UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quater Ended: March 31, 2000
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 June 2, 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: 2161
Form 13F Information Table Value Total: $15,950,622
<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 #REORG ARMSTRONG WORLD IND INC COM 042476101 459 25700 SH SOLE 25700
D #REORG ATLC RICHFIELD CO COM D COM 048825103 25177 296200 SH SOLE 296200
D #REORG BANKNORTH GRP INC DEL C COM 06646L100 1048 39100 SH SOLE 39100
D #REORG BANYAN SYS INC COM N/C COM 066908104 123 7000 SH SOLE 7000
D #REORG C-CUBE MICROSYSTEMS INC COM 125015107 16674 229000 SH SOLE 229000
D #REORG CBS CORP COM STK STOCK COM 12490K107 30082 531245 SH SOLE 531245
D #REORG CK WITCO CORP COM N/C T COM 12562C108 1625 159480 SH SOLE 159480
D #REORG COMPUSA INC COM STK CAS COM 204932107 1253 124500 SH SOLE 124500
D #REORG CTZN UTILS CO DEL SER B COM 177342201 491 30000 SH SOLE 30000
D #REORG DBT ONLINE INC COM STK COM 233044106 471 25400 SH SOLE 25400
D #REORG EASTN UTILS ASSOC COM C COM 277173100 1531 48800 SH SOLE 48800
D #REORG ETEC SYS INC COM STKMGR COM 26922C103 3577 28700 SH SOLE 28700
D #REORG INDIANA ENERGY INC STKM COM 454707100 1211 62100 SH SOLE 62100
D #REORG ITI TECHNOLOGIES INC CO COM 450564109 2106 70800 SH SOLE 70800
D #REORG JOSTENS INC COM STK CAS COM 481088102 492 20200 SH SOLE 20200
D #REORG LIPOSOME INC COM STKMRG COM 536310105 2491 142600 SH SOLE 142600
D #REORG MCI WORLDCOM INC COM N/ COM 55268B106 135740 2995650 SH SOLE 2995650
D #REORG MMI COS INC COM CASH ME COM 553087107 92 9300 SH SOLE 9300
D #REORG MONSANTO CO COM N/C TO COM 611662107 28165 546900 SH SOLE 546900
D #REORG NATL CY BANCSHARES COM COM 635313109 92 4830 SH SOLE 4830
D #REORG NFO WORLDWIDE INC COM S COM 62910N108 694 29800 SH SOLE 29800
D #REORG NORTEL NETWORKS CORP CO COM 656569100 134166 1063752 SH SOLE 1063752
D #REORG PHARMACIA & UPJOHN INC COM 716941109 18725 314700 SH SOLE 314700
D #REORG PIMCO ADVISORS HLDGS LP COM 69338P102 1314 34300 SH SOLE 34300
D #REORG QUEBECOR PRTG INC SUB V COM 747922102 524 28300 SH SOLE 28300
D #REORG SHOREWOOD PACKAGING COR COM 825229107 819 38200 SH SOLE 38200
D #REORG STARWOOD FINL INC N/C T COM 85569R104 754 42780 SH SOLE 42780
D #REORG STERLING SOFTWARE INC S COM 859547101 3622 110600 SH SOLE 110600
D #REORG TEXAS UTILS CO COM N/C COM 882848104 12525 421900 SH SOLE 421900
D #REORG TNP ENTERPRISES INC COM COM 872594106 1647 37600 SH SOLE 37600
D #REORG TRAVELERS PPT CAS CORP COM 893939108 4731 114700 SH SOLE 114700
D #REORG TSI INTL SOFTWARE LTD C COM 872879101 1570 18900 SH SOLE 18900
D #REORG UNITED HEALTHCARE CORP COM 910581107 24703 414300 SH SOLE 414300
D #REORG US FOODSERVICE COM STK COM 90331R101 3517 136600 SH SOLE 136600
D #REORG WESTINGHOUSE AIR BRAKE COM 960386100 241 22638 SH SOLE 22638
D #REORG WICOR INC COM ELECTION COM 929253102 1553 50100 SH SOLE 50100
D #REORG WINDMERE CORP COM N/C T COM 973411101 444 30100 SH SOLE 30100
D #REYNOLDS METALS CO COM STK ME COM 761763101 2421 36200 SH SOLE 36200
D AAR CORP COM COM 000361105 605 36250 SH SOLE 36250
D AARON RENTS INC CL B COM 002535201 514 34100 SH SOLE 34100
D ABBOTT LAB COM COM 002824100 66240 1882500 SH SOLE 1882500
D ABBOTT LABS COM STK CALL OPTIO COM 0028240K7 -1663 3500 SH SOLE 3500
D ABERCROMBIE & FITCH CO CL A COM 002896207 2189 136800 SH SOLE 136800
D ABITIBI-CONSOLIDATED INC COM COM 003924107 1913 200000 SH SOLE 200000
D ABM INDS INC COM COM 000957100 703 29900 SH SOLE 29900
D ACCRUE SOFTWARE INC COM COM 00437W102 1595 34838 SH SOLE 34838
D ACE CASH EXPRESS INC COM COM 004403101 343 20000 SH SOLE 20000
D ACE LTD ORD SH COM COM G0070K103 1669 72975 SH SOLE 72975
D ACNIELSEN CORP COM STKZ COM 004833109 4082 181400 SH SOLE 181400
D ACT MFG INC COM COM 000973107 1678 30000 SH SOLE 30000
