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Previous: NCS HEALTHCARE INC, DEF 14A, 1999-10-28 |
Next: NATIONSCREDIT GRANTOR TRUST 1996-1, 8-K, 1999-10-28 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 1999
Check here if Amendment: Not an Amendment.
Amendment Number: Not an Amendment.
This Amendment is a restatement(Check only one.): Not an Amendment.
Or
This Amendment adds new holding entries: Not an Amendment.
Institutional Investment Manager Filing this Report:
Name: Virginia Retirement System
Address: 1200 East Main Street
Richmond, VA 23219
Form 13F File Number: 028-5994
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: Nancy C. Everet
Title: Chief Investment Officer
Phone: 804-344-3154
Signature, Place, and Date of Signing:
/s/ Nancy C. Everett
Richmond, VA
October 25, 1999
Report Type (Check only one.):
(X) 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
( ) 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
( ) 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
<PAGE>
Form 13F Summary Page
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 641
Form 13F Information Table Value Total: $4,026,808 (x1000)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s)
of all institutional investment managers with respect to which this
report is filed, other than the manager filing this report. (If there
are no entries in this list, state "NONE" and omit the column
headings and list entries.)
NONE
<PAGE>
<TABLE>
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
<C> <C>
D FRUIT OF THE LOOM LTD ORD CL A G3682L105 150 43700 SH SOLE 43700 0 0
D GLOBAL CROSSING LTD COM G3921A100 3662 138170 SH SOLE 138170 0 0
D A D C TELECOMMUNICATIONS COM 000886101 4693 111900 SH SOLE 111900 0 0
D AFLAC INC COM 001055102 5800 138500 SH SOLE 138500 0 0
D AES CORP COM 00130H105 3162 53600 SH SOLE 53600 0 0
D AK STL HLDG CORP COM 001547108 195 10700 SH SOLE 10700 0 0
D AMFM INC COM 001693100 820 13491 SH SOLE 13491 0 0
D AMR CORP COM 001765106 6348 116480 SH SOLE 116480 0 0
D AT&T CORP COM 001957109 36847 847052 SH SOLE 847052 0 0
D AT&T CORP COM LIB GRP A 001957208 5869 157300 SH SOLE 157300 0 0
D AVX CORP NEW COM 002444107 1879 53500 SH SOLE 53500 0 0
D AXA FINL INC COM 002451102 720 12900 SH SOLE 12900 0 0
D ABBOTT LABS COM 002824100 13882 378396 SH SOLE 378396 0 0
D ADAPTEC INC COM 00651F108 2084 52500 SH SOLE 52500 0 0
D ADOBE SYS INC COM 00724F101 4177 36800 SH SOLE 36800 0 0
D ADVANCED MICRO DEVICES INC COM 007903107 3575 208000 SH SOLE 208000 0 0
D AETNA INC COM 008117103 3684 74802 SH SOLE 74802 0 0
D AFFILIATED COMPUTER SERVICES CL A 008190100 479 11800 SH SOLE 11800 0 0
D AIR PRODS & CHEMS INC COM 009158106 4346 148596 SH SOLE 148596 0 0
D ALBERTO CULVER CO CL B CONV 013068101 4215 182280 SH SOLE 182280 0 0
D ALBERTSONS INC COM 013104104 6987 176599 SH SOLE 176599 0 0
D ALCAN ALUMINIUM LTD NEW COM 013716105 3236 103551 SH SOLE 103551 0 0
