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Previous: ARTHROCARE CORP, 10-Q, 2000-05-09 |
Next: WEST COAST ENTERTAINMENT CORP, NT 10-K, 2000-05-09 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
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. Everett
Title: Chief Investment Officer
Phone: 804-344-3154
Signature, Place, and Date of Signing:
/s/ Nancy C. Everett
Richmond, VA
May 8, 2000
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: 826
Form 13F Information Table Value Total: $3,994,985 (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 GLOBAL CROSSING LTD COM G3921A100 2091 51070 SH SOLE 51070 0 0
D RENAISSANCE RE HLDGS LTD COM G7496G103 1136 27800 SH SOLE 27800 0 0
D TRANSOCEAN SEDCO FOREX INC ORD G90078109 2469 48118 SH SOLE 48118 0 0
D A D C TELECOMMUNICATIONS COM 000886101 5468 101500 SH SOLE 101500 0 0
D AFLAC INC COM 001055102 5139 112800 SH SOLE 112800 0 0
D AES CORP COM 00130H105 4575 58100 SH SOLE 58100 0 0
D AK STL HLDG CORP COM 001547108 111 10700 SH SOLE 10700 0 0
D AMFM INC COM 001693100 1441 23191 SH SOLE 23191 0 0
D AMR CORP COM 001765106 3458 108480 SH SOLE 108480 0 0
D AT&T CORP COM 001957109 45525 808431 SH SOLE 808431 0 0
D AT&T CORP COM LIB GRP A 001957208 17123 288686 SH SOLE 288686 0 0
D AVX CORP NEW COM 002444107 1077 14200 SH SOLE 14200 0 0
D AXA FINL INC COM 002451102 1607 44800 SH SOLE 44800 0 0
D ABBOTT LABS COM 002824100 14353 407896 SH SOLE 407896 0 0
D ABERCROMBIE & FITCH CO CL A 002896207 296 18500 SH SOLE 18500 0 0
D ACXIOM CORP COM 005125109 372 11200 SH SOLE 11200 0 0
D ADAPTEC INC COM 00651F108 2507 64900 SH SOLE 64900 0 0
D ADELPHIA COMMUNICATIONS CORP CL A 006848105 377 7700 SH SOLE 7700 0 0
D ADOBE SYS INC COM 00724F101 5065 45500 SH SOLE 45500 0 0
D ADVANCED MICRO DEVICES INC COM 007903107 4285 75100 SH SOLE 75100 0 0
D AETNA INC COM 008117103 4279 77102 SH SOLE 77102 0 0
D AFFILIATED COMPUTER SERVICES CL A 008190100 346 9100 SH SOLE 9100 0 0
D AIR PRODS & CHEMS INC COM 009158106 3776 132796 SH SOLE 132796 0 0
D ALBERTO CULVER CO CL B CONV 013068101 3157 132580 SH SOLE 132580 0 0
D ALBERTSONS INC COM 013104104 5609 181671 SH SOLE 181671 0 0
D ALCAN ALUMINIUM LTD NEW COM 013716105 2192 64351 SH SOLE 64351 0 0
D ALCOA INC COM 013817101 8351 118880 SH SOLE 118880 0 0
D ALLEGHENY ENERGY INC COM 017361106 1681 60700 SH SOLE 60700 0 0
D ALLEGHENY TECHNOLOGIES INC COM 01741R102 2738 136473 SH SOLE 136473 0 0
D ALLEGIANCE TELECOM INC COM 01747T102 1500 18600 SH SOLE 18600 0 0
D ALLERGAN INC COM 018490102 3420 68400 SH SOLE 68400 0 0
D ALLIANT CORP COM 018802108 2347 77100 SH SOLE 77100 0 0
D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 2418 368500 SH SOLE 368500 0 0
D ALLSTATE CORP COM 020002101 6916 290416 SH SOLE 290416 0 0
D ALLTEL CORP COM 020039103 6496 102700 SH SOLE 102700 0 0
D ALTERA CORP COM 021441100 3043 34100 SH SOLE 34100 0 0
D ALZA CORP DEL COM 022615108 2753 73300 SH SOLE 73300 0 0
D AMAZON COM INC COM 023135106 2573 38400 SH SOLE 38400 0 0
D AMBAC FINL GROUP INC COM 023139108 1869 37100 SH SOLE 37100 0 0
D AMERADA HESS CORP COM 023551104 2340 36209 SH SOLE 36209 0 0
D AMEREN CORP COM 023608102 2237 72300 SH SOLE 72300 0 0
D AMERICA ONLINE INC DEL COM 02364J104 34946 518200 SH SOLE 518200 0 0
D AMERICAN ELEC PWR INC COM 025537101 2305 77300 SH SOLE 77300 0 0
D AMERICAN EXPRESS CO COM 025816109 17612 118252 SH SOLE 118252 0 0
D AMERICAN FINL GROUP INC OHIO COM 025932104 1666 58200 SH SOLE 58200 0 0
D AMERICAN GENERAL CORP COM 026351106 5726 102020 SH SOLE 102020 0 0
D AMERICAN GREETINGS CORP CL A 026375105 2798 153300 SH SOLE 153300 0 0
D AMERICAN HOME PRODS CORP COM 026609107 18109 336908 SH SOLE 336908 0 0
