UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quater Ended: December 31, 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 February 4, 2000
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: 2323
Form 13F Information Table Value Total: $14,126,004
<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 4202 95900 SH SOLE 95900
D CATALYTICA INC COM COM 148885106 258 19000 SH SOLE 19000
D DENDRITE INTL INC COM COM 248239105 2906 85800 SH SOLE 85800
D CYBEX COMPUTER PRODS CORP COM COM 232522102 1474 36400 SH SOLE 36400
D ACTEL CORP COM COM 004934105 5345 222700 SH SOLE 222700
D C-CUBE MICROSYSTEMS INC COM COM 125015107 15027 241400 SH SOLE 241400
D VALASSIS COMMUNICATIONS INC CO COM 918866104 3566 84400 SH SOLE 84400
D INSIGHT ENTERPRISES INC COM COM 45765U103 2689 66200 SH SOLE 66200
D MERCURY INTERACTIVE CORP COM 589405109 13071 121100 SH SOLE 121100
D MFC ASA LTD FD COM 002050102 473 25000 SH SOLE 25000
D U S PLASTIC LMBR CORP COM 902948108 231 30000 SH SOLE 30000
D SUPERTEX INC COM COM 868532102 505 25000 SH SOLE 25000
D COHU INC COM COM 192576106 620 20000 SH SOLE 20000
D OPTICAL CABLE CORP COM COM 683827109 700 35000 SH SOLE 35000
D EMMIS COMMUNICATIONS CORP COM 291525103 2617 21000 SH SOLE 21000
D ACTRADE INTL LTD COM COM 004931101 1016 68000 SH SOLE 68000
D DURA PHARMACEUTICALS INC COM COM 26632S109 3143 225500 SH SOLE 225500
D TELCOM SEMICONDUCTOR INC COM COM 87921P107 840 40000 SH SOLE 40000
D ACTIVISION INC NEW COM NEW COM 004930202 2971 194000 SH SOLE 194000
D INTERCEPT GROUP INC COM COM 45845L107 1188 40000 SH SOLE 40000
D AMERICREDIT CORP COM 03060R101 3580 193500 SH SOLE 193500
D AMPHENOL CORP NEW CL A COM 032095101 1211 18200 SH SOLE 18200
D HNC SOFTWARE INC COM COM 40425P107 5753 54400 SH SOLE 54400
D QUEST DIAGNOSTICS INC COM COM 74834L100 2842 93000 SH SOLE 93000
D ROPER INDS INC NEW COM COM 776696106 3785 100100 SH SOLE 100100
D BJS WHSL CLUB INC COM STK COM 05548J106 15407 422100 SH SOLE 422100
D RALCORP HLDGS INC NEW COM COM 751028101 5497 275700 SH SOLE 275700
D AMERN STS WTR CO COM COM 029899101 1465 40700 SH SOLE 40700
D TIDEWATER INC COM COM 886423102 11090 308060 SH SOLE 308060
D ERIE INDTY CO CL A COM 29530P102 1648 50900 SH SOLE 50900
D PK PL ENTMT CORP COM COM 700690100 7479 598300 SH SOLE 598300
D TITAN CORP COM COM 888266103 1893 40000 SH SOLE 40000
D ANAREN MICROWAVE INC COM COM 032744104 1759 32500 SH SOLE 32500
D ALLIED CAP CORP NEW COM COM 01903Q108 1487 81200 SH SOLE 81200
D TALK COM INC COM COM 874264104 2208 124400 SH SOLE 124400
D RESH FRONTIERS INC COM COM 760911107 296 20000 SH SOLE 20000
D DOLLAR TREE STORES INC COM COM 256747106 5246 108300 SH SOLE 108300
D CORSAIR COMMUNICATIONS INC COM COM 220406102 325 40000 SH SOLE 40000
D ELCOR CORP COM COM 284443108 1315 43650 SH SOLE 43650
D CONCORD COMMUNICATIONS INC COM COM 206186108 1788 40300 SH SOLE 40300
D SANMINA CORP COM COM 800907107 14432 144500 SH SOLE 144500
D APPLEBEES INTL INC COM COM 037899101 7823 265200 SH SOLE 265200
D MARINE DRILLING COS INC COM PA COM 568240204 2161 96300 SH SOLE 96300
D PRI AUTOMATION INC COM COM 69357H106 1611 24000 SH SOLE 24000
D YOUNG BROADCASTING INC CL A COM 987434107 801 15700 SH SOLE 15700
D PROGRESS SOFTWARE CORP COM COM 743312100 2017 35550 SH SOLE 35550
D SOURCE INFORMATION MGMT CO COM COM 836151209 1256 75000 SH SOLE 75000
D PWR INTEGRATIONS INC COM COM 739276103 1438 30000 SH SOLE 30000
D HANOVER COMPRESSOR CO (HOLDING COM 410768105 2205 58400 SH SOLE 58400
D TRUE N. COMMUNICATIONS COM 897844106 5541 124000 SH SOLE 124000
D TELETECH HLDGS INC COM COM 879939106 1348 40000 SH SOLE 40000
D VISUAL NETWORKS INC COM COM 928444108 2378 30000 SH SOLE 30000
D THOMAS & BETTS CORP COM COM 884315102 1753 55000 SH SOLE 55000
D TWEETER HOME ENTMT GROUP INC C COM 901167106 895 25200 SH SOLE 25200
D MLP PIMCO ADVISORS HLDGS L P U COM 69338P102 1293 34300 SH SOLE 34300
D SYMANTEC CORP COM COM 871503108 6179 105400 SH SOLE 105400
D ELECTRONICS BOUTIQUE HLDGS COR COM 286045109 720 40000 SH SOLE 40000
D NOVADIGM INC COM 669937104 830 40000 SH SOLE 40000
D PROVANT INC COM COM 743724106 1010 40000 SH SOLE 40000
D NCO GROUP INC COM COM 628858102 1699 56400 SH SOLE 56400
D AVT CORP COM COM 002420107 2115 45000 SH SOLE 45000
D NATL FUEL GAS CO COM COM 636180101 4166 89600 SH SOLE 89600
D NJ RES CORP COM COM 646025106 2457 62900 SH SOLE 62900
D ARTESYN TECHNOLOGIES INC COM COM 043127109 2680 127600 SH SOLE 127600
D ACT MFG INC COM COM 000973107 1500 40000 SH SOLE 40000
D VAIL RESORTS INC COM COM 91879Q109 538 30000 SH SOLE 30000
D BROOKSTONE INC COM COM 114537103 351 20000 SH SOLE 20000
D ELECTRO SCIENTIFIC INDS INC CO COM 285229100 2840 38900 SH SOLE 38900
D FRITZ COMPANIES INC COM COM 358846103 727 69200 SH SOLE 69200
D MASTEC INC COM COM 576323109 2795 62800 SH SOLE 62800
D US LEC CORP CL A COM 90331S109 1290 40000 SH SOLE 40000
D UNITRIN INC COM COM 913275103 5787 153800 SH SOLE 153800
D TOLLGRADE COMMUNICATIONS INC C COM 889542106 690 20000 SH SOLE 20000
D BRADY CORP CL A COM STK COM 104674106 2678 78900 SH SOLE 78900
D LAMAR ADVERTISING CO CL A COM COM 512815101 9775 161400 SH SOLE 161400
D HELIX TECH CORP COM COM 423319102 2828 63100 SH SOLE 63100
D WHITEHALL JEWELLERS INC COM COM 965063100 922 25000 SH SOLE 25000
D HOLLYWOOD PK INC NEW COM COM 436255103 3215 143300 SH SOLE 143300
D MAXIM INTEGRATED PRODS INC COM COM 57772K101 20432 433000 SH SOLE 433000
D BIO TECH GEN CORP COM COM 090578105 1888 123800 SH SOLE 123800
D PRIDE INTL INC COM COM 741932107 1582 108200 SH SOLE 108200
D ELECTR ARTS COM COM 285512109 8299 98800 SH SOLE 98800
D INTER TEL INC COM COM 458372109 3845 153800 SH SOLE 153800
D KENT ELECTRS CORP COM COM 490553104 2953 129800 SH SOLE 129800
D VOLT INFORMATION SCIENCES INC COM 928703107 1031 43200 SH SOLE 43200
D MICREL INC COM COM 594793101 4145 72800 SH SOLE 72800
D COGNIZANT TECH SOLUTIONS CORP COM 192446102 492 4500 SH SOLE 4500
D APPLIED SCI & TECH INC COM 038236105 1745 52500 SH SOLE 52500
D BINDVIEW DEV CORP COM COM 090327107 1491 30000 SH SOLE 30000
D MIDWAY GAMES INC COM COM 598148104 1944 81212 SH SOLE 81212
D ARTHROCARE CORP COM COM 043136100 4221 69200 SH SOLE 69200
D DALLAS SEMICONDUCTOR CORP COM COM 235204104 8783 136300 SH SOLE 136300
D GERBER SCIENTIFIC INC COM COM 373730100 871 39700 SH SOLE 39700
D COMMSCOPE INC COM COM 203372107 3048 75600 SH SOLE 75600
