UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quater Ended: September 30, 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 October 16, 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: 1986
Form 13F Information Table Value Total: $15,822,909
<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 CDNOW INC CASH MERGER @ COM 125086108 98 32907 SH SOLE 32907
D #REORG CIRCLE INTL GROUP INC C COM 172574105 1676 55400 SH SOLE 55400
D #REORG POL MGMT SYS CORP COM N COM 731108106 694 51400 SH SOLE 51400
D #REORG TRENWICK GROUP INC N/C COM 895290104 428 22500 SH SOLE 22500
D #REORG/ BESTFOODS COM CASH MER COM 08658U101 17722 243600 SH SOLE 243600
D AAR CORP COM COM 000361105 425 37150 SH SOLE 37150
D AARON RENTS INC CL B COM 002535201 353 27400 SH SOLE 27400
D ABBOTT LAB COM COM 002824100 86469 1818000 SH SOLE 1818000
D ABBOTT LABS COM STK CALL OPTIO COM 0028240K7 -4375 3500 SH SOLE 3500
D ABERCROMBIE & FITCH CO CL A COM 002896207 3536 185500 SH SOLE 185500
D ABGENIX INC COM COM 00339B107 11225 138900 SH SOLE 138900
D ABITIBI-CONSOLIDATED INC COM COM 003924107 1875 200000 SH SOLE 200000
D ABM INDS INC COM COM 000957100 848 31200 SH SOLE 31200
D ABOUT COM INC COM COM 003736105 1868 57700 SH SOLE 57700
D ACCRUE SOFTWARE INC COM COM 00437W102 935 78336 SH SOLE 78336
D ACE LTD ORD SH COM COM G0070K103 1766 45000 SH SOLE 45000
D ACNIELSEN CORP COM STKZ COM 004833109 4460 187300 SH SOLE 187300
D ACT MFG INC COM COM 000973107 1583 30000 SH SOLE 30000
D ACTEL CORP COM COM 004934105 12557 349400 SH SOLE 349400
D ACTION PERFORMANCE COS INC COM COM 004933107 78 22600 SH SOLE 22600
D ACTIVISION INC NEW COM NEW COM 004930202 693 46200 SH SOLE 46200
D ACTRADE FINL TECHNOLOGIES LTD COM 00507P102 2796 93000 SH SOLE 93000
D ACTUANT CORP CLASS A COM USD0. COM 00508X104 88 22300 SH SOLE 22300
D ACTUATE CORP COM COM 00508B102 1991 57620 SH SOLE 57620
D ACUSON COM COM 005113105 1815 79800 SH SOLE 79800
D ACXIOM CORP COM COM 005125109 7204 226900 SH SOLE 226900
D ADAC LABS COM NEW COM 005313200 604 29000 SH SOLE 29000
D ADAPTEC INC COM COM 00651F108 1188 59400 SH SOLE 59400
D ADAPTIVE BROADBAND CORP COM COM 00650M104 1010 51800 SH SOLE 51800
D ADC TELECOMMUNICATIONS INC COM COM 000886101 22825 848800 SH SOLE 848800
D ADMINISTAFF INC COM COM 007094105 3793 50100 SH SOLE 50100
D ADOBE SYS INC COM COM 00724F101 32851 211600 SH SOLE 211600
D ADR BP AMOCO P L C SPONSORED A COM 055622104 4240 80000 SH SOLE 80000
D ADR BP AMOCO P L C SPONSORED A COM 055622104 1802 34000 SH SOLE 34000
D ADR COMPANIA ANONIMA NACIONAL COM 204421101 2664 109000 SH SOLE 109000
D ADR DE BEERS CONS MINES LTD A. COM 240253302 4231 152800 SH SOLE 152800
D ADR HAVAS ADVERTISING SPONSORE COM 419313101 2007 137237 SH SOLE 137237
D ADR JAZZTEL P L C ADR COM 47214R152 2605 115781 SH SOLE 115781
D ADR KONINKLIJKE PHILIPS ELECTR COM 500472303 6804 160088 SH SOLE 160088
D ADR PERUSAHAAN PERSEROAN PERSE COM 715680104 1280 160000 SH SOLE 160000
D ADR STORA ENSO CORP SPONSORED COM 86210M106 3940 477609 SH SOLE 477609
D ADR TELE DE MEX SA CV L RPSTG COM 879403780 7585 142600 SH SOLE 142600
D ADR TEVA PHARMACEUTICAL INDS L COM 881624209 9514 130000 SH SOLE 130000
