099733107 815 40100 SH SOLE 40100
D CAROLINA 1ST CORP COM COM 143877108 1029 42200 SH SOLE 42200
D VALASSIS COMMUNICATIONS INC CO COM 918866104 2992 81700 SH SOLE 81700
D MERCURY INTERACTIVE CORP COM 589405109 2168 61300 SH SOLE 61300
D MFC ASA LTD FD COM 002050102 417 25000 SH SOLE 25000
D MESABA HLDGS INC COM COM 59066B102 383 30000 SH SOLE 30000
D CAERE CORP COM COM 127646107 716 54000 SH SOLE 54000
D PEOPLES HERITAGE FNCL GROUP IN COM 711147108 1511 80300 SH SOLE 80300
D CAMERON ASHLEY BLDG PRODS INC COM 133290106 109 10400 SH SOLE 10400
D BSTN ACOUSTICS INC COM COM 100534106 402 22500 SH SOLE 22500
D INTERFACE INC CL A COM 458665106 659 76400 SH SOLE 76400
D CHRONIMED INC COM COM 171164106 148 19100 SH SOLE 19100
D CHEESECAKE FACTORY INC COM COM 163072101 3286 107750 SH SOLE 107750
D #REORG ALIANT COMM INC COM EXC COM 016090102 3067 66400 SH SOLE 66400
D BISYS GROUP INC COM COM 055472104 3024 51700 SH SOLE 51700
D D R HORTON INC COM COM 23331A109 2311 139000 SH SOLE 139000
D BJS WHSL CLUB INC COM STK COM 05548J106 12253 407600 SH SOLE 407600
D #REORG C-COR ELECTR INC COM N/ COM 125010108 1341 48100 SH SOLE 48100
D TIDEWATER INC COM COM 886423102 9149 299960 SH SOLE 299960
D PK PL ENTMT CORP COM COM 700690100 1792 187500 SH SOLE 187500
D STEIN MART INC COM COM 858375108 817 87100 SH SOLE 87100
D INSO CORP COM COM 457674109 60 11150 SH SOLE 11150
D SANMINA CORP COM COM 800907107 17289 227866 SH SOLE 227866
D ACNIELSEN CORP COM STKZ COM 004833109 6525 215700 SH SOLE 215700
D ARDENT SOFTWARE INC COM COM 039794102 531 25000 SH SOLE 25000
D APPLEBEES INTL INC COM COM 037899101 6399 212400 SH SOLE 212400
D BOB EVANS FARMS INC COM COM 096761101 1481 74500 SH SOLE 74500
D YOUNG BROADCASTING INC CL A COM 987434107 668 15700 SH SOLE 15700
D TELTREND INC COM COM 87969R106 319 15000 SH SOLE 15000
D TRUE N. COMMUNICATIONS COM 897844106 3151 105900 SH SOLE 105900
D URBAN OUTFITTERS INC COM 917047102 5254 209100 SH SOLE 209100
D FORRESTER RESH INC COM COM 346563109 250 10000 SH SOLE 10000
D PINNACLE SYS INC COM COM 723481107 2717 80800 SH SOLE 80800
D PROXIM INC COM 744284100 2314 39900 SH SOLE 39900
D PULTE CORP COM COM 745867101 2394 103800 SH SOLE 103800
D LITTON IND INC COM COM 538021106 6417 88900 SH SOLE 88900
D PJ AMER INC COM COM 72585Q104 636 30000 SH SOLE 30000
D AVT CORP COM COM 002420107 1704 45000 SH SOLE 45000
D CONS PRODS INC COM COM 209798107 736 40900 SH SOLE 40900
D CAVALIER HOMES INC COM 149507105 237 29000 SH SOLE 29000
D RACING CHAMPIONS CORP COM COM 750069106 1653 232000 SH SOLE 232000
D HANOVER COMPRESSOR CO COM COM 410768105 964 30000 SH SOLE 30000
D RES BANCSHARES MTG GROUP INC C COM 761197102 646 63000 SH SOLE 63000
D CEC ENTMT INC COM COM 125137109 5940 140600 SH SOLE 140600
D LAMAR ADVERTISING CO CL A COM COM 512815101 1842 45000 SH SOLE 45000
D MAXIM INTEGRATED PRODS INC COM COM 57772K101 13879 208700 SH SOLE 208700
D TCA CABLE TV INC COM COM 872241104 4362 78600 SH SOLE 78600
D PRIDE INTL INC COM COM 741932107 894 84600 SH SOLE 84600
D ADVO INC COM COM 007585102 1164 56100 SH SOLE 56100
D OGDEN CORP COM COM 676346109 3968 147300 SH SOLE 147300
D ITI TECHNOLOGIES INC COM COM 450564109 1731 76500 SH SOLE 76500
D NOVA CORP GA COM COM 669784100 2825 112992 SH SOLE 112992
D A S V INC COM COM 001963107 634 28000 SH SOLE 28000
D WINDMERE CORP COM COM 973411101 338 20000 SH SOLE 20000
D ADVANCED DIGITAL INFORMATION C COM 007525108 1620 40000 SH SOLE 40000
D WINSLOEW FURNITURE INC COM COM 975377102 942 28000 SH SOLE 28000
D GENTEX CORP COM COM 371901109 3408 121700 SH SOLE 121700
D WILLIAMS SONOMA INC COM COM 969904101 3457 99300 SH SOLE 99300
D SPEEDWAY MOTORSPORTS INC COM COM 847788106 908 23100 SH SOLE 23100
D ROMAC INTL INC COM COM 775835101 178 20000 SH SOLE 20000
D JLG INDS INC COM COM 466210101 2288 112300 SH SOLE 112300
D VANTIVE CORP COM COM 922091103 670 58600 SH SOLE 58600
D ARTHROCARE CORP COM COM 043136100 615 30000 SH SOLE 30000
D SFX ENTMT INC CL A COM 784178105 870 13600 SH SOLE 13600
D DALLAS SEMICONDUCTOR CORP COM COM 235204104 5801 114300 SH SOLE 114300
D NATL DATA CORP COM COM 635621105 3219 75300 SH SOLE 75300
D GERBER SCIENTIFIC INC COM COM 373730100 1582 71700 SH SOLE 71700
D METTLER-TOLEDO INTL INC COM COM 592688105 612 24000 SH SOLE 24000
D SOUTHDOWN INC COM COM 841297104 12642 196760 SH SOLE 196760
D INTL NETWORK SVCS COM COM 460053101 908 22500 SH SOLE 22500
D COMWLTH TEL ENTERPRISES INC NE COM 203349105 1334 33000 SH SOLE 33000
D POWERWAVE TECHNOLOGIES INC COM COM 739363109 1812 56200 SH SOLE 56200
D REHABCARE GROUP INC COM COM 759148109 1099 59600 SH SOLE 59600
D WHITTMAN-HART INC COM COM 966834103 3026 95300 SH SOLE 95300
D FOODMAKER INC NEW COM NEW COM 344839204 4347 153200 SH SOLE 153200
D MANDALAY RESORT GROUP COM COM 562567107 3926 185300 SH SOLE 185300
D SERVICE CORP INTL COM COM 817565104 6403 332649 SH SOLE 332649
D RENAL CARE GROUP INC COM COM 759930100 1683 65050 SH SOLE 65050
D RUSH ENTERPISES INC COM COM 781846100 242 15000 SH SOLE 15000
D COMPASS BANCSHARES INC COM COM 20449H109 3239 118875 SH SOLE 118875
D CLEAR CHANNEL COMMUNICATIONS I COM 184502102 29769 431832 SH SOLE 431832
D DSP COMMUNICATIONS INC COM COM 23332K106 2189 75800 SH SOLE 75800
D BURR BROWN CORP COM 122574106 2842 77600 SH SOLE 77600
D MATTHEWS INTL CORP CL A COM 577128101 281 9500 SH SOLE 9500
D OAK INDS INC COM NEW COM 671400505 3633 82800 SH SOLE 82800
D RT MGMT CONSULTANTS INC COM COM 766573109 233 15000 SH SOLE 15000
D LITTELFUSE INC COM COM 537008104 1134 58900 SH SOLE 58900
D ACXIOM CORP COM COM 005125109 2721 109100 SH SOLE 109100
D CACI INTL INC CL A COM 127190304 1499 66600 SH SOLE 66600
D CENTRIS GROUP INC COM COM 155904105 170 16800 SH SOLE 16800
D WALL DATA INC COM COM 932045107 323 33800 SH SOLE 33800
D AFC CABLE SYS INC COM 000950105 2768 78375 SH SOLE 78375
D SYBRON INTL CORP COM COM 87114F106 4766 172900 SH SOLE 172900
D MOVADO GROUP INC COM COM 624580106 259 10000 SH SOLE 10000
D TUPPERWARE CORP COM COM 899896104 2366 92800 SH SOLE 92800
D WICOR INC COM COM 929253102 1542 55200 SH SOLE 55200
D CONMED CORP COM COM 207410101 2141 69900 SH SOLE 69900
D CFW COMMUNICATIONS CO COM COM 124923103 415 17100 SH SOLE 17100
D IDT CORP COM COM 448947101 5738 257900 SH SOLE 257900
D EXCEL SWITCHING CORP COM COM 30067V108 1123 37500 SH SOLE 37500
D EVERGREEN RES INC COM NO PAR COM 299900308 882 35000 SH SOLE 35000
D ON ASSIGNMENT INC COM 682159108 413 15800 SH SOLE 15800
D ALPHARMA INC CL A COM 020813101 1590 44700 SH SOLE 44700
D METRIS COS INC COM COM 591598107 1946 47752 SH SOLE 47752
D HANCOCK FABRICS INC COM COM 409900107 142 32500 SH SOLE 32500
D TRIAD GTY INC COM 895925105 126 7000 SH SOLE 7000
D COPLEY PHARMACEUTICAL INC COM COM 21745K101 185 18000 SH SOLE 18000
D AAVID THERMAL TECHNOLOGIES INC COM 002539104 1439 63600 SH SOLE 63600
D HEXCEL CORP NEW COM COM 428291108 253 25000 SH SOLE 25000
D SUNTERRA CORP COM COM 86787D109 279 20000 SH SOLE 20000
D COGNEX CORP COM COM 192422103 2443 77400 SH SOLE 77400
D TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 1818 32000 SH SOLE 32000
D SUNGARD DATA SYS INC COM COM 867363103 5065 146800 SH SOLE 146800
D SENSORMATIC ELECTRS CORP COM COM 817265101 1367 98100 SH SOLE 98100
D SNYDER COMMUNICATIONS INC COM COM 832914105 3193 97500 SH SOLE 97500
D CLEV CLIFFS INC COM COM 185896107 1211 37400 SH SOLE 37400
D VIAD CORP COM COM 92552R109 4006 129500 SH SOLE 129500
D WITCO CORP COM COM 977385103 1483 75100 SH SOLE 75100
D HUBBELL INC CL B COM COM 443510201 3887 85670 SH SOLE 85670
D EL PASO ENERGY CORP DEL COM COM 283905107 5510 156600 SH SOLE 156600
D MOHAWK INDS INC COM COM 608190104 2391 78700 SH SOLE 78700
D ANALOG DEVICES INC COM COM 032654105 10482 208866 SH SOLE 208866
D CALLAWAY GOLF CO COM COM 131193104 1432 97900 SH SOLE 97900
D LEXMARK INTL GROUP INC CL A COM 529771107 11148 170200 SH SOLE 170200
D ALLEGHENY ENERGY INC COM COM 017361106 4954 154500 SH SOLE 154500
D STERLING SOFTWARE INC COM COM 859547101 2866 108400 SH SOLE 108400
D RELIASTAR FINL CORP COM COM 75952U103 16286 372250 SH SOLE 372250
D HIBERNIA CORP CL A COM COM 428656102 5530 352500 SH SOLE 352500
D CIN BELL INC COM COM 171870108 4431 177700 SH SOLE 177700
D DEAN FOODS CO COM COM 242361103 2182 52500 SH SOLE 52500
D REYNOLDS R J TOB HLDGS INC COM COM 76182K105 4477 141001 SH SOLE 141001
D AMER FINL GROUP INC OH COM STK COM 025932104 2711 79600 SH SOLE 79600
D VITESSE SEMICONDUCTOR CORP COM COM 928497106 6535 96900 SH SOLE 96900
D COMPUSA INC COM COM 204932107 887 119200 SH SOLE 119200
D PUB SVC CO N MEX COM COM 744499104 4098 206200 SH SOLE 206200
D UTILICORP UNITED INC COM COM 918005109 3768 155000 SH SOLE 155000
D CITRIX SYS INC COM COM 177376100 6277 111100 SH SOLE 111100
D CARLISLE COMPANIES INC COM COM 142339100 2796 58100 SH SOLE 58100
D GA GULF CORP COM PAR $0.01 COM 373200203 678 40200 SH SOLE 40200
D TCF FNCL CORP COM COM 872275102 3155 113200 SH SOLE 113200
D TOTAL RENAL CARE HLDGS INC COM COM 89151A107 1641 105432 SH SOLE 105432
D CABOT CORP COM COM 127055101 2102 86900 SH SOLE 86900
D MILLER HERMAN INC COM COM 600544100 2220 105700 SH SOLE 105700
D AMERN PWR CONVERSION CORP COM COM 029066107 5019 249400 SH SOLE 249400
D FLOWERS INDS INC COM COM 343496105 11340 522900 SH SOLE 522900
D MODIS PROFESSIONAL SVCS INC CO COM 607830106 1773 130700 SH SOLE 130700
D PAINE WEBBER GROUP INC COM COM 695629105 4941 105700 SH SOLE 105700
D ALTERA CORP COM COM 021441100 15023 408100 SH SOLE 408100
D KENNAMETAL INC CAP COM 489170100 1206 38900 SH SOLE 38900
D BANDAG INC COM COM 059815100 992 28600 SH SOLE 28600
D #REORG FORE SYS INC COM EXCH @ COM 345449102 5053 144900 SH SOLE 144900
D SMITH INTL INC COM COM 832110100 2724 62700 SH SOLE 62700
D FISERV INC COM COM 337738108 5021 160350 SH SOLE 160350
D PAC CENTY FINL CORP COM COM 694058108 2258 104700 SH SOLE 104700
D GILEAD SCI INC COM COM 375558103 2100 40200 SH SOLE 40200
D ALLIANT CORP COM ISIN #US01880 COM 018802108 2852 100500 SH SOLE 100500
D PROMUS HOTEL CORP COM STK COM 74342P106 3822 123284 SH SOLE 123284
D CHIRON CORP COM COM 170040109 4829 232708 SH SOLE 232708
D GENCORP INC COM COM 368682100 2288 90600 SH SOLE 90600
D ARNOLD IND INC COM COM 042595108 976 63200 SH SOLE 63200
D SOTHEBYS HLDGS INC CL A COM 835898107 2825 74100 SH SOLE 74100
D COMDISCO INC COM COM 200336105 14138 551740 SH SOLE 551740
D FED MOGUL CORP COM COM 313549107 4768 91700 SH SOLE 91700
D MINERALS TECHNOLOGIES INC COM COM 603158106 2528 45300 SH SOLE 45300
D WARNACO GROUP INC CL A COM COM 934390105 2078 77700 SH SOLE 77700
D ALBANY INTL CORP NEW CL A COM 012348108 1599 76166 SH SOLE 76166
D CHRIS-CRAFT IND INC COM COM 170520100 2055 43616 SH SOLE 43616
D SCHULMAN A INC COM COM 808194104 720 41900 SH SOLE 41900
D TOSCO CORP COM NEW COM 891490302 5175 199500 SH SOLE 199500
D ALBEMARLE CORP COM COM 012653101 2211 95600 SH SOLE 95600
D OMNICARE INC COM COM 681904108 1472 116600 SH SOLE 116600
D OLD KENT FNCL CORP COM COM 679833103 6028 143955 SH SOLE 143955
D UCAR INTL INC COM COM 90262K109 1480 58600 SH SOLE 58600
D MARSHALL & ILSLEY CORP COM COM 571834100 8897 138200 SH SOLE 138200
D UNIVISION COMMUNICATIONS INC C COM 914906102 7150 110000 SH SOLE 110000
D VARCO INTL INC COM COM 922126107 3895 360200 SH SOLE 360200
D WASH POST CO CL B COM COM 939640108 7045 13100 SH SOLE 13100
D CONVERGYS CORP COM COM 212485106 6834 352700 SH SOLE 352700
D STRUCTURAL DYNAMICS RESH CORP COM 863555108 4514 243152 SH SOLE 243152
D SCHOLASTIC CORP COM COM 807066105 1083 21400 SH SOLE 21400
D ALLIED WASTE INDS INC COM PAR COM 019589308 4823 244200 SH SOLE 244200
D WESTAMERICA BANCORPORATION COM COM 957090103 2814 77100 SH SOLE 77100
D ALLMERICA FINL CORP COM COM 019754100 4494 73900 SH SOLE 73900
D CARTER WALLACE INC COM COM 146285101 1066 58600 SH SOLE 58600
D SEPRACOR INC COM COM 817315104 3469 42700 SH SOLE 42700
D WIS ENERGY COM COM 976657106 3764 150200 SH SOLE 150200
D ASSOCTD BANC-CORP COM COM 045487105 4468 107657 SH SOLE 107657
D TIFFANY & CO COM COM 886547108 4352 45100 SH SOLE 45100
D WA GAS LT CO COM COM 938837101 1568 60300 SH SOLE 60300
D NEW ENG ELEC SYS COM COM 644001109 3910 78000 SH SOLE 78000
D ICN PHARMACEUTICALS INC NEW CO COM 448924100 7793 242100 SH SOLE 242100
D WESTPOINT STEVENS INC COM COM 961238102 2197 73700 SH SOLE 73700
D BOWATER INC COM COM 102183100 3330 70300 SH SOLE 70300
D HON INDS INC COM COM 438092108 3284 112500 SH SOLE 112500
D BLYTH INDS INC COM COM 09643P108 2179 64100 SH SOLE 64100
D QUALCOMM INC COM COM 747525103 28126 196000 SH SOLE 196000
D TECUMSEH PRODS CO CL A COM 878895200 4688 77400 SH SOLE 77400
D GLATFELTER P.H CO COM COM 377316104 801 54800 SH SOLE 54800
D CLAYTON HOMES INC COM COM 184190106 2152 188141 SH SOLE 188141
D BRINKER INTL INC COM COM 109641100 5976 217300 SH SOLE 217300
D BURL INDS INC NEW COM COM 121693105 658 71100 SH SOLE 71100
D MANPOWER INC WIS COM COM 56418H100 2335 103200 SH SOLE 103200
D INTUIT COM COM 461202103 7021 77900 SH SOLE 77900
D SCANA CORP COM COM 805898103 3153 134900 SH SOLE 134900
D DIEBOLD INC COM COM 253651103 2602 90493 SH SOLE 90493
D ROSS STORES INC COM COM 778296103 7274 144400 SH SOLE 144400
D ROLLINS INC COM COM 775711104 634 39800 SH SOLE 39800
D HILLENBRAND IND INC COM COM 431573104 3763 87000 SH SOLE 87000
D #REORG CLECO CORP COM EXCH CLE COM 12561M107 1543 50800 SH SOLE 50800
D GTECH HLDGS CORP COM COM 400518106 2012 85400 SH SOLE 85400
D TRANSACTION SYS ARCHITECTS INC COM 893416107 1638 42000 SH SOLE 42000
D DOLLAR TREE STORES INC COM COM 256747106 3392 77100 SH SOLE 77100
D READERS DIGEST ASSN INC CL A N COM 755267101 5553 139700 SH SOLE 139700
D BORG WARNER AUTOMOTIVE INC COM COM 099724106 1903 34600 SH SOLE 34600
D STARBUCKS CORP COM COM 855244109 8812 234600 SH SOLE 234600
D LUBRIZOL CORP COM COM 549271104 1957 71800 SH SOLE 71800
D CORAM HEALTHCARE CORP CDT-WT E COM 218103117 4 3589 SH SOLE 3589
D SHAW IND INC COM COM 820286102 3981 227500 SH SOLE 227500
D ILLINOVA CORP COM COM 452317100 2545 93400 SH SOLE 93400
D AMETEK INC NEW COM COM 031100100 961 41800 SH SOLE 41800
D PENNZOIL-QUAKER ST CO COM COM 709323109 1517 101100 SH SOLE 101100
D DENTSPLY INTL INC NEW COM COM 249030107 2945 102000 SH SOLE 102000
D ASTORIA FINL CORP COM COM 046265104 3932 89500 SH SOLE 89500
D SOVEREIGN BANCORP INC COM COM 845905108 5106 421090 SH SOLE 421090
D SWIFT TRANSN INC COM COM 870756103 1863 84700 SH SOLE 84700
D CAMBRIDGE TECH PARTNERS MASS I COM 132524109 1340 76300 SH SOLE 76300
D QUORUM HLTH GROUP INC COM COM 749084109 1183 94200 SH SOLE 94200
D COMSAT CORP SER 1 COM COM 20564D107 2223 68400 SH SOLE 68400
D AGL RES INC COM COM 001204106 2277 123500 SH SOLE 123500
D AIRBORNE FGHT CORP COM COM 009266107 5454 197000 SH SOLE 197000
D LEE ENTERPRISES INC COM COM 523768109 1760 57700 SH SOLE 57700
D APRIA HEALTHCARE GROUP INC COM COM 037933108 1148 67500 SH SOLE 67500
D HAWAIIAN ELEC INDS INC COM COM 419870100 1484 41800 SH SOLE 41800
D TECH DATA CORP COM COM 878237106 2544 66500 SH SOLE 66500
D OVERSEAS SHIPHOLDING GROUP INC COM 690368105 623 47900 SH SOLE 47900
D LINCARE HLDGS INC COM COM 532791100 1895 75800 SH SOLE 75800
D CADENCE DESIGN SYS INC COM COM 127387108 5318 421223 SH SOLE 421223
D MERCANTILE BANKSHARES CORP COM COM 587405101 3289 92975 SH SOLE 92975
D IPALCO ENTERPRISES INC COM COM 462613100 2405 113500 SH SOLE 113500
D SANTA FE SNYDER CORP COM COM 80218K105 1770 221200 SH SOLE 221200
D PRICE T ROWE ASSOC INC COM COM 741477103 8964 233600 SH SOLE 233600
D CENTOCOR INC COM COM 152342101 4290 92000 SH SOLE 92000
D BARNES & NOBLE INC COM COM 067774109 2447 89400 SH SOLE 89400
D MEDIA GEN INC CL A COM 584404107 1780 34900 SH SOLE 34900
D FURNITURE BRANDS INTL INC COM COM 360921100 2868 102900 SH SOLE 102900
D BIOGEN INC COM COM 090597105 12335 191800 SH SOLE 191800
D CONCENTRA MANAGED CARE INC COM COM 20589T103 2949 199100 SH SOLE 199100
D COMAIR HLDGS INC COM COM 199789108 8542 410410 SH SOLE 410410
D WEATHERFORD INTL INC NEW COM COM 947074100 7785 212552 SH SOLE 212552
D KAN CY PWR & LT CO COM STK COM 485134100 2904 113900 SH SOLE 113900
D LANDS END INC COM COM 515086106 1896 39400 SH SOLE 39400
D CITY NATL CORP COM COM 178566105 3130 83600 SH SOLE 83600
D BED BATH BEYOND INC COM COM 075896100 6984 181400 SH SOLE 181400
D TRIGON HEALTHCARE INC CL A COM COM 89618L100 2994 82300 SH SOLE 82300
D SYMANTEC CORP COM COM 871503108 1849 72500 SH SOLE 72500
D COMVERSE TECH INC COM 205862402 26063 345200 SH SOLE 345200
D PERRIGO CO COM COM 714290103 727 95400 SH SOLE 95400
D LANCE INC COM COM 514606102 611 39100 SH SOLE 39100
D NORDSON CORP COM COM 655663102 1335 21800 SH SOLE 21800
D AK AIR GROUP INC COM COM 011659109 7001 167700 SH SOLE 167700
D CONECTIV INC COM STK COM 206829103 2952 120800 SH SOLE 120800
D STERLING COMM INC COM COM 859205106 4597 125100 SH SOLE 125100
D FED SIGNAL CORP COM COM 313855108 2014 95066 SH SOLE 95066
D WI CENT TRANSN CORP COM COM 976592105 2135 113100 SH SOLE 113100
D SYLVAN LEARNING SYS INC COM 871399101 1832 67400 SH SOLE 67400
D AGCO CORP COM COM 001084102 2257 199500 SH SOLE 199500
D FULLER H B CO COM COM 359694106 1248 18250 SH SOLE 18250
D CHARTER 1 FINCL INC COM COM 160903100 6077 218500 SH SOLE 218500
D HANNAFORD BROS CO COM COM 410550107 3911 73100 SH SOLE 73100
D STRYKER CORP COM COM 863667101 7552 125600 SH SOLE 125600
D MONTANA PWR CO COM COM 612085100 5055 71700 SH SOLE 71700
D NCR CORP COM COM 62886E108 6238 127800 SH SOLE 127800
D NATL FUEL GAS CO COM COM 636180101 2440 50300 SH SOLE 50300
D APOLLO GROUP INC CL A COM 037604105 2707 101900 SH SOLE 101900
D AK STL HLDG CORP COM STK PAR $ COM 001547108 1730 76900 SH SOLE 76900
D RYERSON TULL INC NEW COM COM 78375P107 1288 57100 SH SOLE 57100
D STEWART ENTERPRISES INC CL A C COM 860370105 2085 143200 SH SOLE 143200
D HARLEY DAVIDSON INC COM COM 412822108 10826 199100 SH SOLE 199100
D WATTS INDS INC CL A COM 942749102 666 34700 SH SOLE 34700
D KEYSTONE FNCL INC COM COM 493482103 1981 67000 SH SOLE 67000
D MEDIMMUNE INC COM COM 584699102 8103 119600 SH SOLE 119600