D DATASCOPE CORP COM COM 238113104 4156 103900 SH SOLE 103900
D CUNO INC COM COM 126583103 518 25000 SH SOLE 25000
D METTLER-TOLEDO INTL INC COM COM 592688105 917 24000 SH SOLE 24000
D PFT RECOVERY GROUP INTL INC CO COM 743168106 2088 78600 SH SOLE 78600
D COMWLTH TEL ENTERPRISES INC NE COM 203349105 1745 33000 SH SOLE 33000
D POWERWAVE TECHNOLOGIES INC COM COM 739363109 2522 43200 SH SOLE 43200
D C CORNET CORP COM COM 125010108 4452 58100 SH SOLE 58100
D DEB SHOPS INC COM COM 242728103 1376 74400 SH SOLE 74400
D WHITTMAN-HART INC COM COM 966834103 5137 95800 SH SOLE 95800
D MADDEN STEVEN LTD COM COM 556269108 1594 83600 SH SOLE 83600
D CH & DWIGHT INC COM COM 171340102 4038 151300 SH SOLE 151300
D BLACK BOX CORP DEL COM COM 091826107 8898 132800 SH SOLE 132800
D HORMEL FOODS CORP COM COM 440452100 9514 234200 SH SOLE 234200
D JSB FINL INC COM COM 46624M100 2184 42100 SH SOLE 42100
D MANDALAY RESORT GROUP COM COM 562567107 3572 177500 SH SOLE 177500
D TSI INTL SOFTWARE LTD COM COM 872879101 1699 30000 SH SOLE 30000
D RUSH ENTERPISES INC COM COM 781846100 218 15000 SH SOLE 15000
D CARRIER ACCESS CORP COM COM 144460102 1346 20000 SH SOLE 20000
D SPECTRA-PHYSICS LASERS INC COM COM 847568102 1120 40000 SH SOLE 40000
D SANTA FE INTL CORP COM STK COM G7805C108 6060 234200 SH SOLE 234200
D BURR BROWN CORP COM 122574106 4866 134700 SH SOLE 134700
D MTI TECH CORP COM COM 553903105 2437 66100 SH SOLE 66100
D SURMODICS INC COM COM 868873100 600 20000 SH SOLE 20000
D LITTELFUSE INC COM COM 537008104 1429 58900 SH SOLE 58900
D VITAL SIGNS INC COM COM 928469105 1256 54900 SH SOLE 54900
D LIFECORE BIOMEDICAL INC COM COM 532187101 987 46700 SH SOLE 46700
D ACE CASH EXPRESS INC COM COM 004403101 370 20000 SH SOLE 20000
D CACI INTL INC CL A COM 127190304 2674 118200 SH SOLE 118200
D ALPHA INDS INC COM COM 020753109 3384 59050 SH SOLE 59050
D PERKINELMER INC COM COM 714046109 5519 132400 SH SOLE 132400
D JONES PHARMA INC COM COM 480236108 11500 264750 SH SOLE 264750
D ATS MED INC COM COM 002083103 502 33600 SH SOLE 33600
D WILD OATS MKTS INC COM COM 96808B107 1132 51000 SH SOLE 51000
D HOT TOPIC INC COM COM 441339108 1972 84800 SH SOLE 84800
D CFW COMMUNICATIONS CO COM COM 124923103 598 17200 SH SOLE 17200
D IDT CORP COM COM 448947101 755 40000 SH SOLE 40000
D ICT GROUP INC COM COM 44929Y101 429 35000 SH SOLE 35000
D ANCHOR GAMING COM COM 033037102 2393 55100 SH SOLE 55100
D BRIO TECH INC COM COM 109704106 1050 25000 SH SOLE 25000
D TRIAD GTY INC COM 895925105 569 25000 SH SOLE 25000
D ALEXANDER & BALDWIN INC COM COM 014482103 2847 124800 SH SOLE 124800
D SPARTECH CORP COM NEW COM 847220209 806 25000 SH SOLE 25000
D HAIN FOOD GROUP INC COM COM 405219106 895 40000 SH SOLE 40000
D NOVEN PHARMACEUTICALS INC COM COM 670009109 1622 89500 SH SOLE 89500
D SYKES ENTERPRISES INC COM COM 871237103 4001 91200 SH SOLE 91200
D SUNTERRA CORP COM COM 86787D109 230 20000 SH SOLE 20000
D COGNEX CORP COM COM 192422103 3580 91800 SH SOLE 91800
D HAEMONETICS CORP MASS COM COM 405024100 953 40000 SH SOLE 40000
D TRIQUINT SEMICONDUCTOR INC COM COM 89674K103 1001 9000 SH SOLE 9000
D SUNGARD DATA SYS INC COM COM 867363103 4085 172000 SH SOLE 172000
D SENSORMATIC ELECTRS CORP COM COM 817265101 1773 101700 SH SOLE 101700
D NOVELLUS SYS INC COM COM 670008101 6408 52300 SH SOLE 52300
D CLEV CLIFFS INC COM COM 185896107 1205 38700 SH SOLE 38700
D VIAD CORP COM COM 92552R109 3649 130900 SH SOLE 130900
D HUBBELL INC CL B COM COM 443510201 2381 87370 SH SOLE 87370
D WAUSAU-MOSINEE PAPER CORP COM COM 943315101 823 70400 SH SOLE 70400
D SAKS INC COM COM 79377W108 3029 194658 SH SOLE 194658
D MOHAWK INDS INC COM COM 608190104 2150 81500 SH SOLE 81500
D CALLAWAY GOLF CO COM COM 131193104 1804 102000 SH SOLE 102000
D ALLEGHENY ENERGY INC COM COM 017361106 4162 154500 SH SOLE 154500
D STERLING SOFTWARE INC COM COM 859547101 3569 113300 SH SOLE 113300
D RELIASTAR FINL CORP COM COM 75952U103 19964 509450 SH SOLE 509450
D POLYCOM INC COM COM 73172K104 2809 44100 SH SOLE 44100
D HIBERNIA CORP CL A COM COM 428656102 2290 215500 SH SOLE 215500
D DEAN FOODS CO COM COM 242361103 2715 68300 SH SOLE 68300
D REYNOLDS R J TOB HLDGS INC COM COM 76182K105 2575 146100 SH SOLE 146100
D AMER FINL GROUP INC OH COM STK COM 025932104 2115 80200 SH SOLE 80200
D VITESSE SEMICONDUCTOR CORP COM COM 928497106 10823 206400 SH SOLE 206400
D COMPUSA INC COM COM 204932107 625 123400 SH SOLE 123400
D PUB SVC CO N MEX COM COM 744499104 3954 243300 SH SOLE 243300
D PSS WORLD MED INC COM COM 69366A100 901 95500 SH SOLE 95500
D UTILICORP UNITED INC COM COM 918005109 3162 162700 SH SOLE 162700
D CARLISLE COMPANIES INC COM COM 142339100 1462 40600 SH SOLE 40600
D GA GULF CORP COM PAR $0.01 COM 373200203 1266 41600 SH SOLE 41600
D TCF FNCL CORP COM COM 872275102 3373 135600 SH SOLE 135600
D TOTAL RENAL CARE HLDGS INC COM COM 89151A107 730 109232 SH SOLE 109232
D CABOT CORP COM COM 127055101 1811 88900 SH SOLE 88900
D MILLER HERMAN INC COM COM 600544100 2461 107000 SH SOLE 107000
D AMERN PWR CONVERSION CORP COM COM 029066107 13807 523500 SH SOLE 523500
D FLOWERS INDS INC COM COM 343496105 2148 134800 SH SOLE 134800
D MODIS PROFESSIONAL SVCS INC CO COM 607830106 1838 129000 SH SOLE 129000
D ALTERA CORP COM COM 021441100 20212 407800 SH SOLE 407800
D KENNAMETAL INC CAP COM 489170100 2159 64200 SH SOLE 64200
D CDW COMPUTER CTRS INC COM COM 125129106 9930 126300 SH SOLE 126300
D BANDAG INC COM COM 059815100 738 29500 SH SOLE 29500
D SMITH INTL INC COM COM 832110100 3304 66500 SH SOLE 66500
D FISERV INC COM COM 337738108 6369 166250 SH SOLE 166250
D PAC CENTY FINL CORP COM COM 694058108 2018 108000 SH SOLE 108000
D CALPINE CORP COM COM 131347106 17299 270300 SH SOLE 270300
D GILEAD SCI INC COM COM 375558103 3268 60386 SH SOLE 60386
D ALLIANT ENERGY CORP COM ISIN COM 018802108 2901 105500 SH SOLE 105500
D CHIRON CORP COM COM 170040109 10314 243408 SH SOLE 243408
D ARNOLD IND INC COM COM 042595108 471 33500 SH SOLE 33500
D SOTHEBYS HLDGS INC CL A COM 835898107 2373 79100 SH SOLE 79100
D COMDISCO INC COM COM 200336105 21059 565340 SH SOLE 565340
D FED MOGUL CORP COM COM 313549107 1908 94800 SH SOLE 94800
D MINERALS TECHNOLOGIES INC COM COM 603158106 1154 28800 SH SOLE 28800
D WARNACO GROUP INC CL A COM COM 934390105 921 74800 SH SOLE 74800
D ALBANY INTL CORP NEW CL A COM 012348108 1251 79117 SH SOLE 79117
D CHRIS-CRAFT IND INC COM COM 170520100 3254 45116 SH SOLE 45116
