UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 1999
Check here if Amendment [X]; Amendment Number: 1
This Amendment (Check only one.): [ ] is a restatement.
[X] 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: LAURIE F. HACKING
Title: EXECUTIVE DIRECTOR
Phone: 614-466-2822
Signature, Place, and Date of Signing:
/s/ LAURIE F. HACKING COLUMBUS, OHIO 01/31/00
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: 1621
Form 13F Information Table Value Total: $21,654,728
List of Other Included Managers:
No. 13F File Number Name
NONE
<PAGE>
<TABLE> <C>
<C>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
(x/$1000) PRN AMT PRN CALL DSCRETN MNGRS
NAME OF ISSUER TITLE CUSIP SOLE SHAREDNONE
OF
CLASS
AAR CORP COM 000361105 897 50,006 SH SOLE 50,006 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 11796 162,561 SH SOLE 162,561 0 0
ABM INDUSTRIES INC COM 000957100 554 27,190 SH SOLE 27,190 0 0
AFLAC INC COM 001055102 13648 289,235 SH SOLE 289,235 0 0
AGCO CORP COM 001084102 515 38,300 SH SOLE 38,300 0 0
AGL RESOURCES INC COM 001204106 631 37,100 SH SOLE 37,100 0 0
AES CORP COM 00130H105 16726 223,764 SH SOLE 223,764 0 0
AK STEEL HOLDING CORP COM 001547108 1988 105,300 SH SOLE 105,300 0 0
AMB PROPERTY CORP COM 00163T109 70242 3523105 SH SOLE 3523105 0 0
AMLI RESIDENTIAL PPTYS TR COM 001735109 4629 229300 SH SOLE 229300 0 0
AMR CORP/DE COM 001765106 12743 190,190 SH SOLE 190,190 0 0
AT&T CORP COM 001957109 263354 5,182,866 SH SOLE 5,182,866 0 0
AARON RENTS INC COM 002535201 389 21,900 SH SOLE 21,900 0 0
ABBOTT LABORATORIES COM 002824100 82704 2,277,553 SH SOLE 2,277,553 0 0
ABERCROMBIE & FITCH -CL A COM 002896207 6266 234,800 SH SOLE 234,800 0 0
ACNIELSEN CORP COM 004833109 916 37,200 SH SOLE 37,200 0 0
ACTION PERFORMANCE COS INC COM 004933107 282 24,500 SH SOLE 24,500 0 0
ACUSON CORP COM 005113105 216 17,200 SH SOLE 17,200 0 0
ACXIOM CORP COM 005125109 3041 126,700 SH SOLE 126,700 0 0
ADAC LABORATORIES COM 005313200 443 41,166 SH SOLE 41,166 0 0
ADAPTIVE BROADBAND CORP COM 00650M104 2172 29,421 SH SOLE 29,421 0 0
ADAPTEC INC COM 00651F108 5797 116,235 SH SOLE 116,235 0 0
ADOBE SYSTEMS INC COM 00724F101 9281 138,005 SH SOLE 138,005 0 0
ADTRAN INC COM 00738A106 1307 25,400 SH SOLE 25,400 0 0
ADVANCE PARADIGM INC COM 007491103 681 31,600 SH SOLE 31,600 0 0
ADVANCED TISSUE SCI -CL A COM 00755F103 166 66,200 SH SOLE 66,200 0 0
ADVO INC COM 007585102 949 39,973 SH SOLE 39,973 0 0
ADVANCED MICRO DEVICES COM 007903107 5479 189,338 SH SOLE 189,338 0 0
AETNA INC COM 008117103 11930 213,754 SH SOLE 213,754 0 0
AFFILIATED COMP SVCS -CL A COM 008190100 1458 31,700 SH SOLE 31,700 0 0
AGRIBRANDS INTERNATIONAL INC COM 00849R105 876 19,052 SH SOLE 19,052 0 0
AIR EXPRESS INTERNATIONAL CP COM 009104100 1928 59,662 SH SOLE 59,662 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 17287 515,069 SH SOLE 515,069 0 0
AIRBORNE FREIGHT CORP COM 009266107 1650 75,000 SH SOLE 75,000 0 0
AIRGAS INC COM 009363102 994 104,600 SH SOLE 104,600 0 0
ALASKA AIR GROUP INC COM 011659109 1352 38,500 SH SOLE 38,500 0 0
ALBANY INTL CORP -CL A COM 012348108 302 19,482 SH SOLE 19,482 0 0
ALBEMARLE CORP COM 012653101 1343 70,000 SH SOLE 70,000 0 0
ALBERTO-CULVER CO -CL B COM 013068101 3571 138,328 SH SOLE 138,328 0 0
ALBERTSONS INC COM 013104104 19363 600,396 SH SOLE 600,396 0 0
ALCAN ALUMINIUM LTD COM 013716105 10178 245,985 SH SOLE 245,985 0 0
ALCOA INC COM 013817101 83217 1,002,610 SH SOLE 1,002,610 0 0
ALEXANDER & BALDWIN INC COM 014482103 1426 62,500 SH SOLE 62,500 0 0
ALLEGHENY ENERGY INC COM 017361106 2020 75,000 SH SOLE 75,000 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 2328 103,768 SH SOLE 103,768 0 0
ALLEN TELECOM INC COM 018091108 481 41,600 SH SOLE 41,600 0 0
ALLERGAN INC COM 018490102 7449 149,719 SH SOLE 149,719 0 0
ALLIANCE PHARMACEUTICAL CP COM 018773101 498 67,500 SH SOLE 67,500 0 0
ALLIANT CORP COM 018802108 1383 50,300 SH SOLE 50,300 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 17142 275,100 SH SOLE 275,100 0 0
ALLIED WASTE INDS INC COM 019589308 1904 216,076 SH SOLE 216,076 0 0
ALLMERICA FINANCIAL CORP COM 019754100 2030 36,500 SH SOLE 36,500 0 0
ALLSTATE CORP COM 020002101 36503 1,516,996 SH SOLE 1,516,996 0 0
ALLTEL CORP COM 020039103 28574 345,568 SH SOLE 345,568 0 0
ALPHA INDUSTRIES INC COM 020753109 2009 35,061 SH SOLE 35,061 0 0
ALPHARMA INC -CL A COM 020813101 1432 46,554 SH SOLE 46,554 0 0
ALTERA CORP COM 021441100 14938 301,400 SH SOLE 301,400 0 0
ALZA CORP COM 022615108 3983 115,026 SH SOLE 115,026 0 0
AMBAC FINANCIAL GP COM 023139108 5433 104,100 SH SOLE 104,100 0 0
AMCAST INDL CORP COM 023395106 228 13,900 SH SOLE 13,900 0 0
AMCOL INTERNATIONAL CORP COM 02341W103 790 48,974 SH SOLE 48,974 0 0
AMERADA HESS CORP COM 023551104 5853 103,145 SH SOLE 103,145 0 0
AMEREN CORP COM 023608102 4894 149,423 SH SOLE 149,423 0 0
AMERICA ONLINE INC COM 02364J104 248218 3,271,410 SH SOLE 3,271,410 0 0
AMERICAN ELECTRIC POWER COM 025537101 6763 210,511 SH SOLE 210,511 0 0
AMERN EAGLE OUTFITTERS INC COM 02553E106 1373 30,500 SH SOLE 30,500 0 0
AMERICAN EXPRESS COM 025816109 114456 688,455 SH SOLE 688,455 0 0
AMERICAN FINL GROUP INC COM 025932104 2342 88,800 SH SOLE 88,800 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 777 48,000 SH SOLE 48,000 0 0
AMERICAN GENERAL CORP COM 026351106 25601 337,404 SH SOLE 337,404 0 0
AMERICAN GREETINGS -CL A COM 026375105 1788 75,700 SH SOLE 75,700 0 0
AMERICAN HOME PRODUCTS CORP COM 026609107 75684 1,928,253 SH SOLE 1,928,253 0 0
AMERICAN INTERNATIONAL GROUP COM 026874107 223729 2,069,167 SH SOLE 2,069,167 0 0
AMER ITALIAN PASTA CO -CL A COM 027070101 277 9,000 SH SOLE 9,000 0 0
AMERICAN MANAGEMENT SYSTEMS COM 027352103 2373 75,637 SH SOLE 75,637 0 0
AMERICAN PWR CNVRSION COM 029066107 5093 193,100 SH SOLE 193,100 0 0
AMERICAN STANDARD COS INC COM 029712106 2078 45,300 SH SOLE 45,300 0 0
AMERICAN STATES WATER CO COM 029899101 632 17,562 SH SOLE 17,562 0 0
AMERICAN WATER WORKS INC COM 030411102 13681 643,800 SH SOLE 643,800 0 0
AMERICAN XTAL TECHNOLOGY INC COM 030514103 352 20,200 SH SOLE 20,200 0 0
AMERICREDIT CORP COM 03060R101 2281 123,296 SH SOLE 123,296 0 0
AMES DEPT STORES INC COM 030789507 1246 43,243 SH SOLE 43,243 0 0
AMETEK INC COM 031100100 397 20,800 SH SOLE 20,800 0 0
AMGEN INC COM 031162100 90423 1,505,482 SH SOLE 1,505,482 0 0
AMRESCO INC COM 031909104 53 37,736 SH SOLE 37,736 0 0
AMSOUTH BANCORPORATION COM 032165102 8235 426,390 SH SOLE 426,390 0 0
ANADARKO PETROLEUM CORP COM 032511107 8271 242,361 SH SOLE 242,361 0 0
ANALOG DEVICES COM 032654105 18267 196,423 SH SOLE 196,423 0 0
ANALOGIC CORP COM 032657207 747 22,626 SH SOLE 22,626 0 0
ANALYSTS INTERNATIONAL CORP COM 032681108 425 34,000 SH SOLE 34,000 0 0
ANCHOR BANCORP INC/WI COM 032839102 542 35,818 SH SOLE 35,818 0 0
ANCHOR GAMING COM 033037102 931 21,428 SH SOLE 21,428 0 0
ANDREW CORP COM 034425108 1753 92,581 SH SOLE 92,581 0 0
ANGELICA CORP COM 034663104 189 19,400 SH SOLE 19,400 0 0
ANHEUSER-BUSCH COS INC COM 035229103 48788 688,361 SH SOLE 688,361 0 0
ANIXTER INTL INC COM 035290105 1304 63,200 SH SOLE 63,200 0 0
ANNTAYLOR STORES CORP COM 036115103 1855 53,875 SH SOLE 53,875 0 0
AON CORP COM 037389103 16145 403,637 SH SOLE 403,637 0 0
APACHE CORP COM 037411105 4576 123,895 SH SOLE 123,895 0 0
APARTMENT INVT &MGMT -CL A COM 03748R101 98151 2465322 SH SOLE 2465322 0 0
APEX INC COM 037548104 1221 37,851 SH SOLE 37,851 0 0
APOGEE ENTERPRISES INC COM 037598109 212 41,900 SH SOLE 41,900 0 0
APOLLO GROUP INC -CL A COM 037604105 3391 169,000 SH SOLE 169,000 0 0
APPLE COMPUTER INC COM 037833100 18582 180,733 SH SOLE 180,733 0 0
APPLEBEES INTL INC COM 037899101 1325 44,900 SH SOLE 44,900 0 0
APRIA HEALTHCARE GROUP COM 037933108 599 33,400 SH SOLE 33,400 0 0
APPLIED INDUSTRIAL TECH INC COM 03820C105 666 40,064 SH SOLE 40,064 0 0
APPLIED MAGNETICS CORP COM 038213104 9 24,400 SH SOLE 24,400 0 0
APPLIED MATERIALS INC COM 038222105 70086 553,220 SH SOLE 553,220 0 0
APPLIED POWER -CL A COM 038225108 2498 67,970 SH SOLE 67,970 0 0
APTARGROUP INC COM 038336103 1405 55,924 SH SOLE 55,924 0 0
AQUARION CO COM 03838W101 803 21,704 SH SOLE 21,704 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 8450 696,945 SH SOLE 696,945 0 0
ARCHSTONE COMMUNITYS TR COM 039581103 10701 522003 SH SOLE 522003 0 0
ARCTIC CAT INC COM 039670104 478 47,753 SH SOLE 47,753 0 0
ARDEN REALTY INC COM 039793104 44827 2234385 SH SOLE 2234385 0 0
ARKANSAS BEST CORP COM 040790107 472 39,292 SH SOLE 39,292 0 0
ARMSTRONG WORLD INDS INC COM 042476101 1502 45,000 SH SOLE 45,000 0 0
ARNOLD INDUSTRIES INC COM 042595108 513 36,500 SH SOLE 36,500 0 0
ARROW ELECTRONICS INC COM 042735100 3218 126,800 SH SOLE 126,800 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 1360 64,747 SH SOLE 64,747 0 0
ARVIN INDUSTRIES INC COM 043339100 471 16,600 SH SOLE 16,600 0 0
ASHLAND INC COM 044204105 2595 78,774 SH SOLE 78,774 0 0
ASHWORTH INC COM 04516H101 29 7,100 SH SOLE 7,100 0 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 3247 82,994 SH SOLE 82,994 0 0
ASPEN TECHNOLOGY INC COM 045327103 1257 47,539 SH SOLE 47,539 0 0
ASSOCIATED BANC CORP COM 045487105 3226 94,200 SH SOLE 94,200 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 661 84608 SH SOLE 84608 0 0
ASSOC FST CAPITAL CP -CL A COM 046008108 21727 791,888 SH SOLE 791,888 0 0
ASTEC INDUSTRIES INC COM 046224101 538 28,600 SH SOLE 28,600 0 0
ASTORIA FINL CORP COM 046265104 2481 81,500 SH SOLE 81,500 0 0
ATLANTIC COAST AIRLINES HLDG COM 048396105 787 33,143 SH SOLE 33,143 0 0
ATLANTIC RICHFIELD CO COM 048825103 38724 447,682 SH SOLE 447,682 0 0
ATMEL CORP COM 049513104 8218 278,000 SH SOLE 278,000 0 0
ATMOS ENERGY CORP COM 049560105 944 46,200 SH SOLE 46,200 0 0
ATWOOD OCEANICS COM 050095108 263 6,800 SH SOLE 6,800 0 0
AUSPEX SYSTEMS INC COM 052116100 539 52,628 SH SOLE 52,628 0 0
AUTODESK INC COM 052769106 2848 84,381 SH SOLE 84,381 0 0