D ADC TELECOMMUNICATIONS INC COM COM 000886101 19487 427700 SH SOLE 427700
D #REORG NV PWR CO COM EX SIERRA COM 641423108 1670 66800 SH SOLE 66800
D IMATION CORP COM COM 45245A107 1206 48600 SH SOLE 48600
D PAPA JOHNS INTL INC COM COM 698813102 1720 38500 SH SOLE 38500
D ARVIN INDS INC COM COM 043339100 2185 57700 SH SOLE 57700
D MODINE MFG CO COM COM 607828100 1250 38400 SH SOLE 38400
D XILINX INC COM COM 983919101 10786 188400 SH SOLE 188400
D QUESTAR CORP COM COM 748356102 2974 155500 SH SOLE 155500
D CORDANT TECHNOLOGIES INC COM S COM 218412104 6385 141300 SH SOLE 141300
D UNITRIN INC COM COM 913275103 5055 123300 SH SOLE 123300
D PRECISION CASTPARTS CORP COM COM 740189105 1356 31900 SH SOLE 31900
D CIRRUS LOGIC INC COM COM 172755100 701 79000 SH SOLE 79000
D ULTRAMAR-DIAMOND SHAMROCK CORP COM 904000106 2491 114182 SH SOLE 114182
D PLATINUM TECHNOLOGY INTL INC COM 72764T101 3815 131000 SH SOLE 131000
D RANGER OIL LTD COM COM 752805101 810 164100 SH SOLE 164100
D PITTSTON BRINKS GROUP COM COM 725701106 1428 53400 SH SOLE 53400
D #REORG LAWTER INTL INC COM EXC COM 520786104 518 42700 SH SOLE 42700
D CMP GROUP INC COM COM 125887109 2297 87700 SH SOLE 87700
D QUINTILES TRANSNATIONAL CORP C COM 748767100 6077 144700 SH SOLE 144700
D MARK IV INDS INC COM COM 570387100 1386 65600 SH SOLE 65600
D STEWART & STEVENSON SVCS INC C COM 860342104 557 36500 SH SOLE 36500
D ENERGY E. CORP COM COM 29266M109 3965 152500 SH SOLE 152500
D PAYLESS SHOESHOURCE INC COM COM 704379106 2343 43790 SH SOLE 43790
D LANCASTER COLONY CORP COM COM 513847103 1880 54500 SH SOLE 54500
D BLACK HILLS CORP COM COM 092113109 999 43200 SH SOLE 43200
D SYNOPSYS INC COM COM 871607107 5050 91500 SH SOLE 91500
D CBRL GROUP INC COM STK COM 12489V106 1379 79675 SH SOLE 79675
D DOLE FOOD INC COM COM 256605106 2268 77200 SH SOLE 77200
D COVANCE INC COM COM 222816100 1822 76100 SH SOLE 76100
D ELECTR ARTS COM COM 285512109 4324 79700 SH SOLE 79700
D INTL MULTIFOODS CORP COM COM 460043102 551 24400 SH SOLE 24400
D PROVIDENT FNCL GROUP INC COM S COM 743866105 3365 76925 SH SOLE 76925
D MYLAN LAB INC COM COM 628530107 4455 168100 SH SOLE 168100
D OXFORD HLTH PLANS INC COM COM 691471106 1629 104700 SH SOLE 104700
D KELLY SERVICES INC CL A COM COM 488152208 1540 47924 SH SOLE 47924
D LONE STAR STEAKHOUSE SALOON CO COM 542307103 453 46600 SH SOLE 46600
D PENTAIR INC COM COM 709631105 5316 116200 SH SOLE 116200
D HLTH MGMT ASSOC INC NEW CL A C COM 421933102 8041 714715 SH SOLE 714715
D TECO ENERGY INC COM COM 872375100 4869 214000 SH SOLE 214000
D HARSCO CORP COM COM 415864107 1715 53600 SH SOLE 53600
D DEXTER CORP COM COM 252165105 2130 52200 SH SOLE 52200
D HEILIG MEYERS CO COM COM 422893107 531 77900 SH SOLE 77900
D DONALDSON INC COM COM 257651109 2492 101700 SH SOLE 101700
D OLSTEN CORP COM COM 681385100 1333 211100 SH SOLE 211100
D IMC GLOBAL INC COM 449669100 2589 149000 SH SOLE 149000
D #REORG GULFSTREAM AEROSPC EX G COM 402734107 6385 94500 SH SOLE 94500
D NISOURCE INC COM COM 65473P105 4249 164600 SH SOLE 164600
D UNVL CORP VA COM COM 913456109 1231 43300 SH SOLE 43300
D ATMEL CORP COM COM 049513104 3397 129700 SH SOLE 129700
D N. FORK BANCORPORATION INC COM COM 659424105 6688 312900 SH SOLE 312900
D HSB GROUP INC COM COM 40428N109 2560 62150 SH SOLE 62150
D PROTECTIVE LIFE CORP COM COM 743674103 7572 222700 SH SOLE 222700
D JONES APPAREL GROUP INC COM COM 480074103 8571 249798 SH SOLE 249798
D INTEGRATED DEVICE TECH INC COM COM 458118106 1245 114500 SH SOLE 114500
D INTL GAME TECH COM COM 459902102 2407 130100 SH SOLE 130100
D FAMILY DLR STORES INC COM COM 307000109 16668 694500 SH SOLE 694500
D AVNET INC COM COM 053807103 2130 45800 SH SOLE 45800
D N.E. UTILS COM COM 664397106 3041 170100 SH SOLE 170100
D EDWARDS A.G INC COM COM 281760108 6602 204700 SH SOLE 204700
D BORDERS GROUP INC COM STK COM 099709107 1588 100400 SH SOLE 100400
D SEQUENT COMPUTER SYS INC COM COM 817338106 1012 57000 SH SOLE 57000
D JACOBS ENGR GROUP INC COM COM 469814107 3591 94500 SH SOLE 94500
D MICROCHIP TECH INC COM COM 595017104 3131 66100 SH SOLE 66100
D MICRO WHSE INC COM COM 59501B105 1843 103100 SH SOLE 103100
D E TRADE GROUP INC COM COM 269246104 12125 303600 SH SOLE 303600
D BANTA CORP COM COM 066821109 792 37725 SH SOLE 37725
D DPL CO COM COM 233293109 3881 209800 SH SOLE 209800
D FIRST HLTH GROUP CORP COM COM 320960107 1419 65800 SH SOLE 65800
D RAYONIER INC COM COM 754907103 1808 36300 SH SOLE 36300
D USG CORP COM NEW COM 903293405 3618 64600 SH SOLE 64600
D DIME BANCORP INC NEW COM COM 25429Q102 2995 148800 SH SOLE 148800
D SEQUA CORP CL A COM 817320104 945 13500 SH SOLE 13500
D US FOODSERVICE COM STK COM 90331R101 2681 62900 SH SOLE 62900
D AIRGAS INC COM COM 009363102 1133 92500 SH SOLE 92500
D OLD REP INTL CORP COM COM 680223104 3800 219500 SH SOLE 219500
D 1ST VA BANKS INC COM COM 337477103 3205 65250 SH SOLE 65250
D HANNA M A CO COM COM 410522106 1062 64625 SH SOLE 64625
D LYONDELL CHEMICAL CO COM STK COM 552078107 3007 145800 SH SOLE 145800
D OR STL MLS INC COM COM 686079104 447 33600 SH SOLE 33600
D CINTAS CORP COM COM 172908105 16575 246700 SH SOLE 246700
D PREMARK INTL INC COM COM 740459102 13114 349700 SH SOLE 349700
D SCI SYS INC COM COM 783890106 5510 116300 SH SOLE 116300
D INVT TECH GROUP INC NEW COM COM 46145F105 1227 38200 SH SOLE 38200
D ETHYL CORP COM COM 297659104 1005 167500 SH SOLE 167500
D OFFICEMAX INC COM COM 67622M108 1784 148700 SH SOLE 148700
D EVEREST REINS HLDGS INC COM ST COM 299808105 3070 94100 SH SOLE 94100
D WILMINGTON TR CORP NEW COM COM 971807102 2502 43600 SH SOLE 43600
D VLASIC FOODS INTL INC COM COM 928559103 433 59260 SH SOLE 59260
D IVAX CORP COM COM 465823102 2041 144500 SH SOLE 144500
D GRANITE CONST INC COM COM 387328107 3484 118850 SH SOLE 118850
D CH & DWIGHT INC COM COM 171340102 2366 54400 SH SOLE 54400
D UNVL FOODS CORP COM COM 913538104 2294 108600 SH SOLE 108600
D HORMEL FOODS CORP COM COM 440452100 7897 196200 SH SOLE 196200
D FASTENAL CO COM COM 311900104 2590 49400 SH SOLE 49400
D LINEAR TECH CORP COM COM 535678106 13201 196300 SH SOLE 196300
D UNISOURCE WORLDWIDE INC COM COM 909208100 1103 91400 SH SOLE 91400
D MC CORMICK & CO INC COM NON-VT COM 579780206 2983 94500 SH SOLE 94500
D TYSON FOODS INC CL A COM (DELA COM 902494103 6764 300600 SH SOLE 300600
D NOBLE AFFILIATES INC COM COM 654894104 2092 74200 SH SOLE 74200
D UNIFI INC COM COM 904677101 1668 78475 SH SOLE 78475
D KAYDON CORP COM COM 486587108 4092 121700 SH SOLE 121700
D TELEFLEX INC COM COM 879369106 2980 68600 SH SOLE 68600
D CCB FNCL CORP COM COM 124875105 3516 66490 SH SOLE 66490
D BUFFETS INC COM COM 119882108 1643 142900 SH SOLE 142900
D FERRO CORP COM COM 315405100 2127 77350 SH SOLE 77350
D ENESCO GROUP INC COM COM 292973104 481 20800 SH SOLE 20800
D CHES CORP COM COM 165159104 3489 93200 SH SOLE 93200
D PMI GROUP INC COM COM 69344M101 5999 95500 SH SOLE 95500
D BELO A.H CORP CL A COM STK COM 080555105 3093 157100 SH SOLE 157100
D CYPRESS SEMICONDUCTOR CORP COM COM 232806109 2307 134700 SH SOLE 134700
D MIDAMERICAN ENERGY HLDGS CO NE COM 59562V107 10069 290800 SH SOLE 290800
D #REORG QUANTUM CORP COM EXCH Q COM 747906105 5291 219300 SH SOLE 219300
D CROMPTON & KNOWLES CORP COM COM 227111101 1683 85200 SH SOLE 85200
D CLAIRES STORES INC COM 179584107 4038 156800 SH SOLE 156800
D SONOCO PROD CO COM COM 835495102 4940 165000 SH SOLE 165000
D STD REGISTER CO COM COM 853887107 1101 35800 SH SOLE 35800
D ACUSON COM COM 005113105 1360 79100 SH SOLE 79100
D PINNACLE W. CAP CORP COM COM 723484101 4444 110400 SH SOLE 110400
D IBP INC COM COM 449223106 3845 161900 SH SOLE 161900
D SPX CORP COM COM 784635104 3324 39810 SH SOLE 39810
D SUPERIOR INDS INTL INC COM COM 868168105 1931 70700 SH SOLE 70700
D FOREST LAB INC COM COM 345838106 4981 107700 SH SOLE 107700
D MN PWR INC COM COM 604110106 2711 136400 SH SOLE 136400
D RUDDICK CORP COM COM 781258108 1732 86600 SH SOLE 86600
D YORK INTL CORP NEW COM COM 986670107 3168 74000 SH SOLE 74000
D POL MGMT SYS CORP COM COM 731108106 1410 47000 SH SOLE 47000
D DIAL CORP NEW COM COM 25247D101 5002 134500 SH SOLE 134500
D LEGATO SYS INC COM COM 524651106 3049 52800 SH SOLE 52800
D SOLUTIA INC COM STK COM 834376105 3099 145400 SH SOLE 145400
D OUTBACK STEAKHOUSE INC COM COM 689899102 6876 174900 SH SOLE 174900
D DREYERS GRAND ICE CREAM INC CO COM 261878102 538 35600 SH SOLE 35600
D NCH CORP COM COM 628850109 361 7300 SH SOLE 7300
D WALLACE COMPUTER SVCS INC COM COM 932270101 1360 54400 SH SOLE 54400
D PACIFICARE HLTH SYS INC DEL CO COM 695112102 4273 59400 SH SOLE 59400
D LEGGETT & PLATT INC COM COM 524660107 7131 256400 SH SOLE 256400
D KEANE INC COM COM 486665102 2075 91700 SH SOLE 91700
D WHITMAN CORP NEW COM COM 96647R107 2140 118900 SH SOLE 118900
D FINOVA GROUP INC COM COM 317928109 4236 80500 SH SOLE 80500
D AMERN STD COS INC DEL COM COM 029712106 4397 91600 SH SOLE 91600
D NEWPORT NEWS SHIPBUILDING INC COM 652228107 2168 73500 SH SOLE 73500
D VISHAY INTERTECHNOLOGY INC COM COM 928298108 3466 165050 SH SOLE 165050
D VERITAS SOFTWARE CORP COM 923436109 10234 107800 SH SOLE 107800
D PIONEER NAT RES CO COM STK COM 723787107 1437 130598 SH SOLE 130598
D CONS PAPERS INC CAP COM 209759109 3151 117800 SH SOLE 117800
D 1ST TENN NATL CORP COM COM 337162101 8586 224100 SH SOLE 224100
D STORAGE TECH CORP COM (NEW) COM 862111200 2971 130600 SH SOLE 130600
D POTOMAC ELEC PWR CO COM COM 737679100 4545 154400 SH SOLE 154400
D SUIZA FOODS CORP COM COM 865077101 1910 45600 SH SOLE 45600
D PUGET SOUND ENERGY COM STK COM 745332106 3516 146500 SH SOLE 146500
D BERGEN BRUNSWIG CORP CL A COM COM 083739102 3005 174200 SH SOLE 174200
D FNDTN HLTH SYS INC COM STK CL COM 350404109 2388 159200 SH SOLE 159200
D GENZYME CORP COM COM 372917104 5180 105100 SH SOLE 105100
D RPM INC COM COM 749685103 2047 144300 SH SOLE 144300
D HUNT J B TRANS SVCS INC COM COM 445658107 754 46400 SH SOLE 46400
D RATIONAL SOFTWARE CORP COM NEW COM 75409P202 3669 111400 SH SOLE 111400
D MAGNETEK INC COM COM 559424106 435 41200 SH SOLE 41200
D OLIN CORP COM COM 680665205 804 61000 SH SOLE 61000
D SMUCKER J M CO CL A COM 832696108 843 37900 SH SOLE 37900
D LONGVIEW FIBRE CO COM COM 543213102 1052 67300 SH SOLE 67300
D JABIL CIRCUIT INC COM COM 466313103 4815 106700 SH SOLE 106700
D OCEAN ENERGY INC TEX COM COM 67481E106 2077 215800 SH SOLE 215800
D ZIONS BANCORP COM COM 989701107 6471 101900 SH SOLE 101900
D AMER WTR WK CO INC COM COM 030411102 4822 156800 SH SOLE 156800
D AFFILIATED COMPUTER SVCS INC C COM 008190100 3301 65200 SH SOLE 65200
D K N ENERGY INC COM COM 482620101 1196 89400 SH SOLE 89400
D FIRST SEC CORP COM COM 336294103 6853 251500 SH SOLE 251500
D ENSCO INTL INC COM COM 26874Q100 10210 512100 SH SOLE 512100
D KEYSPAN CORP COM COM 49337W100 5040 191100 SH SOLE 191100
D VISX INC DEL COM COM 92844S105 6272 79200 SH SOLE 79200
D IN ENERGY INC COM COM 454707100 830 38933 SH SOLE 38933
D VALERO ENERGY CORP COM STK NEW COM 91913Y100 1567 73100 SH SOLE 73100
D FLOWSERVE CORP COM COM 34354P105 949 50100 SH SOLE 50100
D GREENPOINT FNCL CORP COM COM 395384100 7225 220200 SH SOLE 220200
D TEL & DATA SYS INC COM STK NEW COM 879433100 5828 79700 SH SOLE 79700
D ROBERT HALF INTL INC COM COM 770323103 5306 205550 SH SOLE 205550
D CNF TRANSN INC COM STK COM 12612W104 3172 82400 SH SOLE 82400
D CARPENTER TECH CORP COM COM 144285103 1971 69000 SH SOLE 69000
D LG&E ENERGY CORP COM COM 501917108 3547 168900 SH SOLE 168900
D GEN NUTRITION COS COM COM 37047F103 2072 88900 SH SOLE 88900
D HISPANIC BROADCASTING CORP COM COM 43357B104 4871 64200 SH SOLE 64200
D INFORMIX CORP COM COM 456779107 2100 246200 SH SOLE 246200
D NABORS IND INC COM COM 629568106 16131 661800 SH SOLE 661800
D LEAR CORP COM STK PAR $0.01 COM 521865105 11930 239800 SH SOLE 239800
D SYMBOL TECHNOLOGIES INC COM COM 871508107 4231 114750 SH SOLE 114750
D SIEBEL SYS INC COM COM 826170102 7666 115600 SH SOLE 115600
D INFORMATION RES INC COM COM 456905108 322 36800 SH SOLE 36800
D HOUGHTON MIFFLIN CO COM COM 441560109 1845 39200 SH SOLE 39200
D INTERSTATE BAKERIES CORP DEL C COM 46072H108 2105 93800 SH SOLE 93800
D BEVERLY ENTERPRISES INC COM ST COM 087851309 1076 133400 SH SOLE 133400
D MOLEX INC COM COM 608554101 7485 202293 SH SOLE 202293
D HORACE MANN EDUCATORS CORP COM COM 440327104 1506 55400 SH SOLE 55400
D STERIS CORP COM COM 859152100 1721 88800 SH SOLE 88800
D BECKMAN COULTER INC COM COM 075811109 1799 37000 SH SOLE 37000
D CONCORD EFS INC COM COM 206197105 7049 166600 SH SOLE 166600
D GATX CORP COM COM 361448103 3338 87700 SH SOLE 87700
D CYTEC IND COM COM 232820100 1777 56400 SH SOLE 56400
D TERADYNE INC COM COM 880770102 7864 109600 SH SOLE 109600
D MENTOR GRAPHICS CORP COM COM 587200106 1097 85600 SH SOLE 85600
D ALEXANDER & BALDWIN INC COM COM 014482103 1297 58300 SH SOLE 58300
D GLOBAL MARINE INC DEL COM (NEW COM 379352404 3501 225900 SH SOLE 225900
D GA PAC CORP COM-TIMBER GROUP COM 373298702 2873 113800 SH SOLE 113800
D TRANSOCEAN OFFSH INC COM G90076103 3439 131000 SH SOLE 131000
D WELLMAN INC COM COM 949702104 650 40800 SH SOLE 40800
D SBARRO INC COM COM 805844107 2058 76050 SH SOLE 76050
D MARTIN MARIETTA MATLS INC COM COM 573284106 3581 60700 SH SOLE 60700
D REYNOLDS & REYNOLDS CO CL A CO COM 761695105 2350 100800 SH SOLE 100800
D ARROW ELECTR INC COM COM 042735100 2367 124600 SH SOLE 124600
D AMBAC FNCL GROUP COM STK COM 023139108 8100 141800 SH SOLE 141800
D NOBLE DRILLING CORP COM COM 655042109 6710 340800 SH SOLE 340800
D OGE ENERGY CORP COM COM 670837103 3342 140700 SH SOLE 140700
D BJ SVCS CO COM COM 055482103 4530 153900 SH SOLE 153900
D TRINITY IND INC COM COM 896522109 1883 56200 SH SOLE 56200
D IDACORP INC COM COM 451107106 2441 77500 SH SOLE 77500
D MERITOR AUTOMOTIVE INC COM COM 59000G100 2295 90000 SH SOLE 90000
D NETWORKS ASSOC INC COM STK COM 640938106 5145 350300 SH SOLE 350300
D MURPHY OIL CORP COM COM 626717102 4813 98600 SH SOLE 98600
D HARTE-HANKS INC COM (NEW) COM 416196103 2718 100200 SH SOLE 100200
D ABERCROMBIE & FITCH CO CL A COM 002896207 6432 134000 SH SOLE 134000
D MAXXAM INC COM COM 577913106 587 9100 SH SOLE 9100
D MCN ENERGY GROUP INC COM STK COM 55267J100 2141 103200 SH SOLE 103200
D POLYCOM INC COM COM 73172K104 736 18883 SH SOLE 18883
D NETOPIA INC COM COM 64114K104 371 15553 SH SOLE 15553
D KNOLL INC COM COM 498904101 6832 256600 SH SOLE 256600
D HYPERION SOLUTIONS CORP COM COM 44914M104 584 32796 SH SOLE 32796
D HORIZON ORGANIC HLDG CORP OC-C COM 44043T103 166 11346 SH SOLE 11346
D VIAGRAFIX CORP COM COM 925909103 53 7790 SH SOLE 7790
D ACTUATE CORP COM COM 00508B102 595 22455 SH SOLE 22455
D FUSION MED TECHNOLOGIES INC CO COM 361128101 337 44573 SH SOLE 44573
D GEN COMMUNICATION INC CL A COM 369385109 2567 377655 SH SOLE 377655
D EPIX MED INC COM COM 26881Q101 18 3300 SH SOLE 3300
D AXYS PHARMACEUTICALS INC COM COM 054635107 25 7424 SH SOLE 7424
D AVANT IMMUNOTHERAPEUTICS INC C COM 053491106 50 23585 SH SOLE 23585
D HOT TOPIC INC COM COM 441339108 116 4286 SH SOLE 4286
D VERIO INC COM COM 923433106 27800 400000 SH SOLE 400000
D ZAMBA CORP COM COM 988881108 31 15905 SH SOLE 15905
D AVANT IMMUNOTHERAPEUTICS INC W COM 053491114 3 3043 SH SOLE 3043
D TRICON GLOBAL COM STK CALL OPT COM 8959530J7 -400 1000 SH SOLE 1000
D AUTOMATIC DATE COM STK CALL OP COM 0530150K0 -2219 3115 SH SOLE 3115
D AMERICAN EXPRESS COM STK CALL COM 0258160A8 -19116 4565 SH SOLE 4565
D TRIBUNE CO COM STK CALL OPTION COM 8960470K4 -703 770 SH SOLE 770
D AMGEN INC COM STK CALL OPTION COM 0311620A9 -9605 3385 SH SOLE 3385
D USX MARATHON COM STK CALL OPTI COM 9029050G4 -79 350 SH SOLE 350
D FDX CORP COM STK CALL OPTION COM 31304N0A6 -7548 2270 SH SOLE 2270
D AETNA INC COM STK CALL OPTION COM 0081170A2 -492 625 SH SOLE 625
D DISNEY WALT CO COM STK CALL OP COM 2546870A5 -7500 12000 SH SOLE 12000
D ENGELHARD CORP COM STK CALL OP COM 2928450J4 -33 145 SH SOLE 145
D UNITED TECHNOLOGIES COM STK CA COM 9130170A8 -6825 3000 SH SOLE 3000
D MEAD CORP COM STK CALL OPTION COM 5828340J7 -459 540 SH SOLE 540
D DONNELLEY R R COM STK CALL OPT COM 2578670I3 -105 280 SH SOLE 280
D UNION PAC CORP COM STK CALL OP COM 9078180K5 -333 740 SH SOLE 740
D SEAGRAM LTD COM STK CALL OPTIO COM 8118500H0 -3816 2385 SH SOLE 2385
D HASBRO INC COM STK CALL OPTION COM 4180560G3 -373 1105 SH SOLE 1105
D RYDER COM STK CALL OPTION COM 7835490H2 -30 135 SH SOLE 135
D ALLIEDSIGNAL INC COM STK CALL COM 01951F0A2 -15221 6765 SH SOLE 6765
D MERRILL LYNCH & CO COM STK CAL COM 5901880A7 -6005 2355 SH SOLE 2355
D GRACE W R & CO COM STK CALL OP COM 38388F0K5 -24 95 SH SOLE 95
D GEORGIA PAC CO COM STK CALL OP COM 3732980J8 -1582 1130 SH SOLE 1130
D BURLINGTON NORTHERN COM STK CA COM 12189T0G0 -554 3165 SH SOLE 3165
D VIACOM COM STK CALL OPTION COM 92599W0L8 -1215 1200 SH SOLE 1200
D K MART CORP COM STK CALL OPTIO COM 4825840L4 -756 1890 SH SOLE 1890
D WHIRLPOOL COM STK CALL OPTION COM 9633200I8 -280 100 SH SOLE 100
D GANNETT INC COM STK CALL OPTIO COM 3647300A0 -2244 1360 SH SOLE 1360
D ENTERGY CORP COM STK CALL OPTI COM 29364G0I5 -476 810 SH SOLE 810
D MBNA CORP COM STK CALL OPTION COM 55262L0A9 -6944 6775 SH SOLE 6775
D HEWLETT PACKARD COM STK CALL O COM 4282360K0 -22100 6500 SH SOLE 6500
D LUCENT TECHNOLOGIES COM STK CA COM 5494630A6 -2610 870 SH SOLE 870
D GOLDEN WEST COM STK CALL OPTIO COM 3813170K3 -116 370 SH SOLE 370
D CVS CORP COM STK CALL OPTION COM 1266500K7 -1206 1340 SH SOLE 1340
D U S WEST INC COM STK CALL OPTI COM 91273H0A0 -1378 2005 SH SOLE 2005
D AMR CORP COM STK CALL OPTION COM 0017650K3 -1904 970 SH SOLE 970
D ALCOA INC COM STK CALL OPTION COM 0138170J1 -7176 2260 SH SOLE 2260
D WEYERHAEUSER INC COM STK CALL COM 9621660J4 -744 875 SH SOLE 875
D UNILEVER N V COM STK CALL OPTI COM 9047840K2 -2228 2970 SH SOLE 2970
D ANHEUSER BUSC COM STK CALL OPT COM 0352260A8 -6921 3955 SH SOLE 3955
D GENERAL MOTOR COM STK CALL OPT COM 3704440A0 -11684 7135 SH SOLE 7135
D MOTOROLA INC COM STK CALL OPTI COM 61999W0A3 -12919 3665 SH SOLE 3665
