UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quater Ended: September 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 October 13, 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: 2212
Form 13F Information Table Value Total: $14,244,338
<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 EXPEDITORS INTL WASH INC COM COM 302130109 3078 95900 SH SOLE 95900
D WAUSAU-MOSINEE PAPER CORP COM COM 943315101 938 77400 SH SOLE 77400
D CATALYTICA INC COM COM 148885106 375 25000 SH SOLE 25000
D BEA SYS INC COM COM 073325102 7592 215000 SH SOLE 215000
D BRIGGS & STRATTON CORP CAP COM 109043109 3012 51600 SH SOLE 51600
D AFFYMETRIX INC OC-CAP STK COM 00826T108 3071 31200 SH SOLE 31200
D CAROLINA 1ST CORP COM COM 143877108 836 42200 SH SOLE 42200
D C-CUBE MICROSYSTEMS INC COM COM 125015107 10501 241400 SH SOLE 241400
D VALASSIS COMMUNICATIONS INC CO COM 918866104 4367 99400 SH SOLE 99400
D INSIGHT ENTERPRISES INC COM COM 45765U103 2152 66200 SH SOLE 66200
D MERCURY INTERACTIVE CORP COM 589405109 4913 76100 SH SOLE 76100
D MFC ASA LTD FD COM 002050102 520 25000 SH SOLE 25000
D U S PLASTIC LMBR CORP COM 902948108 371 30000 SH SOLE 30000
D SUPERTEX INC COM COM 868532102 408 25000 SH SOLE 25000
D SMITH INTL INC COM COM 832110100 3706 91500 SH SOLE 91500
D EMMIS COMMUNICATIONS CORP COM 291525103 1387 21000 SH SOLE 21000
D ACTIVISION INC NEW COM NEW COM 004930202 1866 105900 SH SOLE 105900
D CHRONIMED INC COM COM 171164106 153 19100 SH SOLE 19100
D QUEST DIAGNOSTICS INC COM COM 74834L100 2379 91500 SH SOLE 91500
D CHEESECAKE FACTORY INC COM COM 163072101 3906 140750 SH SOLE 140750
D GREAT ATLC & PAC TEA CO INC CO COM 390064103 2646 87300 SH SOLE 87300
D ROPER INDS INC NEW COM COM 776696106 3829 100100 SH SOLE 100100
D BJS WHSL CLUB INC COM STK COM 05548J106 11710 396100 SH SOLE 396100
D FOREMOST CORP AMER COM COM 345469100 1368 57000 SH SOLE 57000
D AMERN STS WTR CO COM COM 029899101 692 20900 SH SOLE 20900
D TIDEWATER INC COM COM 886423102 7710 302360 SH SOLE 302360
D PK PL ENTMT CORP COM COM 700690100 7471 597700 SH SOLE 597700
D POLYMER GROUP INC COM COM 731745105 295 20000 SH SOLE 20000
D TITAN CORP COM COM 888266103 575 40000 SH SOLE 40000
D ALLIED CAP CORP NEW COM COM 01903Q108 1822 81200 SH SOLE 81200
D RESH FRONTIERS INC COM COM 760911107 200 20000 SH SOLE 20000
D SANMINA CORP COM COM 800907107 7312 94500 SH SOLE 94500
D SWIFT TRANSN INC COM COM 870756103 2490 126500 SH SOLE 126500
D ARDENT SOFTWARE INC COM COM 039794102 673 25000 SH SOLE 25000
D APPLEBEES INTL INC COM COM 037899101 8792 261000 SH SOLE 261000
D MARINE DRILLING COS INC COM PA COM 568240204 1523 96300 SH SOLE 96300
D YOUNG BROADCASTING INC CL A COM 987434107 822 15700 SH SOLE 15700
D TRUE N. COMMUNICATIONS COM 897844106 4511 124000 SH SOLE 124000
D VERITY INC COM COM 92343C106 688 10000 SH SOLE 10000
D VISUAL NETWORKS INC COM COM 928444108 1273 30000 SH SOLE 30000
D THOMAS & BETTS CORP COM COM 884315102 4218 82700 SH SOLE 82700
D MLP PIMCO ADVISORS HLDGS L P U COM 69338P102 1080 34300 SH SOLE 34300
D SYMANTEC CORP COM COM 871503108 4007 111400 SH SOLE 111400
D URBAN OUTFITTERS INC COM 917047102 4657 210500 SH SOLE 210500
D PINNACLE SYS INC COM COM 723481107 3424 80800 SH SOLE 80800
D NOVADIGM INC COM 669937104 585 40000 SH SOLE 40000
D LA Z BOY INC COM COM 505336107 2221 116500 SH SOLE 116500
D LITTON IND INC COM COM 538021106 5300 96800 SH SOLE 96800
D PJ AMER INC COM COM 72585Q104 626 30000 SH SOLE 30000
D ATMI INC COM COM 00207R101 1493 40000 SH SOLE 40000
D AVT CORP COM COM 002420107 1378 45000 SH SOLE 45000
D NJ RES CORP COM COM 646025106 1688 42200 SH SOLE 42200
D ARTESYN TECHNOLOGIES INC COM COM 043127109 2420 127600 SH SOLE 127600
D ACT MFG INC COM COM 000973107 1003 40000 SH SOLE 40000
D OM GROUP INC COM 670872100 3166 82500 SH SOLE 82500
D BROOKSTONE INC COM COM 114537103 295 20000 SH SOLE 20000
D ELECTRO SCIENTIFIC INDS INC CO COM 285229100 2073 38900 SH SOLE 38900
D FRITZ COMPANIES INC COM COM 358846103 718 69200 SH SOLE 69200
D MASTEC INC COM COM 576323109 1849 62800 SH SOLE 62800
D US LEC CORP CL A COM 90331S109 985 40000 SH SOLE 40000
D HANOVER COMPRESSOR CO COM COM 410768105 636 20000 SH SOLE 20000
D UNITRIN INC COM COM 913275103 5345 153800 SH SOLE 153800
D BRADY CORP CL A COM STK COM 104674106 2525 78900 SH SOLE 78900
D LAMAR ADVERTISING CO CL A COM COM 512815101 4950 100000 SH SOLE 100000
D HELIX TECH CORP COM COM 423319102 2098 63100 SH SOLE 63100
D WHITEHALL JEWELLERS INC COM COM 965063100 719 25000 SH SOLE 25000
D MAXIM INTEGRATED PRODS INC COM COM 57772K101 13660 216500 SH SOLE 216500
D BIO TECH GEN CORP COM COM 090578105 1188 123800 SH SOLE 123800
D PRIDE INTL INC COM COM 741932107 1535 108200 SH SOLE 108200
D ADVO INC COM COM 007585102 782 39200 SH SOLE 39200
D ELECTR ARTS COM COM 285512109 7513 103800 SH SOLE 103800
D VOLT INFORMATION SCIENCES INC COM 928703107 805 33200 SH SOLE 33200
D A S V INC COM COM 001963107 293 20000 SH SOLE 20000
D WILLIAMS SONOMA INC COM COM 969904101 6075 125100 SH SOLE 125100
