PUBLIC EMPLOYEES RETIREMENT SYSTEM OF OHIO
13F-HR, 1999-08-05
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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: June 30, 1999

Check here if Amendment [  ]; Amendment Number:
This Amendment (Check only one.): [  ] is a restatement.
                                  [  ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:    OHIO PERS
Address: 277 EAST TOWN STREET
         COLUMBUS, OH  43215

13F File Number:

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 OHIO PERS:

Name:     RICHARD E. SCHUMACHER
Title:    EXECUTIVE DIRECTOR
Phone:    614-466-2822
Signature, Place, and Date of Signing:

    /s/ RICHARD E. SCHUMACHER    COLUMBUS, OHIO    07/30/1999

Report Type (Check only one.):

[ X]        13F HOLDINGS REPORT.
[  ]        13F NOTICE.
[  ]        13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager: NONE
<PAGE>
                      FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:        0

Form 13F Information Table Entry Total:   1414

Form 13F Information Table Value Total:   $19,979,043



List of Other Included Managers:

 No.  13F File Number     Name

 NONE
<PAGE>
<TABLE>
<C>                            <C>     <C>        <C>       <C>      <C> <C>  <C>     <C>        <C>    <C>    <C>
                                                        FORM 13F INFORMATION TABLE
                               TITLE
                                OF                  VALUE   SHARES/  SH/ PUT/ INVSTMT  OTHER     VOTING AUTHORITY
NAME OF ISSUER                 CLASS   CUSIP      (x/$1000) PRN AMT  PRN CALL DSCRETN MANAGERS   SOLE   SHARED NONE

<C>                            <C>     <C>        <C>       <C>      <C> <C>  <C>     <C>        <C>    <C>    <C>
AAR CORP                       COM     000361105      1327    58500  SH         SOLE             58500      0     0
ADC TELECOMMUNICATIONS INC     COM     000886101      6670   146400  SH         SOLE            146400      0     0
ABM INDS INC                   COM     000957100      1371    44700  SH         SOLE             44700      0     0
AFLAC INC                      COM     001055102      7674   160300  SH         SOLE            160300      0     0
AES CORP                       COM     00130H105      6591   113400  SH         SOLE            113400      0     0
AK STEEL HOLDING CORP          COM     001547108      1667    74100  SH         SOLE             74100      0     0
AMB PROPERTY CORP              COM     00163T109     83299  3544643  SH         SOLE           3544643      0     0
AMLI RESIDENTIAL PROPERTIES TR COM     001735109      5130   229300  SH         SOLE            229300      0     0
AMR CORP/DE                    COM     001765106      7828   114700  SH         SOLE            114700      0     0
AT&T CORP                      COM     001957109    230999  4138856  SH         SOLE           4138856      0     0
ABBOTT LABORATORIES            COM     002824100     88699  1954800  SH         SOLE           1954800      0     0
ABERCROMBIE & FITCH  -CL A     COM     002896207     18528   386000  SH         SOLE            386000      0     0
ACTION PERFORMANCE COS         COM     004933107       610    18500  SH         SOLE             18500      0     0
ACXIOM CORP                    COM     005125109      3865   155000  SH         SOLE            155000      0     0
ADAC LABS                      COM     005313200       306    42300  SH         SOLE             42300      0     0
ADAPTIVE BROADBAND CORP        COM     00650M104       748    34200  SH         SOLE             34200      0     0
ADOBE SYSTEMS INC              COM     00724F101      3146    38300  SH         SOLE             38300      0     0
ADVANCED TISSUE SCIENCE        COM     00755F103       270    83100  SH         SOLE             83100      0     0
ADVO INC                       COM     007585102       983    47400  SH         SOLE             47400      0     0
ADVANCED MICRO DEVICES         COM     007903107      3106   172000  SH         SOLE            172000      0     0
AETNA INC                      COM     008117103     17381   194344  SH         SOLE            194344      0     0
AIR EXPRESS INTL CORP          COM     009104100      1854    73100  SH         SOLE             73100      0     0
AIR PRODUCTS & CHEMICALS INC   COM     009158106     20100   499400  SH         SOLE            499400      0     0
AIRBORNE FREIGHT CORP          COM     009266107      4637   167500  SH         SOLE            167500      0     0
AIRGAS INC                     COM     009363102      1210    98800  SH         SOLE             98800      0     0
ALASKA AIR GROUP INC           COM     011659109      4408   105600  SH         SOLE            105600      0     0
ALBEMARLE CORP                 COM     012653101      1503    65000  SH         SOLE             65000      0     0
ALBERTO-CULVER CO CL B         COM     013068101      8756   328900  SH         SOLE            328900      0     0
ALBERTSONS INC                 COM     013104104     40409   783701  SH         SOLE            783701      0     0
ALCAN ALUMINIUM LIMITED        COM     013716105      4573   143200  SH         SOLE            143200      0     0
ALCOA INC                      COM     013817101     49648   802400  SH         SOLE            802400      0     0
ALEXANDER & BALDWIN INC        COM     014482103      3693   166000  SH         SOLE            166000      0     0
ALLEGHENY TELEDYNE INC         COM     017415100      4678   206800  SH         SOLE            206800      0     0
ALLEN TELECOM INC              COM     018091108       635    57800  SH         SOLE             57800      0     0
ALLERGAN INC                   COM     018490102      4606    41500  SH         SOLE             41500      0     0
ALLIANCE PHARMACEUTCAL         COM     018773101       177    67500  SH         SOLE             67500      0     0
ALLIANT TECHSYSTEMS            COM     018804104     62686   724700  SH         SOLE            724700      0     0
ALLIED SIGNAL INC              COM     019512102     45952   729400  SH         SOLE            729400      0     0
ALLIED WASTE INDS INC          COM     019589308     13528   685000  SH         SOLE            685000      0     0
ALLSTATE CORP                  COM     020002101     74993  2090400  SH         SOLE           2090400      0     0
ALLTEL CORP                    COM     020039103     34377   480800  SH         SOLE            480800      0     0
ALPHA INDS INC                 COM     020753109      2124    44600  SH         SOLE             44600      0     0
ALPHARMA INC                   COM     020813101      1909    53700  SH         SOLE             53700      0     0
ALTERA CORP                    COM     021441100      7774   211200  SH         SOLE            211200      0     0
ALZA CORP                      COM     022615108     19017   373800  SH         SOLE            373800      0     0
AMBAC FINANCIAL GP             COM     023139108     10002   175100  SH         SOLE            175100      0     0
AMCAST INDL CORP               COM     023395106       316    19400  SH         SOLE             19400      0     0
AMCOL INTL CORP                COM     02341W103       846    58900  SH         SOLE             58900      0     0
AMERADA HESS CORP              COM     023551104      5658    95100  SH         SOLE             95100      0     0
AMEREN CORP                    COM     023608102      3311    86300  SH         SOLE             86300      0     0
AMERICA ONLINE INC             COM     02364J104    186538  1695800  SH         SOLE           1695800      0     0
AMERICAN BANKERS INS GROUP I   COM     024456105      4953    91000  SH         SOLE             91000      0     0
AMERICAN ELECTRIC POWER        COM     025537101      4518   120300  SH         SOLE            120300      0     0
AMERICAN EXPRESS               COM     025816109     85218   654900  SH         SOLE            654900      0     0
AMERICAN FINL GROUP INC        COM     025932104      4799   140900  SH         SOLE            140900      0     0
AMERICAN FREIGHTWAYS CORP      COM     02629V108      1306    66800  SH         SOLE             66800      0     0
AMERICAN GENERAL CORP          COM     026351106     36004   477677  SH         SOLE            477677      0     0
AMERICAN GREETINGS CL A        COM     026375105      1325    44000  SH         SOLE             44000      0     0
AMERICAN HELATH PROPERTIES     COM     026494104      2017   100268  SH         SOLE            100268      0     0
AMERICAN HOME PRODUCTS CORP    COM     026609107     65814  1147100  SH         SOLE           1147100      0     0
AMERICAN INTERNATIONAL GROUP   COM     026874107    171484  1462551  SH         SOLE           1462551      0     0
AMERICAN MGMT SYS INC          COM     027352103      2872    89600  SH         SOLE             89600      0     0
AMERICAN PWR CNVRSION          COM     029066107     18386   913600  SH         SOLE            913600      0     0
AMERICAN STS WTR CO            COM     029899101       539    19000  SH         SOLE             19000      0     0
AMERICAN WATER WORKS INC       COM     030411102     24600   800000  SH         SOLE            800000      0     0
AMERICREDIT CORP               COM     03060R101      2065   129100  SH         SOLE            129100      0     0
AMES DEPARTMENT STORES         COM     030789507      1149    25200  SH         SOLE             25200      0     0
AMERITECH CORP                 COM     030954101    122392  1665200  SH         SOLE           1665200      0     0
AMGEN INC                      COM     031162100     30242   496800  SH         SOLE            496800      0     0
AMRESCO INC                    COM     031909104       601    93500  SH         SOLE             93500      0     0
AMSOUTH BANCORP                COM     032165102      2598   112050  SH         SOLE            112050      0     0
ANADARKO PETROLEUM CORP        COM     032511107     16344   444000  SH         SOLE            444000      0     0
ANALOG DEVICES INC             COM     032654105      8863   176600  SH         SOLE            176600      0     0
ANALOGIC CORP                  COM     032657207       830    26700  SH         SOLE             26700      0     0
ANALYSTS INTL CORP             COM     032681108       681    47400  SH         SOLE             47400      0     0
ANCHOR BANCORP WIS INC         COM     032839102       669    37600  SH         SOLE             37600      0     0
ANCHOR GAMING                  COM     033037102      1264    26300  SH         SOLE             26300      0     0
ANDREW CORP                    COM     034425108       985    52050  SH         SOLE             52050      0     0
ANGELICA CORP                  COM     034663104       341    19400  SH         SOLE             19400      0     0
ANHEUSER-BUSCH COMPANIES INC   COM     035229103     87402  1232100  SH         SOLE           1232100      0     0
ANIXTER INTL INC               COM     035290105      1773    97200  SH         SOLE             97200      0     0
ANNTAYLOR STORES CORP          COM     036115103      2434    54100  SH         SOLE             54100      0     0
AON CORP                       COM     037389103      6617   160425  SH         SOLE            160425      0     0
APACHE CORP                    COM     037411105     16239   416400  SH         SOLE            416400      0     0
APARTMENT INV & MGMT CP        COM     03748R101    103691  2425538  SH         SOLE           2425538      0     0
APOGEE ENTERPRISES INC         COM     037598109       783    58300  SH         SOLE             58300      0     0
APOLLO GROUP INC  -CL A        COM     037604105      6887   259300  SH         SOLE            259300      0     0
APPLE COMPUTER INC             COM     037833100      3973    85800  SH         SOLE             85800      0     0
APPLEBEES INTL INC             COM     037899101      1924    63900  SH         SOLE             63900      0     0
APPLIED INDL TECHNOLOGIES INC  COM     03820C105       885    46600  SH         SOLE             46600      0     0
APPLIED MAGNETICS CORP         COM     038213104       159    50900  SH         SOLE             50900      0     0
APPLIED MATERIALS INC          COM     038222105     17168   232400  SH         SOLE            232400      0     0
APPLIED PWR INC                COM     038225108      2220    81300  SH         SOLE             81300      0     0
APTARGROUP INC                 COM     038336103      2283    76100  SH         SOLE             76100      0     0
AQUARION CO                    COM     03838W101       822    23550  SH         SOLE             23550      0     0
ARCHER DANIELS MIDLAND CO      COM     039483102      5745   372164  SH         SOLE            372164      0     0
ARCHSTONE COMMUNITIES          COM     039581103     12606   574637  SH         SOLE            574637      0     0
ARCTIC CAT INC                 COM     039670104       526    58900  SH         SOLE             58900      0     0
ARDEN REALTY                   COM     039793104     55417  2250450  SH         SOLE           2250450      0     0
ARKANSAS BEST CORP DEL         COM     040790107       411    41400  SH         SOLE             41400      0     0
ARMSTRONG WORLD INDUSTRIES INC COM     042476101      1456    25200  SH         SOLE             25200      0     0
ARNOLD INDUSTRIES INC          COM     042595108      1539    99700  SH         SOLE             99700      0     0
ARROW ELECTRONICS INC          COM     042735100      1972   103800  SH         SOLE            103800      0     0
ASARCO INC                     COM     043413103       468    24900  SH         SOLE             24900      0     0
ASHLAND INC                    COM     044204105      3125    77900  SH         SOLE             77900      0     0
ASHWORTH INC                   COM     04516H101       143    31100  SH         SOLE             31100      0     0
ASPECT TELECOMMUNICATIONS CO   COM     045237104      1037   106400  SH         SOLE            106400      0     0
ASPEN TECHNOLOGIES INC         COM     045327103       320    27300  SH         SOLE             27300      0     0
ASSOCIATED BANC CORP           COM     045487105      5880   141700  SH         SOLE            141700      0     0
ASSOCIATED ESTATES REALTY CORP COM     045604105      1071    90689  SH         SOLE             90689      0     0
ASSOCIATES FIRST CAPITAL       COM     046008108     36934   837044  SH         SOLE            837044      0     0
ASTEC INDS INC                 COM     046224101      1613    39600  SH         SOLE             39600      0     0
ASTORIA FINL CORP              COM     046265104      5566   126700  SH         SOLE            126700      0     0
ATLANTIC RICHFIELD CO          COM     048825103     28728   343800  SH         SOLE            343800      0     0
ATMEL CORP                     COM     049513104      2830   108100  SH         SOLE            108100      0     0
ATMOS ENERGY CORP              COM     049560105      1597    63900  SH         SOLE             63900      0     0
AUSPEX SYSTEMS INC             COM     052116100       586    53900  SH         SOLE             53900      0     0
AUTHENTIC FITNESS CORP         COM     052661105       833    47600  SH         SOLE             47600      0     0
AUTODESK INC                   COM     052769106      1649    55800  SH         SOLE             55800      0     0
AUTOMATIC DATA PROCESSING INC  COM     053015103     35582   808700  SH         SOLE            808700      0     0
AUTOZONE INC                   COM     053332102      9850   327000  SH         SOLE            327000      0     0
AVALONBAY COMMUNITIES          COM     053484101      9456   255583  SH         SOLE            255583      0     0
AVERY DENNISON CORP            COM     053611109      9068   150200  SH         SOLE            150200      0     0
AVIATION SALES CO              COM     053672101      1038    26300  SH         SOLE             26300      0     0
AVID TECHNOLOGY INC            COM     05367P100       849    52700  SH         SOLE             52700      0     0
AVNET INC                      COM     053807103      1813    39000  SH         SOLE             39000      0     0
AVON PRODUCTS                  COM     054303102     20723   373400  SH         SOLE            373400      0     0
AZTAR CORP                     COM     054802103       877    95500  SH         SOLE             95500      0     0
BB&T CORP                      COM     054937107      7168   195400  SH         SOLE            195400      0     0
BISYS GROUP INC                COM     055472104      3287    56200  SH         SOLE             56200      0     0
BJ SERVICES CO                 COM     055482103     10008   340000  SH         SOLE            340000      0     0
BMC INDS INC MINN              COM     055607105       585    56800  SH         SOLE             56800      0     0
BP AMOCO P L C                 COM     055622104     32940   303600  SH         SOLE            303600      0     0
BRE PROPERTIES                 COM     05564E106      4606   177183  SH         SOLE            177183      0     0
BMC SOFTWARE INC               COM     055921100      8499   157393  SH         SOLE            157393      0     0
BAKER HUGHES INC               COM     057224107     28389   847460  SH         SOLE            847460      0     0
BAKER J INC                    COM     057232100       253    29400  SH         SOLE             29400      0     0
BALDOR ELEC CO                 COM     057741100      1562    78600  SH         SOLE             78600      0     0
BALL CORP                      COM     058498106       819    19400  SH         SOLE             19400      0     0
BALLARD MED PRODS              COM     058566100      1498    64300  SH         SOLE             64300      0     0
BANCTEC INC                    COM     059784108       789    44000  SH         SOLE             44000      0     0
BANGOR HYDRO ELEC CO           COM     060077104       249    15500  SH         SOLE             15500      0     0
BANK AMER CORP                 COM     060505104    201864  2753483  SH         SOLE           2753483      0     0
BANK OF NEW YORK CO INC        COM     064057102     24613   670900  SH         SOLE            670900      0     0
BANK ONE CORP                  COM     06423A103    116509  1956090  SH         SOLE           1956090      0     0
BANKBOSTON CORP                COM     06605R106     43875   858200  SH         SOLE            858200      0     0
