UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quater Ended: June 30, 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 July 24, 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: 2082
Form 13F Information Table Value Total: $15,354,592
<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 ARVIN INDS INC MERGER T COM 043339100 645 37100 SH SOLE 37100
D #REORG BELL ATLC CORP N/C TO V COM 077853109 74816 1472392 SH SOLE 1472392
D #REORG CCB FNCL CORP COM STK M COM 124875105 2076 56100 SH SOLE 56100
D #REORG CHAMPION INTL CORP CASH COM 158525105 3971 55100 SH SOLE 55100
D #REORG ELECTRS CORP COM N/C TO COM 269030102 129 7600 SH SOLE 7600
D #REORG FNCL SEC ASSURN HLDGS L COM 31769P100 5213 68700 SH SOLE 68700
D #REORG FUNCO INC CASH MERGER @ COM 360762108 514 20800 SH SOLE 20800
D #REORG GTE CORP COM STK MERGER COM 362320103 54245 871400 SH SOLE 871400
D #REORG INTERIM SVCS INC COM N/ COM 45868P100 4029 226980 SH SOLE 226980
D #REORG JAN BELL MARKETING N/C COM 470760109 74 31200 SH SOLE 31200
D #REORG MERITOR AUTOMOTIVE INC COM 59000G100 991 90100 SH SOLE 90100
D #REORG MIAMI COMPUTER SUP CORP COM 593261100 942 36400 SH SOLE 36400
D #REORG NEXELL THERAPEUTICS INC COM 65332H104 2 448 SH SOLE 448
D #REORG NORTH AMERN VACCINE INC COM 657201109 314 45600 SH SOLE 45600
D #REORG STAFFMARK INC COM N/C T COM 852389105 274 41000 SH SOLE 41000
D #REORG TIMES MIRROR CO NEW CAS COM 887364107 3468 36500 SH SOLE 36500
D #REORG U S WEST INC STK MERGER COM 91273H101 3001 35000 SH SOLE 35000
D #REORG UNION PAC RES GRP INC S COM 907834105 3599 163600 SH SOLE 163600
D AAR CORP COM COM 000361105 449 37450 SH SOLE 37450
D AARON RENTS INC CL B COM 002535201 393 31300 SH SOLE 31300
D ABBOTT LAB COM COM 002824100 81728 1834000 SH SOLE 1834000
D ABBOTT LABS COM STK CALL OPTIO COM 0028240K7 -3631 3500 SH SOLE 3500
D ABERCROMBIE & FITCH CO CL A COM 002896207 1799 147600 SH SOLE 147600
D ABGENIX INC COM COM 00339B107 10008 83500 SH SOLE 83500
D ABITIBI-CONSOLIDATED INC COM COM 003924107 1875 200000 SH SOLE 200000
D ABM INDS INC COM COM 000957100 715 31100 SH SOLE 31100
D ACCRUE SOFTWARE INC COM COM 00437W102 2781 78336 SH SOLE 78336
D ACE CASH EXPRESS INC COM COM 004403101 119 10000 SH SOLE 10000
D ACE LTD ORD SH COM COM G0070K103 1260 45000 SH SOLE 45000
D ACNIELSEN CORP COM STKZ COM 004833109 4118 187200 SH SOLE 187200
D ACT MFG INC COM COM 000973107 1393 30000 SH SOLE 30000
D ACT NETWORKS INC COM COM 000975102 645 42100 SH SOLE 42100
D ACTEL CORP COM COM 004934105 15567 341200 SH SOLE 341200
D ACTION PERFORMANCE COS INC COM COM 004933107 165 22700 SH SOLE 22700
D ACTIVISION INC NEW COM NEW COM 004930202 521 80100 SH SOLE 80100
D ACTRADE INTL LTD COM COM 004931101 1394 68000 SH SOLE 68000
D ACUSON COM COM 005113105 840 62200 SH SOLE 62200
D ACXIOM CORP COM COM 005125109 3414 125300 SH SOLE 125300
D ADAC LABS COM NEW COM 005313200 1428 59500 SH SOLE 59500
D ADAPTEC INC COM COM 00651F108 1451 63800 SH SOLE 63800
D ADAPTIVE BROADBAND CORP COM COM 00650M104 1911 52000 SH SOLE 52000
D ADC TELECOMMUNICATIONS INC COM COM 000886101 38411 457950 SH SOLE 457950
D ADMINISTAFF INC COM COM 007094105 1187 18700 SH SOLE 18700
D ADOBE SYS INC COM COM 00724F101 27781 213700 SH SOLE 213700
D ADR BP AMOCO P L C SPONSORED A COM 055622104 5091 90000 SH SOLE 90000
D ADR BP AMOCO P L C SPONSORED A COM 055622104 1923 34000 SH SOLE 34000
D ADR BUSINESS OBJECTS S A SPONS COM 12328X107 12902 146400 SH SOLE 146400
D ADR COMPANIA ANONIMA NACIONAL COM 204421101 2963 109000 SH SOLE 109000
D ADR DE BEERS CONS MINES LTD A. COM 240253302 3715 152800 SH SOLE 152800
D ADR ELAN PLC COM 284131208 823 17000 SH SOLE 17000
D ADR KONINKLIJKE PHILIPS ELECTR COM 500472204 7839 165040 SH SOLE 165040
D ADR MERANT PLC COM 587336108 295 29000 SH SOLE 29000
D ADR NOKIA CORP SPONSORED FINLA COM 654902204 5993 120000 SH SOLE 120000
D ADR PERUSAHAAN PERSEROAN PERSE COM 715680104 1820 160000 SH SOLE 160000