D SOUTHWEST AIRLINES COM STK CAL COM 8447410I0 -2236 2080 SH SOLE 2080
D LINCOLN NATIONAL COM STK CALL COM 5341870J9 -4986 2770 SH SOLE 2770
D TEXAS INSTRUMENTS COM STK CALL COM 8825080A3 -18596 2310 SH SOLE 2310
D J P MORGAN & CO COM STK CALL O COM 6168800I2 -4019 1140 SH SOLE 1140
D ILLINOIS TOOL WORKS COM STK CA COM 4523080I1 -3099 2175 SH SOLE 2175
D SUNTRUST BANKS COM STK CALL OP COM 8679140J3 -190 475 SH SOLE 475
D PPG INDS INC COM STK CALL OPTI COM 6935060H1 -706 1130 SH SOLE 1130
D FEDRL HOME LOAN MTG COM STK CA COM 3134000A2 -5412 4510 SH SOLE 4510
D COLGATE-PALMOLIVE COM STK CALL COM 1941620A2 -4609 1475 SH SOLE 1475
D COMPAQ COMPUTER COM STK CALL O COM 2044930A9 -1249 3700 SH SOLE 3700
D GREAT LAKES CHEM COM STK CALL COM 3905680L8 -34 135 SH SOLE 135
D CITIGROUP INC COM STK CALL OPT COM 1729670A0 -34500 13800 SH SOLE 13800
D WAL MART STORES COM STK CALL O COM 9309020A0 -81125 36875 SH SOLE 36875
D MCDONALDS COM STK CALL OPTION COM 5801370A6 -17121 13170 SH SOLE 13170
D DELUXE CORP COM STK CALL OPTIO COM 2480190J1 -173 385 SH SOLE 385
D PEPSICO INC COM STK CALL OPTIO COM 7134480J8 -2310 4400 SH SOLE 4400
D SYSCO CORP COM STK CALL OPTION COM 8718290K4 -524 1310 SH SOLE 1310
D DEERE & CO COM STK CALL OPTION COM 2441990L0 -117 260 SH SOLE 260
D WARNER LAMBERT COM STK CALL OP COM 9344880G3 -4635 5150 SH SOLE 5150
D LIMITED INC COM STK CALL OPTIO COM 5327160A6 -2864 1450 SH SOLE 1450
D BAXTER INTL COM STK CALL OPTIO COM 0718130H3 -1533 2555 SH SOLE 2555
D ORACLE CORP COM STK CALL OPTIO COM 68389X0I7 -16098 9332 SH SOLE 9332
D CLOROX CO COM STK CALL OPTION COM 1890540G5 -173 675 SH SOLE 675
D MONSANTO CO COM STK CALL OPTIO COM 6116620A6 -2250 3750 SH SOLE 3750
D BAN ONE CORP COM STK CALL OPTI COM 06423A0H7 -15309 10650 SH SOLE 10650
D HOME DEPOT INC COM STK CALL OP COM 4370760A1 -37365 13839 SH SOLE 13839
D NUCOR COM STK CALL OPTION COM 6703460G1 -4 40 SH SOLE 40
D KIMBERLY CLARK COM STK CALL OP COM 4943680J3 -914 1045 SH SOLE 1045
D HALLIBURTON CO COM STK CALL OP COM 4062160J1 -820 1025 SH SOLE 1025
D ABBOTT LABS COM STK CALL OPTIO COM 0028240A9 -16346 14860 SH SOLE 14860
D SUPERVALUE INC COM STK CALL OP COM 8685360J3 -402 1005 SH SOLE 1005
D SCHLUMBERGER COM STK CALL OPTI COM 8068570H2 -4403 3090 SH SOLE 3090
D BECTON DICKINS COM STK CALL OP COM 0758870L4 -338 2250 SH SOLE 2250
D GOODYEAR TIRE COM STK CALL OPT COM 3823880A5 -466 955 SH SOLE 955
D CBS CORP COM STK CALL OPTION COM 12490K0A6 -4313 2500 SH SOLE 2500
D KNIGHT RIDDER COM STK CALL OPT COM 4990400G9 -221 505 SH SOLE 505
D COMCAST COM STK CALL OPTION COM 2003000G7 -3983 2700 SH SOLE 2700
D COMPUTER ASSOC COM STK CALL OP COM 2049120H3 -1457 1475 SH SOLE 1475
D FLEET FINL GROUP COM STK CALL COM 3389150J1 -2707 3185 SH SOLE 3185
D RAYTHEON CO B COM STK CALL OPT COM 7551110K8 -4403 2380 SH SOLE 2380
D AMERICAN GENERAL COM STK CALL COM 0263510A5 -1788 1625 SH SOLE 1625
D MCI WORLDCOM COM STK CALL OPTI COM 55268B0A5 -16639 4930 SH SOLE 4930
D WRIGLEY WM JR COM STK CALL OPT COM 9825260L0 -370 740 SH SOLE 740
D ENRON CORP COM STK CALL OPTION COM 2935610A5 -3092 1330 SH SOLE 1330
D WALGREEN CO COM STK CALL OPTIO COM 9314220J9 -3300 6285 SH SOLE 6285
D PENNEY J C COM STK CALL OPTION COM 7081600H0 -122 125 SH SOLE 125
D QUAKER OATS CO COM STK CALL OP COM 7474020J5 -1188 880 SH SOLE 880
D ASSOCIATES FIRST COM STK CALL COM 0460090A5 -8812 6025 SH SOLE 6025
D DOVER CORP COM STK CALL OPTION COM 2600030I0 -355 710 SH SOLE 710
D MASCO CORP COM STK CALL OPTION COM 5745990A5 -1461 2015 SH SOLE 2015
D BANKAMERICA COM STK CALL OPTIO COM 0605050A3 -41050 16098 SH SOLE 16098
D APPLE COMPUTER COM STK CALL OP COM 0378330A9 -1184 770 SH SOLE 770
D FNMA COM STK CALL OPTION COM 31358X0A9 -20046 10280 SH SOLE 10280
D SHERWIN WILLIAMS CO COM STK CA COM 8243480I8 -111 330 SH SOLE 330
D ALCAN ALUMINUM LTD COM STK CAL COM 0317160I5 -88 115 SH SOLE 115
D WELLS FARGO COM STK CALL OPTIO COM 9494700A7 -14249 10555 SH SOLE 10555
D DOW CHEMICAL CORP COM STK CALL COM 2605430I5 -4934 1265 SH SOLE 1265
D LOWES COS INC COM STK CALL OPT COM 5486610A6 -4428 1990 SH SOLE 1990
D GENERAL MILLS COM STK CALL OPT COM 3703340A3 -1775 1420 SH SOLE 1420
D INTEL CORP COM STK CALL OPTION COM 4581400A9 -54783 21172 SH SOLE 21172
D ALBERTSONS INC COM STK CALL OP COM 0131040I6 -796 1930 SH SOLE 1930
D MAY DEPT STRS CO COM STK CALL COM 5777780I5 -1310 1625 SH SOLE 1625
D GAP INC COM STK CALL OPTION COM 3647620A3 -18165 6920 SH SOLE 6920
D TEXTRON INC COM STK CALL OPTIO COM 8832030I3 -2606 1930 SH SOLE 1930
D AMERADA HESS CMO STK CALL OPTI COM 0235510K1 -439 585 SH SOLE 585
D BOEING CO COM STK CALL OPTION COM 0970230H9 -763 925 SH SOLE 925
D ALLSTATE CORP COM STK CALL OPT COM 0200020J1 -305 2215 SH SOLE 2215
D DUPONT E I DE NEMOURS CALL OPT COM 2635340A8 -15406 8500 SH SOLE 8500
D PROCTOR & GAMBLE COM STK CALL COM 7427200A4 -16397 8745 SH SOLE 8745
D FIRST UNION CORP COM STK CALL COM 3373580G1 -42 1675 SH SOLE 1675
D ADVANCED MICRO COM STK CALL OP COM 0079030G3 -4 170 SH SOLE 170
D CONAGRA INC COM STK CALL OPTIO COM 2058870L7 -197 630 SH SOLE 630
D BELL ATLANTIC COM STK CALL OPT COM 0778530A8 -25532 11945 SH SOLE 11945
D PFIZER INC COM STK CALL OPTION COM 7170830A8 -26210 8003 SH SOLE 8003
D NORTHERN TELECOM COM STK CALL COM 6658150I8 -10925 3225 SH SOLE 3225
D CATERPILLAR INC COM STK CALL O COM 1491230H5 -4571 2300 SH SOLE 2300
D WASTE MANAGEMENT COM STK CALL COM 94106L0G5 -2334 2250 SH SOLE 2250
D COASTAL CORP COM STK CALL OPTI COM 1904410I7 -3010 1990 SH SOLE 1990
D INTL BUS MACH COM STK CALL OPT COM 4592000A0 -121071 16585 SH SOLE 16585
D WINN DIXIE STRS INC COM STK CA COM 9742800J9 -378 975 SH SOLE 975
D PHLIP MORRIS COM STK CALL OPTI COM 7181540I9 -359 9560 SH SOLE 9560
D SBC COMMUNICATIONS COM STK CAL COM 78387G0A2 -19598 13065 SH SOLE 13065
D LOUISIANA PAC COM STK CALL OPT COM 5463470K2 -25 55 SH SOLE 55
D CHASE MANHATTAN CORP COM STK C COM 16372D0A6 -33661 8210 SH SOLE 8210
D JEFFERSON PILOT COM STK CALL O COM 4750700G4 -234 915 SH SOLE 915
D PNC BANK CORP COM STK CALL OPT COM 6934750K2 -613 1225 SH SOLE 1225
D ROHM & HAAS CO COM STK CALL OP COM 7753710J7 -150 125 SH SOLE 125
D AMERICAN INTL GROUP COM STK CA COM 0268740A6 -45135 10620 SH SOLE 10620
D SUN MICROSYSTEMS INC COM STK C COM 8668100A3 -38168 8553 SH SOLE 8553
D XEROX CORP COM STK CALL OPTION COM 9841210J3 -4212 4060 SH SOLE 4060
D CSX CORP COM STK CALL OPTION COM 1264080K0 -156 320 SH SOLE 320
D ARCHER DANIELS COM STK CALL OP COM 0394830L7 -61 545 SH SOLE 545
D COCA COLA COM STK CALL OPTION COM 1912160A9 -23916 16214 SH SOLE 16214
D JOHNSON & JOHNSON COM STK CALL COM 4781600A3 -32362 12270 SH SOLE 12270
D AIR PRODUCTS & CHEMICAL COM ST COM 0091580L1 -126 530 SH SOLE 530
D GILLETTE CO COM STK CALL OPTIO COM 3759090A7 -2964 5645 SH SOLE 5645
D CORNING INC COM STK CALL OPTIO COM 2193500A4 -4830 1380 SH SOLE 1380
D H & R BLOCK INC COM STK CALL O COM 0936710J5 -206 635 SH SOLE 635
D PITNEY-BOWES INC COM STK CALL COM 7239130A8 -2391 1460 SH SOLE 1460
D EASTMAN KODAK COM STK CALL OPT COM 2774610G5 -23 1205 SH SOLE 1205
D AVON PRODUCTS COM STK CALL OPT COM 0543030A1 -7009 2670 SH SOLE 2670
D WILLIAMS COS INC COM STK CALL COM 9694570A9 -4874 1940 SH SOLE 1940
D FORD MOTOR CO COM STK CALL OPT COM 3453750A8 -13748 11700 SH SOLE 11700
D SARA LEE CORP COM STK CALL OPT COM 8031110J3 -644 7925 SH SOLE 7925
D PHELPS DODGE COM STK CALL OPTI COM 7172650J2 -31 50 SH SOLE 50
D NORFOLK SOUTHERN COM STK CALL COM 6558440I0 -133 560 SH SOLE 560
D US BANCORP COM STK CALL OPTION COM 9029730I8 -101 770 SH SOLE 770
D HOUSEHOLD INTL COM STK CALL OP COM 4418150A6 -2959 1835 SH SOLE 1835
D MERCK & CO INC COM STK CALL OP COM 5893310A6 -38395 22585 SH SOLE 22585
D DELTA AIRLINES COM STK CALL OP COM 2473610A7 -975 650 SH SOLE 650
D MEDTRONIC INC COM STK CALL OPT COM 5850550A5 -7338 2995 SH SOLE 2995
D HERSHEY FOODS COM STK CALL OPT COM 4278660H2 -382 695 SH SOLE 695
D NORDSTROM INC COM STK CALL OPT COM 6556640G6 -334 990 SH SOLE 990
D MARSH & MCLENNAN CO COM STK CA COM 5717480J2 -1441 1020 SH SOLE 1020
D CIRCUIT CITY STORE COM STK CAL COM 1727370J8 -1914 615 SH SOLE 615
D SCHERING PLOUGH COM STK CALL O COM 8066050A0 -17694 16270 SH SOLE 16270
D SPRINT CORP COM STK CALL OPTIO COM 8520610A9 -9013 4410 SH SOLE 4410
D INTERNATIONAL PAPER COM STK CA COM 4601460J3 -3096 1920 SH SOLE 1920
D CONSOLIDATED NATL GAS COM STK COM 2096150J3 -617 595 SH SOLE 595
D HEINZ H J CO COM STK CALL OPTI COM 4230750A9 -1554 2390 SH SOLE 2390
D DOW JONES COM STK CALL OPTION COM 2605610I7 -461 625 SH SOLE 625
D REYNOLDS METAL COM STK CALL OP COM 7617630K8 -120 260 SH SOLE 260
D BESTFOODS COM STK CALL OPTION COM 08658U0J1 -605 2200 SH SOLE 2200
D DAYTON HUDSON COM STK CALL OPT COM 2397530A5 -5878 2750 SH SOLE 2750
D TIME WARNER COM STK CALL OPTIO COM 88731M0A1 -10238 4875 SH SOLE 4875
D PUB STORAGE INC COM STK COM 74460D109 765 27304 SH SOLE 27304
D FIRST WASH RLTY TR INC COM COM 337489504 28 1200 SH SOLE 1200
D GLENBOROUGH RLTY TR INC COM COM 37803P105 56 3200 SH SOLE 3200
D LIBERTY PPTY TR SH BEN INT COM 531172104 1184 47600 SH SOLE 47600
D 1ST UN REAL ESTATE EQTY & MTG COM 337400105 23 5200 SH SOLE 5200
D MERISTAR HOTELS & RESORTS INC COM 589988104 15 4300 SH SOLE 4300
D AMLI RESDNTL PPTYS TR SH BEN I COM 001735109 448 20000 SH SOLE 20000
D APT INVT & MGMT CO CL A COM 03748R101 1188 27783 SH SOLE 27783
D CAMDEN PPTY TR SH BEN INT COM 133131102 1189 42860 SH SOLE 42860
D MACERICH CO COM COM 554382101 1079 41100 SH SOLE 41100
D ASSOCTD ESTATES RLTY CORP COM COM 045604105 44 3700 SH SOLE 3700
D HOMESTEAD VLG INC COM COM 437851108 6 2300 SH SOLE 2300
D RFS HOTEL INVS INC COM COM 74955J108 75 6000 SH SOLE 6000
D POST PPTYS INC COM STK COM 737464107 1245 30358 SH SOLE 30358
D MACK CALI RLTY CORP COM REIT COM 554489104 1148 37100 SH SOLE 37100
D TANGER FACTORY OUTLT CTR INC C COM 875465106 42 1600 SH SOLE 1600
D FRANCHISE FIN CORP AMER COM ST COM 351807102 1104 49600 SH SOLE 49600
D HOSPITALITY PROPS TR COM COM 44106M102 1080 39800 SH SOLE 39800
D LEXINGTON CORP PROPS TR COM 529043101 27 2300 SH SOLE 2300
D PRIME HOSPITALITY CORP COM COM 741917108 673 56100 SH SOLE 56100
D CROWN AMERN RLTY TR COM COM 228186102 50 6800 SH SOLE 6800
D KOGER EQTY INC COM COM 500228101 96 5200 SH SOLE 5200
D HIGHWOODS PPTYS INC COM COM 431284108 1205 43900 SH SOLE 43900
D BERKSHIRE RLTY INC COM COM 084710102 72 6200 SH SOLE 6200
D INNKEEPERS USA TR COM COM 4576J0104 55 5500 SH SOLE 5500
D AVALONBAY CMNTYS INC COM COM 053484101 1347 36401 SH SOLE 36401
D STARWOOD HOTELS & RESORTS WORL COM 85590A203 303 9900 SH SOLE 9900
D HOST MARRIOTT CORP COM STK COM 44107P104 645 54282 SH SOLE 54282
D ROUSE CO COM COM 779273101 419 16500 SH SOLE 16500
D WA REAL ESTATE INVT TR SH BEN COM 939653101 132 7800 SH SOLE 7800
D SHURGUARD STORAGE CTR INC COM COM 82567D104 187 6900 SH SOLE 6900
D #REORG PATRIOT AMERN HOSP INC COM 703352203 52 11582 SH SOLE 11582
D CARRAMERICA RLTY CORP COM COM 144418100 1190 47600 SH SOLE 47600
D SAUL CTRS INC COM COM 804395101 50 3000 SH SOLE 3000
D RECKSON ASSOCS RLTY CORP COM S COM 75621K106 1046 44400 SH SOLE 44400
D ESSEX PPTY TR COM COM 297178105 1082 30600 SH SOLE 30600
D COUSINS PROPS INC COM COM 222795106 1102 32600 SH SOLE 32600
D MGI PPTYS COM COM 552885105 593 21000 SH SOLE 21000
D SUMMIT PPTY INC COM COM 866239106 1051 53200 SH SOLE 53200
D RECKSON SVC INDS INC COM COM 75621J109 14 936 SH SOLE 936
D EQTY INNS INC COM STK PAR $0.0 COM 294703103 54 5800 SH SOLE 5800
D JP RLTY INC INC COM COM 46624A106 88 4300 SH SOLE 4300
D VORNADO RLTY TR COM COM 929042109 463 13100 SH SOLE 13100
D #REORG WEEKS CORP COM EXCH DUK COM 94856P102 967 31700 SH SOLE 31700
D CHATEAU COMMUNITITIES INC COM COM 161726104 186 6200 SH SOLE 6200
D MID-AMER APT CMNTYS INC COM COM 59522J103 76 3300 SH SOLE 3300
D TRINET CORP RLTY TR INC COM COM 896287109 1030 37200 SH SOLE 37200
D PRIME RETAIL INC COM STK PAR $ COM 741570105 57 6553 SH SOLE 6553
D PKWY PPTYS INC REIT COM 70159Q104 46 1400 SH SOLE 1400
D CENTERPOINT PPTYS TR COM STK COM 151895109 1080 29500 SH SOLE 29500
D NATL GOLF PPTYS INC COM STK COM 63623G109 73 3000 SH SOLE 3000
D RLTY INC CORP COM COM 756109104 133 5600 SH SOLE 5600
D WESTN INVT REAL ESTATE TR SH B COM 958468100 49 4200 SH SOLE 4200
D JAMESON INNS INC COM COM 470457102 22 2300 SH SOLE 2300
D REGENCY RLTY CORP COM COM 758939102 965 44000 SH SOLE 44000
D MERISTAR HOSPITALITY CORP COM COM 58984Y103 164 7290 SH SOLE 7290
D HORIZON GROUP PPTYS INC COM ST COM 44041U102 1 423 SH SOLE 423
D DUKE RLTY INVTS INC COM NEW COM 264411505 11342 502700 SH SOLE 502700
D WELLSFORD REAL PPTYS INC COM COM 950240101 11 1000 SH SOLE 1000
D CHELSEA GCA RLTY INC COM COM 163262108 1073 28900 SH SOLE 28900
D BURNHAM PAC PPTYS (STATE INCOR COM 12232C108 52 4200 SH SOLE 4200
D PROLOGIS TR SH BEN INT COM STK COM 743410102 562 27770 SH SOLE 27770
D SPIEKER PPTYS INC COM 848497103 2290 58900 SH SOLE 58900
D GABLES RESDNTL TR SH BEN INT C COM 362418105 113 4700 SH SOLE 4700
D IRT PROP CO COM COM 450058102 78 7900 SH SOLE 7900
D WEINGARTEN RLTY INVESTORS SH B COM 948741103 735 17600 SH SOLE 17600
D EQTY OFFICE PPTYS TR COM STK COM 294741103 490 19105 SH SOLE 19105
D TAUBMAN CTR INC COM COM 876664103 162 12300 SH SOLE 12300
D EQTY RESDNTL PPTYS TR SH BEN I COM 29476L107 1023 22707 SH SOLE 22707
D PRENTISS PTTYS TR COM COM 740706106 118 5000 SH SOLE 5000
D INTERSTATE HOTELS MGMT INC COM COM 46088R108 2 386 SH SOLE 386
D FELCOR LODGING TRUST INC COM S COM 31430F101 915 44100 SH SOLE 44100
D SUNSTONE HOTEL INVS INC COM COM 867933103 32 3800 SH SOLE 3800
D CRESTLINE CAP CORP COM COM 226153104 84 4980 SH SOLE 4980
D GLIMCHER RLTY TR COM COM 379302102 878 53600 SH SOLE 53600
D TOWN CTRY TR SH BEN INT COM ST COM 892081100 70 3900 SH SOLE 3900
D WALDEN RESDNTL PPTYS INC COM S COM 931210108 92 4300 SH SOLE 4300
D CBL & ASSOC PPTYS INC COM COM 124830100 1353 51300 SH SOLE 51300
D SMITH CHARLES E RESDNTL RLTY I COM 832197107 109 3200 SH SOLE 3200
D MANUFACTURED HOME CMNTYS INC C COM 564682102 159 6100 SH SOLE 6100
D MERRY LD PPTYS INC COM COM 590441101 2 445 SH SOLE 445
D CENTERTRUST RETAIL PPTYS INC R COM 152038105 34 2900 SH SOLE 2900
D SIMON PPTY GROUP INC COM COM 828806109 606 23900 SH SOLE 23900
D SUN COMMUNITIES INC COM COM 866674104 138 3900 SH SOLE 3900
D BRADLEY REAL ESTATE INC COM 104580105 110 5300 SH SOLE 5300
D ARCHSTONE CMNTYS TR SH BEN INT COM 039581103 638 29100 SH SOLE 29100
D COLONIAL PROP TR SH BEN INT COM 195872106 1057 37400 SH SOLE 37400
D CRESCENT OPER INC COM COM 22575M100 12 1800 SH SOLE 1800
D BRANDYWINE RLTY TR SH BEN INT COM 105368203 44 2200 SH SOLE 2200
D SOVRAN SELF STORAGE INC COM 84610H108 67 2500 SH SOLE 2500
D MLP NEWHALL LD & FARMING CO CA COM 651426108 209 8500 SH SOLE 8500
D MILLS CORP COM STK PAR $0.01 COM 601148109 115 5300 SH SOLE 5300
D BRE PROPS INC CL A COM COM 05564E106 1121 43100 SH SOLE 43100
D DEVELOPERS DIVERSIFIED RLTY CO COM 251591103 658 39000 SH SOLE 39000
D CATELLUS DEV CORP COM 149111106 290 19000 SH SOLE 19000
D BOYKIN LODGING CO COM COM 103430104 35 2300 SH SOLE 2300
D ARDEN RLTY GROUP INC COM COM 039793104 1027 41700 SH SOLE 41700
D EASTGROUP PPTYS INC COM COM 277276101 52 2600 SH SOLE 2600
D COML NET LEASE RLTY INC COM COM 202218103 73 5700 SH SOLE 5700
D HOME PROPS N.Y. INC COM COM 437306103 41 1500 SH SOLE 1500
D EXTD STAY AMER INC COM COM 30224P101 202 16800 SH SOLE 16800
D URBAN SHOPPING CTRS INC COM COM 917060105 132 4200 SH SOLE 4200
D STORAGE USA INC COM COM 861907103 1034 32300 SH SOLE 32300
D MEDITRUST PAIRED CTF NEW COM S COM 58501T306 176 13454 SH SOLE 13454
D KIMCO RLTY CORP COM COM 49446R109 2572 64700 SH SOLE 64700
D UNITED DOMINION REAL ESTATE CO COM 910197102 248 21100 SH SOLE 21100
D JDN RLTY CORP COM COM 465917102 129 5750 SH SOLE 5750
D NEW PLAN EXCEL RLTY TR INC COM COM 648053106 1177 65380 SH SOLE 65380
D VORNADO OPER CO COM COM 92904N103 5 670 SH SOLE 670
D FED RLTY INVT TR SH BEN INT COM 313747206 1025 44700 SH SOLE 44700
D PA REAL ESTATE INVT TR SH BEN COM 709102107 44 2100 SH SOLE 2100
D BEDFORD PROP INVESTORS COM 076446301 46 2600 SH SOLE 2600
D WINSTON HOTELS INC COM COM 97563A102 40 3900 SH SOLE 3900
D GEN GROWTH PPTYS INC COM COM 370021107 1132 31900 SH SOLE 31900
D EXCEL LEGACY CORP COM COM 300665106 30 6400 SH SOLE 6400
D KRANZCO RLTY TR COMM SH BEN IN COM 50076E103 33 2500 SH SOLE 2500
D CRESCENT REAL ESTATE EQUITIES COM 225756105 1375 57900 SH SOLE 57900
D 1ST INDL RLTY TR INC COM COM 32054K103 1117 40700 SH SOLE 40700
D PAC GULF PPTYS INC COM COM 694396102 846 37400 SH SOLE 37400
D ROADWAY EXPRESS INC DEL COM COM 769742107 924 47700 SH SOLE 47700
D FURON CO COM COM 361106107 232 12200 SH SOLE 12200
D KRONOS INC COM COM 501052104 1574 34600 SH SOLE 34600
D CENTEX CONSTR PRODS INC COM COM 15231R109 2109 61800 SH SOLE 61800
D CENTEX CORP COM COM 152312104 13106 348900 SH SOLE 348900
D CRANE CO COM COM 224399105 2457 78162 SH SOLE 78162
D #REORG AVONDALE INDS INC COM E COM 054350103 2044 52400 SH SOLE 52400
D DAVE & BUSTERS INC COM COM 23833N104 1340 46200 SH SOLE 46200
D C-CUBE MICROSYSTEMS INC COM COM 125015107 5957 188000 SH SOLE 188000
D ETHAN ALLEN INTERIORS INC COM COM 297602104 5583 147900 SH SOLE 147900
D EAGLE GEOPHYSICAL INC COM COM 269524104 3 3562 SH SOLE 3562
D EMPI INC COM COM 291586105 717 29400 SH SOLE 29400
D RUSSELL CORP COM COM 782352108 1207 61900 SH SOLE 61900
D E G & G INC COM COM 268457108 3723 104500 SH SOLE 104500
D DELUXE CORP COM COM 248019101 4409 113600 SH SOLE 113600
D PROVIDENT BANKSHARES CORP COM COM 743859100 1864 80175 SH SOLE 80175
D ENGELHARD CORP COM COM 292845104 4002 176900 SH SOLE 176900
D VWR SCIENTIFIC PRODS CORP COM COM 918435108 1295 35300 SH SOLE 35300
D #REORG DANIEL INDS INC COM EXC COM 236235107 4935 230900 SH SOLE 230900
D SHOPKO STORES INC COM COM 824911101 5238 143500 SH SOLE 143500
D ENERGEN CORP COM COM 29265N108 1272 68300 SH SOLE 68300
D UMB FINL CORP COM COM 902788108 892 20800 SH SOLE 20800
D S W GAS CORP COM COM 844895102 1666 58200 SH SOLE 58200
D AMERICREDIT CORP COM 03060R101 1789 111800 SH SOLE 111800