D AMERICAN INTL GROUP INC COM 026874107 36205 330642 SH SOLE 330642 0 0
D AMERICAN PWR CONVERSION CORP COM 029066107 810 18900 SH SOLE 18900 0 0
D AMERICAN STD COS INC DEL COM 029712106 278 7500 SH SOLE 7500 0 0
D AMERICAN TOWER CORP CL A 029912201 780 15800 SH SOLE 15800 0 0
D AMERITRADE HLDG CORP CL A 03072H109 257 12300 SH SOLE 12300 0 0
D AMGEN INC COM 031162100 15982 260400 SH SOLE 260400 0 0
D AMSOUTH BANCORPORATION COM 032165102 4053 271362 SH SOLE 271362 0 0
D ANADARKO PETE CORP COM 032511107 2681 69300 SH SOLE 69300 0 0
D ANALOG DEVICES INC COM 032654105 7688 95500 SH SOLE 95500 0 0
D ANDREW CORP COM 034425108 2035 88961 SH SOLE 88961 0 0
D ANDRX CORP COM 034551101 381 3300 SH SOLE 3300 0 0
D ANHEUSER BUSCH COS INC COM 035229103 8987 144364 SH SOLE 144364 0 0
D AON CORP COM 037389103 3558 110325 SH SOLE 110325 0 0
D APACHE CORP COM 037411105 3274 65800 SH SOLE 65800 0 0
D APOLLO GROUP INC CL A 037604105 414 14700 SH SOLE 14700 0 0
D APPLE COMPUTER INC COM 037833100 6003 44200 SH SOLE 44200 0 0
D APPLIED MICRO CIRCUITS CORP COM 03822W109 3361 22400 SH SOLE 22400 0 0
D APPLIED MATLS INC COM 038222105 17578 186500 SH SOLE 186500 0 0
D ARCH COAL INC COM 039380100 163 23232 SH SOLE 23232 0 0
D ARCHER DANIELS MIDLAND CO COM 039483102 3123 302875 SH SOLE 302875 0 0
D ARMSTRONG WORLD INDS INC COM 042476101 2219 124155 SH SOLE 124155 0 0
D ARROW ELECTRS INC COM 042735100 1220 34600 SH SOLE 34600 0 0
D ASHLAND INC COM 044204105 3139 94400 SH SOLE 94400 0 0
D AT HOME CORP COM SER A 045919107 962 29200 SH SOLE 29200 0 0
D ASSOCIATES FIRST CAP CORP CL A 046008108 5919 276890 SH SOLE 276890 0 0
D ATLANTIC RICHFIELD CO COM 048825103 9066 106660 SH SOLE 106660 0 0
D ATMEL CORP COM 049513104 1745 33800 SH SOLE 33800 0 0
D AUTODESK INC COM 052769106 2471 54300 SH SOLE 54300 0 0
D AUTOMATIC DATA PROCESSING INC COM 053015103 8600 178232 SH SOLE 178232 0 0
D AUTONATION INC COM 05329W102 587 74000 SH SOLE 74000 0 0
D AUTOZONE INC COM 053332102 3097 111600 SH SOLE 111600 0 0
D AVERY DENNISON CORP COM 053611109 3120 51100 SH SOLE 51100 0 0
D AVNET INC COM 053807103 1254 19900 SH SOLE 19900 0 0
D AVON PRODS INC COM 054303102 3599 123036 SH SOLE 123036 0 0
D BB&T CORP COM 054937107 3800 135400 SH SOLE 135400 0 0
D BISYS GROUP INC COM 055472104 346 5200 SH SOLE 5200 0 0
D BJS WHOLESALE CLUB INC COM 05548J106 338 8800 SH SOLE 8800 0 0
D BJ SVCS CO COM 055482103 746 10100 SH SOLE 10100 0 0
D BMC SOFTWARE INC COM 055921100 4814 97500 SH SOLE 97500 0 0
D BAKER HUGHES INC COM 057224107 5069 167563 SH SOLE 167563 0 0
D BALL CORP COM 058498106 2385 69014 SH SOLE 69014 0 0
D BANK OF AMERICA CORPORATION COM 060505104 24258 462605 SH SOLE 462605 0 0
D BANK NEW YORK INC COM 064057102 10017 241000 SH SOLE 241000 0 0
D BANK ONE CORP COM 06423A103 11965 346805 SH SOLE 346805 0 0
D BARD C R INC COM 067383109 2566 66326 SH SOLE 66326 0 0
D BARRICK GOLD CORP COM 067901108 2195 139900 SH SOLE 139900 0 0
D BAUSCH & LOMB INC COM 071707103 2509 48086 SH SOLE 48086 0 0
D BAXTER INTL INC COM 071813109 6579 104944 SH SOLE 104944 0 0
D BE INC COM 073309106 976 64796 SH SOLE 64796 0 0
D BEA SYS INC COM 073325102 2223 30300 SH SOLE 30300 0 0
D BEAR STEARNS COS INC COM 073902108 4088 89600 SH SOLE 89600 0 0
D BECKMAN COULTER INC COM 075811109 334 5200 SH SOLE 5200 0 0
D BECTON DICKINSON & CO COM 075887109 3684 140000 SH SOLE 140000 0 0
D BED BATH & BEYOND INC COM 075896100 2894 73500 SH SOLE 73500 0 0
D BELL ATLANTIC CORP COM 077853109 24996 408938 SH SOLE 408938 0 0
D BELLSOUTH CORP COM 079860102 23625 504000 SH SOLE 504000 0 0
D BELO A H CORP DEL COM SER A 080555105 586 32800 SH SOLE 32800 0 0
