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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 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
February 10, 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: 812
Form 13F Information Table Value Total: $4,526,126 (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 AMDOCS LTD ORD G02602103 279 8100 SH SOLE 8100 0 0
D GLOBAL CROSSING LTD COM G3921A100 3959 79170 SH SOLE 79170 0 0
D A D C TELECOMMUNICATIONS COM 000886101 5878 81000 SH SOLE 81000 0 0
D AFLAC INC COM 001055102 6243 132300 SH SOLE 132300 0 0
D AES CORP COM 00130H105 5823 77900 SH SOLE 77900 0 0
D AK STL HLDG CORP COM 001547108 202 10700 SH SOLE 10700 0 0
D AMFM INC COM 001693100 1259 16091 SH SOLE 16091 0 0
D AMR CORP COM 001765106 5741 85680 SH SOLE 85680 0 0
D AT&T CORP COM 001957109 42611 838585 SH SOLE 838585 0 0
D AT&T CORP COM LIB GRP A 001957208 15487 272600 SH SOLE 272600 0 0
D AVX CORP NEW COM 002444107 1953 39100 SH SOLE 39100 0 0
D AXA FINL INC COM 002451102 1523 44800 SH SOLE 44800 0 0
D ABBOTT LABS COM 002824100 15839 436196 SH SOLE 436196 0 0
D ABERCROMBIE & FITCH CO CL A 002896207 507 19000 SH SOLE 19000 0 0
D ACXIOM CORP COM 005125109 274 11400 SH SOLE 11400 0 0
D ADAPTEC INC COM 00651F108 4259 85400 SH SOLE 85400 0 0
D ADELPHIA COMMUNICATIONS CORP CL A 006848105 518 7900 SH SOLE 7900 0 0
D ADOBE SYS INC COM 00724F101 5266 78300 SH SOLE 78300 0 0
D ADVANCED MICRO DEVICES INC COM 007903107 4451 153800 SH SOLE 153800 0 0
D AETNA INC COM 008117103 5654 101302 SH SOLE 101302 0 0
D AFFILIATED COMPUTER SERVICES CL A 008190100 547 11900 SH SOLE 11900 0 0
D AIR PRODS & CHEMS INC COM 009158106 5601 166896 SH SOLE 166896 0 0
D ALBERTO CULVER CO CL B CONV 013068101 4465 172980 SH SOLE 172980 0 0
D ALBERTSONS INC COM 013104104 6720 208371 SH SOLE 208371 0 0
D ALCAN ALUMINIUM LTD NEW COM 013716105 4284 103551 SH SOLE 103551 0 0
D ALCOA INC COM 013817101 11676 140680 SH SOLE 140680 0 0
D ALLEGHENY ENERGY INC COM 017361106 2360 87600 SH SOLE 87600 0 0
D ALLEGHENY TECHNOLOGIES INC COM 01741R102 3612 160973 SH SOLE 160973 0 0
D ALLEGIANCE TELECOM INC COM 01747T102 1172 12700 SH SOLE 12700 0 0
D ALLERGAN INC COM 018490102 5124 103000 SH SOLE 103000 0 0
D ALLIANT CORP COM 018802108 2676 97300 SH SOLE 97300 0 0
D ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 4174 473700 SH SOLE 473700 0 0
D ALLSTATE CORP COM 020002101 8155 338916 SH SOLE 338916 0 0
D ALLTEL CORP COM 020039103 9501 114900 SH SOLE 114900 0 0
D ALTERA CORP COM 021441100 1730 34900 SH SOLE 34900 0 0
D ALZA CORP DEL COM 022615108 4262 123100 SH SOLE 123100 0 0
D AMAZON COM INC COM 023135106 2954 38800 SH SOLE 38800 0 0