D SPEEDWAY MOTORSPORTS INC COM COM 847788106 1001 23100 SH SOLE 23100
D JLG INDS INC COM COM 466210101 1624 106900 SH SOLE 106900
D MIDWAY GAMES INC COM COM 598148104 1279 81212 SH SOLE 81212
D ARTHROCARE CORP COM COM 043136100 3720 68100 SH SOLE 68100
D ATLAS AIR INC COM COM 049164106 823 37600 SH SOLE 37600
D DALLAS SEMICONDUCTOR CORP COM COM 235204104 6642 124300 SH SOLE 124300
D GERBER SCIENTIFIC INC COM COM 373730100 888 39700 SH SOLE 39700
D DATASCOPE CORP COM COM 238113104 3628 103300 SH SOLE 103300
D CUNO INC COM COM 126583103 497 25000 SH SOLE 25000
D METTLER-TOLEDO INTL INC COM COM 592688105 711 24000 SH SOLE 24000
D PFT RECOVERY GROUP INTL INC CO COM 743168106 3508 78600 SH SOLE 78600
D COMWLTH TEL ENTERPRISES INC NE COM 203349105 1452 33000 SH SOLE 33000
D POWERWAVE TECHNOLOGIES INC COM COM 739363109 3047 63200 SH SOLE 63200
D REHABCARE GROUP INC COM COM 759148109 1058 59600 SH SOLE 59600
D C CORNET CORP COM COM 125010108 1607 52900 SH SOLE 52900
D CH & DWIGHT INC COM COM 171340102 3773 150900 SH SOLE 150900
D HORMEL FOODS CORP COM COM 440452100 9675 234200 SH SOLE 234200
D MANDALAY RESORT GROUP COM COM 562567107 3703 187500 SH SOLE 187500
D RUSH ENTERPISES INC COM COM 781846100 234 15000 SH SOLE 15000
D SANTA FE INTL CORP COM STK COM G7805C108 4360 202200 SH SOLE 202200
D BURR BROWN CORP COM 122574106 3547 89800 SH SOLE 89800
D MTI TECH CORP COM COM 553903105 1508 65400 SH SOLE 65400
D LITTELFUSE INC COM COM 537008104 1311 58900 SH SOLE 58900
D LIFECORE BIOMEDICAL INC COM COM 532187101 639 46500 SH SOLE 46500
D CACI INTL INC CL A COM 127190304 1805 84700 SH SOLE 84700
D AFC CABLE SYS INC COM 000950105 2213 52075 SH SOLE 52075
D MOVADO GROUP INC COM COM 624580106 230 10000 SH SOLE 10000
D BENCHMARK ELECTRS INC COM COM 08160H101 1755 49700 SH SOLE 49700
D TUPPERWARE CORP COM COM 899896104 1841 90900 SH SOLE 90900
D WICOR INC COM COM 929253102 1970 67800 SH SOLE 67800
D WILD OATS MKTS INC COM COM 96808B107 1343 34000 SH SOLE 34000
D CFW COMMUNICATIONS CO COM COM 124923103 408 17100 SH SOLE 17100
D IDT CORP COM COM 448947101 838 40000 SH SOLE 40000
D PROFESSIONAL DETAILING INC COM COM 74312N107 519 20000 SH SOLE 20000
D EVERGREEN RES INC COM NO PAR COM 299900308 1213 50400 SH SOLE 50400
D ALPHARMA INC CL A COM 020813101 3344 94700 SH SOLE 94700
D ALEXANDER & BALDWIN INC COM COM 014482103 2323 97300 SH SOLE 97300
D SPARTECH CORP COM NEW COM 847220209 733 25000 SH SOLE 25000
D HAIN FOOD GROUP INC COM COM 405219106 990 40000 SH SOLE 40000
D SUNTERRA CORP COM COM 86787D109 238 20000 SH SOLE 20000
D COGNEX CORP COM COM 192422103 2771 91800 SH SOLE 91800
D TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 1658 29000 SH SOLE 29000
D METRO 1 TELECOMMUNICATIONS INC COM 59163F105 768 40000 SH SOLE 40000
D SUNGARD DATA SYS INC COM COM 867363103 4242 161200 SH SOLE 161200
D SENSORMATIC ELECTRS CORP COM COM 817265101 1290 101700 SH SOLE 101700
D SNYDER COMMUNICATIONS INC COM COM 832914105 1502 98900 SH SOLE 98900
D NOVELLUS SYS INC COM COM 670008101 4053 60100 SH SOLE 60100
D CLEV CLIFFS INC COM COM 185896107 1183 38000 SH SOLE 38000
D VIAD CORP COM COM 92552R109 3862 130900 SH SOLE 130900
D HUBBELL INC CL B COM COM 443510201 2785 87370 SH SOLE 87370
D SAKS INC COM COM 79377W108 2956 194658 SH SOLE 194658
D EL PASO ENERGY CORP DEL COM COM 283905107 6380 158500 SH SOLE 158500
D MOHAWK INDS INC COM COM 608190104 1625 81500 SH SOLE 81500
D CALLAWAY GOLF CO COM COM 131193104 1243 102000 SH SOLE 102000
D ALLEGHENY ENERGY INC COM COM 017361106 4925 154500 SH SOLE 154500
D STERLING SOFTWARE INC COM COM 859547101 2266 113300 SH SOLE 113300
D RELIASTAR FINL CORP COM COM 75952U103 16573 498450 SH SOLE 498450
D HIBERNIA CORP CL A COM COM 428656102 2505 215500 SH SOLE 215500
D CIN BELL INC COM COM 171870108 3604 185400 SH SOLE 185400
D DEAN FOODS CO COM COM 242361103 2309 53000 SH SOLE 53000
D REYNOLDS R J TOB HLDGS INC COM COM 76182K105 3945 146100 SH SOLE 146100
D AMER FINL GROUP INC OH COM STK COM 025932104 2251 80200 SH SOLE 80200
D VITESSE SEMICONDUCTOR CORP COM COM 928497106 8811 103200 SH SOLE 103200
D COMPUSA INC COM COM 204932107 740 123400 SH SOLE 123400
D PUB SVC CO N MEX COM COM 744499104 4345 238100 SH SOLE 238100
D PSS WORLD MED INC COM COM 69366A100 854 95500 SH SOLE 95500
D UTILICORP UNITED INC COM COM 918005109 3427 162700 SH SOLE 162700
D CITRIX SYS INC COM COM 177376100 7321 118200 SH SOLE 118200
D CARLISLE COMPANIES INC COM COM 142339100 2346 59400 SH SOLE 59400
D GA GULF CORP COM PAR $0.01 COM 373200203 733 41600 SH SOLE 41600
D TCF FNCL CORP COM COM 872275102 3205 112200 SH SOLE 112200
D TOTAL RENAL CARE HLDGS INC COM COM 89151A107 812 109232 SH SOLE 109232
D CABOT CORP COM COM 127055101 2111 88900 SH SOLE 88900
D MILLER HERMAN INC COM COM 600544100 2558 107000 SH SOLE 107000
D AMERN PWR CONVERSION CORP COM COM 029066107 9715 511300 SH SOLE 511300
D FLOWERS INDS INC COM COM 343496105 2359 173900 SH SOLE 173900
D MODIS PROFESSIONAL SVCS INC CO COM 607830106 1709 129000 SH SOLE 129000
D ALTERA CORP COM COM 021441100 16665 384200 SH SOLE 384200
