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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT MANAGERS PURSUANT
TO SECTION 13(f) OF THE SECURITIES EXCHANGE ACT OF 1934 AND RULES THEREUNDER
REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED September 30, 1999
- --------------------------------------------------------------------------------
(PLEASE READ INSTRUCTIONS BEFORE PREPARING FORM.)
- --------------------------------------------------------------------------------
IF AMENDED REPORT CHECK HERE: |_|
ALLSTATE PENSION PLAN
- --------------------------------------------------------------------------------
NAME OF INSTITUTIONAL INVESTMENT MANAGER
3075 SANDERS ROAD SUITE G4A NORTHBROOK ILLINOIS 60062-7127
- --------------------------------------------------------------------------------
BUSINESS ADDRESS (STREET) (CITY) (STATE) (ZIP)
JOSEPH A. HAAS (847)402-7581 ASSISTANT VICE PRESIDENT, INVESTMENT OPERATIONS
- --------------------------------------------------------------------------------
NAME, PHONE NO., AND TITLE OF PERSON DULY AUTHORIZED TO SUBMIT THIS REPORT.
- ------------------------------------ATTENTION-----------------------------------
INTENTIONAL MISSTATEMENTS OR OMISSIONS OF FACTS CONSTITUTE
FEDERAL CRIMINAL VIOLATIONS.
SEE 18 U.S.C. 1001 AND 15 U.S.C. 78FF(A).
- --------------------------------------------------------------------------------
THE INSTITUTIONAL INVESTMENT MANAGER SUBMITTING THIS FORM AND ITS
ATTACHMENTS AND THE PERSON BY WHOM IT IS SIGNED REPRESENT HEREBY THAT ALL
INFORMATION CONTAINED THEREIN IS TRUE, CORRECT AND COMPLETE. IT IS UNDERSTOOD
THAT ALL REQUIRED ITEMS, STATEMENTS AND SCHEDULES ARE CONSIDERED INTEGRAL PARTS
OF THIS FORM AND THAT THE SUBMISSION OF ANY AMENDMENT REPRESENTS THAT ALL
UNAMENDED ITEMS, STATEMENTS AND SCHEDULES REMAIN TRUE, CORRECT AND COMPLETE AS
PREVIOUSLY SUBMITTED.
PURSUANT TO THE REQUIREMENTS OF SECURITIES EXCHANGE ACT OF 1934, THE
UNDERSIGNED INSTITUTIONAL INVESTMENT MANAGER HAS CAUSED THIS REPORT TO BE SIGNED
ON ITS BEHALF IN ON THE THE 8 DAY OF NOVEMBER, 1999.
ALLSTATE PENSION PLAN
------------------------------------------
(NAME OF INSTITUTIONAL INVESTMENT MANAGER)
/S/ JOSEPH A. HAAS
------------------------------------------
(MANUAL SIGNATURE OF PERSON DULY
AUTHORIZED TO SUBMIT THIS REPORT)
NAME AND 13F FILE NUMBERS OF ALL INSTITUTIONAL INVESTMENT MANAGERS WITH RESPECT
TO WHICH THIS SCHEDULE IS FILED (OTHER THAN THE ONE FILING THIS REPORT): (LIST
IN ALPHABETICAL ORDER).
13F FILE NUMBERS WILL BE ASSIGNED TO INSTITUTIONAL INVESTMENT MANAGERS AFTER
THEY FILE THEIR FIRST REPORT.
NAME: 13F FILE NO.:
- -------------------------------------------------------------- ---------------
1. ALLSTATE INSURANCE COMPANY 28-35
- -------------------------------------------------------------- ---------------
2.
- -------------------------------------------------------------- ---------------
3.
- -------------------------------------------------------------- ---------------
4.
- -------------------------------------------------------------- ---------------
5.