D ADR UNILEVER N V NY SHS NEW COM 904784709 16844 349103 SH SOLE 349103
D ADR YPF SOCIEDAD ANONIMA SPONS COM 984245100 2788 87800 SH SOLE 87800
D ADTRAN INC COM COM 00738A106 4433 104200 SH SOLE 104200
D ADVANCE PARADIGM INC COM COM 007491103 1464 34700 SH SOLE 34700
D ADVANCED ENERGY INDS INC COM COM 007973100 304 9200 SH SOLE 9200
D ADVANCED FIBRE COMMUNICATIONS COM 00754A105 3598 95000 SH SOLE 95000
D ADVANCED MICRO DEVICES INC COM COM 007903107 5866 248300 SH SOLE 248300
D ADVANCED NEUROMODULATION SYS I COM 00757T101 390 20000 SH SOLE 20000
D ADVANCED TISSUE SCIENCES INC C COM 00755F103 616 82800 SH SOLE 82800
D ADVANTA CORP COM 007942105 428 38000 SH SOLE 38000
D ADVEST GROUP INC COM COM 007566102 1109 35000 SH SOLE 35000
D ADVO INC COM COM 007585102 927 28100 SH SOLE 28100
D AEROFLEX INC COM COM 007768104 5564 114425 SH SOLE 114425
D AES CORP COM COM 00130H105 24735 361100 SH SOLE 361100
D AETNA INC COM STK COM 008117103 4959 85400 SH SOLE 85400
D AFFILIATED COMPUTER SVCS INC C COM 008190100 3566 71500 SH SOLE 71500
D AFFILIATED MANAGERS GROUP INC COM 008252108 2716 47700 SH SOLE 47700
D AFLAC INC COM COM 001055102 10320 161100 SH SOLE 161100
D AGCO CORP COM COM 001084102 1021 86000 SH SOLE 86000
D AGILE SOFTWARE CORP DEL COM COM 00846X105 374 4161 SH SOLE 4161
D AGILENT TECHNOLOGIES INC COM COM 00846U101 23368 477501 SH SOLE 477501
D AGL RES INC COM COM 001204106 1569 78200 SH SOLE 78200
D AGRIBRANDS INTL INC COM COM 00849R105 593 13600 SH SOLE 13600
D AIR PROD & CHEM INC COM COM 009158106 7322 203400 SH SOLE 203400
D AIR PRODUCTS & CHE COM STK CAL COM 0091580L1 -92 295 SH SOLE 295
D AIRBORNE FGHT CORP COM COM 009266107 2918 286400 SH SOLE 286400
D AIRGAS INC COM COM 009363102 651 95600 SH SOLE 95600
D AK AIR GROUP INC COM COM 011659109 1392 58000 SH SOLE 58000
D AK STL HLDG CORP COM STK PAR $ COM 001547108 1484 158300 SH SOLE 158300
D ALBANY INTL CORP NEW CL A COM 012348108 989 82417 SH SOLE 82417
D ALBANY MOLECULAR RESH INC COM COM 012423109 4012 71400 SH SOLE 71400
D ALBEMARLE CORP COM COM 012653101 2029 100500 SH SOLE 100500
D ALBERTO-CULVER CO CL B COM COM 013068101 2126 73800 SH SOLE 73800
D ALBERTSON S INC COM COM 013104104 8308 395610 SH SOLE 395610
D ALCAN ALUM LTD (NEW) COM COM 013716105 5097 176150 SH SOLE 176150
D ALCAN ALUMINUMLTD COM STK CALL COM 0137160L0 -13 290 SH SOLE 290
D ALCOA INC COM STK COM 013817101 16755 661944 SH SOLE 661944
D ALCOA INC COM STK CALL OPTION COM 0138170J1 -67 3600 SH SOLE 3600
D ALEXANDER & BALDWIN INC COM COM 014482103 2753 105900 SH SOLE 105900
D ALLEGHENY ENERGY INC COM COM 017361106 10379 271800 SH SOLE 271800
D ALLEGHENY TECHNOLOGIES INC COM COM 01741R102 2423 133700 SH SOLE 133700
D ALLEGIANCE TELECOM INC COM COM 01747T102 1118 30000 SH SOLE 30000
D ALLEN TELECOM INC COM COM 018091108 654 38600 SH SOLE 38600
D ALLERGAN INC COM COM 018490102 6704 79400 SH SOLE 79400
D ALLETE COM COM 018522102 5018 226800 SH SOLE 226800
D ALLIANCE PHARMACEUTICAL CORP C COM 018773101 996 65300 SH SOLE 65300
D ALLIANCE SEMICONDUCTOR CORP COM 01877H100 1135 57100 SH SOLE 57100
D ALLIANT ENERGY CORP COM ISIN COM 018802108 3352 114100 SH SOLE 114100