D EMCOR GROUP INC COM COM 29084Q100 1133 45000 SH SOLE 45000
D GREAT ATLC & PAC TEA CO INC CO COM 390064103 1880 55600 SH SOLE 55600
D POOL ENERGY SVCS CO COM COM 732788104 1404 69100 SH SOLE 69100
D #REORG SIERRA PAC RES COM EX S COM 826425100 1906 52400 SH SOLE 52400
D ROPER INDS INC NEW COM COM 776696106 1859 58100 SH SOLE 58100
D TRANSATLANTIC HLDGS INC COM COM 893521104 892 11900 SH SOLE 11900
D UTD NATL BANCORP N J COM COM 910909100 254 10705 SH SOLE 10705
D F & M NATL CORP COM COM 302374103 501 15100 SH SOLE 15100
D RALCORP HLDGS INC NEW COM COM 751028101 3876 240400 SH SOLE 240400
D BARR LABS INC COM COM 068306109 1866 46800 SH SOLE 46800
D CAMBREX CORP COM COM 132011107 1355 51600 SH SOLE 51600
D WEBB DEL CORP COM COM 947423109 871 36500 SH SOLE 36500
D S W BANCORPORATION TEX INC COM COM 84476R109 895 49700 SH SOLE 49700
D VARLEN CORP COM COM 922248109 1662 41046 SH SOLE 41046
D NICOR INC COM COM 654086107 2223 58400 SH SOLE 58400
D ALLIED CAP CORP NEW COM COM 01903Q108 1229 51200 SH SOLE 51200
D KAUFMAN & BROAD HOME CORP COM COM 486168107 1709 68700 SH SOLE 68700
D O'SULLIVAN INDS HLDGS INC COM COM 688609106 825 48500 SH SOLE 48500
D SKY FINL GROUP INC COM COM 83080P103 766 28110 SH SOLE 28110
D SHARED MED SYS CORP COM COM 819486101 2258 34600 SH SOLE 34600
D MDU RES GROUP INC COM COM 552690109 958 42000 SH SOLE 42000
D TOWER AUTOMOTIVE INC COM COM 891707101 1999 78600 SH SOLE 78600
D WSFS FINL CORP COM COM 929328102 223 15200 SH SOLE 15200
D AVIALL INC NEW COM 05366B102 4336 230500 SH SOLE 230500
D BALDOR ELEC CO COM COM 057741100 1189 59833 SH SOLE 59833
D DVI INC COM COM 233343102 594 34700 SH SOLE 34700
D BROOKTROUT INC COM COM 114580103 1467 91300 SH SOLE 91300
D HELMERICH & PAYNE INC COM COM 423452101 2537 107400 SH SOLE 107400
D BILLING COM COM 090063108 2128 190200 SH SOLE 190200
D MARINE DRILLING COS INC COM PA COM 568240204 771 56300 SH SOLE 56300
D PERFORMANCE FOOD GROUP CO COM COM 713755106 973 35800 SH SOLE 35800
D TIMKEN CO COM COM 887389104 1580 81000 SH SOLE 81000
D F N B CORP PA COM COM 302520101 18 683 SH SOLE 683
D HLTH CARE PPTY INVS INC COM COM 421915109 843 29200 SH SOLE 29200
D TIMBERLAND CO CL A COM 887100105 1545 22700 SH SOLE 22700
D SEACOR HLDGS INC COM COM 811904101 1541 28800 SH SOLE 28800
D APTARGROUP INC COM COM 038336103 2010 67000 SH SOLE 67000
D THOMAS & BETTS CORP COM COM 884315102 2868 60700 SH SOLE 60700
D RAYCHEM CORP COM COM 754603108 3408 92100 SH SOLE 92100
D GENLYTE GROUP INC COM COM 372302109 258 11500 SH SOLE 11500
D MILACRON INC COM STK COM 598709103 1236 66800 SH SOLE 66800
D GALLAGHER ARTHUR J & CO COM COM 363576109 1609 32500 SH SOLE 32500
D USFREIGHTWAYS CORP COM COM 916906100 2232 48200 SH SOLE 48200
D XL CAP LTD-CL A COM G98255105 843 14914 SH SOLE 14914
D LA Z BOY INC COM COM 505336107 1829 79500 SH SOLE 79500
D VAL NATL BANCORP COM COM 919794107 923 32100 SH SOLE 32100
D RARE HOSPITALITY INTL INC COM COM 753820109 2270 89000 SH SOLE 89000
D NALCO CHEM CO COM COM 629853102 3694 71200 SH SOLE 71200
D HRPT PPTYS TR SH BEN INT COM S COM 40426W101 926 60500 SH SOLE 60500
D NORTHN BORDER PARTNERS L P UNI COM 664785102 460 14800 SH SOLE 14800
D #REORG JUNO LTG INC COM EXCH J COM 482047107 1443 58900 SH SOLE 58900
D BARRA INC COM COM 068313105 1141 45200 SH SOLE 45200
D HELEN TROY LTD COM STK COM G4388N106 875 48800 SH SOLE 48800
D ARTESYN TECHNOLOGIES INC COM COM 043127109 1045 47100 SH SOLE 47100
D DEPT 56 INC COM COM 249509100 2279 84800 SH SOLE 84800
D SUN INTL HOTELS LTD COM COM P8797T133 908 20300 SH SOLE 20300
D OM GROUP INC COM 670872100 1539 44600 SH SOLE 44600
D FMC CORP COM (NEW) COM 302491303 2384 34900 SH SOLE 34900
D MASTEC INC COM COM 576323109 644 22800 SH SOLE 22800
D HCC INS HLDGS INC COM COM 404132102 5853 258000 SH SOLE 258000
D MEREDITH CORP COM COM 589433101 2168 62600 SH SOLE 62600
D TRANS WORLD ENTMT CORP COM COM 89336Q100 772 68600 SH SOLE 68600
D WEBSTER FNCL CORP WATERBURY CO COM 947890109 829 30544 SH SOLE 30544
D RENT-WAY INC COM COM 76009U104 1347 54700 SH SOLE 54700
D TRANSN TECHNOLOGIES INDS INC C COM 89388T101 954 72000 SH SOLE 72000
D SCOTTS CO CL A COM 810186106 1843 38700 SH SOLE 38700
D COOPER TIRE & RUBBER CO COM, N COM 216831107 6551 277300 SH SOLE 277300
D AUTHENTIC FITNESS CORP COM COM 052661105 656 37500 SH SOLE 37500
D FULTON FINL CORP PA COM COM 360271100 860 41566 SH SOLE 41566
D BRADY CORP CL A COM STK COM 104674106 1183 36400 SH SOLE 36400
D HOLLYWOOD PK INC NEW COM COM 436255103 1522 89500 SH SOLE 89500
D REXALL SUNDOWN INC COM COM 761648104 575 47200 SH SOLE 47200
D BEAZER HOMES USA INC COM COM 07556Q105 379 16400 SH SOLE 16400
D INTER TEL INC COM COM 458372109 2095 114800 SH SOLE 114800
D CMNTY 1ST BANKSHARES INC COM COM 203902101 5389 225700 SH SOLE 225700
D FNCL SEC ASSURN HLDGS LTD COM COM 31769P100 3448 66300 SH SOLE 66300
D ST FRANCIS CAP CORP COM COM 789374105 252 11700 SH SOLE 11700
D SALTON INC COM COM 795757103 1160 23200 SH SOLE 23200
D MEN S WEARHOUSE INC COMMOM COM 587118100 1737 68100 SH SOLE 68100
D MC DERMOTT INTL INC COM $1 PAR COM 580037109 2065 73100 SH SOLE 73100
D STRIDE RITE CORP COM COM 863314100 1249 121100 SH SOLE 121100
D RYDER SYS INC COM COM 783549108 2168 84200 SH SOLE 84200
D AVIATION SALES CO COM COM 053672101 2587 65500 SH SOLE 65500
D FOOTSTAR INC COM COM 344912100 4734 127300 SH SOLE 127300
D HARMAN INTL INDS INC NEW COM 413086109 1558 35400 SH SOLE 35400
D RESPIRONICS INC COM COM 761230101 2585 170914 SH SOLE 170914
D WERNER ENTERPRISES INC COM COM 950755108 1815 87475 SH SOLE 87475
D NEIMAN MARCUS GROUP INC COM COM 640204103 858 33400 SH SOLE 33400
D CULLEN FROST BANKERS INC COM COM 229899109 2211 80200 SH SOLE 80200
D ATLAS AIR INC COM COM 049164106 955 29600 SH SOLE 29600
D TR CO N J JERSEY CY NEW COM COM 898304100 87 3700 SH SOLE 3700
D SELECTIVE INS GROUP INC COM COM 816300107 1359 71300 SH SOLE 71300
D #REORG BANCTEC INC COM EXCH @1 COM 059784108 893 49800 SH SOLE 49800
D PVTPL NEW HOLLAND N V COM COM N62648105 920 53700 SH SOLE 53700
D LUBYS INC COM COM 549282101 1175 78300 SH SOLE 78300
D ACTION PERFORMANCE COS INC COM COM 004933107 1297 39300 SH SOLE 39300
D DATASCOPE CORP COM COM 238113104 1581 49200 SH SOLE 49200
D GEHL CO COM COM 368483103 304 15000 SH SOLE 15000
D FIRST YRS INC COM COM 337610109 197 13100 SH SOLE 13100
D BALLARD MED PRODS COM COM 058566100 2194 94100 SH SOLE 94100
D AMER W HLDGS CORP CL B COM 023657208 3267 173100 SH SOLE 173100
D DYNEGY INC COM STK COM 26816L102 984 48300 SH SOLE 48300
D AMERN FREIGHTWAYS CORP COM COM 02629V108 1583 80900 SH SOLE 80900
D STD PAC CORP NEW COM COM 85375C101 1236 95100 SH SOLE 95100
D BLACK BOX CORP DEL COM COM 091826107 7639 152400 SH SOLE 152400
D FIRSTMERIT CORP COM COM 337915102 3123 111300 SH SOLE 111300
D LIQUI BOX CORP COM COM 536314107 134 2500 SH SOLE 2500
D BRUNSWICK CORP COM COM 117043109 3824 137200 SH SOLE 137200
D CORUS BANKSHARES INC COM COM 220873103 369 11600 SH SOLE 11600
D AIR EXPRESS INTL CORP COM COM 009104100 4757 187450 SH SOLE 187450
D PILGRIMS PRIDE CORP COM COM 721467108 1008 33600 SH SOLE 33600
D OSHKOSH B GOSH INC CL A COM 688222207 989 46800 SH SOLE 46800
D WHOLE FOODS MKT INC COM COM 966837106 3989 82999 SH SOLE 82999
D IHOP CORP NEW COM COM 449623107 2353 97800 SH SOLE 97800
D ANDOVER BANCORP INC DEL COM COM 034258103 352 11225 SH SOLE 11225
D USX-US STEEL GROUP COM COM 90337T101 11472 424900 SH SOLE 424900
D EQUITABLE RES INC COM COM 294549100 1212 32100 SH SOLE 32100
D TREDEGAR CORP INC COM 894650100 1393 61900 SH SOLE 61900
D INVACARE CORP COM COM 461203101 2707 101200 SH SOLE 101200
D CENT GARDEN & PET CO COM COM 153527106 287 28000 SH SOLE 28000
D CANANDAIGUA BRANDS INC CL A COM 137219200 6528 124500 SH SOLE 124500
D TJ INTL INC COM COM 872534102 1051 33900 SH SOLE 33900
D SLI INC COM COM 78442T108 1534 56800 SH SOLE 56800
D WET SEAL INC CL A COM 961840105 2516 87900 SH SOLE 87900
D RUBY TUESDAY INC COM COM 781182100 1416 74500 SH SOLE 74500
D FOSTER WHEELER CORP COM COM 350244109 1323 94100 SH SOLE 94100
D W PHARMACEUTICAL SVCS INC COM COM 955306105 243 6200 SH SOLE 6200
D SEITEL INC COM NEW COM 816074306 2046 126400 SH SOLE 126400
D JONES PHARMA INC COM COM 480236108 5430 137900 SH SOLE 137900
D NATL R V HLDGS INC COM COM 637277104 825 34000 SH SOLE 34000
D MONDAVI ROBERT CORP CL A COM 609200100 1375 37800 SH SOLE 37800
D FIRST MIDWEST BANCORP INC DEL COM 320867104 1904 47888 SH SOLE 47888
D HOLLINGER INTL INC CL A COM 435569108 767 64600 SH SOLE 64600
D PETCO ANIMAL SUPPLIES INC COM COM 716016100 1106 70200 SH SOLE 70200
D LANDSTAR SYS INC COM COM 515098101 1151 31900 SH SOLE 31900
D SKYLINE CORP COM COM 830830105 440 15000 SH SOLE 15000
D TALBOTS INC COM 874161102 1083 28400 SH SOLE 28400
D RYLAND GROUP INC COM COM 783764103 1425 48000 SH SOLE 48000
D INSITUFORM TECHNOLOGIES INC CL COM 457667103 1966 90900 SH SOLE 90900
D BEMIS CO INC COM COM 081437105 2393 60200 SH SOLE 60200
D ANCHOR GAMING COM COM 033037102 1509 31400 SH SOLE 31400
D WORTHINGTON INDS INC COM COM 981811102 2092 127300 SH SOLE 127300
D IT GROUP INC COM STK COM 465266104 969 60300 SH SOLE 60300
D URS CORP NEW COM COM 903236107 1255 42800 SH SOLE 42800
D M D C HLDGS INC COM COM 552676108 744 34600 SH SOLE 34600
D RYANS FAMILY STEAK HSES INC CO COM 783519101 2428 208900 SH SOLE 208900
D RELIANCE STL & ALUM CO COM COM 759509102 1119 28700 SH SOLE 28700
D DSP GROUP INC COM COM 23332B106 2358 65500 SH SOLE 65500
D CASEYS GEN STORES INC COM COM 147528103 1737 115800 SH SOLE 115800
D XTRA CORP COM COM 984138107 299 6500 SH SOLE 6500
D #REORG DIALOGIC CORP COM EXCH COM 252499108 1830 41700 SH SOLE 41700
D MICHAELS STORES INC COM COM 594087108 1939 63300 SH SOLE 63300
D CNB BANCSHARES INC COM COM 126126101 629 11038 SH SOLE 11038
D COMM BANCSHARES INC COM COM 200525103 894 22200 SH SOLE 22200
D TNP ENTERPRISES INC COM COM 872594106 1138 31400 SH SOLE 31400
D MALLINCKRODT INC NEW COM COM 561232109 9312 256000 SH SOLE 256000
D SNAP-ON INC COM COM 833034101 2645 73100 SH SOLE 73100
D ST JUDE MED INC COM COM 790849103 3203 89900 SH SOLE 89900
D TRACTOR SUP CO COM COM 892356106 787 28800 SH SOLE 28800
D MLP KINDER MORGAN ENERGY PARTN COM 494550106 3426 92587 SH SOLE 92587
D LINCOLN ELEC HLDGS INC COM COM 533900106 933 45500 SH SOLE 45500
D FL ROCK INDS INC COM COM 341140101 942 20700 SH SOLE 20700
D DEVON ENERGY CORP COM COM 251799102 1526 42600 SH SOLE 42600
D AAR CORP COM COM 000361105 552 24350 SH SOLE 24350
D CERNER CORP COM COM 156782104 608 29000 SH SOLE 29000
D CHECKPOINT SYS INC COM 162825103 247 27600 SH SOLE 27600
D ATLC COAST AIRLINES HLDG COM COM 048396105 378 19900 SH SOLE 19900
D NOVELLUS SYS INC COM COM 670008101 2341 34300 SH SOLE 34300
D INTERMAGNETICS GEN CORP COM COM 458771102 84 10894 SH SOLE 10894
D WORLD COLOR PRESS INC DEL COM COM 981443104 935 34000 SH SOLE 34000
D PHARMACEUTICAL PROD DEV INC CO COM 717124101 567 20700 SH SOLE 20700
D EXPEDITORS INTL WASH INC COM COM 302130109 1188 43600 SH SOLE 43600
D GEN SEMICONDUCTOR INC COM COM 370787103 297 32600 SH SOLE 32600
D UNITRODE CORP COM COM 913283107 5433 189400 SH SOLE 189400
D SOLA INTL INC COM COM 834092108 2393 123100 SH SOLE 123100
D INNOVEX INC COM COM 457647105 924 66000 SH SOLE 66000
D HA-LO INDS INC COM COM 404429102 391 39600 SH SOLE 39600
D ATMOS ENERGY CORP COM COM 049560105 678 27100 SH SOLE 27100
D THOMAS INDS INC COM COM 884425109 288 14050 SH SOLE 14050
D GRIFFON CORP COM COM 398433102 210 26900 SH SOLE 26900
D #REORG ORANGE & ROCKLAND UTILS COM 684065105 701 12000 SH SOLE 12000
D ZALE CORP NEW COM STK COM 988858106 1276 31900 SH SOLE 31900
D BIOMATRIX INC COM COM 09060P102 436 20200 SH SOLE 20200
D ALLEN TELECOM INC COM COM 018091108 267 24300 SH SOLE 24300
D DENDRITE INTL INC COM COM 248239105 744 20600 SH SOLE 20600
D BOWNE & CO INC COM COM 103043105 436 32600 SH SOLE 32600
D VINTAGE PETE INC COM COM 927460105 590 54900 SH SOLE 54900
D M S CARRIERS INC COM COM 553533100 320 10800 SH SOLE 10800
D INTEGRATED HLTH SERVICES INC C COM 45812C106 3962 495240 SH SOLE 495240
D STD MTR PRODS INC COM COM 853666105 282 11500 SH SOLE 11500
D INTL RECTIFIER CORP COM COM 460254105 610 45800 SH SOLE 45800
D US TR CORP NEW COM 91288L105 1526 16500 SH SOLE 16500
D INSIGHT ENTERPRISES INC COM COM 45765U103 547 22100 SH SOLE 22100
D HILB ROGAL & HAMILTON CO COM COM 431294107 260 11600 SH SOLE 11600
D GOTTSCHALKS INC COM COM 383485109 101 11100 SH SOLE 11100
D OWENS & MINOR INC NEW COM COM 690732102 800 72700 SH SOLE 72700
D HARBINGER CORP COM COM 41145C103 1340 107200 SH SOLE 107200
D FIRST AMERN FINL CORP CAL COM COM 318522307 949 53100 SH SOLE 53100
D CEPHALON INC CON COM 156708109 441 25400 SH SOLE 25400
D BOOKS-A-MILLION INC COM COM 098570104 118 15700 SH SOLE 15700
D PAXAR CORP COM COM 704227107 525 59100 SH SOLE 59100
D PIER 1 IMPORTS INC COM COM 720279108 969 86100 SH SOLE 86100
D REMINGTON OIL & GAS CORP COM COM 759594302 92 18900 SH SOLE 18900
D INCYTE PHARMACEUTICALS INC COM COM 45337C102 3075 116300 SH SOLE 116300
D ORBITAL SCI CORP COM COM 685564106 770 32600 SH SOLE 32600
D TOLL BROS INC COM COM 889478103 701 32700 SH SOLE 32700
D UNVL FST PRODS INC COM 913543104 393 18300 SH SOLE 18300
D K-SWISS INC CL A COM 482686102 3604 77500 SH SOLE 77500
D THREE-FIVE SYS INC COM COM 88554L108 91 6600 SH SOLE 6600
D #REORG VLSI TECH INC COM EXCH COM 918270109 841 40400 SH SOLE 40400
D DURA PHARMACEUTICALS INC COM COM 26632S109 489 41000 SH SOLE 41000
D UTD NAT FOODS INC COM COM 911163103 403 16300 SH SOLE 16300
D DIGI INTL INC COM COM 253798102 135 12900 SH SOLE 12900
D REGAL BELOIT CORP COM COM 758750103 437 18500 SH SOLE 18500
D RTI INTL METALS INC COM COM 74973W107 1100 74900 SH SOLE 74900
D RAYMOND JAMES FNCL INC COM STK COM 754730109 4207 175300 SH SOLE 175300
D MANITOWOC INC COM COM 563571108 2374 57025 SH SOLE 57025
D FACTSET RESH SYS INC COM COM 303075105 2551 45050 SH SOLE 45050
D NETWORK EQUIP TECHNOLOGIES COM COM 641208103 188 19000 SH SOLE 19000
D PA ENTERPRISES INC COM COM 708720107 282 9200 SH SOLE 9200
D C D I CORP COM COM 125071100 579 17000 SH SOLE 17000
D ANALYSTS INTL CORP COM COM 032681108 392 27250 SH SOLE 27250
D AMCAST INDL CORP COM COM 023395106 372 22800 SH SOLE 22800
D TX INDS INC COM 882491103 729 18800 SH SOLE 18800
D MEDQUIST INC COM COM 584949101 1256 28700 SH SOLE 28700
D TBC CORP COM COM 872180104 132 18700 SH SOLE 18700
D SYMMETRICOM INC COM 871543104 109 13400 SH SOLE 13400
D SMITH A O CORP COM 831865209 910 32500 SH SOLE 32500
D CILCORP INC COM COM 171794100 1825 29200 SH SOLE 29200
D OAKWOOD HOMES CORP COM COM 674098108 547 41700 SH SOLE 41700
D IDEXX LABS INC COM 45168D104 797 34200 SH SOLE 34200
D ORGANOGENESIS INC COM COM 685906109 245 26100 SH SOLE 26100
D AUSPEX SYS INC COM COM 052116100 250 23000 SH SOLE 23000
D J & J SNACK FOODS CORP COM COM 466032109 194 8100 SH SOLE 8100
D MENTOR CORP COM COM 587188103 1185 63600 SH SOLE 63600
D HNC SOFTWARE INC COM COM 40425P107 703 22800 SH SOLE 22800
D SHOREWOOD PACKAGING CORP COM COM 825229107 834 45250 SH SOLE 45250
D KIRBY CORP COM COM 497266106 390 18400 SH SOLE 18400
D MERRILL CORP COM COM 590175105 303 20900 SH SOLE 20900
D USA DETERGENTS INC COM COM 902938109 74 12200 SH SOLE 12200
D CATALINA MARKETING CORP COM COM 148867104 1500 16300 SH SOLE 16300
D ANCHOR BANCORP WIS INC COM COM 032839102 648 36400 SH SOLE 36400
D GOODYS FAMILY CLOTHING INC COM COM 382588101 337 29500 SH SOLE 29500
D LEGG MASON INC COM COM 524901105 1916 49766 SH SOLE 49766
D NEWFIELD EXPL CO COM 651290108 1018 35800 SH SOLE 35800
D CENT VT PUB SVC CORP COM COM 155771108 129 10100 SH SOLE 10100
D READ-RITE CORP COM COM 755246105 2765 445704 SH SOLE 445704
D PAREXEL INTL CORP COM COM 699462107 957 71900 SH SOLE 71900
D OXFORD INDS INC COM COM 691497309 207 7300 SH SOLE 7300
D WATKINS JOHNSON CO COM COM 942486101 171 5800 SH SOLE 5800
D INTERVOICE INC COM COM 461142101 2372 164300 SH SOLE 164300
D CONS GRAPHICS INC COM COM 209341106 635 12700 SH SOLE 12700
D NELSON THOMAS INC COM 640376109 145 13000 SH SOLE 13000
D BAKER J INC COM COM 057232100 107 12400 SH SOLE 12400
D SCOTT TECHNOLOGIES INC COM COM 810022301 304 15800 SH SOLE 15800
D ZEBRA TECHNOLOGIES CORP CL A COM 989207105 1061 27600 SH SOLE 27600
D AMERN STS WTR CO COM COM 029899101 224 7900 SH SOLE 7900
D G & K SVCS INC CL A COM 361268105 948 18100 SH SOLE 18100
D DISC AUTO PARTS INC COM COM 254642101 355 14700 SH SOLE 14700
D KULICKE & SOFFA INDS INC COM COM 501242101 5204 194100 SH SOLE 194100
D O SULLIVAN CORP COM COM 688605104 168 13800 SH SOLE 13800
D WD 40 CO COM COM 929236107 345 13800 SH SOLE 13800
D ADAPTIVE BROADBAND CORP COM COM 00650M104 287 13100 SH SOLE 13100
D TALK COM INC COM COM 874264104 596 53000 SH SOLE 53000
D HUGHES SUP INC COM COM 444482103 634 21350 SH SOLE 21350
D ST PAUL BANCORP INC COM COM 792848103 938 36800 SH SOLE 36800
D FREMONT GEN CORP COM COM 357288109 1168 61900 SH SOLE 61900
D PHILLIPS VAN HEUSEN CORP COM COM 718592108 241 24100 SH SOLE 24100
D VALMONT INDS INC COM COM 920253101 378 22200 SH SOLE 22200
D NATL INSTRS CORP COM COM 636518102 1175 29100 SH SOLE 29100
D QUAKER CHEM CORP COM COM 747316107 127 7800 SH SOLE 7800
D THOR INDS INC COM COM 885160101 305 10750 SH SOLE 10750
D COML FED CORP COM COM 201647104 1247 53800 SH SOLE 53800
D RURAL/METRO CORP COM COM 781748108 123 12800 SH SOLE 12800
D GRACO INC COM COM 384109104 523 17800 SH SOLE 17800
D WYNNS INTL INC COM COM 983195108 307 16650 SH SOLE 16650
D GUILFORD MLS INC COM COM 401794102 212 20400 SH SOLE 20400
D PHIL SUBN CORP COM PAR $0.50 COM 718009608 1134 49190 SH SOLE 49190
D GIBSON GREETINGS INC COM COM 374827103 89 14000 SH SOLE 14000
D SYNCOR INTL CORP NEW COM 87157J106 349 9700 SH SOLE 9700
D INS AUTO AUCTIONS INC COM COM 457875102 161 10000 SH SOLE 10000
D ELCOR CORP COM COM 284443108 1437 32900 SH SOLE 32900
D IONICS INC COM COM 462218108 518 14200 SH SOLE 14200
D ENZO BIOCHEM INC COM COM 294100102 223 22035 SH SOLE 22035
D DIXIE GROUP INC CL A COM 255519100 85 10000 SH SOLE 10000
