UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
Check here if Amendment[ ]; Amendment Number:
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Aeltus Investment Management, Inc.
Address: 10 State House Square
Hartford, CT 06103-3602
13F File Number: 28-1217
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing this report is authorized
to submit it, that all information contained herein is true, correct and com-
plete, 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:
Name: Michael J. Sheridan
Title: Vice President, Securities Operations & Assistant Treasurer
Phone: 860-275-3896
Signature, Place, and Date of Signing
Michael J. Sheridan Hartford, CT May 12, 2000
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY REPORT
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,883
Form 13F Information Table Value Total: $24,802,893
List of Other included Managers:
No. 13F File Number Name
<PAGE>
<TABLE>
VALUE SHARES/ 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 AAR CORP COM 000361105 10 600 SH Sole 600
D A D C TELECOMMUNICATIONS COM 000886101 22 400 SH Shared 400
D A D C TELECOMMUNICATIONS COM 000886101 105614 1960345 SH Sole 1960345
D ABM INDS INC COM 000957100 24 1000 SH Sole 1000
D AFLAC INC COM 001055102 7340 161090 SH Sole 161090
D AGCO CORP COM 001084102 6 500 SH Sole 500
D AGL RES INC COM 001204106 31 1700 SH Sole 1700
D AES CORP COM 00130H105 33935 430926 SH Sole 430926
D AK STL HLDG CORP COM 001547108 29 2800 SH Sole 2800
D AMR CORP COM 001765106 2402 75357 SH Sole 75357
D AT&T CORP COM 001957109 250719 4457223 SH Sole 4457223
D AT&T CORP COM LIB GRP A 001957208 67628 1141400 SH Sole 1141400
D AVX CORP NEW COM 002444107 10879 143500 SH Sole 143500
D AXA FINL INC COM 002451102 54 1500 SH Sole 1500
D AARON RENTS INC COM 002535201 15 1000 SH Sole 1000
D ABBOTT LABS COM 002824100 52640 1495978 SH Sole 1495978
D ABERCROMBIE & FITCH CO CL A 002896207 64 4000 SH Sole 4000
D ABGENIX INC COM 00339B107 483 3500 SH Sole 3500
D ABOUT COM INC COM 003736105 9482 107600 SH Sole 107600
D ACE COMM CORP COM 004404109 2429 222100 SH Sole 222100
D ACNIELSEN CORP COM 004833109 43 1900 SH Sole 1900
D ACTRADE INTL LTD COM 004931101 906 56200 SH Sole 56200
D ACTEL CORP COM 004934105 111 3100 SH Sole 3100
D ACTIVCARD S A SPONSORED ADR 00505N109 1449 34000 SH Sole 34000
D ACUSON CORP COM 005113105 13 900 SH Sole 900
D ACXIOM CORP COM 005125109 37 1100 SH Sole 1100
D ADAC LABS COM NEW 005313200 14 1000 SH Sole 1000
D ADAPTIVE BROADBAND CORP COM 00650M104 86 1600 SH Sole 1600
D ADAPTEC INC COM 00651F108 9302 240825 SH Sole 240825
D ADELPHIA BUSINESS SOLUTIONS CL A 006847107 5904 95800 SH Sole 95800
D ADELPHIA COMMUNICATIONS CORP CL A 006848105 5 100 SH Sole 100
D ADOBE SYS INC COM 00724F101 12386 111274 SH Sole 111274
D ADTRAN INC COM 00738A106 131 2200 SH Sole 2200
D ADVANCE PARADIGM INC COM 007491103 12 1000 SH Sole 1000
D ADVANCED DIGITAL INFORMATION COM 007525108 14906 435200 SH Sole 435200
D ADVANCED FIBRE COMMUNICATIONS COM 00754A105 12876 205400 SH Sole 205400
D ADVANCED TISSUE SCIENCES INC COM 00755F103 18 2700 SH Sole 2700
D ADVO INC COM 007585102 588 23500 SH Sole 23500
D AERIAL COMMUNICATIONS INC COM 007655103 926 16300 SH Sole 16300
D ADVANCED MICRO DEVICES INC COM 007903107 7530 131955 SH Sole 131955
D ADVANCED ENERGY INDS COM 007973100 5620 110200 SH Sole 110200
D ADVENT SOFTWARE INC COM 007974108 6088 132700 SH Sole 132700
D AETNA INC COM 008117103 606 10874 SH Sole 10874
D AFFILIATED COMPUTER SERVICES CL A 008190100 61 1600 SH Sole 1600
D AFFILIATED MANAGERS GROUP COM 008252108 694 14600 SH Sole 14600
D AFFYMETRIX INC COM 00826T108 3622 24400 SH Sole 24400