D KENNAMETAL INC CAP COM 489170100 1043 40300 SH SOLE 40300
D BANDAG INC COM COM 059815100 944 29500 SH SOLE 29500
D FISERV INC COM COM 337738108 5403 166250 SH SOLE 166250
D PAC CENTY FINL CORP COM COM 694058108 2207 108000 SH SOLE 108000
D CALPINE CORP COM COM 131347106 10871 127800 SH SOLE 127800
D GILEAD SCI INC COM COM 375558103 3870 60286 SH SOLE 60286
D ALLIANT ENERGY CORP COM ISIN COM 018802108 2921 105500 SH SOLE 105500
D PROMUS HOTEL CORP COM STK COM 74342P106 3829 117584 SH SOLE 117584
D CHIRON CORP COM COM 170040109 6739 243408 SH SOLE 243408
D ARNOLD IND INC COM COM 042595108 808 64000 SH SOLE 64000
D SOTHEBYS HLDGS INC CL A COM 835898107 2042 79100 SH SOLE 79100
D COMDISCO INC COM COM 200336105 10725 555340 SH SOLE 555340
D FED MOGUL CORP COM COM 313549107 2613 94800 SH SOLE 94800
D MINERALS TECHNOLOGIES INC COM COM 603158106 2205 45400 SH SOLE 45400
D WARNACO GROUP INC CL A COM COM 934390105 1365 74800 SH SOLE 74800
D ALBANY INTL CORP NEW CL A COM 012348108 1173 77566 SH SOLE 77566
D CHRIS-CRAFT IND INC COM COM 170520100 2532 45116 SH SOLE 45116
D SCHULMAN A INC COM COM 808194104 725 41900 SH SOLE 41900
D ALBEMARLE CORP COM COM 012653101 1966 97700 SH SOLE 97700
D OMNICARE INC COM COM 681904108 1181 122700 SH SOLE 122700
D OLD KENT FNCL CORP COM COM 679833103 5929 159700 SH SOLE 159700
D UCAR INTL INC COM COM 90262K109 1382 60600 SH SOLE 60600
D MARSHALL & ILSLEY CORP COM COM 571834100 7915 138700 SH SOLE 138700
D UNIVISION COMMUNICATIONS INC C COM 914906102 11108 136500 SH SOLE 136500
D VARCO INTL INC COM COM 922126107 4494 368700 SH SOLE 368700
D WASH POST CO CL B COM COM 939640108 6885 13500 SH SOLE 13500
D CONVERGYS CORP COM COM 212485106 7364 371700 SH SOLE 371700
D STRUCTURAL DYNAMICS RESH CORP COM 863555108 3668 244052 SH SOLE 244052
D SCHOLASTIC CORP COM COM 807066105 1105 22100 SH SOLE 22100
D WESTAMERICA BANCORPORATION COM COM 957090103 2350 77700 SH SOLE 77700
D ADTRAN INC COM COM 00738A106 2031 53000 SH SOLE 53000
D ALLMERICA FINL CORP COM COM 019754100 3472 72900 SH SOLE 72900
D CARTER WALLACE INC COM COM 146285101 1081 60500 SH SOLE 60500
D SEPRACOR INC COM COM 817315104 3345 44300 SH SOLE 44300
D WIS ENERGY COM COM 976657106 3694 157600 SH SOLE 157600
D ASSOCTD BANC-CORP COM COM 045487105 3990 110257 SH SOLE 110257
D TIFFANY & CO COM COM 886547108 5676 94700 SH SOLE 94700
D WA GAS LT CO COM COM 938837101 1695 62500 SH SOLE 62500
D NEW ENG ELEC SYS COM COM 644001109 4124 79500 SH SOLE 79500
D ICN PHARMACEUTICALS INC NEW CO COM 448924100 6353 369600 SH SOLE 369600
D WESTPOINT STEVENS INC COM COM 961238102 1770 74900 SH SOLE 74900
D BOWATER INC COM COM 102183100 3617 68900 SH SOLE 68900
D HON INDS INC COM COM 438092108 2202 114400 SH SOLE 114400
D NAVIGANT CONSULTING INC COM COM 63935N107 2657 57300 SH SOLE 57300
D BLYTH INDS INC COM COM 09643P108 1830 65200 SH SOLE 65200
D TECUMSEH PRODS CO CL A COM 878895200 3945 78700 SH SOLE 78700
D GLATFELTER P.H CO COM COM 377316104 1315 80000 SH SOLE 80000
D CLAYTON HOMES INC COM COM 184190106 1689 194441 SH SOLE 194441
D BRINKER INTL INC COM COM 109641100 6119 226100 SH SOLE 226100
D BURL INDS INC NEW COM COM 121693105 320 71200 SH SOLE 71200
D MANPOWER INC WIS COM COM 56418H100 3006 103200 SH SOLE 103200
D INTUIT COM COM 461202103 7337 83700 SH SOLE 83700
D SCANA CORP COM COM 805898103 3369 139300 SH SOLE 139300
D DIEBOLD INC COM COM 253651103 2146 92793 SH SOLE 92793
D ROSS STORES INC COM COM 778296103 6013 298800 SH SOLE 298800
D ROLLINS INC COM COM 775711104 630 40800 SH SOLE 40800
D HILLENBRAND IND INC COM COM 431573104 2355 89300 SH SOLE 89300
D GTECH HLDGS CORP COM COM 400518106 1794 83700 SH SOLE 83700
D TRANSACTION SYS ARCHITECTS INC COM 893416107 1180 43800 SH SOLE 43800
D DOLLAR TREE STORES INC COM COM 256747106 3327 83300 SH SOLE 83300
D READERS DIGEST ASSN INC CL A N COM 755267101 4227 144500 SH SOLE 144500
D BORG WARNER AUTOMOTIVE INC COM COM 099724106 1544 35900 SH SOLE 35900
D STARBUCKS CORP COM COM 855244109 6074 245100 SH SOLE 245100
D LUBRIZOL CORP COM COM 549271104 1888 73500 SH SOLE 73500
D SHAW IND INC COM COM 820286102 3639 229200 SH SOLE 229200
D ILLINOVA CORP COM COM 452317100 2641 94100 SH SOLE 94100
D AMETEK INC NEW COM COM 031100100 1030 52000 SH SOLE 52000
D PENNZOIL-QUAKER ST CO COM COM 709323109 1322 104700 SH SOLE 104700
D DENTSPLY INTL INC NEW COM COM 249030107 2382 104700 SH SOLE 104700
D ASTORIA FINL CORP COM COM 046265104 2829 92000 SH SOLE 92000
D SOVEREIGN BANCORP INC COM COM 845905108 4153 456690 SH SOLE 456690
D CAMBRIDGE TECH PARTNERS MASS I COM 132524109 1175 81000 SH SOLE 81000
D QUORUM HLTH GROUP INC COM COM 749084109 691 98300 SH SOLE 98300
D COMSAT CORP SER 1 COM COM 20564D107 2103 71000 SH SOLE 71000
D AGL RES INC COM COM 001204106 2035 125200 SH SOLE 125200
D ACNIELSEN CORP COM STKZ COM 004833109 4127 181900 SH SOLE 181900
D AIRBORNE FGHT CORP COM COM 009266107 4040 191800 SH SOLE 191800
D LEE ENTERPRISES INC COM COM 523768109 1634 59700 SH SOLE 59700