AUTOMATIC DATA PROCESSING COM 053015103 51072 947,968 SH SOLE 947,968 0 0
AUTOZONE INC COM 053332102 6882 212,998 SH SOLE 212,998 0 0
AVALONBAY COMMUNITIES INC COM 053484101 8384 242137 SH SOLE 242137 0 0
AVERY DENNISON CORP COM 053611109 11747 161,197 SH SOLE 161,197 0 0
AVIATION SALES CO COM 053672101 363 22,000 SH SOLE 22,000 0 0
AVID TECHNOLOGY INC COM 05367P100 359 27,463 SH SOLE 27,463 0 0
AVNET INC COM 053807103 3308 54,685 SH SOLE 54,685 0 0
AVON PRODUCTS COM 054303102 10211 309,414 SH SOLE 309,414 0 0
AZTAR CORP COM 054802103 906 83,331 SH SOLE 83,331 0 0
BB&T CORP COM 054937107 9532 348,209 SH SOLE 348,209 0 0
BISYS GROUP INC COM 055472104 2980 45,674 SH SOLE 45,674 0 0
BJ SERVICES CO COM 055482103 6280 150,200 SH SOLE 150,200 0 0
BJS WHOLESALE CLUB INC COM 05548J106 1734 47,500 SH SOLE 47,500 0 0
BMC INDUSTRIES INC/MN COM 055607105 98 20,010 SH SOLE 20,010 0 0
BP AMOCO PLC -ADS COM 055622104 2185 36,840 SH SOLE 36,840 0 0
BRE PROPERTIES -CL A COM 05564E106 3798 167410 SH SOLE 167410 0 0
BMC SOFTWARE INC COM 055921100 28240 353,274 SH SOLE 353,274 0 0
BAKER-HUGHES INC COM 057224107 8528 404,890 SH SOLE 404,890 0 0
BAKER (J) INC COM 057232100 127 21,200 SH SOLE 21,200 0 0
BALDOR ELECTRIC COM 057741100 1151 63,516 SH SOLE 63,516 0 0
BALL CORP COM 058498106 1308 33,209 SH SOLE 33,209 0 0
BANDAG INC COM 059815100 353 14,100 SH SOLE 14,100 0 0
BANGOR HYDRO-ELEC CO COM 060077104 255 15,500 SH SOLE 15,500 0 0
BANK OF AMERICA CORP COM 060505104 130402 2,598,296 SH SOLE 2,598,296 0 0
BANK OF NEW YORK CO INC COM 064057102 32179 804,478 SH SOLE 804,478 0 0
BANK ONE CORP COM 06423A103 57161 1,786,277 SH SOLE 1,786,277 0 0
BANKNORTH GROUP INC/DE COM 06646L100 861 32,200 SH SOLE 32,200 0 0
BANTA CORP COM 066821109 399 17,700 SH SOLE 17,700 0 0
BARD (C.R.) INC COM 067383109 4181 78,887 SH SOLE 78,887 0 0
BARNES & NOBLE INC COM 067774109 912 44,200 SH SOLE 44,200 0 0
BARNES GROUP INC COM 067806109 330 20,232 SH SOLE 20,232 0 0
BARRICK GOLD CORPORATION COM 067901108 13211 746,914 SH SOLE 746,914 0 0
BARR LABORATORIES INC COM 068306109 1067 34,000 SH SOLE 34,000 0 0
BARRA INC COM 068313105 852 26,838 SH SOLE 26,838 0 0
BARRETT RESOURCES CORP COM 068480201 1425 48,400 SH SOLE 48,400 0 0
BASSETT FURNITURE INDS COM 070203104 312 19,500 SH SOLE 19,500 0 0
BAUSCH & LOMB INC COM 071707103 29086 425,006 SH SOLE 425,006 0 0
BAXTER INTERNATIONAL INC COM 071813109 26136 416,090 SH SOLE 416,090 0 0
BE AEROSPACE INC COM 073302101 303 35,900 SH SOLE 35,900 0 0
BEAR STEARNS COMPANIES INC COM 073902108 23146 541,424 SH SOLE 541,424 0 0
BECKMAN COULTER INC COM 075811109 941 18,500 SH SOLE 18,500 0 0
BECTON DICKINSON & CO COM 075887109 9624 357,284 SH SOLE 357,284 0 0
BED BATH & BEYOND INC COM 075896100 5473 157,498 SH SOLE 157,498 0 0
BEDFORD PPTY INVS INC COM 076446301 1451 85059 SH SOLE 85059 0 0
BELDEN INC COM 077459105 927 44,135 SH SOLE 44,135 0 0
BELL ATLANTIC CORP COM 077853109 153143 2,487,607 SH SOLE 2,487,607 0 0
BELLSOUTH CORP COM 079860102 100749 2,152,189 SH SOLE 2,152,189 0 0
BELO (AH) CORP -SER A COM COM 080555105 1449 76,000 SH SOLE 76,000 0 0
BEMIS CO COM 081437105 1995 57,191 SH SOLE 57,191 0 0
BENCHMARK ELECTRONICS INC COM 08160H101 517 22,542 SH SOLE 22,542 0 0
BENTON OIL & GAS CO COM 083288100 29 14,900 SH SOLE 14,900 0 0
BERGEN BRUNSWIG CORP -CL A COM 083739102 718 86,400 SH SOLE 86,400 0 0
BEST BUY CO INC COM 086516101 11622 231,291 SH SOLE 231,291 0 0
BESTFOODS COM 08658U101 22144 421,291 SH SOLE 421,291 0 0
BETHLEHEM STEEL CORP COM 087509105 1215 145,021 SH SOLE 145,021 0 0
BEVERLY ENTERPRISES COM 087851309 289 66,000 SH SOLE 66,000 0 0
BILLING CONCEPTS CORP COM 090063108 465 71,600 SH SOLE 71,600 0 0
BINDLEY WESTERN INDS COM 090324104 934 62,000 SH SOLE 62,000 0 0
BIO TECHNOLOGY GENERAL CORP COM 090578105 1431 93,855 SH SOLE 93,855 0 0
BIOGEN INC COM 090597105 18903 223,700 SH SOLE 223,700 0 0
BIOMATRIX INC COM 09060P102 801 41,599 SH SOLE 41,599 0 0
BIOMET INC COM 090613100 6418 160,458 SH SOLE 160,458 0 0
BIRMINGHAM STEEL CORP COM 091250100 239 44,900 SH SOLE 44,900 0 0
BLACK & DECKER CORP COM 091797100 5141 98,401 SH SOLE 98,401 0 0
BLACK BOX CORP COM 091826107 2198 32,806 SH SOLE 32,806 0 0
BLACK HILLS CORP COM 092113109 306 13,800 SH SOLE 13,800 0 0
BLANCH E W HLDGS INC COM 093210102 1210 19,759 SH SOLE 19,759 0 0
BLOCK H & R INC COM 093671105 4817 110,112 SH SOLE 110,112 0 0
BLYTH INDUSTRIES INC COM 09643P108 769 31,300 SH SOLE 31,300 0 0
BOB EVANS FARMS COM 096761101 408 26,400 SH SOLE 26,400 0 0
BOEING CO COM 097023105 48052 1,159,624 SH SOLE 1,159,624 0 0
BOISE CASCADE CORP COM 097383103 26910 664,442 SH SOLE 664,442 0 0
BOMBAY CO INC COM 097924104 347 77,053 SH SOLE 77,053 0 0
BOOKS-A-MILLION INC COM 098570104 294 35,366 SH SOLE 35,366 0 0
BORDERS GROUP INC COM 099709107 811 49,900 SH SOLE 49,900 0 0
BORG WARNER AUTO COM 099724106 697 17,200 SH SOLE 17,200 0 0
BOSTON PROPERTIES INC COM 101121101 38553 1238666 SH SOLE 1238666 0 0
BOSTON SCIENTIFIC CORP COM 101137107 13363 610,872 SH SOLE 610,872 0 0
BOWATER INC COM 102183100 3878 71,400 SH SOLE 71,400 0 0
BOWNE & CO INC COM 103043105 752 55,700 SH SOLE 55,700 0 0
BRADLEY REAL ESTATE INC COM 104580105 23767 1362993 SH SOLE 1362993 0 0
BRADY CORP COM 104674106 1348 39,721 SH SOLE 39,721 0 0
BRIGGS & STRATTON COM 109043109 12003 223,837 SH SOLE 223,837 0 0
BRIGHTPOINT INC COM 109473108 1349 102,808 SH SOLE 102,808 0 0
BRINKER INTL INC COM 109641100 1033 42,800 SH SOLE 42,800 0 0
BRISTOL MYERS SQUIBB COM 110122108 183662 2,861,337 SH SOLE 2,861,337 0 0
BROADWING INC COM 111620100 11870 321,900 SH SOLE 321,900 0 0
BROWN-FORMAN -CL B COM 115637209 4435 77,461 SH SOLE 77,461 0 0
BROWN SHOE INC COM 115736100 387 27,400 SH SOLE 27,400 0 0
BRUNSWICK CORP COM 117043109 2298 103,300 SH SOLE 103,300 0 0
BRUSH WELLMAN INC COM 117421107 417 24,800 SH SOLE 24,800 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 818 55,000 SH SOLE 55,000 0 0
BUFFETS INC COM 119882108 275 27,500 SH SOLE 27,500 0 0
BUILDING MATERIALS HLDG CP COM 120113105 194 18,900 SH SOLE 18,900 0 0
BURLINGTON INDS INC COM 121693105 138 34,400 SH SOLE 34,400 0 0
BRLNGTN NTHRN SANTA FE COM 12189T104 23416 965,597 SH SOLE 965,597 0 0
BURLINGTON RESOURCES INC COM 122014103 16195 489,841 SH SOLE 489,841 0 0
BURNHAM PACIFIC PPTY INC COM 12232C108 1125 120032 SH SOLE 120032 0 0
BURR-BROWN CORP COM 122574106 3525 97,573 SH SOLE 97,573 0 0
BUTLER MFG CO COM 123655102 177 7,922 SH SOLE 7,922 0 0
C&D TECHNOLOGIES INC COM 124661109 978 23,000 SH SOLE 23,000 0 0
CBL & ASSOCIATES PPTYS INC COM 124830100 25628 1242566 SH SOLE 1242566 0 0
CCB FINANCIAL CORP COM 124875105 2575 59,100 SH SOLE 59,100 0 0
CBRL GROUP INC COM 12489V106 376 38,700 SH SOLE 38,700 0 0
CBS CORP COM 12490K107 77099 1,205,846 SH SOLE 1,205,846 0 0
C-COR.NET CORP COM 125010108 2023 26,400 SH SOLE 26,400 0 0
C-CUBE MICROSYSTEMS INC COM 125015107 4384 70,431 SH SOLE 70,431 0 0
CDI CORP COM 125071100 717 29,700 SH SOLE 29,700 0 0
CDW COMPUTER CENTERS INC COM 125129106 2178 27,700 SH SOLE 27,700 0 0
CEC ENTERTAINMENT INC COM 125137109 1354 47,937 SH SOLE 47,937 0 0
CH ENERGY GROUP INC COM 12541M102 1019 30,882 SH SOLE 30,882 0 0
CIGNA CORP COM 125509109 16291 202,214 SH SOLE 202,214 0 0
CKE RESTAURANTS INC COM 12561E105 558 95,020 SH SOLE 95,020 0 0
CLECO CORP COM 12561W105 465 14,500 SH SOLE 14,500 0 0
CK WITCO CORP COM 12562C108 2299 171,925 SH SOLE 171,925 0 0
CMP GROUP INC COM 125887109 576 20,900 SH SOLE 20,900 0 0
CMS ENERGY CORP COM 125896100 4012 128,632 SH SOLE 128,632 0 0
CPI CORP COM 125902106 429 19,006 SH SOLE 19,006 0 0
CNF TRANSPORTATION INC COM 12612W104 2484 72,000 SH SOLE 72,000 0 0
CSX CORP COM 126408103 7711 245,757 SH SOLE 245,757 0 0
CTS CORP COM 126501105 3648 48,400 SH SOLE 48,400 0 0
CVS CORP COM 126650100 17654 442,724 SH SOLE 442,724 0 0
CABLETRON SYSTEMS COM 126920107 5084 195,555 SH SOLE 195,555 0 0
CABLE DESIGN TECH CP -CL A COM 126924109 1174 51,027 SH SOLE 51,027 0 0
CABOT CORP COM 127055101 1952 95,800 SH SOLE 95,800 0 0
CABOT OIL & GAS CORP -CL A COM 127097103 602 37,500 SH SOLE 37,500 0 0
CADENCE DESIGN SYS INC COM 127387108 8710 362,900 SH SOLE 362,900 0 0
CAL DIVE INTERNATIONAL INC COM 127914109 258 7,800 SH SOLE 7,800 0 0
CALLAWAY GOLF CO COM 131193104 860 48,600 SH SOLE 48,600 0 0
CALPINE CORP COM 131347106 72333 1,130,200 SH SOLE 1,130,200 0 0
CAMBREX CORP COM 132011107 1498 43,506 SH SOLE 43,506 0 0
CAMBRIDGE TECHNOLOGY PARTNER COM 132524109 1008 38,400 SH SOLE 38,400 0 0
CAMDEN PROPERTY TRUST COM 133131102 52306 1884885 SH SOLE 1884885 0 0
CAMPBELL SOUP CO COM 134429109 35466 916,742 SH SOLE 916,742 0 0
CANANDAIGUA BRANDS -CL A COM 137219200 1428 28,000 SH SOLE 28,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 10348 214,751 SH SOLE 214,751 0 0
CARAUSTAR INDUSTRIES INC COM 140909102 919 38,300 SH SOLE 38,300 0 0
CARDINAL HEALTH INC COM 14149Y108 38911 812,754 SH SOLE 812,754 0 0
CARLISLE COS INC COM 142339100 698 19,400 SH SOLE 19,400 0 0
CARMIKE CINEMAS INC -CL A COM 143436103 134 17,200 SH SOLE 17,200 0 0
CARNIVAL CORP COM 143658102 33370 697,944 SH SOLE 697,944 0 0
CAROLINA FIRST CORP COM 143877108 598 32,740 SH SOLE 32,740 0 0
CAROLINA POWER & LIGHT COM 144141108 5292 173,867 SH SOLE 173,867 0 0
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CITIGROUP INC COM 172967101 270359 4,854,932 SH SOLE 4,854,932 0 0
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COMCAST CORP -CL A SPL COM 200300200 55762 1,102,837 SH SOLE 1,102,837 0 0
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COMERICA INC COM 200340107 8243 176,565 SH SOLE 176,565 0 0
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COMPUSA INC COM 204932107 299 59,000 SH SOLE 59,000 0 0
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COMPUWARE CORP COM 205638109 15422 414,001 SH SOLE 414,001 0 0