D ADR SMARTFORCE PUB LTD CO SPON COM 83170A206 1094 22800 SH SOLE 22800
D ADR TELE DE MEX SA CV L RPSTG COM 879403780 8146 142600 SH SOLE 142600
D ADR TEVA PHARMACEUTICAL INDS L COM 881624209 7207 130000 SH SOLE 130000
D ADR UNILEVER N V NY SHS NEW COM 904784709 15085 350803 SH SOLE 350803
D ADR YPF SOCIEDAD ANONIMA SPONS COM 984245100 3408 87800 SH SOLE 87800
D ADTRAN INC COM COM 00738A106 3347 55900 SH SOLE 55900
D ADVANCE PARADIGM INC COM COM 007491103 611 29800 SH SOLE 29800
D ADVANCED FIBRE COMMUNICATIONS COM 00754A105 906 20000 SH SOLE 20000
D ADVANCED MICRO DEVICES INC COM COM 007903107 9749 126200 SH SOLE 126200
D ADVANCED TISSUE SCIENCES INC C COM 00755F103 667 83100 SH SOLE 83100
D ADVANTA CORP COM 007942105 640 52500 SH SOLE 52500
D ADVO INC COM COM 007585102 1176 28000 SH SOLE 28000
D AEROFLEX INC COM COM 007768104 1476 29700 SH SOLE 29700
D AES CORP COM COM 00130H105 16160 354200 SH SOLE 354200
D AETNA INC COM STK COM 008117103 5520 86000 SH SOLE 86000
D AFFILIATED COMPUTER SVCS INC C COM 008190100 2367 71600 SH SOLE 71600
D AFFYMETRIX INC OC-CAP STK COM 00826T108 1717 10400 SH SOLE 10400
D AFLAC INC COM COM 001055102 7676 167100 SH SOLE 167100
D AGCO CORP COM COM 001084102 1056 86200 SH SOLE 86200
D AGILENT TECHNOLOGIES INC COM COM 00846U101 38373 520308 SH SOLE 520308
D AGL RES INC COM COM 001204106 1251 78500 SH SOLE 78500
D AGRIBRANDS INTL INC COM COM 00849R105 587 14000 SH SOLE 14000
D AIR PROD & CHEM INC COM COM 009158106 6360 206400 SH SOLE 206400
D AIR PRODUCTS & CHE COM STK CAL COM 0091580L1 -81 295 SH SOLE 295
D AIRBORNE FGHT CORP COM COM 009266107 3746 197800 SH SOLE 197800
D AIRGAS INC COM COM 009363102 573 100700 SH SOLE 100700
D AK AIR GROUP INC COM COM 011659109 1576 58100 SH SOLE 58100
D AK STL HLDG CORP COM STK PAR $ COM 001547108 1286 160800 SH SOLE 160800
D AL NATL BANCORPORATION DEL COM COM 010317105 0 0 SH SOLE 0
D ALBANY INTL CORP NEW CL A COM 012348108 1195 82417 SH SOLE 82417
D ALBEMARLE CORP COM COM 012653101 1987 100600 SH SOLE 100600
D ALBERTO-CULVER CO CL B COM COM 013068101 2433 79600 SH SOLE 79600
D ALBERTSON S INC COM COM 013104104 13221 397610 SH SOLE 397610
D ALCAN ALUM LTD (NEW) COM COM 013716105 5609 180950 SH SOLE 180950
D ALCAN ALUMINIUM COM STK CALL O COM 0137160I7 -24 560 SH SOLE 560
D ALCOA INC COM STK COM 013817101 19678 678544 SH SOLE 678544
D ALCOA INC COM STK CALL OPTION COM 0138170J1 -900 3600 SH SOLE 3600
D ALEXANDER & BALDWIN INC COM COM 014482103 2376 107700 SH SOLE 107700
D ALLEGHENY ENERGY INC COM COM 017361106 4375 159800 SH SOLE 159800
D ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 2459 136600 SH SOLE 136600
D ALLEGIANCE TELECOM INC COM COM 01747T102 1920 30000 SH SOLE 30000
D ALLEN TELECOM INC COM COM 018091108 685 38700 SH SOLE 38700
D ALLERGAN INC COM COM 018490102 5878 78900 SH SOLE 78900
D ALLIANCE PHARMACEUTICAL CORP C COM 018773101 737 65500 SH SOLE 65500
D ALLIANCE SEMICONDUCTOR CORP COM 01877H100 1439 58600 SH SOLE 58600
D ALLIANT ENERGY CORP COM ISIN COM 018802108 2972 114300 SH SOLE 114300
D ALLIANT TECHSYSTEMS INC COM COM 018804104 877 13000 SH SOLE 13000
D ALLIED CAP CORP NEW COM COM 01903Q108 870 51200 SH SOLE 51200
D ALLIED WASTE INDS INC COM PAR COM 019589308 1167 116700 SH SOLE 116700
D ALLMERICA FINL CORP COM COM 019754100 4064 77600 SH SOLE 77600
D ALLSTATE CORP COM COM 020002101 20047 901000 SH SOLE 901000
D ALLTEL CORP COM ISIN #US020039 COM 020039103 20272 327300 SH SOLE 327300
D ALPHA INDS INC COM COM 020753109 3336 75700 SH SOLE 75700
D ALPHARMA INC CL A COM 020813101 4638 74500 SH SOLE 74500
D ALREF COM STK COM G03910109 1715 70000 SH SOLE 70000
D ALTERA CORP COM COM 021441100 26973 264600 SH SOLE 264600
D ALZA CORP COM COM 022615108 3689 62400 SH SOLE 62400
D AMBAC FNCL GROUP COM STK COM 023139108 8633 157500 SH SOLE 157500
D AMCAST INDL CORP COM COM 023395106 108 12300 SH SOLE 12300