D APRIA HEALTHCARE GROUP INC COM COM 037933108 1173 70000 SH SOLE 70000
D HAWAIIAN ELEC INDS INC COM COM 419870100 1524 43300 SH SOLE 43300
D BOB EVANS FARMS INC COM COM 096761101 1086 53300 SH SOLE 53300
D TECH DATA CORP COM COM 878237106 1604 68900 SH SOLE 68900
D OVERSEAS SHIPHOLDING GROUP INC COM 690368105 753 48800 SH SOLE 48800
D LINCARE HLDGS INC COM COM 532791100 2087 78300 SH SOLE 78300
D CADENCE DESIGN SYS INC COM COM 127387108 4386 327900 SH SOLE 327900
D MERCANTILE BANKSHARES CORP COM COM 587405101 2883 93175 SH SOLE 93175
D IPALCO ENTERPRISES INC COM COM 462613100 2241 115300 SH SOLE 115300
D SANTA FE SNYDER CORP COM COM 80218K105 2189 243200 SH SOLE 243200
D PRICE T ROWE ASSOC INC COM COM 741477103 6593 240300 SH SOLE 240300
D #REORG CENTOCOR INC COM EXCH J COM 152342101 5593 95500 SH SOLE 95500
D BARNES & NOBLE INC COM COM 067774109 2426 93300 SH SOLE 93300
D MEDIA GEN INC CL A COM 584404107 1835 35800 SH SOLE 35800
D FURNITURE BRANDS INTL INC COM COM 360921100 2061 104700 SH SOLE 104700
D BIOGEN INC COM COM 090597105 15936 202200 SH SOLE 202200
D COMAIR HLDGS INC COM COM 199789108 8855 530610 SH SOLE 530610
D WEATHERFORD INTL INC NEW COM COM 947074100 6725 210152 SH SOLE 210152
D KAN CY PWR & LT CO COM STK COM 485134100 2820 116600 SH SOLE 116600
D LANDS END INC COM COM 515086106 2666 40400 SH SOLE 40400
D CITY NATL CORP COM COM 178566105 2856 85100 SH SOLE 85100
D TRIGON HEALTHCARE INC CL A COM COM 89618L100 2431 83100 SH SOLE 83100
D COMVERSE TECH INC COM 205862402 23484 249000 SH SOLE 249000
D PERRIGO CO COM COM 714290103 934 118600 SH SOLE 118600
D LANCE INC COM COM 514606102 526 40300 SH SOLE 40300
D NORDSON CORP COM COM 655663102 1093 22300 SH SOLE 22300
D AK AIR GROUP INC COM COM 011659109 3292 80900 SH SOLE 80900
D CONECTIV INC COM STK COM 206829103 2471 125900 SH SOLE 125900
D STERLING COMM INC COM COM 859205106 2205 118800 SH SOLE 118800
D FED SIGNAL CORP COM COM 313855108 1949 98066 SH SOLE 98066
D QUANTUM CORP DSSG COM COM 747906204 3129 222500 SH SOLE 222500
D WI CENT TRANSN CORP COM COM 976592105 1580 115400 SH SOLE 115400
D SYLVAN LEARNING SYS INC COM 871399101 1354 69900 SH SOLE 69900
D AGCO CORP COM COM 001084102 1041 80100 SH SOLE 80100
D FULLER H B CO COM COM 359694106 1147 18850 SH SOLE 18850
D CHARTER 1 FINCL INC COM COM 160903100 5656 244565 SH SOLE 244565
D HANNAFORD BROS CO COM COM 410550107 5262 74700 SH SOLE 74700
D STRYKER CORP COM COM 863667101 6667 130400 SH SOLE 130400
D MONTANA PWR CO COM COM 612085100 4511 148200 SH SOLE 148200
D AMERN EAGLE OUTFITTERS INC NEW COM 02553E106 3173 65500 SH SOLE 65500
D NCR CORP COM COM 62886E108 4368 132100 SH SOLE 132100
D NATL FUEL GAS CO COM COM 636180101 2463 52200 SH SOLE 52200
D APOLLO GROUP INC CL A COM 037604105 2195 103900 SH SOLE 103900
D AK STL HLDG CORP COM STK PAR $ COM 001547108 1464 80200 SH SOLE 80200
D RYERSON TULL INC NEW COM COM 78375P107 1348 58300 SH SOLE 58300
D DEVON ENERGY CORPORATIOIN NEW COM 25179M103 12742 307500 SH SOLE 307500
D STEWART ENTERPRISES INC CL A C COM 860370105 911 150300 SH SOLE 150300
D HARLEY DAVIDSON INC COM COM 412822108 10263 205000 SH SOLE 205000
D WATTS INDS INC CL A COM 942749102 774 35600 SH SOLE 35600
D KEYSTONE FNCL INC COM COM 493482103 1551 65300 SH SOLE 65300
D MEDIMMUNE INC COM COM 584699102 7594 76200 SH SOLE 76200
D IMATION CORP COM COM 45245A107 1522 49100 SH SOLE 49100
D PAPA JOHNS INTL INC COM COM 698813102 1683 40800 SH SOLE 40800
D ARVIN INDS INC COM COM 043339100 1819 58800 SH SOLE 58800
D MODINE MFG CO COM COM 607828100 926 39700 SH SOLE 39700
D XILINX INC COM COM 983919101 13932 212600 SH SOLE 212600
D QUESTAR CORP COM COM 748356102 2886 159200 SH SOLE 159200
D CORDANT TECHNOLOGIES INC COM S COM 218412104 4353 143000 SH SOLE 143000
D WEBSTER FNCL CORP WATERBURY CO COM 947890109 2084 81744 SH SOLE 81744
D PRECISION CASTPARTS CORP COM COM 740189105 1003 32900 SH SOLE 32900
D CIRRUS LOGIC INC COM COM 172755100 894 81300 SH SOLE 81300
D ULTRAMAR-DIAMOND SHAMROCK CORP COM 904000106 2970 116482 SH SOLE 116482
D PITTSTON BRINKS GROUP COM COM 725701106 1275 55000 SH SOLE 55000
D CMP GROUP INC COM COM 125887109 2347 89000 SH SOLE 89000
D MARK IV INDS INC COM COM 570387100 1304 66000 SH SOLE 66000
D STEWART & STEVENSON SVCS INC C COM 860342104 495 37700 SH SOLE 37700
D PREMIER PKS INC COM COM 740540208 3048 105100 SH SOLE 105100
D ENERGY E. CORP COM COM 29266M109 3655 153900 SH SOLE 153900
D PAYLESS SHOESHOURCE INC COM COM 704379106 2176 43090 SH SOLE 43090
D LANCASTER COLONY CORP COM COM 513847103 1770 55300 SH SOLE 55300
D BLACK HILLS CORP COM COM 092113109 739 31700 SH SOLE 31700
D SYNOPSYS INC COM COM 871607107 5352 95300 SH SOLE 95300
D CBRL GROUP INC COM STK COM 12489V106 1254 80875 SH SOLE 80875
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D FNCL SEC ASSURN HLDGS LTD COM COM 31769P100 3551 68700 SH SOLE 68700
D ST FRANCIS CAP CORP COM COM 789374105 321 15600 SH SOLE 15600
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D MEN S WEARHOUSE INC COMMOM COM 587118100 1810 84200 SH SOLE 84200
