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Previous: CASE CREDIT CORP, 10-Q, 1999-08-02 |
Next: BERRY HARTELL EVERS & OSBORNE INC/, 13F-HR, 1999-08-02 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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
July 15, 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: 761
Form 13F Information Table Value Total: $4,536,249 (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 3911 401100 SH SOLE 401100 0 0
D AFLAC INC COM 001055102 5185 108300 SH SOLE 108300 0 0
D AGCO CORP COM 001084102 139 12300 SH SOLE 12300 0 0
D AES CORP COM 00130H105 5086 87500 SH SOLE 87500 0 0
D AK STL HLDG CORP COM 001547108 241 10700 SH SOLE 10700 0 0
D AMR CORP COM 001765106 8489 124380 SH SOLE 124380 0 0
D AT&T CORP COM 001957109 43864 785925 SH SOLE 785925 0 0
D AT&T CORP COM LIB GRP A 001957208 5825 158500 SH SOLE 158500 0 0
D AVX CORP NEW COM 002444107 1304 53500 SH SOLE 53500 0 0
D AAMES FINL CORP COM 00253A101 131 100000 SH SOLE 100000 0 0
D ABBOTT LABS COM 002824100 19057 419996 SH SOLE 419996 0 0
D ACX TECHNOLOGIES INC COM 005123104 202 12400 SH SOLE 12400 0 0
D ADOBE SYS INC COM 00724F101 4486 54600 SH SOLE 54600 0 0
D ADVO INC COM 007585102 207 9975 SH SOLE 9975 0 0
D ADVANCED MICRO DEVICES INC COM 007903107 4192 232100 SH SOLE 232100 0 0
D AETNA INC COM 008117103 5304 59302 SH SOLE 59302 0 0
D AFFILIATED COMPUTER SERVICES CL A 008190100 896 17700 SH SOLE 17700 0 0
D AIR PRODS & CHEMS INC COM 009158106 5522 137196 SH SOLE 137196 0 0
D AIRBORNE FGHT CORP COM 009266107 1108 40000 SH SOLE 40000 0 0
D ALBERTO CULVER CO CL B CONV 013068101 6547 245880 SH SOLE 245880 0 0
D ALBERTSONS INC COM 013104104 7018 136100 SH SOLE 136100 0 0
D ALCAN ALUMINIUM LTD NEW COM 013716105 4610 144351 SH SOLE 144351 0 0
D ALCOA INC COM 013817101 11625 187880 SH SOLE 187880 0 0
D ALIANT COMMUNICATIONS INC COM 016090102 249 5400 SH SOLE 5400 0 0
D ALLEGHENY ENERGY INC COM 017361106 2876 89700 SH SOLE 89700 0 0
D ALLEGHENY TELEDYNE INC COM 017415100 4988 220464 SH SOLE 220464 0 0
D ALLEN TELECOM INC COM 018091108 111 10100 SH SOLE 10100 0 0
D ALLERGAN INC COM 018490102 4251 38300 SH SOLE 38300 0 0
D ALLIANT CORP COM 018802108 2940 103600 SH SOLE 103600 0 0
D ALLIEDSIGNAL INC COM 019512102 14176 225008 SH SOLE 225008 0 0
D ALLSTATE CORP COM 020002101 10411 290216 SH SOLE 290216 0 0
D ALLTEL CORP COM 020039103 8730 122100 SH SOLE 122100 0 0
D ALZA CORP DEL COM 022615108 4095 80500 SH SOLE 80500 0 0
D AMAZON COM INC COM 023135106 1339 10700 SH SOLE 10700 0 0
D AMBAC FINL GROUP INC COM 023139108 2605 45600 SH SOLE 45600 0 0
D AMERADA HESS CORP COM 023551104 3743 62909 SH SOLE 62909 0 0
D AMEREN CORP COM 023608102 3791 98800 SH SOLE 98800 0 0
D AMERICA ONLINE INC DEL COM 02364J104 25377 230700 SH SOLE 230700 0 0
D AMERICA WEST HLDG CORP CL B 023657208 338 17900 SH SOLE 17900 0 0
D AMERICAN BANKERS INS GROUP INC COM 024456105 1992 36600 SH SOLE 36600 0 0
D AMERICAN ELEC PWR INC COM 025537101 4305 114600 SH SOLE 114600 0 0
D AMERICAN EXPRESS CO COM 025816109 17248 132552 SH SOLE 132552 0 0
D AMERICAN FINL GROUP INC OHIO COM 025932104 2228 65400 SH SOLE 65400 0 0
D AMERICAN FREIGHTWAYS CORP COM 02629V108 344 17600 SH SOLE 17600 0 0
D AMERICAN GENERAL CORP COM 026351106 10222 135620 SH SOLE 135620 0 0
D AMERICAN GREETINGS CORP CL A 026375105 4404 146200 SH SOLE 146200 0 0
D AMERICAN HOME PRODS CORP COM 026609107 20564 358408 SH SOLE 358408 0 0
D AMERICAN INTL GROUP INC COM 026874107 34108 290896 SH SOLE 290896 0 0