D ALLIANT TECHSYSTEMS INC COM COM 018804104 2143 26100 SH SOLE 26100
D ALLIED CAP CORP NEW COM COM 01903Q108 1062 51200 SH SOLE 51200
D ALLIED WASTE INDS INC COM PAR COM 019589308 1036 112800 SH SOLE 112800
D ALLMERICA FINL CORP COM COM 019754100 4898 76600 SH SOLE 76600
D ALLSTATE CORP COM COM 020002101 31153 896500 SH SOLE 896500
D ALLTEL CORP COM ISIN #US020039 COM 020039103 16825 322400 SH SOLE 322400
D ALPHA INDS INC COM COM 020753109 3669 107700 SH SOLE 107700
D ALPHARMA INC CL A COM 020813101 3362 55000 SH SOLE 55000
D ALREF COM STK COM G03910109 1206 50000 SH SOLE 50000
D ALTERA CORP COM COM 021441100 20872 437100 SH SOLE 437100
D ALZA CORP COM COM 022615108 6046 69900 SH SOLE 69900
D AMBAC FNCL GROUP COM STK COM 023139108 13361 182400 SH SOLE 182400
D AMCAST INDL CORP COM COM 023395106 109 11600 SH SOLE 11600
D AMCORE FINL INC COM COM 023912108 591 30100 SH SOLE 30100
D AMER ELEC PWR CO INC COM COM 025537101 7227 184720 SH SOLE 184720
D AMER EXPRESS CO COM COM 025816109 127757 2103000 SH SOLE 2103000
D AMER FINL GROUP INC OH COM STK COM 025932104 1959 84500 SH SOLE 84500
D AMER GEN CORP COM COM 026351106 27813 356576 SH SOLE 356576
D AMER GREETINGS CORP CL A COM COM 026375105 683 39000 SH SOLE 39000
D AMER HOME PROD CORP COM COM 026609107 66484 1175400 SH SOLE 1175400
D AMER INTL GROUP INC COM COM 026874107 304130 3178365 SH SOLE 3178365
D AMER ON-LINE COM COM 02364J104 106490 1981200 SH SOLE 1981200
D AMER W HLDGS CORP CL B COM 023657208 2149 176300 SH SOLE 176300
D AMER WTR WK CO INC COM COM 030411102 4774 173200 SH SOLE 173200
D AMERADA HESS CORP COM COM 023551104 3969 59300 SH SOLE 59300
D AMERADA HESS CORP COM STK CALL COM 0235510B1 -283 200 SH SOLE 200
D AMERCO COM COM 023586100 479 24500 SH SOLE 24500
D AMEREN CORP COM COM 023608102 4016 95900 SH SOLE 95900
D AMERICAN EXPRESS CO COM STK CA COM 0258160A8 -29844 9550 SH SOLE 9550
D AMERICAN GENERAL COM STK CALL COM 0263510D9 -406 650 SH SOLE 650
D AMERICAN INTL GRP COM STK CALL COM 0J499W0K3 -27355 7625 SH SOLE 7625
D AMERICREDIT CORP COM 03060R101 5353 185800 SH SOLE 185800
D AMERISOURCE DISTR CORP CL A CO COM 03071P102 1184 25200 SH SOLE 25200
D AMERN EAGLE OUTFITTERS INC NEW COM 02553E106 2123 67400 SH SOLE 67400
D AMERN FREIGHTWAYS CORP COM COM 02629V108 1551 97700 SH SOLE 97700
D AMERN ITALIAN PASTA CO CL A COM 027070101 487 25400 SH SOLE 25400
D AMERN MGMT SYS INC COM COM 027352103 2647 154000 SH SOLE 154000
D AMERN PWR CONVERSION CORP COM COM 029066107 2228 116100 SH SOLE 116100
D AMERN STD COS INC DEL COM COM 029712106 4484 100900 SH SOLE 100900
D AMERN STS WTR CO COM COM 029899101 974 32200 SH SOLE 32200
D AMES DEPT STORES INC COM NEW COM 030789507 704 121700 SH SOLE 121700
D AMETEK INC NEW COM COM 031100100 981 46300 SH SOLE 46300
D AMGEN INC COM COM 031162100 100511 1439400 SH SOLE 1439400
D AMGEN INC COM STK CALL OPTION COM 0311620A9 -14375 4600 SH SOLE 4600
D AMLI RESDNTL PPTYS TR SH BEN I COM 001735109 394 16400 SH SOLE 16400
D AMR CORP COM COM 001765106 4262 130400 SH SOLE 130400
D AMR CORP COM STK CALL OPTION COM 0017650K3 -14 560 SH SOLE 560
D AMSOUTH BANCORPORATION COM COM 032165102 2871 229700 SH SOLE 229700
D ANADARKO PETRO CORP COM COM 032511107 10226 153874 SH SOLE 153874