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D AUTO DATA PROCESSING INC COM COM 053015103 37320 836300 SH SOLE 836300
D MARRIOTT INTL INC NEW COM STK COM 571903202 5580 170700 SH SOLE 170700
D ALBERTSON S INC COM COM 013104104 21904 553649 SH SOLE 553649
D DANAHER CORP COM COM 235851102 7255 137700 SH SOLE 137700
D MORGAN STAN DN WTR COM STK CAL COM 6174460A8 -7720 1930 SH SOLE 1930
D BOEING CORP COM STK CALL OPTIO COM 0970230K2 -242 625 SH SOLE 625
D KIMBERLY CLARK COM STK CALL OP COM 4943680A2 -879 1465 SH SOLE 1465
D LUCENT TECH COM STK CALL OPTIO COM 5494630A6 -17920 5924 SH SOLE 5924
D CITIGROUP INC COM STK CALL OPT COM 1729670A0 -3695 3248 SH SOLE 3248
D DILLARD DEPT STORES COM STK CA COM 2540670K8 -1 130 SH SOLE 130
D GENERAL ELECTRIC COM STK CALL COM 3696060A7 -51163 10310 SH SOLE 10310
D CISCO SYSTEMS INC COM STK CALL COM 17275R0A1 -45017 11506 SH SOLE 11506
D COLUMBIA ENERGY COM STK CALL O COM 1976480K5 -515 1715 SH SOLE 1715
D LIZ CLAIBORNE INC COM STK CALL COM 5393200J1 -1 45 SH SOLE 45
D HARTFORD FINANCIAL COM STK CAL COM 4165150L9 -33 1780 SH SOLE 1780
D WENDYS INTL INC COM STK CALL O COM 9505900C4 -909 1965 SH SOLE 1965
D MICROSOFT COM STK CALL OPTION COM 5949180A3 -1893 13770 SH SOLE 13770
D FORTUNE BRAND COM STK CALL OPT COM 3496310C6 -302 1610 SH SOLE 1610
D PFIZER INC COM STK CALL OPTION COM 7170831A7 -4641 6876 SH SOLE 6876
D INTEL CORP COM STK CALL OPTION COM 4581400A9 -38135 10974 SH SOLE 10974
D BELLSOUTH COM STK CALL OPTION COM 0798600A1 -7268 5700 SH SOLE 5700
D AMGEN INC COM STK CALL OPTION COM 0311620A9 -18598 3905 SH SOLE 3905
D ELI LILLY COM STK CALL OPTION COM 5324570A7 -678 1322 SH SOLE 1322
D EMERSON ELEC COM STK CALL OPTI COM 2910110L9 -226 475 SH SOLE 475
D CHEVRON CORP COM STK CALL OPTI COM 16675D0A0 -2036 1335 SH SOLE 1335
D KROGER CO COM STK CALL OPTION COM 5010440A0 -942 4570 SH SOLE 4570
D COCA COLA CO COM STK CALL OPTI COM 1912160K7 -166 3800 SH SOLE 3800
D ITT INDS INC COM STK CALL OPTI COM 4509110C7 -37 295 SH SOLE 295
D COORS ADOLPH COM STK CALL OPTI COM 2170160A3 -150 200 SH SOLE 200
D BRISTOL MEYERS COM STK CALL OP COM 1101230A5 -24065 7320 SH SOLE 7320
D AMERITECH CORP COM STK CALL OP COM 0309540A0 -7650 3400 SH SOLE 3400
D CATERPILLAR INC COM STK CALL O COM 1491230E2 -812 890 SH SOLE 890
D HARRIS CORP COM STK CALL OPTIO COM 4138750K2 -2 45 SH SOLE 45
D EG&G INC COM STK CALL OPTION COM 2684570L3 -551 380 SH SOLE 380
D COLUMBIA HCA COM STK CALL OPTI COM 1976770K4 -10 540 SH SOLE 540
D AMERICAN HOME INC COM STK CALL COM 0266090A6 -501 1540 SH SOLE 1540
D TANDY CORP COM STK CALL OPTION COM 8753820D6 -983 690 SH SOLE 690
D AT&T CORP COM STK CALL OPTION COM 0019570A8 -5281 2608 SH SOLE 2608
D TJX COS INC NEW COM STK CALL O COM 8725400D2 -2803 5215 SH SOLE 5215
D CIGNA CORP COM STK CALL OPTION COM 1255090D2 -1232 1760 SH SOLE 1760
D PROCTOR & GAMBLE COM STK CALL COM 7427180A8 -11850 3950 SH SOLE 3950
D LST AMR S&P 500 JAN 1450 CALL COM 12486Q0A9 14044 10700 SH SOLE 10700
D LST AMR S&P 500 INDX MATZ 1300 COM 12488Y0C6 -178756 18548 SH SOLE 18548
D LST AMR S&P 500 INDX JUN 1350 COM 12488Y0F9 -402975 40500 SH SOLE 40500
D SPX INDEX COM STK CALL OPTION COM 12486Q0F8 261225 40500 SH SOLE 40500
D LST AMR S&P 500 INDX MATZ 1400 COM 12486Q0C5 330154 18548 SH SOLE 18548
D LST AMER S&P 500 INDX DEC 1325 COM 12488Y0L6 134475 33000 SH SOLE 33000
D LST AMR S&P 500 JAN 1350 CALL COM 12488Y0A0 -50290 10700 SH SOLE 10700
D LST AMER S&P 500 INDX DEC 1225 COM 7839810L8 -343200 33000 SH SOLE 33000
D GALILEO TECH LTD COM COM M47298100 5940 237600 SH SOLE 237600
D ADR DE BEERS CONS MINES LTD A. COM 240253302 4126 152800 SH SOLE 152800
D ADR KONINKLIJKE PHILIPS ELECTR COM 500472204 4167 41260 SH SOLE 41260
D ACTEL CORP COM COM 004934105 2740 144200 SH SOLE 144200
D CDW COMPUTER CTRS INC COM COM 125129106 3333 68200 SH SOLE 68200
D GENUINE PARTS CO COM COM 372460105 5872 221075 SH SOLE 221075
D TRAVELERS PPTY CAS CORP CL A C COM 893939108 3384 114700 SH SOLE 114700
D OCULAR SCIENCES INC COM COM 675744106 1783 92000 SH SOLE 92000
D IMPERIAL BANCORP COM COM 452556103 3515 165400 SH SOLE 165400
D GALILEO INTL INC COM COM 363547100 2214 55000 SH SOLE 55000
D T-HQ INC COM NEW COM 872443403 4873 113000 SH SOLE 113000
D RACING CHAMPIONS CORP COM COM 750069106 1098 193000 SH SOLE 193000
D PEOPLES BNK BRIDGEPORT CONN CO COM 710198102 3827 162000 SH SOLE 162000
D ADR YPF SOCIEDAD ANONIMA SPONS COM 984245100 3419 87800 SH SOLE 87800
D ADR TELE DE MEX SA CV L RPSTG COM 879403780 5080 71300 SH SOLE 71300
D S W SECS GROUP INC COM COM 845224104 1901 70400 SH SOLE 70400
D ADR PERUSAHAAN PERSEROAN PERSE COM 715680104 2160 160000 SH SOLE 160000
D ADR COMPANIA ANONIMA NACIONAL COM 204421101 2923 109000 SH SOLE 109000
D ADR TEVA PHARMACEUTICAL INDS L COM 881624209 3270 65000 SH SOLE 65000
D ADR NOKIA CORP SPONSORED FINLA COM 654902204 8089 90000 SH SOLE 90000
D CONEXANT SYS INC COM COM 207142100 16943 233200 SH SOLE 233200
D FORD MTR CO DEL COM COM 345370100 72335 1439511 SH SOLE 1439511