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CONAGRA INC COM 205887102 19776 871,659 SH SOLE 871,659 0 0
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COPART INC COM 217204106 1997 45,900 SH SOLE 45,900 0 0
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CRANE CO COM 224399105 7952 400,081 SH SOLE 400,081 0 0
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CROSS (A.T.) & CO -CL A COM 227478104 49 10,984 SH SOLE 10,984 0 0
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CROWN CORK & SEAL CO INC COM 228255105 3137 140,210 SH SOLE 140,210 0 0
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CYGNUS INC COM 232560102 781 42,800 SH SOLE 42,800 0 0
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CYTEC INDUSTRIES INC COM 232820100 1465 63,700 SH SOLE 63,700 0 0
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FRONTIER INS GRP INC COM 359081106 287 83,400 SH SOLE 83,400 0 0
FROZEN FOOD EXPRESS INDS COM 359360104 98 25,300 SH SOLE 25,300 0 0
FULLER (H. B.) CO COM 359694106 1096 19,600 SH SOLE 19,600 0 0
FURNITURE BRANDS INTL INC COM 360921100 26695 1,213,400 SH SOLE 1,213,400 0 0
G&K SERVICES INC -CL A COM 361268105 1191 36,774 SH SOLE 36,774 0 0
GATX CORP COM 361448103 2491 73,800 SH SOLE 73,800 0 0
GC COMPANIES INC COM 36155Q109 247 9,545 SH SOLE 9,545 0 0
GPU INC COM 36225X100 4069 136,786 SH SOLE 136,786 0 0
GTE CORP COM 362320103 96503 1,367,630 SH SOLE 1,367,630 0 0
GABLES RESIDENTIAL TRUST COM 362418105 38367 1598617 SH SOLE 1598617 0 0
GALLAGHER (ARTHUR J.) & CO COM 363576109 2042 31,539 SH SOLE 31,539 0 0
GANNETT CO COM 364730101 25939 318,031 SH SOLE 318,031 0 0
GAP INC COM 364760108 58232 1,265,903 SH SOLE 1,265,903 0 0
GARDNER DENVER INC COM 365558105 399 23,900 SH SOLE 23,900 0 0
GARTNER GROUP INC COM 366651206 923 66,800 SH SOLE 66,800 0 0
GATEWAY INC COM 367626108 25546 354,500 SH SOLE 354,500 0 0
GENCORP INC COM 368682100 594 60,134 SH SOLE 60,134 0 0
GENERAL COMMUNICATION -CL A COM 369385109 329 75,300 SH SOLE 75,300 0 0
GENERAL DYNAMICS CORP COM 369550108 11430 216,682 SH SOLE 216,682 0 0
GENERAL ELECTRIC CO COM 369604103 749318 4,842,117 SH SOLE 4,842,117 0 0
GENERAL GROWTH PPTYS INC COM 370021107 5269 188175 SH SOLE 188175 0 0
GENERAL INSTRUMENT CORP COM 370120107 21069 247,868 SH SOLE 247,868 0 0
GENERAL MILLS INC COM 370334104 16755 468,680 SH SOLE 468,680 0 0
GENERAL MOTORS CORP COM 370442105 103098 1,418,379 SH SOLE 1,418,379 0 0
GENERAL SEMICONDUCTOR INC COM 370787103 1072 75,553 SH SOLE 75,553 0 0
GENTEX CORP COM 371901109 3383 121,908 SH SOLE 121,908 0 0
GENESIS HEALTH VENTURES INC COM 371912106 153 74,400 SH SOLE 74,400 0 0
GENUINE PARTS CO COM 372460105 4852 195,540 SH SOLE 195,540 0 0
GEON COMPANY COM 37246W105 1351 41,568 SH SOLE 41,568 0 0
GENZYME GENERAL COM 372917104 5121 113,800 SH SOLE 113,800 0 0
GEORGIA GULF CORP COM 373200203 1400 46,000 SH SOLE 46,000 0 0
GEORGIA-PACIFIC GROUP COM 373298108 9846 194,006 SH SOLE 194,006 0 0
GEORGIA-PACIFIC TIMBER CO COM 373298702 2972 120,700 SH SOLE 120,700 0 0
GERBER SCIENTIFIC INC COM 373730100 898 40,935 SH SOLE 40,935 0 0
GIBSON GREETINGS INC COM 374827103 311 34,700 SH SOLE 34,700 0 0
GILEAD SCIENCES INC COM 375558103 1467 27,100 SH SOLE 27,100 0 0
GILLETTE CO COM 375766102 65745 1,596,247 SH SOLE 1,596,247 0 0
GLATFELTER (P H) CO COM 377316104 875 60,100 SH SOLE 60,100 0 0
GLENBOROUGH REALTY TRUST INC COM 37803P105 1591 118954 SH SOLE 118954 0 0
GLIMCHER REALTY TRUST COM 379302102 10883 845245 SH SOLE 845245 0 0
GLOBAL MARINE INC COM 379352404 4313 259,400 SH SOLE 259,400 0 0
GOLDEN WEST FINANCIAL CORP COM 381317106 6015 179,565 SH SOLE 179,565 0 0
GOODRICH (B F) CO COM 382388106 11052 401,880 SH SOLE 401,880 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 4949 176,339 SH SOLE 176,339 0 0
GOODYS FAMILY CLOTHING INC COM 382588101 271 50,500 SH SOLE 50,500 0 0
GOTTSCHALKS INC COM 383485109 197 26,500 SH SOLE 26,500 0 0
GRACE (W R) & CO COM 38388F108 1109 78,500 SH SOLE 78,500 0 0
GRACO INC COM 384109104 1304 36,341 SH SOLE 36,341 0 0
GRAINGER (W W) INC COM 384802104 28289 591,670 SH SOLE 591,670 0 0
GRANITE CONSTRUCTION INC COM 387328107 323 17,500 SH SOLE 17,500 0 0
GREAT ATLANTIC & PAC TEA CO COM 390064103 1201 43,100 SH SOLE 43,100 0 0
GREAT LAKES CHEMICAL CORP COM 390568103 2435 63,763 SH SOLE 63,763 0 0
GREAT LAKES REIT INC COM 390752103 10781 750000 SH SOLE 750000 0 0
GREAT PLAINS SOFTWARE INC COM 39119E105 576 7,700 SH SOLE 7,700 0 0
GREEN MOUNTAIN POWER CORP COM 393154109 20 2,700 SH SOLE 2,700 0 0
GREENPOINT FINANCIAL CORP COM 395384100 3879 162,900 SH SOLE 162,900 0 0
GRIFFON CORP COM 398433102 448 57,401 SH SOLE 57,401 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 326 23,400 SH SOLE 23,400 0 0
GTECH HOLDINGS CORP COM 400518106 532 24,200 SH SOLE 24,200 0 0
GUIDANT CORP COM 401698105 16070 341,905 SH SOLE 341,905 0 0
GUILFORD MILLS INC COM 401794102 270 37,200 SH SOLE 37,200 0 0
GYMBOREE CORP COM 403777105 206 36,600 SH SOLE 36,600 0 0
HNC SOFTWARE INC COM 40425P107 4425 41,844 SH SOLE 41,844 0 0
HRPT PPTYS TRUST COM 40426W101 4458 495352 SH SOLE 495352 0 0
HSB GROUP INC COM 40428N109 1454 43,000 SH SOLE 43,000 0 0
HS RESOURCES INC COM 404297103 320 18,551 SH SOLE 18,551 0 0
HA-LO INDS INC COM 404429102 658 87,750 SH SOLE 87,750 0 0
HADCO CORP COM 404681108 1247 24,443 SH SOLE 24,443 0 0
HAGGAR CORP COM 405173105 41 3,600 SH SOLE 3,600 0 0
HALLIBURTON CO COM 406216101 28243 701,697 SH SOLE 701,697 0 0
HANCOCK FABRICS INC COM 409900107 96 30,800 SH SOLE 30,800 0 0
HANGER ORTHOPEDIC GRP COM 41043F208 206 20,600 SH SOLE 20,600 0 0
HANNA (M A) CO COM 410522106 796 72,800 SH SOLE 72,800 0 0
HANNAFORD BROTHERS CO COM 410550107 1885 27,200 SH SOLE 27,200 0 0
HANOVER COMPRESSOR CO COM 410768105 710 18,800 SH SOLE 18,800 0 0
HARBINGER CORP COM 41145C103 1972 62,000 SH SOLE 62,000 0 0
HARCOURT GENERAL INC COM 41163G101 3234 80,354 SH SOLE 80,354 0 0
HARLAND (JOHN H.) CO COM 412693103 861 47,000 SH SOLE 47,000 0 0
HARLEY-DAVIDSON INC COM 412822108 17739 276,900 SH SOLE 276,900 0 0
HARMAN INTERNATIONAL INDS COM 413086109 1859 33,130 SH SOLE 33,130 0 0
HARMON INDUSTRIES INC COM 413136102 198 16,300 SH SOLE 16,300 0 0
HARRAHS ENTERTAINMENT INC COM 413619107 4861 183,873 SH SOLE 183,873 0 0
HARRIS CORP COM 413875105 2375 89,000 SH SOLE 89,000 0 0
HARSCO CORP COM 415864107 841 26,500 SH SOLE 26,500 0 0
HARTE HANKS INC COM 416196103 994 45,700 SH SOLE 45,700 0 0
HARTFORD FINL SVCS GRP INC COM 416515104 27914 589,204 SH SOLE 589,204 0 0
HARTMARX CORP COM 417119104 93 23,002 SH SOLE 23,002 0 0
HASBRO INC COM 418056107 11457 605,000 SH SOLE 605,000 0 0
HAWAIIAN ELECTRIC INDS COM 419870100 598 20,700 SH SOLE 20,700 0 0
HEALTH CARE PPTYS INVEST INC COM 421915109 4531 189779 SH SOLE 189779 0 0
HEALTHSOUTH CORP COM 421924101 2506 466,200 SH SOLE 466,200 0 0
HEALTH MANAGEMNT ASSC COM 421933102 5045 377,200 SH SOLE 377,200 0 0
HEALTHCARE REALTY TRUST COM 421946104 25774 1649518 SH SOLE 1649518 0 0
HEARTLAND EXPRESS INC COM 422347104 582 36,921 SH SOLE 36,921 0 0
HECLA MINING CO COM 422704106 95 60,600 SH SOLE 60,600 0 0
HEILIG-MEYERS CO COM 422893107 106 38,500 SH SOLE 38,500 0 0
HEINZ (H J) CO COM 423074103 20936 525,861 SH SOLE 525,861 0 0
HELIX TECHNOLOGY CORP COM 423319102 1856 41,419 SH SOLE 41,419 0 0
HELMERICH & PAYNE COM 423452101 1232 56,622 SH SOLE 56,622 0 0
HENRY (JACK) & ASSOCIATES COM 426281101 1743 32,461 SH SOLE 32,461 0 0
HERCULES INC COM 427056106 4637 166,346 SH SOLE 166,346 0 0
HERSHEY FOODS CORP COM 427866108 15878 334,714 SH SOLE 334,714 0 0
HEWLETT-PACKARD CO COM 428236103 172820 1,519,299 SH SOLE 1,519,299 0 0
HIBERNIA CORP -CL A COM 428656102 2534 238,500 SH SOLE 238,500 0 0
HIGHWOODS PROPERTIES INC COM 431284108 29096 1231583 SH SOLE 1231583 0 0
HILB ROGAL & HAMILTON CO COM 431294107 726 25,695 SH SOLE 25,695 0 0
HILLENBRAND INDUSTRIES COM 431573104 3346 105,600 SH SOLE 105,600 0 0
HILTON HOTELS CORP COM 432848109 4395 459,593 SH SOLE 459,593 0 0
HISPANIC BROADCASTING -CL A COM 43357B104 2933 31,800 SH SOLE 31,800 0 0
HOLLYWOOD PARK INC COM 436255103 1050 46,792 SH SOLE 46,792 0 0
HOLOGIC INC COM 436440101 85 14,700 SH SOLE 14,700 0 0
HOME DEPOT INC COM 437076102 225762 3,283,812 SH SOLE 3,283,812 0 0
HOME PROPERTIES NEW YORK INC COM 437306103 39236 1430000 SH SOLE 1430000 0 0
HOMESTAKE MINING COM 437614100 5655 723,879 SH SOLE 723,879 0 0
HON INDUSTRIES COM 438092108 864 39,400 SH SOLE 39,400 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 65309 1,132,117 SH SOLE 1,132,117 0 0
HOOPER HOLMES INC COM 439104100 1372 53,282 SH SOLE 53,282 0 0
HORACE MANN EDUCATORS CORP COM 440327104 520 26,500 SH SOLE 26,500 0 0
HORMEL FOODS CORP COM 440452100 1922 47,300 SH SOLE 47,300 0 0
HOSPITALITY PROPERTIES TRUST COM 44106M102 3983 208921 SH SOLE 208921 0 0
HOST MARRIOTT CORP COM 44107P104 12375 1500000 SH SOLE 1500000 0 0
HOUGHTON MIFFLIN CO COM 441560109 835 19,800 SH SOLE 19,800 0 0
HOUSEHOLD INTERNATIONAL INC COM 441815107 31804 853,795 SH SOLE 853,795 0 0
HUBBELL INC -CL B COM 443510201 3098 113,700 SH SOLE 113,700 0 0
HUDSON UNITED BANCORP COM 444165104 2056 80,423 SH SOLE 80,423 0 0
HUFFY CORP COM 444356109 91 17,400 SH SOLE 17,400 0 0
HUGHES SUPPLY INC COM 444482103 782 36,273 SH SOLE 36,273 0 0
HUMANA INC COM 444859102 1949 238,100 SH SOLE 238,100 0 0
HUNT (JB) TRANSPRT SVCS INC COM 445658107 735 53,100 SH SOLE 53,100 0 0
HUNTINGTON BANCSHARES COM 446150104 6210 260,087 SH SOLE 260,087 0 0
HUTCHINSON TECH COM 448407106 714 33,618 SH SOLE 33,618 0 0
ICN PHARMACEUTICALS INC COM 448924100 1266 50,000 SH SOLE 50,000 0 0
HYPERION SOLUTIONS CORP COM 44914M104 2534 58,252 SH SOLE 58,252 0 0
IBP INC COM 449223106 1069 59,400 SH SOLE 59,400 0 0
IDEC PHARMACEUTICALS CORP COM 449370105 6937 70,606 SH SOLE 70,606 0 0
IHOP CORP COM 449623107 349 20,943 SH SOLE 20,943 0 0
IMC GLOBAL INC COM 449669100 3612 220,600 SH SOLE 220,600 0 0
IMCO RECYCLING INC COM 449681105 322 25,500 SH SOLE 25,500 0 0
