UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2000
Check here if Amendment[ ]; Amendment Number:
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new 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 August 8, 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: 3,583
Form 13F Information Table Value Total: $24,872,971
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 10 800 SH Sole 800
D A D C TELECOMMUNICATIONS COM 000886101 2105 25100 SH Shared 25100
D A D C TELECOMMUNICATIONS COM 000886101 24517 292300 SH Sole 292300
D A D C TELECOMMUNICATIONS COM 000886101 118362 1411175 SH Sole 1411175
D ABM INDS INC COM 000957100 30 1300 SH Sole 1300
D AFLAC INC COM 001055102 275 5990 SH Shared 5990
D AFLAC INC COM 001055102 3007 65450 SH Sole 65450
D AFLAC INC COM 001055102 4840 105350 SH Sole 105350
D AGCO CORP COM 001084102 55 4500 SH Sole 4500
D AGL RES INC COM 001204106 40 2500 SH Sole 2500
D AES CORP COM 00130H105 475 10402 SH Shared 10402
D AES CORP COM 00130H105 7733 169500 SH Sole 169500
D AES CORP COM 00130H105 36404 797900 SH Sole 797900
D AK STL HLDG CORP COM 001547108 12 1500 SH Sole 1500
D AMB PROPERTY CORP COM 00163T109 926 40600 SH Sole 40600
D AMR CORP COM 001765106 130 4903 SH Shared 4903
D AMR CORP COM 001765106 1221 46200 SH Sole 46200
D AMR CORP COM 001765106 2340 88504 SH Sole 88504
D AT&T CORP COM 001957109 1296 40993 SH Shared 40993
D AT&T CORP COM 001957109 13398 423654 SH Sole 423654
D AT&T CORP COM 001957109 68208 2156760 SH Sole 2156760
D AT&T CORP COM LIB GRP A 001957208 49 2000 SH Shared 2000
D AT&T CORP COM LIB GRP A 001957208 46482 1916800 SH Sole 1916800
D AT&T CORP COM WIRLES GRP 001957406 7021 252800 SH Sole 252800
D AVT CORP COM 002420107 8 1100 SH Sole 1100
D AVX CORP NEW COM 002444107 18187 792900 SH Sole 792900
D AARON RENTS INC COM 002535201 6 500 SH Sole 500
D ABBOTT LABS COM 002824100 1515 34000 SH Shared 34000
D ABBOTT LABS COM 002824100 20403 457850 SH Sole 457850
D ABBOTT LABS COM 002824100 76161 1709078 SH Sole 1709078
D ABERCROMBIE & FITCH CO CL A 002896207 7 600 SH Shared 600
D ABERCROMBIE & FITCH CO CL A 002896207 3938 323100 SH Sole 323100
D ACNIELSEN CORP COM 004833109 2 100 SH Shared 100
D ACNIELSEN CORP COM 004833109 53 2400 SH Sole 2400
D ACTEL CORP COM 004934105 78 1700 SH Shared 1700
D ACTEL CORP COM 004934105 652 14300 SH Sole 14300
D ACTEL CORP COM 004934105 6196 135800 SH Sole 135800
D ACTIVE SOFTWARE INC COM 00504E100 62 800 SH Shared 800
D ACTIVE SOFTWARE INC COM 00504E100 505 6500 SH Sole 6500
D ACTIVE SOFTWARE INC COM 00504E100 5632 72500 SH Sole 72500
D ACTUATE CORP COM 00508B102 32 600 SH Shared 600
D ACTUATE CORP COM 00508B102 272 5100 SH Sole 5100
D ACTUATE CORP COM 00508B102 3016 56500 SH Sole 56500
D ACUSON CORP COM 005113105 12 900 SH Sole 900
D ACXIOM CORP COM 005125109 8 300 SH Shared 300
D ACXIOM CORP COM 005125109 112 4100 SH Sole 4100