D BEMIS INC COM 081437105 2647 71784 SH SOLE 71784 0 0
D BERGEN BRUNSWIG CORP CL A 083739102 385 57100 SH SOLE 57100 0 0
D BEST BUY INC COM 086516101 5143 59800 SH SOLE 59800 0 0
D BESTFOODS COM 08658U101 5402 115392 SH SOLE 115392 0 0
D BETHLEHEM STL CORP COM 087509105 2010 335000 SH SOLE 335000 0 0
D BIOGEN INC COM 090597105 4234 60600 SH SOLE 60600 0 0
D BIOMET INC COM 090613100 3117 85700 SH SOLE 85700 0 0
D BLACK & DECKER CORP COM 091797100 2892 77000 SH SOLE 77000 0 0
D BLOCK H & R INC COM 093671105 2658 59400 SH SOLE 59400 0 0
D BOEING CO COM 097023105 10665 282054 SH SOLE 282054 0 0
D BOISE CASCADE CORP COM 097383103 3137 90271 SH SOLE 90271 0 0
D BORG-WARNER AUTOMOTIVE INC COM 099724106 217 5500 SH SOLE 5500 0 0
D BOSTON PROPERTIES INC COM 101121101 318 10000 SH SOLE 10000 0 0
D BOSTON SCIENTIFIC CORP COM 101137107 3421 160500 SH SOLE 160500 0 0
D BOWATER INC COM 102183100 230 4300 SH SOLE 4300 0 0
D BRIGGS & STRATTON CORP COM 109043109 2204 53600 SH SOLE 53600 0 0
D BRINKER INTL INC COM 109641100 1015 34200 SH SOLE 34200 0 0
D BRISTOL MYERS SQUIBB CO COM 110122108 27341 471392 SH SOLE 471392 0 0
D BROADCOM CORP CL A 111320107 7529 31000 SH SOLE 31000 0 0
D BROADWING INC COM 111620100 982 26400 SH SOLE 26400 0 0
D BROCADE COMMUNICATIONS SYS INC COM 111621108 394 2200 SH SOLE 2200 0 0
D BROWN FORMAN CORP CL B 115637209 3456 63483 SH SOLE 63483 0 0
D BRUNSWICK CORP COM 117043109 2719 143600 SH SOLE 143600 0 0
D BURLINGTON NORTHN SANTA FE CP COM 12189T104 4857 213500 SH SOLE 213500 0 0
D BURLINGTON RES INC COM 122014103 3553 96023 SH SOLE 96023 0 0
D CBS CORP COM 12490K107 11727 207107 SH SOLE 207107 0 0
D CDW COMPUTER CTRS INC COM 125129106 397 4700 SH SOLE 4700 0 0
D CIGNA CORP COM 125509109 5786 76389 SH SOLE 76389 0 0
D CMGI INC COM 125750109 4181 36900 SH SOLE 36900 0 0
D CMS ENERGY CORP COM 125896100 2940 162200 SH SOLE 162200 0 0
D CNET NETWORKS INC COM 12613R104 421 8300 SH SOLE 8300 0 0
D CSG SYS INTL INC COM 126349109 449 9200 SH SOLE 9200 0 0
D CSX CORP COM 126408103 2533 107804 SH SOLE 107804 0 0
D CVS CORP COM 126650100 5586 148700 SH SOLE 148700 0 0
D CABLEVISION SYS CORP CL A 12686C109 1683 27700 SH SOLE 27700 0 0
D CABLETRON SYS INC COM 126920107 2993 101900 SH SOLE 101900 0 0
D CABOT CORP COM 127055101 210 6900 SH SOLE 6900 0 0
D CADENCE DESIGN SYSTEM INC COM 127387108 786 38100 SH SOLE 38100 0 0
D CALPINE CORP COM 131347106 808 8600 SH SOLE 8600 0 0
D CAMPBELL SOUP CO COM 134429109 4389 142720 SH SOLE 142720 0 0
D CAPITAL ONE FINL CORP COM 14040H105 4094 85400 SH SOLE 85400 0 0
D CARDINAL HEALTH INC COM 14149Y108 4961 108150 SH SOLE 108150 0 0
D CARNIVAL CORP COM 143658102 2164 87200 SH SOLE 87200 0 0
D CAROLINA PWR & LT CO COM 144141108 2264 69800 SH SOLE 69800 0 0
D CATALINA MARKETING CORP COM 148867104 304 3000 SH SOLE 3000 0 0
D CATELLUS DEV CORP COM 149111106 165 11900 SH SOLE 11900 0 0
D CATERPILLAR INC DEL COM 149123101 5673 143860 SH SOLE 143860 0 0
D CENDANT CORP COM 151313103 5374 290486 SH SOLE 290486 0 0
D CENTENNIAL COMMUNCTNS CORP NEW CL A NEW 15133V208 212 8700 SH SOLE 8700 0 0
D CENTEX CORP COM 152312104 2454 103044 SH SOLE 103044 0 0
D CENTRAL & SOUTH WEST CORP COM 152357109 3057 178500 SH SOLE 178500 0 0
D CENTURYTEL INC COM 156700106 3360 90500 SH SOLE 90500 0 0
D CERIDIAN CORP COM 15677T106 2836 147788 SH SOLE 147788 0 0
D CHAMPION INTL CORP COM 158525105 2952 55430 SH SOLE 55430 0 0
D CHARTER ONE FINL INC COM 160903100 748 35610 SH SOLE 35610 0 0
D CHASE MANHATTAN CORP NEW COM 16161A108 19704 226000 SH SOLE 226000 0 0
D CHECKFREE HLDGS CORP COM 162816102 494 7000 SH SOLE 7000 0 0