D ANADIGICS INC COM COM 032515108 1538 69500 SH SOLE 69500
D ANALOG DEVICES INC COM COM 032654105 23712 287200 SH SOLE 287200
D ANALOGIC CORP COM PAR $0.05 COM 032657207 684 17800 SH SOLE 17800
D ANALYSTS INTL CORP COM COM 032681108 226 31250 SH SOLE 31250
D ANCHOR BANCORP WIS INC COM COM 032839102 502 32000 SH SOLE 32000
D ANCHOR GAMING COM COM 033037102 2912 36600 SH SOLE 36600
D ANDOVER BANCORP INC DEL COM COM 034258103 262 8600 SH SOLE 8600
D ANDREW CORP COM COM 034425108 4172 159300 SH SOLE 159300
D ANDRX GROUP COM COM 034553107 1466 15700 SH SOLE 15700
D ANGELICA CORP COM COM 034663104 116 12000 SH SOLE 12000
D ANHEUSER BUSC COM STK CALL OPT COM 0352290L8 -2844 3500 SH SOLE 3500
D ANHEUSER BUSCH COS INC COM COM 035229103 52798 1247800 SH SOLE 1247800
D ANIXTER INTL INC COM COM 035290105 3393 116500 SH SOLE 116500
D ANNTAYLOR STORES CORP COM COM 036115103 1530 39800 SH SOLE 39800
D ANSWERTHINK INC COM COM 036916104 2031 125000 SH SOLE 125000
D ANTEC CORP COM COM 03664P105 1676 56800 SH SOLE 56800
D AON CORP COM COM 037389103 6082 154950 SH SOLE 154950
D APACHE CORP COM COM 037411105 15455 261400 SH SOLE 261400
D APOGEE ENTERPRISES INC COM COM 037598109 219 38500 SH SOLE 38500
D APOLLO GROUP INC CL A COM 037604105 8182 205200 SH SOLE 205200
D APPLE COMPUTER INC COM COM 037833100 4993 193900 SH SOLE 193900
D APPLE COMPUTER INC COM STK CAL COM 0378330A9 -415 1230 SH SOLE 1230
D APPLEBEES INTL INC COM COM 037899101 1596 69400 SH SOLE 69400
D APPLICA INC COMMON STOCK COM 03815A106 197 31900 SH SOLE 31900
D APPLIED INDL TECHNOLOGIES INC COM 03820C105 486 28100 SH SOLE 28100
D APPLIED MATERIALS INC COM COM 038222105 44674 753202 SH SOLE 753202
D APRIA HEALTHCARE GROUP INC COM COM 037933108 1052 75500 SH SOLE 75500
D APTARGROUP INC COM COM 038336103 3761 157100 SH SOLE 157100
D APW LTD COM COM G04397108 3729 76500 SH SOLE 76500
D AR BEST CORP DEL COM COM 040790107 1238 80500 SH SOLE 80500
D ARCH CHEMICALS INC COM COM 03937R102 558 30600 SH SOLE 30600
D ARCHER-DANIELS-MIDLAND CO COM COM 039483102 4612 534782 SH SOLE 534782
D ARCTIC CAT INC COM COM 039670104 423 33500 SH SOLE 33500
D ARDEN RLTY GROUP INC COM 039793104 976 36400 SH SOLE 36400
D ARIBA INC COM COM 04033V104 3295 23000 SH SOLE 23000
D ARMOR HLDGS INC COM COM 042260109 135 9000 SH SOLE 9000
D ARMSTRONG HLDGS INC COM ISIN COM 042384107 277 23200 SH SOLE 23200
D ARNOLD IND INC COM COM 042595108 599 35500 SH SOLE 35500
D ARROW ELECTR INC COM COM 042735100 4813 141300 SH SOLE 141300
D ARROW INTL INC COM COM 042764100 1386 38100 SH SOLE 38100
D ARTESYN TECHNOLOGIES INC COM COM 043127109 6020 206700 SH SOLE 206700
D ARVINMERITOR INC COM STK ISIN# COM 043353101 1505 102475 SH SOLE 102475
D ASHLAND INC COM COM 044204105 2089 62000 SH SOLE 62000
D ASHWORTH INC COM COM 04516H101 146 18600 SH SOLE 18600
D ASPECT COMMUNICATIONS INC COM COM 04523Q102 2801 135800 SH SOLE 135800
D ASPEN TECH INC COM COM 045327103 4043 89600 SH SOLE 89600
D ASSOC 1ST CAP CORP CL A COM COM 046008108 23343 614294 SH SOLE 614294
D ASSOCTD BANC-CORP COM COM 045487105 3326 126698 SH SOLE 126698
D ASTEC INDS INC COM COM 046224101 291 26600 SH SOLE 26600