D AMBAC FINL GROUP INC COM 023139108 2187 41900 SH SOLE 41900 0 0
D AMERADA HESS CORP COM 023551104 3496 61609 SH SOLE 61609 0 0
D AMEREN CORP COM 023608102 3213 98100 SH SOLE 98100 0 0
D AMERICA ONLINE INC DEL COM 02364J104 40312 531300 SH SOLE 531300 0 0
D AMERICAN ELEC PWR INC COM 025537101 3547 110400 SH SOLE 110400 0 0
D AMERICAN EXPRESS CO COM 025816109 20940 125952 SH SOLE 125952 0 0
D AMERICAN FINL GROUP INC OHIO COM 025932104 1701 64500 SH SOLE 64500 0 0
D AMERICAN GENERAL CORP COM 026351106 8393 110620 SH SOLE 110620 0 0
D AMERICAN GREETINGS CORP CL A 026375105 3733 158000 SH SOLE 158000 0 0
D AMERICAN HOME PRODS CORP COM 026609107 14853 378408 SH SOLE 378408 0 0
D AMERICAN INTL GROUP INC COM 026874107 37394 345842 SH SOLE 345842 0 0
D AMERICAN PWR CONVERSION CORP COM 029066107 359 13600 SH SOLE 13600 0 0
D AMERICAN STD COS INC DEL COM 029712106 344 7500 SH SOLE 7500 0 0
D AMERICAN TOWER CORP CL A 029912201 333 10900 SH SOLE 10900 0 0
D AMERITRADE HLDG CORP CL A 03072H109 273 12600 SH SOLE 12600 0 0
D AMGEN INC COM 031162100 17370 289200 SH SOLE 289200 0 0
D AMSOUTH BANCORPORATION COM 032165102 5619 290962 SH SOLE 290962 0 0
D ANADARKO PETE CORP COM 032511107 4163 122000 SH SOLE 122000 0 0
D ANALOG DEVICES INC COM 032654105 7412 79700 SH SOLE 79700 0 0
D ANDREW CORP COM 034425108 3734 197161 SH SOLE 197161 0 0
D ANHEUSER BUSCH COS INC COM 035229103 11217 158264 SH SOLE 158264 0 0
D AON CORP COM 037389103 5205 130125 SH SOLE 130125 0 0
D APACHE CORP COM 037411105 4344 117600 SH SOLE 117600 0 0
D APOLLO GROUP INC CL A 037604105 303 15100 SH SOLE 15100 0 0
D APPLE COMPUTER INC COM 037833100 5840 56800 SH SOLE 56800 0 0
D APPLIED MICRO CIRCUITS CORP COM 03822W109 1158 9100 SH SOLE 9100 0 0
D APPLIED MATLS INC COM 038222105 14822 117000 SH SOLE 117000 0 0
D ARCHER DANIELS MIDLAND CO COM 039483102 4382 361375 SH SOLE 361375 0 0
D ARMSTRONG WORLD INDS INC COM 042476101 3683 110355 SH SOLE 110355 0 0
D ARROW ELECTRS INC COM 042735100 931 36700 SH SOLE 36700 0 0
D ASHLAND INC COM 044204105 4358 132300 SH SOLE 132300 0 0
D ASSOCIATED GROUP INC CL A 045651106 301 3300 SH SOLE 3300 0 0
D AT HOME CORP COM SER A 045919107 1252 29200 SH SOLE 29200 0 0
D ASSOCIATES FIRST CAP CORP CL A 046008108 7891 287590 SH SOLE 287590 0 0
D ATLANTIC RICHFIELD CO COM 048825103 9987 115460 SH SOLE 115460 0 0
D ATMEL CORP COM 049513104 727 24600 SH SOLE 24600 0 0
D AUTODESK INC COM 052769106 3702 109700 SH SOLE 109700 0 0
D AUTOMATIC DATA PROCESSING INC COM 053015103 11380 211232 SH SOLE 211232 0 0
D AUTONATION INC COM 05329W102 693 74900 SH SOLE 74900 0 0
D AUTOZONE INC COM 053332102 4488 138900 SH SOLE 138900 0 0