D ALCOA INC COM 013817101 11009 177380 SH SOLE 177380 0 0
D ALLEGHENY ENERGY INC COM 017361106 2830 88800 SH SOLE 88800 0 0
D ALLEGHENY TELEDYNE INC COM 017415100 3990 236464 SH SOLE 236464 0 0
D ALLERGAN INC COM 018490102 3674 33400 SH SOLE 33400 0 0
D ALLIANT CORP COM 018802108 2849 102900 SH SOLE 102900 0 0
D ALLIEDSIGNAL INC COM 019512102 12977 216508 SH SOLE 216508 0 0
D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 2944 251900 SH SOLE 251900 0 0
D ALLSTATE CORP COM 020002101 8165 327416 SH SOLE 327416 0 0
D ALLTEL CORP COM 020039103 10037 142618 SH SOLE 142618 0 0
D ALZA CORP DEL COM 022615108 2941 68700 SH SOLE 68700 0 0
D AMAZON COM INC COM 023135106 1711 21400 SH SOLE 21400 0 0
D AMBAC FINL GROUP INC COM 023139108 2160 45600 SH SOLE 45600 0 0
D AMERADA HESS CORP COM 023551104 3810 62209 SH SOLE 62209 0 0
D AMEREN CORP COM 023608102 3808 100700 SH SOLE 100700 0 0
D AMERICA ONLINE INC DEL COM 02364J104 29387 282400 SH SOLE 282400 0 0
D AMERICAN ELEC PWR INC COM 025537101 3911 114600 SH SOLE 114600 0 0
D AMERICAN EXPRESS CO COM 025816109 17314 128252 SH SOLE 128252 0 0
D AMERICAN FINL GROUP INC OHIO COM 025932104 1835 65400 SH SOLE 65400 0 0
D AMERICAN GENERAL CORP COM 026351106 8546 135120 SH SOLE 135120 0 0
D AMERICAN GREETINGS CORP CL A 026375105 4068 158000 SH SOLE 158000 0 0
D AMERICAN HOME PRODS CORP COM 026609107 14446 348108 SH SOLE 348108 0 0
D AMERICAN INTL GROUP INC COM 026874107 32803 377320 SH SOLE 377320 0 0
D AMERICAN STD COS INC DEL COM 029712106 290 7500 SH SOLE 7500 0 0
D AMERITECH CORP NEW COM 030954101 20926 313500 SH SOLE 313500 0 0
D AMGEN INC COM 031162100 11092 136100 SH SOLE 136100 0 0
D AMSOUTH BANCORPORATION COM 032165102 6360 271375 SH SOLE 271375 0 0
D ANADARKO PETE CORP COM 032511107 3331 109000 SH SOLE 109000 0 0
D ANDREW CORP COM 034425108 3632 209061 SH SOLE 209061 0 0
D ANHEUSER BUSCH COS INC COM 035229103 9029 128864 SH SOLE 128864 0 0
D AON CORP COM 037389103 4890 165425 SH SOLE 165425 0 0
D APACHE CORP COM 037411105 4854 112400 SH SOLE 112400 0 0
D APPLE COMPUTER INC COM 037833100 7167 113200 SH SOLE 113200 0 0
D APPLIED MATLS INC COM 038222105 9253 119100 SH SOLE 119100 0 0
D ARCHER DANIELS MIDLAND CO COM 039483102 3871 319276 SH SOLE 319276 0 0
D ARMSTRONG WORLD INDS INC COM 042476101 4658 103655 SH SOLE 103655 0 0
D ARROW ELECTRS INC COM 042735100 647 36700 SH SOLE 36700 0 0
D ASARCO INC COM 043413103 3370 124800 SH SOLE 124800 0 0
D ASHLAND INC COM 044204105 3816 113500 SH SOLE 113500 0 0
D AT HOME CORP COM SER A 045919107 481 11600 SH SOLE 11600 0 0
D ASSOCIATES FIRST CAP CORP CL A 046008108 9563 265630 SH SOLE 265630 0 0
D ATLANTIC RICHFIELD CO COM 048825103 10401 117360 SH SOLE 117360 0 0
D AUTODESK INC COM 052769106 3100 141700 SH SOLE 141700 0 0
D AUTOMATIC DATA PROCESSING INC COM 053015103 9587 214832 SH SOLE 214832 0 0
D AUTONATION INC COM 05329W102 476 38100 SH SOLE 38100 0 0