IMS HEALTH INC COM 449934108 9701 356,831 SH SOLE 356,831 0 0
IRT PROPERTY CO COM 450058102 975 124816 SH SOLE 124816 0 0
ITT INDUSTRIES INC COM 450911102 3205 95,843 SH SOLE 95,843 0 0
IDACORP INC COM 451107106 649 24,200 SH SOLE 24,200 0 0
IDEX CORP COM 45167R104 1557 51,272 SH SOLE 51,272 0 0
IDEXX LABS INC COM 45168D104 1137 70,517 SH SOLE 70,517 0 0
IKON OFFICE SOLUTIONS COM 451713101 1464 214,871 SH SOLE 214,871 0 0
ILLINOIS TOOL WORKS COM 452308109 22026 326,016 SH SOLE 326,016 0 0
ILLINOVA CORP COM 452317100 1564 45,000 SH SOLE 45,000 0 0
IMATION CORP COM 45245A107 829 24,700 SH SOLE 24,700 0 0
IMMUNE RESPONSE CORP/DE COM 45252T106 156 36,000 SH SOLE 36,000 0 0
INACOM CORP COM 45323G109 494 67,492 SH SOLE 67,492 0 0
INCO LTD COM 453258402 4916 209,182 SH SOLE 209,182 0 0
INCYTE PHARMACEUTICALS INC COM 45337C102 2570 42,836 SH SOLE 42,836 0 0
INDIANA ENERGY INC COM 454707100 341 19,200 SH SOLE 19,200 0 0
INFINITY BROADCASTING CORP COM 45662S102 2445 67,569 SH SOLE 67,569 0 0
INFORMIX CORP COM 456779107 3113 272,200 SH SOLE 272,200 0 0
INGERSOLL-RAND CO COM 456866102 16235 294,852 SH SOLE 294,852 0 0
INFORMATION RESOURCES INC COM 456905108 408 44,100 SH SOLE 44,100 0 0
INNOVEX INC COM 457647105 209 22,300 SH SOLE 22,300 0 0
INPUT/OUTPUT INC COM 457652105 357 70,500 SH SOLE 70,500 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1794 44,166 SH SOLE 44,166 0 0
INSITUFORM TECNOL INC -CL A COM 457667103 1296 45,893 SH SOLE 45,893 0 0
INSTEEL INDUSTRIES COM 45774W108 116 12,800 SH SOLE 12,800 0 0
INSURANCE AUTO AUCTIONS INC COM 457875102 271 17,200 SH SOLE 17,200 0 0
INTEGRATED DEVICE TECH INC COM 458118106 1641 56,600 SH SOLE 56,600 0 0
INTEGRATED HEALTH SVCS INC COM 45812C106 7 54,600 SH SOLE 54,600 0 0
INTEL CORP COM 458140100 401935 4,883,043 SH SOLE 4,883,043 0 0
INTER-TEL INC -SER A COM 458372109 1068 42,704 SH SOLE 42,704 0 0
INTERFACE INC -CL A COM 458665106 458 79,700 SH SOLE 79,700 0 0
INTERIM SERVICES INC COM 45868P100 2455 99,200 SH SOLE 99,200 0 0
INTERMAGNETICS GENERAL CORP COM 458771102 236 27,000 SH SOLE 27,000 0 0
INTERMET CORP COM 45881K104 449 38,600 SH SOLE 38,600 0 0
INTL BUSINESS MACHINES CORP COM 459200101 287939 2,669,194 SH SOLE 2,669,194 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 4506 119,749 SH SOLE 119,749 0 0
INTL GAME TECHNOLOGY COM 459902102 1284 63,200 SH SOLE 63,200 0 0
INTL MULTIFOODS CORP COM 460043102 160 12,100 SH SOLE 12,100 0 0
INTL PAPER CO COM 460146103 37563 665,562 SH SOLE 665,562 0 0
INTL RECTIFIER CORP COM 460254105 2479 95,358 SH SOLE 95,358 0 0
INTL SPEEDWAY CORP -CL A COM 460335201 1788 35,500 SH SOLE 35,500 0 0
INTERPUBLIC GROUP OF COS COM 460690100 18369 318,425 SH SOLE 318,425 0 0
INTERSTATE BAKERIES CP COM 46072H108 819 45,200 SH SOLE 45,200 0 0
INTERSTATE HOTELS CORP COM 46088R108 116 35777 SH SOLE 35777 0 0
INTERVOICE-BRITE INC COM 461142101 1358 58,400 SH SOLE 58,400 0 0
INTUIT INC COM 461202103 15877 264,900 SH SOLE 264,900 0 0
INVACARE CORP COM 461203101 1093 54,476 SH SOLE 54,476 0 0
INVESTMENT TECHNOLOGY GP INC COM 46145F105 572 19,900 SH SOLE 19,900 0 0
INVESTORS FINANCIAL SVCS CP COM 461915100 1260 27,397 SH SOLE 27,397 0 0
IONICS INC COM 462218108 686 24,400 SH SOLE 24,400 0 0
IPALCO ENTERPRISES INC COM 462613100 942 55,200 SH SOLE 55,200 0 0
ITRON INC COM 465741106 189 30,900 SH SOLE 30,900 0 0
IVAX CORP COM 465823102 1803 70,000 SH SOLE 70,000 0 0
JDN REALTY CORP COM 465917102 16525 1024824 SH SOLE 1024824 0 0
J & J SNACK FOODS CORP COM 466032109 279 13,600 SH SOLE 13,600 0 0
JLG INDUSTRIES INC COM 466210101 1334 83,720 SH SOLE 83,720 0 0
JP REALTY INC COM 46624A106 4670 298854 SH SOLE 298854 0 0
JSB FINL INC COM 46624M100 887 17,091 SH SOLE 17,091 0 0
JABIL CIRCUIT INC COM 466313103 9702 132,900 SH SOLE 132,900 0 0
JACK IN THE BOX INC COM 466367109 1098 53,079 SH SOLE 53,079 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 543 16,700 SH SOLE 16,700 0 0
JAN BELL MARKETING INC COM 470760109 119 41,400 SH SOLE 41,400 0 0
JEFFERIES GROUP INC COM 472319102 958 43,532 SH SOLE 43,532 0 0
JEFFERSON-PILOT CORP COM 475070108 8129 119,100 SH SOLE 119,100 0 0
JO-ANN STORES INC -CL A COM 47758P109 318 28,300 SH SOLE 28,300 0 0
JOHNSON & JOHNSON COM 478160104 191997 2,058,949 SH SOLE 2,058,949 0 0
JOHNSON CONTROLS INC COM 478366107 5482 96,379 SH SOLE 96,379 0 0
JONES APPAREL GROUP INC COM 480074103 4945 182,300 SH SOLE 182,300 0 0
JONES PHARMA INC COM 480236108 3350 77,126 SH SOLE 77,126 0 0
JOSTENS INC COM 481088102 934 38,428 SH SOLE 38,428 0 0
JUST FOR FEET INC COM 48213P106 0 63,700 SH SOLE 63,700 0 0
JUSTIN INDUSTRIES COM 482171105 729 49,009 SH SOLE 49,009 0 0
KLA-TENCOR CORP COM 482480100 11119 99,830 SH SOLE 99,830 0 0
K MART CORP COM 482584109 5620 558,472 SH SOLE 558,472 0 0
K-SWISS INC -CL A COM 482686102 310 16,700 SH SOLE 16,700 0 0
K2 INC COM 482732104 266 34,900 SH SOLE 34,900 0 0
KAMAN CORP -CL A COM 483548103 461 35,800 SH SOLE 35,800 0 0
KANSAS CITY POWER & LIGHT COM 485134100 878 39,800 SH SOLE 39,800 0 0
KANSAS CITY SOUTHERN INDS COM 485170104 9325 124,952 SH SOLE 124,952 0 0
KAUFMAN & BROAD HOME CORP COM 486168107 1301 53,800 SH SOLE 53,800 0 0
KAYDON CORP COM 486587108 550 20,500 SH SOLE 20,500 0 0
KEANE INC COM 486665102 3200 99,600 SH SOLE 99,600 0 0
KELLOGG CO COM 487836108 31456 1,020,869 SH SOLE 1,020,869 0 0
KELLWOOD CO COM 488044108 748 38,501 SH SOLE 38,501 0 0
KELLY SERVICES INC -CL A COM 488152208 580 23,100 SH SOLE 23,100 0 0
KEMET CORP COM 488360108 3173 70,406 SH SOLE 70,406 0 0
KENNAMETAL INC COM 489170100 649 19,300 SH SOLE 19,300 0 0
KENT ELECTRONICS CORP COM 490553104 1264 55,540 SH SOLE 55,540 0 0
KERR-MCGEE CORP COM 492386107 8435 136,053 SH SOLE 136,053 0 0
KEYCORP COM 493267108 26430 1,194,578 SH SOLE 1,194,578 0 0
KEYSPAN CORP COM 49337W100 2133 92,000 SH SOLE 92,000 0 0
KEYSTONE FINANCIAL INC COM 493482103 661 31,400 SH SOLE 31,400 0 0
KILROY REALTY CORP COM 49427F108 13479 602414 SH SOLE 602414 0 0
KIMBERLY-CLARK CORP COM 494368103 51474 786,619 SH SOLE 786,619 0 0
KIMCO REALTY CORP COM 49446R109 7667 226340 SH SOLE 226340 0 0
KINDER MORGAN INC COM 49455P101 3268 161,900 SH SOLE 161,900 0 0
KIRBY CORP COM 497266106 691 33,700 SH SOLE 33,700 0 0
KNIGHT-RIDDER INC COM 499040103 7343 123,285 SH SOLE 123,285 0 0
KOGER EQUITY INC COM 500228101 35440 2100168 SH SOLE 2100168 0 0
KOHLS CORP COM 500255104 13301 184,251 SH SOLE 184,251 0 0
KOMAG INC COM 500453105 253 81,100 SH SOLE 81,100 0 0
KROGER CO COM 501044101 22957 1,216,243 SH SOLE 1,216,243 0 0
KROLL O GARA COMPANY COM 501050108 685 41,500 SH SOLE 41,500 0 0
KRONOS INC COM 501052104 1337 22,286 SH SOLE 22,286 0 0
KULICKE & SOFFA INDUSTRIES COM 501242101 1882 44,221 SH SOLE 44,221 0 0
LG&E ENERGY CORP COM 501917108 1456 83,500 SH SOLE 83,500 0 0
LSI LOGIC CORP COM 502161102 14446 214,019 SH SOLE 214,019 0 0
LTC PROPERTIES INC COM 502175102 868 102849 SH SOLE 102849 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1981 47,600 SH SOLE 47,600 0 0
LA-Z-BOY INC COM 505336107 1348 80,193 SH SOLE 80,193 0 0
LABOR READY INC COM 505401208 963 79,434 SH SOLE 79,434 0 0
LANCASTER COLONY CORP COM 513847103 878 26,500 SH SOLE 26,500 0 0
LANCE INC COM 514606102 193 19,300 SH SOLE 19,300 0 0
LANDS END INC COM 515086106 678 19,500 SH SOLE 19,500 0 0
LANDRYS SEAFOOD RESTAURANTS COM 51508L103 421 48,455 SH SOLE 48,455 0 0
LANDSTAR SYSTEM INC COM 515098101 790 18,451 SH SOLE 18,451 0 0
LANIER WORLDWIDE INC COM 51589L105 138 35,500 SH SOLE 35,500 0 0
LASER VISION CENTERS INC COM 51807H100 282 26,700 SH SOLE 26,700 0 0
LASON INC COM 51808R107 280 25,416 SH SOLE 25,416 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 3872 82,167 SH SOLE 82,167 0 0
LAWSON PRODUCTS COM 520776105 264 11,423 SH SOLE 11,423 0 0
LEAR CORP COM 521865105 3184 99,500 SH SOLE 99,500 0 0
LEE ENTERPRISES COM 523768109 910 28,500 SH SOLE 28,500 0 0
LEGATO SYSTEMS INC COM 524651106 7033 102,200 SH SOLE 102,200 0 0
LEGGETT & PLATT INC COM 524660107 4750 221,576 SH SOLE 221,576 0 0
LEGG MASON INC COM 524901105 1305 36,000 SH SOLE 36,000 0 0
LEHMAN BROTHERS HOLDINGS INC COM 524908100 15824 186,847 SH SOLE 186,847 0 0
LEXMARK INTL GRP INC -CL A COM 529771107 13182 145,659 SH SOLE 145,659 0 0
LIBBEY INC COM 529898108 748 26,000 SH SOLE 26,000 0 0
LIBERTY PROPERTY TRUST COM 531172104 55663 2249013 SH SOLE 2249013 0 0
LILLIAN VERNON CORP COM 532430105 156 14,000 SH SOLE 14,000 0 0
LILLY (ELI) & CO COM 532457108 107273 1,613,124 SH SOLE 1,613,124 0 0
LILLY INDS INC -CL A COM 532491107 340 25,266 SH SOLE 25,266 0 0
LIMITED INC COM 532716107 10469 241,711 SH SOLE 241,711 0 0
LINCARE HOLDINGS INC COM 532791100 1304 37,600 SH SOLE 37,600 0 0
LINCOLN NATIONAL CORP COM 534187109 16945 423,623 SH SOLE 423,623 0 0
LINDSAY MANUFACTURING CO COM 535555106 281 15,419 SH SOLE 15,419 0 0
LINEAR TECHNOLOGY CORP COM 535678106 16173 226,000 SH SOLE 226,000 0 0
LINENS N THINGS INC COM 535679104 1783 60,185 SH SOLE 60,185 0 0
LIPOSOME COMPANY INC COM 536310105 708 58,000 SH SOLE 58,000 0 0
LITTON INDUSTRIES INC COM 538021106 3267 65,500 SH SOLE 65,500 0 0
LIZ CLAIBORNE INC COM 539320101 3307 87,888 SH SOLE 87,888 0 0
LOCKHEED MARTIN CORP COM 539830109 9407 430,046 SH SOLE 430,046 0 0
LOEWS CORP COM 540424108 7447 122,718 SH SOLE 122,718 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 206 23,100 SH SOLE 23,100 0 0
LONGS DRUG STORES INC COM 543162101 1138 44,100 SH SOLE 44,100 0 0
LONGVIEW FIBRE CO COM 543213102 1043 73,200 SH SOLE 73,200 0 0
LOUISIANA-PACIFIC CORP COM 546347105 1659 117,939 SH SOLE 117,939 0 0
LOWES COS COM 548661107 25360 424,443 SH SOLE 424,443 0 0
LUBRIZOL CORP COM 549271104 2402 77,800 SH SOLE 77,800 0 0
LUBYS INC COM 549282101 396 34,800 SH SOLE 34,800 0 0
LUCENT TECHNOLOGIES INC COM 549463107 339206 4,522,751 SH SOLE 4,522,751 0 0
LYDALL INC COM 550819106 219 33,105 SH SOLE 33,105 0 0