D DIAMOND OFFSHORE DRILLING INC COM 25271C102 7009 210000 SH SOLE 210000
D AMR CORP COM COM 001765106 13516 248000 SH SOLE 248000
D AMFM INC COM COM 001693100 6883 113300 SH SOLE 113300
D ADR BP AMOCO P L C SPONSORED A COM 055622104 10749 97000 SH SOLE 97000
D SFX ENTMT INC CL A COM 784178105 5555 181400 SH SOLE 181400
D CDN NATL RY CO COM COM 136375102 2684 94800 SH SOLE 94800
D ELECTRONICS FOR IMAGING INC CO COM 286082102 10394 202200 SH SOLE 202200
D BASIN EXPL INC COM COM 070107107 4200 175000 SH SOLE 175000
D ABITIBI-CONSOLIDATED INC COM COM 003924107 11527 955600 SH SOLE 955600
D GEN MTRS CORP CL H NEW COM 370442832 8874 155000 SH SOLE 155000
D N.W. AIRLS CORP CL A COM STK P COM 667280101 3695 144900 SH SOLE 144900
D QUIXOTE CORP COM COM 749056107 41 2700 SH SOLE 2700
D RLI CORP COM COM 749607107 73 2200 SH SOLE 2200
D PERSONNEL GROUP OF AMER INC CO COM 715338109 913 146000 SH SOLE 146000
D NICHOLS RESH CORP COM COM 653818104 64 2400 SH SOLE 2400
D MAIL-WELL INC COM COM 560321200 573 41300 SH SOLE 41300
D #REORG MARK VII INC COM EXCH @ COM 570414102 25 1100 SH SOLE 1100
D MLP KANEB PIPE LINE PARTNERS L COM 484169107 225 7800 SH SOLE 7800
D MEADOWBROOK INS GROUP INC COM COM 58319P108 39 3500 SH SOLE 3500
D CELL GENESYS INC COM 150921104 260 33000 SH SOLE 33000
D STD COML CORP COM COM 853258101 103 25744 SH SOLE 25744
D MICROTOUCH SYS INC COM COM 595145103 118 7000 SH SOLE 7000
D GRANITE ST BANKSHARES INC COM COM 387472103 39 1800 SH SOLE 1800
D AVANT CORP COM COM 053487104 1142 64000 SH SOLE 64000
D INVESTORS FINL SVCS CORP DEL C COM 461915100 165 4800 SH SOLE 4800
D ADR BUSINESS OBJECTS SA SPONSO COM 12328X107 6295 106700 SH SOLE 106700
D CORT BUSINESS SVCS CORP COM COM 220493100 95 4100 SH SOLE 4100
D CSS INDS INC COM COM 125906107 81 3500 SH SOLE 3500
D CAERE CORP COM COM 127646107 186 24000 SH SOLE 24000
D NATL PROCESSING INC COM COM 637229105 221 24500 SH SOLE 24500
D PRESIDENTIAL LIFE CORP COM COM 740884101 433 25300 SH SOLE 25300
D BALLANTYNE OMAHA INC COM COM 058516105 162 28730 SH SOLE 28730
D ADR CBT GROUP PUB LTD SPONSORE COM 124853300 1091 44300 SH SOLE 44300
D FAIRFIELD CMNTYS INC COM PAR $ COM 304231301 1020 93300 SH SOLE 93300
D CHIREX INC COM COM 170038103 545 21100 SH SOLE 21100
D HEICO CORP NEW COM COM 422806109 69 3700 SH SOLE 3700
D MMI COS INC COM COM 553087107 98 9000 SH SOLE 9000
D ROGERS CORP COM COM 775133101 96 2600 SH SOLE 2600
D FIRST FINL HLDGS INC COM COM 320239106 125 7200 SH SOLE 7200
D ADR MERANT PLC COM 587336108 1337 57340 SH SOLE 57340
D NATL STL CORP CL B COM 637844309 121 17400 SH SOLE 17400
D COVENANT TRANS INC NEV CL A COM 22284P105 101 6600 SH SOLE 6600
D COLUMBIA BKG SYS INC COM COM 197236102 110 8390 SH SOLE 8390
D ACCEP INS COS INC COM COM 004308102 274 21700 SH SOLE 21700
D AMPHENOL CORP NEW CL A COM 032095101 59 1200 SH SOLE 1200
D RELIANCE BANCORP INC COM COM 759451107 207 5500 SH SOLE 5500
D BK GRANITE CORP COM COM 062401104 23 800 SH SOLE 800
D AL NATL BANCORPORATION DEL COM COM 010317105 37 1600 SH SOLE 1600
D POWER-ONE INC COM COM 739308104 645 25300 SH SOLE 25300
D SECOND BANCORP INC COM COM 813114105 38 1400 SH SOLE 1400
D MAVERICK TUBE CORP COM COM 577914104 2836 170600 SH SOLE 170600
D FBL FINL GROUP INC CL A COM 30239F106 128 6200 SH SOLE 6200
D DAN RIV INC GA CL A COM 235774106 46 7100 SH SOLE 7100
D N W PIPE CO COM COM 667746101 161 10300 SH SOLE 10300
D PROJ SOFTWARE & DEV INC COM COM 74339P101 829 15500 SH SOLE 15500
D ICU MED INC COM COM 44930G107 96 6400 SH SOLE 6400
D HOLLYWOOD ENTMT CORP COM COM 436141105 834 55600 SH SOLE 55600
D OMEGA FINL CORP COM COM 682092101 32 1000 SH SOLE 1000
D FIRST FED CAP CORP COM COM 319960100 39 2500 SH SOLE 2500
D S & T BANCORP INC COM COM 783859101 50 2200 SH SOLE 2200
D NPC INTL INC COM COM 629360306 361 32100 SH SOLE 32100
D BEN & JERRYS HOMEMADE INC CL A COM 081465106 139 8100 SH SOLE 8100
D CASELLA WASTE SYS INC CL A COM COM 147448104 299 17900 SH SOLE 17900
D MOLECULAR DEVICES CORP COM COM 60851C107 204 7400 SH SOLE 7400
D MERCURY GEN CORP NEW COM COM 589400100 918 33300 SH SOLE 33300
D OEC MED SYS INC COM 670828102 1805 51400 SH SOLE 51400
D IVEX PACKAGING CORP DEL COM COM 465855104 92 9200 SH SOLE 9200
D ADVENT SOFTWARE INC COM STK COM 007974108 523 8400 SH SOLE 8400
D DREW INDS INC COM NEW COM 26168L205 28 3100 SH SOLE 3100
D BRENTON BKS INC COM COM 107211104 38 2700 SH SOLE 2700
D DAY RUNNER INC COM COM 239545106 139 16600 SH SOLE 16600
D AMTRAN INC COM COM 03234G106 54 2900 SH SOLE 2900
D DORAL FINL CORP COM COM 25811P100 274 20500 SH SOLE 20500
D NATL CY BANCSHARES INC COM COM 635313109 137 4500 SH SOLE 4500
D CHIEFTAIN INTL INC COM COM 16867C101 184 9700 SH SOLE 9700
D MEDCO RESH INC COM COM 584059109 608 24400 SH SOLE 24400
D BSTN BEER INC CL A COM 100557107 394 49600 SH SOLE 49600
D OTTAWA FINL CORP COM COM 689389104 46 2220 SH SOLE 2220
D GRUBB & ELLIS CO COM 400095204 81 14100 SH SOLE 14100
D PROXIM INC COM 744284100 915 19900 SH SOLE 19900
D RES AMER INC CL A COM 761195205 126 16900 SH SOLE 16900
D IMPATH INC COM COM 45255G101 746 25600 SH SOLE 25600