D AUTOZONE INC COM 053332102 4905 174800 SH SOLE 174800 0 0
D AVERY DENNISON CORP COM 053611109 3708 70300 SH SOLE 70300 0 0
D AVNET INC COM 053807103 1344 32000 SH SOLE 32000 0 0
D AVON PRODS INC COM 054303102 5546 223536 SH SOLE 223536 0 0
D BB&T CORP COM 054937107 4931 152300 SH SOLE 152300 0 0
D BJ SVCS CO COM 055482103 296 9300 SH SOLE 9300 0 0
D BMC SOFTWARE INC COM 055921100 7385 103200 SH SOLE 103200 0 0
D BAKER HUGHES INC COM 057224107 6829 235483 SH SOLE 235483 0 0
D BALL CORP COM 058498106 5121 116214 SH SOLE 116214 0 0
D BANK OF AMERICA CORPORATION COM 060505104 28069 504053 SH SOLE 504053 0 0
D BANK NEW YORK INC COM 064057102 6988 209000 SH SOLE 209000 0 0
D BANK ONE CORP COM 06423A103 12607 362131 SH SOLE 362131 0 0
D BANKBOSTON CORP COM 06605R106 7587 174922 SH SOLE 174922 0 0
D BARD C R INC COM 067383109 4359 92626 SH SOLE 92626 0 0
D BARRICK GOLD CORP COM 067901108 3030 139300 SH SOLE 139300 0 0
D BAUSCH & LOMB INC COM 071707103 3659 55486 SH SOLE 55486 0 0
D BAXTER INTL INC COM 071813109 5961 98944 SH SOLE 98944 0 0
D BEAR STEARNS COS INC COM 073902108 4708 122477 SH SOLE 122477 0 0
D BECTON DICKINSON & CO COM 075887109 6134 218600 SH SOLE 218600 0 0
D BED BATH & BEYOND INC COM 075896100 3606 103200 SH SOLE 103200 0 0
D BELL ATLANTIC CORP COM 077853109 27520 408838 SH SOLE 408838 0 0
D BELLSOUTH CORP COM 079860102 23643 525400 SH SOLE 525400 0 0
D BELO A H CORP DEL COM SER A 080555105 514 26900 SH SOLE 26900 0 0
D BEMIS INC COM 081437105 3285 96984 SH SOLE 96984 0 0
D BERGEN BRUNSWIG CORP CL A 083739102 568 54700 SH SOLE 54700 0 0
D BEST BUY INC COM 086516101 4445 71700 SH SOLE 71700 0 0
D BESTFOODS COM 08658U101 7672 157992 SH SOLE 157992 0 0
D BETHLEHEM STL CORP COM 087509105 3166 429300 SH SOLE 429300 0 0
D BIOMET INC COM 090613100 3313 125900 SH SOLE 125900 0 0
D BLACK & DECKER CORP COM 091797100 3317 72600 SH SOLE 72600 0 0
D BLOCK H & R INC COM 093671105 4014 92400 SH SOLE 92400 0 0
D BOEING CO COM 097023105 15376 360730 SH SOLE 360730 0 0
D BOISE CASCADE CORP COM 097383103 3737 102571 SH SOLE 102571 0 0
D BORG-WARNER AUTOMOTIVE INC COM 099724106 460 10700 SH SOLE 10700 0 0
D BOSTON SCIENTIFIC CORP COM 101137107 4920 198800 SH SOLE 198800 0 0
D BRIGGS & STRATTON CORP COM 109043109 3462 59300 SH SOLE 59300 0 0
D BRINKER INTL INC COM 109641100 1115 41200 SH SOLE 41200 0 0
D BRISTOL MYERS SQUIBB CO COM 110122108 30773 455892 SH SOLE 455892 0 0
D BROWN FORMAN CORP CL B 115637209 5426 86983 SH SOLE 86983 0 0
D BRUNSWICK CORP COM 117043109 4843 194700 SH SOLE 194700 0 0
D BURLINGTON NORTHN SANTA FE CP COM 12189T104 7717 280600 SH SOLE 280600 0 0
D BURLINGTON RES INC COM 122014103 3922 106723 SH SOLE 106723 0 0
D CBS CORP COM 12490K107 12746 275600 SH SOLE 275600 0 0
D CIGNA CORP COM 125509109 5162 66389 SH SOLE 66389 0 0
D CMS ENERGY CORP COM 125896100 4100 120800 SH SOLE 120800 0 0