D MORRISON KNUDSEN CORP NEW COM COM 61844A109 818 79300 SH SOLE 79300
D CENTIGRAM COMMUNICATIONS CORP COM 152317103 53 5700 SH SOLE 5700
D QUEENS CNTY BANCORP INC COM COM 748242104 837 25850 SH SOLE 25850
D GEON CO COM COM 37246W105 668 20700 SH SOLE 20700
D ORTHODONTIC CTRS AMER INC COM COM 68750P103 2824 199900 SH SOLE 199900
D STONE ENERGY CORP COM COM 861642106 564 13300 SH SOLE 13300
D N AMERN VACCINE INC COM COM 657201109 139 28500 SH SOLE 28500
D FROZEN FOOD EXPRESS INDS INC C COM 359360104 113 14800 SH SOLE 14800
D REP GROUP INC COM COM 760473108 445 24730 SH SOLE 24730
D DIMON INC COM COM 254394109 204 39400 SH SOLE 39400
D METHODE ELECTRS INC CL A COM 591520200 721 31500 SH SOLE 31500
D MOLECULAR BIOSYSTEMS INC COM COM 608513107 40 16400 SH SOLE 16400
D SOUTHN ENERGY HOMES INC COM COM 842814105 60 11200 SH SOLE 11200
D PK ELECTROCHEMICAL CORP COM COM 700416209 768 26700 SH SOLE 26700
D MYERS INDS INC COM COM 628464109 323 16170 SH SOLE 16170
D BANGOR HYDRO ELEC CO COM COM 060077104 105 6500 SH SOLE 6500
D OCEANEERING INTL INC COM COM 675232102 821 50900 SH SOLE 50900
D EXABYTE CORP COM 300615101 77 19900 SH SOLE 19900
D SPEEDFAM-IPEC INC COM COM 847705100 286 17800 SH SOLE 17800
D LILLY INDS INC CL A COM 532491107 754 40600 SH SOLE 40600
D TRENWICK GROUP INC COM COM 895290104 244 9900 SH SOLE 9900
D PROGRESS SOFTWARE CORP COM COM 743312100 428 15150 SH SOLE 15150
D EPICOR SOFTWARE CORP COM COM 29426L108 716 96267 SH SOLE 96267
D DAMARK INTL INC CL A COM 235691102 47 5600 SH SOLE 5600
D VERTEX PHARMACEUTICALS INC COM COM 92532F100 540 22400 SH SOLE 22400
D GENESIS HLTH VENTURES INC COM COM 371912106 94 31200 SH SOLE 31200
D COML METALS CO COM COM 201723103 368 12900 SH SOLE 12900
D TALK COM INC RT EXP 02-12-2000 COM 874264997 0 1870 SH SOLE 1870
D KELLWOOD CO COM COM 488044108 665 24500 SH SOLE 24500
D CLARCOR INC COM COM 179895107 564 29400 SH SOLE 29400
D CPI CORP COM COM 125902106 294 8900 SH SOLE 8900
D TRUSTCO BK CORP N Y COM COM 898349105 637 23685 SH SOLE 23685
D WHX CORP COM COM 929248102 103 15700 SH SOLE 15700
D NATL PRESTO INDS INC COM COM 637215104 249 6500 SH SOLE 6500
D UNITED BANKSHARES INC COM COM 909907107 1010 38100 SH SOLE 38100
D WOLVERINE TUBE INC COM COM 978093102 312 12400 SH SOLE 12400
D P-COM INC COM COM 693262107 227 43300 SH SOLE 43300
D TITAN INTL INC ILL COM COM 88830M102 220 18500 SH SOLE 18500
D WABASH NATL CORP COM COM 929566107 393 20300 SH SOLE 20300
D PHYCOR INC COM COM 71940F100 2429 328000 SH SOLE 328000
D OFFSHORE LOGISTICS INC COM COM 676255102 211 19000 SH SOLE 19000
D RAILTEX INC COM 750766107 112 8100 SH SOLE 8100
D AZTAR CORP COM COM 054802103 368 40000 SH SOLE 40000
D MUELLER INDS INC COM COM 624756102 6024 177500 SH SOLE 177500
D AMCOL INTL CORP COM COM 02341W103 345 24000 SH SOLE 24000
D MAGELLAN HLTH SVCS INC COM COM 559079108 529 52900 SH SOLE 52900
D BINDLEY WESTN INDS INC COM COM 090324104 2518 109200 SH SOLE 109200
D VISIO CORP COM COM 927914101 4701 123500 SH SOLE 123500
D DEVRY INC DEL COM COM 251893103 1374 61400 SH SOLE 61400
D HEARTLAND EXPRESS INC COM COM 422347104 434 26500 SH SOLE 26500
D HUTCHINSON TECH INC COM COM 448407106 2065 74400 SH SOLE 74400
D WOLVERINE WORLD WIDE INC COM COM 978097103 507 36200 SH SOLE 36200
D TELXON CORP COM COM 879700102 114 14300 SH SOLE 14300
D HALTER MARINE GROUP INC COM COM 40642Y105 169 25497 SH SOLE 25497
D SPS TECHNOLOGIES INC COM COM 784626103 420 11200 SH SOLE 11200
D NCS HEALTHCARE INC CL A COM 628874109 248 45700 SH SOLE 45700
D #REORG WHITTAKER CORP COM PAR COM 966680407 280 10000 SH SOLE 10000
D #REORG ST JOHN KNITS INC COM E COM 790289102 430 14700 SH SOLE 14700
D IMCO RECYCLING INC COM COM 449681105 252 14700 SH SOLE 14700
D CASTLE A M & CO COM COM 148411101 211 12400 SH SOLE 12400
D CTS CORP COM COM 126501105 840 12000 SH SOLE 12000
D RIGGS NATL CORP COM COM 766570105 557 27100 SH SOLE 27100
D COEUR D ALENE MINES CORP IDA C COM 192108108 90 19400 SH SOLE 19400
D SAFESKIN CORP COM 786454108 580 48300 SH SOLE 48300
D TETRA TECH INC NEW COM COM 88162G103 542 32875 SH SOLE 32875
D DELTA WOODSIDE INDS INC NEW CO COM 247909104 126 21400 SH SOLE 21400
D HS RES INC COM COM 404297103 243 16500 SH SOLE 16500
D JUST FOR FEET INC COM COM 48213P106 178 27600 SH SOLE 27600
D UTD ILLUM CO COM COM 910637107 539 12700 SH SOLE 12700
D CHEMED CORP COM COM 163596109 279 8400 SH SOLE 8400
D BOMBAY INC COM COM 097924104 248 33000 SH SOLE 33000
D FID NATL FINL INC COM COM 316326107 510 25520 SH SOLE 25520
D CHAMPION ENTERPRISES INC COM COM 158496109 793 42600 SH SOLE 42600
D CYRK INC COM COM 232817106 83 13700 SH SOLE 13700
D EATON VANCE CORP COM NON VTG COM 278265103 1095 31800 SH SOLE 31800
D WHITNEY HLDG CORP COM COM 966612103 823 20700 SH SOLE 20700
D ULTRATECH STEPPER INC COM COM 904034105 282 18700 SH SOLE 18700
D GARDNER DENVER INC COM COM 365558105 229 14200 SH SOLE 14200
D VALENCE TECH INC COM COM 918914102 174 23600 SH SOLE 23600
D PLAYERS INTL INC COM COM 727903106 203 28300 SH SOLE 28300
D FIRST BANCORP P R COM COM 318672102 596 26400 SH SOLE 26400
D UST CORP COM COM 902900109 1143 37800 SH SOLE 37800
D APOGEE ENTERPRISES INC COM COM 037598109 329 24500 SH SOLE 24500
D NJ RES CORP COM COM 646025106 812 21700 SH SOLE 21700
D LANDRYS SEAFOOD RESTAURANTS IN COM 51508L103 694 86800 SH SOLE 86800
D PANERA BREAD CO CL A COM 69840W108 68 10700 SH SOLE 10700
D POPE & TALBOT INC COM COM 732827100 144 11900 SH SOLE 11900
D WATSCO INC CL A COM 942622200 404 24700 SH SOLE 24700
D #REORG EXECUTIVE RISK INC COM COM 301586103 834 9800 SH SOLE 9800
D ADVANCED TISSUE SCIENCES INC C COM 00755F103 113 34800 SH SOLE 34800
D KEMET CORP COM COM 488360108 796 34700 SH SOLE 34700
D DIGITAL MICROWAVE CORP COM COM 253859102 697 54700 SH SOLE 54700
D BENTON OIL & GAS CO COM COM 083288100 52 26200 SH SOLE 26200
D HARTMARX CORP COM COM 417119104 129 30800 SH SOLE 30800
D ELECTRO SCIENTIFIC INDS INC CO COM 285229100 460 11000 SH SOLE 11000
D MICHAEL FOODS INC NEW COM COM 594079105 442 18800 SH SOLE 18800
D FRITZ COMPANIES INC COM COM 358846103 345 32100 SH SOLE 32100
D FRKLN COVEY CO COM COM 353469109 139 18800 SH SOLE 18800
D AMER BANKERS INS GROUP INC COM COM 024456105 3185 58500 SH SOLE 58500
D COOPER COS INC COM NEW COM 216648402 748 30000 SH SOLE 30000
D CIBER INC COM COM 17163B102 989 51700 SH SOLE 51700
D ROBERTS PHARMACEUTICAL CORP CO COM 770491108 2813 117200 SH SOLE 117200
D SIMPSON MFG INC COM COM 829073105 651 13700 SH SOLE 13700
D SEC DYNAMICS TECHNOLOGIES INC COM 814208104 767 36100 SH SOLE 36100
D CUSTOMTRACKS CORP COM COM 232046102 738 13200 SH SOLE 13200
D SPACELABS MED INC COM COM 846247104 157 8300 SH SOLE 8300
D BLDG MATLS HLDG CORP COM COM 120113105 129 11200 SH SOLE 11200
D LILLIAN VERNON CORP COM COM 532430105 104 8000 SH SOLE 8000
D INPUT/OUTPUT INC COM COM 457652105 337 44600 SH SOLE 44600
D TACO CABANA INC COM COM 873425102 123 12100 SH SOLE 12100
D C&D TECHNOLOGIES INC COM COM 124661109 916 29900 SH SOLE 29900
D ASPEN TECH INC COM COM 045327103 257 21900 SH SOLE 21900
D WESLEY JESSEN VISIONCARE INC C COM 951018100 489 15100 SH SOLE 15100
D GYMBOREE CORP COM COM 403777105 225 21400 SH SOLE 21400
D ANIXTER INTL INC COM COM 035290105 577 31600 SH SOLE 31600
D SUSQUEHANNA BANCSHARES INC PA COM 869099101 561 31700 SH SOLE 31700
D EASTN UTILS ASSOC COM COM 277173100 1037 35600 SH SOLE 35600
D TCBY ENTERPRISES INC COM COM 872245105 124 20300 SH SOLE 20300
D ASPECT TELECOMMUNICATIONS CORP COM 045237104 442 45300 SH SOLE 45300
D DELPHI FINL GROUP INC CL A COM 247131105 659 18366 SH SOLE 18366
D DRESS BARN INC COM COM 261570105 280 17500 SH SOLE 17500
D CENT HUDSON GAS & ELEC CORP CO COM 153609102 1264 30100 SH SOLE 30100
D MUT RISK MGMT LTD COM COM 628351108 1181 35400 SH SOLE 35400
D MACROMEDIA INC COM 556100105 6416 182000 SH SOLE 182000
D ANALOGIC CORP COM PAR $0.05 COM 032657207 348 11200 SH SOLE 11200
D HELIX TECH CORP COM COM 423319102 472 19700 SH SOLE 19700
D PENFORD CORP COM COM 707051108 107 6600 SH SOLE 6600
D FEDDERS CORP COM COM 313135105 215 32500 SH SOLE 32500
D COMM BANCORP INC N J COM COM 200519106 1030 24100 SH SOLE 24100
D PAC SUNWEAR CAL INC COM COM 694873100 662 27150 SH SOLE 27150
D HARMON INDS INC NEW COM COM 413136102 184 9300 SH SOLE 9300
D LONE STAR INDS INC COM NEW COM 542290408 669 17800 SH SOLE 17800
D CKE RESTAURANTS INC COM STK COM 12561E105 745 45837 SH SOLE 45837
D HAMBRECHT & QUIST GROUP COM COM 406545103 3584 97200 SH SOLE 97200
D BIO TECH GEN CORP COM COM 090578105 298 45900 SH SOLE 45900
D ABM INDS INC COM COM 000957100 586 19100 SH SOLE 19100
D LASON HLDGS INC COM COM 51808R107 814 16400 SH SOLE 16400
D ALLIANT TECHSYSTEMS INC COM COM 018804104 2431 28100 SH SOLE 28100
D PATTERSON DENTAL CO COM COM 703412106 2304 66300 SH SOLE 66300
D KENT ELECTRS CORP COM COM 490553104 489 24700 SH SOLE 24700
D HUFFY CORP COM COM 444356109 146 10400 SH SOLE 10400
D GC COS INC COM 36155Q109 243 6800 SH SOLE 6800
D VOLT INFORMATION SCIENCES INC COM 928703107 304 13300 SH SOLE 13300
D MICROAGE INC COM COM 594928103 68 17900 SH SOLE 17900
D SYS SOFTWARE ASSOC INC COM COM 871839106 70 42100 SH SOLE 42100
D MATL SCIENCES CORP COM COM 576674105 209 13900 SH SOLE 13900
D NFO WORLDWIDE INC COM COM 62910N108 265 18900 SH SOLE 18900
D SILICON VY GROUP INC COM COM 827066101 488 29000 SH SOLE 29000
D PLANTRONICS INC NEW COM COM 727493108 990 15200 SH SOLE 15200
D MICREL INC COM COM 594793101 1310 17700 SH SOLE 17700
D EARTHGRAINS CO COM COM 270319106 981 38000 SH SOLE 38000
D U S BIOSCIENCE INC COM PAR $0. COM 911646206 233 23900 SH SOLE 23900
D JO-ANN STORES INC CL A COM 47758P109 254 16900 SH SOLE 16900
D GREEN MTN PWR CORP COM COM 393154109 53 4700 SH SOLE 4700
D N W NAT GAS CO COM COM 667655104 528 21900 SH SOLE 21900
D LINENS N THINGS INC COM COM 535679104 1509 34500 SH SOLE 34500
D PLEXUS CORP COM COM 729132100 1247 41400 SH SOLE 41400
D TECHNITROL INC COM COM 878555101 461 14300 SH SOLE 14300
D YELLOW CORP COM COM 985509108 403 22700 SH SOLE 22700
D WINNEBAGO INDS INC COM COM 974637100 441 19600 SH SOLE 19600
D BLOUNT INTL INC CL A COM 095177101 892 32800 SH SOLE 32800
D APPLIED INDL TECHNOLOGIES INC COM 03820C105 365 19200 SH SOLE 19200
D PICTURETEL CORP COM NEW COM 720035302 273 34100 SH SOLE 34100
D CENTURA BNK INC COM COM 15640T100 1409 25000 SH SOLE 25000
D SKYWEST INC COM COM 830879102 536 21500 SH SOLE 21500
D STILLWATER MNG CO COM COM 86074Q102 978 30100 SH SOLE 30100
D DIAGNOSTIC PRODS CORP COM COM 252450101 569 20600 SH SOLE 20600
D MACDERMID INC COM COM 554273102 1256 27000 SH SOLE 27000
D HENRY JACK & ASSOC INC COM 426281101 695 17700 SH SOLE 17700
D BRUSH WELLMAN INC COM COM 117421107 263 14500 SH SOLE 14500
D RUSS BERRIE & CO INC COM COM 782233100 488 19700 SH SOLE 19700
D QUIKSILVER INC COM COM 74838C106 506 19400 SH SOLE 19400
D STANDEX INTL CORP COM COM 854231107 315 11500 SH SOLE 11500
D MIDWAY GAMES INC COM COM 598148104 432 33412 SH SOLE 33412
D PROTEIN DESIGN LABS INC COM 74369L103 670 30200 SH SOLE 30200
D SMITHFIELD FOODS INC COM COM 832248108 7537 225400 SH SOLE 225400
D TUBOSCOPE INC COM COM 898600101 542 39600 SH SOLE 39600
D CENT PKG CORP COM COM 154785109 1123 32800 SH SOLE 32800
D RADIAN GROUP INC COM COM 750236101 14319 293354 SH SOLE 293354
D REGENERON PHARMACEUTICALS INC COM 75886F107 214 27400 SH SOLE 27400
D SIMPSON INDS INC COM COM 829060102 165 16100 SH SOLE 16100
D CAP RE CORP COM COM 140432105 1070 66600 SH SOLE 66600
D BELDEN INC COM COM 077459105 1427 59600 SH SOLE 59600
D DYCOM INDS INC COM COM 267475101 6516 116350 SH SOLE 116350
D STD PRODS CO COM COM 853836104 364 14200 SH SOLE 14200
D BMC INDS INC MINN COM COM 055607105 248 24000 SH SOLE 24000
D US ONCOLOGY INC COM COM 90338W103 2914 242872 SH SOLE 242872
D FLOW INTL CORP COM COM 343468104 139 12900 SH SOLE 12900
D DELTA $ PINE LD CO COM COM 247357106 1072 34033 SH SOLE 34033
D POLARIS INDS INC COM COM 731068102 987 22700 SH SOLE 22700
D S3 INC COM COM 784849101 975 107200 SH SOLE 107200
D COMMSCOPE INC COM COM 203372107 1341 43600 SH SOLE 43600
D CABLE DESIGN TECHNOLOGIES CORP COM 126924109 1255 81300 SH SOLE 81300
D BUTLER MFG CO DEL COM COM 123655102 254 9100 SH SOLE 9100
D SUNRISE MED INC COM COM 867910101 140 19600 SH SOLE 19600
D PFT RECOVERY GROUP INTL INC CO COM 743168106 1126 23800 SH SOLE 23800
D AMRESCO INC COM COM 031909104 1005 156100 SH SOLE 156100
D CASCADE NAT GAS CORP COM COM 147339105 186 9800 SH SOLE 9800
D ITRON INC COM 465741106 111 13000 SH SOLE 13000
D FAIR ISAAC & CO INC COM COM 303250104 1024 29200 SH SOLE 29200
D ASHWORTH INC COM COM 04516H101 58 12500 SH SOLE 12500
D INTERIM SVCS INC COM COM 45868P100 3143 152400 SH SOLE 152400
D ROLLINS TRUCK LEASING CORP COM COM 775741101 575 51650 SH SOLE 51650
D SPORTS AUTH INC COM COM 849176102 125 28200 SH SOLE 28200
D X-RITE INC COM COM 983857103 120 18700 SH SOLE 18700
D #REORG DAMES & MOORE INC COM E COM 235713104 643 39900 SH SOLE 39900
D CARAUSTAR INDS INC COM COM 140909102 871 35300 SH SOLE 35300
D IMMUNE RESPONSE CORP DEL COM COM 45252T106 112 20800 SH SOLE 20800
D DIONEX CORP COM COM 254546104 802 19800 SH SOLE 19800
D MARSHALL INDS COM COM 572393106 528 14700 SH SOLE 14700
D EXPRESS SCRIPTS INC CL A COM 302182100 2642 43900 SH SOLE 43900
D RICHFOOD HLDGS INC COM COM 763408101 1851 105020 SH SOLE 105020
D BANKNORTH GROUP INC DEL COM COM 06646L100 673 20400 SH SOLE 20400
D AR BEST CORP DEL COM COM 040790107 172 17300 SH SOLE 17300
D SCHWEITZER-MAUDUIT INTL INC CO COM 808541106 212 14100 SH SOLE 14100
D MAXXIM MED INC COM COM 57777G105 967 41500 SH SOLE 41500
D BARRETT RES CORP COM PAR $0.01 COM 068480201 1082 28200 SH SOLE 28200
D JSB FINL INC COM COM 46624M100 432 8500 SH SOLE 8500
D BRIGHTPOINT INC COM COM 109473108 281 46400 SH SOLE 46400
D APPLIED MAGNETICS CORP COM COM 038213104 117 37300 SH SOLE 37300
D PILLOWTEX CORP COM COM 721501104 204 12490 SH SOLE 12490
D SONIC CORP COM COM 835451105 2365 72500 SH SOLE 72500
D NASHUA CORP COM COM 631226107 55 5600 SH SOLE 5600
D CARMIKE CINEMAS INC CL A COM 143436103 398 25000 SH SOLE 25000
D ANNTAYLOR STORES CORP COM COM 036115103 1026 22800 SH SOLE 22800
D POGO PROD CO COM COM 730448107 661 35500 SH SOLE 35500
D CORN PRODS INTL INC COM COM 219023108 3893 127900 SH SOLE 127900
D AQUARION CO COM 03838W101 610 17450 SH SOLE 17450
D IDEC PHARMACEUTICALS CORP COM COM 449370105 1364 17700 SH SOLE 17700
D PUB SVC CO N C INC COM COM 744516105 532 18200 SH SOLE 18200
D ST MARY LD & EXPL CO COM COM 792228108 197 9600 SH SOLE 9600
D MCWHORTER TECHNOLOGIES INC COM COM 582803102 131 9100 SH SOLE 9100
D HOLOGIC INC COM COM 436440101 76 13500 SH SOLE 13500
D BASSETT FURNITURE INDS INC COM COM 070203104 258 11300 SH SOLE 11300
D UNVL HEALTH SERVICES INC CL B COM 913903100 1385 29000 SH SOLE 29000
D HAGGAR CORP COM COM 405173105 89 6800 SH SOLE 6800
D LYDALL INC COM COM 550819106 159 13800 SH SOLE 13800
D ROBBINS & MYERS INC COM COM 770196103 214 9600 SH SOLE 9600
D FLEMING COS INC COM COM 339130106 394 33900 SH SOLE 33900
D DBT ONLINE INC COM COM 233044106 534 16300 SH SOLE 16300
D JAN BELL MARKETING INC COM COM 470760109 88 25100 SH SOLE 25100
D CATO CORP NEW CL A COM 149205106 282 24300 SH SOLE 24300
D LATTICE SEMICONDUCTOR CORP COM COM 518415104 1289 20700 SH SOLE 20700
D ARCTIC CAT INC COM COM 039670104 215 24100 SH SOLE 24100
D BIRMINGHAM STL CORP COM COM 091250100 111 26200 SH SOLE 26200
D NATL COMPUTER SYS INC COM COM 635519101 935 27700 SH SOLE 27700
D ETEC SYS INC COM COM 26922C103 622 18700 SH SOLE 18700
D GLOBAL INDL TECHNOLOGIES INC C COM 379335102 339 28100 SH SOLE 28100
D FILENET CORP COM COM 316869106 323 28200 SH SOLE 28200
D PRTY HEALTHCARE CORP CL B COM 74264T102 1215 35229 SH SOLE 35229
D FRONTIER INS GROUP INC NEW COM COM 359081106 503 32720 SH SOLE 32720
D LABOR READY INC COM NEW COM 505401208 813 25000 SH SOLE 25000
D BARNES GROUP INC COM COM 067806109 383 17600 SH SOLE 17600
D MICROS SYS INC COM COM 594901100 486 14300 SH SOLE 14300
D NBTY INC COM COM 628782104 2811 432400 SH SOLE 432400
D COR THERAPEUTICS INC COM 217753102 885 60000 SH SOLE 60000
D NEW ENG BUSINESS SVC INC COM COM 643872104 395 12800 SH SOLE 12800
D PHOTRONICS INC COM COM 719405102 524 21400 SH SOLE 21400
D JEFFERIES GROUP INC NEW COM COM 472319102 595 20500 SH SOLE 20500
D CN ENERGY CORP COM COM 207567108 729 18900 SH SOLE 18900
D STL TECHNOLOGIES INC COM COM 858147101 94 10000 SH SOLE 10000
D CONE MLS CORP N C COM COM 206814105 135 22500 SH SOLE 22500
D REGIS CORP MINN COM COM 758932107 643 33500 SH SOLE 33500
D SIERRA HLTH SVCS INC COM COM 826322109 1805 125000 SH SOLE 125000
D VITAL SIGNS INC COM COM 928469105 219 11000 SH SOLE 11000
D STD MICROSYSTEMS CORP COM COM 853626109 104 13700 SH SOLE 13700
D COMPUTER TASK GROUP INC COM COM 205477102 870 51200 SH SOLE 51200
D NASH FINCH CO COM COM 631158102 101 10000 SH SOLE 10000
D AVID TECH INC COM COM 05367P100 1446 89700 SH SOLE 89700
D JUSTIN INDS INC COM COM 482171105 325 23300 SH SOLE 23300
D ALPHA INDS INC COM COM 020753109 1745 36650 SH SOLE 36650
D PRIMARK CORP COM COM 741903108 528 18800 SH SOLE 18800
D BUCKEYE TECHNOLOGIES INC COM COM 118255108 477 31400 SH SOLE 31400
D DOWNEY FINL CORP COM COM 261018105 810 36935 SH SOLE 36935
D U S HOME CORP NEW COM COM 911920106 422 11900 SH SOLE 11900
D NAUTICA ENTERPRISES INC COM 639089101 560 33200 SH SOLE 33200
D CHIQUITA BRANDS INTL INC COM COM 170032106 521 57900 SH SOLE 57900
D COMWLTH ENERGY SYS COM SH BEN COM 202800108 2226 53000 SH SOLE 53000
D BENCHMARK ELECTRS INC COM COM 08160H101 830 23100 SH SOLE 23100
D ZENITH NATL INS CORP COM COM 989390109 372 15100 SH SOLE 15100
D HECLA MNG CO COM COM 422704106 101 48800 SH SOLE 48800
D INTERMET CORP COM COM 45881K104 345 22800 SH SOLE 22800
D COCA COLA BOTTLING CO CONS COM COM 191098102 414 7400 SH SOLE 7400
D SUPERIOR SVCS INC COM COM 868316100 769 28800 SH SOLE 28800
D INACOM CORP COM COM 45323G109 501 39668 SH SOLE 39668
D #REORG NORRELL CORP COM EXCH I COM 656301108 959 51000 SH SOLE 51000