D AMERICAN STD COS INC DEL COM 029712106 360 7500 SH SOLE 7500 0 0
D AMERICREDIT CORP COM 03060R101 1382 86400 SH SOLE 86400 0 0
D AMERITECH CORP NEW COM 030954101 23123 314600 SH SOLE 314600 0 0
D AMGEN INC COM 031162100 8644 142000 SH SOLE 142000 0 0
D AMSOUTH BANCORPORATION COM 032165102 5931 255775 SH SOLE 255775 0 0
D ANADARKO PETE CORP COM 032511107 4013 109000 SH SOLE 109000 0 0
D ANDREW CORP COM 034425108 6394 337661 SH SOLE 337661 0 0
D ANHEUSER BUSCH COS INC COM 035229103 8787 123864 SH SOLE 123864 0 0
D ANIXTER INTL INC COM 035290105 1825 100000 SH SOLE 100000 0 0
D AON CORP COM 037389103 5698 138125 SH SOLE 138125 0 0
D APACHE CORP COM 037411105 5916 151700 SH SOLE 151700 0 0
D APPLE COMPUTER INC COM 037833100 7114 153600 SH SOLE 153600 0 0
D APPLIED MATLS INC COM 038222105 7631 103300 SH SOLE 103300 0 0
D ARCH COAL INC COM 039380100 215 15500 SH SOLE 15500 0 0
D ARCHER DANIELS MIDLAND CO COM 039483102 5011 324610 SH SOLE 324610 0 0
D ARMSTRONG WORLD INDS INC COM 042476101 5420 93755 SH SOLE 93755 0 0
D ARROW ELECTRS INC COM 042735100 697 36700 SH SOLE 36700 0 0
D ARVIN INDS INC COM 043339100 451 11900 SH SOLE 11900 0 0
D ASARCO INC COM 043413103 4299 228500 SH SOLE 228500 0 0
D ASHLAND INC COM 044204105 4141 103200 SH SOLE 103200 0 0
D AT HOME CORP COM SER A 045919107 307 5700 SH SOLE 5700 0 0
D ASSOCIATES FIRST CAP CORP CL A 046008108 11178 253330 SH SOLE 253330 0 0
D ATLANTIC RICHFIELD CO COM 048825103 9849 117860 SH SOLE 117860 0 0
D AUSPEX SYS INC COM 052116100 566 52000 SH SOLE 52000 0 0
D AUTODESK INC COM 052769106 4236 143300 SH SOLE 143300 0 0
D AUTOMATIC DATA PROCESSING INC COM 053015103 7257 164932 SH SOLE 164932 0 0
D AUTONATION INC COM 05329W102 679 38100 SH SOLE 38100 0 0
D AUTOZONE INC COM 053332102 4398 146000 SH SOLE 146000 0 0
D AVERY DENNISON CORP COM 053611109 4244 70300 SH SOLE 70300 0 0
D AVNET INC COM 053807103 1488 32000 SH SOLE 32000 0 0
D AVON PRODS INC COM 054303102 9282 167236 SH SOLE 167236 0 0
D BB&T CORP COM 054937107 5588 152300 SH SOLE 152300 0 0
D BEC ENERGY COM 05538M101 2360 57200 SH SOLE 57200 0 0
D BJ SVCS CO COM 055482103 274 9300 SH SOLE 9300 0 0
D BMC SOFTWARE INC COM 055921100 6550 121300 SH SOLE 121300 0 0
D BAKER HUGHES INC COM 057224107 8053 240383 SH SOLE 240383 0 0
D BALL CORP COM 058498106 4838 114514 SH SOLE 114514 0 0
D BANK OF AMERICA CORPORATION COM 060505104 33845 461653 SH SOLE 461653 0 0
D BANK NEW YORK INC COM 064057102 10328 281500 SH SOLE 281500 0 0
D BANK ONE CORP COM 06423A103 20247 339931 SH SOLE 339931 0 0
D BANKBOSTON CORP COM 06605R106 10042 196422 SH SOLE 196422 0 0
D BANTA CORP COM 066821109 545 25950 SH SOLE 25950 0 0
D BARD C R INC COM 067383109 4429 92626 SH SOLE 92626 0 0
D BARNES GROUP INC COM 067806109 940 43200 SH SOLE 43200 0 0
D BARRICK GOLD CORP COM 067901108 4191 216300 SH SOLE 216300 0 0
D BATTLE MTN GOLD CO COM 071593107 1163 477200 SH SOLE 477200 0 0
D BAUSCH & LOMB INC COM 071707103 4581 59886 SH SOLE 59886 0 0
D BAXTER INTL INC COM 071813109 7478 123344 SH SOLE 123344 0 0
D BEAR STEARNS COS INC COM 073902108 6266 134027 SH SOLE 134027 0 0
D BECTON DICKINSON & CO COM 075887109 4803 160100 SH SOLE 160100 0 0
D BELL ATLANTIC CORP COM 077853109 25296 386938 SH SOLE 386938 0 0
D BELLSOUTH CORP COM 079860102 24672 534900 SH SOLE 534900 0 0
D BELO A H CORP DEL COM SER A 080555105 530 26900 SH SOLE 26900 0 0
D BEMIS INC COM 081437105 3855 96984 SH SOLE 96984 0 0
D BERGEN BRUNSWIG CORP CL A 083739102 944 54700 SH SOLE 54700 0 0
D BEST BUY INC COM 086516101 4928 73000 SH SOLE 73000 0 0