D SCHULMAN A INC COM COM 808194104 683 41900 SH SOLE 41900
D ALBEMARLE CORP COM COM 012653101 1875 97700 SH SOLE 97700
D OMNICARE INC COM COM 681904108 1472 122700 SH SOLE 122700
D HARRIS CORP COM COM 413875105 2861 107200 SH SOLE 107200
D UCAR INTL INC COM COM 90262K109 1079 60600 SH SOLE 60600
D MARSHALL & ILSLEY CORP COM COM 571834100 8712 138700 SH SOLE 138700
D UNIVISION COMMUNICATIONS INC C COM 914906102 13949 136500 SH SOLE 136500
D VARCO INTL INC COM COM 922126107 3756 368700 SH SOLE 368700
D WASH POST CO CL B COM COM 939640108 7504 13500 SH SOLE 13500
D CONVERGYS CORP COM COM 212485106 11430 371700 SH SOLE 371700
D STRUCTURAL DYNAMICS RESH CORP COM 863555108 2553 200252 SH SOLE 200252
D SCHOLASTIC CORP COM COM 807066105 1374 22100 SH SOLE 22100
D WESTAMERICA BANCORPORATION COM COM 957090103 2171 77700 SH SOLE 77700
D ADTRAN INC COM COM 00738A106 2726 53000 SH SOLE 53000
D ALLMERICA FINL CORP COM COM 019754100 4055 72900 SH SOLE 72900
D CARTER WALLACE INC COM COM 146285101 1085 60500 SH SOLE 60500
D SEPRACOR INC COM COM 817315104 4394 44300 SH SOLE 44300
D WIS ENERGY COM COM 976657106 3034 157600 SH SOLE 157600
D ASSOCTD BANC-CORP COM COM 045487105 3776 110257 SH SOLE 110257
D TIFFANY & CO COM COM 886547108 8452 94700 SH SOLE 94700
D LEGG MASON INC COM COM 524901105 2770 76400 SH SOLE 76400
D WA GAS LT CO COM COM 938837101 2423 88100 SH SOLE 88100
D NEW ENG ELEC SYS COM COM 644001109 4114 79500 SH SOLE 79500
D ICN PHARMACEUTICALS INC NEW CO COM 448924100 9548 377200 SH SOLE 377200
D WESTPOINT STEVENS INC COM COM 961238102 1311 74900 SH SOLE 74900
D BOWATER INC COM COM 102183100 3742 68900 SH SOLE 68900
D HON INDS INC COM COM 438092108 2510 114400 SH SOLE 114400
D NAVIGANT CONSULTING INC COM COM 63935N107 623 57300 SH SOLE 57300
D BLYTH INDS INC COM COM 09643P108 2247 91500 SH SOLE 91500
D TECUMSEH PRODS CO CL A COM 878895200 3714 78700 SH SOLE 78700
D GLATFELTER P.H CO COM COM 377316104 1822 125100 SH SOLE 125100
D CLAYTON HOMES INC COM COM 184190106 1786 194441 SH SOLE 194441
D BRINKER INTL INC COM COM 109641100 4716 195500 SH SOLE 195500
D BURL INDS INC NEW COM COM 121693105 285 71200 SH SOLE 71200
D MANPOWER INC WIS COM COM 56418H100 7867 209100 SH SOLE 209100
D BROADWING INC COM ISIN US11162 COM 111620100 10723 290800 SH SOLE 290800
D INTUIT COM COM 461202103 15710 262100 SH SOLE 262100
D SCANA CORP COM COM 805898103 3744 139300 SH SOLE 139300
D DIEBOLD INC COM COM 253651103 2768 117793 SH SOLE 117793
D ROSS STORES INC COM COM 778296103 4664 260000 SH SOLE 260000
D ROLLINS INC COM COM 775711104 612 40800 SH SOLE 40800
D HILLENBRAND IND INC COM COM 431573104 2830 89300 SH SOLE 89300
D GTECH HLDGS CORP COM COM 400518106 1756 79800 SH SOLE 79800
D TRANSACTION SYS ARCHITECTS INC COM 893416107 1226 43800 SH SOLE 43800
D READERS DIGEST ASSN INC CL A N COM 755267101 4227 144500 SH SOLE 144500
D BORG WARNER AUTOMOTIVE INC COM COM 099724106 1454 35900 SH SOLE 35900
D STARBUCKS CORP COM COM 855244109 5944 245100 SH SOLE 245100
D LUBRIZOL CORP COM COM 549271104 2269 73500 SH SOLE 73500
D SHAW IND INC COM COM 820286102 3553 229200 SH SOLE 229200
D #REORG ILLINOVA CORP COM STK M COM 452317100 3270 94100 SH SOLE 94100
D AMETEK INC NEW COM COM 031100100 995 52200 SH SOLE 52200
D PENNZOIL-QUAKER ST CO COM COM 709323109 1067 104700 SH SOLE 104700
D DENTSPLY INTL INC NEW COM COM 249030107 2474 104700 SH SOLE 104700
D ASTORIA FINL CORP COM COM 046265104 2243 73700 SH SOLE 73700
D SOVEREIGN BANCORP INC COM COM 845905108 4490 602439 SH SOLE 602439
D SWIFT TRANSN INC COM COM 870756103 2171 123200 SH SOLE 123200
D CAMBRIDGE TECH PARTNERS MASS I COM 132524109 2126 81000 SH SOLE 81000
D QUORUM HLTH GROUP INC COM COM 749084109 915 98300 SH SOLE 98300
D COMSAT CORP SER 1 COM COM 20564D107 1411 71000 SH SOLE 71000
D AGL RES INC COM COM 001204106 1302 76600 SH SOLE 76600
D ACNIELSEN CORP COM STKZ COM 004833109 4479 181900 SH SOLE 181900
D NATL COMM BANCORPORATION COM COM 635449101 3208 141400 SH SOLE 141400
D AIRBORNE FGHT CORP COM COM 009266107 4231 192300 SH SOLE 192300
D LEE ENTERPRISES INC COM COM 523768109 1907 59700 SH SOLE 59700
D APRIA HEALTHCARE GROUP INC COM COM 037933108 1256 70000 SH SOLE 70000
D HAWAIIAN ELEC INDS INC COM COM 419870100 1793 62100 SH SOLE 62100
D BOB EVANS FARMS INC COM COM 096761101 823 53300 SH SOLE 53300
D TECH DATA CORP COM COM 878237106 1869 68900 SH SOLE 68900
D OVERSEAS SHIPHOLDING GROUP INC COM 690368105 723 48800 SH SOLE 48800
D LINCARE HLDGS INC COM COM 532791100 2716 78300 SH SOLE 78300
D CADENCE DESIGN SYS INC COM COM 127387108 7870 327900 SH SOLE 327900
D MERCANTILE BANKSHARES CORP COM COM 587405101 3634 113775 SH SOLE 113775
D IPALCO ENTERPRISES INC COM COM 462613100 1967 115300 SH SOLE 115300
D SANTA FE SNYDER CORP COM COM 80218K105 1946 243200 SH SOLE 243200
D BARNES & NOBLE INC COM COM 067774109 1924 93300 SH SOLE 93300
D MEDIA GEN INC CL A COM 584404107 2527 48600 SH SOLE 48600
D FURNITURE BRANDS INTL INC COM COM 360921100 1527 69400 SH SOLE 69400
D BIOGEN INC COM COM 090597105 17086 202200 SH SOLE 202200
D WEATHERFORD INTL INC NEW COM COM 947074100 12463 312052 SH SOLE 312052
D KAN CY PWR & LT CO COM STK COM 485134100 2572 116600 SH SOLE 116600
D LANDS END INC COM COM 515086106 1404 40400 SH SOLE 40400
D CITY NATL CORP COM COM 178566105 2803 85100 SH SOLE 85100
D TRIGON HEALTHCARE INC CL A COM COM 89618L100 2451 83100 SH SOLE 83100
D PERRIGO CO COM COM 714290103 954 119200 SH SOLE 119200
D LANCE INC COM COM 514606102 403 40300 SH SOLE 40300
D NORDSON CORP COM COM 655663102 1076 22300 SH SOLE 22300
D AK AIR GROUP INC COM COM 011659109 2866 81600 SH SOLE 81600
D CONECTIV INC COM STK COM 206829103 2117 125900 SH SOLE 125900
D DEVRY INC DEL COM COM 251893103 1749 93300 SH SOLE 93300
D STERLING COMM INC COM COM 859205106 4039 118800 SH SOLE 118800
D FED SIGNAL CORP COM COM 313855108 1575 98066 SH SOLE 98066
D QUANTUM CORP DSSG COM COM 747906204 3365 222500 SH SOLE 222500
D WI CENT TRANSN CORP COM COM 976592105 926 68900 SH SOLE 68900
D LITTON IND INC COM COM 538021106 3047 61100 SH SOLE 61100
D SYLVAN LEARNING SYS INC COM 871399101 909 69900 SH SOLE 69900
D AGCO CORP COM COM 001084102 1076 80100 SH SOLE 80100
D FULLER H B CO COM COM 359694106 1054 18850 SH SOLE 18850
D CHARTER 1 FINCL INC COM COM 160903100 5485 286800 SH SOLE 286800
D HANNAFORD BROS CO COM COM 410550107 5178 74700 SH SOLE 74700