D INSTEEL INDS INC COM COM 45774W108 68 7500 SH SOLE 7500
D HANGER ORTHOPEDIC GROUP INC CO COM 41043F208 331 23300 SH SOLE 23300
D LAWSON PRODS INC COM COM 520776105 242 9600 SH SOLE 9600
D VICOR CORP COM COM 925815102 5426 256100 SH SOLE 256100
D STURM RUGER & CO INC COM COM 864159108 254 23800 SH SOLE 23800
D ROYAL APPLIANCE MFG CO COM COM 780076105 123 17700 SH SOLE 17700
D SUMMIT TECH INC COM COM 86627E101 823 37400 SH SOLE 37400
D KROLL O GARA CO COM COM 501050108 402 18200 SH SOLE 18200
D KOMAG INC COM COM 500453105 157 47300 SH SOLE 47300
D UTD WTR RES INC COM COM 913190104 753 33200 SH SOLE 33200
D FOSSIL INC COM COM 349882100 943 19500 SH SOLE 19500
D CROSS TIMBERS OIL CO COM COM 227573102 602 40500 SH SOLE 40500
D PIONEER GROUP INC COM COM 723684106 395 22900 SH SOLE 22900
D STONE & WEBSTER INC COM COM 861572105 306 11500 SH SOLE 11500
D NATURES SUNSHINE PRODS INC COM COM 639027101 284 27000 SH SOLE 27000
D SWISS ARMY BRANDS INC COM COM 870827102 62 7000 SH SOLE 7000
D VARIAN MED SYS INC COM ISIN COM 92220P105 669 26500 SH SOLE 26500
D CYGNUS INC COM COM 232560102 254 19500 SH SOLE 19500
D TECH SOLUTIONS CO COM COM 87872T108 394 36400 SH SOLE 36400
D QUANEX CORP COM COM 747620102 1687 59200 SH SOLE 59200
D ADAC LABS COM NEW COM 005313200 566 78100 SH SOLE 78100
D K2 INC COM COM 482732104 131 14700 SH SOLE 14700
D O REILLY AUTOMOTIVE INC COM COM 686091109 1083 21500 SH SOLE 21500
D CASH AMER INVTS INC COM COM 14754D100 286 22200 SH SOLE 22200
D SVC EXPERTS INC COM COM 817567100 337 15400 SH SOLE 15400
D LIPOSOME INC COM COM 536310105 2375 124200 SH SOLE 124200
D ASTEC INDS INC COM COM 046224101 681 16700 SH SOLE 16700
D ELECTROGLAS INC COM COM 285324109 348 17400 SH SOLE 17400
D METRO NETWORKS INC COM COM 591918107 785 14700 SH SOLE 14700
D PIONEER STD ELECTRS INC COM COM 723877106 584 48700 SH SOLE 48700
D XIRCOM COM COM 983922105 637 21200 SH SOLE 21200
D HARLAND JOHN H CO COM COM 412693103 546 27400 SH SOLE 27400
D FAMILY GOLF CTRS INC COM COM 30701A106 777 101100 SH SOLE 101100
D LIBBEY INC COM COM 529898108 861 29700 SH SOLE 29700
D CABOT OIL & GAS CORP CL A COM 127097103 412 22100 SH SOLE 22100
D HUDSON UTD BANCORP COM COM 444165104 3674 117100 SH SOLE 117100
D KAMAN CORP CL A COM 483548103 328 20900 SH SOLE 20900
D TRIMBLE NAV LTD COM COM 896239100 252 19600 SH SOLE 19600
D TRIARC COS INC COM 895927101 478 22500 SH SOLE 22500
D SEI INVTS CO COM COM 784117103 1394 15800 SH SOLE 15800
D BE AEROSPACE INC COM COM 073302101 404 21600 SH SOLE 21600
D AMERN MGMT SYS INC COM COM 027352103 1190 37100 SH SOLE 37100
D TORO CO COM COM 891092108 445 11300 SH SOLE 11300
D ALLIANCE PHARMACEUTICAL CORP C COM 018773101 99 37700 SH SOLE 37700
D MAF BANCORP INC COM COM 55261R108 795 32800 SH SOLE 32800
D DAIN RAUSCHER CORP COM COM 233856103 595 11000 SH SOLE 11000
D GALEY & LORD INC COM COM 36352K103 46 10500 SH SOLE 10500
D COHERENT INC COM COM 192479103 393 21100 SH SOLE 21100
D BLANCH E W HLDGS INC COM COM 093210102 1521 22300 SH SOLE 22300
D ESTERLINE TECHNOLOGIES CORP CO COM 297425100 220 15300 SH SOLE 15300
D CHEMFIRST INC COM COM 16361A106 404 16600 SH SOLE 16600
D ORION CAP CORP COM COM 686268103 861 24000 SH SOLE 24000
D TETRA TECHNOLOGIES INC DEL COM COM 88162F105 114 12000 SH SOLE 12000
D MARCUS CORP DEL COM COM 566330106 339 27550 SH SOLE 27550
D LINDSAY MFG CO COM COM 535555106 205 11650 SH SOLE 11650
D ENHANCE FINL SVCS GROUP INC CO COM 293310108 654 33100 SH SOLE 33100
D SPARTAN MTRS INC COM COM 846819100 64 11100 SH SOLE 11100
D TCSI CORP COM COM 87233R106 51 19900 SH SOLE 19900
D CROSS A T CO CL A COM 227478104 81 14600 SH SOLE 14600
D COACHMEN INDS INC COM COM 189873102 342 14700 SH SOLE 14700
D WESTWOOD 1 INC COM COM 961815107 903 25300 SH SOLE 25300
D BROWN SHOE INC NEW COM COM 115736100 348 16000 SH SOLE 16000
D COVENTRY HLTH CARE INC COM COM 222862104 814 74400 SH SOLE 74400
D HADCO CORP COM COM 404681108 469 11800 SH SOLE 11800
D MASCOTECH INC COM 574670105 691 40800 SH SOLE 40800
D PEDIATRIX MED GROUP COM COM 705324101 287 13500 SH SOLE 13500
D AMES DEPT STORES INC COM NEW COM 030789507 4709 103200 SH SOLE 103200
D PREMIER BANCSHARES INC GA COM COM 739909109 403 22000 SH SOLE 22000
D SILICON VAL BANCSHARES COM N.P COM 827064106 834 33700 SH SOLE 33700
D MESA AIR GROUP INC COM COM 590479101 225 30000 SH SOLE 30000
D MS CHEM CORP COM NEW COM 605288208 227 23100 SH SOLE 23100
D ANGELICA CORP COM COM 034663104 136 7700 SH SOLE 7700
D SOUTHWESTN ENERGY CO COM COM 845467109 233 22100 SH SOLE 22100
D NOVEN PHARMACEUTICALS INC COM COM 670009109 217 35900 SH SOLE 35900
D PIEDMONT NAT GAS INC COM COM 720186105 847 27200 SH SOLE 27200
D BREED TECHNOLOGIES INC COM COM 106702103 73 32600 SH SOLE 32600
D PITTSTON CO BURL GROUP COM COM 725701882 162 17100 SH SOLE 17100
D PLAINS RES INC COM PAR $0.10 COM 726540503 283 14900 SH SOLE 14900
D CURATIVE HLTH SVCS INC COM COM 231264102 167 30400 SH SOLE 30400
D PRE PAID LEGAL SVCS INC COM COM 740065107 564 20800 SH SOLE 20800
D COMWLTH INDS INC DEL COM COM 203004106 176 14100 SH SOLE 14100
D APPLIED PWR INC CL A COM 038225108 937 34300 SH SOLE 34300
D OMNICOM GROUP INC COM COM 681919106 26720 334000 SH SOLE 334000
D OCCIDENTAL PETRO CORP COM COM 674599105 5389 255100 SH SOLE 255100
D CONAGRA INC COM COM 205887102 18262 685882 SH SOLE 685882
D ANHEUSER-BUSCH COMPANIES INC C COM 035229103 54750 771800 SH SOLE 771800
D COMPUTER ASSOC INTL INC COM COM 204912109 52006 949890 SH SOLE 949890
D UN CARBIDE CORP COM COM 905581104 4641 95200 SH SOLE 95200
D REGIONS FNCL CORP COM COM 758940100 6231 162100 SH SOLE 162100
D CMS ENERGY CORP COM COM 125896100 3534 84400 SH SOLE 84400
D AETNA INC COM STK COM 008117103 9128 102059 SH SOLE 102059
D BARD C R INC CAP COM 067383109 1774 37100 SH SOLE 37100
D MILLIPORE CORP COM COM 601073109 1290 31800 SH SOLE 31800
D POTLATCH CORP COM COM 737628107 910 20700 SH SOLE 20700
D PHILLIPS PETRO CO COM COM 718507106 9323 185300 SH SOLE 185300
D HEWLETT-PACKARD CO COM COM 428236103 144439 1437200 SH SOLE 1437200
D KNIGHT-RIDDER INC COM STK COM 499040103 3128 56800 SH SOLE 56800
D MBIA INC COM COM 55262C100 4668 72100 SH SOLE 72100
D BETHLEHEM STEEL CORP COM COM 087509105 719 93486 SH SOLE 93486
D SYNOVUS FINL CORP COM COM 87161C105 3898 196150 SH SOLE 196150
D WRIGLEY WM JR CO CAP COM 982526105 11166 125200 SH SOLE 125200
D PHILIP MORRIS COS INC COM COM 718154107 107132 2665800 SH SOLE 2665800
D AES CORP COM COM 00130H105 8132 139900 SH SOLE 139900
D JOHNSON & JOHNSON COM COM 478160104 216394 2208102 SH SOLE 2208102
D UN PLANTERS CORP COM COM 908068109 4607 103100 SH SOLE 103100
D ST PAUL COS INC COM COM 792860108 11519 362106 SH SOLE 362106
D GUIDANT CORP COM STK COM 401698105 30113 589000 SH SOLE 589000
D MCI WORLDCOM INC COM COM 55268B106 211946 2462700 SH SOLE 2462700
D PIONEER HI-BRED INTL INC COM COM 723686101 10069 258600 SH SOLE 258600
D LILLY ELI & CO COM COM 532457108 68015 949600 SH SOLE 949600
D IMS HLTH INC COM STK COM 449934108 10697 342300 SH SOLE 342300
D BOEING CO CAP COM 097023105 58367 1326520 SH SOLE 1326520
D SUN TR BANKS INC COM COM 867914103 29678 427400 SH SOLE 427400
D PE CORP PE BIOSYSTEMS GROUP CO COM 69332S102 4257 37100 SH SOLE 37100
D NEW CENTURY ENERGIES INC COM S COM 64352U103 12548 323300 SH SOLE 323300
D ST STR CORP COM COM 857477103 9955 116600 SH SOLE 116600
D DILLARDS INC CL A COM COM 254067101 5848 166500 SH SOLE 166500
D SPRINT CORP PCS COM SER 1 COM 852061506 18012 316000 SH SOLE 316000
D SIGMA-ALDRICH CORP COM COM 826552101 5586 162200 SH SOLE 162200
D MONSANTO CO COM COM 611662107 17890 452200 SH SOLE 452200
D UNITED HEALTHCARE CORP COM COM 910581107 24749 395200 SH SOLE 395200
D FLEET FINCL GROUP INC COM COM 338915101 32110 723596 SH SOLE 723596
D FHLMC VTG COM COM 313400301 43140 743800 SH SOLE 743800
D OWENS CORNING COM COM 69073F103 2038 59300 SH SOLE 59300
D DATA GEN CORP COM COM 237688106 533 36600 SH SOLE 36600
D HILTON HOTELS CORP COM COM 432848109 2645 186400 SH SOLE 186400
D PROGRESSIVE CORP OH COM COM 743315103 7656 52800 SH SOLE 52800
D WALT DISNEY CO COM COM 254687106 75050 2435700 SH SOLE 2435700
D SAFEWAY INC COM NEW COM 786514208 17741 358400 SH SOLE 358400
D US BANCORP DEL INC COM COM 902973106 23358 699863 SH SOLE 699863
D HASBRO INC COM COM 418056107 5892 210900 SH SOLE 210900
D AMERITECH CORP COM COM 030954101 94330 1283400 SH SOLE 1283400
D ALCAN ALUM LTD (NEW) COM COM 013716105 5169 161850 SH SOLE 161850
D HARRIS CORP COM COM 413875105 2970 75800 SH SOLE 75800
D ORACLE CORP COM COM 68389X105 38822 1045700 SH SOLE 1045700
D SEMPRA ENERGY INC COM STK COM 816851109 3905 172600 SH SOLE 172600
D MARSH & MC LENNAN CO'S INC COM 571748102 20443 270100 SH SOLE 270100
D EASTN ENTERPRISES COM COM 27637F100 660 16600 SH SOLE 16600
D COMPUTER SCI CORP COM COM 205363104 13914 201100 SH SOLE 201100
D INTL BUSINESS MACH CORP CAP COM 459200101 260219 2013300 SH SOLE 2013300
D ASSOC 1ST CAP CORP CL A COM COM 046008108 35114 795794 SH SOLE 795794
D TEX INSTR INC COM COM 882508104 80179 556800 SH SOLE 556800
D MOBIL CORP COM COM 607059102 98641 998900 SH SOLE 998900
D BOISE CASCADE CORP COM COM 097383103 1736 40500 SH SOLE 40500
D U S WEST INC NEW COM COM 91273H101 41009 698032 SH SOLE 698032
D TEX UTILS CO COM COM 882848104 25919 625500 SH SOLE 625500
D PROVIDIAN FINL CORP W/I COM ST COM 74406A102 21951 235400 SH SOLE 235400
D COOPER IND INC COM COM 216669101 5169 99400 SH SOLE 99400
D INCO LTD COM COM 453258402 2473 137400 SH SOLE 137400
D COMPUWARE CORP COM COM 205638109 8491 266900 SH SOLE 266900
D CHUBB CORP COM COM 171232101 16916 243400 SH SOLE 243400
D PEPSICO INC COM COM 713448108 72311 1869100 SH SOLE 1869100
D ALLIED SIGNAL INC COM COM 019512102 50999 809500 SH SOLE 809500
D GPU INC COM COM 36225X100 3814 90400 SH SOLE 90400
D DARDEN RESTAURANTS INC COM COM 237194105 6500 298000 SH SOLE 298000
D THERMO ELECTRON CORP COM COM 883556102 2315 115400 SH SOLE 115400
D SUPER VALU INC COM COM 868536103 5711 220700 SH SOLE 220700
D TEXTRON INC COM COM 883203101 17648 214400 SH SOLE 214400
D GREAT LAKES CHEM CORP COM COM 390568103 2704 58700 SH SOLE 58700
D LOUISIANA-PACIFIC CORP COM COM 546347105 1838 77000 SH SOLE 77000
D SOUTHERN CO COM STK COM 842587107 13277 501000 SH SOLE 501000
D AUTOZONE INC COM COM 053332102 5251 174300 SH SOLE 174300
D SPRINGS IND INC CL A COM COM 851783100 558 12800 SH SOLE 12800
D PACIFICORP COM COM 695114108 3927 213700 SH SOLE 213700
D CARNIVAL CORP COM COM 143658102 21466 442600 SH SOLE 442600
D CENDANT CORP COM STK COM 151313103 16367 798414 SH SOLE 798414
D KING WORLD PROD INC COM COM 495667107 4529 130100 SH SOLE 130100
D KLA-TENCOR CORP COM 482480100 4178 64400 SH SOLE 64400
D WESTVACO CORP COM COM 961548104 2082 71800 SH SOLE 71800
D SOLECTRON CORP COM COM 834182107 12217 183200 SH SOLE 183200
D FIRSTENERGY CORP COM COM 337932107 5230 168700 SH SOLE 168700
D RITE AID CORP COM COM 767754104 8481 344400 SH SOLE 344400
D DOVER CORP COM COM 260003108 17332 495200 SH SOLE 495200
D WINN-DIXIE STORES INC COM COM 974280109 3963 107300 SH SOLE 107300
D REP N.Y. CORP COM COM 760719104 6921 101500 SH SOLE 101500
D ITT INDS INC COM COM 450911102 3710 97300 SH SOLE 97300
D SHERWIN-WILLIAMS CO COM COM 824348106 5078 183000 SH SOLE 183000
D EQUIFAX INC COM COM 294429105 3733 104600 SH SOLE 104600
D EDISON INTL COM COM 281020107 9657 361000 SH SOLE 361000
D AMER EXPRESS CO COM COM 025816109 78413 602600 SH SOLE 602600
D KERR MCGEE CORP COM COM 492386107 3180 63366 SH SOLE 63366
D TJX COS INC COM NEW COM 872540109 27709 831800 SH SOLE 831800
D DAYTON-HUDSON CORP COM COM 239753106 35159 540900 SH SOLE 540900
D CHAMPION INTL CORP COM COM 158525105 3284 68600 SH SOLE 68600
D EXXON CORP COM COM 302290101 209950 2722200 SH SOLE 2722200
D BELLSOUTH CORP COM STK COM 079860102 100820 2185800 SH SOLE 2185800
D TENET HEALTHCARE CORP COM COM 88033G100 9385 505600 SH SOLE 505600
D SCHLUMBERGER LTD COM COM 806857108 32621 512202 SH SOLE 512202
D NATL CY CORP COM COM 635405103 26370 402600 SH SOLE 402600
D TELLABS INC COM COM 879664100 63516 940100 SH SOLE 940100
D ARMSTRONG WORLD IND INC COM COM 042476101 1694 29300 SH SOLE 29300
D GANNETT INC COM COM 364730101 24310 340600 SH SOLE 340600
D COMERICA INC COM COM 200340107 9201 154800 SH SOLE 154800
D F P L GROUP INC COM COM 302571104 7079 129600 SH SOLE 129600
D GOLDEN W. FNCL CORP COM COM 381317106 3979 40600 SH SOLE 40600
D SILICON GRAPHICS INC COM COM 827056102 2245 137100 SH SOLE 137100
D ROYAL DUTCH PETRO N.Y REGISTRY COM 780257804 148263 2460800 SH SOLE 2460800
D TORCHMARK CORP COM COM 891027104 11855 347400 SH SOLE 347400
D BANK N.Y. CO INC COM COM 064057102 31610 861600 SH SOLE 861600
D RALSTON-RALSTON PURINA GROUP COM 751277302 7156 235100 SH SOLE 235100
D DONNELLEY R R & SONS CO COM COM 257867101 5285 142600 SH SOLE 142600
D SBC COMMUNICATIONS INC COM COM 78387G103 142170 2451200 SH SOLE 2451200
D CONS NAT GAS CO COM COM 209615103 4180 68800 SH SOLE 68800
D BRISTOL MYERS SQUIBB CO COM COM 110122108 174720 2480500 SH SOLE 2480500
D CUMMINS ENGINE CO INC COM COM 231021106 2571 45000 SH SOLE 45000
D MC DONALDS CORP COM COM 580135101 78351 1905200 SH SOLE 1905200
D DUN & BRADSTREET CORP DEL COM COM 26483B106 4196 118400 SH SOLE 118400
D USX - MARATHON GROUP COM NEW COM 902905827 15229 467700 SH SOLE 467700
D ROHM & HAAS CO COM COM 775371107 12272 286224 SH SOLE 286224
D STAPLES INC COM COM 855030102 10370 335200 SH SOLE 335200
D AVERY DENNISON CORP COM COM 053611109 4921 81500 SH SOLE 81500
D NABISCO GROUP HLDG CORP COM ST COM 62952P102 7919 404800 SH SOLE 404800
D WARNER LAMBERT CO COM COM 934488107 62233 900300 SH SOLE 900300
D TOYS R US INC (HOLDING COMPANY COM 892335100 9123 441000 SH SOLE 441000
D IKON OFFICE SOLUTIONS INC COM COM 451713101 1631 108700 SH SOLE 108700
D GEN MILLS INC COM COM 370334104 22095 274900 SH SOLE 274900
D LONGS DRUG STORES CORP COM COM 543162101 975 28200 SH SOLE 28200
D WASTE MGMT INC DEL COM STK COM 94106L109 38637 718833 SH SOLE 718833
D ELECTR DATA SYS CORP NEW COM COM 285661104 20260 357800 SH SOLE 357800
D WALGREEN CO COM COM 931422109 31631 1076800 SH SOLE 1076800
D DU PONT E I DE NEMOURS & CO CO COM 263534109 73668 1078400 SH SOLE 1078400
D CENT & S. W. CORP COM COM 152357109 3572 152800 SH SOLE 152800
D AMER INTL GROUP INC COM COM 026874107 225718 1925104 SH SOLE 1925104
D CARDINAL HLTH INC COM 14149Y108 12607 196600 SH SOLE 196600
D CAP 1 FNCL COM COM 14040H105 14618 262500 SH SOLE 262500
D HALLIBURTON CO COM COM 406216101 30865 682102 SH SOLE 682102
D NATL SERVICE IND INC COM COM 637657107 1397 38800 SH SOLE 38800
D BMC SOFTWARE INC COM STK COM 055921100 10706 198267 SH SOLE 198267
D DUKE ENERGY CORP COM STK COM 264399106 21667 398025 SH SOLE 398025
D FREEPORT MCMORAN C & G CL B CO COM 35671D857 2100 117089 SH SOLE 117089
D AMERADA HESS CORP COM COM 023551104 3945 66300 SH SOLE 66300
D CONSTELLATION ENERGY GROUP INC COM 210371100 4005 135200 SH SOLE 135200
D UNICOM CORP COM COM 904911104 14700 381200 SH SOLE 381200
D BAKER HUGHES INC COM COM 057224107 16717 499010 SH SOLE 499010
D MICRON TECH INC COM COM 595112103 20772 512900 SH SOLE 512900
D GOODRICH B F CO COM COM 382388106 4276 100600 SH SOLE 100600
D HARRAH S ENTMT INC COM STK COM 413619107 2032 92100 SH SOLE 92100
D ADVANCED MICRO DEVICES INC COM COM 007903107 1925 106600 SH SOLE 106600
D AMER GEN CORP COM COM 026351106 37294 494776 SH SOLE 494776
D CHASE MANHATTAN CORP NEW COM COM 16161A108 101199 1169928 SH SOLE 1169928
D SUNOCO INC COM COM 86764P109 2004 66400 SH SOLE 66400
D GEN ELEC CO COM COM 369604103 531360 4702300 SH SOLE 4702300
D BK AMER CORP COM COM 060505104 163231 2226508 SH SOLE 2226508
D PHELPS DODGE CORP CAP COM 717265102 2570 41500 SH SOLE 41500
D COMPAQ COMPUTER CORP COM COM 204493100 40532 1711100 SH SOLE 1711100
D GAP INC COM COM 364760108 87336 1733724 SH SOLE 1733724
D V F CORP COM COM 918204108 10384 242900 SH SOLE 242900
D PARKER-HANNIFIN CORP COM COM 701094104 13075 285800 SH SOLE 285800
D HERSHEY FOODS CORP COM COM 427866108 9007 151700 SH SOLE 151700
D COCA COLA CO COM COM 191216100 202480 3265800 SH SOLE 3265800
D MCGRAW HILL COMPANIES INC COM COM 580645109 7697 142700 SH SOLE 142700
D ILL TOOL WKS INC COM COM 452308109 28384 347200 SH SOLE 347200
D EMERSON ELEC CO COM COM 291011104 33338 529700 SH SOLE 529700
D ATLC RICHFIELD CO COM COM 048825103 19746 236300 SH SOLE 236300
D AMER HOME PROD CORP COM COM 026609107 88644 1545000 SH SOLE 1545000
D UNISYS CORP COM COM 909214108 7624 195800 SH SOLE 195800
D CINERGY CORP COM COM 172474108 3709 115900 SH SOLE 115900
D APACHE CORP COM COM 037411105 13502 346200 SH SOLE 346200
D RAYTHEON CO CL B COM STK COM 755111408 31774 450700 SH SOLE 450700
D NIAGARA MOHAWK HLDGS INC COM I COM 653520106 2164 134700 SH SOLE 134700
D JOSTENS INC COM COM 481088102 522 24800 SH SOLE 24800
D FLUOR CORP COM COM 343861100 4099 101200 SH SOLE 101200
D WELLS FARGO & CO NEW COM STK COM 949746101 84333 1972700 SH SOLE 1972700
D SPRINT CORP COM COM 852061100 65980 1244900 SH SOLE 1244900
D SOUTHTRUST CORP COM COM 844730101 10710 279100 SH SOLE 279100
D CORNING INC COM COM 219350105 18015 256900 SH SOLE 256900
D NORTEL NETWORKS CORP COM ISIN COM 656569100 52141 600620 SH SOLE 600620
D GEN DYNAMICS CORP COM COM 369550108 13403 194600 SH SOLE 194600
D NACCO IND INC CL A COM COM 629579103 441 6000 SH SOLE 6000
D SEALED AIR CORP NEW COM STK COM 81211K100 3880 59800 SH SOLE 59800
D INTL PAPER CO COM COM 460146103 14784 294200 SH SOLE 294200
D K MART CORP COM COM 482584109 5895 357300 SH SOLE 357300
D DELL COMPUTER CORP COM COM 247025109 168002 4540600 SH SOLE 4540600
D NIKE INC CL B COM COM 654106103 12859 202900 SH SOLE 202900
D GA PAC CORP COM-GEORGIA PAC GR COM 373298108 7125 150400 SH SOLE 150400
D LAIDLAW INC NEW COM STK COM 50730K503 1780 241300 SH SOLE 241300
D CENTURYTEL INC COM ISIN US1567 COM 156700106 3977 100050 SH SOLE 100050
D MIRAGE RESORTS INC COM COM 60462E104 2404 143500 SH SOLE 143500
D UNOCAL CORP COM COM 915289102 7037 177600 SH SOLE 177600
