Variations in bulk density and P-wave velocity occur in sediment over sub-Milankovitch (D-O) cycles on the Bermuda Rise. In an interval between 65 and 95 ka, these physical properties variations are related to changes in the relative abundance of three major components: calcite, aluminosilicate minerals, and biogenic silica. Calcite, derived from planktonic organisms, is most abundant during interstadials. Conversely, aluminosilicate minerals, transported from elsewhere in the North Atlantic, are most abundant during stadials. However, the ratio of muscovite to illite-type clays is greatest during interstadials, suggesting the source of aluminosilicate minerals changes over D-O cycles. Biogenic silica, perhaps in part derived from coastal regions (D. Winter, pers. comm., 1999), is generally more abundant during stadials, although concentrations are highly variable from one D-O cycle to another. High concentrations of biogenic silica increase the volume of silt- and fine sand-sized sediment. Variable mixtures of all three components generate the distinctive variations in physical properties records at Site 1063: high P-wave velocity and high bulk density are characterized by high concentrations of calcite; low P-wave velocity and low bulk density are characterized by high concentrations of aluminosilicate minerals; high P-wave velocity and low bulk density are characterized by high concentrations of biogenic silica. The physical nature of D-O cycles on the Bermuda Rise thus reflects high-frequency changes in the accumulation of three different components.