D FLAGSTAR BANCORP INC COM COM 337930101 65 4200 SH SOLE 4200
D MMC NETWORKS INC COM COM 55308N102 1812 58100 SH SOLE 58100
D D & K HEALTHCARE RES INC COM COM 232861104 145 6200 SH SOLE 6200
D MORGAN KEEGAN INC COM COM 617410105 189 11100 SH SOLE 11100
D REP BANCORP INC COM COM 760282103 358 31000 SH SOLE 31000
D OTTER TAIL PWR CO COM COM 689648103 166 3900 SH SOLE 3900
D BIG FLOWER HLDGS INC COM COM 089159107 3842 135700 SH SOLE 135700
D CHAMPION INDS INC W V COM COM 158520106 8 1300 SH SOLE 1300
D AEP INDS INC COM COM 001031103 85 2300 SH SOLE 2300
D KS CY LIFE INS CO COM COM 484836101 26 700 SH SOLE 700
D COMWLTH BANCORP INC COM COM 20268X102 111 6500 SH SOLE 6500
D FINL FED CORP COM COM 317492106 211 11250 SH SOLE 11250
D MID ATLC MED SVCS INC COM COM 59523C107 1701 190300 SH SOLE 190300
D MERIDIAN DIAGNOSTICS INC COM COM 589602101 18 2300 SH SOLE 2300
D BLUEGREEN CORP COM COM 096231105 59 12500 SH SOLE 12500
D INTERPOOL INC COM COM 46062R108 124 16200 SH SOLE 16200
D MF PMC COML TR MUT FD COM 693434102 107 8100 SH SOLE 8100
D R G S ENERGY GROUP INC COM COM 74956K104 2051 83700 SH SOLE 83700
D ANDRX CORP COM COM 034551101 5596 95600 SH SOLE 95600
D CO MEDTECH INC COM COM 19652U104 537 37200 SH SOLE 37200
D CENTENNIAL BANCORP COM COM 15133T104 62 5300 SH SOLE 5300
D HOVNANIAN ENTERPRISES INC CL A COM 442487203 98 12700 SH SOLE 12700
D RES BANCSHARES MTG GROUP INC C COM 761197102 209 42000 SH SOLE 42000
D ADR CHGO BRDG & IRON CO NV COM COM N19808109 53 3600 SH SOLE 3600
D SCIENTIFIC GAMES HLDGS CORP CO COM 808747109 298 15100 SH SOLE 15100
D SEACOAST BKG CORP FLA CL A COM 811707108 65 2200 SH SOLE 2200
D BACOU USA INC COM COM 056439102 37 2200 SH SOLE 2200
D SOS STAFFING SVCS INC COM COM 78462X104 146 25100 SH SOLE 25100
D IRWIN FINL CORP COM COM 464119106 46 2300 SH SOLE 2300
D PHIL CONS HLDG CORP COM COM 717528103 211 15600 SH SOLE 15600
D BROADVISION INC COM COM 111412102 8702 65400 SH SOLE 65400
D GIBRALTAR STL CORP COM 37476F103 84 4000 SH SOLE 4000
D AARON RENTS INC CL B COM 002535201 128 7400 SH SOLE 7400
D GIANT INDS INC COM COM 374508109 215 18500 SH SOLE 18500
D ITI TECHNOLOGIES INC COM COM 450564109 1398 46500 SH SOLE 46500
D GLIATECH INC COM COM 37929C103 978 57100 SH SOLE 57100
D STEWART INFORMATION SVCS CORP COM 860372101 743 40600 SH SOLE 40600
D APPLIED SCI & TECH INC COM 038236105 252 12200 SH SOLE 12200
D KITTY HAWK INC COM COM 498326107 79 7800 SH SOLE 7800
D EMPIRE DIST ELEC CO COM COM 291641108 243 9500 SH SOLE 9500
D DELTA FINL CORP COM COM 247918105 30 5900 SH SOLE 5900
D ARROW INTL INC COM COM 042764100 130 5100 SH SOLE 5100
D GEN CABLE CORP DEL NEW COM COM 369300108 860 71700 SH SOLE 71700
D KTI INC COM NEW COM 482689205 107 13700 SH SOLE 13700
D PEERLESS SYS CORP COM COM 705536100 712 53700 SH SOLE 53700
D ANIKA THERAPEUTICS INC COM COM 035255108 214 38100 SH SOLE 38100
D COLEMAN INC NEW COM COM 193559101 252 26500 SH SOLE 26500
D MLP BUCKEYE PARTNERS L P UNIT COM 118230101 122 4500 SH SOLE 4500
D FRKLN ELEC INC COM COM 353514102 40 600 SH SOLE 600
D INTERTAPE POLYMER GROUP INC CO COM 460919103 119 4200 SH SOLE 4200
D FUNCO INC COM COM 360762108 381 20200 SH SOLE 20200
D SHILOH INDS INC COM COM 824543102 19 1700 SH SOLE 1700
D ESCO ELECTRS CORP COM TR RCPT COM 269030201 166 14900 SH SOLE 14900
D O CHARLEYS INC COM 670823103 171 11600 SH SOLE 11600
D FIRST CHARTER CORP COM COM 319439105 165 9400 SH SOLE 9400
D RES-CARE INC COM 760943100 942 55400 SH SOLE 55400
D COOKER RESTAURANT CORP COM NEW COM 216284208 46 11700 SH SOLE 11700
D LACLEDE GAS CO COM COM 505588103 111 4900 SH SOLE 4900
D CAREMATRIX CORP COM COM 141706101 185 35600 SH SOLE 35600
D ASSISTED LIVING CONCEPTS INC C COM 04543L109 190 67400 SH SOLE 67400
D MED ASSURN INC COM COM 58449U100 103 4100 SH SOLE 4100
D DOLLAR THRIFTY AUTOMOTIVE GROU COM 256743105 786 38000 SH SOLE 38000
D PENNFED FINL SVCS INC COM COM 708167101 20 1300 SH SOLE 1300
D RESMED INC COM COM 761152107 2912 87900 SH SOLE 87900
D COASTAL BANCORP INC COM COM 19041P105 243 14000 SH SOLE 14000
D LUNAR CORP COM COM 550362107 79 10500 SH SOLE 10500
D MERCHANTS BANCSHARES INC COM COM 588448100 21 900 SH SOLE 900
D ORIENTAL FINL GROUP INC COM COM 68618W100 271 11800 SH SOLE 11800
D MATTHEWS INTL CORP CL A COM 577128101 154 5100 SH SOLE 5100
D ACT NETWORKS INC COM COM 000975102 742 84200 SH SOLE 84200
D GENCOR INDS INC COM COM 368678108 119 18800 SH SOLE 18800
D 1ST SOURCE CORP COM COM 336901103 38 1600 SH SOLE 1600
D SEMTECH CORP COM 816850101 2058 56200 SH SOLE 56200
D CORVLE CORP COM COM 221006109 48 2200 SH SOLE 2200
D #REORG MYLEX CORP COM EXCH @ C COM 628546103 523 44000 SH SOLE 44000
D CHATTEM INC COM COM 162456107 417 18900 SH SOLE 18900
D ANB CORP COM COM 001926104 27 800 SH SOLE 800
D IN FOCUS SYS INC COM COM 452919103 2013 120200 SH SOLE 120200
D LNR PPTY CORP COM COM 501940100 460 22600 SH SOLE 22600
D MOVIE GALLERY INC COM COM 624581104 243 43900 SH SOLE 43900
D SCPIE HLDGS INC COM COM 78402P104 110 3500 SH SOLE 3500