D GRAINGER W W INC COM COM 384802104 8610 160000 SH SOLE 160000
D OWENS ILL INC COM NEW COM 690768403 3651 111700 SH SOLE 111700
D HARTFORD FINL SVCS GROUP INC C COM 416515104 28573 490000 SH SOLE 490000
D SCHERING-PLOUGH CORP COM COM 806605101 119726 2280500 SH SOLE 2280500
D HCR MANOR CARE INC COM COM 404134108 2593 107200 SH SOLE 107200
D CONS EDISON INC COM COM 209115104 10154 224400 SH SOLE 224400
D AUTODESK INC COM COM 052769106 1265 42800 SH SOLE 42800
D UN PAC RES GROUP INC COM COM 907834105 8414 515800 SH SOLE 515800
D MORGAN J P & CO INC COM COM 616880100 18040 128400 SH SOLE 128400
D 1ST UN CORP COM COM 337358105 67063 1423088 SH SOLE 1423088
D JEFFERSON-PILOT CORP COM COM 475070108 8140 122987 SH SOLE 122987
D ROWAN COMPANIES INC COM COM 779382100 1111 60900 SH SOLE 60900
D SEAGRAM LTD COM COM 811850106 15541 308500 SH SOLE 308500
D QUAKER OATS CO COM COM 747402105 20955 315700 SH SOLE 315700
D LOWES COS INC COM COM 548661107 29177 514700 SH SOLE 514700
D FEDT DEPT STORES INC DEL COM COM 31410H101 21498 406100 SH SOLE 406100
D MCKESSON HBOC INC COM COM 58155Q103 7082 220018 SH SOLE 220018
D SEAGATE TECH COM COM 811804103 16972 662326 SH SOLE 662326
D LUCENT TECHNOLOGIES INC COM COM 549463107 271861 4031305 SH SOLE 4031305
D #REORG PROVIDENT COS INC COM E COM 743862104 3928 98200 SH SOLE 98200
D CIGNA CORP COM COM 125509109 33838 380200 SH SOLE 380200
D HARCOURT GEN INC COM COM 41163G101 2645 51300 SH SOLE 51300
D WEYERHAEUSER CO COM COM 962166104 9879 143700 SH SOLE 143700
D TIME WARNER INC COM COM 887315109 95451 1314300 SH SOLE 1314300
D CROWN CORK & SEAL CO INC COM COM 228255105 6042 212000 SH SOLE 212000
D INTERPUBLIC GROUP COMPANIES IN COM 460690100 28881 333400 SH SOLE 333400
D CLOROX CO COM COM 189054109 13533 126700 SH SOLE 126700
D WATSON PHARMACEUTICALS INC COM COM 942683103 2416 68900 SH SOLE 68900
D GEN INSTR CORP DEL COM STK COM 370120107 5330 125400 SH SOLE 125400
D CABLETRON SYS INC COM COM 126920107 2136 164300 SH SOLE 164300
D WILLAMETTE IND INC COM COM 969133107 6868 149100 SH SOLE 149100
D LIZ CLAIBORNE INC COM COM 539320101 3121 85500 SH SOLE 85500
D ALLEGY TELEDYNE INC COM STK COM 017415100 8060 356246 SH SOLE 356246
D WILLIAMS CO INC COM COM 969457100 15399 361800 SH SOLE 361800
D PAYCHEX INC COM COM 704326107 5674 178000 SH SOLE 178000
D AMSOUTH BANCORPORATION COM COM 032165102 2959 127600 SH SOLE 127600
D LOEWS CORP COM COM 540424108 8601 108700 SH SOLE 108700
D NEWELL RUBBERMAID INC COM COM 651229106 21920 472659 SH SOLE 472659
D AFLAC INC COM COM 001055102 9259 193400 SH SOLE 193400
D DOMINION RES INC VA COM COM 257470104 5977 138000 SH SOLE 138000
D BECTON DICKINSON & CO COM COM 075887109 7515 250500 SH SOLE 250500
D CBS CORP COM STK COM 12490K107 22700 521100 SH SOLE 521100
D PUB SERVICE ENTERPRISE GROUP I COM 744573106 12738 312100 SH SOLE 312100
D FT JAMES CORP COM COM 347471104 12260 323700 SH SOLE 323700
D FRUIT OF LOOM INC CL A GCI COM G3682L105 508 52100 SH SOLE 52100
D MICROSOFT CORP COM COM 594918104 639826 7094400 SH SOLE 7094400
D MERCANTILE BANCORPORATION INC COM 587342106 6529 114300 SH SOLE 114300
D #REORG ADR VODAFONE GROUP PLC COM 92857T107 414 2100 SH SOLE 2100
D FORTUNE BRANDS INC COM STK COM 349631101 15545 375700 SH SOLE 375700
D EASTMAN KODAK CO COM COM 277461109 32534 480200 SH SOLE 480200
D MELLON BANK CORP COM COM 585509102 19672 540800 SH SOLE 540800
D MASCO CORP COM COM 574599106 11348 393000 SH SOLE 393000
D UTD TECHNOLOGIES CORP COM COM 913017109 60962 846700 SH SOLE 846700
D REEBOK INTL COM COM 758110100 752 40400 SH SOLE 40400
D CITIGROUP INC COM COM 172967101 228820 4817267 SH SOLE 4817267
D MERRILL LYNCH & CO INC COM COM 590188108 21147 266000 SH SOLE 266000
D KOHLS CORP COM COM 500255104 9025 117400 SH SOLE 117400
D BLOCK H & R INC COM COM 093671105 10160 203200 SH SOLE 203200
D PG& E CORP COM COM 69331C108 8943 275700 SH SOLE 275700
D CONSECO INC COM COM 208464107 34713 1140477 SH SOLE 1140477
D DOW CHEM CO COM COM 260543103 19964 157350 SH SOLE 157350
D KROGER CO COM COM 501044101 42162 1509180 SH SOLE 1509180
D LTD INC COM COM 532716107 6983 153900 SH SOLE 153900
D NORDSTROM INC COM COM 655664100 3434 102500 SH SOLE 102500
D P P & L RES INC COM COM 693499105 3484 113300 SH SOLE 113300
D FIRSTAR CORP NEW WIS COM COM 33763V109 20418 729200 SH SOLE 729200
D ENRON CORP COM COM 293561106 46139 564397 SH SOLE 564397
D DOLLAR GEN CORP COM COM 256669102 4573 157700 SH SOLE 157700
D DOW JONES & CO INC COM COM 260561105 3470 65400 SH SOLE 65400
D WASH MUT INC COM STK COM 939322103 23689 666120 SH SOLE 666120
D ABBOTT LAB COM COM 002824100 114481 2523000 SH SOLE 2523000
D UST INC COM COM 902911106 18660 636600 SH SOLE 636600
D MINN MNG & MFG CO COM COM 604059105 41374 475900 SH SOLE 475900
D GATEWAY INC COM COM 367626108 6710 113600 SH SOLE 113600
D FRKLN RES INC COM COM 354613101 10619 261400 SH SOLE 261400
D SAFECO CORP COM COM 786429100 4355 98700 SH SOLE 98700
D TRICON GLOBAL RESTAURANT INC COM 895953107 26399 487740 SH SOLE 487740
D SUN MICROSYSTEMS INC COM STK $ COM 866810104 76479 1110400 SH SOLE 1110400
D ALLTEL CORP COM COM 020039103 27320 382100 SH SOLE 382100
D LINCOLN NATL CORP COM COM 534187109 27370 523200 SH SOLE 523200
D ASHLAND INC COM COM 044204105 4550 113400 SH SOLE 113400
D SARA LEE CORP COM COM 803111103 36402 1604500 SH SOLE 1604500
D SEARS ROEBUCK & CO COM COM 812387108 18369 412200 SH SOLE 412200
D HUNTINGTON BANCSHARES INC COM COM 446150104 5319 151960 SH SOLE 151960
D HERCULES INC VTG COM COM 427056106 2838 72200 SH SOLE 72200
D ASARCO INC COM COM 043413103 536 28500 SH SOLE 28500
D BARRICK GOLD CORP COM 067901108 11774 607705 SH SOLE 607705
D XEROX CORP COM COM 984121103 57745 977700 SH SOLE 977700
D BSTN SCIENTIFIC CORP COM COM 101137107 26356 599842 SH SOLE 599842
D N.Y. TIMES CO CL A COM COM 650111107 7709 209400 SH SOLE 209400
D ARCHER-DANIELS-MIDLAND CO COM COM 039483102 6554 424537 SH SOLE 424537
D PEOPLES ENERGY CORP COM COM 711030106 961 25500 SH SOLE 25500
D GTE CORP COM COM 362320103 118724 1572500 SH SOLE 1572500
D EASTMAN CHEM CO COM COM 277432100 2898 56000 SH SOLE 56000
D HEALTHSOUTH CORP COM STK COM 421924101 8988 604233 SH SOLE 604233
D KEYCORP NEW COM COM 493267108 13952 434302 SH SOLE 434302
D ALBERTO-CULVER CO CL B COM COM 013068101 1821 68400 SH SOLE 68400
D 5TH 3RD BANCORP COM COM 316773100 12940 194400 SH SOLE 194400
D COCA COLA ENTERPRISES INC COM COM 191219104 15565 523200 SH SOLE 523200
D BESTFOODS COM COM 08658U101 14251 287900 SH SOLE 287900
D AMER ELEC PWR CO INC COM COM 025537101 7208 191900 SH SOLE 191900
D PITNEY BOWES INC COM COM 724479100 18845 293300 SH SOLE 293300
D CHEVRON CORP COM COM 166751107 67494 710000 SH SOLE 710000
D CYPRUS AMAX MIN CO COM STK COM 232809103 987 64700 SH SOLE 64700
D SCHWAB CHARLES CORP COM NEW COM 808513105 32174 295175 SH SOLE 295175
D LSI LOGIC CORP COM COM 502161102 31199 676400 SH SOLE 676400
D #REORG UNUM CORP COM N/C UNUMP COM 903192102 14082 257200 SH SOLE 257200
D REYNOLDS METALS CO COM COM 761763101 2726 46200 SH SOLE 46200
D NEXTEL COMMUNICATIONS INC CL A COM 65332V103 30736 612421 SH SOLE 612421
D RELIANT ENERGY INC COM COM 75952J108 9840 356203 SH SOLE 356203
D ALLERGAN INC COM COM 018490102 5339 48100 SH SOLE 48100
D INGERSOLL-RAND CO COM COM 456866102 14592 225800 SH SOLE 225800
D PENNEY J.C CO INC COM COM 708160106 9232 190100 SH SOLE 190100
D PLACER DOME INC COM COM 725906101 2740 233200 SH SOLE 233200
D PNC BNK CORP COM COM 693475105 33618 583400 SH SOLE 583400
D CASE CORP COM COM 14743R103 3528 73300 SH SOLE 73300
D HEINZ H J CO COM COM 423074103 13002 259400 SH SOLE 259400
D AMEREN CORP COM COM 023608102 4536 118200 SH SOLE 118200
D SUMMIT BANCORP COM COM 866005101 9650 230800 SH SOLE 230800
D BROWNING-FERRIS IND INC COM COM 115885105 4936 114800 SH SOLE 114800
D BANKBOSTON CORP COM STK COM 06605R106 12735 249100 SH SOLE 249100
D MOTOROLA INC COM COM 620076109 61682 651000 SH SOLE 651000
D WACHOVIA CORP COM NEW COM 929771103 17785 207858 SH SOLE 207858
D COLGATE-PALMOLIVE CO COM COM 194162103 32801 333000 SH SOLE 333000
D TIMES MIRROR CO SER A NEW COM COM 887364107 3081 52000 SH SOLE 52000
D DEERE & CO COM COM 244199105 10185 259900 SH SOLE 259900
D CONS STORES CORP COM COM 210149100 2862 106000 SH SOLE 106000
D BANK ONE CORP COM COM 06423A103 132059 2217150 SH SOLE 2217150
D PFIZER INC COM COM 717081103 200222 1836900 SH SOLE 1836900
D APPLIED MATERIALS INC COM COM 038222105 42530 575701 SH SOLE 575701
D AMER ON-LINE COM COM 02364J104 86075 782500 SH SOLE 782500
D TEMPLE INLAND INC COM COM 879868107 2738 39900 SH SOLE 39900
D CVS CORP COM STK COM 126650100 14306 281900 SH SOLE 281900
D MEDTRONIC INC COM COM 585055106 67365 865035 SH SOLE 865035
D MATTEL INC COM COM 577081102 25322 969269 SH SOLE 969269
D PEOPLESOFT INC COM COM 712713106 3012 174600 SH SOLE 174600
D INTL FLAVORS & FRAGRANCES INC COM 459506101 3366 76500 SH SOLE 76500
D CISCO SYS INC COM COM 17275R102 327736 5086100 SH SOLE 5086100
D TYCO INTL LTD NEW COM COM 902124106 118050 1245906 SH SOLE 1245906
D CAROLINA PWR & LT CO COM COM 144141108 5339 124700 SH SOLE 124700
D CIN FNCL CORP COM COM 172062101 4489 119500 SH SOLE 119500
D CERIDIAN CORP COM COM 15677T106 14964 457800 SH SOLE 457800
D ALLSTATE CORP COM COM 020002101 37809 1053900 SH SOLE 1053900
D NORTHROP GRUMMAN CORP COM COM 666807102 6585 99300 SH SOLE 99300
D HONEYWELL INC COM COM 438506107 15365 132600 SH SOLE 132600
D ALZA CORP COM COM 022615108 4038 79380 SH SOLE 79380
D MAY DEPT STORES CO COM COM 577778103 23127 565800 SH SOLE 565800
D NEWMONT MNG CORP COM COM 651639106 2382 119867 SH SOLE 119867
D #REORG TRANSAMERICA CORP COM E COM 893485102 6765 90200 SH SOLE 90200
D PPG IND INC COM COM 693506107 7353 124500 SH SOLE 124500
D AMGEN INC COM COM 031162100 49851 818900 SH SOLE 818900
D NATL SEMICONDUCTOR CORP COM COM 637640103 3088 122000 SH SOLE 122000
D MEAD CORP COM COM 582834107 3035 72700 SH SOLE 72700
D NUCOR CORP COM COM 670346105 9345 197000 SH SOLE 197000
D POLAROID CORP COM COM 731095105 874 31784 SH SOLE 31784
D TEKTRONIX INC COM COM 879131100 1026 34000 SH SOLE 34000
D BAUSCH & LOMB INC COM COM 071707103 3152 41200 SH SOLE 41200
D PACCAR INC COM COM 693718108 7745 145100 SH SOLE 145100
D BROWN-FORMAN INC CL B NON-VTG COM 115637209 3572 54800 SH SOLE 54800
D AT & T CORP COM STK COM 001957109 205220 3676950 SH SOLE 3676950
D HOME DEPOT INC COM COM 437076102 144172 2237400 SH SOLE 2237400
D ENTERGY CORP NEW COM COM 29364G103 8975 287200 SH SOLE 287200
D BELL ATLC CORP COM COM 077853109 115125 1760992 SH SOLE 1760992
D AVON PROD INC COM COM 054303102 25047 451300 SH SOLE 451300
D ADR UNILEVER N V NY SHS NEW COM 904784709 43199 619338 SH SOLE 619338
D COUNTRYWIDE CR IND INC COM COM 222372104 25382 593730 SH SOLE 593730
D NOVELL INC COM COM 670006105 9659 364500 SH SOLE 364500
D PHARMACIA & UPJOHN INC COM COM 716941109 20776 365700 SH SOLE 365700
D MORGAN ST DEAN W. & CO COM 617446448 68075 663340 SH SOLE 663340
D PROCTER & GAMBLE CO COM COM 742718109 187443 2100200 SH SOLE 2100200
D MBNA CORP COM COM 55262L100 33445 1092075 SH SOLE 1092075
D CAMPBELL SOUP CO COM COM 134429109 26044 561600 SH SOLE 561600
D MEDIAONE GROUP INC COM COM 58440J104 32517 437200 SH SOLE 437200
D PECO ENERGY CO COM COM 693304107 18802 449000 SH SOLE 449000
D ROCKWELL INTL CORP NEW COM STK COM 773903109 12369 203600 SH SOLE 203600
D ADOBE SYS INC COM COM 00724F101 13211 160800 SH SOLE 160800
D WENDY S INTL INC COM COM 950590109 11446 401600 SH SOLE 401600
D TEXACO INC COM COM 881694103 26397 423200 SH SOLE 423200
D FRONTIER CORP COM COM 35906P105 7299 124500 SH SOLE 124500
D SLM HLDG CORP COM STK COM 78442A109 5401 117900 SH SOLE 117900
D ALCOA INC COM STK COM 013817101 22652 366100 SH SOLE 366100
D APPLE COMPUTER INC COM COM 037833100 5354 115600 SH SOLE 115600
D COLUMBIA /HCA HEALTHCARE CORP COM 197677107 13377 586400 SH SOLE 586400
D TANDY CORP COM COM 875382103 10704 219000 SH SOLE 219000
D PARAMETRIC TECH CORP COM COM 699173100 11180 805800 SH SOLE 805800
D GRACE W R & CO DEL NEW COM STK COM 38388F108 2263 119100 SH SOLE 119100
D COMCAST CORP CL A SPL COM COM 200300200 20537 534300 SH SOLE 534300
D NAVISTAR INTL CORP NEW COM COM 63934E108 5425 108500 SH SOLE 108500
D HSEHD INTL INC COM COM 441815107 16439 347000 SH SOLE 347000
D BURL RES INC COM COM 122014103 5625 130057 SH SOLE 130057
D MOORE LTD COM COM 615785102 0 0 SH SOLE 0
D LOCKHEED MARTIN CORP COM COM 539830109 11736 315052 SH SOLE 315052
D GILLETTE CO COM COM 375766102 59909 1461200 SH SOLE 1461200
D BAXTER INTL INC COM COM 071813109 28239 465800 SH SOLE 465800
D HOMESTAKE MNG CO CAP COM 437614100 1527 186500 SH SOLE 186500
D PALL CORP COM COM 696429307 2021 91100 SH SOLE 91100
D COASTAL CORP COM COM 190441105 11552 287000 SH SOLE 287000
D ECOLAB INC COM COM 278865100 4053 92900 SH SOLE 92900
D PRAXAIR INC COM COM 74005P104 16727 341800 SH SOLE 341800
D SCIENTIFIC-ATLANTA INC COM COM 808655104 1955 54300 SH SOLE 54300
D KIMBERLY-CLARK CORP COM COM 494368103 46430 814568 SH SOLE 814568
D CIRCUIT CY STORES INC COM COM 172737108 6743 72500 SH SOLE 72500
D NORTHN STS PWR CO MINN COM COM 665772109 2673 110500 SH SOLE 110500
D SYSCO CORP COM COM 871829107 19119 641300 SH SOLE 641300
D BB&T CORP COM COM 054937107 10085 274900 SH SOLE 274900
D TRW INC COM COM 872649108 7040 128300 SH SOLE 128300
D AMER GREETINGS CORP CL A COM COM 026375105 1464 48600 SH SOLE 48600
D KELLOGG CO COM COM 487836108 12590 381500 SH SOLE 381500
D COSTCO COMPANIES INC COM COM 22160Q102 42033 525000 SH SOLE 525000
D AIR PROD & CHEM INC COM COM 009158106 9918 246400 SH SOLE 246400
D INTEL CORP CAP COM 458140100 292579 4917300 SH SOLE 4917300
D ONEOK INC COM STK COM 682680103 721 22700 SH SOLE 22700
D COLUMBIA ENERGY GROUP COM COM 197648108 17295 275900 SH SOLE 275900
D EMC CORP MASS COM COM 268648102 66523 1209500 SH SOLE 1209500
D MGIC INVT CORP WIS COM COM 552848103 8164 167900 SH SOLE 167900
D VIACOM COM CL B COM 925524308 21910 497946 SH SOLE 497946
D NORTHN TR CORP COM COM 665859104 7838 80800 SH SOLE 80800
D BATTLE MOUNTAIN GOLD CO COM COM 071593107 401 164700 SH SOLE 164700
D JOHNSON CTL INC COM COM 478366107 8075 116500 SH SOLE 116500
D ANDREW CORP COM COM 034425108 1131 59700 SH SOLE 59700
D SONAT INC COM COM 835415100 2673 80700 SH SOLE 80700
D BIOMET INC COM COM 090613100 8117 204200 SH SOLE 204200
D FIRST DATA CORP COM COM 319963104 15308 312800 SH SOLE 312800
D LEHMAN BROS HLDGS INC COM COM 524908100 5337 85900 SH SOLE 85900
D ANADARKO PETRO CORP COM COM 032511107 3269 88800 SH SOLE 88800
D CATERPILLAR INC COM COM 149123101 21540 359000 SH SOLE 359000
D MERCK & CO INC COM COM 589331107 245319 3332000 SH SOLE 3332000
D HUMANA INC COM COM 444859102 5166 399300 SH SOLE 399300
D AON CORP COM COM 037389103 7646 185350 SH SOLE 185350
D DTE ENERGY CO COM COM 233331107 6031 148000 SH SOLE 148000
D F.N.M.A. COM D/B/A FANNIE MAE COM 313586109 100055 1466000 SH SOLE 1466000
D WAL-MART STORES INC COM COM 931142103 312708 6481000 SH SOLE 6481000
D B.STEARNS & COMPANIES INC COM COM 073902108 14481 309745 SH SOLE 309745
D THREE COM CORP COMMON STOCK COM 885535104 9985 374154 SH SOLE 374154
D TRIBUNE CO COM COM 896047107 7449 85500 SH SOLE 85500
D COORS ADOLPH CO CL B NON-VTG C COM 217016104 2930 59200 SH SOLE 59200
D PEP BOYS-MANNY MOE & JACK COM COM 713278109 813 38700 SH SOLE 38700
D AUTO DATA PROCESSING INC COM COM 053015103 44752 1017100 SH SOLE 1017100
D MARRIOTT INTL INC NEW COM STK COM 571903202 6728 180000 SH SOLE 180000
D ALBERTSON S INC COM COM 013104104 26780 519376 SH SOLE 519376
D WHIRLPOOL CORP COM COM 963320106 8910 120400 SH SOLE 120400
D GENUINE PT CO COM COM 372460105 9810 280275 SH SOLE 280275
D MORGAN STAN DN WTR COM STK CAL COM 6174460A8 -9409 1930 SH SOLE 1930
D BOEING CORP COM STK CALL OPTIO COM 0970230K2 -391 625 SH SOLE 625
D KIMBERLY CLARK COM STK CALL OP COM 4943680A2 -1538 1465 SH SOLE 1465
D ITT INDS COM STK CALL OPTION COM 4509110I4 -306 295 SH SOLE 295
D LUCENT TECH COM STK CALL OPTIO COM 5494630A6 -20560 5938 SH SOLE 5938
D CITIGROUP INC COM STK CALL OPT COM 1729670A0 -5241 3250 SH SOLE 3250
D DILLARD DEPT STORES COM STK CA COM 2540670K8 -86 130 SH SOLE 130
D GENERAL ELECTRIC COM STK CALL COM 3696060A7 -38791 10310 SH SOLE 10310
D CISCO SYSTEMS INC COM STK CALL COM 17275R0A1 -41422 11506 SH SOLE 11506
D KEYCORP NEW COM STK CALL OPTIO COM 4932670I0 -52 375 SH SOLE 375
D CATAPILLAR INC COM STK CALL OP COM 1491230K8 -2213 989 SH SOLE 989
D COLUMBIA ENERGY COM STK CALL O COM 1976480K5 -1822 1715 SH SOLE 1715
D LIZ CLAIBORNE INC COM STK CALL COM 5393200J1 -20 45 SH SOLE 45
D HARTFORD FINANCIAL COM STK CAL COM 4165150L9 -1602 1780 SH SOLE 1780
D MICROSOFT COM STK CALL OPTION COM 5949180A3 -70268 13778 SH SOLE 13778
D PFIZER INC COM STK CALL OPTION COM 7170831A7 -5635 2300 SH SOLE 2300
D INTEL CORP COM STK CALL OPTION COM 4581400A9 -23783 10998 SH SOLE 10998
D BELLSOUTH COM STK CALL OPTION COM 0798600A1 -8051 5700 SH SOLE 5700
D AMGEN INC COM STK CALL OPTION COM 0311620A9 -11080 3905 SH SOLE 3905
D ELI LILLY COM STK CALL OPTION COM 5324570A7 -1669 1322 SH SOLE 1322
D EMERSON ELEC COM STK CALL OPTI COM 2910110L9 -321 475 SH SOLE 475
D CHEVRON CORP COM STK CALL OPTI COM 16675D0A0 -2970 1335 SH SOLE 1335
D KROGER CO COM STK CALL OPTION COM 5010440A0 -2913 4570 SH SOLE 4570
D WENDYS INTL INC COM STK CALL O COM 9505900L4 -1032 1965 SH SOLE 1965
D FORTUNE BRAND COM STK CALL OPT COM 3496310I3 -1610 1610 SH SOLE 1610
D COCA COLA CO COM STK CALL OPTI COM 1912160K7 -3705 3800 SH SOLE 3800
D ASHLAND INC COM STK CALL OPTIO COM 0442040G1 -7 180 SH SOLE 180
D BRISTOL MEYERS COM STK CALL OP COM 1101230A5 -24431 7320 SH SOLE 7320
D AMERITECH CORP COM STK CALL OP COM 0309540A0 -9010 3400 SH SOLE 3400
D CIGNA CORP COM STK CALL OPTION COM 1255090J9 -2706 1760 SH SOLE 1760
D DUKE ENERGY COM STK CALL OPTIO COM 2643990G2 -8 635 SH SOLE 635
D TJX COS INC NEW COM STK CALL O COM 8725400J9 -4201 5795 SH SOLE 5795
D HARRIS CORP COM STK CALL OPTIO COM 4138750K2 -28 45 SH SOLE 45