D STRYKER CORP COM COM 863667101 9079 130400 SH SOLE 130400
D MONTANA PWR CO COM COM 612085100 5344 148200 SH SOLE 148200
D AMERN EAGLE OUTFITTERS INC NEW COM 02553E106 2813 62500 SH SOLE 62500
D NCR CORP COM COM 62886E108 5003 132100 SH SOLE 132100
D APOLLO GROUP INC CL A COM 037604105 2084 103900 SH SOLE 103900
D AK STL HLDG CORP COM STK PAR $ COM 001547108 2569 136100 SH SOLE 136100
D RYERSON TULL INC NEW COM COM 78375P107 1107 58300 SH SOLE 58300
D DEVON ENERGY CORPORATIOIN NEW COM 25179M103 7315 222500 SH SOLE 222500
D STEWART ENTERPRISES INC CL A C COM 860370105 714 150300 SH SOLE 150300
D HARLEY DAVIDSON INC COM COM 412822108 13133 205000 SH SOLE 205000
D KEYSTONE FNCL INC COM COM 493482103 1375 65300 SH SOLE 65300
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D UNILEVER N V NY COM STK CALL O COM 9047840B2 -39 475 SH SOLE 475
D ABBOTT LABS COM STK CALL OPTIO COM 0028240E1 -5616 12480 SH SOLE 12480
D FDX CORP COM STK CALL OPTION COM 31304N0G3 -1215 1800 SH SOLE 1800
D SCHLUMBERGER CO COM STK CALL O COM 58099W0B6 -2820 3090 SH SOLE 3090
D KIMBERLY CLARK COM STK CALL OP COM 4943680D6 -1968 2460 SH SOLE 2460
D ASSOCIATES FIRST COM STK CALL COM 0460090A5 -377 6025 SH SOLE 6025
D MASCO CORP COM STK CALL OPTION COM 5745990A5 -252 2015 SH SOLE 2015
D LINCOLN NATIONAL CO COM STK CA COM 5341870D2 -295 2625 SH SOLE 2625
D FNMA COM STK CALL OPTION COM 31358X0A9 -11431 9145 SH SOLE 9145
D AIR PROD & CHEM COM STK CALL O COM 0091580C1 -56 125 SH SOLE 125
D CONAGRA INC COM STK CALL OPTIO COM 2058870F0 -66 625 SH SOLE 625
D WELLS FARGO COM STK CALL OPTIO COM 9494700A7 -9747 9395 SH SOLE 9395
D CATERPILLAR INC COM STK CALL O COM 1491230E2 -906 1575 SH SOLE 1575
D JOHNSON & JOHNSON COM STK CALL COM 4781600D7 -23132 9490 SH SOLE 9490
D GENERAL MILLS COM STK CALL OPT COM 3703340A3 -387 2580 SH SOLE 2580
D BELL ATLANTIC CORP COM STK CAL COM 0779090A8 -16101 9985 SH SOLE 9985
D GAP INC COM STK CALL OPTION COM 3647620A3 -6116 6524 SH SOLE 6524
D WRIGLEY WM JR COM STK CALL OPT COM 9825260F3 -355 660 SH SOLE 660
D ALCAN ALUMINUM COM STK CALL OP COM 0137160C0 -338 300 SH SOLE 300
D CVS CORP COM STK CALL OPTION COM 1266500E1 -486 1340 SH SOLE 1340
D BANK OF AMERICA COM STK CALL O COM 0605050E5 -8803 15650 SH SOLE 15650
D MCI WORLDCOM INC COM STK CALL COM 55268B0A5 -8070 4928 SH SOLE 4928
D PNC BK CORP COM STK CALL OPTIO COM 6934750E6 -110 550 SH SOLE 550
D BAXTER INTERNATIONAL COM STK C COM 0718130B6 -2161 2470 SH SOLE 2470
D FLEETBOSTON FINANCIAL CORP CAL COM 3390300D1 -956 3185 SH SOLE 3185
D ENRON CORP COM STK CALL OPTION COM 2939130A8 -2860 1760 SH SOLE 1760
D GANNETT INC COM STK CALL OPTIO COM 3649190A9 -2441 1085 SH SOLE 1085
D AMERADA HESS COM STK CALL OPTI COM 0235510B1 -84 515 SH SOLE 515
D LOWES COS INC COM STK CALL OPT COM 5486610G3 -2147 1590 SH SOLE 1590
D DU PONT E I COM STK CALL OPTIO COM 2635340D2 -7148 5395 SH SOLE 5395
D ARCHER DANIELS COM STK CALL OP COM 0394830L7 -34 545 SH SOLE 545
D GOLDEN WEST FINANCIAL COM STK COM 3813170E7 -136 660 SH SOLE 660
D ENTERGY CORP NEW COM STK CALL COM 29364G0C8 -157 810 SH SOLE 810
D FORD MOTOR CO COM STK CALL OPT COM 3453700F8 -10170 10170 SH SOLE 10170
D PPG INDS INC COM STK CALL OPTI COM 6935060B4 -817 990 SH SOLE 990
D INTENATIONAL PAPER COM STK CAL COM 4601460D6 -902 2005 SH SOLE 2005
D GILLETTE CO COM STK CALL OPTIO COM 3759090A7 -1129 5645 SH SOLE 5645
D AMR CORP COM STK CALL OPTION COM 0017650E7 -935 860 SH SOLE 860
D AMERICAN EXPRESS CO COM STK CA COM 02581K0A7 -27912 3430 SH SOLE 3430
D CIRCUIT CITY STORES COM STK CA COM 1727370D1 -916 1145 SH SOLE 1145
D TEXTRON INC COM STK CALL OPTIO COM 8832030C6 -515 1755 SH SOLE 1755
D INTL BUS MACH CORP COM STK CAL COM 4592030A4 -62162 12850 SH SOLE 12850
D PITNEY-BOWES INC COM STK CALL COM 7239130A8 -183 1460 SH SOLE 1460
D LUCENT TECHNOLOGIES COM STK CA COM 5494630G3 -14742 6240 SH SOLE 6240
D SBC COMMUNICATION COM STK CALL COM 78387G0A2 -6213 7100 SH SOLE 7100
D WILLIAMS COS INC COM STK CALL COM 9694570A9 -1161 1935 SH SOLE 1935
D QUAKER OATS CO COM STK CALL OP COM 7474020D8 -798 760 SH SOLE 760
D ILLINOIS TOOL COM STK CALL OPT COM 4523080C4 -676 2080 SH SOLE 2080
D GEORGIA PACIFIC CO COM STK CAL COM 3732980G4 -398 490 SH SOLE 490
D BESTFOODS COM STK CALL OPTION COM 08658U0D4 -585 1115 SH SOLE 1115
D VIACOM INC CL B COM STK CALL O COM 9255240F8 -2544 960 SH SOLE 960
D MERRILL LYNCH COM STK CALL OPT COM 5901880G4 -3801 1680 SH SOLE 1680
D COCA COLA CO COM STK CALL OPTI COM 1912160E1 -12267 11280 SH SOLE 11280
D MERCK & CO INC COM STK CALL OP COM 5893310A6 -19086 19328 SH SOLE 19328
D WHIRLPOOL CORP COM STK CALL OP COM 9633200C1 -77 325 SH SOLE 325
D MEDTRONIC INC COM STK CALL OPT COM 5850550A5 -6963 5990 SH SOLE 5990
D BOEING CO COM STK CALL OPTION COM 0970230B2 -203 2325 SH SOLE 2325
D SEAGRAM LTD COM STK CALL OPTIO COM 8118500B3 -402 2385 SH SOLE 2385
D SCHERING PLOUGH COM STK CALL O COM 8066050A0 -10948 15100 SH SOLE 15100
D AMERICAN INTL GROUP COM STK CA COM 0268740E8 -34385 11320 SH SOLE 11320
D HEINZ H J CO COM STK CALL OPTI COM 4230750A9 -51 2040 SH SOLE 2040
D HERSHEY FOODS COM STK CALL OPT COM 4278660B5 -26 695 SH SOLE 695
D GRACE W R & CO COM STK CALL OP COM 38388F0E9 -8 65 SH SOLE 65
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D STARWOOD FINL INC COM 85569R104 722 42780 SH SOLE 42780
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D 1ST UN REAL ESTATE EQTY & MTG COM 337400105 25 5200 SH SOLE 5200
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D BRADLEY REAL ESTATE INC COM 104580105 92 5300 SH SOLE 5300
D ARCHSTONE CMNTYS TR SH BEN INT COM 039581103 597 29100 SH SOLE 29100
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D CATELLUS DEV CORP COM 149111106 243 19000 SH SOLE 19000
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D EASTGROUP PPTYS INC COM COM 277276101 48 2600 SH SOLE 2600
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D MEDITRUST PAIRED CTF NEW COM S COM 58501T306 74 13454 SH SOLE 13454
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D UNITED DOMINION REAL ESTATE CO COM 910197102 208 21100 SH SOLE 21100
D JDN RLTY CORP COM COM 465917102 93 5750 SH SOLE 5750
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D FED RLTY INVT TR SH BEN INT COM 313747206 841 44700 SH SOLE 44700
D PA REAL ESTATE INVT TR SH BEN COM 709102107 31 2100 SH SOLE 2100