LYONDELL CHEMICAL CO COM 552078107 2094 164,200 SH SOLE 164,200 0 0
MAF BANCORP INC COM 55261R108 780 37,251 SH SOLE 37,251 0 0
MBIA INC COM 55262C100 27099 513,119 SH SOLE 513,119 0 0
MBNA CORP COM 55262L100 32237 1,183,006 SH SOLE 1,183,006 0 0
MDC HOLDINGS INC COM 552676108 464 29,600 SH SOLE 29,600 0 0
MCN ENERGY GROUP INC COM 55267J100 1221 51,400 SH SOLE 51,400 0 0
MCI WORLDCOM INC COM 55268B106 220360 4,152,840 SH SOLE 4,152,840 0 0
MGIC INVESTMENT CORP/WI COM 552848103 7433 123,501 SH SOLE 123,501 0 0
MGI PROPERTIES COM 552885105 1418 270000 SH SOLE 270000 0 0
M S CARRIERS INC COM 553533100 475 19,895 SH SOLE 19,895 0 0
MACDERMID INC COM 554273102 1794 43,687 SH SOLE 43,687 0 0
MACERICH CO COM 554382101 20867 1002641 SH SOLE 1002641 0 0
MACK CALI REALTY CORP COM 554489104 30477 1169392 SH SOLE 1169392 0 0
MACROMEDIA INC COM 556100105 5324 72,800 SH SOLE 72,800 0 0
MAGELLAN HEALTH SVCS COM 559079108 422 66,800 SH SOLE 66,800 0 0
MAGNETEK INC COM 559424106 156 20,300 SH SOLE 20,300 0 0
MALLINCKRODT INC COM 561232109 3538 111,200 SH SOLE 111,200 0 0
MANDALAY RESORT GROUP COM 562567107 1175 58,400 SH SOLE 58,400 0 0
MANITOWOC CO COM 563571108 1618 47,575 SH SOLE 47,575 0 0
MANOR CARE INC COM 564055101 2442 152,634 SH SOLE 152,634 0 0
MANPOWER INC/WI COM 56418H100 1915 50,900 SH SOLE 50,900 0 0
MANUFACTURED HOME CMNTYS INC COM 564682102 2382 97978 SH SOLE 97978 0 0
MARCUS CORP COM 566330106 613 45,600 SH SOLE 45,600 0 0
MARK IV INDUSTRIES INC COM 570387100 559 31,600 SH SOLE 31,600 0 0
MARSH & MCLENNAN COS COM 571748102 28777 300,740 SH SOLE 300,740 0 0
MARSHALL & ILSLEY CORP COM 571834100 9648 153,600 SH SOLE 153,600 0 0
MARRIOTT INTL INC COM 571903202 8899 281,937 SH SOLE 281,937 0 0
MARTIN MARIETTA MATERIALS COM 573284106 2833 69,100 SH SOLE 69,100 0 0
MASCO CORP COM 574599106 12203 480,906 SH SOLE 480,906 0 0
MASCOTECH INC COM 574670105 873 68,795 SH SOLE 68,795 0 0
MATERIAL SCIENCES CORP COM 576674105 237 23,300 SH SOLE 23,300 0 0
MATTEL INC COM 577081102 6201 472,464 SH SOLE 472,464 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 18592 394,000 SH SOLE 394,000 0 0
MAY DEPARTMENT STORES CO COM 577778103 12187 377,898 SH SOLE 377,898 0 0
MAXXAM INC COM 577913106 193 4,500 SH SOLE 4,500 0 0
MAXIMUS INC COM 577933104 1059 31,214 SH SOLE 31,214 0 0
MAYTAG CORP COM 578592107 4785 99,690 SH SOLE 99,690 0 0
MCCORMICK & CO COM 579780206 1369 46,000 SH SOLE 46,000 0 0
MCDERMOTT INTL INC COM 580037109 2354 259,729 SH SOLE 259,729 0 0
MCDONALDS CORP COM 580135101 72812 1,806,196 SH SOLE 1,806,196 0 0
MCGRAW-HILL COMPANIES COM 580645109 13770 223,447 SH SOLE 223,447 0 0
MCKESSON HBOC INC COM 58155Q103 7086 314,948 SH SOLE 314,948 0 0
MCWHORTER TECHNOLOGIES INC COM 582803102 250 15,600 SH SOLE 15,600 0 0
MEAD CORP COM 582834107 4845 111,532 SH SOLE 111,532 0 0
MEDIA GENERAL -CL A COM 584404107 900 17,300 SH SOLE 17,300 0 0
MEDIAONE GROUP INC COM 58440J104 72430 942,951 SH SOLE 942,951 0 0
MEDICIS PHARMACEUT CP -CL A COM 584690309 2116 49,711 SH SOLE 49,711 0 0
MEDIMMUNE INC COM 584699102 15873 95,690 SH SOLE 95,690 0 0
MEDQUIST INC COM 584949101 1471 57,000 SH SOLE 57,000 0 0
MEDITRUST COMPANIES COM 58501T306 11342 2062252 SH SOLE 2062252 0 0
MEDTRONIC INC COM 585055106 63111 1,732,021 SH SOLE 1,732,021 0 0
MELLON FINANCIAL CORP COM 58551A108 19066 559,729 SH SOLE 559,729 0 0
MENS WEARHOUSE INC COM 587118100 1777 60,494 SH SOLE 60,494 0 0
MENTOR CORP COM 587188103 1121 43,422 SH SOLE 43,422 0 0
MENTOR GRAPHICS CORP COM 587200106 563 42,700 SH SOLE 42,700 0 0
MERCANTILE BANKSHARES CORP COM 587405101 3293 103,100 SH SOLE 103,100 0 0
MERCK & CO COM 589331107 241785 3,598,662 SH SOLE 3,598,662 0 0
MERCURY INTERACTIVE CORP COM 589405109 6925 64,162 SH SOLE 64,162 0 0
MEREDITH CORP COM 589433101 2438 58,494 SH SOLE 58,494 0 0
MERISTAR HOSPITALITY CORP COM 58984Y103 26856 1678470 SH SOLE 1678470 0 0
MERITOR AUTOMOTIVE INC COM 59000G100 862 44,500 SH SOLE 44,500 0 0
MERRILL LYNCH & CO COM 590188108 47096 565,298 SH SOLE 565,298 0 0
MESA AIR GROUP INC COM 590479101 217 45,700 SH SOLE 45,700 0 0
METHODE ELECTRONICS -CL A COM 591520200 2026 63,064 SH SOLE 63,064 0 0
MICHAEL FOODS INC COM 594079105 905 36,746 SH SOLE 36,746 0 0
MICHAELS STORES INC COM 594087108 1485 52,092 SH SOLE 52,092 0 0
MICREL INC COM 594793101 4041 70,970 SH SOLE 70,970 0 0
MICROS SYSTEMS INC COM 594901100 2240 30,273 SH SOLE 30,273 0 0
MICROSOFT CORP COM 594918104 876888 7,510,814 SH SOLE 7,510,814 0 0
MICROAGE INC COM 594928103 36 10,300 SH SOLE 10,300 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 4962 72,500 SH SOLE 72,500 0 0
MICRO WAREHOUSE INC COM 59501B105 426 23,000 SH SOLE 23,000 0 0
MICRON TECHNOLOGY INC COM 595112103 29798 383,255 SH SOLE 383,255 0 0
MID-AMERICA APT CMNTYS INC COM 59522J103 16954 749354 SH SOLE 749354 0 0
MIDAMERICAN ENERGY HOLDINGS COM 59562V107 1277 37,900 SH SOLE 37,900 0 0
MIDWEST EXPRESS HOLDINGS INC COM 597911106 727 22,800 SH SOLE 22,800 0 0
MIDWAY GAMES INC COM 598148104 1738 72,599 SH SOLE 72,599 0 0
MILACRON INC COM 598709103 629 40,943 SH SOLE 40,943 0 0
MILLENNIUM PHARMACTCLS INC COM 599902103 2806 23,000 SH SOLE 23,000 0 0
MILLER (HERMAN) INC COM 600544100 1178 51,200 SH SOLE 51,200 0 0
MILLIPORE CORP COM 601073109 12493 323,450 SH SOLE 323,450 0 0
MILLS CORP COM 601148109 1607 89911 SH SOLE 89911 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1278 31,900 SH SOLE 31,900 0 0
MINIMED INC COM 60365K108 1436 19,600 SH SOLE 19,600 0 0
MINNESOTA MINING & MFG CO COM 604059105 79947 816,823 SH SOLE 816,823 0 0
MINNESOTA POWER INC COM 604110106 794 46,900 SH SOLE 46,900 0 0
MIRAGE RESORTS INC COM 60462E104 4289 283,600 SH SOLE 283,600 0 0
MISSISSIPPI CHEMICAL CORP COM 605288208 252 40,700 SH SOLE 40,700 0 0
MODINE MFG CO COM 607828100 475 19,000 SH SOLE 19,000 0 0
MODIS PROFESSIONAL SVCS INC COM 607830106 879 61,700 SH SOLE 61,700 0 0
MOHAWK INDUSTRIES INC COM 608190104 1029 39,000 SH SOLE 39,000 0 0
MOLEX INC COM 608554101 9883 174,335 SH SOLE 174,335 0 0
MONACO COACH CORP COM 60886R103 893 34,937 SH SOLE 34,937 0 0
MONSANTO CO COM 611662107 24421 689,124 SH SOLE 689,124 0 0
MONTANA POWER CO COM 612085100 2557 70,900 SH SOLE 70,900 0 0
MORGAN (J P) & CO COM 616880100 24169 190,871 SH SOLE 190,871 0 0
MORGAN STANLEY DEAN WITTER COM 617446448 106967 749,332 SH SOLE 749,332 0 0
MORRISON KNUDSEN COM 61844A109 634 81,200 SH SOLE 81,200 0 0
MOTOROLA INC COM 620076109 131291 891,623 SH SOLE 891,623 0 0
MUELLER INDUSTRIES COM 624756102 2337 64,464 SH SOLE 64,464 0 0
MURPHY OIL CORP COM 626717102 1658 28,900 SH SOLE 28,900 0 0
MUTUAL RISK MANAGEMENT LTD COM 628351108 1299 77,289 SH SOLE 77,289 0 0
MYERS INDUSTRIES INC COM 628464109 583 37,017 SH SOLE 37,017 0 0
MYLAN LABORATORIES COM 628530107 4846 192,400 SH SOLE 192,400 0 0
NBTY INC COM 628782104 1390 120,191 SH SOLE 120,191 0 0
NCH CORP COM 628850109 156 3,500 SH SOLE 3,500 0 0
NCO GROUP INC COM 628858102 491 16,300 SH SOLE 16,300 0 0
NCR CORP COM 62886E108 5431 143,400 SH SOLE 143,400 0 0
NCS HEALTHCARE INC -CL A COM 628874109 106 43,900 SH SOLE 43,900 0 0
NFO WORLDWIDE INC COM 62910N108 732 32,700 SH SOLE 32,700 0 0
NABISCO GROUP HLDGS CORP COM 62952P102 3885 365,600 SH SOLE 365,600 0 0
NABORS INDUSTRIES COM 629568106 7614 246,100 SH SOLE 246,100 0 0
NACCO INDUSTRIES -CL A COM 629579103 495 8,909 SH SOLE 8,909 0 0
NASH FINCH CO COM 631158102 117 18,332 SH SOLE 18,332 0 0
NASHUA CORP COM 631226107 23 3,000 SH SOLE 3,000 0 0
NATIONAL CITY CORP COM 635405103 23349 985,710 SH SOLE 985,710 0 0
NATIONAL COMM BANCORP/TN COM 635449101 1540 67,900 SH SOLE 67,900 0 0
NATIONAL COMPUTER SYS INC COM 635519101 2176 57,836 SH SOLE 57,836 0 0
NATIONAL DATA CORP COM 635621105 2034 59,924 SH SOLE 59,924 0 0
NATIONAL FUEL GAS CO COM 636180101 1158 24,900 SH SOLE 24,900 0 0
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NATIONAL HEALTH INVS INC COM 63633D104 1361 91507 SH SOLE 91507 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 3379 88,347 SH SOLE 88,347 0 0
NATIONAL PRESTO INDS INC COM 637215104 242 6,816 SH SOLE 6,816 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 8142 190,177 SH SOLE 190,177 0 0
NATIONAL SERVICE INDS INC COM 637657107 1348 45,700 SH SOLE 45,700 0 0
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NATURES SUNSHINE PRODS INC COM 639027101 147 18,390 SH SOLE 18,390 0 0
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NAVISTAR INTERNATIONL COM 63934E108 3386 72,041 SH SOLE 72,041 0 0
NAVIGANT CONSULTING INC COM 63935N107 297 27,300 SH SOLE 27,300 0 0
NEIMAN-MARCUS GROUP INC COM 640204202 872 31,200 SH SOLE 31,200 0 0
NELSON (THOMAS) INC COM 640376109 208 22,500 SH SOLE 22,500 0 0
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NETWORK APPLIANCE INC COM 64120L104 13642 164,236 SH SOLE 164,236 0 0
NEW CENTURY ENERGIES INC COM 64352U103 3817 125,662 SH SOLE 125,662 0 0
NEW ENGLAND BUSINESS SVC INC COM 643872104 518 21,200 SH SOLE 21,200 0 0
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NEW YORK TIMES CO -CL A COM 650111107 9763 198,731 SH SOLE 198,731 0 0
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NEWPORT NEWS SHIPBUILDING COM 652228107 622 22,600 SH SOLE 22,600 0 0
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NICOR INC COM 654086107 1729 53,200 SH SOLE 53,200 0 0
NIKE INC -CL B COM 654106103 15774 318,270 SH SOLE 318,270 0 0
99 CENTS ONLY STORES COM 65440K106 474 12,400 SH SOLE 12,400 0 0
NISOURCE INC COM 65473P105 1437 80,400 SH SOLE 80,400 0 0
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NORDSON CORP COM 655663102 516 10,700 SH SOLE 10,700 0 0
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NSTAR COM 67019E107 1832 45,235 SH SOLE 45,235 0 0
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OM GROUP INC COM 670872100 1068 31,019 SH SOLE 31,019 0 0
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OGDEN CORP COM 676346109 377 31,600 SH SOLE 31,600 0 0