D AFTERMARKET TECHNOLOGY CORP COM 008318107 953 76200 SH Sole 76200
D AGRIBRANDS INTL INC COM 00849R105 20 500 SH Sole 500
D AIR PRODS & CHEMS INC COM 009158106 3750 131859 SH Sole 131859
D AIRGAS INC COM 009363102 22 2700 SH Sole 2700
D AKORN INC COM 009728106 2003 210800 SH Sole 210800
D ALASKA AIR GROUP INC COM 011659109 21 700 SH Sole 700
D ALBANY INTL CORP CL A 012348108 15 1028 SH Sole 1028
D ALBEMARLE CORP COM 012653101 2548 122800 SH Sole 122800
D ALBERTO CULVER CO CL B CONV 013068101 451 18927 SH Sole 18927
D ALBERTSONS INC COM 013104104 833 26862 SH Sole 26862
D ALCAN ALUMINIUM LTD NEW COM 013716105 11204 330734 SH Sole 330734
D ALCIDE CORP COM NEW 013742507 1352 75100 SH Sole 75100
D ALCOA INC COM 013817101 45895 653304 SH Sole 653304
D ALEXANDER & BALDWIN INC COM 014482103 27 1300 SH Sole 1300
D ALEXANDRIA REAL ESTATE EQ INC COM 015271109 3831 127700 SH Sole 127700
D ALLEGHENY ENERGY INC COM 017361106 94 3400 SH Sole 3400
D ALLEGHENY TECHNOLOGIES INC COM 01741R102 693 34526 SH Sole 34526
D ALLEGIANCE TELECOM INC COM 01747T102 24 300 SH Sole 300
D ALLEN TELECOM INC COM 018091108 1842 115600 SH Sole 115600
D ALLERGAN INC COM 018490102 40 800 SH Shared 800
D ALLERGAN INC COM 018490102 59225 1184503 SH Sole 1184503
D ALLIANCE PHARMACEUTICAL CORP COM 018773101 4332 290000 SH Sole 290000
D ALLIANT CORP COM 018802108 73 2400 SH Sole 2400
D ALLIANT TECHSYSTEMS INC COM 018804104 4039 68600 SH Sole 68600
D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 75 11400 SH Sole 11400
D ALLMERICA FINL CORP COM 019754100 1035 20300 SH Sole 20300
D ALLSTATE CORP COM 020002101 1115 46840 SH Sole 46840
D ALLTEL CORP COM 020039103 10860 172207 SH Sole 172207
D ALPHA INDS INC COM 020753109 6878 72400 SH Sole 72400
D ALPHARMA INC CL A 020813101 4800 130600 SH Sole 130600
D ALTERA CORP COM 021441100 61797 692400 SH Sole 692400
D ALZA CORP DEL COM 022615108 351 9334 SH Sole 9334
D AMBAC FINL GROUP INC COM 023139108 1169 23200 SH Sole 23200
D AMCOL INTL CORP COM 02341W103 20 1300 SH Sole 1300
D AMERADA HESS CORP COM 023551104 14234 220262 SH Sole 220262
D AMEREN CORP COM 023608102 2311 74706 SH Sole 74706
D AMERICA ONLINE INC DEL COM 02364J104 27 400 SH Shared 400
D AMERICA ONLINE INC DEL COM 02364J104 278392 4139665 SH Sole 4139665
D AMERICA WEST HLDG CORP CL B 023657208 12808 826300 SH Sole 826300
D AMERICAN CAPITAL STRATEGIES COM 024937104 2251 88700 SH Sole 88700
D AMERICAN ELEC PWR INC COM 025537101 2742 91969 SH Sole 91969
D AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 8375 220750 SH Sole 220750
D AMERICAN EXPRESS CO COM 025816109 97367 653747 SH Sole 653747
D AMERICAN FREIGHTWAYS CORP COM 02629V108 22 1500 SH Sole 1500
D AMERICAN GENERAL CORP COM 026351106 8569 152670 SH Sole 152670
D AMERICAN GREETINGS CORP CL A 026375105 79 4342 SH Sole 4342
D AMERICAN HOME PRODS CORP COM 026609107 99568 1856746 SH Sole 1856746
D AMERICAN INTL GROUP INC COM 026874107 66 600 SH Shared 600
D AMERICAN INTL GROUP INC COM 026874107 277035 2529993 SH Sole 2529993
D AMERICAN ITALIAN PASTA CO CL A 027070101 22 900 SH Sole 900
D AMERICAN MGMT SYS INC COM 027352103 6230 142200 SH Sole 142200
D AMERICAN PWR CONVERSION CORP COM 029066107 339 7900 SH Sole 7900
D AMERICAN SOFTWARE INC CL A 029683109 3578 255600 SH Sole 255600
D AMERICAN STD COS INC DEL COM 029712106 141 3800 SH Sole 3800
D AMERICAN STS WTR CO COM 029899101 18 600 SH Sole 600
D AMERICAN WTR WKS INC COM 030411102 76 3200 SH Sole 3200
D AMERICAN XTAL TECHNOLOGY INC COM 030514103 32 1000 SH Sole 1000
D AMERICREDIT CORP COM 03060R101 3253 199400 SH Sole 199400
D AMES DEPT STORES INC COM NEW 030789507 37 1500 SH Sole 1500
D AMETEK INC NEW COM 031100100 23 1200 SH Sole 1200
D AMGEN INC COM 031162100 12 200 SH Shared 200