D AMCORE FINL INC COM COM 023912108 551 30100 SH SOLE 30100
D AMER ELEC PWR CO INC COM COM 025537101 5623 189820 SH SOLE 189820
D AMER EXPRESS CO COM COM 025816109 112731 2162700 SH SOLE 2162700
D AMER FINL GROUP INC OH COM STK COM 025932104 2102 84700 SH SOLE 84700
D AMER GEN CORP COM COM 026351106 22044 361376 SH SOLE 361376
D AMER GREETINGS CORP CL A COM COM 026375105 745 39200 SH SOLE 39200
D AMER HOME PROD CORP COM COM 026609107 67040 1141100 SH SOLE 1141100
D AMER INTL GROUP INC COM COM 026874107 254640 2167152 SH SOLE 2167152
D AMER ON-LINE COM COM 02364J104 101808 1930000 SH SOLE 1930000
D AMER W HLDGS CORP CL B COM 023657208 3523 205700 SH SOLE 205700
D AMER WTR WK CO INC COM COM 030411102 4328 173100 SH SOLE 173100
D AMERADA HESS COM STK CALL OPTI COM 0235510H8 -165 200 SH SOLE 200
D AMERADA HESS CORP COM COM 023551104 3785 61300 SH SOLE 61300
D AMERCO COM COM 023586100 490 24500 SH SOLE 24500
D AMEREN CORP COM COM 023608102 3331 98700 SH SOLE 98700
D AMERICAN EXPRESS CO COM STK CA COM 0258160A8 -22323 9550 SH SOLE 9550
D AMERICAN GENE COM STK CALL OPT COM 0263510J6 -110 325 SH SOLE 325
D AMERICAN INTL GRP COM STK CALL COM 0268740K4 -23733 7625 SH SOLE 7625
D AMERICREDIT CORP COM 03060R101 2740 161200 SH SOLE 161200
D AMERN EAGLE OUTFITTERS INC NEW COM 02553E106 945 67500 SH SOLE 67500
D AMERN FREIGHTWAYS CORP COM COM 02629V108 1897 130800 SH SOLE 130800
D AMERN ITALIAN PASTA CO CL A COM 027070101 525 25400 SH SOLE 25400
D AMERN MGMT SYS INC COM COM 027352103 3930 119700 SH SOLE 119700
D AMERN PWR CONVERSION CORP COM COM 029066107 4869 119300 SH SOLE 119300
D AMERN STD COS INC DEL COM COM 029712106 4166 101600 SH SOLE 101600
D AMERN STS WTR CO COM COM 029899101 958 32200 SH SOLE 32200
D AMERN XTAL TECH INC COM COM 030514103 1133 26200 SH SOLE 26200
D AMES DEPT STORES INC COM NEW COM 030789507 942 121500 SH SOLE 121500
D AMETEK INC NEW COM COM 031100100 961 54900 SH SOLE 54900
D AMFM INC COM COM 001693100 11102 160900 SH SOLE 160900
D AMGEN INC COM COM 031162100 95856 1364500 SH SOLE 1364500
D AMGEN INC COM STK CALL OPTION COM 0311620J0 -4180 1900 SH SOLE 1900
D AMGEN INC COM STK CALL OPTION COM 0311620A9 -14835 4600 SH SOLE 4600
D AMLI RESDNTL PPTYS TR SH BEN I COM 001735109 471 20000 SH SOLE 20000
D AMR CORP COM COM 001765106 3516 133000 SH SOLE 133000
D AMR CORP COM STK CALL OPTION COM 0017650K3 -45 560 SH SOLE 560
D AMSOUTH BANCORPORATION COM COM 032165102 3893 247200 SH SOLE 247200
D ANADARKO PETRO CORP COM COM 032511107 4093 83000 SH SOLE 83000
D ANALOG DEVICES INC COM COM 032654105 22450 295400 SH SOLE 295400
D ANALOGIC CORP COM PAR $0.05 COM 032657207 968 24200 SH SOLE 24200
D ANALYSTS INTL CORP COM COM 032681108 326 35050 SH SOLE 35050
D ANCHOR BANCORP WIS INC COM COM 032839102 695 45400 SH SOLE 45400
D ANCHOR GAMING COM COM 033037102 1759 36700 SH SOLE 36700
D ANDOVER BANCORP INC DEL COM COM 034258103 248 8600 SH SOLE 8600
D ANDREW CORP COM COM 034425108 2608 77700 SH SOLE 77700
D ANDRX CORP COM COM 034551101 8374 131000 SH SOLE 131000
D ANGELICA CORP COM COM 034663104 96 12000 SH SOLE 12000
D ANHEUSER BUSC COM STK CALL OPT COM 0352290L8 -1794 1750 SH SOLE 1750
D ANHEUSER BUSCH COS INC COM COM 035229103 43154 577800 SH SOLE 577800
D ANIXTER INTL INC COM COM 035290105 2666 100600 SH SOLE 100600
D ANNTAYLOR STORES CORP COM COM 036115103 1451 43800 SH SOLE 43800
D ANTEC CORP COM COM 03664P105 2269 54600 SH SOLE 54600
D AON CORP COM COM 037389103 5006 161150 SH SOLE 161150
D APACHE CORP COM COM 037411105 17773 302200 SH SOLE 302200
D APEX INC COM ISIN US0375481043 COM 037548104 1291 29500 SH SOLE 29500
D APOGEE ENTERPRISES INC COM COM 037598109 136 38500 SH SOLE 38500
D APOLLO GROUP INC CL A COM 037604105 3049 108900 SH SOLE 108900
D APPLE COMPUTER INC COM COM 037833100 10485 200200 SH SOLE 200200
D APPLE COMPUTER INC COM STK CAL COM 0378330A9 -2998 1230 SH SOLE 1230
D APPLEBEES INTL INC COM COM 037899101 4377 144400 SH SOLE 144400