D ACT NETWORKS INC COM COM 000975102 853 84200 SH SOLE 84200
D ACTEL CORP COM COM 004934105 8990 251900 SH SOLE 251900
D ACTION PERFORMANCE COS INC COM COM 004933107 292 21900 SH SOLE 21900
D ACTIVISION INC NEW COM NEW COM 004930202 1616 134000 SH SOLE 134000
D ACTRADE INTL LTD COM COM 004931101 1097 68000 SH SOLE 68000
D ACUSON COM COM 005113105 1189 80300 SH SOLE 80300
D ACXIOM CORP COM COM 005125109 3860 116100 SH SOLE 116100
D ADAC LABS COM NEW COM 005313200 1227 89200 SH SOLE 89200
D ADAPTEC INC COM COM 00651F108 2468 63900 SH SOLE 63900
D ADAPTIVE BROADBAND CORP COM COM 00650M104 2408 45000 SH SOLE 45000
D ADC TELECOMMUNICATIONS INC COM COM 000886101 21178 393100 SH SOLE 393100
D ADOBE SYS INC COM COM 00724F101 33550 301400 SH SOLE 301400
D ADR BP AMOCO P L C SPONSORED A COM 055622104 1804 34000 SH SOLE 34000
D ADR BUSINESS OBJECTS S A SPONS COM 12328X107 21850 219600 SH SOLE 219600
D ADR COMPANIA ANONIMA NACIONAL COM 204421101 3147 109000 SH SOLE 109000
D ADR DE BEERS CONS MINES LTD A. COM 240253302 3505 152800 SH SOLE 152800
D ADR KONINKLIJKE PHILIPS ELECTR COM 500472204 7068 41260 SH SOLE 41260
D ADR MERANT PLC COM 587336108 1606 58940 SH SOLE 58940
D ADR NOKIA CORP SPONSORED FINLA COM 654902204 8014 36100 SH SOLE 36100
D ADR PERUSAHAAN PERSEROAN PERSE COM 715680104 2750 160000 SH SOLE 160000
D ADR SMARTFORCE PUB LTD CO SPON COM 83170A206 2092 45600 SH SOLE 45600
D ADR TELE DE MEX SA CV L RPSTG COM 879403780 9501 142600 SH SOLE 142600
D ADR TEVA PHARMACEUTICAL INDS L COM 881624209 4851 130000 SH SOLE 130000
D ADR UNILEVER N V NY SHS NEW COM 904784709 16868 350503 SH SOLE 350503
D ADR YPF SOCIEDAD ANONIMA SPONS COM 984245100 3117 87800 SH SOLE 87800
D ADTRAN INC COM COM 00738A106 3144 52900 SH SOLE 52900
D ADVANCE PARADIGM INC COM COM 007491103 340 28600 SH SOLE 28600
D ADVANCED MICRO DEVICES INC COM COM 007903107 5170 90600 SH SOLE 90600
D ADVANCED TISSUE SCIENCES INC C COM 00755F103 509 75400 SH SOLE 75400
D ADVANTA CORP COM 007942105 1359 66900 SH SOLE 66900
D ADVENT SOFTWARE INC COM STK COM 007974108 789 17200 SH SOLE 17200
D ADVO INC COM COM 007585102 685 27400 SH SOLE 27400
D AEP INDS INC COM COM 001031103 76 2400 SH SOLE 2400
D AES CORP COM COM 00130H105 13994 177700 SH SOLE 177700
D AETNA INC COM STK COM 008117103 4829 87000 SH SOLE 87000
D AFFILIATED COMPUTER SVCS INC C COM 008190100 2519 66300 SH SOLE 66300
D AFFYMETRIX INC OC-CAP STK COM 00826T108 3088 20800 SH SOLE 20800
D AFLAC INC COM COM 001055102 7673 168400 SH SOLE 168400
D AFTERMARKET TECH CORP COM COM 008318107 69 5500 SH SOLE 5500
D AGCO CORP COM COM 001084102 908 79800 SH SOLE 79800
D AGILENT TECHNOLOGIES INC COM COM 00846U101 6354 61100 SH SOLE 61100
D AGL RES INC COM COM 001204106 1404 76400 SH SOLE 76400
D AGRIBRANDS INTL INC COM COM 00849R105 535 13600 SH SOLE 13600
D AIR PROD & CHEM INC COM COM 009158106 5995 210800 SH SOLE 210800
D AIR PRODS & CHEM COM STK CALL COM 0091580F4 -43 85 SH SOLE 85
D AIRBORNE FGHT CORP COM COM 009266107 4610 192100 SH SOLE 192100
D AIRGAS INC COM COM 009363102 776 93300 SH SOLE 93300
D AK AIR GROUP INC COM COM 011659109 2450 81500 SH SOLE 81500
D AK STL HLDG CORP COM STK PAR $ COM 001547108 1544 148800 SH SOLE 148800
D AL NATL BANCORPORATION DEL COM COM 010317105 30 1600 SH SOLE 1600
D ALBANY INTL CORP NEW CL A COM 012348108 1170 79017 SH SOLE 79017
D ALBEMARLE CORP COM COM 012653101 2015 97100 SH SOLE 97100
D ALBERTO-CULVER CO CL B COM COM 013068101 1791 75200 SH SOLE 75200
D ALBERTSON S INC COM COM 013104104 12483 404310 SH SOLE 404310
D ALCAN ALUM LTD (NEW) COM COM 013716105 4273 125450 SH SOLE 125450
D ALCAN ALUMINIUM COM STK CALL O COM 0137160I7 -115 560 SH SOLE 560
D ALCOA INC COM STK COM 013817101 21785 310100 SH SOLE 310100
D ALCOA INC COM STK CALL OPTION COM 0138170J1 -2813 1800 SH SOLE 1800