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OLD KENT FINANCIAL CORP COM 679833103 4580 129,481 SH SOLE 129,481 0 0
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OLIN CORP COM 680665205 1282 64,700 SH SOLE 64,700 0 0
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OMNICARE INC COM 681904108 25543 2,128,600 SH SOLE 2,128,600 0 0
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ONEOK INC COM 682680103 894 35,600 SH SOLE 35,600 0 0
ORACLE CORP COM 68389X105 238116 2,124,851 SH SOLE 2,124,851 0 0
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OWENS CORNING COM 69073F103 1190 61,600 SH SOLE 61,600 0 0
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P-COM INC COM 693262107 811 91,700 SH SOLE 91,700 0 0
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PG&E CORP COM 69331C108 8576 418,344 SH SOLE 418,344 0 0
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PALL CORP COM 696429307 5432 251,900 SH SOLE 251,900 0 0
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PEP BOYS-MANNY MOE & JACK COM 713278109 528 59,098 SH SOLE 59,098 0 0
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PERRIGO COMPANY COM 714290103 378 47,200 SH SOLE 47,200 0 0
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PLAYERS INTERNATIONAL INC COM 727903106 489 59,538 SH SOLE 59,538 0 0
PLEXUS CORP COM 729132100 1373 31,200 SH SOLE 31,200 0 0
POGO PRODUCING CO COM 730448107 1237 60,700 SH SOLE 60,700 0 0
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PROVIDENT FINANCIAL GRP INC COM 743866105 2321 64,700 SH SOLE 64,700 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 14650 160,876 SH SOLE 160,876 0 0
PROXIM INC COM 744284100 2464 22,398 SH SOLE 22,398 0 0
PUBLIC SERVICE CO OF N MEX COM 744499104 426 26,200 SH SOLE 26,200 0 0
PUBLIC SERVICE CO OF N C COM 744516105 1171 36,253 SH SOLE 36,253 0 0
PUBLIC SERVICE ENTRP COM 744573106 19047 547,132 SH SOLE 547,132 0 0
PUBLIC STORAGE INC COM 74460D109 30820 1358445 SH SOLE 1358445 0 0
PUGET SOUND ENERGY INC COM 745332106 1054 54,400 SH SOLE 54,400 0 0
PULTE CORP COM 745867101 1091 48,500 SH SOLE 48,500 0 0
QRS CORP COM 74726X105 2671 25,439 SH SOLE 25,439 0 0
QLOGIC CORP COM 747277101 3693 23,100 SH SOLE 23,100 0 0
QUAKER CHEMICAL CORP COM 747316107 92 6,450 SH SOLE 6,450 0 0
QUAKER OATS CO COM 747402105 22022 335,572 SH SOLE 335,572 0 0
QUALCOMM INC COM 747525103 166809 947,104 SH SOLE 947,104 0 0
QUANEX CORP COM 747620102 548 21,500 SH SOLE 21,500 0 0
QUANTUM CORP DSSG COM 747906204 3506 231,800 SH SOLE 231,800 0 0
QUEENS COUNTY BANCORP INC COM 748242104 781 28,786 SH SOLE 28,786 0 0
QUESTAR CORP COM 748356102 798 53,200 SH SOLE 53,200 0 0
QUIKSILVER INC COM 74838C106 469 30,252 SH SOLE 30,252 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 2449 131,029 SH SOLE 131,029 0 0
QUORUM HEALTH GROUP INC COM 749084109 438 47,000 SH SOLE 47,000 0 0
QWEST COMMUNICATION INTL INC COM 749121109 3106 72,222 SH SOLE 72,222 0 0
R & B FALCON CORP COM 74912E101 2642 199,412 SH SOLE 199,412 0 0
RFS HOTEL INVESTORS INC COM 74955J108 980 93915 SH SOLE 93915 0 0
RPM INC-OHIO COM 749685103 1649 161,900 SH SOLE 161,900 0 0
RSA SECURITY INC COM 749719100 5392 69,572 SH SOLE 69,572 0 0
RTI INTL METALS INC COM 74973W107 233 31,100 SH SOLE 31,100 0 0
RADIAN GROUP INC COM 750236101 2816 58,975 SH SOLE 58,975 0 0
RAILTEX INC COM 750766107 333 18,610 SH SOLE 18,610 0 0
RALCORP HOLDINGS INC COM 751028101 963 48,300 SH SOLE 48,300 0 0
RALSTON PURINA CO COM 751277302 26972 967,623 SH SOLE 967,623 0 0
RAMCO-GERSHENSON PROPERTIES COM 751452202 4798 380000 SH SOLE 380000 0 0
RATIONAL SOFTWARE CORP COM 75409P202 2702 55,000 SH SOLE 55,000 0 0
RAYMOND JAMES FINANCIAL CORP COM 754730109 1520 81,589 SH SOLE 81,589 0 0
RAYONIER INC COM 754907103 1908 39,500 SH SOLE 39,500 0 0
RAYTHEON CO -CL B COM 755111408 17274 650,311 SH SOLE 650,311 0 0
READ-RITE CORP COM 755246105 353 74,300 SH SOLE 74,300 0 0
READERS DIGEST ASSN -CL A COM 755267101 2021 69,100 SH SOLE 69,100 0 0
REALTY INCOME CORP COM 756109104 2078 100735 SH SOLE 100735 0 0
RECKSON ASSOCS RLTY CORP COM 75621K106 3100 151219 SH SOLE 151219 0 0
REEBOK INTERNATIONAL LTD COM 758110100 515 62,900 SH SOLE 62,900 0 0
REGAL BELOIT COM 758750103 652 31,600 SH SOLE 31,600 0 0
REGENERON PHARMACEUT COM 75886F107 802 62,886 SH SOLE 62,886 0 0
REGIS CORP/MN COM 758932107 1103 58,412 SH SOLE 58,412 0 0
REGENCY REALTY CORP COM 758939102 5600 280000 SH SOLE 280000 0 0
REGIONS FINL CORP COM 758940100 13178 524,504 SH SOLE 524,504 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1151 49,128 SH SOLE 49,128 0 0
RELIANT ENERGY INC COM 75952J108 16697 729,929 SH SOLE 729,929 0 0
RELIASTAR FINANCIAL CORP COM 75952U103 5016 128,000 SH SOLE 128,000 0 0
REMEDY CORP COM 759548100 2485 52,461 SH SOLE 52,461 0 0
REMINGTON OIL&GAS CP -CL B COM 759594302 121 31,300 SH SOLE 31,300 0 0
RENAL CARE GROUP INC COM 759930100 1816 77,698 SH SOLE 77,698 0 0
REPUBLIC GROUP INC COM 760473108 269 17,800 SH SOLE 17,800 0 0
REPUBLIC NEW YORK CORP COM 760719104 8214 114,080 SH SOLE 114,080 0 0
RESMED INC COM 761152107 1090 26,100 SH SOLE 26,100 0 0
RESPIRONICS INC COM 761230101 514 64,552 SH SOLE 64,552 0 0
REYNOLDS & REYNOLDS -CL A COM 761695105 1116 49,600 SH SOLE 49,600 0 0
REYNOLDS METALS CO COM 761763101 5537 72,267 SH SOLE 72,267 0 0
RJ REYNOLDS TOBACCO HLDGS COM 76182K105 1228 69,700 SH SOLE 69,700 0 0
RIGGS NATL CORP WASH D C COM 766570105 716 54,277 SH SOLE 54,277 0 0
RITE AID CORP COM 767754104 5062 455,017 SH SOLE 455,017 0 0
ROBBINS & MYERS INC COM 770196103 529 23,400 SH SOLE 23,400 0 0
ROBERT HALF INTL INC COM 770323103 1679 58,800 SH SOLE 58,800 0 0
ROBERTS PHARMACEUTICAL CORP COM 770491108 222 7,500 SH SOLE 7,500 0 0
ROCKWELL INTL CORP COM 773903109 31650 661,095 SH SOLE 661,095 0 0
ROHM & HAAS CO COM 775371107 9642 236,977 SH SOLE 236,977 0 0
ROLLINS INC COM 775711104 296 19,700 SH SOLE 19,700 0 0
ROLLINS TRUCK LEASING COM 775741101 1209 101,294 SH SOLE 101,294 0 0
ROPER INDUSTRIES INC/DE COM 776696106 2029 53,663 SH SOLE 53,663 0 0
ROSS STORES INC COM 778296103 1069 59,600 SH SOLE 59,600 0 0
ROWAN COS INC COM 779382100 2064 95,183 SH SOLE 95,183 0 0
ROYAL APPLIANCE MFG CO COM 780076105 92 18,800 SH SOLE 18,800 0 0
ROYAL DUTCH PET -NY REG COM 780257804 163191 2,694,583 SH SOLE 2,694,583 0 0
RUBY TUESDAY INC COM 781182100 1031 56,702 SH SOLE 56,702 0 0
RUDDICK CORP COM 781258108 463 29,900 SH SOLE 29,900 0 0
RURAL/METRO CORP COM 781748108 92 21,600 SH SOLE 21,600 0 0
RUSS BERRIE & CO INC COM 782233100 864 32,900 SH SOLE 32,900 0 0
RUSSELL CORP COM 782352108 638 38,100 SH SOLE 38,100 0 0
RYAN'S FAMILY STK HOUSES INC COM 783519101 616 72,451 SH SOLE 72,451 0 0
RYDER SYSTEM INC COM 783549108 8294 339,387 SH SOLE 339,387 0 0
RYERSON TULL INC COM 78375P107 313 16,100 SH SOLE 16,100 0 0
RYLAND GROUP INC COM 783764103 556 24,104 SH SOLE 24,104 0 0
SBC COMMUNICATIONS INC COM 78387G103 265098 5,437,900 SH SOLE 5,437,900 0 0
SCI SYSTEMS INC COM 783890106 15435 187,800 SH SOLE 187,800 0 0
SEI INVESTMENTS CO COM 784117103 3544 29,776 SH SOLE 29,776 0 0
SLM HLDG CORP COM 78442A109 8889 210,396 SH SOLE 210,396 0 0
SLI INC COM 78442T108 883 65,100 SH SOLE 65,100 0 0
SPS TECHNOLOGIES INC COM 784626103 616 19,300 SH SOLE 19,300 0 0
SPX CORP COM 784635104 1616 20,000 SH SOLE 20,000 0 0
S3 INCORPORATED COM 784849101 1208 104,452 SH SOLE 104,452 0 0
SAFECO CORP COM 786429100 3572 143,582 SH SOLE 143,582 0 0
SAFESKIN CORP COM 786454108 1316 108,501 SH SOLE 108,501 0 0
SAFEWAY INC COM 786514208 20289 567,531 SH SOLE 567,531 0 0
ST JUDE MEDICAL INC COM 790849103 3783 123,269 SH SOLE 123,269 0 0
ST MARY LAND & EXPLOR CO COM 792228108 444 17,956 SH SOLE 17,956 0 0
ST PAUL COS COM 792860108 32181 955,269 SH SOLE 955,269 0 0
SAKS INC COM 79377W108 3352 215,400 SH SOLE 215,400 0 0
SANMINA CORP COM 800907107 8669 86,800 SH SOLE 86,800 0 0
SANTA FE SNYDER CORP COM 80218K105 2154 269,200 SH SOLE 269,200 0 0
SARA LEE CORP COM 803111103 39371 1,784,527 SH SOLE 1,784,527 0 0
SAWTEK INC COM 805468105 3974 59,700 SH SOLE 59,700 0 0
SCANA CORP COM 805898103 1793 66,700 SH SOLE 66,700 0 0
SCHERING-PLOUGH COM 806605101 91838 2,167,268 SH SOLE 2,167,268 0 0
SCHLUMBERGER LTD COM 806857108 47022 837,800 SH SOLE 837,800 0 0
SCHOLASTIC CORP COM 807066105 659 10,600 SH SOLE 10,600 0 0
SCHULMAN (A.) INC COM 808194104 695 42,600 SH SOLE 42,600 0 0
SCHWAB (CHARLES) CORP COM 808513105 46169 1,207,030 SH SOLE 1,207,030 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 325 24,200 SH SOLE 24,200 0 0
SCIENTIFIC-ATLANTA INC COM 808655104 4762 85,219 SH SOLE 85,219 0 0
SCOTT TECHNOLOGIES INC COM 810022301 610 32,309 SH SOLE 32,309 0 0
SCOTTS COMPANY COM 810186106 1315 32,671 SH SOLE 32,671 0 0
SEAGATE TECHNOLOGY COM 811804103 11658 250,379 SH SOLE 250,379 0 0
SEAGRAM CO LTD COM 811850106 27636 617,562 SH SOLE 617,562 0 0
SEACOR SMIT INC COM 811904101 950 18,362 SH SOLE 18,362 0 0
SEALED AIR CORP COM 81211K100 4893 94,446 SH SOLE 94,446 0 0
SEARS ROEBUCK & CO COM 812387108 17722 583,437 SH SOLE 583,437 0 0
SEITEL INC COM 816074306 237 35,100 SH SOLE 35,100 0 0
SELECTIVE INS GROUP INC COM 816300107 660 38,400 SH SOLE 38,400 0 0
SEMPRA ENERGY COM 816851109 4568 262,926 SH SOLE 262,926 0 0
SENSORMATIC ELECTRONICS COM 817265101 849 48,700 SH SOLE 48,700 0 0
SEPRACOR INC COM 817315104 2093 21,100 SH SOLE 21,100 0 0
SEQUA CORP -CL A COM 817320104 361 6,700 SH SOLE 6,700 0 0
SERVICE CORP INTERNATIONAL COM 817565104 2120 305,600 SH SOLE 305,600 0 0
SERVICE EXPERTS INC COM 817567100 231 39,700 SH SOLE 39,700 0 0
SERVICEMASTER CO COM 81760N109 8496 690,000 SH SOLE 690,000 0 0
SHARED MEDICAL SYSTEMS CORP COM 819486101 1537 30,180 SH SOLE 30,180 0 0
SHAW INDUSTRIES INC COM 820286102 3174 204,800 SH SOLE 204,800 0 0
SHERWIN-WILLIAMS CO COM 824348106 7747 368,925 SH SOLE 368,925 0 0
SHOPKO STORES INC COM 824911101 1018 44,253 SH SOLE 44,253 0 0