D APPLICA INC COMMON STOCK COM 03815A106 361 31900 SH SOLE 31900
D APPLIED INDL TECHNOLOGIES INC COM 03820C105 550 33600 SH SOLE 33600
D APPLIED MATERIALS INC COM COM 038222105 70053 773002 SH SOLE 773002
D APPLIED PWR INC CL A COM 038225108 2566 76600 SH SOLE 76600
D APPLIED SCI & TECH INC COM 038236105 678 26200 SH SOLE 26200
D APRIA HEALTHCARE GROUP INC COM COM 037933108 925 75500 SH SOLE 75500
D APT INVT & MGMT CO CL A COM 03748R101 241 5583 SH SOLE 5583
D APTARGROUP INC COM COM 038336103 3294 122000 SH SOLE 122000
D AR BEST CORP DEL COM COM 040790107 801 80600 SH SOLE 80600
D ARCH CHEMICALS INC COM COM 03937R102 672 30700 SH SOLE 30700
D ARCHER-DANIELS-MIDLAND CO COM COM 039483102 5070 516683 SH SOLE 516683
D ARCHSTONE CMNTYS TR SH BEN INT COM 039581103 613 29100 SH SOLE 29100
D ARCTIC CAT INC COM COM 039670104 412 34700 SH SOLE 34700
D ARDEN RLTY GROUP INC COM 039793104 980 41700 SH SOLE 41700
D ARIBA INC COM COM 04033V104 3039 31000 SH SOLE 31000
D ARMSTRONG HLDGS INC COM ISIN COM 042384107 378 24700 SH SOLE 24700
D ARNOLD IND INC COM COM 042595108 429 35600 SH SOLE 35600
D ARROW ELECTR INC COM COM 042735100 4331 139700 SH SOLE 139700
D ARROW INTL INC COM COM 042764100 1193 35600 SH SOLE 35600
D ARTESYN TECHNOLOGIES INC COM COM 043127109 3446 123900 SH SOLE 123900
D ASHLAND INC COM COM 044204105 2251 64200 SH SOLE 64200
D ASHWORTH INC COM COM 04516H101 84 18800 SH SOLE 18800
D ASPECT COMMUNICATIONS INC COM COM 04523Q102 2799 71200 SH SOLE 71200
D ASPEN TECH INC COM COM 045327103 1394 36200 SH SOLE 36200
D ASSOC 1ST CAP CORP CL A COM COM 046008108 14182 635594 SH SOLE 635594
D ASSOCTD BANC-CORP COM COM 045487105 2788 127798 SH SOLE 127798
D ASTEC INDS INC COM COM 046224101 855 33700 SH SOLE 33700
D ASTORIA FINL CORP COM COM 046265104 1913 74300 SH SOLE 74300
D ASYST TECHNOLOGIES INC COM COM 04648X107 2535 74000 SH SOLE 74000
D AT & T CORP COM STK COM 001957109 75940 2401250 SH SOLE 2401250
D ATLAS AIR INC COM COM 049164106 1062 29600 SH SOLE 29600
D ATLC COAST AIRLINES HLDG COM COM 048396105 1800 56700 SH SOLE 56700
D ATMEL CORP COM COM 049513104 11833 320900 SH SOLE 320900
D ATMOS ENERGY CORP COM COM 049560105 768 43900 SH SOLE 43900
D ATS MED INC COM COM 002083103 110 7500 SH SOLE 7500
D ATWOOD OCEANICS INC COM COM 050095108 1838 41300 SH SOLE 41300
D AUDIOVOX CORP CL A COM 050757103 1491 67600 SH SOLE 67600
D AUSPEX SYS INC COM COM 052116100 203 41200 SH SOLE 41200
D AUTO DATA PROCESSING INC COM COM 053015103 34725 648300 SH SOLE 648300
D AUTODESK INC COM COM 052769106 2695 77700 SH SOLE 77700
D AUTOMATIC DATA PROCESS COM STK COM 0530150K0 -3306 3075 SH SOLE 3075
D AUTOZONE INC COM COM 053332102 3126 142100 SH SOLE 142100
D AVALONBAY CMNTYS INC COM COM 053484101 1520 36401 SH SOLE 36401
D AVANT CORP COM COM 053487104 1036 55300 SH SOLE 55300
D AVERY DENNISON CORP COM COM 053611109 4296 64000 SH SOLE 64000
D AVIALL INC NEW COM COM 05366B102 876 177400 SH SOLE 177400
D AVID TECH INC COM COM 05367P100 830 69200 SH SOLE 69200
D AVNET INC COM COM 053807103 3780 63800 SH SOLE 63800
D AVON PROD INC COM COM 054303102 10377 233200 SH SOLE 233200
D AVON PRODUCTS INC COM STK CALL COM 0543030J2 -595 400 SH SOLE 400
D AVT CORP COM COM 002420107 324 43900 SH SOLE 43900
D AWARE INC MASS COM COM 05453N100 1590 31100 SH SOLE 31100
D AXYS PHARMACEUTICALS INC COM COM 054635107 44 7424 SH SOLE 7424
D AZTAR CORP COM COM 054802103 896 57800 SH SOLE 57800
D BACOU USA INC COM COM 056439102 46 2300 SH SOLE 2300
D BAKER HUGHES INC COM COM 057224107 9549 298410 SH SOLE 298410
D BAKER J INC COM COM 057232100 113 19500 SH SOLE 19500
D BALDOR ELEC CO COM COM 057741100 1511 81133 SH SOLE 81133
D BALL CORP COM COM 058498106 792 24600 SH SOLE 24600
D BANCORPSOUTH INC COM COM 059692103 0 0 SH SOLE 0
D BANCWEST CORP NEW COM COM 059790105 523 31800 SH SOLE 31800
D BANDAG INC COM COM 059815100 730 30100 SH SOLE 30100