D ALEXANDER & BALDWIN INC COM COM 014482103 2172 105300 SH SOLE 105300
D ALLEGHENY ENERGY INC COM COM 017361106 4101 148100 SH SOLE 148100
D ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 2900 144550 SH SOLE 144550
D ALLEGIANCE TELECOM INC COM COM 01747T102 2419 30000 SH SOLE 30000
D ALLEN TELECOM INC COM COM 018091108 587 36800 SH SOLE 36800
D ALLERGAN INC COM COM 018490102 3990 79800 SH SOLE 79800
D ALLIANCE PHARMACEUTICAL CORP C COM 018773101 935 62600 SH SOLE 62600
D ALLIANT ENERGY CORP COM ISIN COM 018802108 3214 105600 SH SOLE 105600
D ALLIANT TECHSYSTEMS INC COM COM 018804104 736 12500 SH SOLE 12500
D ALLIED CAP CORP NEW COM COM 01903Q108 893 51200 SH SOLE 51200
D ALLIED WASTE INDS INC COM PAR COM 019589308 796 121300 SH SOLE 121300
D ALLMERICA FINL CORP COM COM 019754100 3708 72700 SH SOLE 72700
D ALLSTATE CORP COM COM 020002101 23117 970800 SH SOLE 970800
D ALLTEL CORP COM ISIN #US020039 COM 020039103 21207 335400 SH SOLE 335400
D ALPHA INDS INC COM COM 020753109 4470 47050 SH SOLE 47050
D ALPHARMA INC CL A COM 020813101 3385 92100 SH SOLE 92100
D ALREF COM STK COM G03910109 1820 70000 SH SOLE 70000
D ALTERA CORP COM COM 021441100 36566 409700 SH SOLE 409700
D ALZA CORP COM COM 022615108 2329 62000 SH SOLE 62000
D AMBAC FNCL GROUP COM STK COM 023139108 7566 150200 SH SOLE 150200
D AMCAST INDL CORP COM COM 023395106 109 11900 SH SOLE 11900
D AMCOL INTL CORP COM COM 02341W103 549 35700 SH SOLE 35700
D AMCORE FINL INC COM COM 023912108 538 30100 SH SOLE 30100
D AMER ELEC PWR CO INC COM COM 025537101 3473 116500 SH SOLE 116500
D AMER EXPRESS CO COM COM 025816109 101888 684100 SH SOLE 684100
D AMER FINL GROUP INC OH COM STK COM 025932104 2241 78300 SH SOLE 78300
D AMER GEN CORP COM COM 026351106 22948 408876 SH SOLE 408876
D AMER GREETINGS CORP CL A COM COM 026375105 714 39100 SH SOLE 39100
D AMER HOME PROD CORP COM COM 026609107 65037 1210100 SH SOLE 1210100
D AMER INTL GROUP INC COM COM 026874107 245253 2239752 SH SOLE 2239752
D AMER ON-LINE COM COM 02364J104 94520 1401600 SH SOLE 1401600
D AMER W HLDGS CORP CL B COM 023657208 3644 235100 SH SOLE 235100
D AMER WTR WK CO INC COM COM 030411102 3836 161500 SH SOLE 161500
D AMERADA HESS COM STK CALL OPTI COM 0235510H8 -250 200 SH SOLE 200
D AMERADA HESS CORP COM COM 023551104 3748 58000 SH SOLE 58000
D AMERCO COM COM 023586100 450 24500 SH SOLE 24500
D AMEREN CORP COM COM 023608102 3137 101400 SH SOLE 101400
D AMERICAN EXPRESS CO COM STK CA COM 0258160A8 -4116 3430 SH SOLE 3430
D AMERICAN GENERAL COM STK CALL COM 0263510G2 -230 1470 SH SOLE 1470
D AMERICAN INTL GROUP COM STK CA COM 0268740E8 -33960 11320 SH SOLE 11320
D AMERICREDIT CORP COM 03060R101 2540 155700 SH SOLE 155700
D AMERN EAGLE OUTFITTERS INC NEW COM 02553E106 2375 62600 SH SOLE 62600
D AMERN FREIGHTWAYS CORP COM COM 02629V108 1924 128800 SH SOLE 128800
D AMERN ITALIAN PASTA CO CL A COM 027070101 601 24400 SH SOLE 24400
D AMERN MGMT SYS INC COM COM 027352103 5104 116500 SH SOLE 116500
D AMERN PWR CONVERSION CORP COM COM 029066107 22055 514400 SH SOLE 514400
D AMERN STD COS INC DEL COM COM 029712106 3508 94800 SH SOLE 94800
D AMERN STS WTR CO COM COM 029899101 1241 41700 SH SOLE 41700
D AMERN XTAL TECH INC COM COM 030514103 809 25000 SH SOLE 25000
D AMES DEPT STORES INC COM NEW COM 030789507 2943 119800 SH SOLE 119800
D AMETEK INC NEW COM COM 031100100 995 51700 SH SOLE 51700
D AMFM INC COM COM 001693100 9996 160900 SH SOLE 160900
D AMGEN INC COM COM 031162100 103018 1678500 SH SOLE 1678500
D AMGEN INC COM STK CALL OPTION COM 0311620D3 -13324 5100 SH SOLE 5100
D AMGEN INC COM STK CALL OPTION COM 0311620A9 -12018 4600 SH SOLE 4600
D AMLI RESDNTL PPTYS TR SH BEN I COM 001735109 410 20000 SH SOLE 20000
D AMPHENOL CORP NEW CL A COM 032095101 1861 18200 SH SOLE 18200
D AMR CORP COM COM 001765106 4332 135900 SH SOLE 135900