BANKNORTH GROUP INC DEL        COM     06646L100      1062    32200  SH         SOLE             32200      0     0
BARD CR INC                    COM     067383109      2720    56900  SH         SOLE             56900      0     0
BARNES GROUP INC               COM     067806109       922    42400  SH         SOLE             42400      0     0
BARRICK GOLD CORP              COM     067901108      4545   234600  SH         SOLE            234600      0     0
BARR LABS INC                  COM     068306109      1882    47200  SH         SOLE             47200      0     0
BARRETT RESOURCES CORP         COM     068480201      2571    67000  SH         SOLE             67000      0     0
BASSETT FURNITURE INDS INC     COM     070203104       631    27600  SH         SOLE             27600      0     0
BATTLE MOUNTAIN GOLD CO        COM     071593107       352   144500  SH         SOLE            144500      0     0
BAUSCH & LOMB INC              COM     071707103      8093   105800  SH         SOLE            105800      0     0
BAXTER INTERNATIONAL INC       COM     071813109     30124   496900  SH         SOLE            496900      0     0
BE AEROSPACE INC               COM     073302101       915    49000  SH         SOLE             49000      0     0
BEAR STEARNS COMPANIES INC     COM     073902108      3274    70040  SH         SOLE             70040      0     0
BECTON DICKINSON & CO          COM     075887109      4695   156500  SH         SOLE            156500      0     0
BED BATH & BEYOND INC          COM     075896100     77000  2000000  SH         SOLE           2000000      0     0
BEDFORD PROPERTY               COM     076446301      1626    90970  SH         SOLE             90970      0     0
BELDEN INC                     COM     077459105      1304    54500  SH         SOLE             54500      0     0
BELL ATLANTIC CORP             COM     077853109    129274  1977434  SH         SOLE           1977434      0     0
BELL INDS INC                  COM     078107109        41     9400  SH         SOLE              9400      0     0
BELLSOUTH CORP                 COM     079860102     78449  1700800  SH         SOLE           1700800      0     0
BEMIS CO                       COM     081437105      1307    32900  SH         SOLE             32900      0     0
BENCHMARK ELECTRS INC          COM     08160H101       880    24500  SH         SOLE             24500      0     0
BENTON OIL & GAS CO            COM     083288100       124    62400  SH         SOLE             62400      0     0
BERKSHIRE REALTY               COM     084710102      1703   147332  SH         SOLE            147332      0     0
BEST BUY CO INC                COM     086516101     25663   380200  SH         SOLE            380200      0     0
BESTFOODS                      COM     08658U101     14944   301900  SH         SOLE            301900      0     0
BETHLEHEM STEEL CORP           COM     087509105       628    81700  SH         SOLE             81700      0     0
BILLING INFO CONCEPTS          COM     090063108       801    71600  SH         SOLE             71600      0     0
BINDLEY WESTN INDS INC         COM     090324104      1429    62000  SH         SOLE             62000      0     0
BIO TECHNOLOGY GEN CORP        COM     090578105       662   101900  SH         SOLE            101900      0     0
BIOGEN INC                     COM     090597105     35719   555400  SH         SOLE            555400      0     0
BIOMATRIX INC                  COM     09060P102      1035    48000  SH         SOLE             48000      0     0
BIOMET INC                     COM     090613100      2806    70600  SH         SOLE             70600      0     0
BIRMINGHAM STEEL CORP          COM     091250100       266    62600  SH         SOLE             62600      0     0
BLACK & DECKER CORP            COM     091797100      3490    55300  SH         SOLE             55300      0     0
BLANCH E W HLDGS INC           COM     093210102       947    13900  SH         SOLE             13900      0     0
BLOCK H & R INC                COM     093671105      3070    61400  SH         SOLE             61400      0     0
BLOUNT INTL INC                COM     095177101      2155    79300  SH         SOLE             79300      0     0
BOEING CO                      COM     097023105     57562  1308236  SH         SOLE           1308236      0     0
BOISE CASCADE CORP             COM     097383103     12991   303000  SH         SOLE            303000      0     0
BOMBAY CO INC                  COM     097924104       603    80500  SH         SOLE             80500      0     0
BOOKS-A-MILLION INC            COM     098570104       277    36800  SH         SOLE             36800      0     0
BOSTON PROPERTIES              COM     101121101      9146   254957  SH         SOLE            254957      0     0
BOSTON SCIENTIFIC CORP         COM     101137107     39952   909300  SH         SOLE            909300      0     0
BOWATER INC                    COM     102183100      3439    72600  SH         SOLE             72600      0     0
BOWNE & CO INC                 COM     103043105      1039    77700  SH         SOLE             77700      0     0
BRADLEY REAL ESTATE            COM     104580105     28402  1368801  SH         SOLE           1368801      0     0
BRADY CORP                     COM     104674106      1543    47500  SH         SOLE             47500      0     0
BREED TECHNOLOGIES INC         COM     106702103       174    77400  SH         SOLE             77400      0     0
BRIGGS & STRATTON              COM     109043109      2812    48700  SH         SOLE             48700      0     0
BRIGHTPOINT INC                COM     109473108       666   109900  SH         SOLE            109900      0     0
BRISTOL-MYERS SQUIBB CO        COM     110122108    180383  2560900  SH         SOLE           2560900      0     0
BROADBAND TECHNOLOGIES         COM     111309100        12     5000  SH         SOLE              5000      0     0
BROWN-FORMAN  -CL B            COM     115637209      2816    43200  SH         SOLE             43200      0     0
BROWN SHOE INC NEW             COM     115736100       828    38100  SH         SOLE             38100      0     0
BROWNING-FERRIS INDS           COM     115885105      7211   167700  SH         SOLE            167700      0     0
BRUNSWICK CORP                 COM     117043109      1611    57800  SH         SOLE             57800      0     0
BRUSH WELLMAN INC              COM     117421107       627    34600  SH         SOLE             34600      0     0
BUCKEYE TECHNOLOGIES INC       COM     118255108      1180    77700  SH         SOLE             77700      0     0
BUILDING MATLS HLDG CORP       COM     120113105       300    26100  SH         SOLE             26100      0     0
BURLINGTON NORTHERN SANTA FE   COM     12189T104     28154   908218  SH         SOLE            908218      0     0
BURLINGTON RESOURCES INC       COM     122014103     26786   619330  SH         SOLE            619330      0     0
BURNHAM PACIFIC PROPERTIES     COM     12232C108      1578   128217  SH         SOLE            128217      0     0
BURR BROWN CORP                COM     122574106      2838    77500  SH         SOLE             77500      0     0
BUTLER MFG CO DEL              COM     123655102       452    16200  SH         SOLE             16200      0     0
C&D TECHNOLOGIES INC           COM     124661109       704    23000  SH         SOLE             23000      0     0
CBL & ASSOCIATES               COM     124830100     32889  1247010  SH         SOLE           1247010      0     0
CCB FINL CORP                  COM     124875105      4986    94300  SH         SOLE             94300      0     0
CBS CORP                       COM     12490K107     42342   972000  SH         SOLE            972000      0     0
C-COR ELECTRONICS INC          COM     125010108       568    20400  SH         SOLE             20400      0     0
C-CUBE MICROSYSTEMS            COM     125015107      2500    78900  SH         SOLE             78900      0     0
C D I CORP                     COM     125071100      1430    42000  SH         SOLE             42000      0     0
CEC ENTMT INC                  COM     125137109      1087    38600  SH         SOLE             38600      0     0
CIGNA CORP                     COM     125509109     11561   129900  SH         SOLE            129900      0     0
CKE RESTAURANTS INC            COM     12561E105      1762   108460  SH         SOLE            108460      0     0
CMS ENERGY CORP                COM     125896100      5728   136800  SH         SOLE            136800      0     0
CPI CORP                       COM     125902106       696    21100  SH         SOLE             21100      0     0
CNF TRANSPORTATION INC         COM     12612W104      7072   183700  SH         SOLE            183700      0     0
CSX CORP                       COM     126408103      6189   136400  SH         SOLE            136400      0     0
CTS CORP                       COM     126501105      2016    28800  SH         SOLE             28800      0     0
CVS CORP0RATION                COM     126650100     12448   245300  SH         SOLE            245300      0     0
CABLETRON SYSTEMS INC          COM     126920107      1406   108200  SH         SOLE            108200      0     0
CABLE DESIGN TECHNOLOGIES CO   COM     126924109       981    63600  SH         SOLE             63600      0     0
CABOT CORP                     COM     127055101      2334    96500  SH         SOLE             96500      0     0
CABOT OIL & GAS CORP           COM     127097103       977    52500  SH         SOLE             52500      0     0
CADENCE DESIGN SYSTEMS INC     COM     127387108      3041   240900  SH         SOLE            240900      0     0
CALPINE CORP                   COM     131347106    113400  2100000  SH         SOLE           2100000      0     0
CAMBREX CORP                   COM     132011107      1346    51300  SH         SOLE             51300      0     0
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CAMPBELL SOUP CO               COM     134429109     39701   856100  SH         SOLE            856100      0     0
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CAPITAL ONE FINL CORP          COM     14040H105      6899   123900  SH         SOLE            123900      0     0
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CARDINAL HEALTH INC            COM     14149Y108    182329  2843345  SH         SOLE           2843345      0     0
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CARNIVAL CORP                  COM     143658102     18687   385300  SH         SOLE            385300      0     0
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CASCADE NAT GAS CORP           COM     147339105       444    23400  SH         SOLE             23400      0     0
CASE CORP                      COM     14743R103      2237    46500  SH         SOLE             46500      0     0
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CHAMPION INTERNATIONAL CORP    COM     158525105      6755   141100  SH         SOLE            141100      0     0
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CHASE MANHATTAN CORP           COM     16161A108    133703  1545700  SH         SOLE           1545700      0     0
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CIRCUIT CITY STORES INC        COM     172737108      2934    63100  SH         SOLE             63100      0     0
CIRRUS LOGIC INC               COM     172755100       615    69300  SH         SOLE             69300      0     0
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CINTAS CORP                    COM     172908105      7666   114100  SH         SOLE            114100      0     0
CITIGROUP INC                  COM     172967101    182489  3841884  SH         SOLE           3841884      0     0
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CLARCOR INC                    COM     179895107       990    51600  SH         SOLE             51600      0     0
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CLOROX CO/DE                   COM     189054109      7859    73581  SH         SOLE             73581      0     0
COACHMEN INDS INC              COM     189873102       634    27300  SH         SOLE             27300      0     0
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COGNEX CORP                    COM     192422103      2723    86300  SH         SOLE             86300      0     0
COHERENT INC                   COM     192479103       933    50100  SH         SOLE             50100      0     0
COLGATE-PALMOLIVE CO           COM     194162103     13233   268700  SH         SOLE            268700      0     0
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COMDISCO INC                   COM     200336105      4230   165100  SH         SOLE            165100      0     0
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COMMERCIAL FEDERAL CORP        COM     201647104      2868   123700  SH         SOLE            123700      0     0
COMMERCIAL METALS CO           COM     201723103       900    31600  SH         SOLE             31600      0     0
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COMPAQ COMPUTER CORP           COM     204493100     47921  2023063  SH         SOLE           2023063      0     0
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COMPUTER SCIENCES CORP         COM     205363104      6897    99700  SH         SOLE             99700      0     0
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COMPUWARE CORP                 COM     205638109      7355   231200  SH         SOLE            231200      0     0
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CONAGRA INC                    COM     205887102     13727   515600  SH         SOLE            515600      0     0
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CONE MLS CORP N C              COM     206814105       331    55200  SH         SOLE             55200      0     0
CONNECTICUT ENERGY CORP        COM     207567108       836    21700  SH         SOLE             21700      0     0
CONOCO INC                     COM     208251306     12267   440100  SH         SOLE            440100      0     0
CONSECO INC                    COM     208464107     42986  1412303  SH         SOLE           1412303      0     0
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COOPER COS INC                 COM     216648402       783    31400  SH         SOLE             31400      0     0
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COOPER TIRE & RUBBER CO        COM     216831107      1892    80100  SH         SOLE             80100      0     0
COORS ADOLPH CO CL B           COM     217016104      1138    23000  SH         SOLE             23000      0     0
COR THERAPEUTICS INC           COM     217753102       752    51000  SH         SOLE             51000      0     0
CORN PRODUCTS INTL INC         COM     219023108      2288    75200  SH         SOLE             75200      0     0
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CORNING INC                    COM     219350105     10196   145400  SH         SOLE            145400      0     0
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CRANE CO                       COM     224399105      9398   298950  SH         SOLE            298950      0     0
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CROMPTON & KNOWLES CORP        COM     227111101      1984   100500  SH         SOLE            100500      0     0
CROSS AT CO                    COM     227478104       194    34900  SH         SOLE             34900      0     0
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CUSTOMTRACKS CORP              COM     232046102      1762    31500  SH         SOLE             31500      0     0
CYGNUS INC                     COM     232560102       556    42800  SH         SOLE             42800      0     0
CYPRESS SEMICONDUCTOR CORP     COM     232806109      1599    93400  SH         SOLE             93400      0     0
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CYRK INC                       COM     232817106       192    31700  SH         SOLE             31700      0     0
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DBT ONLINE INC                 COM     233044106       658    20100  SH         SOLE             20100      0     0
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D R HORTON INC                 COM     23331A109      1903   114500  SH         SOLE            114500      0     0
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DTE ENERGY CO                  COM     233331107      6373   156400  SH         SOLE            156400      0     0
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DANAHER CORP                   COM     235851102      4888    84100  SH         SOLE             84100      0     0
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DELUXE CORP                    COM     248019101      1963    50600  SH         SOLE             50600      0     0
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DIXIE GROUP INC                COM     255519100       203    24000  SH         SOLE             24000      0     0
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DOVER CORP                     COM     260003108      4910   140300  SH         SOLE            140300      0     0
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DRESS BARN INC                 COM     261570105       784    49000  SH         SOLE             49000      0     0
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DUKE POWER CO                  COM     264399106     37281   684845  SH         SOLE            684845      0     0
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E G & G INC                    COM     268457108      1688    47400  SH         SOLE             47400      0     0
EMC CORP MASSACHUSETTS         COM     268648102     80465  1463000  SH         SOLE           1463000      0     0
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EARTHGRAINS CO                 COM     270319106      2338    90600  SH         SOLE             90600      0     0
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EASTMAN KODAK CO               COM     277461109     92837  1370300  SH         SOLE           1370300      0     0
EATON CORP                     COM     278058102      6936    75400  SH         SOLE             75400      0     0
EATON VANCE CORP               COM     278265103      2610    75800  SH         SOLE             75800      0     0