- -------------------------------------------------------------- ---------------
<PAGE>
FORM 13F REPORT
NAME OF REPORTING MANAGER: AGENTS PENSION PLAN
<TABLE>
<CAPTION>
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(SEC USE ONLY)
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ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCRETION VOTING AUTHORITY
--------------------- (SHARES)
TITLE FAIR SHARES OR (A) (B) (C) MANA- ----------------
NAME OF ISSUER OF CUSIP MARKET PRINCIPAL SOLE SHARED SHARED GERS (A) (B) (C)
CLASS NUMBER VALUE AMOUNT OTHER SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
A D C TELECOM COMMON STOCK 000886101 1,102,956 26,300 X 1 X
AFLAC CORP COMMON STOCK 001055102 1,055,250 25,200 X 1 X
AES CORP COMMON STOCK 00130H105 289,100 4,900 X 1 X
AK STEEL HOLDING COMMON STOCK 001547108 837,675 45,900 X 1 X
AMB PROPERTY CORP COMMON STOCK 00163T109 1,017,000 48,000 X 1 X
AT & T COMMON STOCK 001957109 5,572,263 128,098 X 1 X
AT&T CORP - LIBERTY MEDIA -A COMMON STOCK 001957208 579,150 15,600 X 1 X
ABBOTT LABS COMMON STOCK 002824100 1,708,875 46,500 X 1 X
AMBERCROMBIE & FITCH CL A COMMON STOCK 002896207 459,844 13,500 X 1 X
ALCAN ALUMINUM COMMON FOREIGN 013716105 246,875 7,900 X 1 X
ALUMINUM CO OF AMERICA COMMON STOCK 013817101 1,359,169 21,900 X 1 X
ALLEGHENY ENERGY COMMON STOCK 017361106 1,062,538 33,400 X 1 X
ALLIED-SIGNAL COMMON STOCK 019512102 1,977,886 32,999 X 1 X
ALLTEL COMMON STOCK 020039103 900,800 12,800 X 1 X
ALTERA COMMON STOCK 021441100 1,231,850 28,400 X 1 X
AMERICA ON-LINE COMMON STOCK 02364J104 6,292,000 60,500 X 1 X
AMERICAN ELEC PWR COMMON STOCK 025537101 494,813 14,500 X 1 X
AMERICAN EXPRESS COMMON STOCK 025816109 2,638,650 19,600 X 1 X
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 2,465,100 59,400 X 1 X
AMERICAN INTL COMMON STOCK 026874107 6,645,937 76,445 X 1 X
AMERICAN POWER CONVERSION COMMON STOCK 029066107 476,900 25,100 X 1 X
AMERICAN STANDARD COMPANIES COMMON STOCK 029712106 1,101,363 28,700 X 1 X
AMERICAN WATER WORKS COMMON STOCK 030411102 298,056 10,300 X 1 X
AMERITECH NEW COMMON STOCK 030954101 4,125,312 61,400 X 1 X
AMGEN COMMON STOCK 031162100 2,502,050 30,700 X 1 X
AMSOUTH COMMON STOCK 032165102 789,844 33,700 X 1 X
ANALOG DEVICES COMMON STOCK 032654105 1,460,625 28,500 X 1 X
ANHEUSER BUSCH COMMON STOCK 035229103 2,487,219 35,500 X 1 X
APARTMENT INVT & MGMT CO CL A COMMON STOCK 03748R101 1,881,900 49,200 X 1 X
APPLE COMPUTER COMMON STOCK 037833100 1,418,200 22,400 X 1 X
APPLIED MATERIALS COMMON STOCK 038222105 411,744 5,300 X 1 X
ARDEN REALTY INC COMMON STOCK 039793104 870,000 40,000 X 1 X
ASSOCIATED BANC-CORP COMMON STOCK 045487105 521,100 14,400 X 1 X