D AMR CORP COM STK CALL OPTION COM 0017650E7 -197 700 SH SOLE 700
D AMSOUTH BANCORPORATION COM COM 032165102 3696 247400 SH SOLE 247400
D AMTRAN INC COM COM 03234G106 54 3000 SH SOLE 3000
D ANADARKO PETRO CORP COM COM 032511107 3157 81600 SH SOLE 81600
D ANALOG DEVICES INC COM COM 032654105 17324 215200 SH SOLE 215200
D ANALOGIC CORP COM PAR $0.05 COM 032657207 867 23500 SH SOLE 23500
D ANALYSTS INTL CORP COM COM 032681108 372 37650 SH SOLE 37650
D ANCHOR BANCORP WIS INC COM COM 032839102 875 55100 SH SOLE 55100
D ANCHOR GAMING COM COM 033037102 1392 36700 SH SOLE 36700
D ANDOVER BANCORP INC DEL COM COM 034258103 246 8600 SH SOLE 8600
D ANDREW CORP COM COM 034425108 2050 89600 SH SOLE 89600
D ANDRX CORP COM COM 034551101 11354 98300 SH SOLE 98300
D ANGELICA CORP COM COM 034663104 115 11600 SH SOLE 11600
D ANHEUSER BUSCH COS COM STK CAL COM 0352290F1 -591 1750 SH SOLE 1750
D ANHEUSER BUSCH COS INC COM COM 035229103 37649 604800 SH SOLE 604800
D ANIKA THERAPEUTICS INC COM COM 035255108 336 38100 SH SOLE 38100
D ANIXTER INTL INC COM COM 035290105 2183 78300 SH SOLE 78300
D ANNTAYLOR STORES CORP COM COM 036115103 966 42000 SH SOLE 42000
D AON CORP COM COM 037389103 5236 162350 SH SOLE 162350
D APACHE CORP COM COM 037411105 13651 274400 SH SOLE 274400
D APEX INC COM ISIN US0375481043 COM 037548104 1028 27700 SH SOLE 27700
D APOGEE ENTERPRISES INC COM COM 037598109 147 37000 SH SOLE 37000
D APOLLO GROUP INC CL A COM 037604105 2867 101700 SH SOLE 101700
D APPLE COMPUTER INC COM COM 037833100 13500 99400 SH SOLE 99400
D APPLE COMPUTER INC COM STK CAL COM 0378330A9 -4905 615 SH SOLE 615
D APPLEBEES INTL INC COM COM 037899101 6182 219800 SH SOLE 219800
D APPLIED INDL TECHNOLOGIES INC COM 03820C105 616 38500 SH SOLE 38500
D APPLIED MATERIALS INC COM COM 038222105 90009 955002 SH SOLE 955002
D APPLIED PWR INC CL A COM 038225108 2118 74300 SH SOLE 74300
D APPLIED SCI & TECH INC COM 038236105 1588 52500 SH SOLE 52500
D APRIA HEALTHCARE GROUP INC COM COM 037933108 1585 109800 SH SOLE 109800
D APT INVT & MGMT CO CL A COM 03748R101 213 5583 SH SOLE 5583
D APTARGROUP INC COM COM 038336103 2234 83700 SH SOLE 83700
D AR BEST CORP DEL COM COM 040790107 834 79400 SH SOLE 79400
D ARCHER-DANIELS-MIDLAND CO COM COM 039483102 3800 368483 SH SOLE 368483
D ARCHSTONE CMNTYS TR SH BEN INT COM 039581103 580 29100 SH SOLE 29100
D ARCTIC CAT INC COM COM 039670104 341 33300 SH SOLE 33300
D ARDEN RLTY GROUP INC COM 039793104 870 41700 SH SOLE 41700
D ARIBA INC COM COM 04033V104 3249 15500 SH SOLE 15500
D ARNOLD IND INC COM COM 042595108 423 33000 SH SOLE 33000
D ARROW ELECTR INC COM COM 042735100 4537 128700 SH SOLE 128700
D ARROW INTL INC COM COM 042764100 1199 38200 SH SOLE 38200
D ARTESYN TECHNOLOGIES INC COM COM 043127109 2305 121700 SH SOLE 121700
D ARTHROCARE CORP COM COM 043136100 4710 51200 SH SOLE 51200
D ARVIN INDS INC COM COM 043339100 783 34600 SH SOLE 34600
D ASHLAND INC COM COM 044204105 2315 65300 SH SOLE 65300
D ASHWORTH INC COM COM 04516H101 81 18800 SH SOLE 18800
D ASPECT COMMUNICATIONS INC COM COM 04523Q102 2402 64800 SH SOLE 64800
D ASPEN TECH INC COM COM 045327103 1365 33800 SH SOLE 33800
D ASSOC 1ST CAP CORP CL A COM COM 046008108 15492 724794 SH SOLE 724794
D ASSOCTD BANC-CORP COM COM 045487105 3315 110957 SH SOLE 110957
D ASSOCTD ESTATES RLTY CORP COM COM 045604105 30 3700 SH SOLE 3700
D ASTEC INDS INC COM COM 046224101 1049 39500 SH SOLE 39500
D ASTORIA FINL CORP COM COM 046265104 2069 72900 SH SOLE 72900
D ASYST TECHNOLOGIES INC COM COM 04648X107 6494 111000 SH SOLE 111000
D AT & T CORP COM STK COM 001957109 137197 2436350 SH SOLE 2436350
D AT &T CORP COM STK CALL OPTION COM 0019570G5 -6539 3710 SH SOLE 3710
D AT POS COM INC COM COM 04963A104 234 37433 SH SOLE 37433
D ATLAS AIR INC COM COM 049164106 810 29600 SH SOLE 29600