D BANGOR HYDRO ELEC CO COM COM 060077104 239 10200 SH SOLE 10200
D BANK N.Y. CO INC COM COM 064057102 46188 993300 SH SOLE 993300
D BANK OF AMERICA COM STK CALL O COM 0605050K1 -1146 4825 SH SOLE 4825
D BANK ONE COM STK CALL OPTION COM 06423A0H7 -62 900 SH SOLE 900
D BANK ONE CORP COM COM 06423A103 42057 1583312 SH SOLE 1583312
D BANKNORTH GROUP INC NEW COM COM 06646R107 4009 261800 SH SOLE 261800
D BANTA CORP COM COM 066821109 691 36500 SH SOLE 36500
D BARD C R INC CAP COM 067383109 2103 43700 SH SOLE 43700
D BARNES & NOBLE INC COM COM 067774109 2109 94800 SH SOLE 94800
D BARNES GROUP INC COM COM 067806109 418 25600 SH SOLE 25600
D BARR LABS INC COM COM 068306109 3556 79350 SH SOLE 79350
D BARRA INC COM COM 068313105 962 19400 SH SOLE 19400
D BARRETT RES CORP COM PAR $0.01 COM 068480201 1382 45400 SH SOLE 45400
D BARRICK GOLD CORP COM 067901108 5642 310205 SH SOLE 310205
D BASSETT FURNITURE INDS INC COM COM 070203104 207 16400 SH SOLE 16400
D BAUSCH & LOMB INC COM COM 071707103 2499 32300 SH SOLE 32300
D BAXTER INTL INC COM COM 071813109 28807 409700 SH SOLE 409700
D BAXTER INTL INC COM STK CALL O COM 0718130H3 -2059 1350 SH SOLE 1350
D BB&T CORP COM COM 054937107 6275 262821 SH SOLE 262821
D BE AEROSPACE INC COM COM 073302101 237 34500 SH SOLE 34500
D BEA SYS INC COM COM 073325102 79100 1600000 SH SOLE 1600000
D BEAR STEARNS COS INC COM COM 073902108 16001 384402 SH SOLE 384402
D BECKMAN COULTER INC COM COM 075811109 3829 65600 SH SOLE 65600
D BECTON DICKINS COM STK CALL OP COM 0758870I1 -153 875 SH SOLE 875
D BECTON DICKINSON & CO COM COM 075887109 6237 217400 SH SOLE 217400
D BED BATH BEYOND INC COM COM 075896100 3107 85700 SH SOLE 85700
D BEDFORD PPTY INVS INC COM PAR COM 076446301 48 2600 SH SOLE 2600
D BELDEN INC COM COM 077459105 2119 82700 SH SOLE 82700
D BELL ATLANTIC CORP COM STK CAL COM 0778530A8 -5549 9060 SH SOLE 9060
D BELL MICROPRODUCTS INC COM COM 078137106 735 40000 SH SOLE 40000
D BELLSOUTH CORP COM STK COM 079860102 77616 1820900 SH SOLE 1820900
D BELLSOUTH CORP COM STK CALL OP COM 0798600J2 -1523 2900 SH SOLE 2900
D BELO A.H CORP CL A COM STK COM 080555105 2845 171800 SH SOLE 171800
D BEMIS CO INC COM COM 081437105 1782 53000 SH SOLE 53000
D BENCHMARK ELECTRS INC COM COM 08160H101 826 22600 SH SOLE 22600
D BERGEN BRUNSWIG CORP CL A COM COM 083739102 1070 194600 SH SOLE 194600
D BERINGER WINE ESTATES HLDGS IN COM 084102102 968 27400 SH SOLE 27400
D BEST BUY INC COM STK COM 086516101 39304 621400 SH SOLE 621400
D BESTFOODS COM COM 08658U101 17029 245900 SH SOLE 245900
D BESTFOODS COM STK CALL OPTION COM 08658U0J1 -744 250 SH SOLE 250
D BETHLEHEM STEEL CORP COM COM 087509105 267 75086 SH SOLE 75086
D BILLING COM COM 090063108 260 58700 SH SOLE 58700
D BINDLEY WESTN INDS INC COM COM 090324104 3823 144600 SH SOLE 144600
D BIO TECH GEN CORP COM COM 090578105 1193 90500 SH SOLE 90500
D BIOGEN INC COM COM 090597105 5811 90100 SH SOLE 90100
D BIOMATRIX INC COM COM 09060P102 735 32500 SH SOLE 32500
D BIOMET INC COM COM 090613100 8506 221300 SH SOLE 221300
D BIRMINGHAM STL CORP COM COM 091250100 167 43100 SH SOLE 43100
D BISYS GROUP INC COM COM 055472104 2368 38500 SH SOLE 38500
D BJ SVCS CO COM COM 055482103 10513 168200 SH SOLE 168200
D BJS WHSL CLUB INC COM STK COM 05548J106 13048 395400 SH SOLE 395400
D BK AMER CORP COM COM 060505104 76730 1784421 SH SOLE 1784421
D BLACK & DECKER CORP COM COM 091797100 1911 48600 SH SOLE 48600
D BLACK BOX CORP DEL COM COM 091826107 10965 138500 SH SOLE 138500
D BLACK HILLS CORP COM COM 092113109 756 33500 SH SOLE 33500
D BLANCH E W HLDGS INC COM COM 093210102 705 34700 SH SOLE 34700
D BLDG MATLS HLDG CORP COM COM 120113105 156 17700 SH SOLE 17700
D BLOCK H & R INC COM COM 093671105 8680 268100 SH SOLE 268100
D BLYTH INC COM COM 09643P108 2829 95900 SH SOLE 95900
D BMC INDS INC MINN COM COM 055607105 154 38000 SH SOLE 38000
D BMC SOFTWARE INC COM STK COM 055921100 13094 358900 SH SOLE 358900