D ASTORIA FINL CORP COM COM 046265104 2831 73300 SH SOLE 73300
D ASYST TECHNOLOGIES INC COM COM 04648X107 1363 67300 SH SOLE 67300
D AT & T CORP COM STK COM 001957109 78489 2671950 SH SOLE 2671950
D ATLAS AIR INC COM COM 049164106 3574 84600 SH SOLE 84600
D ATLC COAST AIRLINES HLDG COM COM 048396105 5082 157900 SH SOLE 157900
D ATMEL CORP COM COM 049513104 14685 966900 SH SOLE 966900
D ATMOS ENERGY CORP COM COM 049560105 908 44000 SH SOLE 44000
D ATS MED INC COM COM 002083103 113 7500 SH SOLE 7500
D ATWOOD OCEANICS INC COM COM 050095108 1718 41200 SH SOLE 41200
D AUDIOVOX CORP CL A COM 050757103 1018 67600 SH SOLE 67600
D AUSPEX SYS INC COM COM 052116100 509 41100 SH SOLE 41100
D AUTO DATA PROCESSING INC COM COM 053015103 42934 642000 SH SOLE 642000
D AUTOBYTEL COM INC COM COM 05275N106 1202 267100 SH SOLE 267100
D AUTODESK INC COM COM 052769106 1233 48600 SH SOLE 48600
D AUTOMATIC DATA PROCESS COM STK COM 0530150K0 -6803 3075 SH SOLE 3075
D AUTOZONE INC COM COM 053332102 3083 135900 SH SOLE 135900
D AVALONBAY CMNTYS INC COM COM 053484101 1216 25500 SH SOLE 25500
D AVANT CORP COM COM 053487104 1867 102300 SH SOLE 102300
D AVERY DENNISON CORP COM COM 053611109 2885 62200 SH SOLE 62200
D AVIALL INC NEW COM COM 05366B102 1142 177400 SH SOLE 177400
D AVID TECH INC COM COM 05367P100 487 34800 SH SOLE 34800
D AVISTA CORP COM COM 05379B107 1467 65200 SH SOLE 65200
D AVNET INC COM COM 053807103 3740 131800 SH SOLE 131800
D AVOCENT CORP COM COM 053893103 5073 92019 SH SOLE 92019
D AVON PROD INC COM COM 054303102 15904 389100 SH SOLE 389100
D AVON PRODUCTS COM STK CALL OPT COM 0543030D5 -481 1100 SH SOLE 1100
D AVT CORP COM COM 002420107 235 42300 SH SOLE 42300
D AWARE INC MASS COM COM 05453N100 2868 74500 SH SOLE 74500
D AXENT TECHNOLOGIES INC COM COM 05459C108 1729 80200 SH SOLE 80200
D AXT INC COM COM 00246W103 3922 93800 SH SOLE 93800
D AZTAR CORP COM COM 054802103 2860 186000 SH SOLE 186000
D BAKER HUGHES INC COM COM 057224107 10748 289510 SH SOLE 289510
D BAKER J INC COM COM 057232100 88 19500 SH SOLE 19500
D BALDOR ELEC CO COM COM 057741100 1500 73833 SH SOLE 73833
D BALL CORP COM COM 058498106 748 23600 SH SOLE 23600
D BANCWEST CORP NEW COM COM 059790105 618 31800 SH SOLE 31800
D BANDAG INC COM COM 059815100 1075 29900 SH SOLE 29900
D BANGOR HYDRO ELEC CO COM COM 060077104 247 10200 SH SOLE 10200
D BANK N.Y. CO INC COM COM 064057102 55003 981100 SH SOLE 981100
D BANK OF AMERICA COM STK CALL O COM 0605050K1 -2170 4823 SH SOLE 4823
D BANK ONE CORP COM COM 06423A103 59761 1547212 SH SOLE 1547212
D BANK ONE CORP COM STK CALL OPT COM 06423A0B0 -647 1150 SH SOLE 1150
D BANKNORTH GROUP INC NEW COM COM 06646R107 4605 257600 SH SOLE 257600
D BANTA CORP COM COM 066821109 878 36000 SH SOLE 36000
D BARD C R INC CAP COM 067383109 1846 43700 SH SOLE 43700
D BARNES & NOBLE INC COM COM 067774109 2618 133000 SH SOLE 133000
D BARNES GROUP INC COM COM 067806109 474 25800 SH SOLE 25800
D BARR LABS INC COM COM 068306109 5255 79250 SH SOLE 79250
D BARRA INC COM COM 068313105 3618 58300 SH SOLE 58300
D BARRETT RES CORP COM PAR $0.01 COM 068480201 2329 61600 SH SOLE 61600
D BARRICK GOLD CORP COM 067901108 4609 302205 SH SOLE 302205