D CHEVRON CORPORATION COM 166751107 16900 182828 SH SOLE 182828 0 0
D CHIRON CORP COM 170040109 643 12900 SH SOLE 12900 0 0
D CHUBB CORP COM 171232101 5128 75904 SH SOLE 75904 0 0
D CIENA CORP COM 171779101 3317 26300 SH SOLE 26300 0 0
D CINCINNATI FINL CORP COM 172062101 2619 69600 SH SOLE 69600 0 0
D CINERGY CORP COM 172474108 2115 98371 SH SOLE 98371 0 0
D CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 4468 73400 SH SOLE 73400 0 0
D CISCO SYS INC COM 17275R102 116811 1510900 SH SOLE 1510900 0 0
D CINTAS CORP COM 172908105 852 21750 SH SOLE 21750 0 0
D CITIGROUP INC COM 172967101 51233 855658 SH SOLE 855658 0 0
D CITIZENS UTILS CO DEL CL B 177342201 634 38700 SH SOLE 38700 0 0
D CITRIX SYS INC COM 177376100 4207 63500 SH SOLE 63500 0 0
D CLAYTON HOMES INC COM 184190106 366 36125 SH SOLE 36125 0 0
D CLEAR CHANNEL COMMUNICATIONS COM 184502102 6257 90600 SH SOLE 90600 0 0
D CLOROX CO DEL COM 189054109 4095 124100 SH SOLE 124100 0 0
D COASTAL CORP COM 190441105 3894 84650 SH SOLE 84650 0 0
D COCA COLA CO COM 191216100 25261 538176 SH SOLE 538176 0 0
D COCA COLA ENTERPRISES INC COM 191219104 3165 146800 SH SOLE 146800 0 0
D COLGATE PALMOLIVE CO COM 194162103 9351 165876 SH SOLE 165876 0 0
D COLONIAL BANCGROUP INC COM 195493309 421 39200 SH SOLE 39200 0 0
D COLUMBIA ENERGY GROUP COM 197648108 4166 70319 SH SOLE 70319 0 0
D COLUMBIA/HCA HEALTHCARE CORP COM 197677107 5686 224645 SH SOLE 224645 0 0
D COMCAST CORP CL A SPL 200300200 10061 231960 SH SOLE 231960 0 0
D COMDISCO INC COM 200336105 1531 34700 SH SOLE 34700 0 0
D COMERICA INC COM 200340107 2343 55950 SH SOLE 55950 0 0
D COMPAQ COMPUTER CORP COM 204493100 12714 470900 SH SOLE 470900 0 0
D COMPUTER ASSOC INTL INC COM 204912109 7491 126562 SH SOLE 126562 0 0
D COMPUTER SCIENCES CORP COM 205363104 4442 56142 SH SOLE 56142 0 0
D COMPUWARE CORP COM 205638109 3665 174000 SH SOLE 174000 0 0
D COMSAT CORP COM SER 1 20564D107 216 10458 SH SOLE 10458 0 0
D COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 4782 25300 SH SOLE 25300 0 0
D CONAGRA INC COM 205887102 4440 244984 SH SOLE 244984 0 0
D CONCORD EFS INC COM 206197105 897 39100 SH SOLE 39100 0 0
D CONECTIV INC COM 206829103 200 11400 SH SOLE 11400 0 0
D CONEXANT SYSTEMS INC COM 207142100 4331 61000 SH SOLE 61000 0 0
D CONOCO INC CL A 208251306 2263 91900 SH SOLE 91900 0 0
D CONOCO INC CL B 208251405 3762 146800 SH SOLE 146800 0 0
D CONSECO INC COM 208464107 2411 210800 SH SOLE 210800 0 0
D CONSOLIDATED EDISON INC COM 209115104 3682 126432 SH SOLE 126432 0 0
D CONSOLIDATED PAPERS INC COM 209759109 504 13100 SH SOLE 13100 0 0
D CONSOLIDATED STORES CORP COM 210149100 2109 185400 SH SOLE 185400 0 0
D CONSTELLATION ENERGY CORP COM 210371100 2526 79247 SH SOLE 79247 0 0
D CONTINENTAL AIRLS INC CL B 210795308 519 12700 SH SOLE 12700 0 0
D CONVERGYS CORP COM 212485106 495 12800 SH SOLE 12800 0 0
D COOPER CAMERON CORP COM 216640102 247 3700 SH SOLE 3700 0 0
D COOPER INDS INC COM 216669101 3031 86588 SH SOLE 86588 0 0
D COOPER TIRE & RUBR CO COM 216831107 3227 256900 SH SOLE 256900 0 0
D COORS ADOLPH CO CL B 217016104 2459 51224 SH SOLE 51224 0 0
D CORDANT TECHNOLOGIES INC COM 218412104 877 15500 SH SOLE 15500 0 0
D CORIXA CORP COM 21887F100 760 18419 SH SOLE 18419 0 0
D CORNING INC COM 219350105 13231 68200 SH SOLE 68200 0 0
D COSTCO WHSL CORP NEW COM 22160K105 7511 142900 SH SOLE 142900 0 0
D COUNTRYWIDE CR INDS INC DEL COM 222372104 3330 122200 SH SOLE 122200 0 0
D COVAD COMMUNICATIONS GROUP INC COM 222814204 1283 17700 SH SOLE 17700 0 0
D COX COMMUNICATIONS INC NEW CL A 224044107 1581 32600 SH SOLE 32600 0 0
D CRANE CO COM 224399105 2500 106100 SH SOLE 106100 0 0