ECOLAB INC                     COM     278865100      3551    81400  SH         SOLE             81400      0     0
EDISON INTERNATIONAL           COM     281020107      8634   322800  SH         SOLE            322800      0     0
EDWARDS (A G) INC              COM     281760108      7359   228200  SH         SOLE            228200      0     0
ELCOR CORP                     COM     284443108       615    14100  SH         SOLE             14100      0     0
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ELECTRONIC DATA SYSTEMS CORP   COM     285661104     77559  1369700  SH         SOLE           1369700      0     0
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ENERGEN CORP                   COM     29265N108      1147    61600  SH         SOLE             61600      0     0
ENGELHARD CORP                 COM     292845104      3427   151500  SH         SOLE            151500      0     0
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ENRON CORP                     COM     293561106     81455   996400  SH         SOLE            996400      0     0
ENTERGY CORP                   COM     29364G103      4846   155100  SH         SOLE            155100      0     0
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EQUIFAX INC                    COM     294429105      3308    92700  SH         SOLE             92700      0     0
EQUITY INNS                    COM     294703103      1352   146241  SH         SOLE            146241      0     0
EQUITY OFFICE PROPERTIES       COM     294741103     25953  1012822  SH         SOLE           1012822      0     0
EQUITY RESEDENTIAL PROPERTIES  COM     29476L107     17285   383596  SH         SOLE            383596      0     0
ESSEX PROPERTY TRUST           COM     297178105      2361    66765  SH         SOLE             66765      0     0
ESTERLINE TECHNOLOGIES CORP    COM     297425100       521    36300  SH         SOLE             36300      0     0
ETHAN ALLEN INTERIORS INC      COM     297602104      3442    91200  SH         SOLE             91200      0     0
ETHYL CORP                     COM     297659104       750   125100  SH         SOLE            125100      0     0
EVEREST REINSURANCE HLDGS      COM     299808105      3859   118300  SH         SOLE            118300      0     0
EXABYTE CORP                   COM     300615101       184    47600  SH         SOLE             47600      0     0
EXECUTIVE RISK INC             COM     301586103      1964    23100  SH         SOLE             23100      0     0
EXPEDITORS INTL WASH INC       COM     302130109      2834   104000  SH         SOLE            104000      0     0
EXPRESS SCRIPTS INC            COM     302182100      4574    76000  SH         SOLE             76000      0     0
EXXON CORP                     COM     302290101    145943  1892300  SH         SOLE           1892300      0     0
FMC CORP                       COM     302491303      1420    20800  SH         SOLE             20800      0     0
FPL GROUP INC                  COM     302571104      8942   163700  SH         SOLE            163700      0     0
FACTSET RESH SYS INC           COM     303075105      1778    31400  SH         SOLE             31400      0     0
FAIR ISAAC & CO INC            COM     303250104      1030    29400  SH         SOLE             29400      0     0
FAMILY DOLLAR STORES INC       COM     307000109      4488   187000  SH         SOLE            187000      0     0
FAMILY GOLF CTRS INC           COM     30701A106       418    54500  SH         SOLE             54500      0     0
FDX CORP                       COM     31304N107     22255   410240  SH         SOLE            410240      0     0
FEDDERS CORP                   COM     313135105       544    82200  SH         SOLE             82200      0     0
FEDERAL HOME LOAN MORTGAGE CO  COM     313400301     52333   902300  SH         SOLE            902300      0     0
FEDERAL NATIONAL MORTGAGE ASSN COM     313586109     62598   917200  SH         SOLE            917200      0     0
FEDERAL REALTY INVESTMENT      COM     313747206      3682   160544  SH         SOLE            160544      0     0
FEDERATED DEPARTMENT STORES    COM     31410H101      6977   131800  SH         SOLE            131800      0     0
FELCOR LODGING                 COM     31430F101      5651   272359  SH         SOLE            272359      0     0
FERRO CORP                     COM     315405100      1405    51100  SH         SOLE             51100      0     0
FIDELITY NATL FINL INC         COM     316326107      1163    58190  SH         SOLE             58190      0     0
FIFTH THIRD BANCORP            COM     316773100     11129   167200  SH         SOLE            167200      0     0
FILENET CORP                   COM     316869106       761    66600  SH         SOLE             66600      0     0
FINOVA GROUP INC               COM     317928109      7472   142000  SH         SOLE            142000      0     0
FIRST AMERN FINL CORP          COM     318522307      2161   120900  SH         SOLE            120900      0     0
FIRST BANCORP P R              COM     318672102      1419    62900  SH         SOLE             62900      0     0
FIRST DATA CORP                COM     319963104     54198  1107500  SH         SOLE           1107500      0     0
FIRST INDUSTRIAL REALTY        COM     32054K103      4167   151904  SH         SOLE            151904      0     0
FIRST MIDWEST BANCORP DEL      COM     320867104      2496    62800  SH         SOLE             62800      0     0
FIRST SECURITY CORP/DE         COM     336294103     12164   446400  SH         SOLE            446400      0     0
FIRST TENNESSEE NATL CORP      COM     337162101     10949   285800  SH         SOLE            285800      0     0
FIRST UNION CORP               COM     337358105     66501  1411172  SH         SOLE           1411172      0     0
FIRST VIRGINIA BANKS INC       COM     337477103      5447   110900  SH         SOLE            110900      0     0
FIRSTAR CORP NEW WIS           COM     33763V109     12154   434100  SH         SOLE            434100      0     0
FISERV INC                     COM     337738108      4180   133500  SH         SOLE            133500      0     0
FIRSTMERIT CORP                COM     337915102      5219   185985  SH         SOLE            185985      0     0
FIRSTENERGY CORP               COM     337932107      9675   312100  SH         SOLE            312100      0     0
FLEET FINANCIAL GROUP INC      COM     338915101     36238   816632  SH         SOLE            816632      0     0
FLEETWOOD ENTERPRISES          COM     339099103       576    21800  SH         SOLE             21800      0     0
FLEMING COMPANIES INC          COM     339130106       942    81100  SH         SOLE             81100      0     0
FLORIDA PROGRESS CORP          COM     341109106     13930   337200  SH         SOLE            337200      0     0
FLORIDA ROCK INDS INC          COM     341140101      1815    39900  SH         SOLE             39900      0     0
FLOW INTL CORP                 COM     343468104       338    31300  SH         SOLE             31300      0     0
FLUOR CORP                     COM     343861100      7528   185900  SH         SOLE            185900      0     0
FOODMAKER INC NEW              COM     344839204      2346    82700  SH         SOLE             82700      0     0
FOOTSTAR INC                   COM     344912100      1926    51800  SH         SOLE             51800      0     0
FORD MOTOR CO                  COM     345370100     72098  1277500  SH         SOLE           1277500      0     0
FOREST LABORATORIES CL A       COM     345838106     13412   290000  SH         SOLE            290000      0     0
FORT JAMES CORP                COM     347471104      5253   138700  SH         SOLE            138700      0     0
FORTUNE BRANDS INC             COM     349631101      4451   107600  SH         SOLE            107600      0     0
FOSSIL INC                     COM     349882100      1107    22900  SH         SOLE             22900      0     0
FOSTER WHEELER CORP            COM     350244109       603    42900  SH         SOLE             42900      0     0
FRANCHISE FIN CORP OF AMERICA  COM     351807102      4371   196463  SH         SOLE            196463      0     0
FRANKLIN COVEY CO              COM     353469109       356    48400  SH         SOLE             48400      0     0
FRANKLIN RESOURCES INC         COM     354613101      6463   159100  SH         SOLE            159100      0     0
FREEPORT MCMORAN COPR & GLD CL COM     35671D857     17298   964400  SH         SOLE            964400      0     0
FREMONT GEN CORP               COM     357288109      2774   147000  SH         SOLE            147000      0     0
FRITZ COS INC                  COM     358846103       812    75600  SH         SOLE             75600      0     0
FRONTIER CORP                  COM     35906P105      6325   107900  SH         SOLE            107900      0     0
FRONTIER INS GROUP INC NEW     COM     359081106      1217    79200  SH         SOLE             79200      0     0
FROZEN FOOD EXPRESS INDS INC   COM     359360104       272    35700  SH         SOLE             35700      0     0
FULLER (H B) CO                COM     359694106      1367    20000  SH         SOLE             20000      0     0
FURNITURE BRANDS INTL INC      COM     360921100     69687  2500000  SH         SOLE           2500000      0     0
G & K SVCS INC                 COM     361268105      2262    43200  SH         SOLE             43200      0     0
GATX CORP                      COM     361448103      7285   191400  SH         SOLE            191400      0     0
GC COS INC                     COM     36155Q109       582    16300  SH         SOLE             16300      0     0
GPU INC                        COM     36225X100      5678   134600  SH         SOLE            134600      0     0
GTE CORP                       COM     362320103    131724  1744700  SH         SOLE           1744700      0     0
GABLES RESIDENTIAL TRUST       COM     362418105     38699  1604125  SH         SOLE           1604125      0     0
GALEY & LORD INC               COM     36352K103       109    25000  SH         SOLE             25000      0     0
GALLAGHER ARTHUR J & CO        COM     363576109      1801    36400  SH         SOLE             36400      0     0
GANNETT CO                     COM     364730101     12640   177100  SH         SOLE            177100      0     0
GAP INC                        COM     364760108     35931   713287  SH         SOLE            713287      0     0
GARDNER DENVER MACHINERY INC   COM     365558105       551    34200  SH         SOLE             34200      0     0
GATEWAY INC                    COM     367626108      5805    98300  SH         SOLE             98300      0     0
GENERAL COMMUNICATION INC      COM     369385109       709   104400  SH         SOLE            104400      0     0
GENERAL DYNAMICS CORP          COM     369550108      5489    79700  SH         SOLE             79700      0     0
GENERAL ELECTRIC CO            COM     369604103    393929  3486100  SH         SOLE           3486100      0     0
GENERAL GROWTH PROPERTIES      COM     370021107      5115   144090  SH         SOLE            144090      0     0
GENERAL INSTRUMENT CORP DEL    COM     370120107     10863   255600  SH         SOLE            255600      0     0
GENERAL MILLS INC              COM     370334104     47405   589800  SH         SOLE            589800      0     0
GENERAL MOTORS CORP            COM     370442105     96208  1457700  SH         SOLE           1457700      0     0
GENERAL SEMICONDUCTOR INC      COM     370787103       709    77700  SH         SOLE             77700      0     0
GENTEX CORP                    COM     371901109     32244  1151600  SH         SOLE           1151600      0     0
GENESIS HEALTH VENTURES INC    COM     371912106       223    74400  SH         SOLE             74400      0     0
GENUINE PARTS CO               COM     372460105      9633   275250  SH         SOLE            275250      0     0
GEON CO                        COM     37246W105      1586    49200  SH         SOLE             49200      0     0
GENZYME CORP                   COM     372917104      4248    87600  SH         SOLE             87600      0     0
GEORGIA GULF CORP              COM     373200203       705    41800  SH         SOLE             41800      0     0
GEORGIA PACIFIC CORP           COM     373298108     33134   699400  SH         SOLE            699400      0     0
GEORGIA-PACIFIC TIMBER CO      COM     373298702      3418   135400  SH         SOLE            135400      0     0
GERBER SCIENTIFIC INC          COM     373730100      1059    48000  SH         SOLE             48000      0     0
GIBSON GREETINGS INC           COM     374827103       220    34700  SH         SOLE             34700      0     0
GILLETTE CO                    COM     375766102     92291  2251000  SH         SOLE           2251000      0     0
GLATFELTER (P H) CO            COM     377316104       936    64000  SH         SOLE             64000      0     0
GLENBOROUGH REALTY TRUST       COM     37803P105      2228   127370  SH         SOLE            127370      0     0
GLIMCHER REALTY TRUST          COM     379302102     14382   878319  SH         SOLE            878319      0     0
GLOBAL INDL TECHNOLOGIES INC   COM     379335102       562    46600  SH         SOLE             46600      0     0
GOLDEN WEST FINANCIAL CORP     COM     381317106      5889    60100  SH         SOLE             60100      0     0
GOODRICH B F CO                COM     382388106     24777   583000  SH         SOLE            583000      0     0
GOODYEAR TIRE & RUBBER CO      COM     382550101      8486   144300  SH         SOLE            144300      0     0
GOODYS FAMILY CLOTHING INC     COM     382588101       805    70400  SH         SOLE             70400      0     0
GOTTSCHALKS INC                COM     383485109       241    26500  SH         SOLE             26500      0     0
GRACE W R & CO DEL NEW         COM     38388F108       877    46200  SH         SOLE             46200      0     0
GRACO INC                      COM     384109104      1245    42400  SH         SOLE             42400      0     0
GRAINGER W W INC               COM     384802104      5209    96800  SH         SOLE             96800      0     0
GREAT ATLANTIC & PACIFIC TEA   COM     390064103       814    24100  SH         SOLE             24100      0     0
GREAT LAKES CHEMICAL CORP      COM     390568103      1713    37200  SH         SOLE             37200      0     0
GREAT LAKES REIT INC           COM     390752103     12187   750000  SH         SOLE            750000      0     0
GREEN MOUNTAIN PWR CORP        COM     393154109       125    11100  SH         SOLE             11100      0     0
GREENPOINT FINANCIAL CORP      COM     395384100      7202   219500  SH         SOLE            219500      0     0
GRIFFON CORP                   COM     398433102       510    65400  SH         SOLE             65400      0     0
GUIDANT CORP                   COM     401698105     13471   263500  SH         SOLE            263500      0     0
GUILFORD MLS INC               COM     401794102       563    54300  SH         SOLE             54300      0     0
GYMBOREE CORP                  COM     403777105       535    51000  SH         SOLE             51000      0     0
HCR MANOR CARE INC             COM     404134108      2834   117200  SH         SOLE            117200      0     0
HNC SOFTWARE INC               COM     40425P107      1673    54300  SH         SOLE             54300      0     0
HRPT PROPERTIES TRUST          COM     40426W101      8084   527938  SH         SOLE            527938      0     0
HSB GROUP INC                  COM     40428N109      2858    69400  SH         SOLE             69400      0     0
HS RESOURCES INC               COM     404297103       588    39900  SH         SOLE             39900      0     0
HA-LO INDS INC                 COM     404429102       866    87750  SH         SOLE             87750      0     0
HADCO CORP                     COM     404681108      1113    28000  SH         SOLE             28000      0     0
HAGGAR CORP                    COM     405173105       237    18100  SH         SOLE             18100      0     0
HALLIBURTON CO                 COM     406216101     35136   776500  SH         SOLE            776500      0     0
HALTER MARINE GROUP INC        COM     40642Y105       404    61000  SH         SOLE             61000      0     0
HAMBRECHT & QUIST GRP          COM     406545103       966    26200  SH         SOLE             26200      0     0
HANCOCK FABRICS INC            COM     409900107       193    44200  SH         SOLE             44200      0     0
HANGER ORTHOPEDIC GROUP INC    COM     41043F208       292    20600  SH         SOLE             20600      0     0
HANNA (M A) CO                 COM     410522106      1155    70300  SH         SOLE             70300      0     0
HARBINGER CORP                 COM     41145C103      1112    89000  SH         SOLE             89000      0     0
HARCOURT GENERAL INC           COM     41163G101      2304    44700  SH         SOLE             44700      0     0
HARLAND JOHN H CO              COM     412693103      1307    65600  SH         SOLE             65600      0     0
HARLEY-DAVIDSON INC            COM     412822108     92437  1700000  SH         SOLE           1700000      0     0
HARMAN INTL INDS INC           COM     413086109      1729    39300  SH         SOLE             39300      0     0
HARMON INDS INC NEW            COM     413136102       441    22300  SH         SOLE             22300      0     0
HARRAHS ENTERTAINMENT INC      COM     413619107     14788   670300  SH         SOLE            670300      0     0
HARRIS CORP                    COM     413875105      3268    83400  SH         SOLE             83400      0     0
HARTFORD FINCL SERVICES GRP    COM     416515104     23855   409100  SH         SOLE            409100      0     0
HARTMARX CORP                  COM     417119104       304    72700  SH         SOLE             72700      0     0
HASBRO INC                     COM     418056107     18082   647250  SH         SOLE            647250      0     0
HEALTH CARE PROPERTY INVESTORS COM     421915109      3589   124300  SH         SOLE            124300      0     0
HEALTHSOUTH CORP               COM     421924101     15101  1015200  SH         SOLE           1015200      0     0
HEALTH MANAGEMENT ASSOCIATES   COM     421933102     10884   967500  SH         SOLE            967500      0     0