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D ZALE CORP NEW COM STK COM 988858106 2946 60900 SH SOLE 60900
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D BRIGGS & STRATTON CORP CAP COM 109043109 1861 34700 SH SOLE 34700
D HANDLEMAN CO DEL COM COM 410252100 613 45800 SH SOLE 45800
D MIAMI COMPUTER SUP CORP COM COM 593261100 1351 36400 SH SOLE 36400
D ETHAN ALLEN INTERIORS INC COM COM 297602104 5175 161400 SH SOLE 161400
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D SIGMA-ALDRICH CORP COM COM 826552101 5390 179300 SH SOLE 179300
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D SUBN PROPANE PARTNERS L P UNIT COM 864482104 570 32800 SH SOLE 32800
D ENERGEN CORP COM COM 29265N108 1096 60700 SH SOLE 60700
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D EASTN ENTERPRISES COM COM 27637F100 1671 29100 SH SOLE 29100
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D WOODWARD GOV CO COM COM 980745103 693 25200 SH SOLE 25200
D MENTOR CORP COM COM 587188103 2604 100900 SH SOLE 100900
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D THERMO ELECTRON CORP COM COM 883556102 2213 147500 SH SOLE 147500
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D UTD NATL BANCORP N J COM COM 910909100 252 11347 SH SOLE 11347
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D F & M NATL CORP COM COM 302374103 429 15553 SH SOLE 15553
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D FOREMOST CORP AMER COM COM 345469100 1004 35400 SH SOLE 35400
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D S W BANCORPORATION TEX INC COM COM 84476R109 985 49700 SH SOLE 49700
D POLYMER GROUP INC COM COM 731745105 684 37500 SH SOLE 37500
D NICOR INC COM COM 654086107 1706 52500 SH SOLE 52500
D AUDIOVOX CORP CL A COM 050757103 1101 36400 SH SOLE 36400
D SKY FINL GROUP INC COM COM 83080P103 57 2811 SH SOLE 2811
D SHARED MED SYS CORP COM COM 819486101 1992 39100 SH SOLE 39100
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D UICI COM COM 902737105 297 28100 SH SOLE 28100
D WSFS FINL CORP COM COM 929328102 192 15200 SH SOLE 15200
D CUTTER & BUCK INC COM COM 232217109 614 40600 SH SOLE 40600
D LEARNING TREE INTL INC COM COM 522015106 1112 39700 SH SOLE 39700
D CUMMINS ENGINE CO INC COM COM 231021106 2570 53200 SH SOLE 53200
D BALDOR ELEC CO COM COM 057741100 1534 84633 SH SOLE 84633
D BURL COAT FACTORY WHSE CORP CO COM 121579106 468 33700 SH SOLE 33700
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D BROOKTROUT INC COM COM 114580103 1060 57100 SH SOLE 57100
D HELMERICH & PAYNE INC COM COM 423452101 1792 82400 SH SOLE 82400
D GENESCO INC COM COM 371532102 657 50500 SH SOLE 50500
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D F N B CORP PA COM COM 302520101 15 683 SH SOLE 683
D HLTH CARE PPTY INVS INC COM COM 421915109 697 29200 SH SOLE 29200
D TIMBERLAND CO CL A COM 887100105 2681 50700 SH SOLE 50700
D TRUSTCO BK CORP N Y COM COM 898349105 1454 109770 SH SOLE 109770
D SEACOR HLDGS INC COM COM 811904101 2479 47900 SH SOLE 47900
D MCCLATCHY CO CL A COM 579489105 753 17400 SH SOLE 17400
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D RAILTEX INC COM 750766107 935 52300 SH SOLE 52300
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D GALLAGHER ARTHUR J & CO COM COM 363576109 2545 39300 SH SOLE 39300
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D URBAN OUTFITTERS INC COM 917047102 5548 190500 SH SOLE 190500
D SHAW GROUP INC COM 820280105 787 31100 SH SOLE 31100
D USFREIGHTWAYS CORP COM COM 916906100 2734 57100 SH SOLE 57100
D NAM TAI ELECTRS INC COM PAR $0 COM 629865205 573 41300 SH SOLE 41300
D TX REGL BANCSHARES INC CL A VT COM 882673106 728 25100 SH SOLE 25100
D IMPATH INC COM COM 45255G101 1305 51300 SH SOLE 51300
D UTD ILLUM CO COM COM 910637107 1582 30800 SH SOLE 30800
D VAL NATL BANCORP COM COM 919794107 899 32100 SH SOLE 32100
D RARE HOSPITALITY INTL INC COM COM 753820109 2699 124700 SH SOLE 124700
D FLUOR CORP COM COM 343861100 3826 83400 SH SOLE 83400
D EATON VANCE CORP COM NON VTG COM 278265103 2459 64700 SH SOLE 64700
D MGM GRAND INC COM COM 552953101 689 13700 SH SOLE 13700
D OTTER TAIL PWR CO COM COM 689648103 731 19500 SH SOLE 19500
D MLP NORTHN BORDER PARTNERS L P COM 664785102 340 14800 SH SOLE 14800
D GENRAD INC COM COM 372447102 635 39400 SH SOLE 39400
D OM GROUP INC COM 670872100 1808 52500 SH SOLE 52500
D WATTS INDS INC CL A COM 942749102 978 66300 SH SOLE 66300
D MICHAEL FOODS INC NEW COM COM 594079105 1502 61000 SH SOLE 61000
D FMC CORP COM (NEW) COM 302491303 1759 30700 SH SOLE 30700
D R G S ENERGY GROUP INC COM COM 74956K104 2311 112400 SH SOLE 112400
D HCC INS HLDGS INC COM COM 404132102 2413 183000 SH SOLE 183000
D MEREDITH CORP COM COM 589433101 2364 56700 SH SOLE 56700
D AMERCO COM COM 023586100 613 24500 SH SOLE 24500
D COOPER COS INC COM NEW COM 216648402 2440 81000 SH SOLE 81000
D TRANS WORLD ENTMT CORP COM COM 89336Q100 720 68600 SH SOLE 68600
D 4FRONT TECHNOLOGIES INC COM COM 351042106 669 50000 SH SOLE 50000
D TRANSN TECHNOLOGIES INDS INC C COM 89388T101 1311 72600 SH SOLE 72600
D C&D TECHNOLOGIES INC COM COM 124661109 1509 35500 SH SOLE 35500
D COOPER TIRE & RUBBER CO COM, N COM 216831107 4213 267500 SH SOLE 267500
D ANIXTER INTL INC COM COM 035290105 1522 73800 SH SOLE 73800
D EASTN UTILS ASSOC COM COM 277173100 1407 46400 SH SOLE 46400
D FULTON FINL CORP PA COM COM 360271100 748 41566 SH SOLE 41566
D CEC ENTMT INC COM COM 125137109 4859 172000 SH SOLE 172000
D DRESS BARN INC COM COM 261570105 1062 63900 SH SOLE 63900
D WEYERHAEUSER CO COM COM 962166104 14469 201480 SH SOLE 201480
D VALSPAR CORP COM COM 920355104 850 20300 SH SOLE 20300
D CMNTY 1ST BANKSHARES INC COM COM 203902101 3922 249000 SH SOLE 249000
D GREIF BROS CORP CL A COM 397624107 702 23600 SH SOLE 23600
D FNCL SEC ASSURN HLDGS LTD COM COM 31769P100 3581 68700 SH SOLE 68700
D ST FRANCIS CAP CORP COM COM 789374105 292 15700 SH SOLE 15700
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D CISCO SYSTEM INC COM STK CALL COM 17275R0D5 -57788 9985 SH SOLE 9985
D BRISTOL MEYERS COM STK CALL OP COM 1101240A3 -18123 6590 SH SOLE 6590
D CISCO SYSTEMS INC COM STK CALL COM 17275R0A1 -15 2 SH SOLE 2
D MICROSOFT CORP COM STK CALL OP COM 5949350A7 -84280 13760 SH SOLE 13760
D WENDYS INTL INC COM STK CALL O COM 9505900C4 -160 1965 SH SOLE 1965
D FORTUNE BRAND COM STK CALL OPT COM 3496310C6 -262 1610 SH SOLE 1610