D ATLC COAST AIRLINES HLDG COM COM 048396105 1436 55500 SH SOLE 55500
D ATMEL CORP COM COM 049513104 15235 295100 SH SOLE 295100
D ATMOS ENERGY CORP COM COM 049560105 688 42000 SH SOLE 42000
D ATS MED INC COM COM 002083103 207 18600 SH SOLE 18600
D ATWOOD OCEANICS INC COM COM 050095108 2672 40300 SH SOLE 40300
D AUDIOVOX CORP CL A COM 050757103 2840 65100 SH SOLE 65100
D AUSPEX SYS INC COM COM 052116100 403 36600 SH SOLE 36600
D AUTO DATA PROCESSING INC COM COM 053015103 31662 656200 SH SOLE 656200
D AUTODESK INC COM COM 052769106 2953 64900 SH SOLE 64900
D AUTOMATIC DATA COM STK CALL OP COM 0530150E4 -2516 2875 SH SOLE 2875
D AUTOZONE INC COM COM 053332102 4138 149100 SH SOLE 149100
D AVALONBAY CMNTYS INC COM COM 053484101 1333 36401 SH SOLE 36401
D AVANT CORP COM COM 053487104 823 65800 SH SOLE 65800
D AVANT IMMUNOTHERAPEUTICS INC C COM 053491106 29 3043 SH SOLE 3043
D AVERY DENNISON CORP COM COM 053611109 3939 64500 SH SOLE 64500
D AVIALL INC NEW COM 05366B102 1497 177400 SH SOLE 177400
D AVIATION SALES CO COM COM 053672101 132 20100 SH SOLE 20100
D AVID TECH INC COM COM 05367P100 1818 101700 SH SOLE 101700
D AVNET INC COM COM 053807103 3704 58800 SH SOLE 58800
D AVON PROD INC COM COM 054303102 7079 242000 SH SOLE 242000
D AVON PRODUCTS COM STK CALL OPT COM 0543030D5 -145 1105 SH SOLE 1105
D AVT CORP COM COM 002420107 1063 90000 SH SOLE 90000
D AVX CORP COM COM 002444107 5307 70000 SH SOLE 70000
D AXYS PHARMACEUTICALS INC COM COM 054635107 57 7424 SH SOLE 7424
D AZTAR CORP COM COM 054802103 553 58200 SH SOLE 58200
D BACOU USA INC COM COM 056439102 36 2300 SH SOLE 2300
D BAKER HUGHES INC COM COM 057224107 9075 300010 SH SOLE 300010
D BAKER J INC COM COM 057232100 131 18700 SH SOLE 18700
D BALDOR ELEC CO COM COM 057741100 1599 88533 SH SOLE 88533
D BALL CORP COM COM 058498106 878 25400 SH SOLE 25400
D BANCORPSOUTH INC COM COM 059692103 54 3300 SH SOLE 3300
D BANCWEST CORP NEW COM COM 059790105 628 31800 SH SOLE 31800
D BANDAG INC COM COM 059815100 676 29400 SH SOLE 29400
D BANGOR HYDRO ELEC CO COM COM 060077104 170 9800 SH SOLE 9800
D BANK N.Y. CO INC COM COM 064057102 41130 989600 SH SOLE 989600
D BANK OF AMERICA COM STK CALL O COM 0605050E5 -3920 8040 SH SOLE 8040
D BANK ONE COM STK CALL OPTION COM 06423A0H7 -585 900 SH SOLE 900
D BANK ONE CORP COM COM 06423A103 64426 1867412 SH SOLE 1867412
D BANTA CORP COM COM 066821109 655 35625 SH SOLE 35625
D BARD C R INC CAP COM 067383109 1706 44100 SH SOLE 44100
D BARNES & NOBLE INC COM COM 067774109 2182 93100 SH SOLE 93100
D BARNES GROUP INC COM COM 067806109 367 25300 SH SOLE 25300
D BARR LABS INC COM COM 068306109 1285 30600 SH SOLE 30600
D BARRA INC COM COM 068313105 633 18700 SH SOLE 18700
D BARRETT RES CORP COM PAR $0.01 COM 068480201 1294 43400 SH SOLE 43400
D BARRICK GOLD CORP COM 067901108 4962 316305 SH SOLE 316305
D BASSETT FURNITURE INDS INC COM COM 070203104 228 16300 SH SOLE 16300
D BAUSCH & LOMB INC COM COM 071707103 1827 35000 SH SOLE 35000
D BAXTER INTL INC COM COM 071813109 26792 427400 SH SOLE 427400
D BAXTER INTL INC COM STK CALL O COM 0718130H3 -1944 2160 SH SOLE 2160
D BB&T CORP COM COM 054937107 7471 266221 SH SOLE 266221
D BE AEROSPACE INC COM COM 073302101 194 33100 SH SOLE 33100
D BEA SYS INC COM COM 073325102 58700 800000 SH SOLE 800000
D BEAR STEARNS COS INC COM COM 073902108 18957 415502 SH SOLE 415502
D BECKMAN COULTER INC COM COM 075811109 3980 62000 SH SOLE 62000
D BECTON DICKINS COM STK CALL OP COM 0758870I1 -263 875 SH SOLE 875
D BECTON DICKINSON & CO COM COM 075887109 5831 221600 SH SOLE 221600
D BED BATH BEYOND INC COM COM 075896100 3351 85100 SH SOLE 85100
D BEDFORD PPTY INVS INC COM PAR COM 076446301 42 2600 SH SOLE 2600
D BELDEN INC COM COM 077459105 2764 100500 SH SOLE 100500
D BELL ATLANTIC CORP COM STK CAL COM 0778530A8 -15227 9985 SH SOLE 9985