HEALTHCARE REALTY TRUST        COM     421946104     35059  1659629  SH         SOLE           1659629      0     0
HEARTLAND EXPRESS INC          COM     422347104      1036    63300  SH         SOLE             63300      0     0
HECLA MINING CO                COM     422704106       124    60600  SH         SOLE             60600      0     0
HEINZ H J CO                   COM     423074103     29072   580000  SH         SOLE            580000      0     0
HELIX TECHNOLOGY CORP          COM     423319102      1122    46900  SH         SOLE             46900      0     0
HELMERICH & PAYNE              COM     423452101      1233    52200  SH         SOLE             52200      0     0
HENRY JACK & ASSOC INC         COM     426281101      1566    39900  SH         SOLE             39900      0     0
HERCULES INC                   COM     427056106      4194   106700  SH         SOLE            106700      0     0
HERSHEY FOODS CORP             COM     427866108     16096   271100  SH         SOLE            271100      0     0
HEWLETT PACKARD CO             COM     428236103    232607  2314500  SH         SOLE           2314500      0     0
HIBERNIA CORP - CL A           COM     428656102      5578   355600  SH         SOLE            355600      0     0
HIGHWOODS PROPERTIES           COM     431284108     33963  1237840  SH         SOLE           1237840      0     0
HILB ROGAL & HAMILTON CO       COM     431294107       577    25800  SH         SOLE             25800      0     0
HILLENBRAND INDS INC           COM     431573104     11245   260000  SH         SOLE            260000      0     0
HILTON HOTELS CORP             COM     432848109      2326   164000  SH         SOLE            164000      0     0
HOLLYWOOD PK INC NEW           COM     436255103       943    55500  SH         SOLE             55500      0     0
HOLOGIC INC                    COM     436440101       158    28200  SH         SOLE             28200      0     0
HOME DEPOT INC                 COM     437076102     79271  1230200  SH         SOLE           1230200      0     0
HOME PPTYS N Y INC             COM     437306103     39503  1430000  SH         SOLE           1430000      0     0
HOMESTAKE MINING CO            COM     437614100      1230   150300  SH         SOLE            150300      0     0
HONEYWELL INC                  COM     438506107      9177    79200  SH         SOLE             79200      0     0
HORACE MANN EDUCATORS CORP     COM     440327104      2879   105900  SH         SOLE            105900      0     0
HOSPITALITY PROPERTIES TRUST   COM     44106M102      4664   171954  SH         SOLE            171954      0     0
HOST MARRIOTT CORP NEW         COM     44107P104     17812  1500000  SH         SOLE           1500000      0     0
HOUSEHOLD INTERNATIONAL INC    COM     441815107     42221   891210  SH         SOLE            891210      0     0
HUBBELL INC - CL B             COM     443510201     10663   235000  SH         SOLE            235000      0     0
HUDSON UNITED BANCORP          COM     444165104      2864    91300  SH         SOLE             91300      0     0
HUFFY CORP                     COM     444356109       359    25700  SH         SOLE             25700      0     0
HUGHES SUPPLY INC              COM     444482103      1442    48600  SH         SOLE             48600      0     0
HUMANA INC                     COM     444859102      2297   177600  SH         SOLE            177600      0     0
HUNT JB TRANSPRT SVCS          COM     445658107      2458   151300  SH         SOLE            151300      0     0
HUNTINGTON BANCSHARES INC      COM     446150104      6817   214280  SH         SOLE            214280      0     0
HUTCHINSON TECHNOLOGY          COM     448407106      1159    41800  SH         SOLE             41800      0     0
HYPERION SOLUTIONS CORP        COM     44914M104      1109    62300  SH         SOLE             62300      0     0
IDEC PHARMCEUTICALS            COM     449370105      3236    42000  SH         SOLE             42000      0     0
IHOP CORP                      COM     449623107      1001    41600  SH         SOLE             41600      0     0
IMC GLOBAL INC                 COM     449669100     16349   941000  SH         SOLE            941000      0     0
IMCO RECYCLING INC             COM     449681105       614    35900  SH         SOLE             35900      0     0
IMS HEALTH INC                 COM     449934108      6262   200400  SH         SOLE            200400      0     0
IRT PROPERTY                   COM     450058102      1317   133450  SH         SOLE            133450      0     0
ITT INDUSTRIES INC             COM     450911102      2489    65300  SH         SOLE             65300      0     0
IDEXX LABS CORP                COM     45168D104      1899    81500  SH         SOLE             81500      0     0
IKON OFFICE SOLUTIONS          COM     451713101      2344   156300  SH         SOLE            156300      0     0
ILLINOIS TOOL WORKS            COM     452308109     17788   217600  SH         SOLE            217600      0     0
IMATION CORP                   COM     45245A107      1094    44100  SH         SOLE             44100      0     0
IMMUNE RESPONSE CORP           COM     45252T106       263    49000  SH         SOLE             49000      0     0
INACOM CORP                    COM     45323G109       967    76632  SH         SOLE             76632      0     0
INCO LIMITED                   COM     453258402      1879   104400  SH         SOLE            104400      0     0
INCYTE PHARMACEUTICALS INC     COM     45337C102      1488    56300  SH         SOLE             56300      0     0
INFINITY BROADCASTING CP NEW   COM     45662S102     16043   542700  SH         SOLE            542700      0     0
INFORMIX CORP                  COM     456779107      1596   187100  SH         SOLE            187100      0     0
INGERSOLL-RAND CO              COM     456866102     16324   252600  SH         SOLE            252600      0     0
INNOVEX INC                    COM     457647105       435    31100  SH         SOLE             31100      0     0
INPUT/OUTPUT INC               COM     457652105       712    94200  SH         SOLE             94200      0     0
INSIGHT ENTERPRISES INC        COM     45765U103      1251    50550  SH         SOLE             50550      0     0
INSITUFORM TECHNOLGIES INC CL  COM     457667103      1232    57000  SH         SOLE             57000      0     0
INSTEEL INDUSTRIES INC         COM     45774W108       160    17800  SH         SOLE             17800      0     0
INSURANCE AUTO AUCTIONS INC    COM     457875102       385    23900  SH         SOLE             23900      0     0
INTEGRATED DEVICE TECHNOLOGY   COM     458118106       971    89300  SH         SOLE             89300      0     0
INTEGRATED HEALTH SERVICES INC COM     45812C106       912   114100  SH         SOLE            114100      0     0
INTEL CORP                     COM     458140100    235322  3955000  SH         SOLE           3955000      0     0
INTER TEL INC  SER A           COM     458372109      1043    57200  SH         SOLE             57200      0     0
INTERFACE INC CL A             COM     458665106       954   110700  SH         SOLE            110700      0     0
INTERIM SVCS INC               COM     45868P100      2046    99200  SH         SOLE             99200      0     0
INTERMAGNETICS GEN CORP        COM     458771102       209    27000  SH         SOLE             27000      0     0
INTERMET CORP                  COM     45881K104       818    54100  SH         SOLE             54100      0     0
INTERNATIONAL BUSINESS MACHINE COM     459200101    218148  1687800  SH         SOLE           1687800      0     0
INTL FLAVORS & FRAGRANCES      COM     459506101      4928   112000  SH         SOLE            112000      0     0
INTERNATIONAL PAPER CO         COM     460146103     54104  1076706  SH         SOLE           1076706      0     0
INTERNATIONAL RECTIFIER CORP   COM     460254105      1443   108400  SH         SOLE            108400      0     0
INTERPUBLIC GROUP OF COMPANIES COM     460690100      3785    87400  SH         SOLE             87400      0     0
INTERSTATE HOTELS CORP         COM     46088R108       233    56579  SH         SOLE             56579      0     0
INTERVOICE INC                 COM     461142101       843    58400  SH         SOLE             58400      0     0
INTUIT                         COM     461202103      5804    64400  SH         SOLE             64400      0     0
INVACARE CORP                  COM     461203101      1693    63300  SH         SOLE             63300      0     0
INVESTMENT TECHNOLOGY GRP NE   COM     46145F105       677    21100  SH         SOLE             21100      0     0
IONICS INC                     COM     462218108      1241    34000  SH         SOLE             34000      0     0
ITRON INC                      COM     465741106       264    30900  SH         SOLE             30900      0     0
JDN REALTY CORP                COM     465917102     22921  1024412  SH         SOLE           1024412      0     0
J & J SNACK FOODS CORP         COM     466032109       456    19000  SH         SOLE             19000      0     0
JLG INDS INC                   COM     466210101      1896    93100  SH         SOLE             93100      0     0
JP REALTY                      COM     46624A106      6220   302516  SH         SOLE            302516      0     0
JSB FINANCIAL INC              COM     46624M100      1058    20800  SH         SOLE             20800      0     0
JAN BELL MARKETING INC         COM     470760109       212    60600  SH         SOLE             60600      0     0
JEFFERIES GROUP INC NEW        COM     472319102      1276    44000  SH         SOLE             44000      0     0
JEFFERSON-PILOT CORP           COM     475070108      4416    66725  SH         SOLE             66725      0     0
JO-ANN STORES INC              COM     47758P109       598    39900  SH         SOLE             39900      0     0
JOHNSON & JOHNSON              COM     478160104    218510  2229700  SH         SOLE           2229700      0     0
JOHNSON CONTROLS INC           COM     478366107      3694    53300  SH         SOLE             53300      0     0
JOHNSTON INDS DEL              COM     479368102        23    10900  SH         SOLE             10900      0     0
JONES PHARMA INC               COM     480236108      2386    60600  SH         SOLE             60600      0     0
JOSTENS INC                    COM     481088102      3991   189528  SH         SOLE            189528      0     0
JUNO LTG INC                   COM     482047107       960    39200  SH         SOLE             39200      0     0
JUST FOR FEET INC              COM     48213P106       410    63700  SH         SOLE             63700      0     0
JUSTIN INDS INC                COM     482171105       777    55800  SH         SOLE             55800      0     0
KCS ENERGY INC                 COM     482434206        18    29900  SH         SOLE             29900      0     0
KLA-TENCOR CORP                COM     482480100      3568    55000  SH         SOLE             55000      0     0
K MART CORP                    COM     482584109      8573   519600  SH         SOLE            519600      0     0
K-SWISS INC                    COM     482686102      1069    23000  SH         SOLE             23000      0     0
K2 INC                         COM     482732104       311    34900  SH         SOLE             34900      0     0
KAMAN CORP                     COM     483548103       785    50100  SH         SOLE             50100      0     0
KANSAS CITY POWER & LIGHT CO   COM     485134100     20596   807700  SH         SOLE            807700      0     0
KANSAS CITY SOUTHERN INDS      COM     485170104      4466    70000  SH         SOLE             70000      0     0
KAUFMAN & BROAD HOME           COM     486168107       748    30100  SH         SOLE             30100      0     0
KEANE INC                      COM     486665102      1728    76400  SH         SOLE             76400      0     0
KELLOGG CO                     COM     487836108     27551   834900  SH         SOLE            834900      0     0
KELLWOOD CO                    COM     488044108      1231    45400  SH         SOLE             45400      0     0
KEMET CORP                     COM     488360108      1896    82700  SH         SOLE             82700      0     0
KENT ELECTRONICS CORP          COM     490553104      1141    57600  SH         SOLE             57600      0     0
KERR-MCGEE CORP                COM     492386107      4564    90949  SH         SOLE             90949      0     0
KEYCORP                        COM     493267108     12856   400200  SH         SOLE            400200      0     0
KEYSTONE FINANCIAL INC         COM     493482103      3361   113700  SH         SOLE            113700      0     0
KILROY REALTY CORP             COM     49427F108     14891   610924  SH         SOLE            610924      0     0
KIMBERLY-CLARK CORP            COM     494368103     94350  1655268  SH         SOLE           1655268      0     0
KIMCO REALTY CORP              COM     49446R109      9183   231038  SH         SOLE            231038      0     0
KING WORLD PRODUCTIONS INC     COM     495667107      1566    45000  SH         SOLE             45000      0     0
KIRBY CORP                     COM     497266106       947    44700  SH         SOLE             44700      0     0
KNIGHT-RIDDER INC              COM     499040103      2714    49300  SH         SOLE             49300      0     0
KOGER EQUITY                   COM     500228101     38841  2106666  SH         SOLE           2106666      0     0
KOHLS CORP                     COM     500255104      7649    99500  SH         SOLE             99500      0     0
KOMAG INC                      COM     500453105       373   112800  SH         SOLE            112800      0     0
KROGER CO                      COM     501044101     22020   788200  SH         SOLE            788200      0     0
KROLL O GARA CO                COM     501050108       915    41500  SH         SOLE             41500      0     0
KRONOS INC                     COM     501052104      1194    26250  SH         SOLE             26250      0     0
KULICKE & SOFFA INDS INC       COM     501242101      1316    49100  SH         SOLE             49100      0     0
LSB INDS INC                   COM     502160104        18    12300  SH         SOLE             12300      0     0
LSI LOGIC CORP                 COM     502161102      6904   149700  SH         SOLE            149700      0     0
LTC PROPERTIES                 COM     502175102      1443   111012  SH         SOLE            111012      0     0
LA Z BOY INC                   COM     505336107      2585   112400  SH         SOLE            112400      0     0
LABOR READY INC                COM     505401208       665    30700  SH         SOLE             30700      0     0
LAIDLAW INC                    COM     50730K503      1529   207400  SH         SOLE            207400      0     0
LANDRYS SEAFOOD RESTAURANTS    COM     51508L103       512    64100  SH         SOLE             64100      0     0
LANDSTAR SYS INC               COM     515098101       826    22900  SH         SOLE             22900      0     0
LASON INC                      COM     51808R107      1583    31900  SH         SOLE             31900      0     0
LATTICE SEMICONDUCTOR CORP     COM     518415104      3093    49700  SH         SOLE             49700      0     0
LAWSON PRODUCTS                COM     520776105       594    23600  SH         SOLE             23600      0     0
LEAR CORP                      COM     521865105    124375  2500000  SH         SOLE           2500000      0     0
LECHTERS CORP                  COM     523238103        43    17400  SH         SOLE             17400      0     0
LEGATO SYSTEMS INC             COM     524651106      2344    40600  SH         SOLE             40600      0     0
LEGG MASON INC                 COM     524901105      4504   117000  SH         SOLE            117000      0     0
LEHMAN BROS HLDGS INC          COM     524908100      4435    71400  SH         SOLE             71400      0     0
LEXMARK INTL GROUP INC         COM     529771107      9301   142000  SH         SOLE            142000      0     0
LIBBEY INC                     COM     529898108      1078    37200  SH         SOLE             37200      0     0
LIBERTY PROPERTY TRUST         COM     531172104     56276  2262354  SH         SOLE           2262354      0     0
LILLIAN VERNON CORP            COM     532430105       256    19700  SH         SOLE             19700      0     0
LILLY ELI & CO                 COM     532457108     96794  1351400  SH         SOLE           1351400      0     0
LILLY INDS INC                 COM     532491107       907    48900  SH         SOLE             48900      0     0
LIMITED INC                    COM     532716107      6819   150291  SH         SOLE            150291      0     0
LINCOLN NATIONAL CORP          COM     534187109     45480   869400  SH         SOLE            869400      0     0
LINDSAY MFG CO                 COM     535555106       514    29300  SH         SOLE             29300      0     0
LINEAR TECHNOLOGY CORP         COM     535678106     10975   163200  SH         SOLE            163200      0     0
LINENS'N THINGS                COM     535679104      3600    82300  SH         SOLE             82300      0     0
LIPOSOME CO INC                COM     536310105      1533    80200  SH         SOLE             80200      0     0
LITTON INDUSTRIES INC          COM     538021106      3566    49400  SH         SOLE             49400      0     0
LIZ CLAIBORNE INC              COM     539320101     13486   369500  SH         SOLE            369500      0     0
LOCKHEED MARTIN CORP           COM     539830109     34724   932200  SH         SOLE            932200      0     0
LOEWS CORP                     COM     540424108      9510   120200  SH         SOLE            120200      0     0
LONE STAR INDS INC             COM     542290408      1697    45200  SH         SOLE             45200      0     0
LONGS DRUG STORES INC          COM     543162101       846    24500  SH         SOLE             24500      0     0
LONGVIEW FIBRE CO              COM     543213102      1007    64500  SH         SOLE             64500      0     0
LOUISIANA-PACIFIC CORP         COM     546347105      1633    68400  SH         SOLE             68400      0     0