D AMGEN INC COM 031162100 123786 2016879 SH Sole 2016879
D AMKOR TECHNOLOGY INC COM 031652100 16195 305200 SH Sole 305200
D AMPHENOL CORP NEW CL A 032095101 7556 73900 SH Sole 73900
D AMSOUTH BANCORPORATION COM 032165102 472 31612 SH Sole 31612
D AMYLIN PHARMACEUTICALS INC COM 032346108 370 27300 SH Sole 27300
D ANADARKO PETE CORP COM 032511107 2808 72586 SH Sole 72586
D ANADIGICS INC COM 032515108 7382 111850 SH Sole 111850
D ANALOG DEVICES INC COM 032654105 42694 529950 SH Sole 529950
D ANALOGIC CORP COM PAR $0.05 032657207 26 700 SH Sole 700
D ANALYSTS INTL CORP COM 032681108 12 1200 SH Sole 1200
D ANAREN MICROWAVE INC COM 032744104 1179 12300 SH Sole 12300
D ANCHOR BANCORP WIS INC COM 032839102 8 500 SH Sole 500
D ANCHOR GAMING COM 033037102 27 700 SH Sole 700
D ANDREW CORP COM 034425108 1103 48214 SH Sole 48214
D ANDRX CORP COM 034551101 12312 106600 SH Sole 106600
D ANGELICA CORP COM 034663104 5 500 SH Sole 500
D ANHEUSER BUSCH COS INC COM 035229103 53 850 SH Shared 850
D ANHEUSER BUSCH COS INC COM 035229103 111118 1785029 SH Sole 1785029
D ANIXTER INTL INC COM 035290105 1397 50100 SH Sole 50100
D ANSYS INC COM 03662Q105 2012 187200 SH Sole 187200
D AON CORP COM 037389103 627 19449 SH Sole 19449
D APACHE CORP COM 037411105 27 550 SH Shared 550
D APACHE CORP COM 037411105 19416 390281 SH Sole 390281
D APARTMENT INVT & MGMT CO CL A 03748R101 2341 61300 SH Sole 61300
D APEX INC COM 037548104 59 1600 SH Sole 1600
D APOLLO GROUP INC CL A 037604105 34 1200 SH Sole 1200
D APPLE COMPUTER INC COM 037833100 83531 615043 SH Sole 615043
D APPLEBEES INTL INC COM 037899101 2836 100850 SH Sole 100850
D APRIA HEALTHCARE GROUP INC COM 037933108 40 2800 SH Sole 2800
D APPLIED INDL TECHNOLOGIES INC COM 03820C105 19 1200 SH Sole 1200
D APPLIED MATLS INC COM 038222105 24 250 SH Shared 250
D APPLIED MATLS INC COM 038222105 326213 3461148 SH Sole 3461148
D APPLIED PWR INC CL A 038225108 54 1900 SH Sole 1900
D APPLIED MICRO CIRCUITS CORP COM 03822W109 21069 140400 SH Sole 140400
D APPLIED SCIENCE & TECHNOLOGY COM 038236105 487 16100 SH Sole 16100
D APTARGROUP INC COM 038336103 48 1800 SH Sole 1800
D ARCH COAL INC COM 039380100 3 388 SH Sole 388
D ARCH COMMUNICATIONS GROUP INC COM NEW 039381504 2905 374900 SH Sole 374900
D ARCHER DANIELS MIDLAND CO COM 039483102 3379 325655 SH Sole 325655
D ARCHSTONE CMNTYS TR SH BEN INT 039581103 991 49700 SH Sole 49700
D ARCTIC CAT INC COM 039670104 14 1400 SH Sole 1400
D ARGOSY GAMING CO COM 040228108 1489 104500 SH Sole 104500
D ARGUSS HLDGS INC COM 040282105 1114 49800 SH Sole 49800
D ARKANSAS BEST CORP DEL COM 040790107 669 63700 SH Sole 63700
D ARNOLD INDS INC COM 042595108 10 800 SH Sole 800
D ARQULE INC COM 04269E107 652 48300 SH Sole 48300
D ARROW ELECTRS INC COM 042735100 1146 32500 SH Sole 32500
D ARTESYN TECHNOLOGIES INC COM 043127109 17 900 SH Sole 900
D ARTHROCARE CORP COM 043136100 5722 62200 SH Sole 62200
D ARVIN INDS INC COM 043339100 25 1100 SH Sole 1100
D ASHLAND INC COM 044204105 594 17757 SH Sole 17757
D ASHWORTH INC COM 04516H101 2 500 SH Sole 500
D ASPECT COMMUNICATIONS CORP COM 04523Q102 122 3300 SH Sole 3300
D ASPEN TECHNOLOGY INC COM 045327103 145 3600 SH Sole 3600
D ASSOCIATED BANC CORP COM 045487105 69 2300 SH Sole 2300
D ASSOCIATES FIRST CAP CORP CL A 046008108 907 42319 SH Sole 42319
D ASTEC INDS INC COM 046224101 2988 112500 SH Sole 112500
D ASTORIA FINL CORP COM 046265104 8598 303000 SH Sole 303000
D ASYST TECHNOLOGY CORP COM 04648X107 7599 129900 SH Sole 129900
D ATLANTIC RICHFIELD CO COM 048825103 23196 272890 SH Sole 272890
D ATMEL CORP COM 049513104 10 200 SH Shared 200
D ATMEL CORP COM 049513104 21584 418100 SH Sole 418100