SHOREWOOD PACKAGING CORP COM 825229107 802 42,335 SH SOLE 42,335 0 0
SHURGARD STORAGE CTRS -CL A COM 82567D104 2529 109088 SH SOLE 109088 0 0
SIEBEL SYSTEMS INC COM 826170102 22361 266,200 SH SOLE 266,200 0 0
SIERRA HEALTH SERVICES COM 826322109 517 77,303 SH SOLE 77,303 0 0
SIERRA PACIFIC RESOURCES COM 826428104 877 50,500 SH SOLE 50,500 0 0
SIGMA-ALDRICH COM 826552101 3307 110,006 SH SOLE 110,006 0 0
SILICON GRAPHICS INC COM 827056102 2608 269,238 SH SOLE 269,238 0 0
SILICON VY BANCSHARES COM 827064106 1822 36,803 SH SOLE 36,803 0 0
SILICON VALLEY GROUP INC COM 827066101 760 42,800 SH SOLE 42,800 0 0
SIMON PROPERTY GROUP INC COM 828806109 92335 4025492 SH SOLE 4025492 0 0
SIMPSON INDUSTRIES COM 829060102 311 27,600 SH SOLE 27,600 0 0
SIMPSON MANUFACTURING INC COM 829073105 663 15,163 SH SOLE 15,163 0 0
SKYLINE CORP COM 830830105 225 9,594 SH SOLE 9,594 0 0
SKYWEST INC COM 830879102 1028 36,700 SH SOLE 36,700 0 0
SMITH (A O) CORP COM 831865209 636 29,061 SH SOLE 29,061 0 0
SMITH INTERNATIONAL INC COM 832110100 5148 103,600 SH SOLE 103,600 0 0
SMITH CHARLES E RES RLTY INC COM 832197107 2513 71028 SH SOLE 71028 0 0
SMITHFIELD FOODS INC COM 832248108 1738 72,417 SH SOLE 72,417 0 0
SMUCKER (JM) CO -CL A COM 832696108 367 18,800 SH SOLE 18,800 0 0
SNYDER COMMUNICATIONS INC COM 832914105 2416 125,500 SH SOLE 125,500 0 0
SNAP-ON INC COM 833034101 1905 71,723 SH SOLE 71,723 0 0
SOLA INTL INC COM 834092108 522 37,600 SH SOLE 37,600 0 0
SOLECTRON CORP COM 834182107 40283 423,479 SH SOLE 423,479 0 0
SOLUTIA INC COM 834376105 2530 163,900 SH SOLE 163,900 0 0
SONIC CORP COM 835451105 966 33,886 SH SOLE 33,886 0 0
SONOCO PRODUCTS CO COM 835495102 3451 151,700 SH SOLE 151,700 0 0
SOTHEBY'S HOLDINGS -CL A COM 835898107 1113 37,100 SH SOLE 37,100 0 0
SOUTHDOWN INC COM 841297104 3862 74,800 SH SOLE 74,800 0 0
SOUTHERN CO COM 842587107 18354 781,008 SH SOLE 781,008 0 0
SOUTHERN ENERGY HOMES INC COM 842814105 14 6,100 SH SOLE 6,100 0 0
SOUTHERN UNION CO COM 844030106 1300 67,968 SH SOLE 67,968 0 0
SOUTHTRUST CORP COM 844730101 9647 255,128 SH SOLE 255,128 0 0
SOUTHWEST AIRLINES COM 844741108 9225 572,104 SH SOLE 572,104 0 0
SOUTHWEST GAS CORP COM 844895102 1057 45,973 SH SOLE 45,973 0 0
SOUTHWESTERN ENERGY CO COM 845467109 247 37,700 SH SOLE 37,700 0 0
SOVEREIGN BANCORP INC COM 845905108 2204 295,700 SH SOLE 295,700 0 0
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SPACELABS MED INC COM 846247104 264 14,200 SH SOLE 14,200 0 0
SPARTAN MOTORS INC COM 846819100 83 19,000 SH SOLE 19,000 0 0
SPECIALTY EQUIPMENT COS INC COM 847497203 481 20,100 SH SOLE 20,100 0 0
SPEEDFAM-IPEC INC COM 847705100 421 32,527 SH SOLE 32,527 0 0
SPIEKER PROPERTIES INC COM 848497103 37812 1037731 SH SOLE 1037731 0 0
SPORTS AUTHORITY INC COM 849176102 96 48,100 SH SOLE 48,100 0 0
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SPRINT FON GROUP COM 852061100 91877 1,364,926 SH SOLE 1,364,926 0 0
SPRINT PCS GROUP COM 852061506 66548 649,246 SH SOLE 649,246 0 0
STAFFMARK INC COM 852389105 243 32,100 SH SOLE 32,100 0 0
STANDARD MICROSYSTEMS CORP COM 853626109 333 30,776 SH SOLE 30,776 0 0
STANDARD MOTOR PRODS COM 853666105 343 21,267 SH SOLE 21,267 0 0
STANDARD PACIFIC CP COM 85375C101 587 53,374 SH SOLE 53,374 0 0
STANDARD REGISTER CO COM 853887107 353 18,200 SH SOLE 18,200 0 0
STANDEX INTERNATIONAL CORP COM 854231107 555 26,528 SH SOLE 26,528 0 0
STANLEY WORKS COM 854616109 4069 135,078 SH SOLE 135,078 0 0
STAPLES INC COM 855030102 10913 525,942 SH SOLE 525,942 0 0
STARBUCKS CORP COM 855244109 8429 347,600 SH SOLE 347,600 0 0
STARWOOD FINANCIAL INC COM 85569R104 1852 109763 SH SOLE 109763 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A203 29375 1250000 SH SOLE 1250000 0 0
STATE STREET CORP COM 857477103 12815 175,404 SH SOLE 175,404 0 0
STEEL TECHNOLOGIES COM 858147101 343 23,659 SH SOLE 23,659 0 0
STEIN MART INC COM 858375108 294 51,700 SH SOLE 51,700 0 0
STERIS CORP COM 859152100 450 43,900 SH SOLE 43,900 0 0
STERLING COMMERCE INC COM 859205106 29240 860,000 SH SOLE 860,000 0 0
STERLING SOFTWARE INC COM 859547101 3897 123,700 SH SOLE 123,700 0 0
STEWART & STEVENSON SERVICES COM 860342104 213 18,000 SH SOLE 18,000 0 0
STEWART ENTERPRISES -CL A COM 860370105 342 71,900 SH SOLE 71,900 0 0
STILLWATER MINING CO COM 86074Q102 1780 55,832 SH SOLE 55,832 0 0
STONE & WEBSTER INC COM 861572105 466 27,697 SH SOLE 27,697 0 0
STONE ENERGY CORP COM 861642106 1110 31,166 SH SOLE 31,166 0 0
STORAGE USA INC COM 861907103 3167 104705 SH SOLE 104705 0 0
STORAGE TECHNOLOGY CP COM 862111200 2649 143,700 SH SOLE 143,700 0 0
STRIDE RITE CORP COM 863314100 462 71,100 SH SOLE 71,100 0 0
STRUCTURAL DYNAMICS RESEARCH COM 863555108 293 23,000 SH SOLE 23,000 0 0
STRYKER CORP COM 863667101 4338 62,300 SH SOLE 62,300 0 0
STURM RUGER & CO INC COM 864159108 482 54,364 SH SOLE 54,364 0 0
SUIZA FOODS CORP COM 865077101 860 21,700 SH SOLE 21,700 0 0
SUMMIT BANCORP COM 866005101 13138 429,001 SH SOLE 429,001 0 0
SUMMIT PROPERTIES INC COM 866239106 1910 106876 SH SOLE 106876 0 0
SUMMIT TECHNOLOGY INC COM 86627E101 949 81,231 SH SOLE 81,231 0 0
SUN COMMUNITIES INC COM 866674104 2093 65033 SH SOLE 65033 0 0
SUN MICROSYSTEMS INC COM 866810104 182912 2,362,066 SH SOLE 2,362,066 0 0
SUNGARD DATA SYSTEMS INC COM 867363103 2494 105,000 SH SOLE 105,000 0 0
SUNOCO INC COM 86764P109 3330 141,700 SH SOLE 141,700 0 0
SUNRISE MEDICAL INC COM 867910101 208 33,600 SH SOLE 33,600 0 0
SUNTRUST BANKS INC COM 867914103 25035 363,817 SH SOLE 363,817 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 467 17,400 SH SOLE 17,400 0 0
SUPERVALU INC COM 868536103 3010 150,476 SH SOLE 150,476 0 0
SUSQUEHANNA BANCSHARES INC COM 869099101 873 54,962 SH SOLE 54,962 0 0
SWIFT TRANSPORTATION CO INC COM 870756103 726 41,200 SH SOLE 41,200 0 0
SWISS ARMY BRANDS INC COM 870827102 73 10,300 SH SOLE 10,300 0 0
SYBRON INTL CORP COM 87114F106 5100 206,600 SH SOLE 206,600 0 0
SYKES ENTERPRISES INC COM 871237103 1229 28,000 SH SOLE 28,000 0 0
SYLVAN LEARNING SYSTEMS INC COM 871399101 433 33,300 SH SOLE 33,300 0 0
SYMANTEC CORP COM 871503108 4227 72,100 SH SOLE 72,100 0 0
SYMBOL TECHNOLOGIES COM 871508107 7907 124,400 SH SOLE 124,400 0 0
SYMMETRICOM INC COM 871543104 234 23,500 SH SOLE 23,500 0 0
SYNCOR INTL CORP/DE COM 87157J106 647 22,230 SH SOLE 22,230 0 0
SYNOPSYS INC COM 871607107 6622 99,200 SH SOLE 99,200 0 0
SYNOVUS FINANCIAL CP COM 87161C105 6079 305,865 SH SOLE 305,865 0 0
SYSCO CORP COM 871829107 19343 488,911 SH SOLE 488,911 0 0
TBC CORP COM 872180104 91 14,569 SH SOLE 14,569 0 0
TCBY ENTERPRISES INC COM 872245105 133 34,900 SH SOLE 34,900 0 0
TCF FINANCIAL CORP COM 872275102 3089 124,200 SH SOLE 124,200 0 0
TCSI CORP COM 87233R106 72 22,600 SH SOLE 22,600 0 0
TECO ENERGY INC COM 872375100 3651 196,700 SH SOLE 196,700 0 0
THQ INC COM 872443403 835 36,023 SH SOLE 36,023 0 0
TJ INTERNATIONAL INC COM 872534102 1318 31,380 SH SOLE 31,380 0 0
TJX COMPANIES INC COM 872540109 7406 362,361 SH SOLE 362,361 0 0
TNP ENTERPRISES INC COM 872594106 1014 24,586 SH SOLE 24,586 0 0
TRW INC COM 872649108 7082 136,347 SH SOLE 136,347 0 0
TACO CABANA -CL A COM 873425102 171 21,100 SH SOLE 21,100 0 0
TALK.COM INC COM 874264104 2003 112,855 SH SOLE 112,855 0 0
TANDY CORP COM 875382103 10773 219,017 SH SOLE 219,017 0 0
TAUBMAN CTRS INC COM 876664103 2146 199667 SH SOLE 199667 0 0
TECH DATA CORP COM 878237106 892 32,900 SH SOLE 32,900 0 0
TECHNE CORP COM 878377100 1970 35,775 SH SOLE 35,775 0 0
TECHNITROL INC COM 878555101 1285 28,870 SH SOLE 28,870 0 0
TECHNOLOGY SOLUTIONS CO COM 87872T108 2470 75,426 SH SOLE 75,426 0 0
TECUMSEH PRODUCTS CO -CL A COM 878895200 618 13,100 SH SOLE 13,100 0 0
TEKTRONIX INC COM 879131100 2602 66,921 SH SOLE 66,921 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 126 13,400 SH SOLE 13,400 0 0
TELEFLEX INC COM 879369106 758 24,200 SH SOLE 24,200 0 0
TELEFONOS DE MEX -SPON ADR COM 879403780 27113 241,000 SH SOLE 241,000 0 0
TELEPHONE & DATA COM 879433100 4927 39,100 SH SOLE 39,100 0 0
TELLABS INC COM 879664100 36971 575,985 SH SOLE 575,985 0 0
TELXON CORP COM 879700102 540 33,758 SH SOLE 33,758 0 0
TEMPLE-INLAND INC COM 879868107 4157 63,037 SH SOLE 63,037 0 0
TENET HEALTHCARE CORP COM 88033G100 10421 443,446 SH SOLE 443,446 0 0
TENNECO AUTOMOTIVE INC COM 880349105 239 25,612 SH SOLE 25,612 0 0
TERADYNE INC COM 880770102 15693 237,770 SH SOLE 237,770 0 0
TETRA TECHNOLOGIES INC/DE COM 88162F105 149 20,600 SH SOLE 20,600 0 0
TETRA TECH INC COM 88162G103 910 59,208 SH SOLE 59,208 0 0
TEXACO INC COM 881694103 45914 845,364 SH SOLE 845,364 0 0
TEXAS INDUSTRIES INC COM 882491103 1548 36,380 SH SOLE 36,380 0 0
TEXAS INSTRUMENTS INC COM 882508104 113606 1,175,737 SH SOLE 1,175,737 0 0
TEXAS UTILITIES CO COM 882848104 18846 529,954 SH SOLE 529,954 0 0
TEXTRON INC COM 883203101 20898 272,505 SH SOLE 272,505 0 0
THERAGENICS CORP COM 883375107 496 54,726 SH SOLE 54,726 0 0
THERMO ELECTRON CORP COM 883556102 6260 417,342 SH SOLE 417,342 0 0
THOMAS & BETTS CORP COM 884315102 16336 512,496 SH SOLE 512,496 0 0
THOMAS INDUSTRIES INC COM 884425109 491 24,000 SH SOLE 24,000 0 0
THOR INDUSTRIES INC COM 885160101 705 23,160 SH SOLE 23,160 0 0
3COM CORP COM 885535104 24015 510,950 SH SOLE 510,950 0 0
THREE-FIVE SYSTEMS INC COM 88554L108 913 22,266 SH SOLE 22,266 0 0
TIDEWATER INC COM 886423102 1289 35,800 SH SOLE 35,800 0 0
TIFFANY & CO COM 886547108 4034 45,200 SH SOLE 45,200 0 0
TIMBERLAND CO -CL A COM 887100105 2058 38,921 SH SOLE 38,921 0 0
TIME WARNER INC COM 887315109 137881 1,906,734 SH SOLE 1,906,734 0 0
TIMES MIRROR COMPANY -SER A COM 887364107 16754 250,056 SH SOLE 250,056 0 0
TIMKEN CO COM 887389104 7296 356,969 SH SOLE 356,969 0 0
TITAN INTERNATIONAL INC COM 88830M102 136 20,929 SH SOLE 20,929 0 0
TOLL BROTHERS INC COM 889478103 1166 62,626 SH SOLE 62,626 0 0
TORCHMARK CORP COM 891027104 6029 207,461 SH SOLE 207,461 0 0