LOWES COMPANIES                COM     548661107     12567   221700  SH         SOLE            221700      0     0
LUBRIZOL CORP                  COM     549271104      2188    80300  SH         SOLE             80300      0     0
LUBYS INC                      COM     549282101       736    49100  SH         SOLE             49100      0     0
LUCENT TECHNOLOGIES INC        COM     549463107    207776  3081026  SH         SOLE           3081026      0     0
LYDALL INC DEL                 COM     550819106       381    33200  SH         SOLE             33200      0     0
LYONDELL CHEMICAL CO           COM     552078107      2406   116700  SH         SOLE            116700      0     0
MAF BANCORP INC                COM     55261R108      1159    47800  SH         SOLE             47800      0     0
MBIA INC                       COM     55262C100      4046    62500  SH         SOLE             62500      0     0
MBNA CORP                      COM     55262L100     24967   815275  SH         SOLE            815275      0     0
M D C HLDGS INC                COM     552676108       827    38500  SH         SOLE             38500      0     0
MCI WORLDCOM INC               COM     55268B106    430151  4998130  SH         SOLE           4998130      0     0
MGIC INVESTMENT CORP           COM     552848103      3350    68900  SH         SOLE             68900      0     0
M G I PROPERTIES               COM     552885105      7627   270000  SH         SOLE            270000      0     0
MSC INDUSTRIAL DIRECT  -CL A   COM     553530106     18088  1764700  SH         SOLE           1764700      0     0
M S CARRIERS INC               COM     553533100       768    25900  SH         SOLE             25900      0     0
MACDERMID INC                  COM     554273102      2571    55300  SH         SOLE             55300      0     0
MACERICH CO                    COM     554382101     26389  1005304  SH         SOLE           1005304      0     0
MACK-CALI REALTY CORP          COM     554489104     36502  1179890  SH         SOLE           1179890      0     0
MACROMEDIA INC                 COM     556100105      2950    83700  SH         SOLE             83700      0     0
MAGELLAN HEALTH SVCS INC       COM     559079108       668    66800  SH         SOLE             66800      0     0
MALLINCKRODT INC               COM     561232109      6496   178600  SH         SOLE            178600      0     0
MANITOWOC CO INC               COM     563571108      2278    54750  SH         SOLE             54750      0     0
MANUFACTURED HOME COMMUN       COM     564682102      2724   104791  SH         SOLE            104791      0     0
MARCUS CORP                    COM     566330106       786    63900  SH         SOLE             63900      0     0
MARINER POST-ACUTE NETWORK INC COM     568459101        40    71800  SH         SOLE             71800      0     0
MARSH & MCLENNAN COMPANIES     COM     571748102     20571   271800  SH         SOLE            271800      0     0
MARSHALL & ILSLEY CORP         COM     571834100     16010   248700  SH         SOLE            248700      0     0
MARRIOTT INTL INC NEW          COM     571903202      5703   152600  SH         SOLE            152600      0     0
MARSHALL INDS                  COM     572393106      1261    35100  SH         SOLE             35100      0     0
MARTIN MARIETTA MATERIALS      COM     573284106      3752    63600  SH         SOLE             63600      0     0
MASCO CORP                     COM     574599106      6159   213300  SH         SOLE            213300      0     0
MASCOTECH INC                  COM     574670105      1646    97200  SH         SOLE             97200      0     0
MATERIAL SCIENCIES CORP        COM     576674105       489    32600  SH         SOLE             32600      0     0
MATTEL INC                     COM     577081102      4725   180875  SH         SOLE            180875      0     0
MAXIM INTEGRATED PRODUCTS      COM     57772K101      9443   142000  SH         SOLE            142000      0     0
MAY DEPARTMENT STORES CO       COM     577778103      9006   220350  SH         SOLE            220350      0     0
MAXXIM MED INC                 COM     57777G105       692    29700  SH         SOLE             29700      0     0
MAXXAM INC                     COM     577913106       619     9600  SH         SOLE              9600      0     0
MAYTAG CORP                    COM     578592107      3951    56600  SH         SOLE             56600      0     0
MCDERMOTT INTERNATIONAL INC    COM     580037109      3268   115700  SH         SOLE            115700      0     0
MCDONALDS CORP                 COM     580135101     34997   851000  SH         SOLE            851000      0     0
MCGRAW-HILL INC                COM     580645109      6677   123800  SH         SOLE            123800      0     0
MCKESSON HBOC INC              COM     58155Q103      5606   174187  SH         SOLE            174187      0     0
MCWHORTER TECHNOLOGIES INC     COM     582803102       316    21900  SH         SOLE             21900      0     0
MEAD CORP                      COM     582834107      2672    64000  SH         SOLE             64000      0     0
MEDIAONE GROUP INC             COM     58440J104     47451   638000  SH         SOLE            638000      0     0
MEDQUIST INC                   COM     584949101      2397    54800  SH         SOLE             54800      0     0
MEDITRUST CORP                 COM     58501T306     27423  2099415  SH         SOLE           2099415      0     0
MEDTRONIC INC                  COM     585055106     40214   516400  SH         SOLE            516400      0     0
MELLON BANK CORP               COM     585509102     41329  1136200  SH         SOLE           1136200      0     0
MENS WEARHOUSE INC             COM     587118100      1790    70200  SH         SOLE             70200      0     0
MENTOR CORP MINN               COM     587188103       975    52400  SH         SOLE             52400      0     0
MENTOR GRAPHICS CORP           COM     587200106       914    71400  SH         SOLE             71400      0     0
MERCANTILE BANCORP             COM     587342106      5655    99000  SH         SOLE             99000      0     0
MERCANTILE BANKSHARES CORP     COM     587405101      5695   161000  SH         SOLE            161000      0     0
MERCK & CO                     COM     589331107    283036  3844300  SH         SOLE           3844300      0     0
MERCURY INTERACTIVE CP         COM     589405109      2575    72800  SH         SOLE             72800      0     0
MEREDITH CORP                  COM     589433101      1139    32900  SH         SOLE             32900      0     0
MERISTAR HOSPITALITY           COM     58984Y103     37772  1683432  SH         SOLE           1683432      0     0
MERRILL CORP                   COM     590175105       503    34700  SH         SOLE             34700      0     0
MERRILL LYNCH & CO             COM     590188108     44504   559800  SH         SOLE            559800      0     0
MESA AIR GROUP INC             COM     590479101       450    59900  SH         SOLE             59900      0     0
METHODE ELECTRS INC            COM     591520200      1715    75000  SH         SOLE             75000      0     0
METRO NETWORKS INC             COM     591918107      1873    35100  SH         SOLE             35100      0     0
MICHAEL FOOD INC NEW           COM     594079105      1041    44300  SH         SOLE             44300      0     0
MICHAELS STORES INC            COM     594087108      1914    62500  SH         SOLE             62500      0     0
MICREL INC                     COM     594793101      3085    41700  SH         SOLE             41700      0     0
MICROS SYS INC                 COM     594901100      1152    33900  SH         SOLE             33900      0     0
MICROSOFT CORP                 COM     594918104    460533  5106400  SH         SOLE           5106400      0     0
MICROAGE INC                   COM     594928103       157    41400  SH         SOLE             41400      0     0
MICROCHIP TECHNOLOGY INC       COM     595017104      2643    55800  SH         SOLE             55800      0     0
MICRON TECHNOLOGY INC          COM     595112103     39904   985300  SH         SOLE            985300      0     0
MID-AMERICA APARTMENT          COM     59522J103     23252  1005514  SH         SOLE           1005514      0     0
MIDAMERICAN ENERGY HLDGS NEW   COM     59562V107     41550  1200000  SH         SOLE           1200000      0     0
MIDWAY GAMES INC               COM     598148104      1051    81300  SH         SOLE             81300      0     0
MILACRON INC                   COM     598709103       447    24200  SH         SOLE             24200      0     0
MILLIPORE CORP                 COM     601073109     12773   314900  SH         SOLE            314900      0     0
MILLS CORP                     COM     601148109      2011    92764  SH         SOLE             92764      0     0
MINERALS TECHNOLOGIES INC      COM     603158106      1546    27700  SH         SOLE             27700      0     0
MINNESOTA MINING & MFG CO      COM     604059105     65907   758100  SH         SOLE            758100      0     0
MINNESOTA POWER & LIGHT        COM     604110106      5159   259600  SH         SOLE            259600      0     0
MIRAGE RESORTS INC             COM     60462E104      5467   326400  SH         SOLE            326400      0     0
MISSISSIPPI CHEM CORP          COM     605288208       566    57700  SH         SOLE             57700      0     0
MOBIL CORP                     COM     607059102    107874  1092400  SH         SOLE           1092400      0     0
MOLECULAR BIOSYSTEMS           COM     608513107        95    39200  SH         SOLE             39200      0     0
MOLEX INC                      COM     608554101     22200   600000  SH         SOLE            600000      0     0
MONSANTO CO                    COM     611662107     15587   394000  SH         SOLE            394000      0     0
MONTANA POWER CO               COM     612085100     14114   200200  SH         SOLE            200200      0     0
MORGAN JP & CO                 COM     616880100     21426   152500  SH         SOLE            152500      0     0
MORGAN S D WITTER DISCOVER CO  COM     617446448     67474   657485  SH         SOLE            657485      0     0
MORRISON KNUDSEN CORP NEW      COM     61844A109      1177   114200  SH         SOLE            114200      0     0
MOTOROLA INC                   COM     620076109     73459   775300  SH         SOLE            775300      0     0
MUELLER INDS INC               COM     624756102      2552    75200  SH         SOLE             75200      0     0
MUTUAL RISK MGMT LTD           COM     628351108      2753    82500  SH         SOLE             82500      0     0
MYERS INDS INC                 COM     628464109       774    38700  SH         SOLE             38700      0     0
MYLAN LABORATORIES             COM     628530107     12322   465000  SH         SOLE            465000      0     0
NBTY INC                       COM     628782104       929   143000  SH         SOLE            143000      0     0
N C R CORP                     COM     62886E108      5198   106500  SH         SOLE            106500      0     0
NCS HEALTHCARE INC - CL A      COM     628874109       238    43900  SH         SOLE             43900      0     0
NFO WORLDWIDE INC              COM     62910N108       628    44900  SH         SOLE             44900      0     0
NABISCO GROUP HLDG CORP        COM     62952P102     12930   661000  SH         SOLE            661000      0     0
NABORS INDUSTRIES              COM     629568106     10237   420000  SH         SOLE            420000      0     0
NACCO INDUSTRIES  -CL A        COM     629579103       382     5200  SH         SOLE              5200      0     0
NALCO CHEMICAL CO              COM     629853102      2137    41200  SH         SOLE             41200      0     0
NASH FINCH CO                  COM     631158102       242    24000  SH         SOLE             24000      0     0
NASHUA CORP                    COM     631226107       140    14200  SH         SOLE             14200      0     0
NATIONAL CITY CORP             COM     635405103     12574   383960  SH         SOLE            383960      0     0
NATIONAL COMPUTER SYS INC      COM     635519101      2220    65800  SH         SOLE             65800      0     0
NATIONAL DATA CORP             COM     635621105      3052    71400  SH         SOLE             71400      0     0
NATIONAL GOLF PROPERTIES INC   COM     63623G109      1221    50247  SH         SOLE             50247      0     0
NATIONAL HEALTH INVESTORS INC  COM     63633D104      2251    98703  SH         SOLE             98703      0     0
NATIONAL INSTRUMENTS           COM     636518102      2797    69300  SH         SOLE             69300      0     0
NATIONAL PRESTO INDUSTRIES INC COM     637215104       592    15500  SH         SOLE             15500      0     0
NATIONAL SEMICONDUCTOR CORP    COM     637640103      2657   105000  SH         SOLE            105000      0     0
NATIONAL SERVICE INDUSTRIES    COM     637657107       939    26100  SH         SOLE             26100      0     0
NATIONWIDE HEALTH PROPERTIES   COM     638620104      3534   185435  SH         SOLE            185435      0     0
NATURES SUNSHINE PRODUCTS INC  COM     639027101       407    38800  SH         SOLE             38800      0     0
NAUTICA ENTERPRISES            COM     639089101      1366    81000  SH         SOLE             81000      0     0
NAVISTAR INTERNATIONL          COM     63934E108      2080    41600  SH         SOLE             41600      0     0
NELSON THOMAS INC              COM     640376109       357    32100  SH         SOLE             32100      0     0
NETWORK ASSOCIATES INC         COM     640938106      2073   141200  SH         SOLE            141200      0     0
NETWORK EQUIP TECHNOLOGIES     COM     641208103       451    45700  SH         SOLE             45700      0     0
NETWORK APPLIANCE INC          COM     64120L104      2492    44600  SH         SOLE             44600      0     0
NEVADA POWER CO                COM     641423108      4742   189700  SH         SOLE            189700      0     0
NEW CENTURY ENERGIES INC       COM     64352U103      2790    71900  SH         SOLE             71900      0     0
NEW ENGLAND BUSINESS SVC INC   COM     643872104       901    29200  SH         SOLE             29200      0     0
NEW JERSEY RES                 COM     646025106      1407    37600  SH         SOLE             37600      0     0
NEW PLAN EXCEL REALTY TRUST    COM     648053106      4325   240293  SH         SOLE            240293      0     0
NEW YORK TIMES CO -CL A        COM     650111107      4222   114700  SH         SOLE            114700      0     0
NEWELL RUBBERMAID INC          COM     651229106     43274   933136  SH         SOLE            933136      0     0
NEWFIELD EXPL CO               COM     651290108      2172    76400  SH         SOLE             76400      0     0
NEWMONT MINING CORP            COM     651639106      5470   275230  SH         SOLE            275230      0     0
NEXTEL COMMUNICATIONS          COM     65332V103     15257   304000  SH         SOLE            304000      0     0
NIAGARA MOHAWK HLDGS INC       COM     653520106      1892   117800  SH         SOLE            117800      0     0
NICOR INC                      COM     654086107      1903    50000  SH         SOLE             50000      0     0
NIKE INC -CL B                 COM     654106103     23277   367300  SH         SOLE            367300      0     0
NISOURCE INC                   COM     65473P105      4434   171800  SH         SOLE            171800      0     0
NOBLE AFFILIATES INC           COM     654894104      6765   240000  SH         SOLE            240000      0     0
NOBLE DRILLING CORP            COM     655042109      9843   500000  SH         SOLE            500000      0     0
NORDSTROM INC                  COM     655664100      2991    89300  SH         SOLE             89300      0     0
NORFOLK SOUTHERN CORP          COM     655844108     12043   399800  SH         SOLE            399800      0     0
NORRELL CORP GA                COM     656301108      1087    57800  SH         SOLE             57800      0     0
NORSK HYDRO A S                COM     656531605      8958   234200  SH         SOLE            234200      0     0
NORTEL NETWORKS CORP           COM     656569100     82551   950920  SH         SOLE            950920      0     0
NORTH AMERN VACCINE INC        COM     657201109       331    68000  SH         SOLE             68000      0     0
NORTH FORK BANCORP             COM     659424105      6570   307400  SH         SOLE            307400      0     0
NORTHERN STATES POWER CO       COM     665772109      2322    96000  SH         SOLE             96000      0     0
NORTHERN TRUST CORP            COM     665859104      6770    69800  SH         SOLE             69800      0     0
NORTHROP GRUMMAN CORP          COM     666807102     31352   472800  SH         SOLE            472800      0     0
NORTHWEST NAT GAS CO           COM     667655104      1259    52200  SH         SOLE             52200      0     0
NOVA CORP                      COM     669784100     12500   500000  SH         SOLE            500000      0     0
NOVELL INC                     COM     670006105      5623   212200  SH         SOLE            212200      0     0
NOVELLUS SYS INC               COM     670008101      4914    72000  SH         SOLE             72000      0     0
NOVEN PHARMACEUTICALS INC      COM     670009109       273    45300  SH         SOLE             45300      0     0
NUCOR CORP                     COM     670346105      4397    92700  SH         SOLE             92700      0     0
OM GROUP INC                   COM     670872100      1735    50300  SH         SOLE             50300      0     0
OAK INDS INC                   COM     671400505      1680    38300  SH         SOLE             38300      0     0
OAKWOOD HOMES CORP             COM     674098108      1292    98500  SH         SOLE             98500      0     0
OCCIDENTAL PETROLEUM CORP      COM     674599105     13336   631300  SH         SOLE            631300      0     0
OCEAN ENERGY INC TEX           COM     67481E106      2406   250000  SH         SOLE            250000      0     0
OCEANEERING INTERNATIONAL INC  COM     675232102     13683   848600  SH         SOLE            848600      0     0