D ADAC LABS COM NEW 005313200 67 2800 SH Shared 2800
D ADAC LABS COM NEW 005313200 1908 79500 SH Sole 79500
D ADAC LABS COM NEW 005313200 5167 215300 SH Sole 215300
D ADAPTIVE BROADBAND CORP COM 00650M104 85 2300 SH Sole 2300
D ADAPTEC INC COM 00651F108 88 3875 SH Shared 3875
D ADAPTEC INC COM 00651F108 847 37250 SH Sole 37250
D ADAPTEC INC COM 00651F108 1142 50200 SH Sole 50200
D ADELPHIA COMMUNICATIONS CORP CL A 006848105 5 100 SH Shared 100
D ADMINISTAFF INC COM 007094105 44 700 SH Shared 700
D ADMINISTAFF INC COM 007094105 425 6700 SH Sole 6700
D ADMINISTAFF INC COM 007094105 3823 60200 SH Sole 60200
D ADOBE SYS INC COM 00724F101 455 3500 SH Shared 3500
D ADOBE SYS INC COM 00724F101 5324 40950 SH Sole 40950
D ADOBE SYS INC COM 00724F101 39130 301000 SH Sole 301000
D ADTRAN INC COM 00738A106 108 1800 SH Sole 1800
D ADVANCE PARADIGM INC COM 007491103 12 600 SH Sole 600
D ADVANCED DIGITAL INFORMATION COM 007525108 537 33700 SH Sole 33700
D ADVANCED FIBRE COMMUNICATIONS COM 00754A105 50 1100 SH Shared 1100
D ADVANCED FIBRE COMMUNICATIONS COM 00754A105 399 8800 SH Sole 8800
D ADVANCED FIBRE COMMUNICATIONS COM 00754A105 4472 98700 SH Sole 98700
D ADVANCED TISSUE SCIENCES INC COM 00755F103 22 2700 SH Sole 2700
D ADVO INC COM 007585102 63 1500 SH Shared 1500
D ADVO INC COM 007585102 550 13100 SH Sole 13100
D ADVO INC COM 007585102 6619 157600 SH Sole 157600
D AEROFLEX INC COM 007768104 84 1700 SH Shared 1700
D AEROFLEX INC COM 007768104 547 11000 SH Sole 11000
D AEROFLEX INC COM 007768104 5818 117100 SH Sole 117100
D ADVANCED MICRO DEVICES INC COM 007903107 422 5457 SH Shared 5457
D ADVANCED MICRO DEVICES INC COM 007903107 4044 52350 SH Sole 52350
D ADVANCED MICRO DEVICES INC COM 007903107 36790 476248 SH Sole 476248
D ADVANCED ENERGY INDS COM 007973100 71 1200 SH Shared 1200
D ADVANCED ENERGY INDS COM 007973100 572 9700 SH Sole 9700
D ADVANCED ENERGY INDS COM 007973100 6065 102900 SH Sole 102900
D ADVENT SOFTWARE INC COM 007974108 45 700 SH Shared 700
D ADVENT SOFTWARE INC COM 007974108 329 5100 SH Sole 5100
D ADVENT SOFTWARE INC COM 007974108 3670 56900 SH Sole 56900
D AETNA INC COM 008117103 481 7500 SH Sole 7500
D AFFILIATED COMPUTER SERVICES CL A 008190100 3 100 SH Shared 100
D AFFILIATED COMPUTER SERVICES CL A 008190100 63 1900 SH Sole 1900
D AFFILIATED MANAGERS GROUP COM 008252108 50 1100 SH Shared 1100
D AFFILIATED MANAGERS GROUP COM 008252108 364 8000 SH Sole 8000
D AFFILIATED MANAGERS GROUP COM 008252108 3977 87400 SH Sole 87400
D AGILENT TECHNOLOGIES INC COM 00846U101 1484 20115 SH Shared 20115
D AGILENT TECHNOLOGIES INC COM 00846U101 16551 224416 SH Sole 224416
D AGILENT TECHNOLOGIES INC COM 00846U101 65984 894668 SH Sole 894668
D AGRIBRANDS INTL INC COM 00849R105 29 700 SH Sole 700
D AIR PRODS & CHEMS INC COM 009158106 126 4095 SH Shared 4095
D AIR PRODS & CHEMS INC COM 009158106 1787 58000 SH Sole 58000