D CRITICAL PATH INC COM 22674V100 323 3800 SH SOLE 3800 0 0
D CROWN CASTLE INTL CORP COM 228227104 341 9000 SH SOLE 9000 0 0
D CROWN CORK & SEAL INC COM 228255105 2986 186630 SH SOLE 186630 0 0
D CUMMINS ENGINE INC COM 231021106 2670 71070 SH SOLE 71070 0 0
D DQE INC COM 23329J104 1178 25900 SH SOLE 25900 0 0
D DPL INC COM 233293109 3195 144000 SH SOLE 144000 0 0
D DTE ENERGY CO COM 233331107 3419 117144 SH SOLE 117144 0 0
D DANA CORP COM 235811106 2724 96628 SH SOLE 96628 0 0
D DANAHER CORP DEL COM 235851102 3208 62900 SH SOLE 62900 0 0
D DARDEN RESTAURANTS INC COM 237194105 3010 169000 SH SOLE 169000 0 0
D DEAN FOODS CO COM 242361103 752 28100 SH SOLE 28100 0 0
D DEERE & CO COM 244199105 4375 115119 SH SOLE 115119 0 0
D DELHAIZE AMER INC CL B 246688204 324 16298 SH SOLE 16298 0 0
D DELL COMPUTER CORP COM 247025109 26845 497700 SH SOLE 497700 0 0
D DELPHI AUTOMOTIVE SYS CORP COM 247126105 3284 205259 SH SOLE 205259 0 0
D DELTA AIR LINES INC DEL COM 247361108 3798 71326 SH SOLE 71326 0 0
D DELUXE CORP COM 248019101 2621 98915 SH SOLE 98915 0 0
D DENTSPLY INTL INC NEW COM 249030107 275 9700 SH SOLE 9700 0 0
D DEVON ENERGY CORP NEW COM 25179M103 209 4300 SH SOLE 4300 0 0
D DEVRY INC DEL COM 251893103 351 11500 SH SOLE 11500 0 0
D DIAL CORP NEW COM 25247D101 249 18100 SH SOLE 18100 0 0
D DIAMOND OFFSHORE DRILLING INC COM 25271C102 927 23200 SH SOLE 23200 0 0
D DIEBOLD INC COM 253651103 212 7700 SH SOLE 7700 0 0
D DILLARDS INC CL A 254067101 2959 180000 SH SOLE 180000 0 0
D DIME BANCORP INC NEW COM 25429Q102 1494 80739 SH SOLE 80739 0 0
D DISNEY WALT CO COM DISNEY 254687106 23273 564200 SH SOLE 564200 0 0
D DISNEY WALT CO COM GO COM 254687205 200 9700 SH SOLE 9700 0 0
D DOLE FOOD INC COM 256605106 457 23500 SH SOLE 23500 0 0
D DOLLAR GEN CORP COM 256669102 3037 113018 SH SOLE 113018 0 0
D DOLLAR TREE STORES INC COM 256747106 620 11900 SH SOLE 11900 0 0
D DOMINION RES INC VA NEW COM 25746U109 2550 66351 SH SOLE 66351 0 0
D DONNELLEY R R & SONS CO COM 257867101 2453 117180 SH SOLE 117180 0 0
D DOUBLECLICK INC COM 258609304 1554 16600 SH SOLE 16600 0 0
D DOVER CORP COM 260003108 3984 83220 SH SOLE 83220 0 0
D DOW CHEM CO COM 260543103 8443 74064 SH SOLE 74064 0 0
D DOW JONES & CO INC COM 260561105 2630 36625 SH SOLE 36625 0 0
D DU PONT E I DE NEMOURS & CO COM 263534109 14682 277352 SH SOLE 277352 0 0
D DUKE ENERGY CORP COM 264399106 6860 130676 SH SOLE 130676 0 0
D DUN & BRADSTREET CORP DEL COM 26483B106 2951 103103 SH SOLE 103103 0 0
D DYNEGY INC NEW CL A 26816Q101 1608 25627 SH SOLE 25627 0 0
D E M C CORP MASS COM 268648102 30061 238581 SH SOLE 238581 0 0
D ENSCO INTL INC COM 26874Q100 1384 38300 SH SOLE 38300 0 0
D E-TEK DYNAMICS INC COM 269240107 1459 6200 SH SOLE 6200 0 0
D E TRADE GROUP INC COM 269246104 1039 34500 SH SOLE 34500 0 0
D EARTHLINK INC COM 270321102 264 13560 SH SOLE 13560 0 0
D EASTERN ENTERPRISES COM 27637F100 2108 35200 SH SOLE 35200 0 0
D EASTMAN CHEM CO COM 277432100 2894 63597 SH SOLE 63597 0 0
D EASTMAN KODAK CO COM 277461109 6126 112789 SH SOLE 112789 0 0
D EATON CORP COM 278058102 2621 33600 SH SOLE 33600 0 0
D EBAY INC COM 278642103 1126 6400 SH SOLE 6400 0 0
D ECHOSTAR COMMUNICATIONS NEW CL A 278762109 2212 28000 SH SOLE 28000 0 0
D ECOLAB INC COM 278865100 3284 89500 SH SOLE 89500 0 0
D EDISON INTL COM 281020107 3278 197902 SH SOLE 197902 0 0
D EDWARDS AG INC COM 281760108 1638 40950 SH SOLE 40950 0 0
D EL PASO ENERGY CORP DEL COM 283905107 4835 119750 SH SOLE 119750 0 0
D ELECTRONIC ARTS INC COM 285512109 861 12100 SH SOLE 12100 0 0
D ELECTRONIC DATA SYS NEW COM 285661104 7343 114400 SH SOLE 114400 0 0
D ELECTRONICS FOR IMAGING INC COM 286082102 564 9400 SH SOLE 9400 0 0