D AVERY DENNISON CORP COM 053611109 5648 77500 SH SOLE 77500 0 0
D AVNET INC COM 053807103 1809 29900 SH SOLE 29900 0 0
D AVON PRODS INC COM 054303102 5463 165536 SH SOLE 165536 0 0
D BB&T CORP COM 054937107 4629 169100 SH SOLE 169100 0 0
D BISYS GROUP INC COM 055472104 346 5300 SH SOLE 5300 0 0
D BJ SVCS CO COM 055482103 422 10100 SH SOLE 10100 0 0
D BMC SOFTWARE INC COM 055921100 8505 106400 SH SOLE 106400 0 0
D BAKER HUGHES INC COM 057224107 5766 273763 SH SOLE 273763 0 0
D BALL CORP COM 058498106 3414 86714 SH SOLE 86714 0 0
D BANK OF AMERICA CORPORATION COM 060505104 24216 482505 SH SOLE 482505 0 0
D BANK NEW YORK INC COM 064057102 10600 265000 SH SOLE 265000 0 0
D BANK ONE CORP COM 06423A103 12528 391505 SH SOLE 391505 0 0
D BARD C R INC COM 067383109 4008 75626 SH SOLE 75626 0 0
D BARRICK GOLD CORP COM 067901108 3302 186700 SH SOLE 186700 0 0
D BAUSCH & LOMB INC COM 071707103 4140 60486 SH SOLE 60486 0 0
D BAXTER INTL INC COM 071813109 7905 125844 SH SOLE 125844 0 0
D BEA SYS INC COM 073325102 2154 30800 SH SOLE 30800 0 0
D BEAR STEARNS COS INC COM 073902108 5498 128600 SH SOLE 128600 0 0
D BECKMAN COULTER INC COM 075811109 270 5300 SH SOLE 5300 0 0
D BECTON DICKINSON & CO COM 075887109 5323 197600 SH SOLE 197600 0 0
D BED BATH & BEYOND INC COM 075896100 4375 125900 SH SOLE 125900 0 0
D BELL ATLANTIC CORP COM 077853109 26493 430338 SH SOLE 430338 0 0
D BELLSOUTH CORP COM 079860102 24951 533000 SH SOLE 533000 0 0
D BELO A H CORP DEL COM SER A 080555105 625 32800 SH SOLE 32800 0 0
D BEMIS INC COM 081437105 3731 106984 SH SOLE 106984 0 0
D BERGEN BRUNSWIG CORP CL A 083739102 598 71900 SH SOLE 71900 0 0
D BEST BUY INC COM 086516101 5683 113100 SH SOLE 113100 0 0
D BESTFOODS COM 08658U101 6601 125592 SH SOLE 125592 0 0
D BETHLEHEM STL CORP COM 087509105 3595 429300 SH SOLE 429300 0 0
D BIOGEN INC COM 090597105 2501 29600 SH SOLE 29600 0 0
D BIOMET INC COM 090613100 4692 117300 SH SOLE 117300 0 0
D BLACK & DECKER CORP COM 091797100 4624 88500 SH SOLE 88500 0 0
D BLOCK H & R INC COM 093671105 3846 87900 SH SOLE 87900 0 0
D BOEING CO COM 097023105 12724 307054 SH SOLE 307054 0 0
D BOISE CASCADE CORP COM 097383103 4766 117671 SH SOLE 117671 0 0
D BORG-WARNER AUTOMOTIVE INC COM 099724106 251 6200 SH SOLE 6200 0 0
D BOSTON PROPERTIES INC COM 101121101 317 10200 SH SOLE 10200 0 0
D BOSTON SCIENTIFIC CORP COM 101137107 5241 239600 SH SOLE 239600 0 0
D BRIGGS & STRATTON CORP COM 109043109 3502 65300 SH SOLE 65300 0 0
D BRINKER INTL INC COM 109641100 994 41200 SH SOLE 41200 0 0
D BRISTOL MYERS SQUIBB CO COM 110122108 31464 490192 SH SOLE 490192 0 0
D BROADCOM CORP CL A 111320107 2860 10500 SH SOLE 10500 0 0