D AIR PRODS & CHEMS INC COM 009158106 2294 74464 SH Sole 74464
D AIRBORNE FGHT CORP COM 009266107 11 600 SH Sole 600
D AIRGAS INC COM 009363102 15 2700 SH Sole 2700
D ALASKA AIR GROUP INC COM 011659109 3 100 SH Sole 100
D ALBANY INTL CORP CL A 012348108 15 1028 SH Sole 1028
D ALBEMARLE CORP COM 012653101 49 2500 SH Shared 2500
D ALBEMARLE CORP COM 012653101 278 14100 SH Sole 14100
D ALBEMARLE CORP COM 012653101 2400 121500 SH Sole 121500
D ALBERTO CULVER CO CL B CONV 013068101 32 1055 SH Shared 1055
D ALBERTO CULVER CO CL B CONV 013068101 157 5150 SH Sole 5150
D ALBERTO CULVER CO CL B CONV 013068101 543 17772 SH Sole 17772
D ALBERTSONS INC COM 013104104 136 4100 SH Shared 4100
D ALBERTSONS INC COM 013104104 313 9400 SH Sole 9400
D ALBERTSONS INC COM 013104104 2269 68247 SH Sole 68247
D ALCAN ALUMINIUM LTD NEW COM 013716105 219 7063 SH Shared 7063
D ALCAN ALUMINIUM LTD NEW COM 013716105 2489 80300 SH Sole 80300
D ALCAN ALUMINIUM LTD NEW COM 013716105 3449 111271 SH Sole 111271
D ALCIDE CORP COM NEW 013742507 1314 75100 SH Sole 75100
D ALCOA INC COM 013817101 555 19135 SH Shared 19135
D ALCOA INC COM 013817101 7154 246694 SH Sole 246694
D ALCOA INC COM 013817101 28044 967025 SH Sole 967025
D ALEXANDER & BALDWIN INC COM 014482103 42 1900 SH Sole 1900
D ALEXANDRIA REAL ESTATE EQ INC COM 015271109 72 2100 SH Shared 2100
D ALEXANDRIA REAL ESTATE EQ INC COM 015271109 494 14400 SH Sole 14400
D ALEXANDRIA REAL ESTATE EQ INC COM 015271109 6036 175900 SH Sole 175900
D ALLEGHENY ENERGY INC COM 017361106 131 4800 SH Sole 4800
D ALLEGHENY TECHNOLOGIES INC COM 01741R102 29 1600 SH Shared 1600
D ALLEGHENY TECHNOLOGIES INC COM 01741R102 326 18100 SH Sole 18100
D ALLEGHENY TECHNOLOGIES INC COM 01741R102 6222 345651 SH Sole 345651
D ALLEGIANCE TELECOM INC COM 01747T102 19 300 SH Shared 300
D ALLEN TELECOM INC COM 018091108 1873 105900 SH Sole 105900
D ALLERGAN INC COM 018490102 1693 22720 SH Shared 22720
D ALLERGAN INC COM 018490102 14021 188200 SH Sole 188200
D ALLERGAN INC COM 018490102 46004 617508 SH Sole 617508
D ALLIANCE PHARMACEUTICAL CORP COM 018773101 1619 143900 SH Sole 143900
D ALLIANCE PHARMACEUTICAL CORP COM 018773101 1647 146400 SH Sole 146400
D ALLIANCE SEMICONDUCTOR CORP COM 01877H100 106 4300 SH Sole 4300
D ALLIANT CORP COM 018802108 94 3600 SH Sole 3600
D ALLIANT TECHSYSTEMS INC COM 018804104 61 900 SH Shared 900
D ALLIANT TECHSYSTEMS INC COM 018804104 1834 27200 SH Sole 27200
D ALLIANT TECHSYSTEMS INC COM 018804104 3055 45300 SH Sole 45300
D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 111 11100 SH Sole 11100
D ALLMERICA FINL CORP COM 019754100 141 2700 SH Sole 2700
D ALLSTATE CORP COM 020002101 1377 61900 SH Sole 61900
D ALLSTATE CORP COM 020002101 2671 120050 SH Sole 120050
D ALLTEL CORP COM 020039103 407 6572 SH Shared 6572
D ALLTEL CORP COM 020039103 3952 63800 SH Sole 63800