OFFICE DEPOT INC               COM     676220106     47851  2168900  SH         SOLE           2168900      0     0
OFFSHORE LOGISTICS INC         COM     676255102       513    46200  SH         SOLE             46200      0     0
OLD KENT FINL CORP             COM     679833103     10367   247590  SH         SOLE            247590      0     0
OLD REPUBLIC INTL CORP         COM     680223104      5617   324500  SH         SOLE            324500      0     0
OLIN CORP                      COM     680665205      1623   123100  SH         SOLE            123100      0     0
OMNICARE INC                   COM     681904108     88375  7000000  SH         SOLE           7000000      0     0
OMNICOM GROUP                  COM     681919106      8488   106100  SH         SOLE            106100      0     0
OMEGA HEALTHCARE INVESTORS INC COM     681936100      2092    81061  SH         SOLE             81061      0     0
ONEOK INC NEW                  COM     682680103       628    19800  SH         SOLE             19800      0     0
ORACLE CORP                    COM     68389X105     59369  1599187  SH         SOLE           1599187      0     0
ORANGE & ROCKLAND UTILS INC    COM     684065105      1669    28600  SH         SOLE             28600      0     0
ORBITAL SCIENCES CORP          COM     685564106      1830    77500  SH         SOLE             77500      0     0
ORGANOGENESIS INC              COM     685906109       588    62800  SH         SOLE             62800      0     0
OREGON STEEL MILLS INC         COM     686079104       537    40400  SH         SOLE             40400      0     0
O'REILLY AUTOMOTIVE            COM     686091109      2261    44900  SH         SOLE             44900      0     0
ORION CAP CORP                 COM     686268103      2087    58200  SH         SOLE             58200      0     0
ORTHODONTIC CTRS AMER INC      COM     68750P103      1420   100600  SH         SOLE            100600      0     0
OSHKOSH B GOSH INC             COM     688222207       857    40600  SH         SOLE             40600      0     0
O SULLIVAN CORP                COM     688605104       402    33000  SH         SOLE             33000      0     0
OVERSEAS SHIPHOLDING GROUP     COM     690368105       520    40000  SH         SOLE             40000      0     0
OWENS & MINOR INC NEW          COM     690732102       755    68700  SH         SOLE             68700      0     0
OWENS CORNING                  COM     69073F103      1172    34100  SH         SOLE             34100      0     0
OWENS ILLINOIS                 COM     690768403      3193    97700  SH         SOLE             97700      0     0
OXFORD INDS INC                COM     691497309       526    18600  SH         SOLE             18600      0     0
P-COM INC                      COM     693262107       479    91700  SH         SOLE             91700      0     0
PECO ENERGY CO                 COM     693304107      8337   199100  SH         SOLE            199100      0     0
P G & E CORP                   COM     69331C108     16377   504900  SH         SOLE            504900      0     0
PE CORP                        COM     69332S102      1795    31300  SH         SOLE             31300      0     0
PMI GROUP INC                  COM     69344M101      4246    67600  SH         SOLE             67600      0     0
P N C BANK CORP                COM     693475105     48727   845600  SH         SOLE            845600      0     0
P P & L RESOURCES INC          COM     693499105      2923    95078  SH         SOLE             95078      0     0
P P G INDUSTRIES INC           COM     693506107      6532   110600  SH         SOLE            110600      0     0
PACCAR INC                     COM     693718108      2620    49100  SH         SOLE             49100      0     0
PACIFIC CENTURY FINANCIAL CP   COM     694058108      4025   186700  SH         SOLE            186700      0     0
PACIFIC SUNWEAR CALIF INC      COM     694873100       778    31950  SH         SOLE             31950      0     0
PACIFICORP                     COM     695114108      7910   430500  SH         SOLE            430500      0     0
PAINE WEBBER GROUP             COM     695629105      4179    89400  SH         SOLE             89400      0     0
PALL CORP                      COM     696429307      5143   231800  SH         SOLE            231800      0     0
PANERA BREAD CO                COM     69840W108       161    25300  SH         SOLE             25300      0     0
PARAMETRIC TECHNOLOGY CORP     COM     699173100      6689   482100  SH         SOLE            482100      0     0
PAREXEL INTL CORP              COM     699462107       692    52000  SH         SOLE             52000      0     0
PARK ELECTROCHEMICAL CORP      COM     700416209       661    23000  SH         SOLE             23000      0     0
PARKER-HANNIFIN CORP           COM     701094104      3133    68500  SH         SOLE             68500      0     0
PARKWAY PROPERTIES INC         COM     70159Q104      7287   220000  SH         SOLE            220000      0     0
PATRIOT AMERICAN HOSPITALITY   COM     703352203      7638  1697399  SH         SOLE           1697399      0     0
PATTERSON DENTAL CO            COM     703412106      2439    70200  SH         SOLE             70200      0     0
PAXAR CORP                     COM     704227107       912   102800  SH         SOLE            102800      0     0
PAYCHEX INC                    COM     704326107      4919   154350  SH         SOLE            154350      0     0
PEDIATRIX MED GROUP            COM     705324101       684    32200  SH         SOLE             32200      0     0
PENFORD CORP                   COM     707051108       251    15500  SH         SOLE             15500      0     0
PENNEY JC CO                   COM     708160106     46702   961700  SH         SOLE            961700      0     0
PENNSYLVANIA ENTERPRISES INC   COM     708720107       653    21300  SH         SOLE             21300      0     0
PENNSYLVANIE REAL ESTATE INV   COM     709102107      1117    53377  SH         SOLE             53377      0     0
PENNZOIL-QUAKER STATE CO       COM     709323109      5070   338000  SH         SOLE            338000      0     0
PEOPLES ENERGY CORP            COM     711030106       840    22300  SH         SOLE             22300      0     0
PEOPLESOFT INC                 COM     712713106      7048   408600  SH         SOLE            408600      0     0
PEP BOYS-MANNY MOE & JACK      COM     713278109       692    32998  SH         SOLE             32998      0     0
PEPSICO INC                    COM     713448108    117931  3048300  SH         SOLE           3048300      0     0
PHARMACIA & UPJOHN INC         COM     716941109     80213  1411900  SH         SOLE           1411900      0     0
PFIZER INC                     COM     717081103     39977  1100300  SH         SOLE           1100300      0     0
PHARMACEUTICAL PROD DEV INC    COM     717124101      1344    49100  SH         SOLE             49100      0     0
PHELPS DODGE CORP              COM     717265102      2254    36400  SH         SOLE             36400      0     0
PHILADELPHIA SUBN CORP         COM     718009608      1969    85407  SH         SOLE             85407      0     0
PHILIP MORRIS COMPANIES INC    COM     718154107    129082  3212000  SH         SOLE           3212000      0     0
PHILLIPS PETROLEUM CO          COM     718507106     13524   268800  SH         SOLE            268800      0     0
PHILLIPS VAN HEUSEN CP         COM     718592108       574    57400  SH         SOLE             57400      0     0
PHOTRONICS INC                 COM     719405102      1261    51500  SH         SOLE             51500      0     0
PHYCOR INC                     COM     71940F100      1223   165200  SH         SOLE            165200      0     0
PICTURETEL CORP                COM     720035302       648    81000  SH         SOLE             81000      0     0
PIEDMONT NAT GAS INC           COM     720186105      2004    64400  SH         SOLE             64400      0     0
PIER 1 IMPORTS INC             COM     720279108      2341   208100  SH         SOLE            208100      0     0
PILLOWTEX CORP                 COM     721501104       486    29800  SH         SOLE             29800      0     0
PINNACLE WEST CAPITAL          COM     723484101     12751   316800  SH         SOLE            316800      0     0
PIONEER GROUP INC              COM     723684106       926    53700  SH         SOLE             53700      0     0
PIONEER HI-BRED INTERNATIONAL  COM     723686101      5860   150500  SH         SOLE            150500      0     0
PIONEER STD ELECTRS INC        COM     723877106       667    55600  SH         SOLE             55600      0     0
PITNEY BOWES INC               COM     724479100     20405   317600  SH         SOLE            317600      0     0
PITTSTON CO                    COM     725701882       408    43000  SH         SOLE             43000      0     0
PLACER DOME INC                COM     725906101      6847   582755  SH         SOLE            582755      0     0
PLAINS RES INC                 COM     726540503       674    35500  SH         SOLE             35500      0     0
PLANTRONICS INC NEW            COM     727493108      2261    34725  SH         SOLE             34725      0     0
PLAYERS INTL INC               COM     727903106       485    67500  SH         SOLE             67500      0     0
PLEXUS CORP                    COM     729132100       939    31200  SH         SOLE             31200      0     0
POGO PRODUCING CO              COM     730448107      1575    84600  SH         SOLE             84600      0     0
POLARIS INDS INC               COM     731068102      2379    54700  SH         SOLE             54700      0     0
POLAROID CORP                  COM     731095105       759    27600  SH         SOLE             27600      0     0
POLICY MANAGEMENT SYSTEMS CORP COM     731108106      1176    39200  SH         SOLE             39200      0     0
POOL ENERGY SVCS CO            COM     732788104       903    44500  SH         SOLE             44500      0     0
POPE & TALBOT INC              COM     732827100       342    28400  SH         SOLE             28400      0     0
POST PROPERTIES INC            COM     737464107     65380  1594648  SH         SOLE           1594648      0     0
POTLATCH CORP                  COM     737628107       799    18200  SH         SOLE             18200      0     0
POWERWAVE TECHNOLOGIES INC     COM     739363109       683    21200  SH         SOLE             21200      0     0
PREMIER BANCSHARES INC GA      COM     739909109       624    34100  SH         SOLE             34100      0     0
PRAXAIR INC                    COM     74005P104     14162   289400  SH         SOLE            289400      0     0
PRE PAID LEGAL SVCS INC        COM     740065107      1285    47400  SH         SOLE             47400      0     0
PRENTISS PROPERTIES TRUST INC  COM     740706106      3691   156242  SH         SOLE            156242      0     0
PRICE (T ROWE) ASSOCIATES      COM     741477103     11389   296800  SH         SOLE            296800      0     0
PRIME RETAIL INC               COM     741570105      1485   170959  SH         SOLE            170959      0     0
PRIMARK CORP                   COM     741903108      1341    47800  SH         SOLE             47800      0     0
PRIME HOSPITALITY CORP         COM     741917108      1335   111300  SH         SOLE            111300      0     0
PRIDE INTL INC                 COM     741932107      1116   105700  SH         SOLE            105700      0     0
PRIORITY HEALTHCARE CORP       COM     74264T102      1078    31248  SH         SOLE             31248      0     0
PROCTER & GAMBLE CO            COM     742718109    186362  2088100  SH         SOLE           2088100      0     0
PROFIT RECOVERY GROUP INTL INC COM     743168106      2124    44900  SH         SOLE             44900      0     0
PROGRESS SOFTWARE CORP         COM     743312100      1033    36600  SH         SOLE             36600      0     0
PROGRESSIVE CORP - OHIO        COM     743315103      6612    45600  SH         SOLE             45600      0     0
PROLOGIS                       COM     743410102     10003   494006  SH         SOLE            494006      0     0
PROTECTIVE LIFE CORP           COM     743674103      4991   146800  SH         SOLE            146800      0     0
PROTEIN DESIGN LABS            COM     74369L103       867    39100  SH         SOLE             39100      0     0
PROVIDENT BANKSHARES CORP      COM     743859100      1252    53865  SH         SOLE             53865      0     0
PROVIDENT COMPANIES INC        COM     743862104      3404    85100  SH         SOLE             85100      0     0
PROVIDENT FINANCIAL GRP INC    COM     743866105      4125    94300  SH         SOLE             94300      0     0
PROVIDIAN FINANCIAL CORP       COM     74406A102     18677   200300  SH         SOLE            200300      0     0
PUBLIC SVC CO N C INC          COM     744516105      1251    42800  SH         SOLE             42800      0     0
PUBLIC SERVICE ENTERPRISE      COM     744573106     25662   628800  SH         SOLE            628800      0     0
PUBLIC STORAGE INC             COM     74460D109     36791  1313969  SH         SOLE           1313969      0     0
PULTE CORP                     COM     745867101       624    27100  SH         SOLE             27100      0     0
QUAKER CHEM CORP               COM     747316107       302    18600  SH         SOLE             18600      0     0
QUAKER OATS CO                 COM     747402105     33585   506000  SH         SOLE            506000      0     0
QUALCOMM INC                   COM     747525103     21725   151400  SH         SOLE            151400      0     0
QUANEX CORP                    COM     747620102       852    29900  SH         SOLE             29900      0     0
QUANTUM CORP                   COM     747906105      4410   182800  SH         SOLE            182800      0     0
QUEENS CNTY BANCORP INC        COM     748242104      1515    46800  SH         SOLE             46800      0     0
QUIKSILVER INC                 COM     74838C106       622    23900  SH         SOLE             23900      0     0
QUINTILES TRANSNATIONAL CORP   COM     748767100       208     4971  SH         SOLE              4971      0     0
R & B FALCON CORP              COM     74912E101     20625  2200000  SH         SOLE           2200000      0     0
RFS HOTEL INVESTOR INC         COM     74955J108      1266   100798  SH         SOLE            100798      0     0
RPM INC-OHIO                   COM     749685103      2319   163500  SH         SOLE            163500      0     0
RTI INTL METALS INC            COM     74973W107       635    43300  SH         SOLE             43300      0     0
RADIAN GROUP INC               COM     750236101      2338    47900  SH         SOLE             47900      0     0
RAILTEX INC                    COM     750766107       269    19400  SH         SOLE             19400      0     0
RALCORP HLDGS INC NEW          COM     751028101       530    32900  SH         SOLE             32900      0     0
RALSTON PURINA GROUP           COM     751277302     23792   781700  SH         SOLE            781700      0     0
RAMCO-GERSHENSON PPTYS TR      COM     751452202      6175   380000  SH         SOLE            380000      0     0
RAYCHEM CORP                   COM     754603108      3022    81700  SH         SOLE             81700      0     0
RAYMOND JAMES FINANCIAL INC    COM     754730109      2455   102300  SH         SOLE            102300      0     0
RAYONIER INC                   COM     754907103      2002    40200  SH         SOLE             40200      0     0
RAYTHEON CO   CL B             COM     755111408     41129   583400  SH         SOLE            583400      0     0
READ-RITE CORP                 COM     755246105       638   102900  SH         SOLE            102900      0     0
REALTY INCOME CORP             COM     756109104      2556   107625  SH         SOLE            107625      0     0
RECKSON ASSOCIATES REALTY CORP COM     75621K106      3785   160669  SH         SOLE            160669      0     0
REEBOK INTERNATIONAL LIMITED   COM     758110100       661    35500  SH         SOLE             35500      0     0
REGAL BELOIT CORP              COM     758750103      1041    44100  SH         SOLE             44100      0     0
REGENERON PHARMACEUTCL         COM     75886F107       511    65500  SH         SOLE             65500      0     0
REGIS CORP MINN                COM     758932107      1447    75450  SH         SOLE             75450      0     0
REGENCY REALTY CORP            COM     758939102      6142   280000  SH         SOLE            280000      0     0
REGIONS FINANCIAL CORP         COM     758940100      5346   139100  SH         SOLE            139100      0     0
RELIANCE STEEL & ALUMINUM CO   COM     759509102      1556    39900  SH         SOLE             39900      0     0
RELIANT ENERGY INC             COM     75952J108     10741   388826  SH         SOLE            388826      0     0
RELIASTAR FINANCIAL CORP       COM     75952U103     14691   335800  SH         SOLE            335800      0     0
REMINGTON OIL & GAS CORP       COM     759594302       209    43000  SH         SOLE             43000      0     0
RENAL CARE GROUP INC           COM     759930100      2176    84100  SH         SOLE             84100      0     0
REPUBLIC GROUP INC             COM     760473108       446    24800  SH         SOLE             24800      0     0
REPUBLIC NEW YORK CORP         COM     760719104      4602    67500  SH         SOLE             67500      0     0
RESPIRONICS INC                COM     761230101      1039    68700  SH         SOLE             68700      0     0
REYNOLDS METALS CO             COM     761763101      2389    40500  SH         SOLE             40500      0     0
REYNOLDS R J TOB HLDGS INC     COM     76182K105      6995   220333  SH         SOLE            220333      0     0
RICHFOOD HLDGS INC             COM     763408101      1773   100600  SH         SOLE            100600      0     0
RIGGS NATL CORP WASH DC        COM     766570105      1330    64700  SH         SOLE             64700      0     0
RITE AID CORP                  COM     767754104     22544   915500  SH         SOLE            915500      0     0
ROBBINS & MYERS INC            COM     770196103       522    23400  SH         SOLE             23400      0     0
ROBERTS PHARMACEUTICAL CORP    COM     770491108      1584    66000  SH         SOLE             66000      0     0