D EMERSON ELEC CO COM 291011104 7799 146810 SH SOLE 146810 0 0
D ENERGY EAST CORP COM 29266M109 331 16700 SH SOLE 16700 0 0
D ENGELHARD CORP COM 292845104 2901 191800 SH SOLE 191800 0 0
D ENRON CORP COM 293561106 15140 202208 SH SOLE 202208 0 0
D ENTERGY CORP NEW COM 29364G103 3311 164000 SH SOLE 164000 0 0
D EQUIFAX INC COM 294429105 3012 119300 SH SOLE 119300 0 0
D EQUITY OFFICE PROPERTIES TRUST COM 294741103 701 27900 SH SOLE 27900 0 0
D EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 1355 33725 SH SOLE 33725 0 0
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D SAFECO CORP COM 786429100 2420 91100 SH SOLE 91100 0 0
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D SCHLUMBERGER LTD COM 806857108 2382 31132 SH SOLE 31132 0 0
D SCHWAB CHARLES CORP NEW COM 808513105 10323 181700 SH SOLE 181700 0 0
D SCIENTIFIC ATLANTA INC COM 808655104 3953 62500 SH SOLE 62500 0 0
D SEAGATE TECHNOLOGY COM 811804103 5101 82600 SH SOLE 82600 0 0
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D SEALED AIR CORP NEW COM 81211K100 3299 60742 SH SOLE 60742 0 0
D SEARS ROEBUCK & CO COM 812387108 4704 153607 SH SOLE 153607 0 0
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D SERVICEMASTER CO COM 81760N109 678 60300 SH SOLE 60300 0 0
D SHARED MED SYS CORP COM 819486101 2356 45415 SH SOLE 45415 0 0
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D SHERWIN WILLIAMS CO COM 824348106 2918 131900 SH SOLE 131900 0 0
D SIEBEL SYS INC COM 826170102 3129 26200 SH SOLE 26200 0 0
D SIGMA ALDRICH CORP COM 826552101 2615 97300 SH SOLE 97300 0 0
D SILICON GRAPHICS INC COM 827056102 2688 254500 SH SOLE 254500 0 0
D SIMON PPTY GROUP INC NEW COM 828806109 2492 106900 SH SOLE 106900 0 0
D SMITH INTL INC COM 832110100 364 4700 SH SOLE 4700 0 0
D SNYDER COMMUNICATIONS INC COM SNC 832914105 212 9400 SH SOLE 9400 0 0
D SNAP ON INC COM 833034101 2315 88403 SH SOLE 88403 0 0
D SOLECTRON CORP COM 834182107 6079 151500 SH SOLE 151500 0 0
D SOLUTIA INC COM 834376105 451 33700 SH SOLE 33700 0 0
D SOUTHERN CO COM 842587107 5618 258300 SH SOLE 258300 0 0
D SOUTHTRUST CORP COM 844730101 4228 166200 SH SOLE 166200 0 0
D SOUTHWEST AIRLS CO COM 844741108 3575 171787 SH SOLE 171787 0 0
D SOVEREIGN BANCORP INC COM 845905108 1002 132520 SH SOLE 132520 0 0
D SPRINGS INDS INC CL A 851783100 2061 54246 SH SOLE 54246 0 0
D SPRINT CORP COM FON GROUP 852061100 12833 202900 SH SOLE 202900 0 0
D SPRINT CORP PCS COM SER 1 852061506 9314 142200 SH SOLE 142200 0 0
D STANLEY WKS COM 854616109 2511 95200 SH SOLE 95200 0 0
D STAPLES INC COM 855030102 4106 205300 SH SOLE 205300 0 0
D STARBUCKS CORP COM 855244109 1568 35000 SH SOLE 35000 0 0
D STARWOOD FINL INC COM 85569R104 289 16400 SH SOLE 16400 0 0
D STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A203 1748 67900 SH SOLE 67900 0 0
D STATE STR CORP COM 857477103 6093 62900 SH SOLE 62900 0 0
D STERLING COMM INC COM 859205106 671 15200 SH SOLE 15200 0 0
D STERLING SOFTWARE INC COM 859547101 298 9100 SH SOLE 9100 0 0
D STORAGE TECHNOLOGY CORP COM PAR $0.10 862111200 382 24000 SH SOLE 24000 0 0
D STRYKER CORP COM 863667101 956 13700 SH SOLE 13700 0 0
D SUMMIT BANCORP COM 866005101 2470 94100 SH SOLE 94100 0 0
D SUN MICROSYSTEMS INC COM 866810104 33761 360300 SH SOLE 360300 0 0
D SUNGARD DATA SYS INC COM 867363103 800 21200 SH SOLE 21200 0 0
D SUNOCO INC COM 86764P109 3395 124024 SH SOLE 124024 0 0
D SUNTRUST BKS INC COM 867914103 6930 120000 SH SOLE 120000 0 0
D SUPERVALU INC COM 868536103 4235 223620 SH SOLE 223620 0 0
D SYBRON INTL CORP COM 87114F106 577 19900 SH SOLE 19900 0 0
D SYMANTEC CORP COM 871503108 631 8400 SH SOLE 8400 0 0