D BELL ATLC CORP COM COM 077853109 93808 1534692 SH SOLE 1534692
D BELL MICROPRODUCTS INC COM COM 078137106 690 40000 SH SOLE 40000
D BELLSOUTH CORP COM STK COM 079860102 89813 1916000 SH SOLE 1916000
D BELLSOUTH CORP COM STK CALL OP COM 0798600D5 -6535 5335 SH SOLE 5335
D BELO A.H CORP CL A COM STK COM 080555105 2839 158800 SH SOLE 158800
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D UICI COM COM 902737105 186 28100 SH SOLE 28100
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D UMB FINL CORP COM COM 902788108 841 22880 SH SOLE 22880
D UN CARBIDE CORP COM COM 905581104 4467 76600 SH SOLE 76600
D UN PAC CORP COM COM 907818108 8670 221600 SH SOLE 221600
D UN PAC RES GROUP INC COM COM 907834105 2337 161200 SH SOLE 161200
D UN PLANTERS CORP COM COM 908068109 2748 89200 SH SOLE 89200
D UNICOM CORP COM COM 904911104 12826 351400 SH SOLE 351400
D UNIFI INC COM COM 904677101 709 79275 SH SOLE 79275
D UNILEVER N V COM STK CALL OPTI COM 9047840E6 -128 150 SH SOLE 150
D UNISYS CORP COM COM 909214108 4909 191100 SH SOLE 191100
D UNITED BANKSHARES INC COM COM 909907107 1252 56900 SH SOLE 56900
D UNITED DOMINION REAL ESTATE CO COM 910197102 212 21100 SH SOLE 21100
D UNITED PARCEL SVC INC CL B COM 911312106 473 7500 SH SOLE 7500
D UNITED TECHNOLOGIES COM STK CA COM 9130170E0 -2417 1790 SH SOLE 1790
D UNITRIN INC COM COM 913275103 4834 121600 SH SOLE 121600
D UNIVISION COMMUNICATIONS INC C COM 914906102 15447 136700 SH SOLE 136700
D UNOCAL CORP COM COM 915289102 4608 154900 SH SOLE 154900
D UNUMPROVIDENT CORP COM COM 91529Y106 5175 305545 SH SOLE 305545
D UNVL CORP VA COM COM 913456109 607 40300 SH SOLE 40300
D UNVL FOODS CORP COM COM 913538104 2326 108800 SH SOLE 108800
D UNVL FST PRODS INC COM 913543104 334 27000 SH SOLE 27000
D UNVL HEALTH SERVICES INC CL B COM 913903100 2004 40900 SH SOLE 40900
D URBAN OUTFITTERS INC COM 917047102 2810 190500 SH SOLE 190500
D URBAN SHOPPING CTRS INC COM COM 917060105 122 4200 SH SOLE 4200
D URS CORP NEW COM COM 903236107 663 50500 SH SOLE 50500
D US BANCORP DEL INC COM COM 902973106 14970 684363 SH SOLE 684363
D US LEC CORP CL A COM 90331S109 1590 40000 SH SOLE 40000
D US ONCOLOGY INC COM COM 90338W103 515 114400 SH SOLE 114400
D US TR CORP NEW COM 91288L105 4713 24900 SH SOLE 24900
D USFREIGHTWAYS CORP COM COM 916906100 2257 60300 SH SOLE 60300
D USG CORP COM NEW COM 903293405 2780 66300 SH SOLE 66300
D USINTERNETWORKING INC COM COM 917311805 260 6708 SH SOLE 6708
D UST INC COM COM 902911106 8422 539000 SH SOLE 539000
D USX - MARATHON GROUP COM NEW COM 902905827 14772 566800 SH SOLE 566800
D USX-US STEEL GROUP COM COM 90337T101 4943 197700 SH SOLE 197700
D UTD ILLUM CO COM COM 910637107 1276 32500 SH SOLE 32500
D UTD NAT FOODS INC COM COM 911163103 365 24300 SH SOLE 24300
D UTD NATL BANCORP N J COM COM 910909100 245 11347 SH SOLE 11347
D UTD STATIONERS INC COM COM 913004107 3740 104800 SH SOLE 104800
D UTD T V INC COM COM 913066106 741 5600 SH SOLE 5600
D UTD TECHNOLOGIES CORP COM COM 913017109 47612 753500 SH SOLE 753500
D UTD WTR RES INC COM COM 913190104 1800 51800 SH SOLE 51800
D UTILICORP UNITED INC COM COM 918005109 2928 162100 SH SOLE 162100
D V F CORP COM COM 918204108 5441 226100 SH SOLE 226100
D VAIL RESORTS INC COM COM 91879Q109 495 30000 SH SOLE 30000
D VAL NATL BANCORP COM COM 919794107 863 32100 SH SOLE 32100
D VALASSIS COMMUNICATIONS INC CO COM 918866104 2512 75400 SH SOLE 75400
D VALENCE TECH INC COM COM 918914102 1082 45900 SH SOLE 45900
D VALERO ENERGY CORP COM STK NEW COM 91913Y100 3551 115700 SH SOLE 115700
D VALMONT INDS INC COM COM 920253101 540 31300 SH SOLE 31300
D VALSPAR CORP COM COM 920355104 778 20300 SH SOLE 20300
D VALUE CY DEPT STORES INC COM COM 920387107 606 43700 SH SOLE 43700
D VARCO INTL INC COM COM 922126107 5311 420700 SH SOLE 420700