D BOB EVANS FARMS INC COM COM 096761101 799 53500 SH SOLE 53500
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D TYCO INTL LTD NEW COM COM 902124106 114871 2424712 SH SOLE 2424712
D TYSON FOODS INC CL A COM (DELA COM 902494103 2854 326200 SH SOLE 326200
D U.S AIR GROUP COM COM 911905107 1482 38000 SH SOLE 38000
D UCAR INTL INC COM COM 90262K109 853 65300 SH SOLE 65300
D UGI CORP NEW COM COM 902681105 1359 66300 SH SOLE 66300
D UICI COM COM 902737105 184 28100 SH SOLE 28100
D ULTIMATE ELECTRS INC COM 903849107 1040 38800 SH SOLE 38800
D ULTRAMAR-DIAMOND SHAMROCK CORP COM 904000106 3756 151382 SH SOLE 151382
D ULTRATECH STEPPER INC COM COM 904034105 436 29300 SH SOLE 29300
D UMB FINL CORP COM COM 902788108 751 22880 SH SOLE 22880
D UN CARBIDE CORP COM COM 905581104 3807 76900 SH SOLE 76900
D UN PAC CORP COM COM 907818108 8006 215300 SH SOLE 215300
D UN PLANTERS CORP COM COM 908068109 2394 85700 SH SOLE 85700
D UNICOM CORP COM COM 904911104 12040 311200 SH SOLE 311200
D UNIFI INC COM COM 904677101 1018 82275 SH SOLE 82275
D UNILEVER N V COM STK CALL OPTI COM 9047840H9 -43 490 SH SOLE 490
D UNISOURCE ENERGY CORP COM COM 909205106 674 44900 SH SOLE 44900
D UNISYS CORP COM COM 909214108 2784 191200 SH SOLE 191200
D UNITED BANKSHARES INC COM COM 909907107 1059 58200 SH SOLE 58200
D UNITED DOMINION REAL ESTATE CO COM 910197102 232 21100 SH SOLE 21100
D UNITED TECHNLGS CORP COM STK C COM 9130170K6 -1737 2355 SH SOLE 2355
D UNITEDHEALTH GROUP INC COM COM 91324P102 34917 407200 SH SOLE 407200
D UNITRIN INC COM COM 913275103 3707 126200 SH SOLE 126200
D UNIVISION COMMUNICATIONS INC C COM 914906102 15380 148600 SH SOLE 148600
D UNOCAL CORP COM COM 915289102 5257 158700 SH SOLE 158700
D UNUMPROVIDENT CORP COM COM 91529Y106 4236 211145 SH SOLE 211145
D UNVL CORP VA COM COM 913456109 862 40800 SH SOLE 40800
D UNVL FOODS CORP COM COM 913538104 2109 114000 SH SOLE 114000
D UNVL FST PRODS INC COM 913543104 384 27900 SH SOLE 27900
D UNVL HEALTH SERVICES INC CL B COM 913903100 2752 41700 SH SOLE 41700
D URBAN OUTFITTERS INC COM 917047102 1679 190500 SH SOLE 190500
D URBAN SHOPPING CTRS INC COM COM 917060105 141 4200 SH SOLE 4200
D URS CORP NEW COM COM 903236107 721 51500 SH SOLE 51500
D US BANCORP DEL INC COM COM 902973106 12876 668863 SH SOLE 668863
D US LEC CORP CL A COM 90331S109 680 40000 SH SOLE 40000
D US ONCOLOGY INC COM COM 90338W103 632 126300 SH SOLE 126300
D USFREIGHTWAYS CORP COM COM 916906100 1520 61900 SH SOLE 61900
D USG CORP COM NEW COM 903293405 2056 67700 SH SOLE 67700
D USINTERNETWORKING INC COM COM 917311805 137 6708 SH SOLE 6708
D UST INC COM COM 902911106 7404 504100 SH SOLE 504100
D USX - MARATHON GROUP COM NEW COM 902905827 13682 545900 SH SOLE 545900
D USX-US STEEL GROUP COM COM 90337T101 3636 195900 SH SOLE 195900
D UTD ILLUM CO COM COM 910637107 1457 33300 SH SOLE 33300
D UTD NAT FOODS INC COM COM 911163103 348 25300 SH SOLE 25300
D UTD NATL BANCORP N J COM COM 910909100 209 11347 SH SOLE 11347
D UTD STATIONERS INC COM COM 913004107 3454 106700 SH SOLE 106700
D UTD T V INC COM COM 913066106 721 5600 SH SOLE 5600
D UTD TECHNOLOGIES CORP COM COM 913017109 41866 711100 SH SOLE 711100
D UTD WTR RES INC COM COM 913190104 1901 54500 SH SOLE 54500
D UTILICORP UNITED INC COM COM 918005109 3436 172900 SH SOLE 172900
D V F CORP COM COM 918204108 3660 153700 SH SOLE 153700
D VAIL RESORTS INC COM COM 91879Q109 489 30000 SH SOLE 30000
D VAL NATL BANCORP COM COM 919794107 819 33705 SH SOLE 33705
D VALASSIS COMMUNICATIONS INC CO COM 918866104 3023 79300 SH SOLE 79300
D VALENCE TECH INC COM COM 918914102 881 47800 SH SOLE 47800
D VALERO ENERGY CORP COM STK NEW COM 91913Y100 5458 171900 SH SOLE 171900
D VALMONT INDS INC COM COM 920253101 640 32200 SH SOLE 32200
D VALSPAR CORP COM COM 920355104 2771 82100 SH SOLE 82100
D VALUE CY DEPT STORES INC COM COM 920387107 415 43700 SH SOLE 43700