D BASIN EXPL INC COM COM 070107107 2102 107800 SH SOLE 107800
D BASSETT FURNITURE INDS INC COM COM 070203104 231 16300 SH SOLE 16300
D BAUSCH & LOMB INC COM COM 071707103 1254 32200 SH SOLE 32200
D BAXTER INTL INC COM COM 071813109 34918 437500 SH SOLE 437500
D BAXTER INTL INC COM STK CALL O COM 0718130B6 -2395 1430 SH SOLE 1430
D BB&T CORP COM COM 054937107 8568 284400 SH SOLE 284400
D BE AEROSPACE INC COM COM 073302101 561 34800 SH SOLE 34800
D BEA SYS INC COM COM 073325102 31150 400000 SH SOLE 400000
D BEAR STEARNS COS INC COM COM 073902108 23304 369902 SH SOLE 369902
D BECKMAN COULTER INC COM COM 075811109 3918 50800 SH SOLE 50800
D BECTON DICKINSON & CO COM COM 075887109 5689 215200 SH SOLE 215200
D BECTON-DICKENSON & CO COM STK COM 0758870C4 -54 375 SH SOLE 375
D BED BATH BEYOND INC COM COM 075896100 4168 170900 SH SOLE 170900
D BEDFORD PPTY INVS INC COM PAR COM 076446301 1117 55000 SH SOLE 55000
D BELDEN INC COM COM 077459105 1507 63800 SH SOLE 63800
D BELLSOUTH CORP COM STK COM 079860102 70985 1763600 SH SOLE 1763600
D BELO A.H CORP CL A COM STK COM 080555105 6031 327100 SH SOLE 327100
D BEMIS CO INC COM COM 081437105 1680 52300 SH SOLE 52300
D BENCHMARK ELECTRS INC COM COM 08160H101 1373 26400 SH SOLE 26400
D BERGEN BRUNSWIG CORP CL A COM COM 083739102 2273 194500 SH SOLE 194500
D BERRY PETE CO CL A COM 085789105 1562 86500 SH SOLE 86500
D BEST BUY INC COM STK COM 086516101 7953 125000 SH SOLE 125000
D BETHLEHEM STEEL CORP COM COM 087509105 221 73800 SH SOLE 73800
D BILLING COM COM 090063108 186 58500 SH SOLE 58500
D BINDLEY WESTN INDS INC COM DBT COM 090324104 2301 71900 SH SOLE 71900
D BIO TECH GEN CORP COM COM 090578105 864 75500 SH SOLE 75500
D BIOGEN INC COM COM 090597105 5466 89600 SH SOLE 89600
D BIOMATRIX INC COM COM 09060P102 569 32500 SH SOLE 32500
D BIOMET INC COM COM 090613100 13046 372750 SH SOLE 372750
D BIRMINGHAM STL CORP COM COM 091250100 116 43000 SH SOLE 43000
D BISYS GROUP INC COM COM 055472104 4515 58400 SH SOLE 58400
D BJ SVCS CO COM COM 055482103 9401 153800 SH SOLE 153800
D BJS WHSL CLUB INC COM STK COM 05548J106 8238 241400 SH SOLE 241400
D BK AMER CORP COM COM 060505104 88232 1684621 SH SOLE 1684621
D BLACK & DECKER CORP COM COM 091797100 1593 46600 SH SOLE 46600
D BLACK BOX CORP DEL COM COM 091826107 5418 116200 SH SOLE 116200
D BLACK HILLS CORP COM COM 092113109 3627 129250 SH SOLE 129250
D BLANCH E W HLDGS INC COM COM 093210102 371 17900 SH SOLE 17900
D BLDG MATLS HLDG CORP COM COM 120113105 156 17600 SH SOLE 17600
D BLOCK H & R INC COM COM 093671105 9777 263800 SH SOLE 263800
D BLYTH INC COM COM 09643P108 2238 95500 SH SOLE 95500
D BMC INDS INC MINN COM COM 055607105 261 37900 SH SOLE 37900
D BMC SOFTWARE INC COM STK COM 055921100 5435 284200 SH SOLE 284200
D BOB EVANS FARMS INC COM COM 096761101 947 51200 SH SOLE 51200
D BOEING CO CAP COM 097023105 46961 745420 SH SOLE 745420
D BOEING CO COM STK CALL OPTION COM 0970230B2 -3608 1850 SH SOLE 1850
D BOISE CASCADE CORP COM COM 097383103 847 31900 SH SOLE 31900
D BOLDER TECHNOLOGIES CORP COM COM 097519102 164 38243 SH SOLE 38243
D BOMBAY INC COM COM 097924104 113 46400 SH SOLE 46400
D BOOKS-A-MILLION INC COM COM 098570104 66 25000 SH SOLE 25000