D ALLTEL CORP COM 020039103 13972 225585 SH Sole 225585
D ALPHA INDS INC COM 020753109 110 2500 SH Sole 2500
D ALPHARMA INC CL A 020813101 87 1400 SH Shared 1400
D ALPHARMA INC CL A 020813101 822 13200 SH Sole 13200
D ALPHARMA INC CL A 020813101 7389 118700 SH Sole 118700
D ALTERA CORP COM 021441100 1427 14000 SH Shared 14000
D ALTERA CORP COM 021441100 21290 208850 SH Sole 208850
D ALTERA CORP COM 021441100 102225 1002825 SH Sole 1002825
D ALZA CORP DEL COM 022615108 136 2300 SH Shared 2300
D ALZA CORP DEL COM 022615108 981 16600 SH Sole 16600
D ALZA CORP DEL COM 022615108 1788 30234 SH Sole 30234
D AMBAC FINL GROUP INC COM 023139108 170 3100 SH Sole 3100
D AMBAC FINL GROUP INC COM 023139108 10513 191800 SH Sole 191800
D AMCAST INDL CORP COM 023395106 2 200 SH Sole 200
D AMERADA HESS CORP COM 023551104 186 3019 SH Shared 3019
D AMERADA HESS CORP COM 023551104 2090 33850 SH Sole 33850
D AMERADA HESS CORP COM 023551104 22736 368193 SH Sole 368193
D AMEREN CORP COM 023608102 82 2420 SH Shared 2420
D AMEREN CORP COM 023608102 1105 32750 SH Sole 32750
D AMEREN CORP COM 023608102 1586 46986 SH Sole 46986
D AMERICA ONLINE INC DEL COM 02364J104 3587 68000 SH Shared 68000
D AMERICA ONLINE INC DEL COM 02364J104 38684 733350 SH Sole 733350
D AMERICA ONLINE INC DEL COM 02364J104 116627 2210930 SH Sole 2210930
D AMERICA WEST HLDG CORP CL B 023657208 6403 373900 SH Sole 373900
D AMERICA WEST HLDG CORP CL B 023657208 3353 195800 SH Sole 195800
D AMERICAN CAPITAL STRATEGIES COM 024937104 64 2700 SH Shared 2700
D AMERICAN CAPITAL STRATEGIES COM 024937104 2574 107800 SH Sole 107800
D AMERICAN CAPITAL STRATEGIES COM 024937104 4980 208600 SH Sole 208600
D AMERICAN ELEC PWR INC COM 025537101 188 6339 SH Shared 6339
D AMERICAN ELEC PWR INC COM 025537101 2191 73950 SH Sole 73950
D AMERICAN ELEC PWR INC COM 025537101 3205 108186 SH Sole 108186
D AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 1 100 SH Shared 100
D AMERICAN EAGLE OUTFITTERS NEW COM 02553E106 18 1300 SH Sole 1300
D AMERICAN EXPRESS CO COM 025816109 1480 28398 SH Shared 28398
D AMERICAN EXPRESS CO COM 025816109 16242 311600 SH Sole 311600
D AMERICAN EXPRESS CO COM 025816109 83776 1607221 SH Sole 1607221
D AMERICAN FINL GROUP INC OHIO COM 025932104 60 2400 SH Sole 2400
D AMERICAN FINL HLDGS INC COM 026075101 37 2300 SH Shared 2300
D AMERICAN FINL HLDGS INC COM 026075101 259 16300 SH Sole 16300
D AMERICAN FINL HLDGS INC COM 026075101 2946 185600 SH Sole 185600
D AMERICAN FREIGHTWAYS CORP COM 02629V108 28 1900 SH Sole 1900
D AMERICAN GENERAL CORP COM 026351106 321 5265 SH Shared 5265
D AMERICAN GENERAL CORP COM 026351106 3769 61781 SH Sole 61781
D AMERICAN GENERAL CORP COM 026351106 5455 89424 SH Sole 89424
D AMERICAN GREETINGS CORP CL A 026375105 6 300 SH Sole 300
D AMERICAN GREETINGS CORP CL A 026375105 276 14542 SH Sole 14542