D VARCO INTL INC DEL COM COM 922122106 8599 369856 SH SOLE 369856
D VARIAN MED SYS INC COM ISIN COM 92220P105 1694 43300 SH SOLE 43300
D VECTREN CORP COM COM 92240G101 1530 88700 SH SOLE 88700
D VEECO INSTRS INC DEL COM COM 922417100 1758 24000 SH SOLE 24000
D VENTANA MED SYS INC COM COM 92276H106 423 18000 SH SOLE 18000
D VERITAS DGC INC COM COM 92343P107 931 35800 SH SOLE 35800
D VERITAS SOFTWARE CORP COM 923436109 32515 287700 SH SOLE 287700
D VERITY INC COM COM 92343C106 1649 43400 SH SOLE 43400
D VERTEX PHARMACEUTICALS INC COM COM 92532F100 3836 36400 SH SOLE 36400
D VIACOM COM CL B COM 925524308 68324 1002002 SH SOLE 1002002
D VIACOM INC CL B COM STK CALL O COM 92599W0L8 -4123 3400 SH SOLE 3400
D VIAD CORP COM COM 92552R109 3695 135600 SH SOLE 135600
D VIANT CORP COM STK COM 92553N107 3392 114500 SH SOLE 114500
D VIASAT INC COM COM 92552V100 564 10400 SH SOLE 10400
D VIATEL FING TR I COM 92553A204 1520 40000 SH SOLE 40000
D VICOR CORP COM COM 925815102 9786 281100 SH SOLE 281100
D VINTAGE PETE INC COM COM 927460105 1956 86700 SH SOLE 86700
D VISHAY INTERTECHNOLOGY INC COM COM 928298108 10668 281212 SH SOLE 281212
D VISIBLE GENETICS INC COM COM 92829S104 3249 72000 SH SOLE 72000
D VISUAL NETWORKS INC COM COM 928444108 1419 49800 SH SOLE 49800
D VISX INC DEL COM COM 92844S105 2467 87900 SH SOLE 87900
D VITAL SIGNS INC COM COM 928469105 674 37200 SH SOLE 37200
D VITESSE SEMICONDUCTOR CORP COM COM 928497106 19855 269900 SH SOLE 269900
D VOICESTREAM WIRELESS CORP COM COM 928615103 10308 88639 SH SOLE 88639
D VOLT INFORMATION SCIENCES INC COM 928703107 1512 45900 SH SOLE 45900
D VORNADO RLTY TR COM COM 929042109 455 13100 SH SOLE 13100
D VULCAN MATERIALS CO COM COM 929160109 5016 117500 SH SOLE 117500
D W PHARMACEUTICAL SVCS INC COM COM 955306105 134 6200 SH SOLE 6200
D W R GRACE & CO COM STK CALL OP COM 38388F0K5 -11 105 SH SOLE 105
D WA GAS LT CO COM COM 938837101 2233 92800 SH SOLE 92800
D WA MUT INC COM COM 939322103 14481 501520 SH SOLE 501520
D WA REAL ESTATE INVT TR SH BEN COM 939653101 139 7800 SH SOLE 7800
D WABASH NATL CORP COM COM 929566107 381 31900 SH SOLE 31900
D WACHOVIA CORP COM NEW COM 929771103 9863 181800 SH SOLE 181800
D WADDELL & REED FINL INC CL A C COM 930059100 3898 118800 SH SOLE 118800
D WAL-MART CO COM STK CALL OPTIO COM 9311440A8 -78446 28142 SH SOLE 28142
D WAL-MART STORES INC COM COM 931142103 310120 5381700 SH SOLE 5381700
D WALGREEN CO COM COM 931422109 30430 945400 SH SOLE 945400
D WALLACE COMPUTER SVCS INC COM COM 932270101 879 89000 SH SOLE 89000
D WARNACO GROUP INC CL A COM COM 934390105 597 77000 SH SOLE 77000
D WASH FED INC COM COM 938824109 1325 72600 SH SOLE 72600
D WASH POST CO CL B COM COM 939640108 6549 13700 SH SOLE 13700
D WASTE MGMT INC DEL COM STK COM 94106L109 7256 381900 SH SOLE 381900
D WATERS CORP COM COM 941848103 11433 91600 SH SOLE 91600
D WATSCO INC CL A COM 942622200 469 37500 SH SOLE 37500
D WATSON PHARMACEUTICALS INC COM COM 942683103 4553 84700 SH SOLE 84700
D WATTS INDS INC CL A COM 942749102 894 70800 SH SOLE 70800
D WAUSAU-MOSINEE PAPER CORP COM COM 943315101 637 74400 SH SOLE 74400
D WD 40 CO COM COM 929236107 444 21400 SH SOLE 21400
D WEATHERFORD INTL INC NEW COM COM 947074100 15191 381552 SH SOLE 381552
D WEBB DEL CORP COM COM 947423109 559 36500 SH SOLE 36500
D WEBLINK WIRELESS INC CL A COM 94769A101 319 24099 SH SOLE 24099
D WEBSTER FNCL CORP WATERBURY CO COM 947890109 2382 107344 SH SOLE 107344
D WEINGARTEN RLTY INVESTORS SH B COM 948741103 711 17600 SH SOLE 17600
D WELLMAN INC COM COM 949702104 1078 66600 SH SOLE 66600
D WELLPOINT HLTH NETWORKS INC CL COM 94973H108 3970 54800 SH SOLE 54800
D WELLS FARGO & CO COM STK CALL COM 9497460G7 -2610 6140 SH SOLE 6140
D WELLS FARGO & CO NEW COM STK COM 949746101 72463 1870000 SH SOLE 1870000
D WENDY S INTL INC COM COM 950590109 1763 99000 SH SOLE 99000
D WERNER ENTERPRISES INC COM COM 950755108 1282 110875 SH SOLE 110875