D SYMBOL TECHNOLOGIES INC COM 871508107 1391 16900 SH SOLE 16900 0 0
D SYNOPSYS INC COM 871607107 546 11200 SH SOLE 11200 0 0
D SYNOVUS FINL CORP COM 87161C105 2977 157700 SH SOLE 157700 0 0
D SYSCO CORP COM 871829107 4793 132684 SH SOLE 132684 0 0
D TJX COS INC NEW COM 872540109 3783 170500 SH SOLE 170500 0 0
D TRW INC COM 872649108 2438 41668 SH SOLE 41668 0 0
D TMP WORLDWIDE INC COM 872941109 809 10400 SH SOLE 10400 0 0
D TV GUIDE INC CL A 87307Q109 346 7200 SH SOLE 7200 0 0
D TANDY CORP COM 875382103 4096 80716 SH SOLE 80716 0 0
D TARGET CORP COM 87612E106 9454 126476 SH SOLE 126476 0 0
D TECH DATA CORP COM 878237106 588 17900 SH SOLE 17900 0 0
D TEKTRONIX INC COM 879131100 2086 37256 SH SOLE 37256 0 0
D TELEPHONE & DATA SYS INC COM 879433100 833 7500 SH SOLE 7500 0 0
D TELIGENT INC CL A 87959Y103 281 4200 SH SOLE 4200 0 0
D TELLABS INC COM 879664100 7023 111500 SH SOLE 111500 0 0
D TEMPLE INLAND INC COM 879868107 2321 46594 SH SOLE 46594 0 0
D TENET HEALTHCARE CORP COM 88033G100 3614 155456 SH SOLE 155456 0 0
D TERADYNE INC COM 880770102 5117 62400 SH SOLE 62400 0 0
D TEXACO INC COM 881694103 9411 175096 SH SOLE 175096 0 0
D TEXAS INSTRS INC COM 882508104 29552 184700 SH SOLE 184700 0 0
D TEXAS UTILS CO COM 882848104 4177 140700 SH SOLE 140700 0 0
D TEXTRON INC COM 883203101 4083 67072 SH SOLE 67072 0 0
D THERMO ELECTRON CORP COM 883556102 2516 123500 SH SOLE 123500 0 0
D THOMAS & BETTS CORP COM 884315102 2692 95300 SH SOLE 95300 0 0
D 3COM CORP COM 885535104 5913 106300 SH SOLE 106300 0 0
D TIFFANY & CO NEW COM 886547108 886 10600 SH SOLE 10600 0 0
D TIME WARNER INC COM 887315109 27768 277676 SH SOLE 277676 0 0
D TIMES MIRROR CO NEW COM SER A 887364107 2862 30800 SH SOLE 30800 0 0
D TIMKEN CO COM 887389104 2178 134028 SH SOLE 134028 0 0
D TOO INC COM 890333107 215 6812 SH SOLE 6812 0 0
D TORCHMARK CORP COM 891027104 2437 105400 SH SOLE 105400 0 0
D TOSCO CORP COM NEW 891490302 4376 142900 SH SOLE 142900 0 0
D TOYS R US INC COM 892335100 3161 213400 SH SOLE 213400 0 0
D TRAVELERS PPTY CAS CORP CL A 893939108 627 15200 SH SOLE 15200 0 0
D TRICON GLOBAL RESTAURANTS COM 895953107 2817 90676 SH SOLE 90676 0 0
D TRIBUNE CO NEW COM 896047107 3235 88484 SH SOLE 88484 0 0
D TRIGON HEALTHCARE INC COM 89618L100 761 21300 SH SOLE 21300 0 0
D TUPPERWARE CORP COM 899896104 2211 139800 SH SOLE 139800 0 0
D TYCO INTL LTD NEW COM 902124106 2226 44404 SH SOLE 44404 0 0
D TYSON FOODS INC CL A 902494103 181 16300 SH SOLE 16300 0 0
D UAL CORP COM PAR $0.01 902549500 823 13600 SH SOLE 13600 0 0
D USX MARATHON GROUP COM NEW 902905827 4499 172639 SH SOLE 172639 0 0
D UST INC COM 902911106 2328 149000 SH SOLE 149000 0 0
D US BANCORP DEL COM 902973106 6199 283400 SH SOLE 283400 0 0
D USA NETWORKS INC COM 902984103 891 39500 SH SOLE 39500 0 0
D U S G CORP COM NEW 903293405 310 7400 SH SOLE 7400 0 0
D USX-U S STL COM 90337T101 4220 168800 SH SOLE 168800 0 0
D ULTRAMAR DIAMOND SHAMROCK CORP COM 904000106 632 24900 SH SOLE 24900 0 0
D UNILEVER N V N Y SHS NEW 904784709 2308 47957 SH SOLE 47957 0 0
D UNICOM CORP COM 904911104 2750 75345 SH SOLE 75345 0 0
D UNION CARBIDE CORP COM 905581104 3867 66317 SH SOLE 66317 0 0
D UNION PAC CORP COM 907818108 4568 116764 SH SOLE 116764 0 0
D UNION PAC RES GROUP INC COM 907834105 3514 242370 SH SOLE 242370 0 0
D UNION PLANTERS CORP COM 908068109 3967 128751 SH SOLE 128751 0 0
D UNISYS CORP COM 909214108 3658 142407 SH SOLE 142407 0 0
D UNITED HEALTHCARE CORP COM 910581107 3876 65000 SH SOLE 65000 0 0
D UNITED STATES CELLULAR CORP COM 911684108 1129 15900 SH SOLE 15900 0 0
D US AIRWAYS GROUP INC COM 911905107 1535 55175 SH SOLE 55175 0 0