D BORDERS GROUP INC COM STK COM 099709107 1578 113200 SH SOLE 113200
D BORG WARNER INC COM COM 099724106 3160 95400 SH SOLE 95400
D BOTTOMLINE TECHNOLOGIES DEL IN COM 101388106 2060 55200 SH SOLE 55200
D BOWATER INC COM COM 102183100 3362 72400 SH SOLE 72400
D BOWNE & CO INC COM COM 103043105 452 46400 SH SOLE 46400
D BOYKIN LODGING CO COM COM 103430104 1315 126700 SH SOLE 126700
D BRADY CORP CL A COM STK COM 104674106 1963 64900 SH SOLE 64900
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D WABASH NATL CORP COM COM 929566107 290 31800 SH SOLE 31800
D WACHOVIA CORP COM NEW COM 929771103 9977 176000 SH SOLE 176000
D WADDELL & REED FINL INC CL A C COM 930059100 3677 118600 SH SOLE 118600
D WAL-MART CO COM STK CALL OPTIO COM 9311420A2 -49565 26792 SH SOLE 26792
D WAL-MART STORES INC COM COM 931142103 260862 5420500 SH SOLE 5420500
D WALGREEN CO COM COM 931422109 35749 942300 SH SOLE 942300
D WALLACE COMPUTER SVCS INC COM COM 932270101 1356 88900 SH SOLE 88900
D WARNACO GROUP INC CL A COM COM 934390105 304 76100 SH SOLE 76100
D WASH FED INC COM COM 938824109 1638 72000 SH SOLE 72000
D WASH POST CO CL B COM COM 939640108 11402 21600 SH SOLE 21600
D WASTE MGMT INC DEL COM STK COM 94106L109 6222 356800 SH SOLE 356800
D WATERS CORP COM COM 941848103 27697 311200 SH SOLE 311200
D WATSCO INC CL A COM 942622200 383 37200 SH SOLE 37200
D WATSON PHARMACEUTICALS INC COM COM 942683103 4009 61800 SH SOLE 61800
D WATTS INDS INC CL A COM 942749102 707 70700 SH SOLE 70700
D WAUSAU-MOSINEE PAPER CORP COM COM 943315101 575 74200 SH SOLE 74200
D WD 40 CO COM COM 929236107 455 21400 SH SOLE 21400
D WEATHERFORD INTL INC NEW COM COM 947074100 13403 311700 SH SOLE 311700
D WEBB DEL CORP COM COM 947423109 1013 36500 SH SOLE 36500
D WEBLINK WIRELESS INC CL A COM 94769A101 185 24099 SH SOLE 24099
D WEBSTER FNCL CORP WATERBURY CO COM 947890109 2889 107244 SH SOLE 107244
D WEBTRENDS CORP COM COM 94844D104 1955 52300 SH SOLE 52300
D WEINGARTEN RLTY INVESTORS SH B COM 948741103 937 23000 SH SOLE 23000
D WELLMAN INC COM COM 949702104 661 45800 SH SOLE 45800
D WELLPOINT HLTH NETWORKS INC CL COM 94973H108 5222 54400 SH SOLE 54400
D WELLS FARGO & CO COM STK CALL COM 9497460A0 -6234 5250 SH SOLE 5250
D WELLS FARGO & CO NEW COM STK COM 949746101 84975 1849800 SH SOLE 1849800
D WENDY S INTL INC COM COM 950590109 1952 97300 SH SOLE 97300
D WERNER ENTERPRISES INC COM COM 950755108 1300 110675 SH SOLE 110675
D WESLEY JESSEN VISIONCARE INC C COM 951018100 942 24500 SH SOLE 24500
D WESTAMERICA BANCORPORATION COM COM 957090103 2615 78200 SH SOLE 78200
D WESTN RES INC COM COM 959425109 2165 100100 SH SOLE 100100
D WESTN WIRELESS CORP CL A COM 95988E204 2850 80000 SH SOLE 80000
D WESTPOINT STEVENS INC COM COM 961238102 878 71700 SH SOLE 71700
D WESTVACO CORP COM COM 961548104 2143 80300 SH SOLE 80300
D WESTWOOD 1 INC COM COM 961815107 7392 344800 SH SOLE 344800
D WET SEAL INC CL A COM 961840105 1366 87100 SH SOLE 87100
D WEYERHAEUSER CO COM COM 962166104 6932 171700 SH SOLE 171700
D WEYERHAEUSER CO COM STK CALL O COM 9621660J4 -2 375 SH SOLE 375
D WHIRLPOOL CORP COM COM 963320106 2912 74900 SH SOLE 74900