D WESLEY JESSEN VISIONCARE INC C COM 951018100 920 24500 SH SOLE 24500
D WESTAMERICA BANCORPORATION COM COM 957090103 2053 78600 SH SOLE 78600
D WESTN PPTYS TR SH BEN INT REIT COM 959261108 50 4200 SH SOLE 4200
D WESTN WIRELESS CORP CL A COM 95988E204 4360 80000 SH SOLE 80000
D WESTPOINT STEVENS INC COM COM 961238102 795 71500 SH SOLE 71500
D WESTVACO CORP COM COM 961548104 2045 82400 SH SOLE 82400
D WESTWOOD 1 INC COM COM 961815107 5542 162400 SH SOLE 162400
D WET SEAL INC CL A COM 961840105 1145 87200 SH SOLE 87200
D WEYERHAEUSER CO COM COM 962166104 7895 183600 SH SOLE 183600
D WEYERHAEUSER CO COM STK CALL O COM 9621660J4 -21 375 SH SOLE 375
D WHIRLPOOL CORP COM COM 963320106 3637 78000 SH SOLE 78000
D WHIRLPOOL CORP COM STK CALL OP COM 9633200I8 -35 120 SH SOLE 120
D WHITEHALL JEWELLERS INC COM COM 965063100 698 37500 SH SOLE 37500
D WHITMAN CORP NEW COM COM 96647R107 2440 197200 SH SOLE 197200
D WHITNEY HLDG CORP COM COM 966612103 1073 31400 SH SOLE 31400
D WHOLE FOODS MKT INC COM COM 966837106 1496 36200 SH SOLE 36200
D WHX CORP COM COM 929248102 111 20100 SH SOLE 20100
D WI CENT TRANSN CORP COM COM 976592105 931 71600 SH SOLE 71600
D WILLAMETTE IND INC COM COM 969133107 3444 126400 SH SOLE 126400
D WILLIAMS CO INC COM COM 969457100 14403 345500 SH SOLE 345500
D WILLIAMS COS COM STK CALL OPTI COM 9694570H4 -1802 1550 SH SOLE 1550
D WILLIAMS SONOMA INC COM COM 969904101 2647 81600 SH SOLE 81600
D WILMINGTON TR CORP NEW COM COM 971807102 1992 46600 SH SOLE 46600
D WINN-DIXIE STORES INC COM COM 974280109 1262 88200 SH SOLE 88200
D WINNEBAGO INDS INC COM COM 974637100 391 29900 SH SOLE 29900
D WINSTON HOTELS INC COM COM 97563A102 29 3900 SH SOLE 3900
D WIS ENERGY COM COM 976657106 3453 174300 SH SOLE 174300
D WOLVERINE TUBE INC COM COM 978093102 286 16800 SH SOLE 16800
D WOLVERINE WORLD WIDE INC COM COM 978097103 570 57700 SH SOLE 57700
D WOODWARD GOV CO COM COM 980745103 713 25200 SH SOLE 25200
D WORLDCOM INC COM STK CALL OPTI COM 98157D0L1 -3098 5900 SH SOLE 5900
D WORLDCOM INC GA NEW COM STK IS COM 98157D106 111807 2437200 SH SOLE 2437200
D WORTHINGTON INDS INC COM COM 981811102 1162 110700 SH SOLE 110700
D WRIGLEY WM CO COM STK CALL OPT COM 9825260L0 -83 200 SH SOLE 200
D WRIGLEY WM JR CO CAP COM 982526105 8628 107600 SH SOLE 107600
D WSFS FINL CORP COM COM 929328102 159 15200 SH SOLE 15200
D WTR PIK TECHNOLOGIES INC COM COM 94113U100 41 6510 SH SOLE 6510
D WYNNS INTL INC COM COM 983195108 589 25950 SH SOLE 25950
D X-RITE INC COM COM 983857103 269 29500 SH SOLE 29500
D XEROX CORP COM COM 984121103 20536 989700 SH SOLE 989700
D XILINX INC COM COM 983919101 16331 197800 SH SOLE 197800
D XIRCOM COM COM 983922105 1967 41400 SH SOLE 41400
D XTRA CORP COM COM 984138107 256 6500 SH SOLE 6500
D YAHOO INC COM COM 984332106 57689 465700 SH SOLE 465700
D YELLOW CORP COM COM 985509108 1530 103700 SH SOLE 103700
D YORK INTL CORP NEW COM COM 986670107 1437 55000 SH SOLE 55000
D YOUNG & RUBICAM INC COM COM 987425105 2499 43700 SH SOLE 43700
D ZALE CORP NEW COM STK COM 988858106 2387 65400 SH SOLE 65400
D ZEBRA TECHNOLOGIES CORP CL A COM 989207105 1941 43800 SH SOLE 43800
D ZENITH NATL INS CORP COM COM 989390109 506 23800 SH SOLE 23800
D ZIONS BANCORP COM COM 989701107 5690 124000 SH SOLE 124000
D ZIXIT CORP COM 98974P100 1059 23000 SH SOLE 23000
D 1ST INDL RLTY TR INC COM COM 32054K103 1201 40700 SH SOLE 40700
D 1ST TENN NATL CORP COM COM 337162101 3115 188100 SH SOLE 188100
D 1ST UN REAL ESTATE EQTY & MTG COM 337400105 15 5200 SH SOLE 5200
D 1ST VA BANKS INC COM COM 337477103 2390 68650 SH SOLE 68650
D 3D SYS CORP DEL COM NEW COM 88554D205 570 30000 SH SOLE 30000
D 4FRONT TECHNOLOGIES INC COM COM 351042106 600 50000 SH SOLE 50000
D 5TH 3RD BANCORP COM COM 316773100 12315 194700 SH SOLE 194700
D 99 CENTS ONLY STORES COM COM 65440K106 3201 80266 SH SOLE 80266
S REPORT SUMMARY 2082 DATA RECORDS 15354592
</TABLE>