ASSOCIATES FIRST CAPITAL CRP COMMON STOCK 046008108 799,488 22,208 X 1 X
ATLANTIC RICHFIELD COMMON STOCK 048825103 655,825 7,400 X 1 X
ATMEL CORP COMMON STOCK 049513104 476,756 14,100 X 1 X
AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 602,438 13,500 X 1 X
BJ SERVICES COMMON STOCK 055482103 1,081,625 34,000 X 1 X
BRITISH PETROLEUM COMMON FOREIGN 055622104 698,119 6,300 X 1 X
BANKAMERICA REALTY INVESTORS COMMON STOCK 05564E106 1,340,500 56,000 X 1 X
BMC SOFTWARE COMMON STOCK 055921100 1,080,594 15,100 X 1 X
BANK OF AMERICA CORP COMMON STOCK 060505104 4,486,631 80,568 X 1 X
BANK OF NEW YORK COMMON STOCK 064057102 2,119,938 63,400 X 1 X
BANK ONE CORPORATION COMMON STOCK 06423A103 2,192,596 62,983 X 1 X
BARRICK GOLD COMMON FOREIGN 067901108 1,970,550 90,600 X 1 X
BARRETT RES COMMON STOCK 068480201 1,495,969 40,500 X 1 X
BAXTER INTL COMMON STOCK 071813109 1,397,800 23,200 X 1 X
BECTON DICKINSON COMMON STOCK 075887109 342,363 12,200 X 1 X
BELL ATLANTIC COMMON STOCK 077853109 6,663,938 99,000 X 1 X
BELLSOUTH COMMON STOCK 079860102 3,762,000 83,600 X 1 X
AH BELO COMMON STOCK 080555105 277,313 14,500 X 1 X
BERGEN BRUNSWIG CORP COMMON STOCK 083739102 148,363 14,300 X 1 X
BESTFOODS INC COMMON STOCK 08658U101 1,668,400 34,400 X 1 X
BIOGEN COMMON STOCK 090597105 1,592,013 20,200 X 1 X
BLOCK (H & R) COMMON STOCK 093671105 608,125 14,000 X 1 X
BOEING COMMON STOCK 097023105 2,596,971 60,926 X 1 X
BORG-WARNER AUTOMOTIVE INC COMMON STOCK 099724106 2,352,100 54,700 X 1 X
BOSTON PROPERTIES INC COMMON STOCK 101121101 1,595,750 52,000 X 1 X
BOWATER COMMON STOCK 102183100 698,250 13,300 X 1 X
BRISTOL-MYERS-SQUIBB COMMON STOCK 110122108 11,117,250 164,700 X 1 X
CBS CORPORATION COMMON STOCK 12490K107 2,155,250 46,600 X 1 X
CDW COMPUTER CENTERS INC COMMON STOCK 125129106 738,013 15,100 X 1 X
CK WITKO CORPORATION COMMON STOCK 12562C108 200,054 13,738 X 1 X
C M S ENERGY COMMON STOCK 125896100 254,531 7,500 X 1 X
CNF TRANSPORTATION COMMON STOCK 12612W104 283,100 7,600 X 1 X
CVS CORP COMMON STOCK 126650100 371,394 9,100 X 1 X
CADENCE DESIGNS SYS INC COMMON STOCK 127387108 299,450 22,600 X 1 X
CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 218,400 5,600 X 1 X
CARLISLE COMMON STOCK 142339100 260,700 6,600 X 1 X
CAROLINA PWR & LT COMMON STOCK 144141108 201,638 5,700 X 1 X
CATERPILLAR COMMON STOCK 149123101 937,294 17,100 X 1 X
CENTERPOINT PROPERTIES CORP COMMON STOCK 151895109 529,000 16,000 X 1 X
CENTOCOR COMMON STOCK 152342101 486,069 8,300 X 1 X
CENTRAL & SOUTH WEST COMMON STOCK 152357109 280,963 13,300 X 1 X
CENTRAL HUDSON GAS & ELEC COMMON STOCK 153609102 204,750 5,200 X 1 X