D CSX CORP COM 126408103 3687 87004 SH SOLE 87004 0 0
D CVS CORP COM 126650100 6465 158400 SH SOLE 158400 0 0
D CABLEVISION SYS CORP CL A 12686C109 1040 14300 SH SOLE 14300 0 0
D CABLETRON SYS INC COM 126920107 3388 216000 SH SOLE 216000 0 0
D CAMPBELL SOUP CO COM 134429109 5044 128920 SH SOLE 128920 0 0
D CAPITAL ONE FINL CORP COM 14040H105 4294 110100 SH SOLE 110100 0 0
D CARDINAL HEALTH INC COM 14149Y108 8913 163550 SH SOLE 163550 0 0
D CARNIVAL CORP COM 143658102 6712 154300 SH SOLE 154300 0 0
D CAROLINA PWR & LT CO COM 144141108 3994 112900 SH SOLE 112900 0 0
D CASE CORP COM 14743R103 4777 95900 SH SOLE 95900 0 0
D CATERPILLAR INC DEL COM 149123101 6246 113960 SH SOLE 113960 0 0
D CENDANT CORP COM 151313103 6690 376911 SH SOLE 376911 0 0
D CENTEX CORP COM 152312104 3912 132344 SH SOLE 132344 0 0
D CENTRAL & SOUTH WEST CORP COM 152357109 4081 193200 SH SOLE 193200 0 0
D CENTURYTEL INC COM 156700106 4643 114300 SH SOLE 114300 0 0
D CERIDIAN CORP COM 15677T106 3141 126288 SH SOLE 126288 0 0
D CHAMPION INTL CORP COM 158525105 4492 87430 SH SOLE 87430 0 0
D CHARTER ONE FINL INC COM 160903100 823 35611 SH SOLE 35611 0 0
D CHASE MANHATTAN CORP NEW COM 16161A108 18120 240400 SH SOLE 240400 0 0
D CHEVRON CORPORATION COM 166751107 14202 160028 SH SOLE 160028 0 0
D CHUBB CORP COM 171232101 5727 115404 SH SOLE 115404 0 0
D CINCINNATI FINL CORP COM 172062101 3791 101000 SH SOLE 101000 0 0
D CINERGY CORP COM 172474108 3830 135271 SH SOLE 135271 0 0
D CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 4261 101000 SH SOLE 101000 0 0
D CISCO SYS INC COM 17275R102 51226 747150 SH SOLE 747150 0 0
D CITIGROUP INC COM 172967101 38299 870436 SH SOLE 870436 0 0
D CITIZENS UTILS CO DEL CL B 177342201 899 79506 SH SOLE 79506 0 0
D CLAYTON HOMES INC COM 184190106 301 34625 SH SOLE 34625 0 0
D CLEAR CHANNEL COMMUNICATIONS COM 184502102 6390 80000 SH SOLE 80000 0 0
D CLOROX CO DEL COM 189054109 4376 114400 SH SOLE 114400 0 0
D COASTAL CORP COM 190441105 4792 117050 SH SOLE 117050 0 0
D COCA COLA CO COM 191216100 25938 537576 SH SOLE 537576 0 0
D COCA COLA ENTERPRISES INC COM 191219104 4246 188200 SH SOLE 188200 0 0
D COLGATE PALMOLIVE CO COM 194162103 8893 194376 SH SOLE 194376 0 0
D COLONIAL BANCGROUP INC COM 195493309 439 39200 SH SOLE 39200 0 0
D COLUMBIA ENERGY GROUP COM 197648108 5594 101019 SH SOLE 101019 0 0
D COLUMBIA/HCA HEALTHCARE CORP COM 197677107 6491 306345 SH SOLE 306345 0 0
D COMCAST CORP CL A SPL 200300200 9478 237700 SH SOLE 237700 0 0
D COMDISCO INC COM 200336105 869 45000 SH SOLE 45000 0 0
D COMERICA INC COM 200340107 4660 92050 SH SOLE 92050 0 0
D COMPAQ COMPUTER CORP COM 204493100 10887 475944 SH SOLE 475944 0 0
D COMPUTER ASSOC INTL INC COM 204912109 10630 173912 SH SOLE 173912 0 0
D COMPUTER SCIENCES CORP COM 205363104 4264 60642 SH SOLE 60642 0 0
D COMPUWARE CORP COM 205638109 4913 188500 SH SOLE 188500 0 0
D CONAGRA INC COM 205887102 6015 266584 SH SOLE 266584 0 0