D BROADWING INC COM 111620100 999 27100 SH SOLE 27100 0 0
D BROWN FORMAN CORP CL B 115637209 4253 74283 SH SOLE 74283 0 0
D BRUNSWICK CORP COM 117043109 3714 166900 SH SOLE 166900 0 0
D BURLINGTON NORTHN SANTA FE CP COM 12189T104 6193 255400 SH SOLE 255400 0 0
D BURLINGTON RES INC COM 122014103 4206 127223 SH SOLE 127223 0 0
D CBS CORP COM 12490K107 15320 239607 SH SOLE 239607 0 0
D CDW COMPUTER CTRS INC COM 125129106 377 4800 SH SOLE 4800 0 0
D CIGNA CORP COM 125509109 6976 86589 SH SOLE 86589 0 0
D CMGI INC COM 125750109 4070 14700 SH SOLE 14700 0 0
D CMS ENERGY CORP COM 125896100 5127 164400 SH SOLE 164400 0 0
D CNET INC COM 125945105 482 8500 SH SOLE 8500 0 0
D CSG SYS INTL INC COM 126349109 375 9400 SH SOLE 9400 0 0
D CSX CORP COM 126408103 3931 125304 SH SOLE 125304 0 0
D CVS CORP COM 126650100 7744 194200 SH SOLE 194200 0 0
D CABLEVISION SYS CORP CL A 12686C109 2106 27900 SH SOLE 27900 0 0
D CABLETRON SYS INC COM 126920107 3617 139100 SH SOLE 139100 0 0
D CADENCE DESIGN SYSTEM INC COM 127387108 641 26700 SH SOLE 26700 0 0
D CALPINE CORP COM 131347106 563 8800 SH SOLE 8800 0 0
D CAMPBELL SOUP CO COM 134429109 6206 160420 SH SOLE 160420 0 0
D CAPITAL ONE FINL CORP COM 14040H105 5527 114700 SH SOLE 114700 0 0
D CARDINAL HEALTH INC COM 14149Y108 6264 130850 SH SOLE 130850 0 0
D CARNIVAL CORP COM 143658102 3572 74700 SH SOLE 74700 0 0
D CAROLINA PWR & LT CO COM 144141108 3461 113700 SH SOLE 113700 0 0
D CATALINA MARKETING CORP COM 148867104 359 3100 SH SOLE 3100 0 0
D CATELLUS DEV CORP COM 149111106 156 12200 SH SOLE 12200 0 0
D CATERPILLAR INC DEL COM 149123101 7547 160360 SH SOLE 160360 0 0
D CENDANT CORP COM 151313103 8343 314086 SH SOLE 314086 0 0
D CENTENNIAL CELLULAR CORP CL A NEW 15133V208 249 3000 SH SOLE 3000 0 0
D CENTEX CORP COM 152312104 3754 152044 SH SOLE 152044 0 0
D CENTRAL & SOUTH WEST CORP COM 152357109 4110 205500 SH SOLE 205500 0 0
D CENTURYTEL INC COM 156700106 5415 114300 SH SOLE 114300 0 0
D CERIDIAN CORP COM 15677T106 4200 194788 SH SOLE 194788 0 0
D CHAMPION INTL CORP COM 158525105 4864 78530 SH SOLE 78530 0 0
D CHARTER ONE FINL INC COM 160903100 681 35610 SH SOLE 35610 0 0
D CHASE MANHATTAN CORP NEW COM 16161A108 18971 244200 SH SOLE 244200 0 0
D CHECKFREE HLDGS CORP COM 162816102 784 7500 SH SOLE 7500 0 0
D CHEVRON CORPORATION COM 166751107 17050 196828 SH SOLE 196828 0 0
D CHIRON CORP COM 170040109 441 10400 SH SOLE 10400 0 0
D CHUBB CORP COM 171232101 6200 110104 SH SOLE 110104 0 0
D CIENA CORP COM 171779101 1553 27000 SH SOLE 27000 0 0
D CINCINNATI FINL CORP COM 172062101 3484 111700 SH SOLE 111700 0 0
D CINERGY CORP COM 172474108 3305 138071 SH SOLE 138071 0 0
D CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 5525 122600 SH SOLE 122600 0 0
D CISCO SYS INC COM 17275R102 79278 740050 SH SOLE 740050 0 0
D CINTAS CORP COM 172908105 792 14900 SH SOLE 14900 0 0
D CITIGROUP INC COM 172967101 49053 880858 SH SOLE 880858 0 0
D CITIZENS UTILS CO DEL CL B 177342201 260 18300 SH SOLE 18300 0 0
D CITRIX SYS INC COM 177376100 5523 44900 SH SOLE 44900 0 0
D CLAYTON HOMES INC COM 184190106 333 36225 SH SOLE 36225 0 0
D CLEAR CHANNEL COMMUNICATIONS COM 184502102 9469 106100 SH SOLE 106100 0 0
D CLOROX CO DEL COM 189054109 6110 121300 SH SOLE 121300 0 0
D COASTAL CORP COM 190441105 4680 132050 SH SOLE 132050 0 0
D COCA COLA CO COM 191216100 32601 559676 SH SOLE 559676 0 0
D COCA COLA ENTERPRISES INC COM 191219104 4731 235100 SH SOLE 235100 0 0
D COLGATE PALMOLIVE CO COM 194162103 12433 191276 SH SOLE 191276 0 0
D COLONIAL BANCGROUP INC COM 195493309 407 39200 SH SOLE 39200 0 0
D COLUMBIA ENERGY GROUP COM 197648108 6086 96219 SH SOLE 96219 0 0
D COLUMBIA/HCA HEALTHCARE CORP COM 197677107 8147 277945 SH SOLE 277945 0 0
D COMAIR HOLDINGS INC COM 199789108 222 9500 SH SOLE 9500 0 0
D COMCAST CORP CL A SPL 200300200 11538 228200 SH SOLE 228200 0 0
D COMDISCO INC COM 200336105 1781 47800 SH SOLE 47800 0 0
D COMERICA INC COM 200340107 3312 70950 SH SOLE 70950 0 0
D COMPAQ COMPUTER CORP COM 204493100 14232 525900 SH SOLE 525900 0 0
D COMPUTER ASSOC INTL INC COM 204912109 10103 144462 SH SOLE 144462 0 0
D COMPUTER SCIENCES CORP COM 205363104 6315 66742 SH SOLE 66742 0 0
D COMPUWARE CORP COM 205638109 6694 179700 SH SOLE 179700 0 0
D COMSAT CORP COM SER 1 20564D107 208 10458 SH SOLE 10458 0 0
D COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 5616 38800 SH SOLE 38800 0 0
D CONAGRA INC COM 205887102 6379 281184 SH SOLE 281184 0 0
D CONCORD EFS INC COM 206197105 1035 40200 SH SOLE 40200 0 0
D CONECTIV INC COM 206829103 192 11400 SH SOLE 11400 0 0
D CONEXANT SYSTEMS INC COM 207142100 2104 31700 SH SOLE 31700 0 0
D CONOCO INC CL A 208251306 2275 91900 SH SOLE 91900 0 0
D CONOCO INC CL B 208251405 5244 210801 SH SOLE 210801 0 0
D CONSECO INC COM 208464107 4626 259700 SH SOLE 259700 0 0
D CONSOLIDATED EDISON INC COM 209115104 5200 150732 SH SOLE 150732 0 0
D CONSOLIDATED NAT GAS CO COM 209615103 3469 53418 SH SOLE 53418 0 0
D CONSOLIDATED PAPERS INC COM 209759109 417 13100 SH SOLE 13100 0 0
D CONSOLIDATED STORES CORP COM 210149100 3841 236400 SH SOLE 236400 0 0
D CONSTELLATION ENERGY CORP COM 210371100 3638 125447 SH SOLE 125447 0 0
D CONTINENTAL AIRLS INC CL B 210795308 670 15100 SH SOLE 15100 0 0
D CONVERGYS CORP COM 212485106 504 16400 SH SOLE 16400 0 0