CENTURYTEL INC COMMON STOCK 156700106 794,219 19,550 X 1 X
CERIDIAN CORP COMMON STOCK 15677T106 253,725 10,200 X 1 X
CHAMPION INTL COMMON STOCK 158525105 909,338 17,700 X 1 X
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 2,699,028 35,808 X 1 X
CHEVRON COMMON STOCK 166751107 3,337,000 37,600 X 1 X
CHIRON COMMON STOCK 170040109 537,138 19,400 X 1 X
CHRIS CRAFT INDS INC COMMON STOCK 170520100 207,663 3,700 X 1 X
CINCINNATI BELL COMMON STOCK 171870108 1,039,906 53,500 X 1 X
CINERGY COMMON STOCK 172474108 1,092,863 38,600 X 1 X
CIRCUIT CITY STORES COMMON STOCK 172737108 274,219 6,500 X 1 X
CISCO SYSTEMS, INC. COMMON STOCK 17275R102 12,385,816 180,650 X 1 X
CINTAS COMMON STOCK 172908105 659,063 11,400 X 1 X
CITIGROUP INC COMMON STOCK 172967101 9,289,280 211,120 X 1 X
CITRIX SYSTEMS INC COMMON STOCK 177376100 606,988 9,800 X 1 X
CITY NATIONAL COMMON STOCK 178566105 540,356 16,100 X 1 X
CLAIRES STORES COMMON STOCK 179584107 584,656 35,300 X 1 X
CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 184502102 383,400 4,800 X 1 X
CLEVELAND-CLIFFS COMMON STOCK 185896107 202,313 6,500 X 1 X
COASTAL COMMON STOCK 190441105 2,611,813 63,800 X 1 X
COCA-COLA COMMON STOCK 191216100 5,306,100 110,400 X 1 X
COLGATE-PALMOLIVE COMMON STOCK 194162103 718,275 15,700 X 1 X
COLUMBIA HEALTHCARE COMMON STOCK 197677107 987,338 46,600 X 1 X
COMAIR COMMON STOCK 199789108 176,888 10,600 X 1 X
COMCAST CLASS A SPECIAL COMMON STOCK 200300200 1,024,788 25,700 X 1 X
COMDISCO COMMON STOCK 200336105 337,969 17,500 X 1 X
COMERICA COMMON STOCK 200340107 718,875 14,200 X 1 X
COMPAQ COMPUTER COMMON STOCK 204493100 1,252,388 54,600 X 1 X
COMPASS BANKSHARES COMMON STOCK 20449H109 560,000 22,400 X 1 X
COMPUTER SCIENCES COMMON STOCK 205363104 1,188,281 16,900 X 1 X
COMPUWARE COMMON STOCK 205638109 367,481 14,100 X 1 X
COMSAT CORP. COMMON STOCK 20564D107 254,775 8,600 X 1 X
COMVERSE TECHNOLOGY COMMON STOCK 205862402 829,950 8,800 X 1 X
CONCORD EFS INC COMMON STOCK 206197105 1,237,500 60,000 X 1 X
CONSOLIDATED EDISON COMMON STOCK 209115104 809,250 19,500 X 1 X
CONSOLIDATED PAPERS COMMON STOCK 209759109 295,625 11,000 X 1 X
CONVERGYS CORP COMMON STOCK 212485106 287,281 14,500 X 1 X
COORS (ADOLPH) COMMON STOCK 217016104 557,488 10,300 X 1 X
CORNING COMMON STOCK 219350105 596,494 8,700 X 1 X
COSTO WHOLESALE CORP COMMON STOCK 22160K105 1,180,800 16,400 X 1 X
CUMMINS ENGINE COMMON STOCK 231021106 234,119 4,700 X 1 X
CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 260,150 12,100 X 1 X
CYTEC INDUSTRIES COMMON STOCK 232820100 201,600 8,400 X 1 X
DIIG GROUP INC COMMON STOCK 232949107 253,350 7,200 X 1 X
D P L COMMON STOCK 233293109 304,913 17,300 X 1 X