D ATWOOD OCEANICS INC COM 050095108 5007 75500 SH Sole 75500
D AUDIOVOX CORP CL A 050757103 6151 141000 SH Sole 141000
D AURORA BIOSCIENCES CORP COM 051920106 3360 82200 SH Sole 82200
D AUSPEX SYS INC COM 052116100 8 700 SH Sole 700
D AUTODESK INC COM 052769106 763 16759 SH Sole 16759
D AUTOMATIC DATA PROCESSING INC COM 053015103 17802 368953 SH Sole 368953
D AUTONATION INC COM 05329W102 6 700 SH Sole 700
D AUTOZONE INC COM 053332102 1814 65384 SH Sole 65384
D AVALONBAY CMNTYS INC COM 053484101 1466 40029 SH Sole 40029
D AVERY DENNISON CORP COM 053611109 4545 74426 SH Sole 74426
D AVIATION SALES CO COM 053672101 3 500 SH Sole 500
D AVID TECHNOLOGY INC COM 05367P100 1777 99400 SH Sole 99400
D AVIS RENT A CAR INC COM 053790101 3067 174000 SH Sole 174000
D AVNET INC COM 053807103 88 1400 SH Sole 1400
D AVON PRODS INC COM 054303102 3643 125353 SH Sole 125353
D AZTAR CORP COM 054802103 28 2900 SH Sole 2900
D BB&T CORP COM 054937107 5818 207322 SH Sole 207322
D BISYS GROUP INC COM 055472104 100 1500 SH Sole 1500
D BJ SVCS CO COM 055482103 30555 413600 SH Sole 413600
D BJS WHOLESALE CLUB INC COM 05548J106 7590 196500 SH Sole 196500
D BP AMOCO P L C SPONSORED ADR 055622104 342 6454 SH Sole 6454
D BRE PROPERTIES INC CL A 05564E106 4375 169500 SH Sole 169500
D BMC SOFTWARE INC COM 055921100 2370 48000 SH Sole 48000
D BAKER HUGHES INC COM 057224107 3236 106964 SH Sole 106964
D BALDOR ELEC CO COM 057741100 33 1800 SH Sole 1800
D BALL CORP COM 058498106 3101 89725 SH Sole 89725
D BANDAG INC COM 059815100 9 400 SH Sole 400
D BANGOR HYDRO ELEC CO COM 060077104 9 500 SH Sole 500
D BANK OF AMERICA CORPORATION COM 060505104 48771 930080 SH Sole 930080
D BANK NEW YORK INC COM 064057102 61418 1477722 SH Sole 1477722
D BANK ONE CORP COM 06423A103 2300 66896 SH Sole 66896
D BANKNORTH GROUP INC DEL COM 06646L100 29 1100 SH Sole 1100
D BANTA CORP COM 066821109 11 600 SH Sole 600
D BANYAN SYS INC COM 066908104 3307 188300 SH Sole 188300
D BARD C R INC COM 067383109 1055 27261 SH Sole 27261
D BARCLAYS BK PLC SP ADR UNIT C 06738C505 800000 SH Sole 800000
D BARNES & NOBLE INC COM 067774109 2836 123300 SH Sole 123300
D BARNES GROUP INC COM 067806109 16 1100 SH Sole 1100
D BARRICK GOLD CORP COM 067901108 3601 229530 SH Sole 229530
D BARR LABS INC COM 068306109 46 1100 SH Sole 1100
D BARRA INC COM 068313105 30 900 SH Sole 900
D BARRETT RES CORP COM PAR $0.01 068480201 48 1600 SH Sole 1600
D BAUSCH & LOMB INC COM 071707103 2283 43748 SH Sole 43748
D BAXTER INTL INC COM 071813109 11595 184965 SH Sole 184965
D BE AEROSPACE INC COM 073302101 231 39400 SH Sole 39400
D BEA SYS INC COM 073325102 13831 188500 SH Sole 188500
D BEAR STEARNS COS INC COM 073902108 13417 294065 SH Sole 294065
D BECKMAN COULTER INC COM 075811109 71 1100 SH Sole 1100
D BECTON DICKINSON & CO COM 075887109 2598 98720 SH Sole 98720
D BED BATH & BEYOND INC COM 075896100 3610 91670 SH Sole 91670
D BELDEN INC COM 077459105 36 1300 SH Sole 1300
D BELL ATLANTIC CORP COM 077853109 135601 2218417 SH Sole 2218417
D BELLSOUTH CORP COM 079860102 131023 2787718 SH Sole 2787718
D BELO A H CORP DEL COM SER A 080555105 50 2800 SH Sole 2800
D BEMIS INC COM 081437105 1232 33413 SH Sole 33413
D BENCHMARK ELECTRS INC COM 08160H101 4928 133200 SH Sole 133200
D BERINGER WINE ESTATES HOLDINGS CL B 084102102 36 1000 SH Sole 1000
D BEST BUY INC COM 086516101 12574 146214 SH Sole 146214
D BESTFOODS COM 08658U101 7583 161984 SH Sole 161984
D BETHLEHEM STL CORP COM 087509105 50 8375 SH Sole 8375
D BEVERLY ENTERPRISES INC COM NEW 087851309 8 2100 SH Sole 2100
D BINDLEY WESTN INDS INC COM 090324104 1878 138463 SH Sole 138463
D BIO TECHNOLOGY GEN CORP COM 090578105 37 2400 SH Sole 2400
D BIOGEN INC COM 090597105 9946 142346 SH Sole 142346