D CONOCO INC CL A 208251306 746 26900 SH SOLE 26900 0 0
D CONOCO INC CL B 208251405 7089 258962 SH SOLE 258962 0 0
D CONSECO INC COM 208464107 5385 283405 SH SOLE 283405 0 0
D CONSOLIDATED EDISON INC COM 209115104 5766 138932 SH SOLE 138932 0 0
D CONSOLIDATED NAT GAS CO COM 209615103 4205 67418 SH SOLE 67418 0 0
D CONSOLIDATED PAPERS INC COM 209759109 333 12400 SH SOLE 12400 0 0
D CONSOLIDATED STORES CORP COM 210149100 4221 191300 SH SOLE 191300 0 0
D CONSTELLATION ENERGY CORP COM 210371100 3936 139947 SH SOLE 139947 0 0
D CONTINENTAL AIRLS INC CL B 210795308 937 28600 SH SOLE 28600 0 0
D CONVERGYS CORP COM 212485106 289 14600 SH SOLE 14600 0 0
D COOPER INDS INC COM 216669101 4459 95388 SH SOLE 95388 0 0
D COOPER TIRE & RUBR CO COM 216831107 5536 314100 SH SOLE 314100 0 0
D COORS ADOLPH CO CL B 217016104 3135 57924 SH SOLE 57924 0 0
D CORDANT TECHNOLOGIES INC COM 218412104 843 27700 SH SOLE 27700 0 0
D CORNING INC COM 219350105 6287 91700 SH SOLE 91700 0 0
D COSTCO WHSL CORP NEW COM 22160K105 5515 76600 SH SOLE 76600 0 0
D COUNTRYWIDE CR INDS INC DEL COM 222372104 5073 157300 SH SOLE 157300 0 0
D COX COMMUNICATIONS INC NEW CL A 224044107 530 12700 SH SOLE 12700 0 0
D CRANE CO COM 224399105 3387 150950 SH SOLE 150950 0 0
D CROWN CORK & SEAL INC COM 228255105 4048 166930 SH SOLE 166930 0 0
D CUMMINS ENGINE INC COM 231021106 3864 77570 SH SOLE 77570 0 0
D CYPRUS AMAX MINERALS CO COM 232809103 3517 179200 SH SOLE 179200 0 0
D DQE INC COM 23329J104 1909 48800 SH SOLE 48800 0 0
D DPL INC COM 233293109 2947 167200 SH SOLE 167200 0 0
D DTE ENERGY CO COM 233331107 5472 150444 SH SOLE 150444 0 0
D DANA CORP COM 235811106 4288 115498 SH SOLE 115498 0 0
D DANAHER CORP DEL COM 235851102 3151 59800 SH SOLE 59800 0 0
D DARDEN RESTAURANTS INC COM 237194105 4364 223100 SH SOLE 223100 0 0
D DATA GEN CORP COM 237688106 3631 172400 SH SOLE 172400 0 0
D DAYTON HUDSON CORP COM 239753106 9410 156676 SH SOLE 156676 0 0
D DEAN FOODS CO COM 242361103 1346 30900 SH SOLE 30900 0 0
D DEERE & CO COM 244199105 5262 136019 SH SOLE 136019 0 0
D DELHAIZE AMER INC CL B 246688204 262 11598 SH SOLE 11598 0 0
D DELL COMPUTER CORP COM 247025109 23628 565100 SH SOLE 565100 0 0
D DELPHI AUTOMOTIVE SYS CORP COM 247126105 4073 253559 SH SOLE 253559 0 0
D DELTA AIR LINES INC DEL COM 247361108 5482 113026 SH SOLE 113026 0 0
D DELUXE CORP COM 248019101 4223 124215 SH SOLE 124215 0 0
D DIAMOND OFFSHORE DRILLING INC COM 25271C102 310 9300 SH SOLE 9300 0 0
D DILLARDS INC CL A 254067101 4995 245900 SH SOLE 245900 0 0
D DIME BANCORP INC NEW COM 25429Q102 1567 89539 SH SOLE 89539 0 0
D DISNEY WALT CO COM 254687106 14089 541900 SH SOLE 541900 0 0
D DOLE FOOD INC COM 256605106 447 23500 SH SOLE 23500 0 0
D DOLLAR GEN CORP COM 256669102 4801 155505 SH SOLE 155505 0 0
D DOMINION RES INC VA COM 257470104 3699 81963 SH SOLE 81963 0 0
D DONNELLEY R R & SONS CO COM 257867101 3967 137380 SH SOLE 137380 0 0