DQE COMMON STOCK 23329J104 226,925 5,800 X 1 X
DST SYSTEMS INC COMMON STOCK 233326107 278,688 4,900 X 1 X
DEERE COMMON STOCK 244199105 553,231 14,300 X 1 X
DELL COMPUTER COMMON STOCK 247025109 5,218,200 124,800 X 1 X
DELTA AIR LINES COMMON STOCK 247361108 242,500 5,000 X 1 X
DEVELOPERS DIVER REALTY CORP COMMON STOCK 251591103 560,000 40,000 X 1 X
DIAL CORP. COMMON STOCK 25247D101 262,650 10,300 X 1 X
DIAMOND OFFSHORE DRILLING INC COMMON STOCK 25271C102 677,513 20,300 X 1 X
DIME BANCORP INC COMMON STOCK 25429Q102 187,250 10,700 X 1 X
DISNEY (WALT) COMMON STOCK 254687106 2,828,138 109,300 X 1 X
DOLLAR GENERAL COMMON STOCK 256669102 233,106 7,550 X 1 X
DOLLAR TREE STORES INC COMMON STOCK 256747106 271,575 6,800 X 1 X
DOMINION RESOURCES COMMON STOCK 257470104 744,563 16,500 X 1 X
DONNELLEY & SONS COMMON STOCK 257867101 2,258,025 78,200 X 1 X
DOW CHEMICAL COMMON STOCK 260543103 1,761,188 15,500 X 1 X
DU PONT DE NEMOURS COMMON STOCK 263534109 2,481,630 40,766 X 1 X
DUKE ENERGY CORP COMMON STOCK 264399106 6,747,300 122,400 X 1 X
DUKE REALTY INVESTMENTS INC COMMON STOCK 264411505 627,900 32,200 X 1 X
E M C COMMON STOCK 268648102 4,607,719 64,500 X 1 X
ENSCO INTERNATIONAL COMMON STOCK 26874Q100 260,100 14,400 X 1 X
EOG RESOURCES INC COMMON STOCK 26875P101 212,500 10,000 X 1 X
E TRADE GROUP INC COMMON STOCK 269246104 321,950 13,700 X 1 X
EATON COMMON STOCK 278058102 733,656 8,500 X 1 X
ECOLAB COMMON STOCK 278865100 477,750 14,000 X 1 X
EDISON INTL COMMON STOCK 281020107 1,317,738 54,200 X 1 X
EL PASO ENERGY CORP DELAWARE COMMON STOCK 283905107 493,675 12,400 X 1 X
ELECTRONIC ARTS COMMON STOCK 285512109 405,300 5,600 X 1 X
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 418,206 7,900 X 1 X
EMERSON ELEC COMMON STOCK 291011104 2,912,944 46,100 X 1 X
ENERGY EAST CORPORATION COMMON STOCK 29266M109 1,460,625 61,500 X 1 X
ENGELHARD COMMON STOCK 292845104 934,838 51,400 X 1 X
ENRON COMMON STOCK 293561106 1,369,417 33,198 X 1 X
ENTERGY COMMON STOCK 29364G103 277,800 9,600 X 1 X
EQUITY OFFICE PROPERTIES TRUST COMMON STOCK 294741103 3,046,192 131,019 X 1 X
EQUITY RESIDENTIAL PROP TR COMMON STOCK 29476L107 555,113 13,100 X 1 X
ETHAN ALLEN INTERIORS COMMON STOCK 297602104 1,270,909 39,950 X 1 X
EVEREST REINSURANCE COMMON STOCK 299808105 283,369 11,900 X 1 X
EXPRESS SCRIPTS COMMON STOCK 302182100 226,925 2,900 X 1 X
EXXON COMMON STOCK 302290101 9,211,219 121,300 X 1 X
F P L GROUP COMMON STOCK 302571104 1,198,925 23,800 X 1 X
FASTENAL CO COMMON STOCK 311900104 216,775 4,600 X 1 X
FDX CORP COMMON STOCK 31304N107 236,375 6,100 X 1 X
FREDDIE MAC COMMON STOCK 313400301 2,792,400 53,700 X 1 X