D BESTFOODS COM 08658U101 8538 172492 SH SOLE 172492 0 0
D BETHLEHEM STL CORP COM 087509105 3263 424400 SH SOLE 424400 0 0
D BEVERLY ENTERPRISES INC COM NEW 087851309 209 25900 SH SOLE 25900 0 0
D BIOMET INC COM 090613100 4027 101300 SH SOLE 101300 0 0
D BLACK & DECKER CORP COM 091797100 3971 62900 SH SOLE 62900 0 0
D BLOCK H & R INC COM 093671105 4555 91100 SH SOLE 91100 0 0
D BLOUNT INTL INC CL A 095177101 2061 75800 SH SOLE 75800 0 0
D BOB EVANS FARMS INC COM 096761101 922 46400 SH SOLE 46400 0 0
D BOEING CO COM 097023105 15885 361030 SH SOLE 361030 0 0
D BOISE CASCADE CORP COM 097383103 4604 107371 SH SOLE 107371 0 0
D BORDEN CHEMS&PLASTIC LTD PARTN DEPOS COM UNIT 099541203 325 45600 SH SOLE 45600 0 0
D BORG-WARNER AUTOMOTIVE INC COM 099724106 880 16000 SH SOLE 16000 0 0
D BOSTON SCIENTIFIC CORP COM 101137107 7329 166800 SH SOLE 166800 0 0
D BOWNE & CO INC COM 103043105 329 24600 SH SOLE 24600 0 0
D BRIGGS & STRATTON CORP COM 109043109 3425 59300 SH SOLE 59300 0 0
D BRINKER INTL INC COM 109641100 1133 41200 SH SOLE 41200 0 0
D BRISTOL MYERS SQUIBB CO COM 110122108 32112 455892 SH SOLE 455892 0 0
D BROWN FORMAN CORP CL B 115637209 5918 90783 SH SOLE 90783 0 0
D BROWNING FERRIS INDS COM 115885105 5599 130212 SH SOLE 130212 0 0
D BRUNSWICK CORP COM 117043109 6258 224500 SH SOLE 224500 0 0
D BUFFETS INC COM 119882108 798 69400 SH SOLE 69400 0 0
D BURLINGTON COAT FACTORY COM 121579106 1363 70560 SH SOLE 70560 0 0
D BURLINGTON INDS INC COM 121693105 802 86700 SH SOLE 86700 0 0
D BURLINGTON NORTHN SANTA FE CP COM 12189T104 7127 229900 SH SOLE 229900 0 0
D BURLINGTON RES INC COM 122014103 5368 124123 SH SOLE 124123 0 0
D BURR BROWN CORP COM 122574106 788 21525 SH SOLE 21525 0 0
D CBS CORP COM 12490K107 8628 198063 SH SOLE 198063 0 0
D CIGNA CORP COM 125509109 7715 86689 SH SOLE 86689 0 0
D CMP GROUP INC COM 125887109 2268 86600 SH SOLE 86600 0 0
D CMS ENERGY CORP COM 125896100 3517 84000 SH SOLE 84000 0 0
D CSX CORP COM 126408103 4919 108404 SH SOLE 108404 0 0
D CVS CORP COM 126650100 8674 170924 SH SOLE 170924 0 0
D CABLEVISION SYS CORP CL A 12686C109 3346 47800 SH SOLE 47800 0 0
D CABLETRON SYS INC COM 126920107 4042 310900 SH SOLE 310900 0 0
D CAMPBELL SOUP CO COM 134429109 7945 171320 SH SOLE 171320 0 0
D CAPITAL ONE FINL CORP COM 14040H105 5129 92100 SH SOLE 92100 0 0
D CAPITAL RE CORP COM 140432105 559 34800 SH SOLE 34800 0 0
D CARDINAL HEALTH INC COM 14149Y108 9660 150650 SH SOLE 150650 0 0
D CARNIVAL CORP COM 143658102 8788 181200 SH SOLE 181200 0 0
D CAROLINA PWR & LT CO COM 144141108 4097 95700 SH SOLE 95700 0 0
D CARTER WALLACE INC COM 146285101 482 26500 SH SOLE 26500 0 0
D CASE CORP COM 14743R103 4957 103000 SH SOLE 103000 0 0
D CATERPILLAR INC DEL COM 149123101 11230 187160 SH SOLE 187160 0 0
D CENDANT CORP COM 151313103 7891 384911 SH SOLE 384911 0 0
D CENTEX CORP COM 152312104 3792 100944 SH SOLE 100944 0 0
D CENTRAL & SOUTH WEST CORP COM 152357109 3670 157000 SH SOLE 157000 0 0
D CENTURYTEL INC COM 156700106 4762 119800 SH SOLE 119800 0 0
D CERIDIAN CORP COM 15677T106 3556 108788 SH SOLE 108788 0 0
D CHAMPION INTL CORP COM 158525105 4253 88830 SH SOLE 88830 0 0
D CHANCELLOR MEDIA CORP COM 158915108 832 15100 SH SOLE 15100 0 0
D CHARTER ONE FINL INC COM 160903100 943 33915 SH SOLE 33915 0 0
D CHASE MANHATTAN CORP NEW COM 16161A108 21400 247400 SH SOLE 247400 0 0
D CHESAPEAKE CORP COM 165159104 255 6800 SH SOLE 6800 0 0
D CHESAPEAKE ENERGY CORP COM 165167107 261 88700 SH SOLE 88700 0 0