D U S WEST INC NEW COM 91273H101 10748 147991 SH SOLE 147991 0 0
D U S TR CORP NEW COM 91288L105 681 3600 SH SOLE 3600 0 0
D UNITED TECHNOLOGIES CORP COM 913017109 8707 137804 SH SOLE 137804 0 0
D UNITEDGLOBALCOM CL A 913247508 1133 15100 SH SOLE 15100 0 0
D UNITRIN INC COM 913275103 882 22200 SH SOLE 22200 0 0
D UNIVERSAL HLTH SVCS INC CL B 913903100 372 7600 SH SOLE 7600 0 0
D UNIVISION COMMUNICATIONS INC CL A 914906102 1706 15100 SH SOLE 15100 0 0
D UNOCAL CORP COM 915289102 3548 119274 SH SOLE 119274 0 0
D UNUMPROVIDENT CORP COM 91529Y106 3444 203351 SH SOLE 203351 0 0
D V F CORP COM 918204108 2571 106832 SH SOLE 106832 0 0
D VALASSIS COMMUNICATIONS INC COM 918866104 360 10800 SH SOLE 10800 0 0
D VASTAR RES INC COM 922380100 245 3300 SH SOLE 3300 0 0
D VENATOR GROUP INC COM 922944103 107 12000 SH SOLE 12000 0 0
D VERISIGN INC COM 92343E102 2198 14700 SH SOLE 14700 0 0
D VERIO INC COM 923433106 568 12600 SH SOLE 12600 0 0
D VERITAS SOFTWARE CO COM 923436109 9678 73875 SH SOLE 73875 0 0
D VIAD CORP COM 92552R109 503 22000 SH SOLE 22000 0 0
D VIACOM INC CL B 925524308 8013 151900 SH SOLE 151900 0 0
D VIGNETTE CORP COM 926734104 737 4600 SH SOLE 4600 0 0
D VISHAY INTERTECHNOLOGY INC COM 928298108 894 16075 SH SOLE 16075 0 0
D VISX INC DEL COM 92844S105 195 10700 SH SOLE 10700 0 0
D VITESSE SEMICONDUCTOR CORP COM 928497106 2830 29400 SH SOLE 29400 0 0
D VOICESTREAM WIRELESS CORP COM 928615103 2319 18000 SH SOLE 18000 0 0
D VULCAN MATLS CO COM 929160109 2456 53600 SH SOLE 53600 0 0
D WACHOVIA CORP COM 929771103 5790 85700 SH SOLE 85700 0 0
D WADDELL & REED FINL INC CL A 930059100 470 11100 SH SOLE 11100 0 0
D WAL MART STORES INC COM 931142103 35665 631236 SH SOLE 631236 0 0
D WALGREEN CO COM 931422109 7898 306700 SH SOLE 306700 0 0
D WARNER LAMBERT CO COM 934488107 20360 208424 SH SOLE 208424 0 0
D WASHINGTON MUT INC COM 939322103 6118 230863 SH SOLE 230863 0 0
D WASTE MGMT INC DEL COM 94106L109 3830 279802 SH SOLE 279802 0 0
D WATERS CORP COM 941848103 1133 11900 SH SOLE 11900 0 0
D WATSON PHARMACEUTICALS INC COM 942683103 2857 72000 SH SOLE 72000 0 0
D WEATHERFORD INTL INC COM 947074100 889 15200 SH SOLE 15200 0 0
D WEIS MKTS INC COM 948849104 751 22100 SH SOLE 22100 0 0
D WELLPOINT HEALTH NETWORK NEW COM 94973H108 3452 49400 SH SOLE 49400 0 0
D WELLS FARGO & CO NEW COM 949746101 18725 459516 SH SOLE 459516 0 0
D WENDYS INTL INC COM 950590109 2781 137745 SH SOLE 137745 0 0
D WESTERN RES INC COM 959425109 1357 85800 SH SOLE 85800 0 0
D WESTERN WIRELESS CORP CL A 95988E204 399 8700 SH SOLE 8700 0 0
D WESTVACO CORP COM 961548104 3119 93463 SH SOLE 93463 0 0
D WEYERHAEUSER CO COM 962166104 5479 96131 SH SOLE 96131 0 0
D WHIRLPOOL CORP COM 963320106 3125 53299 SH SOLE 53299 0 0
D WILLAMETTE INDS INC COM 969133107 2716 67700 SH SOLE 67700 0 0
D WILLIAMS COS INC DEL COM 969457100 6421 146150 SH SOLE 146150 0 0
D WILLIAMS SONOMA INC COM 969904101 257 8300 SH SOLE 8300 0 0
D WINN DIXIE STORES INC COM 974280109 2643 136000 SH SOLE 136000 0 0
D WINSTAR COMMUNICATIONS INC COM 975515107 1122 18700 SH SOLE 18700 0 0
D WORTHINGTON INDS INC COM 981811102 2137 172700 SH SOLE 172700 0 0
D WRIGLEY WM JR CO COM 982526105 3174 41320 SH SOLE 41320 0 0
D XILINX INC COM 983919101 6608 79800 SH SOLE 79800 0 0
D XEROX CORP COM 984121103 5999 230720 SH SOLE 230720 0 0
D YAHOO INC COM 984332106 11345 66200 SH SOLE 66200 0 0
D YOUNG & RUBICAM INC COM 987425105 2524 53700 SH SOLE 53700 0 0
D ZIONS BANCORPORATION COM 989701107 712 17100 SH SOLE 17100 0 0
S REPORT SUMMARY 826 DATA RECORDS 3994985 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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