D COOPER INDS INC COM 216669101 4124 101988 SH SOLE 101988 0 0
D COOPER TIRE & RUBR CO COM 216831107 4914 312000 SH SOLE 312000 0 0
D COORS ADOLPH CO CL B 217016104 3524 67124 SH SOLE 67124 0 0
D CORDANT TECHNOLOGIES INC COM 218412104 726 22000 SH SOLE 22000 0 0
D CORNING INC COM 219350105 11153 86500 SH SOLE 86500 0 0
D COSTCO WHSL CORP NEW COM 22160K105 8231 90200 SH SOLE 90200 0 0
D COUNTRYWIDE CR INDS INC DEL COM 222372104 4477 177300 SH SOLE 177300 0 0
D COVAD COMMUNICATIONS GROUP INC COM 222814204 699 12500 SH SOLE 12500 0 0
D COX COMMUNICATIONS INC NEW CL A 224044107 1679 32600 SH SOLE 32600 0 0
D CRANE CO COM 224399105 3897 196100 SH SOLE 196100 0 0
D CRITICAL PATH INC COM 22674V100 264 2800 SH SOLE 2800 0 0
D CROWN CORK & SEAL INC COM 228255105 4344 194130 SH SOLE 194130 0 0
D CUMMINS ENGINE INC COM 231021106 4197 86870 SH SOLE 86870 0 0
D DQE INC COM 23329J104 831 24000 SH SOLE 24000 0 0
D DPL INC COM 233293109 2616 151100 SH SOLE 151100 0 0
D DTE ENERGY CO COM 233331107 5042 159444 SH SOLE 159444 0 0
D DANA CORP COM 235811106 3950 131928 SH SOLE 131928 0 0
D DANAHER CORP DEL COM 235851102 4627 95900 SH SOLE 95900 0 0
D DARDEN RESTAURANTS INC COM 237194105 4165 229800 SH SOLE 229800 0 0
D DAYTON HUDSON CORP COM 239753106 11102 151176 SH SOLE 151176 0 0
D DEAN FOODS CO COM 242361103 1157 29100 SH SOLE 29100 0 0
D DEERE & CO COM 244199105 6819 157219 SH SOLE 157219 0 0
D DELHAIZE AMER INC CL B 246688204 292 13998 SH SOLE 13998 0 0
D DELL COMPUTER CORP COM 247025109 26938 528200 SH SOLE 528200 0 0
D DELPHI AUTOMOTIVE SYS CORP COM 247126105 4617 293159 SH SOLE 293159 0 0
D DELTA AIR LINES INC DEL COM 247361108 4898 98326 SH SOLE 98326 0 0
D DELUXE CORP COM 248019101 4259 155215 SH SOLE 155215 0 0
D DENTSPLY INTL INC NEW COM 249030107 229 9700 SH SOLE 9700 0 0
D DEVRY INC DEL COM 251893103 221 11800 SH SOLE 11800 0 0
D DIAL CORP NEW COM 25247D101 447 18400 SH SOLE 18400 0 0
D DIAMOND OFFSHORE DRILLING INC COM 25271C102 712 23300 SH SOLE 23300 0 0
D DILLARDS INC CL A 254067101 4615 228600 SH SOLE 228600 0 0
D DIME BANCORP INC NEW COM 25429Q102 1354 89539 SH SOLE 89539 0 0
D DISNEY WALT CO COM DISNEY 254687106 18425 629900 SH SOLE 629900 0 0
D DISNEY WALT CO COM GO COM 254687205 228 9600 SH SOLE 9600 0 0
D DOLE FOOD INC COM 256605106 382 23500 SH SOLE 23500 0 0
D DOLLAR GEN CORP COM 256669102 3793 166718 SH SOLE 166718 0 0
D DOLLAR TREE STORES INC COM 256747106 591 12200 SH SOLE 12200 0 0
D DOMINION RES INC VA COM 257470104 3248 82763 SH SOLE 82763 0 0
D DONNELLEY R R & SONS CO COM 257867101 3999 161180 SH SOLE 161180 0 0
D DOUBLECLICK INC COM 258609304 1544 6100 SH SOLE 6100 0 0
D DOVER CORP COM 260003108 4883 107620 SH SOLE 107620 0 0