D VARIAN MED SYS INC COM ISIN COM 92220P105 1880 41200 SH SOLE 41200
D VEECO INSTRS INC DEL COM COM 922417100 1776 24000 SH SOLE 24000
D VENTANA MED SYS INC COM COM 92276H106 777 18000 SH SOLE 18000
D VERIO INC COM COM 923433106 1068 23700 SH SOLE 23700
D VERITAS DGC INC COM COM 92343P107 968 34400 SH SOLE 34400
D VERITAS SOFTWARE CORP COM 923436109 73383 560175 SH SOLE 560175
D VERITY INC COM COM 92343C106 1687 41400 SH SOLE 41400
D VERTEX PHARMACEUTICALS INC COM COM 92532F100 1601 34200 SH SOLE 34200
D VIACOM COM CL B COM 925524308 22310 422946 SH SOLE 422946
D VIACOM INC CL B COM STK CALL O COM 92599W0F1 -1776 960 SH SOLE 960
D VIAD CORP COM COM 92552R109 2912 127300 SH SOLE 127300
D VIANT CORP COM STK COM 92553N107 1267 37823 SH SOLE 37823
D VICOR CORP COM COM 925815102 4990 277200 SH SOLE 277200
D VINTAGE PETE INC COM COM 927460105 1674 83200 SH SOLE 83200
D VISHAY INTERTECHNOLOGY INC COM COM 928298108 9366 168375 SH SOLE 168375
D VISIBLE GENETICS INC COM COM 92829S104 2664 72000 SH SOLE 72000
D VISUAL NETWORKS INC COM COM 928444108 846 14900 SH SOLE 14900
D VISX INC DEL COM COM 92844S105 1573 86200 SH SOLE 86200
D VITAL SIGNS INC COM COM 928469105 1294 56400 SH SOLE 56400
D VITESSE SEMICONDUCTOR CORP COM COM 928497106 20309 211000 SH SOLE 211000
D VOICESTREAM WIRELESS CORP COM COM 928615103 18227 141500 SH SOLE 141500
D VOLT INFORMATION SCIENCES INC COM 928703107 1617 45000 SH SOLE 45000
D VORNADO OPER CO COM COM 92904N103 9 670 SH SOLE 670
D VORNADO RLTY TR COM COM 929042109 439 13100 SH SOLE 13100
D VULCAN MATERIALS CO COM COM 929160109 5374 117300 SH SOLE 117300
D W PHARMACEUTICAL SVCS INC COM COM 955306105 157 6200 SH SOLE 6200
D WA GAS LT CO COM COM 938837101 2390 87900 SH SOLE 87900
D WA MUT INC COM COM 939322103 14101 532120 SH SOLE 532120
D WA REAL ESTATE INVT TR SH BEN COM 939653101 117 7800 SH SOLE 7800
D WABASH NATL CORP COM COM 929566107 436 30600 SH SOLE 30600
D WACHOVIA CORP COM NEW COM 929771103 12614 186700 SH SOLE 186700
D WAL-MART CO COM STK CALL OPTIO COM 9311440A8 -78097 28143 SH SOLE 28143
D WAL-MART STORES INC COM COM 931142103 311425 5513000 SH SOLE 5513000
D WALGREEN CO COM COM 931422109 24717 959900 SH SOLE 959900
D WALLACE COMPUTER SVCS INC COM COM 932270101 1025 86800 SH SOLE 86800
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D WASH POST CO CL B COM COM 939640108 6817 12600 SH SOLE 12600
D WASTE MGMT INC DEL COM STK COM 94106L109 5445 397800 SH SOLE 397800
D WATERS CORP COM COM 941848103 7944 83400 SH SOLE 83400
D WATSCO INC CL A COM 942622200 405 38800 SH SOLE 38800
D WATSON PHARMACEUTICALS INC COM COM 942683103 3342 84200 SH SOLE 84200
D WATTS INDS INC CL A COM 942749102 860 69500 SH SOLE 69500
D WAUSAU-MOSINEE PAPER CORP COM COM 943315101 891 68900 SH SOLE 68900
D WD 40 CO COM COM 929236107 433 20600 SH SOLE 20600
D WEATHERFORD INTL INC NEW COM COM 947074100 22220 379452 SH SOLE 379452
D WEBB DEL CORP COM COM 947423109 541 36500 SH SOLE 36500
D WEBLINK WIRELESS INC CL A COM 94769A101 322 24099 SH SOLE 24099
D WEBSTER FNCL CORP WATERBURY CO COM 947890109 2099 91244 SH SOLE 91244
D WEINGARTEN RLTY INVESTORS SH B COM 948741103 647 17600 SH SOLE 17600
D WELLMAN INC COM COM 949702104 1892 95500 SH SOLE 95500
D WELLPOINT HLTH NETWORKS INC CL COM 94973H108 3976 56900 SH SOLE 56900
D WELLS FARGO & CO COM STK CALL COM 9497460G7 -4759 6140 SH SOLE 6140
D WELLS FARGO & CO NEW COM STK COM 949746101 78479 1925600 SH SOLE 1925600
D WELLSFORD REAL PPTYS INC COM COM 950240101 9 1000 SH SOLE 1000
D WENDY S INTL INC COM COM 950590109 6216 307900 SH SOLE 307900
D WERNER ENTERPRISES INC COM COM 950755108 1851 108875 SH SOLE 108875
D WESLEY JESSEN VISIONCARE INC C COM 951018100 837 23300 SH SOLE 23300
D WESTAMERICA BANCORPORATION COM COM 957090103 2123 76500 SH SOLE 76500
D WESTN PPTYS TR SH BEN INT REIT COM 959261108 43 4200 SH SOLE 4200