D BIOMATRIX INC COM 09060P102 28 1100 SH Sole 1100
D BIOMET INC COM 090613100 6052 166370 SH Sole 166370
D BIOSOURCE INTL INC COM 09066H104 218 17900 SH Sole 17900
D BIRMINGHAM STL CORP COM 091250100 9 1800 SH Sole 1800
D BLACK & DECKER CORP COM 091797100 1887 50245 SH Sole 50245
D BLACK BOX CORP DEL COM 091826107 5601 80900 SH Sole 80900
D BLACK HILLS CORP COM 092113109 2580 116950 SH Sole 116950
D BLACKROCK INC CL A 09247X101 4402 217400 SH Sole 217400
D BLANCH E W HLDGS INC COM 093210102 14 700 SH Sole 700
D BLOCK H & R INC COM 093671105 10361 231528 SH Sole 231528
D BLUE WAVE SYS INC COM 096081104 1850 115600 SH Sole 115600
D BLYTH INDS INC COM 09643P108 44 1600 SH Sole 1600
D BOB EVANS FARMS INC COM 096761101 3 200 SH Sole 200
D BOEING CO COM 097023105 65503 1726593 SH Sole 1726593
D BOISE CASCADE CORP COM 097383103 3666 105502 SH Sole 105502
D BOMBAY CO INC COM 097924104 5 1500 SH Sole 1500
D BOOKS-A-MILLION INC COM 098570104 4 600 SH Sole 600
D BORDERS GROUP INC COM 099709107 33 1900 SH Sole 1900
D BORG-WARNER AUTOMOTIVE INC COM 099724106 47 1200 SH Sole 1200
D BOSTON PROPERTIES INC COM 101121101 3490 109700 SH Sole 109700
D BOSTON SCIENTIFIC CORP COM 101137107 1352 63430 SH Sole 63430
D BOWATER INC COM 102183100 123 2300 SH Sole 2300
D BOWNE & CO INC COM 103043105 24 1900 SH Sole 1900
D BRADLEY REAL ESTATE INC COM 104580105 304 17800 SH Sole 17800
D BRADY CORP CL A 104674106 41 1300 SH Sole 1300
D BRANDYWINE RLTY TR SH BEN INT NEW 105368203 223 13000 SH Sole 13000
D BRAUNS FASHIONS CORP COM 105658108 884 35000 SH Sole 35000
D BRIDGFORD FOODS CORP COM 108763103 369 40000 SH Sole 40000
D BRIGGS & STRATTON CORP COM 109043109 3841 93393 SH Sole 93393
D BRIGHTPOINT INC COM 109473108 38 3100 SH Sole 3100
D BRINKER INTL INC COM 109641100 7564 254800 SH Sole 254800
D BRISTOL MYERS SQUIBB CO COM 110122108 20 350 SH Shared 350
D BRISTOL MYERS SQUIBB CO COM 110122108 213552 3697866 SH Sole 3697866
D BRITESMILE INC COM 110415106 38 4000 SH Sole 4000
D BROADCOM CORP CL A 111320107 43086 177400 SH Sole 177400
D BROADVISION INC COM 111412102 15684 349500 SH Sole 349500
D BROCADE COMMUNICATIONS SYS INC COM 111621108 36 200 SH Sole 200
D BROWN FORMAN CORP CL B 115637209 1573 28891 SH Sole 28891
D BROWN SHOE INC NEW COM 115736100 12 1000 SH Sole 1000
D BRUNSWICK CORP COM 117043109 4118 217467 SH Sole 217467
D BRUSH WELLMAN INC COM 117421107 16 900 SH Sole 900
D BUCKEYE TECHNOLOGIES INC COM 118255108 85 4800 SH Sole 4800
D BUFFETS INC COM 119882108 8 900 SH Sole 900
D BUILDING MATLS HLDG CORP COM 120113105 9 1000 SH Sole 1000
D BURLINGTON INDS INC COM 121693105 2 500 SH Sole 500
D BURLINGTON NORTHN SANTA FE CP COM 12189T104 5947 268793 SH Sole 268793
D BURLINGTON RES INC COM 122014103 4780 129178 SH Sole 129178
D BURR BROWN CORP COM 122574106 12270 225650 SH Sole 225650
D BUTLER MFG CO DEL COM 123655102 15 600 SH Sole 600
D C&D TECHNOLOGIES INC COM 124661109 9747 165200 SH Sole 165200
D CBL & ASSOC PPTYS INC COM 124830100 3118 152550 SH Sole 152550
D CCB FINL CORP COM 124875105 35 800 SH Sole 800
D CBS CORP COM 12490K107 48977 864928 SH Sole 864928
D C COR NET CORP COM 125010108 103 2100 SH Sole 2100
D C-CUBE MICROSYSTEMS INC COM 125015107 4726 64900 SH Sole 64900
D C D I CORP COM 125071100 15 800 SH Sole 800
D CDW COMPUTER CTRS INC COM 125129106 2744 32500 SH Sole 32500
D CEC ENTMT INC COM 125137109 4720 174000 SH Sole 174000
D CH ENERGY GROUP INC COM 12541M102 30 1000 SH Sole 1000
D C H ROBINSON WORLDWIDE INC COM 12541W100 63 1700 SH Sole 1700
D CIGNA CORP COM 125509109 27431 362120 SH Sole 362120
D CLECO CORP NEW COM 12561W105 23 700 SH Sole 700
D CMGI INC COM 125750109 6425 56700 SH Sole 56700