D CHEVRON CORPORATION COM 166751107 15279 160728 SH SOLE 160728 0 0
D CHIQUITA BRANDS INTL INC COM 170032106 971 107900 SH SOLE 107900 0 0
D CHUBB CORP COM 171232101 5310 76404 SH SOLE 76404 0 0
D CINCINNATI BELL INC COM 171870108 364 14600 SH SOLE 14600 0 0
D CINCINNATI FINL CORP COM 172062101 3895 103700 SH SOLE 103700 0 0
D CINERGY CORP COM 172474108 3849 120271 SH SOLE 120271 0 0
D CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 3757 40400 SH SOLE 40400 0 0
D CISCO SYS INC COM 17275R102 46385 719850 SH SOLE 719850 0 0
D CITIGROUP INC COM 172967101 41593 875637 SH SOLE 875637 0 0
D CITIZENS UTILS CO DEL CL B 177342201 1326 119206 SH SOLE 119206 0 0
D CLAYTON HOMES INC COM 184190106 396 34625 SH SOLE 34625 0 0
D CLEAR CHANNEL COMMUNICATIONS COM 184502102 6039 87600 SH SOLE 87600 0 0
D CLOROX CO DEL COM 189054109 5415 50700 SH SOLE 50700 0 0
D COASTAL CORP COM 190441105 6019 149550 SH SOLE 149550 0 0
D COCA COLA CO COM 191216100 35890 578876 SH SOLE 578876 0 0
D COCA COLA ENTERPRISES INC COM 191219104 5459 183500 SH SOLE 183500 0 0
D COLGATE PALMOLIVE CO COM 194162103 10066 102188 SH SOLE 102188 0 0
D COLONIAL BANCGROUP INC COM 195493309 546 39200 SH SOLE 39200 0 0
D COLUMBIA ENERGY GROUP COM 197648108 6333 101019 SH SOLE 101019 0 0
D COLUMBIA/HCA HEALTHCARE CORP COM 197677107 8857 388245 SH SOLE 388245 0 0
D COMCAST CORP CL A SPL 200300200 9267 241100 SH SOLE 241100 0 0
D COMDISCO INC COM 200336105 1153 45000 SH SOLE 45000 0 0
D COMERICA INC COM 200340107 4496 75650 SH SOLE 75650 0 0
D COMMERCIAL INTERTECH CORP COM 201709102 539 33800 SH SOLE 33800 0 0
D COMMONWEALTH ENERGY SYS COM SH BEN INT 202800108 462 11000 SH SOLE 11000 0 0
D COMMONWEALTH TEL ENTERPRISES COM 203349105 232 5733 SH SOLE 5733 0 0
D COMPAQ COMPUTER CORP COM 204493100 11890 501944 SH SOLE 501944 0 0
D COMPUTER ASSOC INTL INC COM 204912109 9702 177212 SH SOLE 177212 0 0
D COMPUTER SCIENCES CORP COM 205363104 4673 67542 SH SOLE 67542 0 0
D COMPUWARE CORP COM 205638109 6719 211200 SH SOLE 211200 0 0
D CONAGRA INC COM 205887102 6805 255584 SH SOLE 255584 0 0
D CONOCO INC CL A 208251306 750 26900 SH SOLE 26900 0 0
D CONSECO INC COM 208464107 7981 262205 SH SOLE 262205 0 0
D CONSOLIDATED EDISON INC COM 209115104 4332 95732 SH SOLE 95732 0 0
D CONSOLIDATED NAT GAS CO COM 209615103 4096 67418 SH SOLE 67418 0 0
D CONSOLIDATED PAPERS INC COM 209759109 332 12400 SH SOLE 12400 0 0
D CONSOLIDATED STORES CORP COM 210149100 6602 244500 SH SOLE 244500 0 0
D CONSTELLATION ENERGY CORP COM 210371100 4146 139947 SH SOLE 139947 0 0
D CONTINENTAL AIRLS INC CL B 210795308 1076 28600 SH SOLE 28600 0 0
D CONVERGYS CORP COM 212485106 283 14600 SH SOLE 14600 0 0
D COOPER INDS INC COM 216669101 4742 91188 SH SOLE 91188 0 0
D COOPER TIRE & RUBR CO COM 216831107 7125 301600 SH SOLE 301600 0 0
D COORS ADOLPH CO CL B 217016104 3837 77524 SH SOLE 77524 0 0
D CORDANT TECHNOLOGIES INC COM 218412104 1252 27700 SH SOLE 27700 0 0
D CORNING INC COM 219350105 6655 94900 SH SOLE 94900 0 0
D COSTCO COMPANIES INC COM 22160Q102 6133 76600 SH SOLE 76600 0 0
D COUNTRYWIDE CR INDS INC DEL COM 222372104 6186 144700 SH SOLE 144700 0 0
D COX COMMUNICATIONS INC NEW CL A 224044107 626 17000 SH SOLE 17000 0 0
D CRANE CO COM 224399105 4038 128450 SH SOLE 128450 0 0
D CROWN CORK & SEAL INC COM 228255105 4567 160230 SH SOLE 160230 0 0
D CUMMINS ENGINE INC COM 231021106 4631 81070 SH SOLE 81070 0 0
D CYPRUS AMAX MINERALS CO COM 232809103 5566 365000 SH SOLE 365000 0 0
D DQE INC COM 23329J104 2937 73200 SH SOLE 73200 0 0