D DOVER CORP COM 260003108 4661 114020 SH SOLE 114020 0 0
D DOW CHEM CO COM 260543103 9222 81164 SH SOLE 81164 0 0
D DOW JONES & CO INC COM 260561105 4117 77125 SH SOLE 77125 0 0
D DU PONT E I DE NEMOURS & CO COM 263534109 15371 254070 SH SOLE 254070 0 0
D DUKE ENERGY CORP COM 264399106 8212 148976 SH SOLE 148976 0 0
D DUN & BRADSTREET CORP DEL COM 26483B106 5052 169103 SH SOLE 169103 0 0
D DYNEGY INC COM 26816L102 559 27000 SH SOLE 27000 0 0
D EG & G INC COM 268457108 3832 96400 SH SOLE 96400 0 0
D E M C CORP MASS COM 268648102 19678 275700 SH SOLE 275700 0 0
D ENSCO INTL INC COM 26874Q100 560 31000 SH SOLE 31000 0 0
D EASTERN ENTERPRISES COM 27637F100 3771 81200 SH SOLE 81200 0 0
D EASTMAN CHEM CO COM 277432100 3987 99997 SH SOLE 99997 0 0
D EASTMAN KODAK CO COM 277461109 9354 123689 SH SOLE 123689 0 0
D EATON CORP COM 278058102 3815 44200 SH SOLE 44200 0 0
D EBAY INC COM 278642103 508 3600 SH SOLE 3600 0 0
D ECOLAB INC COM 278865100 3348 98100 SH SOLE 98100 0 0
D EDISON INTL COM 281020107 4739 194902 SH SOLE 194902 0 0
D EDWARDS AG INC COM 281760108 1721 65250 SH SOLE 65250 0 0
D EL PASO ENERGY CORP DEL COM 283905107 3164 78600 SH SOLE 78600 0 0
D ELECTRONIC DATA SYS NEW COM 285661104 7136 134800 SH SOLE 134800 0 0
D EMERSON ELEC CO COM 291011104 8664 137110 SH SOLE 137110 0 0
D ENGELHARD CORP COM 292845104 4170 228500 SH SOLE 228500 0 0
D ENRON CORP COM 293561106 9925 241708 SH SOLE 241708 0 0
D ENTERGY CORP NEW COM 29364G103 4508 155800 SH SOLE 155800 0 0
D EQUIFAX INC COM 294429105 4787 170200 SH SOLE 170200 0 0
D EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 1429 33725 SH SOLE 33725 0 0
D EXXON CORP COM 302290101 46371 610144 SH SOLE 610144 0 0
D F M C CORP COM NEW 302491303 3983 82545 SH SOLE 82545 0 0
D FPL GROUP INC COM 302571104 5087 100986 SH SOLE 100986 0 0
D FDX CORP COM 31304N107 6435 165520 SH SOLE 165520 0 0
D FEDERAL HOME LN MTG CORP COM 313400301 12771 245600 SH SOLE 245600 0 0
D FEDERAL NATL MTG ASSN COM 313586109 18399 293500 SH SOLE 293500 0 0
D FEDERATED DEPT STORES INC DEL COM 31410H101 4967 113700 SH SOLE 113700 0 0
D FIFTH THIRD BANCORP COM 316773100 5999 98600 SH SOLE 98600 0 0
D FIRST AMER CORP TENN COM 318900107 679 15600 SH SOLE 15600 0 0
D FIRST DATA CORP COM 319963104 8196 186800 SH SOLE 186800 0 0
D FIRST SEC CORP DEL COM 336294103 508 21375 SH SOLE 21375 0 0
D FIRST TENN NATL CORP COM 337162101 2135 75900 SH SOLE 75900 0 0
D FIRST UN CORP COM 337358105 11275 316480 SH SOLE 316480 0 0
D FIRSTAR CORP NEW WIS COM 33763V109 9366 365506 SH SOLE 365506 0 0
D FIRSTENERGY CORP COM 337932107 4015 158600 SH SOLE 158600 0 0
D FLEET FINL GROUP INC NEW COM 338915101 5981 163300 SH SOLE 163300 0 0
D FLEETWOOD ENTERPRISES INC COM 339099103 3406 168698 SH SOLE 168698 0 0
D FLORIDA PROGRESS CORP COM 341109106 3765 81400 SH SOLE 81400 0 0
D FLUOR CORP COM 343861100 5848 145288 SH SOLE 145288 0 0