D CMP GROUP INC COM 125887109 41 1400 SH Sole 1400
D CMS ENERGY CORP COM 125896100 812 44790 SH Sole 44790
D CPI CORP COM 125902106 12 500 SH Sole 500
D CSK AUTO CORP COM 125965103 2219 159200 SH Sole 159200
D CNF TRANSN INC COM 12612W104 42 1500 SH Sole 1500
D CNET NETWORKS INC COM 12613R104 15 300 SH Sole 300
D CSG SYS INTL INC COM 126349109 5238 107300 SH Sole 107300
D CSX CORP COM 126408103 2283 97170 SH Sole 97170
D CTS CORP COM 126501105 2987 52400 SH Sole 52400
D CVS CORP COM 126650100 8765 233334 SH Sole 233334
D CABLEVISION SYS CORP CL A 12686C109 6 100 SH Sole 100
D CABLETRON SYS INC COM 126920107 6649 226848 SH Sole 226848
D CABLE DESIGN TECHNOLOGIES CORP COM 126924109 8408 247750 SH Sole 247750
D CABOT CORP COM 127055101 52 1700 SH Sole 1700
D CABOT INDUSTRIAL TRUST COM 127072106 261 14000 SH Sole 14000
D CABOT OIL & GAS CORP CL A 127097103 3977 220200 SH Sole 220200
D CACI INTL INC CL A 127190304 2105 70300 SH Sole 70300
D CAL DIVE INTL INC COM 127914109 41 800 SH Sole 800
D CALIFORNIA AMPLIFIER INC COM 129900106 254 8200 SH Sole 8200
D CALLAWAY GOLF CO COM 131193104 43 2800 SH Sole 2800
D CALPINE CORP COM 131347106 19 200 SH Shared 200
D CALPINE CORP COM 131347106 44763 476200 SH Sole 476200
D CAMBREX CORP COM 132011107 57 1300 SH Sole 1300
D CAMPBELL SOUP CO COM 134429109 4282 139242 SH Sole 139242
D CANANDAIGUA BRANDS INC CL A 137219200 4973 97500 SH Sole 97500
D CAPITAL AUTOMOTIVE REIT COM SH BEN INT 139733109 2836 236300 SH Sole 236300
D CAPITAL ONE FINL CORP COM 14040H105 5631 117471 SH Sole 117471
D CAPROCK COMMUNICATIONS CORP COM 140667106 7497 153000 SH Sole 153000
D CAPTEC NET LEASE REALTY INC COM 140724105 123 14800 SH Sole 14800
D CARAUSTAR INDS INC COM 140909102 14 1000 SH Sole 1000
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D U S FOODSERVICE COM 90331R101 36 1400 SH Sole 1400
D US LEC CORP CL A 90331S109 4249 106900 SH Sole 106900
D USX-U S STL COM 90337T101 1614 64549 SH Sole 64549
D US ONCOLOGY INC COM 90338W103 19 4300 SH Sole 4300
D U S WIRELESS CORP COM 90339C106 676 21800 SH Sole 21800
D ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 711 28000 SH Sole 28000
D UNIFI INC COM 904677101 10 1100 SH Sole 1100
D UNIFY CORP COM 904743101 4701 230000 SH Sole 230000
D UNILEVER N V N Y SHS NEW 904784709 8850 183886 SH Sole 183886
D UNICOM CORP COM 904911104 9767 267595 SH Sole 267595
D UNION CARBIDE CORP COM 905581104 4120 70662 SH Sole 70662
D UNION PAC CORP COM 907818108 6003 153436 SH Sole 153436
D UNION PAC RES GROUP INC COM 907834105 1781 122811 SH Sole 122811
D UNION PLANTERS CORP COM 908068109 1546 50175 SH Sole 50175
D UNIONBANCAL CORP COM 908906100 2867 104000 SH Sole 104000
D UNISYS CORP COM 909214108 4681 183571 SH Sole 183571
D UNITED BANKSHARES INC WEST VA COM 909907107 46 2100 SH Sole 2100
D UNITED ILLUM CO COM 910637107 31 800 SH Sole 800
D UNITED RENTALS INC COM 911363109 6508 377300 SH Sole 377300
D UNITED STATES CELLULAR CORP COM 911684108 8399 118300 SH Sole 118300
D US AIRWAYS GROUP INC COM 911905107 118 4249 SH Sole 4249
D U S HOME CORP NEW COM 911920106 27 700 SH Sole 700
D U S WEST INC NEW COM 91273H101 80723 1111502 SH Sole 1111502
D U S TR CORP NEW COM 91288L105 208 1100 SH Sole 1100
D UNITED STATIONERS INC COM 913004107 5881 164800 SH Sole 164800
D UNITED TECHNOLOGIES CORP COM 913017109 44179 699174 SH Sole 699174
D UNITED WTR RES INC COM 913190104 66 1900 SH Sole 1900
D UNITEDGLOBALCOM CL A 913247508 8 100 SH Sole 100
D UNITRIN INC COM 913275103 80 2000 SH Sole 2000
D UNIVERSAL CORP VA COM 913456109 15 1000 SH Sole 1000
D UNIVERSAL FOODS CORP COM 913538104 32 1500 SH Sole 1500
D UNIVERSAL FST PRODS INC COM 913543104 14 1100 SH Sole 1100