ROCKWELL INTERNATIONAL CORP    COM     773903109     43624   718100  SH         SOLE            718100      0     0
ROHM & HAAS CO                 COM     775371107     21334   497600  SH         SOLE            497600      0     0
ROLLINS TRUCK LEASING CORP     COM     775741101      1393   125300  SH         SOLE            125300      0     0
ROPER INDS INC NEW             COM     776696106      2112    66000  SH         SOLE             66000      0     0
ROWAN COMPANIES INC            COM     779382100      1622    88900  SH         SOLE             88900      0     0
ROYAL APPLIANCE MFG CO         COM     780076105       314    45300  SH         SOLE             45300      0     0
ROYAL DUTCH PETE CO            COM     780257804    166585  2764900  SH         SOLE           2764900      0     0
RUBY TUESDAY INC               COM     781182100      1322    69600  SH         SOLE             69600      0     0
RURAL / METRO CORP             COM     781748108       287    29900  SH         SOLE             29900      0     0
RUSS BERRIE & CO               COM     782233100      1163    47000  SH         SOLE             47000      0     0
RUSSELL CORP                   COM     782352108       442    22700  SH         SOLE             22700      0     0
RYAN'S FAMILY STEAK HOUSES INC COM     783519101      1023    88000  SH         SOLE             88000      0     0
RYDER SYSTEM INC               COM     783549108     14036   545100  SH         SOLE            545100      0     0
RYLAND GROUP INC               COM     783764103       917    30900  SH         SOLE             30900      0     0
SBC COMMUNICATIONS INC         COM     78387G103    166628  2872900  SH         SOLE           2872900      0     0
SCI SYSTEMS INC                COM     783890106     15065   318000  SH         SOLE            318000      0     0
SEI INVESTMENTS CO             COM     784117103      3318    37600  SH         SOLE             37600      0     0
STUDENT LOAN MARKETING ASSN    COM     78442A109     15548   339400  SH         SOLE            339400      0     0
SLI INC                        COM     78442T108      1784    66100  SH         SOLE             66100      0     0
SPS TECHNOLOGIES INC           COM     784626103      1008    26900  SH         SOLE             26900      0     0
S3 INC                         COM     784849101       982   108000  SH         SOLE            108000      0     0
SAFECO CORP                    COM     786429100     16295   369300  SH         SOLE            369300      0     0
SAFESKIN CORP                  COM     786454108      1378   114900  SH         SOLE            114900      0     0
SAFEWAY INC                    COM     786514208     15137   305800  SH         SOLE            305800      0     0
ST JOHN KNITS INC              COM     790289102      1032    35300  SH         SOLE             35300      0     0
ST JUDE MEDICAL INC            COM     790849103      1885    52937  SH         SOLE             52937      0     0
ST MARY LD & EXPL CO           COM     792228108       477    23200  SH         SOLE             23200      0     0
ST PAUL BANCORP INC            COM     792848103      2182    85600  SH         SOLE             85600      0     0
ST PAUL COMPANIES              COM     792860108     36440  1145480  SH         SOLE           1145480      0     0
SANMINA CORP                   COM     800907107      4391    57881  SH         SOLE             57881      0     0
SANTA FE SNYDER CORP           COM     80218K105      1386   173295  SH         SOLE            173295      0     0
SARA LEE CORP                  COM     803111103     21857   963400  SH         SOLE            963400      0     0
SCHERING-PLOUGH CORP           COM     806605101     68664  1307900  SH         SOLE           1307900      0     0
SCHLUMBERGER LTD               COM     806857108     54771   859998  SH         SOLE            859998      0     0
SCHULMAN (A) INC               COM     808194104       761    44300  SH         SOLE             44300      0     0
SCHWAB CHARLES CORP            COM     808513105     28066   514975  SH         SOLE            514975      0     0
SCHWEITZER-MAUDUIT INTL INC    COM     808541106       510    34000  SH         SOLE             34000      0     0
SCIENTIFIC-ATLANTA INC         COM     808655104      2872    79800  SH         SOLE             79800      0     0
SCOTT TECHNOLOGIES INC         COM     810022301       752    39100  SH         SOLE             39100      0     0
SCOTTS CO                      COM     810186106      1881    39500  SH         SOLE             39500      0     0
SEAGATE TECHNOLOGY             COM     811804103      6121   238900  SH         SOLE            238900      0     0
SEAGRAM CO LIMITED             COM     811850106     12634   250800  SH         SOLE            250800      0     0
SEACOR SMIT INC                COM     811904101      1383    25862  SH         SOLE             25862      0     0
SEALED AIR CORP NEW            COM     81211K100      3403    52468  SH         SOLE             52468      0     0
SEARS ROEBUCK & CO             COM     812387108     63991  1436000  SH         SOLE           1436000      0     0
SECURITY DYNAMICS TECH         COM     814208104       943    44400  SH         SOLE             44400      0     0
SEITEL INC                     COM     816074306       773    47800  SH         SOLE             47800      0     0
SELECTIVE INS GROUP INC        COM     816300107      1170    61400  SH         SOLE             61400      0     0
SEMPRA ENERGY                  COM     816851109      8118   358825  SH         SOLE            358825      0     0
SEQUENT COMPUTER SYSTEMS INC   COM     817338106       843    47500  SH         SOLE             47500      0     0
SERVICE CORP INTERNATIONAL     COM     817565104      5565   289100  SH         SOLE            289100      0     0
SERVICE EXPERTS INC            COM     817567100       767    35100  SH         SOLE             35100      0     0
SERVICEMASTER CO               COM     81760N109     75000  4000000  SH         SOLE           4000000      0     0
SHARED MEDICAL SYSTEMS CORP    COM     819486101      1089    16700  SH         SOLE             16700      0     0
SHERWIN-WILLIAMS CO            COM     824348106     10142   365500  SH         SOLE            365500      0     0
SHOPKO STORES INC              COM     824911101      2007    55000  SH         SOLE             55000      0     0
SHOREWOOD PACKAGING CORP       COM     825229107      1054    57200  SH         SOLE             57200      0     0
SHURGARD STORAGE CENTERS INC   COM     82567D104      3171   116916  SH         SOLE            116916      0     0
SIEBEL SYSTEMS INC             COM     826170102      6392    96400  SH         SOLE             96400      0     0
SIERRA HEALTH SVCS INC         COM     826322109       843    58400  SH         SOLE             58400      0     0
SIERRA PAC RES                 COM     826425100      2375    65300  SH         SOLE             65300      0     0
SIGMA-ALDRICH                  COM     826552101     14542   422300  SH         SOLE            422300      0     0
SILICON GRAPHICS INC           COM     827056102      3247   198300  SH         SOLE            198300      0     0
SILICON VY BANCSHARES          COM     827064106      1074    43400  SH         SOLE             43400      0     0
SILICON VALLEY GROUP           COM     827066101       719    42800  SH         SOLE             42800      0     0
SIMON PROPERTY GROUP INC       COM     828806109    102624  4044315  SH         SOLE           4044315      0     0
SIMPSON INDS INC               COM     829060102       396    38700  SH         SOLE             38700      0     0
SIMPSON MANUFACTURING CO INC   COM     829073105      1147    24151  SH         SOLE             24151      0     0
SKYLINE CORP                   COM     830830105       583    19900  SH         SOLE             19900      0     0
SKYWEST INC                    COM     830879102      1271    51000  SH         SOLE             51000      0     0
SMITH A O                      COM     831865209      1397    49900  SH         SOLE             49900      0     0
SMITH INTERNATIONAL INC        COM     832110100      6515   150000  SH         SOLE            150000      0     0
CHARLES E SMITH RESIDENTIAL    COM     832197107      2379    70120  SH         SOLE             70120      0     0
SMITHFIELD FOODS INC           COM     832248108      2651    79300  SH         SOLE             79300      0     0
SNAP-ON INC                    COM     833034101      1337    36950  SH         SOLE             36950      0     0
SOLA INTL INC                  COM     834092108      1018    52400  SH         SOLE             52400      0     0
SOLECTRON CORP                 COM     834182107     10543   158100  SH         SOLE            158100      0     0
SOLUTIA INC                    COM     834376105      3608   169300  SH         SOLE            169300      0     0
SONAT INC                      COM     835415100      6691   202000  SH         SOLE            202000      0     0
SONIC CORP                     COM     835451105      1308    40100  SH         SOLE             40100      0     0
SONOCO PRODUCTS CO             COM     835495102      4460   149000  SH         SOLE            149000      0     0
SOUTHDOWN INC                  COM     841297104      3758    58500  SH         SOLE             58500      0     0
SOUTHERN CO                    COM     842587107     11620   438500  SH         SOLE            438500      0     0
SOUTHERN ENERGY HOMES INC      COM     842814105       150    28400  SH         SOLE             28400      0     0
SOUTHTRUST CORP                COM     844730101     50106  1305700  SH         SOLE           1305700      0     0
SOUTHWEST AIRLINES             COM     844741108      4388   211500  SH         SOLE            211500      0     0
SOUTHWEST GAS CORP             COM     844895102      1823    63700  SH         SOLE             63700      0     0
SOUTHWESTERN ENERGY CO         COM     845467109       555    52600  SH         SOLE             52600      0     0
SOVEREIGN BANCORP INC          COM     845905108      4441   366300  SH         SOLE            366300      0     0
SOVRAN SELF STORAGE INC        COM     84610H108      1318    48950  SH         SOLE             48950      0     0
SPACELABS MED INC              COM     846247104       375    19900  SH         SOLE             19900      0     0
SPARTAN MTRS INC               COM     846819100       152    26500  SH         SOLE             26500      0     0
SPEEDFAM-IPEC INC              COM     847705100       759    47300  SH         SOLE             47300      0     0
SPIEKER PROPERTIES INC         COM     848497103     40914  1052469  SH         SOLE           1052469      0     0
SPORTS AUTHORITY INC           COM     849176102       297    67100  SH         SOLE             67100      0     0
SPRINGS INDUSTRIES  -CL A      COM     851783100       492    11300  SH         SOLE             11300      0     0
SPRINT CORP                    COM     852061100     40396   762200  SH         SOLE            762200      0     0
SPRINT CORP-PCS GROUP          COM     852061506     15763   276550  SH         SOLE            276550      0     0
STANDARD MICROSYSTEMS CORP     COM     853626109       254    33700  SH         SOLE             33700      0     0
STANDARD MTR PRODS INC         COM     853666105       676    27600  SH         SOLE             27600      0     0
STANDARD PAC CORP NEW          COM     85375C101       817    62900  SH         SOLE             62900      0     0
STANDARD PRODS CO              COM     853836104       914    35700  SH         SOLE             35700      0     0
STANDEX INTL CORP              COM     854231107       758    27700  SH         SOLE             27700      0     0
STANLEY WORKS                  COM     854616109      3485   108300  SH         SOLE            108300      0     0
STAPLES INC                    COM     855030102      8964   289750  SH         SOLE            289750      0     0
STARBUCKS CORP                 COM     855244109     67680  1801800  SH         SOLE           1801800      0     0
STARWOOD HOTELS&RESORTS WORLD  COM     85590A203     38203  1250000  SH         SOLE           1250000      0     0
STATE STREET CORP              COM     857477103      8614   100900  SH         SOLE            100900      0     0
STEEL TECHNOLOGIES INC         COM     858147101       236    25100  SH         SOLE             25100      0     0
STEIN MART INC                 COM     858375108       904    96500  SH         SOLE             96500      0     0
STERLING COMMERCE INC          COM     859205106    128625  3500000  SH         SOLE           3500000      0     0
STERLING SOFTWARE INC          COM     859547101      2281    86300  SH         SOLE             86300      0     0
STEWART ENTERPRISES INC        COM     860370105      5606   385000  SH         SOLE            385000      0     0
STILLWATER MNG CO              COM     86074Q102      2203    67800  SH         SOLE             67800      0     0
STONE & WEBSTER INC            COM     861572105       718    27000  SH         SOLE             27000      0     0
STONE ENERGY CORP              COM     861642106      1330    31400  SH         SOLE             31400      0     0
STORAGE USA INC                COM     861907103      3562   111313  SH         SOLE            111313      0     0
STORAGE TECHNOLOGY CORP - CL A COM     862111200      2466   108400  SH         SOLE            108400      0     0
STRIDE RITE CORP               COM     863314100      1030    99900  SH         SOLE             99900      0     0
STRUCTURAL DYNAMICS RESEARCH   COM     863555108       733    39500  SH         SOLE             39500      0     0
STURM RUGER & CO INC           COM     864159108       607    56800  SH         SOLE             56800      0     0
SUMMIT BANCORP                 COM     866005101     24907   595700  SH         SOLE            595700      0     0
SUMMIT PROPERTIES INC          COM     866239106      2014   102022  SH         SOLE            102022      0     0
SUMMIT TECHNOLOGY INC          COM     86627E101      1452    66000  SH         SOLE             66000      0     0
SUN COMMUNITIES INC            COM     866674104      2431    68507  SH         SOLE             68507      0     0
SUN MICROSYSTEMS INC           COM     866810104     71278  1034900  SH         SOLE           1034900      0     0
SUNGARD DATA SYSTEMS INC       COM     867363103      3946   114400  SH         SOLE            114400      0     0
SUNOCO INC                     COM     86764P109      1775    58800  SH         SOLE             58800      0     0
SUNRISE MED INC                COM     867910101       319    44800  SH         SOLE             44800      0     0
SUNTRUST BANKS INC             COM     867914103     13992   201508  SH         SOLE            201508      0     0
SUPERIOR SVCS INC              COM     868316100      1574    59000  SH         SOLE             59000      0     0
SUPERVALU INC                  COM     868536103      1961    75800  SH         SOLE             75800      0     0
SUSQUEHANNA BANCSHARES INC P   COM     869099101      1262    71400  SH         SOLE             71400      0     0
SWISS ARMY BRANDS INC          COM     870827102       153    17300  SH         SOLE             17300      0     0
SYBRON INTL CORP               COM     87114F106      9646   350000  SH         SOLE            350000      0     0
SYMANTEC CORP                  COM     871503108      1535    60200  SH         SOLE             60200      0     0
SYMBOL TECHNOLOGIES            COM     871508107     12666   343500  SH         SOLE            343500      0     0
SYMMETRICOM INC                COM     871543104       271    33400  SH         SOLE             33400      0     0
SYNCOR INTL CORP DEL           COM     87157J106       835    23200  SH         SOLE             23200      0     0
SYNOPSYS INC                   COM     871607107      4001    72500  SH         SOLE             72500      0     0
SYNOVUS FINL CORP              COM     87161C105      3339   168050  SH         SOLE            168050      0     0
SYSCO CORP                     COM     871829107     26082   874900  SH         SOLE            874900      0     0
SYSTEM SOFTWARE ASSOC INC      COM     871839106       166   100300  SH         SOLE            100300      0     0
TBC CORP                       COM     872180104       343    48700  SH         SOLE             48700      0     0
TCBY ENTERPRISES INC           COM     872245105       298    48800  SH         SOLE             48800      0     0
TCF FINANCIAL CORP             COM     872275102      5201   186600  SH         SOLE            186600      0     0
TCSI CORP                      COM     87233R106       120    47200  SH         SOLE             47200      0     0
TD WATERHOUSE GRP INC          COM     872362108     25000  1000000  SH         SOLE           1000000      0     0
TJ INTL INC                    COM     872534102      1050    33900  SH         SOLE             33900      0     0
T J X COMPANIES INC            COM     872540109      6769   203200  SH         SOLE            203200      0     0
TNP ENTERPRISES INC            COM     872594106      1015    28000  SH         SOLE             28000      0     0
T R W INC                      COM     872649108      4132    75300  SH         SOLE             75300      0     0
TACO CABANA INC                COM     873425102       306    30100  SH         SOLE             30100      0     0
TALK COM INC                   COM     874264104      1363   121200  SH         SOLE            121200      0     0
TANDY CORP                     COM     875382103      6089   124600  SH         SOLE            124600      0     0
TAUBMAN CENTERS INC            COM     876664103      2800   212372  SH         SOLE            212372      0     0
TECHNITROL INC                 COM     878555101      1102    34200  SH         SOLE             34200      0     0
TECHNOLOGY SOLUTIONS CO        COM     87872T108       905    83700  SH         SOLE             83700      0     0
TEKTRONIX INC                  COM     879131100      1524    50500  SH         SOLE             50500      0     0
TELLABS INC                    COM     879664100     36720   543500  SH         SOLE            543500      0     0
TELXON CORP                    COM     879700102       269    34000  SH         SOLE             34000      0     0