D FORD MTR CO DEL COM 345370100 18687 371876 SH SOLE 371876 0 0
D FORT JAMES CORP COM 347471104 3550 133008 SH SOLE 133008 0 0
D FORTUNE BRANDS INC COM 349631101 4925 152720 SH SOLE 152720 0 0
D FOSTER WHEELER CORP COM 350244109 3967 328857 SH SOLE 328857 0 0
D FOX ENTMT GROUP INC CL A 35138T107 335 15900 SH SOLE 15900 0 0
D FRANKLIN RES INC COM 354613101 3380 110600 SH SOLE 110600 0 0
D FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 3903 250800 SH SOLE 250800 0 0
D FREMONT GEN CORP COM 357288109 672 71200 SH SOLE 71200 0 0
D GPU INC COM 36225X100 7778 238400 SH SOLE 238400 0 0
D GTE CORP COM 362320103 21041 273700 SH SOLE 273700 0 0
D GANNETT INC COM 364730101 6197 89570 SH SOLE 89570 0 0
D GAP INC DEL COM 364760108 9347 292099 SH SOLE 292099 0 0
D GATEWAY INC COM 367626108 3291 74800 SH SOLE 74800 0 0
D GENERAL DYNAMICS CORP COM 369550108 6962 111500 SH SOLE 111500 0 0
D GENERAL ELEC CO COM 369604103 86281 727724 SH SOLE 727724 0 0
D GENERAL INSTR CORP DEL COM 370120107 3389 70600 SH SOLE 70600 0 0
D GENERAL MLS INC COM 370334104 5519 68026 SH SOLE 68026 0 0
D GENERAL MTRS CORP COM 370442105 14077 223662 SH SOLE 223662 0 0
D GENUINE PARTS CO COM 372460105 3628 136600 SH SOLE 136600 0 0
D GEORGIA PAC CORP COM GA PAC GRP 373298108 5086 125764 SH SOLE 125764 0 0
D GILLETTE CO COM 375766102 11289 332628 SH SOLE 332628 0 0
D GLOBAL MARINE INC COM 379352404 329 20000 SH SOLE 20000 0 0
D GOLDEN ST BANCORP INC COM 381197102 228 12700 SH SOLE 12700 0 0
D GOLDEN WEST FINL CORP DEL COM 381317106 3726 37900 SH SOLE 37900 0 0
D GOLDMAN SACHS GROUP INC COM 38141G104 488 8000 SH SOLE 8000 0 0
D GOODRICH B F CO COM 382388106 7086 244338 SH SOLE 244338 0 0
D GOODYEAR TIRE & RUBR CO COM 382550101 3243 67384 SH SOLE 67384 0 0
D GRACE W R & CO DEL NEW COM 38388F108 3323 202916 SH SOLE 202916 0 0
D GRAINGER W W INC COM 384802104 3883 80800 SH SOLE 80800 0 0
D GREAT ATLANTIC & PAC TEA INC COM 390064103 4340 143186 SH SOLE 143186 0 0
D GREAT LAKES CHEM CORP COM 390568103 5001 131400 SH SOLE 131400 0 0
D GUIDANT CORP COM 401698105 6290 117300 SH SOLE 117300 0 0
D HALLIBURTON CO COM 406216101 7296 177952 SH SOLE 177952 0 0
D HARCOURT GEN INC COM 41163G101 4118 98940 SH SOLE 98940 0 0
D HARRAHS ENTMT INC COM 413619107 4654 167697 SH SOLE 167697 0 0
D HARRIS CORP DEL COM 413875105 4634 167742 SH SOLE 167742 0 0
D HARTFORD FINL SVCS GROUP INC COM 416515104 4439 108592 SH SOLE 108592 0 0
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D USX-U S STL COM 90337T101 5992 232700 SH SOLE 232700 0 0
D ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 444 17400 SH SOLE 17400 0 0
D UNILEVER N V N Y SHS NEW 904784709 4446 65260 SH SOLE 65260 0 0
D UNICOM CORP COM 904911104 4741 128345 SH SOLE 128345 0 0
D UNION CARBIDE CORP COM 905581104 4870 85717 SH SOLE 85717 0 0
D UNION PAC CORP COM 907818108 7616 158464 SH SOLE 158464 0 0