D DPL INC COM 233293109 3204 173200 SH SOLE 173200 0 0
D DTE ENERGY CO COM 233331107 5034 123544 SH SOLE 123544 0 0
D DALLAS SEMICONDUCTOR CORP COM 235204104 685 13500 SH SOLE 13500 0 0
D DANA CORP COM 235811106 4790 103998 SH SOLE 103998 0 0
D DANAHER CORP DEL COM 235851102 3476 59800 SH SOLE 59800 0 0
D DARDEN RESTAURANTS INC COM 237194105 4332 198600 SH SOLE 198600 0 0
D DATA GEN CORP COM 237688106 4024 276300 SH SOLE 276300 0 0
D DAYTON HUDSON CORP COM 239753106 10184 156676 SH SOLE 156676 0 0
D DEAN FOODS CO COM 242361103 1284 30900 SH SOLE 30900 0 0
D DEERE & CO COM 244199105 8293 211619 SH SOLE 211619 0 0
D DELL COMPUTER CORP COM 247025109 20727 560200 SH SOLE 560200 0 0
D DELPHI AUTOMOTIVE SYS CORP COM 247126105 5736 310034 SH SOLE 310034 0 0
D DELPHI FINL GROUP INC CL A 247131105 1422 39639 SH SOLE 39639 0 0
D DELTA AIR LINES INC DEL COM 247361108 5954 103326 SH SOLE 103326 0 0
D DELUXE CORP COM 248019101 4821 124215 SH SOLE 124215 0 0
D DENTSPLY INTL INC NEW COM 249030107 251 8700 SH SOLE 8700 0 0
D DEPARTMENT 56 INC COM 249509100 621 23100 SH SOLE 23100 0 0
D DETROIT DIESEL CORP COM 250837101 342 13900 SH SOLE 13900 0 0
D DEXTER CORP COM 252165105 1767 43300 SH SOLE 43300 0 0
D DILLARDS INC CL A 254067101 8051 229200 SH SOLE 229200 0 0
D DIME BANCORP INC NEW COM 25429Q102 1802 89539 SH SOLE 89539 0 0
D DIMON INC COM 254394109 125 24150 SH SOLE 24150 0 0
D DISNEY WALT CO COM 254687106 18432 598200 SH SOLE 598200 0 0
D DOLE FOOD INC COM 256605106 690 23500 SH SOLE 23500 0 0
D DOLLAR GEN CORP COM 256669102 4420 152405 SH SOLE 152405 0 0
D DOMINION RES INC VA COM 257470104 4373 100963 SH SOLE 100963 0 0
D DONNELLEY R R & SONS CO COM 257867101 4940 133280 SH SOLE 133280 0 0
D DOVER CORP COM 260003108 4411 126020 SH SOLE 126020 0 0
D DOW CHEM CO COM 260543103 10348 81564 SH SOLE 81564 0 0
D DOW JONES & CO INC COM 260561105 4092 77125 SH SOLE 77125 0 0
D DRESS BARN INC COM 261570105 973 60800 SH SOLE 60800 0 0
D DU PONT E I DE NEMOURS & CO COM 263534109 20948 306652 SH SOLE 306652 0 0
D DUKE ENERGY CORP COM 264399106 7756 142476 SH SOLE 142476 0 0
D DUN & BRADSTREET CORP DEL COM 26483B106 5025 141803 SH SOLE 141803 0 0
D EG & G INC COM 268457108 6177 173400 SH SOLE 173400 0 0
D E M C CORP MASS COM 268648102 16165 293900 SH SOLE 293900 0 0
D ENSCO INTL INC COM 26874Q100 618 31000 SH SOLE 31000 0 0
D EASTERN ENTERPRISES COM 27637F100 4138 104100 SH SOLE 104100 0 0
D EASTMAN CHEM CO COM 277432100 4694 90697 SH SOLE 90697 0 0
D EASTMAN KODAK CO COM 277461109 8698 128389 SH SOLE 128389 0 0
D EATON CORP COM 278058102 5465 59400 SH SOLE 59400 0 0
D EBAY INC COM 278642103 545 3600 SH SOLE 3600 0 0
D ECOLAB INC COM 278865100 3730 85500 SH SOLE 85500 0 0
D EDISON INTL COM 281020107 6107 228302 SH SOLE 228302 0 0
D EDWARDS AG INC COM 281760108 2104 65250 SH SOLE 65250 0 0
D EL PASO ELEC CO COM NEW 283677854 1021 114200 SH SOLE 114200 0 0
D EL PASO ENERGY CORP DEL COM 283905107 2766 78600 SH SOLE 78600 0 0
D ELECTRONIC DATA SYS NEW COM 285661104 9026 159400 SH SOLE 159400 0 0
D EMERSON ELEC CO COM 291011104 10102 160510 SH SOLE 160510 0 0
D ENGELHARD CORP COM 292845104 5170 228500 SH SOLE 228500 0 0
D ENRON CORP COM 293561106 10554 129104 SH SOLE 129104 0 0
D ENTERGY CORP NEW COM 29364G103 3513 112400 SH SOLE 112400 0 0
D EQUIFAX INC COM 294429105 4061 113800 SH SOLE 113800 0 0
D EQUITABLE COS INC COM 29444G107 1755 26200 SH SOLE 26200 0 0
D EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 1520 33725 SH SOLE 33725 0 0
D ETHYL CORP COM 297659104 1030 171600 SH SOLE 171600 0 0