D DOW CHEM CO COM 260543103 10993 82264 SH SOLE 82264 0 0
D DOW JONES & CO INC COM 260561105 3864 56825 SH SOLE 56825 0 0
D DU PONT E I DE NEMOURS & CO COM 263534109 18936 287452 SH SOLE 287452 0 0
D DUKE ENERGY CORP COM 264399106 7843 156476 SH SOLE 156476 0 0
D DUN & BRADSTREET CORP DEL COM 26483B106 4410 149503 SH SOLE 149503 0 0
D DYNEGY INC COM 26816L102 688 28300 SH SOLE 28300 0 0
D E M C CORP MASS COM 268648102 28086 257081 SH SOLE 257081 0 0
D ENSCO INTL INC COM 26874Q100 883 38600 SH SOLE 38600 0 0
D E-TEK DYNAMICS INC COM 269240107 781 5800 SH SOLE 5800 0 0
D E TRADE GROUP INC COM 269246104 873 33400 SH SOLE 33400 0 0
D EASTERN ENTERPRISES COM 27637F100 4038 70300 SH SOLE 70300 0 0
D EASTMAN CHEM CO COM 277432100 4478 93897 SH SOLE 93897 0 0
D EASTMAN KODAK CO COM 277461109 8486 128089 SH SOLE 128089 0 0
D EATON CORP COM 278058102 3515 48400 SH SOLE 48400 0 0
D EBAY INC COM 278642103 801 6400 SH SOLE 6400 0 0
D ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1307 13400 SH SOLE 13400 0 0
D ECOLAB INC COM 278865100 4707 120300 SH SOLE 120300 0 0
D EDISON INTL COM 281020107 5279 201602 SH SOLE 201602 0 0
D EDWARDS AG INC COM 281760108 1874 58450 SH SOLE 58450 0 0
D EL PASO ENERGY CORP DEL COM 283905107 6480 166950 SH SOLE 166950 0 0
D ELECTRONIC ARTS INC COM 285512109 1033 12300 SH SOLE 12300 0 0
D ELECTRONIC DATA SYS NEW COM 285661104 9090 135800 SH SOLE 135800 0 0
D ELECTRONICS FOR IMAGING INC COM 286082102 552 9500 SH SOLE 9500 0 0
D EMERSON ELEC CO COM 291011104 9341 162810 SH SOLE 162810 0 0
D ENERGY EAST CORP COM 29266M109 348 16700 SH SOLE 16700 0 0
D ENGELHARD CORP COM 292845104 4551 241100 SH SOLE 241100 0 0
D ENRON CORP COM 293561106 11334 255408 SH SOLE 255408 0 0
D ENTERGY CORP NEW COM 29364G103 4980 193400 SH SOLE 193400 0 0
D EQUIFAX INC COM 294429105 4159 176500 SH SOLE 176500 0 0
D EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L107 1440 33725 SH SOLE 33725 0 0
D EXODUS COMMUNICATIONS INC COM 302088109 2895 32600 SH SOLE 32600 0 0
D EXPEDITORS INTL WASH INC COM 302130109 412 9400 SH SOLE 9400 0 0
D EXPRESS SCRIPTS INC CL A 302182100 269 4200 SH SOLE 4200 0 0
D EXTREME NETWORKS INC COM 30226D106 342 4100 SH SOLE 4100 0 0
D EXXON MOBIL CORP COM 30231G102 70554 875765 SH SOLE 875765 0 0
D F M C CORP COM NEW 302491303 4129 72045 SH SOLE 72045 0 0
D FPL GROUP INC COM 302571104 4362 101886 SH SOLE 101886 0 0
D FAMILY DLR STORES INC COM 307000109 468 28700 SH SOLE 28700 0 0
D FASTENAL CO COM 311900104 247 5500 SH SOLE 5500 0 0
D FDX CORP COM 31304N107 6240 152420 SH SOLE 152420 0 0
D FEDERAL HOME LN MTG CORP COM 313400301 10801 229500 SH SOLE 229500 0 0