D UNIVERSAL HLTH SVCS INC CL B 913903100 83 1700 SH Sole 1700
D UNIVISION COMMUNICATIONS INC CL A 914906102 373 3300 SH Sole 3300
D UNOCAL CORP COM 915289102 4199 141148 SH Sole 141148
D UNUMPROVIDENT CORP COM 91529Y106 460 27038 SH Sole 27038
D USFREIGHTWAYS CORP COM 916906100 5466 146000 SH Sole 146000
D UTILICORP UTD INC COM 918005109 85 4700 SH Sole 4700
D V F CORP COM 918204108 1515 62947 SH Sole 62947
D VALASSIS COMMUNICATIONS INC COM 918866104 973 29200 SH Sole 29200
D VALHI INC NEW COM 918905100 1 100 SH Sole 100
D VALENCE TECHNOLOGY INC COM 918914102 49 2100 SH Sole 2100
D VALERO ENERGY CORP NEW COM 91913Y100 15781 515300 SH Sole 515300
D VALMONT INDS INC COM 920253101 19 1100 SH Sole 1100
D VALUEVISION INTL INC CL A 92047K107 7315 176800 SH Sole 176800
D VARCO INTL INC COM 922126107 2487 197000 SH Sole 197000
D VARIAN INC COM 922206107 10434 271900 SH Sole 271900
D VARIAN MED SYS INC COM 92220P105 128 2800 SH Sole 2800
D VASTAR RES INC COM 922380100 22 300 SH Sole 300
D VEECO INSTRS INC DEL COM 922417100 37 500 SH Sole 500
D VENTIV HEALTH INC COM 922793104 1 100 SH Sole 100
D VERIO INC COM 923433106 1283 28466 SH Sole 28466
D VERITAS SOFTWARE CO COM 923436109 49977 381500 SH Sole 381500
D VERITY INC COM 92343C106 9291 228000 SH Sole 228000
D VERISIGN INC COM 92343E102 10420 69700 SH Sole 69700
D VERTEX PHARMACEUTICALS INC COM 92532F100 108 2300 SH Sole 2300
D VETERINARY CTRS AMER INC COM 925514101 6010 437100 SH Sole 437100
D VIACOM INC CL B 925524308 39423 747364 SH Sole 747364
D VIAD CORP COM 92552R109 64 2800 SH Sole 2800
D VICOR CORP COM 925815102 36 2000 SH Sole 2000
D VIGNETTE CORP COM 926734104 32 200 SH Sole 200
D VINTAGE PETE INC COM 927460105 22886 1137200 SH Sole 1137200
D VISHAY INTERTECHNOLOGY INC COM 928298108 13639 245200 SH Sole 245200
D VISX INC DEL COM 92844S105 44 2400 SH Sole 2400
D VITAL SIGNS INC COM 928469105 16 700 SH Sole 700
D VITESSE SEMICONDUCTOR CORP COM 928497106 501 5200 SH Sole 5200
D VOICESTREAM WIRELESS CORP COM 928615103 50487 391945 SH Sole 391945
D VOLT INFORMATION SCIENCES INC COM 928703107 29 800 SH Sole 800
D VORNADO RLTY TR SH BEN INT 929042109 2848 85000 SH Sole 85000
D VULCAN MATLS CO COM 929160109 2703 59012 SH Sole 59012
D WD-40 CO COM 929236107 13 600 SH Sole 600
D WICOR INC COM 929253102 59 1900 SH Sole 1900
D WABASH NATL CORP COM 929566107 17 1200 SH Sole 1200
D WACHOVIA CORP COM 929771103 7883 116679 SH Sole 116679
D WADDELL & REED FINL INC CL A 930059100 3351 79200 SH Sole 79200
D WAL MART STORES INC COM 931142103 53 950 SH Shared 950
D WAL MART STORES INC COM 931142103 397851 7168484 SH Sole 7168484
D WALGREEN CO COM 931422109 37534 1457648 SH Sole 1457648
D WALLACE COMPUTER SERVICES INC COM 932270101 19 1600 SH Sole 1600
D WARNACO GROUP INC CL A 934390105 1920 162500 SH Sole 162500
D WARNER LAMBERT CO COM 934488107 44 450 SH Shared 450
D WARNER LAMBERT CO COM 934488107 251327 2577714 SH Sole 2577714
D WASHINGTON GAS LT CO COM 938837101 35 1300 SH Sole 1300
D WASHINGTON MUT INC COM 939322103 899 33927 SH Sole 33927
D WASHINGTON POST CO CL B 939640108 108 200 SH Sole 200
D WASTE MGMT INC DEL COM 94106L109 502 36692 SH Sole 36692
D WATERS CORP COM 941848103 38 400 SH Shared 400
D WATERS CORP COM 941848103 69523 729900 SH Sole 729900
D WATSCO INC COM 942622200 12 1150 SH Sole 1150
D WATSON PHARMACEUTICALS INC COM 942683103 687 17300 SH Sole 17300
D WATTS INDS INC CL A 942749102 16 1300 SH Sole 1300
D WAUSAU-MOSINEE PAPER CORP COM 943315101 10 800 SH Sole 800
D WEATHERFORD INTL INC COM 947074100 206 3500 SH Sole 3500
D WEBSTER FINL CORP CONN COM 947890109 16 700 SH Sole 700
D WEINGARTEN RLTY INVS SH BEN INT 948741103 779 21200 SH Sole 21200
D WELLMAN INC COM 949702104 30 1500 SH Sole 1500