D EXXON CORP COM 302290101 47320 613544 SH SOLE 613544 0 0
D F M C CORP COM NEW 302491303 4375 64045 SH SOLE 64045 0 0
D FPL GROUP INC COM 302571104 4773 87386 SH SOLE 87386 0 0
D FDX CORP COM 31304N107 10819 199420 SH SOLE 199420 0 0
D FEDERAL HOME LN MTG CORP COM 313400301 14268 246000 SH SOLE 246000 0 0
D FEDERAL NATL MTG ASSN COM 313586109 20113 294700 SH SOLE 294700 0 0
D FEDERATED DEPT STORES INC DEL COM 31410H101 6045 114200 SH SOLE 114200 0 0
D FIFTH THIRD BANCORP COM 316773100 5418 81400 SH SOLE 81400 0 0
D FINOVA GROUP INC COM 317928109 274 5200 SH SOLE 5200 0 0
D FIRST AMER CORP TENN COM 318900107 648 15600 SH SOLE 15600 0 0
D FIRST DATA CORP COM 319963104 8911 182100 SH SOLE 182100 0 0
D FIRST SEC CORP DEL COM 336294103 582 21375 SH SOLE 21375 0 0
D FIRST TENN NATL CORP COM 337162101 2908 75900 SH SOLE 75900 0 0
D FIRST UN CORP COM 337358105 15313 324955 SH SOLE 324955 0 0
D FIRSTAR CORP NEW WIS COM 33763V109 9864 352300 SH SOLE 352300 0 0
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D ROLLINS TRUCK LEASING CORP COM 775741101 1667 149850 SH SOLE 149850 0 0
D ROUSE CO COM 779273101 317 12500 SH SOLE 12500 0 0
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D ROYAL DUTCH PETE CO NY REG GLD1.25 780257804 15919 264220 SH SOLE 264220 0 0
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D RUSSELL CORP COM 782352108 5299 271718 SH SOLE 271718 0 0
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D SCI SYS INC COM 783890106 995 21000 SH SOLE 21000 0 0
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D SAFECO CORP COM 786429100 4302 97500 SH SOLE 97500 0 0
D SAFEWAY INC COM NEW 786514208 9014 182100 SH SOLE 182100 0 0
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D SCHWAB CHARLES CORP NEW COM 808513105 9396 86200 SH SOLE 86200 0 0
D SCIENTIFIC ATLANTA INC COM 808655104 3859 107200 SH SOLE 107200 0 0
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D SEARS ROEBUCK & CO COM 812387108 8935 200507 SH SOLE 200507 0 0
D SELECTIVE INS GROUP INC COM 816300107 1121 58800 SH SOLE 58800 0 0
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D SEQUENT COMPUTER SYS INC COM 817338106 437 24600 SH SOLE 24600 0 0
D SERVICE CORP INTL COM 817565104 6530 339242 SH SOLE 339242 0 0
D SHARED MED SYS CORP COM 819486101 3688 56515 SH SOLE 56515 0 0
D SHAW INDS INC COM 820286102 1013 57900 SH SOLE 57900 0 0
D SHERWIN WILLIAMS CO COM 824348106 4096 147600 SH SOLE 147600 0 0
D SHOPKO STORES INC COM 824911101 1876 51400 SH SOLE 51400 0 0
D SIGMA ALDRICH CORP COM 826552101 4246 123300 SH SOLE 123300 0 0
D SILICON GRAPHICS INC COM 827056102 5101 311500 SH SOLE 311500 0 0
D SIMON PPTY GROUP INC NEW COM 828806109 2713 106900 SH SOLE 106900 0 0
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D SOLECTRON CORP COM 834182107 6956 104300 SH SOLE 104300 0 0
D SOLUTIA INC COM 834376105 718 33700 SH SOLE 33700 0 0
D SONAT INC COM 835415100 4136 124850 SH SOLE 124850 0 0
D SOUTHERN CO COM 842587107 7690 290200 SH SOLE 290200 0 0
D SOUTHTRUST CORP COM 844730101 6658 173500 SH SOLE 173500 0 0
D SOUTHWEST AIRLS CO COM 844741108 5547 178225 SH SOLE 178225 0 0
D SOUTHWESTERN ENERGY CO COM 845467109 1277 120900 SH SOLE 120900 0 0
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D SPRINGS INDS INC CL A 851783100 5983 137146 SH SOLE 137146 0 0
D SPRINT CORP COM FON GROUP 852061100 10187 192200 SH SOLE 192200 0 0
D SPRINT CORP PCS COM SER 1 852061506 7875 138150 SH SOLE 138150 0 0