TORO CO COM 891092108 728 19,500 SH SOLE 19,500 0 0
TOSCO CORP COM 891490302 4605 169,367 SH SOLE 169,367 0 0
TOTAL RENAL CARE HLDG -CL A COM 89151A107 349 52,200 SH SOLE 52,200 0 0
TOWER AUTOMOTIVE INC COM 891707101 1079 69,900 SH SOLE 69,900 0 0
TOYS R US INC COM 892335100 5075 354,600 SH SOLE 354,600 0 0
TRNSACTN SYS ARCHTCTS -CL A COM 893416107 577 20,600 SH SOLE 20,600 0 0
TREDEGAR INDUSTRIES INC COM 894650100 1140 55,100 SH SOLE 55,100 0 0
TRENWICK GROUP INC COM 895290104 432 25,500 SH SOLE 25,500 0 0
TRIARC COS INC -CL A COM 895927101 709 38,600 SH SOLE 38,600 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 8764 226,894 SH SOLE 226,894 0 0
TRIBUNE CO COM 896047107 14768 268,204 SH SOLE 268,204 0 0
TRIGON HEALTHCARE INC COM 89618L100 802 27,200 SH SOLE 27,200 0 0
TRIMBLE NAVIGATION LTD COM 896239100 1014 46,881 SH SOLE 46,881 0 0
TRINITY INDUSTRIES COM 896522109 791 27,800 SH SOLE 27,800 0 0
TRUE NORTH COMMUNICATIONS COM 897844106 3740 83,700 SH SOLE 83,700 0 0
TRUSTCO BANK CORP/NY COM 898349105 1076 81,200 SH SOLE 81,200 0 0
TUBOSCOPE INC COM 898600101 1284 80,860 SH SOLE 80,860 0 0
TUPPERWARE CORP COM 899896104 1096 64,700 SH SOLE 64,700 0 0
TYCO INTERNATIONAL LTD COM 902124106 96314 2,469,598 SH SOLE 2,469,598 0 0
TYSON FOODS INC -CL A COM 902494103 5457 335,800 SH SOLE 335,800 0 0
UCAR INTERNATIONAL INC COM 90262K109 1090 61,200 SH SOLE 61,200 0 0
UST CORP COM 902900109 2315 72,923 SH SOLE 72,923 0 0
USX-MARATHON GROUP COM 902905827 20628 835,579 SH SOLE 835,579 0 0
UST INC COM 902911106 4989 198,059 SH SOLE 198,059 0 0
USA DETERGENTS INC COM 902938109 19 6,900 SH SOLE 6,900 0 0
U S RESTAURANT PPTYS COM 902971100 768 53883 SH SOLE 53883 0 0
U S BANCORP/DE COM 902973106 26668 1,119,924 SH SOLE 1,119,924 0 0
URS CORP COM 903236107 615 28,356 SH SOLE 28,356 0 0
USG CORP COM 903293405 1508 32,000 SH SOLE 32,000 0 0
U S FOODSERVICE INC COM 90331R101 1069 63,800 SH SOLE 63,800 0 0
USX-U S STEEL GROUP COM 90337T101 3185 96,502 SH SOLE 96,502 0 0
US ONCOLOGY INC COM 90338W103 597 121,000 SH SOLE 121,000 0 0
ULTRAMAR DIAMOND SHAMROCK COM 904000106 1264 55,700 SH SOLE 55,700 0 0
ULTRATECH STEPPER INC COM 904034105 639 39,604 SH SOLE 39,604 0 0
UNIFI INC COM 904677101 474 38,500 SH SOLE 38,500 0 0
UNILEVER N V -NY SHARES COM 904784709 56610 1,039,903 SH SOLE 1,039,903 0 0
UNICOM CORP COM 904911104 21410 639,117 SH SOLE 639,117 0 0
UNION CARBIDE CORP COM 905581104 10446 156,498 SH SOLE 156,498 0 0
UNION PACIFIC CORP COM 907818108 16587 379,666 SH SOLE 379,666 0 0
UNION PACIFIC RESOURCES GRP COM 907834105 6405 502,339 SH SOLE 502,339 0 0
UNION PLANTERS CORP COM 908068109 6148 155,892 SH SOLE 155,892 0 0
UNISYS CORP COM 909214108 14424 451,630 SH SOLE 451,630 0 0
UNITED BANKSHARES INC/WV COM 909907107 1588 66,506 SH SOLE 66,506 0 0
UNITED DOMINION REALTY TRUST COM 910197102 3859 390817 SH SOLE 390817 0 0
UNITED HEALTHCARE CORP COM 910581107 32013 602,591 SH SOLE 602,591 0 0
UNITED ILLUMINATING CO COM 910637107 1285 25,008 SH SOLE 25,008 0 0
UNITED NATURAL FOODS INC COM 911163103 520 43,310 SH SOLE 43,310 0 0
US AIRWAYS GROUP INC COM 911905107 3276 102,190 SH SOLE 102,190 0 0
U S HOME CORP COM 911920106 524 20,500 SH SOLE 20,500 0 0
U S WEST INC COM 91273H101 60649 842,347 SH SOLE 842,347 0 0
U S TRUST CORP COM 91288L105 2270 28,303 SH SOLE 28,303 0 0
UNITED STATIONERS INC COM 913004107 483 16,900 SH SOLE 16,900 0 0
UNITED TECHNOLOGIES CORP COM 913017109 34039 523,672 SH SOLE 523,672 0 0
UNITED WATER RESOURCES COM 913190104 2266 66,290 SH SOLE 66,290 0 0
UNITRIN INC COM 913275103 1772 47,100 SH SOLE 47,100 0 0
UNIVERSAL CORP/VA COM 913456109 1038 45,500 SH SOLE 45,500 0 0
UNIVERSAL FOODS CORP COM 913538104 660 32,400 SH SOLE 32,400 0 0
UNIVERSAL FOREST PRODS INC COM 913543104 375 25,400 SH SOLE 25,400 0 0
UNIVERSAL HEALTH SVCS -CL B COM 913903100 2094 58,180 SH SOLE 58,180 0 0
UNIVISION COMMUNICATIONS INC COM 914906102 30248 296,000 SH SOLE 296,000 0 0
UNOCAL CORP COM 915289102 12460 371,233 SH SOLE 371,233 0 0
UNUMPROVIDENT CORP COM 91529Y106 23932 746,411 SH SOLE 746,411 0 0
USFREIGHTWAYS CORP COM 916906100 1953 40,803 SH SOLE 40,803 0 0
URBAN SHOPPING CENTERS INC COM 917060105 14779 544831 SH SOLE 544831 0 0
UTILICORP UNITED INC COM 918005109 1158 59,600 SH SOLE 59,600 0 0
VF CORP COM 918204108 5090 169,664 SH SOLE 169,664 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 4121 97,532 SH SOLE 97,532 0 0
VALENCE TECHNOLOGY INC COM 918914102 1020 53,683 SH SOLE 53,683 0 0
VALERO ENERGY CORP COM 91913Y100 2246 113,000 SH SOLE 113,000 0 0
VALMONT INDUSTRIES COM 920253101 741 46,156 SH SOLE 46,156 0 0
VANTIVE CORP COM 922091103 833 45,959 SH SOLE 45,959 0 0
VARCO INTERNATIONAL COM 922126107 1508 148,000 SH SOLE 148,000 0 0
VARIAN MEDICAL SYTEMS INC COM 92220P105 1539 51,606 SH SOLE 51,606 0 0
VERITAS SOFTWARE CO COM 923436109 55075 384,800 SH SOLE 384,800 0 0
VERITY INC COM 92343C106 1856 43,600 SH SOLE 43,600 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1344 38,400 SH SOLE 38,400 0 0
VIACOM INC -CL B COM 925524308 60145 995,154 SH SOLE 995,154 0 0
VIAD CORP COM 92552R109 1787 64,100 SH SOLE 64,100 0 0
VICOR CORP COM 925815102 3006 74,227 SH SOLE 74,227 0 0
VINTAGE PETROLEUM INC COM 927460105 1316 109,100 SH SOLE 109,100 0 0
VISIO CORP COM 927914101 2002 42,141 SH SOLE 42,141 0 0
VISHAY INTRTECHNOLOGY COM 928298108 1724 54,500 SH SOLE 54,500 0 0
VISX INC/DE COM 92844S105 3141 60,700 SH SOLE 60,700 0 0
VITAL SIGNS INC COM 928469105 536 23,451 SH SOLE 23,451 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 12213 232,900 SH SOLE 232,900 0 0
VLASIC FOODS INTERNATIONAL COM 928559103 167 29,300 SH SOLE 29,300 0 0
VOLT INFO SCIENCES INC COM 928703107 542 22,700 SH SOLE 22,700 0 0
VORNADO REALTY TRUST COM 929042109 10399 319973 SH SOLE 319973 0 0
VULCAN MATERIALS CO COM 929160109 4356 109,078 SH SOLE 109,078 0 0
WD-40 CO COM 929236107 730 33,000 SH SOLE 33,000 0 0
WHX CORP COM 929248102 274 30,452 SH SOLE 30,452 0 0
WICOR INC COM 929253102 2028 69,469 SH SOLE 69,469 0 0
WABASH NATIONAL CORP COM 929566107 431 28,700 SH SOLE 28,700 0 0
WACHOVIA CORP COM 929771103 15581 229,132 SH SOLE 229,132 0 0
WAL-MART STORES COM 931142103 454090 6,569,108 SH SOLE 6,569,108 0 0
WALDEN RESIDENTIAL PPTYS INC COM 931210108 1986 91819 SH SOLE 91819 0 0
WALGREEN CO COM 931422109 43320 1,481,037 SH SOLE 1,481,037 0 0
WALLACE COMPUTER SVCS INC COM 932270101 449 27,000 SH SOLE 27,000 0 0
WARNACO GROUP INC -CL A COM 934390105 456 37,000 SH SOLE 37,000 0 0
WARNER-LAMBERT CO COM 934488107 108904 1,329,105 SH SOLE 1,329,105 0 0
WASHINGTON GAS LIGHT CO COM 938837101 820 29,800 SH SOLE 29,800 0 0
WASHINGTON MUTUAL INC COM 939322103 40344 1,559,199 SH SOLE 1,559,199 0 0
WASHINGTON POST -CL B COM 939640108 8478 15,251 SH SOLE 15,251 0 0
WASHINGTON REIT COM 939653101 2012 134116 SH SOLE 134116 0 0
WASTE MANAGEMENT INC COM 94106L109 11580 673,756 SH SOLE 673,756 0 0
WATERS CORP COM 941848103 2088 39,400 SH SOLE 39,400 0 0
WATKINS-JOHNSON COM 942486101 525 13,116 SH SOLE 13,116 0 0
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WAUSAU-MOSINEE PAPER CORP COM 943315101 909 77,800 SH SOLE 77,800 0 0
WEATHERFORD INTL INC COM 947074100 9905 248,000 SH SOLE 248,000 0 0
WEBSTER FINL CORP WATERBURY COM 947890109 577 24,500 SH SOLE 24,500 0 0
WEINGARTEN REALTY INVST COM 948741103 3903 100239 SH SOLE 100239 0 0
WELLMAN INC COM 949702104 376 20,200 SH SOLE 20,200 0 0
WELLPOINT HLTH NETWRK -CL A COM 94973H108 6195 93,948 SH SOLE 93,948 0 0
WELLS FARGO & CO COM 949746101 88709 2,193,740 SH SOLE 2,193,740 0 0
WENDY'S INTERNATIONAL INC COM 950590109 2880 138,371 SH SOLE 138,371 0 0
WERNER ENTERPRISES INC COM 950755108 1014 72,100 SH SOLE 72,100 0 0
WESLEY JESSEN VISIONCARE INC COM 951018100 909 23,988 SH SOLE 23,988 0 0
WESTAMERICA BANCORPORATION COM 957090103 704 25,200 SH SOLE 25,200 0 0
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WEYERHAEUSER CO COM 962166104 28208 392,795 SH SOLE 392,795 0 0
WHIRLPOOL CORP COM 963320106 5549 85,284 SH SOLE 85,284 0 0
WHITMAN CORP COM 96647R107 2731 203,200 SH SOLE 203,200 0 0
WHITNEY HOLDING CORP COM 966612103 1275 34,400 SH SOLE 34,400 0 0
WHITTMAN HART INC COM 966834103 4880 91,000 SH SOLE 91,000 0 0
WHOLE FOODS MARKET INC COM 966837106 2084 44,934 SH SOLE 44,934 0 0
WILLAMETTE INDUSTRIES COM 969133107 5847 125,921 SH SOLE 125,921 0 0
WILLIAMS COS INC COM 969457100 16544 541,330 SH SOLE 541,330 0 0
WILLIAMS-SONOMA INC COM 969904101 4191 91,100 SH SOLE 91,100 0 0
WILMINGTON TRUST CORP COM 971807102 2379 49,300 SH SOLE 49,300 0 0
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WINNEBAGO INDUSTRIES COM 974637100 692 34,500 SH SOLE 34,500 0 0
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WISCONSIN CENTRAL TRANSPORTN COM 976592105 1005 74,800 SH SOLE 74,800 0 0
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WORTHINGTON INDUSTRIES COM 981811102 11053 667,330 SH SOLE 667,330 0 0
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WYNN'S INTERNATIONAL INC COM 983195108 350 24,783 SH SOLE 24,783 0 0
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XIRCOM INC COM 983922105 3127 41,688 SH SOLE 41,688 0 0
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YELLOW CORP COM 985509108 654 38,900 SH SOLE 38,900 0 0
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ZALE CORP COM 988858106 3103 64,139 SH SOLE 64,139 0 0
ZEBRA TECHNOLOGIES CP -CL A COM 989207105 3221 55,053 SH SOLE 55,053 0 0
ZENITH NATIONAL INSURANCE CP COM 989390109 532 25,800 SH SOLE 25,800 0 0
ZIONS BANCORPORATION COM 989701107 7464 126,100 SH SOLE 126,100 0 0
ZIXIT CORP COM 98974P100 945 23,844 SH SOLE 23,844 0 0
ACE LIMITED COM G0070K103 200 11,960 SH SOLE 11,960 0 0
GLOBAL CROSSING LTD COM G3921A100 42279 845,579 SH SOLE 845,579 0 0
TRANSOCEAN SEDCO FOREX INC COM G90078109 7644 226,898 SH SOLE 226,898 0 0
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