D WELLPOINT HEALTH NETWORK NEW COM 94973H108 2548 36471 SH Sole 36471
D WELLS FARGO & CO NEW COM 949746101 101231 2472815 SH Sole 2472815
D WENDYS INTL INC COM 950590109 1325 65645 SH Sole 65645
D WERNER ENTERPRISES INC COM 950755108 20 1175 SH Sole 1175
D WESLEY JESSEN VISIONCARE INC COM 951018100 36 1000 SH Sole 1000
D WESTAMERICA BANCORPORATION COM 957090103 33 1200 SH Sole 1200
D WESTERN WIRELESS CORP CL A 95988E204 8036 175400 SH Sole 175400
D WESTPOINT STEVENS INC COM 961238102 34 1800 SH Sole 1800
D WESTVACO CORP COM 961548104 4196 125728 SH Sole 125728
D WESTWOOD ONE INC COM 961815107 167 4600 SH Sole 4600
D WEYERHAEUSER CO COM 962166104 7483 131281 SH Sole 131281
D WHIRLPOOL CORP COM 963320106 3303 56348 SH Sole 56348
D WHITMAN CORP NEW COM 96647R107 50 3600 SH Sole 3600
D WHITNEY HLDG CORP COM 966612103 39 1200 SH Sole 1200
D WHOLE FOODS MKT INC COM 966837106 54 1300 SH Sole 1300
D WILEY JOHN & SONS INC CL A 968223206 2 100 SH Sole 100
D WILLAMETTE INDS INC COM 969133107 3678 91664 SH Sole 91664
D WILLIAMS COS INC DEL COM 969457100 26416 601225 SH Sole 601225
D WILLIAMS SONOMA INC COM 969904101 56 1800 SH Sole 1800
D WILMINGTON TRUST CORP COM 971807102 8300 170700 SH Sole 170700
D WILSONS THE LEATHER EXPERTS COM 972463103 2734 202500 SH Sole 202500
D WINDMERE-DURABLE HLDGS INC COM 973411101 320 21700 SH Sole 21700
D WINN DIXIE STORES INC COM 974280109 307 15800 SH Sole 15800
D WINNEBAGO INDS INC COM 974637100 2175 120400 SH Sole 120400
D WINSTAR COMMUNICATIONS INC COM 975515107 9 150 SH Sole 150
D WISCONSIN CENT TRANSN CORP COM 976592105 20 1600 SH Sole 1600
D WISCONSIN ENERGY CORP COM 976657106 74 3700 SH Sole 3700
D WOLVERINE TUBE INC COM 978093102 10 800 SH Sole 800
D WOLVERINE WORLD WIDE INC COM 978097103 23 2100 SH Sole 2100
D WORLDGATE COMMUNICATIONS INC COM 98156L307 2336 77700 SH Sole 77700
D WORTHINGTON INDS INC COM 981811102 1418 114586 SH Sole 114586
D WRIGLEY WM JR CO COM 982526105 4525 58916 SH Sole 58916
D WYNNS INTL INC COM 983195108 10 750 SH Sole 750
D X-RITE INC COM 983857103 10 1000 SH Sole 1000
D XILINX INC COM 983919101 92055 1111605 SH Sole 1111605
D XIRCOM INC COM 983922105 3400 91900 SH Sole 91900
D XEROX CORP COM 984121103 1012 38930 SH Sole 38930
D YAHOO INC COM 984332106 114941 670699 SH Sole 670699
D YELLOW CORP COM 985509108 937 50800 SH Sole 50800
D YORK INTL CORP NEW COM 986670107 28 1200 SH Sole 1200
D YOUNG & RUBICAM INC COM 987425105 1795 38189 SH Sole 38189
D ZALE CORP NEW COM 988858106 15355 325400 SH Sole 325400
D ZEBRA TECHNOLOGIES CORP CL A 989207105 2665 53300 SH Sole 53300
D ZIONS BANCORPORATION COM 989701107 54 1300 SH Sole 1300
D ZIXIT CORP COM 98974P100 73 1000 SH Sole 1000
D ZOLL MED CORP COM 989922109 1558 30400 SH Sole 30400
D ZOMAX INC MINN COM 989929104 8983 149100 SH Sole 149100
D EVEREST RE GROUP LTD COM G3223R108 103 3400 SH Sole 3400
D GEMSTAR INTL GROUP LTD ORD G3788V106 42518 494400 SH Sole 494400
D GLOBAL CROSSING LTD COM G3921A100 37090 906018 SH Sole 906018
D RENAISSANCE RE HLDGS LTD COM G7496G103 441 10800 SH Sole 10800
D RSL COMMUNICATIONS LTD CL A G7702U102 7949 SH Sole 7949
D TRANSOCEAN SEDCO FOREX INC ORD G90078109 5407 105380 SH Sole 105380
D TRITON ENERGY LTD ORD G90751101 18986 541500 SH Sole 541500
D XOMA LTD ORD G9825R107 1529 197300 SH Sole 197300
D GALILEO TECHNOLOGY LTD ORD M47298100 2891 158400 SH Sole 158400
D ORBOTECH LTD ORD M75253100 6401 75300 SH Sole 75300
D RADVISION LTD ORD M81869105 1006 19200 SH Sole 19200
D FLEXTRONICS INTL LTD ORD Y2573F102 5100 72400 SH Sole 72400
S REPORT SUMMARY 1883 DATA RECORDS 24802912 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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