D FEDERAL NATL MTG ASSN COM 313586109 18719 299800 SH SOLE 299800 0 0
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D STARWOOD FINL INC COM 85569R104 285 16900 SH SOLE 16900 0 0
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D STERLING COMM INC COM 859205106 530 15600 SH SOLE 15600 0 0
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D SUMMIT BANCORP COM 866005101 3647 119100 SH SOLE 119100 0 0
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D TJX COS INC NEW COM 872540109 4723 231100 SH SOLE 231100 0 0
D TRW INC COM 872649108 3681 70868 SH SOLE 70868 0 0
D TMP WORLDWIDE INC COM 872941109 596 4200 SH SOLE 4200 0 0
D TV GUIDE INC CL A 87307Q109 318 7400 SH SOLE 7400 0 0
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D TELLABS INC COM 879664100 7895 123000 SH SOLE 123000 0 0
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D TEXAS UTILS CO COM 882848104 5615 157900 SH SOLE 157900 0 0
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D TIFFANY & CO NEW COM 886547108 946 10600 SH SOLE 10600 0 0
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D TUPPERWARE CORP COM 899896104 3359 198300 SH SOLE 198300 0 0
D TYCO INTL LTD NEW COM 902124106 4349 111504 SH SOLE 111504 0 0
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D UAL CORP COM PAR $0.01 902549500 1202 15500 SH SOLE 15500 0 0
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D U S G CORP COM NEW 903293405 405 8600 SH SOLE 8600 0 0
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D WESTERN WIRELESS CORP CL A 95988E204 594 8900 SH SOLE 8900 0 0
D WESTVACO CORP COM 961548104 4870 149263 SH SOLE 149263 0 0
D WEYERHAEUSER CO COM 962166104 8088 112631 SH SOLE 112631 0 0
D WHIRLPOOL CORP COM 963320106 4366 67099 SH SOLE 67099 0 0
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D WILEY JOHN & SONS INC CL A 968223206 513 30600 SH SOLE 30600 0 0
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D WINN DIXIE STORES INC COM 974280109 3600 150400 SH SOLE 150400 0 0
D WINSTAR COMMUNICATIONS INC COM 975515107 911 12100 SH SOLE 12100 0 0
D WORTHINGTON INDS INC COM 981811102 3629 219100 SH SOLE 219100 0 0
D WRIGLEY WM JR CO COM 982526105 4298 51820 SH SOLE 51820 0 0
D XILINX INC COM 983919101 6402 140800 SH SOLE 140800 0 0
D XEROX CORP COM 984121103 6625 292020 SH SOLE 292020 0 0
D YAHOO INC COM 984332106 15620 36100 SH SOLE 36100 0 0
D YOUNG & RUBICAM INC COM 987425105 474 6700 SH SOLE 6700 0 0
D ZIONS BANCORPORATION COM 989701107 1024 17300 SH SOLE 17300 0 0
S REPORT SUMMARY 812 DATA RECORDS 4526126 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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