D WESTN WIRELESS CORP CL A COM 95988E204 3665 80000 SH SOLE 80000
D WESTPOINT STEVENS INC COM COM 961238102 1360 71600 SH SOLE 71600
D WESTVACO CORP COM COM 961548104 1916 57400 SH SOLE 57400
D WESTWOOD 1 INC COM COM 961815107 5390 148700 SH SOLE 148700
D WET SEAL INC CL A COM 961840105 1361 86400 SH SOLE 86400
D WEYERHAEUSER CO COM COM 962166104 10762 188800 SH SOLE 188800
D WEYERHAEUSER COM STK CALL OPTI COM 9621660D7 -281 725 SH SOLE 725
D WHIRLPOOL CORP COM COM 963320106 4784 81600 SH SOLE 81600
D WHIRLPOOL CORP COM STK CALL OP COM 9633200I8 -147 120 SH SOLE 120
D WHITEHALL JEWELLERS INC COM COM 965063100 881 37500 SH SOLE 37500
D WHITMAN CORP NEW COM COM 96647R107 2637 189200 SH SOLE 189200
D WHITNEY HLDG CORP COM COM 966612103 982 30100 SH SOLE 30100
D WHOLE FOODS MKT INC COM COM 966837106 1434 34600 SH SOLE 34600
D WHX CORP COM COM 929248102 132 19200 SH SOLE 19200
D WI CENT TRANSN CORP COM COM 976592105 842 68700 SH SOLE 68700
D WILD OATS MKTS INC COM COM 96808B107 410 20000 SH SOLE 20000
D WILLAMETTE IND INC COM COM 969133107 5288 131800 SH SOLE 131800
D WILLIAMS CO INC COM COM 969457100 15202 346000 SH SOLE 346000
D WILLIAMS COMMUNICATIONS GROUP COM 969455104 2591 50000 SH SOLE 50000
D WILLIAMS COS COM STK CALL OPTI COM 9694570H4 -2286 1550 SH SOLE 1550
D WILLIAMS SONOMA INC COM COM 969904101 2344 75600 SH SOLE 75600
D WILMINGTON TR CORP NEW COM COM 971807102 2125 43700 SH SOLE 43700
D WINN-DIXIE STORES INC COM COM 974280109 1726 88800 SH SOLE 88800
D WINNEBAGO INDS INC COM COM 974637100 526 29100 SH SOLE 29100
D WINSTON HOTELS INC COM COM 97563A102 30 3900 SH SOLE 3900
D WIS ENERGY COM COM 976657106 3150 158000 SH SOLE 158000
D WOLVERINE TUBE INC COM COM 978093102 218 17000 SH SOLE 17000
D WOLVERINE WORLD WIDE INC COM COM 978097103 605 55000 SH SOLE 55000
D WOODWARD GOV CO COM COM 980745103 580 25200 SH SOLE 25200
D WORTHINGTON INDS INC COM COM 981811102 1393 112600 SH SOLE 112600
D WRIGLEY WM JR CO CAP COM 982526105 8488 110500 SH SOLE 110500
D WRIGLEY WM JR COM STK CALL OPT COM 9825260F3 -101 540 SH SOLE 540
D WSFS FINL CORP COM COM 929328102 189 15200 SH SOLE 15200
D WTR PIK TECHNOLOGIES INC COM COM 94113U100 47 6510 SH SOLE 6510
D WYNDHAM INTL INC CL A COM 983101106 22 11582 SH SOLE 11582
D WYNNS INTL INC COM COM 983195108 343 24850 SH SOLE 24850
D X-RITE INC COM COM 983857103 287 28300 SH SOLE 28300
D XEROX CORP COM COM 984121103 27152 1044300 SH SOLE 1044300
D XILINX INC COM COM 983919101 16355 197500 SH SOLE 197500
D XIRCOM COM COM 983922105 2690 72700 SH SOLE 72700
D XL CAP LTD-CL A COM G98255105 1047 18900 SH SOLE 18900
D XTRA CORP COM COM 984138107 247 6500 SH SOLE 6500
D YAHOO INC COM COM 984332106 65225 380600 SH SOLE 380600
D YELLOW CORP COM COM 985509108 1326 71900 SH SOLE 71900
D YORK INTL CORP NEW COM COM 986670107 1220 52200 SH SOLE 52200
D YOUNG & RUBICAM INC COM COM 987425105 1983 42200 SH SOLE 42200
D ZALE CORP NEW COM STK COM 988858106 2996 63500 SH SOLE 63500
D ZEBRA TECHNOLOGIES CORP CL A COM 989207105 2090 41800 SH SOLE 41800
D ZENITH NATL INS CORP COM COM 989390109 508 22900 SH SOLE 22900
D ZIONS BANCORP COM COM 989701107 4770 114600 SH SOLE 114600
D ZIXIT CORP COM 98974P100 1485 20400 SH SOLE 20400
D 1ST INDL RLTY TR INC COM COM 32054K103 1109 40700 SH SOLE 40700
D 1ST SOURCE CORP COM COM 336901103 31 1600 SH SOLE 1600
D 1ST TENN NATL CORP COM COM 337162101 3551 174800 SH SOLE 174800
D 1ST UN REAL ESTATE EQTY & MTG COM 337400105 14 5200 SH SOLE 5200
D 1ST VA BANKS INC COM COM 337477103 2504 66650 SH SOLE 66650
D 4FRONT TECHNOLOGIES INC COM COM 351042106 1038 50000 SH SOLE 50000
D 5TH 3RD BANCORP COM COM 316773100 12924 205141 SH SOLE 205141
D 99 CENTS ONLY STORES COM COM 65440K106 3072 78266 SH SOLE 78266
S REPORT SUMMARY 2161 DATA RECORDS 15950622
</TABLE>