D AMERICAN HOME PRODS CORP COM 026609107 828 14100 SH Shared 14100
D AMERICAN HOME PRODS CORP COM 026609107 8901 151500 SH Sole 151500
D AMERICAN HOME PRODS CORP COM 026609107 42093 716472 SH Sole 716472
D AMERICAN INTL GROUP INC COM 026874107 4982 42400 SH Shared 42400
D AMERICAN INTL GROUP INC COM 026874107 45110 383911 SH Sole 383911
D AMERICAN INTL GROUP INC COM 026874107 168426 1433414 SH Sole 1433414
D AMERICAN ITALIAN PASTA CO CL A 027070101 21 1000 SH Sole 1000
D AMERICAN MGMT SYS INC COM 027352103 2630 80100 SH Sole 80100
D AMERICAN MGMT SYS INC COM 027352103 2052 62500 SH Sole 62500
D AMERICAN PWR CONVERSION CORP COM 029066107 4 100 SH Shared 100
D AMERICAN PWR CONVERSION CORP COM 029066107 828 20300 SH Sole 20300
D AMERICAN PWR CONVERSION CORP COM 029066107 15479 379275 SH Sole 379275
D AMERICAN SOFTWARE INC CL A 029683109 38 7400 SH Shared 7400
D AMERICAN SOFTWARE INC CL A 029683109 282 55000 SH Sole 55000
D AMERICAN SOFTWARE INC CL A 029683109 3070 599000 SH Sole 599000
D AMERICAN STD COS INC DEL COM 029712106 131 3200 SH Sole 3200
D AMERICAN STS WTR CO COM 029899101 9 300 SH Sole 300
D AMERICAN TOWER CORP CL A 029912201 8 200 SH Shared 200
D AMERICAN TECHNICNAL CERAMICS COM 030137103 28 1000 SH Shared 1000
D AMERICAN TECHNICNAL CERAMICS COM 030137103 187 6700 SH Sole 6700
D AMERICAN TECHNICNAL CERAMICS COM 030137103 2132 76500 SH Sole 76500
D AMERICAN TECHNOLOGY CORP COM NEW 030145205 102 22700 SH Sole 22700
D AMERICAN XTAL TECHNOLOGY INC COM 030514103 43 1000 SH Sole 1000
D AMERICREDIT CORP COM 03060R101 58 3400 SH Shared 3400
D AMERICREDIT CORP COM 03060R101 338 19900 SH Sole 19900
D AMERICREDIT CORP COM 03060R101 2955 173800 SH Sole 173800
D AMETEK INC NEW COM 031100100 21 1200 SH Sole 1200
D AMGEN INC COM 031162100 2326 33114 SH Shared 33114
D AMGEN INC COM 031162100 25836 367775 SH Sole 367775
D AMGEN INC COM 031162100 142068 2022315 SH Sole 2022315
D AMKOR TECHNOLOGY INC COM 031652100 2348 66500 SH Sole 66500
D AMPHENOL CORP NEW CL A 032095101 40 600 SH Shared 600
D AMPHENOL CORP NEW CL A 032095101 351 5300 SH Sole 5300
D AMPHENOL CORP NEW CL A 032095101 5156 77900 SH Sole 77900
D AMSOUTH BANCORPORATION COM 032165102 365 23200 SH Sole 23200
D AMSOUTH BANCORPORATION COM 032165102 525 33312 SH Sole 33312
D AMYLIN PHARMACEUTICALS INC COM 032346108 47 3100 SH Shared 3100
D AMYLIN PHARMACEUTICALS INC COM 032346108 327 21500 SH Sole 21500
D AMYLIN PHARMACEUTICALS INC COM 032346108 3692 243100 SH Sole 243100
D ANADARKO PETE CORP COM 032511107 140 2846 SH Shared 2846
D ANADARKO PETE CORP COM 032511107 2083 42250 SH Sole 42250
D ANADARKO PETE CORP COM 032511107 25238 511790 SH Sole 511790
D ANADIGICS INC COM 032515108 5981 175600 SH Sole 175600
D ANADIGICS INC COM 032515108 4539 133250 SH Sole 133250
D ANALOG DEVICES INC COM 032654105 984 12950 SH Shared 12950
D ANALOG DEVICES INC COM 032654105 9918 130500 SH Sole 130500