D STANDARD PRODS CO COM 853836104 264 10300 SH SOLE 10300 0 0
D STANLEY WKS COM 854616109 3737 116100 SH SOLE 116100 0 0
D STAPLES INC COM 855030102 7058 228150 SH SOLE 228150 0 0
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 1932 63200 SH SOLE 63200 0 0
D STATE STR CORP COM 857477103 7180 84100 SH SOLE 84100 0 0
D STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 764 33600 SH SOLE 33600 0 0
D STURM RUGER & CO INC COM 864159108 147 13800 SH SOLE 13800 0 0
D SUMMIT BANCORP COM 866005101 4528 108300 SH SOLE 108300 0 0
D SUN MICROSYSTEMS INC COM 866810104 15986 232100 SH SOLE 232100 0 0
D SUN HEALTHCARE GROUP INC COM 866933104 24 64000 SH SOLE 64000 0 0
D SUNOCO INC COM 86764P109 6886 228124 SH SOLE 228124 0 0
D SUNTRUST BKS INC COM 867914103 8916 128400 SH SOLE 128400 0 0
D SUPERVALU INC COM 868536103 6951 268620 SH SOLE 268620 0 0
D SYMBOL TECHNOLOGIES INC COM 871508107 1419 38475 SH SOLE 38475 0 0
D SYNOVUS FINL CORP COM 87161C105 4196 211100 SH SOLE 211100 0 0
D SYSCO CORP COM 871829107 4886 163884 SH SOLE 163884 0 0
D TJX COS INC NEW COM 872540109 4960 148900 SH SOLE 148900 0 0
D TRW INC COM 872649108 6353 115768 SH SOLE 115768 0 0
D TANDY CORP COM 875382103 4976 101816 SH SOLE 101816 0 0
D TECH DATA CORP COM 878237106 551 14400 SH SOLE 14400 0 0
D TEKTRONIX INC COM 879131100 5888 195056 SH SOLE 195056 0 0
D TELLABS INC COM 879664100 9438 139700 SH SOLE 139700 0 0
D TEMPLE INLAND INC COM 879868107 3637 52994 SH SOLE 52994 0 0
D TENET HEALTHCARE CORP COM 88033G100 6361 342656 SH SOLE 342656 0 0
D TENNECO INC NEW COM 88037E101 4116 172381 SH SOLE 172381 0 0
D TERADYNE INC COM 880770102 466 6500 SH SOLE 6500 0 0
D TESORO PETE CORP COM 881609101 175 11000 SH SOLE 11000 0 0
D TEXACO INC COM 881694103 11358 182096 SH SOLE 182096 0 0
D TEXAS INDS INC COM 882491103 1697 43800 SH SOLE 43800 0 0
D TEXAS INSTRS INC COM 882508104 12816 89000 SH SOLE 89000 0 0
D TEXAS UTILS CO COM 882848104 9535 230100 SH SOLE 230100 0 0
D TEXTRON INC COM 883203101 4788 58172 SH SOLE 58172 0 0
D THERMO ELECTRON CORP COM 883556102 4041 201400 SH SOLE 201400 0 0
D THOMAS & BETTS CORP COM 884315102 4994 105700 SH SOLE 105700 0 0
D 3COM CORP COM 885535104 4988 186900 SH SOLE 186900 0 0
D TIME WARNER INC COM 887315109 19781 272376 SH SOLE 272376 0 0
D TIMES MIRROR CO NEW COM SER A 887364107 4112 69400 SH SOLE 69400 0 0
D TIMKEN CO COM 887389104 3407 174728 SH SOLE 174728 0 0
D TITAN INTL INC ILL COM 88830M102 137 11500 SH SOLE 11500 0 0
D TOLL BROTHERS INC COM 889478103 575 26800 SH SOLE 26800 0 0
D TORCHMARK CORP COM 891027104 4109 120400 SH SOLE 120400 0 0
D TOSCO CORP COM NEW 891490302 1922 74100 SH SOLE 74100 0 0
D TOYS R US INC COM 892335100 7038 340200 SH SOLE 340200 0 0
D TRANSAMERICA CORP COM 893485102 5785 77130 SH SOLE 77130 0 0
D TRAVELERS PPTY CAS CORP CL A 893939108 333 8500 SH SOLE 8500 0 0
D TRICON GLOBAL RESTAURANTS COM 895953107 3993 73776 SH SOLE 73776 0 0
D TRIBUNE CO NEW COM 896047107 4992 57292 SH SOLE 57292 0 0
D TRIGON HEALTHCARE INC COM 89618L100 775 21300 SH SOLE 21300 0 0
D TRINITY INDS INC COM 896522109 201 6000 SH SOLE 6000 0 0
D TUPPERWARE CORP COM 899896104 6222 244000 SH SOLE 244000 0 0
D TYCO INTL LTD NEW COM 902124106 12624 133235 SH SOLE 133235 0 0
D TYSON FOODS INC CL A 902494103 342 15200 SH SOLE 15200 0 0
D UAL CORP COM PAR $0.01 902549500 924 14300 SH SOLE 14300 0 0
D USX MARATHON GROUP COM NEW 902905827 5758 176839 SH SOLE 176839 0 0
D UST INC COM 902911106 4010 136800 SH SOLE 136800 0 0
D US BANCORP DEL COM 902973106 9533 285647 SH SOLE 285647 0 0