D UNION PAC RES GROUP INC COM 907834105 5399 332270 SH SOLE 332270 0 0
D UNION PLANTERS CORP COM 908068109 6229 152851 SH SOLE 152851 0 0
D UNISYS CORP COM 909214108 6440 142707 SH SOLE 142707 0 0
D UNITED HEALTHCARE CORP COM 910581107 5292 108700 SH SOLE 108700 0 0
D UNITED STATES CELLULAR CORP COM 911684108 2380 35000 SH SOLE 35000 0 0
D US AIRWAYS GROUP INC COM 911905107 1679 63975 SH SOLE 63975 0 0
D U S WEST INC NEW COM 91273H101 8137 142591 SH SOLE 142591 0 0
D UNITED TECHNOLOGIES CORP COM 913017109 10137 170904 SH SOLE 170904 0 0
D UNITRIN INC COM 913275103 771 22200 SH SOLE 22200 0 0
D UNIVERSAL HLTH SVCS INC CL B 913903100 272 10500 SH SOLE 10500 0 0
D UNOCAL CORP COM 915289102 4346 117274 SH SOLE 117274 0 0
D UNUMPROVIDENT CORP COM 91529Y106 5797 196922 SH SOLE 196922 0 0
D V F CORP COM 918204108 5662 182632 SH SOLE 182632 0 0
D VENATOR GROUP INC COM 922944103 103 12000 SH SOLE 12000 0 0
D VIAD CORP COM 92552R109 227 7700 SH SOLE 7700 0 0
D VIACOM INC CL B 925524308 6430 152200 SH SOLE 152200 0 0
D VISHAY INTERTECHNOLOGY INC COM 928298108 382 16075 SH SOLE 16075 0 0
D VULCAN MATLS CO COM 929160109 3534 96500 SH SOLE 96500 0 0
D WACHOVIA CORP COM 929771103 6990 88900 SH SOLE 88900 0 0
D WAL MART STORES INC COM 931142103 40449 850436 SH SOLE 850436 0 0
D WALGREEN CO COM 931422109 7607 299800 SH SOLE 299800 0 0
D WARNER LAMBERT CO COM 934488107 17896 269624 SH SOLE 269624 0 0
D WASHINGTON MUT INC COM 939322103 8463 289330 SH SOLE 289330 0 0
D WASTE MGMT INC DEL COM 94106L109 4940 256602 SH SOLE 256602 0 0
D WATSON PHARMACEUTICALS INC COM 942683103 3903 127700 SH SOLE 127700 0 0
D WEIS MKTS INC COM 948849104 1421 41500 SH SOLE 41500 0 0
D WELLPOINT HEALTH NETWORK NEW COM 94973H108 3825 67100 SH SOLE 67100 0 0
D WELLS FARGO & CO NEW COM 949746101 18644 470516 SH SOLE 470516 0 0
D WENDYS INTL INC COM 950590109 3915 147745 SH SOLE 147745 0 0
D WESTERN RES INC COM 959425109 1834 85800 SH SOLE 85800 0 0
D WESTVACO CORP COM 961548104 3715 144963 SH SOLE 144963 0 0
D WEYERHAEUSER CO COM 962166104 8986 155931 SH SOLE 155931 0 0
D WHIRLPOOL CORP COM 963320106 5643 86399 SH SOLE 86399 0 0
D WILLAMETTE INDS INC COM 969133107 4450 103200 SH SOLE 103200 0 0
D WILLIAMS COS INC DEL COM 969457100 6402 170150 SH SOLE 170150 0 0
D WINN DIXIE STORES INC COM 974280109 3883 130800 SH SOLE 130800 0 0
D WINSTAR COMMUNICATIONS INC COM 975515107 441 11300 SH SOLE 11300 0 0
D WORTHINGTON INDS INC COM 981811102 4899 288200 SH SOLE 288200 0 0
D WRIGLEY WM JR CO COM 982526105 3311 48120 SH SOLE 48120 0 0
D XEROX CORP COM 984121103 10179 242720 SH SOLE 242720 0 0
D YAHOO INC COM 984332106 2746 15300 SH SOLE 15300 0 0
D YORK INTL CORP NEW COM 986670107 248 6900 SH SOLE 6900 0 0
D ZIONS BANCORPORATION COM 989701107 535 9700 SH SOLE 9700 0 0
S REPORT SUMMARY 641 DATA RECORDS 4026808 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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