FEDERAL NAT'L MORT. ASSOC COMMON STOCK 313586109 2,394,663 38,200 X 1 X
FEDERATED DEPARTMENT STORES COMMON STOCK 31410H101 1,188,300 27,200 X 1 X
FELCOR LODGING TRUST INC COMMON STOCK 31430F101 1,057,000 60,400 X 1 X
FIFTH THIRD BANCORP COMMON STOCK 316773100 1,241,214 20,400 X 1 X
FIRST DATA COMMON STOCK 319963104 574,763 13,100 X 1 X
FIRST SECURITY COMMON STOCK 336294103 400,715 16,850 X 1 X
FIRST TENNESSEE NATIONAL COMMON STOCK 337162101 255,938 9,100 X 1 X
FIRSTAR CORPORATION COMMON STOCK 33763V109 3,364,563 131,300 X 1 X
FISERV INC. COMMON STOCK 337738108 2,232,750 68,700 X 1 X
FLEET/NORSTAR FINANCIAL COMMON STOCK 33901A108 1,768,988 48,300 X 1 X
FORD MOTOR COMMON STOCK 345370100 1,851,919 36,900 X 1 X
FOREST LABS COMMON STOCK 345838106 383,338 9,100 X 1 X
FOUNDATION HEALTH SYSTEMS - A COMMON STOCK 350404109 654,019 69,300 X 1 X
FRANKLIN RESOURCES COMMON STOCK 354613101 1,054,725 34,300 X 1 X
FREEPORT MCMORAN B COMMON STOCK 35671D857 239,663 15,400 X 1 X
FULLER (H.B.) COMMON STOCK 359694106 961,825 15,800 X 1 X
G T E COMMON STOCK 362320103 4,366,500 56,800 X 1 X
GANNETT COMMON STOCK 364730101 442,800 6,400 X 1 X
GAP STORES COMMON STOCK 364760108 1,089,600 34,050 X 1 X
GENERAL DYNAMICS COMMON STOCK 369550108 711,788 11,400 X 1 X
GENERAL ELECTRIC COMMON STOCK 369604103 18,211,200 153,600 X 1 X
GENERAL GROWTH PROPERTIES COMMON STOCK 370021107 815,850 25,900 X 1 X
GENERAL INSTRUMENT CORPORATION COMMON STOCK 370120107 202,125 4,200 X 1 X
GENERAL MILLS COMMON STOCK 370334104 1,224,988 15,100 X 1 X
GENERAL MOTORS COMMON STOCK 370442105 1,586,025 25,200 X 1 X
GENERAL MOTORS CL H COMMON STOCK 370442832 475,175 8,300 X 1 X
GENZYME CORP. COMMON STOCK 372917104 374,019 8,300 X 1 X
GEORGIA-PACIFIC COMMON STOCK 373298108 814,050 20,100 X 1 X
GILLETTE COMMON STOCK 375766102 970,613 28,600 X 1 X
GLOBAL MARINE COMMON STOCK 379352404 1,277,194 77,700 X 1 X
BF GOODRICH COMMON STOCK 382388106 423,400 14,600 X 1 X
GRACE COMMON STOCK 38388F108 255,394 15,900 X 1 X
GREAT LAKES CHEMICAL COMMON STOCK 390568103 243,600 6,400 X 1 X
GUIDANT COMMON STOCK 401698105 611,325 11,400 X 1 X
HALLIBURTON COMMON STOCK 406216101 885,600 21,600 X 1 X
M. A. HANNA COMMON STOCK 410522106 534,625 47,000 X 1 X
HANNAFORD BROTHERS COMMON STOCK 410550107 316,969 4,500 X 1 X
HARCOURT GENERAL COMMON STOCK 41163G101 287,213 6,900 X 1 X
HARLEY DAVIDSON COMMON STOCK 412822108 806,006 16,100 X 1 X
HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 516,150 18,600 X 1 X
HARSCO COMMON STOCK 415864107 610,513 22,100 X 1 X
HASBRO COMMON STOCK 418056107 259,394 12,100 X 1 X
HEALTH MANAGEMENT COMMON STOCK 421933102 199,863 27,100 X 1 X
HEINZ COMMON STOCK 423074103 1,922,100 44,700 X 1 X