D ANALOG DEVICES INC COM 032654105 39889 524850 SH Sole 524850
D ANALOGIC CORP COM PAR $0.05 032657207 32 800 SH Sole 800
D ANALYSTS INTL CORP COM 032681108 6 600 SH Sole 600
D ANAREN MICROWAVE INC COM 032744104 52 400 SH Shared 400
D ANAREN MICROWAVE INC COM 032744104 413 3150 SH Sole 3150
D ANAREN MICROWAVE INC COM 032744104 4633 35300 SH Sole 35300
D ANCHOR BANCORP WIS INC COM 032839102 20 1300 SH Sole 1300
D ANCHOR GAMING COM 033037102 43 900 SH Sole 900
D ANDREW CORP COM 034425108 24 724 SH Shared 724
D ANDREW CORP COM 034425108 512 15250 SH Sole 15250
D ANDREW CORP COM 034425108 891 26540 SH Sole 26540
D ANDRX CORP COM 034551101 406 6350 SH Shared 6350
D ANDRX CORP COM 034551101 4065 63600 SH Sole 63600
D ANDRX CORP COM 034551101 13575 212375 SH Sole 212375
D ANGELICA CORP COM 034663104 4 500 SH Sole 500
D ANHEUSER BUSCH COS INC COM 035229103 2256 30200 SH Shared 30200
D ANHEUSER BUSCH COS INC COM 035229103 19262 257900 SH Sole 257900
D ANHEUSER BUSCH COS INC COM 035229103 112753 1509662 SH Sole 1509662
D ANIXTER INTL INC COM 035290105 95 3600 SH Sole 3600
D ANIXTER INTL INC COM 035290105 562 21200 SH Sole 21200
D ANNTAYLOR STORES CORP COM 036115103 60 1800 SH Sole 1800
D ANTEC CORP COM 03664P105 121 2900 SH Sole 2900
D AON CORP COM 037389103 158 5100 SH Shared 5100
D AON CORP COM 037389103 1320 42500 SH Sole 42500
D AON CORP COM 037389103 2723 87649 SH Sole 87649
D APACHE CORP COM 037411105 184 3130 SH Shared 3130
D APACHE CORP COM 037411105 2541 43200 SH Sole 43200
D APACHE CORP COM 037411105 47069 800326 SH Sole 800326
D APARTMENT INVT & MGMT CO CL A 03748R101 1851 42800 SH Sole 42800
D APOLLO GROUP INC CL A 037604105 8 300 SH Shared 300
D APOLLO GROUP INC CL A 037604105 87 3100 SH Sole 3100
D APPLE COMPUTER INC COM 037833100 1521 29034 SH Shared 29034
D APPLE COMPUTER INC COM 037833100 19800 378050 SH Sole 378050
D APPLE COMPUTER INC COM 037833100 62131 1186277 SH Sole 1186277
D APPLEBEES INTL INC COM 037899101 38 1250 SH Shared 1250
D APPLEBEES INTL INC COM 037899101 327 10800 SH Sole 10800
D APPLEBEES INTL INC COM 037899101 2852 94100 SH Sole 94100
D APRIA HEALTHCARE GROUP INC COM 037933108 56 4600 SH Sole 4600
D APPLICA INC COM 03815A106 15 1300 SH Sole 1300
D APPLIED INDL TECHNOLOGIES INC COM 03820C105 34 2100 SH Sole 2100
D APPLIED MATLS INC COM 038222105 3770 41600 SH Shared 41600
D APPLIED MATLS INC COM 038222105 40842 450675 SH Sole 450675
D APPLIED MATLS INC COM 038222105 226725 2501789 SH Sole 2501789
D APPLIED PWR INC CL A 038225108 77 2300 SH Sole 2300
D APPLIED MICRO CIRCUITS CORP COM 03822W109 59 600 SH Shared 600
D APPLIED SCIENCE & TECHNOLOGY COM 038236105 1426 55100 SH Sole 55100
D APPNET INC COM 03831Q101 61 1700 SH Shared 1700
D APPNET INC COM 03831Q101 432 12000 SH Sole 12000
D APPNET INC COM 03831Q101 4853 134800 SH Sole 134800
D APTARGROUP INC COM 038336103 57 2100 SH Sole 2100