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D U S G CORP COM NEW 903293405 857 15300 SH SOLE 15300 0 0
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D UNITED ASSET MGMT CORP COM 909420101 742 32600 SH SOLE 32600 0 0
D UNITED HEALTHCARE CORP COM 910581107 6131 97900 SH SOLE 97900 0 0
D UNITED ILLUM CO COM 910637107 1447 34100 SH SOLE 34100 0 0
D UNITED STATES CELLULAR CORP COM 911684108 1664 31100 SH SOLE 31100 0 0
D US AIRWAYS GROUP INC COM 911905107 2826 64875 SH SOLE 64875 0 0
D U S WEST INC NEW COM 91273H101 8395 142891 SH SOLE 142891 0 0
D UNITED TECHNOLOGIES CORP COM 913017109 11124 154504 SH SOLE 154504 0 0
D UNITED WTR RES INC COM 913190104 1942 85600 SH SOLE 85600 0 0
D UNITRIN INC COM 913275103 910 22200 SH SOLE 22200 0 0
D UNIVERSAL CORP VA COM 913456109 1789 62900 SH SOLE 62900 0 0
D UNIVERSAL HLTH SVCS INC CL B 913903100 750 15700 SH SOLE 15700 0 0
D UNOCAL CORP COM 915289102 5539 139774 SH SOLE 139774 0 0
D V F CORP COM 918204108 6752 157932 SH SOLE 157932 0 0
D VLSI TECHNOLOGY INC COM 918270109 462 22200 SH SOLE 22200 0 0
D VALERO ENERGY CORP NEW COM 91913Y100 214 10000 SH SOLE 10000 0 0
D VENATOR GROUP INC COM 922944103 125 12000 SH SOLE 12000 0 0
D VIAD CORP COM 92552R109 238 7700 SH SOLE 7700 0 0
D VIACOM INC CL B 925524308 6728 152900 SH SOLE 152900 0 0
D VISHAY INTERTECHNOLOGY INC COM 928298108 338 16075 SH SOLE 16075 0 0
D VODAFONE GROUP PLC SPONSORED ADR 92857T107 9614 48800 SH SOLE 48800 0 0
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D WACHOVIA CORP COM 929771103 7641 89300 SH SOLE 89300 0 0
D WAL MART STORES INC COM 931142103 40942 848536 SH SOLE 848536 0 0
D WALGREEN CO COM 931422109 8008 272600 SH SOLE 272600 0 0
D WARNER LAMBERT CO COM 934488107 16474 238324 SH SOLE 238324 0 0
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D WASTE MGMT INC DEL COM 94106L109 10621 197602 SH SOLE 197602 0 0
D WATSON PHARMACEUTICALS INC COM 942683103 3201 91300 SH SOLE 91300 0 0
D WEBB DEL CORP COM 947423109 967 40500 SH SOLE 40500 0 0
D WEIS MKTS INC COM 948849104 1624 41500 SH SOLE 41500 0 0
D WELLMAN INC COM 949702104 934 58600 SH SOLE 58600 0 0
D WELLPOINT HEALTH NETWORK NEW COM 94973H108 4583 54000 SH SOLE 54000 0 0
D WELLS FARGO & CO NEW COM 949746101 20213 472816 SH SOLE 472816 0 0
D WENDYS INTL INC COM 950590109 4581 160745 SH SOLE 160745 0 0
D WERNER ENTERPRISES INC COM 950755108 519 25000 SH SOLE 25000 0 0
D WESTERN DIGITAL CORP COM 958102105 165 25400 SH SOLE 25400 0 0
D WESTERN RES INC COM 959425109 2284 85800 SH SOLE 85800 0 0
D WESTVACO CORP COM 961548104 4462 153863 SH SOLE 153863 0 0
D WEYERHAEUSER CO COM 962166104 9998 145431 SH SOLE 145431 0 0
D WHIRLPOOL CORP COM 963320106 8051 108799 SH SOLE 108799 0 0
D WILLAMETTE INDS INC COM 969133107 4689 101800 SH SOLE 101800 0 0
D WILLIAMS COS INC DEL COM 969457100 5778 135750 SH SOLE 135750 0 0
D WINN DIXIE STORES INC COM 974280109 4691 127000 SH SOLE 127000 0 0
D WINSTAR COMMUNICATIONS INC COM 975515107 336 6900 SH SOLE 6900 0 0
D WORTHINGTON INDS INC COM 981811102 6907 420200 SH SOLE 420200 0 0
D WRIGLEY WM JR CO COM 982526105 3685 41320 SH SOLE 41320 0 0
D XEROX CORP COM 984121103 12298 208220 SH SOLE 208220 0 0
D YAHOO INC COM 984332106 2015 11700 SH SOLE 11700 0 0
D YORK INTL CORP NEW COM 986670107 295 6900 SH SOLE 6900 0 0
D ZIONS BANCORPORATION COM 989701107 616 9700 SH SOLE 9700 0 0
S REPORT SUMMARY 761 DATA RECORDS 4536249 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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