TEMPLE-INLAND INC              COM     879868107      2401    35000  SH         SOLE             35000      0     0
TENET HEALTHCARE CORP          COM     88033G100      6086   327900  SH         SOLE            327900      0     0
TENNECO INC                    COM     88037E101      2554   107000  SH         SOLE            107000      0     0
TERADYNE INC                   COM     880770102      6557    91400  SH         SOLE             91400      0     0
TETRA TECHNOLOGIES INC DEL     COM     88162F105       273    28800  SH         SOLE             28800      0     0
TETRA TECH INC NEW             COM     88162G103      1237    75000  SH         SOLE             75000      0     0
TEXACO INC                     COM     881694103     44697   716600  SH         SOLE            716600      0     0
TEXAS INDS INC                 COM     882491103      1732    44700  SH         SOLE             44700      0     0
TEXAS INSTRUMENTS INC          COM     882508104     72000   500000  SH         SOLE            500000      0     0
TEXAS UTILITIES CO             COM     882848104     40289   972285  SH         SOLE            972285      0     0
TEXTRON INC                    COM     883203101     19294   234400  SH         SOLE            234400      0     0
THERMO ELECTRON CORP           COM     883556102     14996   747500  SH         SOLE            747500      0     0
THOMAS & BETTS CORP            COM     884315102      2839    60100  SH         SOLE             60100      0     0
THOMAS INDS INC                COM     884425109       688    33600  SH         SOLE             33600      0     0
THOR INDS INC                  COM     885160101       734    25900  SH         SOLE             25900      0     0
3COM CORP                      COM     885535104     10117   379100  SH         SOLE            379100      0     0
THREE FIVE SYS INC             COM     88554L108       230    16700  SH         SOLE             16700      0     0
TIMBERLAND CO                  COM     887100105      1647    24200  SH         SOLE             24200      0     0
TIME WARNER INC                COM     887315109    114900  1582100  SH         SOLE           1582100      0     0
TIMES MIRROR CO  -SER A        COM     887364107      2968    50100  SH         SOLE             50100      0     0
TIMKEN CO                      COM     887389104      7435   381300  SH         SOLE            381300      0     0
TITAN INTL INC ILL             COM     88830M102       545    45900  SH         SOLE             45900      0     0
TOLL BROTHERS INC              COM     889478103      1674    78100  SH         SOLE             78100      0     0
TORCHMARK CORP                 COM     891027104      3009    88200  SH         SOLE             88200      0     0
TORO CO                        COM     891092108      1067    27100  SH         SOLE             27100      0     0
TOSCO CORP                     COM     891490302     12450   480000  SH         SOLE            480000      0     0
TOWER AUTOMOTIVE INC           COM     891707101      2462    96800  SH         SOLE             96800      0     0
TOYS R US INC                  COM     892335100     41985  2029500  SH         SOLE           2029500      0     0
TRANSAMERICA CORP              COM     893485102      5880    78400  SH         SOLE             78400      0     0
TRAVELERS PPTY CAS CORP        COM     893939108     15395   393500  SH         SOLE            393500      0     0
TREDEGAR CORP                  COM     894650100      1712    76100  SH         SOLE             76100      0     0
TRENWICK GROUP INC             COM     895290104       628    25500  SH         SOLE             25500      0     0
TRIARC COMPANIES INC           COM     895927101      1111    52300  SH         SOLE             52300      0     0
TRICON GLOBAL RESTAURANTS      COM     895953107     10316   190600  SH         SOLE            190600      0     0
TRIBUNE CO                     COM     896047107      6508    74700  SH         SOLE             74700      0     0
TRIMBLE NAVIGATION LTD         COM     896239100       619    48100  SH         SOLE             48100      0     0
TRINET CORPORATE REALTY TRUST  COM     896287109      2763    99819  SH         SOLE             99819      0     0
TRUE NORTH COMMUNICATIONS IN   COM     897844106      2808    94400  SH         SOLE             94400      0     0
TRUSTCO BK CORP N Y            COM     898349105      1577    58700  SH         SOLE             58700      0     0
TUBOSCOPE INC                  COM     898600101      1312    95900  SH         SOLE             95900      0     0
TUPPERWARE CORP                COM     899896104       923    36200  SH         SOLE             36200      0     0
TYCO INTERNATIONAL LIMITED NEW COM     902124106    111426  1176000  SH         SOLE           1176000      0     0
TYSON FOODS INC CL             COM     902494103      5647   251000  SH         SOLE            251000      0     0
UCAR INTERNATIONAL INC         COM     90262K109      1515    60000  SH         SOLE             60000      0     0
UST CORP                       COM     902900109      2710    89600  SH         SOLE             89600      0     0
USX-MARATHON GROUP             COM     902905827     24418   749900  SH         SOLE            749900      0     0
UST INC                        COM     902911106      3429   117000  SH         SOLE            117000      0     0
USA DETERGENTS INC             COM     902938109       177    29200  SH         SOLE             29200      0     0
US BANCORP DEL                 COM     902973106     36094  1081483  SH         SOLE           1081483      0     0
UNUM CORP                      COM     903192102      4763    87000  SH         SOLE             87000      0     0
URS CORP NEW                   COM     903236107       492    16800  SH         SOLE             16800      0     0
USX - US STEEL GROUP           COM     90337T101      1501    55600  SH         SOLE             55600      0     0
US ONCOLOGY INC                COM     90338W103       826    68900  SH         SOLE             68900      0     0
ULTRATECH STEPPER INC          COM     904034105       668    44400  SH         SOLE             44400      0     0
UNILEVER N V NY SHS            COM     904784709     60672   869853  SH         SOLE            869853      0     0
UNICOM CORP                    COM     904911104     29041   753100  SH         SOLE            753100      0     0
UNION CARBIDE CORP             COM     905581104      6912   141800  SH         SOLE            141800      0     0
UNION PACIFIC CORP             COM     907818108     39203   672300  SH         SOLE            672300      0     0
UNION PACIFIC RESOURCES GROUP  COM     907834105      4345   266370  SH         SOLE            266370      0     0
UNION PLANTERS CORP            COM     908068109      3861    86400  SH         SOLE             86400      0     0
UNISYS CORP                    COM     909214108      6377   163800  SH         SOLE            163800      0     0
UNITED BANKSHARES INC WEST V   COM     909907107      2286    86300  SH         SOLE             86300      0     0
UNITED DOMINION REALTY TRUST   COM     910197102      4455   379201  SH         SOLE            379201      0     0
UNITED HEALTHCARE CORP         COM     910581107     16745   267400  SH         SOLE            267400      0     0
UNITED ILLUM CO                COM     910637107      1285    30300  SH         SOLE             30300      0     0
UNITED NAT FOODS INC           COM     911163103       123     5000  SH         SOLE              5000      0     0
UNITED RENTALS INC             COM     911363109     17700   600000  SH         SOLE            600000      0     0
U S BIOSCIENCE INC             COM     911646206       501    51400  SH         SOLE             51400      0     0
US AIRWAYS GROUP INC           COM     911905107      2395    55000  SH         SOLE             55000      0     0
U S HOME CORP NEW              COM     911920106      1022    28800  SH         SOLE             28800      0     0
U S WEST INC NEW               COM     91273H101     31158   530361  SH         SOLE            530361      0     0
U S TR CORP NEW                COM     91288L105      3672    39700  SH         SOLE             39700      0     0
UNITED TECHNOLOGIES CORP       COM     913017109     20448   284000  SH         SOLE            284000      0     0
UNITED WTR RES INC             COM     913190104      1780    78500  SH         SOLE             78500      0     0
UNITRODE CORP                  COM     913283107      1910    66600  SH         SOLE             66600      0     0
UNIVERSAL CORP/VA              COM     913456109      1379    48500  SH         SOLE             48500      0     0
UNIVERSAL FST PRODS INC        COM     913543104       941    43800  SH         SOLE             43800      0     0
UNIVERSAL HLTH SVCS INC        COM     913903100      3299    69100  SH         SOLE             69100      0     0
UNIVISION COMMUNICATIONS INC   COM     914906102    104000  1600000  SH         SOLE           1600000      0     0
UNOCAL CORP                    COM     915289102     21124   533100  SH         SOLE            533100      0     0
USFREIGHTWAYS CORP             COM     916906100      2565    55400  SH         SOLE             55400      0     0
URBAN SHOPPING CENTERS INC     COM     917060105     17288   548828  SH         SOLE            548828      0     0
V F CORP                       COM     918204108      3223    75400  SH         SOLE             75400      0     0
VALASSIS COMMUNICATIONS INC    COM     918866104      4482   122400  SH         SOLE            122400      0     0
VALENCE TECHNOLOGY INC         COM     918914102       397    53900  SH         SOLE             53900      0     0
VALERO ENERGY CORP             COM     91913Y100      3751   175000  SH         SOLE            175000      0     0
VALMONT INDS INC               COM     920253101       950    55800  SH         SOLE             55800      0     0
VANTIVE CORP                   COM     922091103       630    55100  SH         SOLE             55100      0     0
VARCO INTERNATIONAL            COM     922126107      1459   135000  SH         SOLE            135000      0     0
VARIAN ASSOCIATES INC          COM     92220P105      1602    63480  SH         SOLE             63480      0     0
VERTEX PHARMACEUTICALS INC     COM     92532F100      1290    53500  SH         SOLE             53500      0     0
VIACOM INC - CL B              COM     925524308     19254   437600  SH         SOLE            437600      0     0
VICOR CORP                     COM     925815102      1883    88900  SH         SOLE             88900      0     0
VINTAGE PETE INC               COM     927460105      1172   109100  SH         SOLE            109100      0     0
VISIO CORP                     COM     927914101      1206    31700  SH         SOLE             31700      0     0
VISX INC DEL                   COM     92844S105      4909    62000  SH         SOLE             62000      0     0
VITAL SIGNS INC                COM     928469105       536    26900  SH         SOLE             26900      0     0
VODAFONE AIRTOUCH PLC          COM     92857T107     59464   301850  SH         SOLE            301850      0     0
VOLT INFORMATION SCIENCES IN   COM     928703107       720    31500  SH         SOLE             31500      0     0
VORNADO REALTY TRUST           COM     929042109     11935   338009  SH         SOLE            338009      0     0
VULCAN MATERIALS CO            COM     929160109      6658   138000  SH         SOLE            138000      0     0
WD-40 CO                       COM     929236107       825    33000  SH         SOLE             33000      0     0
WHX CORP                       COM     929248102       260    39700  SH         SOLE             39700      0     0
WICOR INC                      COM     929253102      2201    78800  SH         SOLE             78800      0     0
WABASH NATL CORP               COM     929566107       939    48500  SH         SOLE             48500      0     0
WACHOVIA CORP                  COM     929771103     10909   127500  SH         SOLE            127500      0     0
WAL-MART STORES INC            COM     931142103    169063  3503900  SH         SOLE           3503900      0     0
WALDEN RESIDENTIAL PROPERTIES  COM     931210108      1562    72689  SH         SOLE             72689      0     0
WALGREEN CO                    COM     931422109     18429   627400  SH         SOLE            627400      0     0
WALL DATA INC                  COM     932045107       199    20900  SH         SOLE             20900      0     0
WARNER-LAMBERT CO              COM     934488107     82645  1195600  SH         SOLE           1195600      0     0
WASHINGTON MUTUAL INC          COM     939322103     58826  1654165  SH         SOLE           1654165      0     0
WASHINGTON POST                COM     939640108      5861    10900  SH         SOLE             10900      0     0
WASHINGTON REAL ESTATE INV TRU COM     939653101      2426   143243  SH         SOLE            143243      0     0
WASTE MGMT INC DEL             COM     94106L109     45989   855625  SH         SOLE            855625      0     0
WATKINS JOHNSON CO             COM     942486101       513    17400  SH         SOLE             17400      0     0
WATSCO INC                     COM     942622200       851    52000  SH         SOLE             52000      0     0
WATSON PHARMACEUTICALS INC     COM     942683103      3565   101700  SH         SOLE            101700      0     0
WAUSAU-MOSINEE PAPER CORP      COM     943315101      1332    74000  SH         SOLE             74000      0     0
WEATHERFORD INTL INC           COM     947074100     10430   284800  SH         SOLE            284800      0     0
WEEKS CORP                     COM     94856P102      2401    78725  SH         SOLE             78725      0     0
WEINGARTEN REALTY INVESTORS    COM     948741103      4468   107023  SH         SOLE            107023      0     0
WELLPOINT HEALTH NETWORK NEW   COM     94973H108      3615    42600  SH         SOLE             42600      0     0
WELLS FARGO & CO NEW           COM     949746101     83879  1962100  SH         SOLE           1962100      0     0
WENDY'S INTERNATIONAL INC      COM     950590109      2231    78300  SH         SOLE             78300      0     0
WERNER ENTERPRISES INC         COM     950755108      2093   100900  SH         SOLE            100900      0     0
WESLEY JESSEN VISIONCARE INC   COM     951018100       605    18700  SH         SOLE             18700      0     0
WESTVACO CORP                  COM     961548104      1828    63050  SH         SOLE             63050      0     0
WESTWOOD ONE INC               COM     961815107      2376    66600  SH         SOLE             66600      0     0
WEYERHAEUSER CO                COM     962166104     14430   209900  SH         SOLE            209900      0     0
WHIRLPOOL CORP                 COM     963320106      3537    47800  SH         SOLE             47800      0     0
WHITNEY HLDG CORP              COM     966612103      1900    47800  SH         SOLE             47800      0     0
WHITTAKER CORP DEL             COM     966680407       660    23600  SH         SOLE             23600      0     0
WHITTMAN-HART INC              COM     966834103      3429   108000  SH         SOLE            108000      0     0
WHOLE FOODS MKT INC            COM     966837106      2677    55700  SH         SOLE             55700      0     0
WILLAMETTE INDUSTRIES INC      COM     969133107      5398   117200  SH         SOLE            117200      0     0
WILLIAMS COMPANIES INC         COM     969457100     38203   897589  SH         SOLE            897589      0     0
WILLIAMS SONOMA INC            COM     969904101      4083   117300  SH         SOLE            117300      0     0
WILMINGTON TRUST CORP          COM     971807102      4475    78000  SH         SOLE             78000      0     0
WINN-DIXIE STORES INC          COM     974280109     16625   450100  SH         SOLE            450100      0     0
WINNEBAGO INDUSTRIES           COM     974637100      1095    48700  SH         SOLE             48700      0     0
WINSTON HOTELS INC             COM     97563A102       675    65473  SH         SOLE             65473      0     0
WISCONSIN CENT TRANSN CORP     COM     976592105      3784   200500  SH         SOLE            200500      0     0
WITCO CORP                     COM     977385103      1572    79600  SH         SOLE             79600      0     0
WOLVERINE TUBE INC             COM     978093102       751    29900  SH         SOLE             29900      0     0
WOLVERINE WORLD WIDE INC       COM     978097103      1295    92500  SH         SOLE             92500      0     0
WORLD COLOR PRESS INC          COM     981443104     24235   881300  SH         SOLE            881300      0     0
WORTHINGTON INDUSTRIES INC     COM     981811102     17241  1048900  SH         SOLE           1048900      0     0
WRIGLEY W M JR CO              COM     982526105      6519    73100  SH         SOLE             73100      0     0
WYNNS INTL INC                 COM     983195108       743    40300  SH         SOLE             40300      0     0
X-RITE INC                     COM     983857103       287    44700  SH         SOLE             44700      0     0
XILINX INC                     COM     983919101      8885   155200  SH         SOLE            155200      0     0
XIRCOM INC                     COM     983922105      1461    48600  SH         SOLE             48600      0     0
XEROX CORP                     COM     984121103     74779  1266100  SH         SOLE           1266100      0     0
YELLOW CORP                    COM     985509108       978    55100  SH         SOLE             55100      0     0
ZALE CORP NEW                  COM     988858106      3000    75000  SH         SOLE             75000      0     0
ZEBRA TECHNOLOGIES CORP        COM     989207105      2244    58400  SH         SOLE             58400      0     0
ZENITH NATL INS CORP           COM     989390109       886    36000  SH         SOLE             36000      0     0
ZIONS BANCORP                  COM     989701107     11182   176100  SH         SOLE            176100      0     0
FRUIT OF THE LOOM LTD          COM     G3682L105       441    45300  SH         SOLE             45300      0     0
XL CAP LTD                     COM     G98255105       951    16836  SH         SOLE             16836      0     0
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