D WHITMAN CORP NEW COM COM 96647R107 2624 226900 SH SOLE 226900
D WHITNEY HLDG CORP COM COM 966612103 1140 31400 SH SOLE 31400
D WHOLE FOODS MKT INC COM COM 966837106 3361 62600 SH SOLE 62600
D WI CENT TRANSN CORP COM COM 976592105 2250 213000 SH SOLE 213000
D WILLAMETTE IND INC COM COM 969133107 3416 122000 SH SOLE 122000
D WILLIAMS CO INC COM COM 969457100 14331 339200 SH SOLE 339200
D WILLIAMS COS INC COM STK CALL COM 9694570B7 -1356 1550 SH SOLE 1550
D WILLIAMS SONOMA INC COM COM 969904101 2787 80200 SH SOLE 80200
D WILMINGTON TR CORP NEW COM COM 971807102 2504 46700 SH SOLE 46700
D WIND RIV SYS INC COM COM 973149107 5014 104600 SH SOLE 104600
D WINN-DIXIE STORES INC COM COM 974280109 1228 85400 SH SOLE 85400
D WINNEBAGO INDS INC COM COM 974637100 2014 161100 SH SOLE 161100
D WIS ENERGY COM COM 976657106 3509 176000 SH SOLE 176000
D WOLVERINE TUBE INC COM COM 978093102 1900 127700 SH SOLE 127700
D WOLVERINE WORLD WIDE INC COM COM 978097103 535 57500 SH SOLE 57500
D WOODWARD GOV CO COM COM 980745103 1123 25200 SH SOLE 25200
D WORLDCOM INC COM STK CALL OPTI COM 98157D0L1 -110 5900 SH SOLE 5900
D WORLDCOM INC GA NEW COM STK IS COM 98157D106 76824 2529200 SH SOLE 2529200
D WORTHINGTON INDS INC COM COM 981811102 1025 109300 SH SOLE 109300
D WRIGLEY WM CO COM STK CALL OPT COM 9825260L0 -15 200 SH SOLE 200
D WRIGLEY WM JR CO CAP COM 982526105 8004 106900 SH SOLE 106900
D WSFS FINL CORP COM COM 929328102 166 15200 SH SOLE 15200
D WTR PIK TECHNOLOGIES INC COM COM 94113U100 63 6510 SH SOLE 6510
D X-RITE INC COM COM 983857103 257 29400 SH SOLE 29400
D XCEL ENERGY INC COM COM 98389B100 5350 194545 SH SOLE 194545
D XEROX CORP COM COM 984121103 14535 965000 SH SOLE 965000
D XILINX INC COM COM 983919101 16774 195900 SH SOLE 195900
D XIRCOM COM COM 983922105 1045 41400 SH SOLE 41400
D XTRA CORP COM COM 984138107 289 6500 SH SOLE 6500
D YAHOO INC COM COM 984332106 38784 426200 SH SOLE 426200
D YELLOW CORP COM COM 985509108 1553 102700 SH SOLE 102700
D YORK INTL CORP NEW COM COM 986670107 1888 75900 SH SOLE 75900
D ZALE CORP NEW COM STK COM 988858106 2125 65500 SH SOLE 65500
D ZEBRA TECHNOLOGIES CORP CL A COM 989207105 2023 42100 SH SOLE 42100
D ZENGINE INC SUBSCRIPTION OFFER COM 98935C990 1 1214 SH SOLE 1214
D ZENITH NATL INS CORP COM COM 989390109 521 23800 SH SOLE 23800
D ZIFF-DAVIS INC COM ZDNET ZDNET COM 989511209 2445 173900 SH SOLE 173900
D ZIONS BANCORP COM COM 989701107 6418 125500 SH SOLE 125500
D ZIXIT CORP COM 98974P100 698 22900 SH SOLE 22900
D ZOMAX INC COM COM 989929104 951 135800 SH SOLE 135800
D 1ST INDL RLTY TR INC COM COM 32054K103 1024 33300 SH SOLE 33300
D 1ST TENN NATL CORP COM COM 337162101 3826 187200 SH SOLE 187200
D 1ST VA BANKS INC COM COM 337477103 2841 66650 SH SOLE 66650
D 24 / 7 MEDIA INC COM STK COM 901314104 1362 134900 SH SOLE 134900
D 3D SYS CORP DEL COM NEW COM 88554D205 563 30000 SH SOLE 30000
D 4 KIDS ENTMT INC COM COM 350865101 280 16600 SH SOLE 16600
D 4FRONT TECHNOLOGIES INC COM COM 351042106 455 25000 SH SOLE 25000
D 5TH 3RD BANCORP COM COM 316773100 15222 282550 SH SOLE 282550
D 99 CENTS ONLY STORES COM COM 65440K106 4043 80566 SH SOLE 80566
S REPORT SUMMARY 1986 DATA RECORDS 15822909
</TABLE>