D ARCH CHEMICALS INC COM 03937R102 28 1300 SH Sole 1300
D ARCH COAL INC COM 039380100 3 388 SH Shared 388
D ARCH COMMUNICATIONS GROUP INC COM NEW 039381504 2437 374900 SH Sole 374900
D ARCHER DANIELS MIDLAND CO COM 039483102 66 6697 SH Shared 6697
D ARCHER DANIELS MIDLAND CO COM 039483102 1527 155665 SH Sole 155665
D ARCHER DANIELS MIDLAND CO COM 039483102 1995 203293 SH Sole 203293
D ARCHSTONE CMNTYS TR SH BEN INT 039581103 1047 49700 SH Sole 49700
D ARCTIC CAT INC COM 039670104 29 2400 SH Sole 2400
D ARDEN RLTY GROUP INC COM 039793104 616 26200 SH Sole 26200
D AREMISSOFT CORP DEL COM 040026106 72 2300 SH Shared 2300
D AREMISSOFT CORP DEL COM 040026106 504 16200 SH Sole 16200
D AREMISSOFT CORP DEL COM 040026106 5537 177900 SH Sole 177900
D ARGOSY GAMING CO COM 040228108 50 3500 SH Shared 3500
D ARGOSY GAMING CO COM 040228108 1912 133000 SH Sole 133000
D ARGOSY GAMING CO COM 040228108 5448 379000 SH Sole 379000
D ARKANSAS BEST CORP DEL COM 040790107 18 1800 SH Sole 1800
D ARKANSAS BEST CORP DEL COM 040790107 937 94300 SH Sole 94300
D ARMSTRONG HLDGS INC COM 042384107 69 4500 SH Sole 4500
D ARMSTRONG HLDGS INC COM 042384107 68 4426 SH Sole 4426
D ARNOLD INDS INC COM 042595108 10 800 SH Sole 800
D ARQULE INC COM 04269E107 1932 99700 SH Sole 99700
D ARROW ELECTRS INC COM 042735100 198 6400 SH Sole 6400
D ARROW ELECTRS INC COM 042735100 16523 533000 SH Sole 533000
D ARTESYN TECHNOLOGIES INC COM 043127109 2537 91200 SH Sole 91200
D ARTESYN TECHNOLOGIES INC COM 043127109 1318 47400 SH Sole 47400
D ARVIN INDS INC COM 043339100 19 1100 SH Sole 1100
D ASHLAND INC COM 044204105 63 1800 SH Shared 1800
D ASHLAND INC COM 044204105 430 12250 SH Sole 12250
D ASHLAND INC COM 044204105 1380 39357 SH Sole 39357
D ASHWORTH INC COM 04516H101 2 500 SH Sole 500
D ASPECT COMMUNICATIONS CORP COM 04523Q102 200 5100 SH Sole 5100
D ASPEN TECHNOLOGY INC COM 045327103 77 2000 SH Sole 2000
D ASSOCIATED BANC CORP COM 045487105 55 2530 SH Sole 2530
D ASSOCIATES FIRST CAP CORP CL A 046008108 319 14300 SH Shared 14300
D ASSOCIATES FIRST CAP CORP CL A 046008108 3834 171854 SH Sole 171854
D ASSOCIATES FIRST CAP CORP CL A 046008108 5671 254149 SH Sole 254149
D ASTEC INDS INC COM 046224101 1723 67900 SH Sole 67900
D ASTORIA FINL CORP COM 046265104 41 1600 SH Shared 1600
D ASTORIA FINL CORP COM 046265104 4844 188100 SH Sole 188100
D ASTORIA FINL CORP COM 046265104 15514 602500 SH Sole 602500
D ASTRAZENECA PLC SPONSORED ADR 046353108 29800 SH Sole 29800
D ASTRAZENECA PLC SPONSORED ADR 046353108 1865 40100 SH Sole 40100
D ASYST TECHNOLOGY CORP COM 04648X107 65 1900 SH Shared 1900
D ASYST TECHNOLOGY CORP COM 04648X107 3391 99000 SH Sole 99000
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D ATLANTIC COAST AIRLINES HLDGS COM 048396105 19 600 SH Shared 600
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D YANKEE CANDLE INC COM 984757104 1449 67000 SH Sole 67000