D PERIPHONICS CORP COM COM 714005105 3479 110900 SH SOLE 110900
D LESCO INC OH COM COM 526872106 63 4700 SH SOLE 4700
D SBS TECHNOLOGIES INC COM COM 78387P103 459 18000 SH SOLE 18000
D DATASTREAM SYS INC COM COM 238124101 1215 92600 SH SOLE 92600
D MTS SYS CORP COM COM 553777103 24 2300 SH SOLE 2300
D NEUROGEN CORP COM COM 64124E106 246 14800 SH SOLE 14800
D BANCORPSOUTH INC COM COM 059692103 54 3200 SH SOLE 3200
D MOTIVEPOWER INDS INC COM COM 61980K101 366 33300 SH SOLE 33300
D JOHN NUVEEN CO CL A COM 478035108 195 5200 SH SOLE 5200
D CORNELL CORRECTIONS INC COM COM 219141108 218 13300 SH SOLE 13300
D ATS MED INC COM COM 002083103 35 3500 SH SOLE 3500
D AMERN HERITAGE LIFE INVT CORP COM 026522102 152 4800 SH SOLE 4800
D INDPT BK CORP MICH COM COM 453838104 17 1100 SH SOLE 1100
D RAINFOREST CAFE INC COM COM 75086K104 673 126700 SH SOLE 126700
D SEROLOGICALS CORP COM COM 817523103 67 15700 SH SOLE 15700
D SPSS INC COM COM 78462K102 303 15600 SH SOLE 15600
D FIRST UTD BANCSHARES INC ARK C COM 33741E104 32 1800 SH SOLE 1800
D LSI INDS INC OH COM COM 50216C108 224 9800 SH SOLE 9800
D RIVIANA FOODS INC DEL COM COM 769536103 31 1600 SH SOLE 1600
D HAMILTON BANCORP INC FLA COM COM 407013101 179 8400 SH SOLE 8400
D RECOVERY ENGR INC COM COM 756269106 110 3100 SH SOLE 3100
D GENTEK INC COM COM 37245X104 130 11400 SH SOLE 11400
D CATHAY BANCORP INC COM COM 149150104 29 800 SH SOLE 800
D INTL SPEEDWAY CORP CL A COM 460335201 268 5105 SH SOLE 5105
D JEFFSN SVGS BANCORP INC COM COM 474900107 27 2300 SH SOLE 2300
D ASYST TECHNOLOGIES INC COM COM 04648X107 1782 54000 SH SOLE 54000
D FWD AIR CORP COM COM 349853101 85 3600 SH SOLE 3600
D AKORN INC COM 009728106 148 33300 SH SOLE 33300
D PRIME MED SVCS INC NEW COM COM 74156D108 991 104300 SH SOLE 104300
D GELTEX PHARMACEUTICALS INC COM COM 368538104 132 11900 SH SOLE 11900
D #REORG BEC ENERGY COM EXCH NST COM 05538M101 3260 76929 SH SOLE 76929
D FORTE SOFTWARE INC COM COM 349546101 564 20500 SH SOLE 20500
D RECOTON CORP COM COM 756268108 111 16500 SH SOLE 16500
D ADVANTA CORP COM 007942105 411 28100 SH SOLE 28100
D HAEMONETICS CORP MASS COM COM 405024100 287 14600 SH SOLE 14600
D LAKES GAMING INC COM COM 51206P109 355 36875 SH SOLE 36875
D INSIGNIA FINL GROUP INC NEW CO COM 45767A105 116 13200 SH SOLE 13200
D WESTN WIRELESS CORP CL A COM 95988E204 3588 80000 SH SOLE 80000
D KNIGHTSBRIDGE TANK LTD COM COM G5299G106 912 57000 SH SOLE 57000
D HUGOTON RTY TR TEX HUGOTON RTY COM 444717102 2063 200000 SH SOLE 200000
D VOICESTREAM WIRELESS CORP COM COM 928615103 4938 80000 SH SOLE 80000
D INTERNAP NETWORK SVCS CORP COM COM 45885A102 335 7500 SH SOLE 7500
D TIVO INC COM COM 888706108 75 2500 SH SOLE 2500
D EOG RESOURCES INC COM COM 26875P101 2125 100000 SH SOLE 100000
D LABRANCHE & CO INC COM ISIN US COM 505447102 1678 150000 SH SOLE 150000
D ALREF COM STK COM G03910109 1741 70000 SH SOLE 70000
D MLP ALLIANCE CAP MGMT L P UNIT COM 018548107 1235 45000 SH SOLE 45000
D S.W. AIRL CO COM COM 844741108 16844 1109100 SH SOLE 1109100
D BERKSHIRE HATHAWAY INC CL B CO COM 084670207 28 15 SH SOLE 15
D VIATEL INC COM COM 925529208 1183 40000 SH SOLE 40000
D ITXC CORP COM COM 45069F109 1591 50000 SH SOLE 50000
D BERKSHIRE HATHAWAY INC DEL CL COM 084670108 1320 24 SH SOLE 24
D WHIRLPOOL CORP COM COM 963320106 5845 89500 SH SOLE 89500
D ANALOG DEVICES INC COM COM 032654105 5837 113900 SH SOLE 113900
D DANA CORP COM COM 235811106 5192 139858 SH SOLE 139858
D TOSCO CORP COM NEW COM 891490302 2538 100500 SH SOLE 100500
D U.S. SURGICAL CORP VALUE SUPPO COM 912707114 0 524 SH SOLE 524
D ADAPTEC INC COM COM 00651F108 2988 75300 SH SOLE 75300
D STANLEY WKS COM COM 854616109 1476 58600 SH SOLE 58600
D FDX CORP COM STK COM 31304N107 15207 391180 SH SOLE 391180
D BED BATH BEYOND INC COM COM 075896100 4696 134400 SH SOLE 134400
D BLACK & DECKER CORP COM COM 091797100 2622 57400 SH SOLE 57400
D PULTE CORP COM COM 745867101 1338 61500 SH SOLE 61500
D DELTA AIR LINES INC COM COM 247361108 4491 92600 SH SOLE 92600
D NORFOLK SOUTHN CORP COM COM 655844108 6147 250900 SH SOLE 250900
D GOODYEAR TIRE & RUBBER CO COM COM 382550101 7079 147100 SH SOLE 147100
D GENERAL MOTORS CORP COMMON STO COM 370442105 46511 739000 SH SOLE 739000
D TENNECO INC (NEW) COM STK COM 88037E101 1911 112400 SH SOLE 112400
D QUINTILES TRANSNATIONAL CORP C COM 748767100 1437 75500 SH SOLE 75500
D UN PAC CORP COM COM 907818108 11746 244400 SH SOLE 244400
D U.S AIR GROUP COM COM 911905107 1239 47200 SH SOLE 47200
D PINNACLE W. CAP CORP COM COM 723484101 2033 55900 SH SOLE 55900
D KS CY SOUTHN INDS INC COM COM 485170104 3390 72900 SH SOLE 72900
D DELPHI AUTOMOTIVE SYS CORP COM COM 247126105 9511 592133 SH SOLE 592133
D FLEETWOOD ENTERPRISES INC COM COM 339099103 1393 69000 SH SOLE 69000
D BURL NORTHN SANTA FE CORP COM COM 12189T104 10838 394100 SH SOLE 394100
D MAYTAG CORP COM COM 578592107 1919 57600 SH SOLE 57600
D EATON CORP COM COM 278058102 9943 115200 SH SOLE 115200
D CSX CORP COM COM 126408103 8657 204300 SH SOLE 204300
S REPORT SUMMARY 2212 DATA RECORDS 14244338
</TABLE>