D PERKINELMER COM STK CALL OPTIO COM 7140460F7 -323 380 SH SOLE 380
D EMERSON ELECTRIC COM STK CALL COM 2910110C9 -83 475 SH SOLE 475
D MORGAN STANLEY COM STK CALL OP COM 6169320A8 -10982 1445 SH SOLE 1445
D PFIZER INC COM STK CALL OPTION COM 7170831A7 -1974 6866 SH SOLE 6866
D ELI LILLY COM STK CALL OPTION COM 5324570A7 -479 1322 SH SOLE 1322
D BOEING CO COM STK CALL OPTION COM 0970230E6 -159 770 SH SOLE 770
D KROGER CO COM STK CALL OPTION COM 5010440A0 -85 4570 SH SOLE 4570
D COLUMBIA HCA HLTHCR COM STK CA COM 1976770E8 -209 540 SH SOLE 540
D ITT INDS INC COM STK CALL OPTI COM 4509110C7 -46 295 SH SOLE 295
D BELLSOUTH CORP COM STK CALL OP COM 0798600D5 -6735 5335 SH SOLE 5335
D GENERAL ELECTRIC CO COM STK CA COM 3696040F1 -44599 8240 SH SOLE 8240
D AMERITECH CORP COM STK CALL OP COM 0309540A0 -6418 3400 SH SOLE 3400
D SBC COMMUNICATIONS COM STK CAL COM 78387G0A2 -5299 4710 SH SOLE 4710
D CATERPILLAR INC COM STK CALL O COM 1491230E2 -278 890 SH SOLE 890
D DUPONT E I DE NEMOURS COM STK COM 2635340D2 -599 675 SH SOLE 675
D CHEVRON CORP COM STK CALL OPTI COM 16675E0A8 -1886 1335 SH SOLE 1335
D AMERICAN HOME INC COM STK CALL COM 0266090A6 -77 1540 SH SOLE 1540
D AVON PRODUCTS COM STK CALL OPT COM 0543030A1 -338 900 SH SOLE 900
D TANDY CORP COM STK CALL OPTION COM 8753820D6 -828 690 SH SOLE 690
D TJX COS INC NEW COM STK CALL O COM 8725400D2 -403 4611 SH SOLE 4611
D CIGNA CORP COM STK CALL OPTION COM 1255090D2 -1188 1760 SH SOLE 1760
D COCA COLA CO COM STK CALL OPTI COM 1912160E1 -1710 3800 SH SOLE 3800
D LST AMR S&P 500 JAN 1450 CALL COM 12486Q0A9 47214 10700 SH SOLE 10700
D LST AMR S&P 500 INDX MATZ 1300 COM 12488Y0C6 -364468 18548 SH SOLE 18548
D LST AMR S&P 500 INDX JUN 1350 COM 12488Y0F9 -758363 40500 SH SOLE 40500
D SPX INDEX COM STK CALL OPTION COM 12486Q0F8 537638 40500 SH SOLE 40500
D LST AMR S&P 500 INDX MATZ 1400 COM 12486Q0C5 211447 18548 SH SOLE 18548
D LST EUR S&P 500 INDX JAN 1350 COM 12488Y0A0 -137629 10700 SH SOLE 10700
D LST AMER S&P 500 INDX SEP 1500 COM 6488150I0 379500 33000 SH SOLE 33000
D LST AMER S&P 500 INDX SEP 1400 COM 12486Q0I2 -596475 33000 SH SOLE 33000
D GALILEO TECH LTD COM COM M47298100 5732 237600 SH SOLE 237600
D ADR DE BEERS CONS MINES LTD A. COM 240253302 4422 152800 SH SOLE 152800
D ADR KONINKLIJKE PHILIPS ELECTR COM 500472204 5570 41260 SH SOLE 41260
D GENUINE PARTS CO COM COM 372460105 5143 207275 SH SOLE 207275
D TRAVELERS PPTY CAS CORP CL A C COM 893939108 3928 114700 SH SOLE 114700
D OCULAR SCIENCES INC COM COM 675744106 1737 92000 SH SOLE 92000
D GALILEO INTL INC COM COM 363547100 1647 55000 SH SOLE 55000
D AVIALL INC NEW COM 05366B102 1452 177400 SH SOLE 177400
D ROHM & HAAS CO COM COM 775371107 9158 225089 SH SOLE 225089
D #REORG COMAIR HOLDINGS INC COM COM 199789108 2917 124800 SH SOLE 124800
D VULCAN MATERIALS CO COM COM 929160109 4721 118200 SH SOLE 118200
D RACING CHAMPIONS CORP COM COM 750069106 856 193000 SH SOLE 193000
D PEOPLES BNK BRIDGEPORT CONN CO COM 710198102 4162 197000 SH SOLE 197000
D ADR YPF SOCIEDAD ANONIMA SPONS COM 984245100 3243 87800 SH SOLE 87800
D WTR PIK TECHNOLOGIES INC COM COM 94113U100 62 6510 SH SOLE 6510
D ADR TELE DE MEX SA CV L RPSTG COM 879403780 8021 71300 SH SOLE 71300
D ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 3333 148550 SH SOLE 148550
D S W SECS GROUP INC COM COM 845224104 1910 70400 SH SOLE 70400
D NUCOR CORP COM COM 670346105 8447 154100 SH SOLE 154100
D ADR PERUSAHAAN PERSEROAN PERSE COM 715680104 3460 160000 SH SOLE 160000
D ADR COMPANIA ANONIMA NACIONAL COM 204421101 2684 109000 SH SOLE 109000
D TELEDYNE TECHNOLOGIES INC COM COM 879360105 176 18600 SH SOLE 18600
D ADR TEVA PHARMACEUTICAL INDS L COM 881624209 4660 65000 SH SOLE 65000
D AVX CORP COM COM 002444107 4494 90000 SH SOLE 90000
D ADR NOKIA CORP SPONSORED FINLA COM 654902204 11464 60000 SH SOLE 60000
D CHAMPION INTL CORP COM COM 158525105 5339 86200 SH SOLE 86200
D AMFM INC COM COM 001693100 13381 171000 SH SOLE 171000
D GENENTECH INC COM STK COM 368710406 7693 57200 SH SOLE 57200
D UNITED PARCEL SVC INC CL B COM 911312106 1794 26000 SH SOLE 26000
D ADR BP AMOCO P L C SPONSORED A COM 055622104 6465 109000 SH SOLE 109000
D JNI CORP COM COM 46622G105 2640 40000 SH SOLE 40000
D INFINITY BROADCASTING CORP NEW COM 45662S102 3981 110000 SH SOLE 110000
D CDN NATL RY CO COM COM 136375102 4102 154800 SH SOLE 154800
D ELECTRONICS FOR IMAGING INC CO COM 286082102 10881 187200 SH SOLE 187200
D YAHOO INC COM COM 984332106 75764 175100 SH SOLE 175100
D BASIN EXPL INC COM COM 070107107 1322 75000 SH SOLE 75000
D ABITIBI-CONSOLIDATED INC COM COM 003924107 4995 420600 SH SOLE 420600
D AGILENT TECHNOLOGIES INC COM COM 00846U101 11597 150000 SH SOLE 150000
D GEN MTRS CORP CL H NEW COM 370442832 14592 152000 SH SOLE 152000
D N.W. AIRLS CORP CL A COM STK P COM 667280101 3224 144900 SH SOLE 144900
D QUIXOTE CORP COM COM 749056107 43 2800 SH SOLE 2800
D RLI CORP COM COM 749607107 78 2300 SH SOLE 2300
D PERSONNEL GROUP OF AMER INC CO COM 715338109 1497 146000 SH SOLE 146000
D MLP KANEB PIPE LINE PARTNERS L COM 484169107 198 8000 SH SOLE 8000
D MEADOWBROOK INS GROUP INC COM COM 58319P108 24 3600 SH SOLE 3600
D CELL GENESYS INC COM 150921104 434 33900 SH SOLE 33900
D CENTEX CORP COM COM 152312104 5977 242100 SH SOLE 242100
D GRANITE ST BANKSHARES INC COM COM 387472103 38 1900 SH SOLE 1900
D AFFYMETRIX INC OC-CAP STK COM 00826T108 3530 20800 SH SOLE 20800
D AVANT CORP COM COM 053487104 987 65800 SH SOLE 65800
D ADR BUSINESS OBJECTS S A SPONS COM 12328X107 14672 109800 SH SOLE 109800
D DAVE & BUSTERS INC COM COM 23833N104 70 8500 SH SOLE 8500
D CORT BUSINESS SVCS CORP COM COM 220493100 73 4200 SH SOLE 4200
D CSS INDS INC COM COM 125906107 77 3600 SH SOLE 3600
D CAERE CORP COM COM 127646107 181 24700 SH SOLE 24700
D NATL PROCESSING INC COM COM 637229105 224 25200 SH SOLE 25200
D PRESIDENTIAL LIFE CORP COM COM 740884101 478 26000 SH SOLE 26000
D BALLANTYNE OMAHA INC COM COM 058516105 165 28730 SH SOLE 28730
D ADR CBT GROUP PUB LTD SPONSORE COM 124853300 1528 45600 SH SOLE 45600
D FAIRFIELD CMNTYS INC COM PAR $ COM 304231301 1032 96000 SH SOLE 96000
D CHIREX INC COM COM 170038103 317 21700 SH SOLE 21700
D HEICO CORP NEW COM COM 422806109 83 3800 SH SOLE 3800
D MMI COS INC COM COM 553087107 80 9300 SH SOLE 9300
D ROGERS CORP COM COM 775133101 103 2700 SH SOLE 2700
D FIRST FINL HLDGS INC COM COM 320239106 118 7400 SH SOLE 7400