D YELLOW CORP COM 985509108 32 2200 SH Sole 2200
D YELLOW CORP COM 985509108 707 47900 SH Sole 47900
D YORK INTL CORP NEW COM 986670107 13 500 SH Sole 500
D YOUNG & RUBICAM INC COM 987425105 105 1839 SH Shared 1839
D YOUNG & RUBICAM INC COM 987425105 975 17050 SH Sole 17050
D YOUNG & RUBICAM INC COM 987425105 1493 26100 SH Sole 26100
D ZALE CORP NEW COM 988858106 4 100 SH Shared 100
D ZALE CORP NEW COM 988858106 91 2500 SH Sole 2500
D ZALE CORP NEW COM 988858106 14005 383700 SH Sole 383700
D ZEBRA TECHNOLOGIES CORP CL A 989207105 106 2400 SH Sole 2400
D ZEBRA TECHNOLOGIES CORP CL A 989207105 2269 51200 SH Sole 51200
D ZENITH NATL INS CORP COM 989390109 21 1000 SH Sole 1000
D ZIONS BANCORPORATION COM 989701107 174 3800 SH Sole 3800
D ZIXIT CORP COM 98974P100 41 900 SH Sole 900
D ZORAN CORP COM 98975F101 33 500 SH Shared 500
D ZORAN CORP COM 98975F101 264 4000 SH Sole 4000
D ZORAN CORP COM 98975F101 2967 45000 SH Sole 45000
D ZOLL MED CORP COM 989922109 44 900 SH Shared 900
D ZOLL MED CORP COM 989922109 319 6500 SH Sole 6500
D ZOLL MED CORP COM 989922109 4699 95900 SH Sole 95900
D ZOMAX INC MINN COM 989929104 4 300 SH Shared 300
D ZOMAX INC MINN COM 989929104 34 2600 SH Sole 2600
D ZOMAX INC MINN COM 989929104 361 27500 SH Sole 27500
D EVEREST RE GROUP LTD COM G3223R108 46 1400 SH Shared 1400
D EVEREST RE GROUP LTD COM G3223R108 391 11900 SH Sole 11900
D EVEREST RE GROUP LTD COM G3223R108 3659 111300 SH Sole 111300
D GLOBAL CROSSING LTD COM G3921A100 237 9000 SH Shared 9000
D GLOBAL CROSSING LTD COM G3921A100 1887 71700 SH Sole 71700
D GLOBAL CROSSING LTD COM G3921A100 4656 176936 SH Sole 176936
D RENAISSANCE RE HLDGS LTD COM G7496G103 61 1400 SH Shared 1400
D RENAISSANCE RE HLDGS LTD COM G7496G103 266 6100 SH Sole 6100
D RENAISSANCE RE HLDGS LTD COM G7496G103 5241 120300 SH Sole 120300
D RSL COMMUNICATIONS LTD CL A G7702U102 7949 SH Sole 7949
D TRANSOCEAN SEDCO FOREX INC ORD G90078109 654 12231 SH Sole 12231
D TRANSOCEAN SEDCO FOREX INC ORD G90078109 2498 46753 SH Sole 46753
D TRITON ENERGY LTD ORD G90751101 71 1800 SH Shared 1800
D TRITON ENERGY LTD ORD G90751101 9164 233100 SH Sole 233100
D TRITON ENERGY LTD ORD G90751101 10127 257600 SH Sole 257600
D GALILEO TECHNOLOGY LTD ORD M47298100 3406 158400 SH Sole 158400
D M SYS FLASH DISK PIONEERS LTD ORD M7061C100 3754 48200 SH Sole 48200
D ORBOTECH LTD ORD M75253100 65 700 SH Shared 700
D ORBOTECH LTD ORD M75253100 3070 33050 SH Sole 33050
D ORBOTECH LTD ORD M75253100 8753 94250 SH Sole 94250
D TOWER SEMICONDUCTOR LTD ORD M87915100 1882 57700 SH Sole 57700
D FLEXTRONICS INTL LTD ORD Y2573F102 4279 62300 SH Sole 62300
D FLEXTRONICS INTL LTD ORD Y2573F102 1 SH Sole 1
S REPORT SUMMARY 3583 DATA RECORDS 24872971 1 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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