D EG&G INC COM STK CALL OPTION COM 2684570L3 -356 380 SH SOLE 380
D TANDY CORP COM STK CALL OPTION COM 8753820J3 -1238 690 SH SOLE 690
D COLUMBIA HCA COM STK CALL OPTI COM 1976770K4 -88 540 SH SOLE 540
D AMERICAN HOME INC COM STK CALL COM 0266090A6 -2002 1540 SH SOLE 1540
D AT&T CORP COM STK CALL OPTION COM 0019570A8 -12398 2645 SH SOLE 2645
D COORS ADOLPH COM STK CALL OPTI COM 2170160G0 -145 215 SH SOLE 215
D PROCTOR & GAMBLE COM STK CALL COM 7427180A8 -9134 3950 SH SOLE 3950
D LST AMR S&P 500 JAN 1450 CALL COM 12486Q0A9 69550 10700 SH SOLE 10700
D LST AMR S&P 500 INDX MATZ 1300 COM 12488Y0C6 -274510 18548 SH SOLE 18548
D LST AMR S&P 500 INDX MATZ 1400 COM 12486Q0C5 193827 18548 SH SOLE 18548
D LST AMER S&P 500 INDX DEC 1325 COM 12488Y0L6 377850 33000 SH SOLE 33000
D LST AMR S&P 500 JAN 1350 CALL COM 12488Y0A0 -110210 10700 SH SOLE 10700
D LST AMR S&P 500 INDX SEP 1200 COM 7839810I5 686475 40500 SH SOLE 40500
D LST AMR S&P 500 INDX SEP 1125 COM 12486T0I6 -947700 40500 SH SOLE 40500
D LST AMER S&P 500 INDX DEC 1225 COM 7839810L8 -625350 33000 SH SOLE 33000
D GALILEO TECH LTD COM COM M47298100 5302 117000 SH SOLE 117000
D ADR DE BEERS CONS MINES LTD A. COM 240253302 2939 123100 SH SOLE 123100
D ADR KONINKLIJKE PHILIPS ELECTR COM 500472204 3063 30360 SH SOLE 30360
D ACTEL CORP COM COM 004934105 2100 142400 SH SOLE 142400
D CDW COMPUTER CTRS INC COM COM 125129106 2851 64800 SH SOLE 64800
D TRAVELERS PPTY CAS CORP CL A C COM 893939108 3287 84000 SH SOLE 84000
D OCULAR SCIENCES INC COM COM 675744106 1599 92000 SH SOLE 92000
D IMPERIAL BANCORP COM COM 452556103 3937 198720 SH SOLE 198720
D GALILEO INTL INC COM COM 363547100 2939 55000 SH SOLE 55000
D VULCAN MATERIALS CO COM COM 929160109 6355 131700 SH SOLE 131700
D T-HQ INC COM NEW COM 872443403 3220 112000 SH SOLE 112000
D PEOPLES BNK BRIDGEPORT CONN CO COM 710198102 4931 162000 SH SOLE 162000
D ADR YPF SOCIEDAD ANONIMA SPONS COM 984245100 2280 60000 SH SOLE 60000
D ADR TELE DE MEX SA CV L RPSTG COM 879403780 3313 41000 SH SOLE 41000
D S W SECS GROUP INC COM COM 845224104 4580 64000 SH SOLE 64000
D SANTA FE INTL CORP COM STK COM G7805C108 3519 153000 SH SOLE 153000
D EAGLE USA AIRFREIGHT INC COM COM 270018104 3565 84000 SH SOLE 84000
D ADR PERUSAHAAN PERSEROAN PERSE COM 715680104 3120 160000 SH SOLE 160000
D ADR COMPANIA ANONIMA NACIONAL COM 204421101 2970 109000 SH SOLE 109000
D ADR TEVA PHARMACEUTICAL INDS L COM 881624209 2940 60000 SH SOLE 60000
D #REORG CHANCELLOR MEDIA CORP C COM 158915108 8081 146600 SH SOLE 146600
D CONEXANT SYS INC COM COM 207142100 21971 378400 SH SOLE 378400
D FORD MTR CO DEL COM COM 345370100 89161 1579811 SH SOLE 1579811
D DIAMOND OFFSHORE DRILLING INC COM 25271C102 7071 249200 SH SOLE 249200
D AMR CORP COM COM 001765106 17076 250200 SH SOLE 250200
D ADR BP AMOCO P L C SPONSORED A COM 055622104 9548 88000 SH SOLE 88000
D CDN NATL RY CO COM COM 136375102 3350 50000 SH SOLE 50000
D ELECTRONICS FOR IMAGING INC CO COM 286082102 10039 195400 SH SOLE 195400
D BASIN EXPL INC COM COM 070107107 3511 175000 SH SOLE 175000
D HARTFORD LIFE INC CL A COM 416592103 0 0 SH SOLE 0
D ADR TOTAL S A COM 89151E109 7926 123000 SH SOLE 123000
D N.W. AIRLS CORP CL A COM STK P COM 667280101 5025 154600 SH SOLE 154600
D BEST BUY INC COM STK COM 086516101 85543 1267300 SH SOLE 1267300
D PERSONNEL GROUP OF AMER INC CO COM 715338109 795 79500 SH SOLE 79500
D NICHOLS RESH CORP COM COM 653818104 53 2400 SH SOLE 2400
D PENN NATL GAMING INC COM COM 707569109 96 10400 SH SOLE 10400
D MLP KANEB PIPE LINE PARTNERS L COM 484169107 44 1400 SH SOLE 1400
D NORTHWESTN CORP COM COM 668074107 114 4700 SH SOLE 4700
D GBC BANCORP CAL COM COM 361475106 71 3500 SH SOLE 3500
D STD COML CORP COM COM 853258101 151 25744 SH SOLE 25744
D MICROTOUCH SYS INC COM COM 595145103 104 7000 SH SOLE 7000
D CYBEX COMPUTER PRODS CORP COM COM 232522102 881 31600 SH SOLE 31600
D ADR BUSINESS OBJECTS SA SPONSO COM 12328X107 3895 106700 SH SOLE 106700
D ISB FINL CORP LA COM COM 450091103 22 1000 SH SOLE 1000
D CENT NEWSPAPER INC CL A COM COM 154647101 776 20700 SH SOLE 20700
D VENTAS INC COM COM 92276F100 1495 278150 SH SOLE 278150
D CSS INDS INC COM COM 125906107 98 3500 SH SOLE 3500
D NEW ENG CMNTY BANCORP INC CL A COM 643890106 105 3800 SH SOLE 3800
D PRESIDENTIAL LIFE CORP COM COM 740884101 318 16200 SH SOLE 16200
D CALPINE CORP COM COM 131347106 1771 32800 SH SOLE 32800
D BALLANTYNE OMAHA INC COM COM 058516105 184 23730 SH SOLE 23730
D ADR CBT GROUP PUB LTD SPONSORE COM 124853300 731 44300 SH SOLE 44300
D EMMIS COMMUNICATIONS CORP COM 291525103 1847 37400 SH SOLE 37400
D FAIRFIELD CMNTYS INC COM PAR $ COM 304231301 1504 93300 SH SOLE 93300
D HEICO CORP NEW COM COM 422806109 93 3700 SH SOLE 3700
D MMI COS INC COM COM 553087107 152 9000 SH SOLE 9000
D ROGERS CORP COM COM 775133101 77 2600 SH SOLE 2600
D FIRST FINL HLDGS INC COM COM 320239106 135 7200 SH SOLE 7200
D ADR MERANT PLC COM 587336108 1118 57340 SH SOLE 57340
D CELLSTAR CORP COM 150925105 1080 137100 SH SOLE 137100
D ACTIVISION INC NEW COM NEW COM 004930202 960 65900 SH SOLE 65900
D REP SEC FINL CORP COM COM 760758102 103 12300 SH SOLE 12300
D GIANT CEM HLDG INC COM COM 374450104 80 3500 SH SOLE 3500
D COLUMBIA BKG SYS INC COM COM 197236102 61 3990 SH SOLE 3990
D ARMCO INC COM COM 042170100 1806 272600 SH SOLE 272600
D ACCEP INS COS INC COM COM 004308102 327 21700 SH SOLE 21700
D FIRST CASH FINANCIAL SERVICES COM 31942D107 39 4100 SH SOLE 4100
D MITEL CORP COM COM 606711109 130 19600 SH SOLE 19600
D QUEST DIAGNOSTICS INC COM COM 74834L100 736 26900 SH SOLE 26900
D RELIANCE BANCORP INC COM COM 759451107 152 5500 SH SOLE 5500
D COMPUTER NETWORK TECH CORP COM COM 204925101 3778 174700 SH SOLE 174700
D COML INTERTECH CORP COM COM 201709102 274 17200 SH SOLE 17200
D AMCORE FINL INC COM COM 023912108 136 5900 SH SOLE 5900
D ALAMO GROUP INC COM COM 011311107 25 2800 SH SOLE 2800
D SYNALLOY CORP COM COM 871565107 54 6700 SH SOLE 6700
D AL NATL BANCORPORATION DEL COM COM 010317105 40 1600 SH SOLE 1600
D SECOND BANCORP INC COM COM 813114105 41 1400 SH SOLE 1400
D MAVERICK TUBE CORP COM COM 577914104 2403 172400 SH SOLE 172400
D AVADO BRANDS INC COM COM 05336P108 271 32300 SH SOLE 32300
D FBL FINL GROUP INC CL A COM 30239F106 121 6200 SH SOLE 6200
D N W PIPE CO COM COM 667746101 38 2300 SH SOLE 2300
D HARLEYSVILLE GROUP INC COM COM 412824104 96 4700 SH SOLE 4700
D PROJ SOFTWARE & DEV INC COM COM 74339P101 484 15500 SH SOLE 15500
D METRO INFORMATION SVCS INC COM COM 59162P104 108 6500 SH SOLE 6500
D ICU MED INC COM COM 44930G107 57 3200 SH SOLE 3200
D CHERRY CORP COM COM 164541401 14 1000 SH SOLE 1000
D HOLLYWOOD ENTMT CORP COM COM 436141105 2887 147600 SH SOLE 147600
D FIRST REP BK SAN FRAN CAL COM COM 336158100 298 10300 SH SOLE 10300
D NPC INTL INC COM COM 629360306 331 21500 SH SOLE 21500
D BEN & JERRYS HOMEMADE INC CL A COM 081465106 72 2600 SH SOLE 2600
D SIMMONS 1ST NATL CORP CL A $5 COM 828730200 26 800 SH SOLE 800
D MOLECULAR DEVICES CORP COM COM 60851C107 278 7400 SH SOLE 7400
D MERCURY GEN CORP NEW COM COM 589400100 558 16400 SH SOLE 16400
D OEC MED SYS INC COM 670828102 404 16500 SH SOLE 16500
D ADVENT SOFTWARE INC COM STK COM 007974108 375 5600 SH SOLE 5600
D DAY RUNNER INC COM COM 239545106 205 16600 SH SOLE 16600
D NATL TECHTEAM INC COM COM 638108100 96 17500 SH SOLE 17500
D INTEGRATED SYS INC COM COM 45812M104 483 41100 SH SOLE 41100
D NATL CY BANCSHARES INC COM COM 635313109 54 1700 SH SOLE 1700
D MEDCO RESH INC COM COM 584059109 386 14700 SH SOLE 14700
D BSTN BEER INC CL A COM 100557107 195 24200 SH SOLE 24200
D OTTAWA FINL CORP COM COM 689389104 28 1320 SH SOLE 1320
D CA WTR SVC GROUP COM COM 130788102 102 3900 SH SOLE 3900
D GRUBB & ELLIS CO COM 400095204 29 5800 SH SOLE 5800
D COASTCAST CORP COM 19057T108 519 40700 SH SOLE 40700
D IMPATH INC COM COM 45255G101 691 25600 SH SOLE 25600
D MMC NETWORKS INC COM COM 55308N102 2600 58100 SH SOLE 58100
D D & K HEALTHCARE RES INC COM COM 232861104 69 2900 SH SOLE 2900
D REP BANCORP INC COM COM 760282103 191 12600 SH SOLE 12600
D OTTER TAIL PWR CO COM COM 689648103 150 3900 SH SOLE 3900
D LASER VISION CTR INC COM DBTFL COM 51807H100 3459 54900 SH SOLE 54900
D BIG FLOWER HLDGS INC COM COM 089159107 1399 43900 SH SOLE 43900
D CHAMPION INDS INC W V COM COM 158520106 10 1300 SH SOLE 1300
D DUFF & PHELPS CR RATING CO COM COM 26432F109 194 2900 SH SOLE 2900
D HLTH MGMT SYS INC COM COM 42219M100 226 41000 SH SOLE 41000
D FINL FED CORP COM COM 317492106 67 3050 SH SOLE 3050
D IMCLONE SYS INC COM COM 45245W109 1837 72400 SH SOLE 72400
D MID ATLC MED SVCS INC COM COM 59523C107 1879 190300 SH SOLE 190300
D MERIDIAN DIAGNOSTICS INC COM COM 589602101 16 2300 SH SOLE 2300
D BLUEGREEN CORP COM COM 096231105 68 12500 SH SOLE 12500
D INTERPOOL INC COM COM 46062R108 211 16200 SH SOLE 16200
D MF PMC COML TR MUT FD COM 693434102 114 8100 SH SOLE 8100
D BELL INDS INC COM COM 078107109 38 8600 SH SOLE 8600
D ANDRX CORP COM COM 034551101 3332 43200 SH SOLE 43200
D HOVNANIAN ENTERPRISES INC CL A COM 442487203 91 10400 SH SOLE 10400
D OSTEOTECH INC COM COM 688582105 3308 115050 SH SOLE 115050
D SCIENTIFIC GAMES HLDGS CORP CO COM 808747109 68 3500 SH SOLE 3500
D MORTONS RESTAURANTS GROUP INC COM 619429103 132 6900 SH SOLE 6900
D SEACOAST BKG CORP FLA CL A COM 811707108 24 800 SH SOLE 800
D BACOU USA INC COM COM 056439102 38 2200 SH SOLE 2200
D SOS STAFFING SVCS INC COM COM 78462X104 132 25100 SH SOLE 25100
D IRWIN FINL CORP COM COM 464119106 45 2300 SH SOLE 2300
D PHIL CONS HLDG CORP COM COM 717528103 181 7400 SH SOLE 7400
D BROWN & BROWN INC COM COM 115236101 68 1800 SH SOLE 1800
D BROADVISION INC COM COM 111412102 4919 66700 SH SOLE 66700
D GIBRALTAR STL CORP COM 37476F103 99 4000 SH SOLE 4000
D AARON RENTS INC CL B COM 002535201 165 7400 SH SOLE 7400
D GIANT INDS INC COM COM 374508109 113 11400 SH SOLE 11400
D GLIATECH INC COM COM 37929C103 696 27300 SH SOLE 27300
D STEWART INFORMATION SVCS CORP COM 860372101 858 40600 SH SOLE 40600
D EMPIRE DIST ELEC CO COM COM 291641108 248 9500 SH SOLE 9500
D #REORG NEXSTAR PHARMACEUTICALS COM 65333B106 199 10000 SH SOLE 10000
D COLONIAL GAS CO COM COM 195674106 118 3200 SH SOLE 3200
D GEN CABLE CORP DEL NEW COM COM 369300108 1147 71700 SH SOLE 71700
D MONACO COACH CORP COM COM 60886R103 590 13950 SH SOLE 13950
D KTI INC COM NEW COM 482689205 195 13700 SH SOLE 13700
D MICROWAVE PWR DEVICES INC DEL COM 59517M103 521 33900 SH SOLE 33900
D PEERLESS SYS CORP COM COM 705536100 353 33600 SH SOLE 33600
D ANIKA THERAPEUTICS INC COM COM 035255108 232 27300 SH SOLE 27300
D COLEMAN INC NEW COM COM 193559101 248 26500 SH SOLE 26500
D INTERTAPE POLYMER GROUP INC CO COM 460919103 123 4200 SH SOLE 4200
D FUNCO INC COM COM 360762108 207 11200 SH SOLE 11200
D FOAMEX INTL INC COM 344123104 74 13300 SH SOLE 13300
D ESCO ELECTRS CORP COM TR RCPT COM 269030201 191 14900 SH SOLE 14900
D FIRST CHARTER CORP COM COM 319439105 129 5200 SH SOLE 5200
D MERCER INTL INC SH BEN INT COM 588056101 800 133300 SH SOLE 133300
D RES-CARE INC COM 760943100 764 33600 SH SOLE 33600
D COOKER RESTAURANT CORP COM NEW COM 216284208 53 9600 SH SOLE 9600
D CAREMATRIX CORP COM COM 141706101 443 35600 SH SOLE 35600
D ASSISTED LIVING CONCEPTS INC C COM 04543L109 194 67400 SH SOLE 67400
D LIFE USA HLDG INC COM NEW COM 531918209 148 7300 SH SOLE 7300
D #REORG ROCHESTER GAS & ELEC CO COM 771367109 2239 84300 SH SOLE 84300
D FLIR SYS INC COM COM 302445101 112 7400 SH SOLE 7400
D RESMED INC COM COM 761152107 1988 59900 SH SOLE 59900
D COASTAL BANCORP INC COM COM 19041P105 194 11500 SH SOLE 11500
D LUNAR CORP COM COM 550362107 54 6900 SH SOLE 6900
D MERCHANTS BANCSHARES INC COM COM 588448100 20 900 SH SOLE 900
D ORIENTAL FINL GROUP INC COM COM 68618W100 121 5000 SH SOLE 5000
D ACT NETWORKS INC COM COM 000975102 338 19800 SH SOLE 19800
D GENCOR INDS INC COM COM 368678108 119 18800 SH SOLE 18800
D MTI TECH CORP COM COM 553903105 332 25400 SH SOLE 25400
D INDPT BK CORP MASS COM COM 453836108 107 6800 SH SOLE 6800
D CHARTWELL RE CORP COM COM 16139W109 158 8500 SH SOLE 8500
D SEMTECH CORP COM 816850101 1465 28100 SH SOLE 28100
D DAVOX CORP COM COM 239208101 720 60300 SH SOLE 60300
D CORVLE CORP COM COM 221006109 22 1000 SH SOLE 1000
D MYLEX CORP COM COM 628546103 291 50100 SH SOLE 50100
D CHATTEM INC COM COM 162456107 601 18900 SH SOLE 18900
D LNR PPTY CORP COM COM 501940100 342 16000 SH SOLE 16000
D MOVIE GALLERY INC COM COM 624581104 163 30400 SH SOLE 30400
D SCPIE HLDGS INC COM COM 78402P104 114 3500 SH SOLE 3500
D MS VY BANCSHARES INC COM COM 605720101 50 1500 SH SOLE 1500
D PERIPHONICS CORP COM COM 714005105 765 46700 SH SOLE 46700
D LESCO INC OH COM COM 526872106 90 4700 SH SOLE 4700
D SBS TECHNOLOGIES INC COM COM 78387P103 184 9100 SH SOLE 9100
D BRITE VOICE SYS INC COM COM 110411105 236 17000 SH SOLE 17000
D DATASTREAM SYS INC COM COM 238124101 891 55700 SH SOLE 55700
D PLANAR SYS INC COM 726900103 49 6300 SH SOLE 6300
D LIFECORE BIOMEDICAL INC COM COM 532187101 98 8500 SH SOLE 8500
D CROWN PAC PARTNERS L P UNIT RE COM 228439105 783 34800 SH SOLE 34800
D MTS SYS CORP COM COM 553777103 28 2300 SH SOLE 2300
D NEUROGEN CORP COM COM 64124E106 130 8900 SH SOLE 8900
D BANCORPSOUTH INC COM COM 059692103 58 3200 SH SOLE 3200
D FIRST ESSEX BANCORP INC COM COM 320103104 89 5500 SH SOLE 5500
D MINIMED INC COM COM 60365K108 5463 71000 SH SOLE 71000
D ROCK-TENN CO CL A COM 772739207 132 7900 SH SOLE 7900
D ATS MED INC COM COM 002083103 28 3500 SH SOLE 3500
D PENSKE MOTORSPORTS INC COM COM 709598106 243 4900 SH SOLE 4900
D CADMUS COMMUNICATIONS CORP COM COM 127587103 92 6700 SH SOLE 6700
D AMERN HERITAGE LIFE INVT CORP COM 026522102 118 4800 SH SOLE 4800
D PINNACLE BANC GROUP INC COM COM 723449104 57 1800 SH SOLE 1800
D RAINFOREST CAFE INC COM COM 75086K104 404 79800 SH SOLE 79800
D CLARIFY INC COM COM 180492100 714 17300 SH SOLE 17300
D SEROLOGICALS CORP COM COM 817523103 128 15700 SH SOLE 15700
D SPSS INC COM COM 78462K102 401 15600 SH SOLE 15600
D LSI INDS INC OH COM COM 50216C108 34 1400 SH SOLE 1400
D LANDAMERICA FINL GROUP INC COM COM 514936103 267 9300 SH SOLE 9300
D FIRSTFED FINL CORP DEL COM COM 337907109 314 16300 SH SOLE 16300
D RIVIANA FOODS INC DEL COM COM 769536103 17 900 SH SOLE 900
D FLUSHING FINL CORP COM COM 343873105 78 5100 SH SOLE 5100
D MILLENNIUM PHARMACEUTICALS INC COM 599902103 2848 79100 SH SOLE 79100
D GENTEK INC COM COM 37245X104 158 11400 SH SOLE 11400
D KELLSTROM INDS INC COM COM 488035106 571 31300 SH SOLE 31300
D CATHAY BANCORP INC COM COM 149150104 34 800 SH SOLE 800
D MEDICIS PHARMACEUTICAL CORP CL COM 584690309 3133 123450 SH SOLE 123450
D JEFFSN SVGS BANCORP INC COM COM 474900107 32 2300 SH SOLE 2300
D ASYST TECHNOLOGIES INC COM COM 04648X107 641 21400 SH SOLE 21400
D FWD AIR CORP COM COM 349853101 101 3600 SH SOLE 3600
D AKORN INC COM 009728106 82 20400 SH SOLE 20400
D PRIME MED SVCS INC NEW COM COM 74156D108 769 104300 SH SOLE 104300
D GELTEX PHARMACEUTICALS INC COM COM 368538104 214 11900 SH SOLE 11900
D BEC ENERGY COM STK COM 05538M101 4323 104800 SH SOLE 104800
D FORTE SOFTWARE INC COM COM 349546101 199 20500 SH SOLE 20500
D RECOTON CORP COM COM 756268108 150 16500 SH SOLE 16500
D ADVANTA CORP COM 007942105 508 28100 SH SOLE 28100
D REMEDY CORP COM COM 759548100 3435 127800 SH SOLE 127800
D LAKES GAMING INC COM COM 51206P109 403 36875 SH SOLE 36875
D INSIGNIA FINL GROUP INC NEW CO COM 45767A105 75 7100 SH SOLE 7100
D WESTN WIRELESS CORP CL A COM 95988E204 2160 80000 SH SOLE 80000
D INTERNET COM CORP COM STK COM 460967102 440 35000 SH SOLE 35000
D JUNIPER NETWORKS INC COM COM 48203R104 1490 10000 SH SOLE 10000
D KNIGHTSBRIDGE TANK LTD COM COM G5299G106 998 57000 SH SOLE 57000
D HUGOTON RTY TR TEX HUGOTON RTY COM 444717102 2038 200000 SH SOLE 200000
D VOICESTREAM WIRELESS CORP COM COM 928615103 2275 80000 SH SOLE 80000
D L-3 COMMUNICATIONS HLDG CORP C COM 502424104 2416 50000 SH SOLE 50000
D ALREF COM STK COM G03910109 1571 70000 SH SOLE 70000
D WESCO INTL INC COM COM 95082P105 2050 100000 SH SOLE 100000
D S.W. AIRL CO COM COM 844741108 23545 756462 SH SOLE 756462
D BERKSHIRE HATHAWAY INC CL B CO COM 084670207 34 15 SH SOLE 15
D VIATEL INC COM COM 925529208 561 10000 SH SOLE 10000
D MAYTAG CORP COM COM 578592107 6346 90900 SH SOLE 90900
D ASK JEEVES INC OC-COM COM 045174109 28 2000 SH SOLE 2000
D BERKSHIRE HATHAWAY INC DEL CL COM 084670108 1654 24 SH SOLE 24
D DANA CORP COM COM 235811106 6843 148558 SH SOLE 148558
D U.S. SURGICAL CORP VALUE SUPPO COM 912707114 0 524 SH SOLE 524
D STANLEY WKS COM COM 854616109 2031 63100 SH SOLE 63100
D CL ACTION PROCEEDS FOR COM FOR COM 181994104 0 0 SH SOLE 0
D NETWORK APPLIANCE INC COM COM 64120L104 2855 51100 SH SOLE 51100
D FDX CORP COM STK COM 31304N107 22057 406580 SH SOLE 406580
D DANAHER CORP COM COM 235851102 5597 96300 SH SOLE 96300
D BLACK & DECKER CORP COM COM 091797100 3907 61900 SH SOLE 61900
D FLA PROGRESS CORP COM COM 341109106 2875 69600 SH SOLE 69600
D DELTA AIR LINES INC COM COM 247361108 5751 99800 SH SOLE 99800
D NORFOLK SOUTHN CORP COM COM 655844108 8143 270300 SH SOLE 270300
D GOODYEAR TIRE & RUBBER CO COM COM 382550101 9116 155000 SH SOLE 155000
D GENERAL MOTORS CORP COMMON STO COM 370442105 51170 775300 SH SOLE 775300
D TENNECO INC (NEW) COM STK COM 88037E101 2889 121000 SH SOLE 121000
D UN PAC CORP COM COM 907818108 14992 257100 SH SOLE 257100
D U.S AIR GROUP COM COM 911905107 2287 52500 SH SOLE 52500
D OFFICE DEPOT INC COM COM 676220106 5871 266100 SH SOLE 266100
D KS CY SOUTHN INDS INC COM COM 485170104 5009 78500 SH SOLE 78500
D DELPHI AUTOMOTIVE SYS CORP COM COM 247126105 11497 621433 SH SOLE 621433
D FLEETWOOD ENTERPRISES INC COM COM 339099103 1898 71800 SH SOLE 71800
D BURL NORTHN SANTA FE CORP COM COM 12189T104 13073 421700 SH SOLE 421700
D EATON CORP COM COM 278058102 10920 118700 SH SOLE 118700
D WELLPOINT HLTH NETWORKS INC CL COM 94973H108 4074 48000 SH SOLE 48000
D CSX CORP COM COM 126408103 9769 215300 SH SOLE 215300
S REPORT SUMMARY 2240 DATA RECORDS 14976860
</TABLE>