D ADR MERANT PLC COM 587336108 1827 58940 SH SOLE 58940
D NATL STL CORP CL B COM 637844309 129 17400 SH SOLE 17400
D COVENANT TRANS INC NEV CL A COM 22284P105 118 6800 SH SOLE 6800
D COLUMBIA BKG SYS INC COM COM 197236102 113 8590 SH SOLE 8590
D ACCEP INS COS INC COM COM 004308102 128 22300 SH SOLE 22300
D BK GRANITE CORP COM COM 062401104 17 800 SH SOLE 800
D AL NATL BANCORPORATION DEL COM COM 010317105 30 1600 SH SOLE 1600
D POWER-ONE INC COM COM 739308104 1191 26000 SH SOLE 26000
D SECOND BANCORP INC COM COM 813114105 31 1400 SH SOLE 1400
D MAVERICK TUBE CORP COM COM 577914104 4333 175500 SH SOLE 175500
D FBL FINL GROUP INC CL A COM 30239F106 128 6400 SH SOLE 6400
D DAN RIV INC GA CL A COM 235774106 36 7100 SH SOLE 7100
D N W PIPE CO COM COM 667746101 148 10600 SH SOLE 10600
D ICU MED INC COM COM 44930G107 101 6600 SH SOLE 6600
D HOLLYWOOD ENTMT CORP COM COM 436141105 829 57200 SH SOLE 57200
D OMEGA FINL CORP COM COM 682092101 29 1000 SH SOLE 1000
D FIRST FED CAP CORP COM COM 319960100 38 2600 SH SOLE 2600
D S & T BANCORP INC COM COM 783859101 53 2300 SH SOLE 2300
D NPC INTL INC COM COM 629360306 260 33000 SH SOLE 33000
D BEN & JERRYS HOMEMADE INC CL A COM 081465106 206 8300 SH SOLE 8300
D CASELLA WASTE SYS INC CL A COM COM 147448104 483 25591 SH SOLE 25591
D MOLECULAR DEVICES CORP COM COM 60851C107 395 7600 SH SOLE 7600
D MERCURY GEN CORP NEW COM COM 589400100 763 34300 SH SOLE 34300
D IVEX PACKAGING CORP DEL COM COM 465855104 95 9500 SH SOLE 9500
D ADVENT SOFTWARE INC COM STK COM 007974108 554 8600 SH SOLE 8600
D DREW INDS INC COM NEW COM 26168L205 29 3200 SH SOLE 3200
D BRENTON BKS INC COM COM 107211104 28 2800 SH SOLE 2800
D DAY RUNNER INC COM COM 239545106 67 17100 SH SOLE 17100
D AMTRAN INC COM COM 03234G106 58 3000 SH SOLE 3000
D DORAL FINL CORP COM COM 25811P100 260 21100 SH SOLE 21100
D NATL CY BANCSHARES INC COM COM 635313109 121 4830 SH SOLE 4830
D CHIEFTAIN INTL INC COM COM 16867C101 173 10000 SH SOLE 10000
D MEDCO RESH INC COM COM 584059109 755 25100 SH SOLE 25100
D BSTN BEER INC CL A COM 100557107 367 51000 SH SOLE 51000
D OTTAWA FINL CORP COM COM 689389104 42 2320 SH SOLE 2320
D GRUBB & ELLIS CO COM 400095204 66 14100 SH SOLE 14100
D RES AMER INC CL A COM 761195205 137 17400 SH SOLE 17400
D FLAGSTAR BANCORP INC COM COM 337930101 74 4300 SH SOLE 4300
D WESTINGHOUSE AIR BRAKE CO NEW COM 960386100 402 22638 SH SOLE 22638
D MMC NETWORKS INC COM COM 55308N102 2056 59800 SH SOLE 59800
D D & K HEALTHCARE RES INC COM COM 232861104 94 6400 SH SOLE 6400
D MORGAN KEEGAN INC COM COM 617410105 191 11400 SH SOLE 11400
D REP BANCORP INC COM COM 760282103 469 35090 SH SOLE 35090
D AEP INDS INC COM COM 001031103 62 2400 SH SOLE 2400
D KS CY LIFE INS CO COM COM 484836101 24 700 SH SOLE 700
D COMWLTH BANCORP INC COM COM 20268X102 111 6700 SH SOLE 6700
D FINL FED CORP COM COM 317492106 263 11550 SH SOLE 11550
D MID ATLC MED SVCS INC COM COM 59523C107 1582 190300 SH SOLE 190300
D MERIDIAN DIAGNOSTICS INC COM COM 589602101 17 2400 SH SOLE 2400
D BLUEGREEN CORP COM COM 096231105 63 12500 SH SOLE 12500
D INTERPOOL INC COM COM 46062R108 124 16700 SH SOLE 16700
D MF PMC COML TR MUT FD COM 693434102 84 8300 SH SOLE 8300
D ANDRX CORP COM COM 034551101 4159 98300 SH SOLE 98300
D CO MEDTECH INC COM COM 19652U104 306 38300 SH SOLE 38300
D CENTENNIAL BANCORP COM COM 15133T104 59 5500 SH SOLE 5500
D HOVNANIAN ENTERPRISES INC CL A COM 442487203 84 13100 SH SOLE 13100
D RES BANCSHARES MTG GROUP INC C COM 761197102 190 42000 SH SOLE 42000
D CHGO BRDG & IRON CO NV COM STK COM N19808109 51 3700 SH SOLE 3700
D SCIENTIFIC GAMES HLDGS CORP CO COM 808747109 257 15500 SH SOLE 15500
D SEACOAST BKG CORP FLA CL A COM 811707108 66 2300 SH SOLE 2300
D BACOU USA INC COM COM 056439102 35 2300 SH SOLE 2300
D SOS STAFFING SVCS INC COM COM 78462X104 110 25100 SH SOLE 25100
D IRWIN FINL CORP COM COM 464119106 43 2400 SH SOLE 2400
D PHIL CONS HLDG CORP COM COM 717528103 232 16000 SH SOLE 16000
D BROADVISION INC COM COM 111412102 34336 201900 SH SOLE 201900
D GIBRALTAR STL CORP COM 37476F103 96 4100 SH SOLE 4100
D GIANT INDS INC COM COM 374508109 159 19000 SH SOLE 19000
D GLIATECH INC COM COM 37929C103 976 58700 SH SOLE 58700
D STEWART INFORMATION SVCS CORP COM 860372101 556 41800 SH SOLE 41800
D KITTY HAWK INC COM COM 498326107 55 8000 SH SOLE 8000
D EMPIRE DIST ELEC CO COM COM 291641108 222 9800 SH SOLE 9800
D ARROW INTL INC COM COM 042764100 151 5200 SH SOLE 5200
D GEN CABLE CORP DEL NEW COM COM 369300108 542 71700 SH SOLE 71700
D #REORG CAP RE CORP COM CASH ($ COM 140432105 543 39500 SH SOLE 39500
D PEERLESS SYS CORP COM COM 705536100 428 55200 SH SOLE 55200
D ANIKA THERAPEUTICS INC COM COM 035255108 269 38100 SH SOLE 38100
D #REORG COLEMAN INC COM CASH & COM 193559101 254 27300 SH SOLE 27300
D MLP BUCKEYE PARTNERS L P UNIT COM 118230101 120 4600 SH SOLE 4600
D FRKLN ELEC INC COM COM 353514102 42 600 SH SOLE 600
D INTERTAPE POLYMER GROUP INC CO COM 460919103 121 4300 SH SOLE 4300
D REHABCARE GROUP INC COM COM 759148109 451 21200 SH SOLE 21200
D SHILOH INDS INC COM COM 824543102 19 1700 SH SOLE 1700
D #REORG ESCO ELECTRNCS CORP TR COM 269030201 178 15300 SH SOLE 15300
D O CHARLEYS INC COM 670823103 156 11900 SH SOLE 11900
D FIRST CHARTER CORP COM COM 319439105 144 9700 SH SOLE 9700
D RES-CARE INC COM 760943100 727 57000 SH SOLE 57000
D CORUS BANKSHARES INC COM COM 220873103 82 3400 SH SOLE 3400
D LACLEDE GAS CO COM COM 505588103 108 5000 SH SOLE 5000
D MED ASSURN INC COM COM 58449U100 89 4200 SH SOLE 4200
D DOLLAR THRIFTY AUTOMOTIVE GROU COM 256743105 936 39100 SH SOLE 39100
D PILGRIMS PRIDE CORP COM COM 721467108 181 21800 SH SOLE 21800
D JUNO LTG INC COM NEW COM 482047206 6 563 SH SOLE 563
D PENNFED FINL SVCS INC COM COM 708167101 20 1300 SH SOLE 1300
D RESMED INC COM COM 761152107 3774 90400 SH SOLE 90400
D COASTAL BANCORP INC COM COM 19041P105 252 14400 SH SOLE 14400
D LUNAR CORP COM COM 550362107 75 10500 SH SOLE 10500
D MERCHANTS BANCSHARES INC COM COM 588448100 19 900 SH SOLE 900
D ORIENTAL FINL GROUP INC COM COM 68618W100 267 12100 SH SOLE 12100
D MATTHEWS INTL CORP CL A COM 577128101 143 5200 SH SOLE 5200
D ACT NETWORKS INC COM COM 000975102 784 84200 SH SOLE 84200
D #REORG GLOBAL INDL TECHNOLOGIE COM 379335102 113 8800 SH SOLE 8800
D 1ST SOURCE CORP COM COM 336901103 40 1600 SH SOLE 1600
D SEMTECH CORP COM 816850101 3013 57800 SH SOLE 57800
D CORVEL CORP COM COM 221006109 54 2300 SH SOLE 2300
D CHATTEM INC COM COM 162456107 369 19400 SH SOLE 19400
D ANB CORP COM COM 001926104 32 800 SH SOLE 800
D LNR PPTY CORP COM COM 501940100 461 23200 SH SOLE 23200
D MOVIE GALLERY INC COM COM 624581104 189 43900 SH SOLE 43900
D LESCO INC OH COM COM 526872106 82 4800 SH SOLE 4800
D SBS TECHNOLOGIES INC COM COM 78387P103 675 18500 SH SOLE 18500
D DATASTREAM SYS INC COM COM 238124101 2341 95300 SH SOLE 95300
D MTS SYS CORP COM COM 553777103 19 2400 SH SOLE 2400
D NEUROGEN CORP COM COM 64124E106 251 15200 SH SOLE 15200
D BANCORPSOUTH INC COM COM 059692103 54 3300 SH SOLE 3300
D JOHN NUVEEN CO CL A COM 478035108 191 5300 SH SOLE 5300
D CORNELL CORRECTIONS INC COM COM 219141108 115 13700 SH SOLE 13700
D PILGRIMS PRIDE CORP CL A COM 721467207 27 4250 SH SOLE 4250
D INDPT BK CORP MICH COM COM 453838104 17 1155 SH SOLE 1155
D RAINFOREST CAFE INC COM COM 75086K104 503 126700 SH SOLE 126700
D SPSS INC COM COM 78462K102 404 16000 SH SOLE 16000
D FIRST UTD BANCSHARES INC ARK C COM 33741E104 25 1900 SH SOLE 1900
D LSI INDS INC OH COM COM 50216C108 218 10100 SH SOLE 10100
D RIVIANA FOODS INC DEL COM COM 769536103 28 1600 SH SOLE 1600
D HAMILTON BANCORP INC FLA COM COM 407013101 153 8600 SH SOLE 8600
D EVERGREEN RES INC COM NO PAR COM 299900308 312 15800 SH SOLE 15800
D GENTEK INC COM COM 37245X104 122 11700 SH SOLE 11700
D CATHAY BANCORP INC COM COM 149150104 33 800 SH SOLE 800
D JEFFSN SVGS BANCORP INC COM COM 474900107 25 2400 SH SOLE 2400
D ASYST TECHNOLOGIES INC COM COM 04648X107 3639 55500 SH SOLE 55500
D FWD AIR CORP COM COM 349853101 160 3700 SH SOLE 3700
D PRIME MED SVCS INC NEW COM COM 74156D108 979 107300 SH SOLE 107300
D GELTEX PHARMACEUTICALS INC COM COM 368538104 156 12200 SH SOLE 12200
D RECOTON CORP COM COM 756268108 149 16500 SH SOLE 16500
D LAKES GAMING INC COM COM 51206P109 301 37975 SH SOLE 37975
D INSIGNIA FINL GROUP INC NEW CO COM 45767A105 118 13600 SH SOLE 13600
D WESTN WIRELESS CORP CL A COM 95988E204 5340 80000 SH SOLE 80000
D WILLIAMS COMMUNICATIONS GROUP COM 969455104 1447 50000 SH SOLE 50000
D CONEXANT SYS INC COM COM 207142100 9956 150000 SH SOLE 150000
D HUGOTON RTY TR TEX HUGOTON RTY COM 444717102 1625 200000 SH SOLE 200000
D SPANISH BROADCASTING SYS INC C COM 846425882 2013 50000 SH SOLE 50000
D DIAMOND OFFSHORE DRILLING INC COM 25271C102 2598 85000 SH SOLE 85000
D EOG RESOURCES INC COM COM 26875P101 1932 110000 SH SOLE 110000
D LABRANCHE & CO INC COM ISIN US COM 505447102 1913 150000 SH SOLE 150000
D ALREF COM STK COM G03910109 1829 70000 SH SOLE 70000
D MLP ALLIANCE CAP MGMT HLDG L P COM 01855A101 3593 120000 SH SOLE 120000
D UN CARBIDE CORP COM COM 905581104 5180 77600 SH SOLE 77600
D WHIRLPOOL CORP COM COM 963320106 5446 83700 SH SOLE 83700
D BALL CORP COM COM 058498106 1028 26100 SH SOLE 26100
D MILLIPORE CORP COM COM 601073109 1008 26100 SH SOLE 26100
D POTLATCH CORP COM COM 737628107 750 16800 SH SOLE 16800
D DANA CORP COM COM 235811106 4223 141058 SH SOLE 141058
D BETHLEHEM STEEL CORP COM COM 087509105 638 76186 SH SOLE 76186
D MONSANTO CO COM COM 611662107 19707 556100 SH SOLE 556100
D OWENS CORNING COM COM 69073F103 1004 52000 SH SOLE 52000
D ALCAN ALUM LTD (NEW) COM COM 013716105 5443 131550 SH SOLE 131550
D U.S. SURGICAL CORP VALUE SUPPO COM 912707114 0 524 SH SOLE 524
D BOISE CASCADE CORP COM COM 097383103 1345 33200 SH SOLE 33200
D INCO LTD COM COM 453258402 2627 111800 SH SOLE 111800
D STANLEY WKS COM COM 854616109 1560 51800 SH SOLE 51800
D GREAT LAKES CHEM CORP COM COM 390568103 1940 50800 SH SOLE 50800
D SPRINGS IND INC CL A COM COM 851783100 415 10400 SH SOLE 10400
D WESTVACO CORP COM COM 961548104 1902 58300 SH SOLE 58300
D KAUFMAN & BROAD HOME CORP COM COM 486168107 675 27900 SH SOLE 27900
D AVERY DENNISON CORP COM COM 053611109 4824 66200 SH SOLE 66200
D FORD MTR CO DEL COM COM 345370100 68315 1281411 SH SOLE 1281411
D DU PONT E I DE NEMOURS & CO CO COM 263534109 44954 682408 SH SOLE 682408
D FREEPORT MCMORAN C & G CL B CO COM 35671D857 2009 95089 SH SOLE 95089
D PACTIV CORP COM 695257105 1054 99200 SH SOLE 99200
D GOODRICH B F CO COM COM 382388106 3055 111100 SH SOLE 111100
D BLACK & DECKER CORP COM COM 091797100 2644 50600 SH SOLE 50600
D PULTE CORP COM COM 745867101 2129 94600 SH SOLE 94600
D GOODYEAR TIRE & RUBBER CO COM COM 382550101 3788 135000 SH SOLE 135000
D SEALED AIR CORP NEW COM STK COM 81211K100 2523 48700 SH SOLE 48700
D INTL PAPER CO COM COM 460146103 13590 240800 SH SOLE 240800
D GA PAC CORP COM-GEORGIA PAC GR COM 373298108 7415 146100 SH SOLE 146100
D OWENS ILL INC COM NEW COM 690768403 2273 90700 SH SOLE 90700
D GENERAL MOTORS CORP COMMON STO COM 370442105 50089 689100 SH SOLE 689100
D QUINTILES TRANSNATIONAL CORP C COM 748767100 1248 66800 SH SOLE 66800
D CROWN CORK & SEAL CO INC COM COM 228255105 3403 152100 SH SOLE 152100
D WILLAMETTE IND INC COM COM 969133107 6232 134200 SH SOLE 134200
D FT JAMES CORP COM COM 347471104 3523 128700 SH SOLE 128700
D DOW CHEM CO COM COM 260543103 18113 135550 SH SOLE 135550
D HERCULES INC VTG COM COM 427056106 1720 61700 SH SOLE 61700
D BARRICK GOLD CORP COM 067901108 5651 319505 SH SOLE 319505
D EASTMAN CHEM CO COM COM 277432100 2175 45600 SH SOLE 45600
D BRUNSWICK CORP COM COM 117043109 1938 87100 SH SOLE 87100
D REYNOLDS METALS CO COM COM 761763101 2797 36500 SH SOLE 36500
D PLACER DOME INC COM COM 725906101 2038 189600 SH SOLE 189600
D TEMPLE INLAND INC COM COM 879868107 2143 32500 SH SOLE 32500
D NEWMONT MNG CORP COM COM 651639106 2388 97467 SH SOLE 97467
D PPG IND INC COM COM 693506107 6325 101100 SH SOLE 101100
D DELPHI AUTOMOTIVE SYS CORP COM COM 247126105 7690 488233 SH SOLE 488233
D FLEETWOOD ENTERPRISES INC COM COM 339099103 1367 66300 SH SOLE 66300
D LEGGETT & PLATT INC COM COM 524660107 2455 114500 SH SOLE 114500
D MEAD CORP COM COM 582834107 2593 59700 SH SOLE 59700
D TUPPERWARE CORP COM COM 899896104 840 49600 SH SOLE 49600
D MAYTAG CORP COM COM 578592107 2438 50800 SH SOLE 50800
D EATON CORP COM COM 278058102 7967 109700 SH SOLE 109700
D ALCOA INC COM STK COM 013817101 26137 314900 SH SOLE 314900
D GRACE W R & CO DEL NEW COM STK COM 38388F108 1566 110900 SH SOLE 110900
D HOMESTAKE MNG CO CAP COM 437614100 1184 151500 SH SOLE 151500
D PRAXAIR INC COM COM 74005P104 16181 321600 SH SOLE 321600
D JOHNSON CTL INC COM COM 478366107 5909 103900 SH SOLE 103900
S REPORT SUMMARY 2207 DATA RECORDS 15164191
</TABLE>