HERCULES COMMON STOCK 427056106 243,313 8,500 X 1 X
HEWLETT-PACKARD COMMON STOCK 428236103 4,296,400 46,700 X 1 X
HIBERNIA COMMON STOCK 428656102 903,263 77,700 X 1 X
HOME DEPOT COMMON STOCK 437076102 5,689,013 82,900 X 1 X
HONEYWELL COMMON STOCK 438506107 1,113,125 10,000 X 1 X
HORACE MANN EDUCATORS COMMON STOCK 440327104 490,438 19,000 X 1 X
HORMEL COMMON STOCK 440452100 305,713 7,400 X 1 X
IBP COMMON STOCK 449223106 224,656 9,100 X 1 X
IMC FERTILIZER COMMON STOCK 449669100 228,631 15,700 X 1 X
IMS HEALTH INC COMMON STOCK 449934108 319,375 14,000 X 1 X
ILLINOIS TOOL WORKS COMMON STOCK 452308109 484,656 6,500 X 1 X
ILLINOVA COMMON STOCK 452317100 1,245,975 44,400 X 1 X
INFORMIX CORP COMMON STOCK 456779107 80,963 10,200 X 1 X
INGERSOLL-RAND COMMON STOCK 456866102 1,005,356 18,300 X 1 X
INTEL COMMON STOCK 458140100 13,836,988 186,200 X 1 X
INTL BUSINESS MACHINES COMMON STOCK 459200101 12,343,838 101,700 X 1 X
INTL PAPER COMMON STOCK 460146103 639,231 13,300 X 1 X
INTERPUBLIC GROUP OF COS COMMON STOCK 460690100 649,775 15,800 X 1 X
INTIMATE BRANDS COMMON STOCK 461156101 1,000,110 25,685 X 1 X
INTUIT INC COMMON STOCK 461202103 561,000 6,400 X 1 X
JABIL CIRCUIT INC COMMON STOCK 466313103 539,550 10,900 X 1 X
JEFFERSON-PILOT COMMON STOCK 475070108 1,061,550 16,800 X 1 X
JOHNSON & JOHNSON COMMON STOCK 478160104 5,898,375 64,200 X 1 X
JONES APPAREL GROUP INC COMMON STOCK 480074103 839,500 29,200 X 1 X
KANSAS CITY SOUTHERN INDUSTRIES COMMON STOCK 485170104 292,556 6,300 X 1 X
KEEBLER FOODS CO COMMON STOCK 487256109 1,852,250 62,000 X 1 X
KERR-MCGEE COMMON STOCK 492386107 644,231 11,700 X 1 X
KEYSPAN CORP COMMON STOCK 49337W100 509,525 17,800 X 1 X
KIMBERLY-CLARK COMMON STOCK 494368103 3,675,000 70,000 X 1 X
KIMCO REALTY CORP COMMON STOCK 49446R109 1,601,600 44,800 X 1 X
K N ENERGY COMMON STOCK 49455P101 1,853,338 82,600 X 1 X
KNIGHT-RIDDER COMMON STOCK 499040103 2,074,275 37,800 X 1 X
LG & E ENERGY COMMON STOCK 501917108 293,250 13,800 X 1 X
L S I LOGIC COMMON STOCK 502161102 952,750 18,500 X 1 X
LANCASTER COLONY COMMON STOCK 513847103 278,400 8,700 X 1 X
LANDS' END COMMON STOCK 515086106 244,200 3,700 X 1 X
LEAR SEATING CORP COMMON STOCK 521865105 1,316,013 37,400 X 1 X
LEGATO SYS INC COMMON STOCK 524651106 392,344 9,000 X 1 X
LEHMAN BROS HOLDING COMMON STOCK 524908100 239,081 4,100 X 1 X
LEXMARK INT'L GROUP A COMMON STOCK 529771107 3,469,550 43,100 X 1 X
LILLY (ELI) COMMON STOCK 532457108 8,428,800 131,700 X 1 X
LINCOLN NATIONAL COMMON STOCK 534187109 987,894 26,300 X 1 X
LINEAR TECH COMMON STOCK 535678106 940,501 16,000 X 1 X
LOCKHEED MARTIN COMMON STOCK 539830109 2,412,338 73,800 X 1 X
LONGVIEW FIBRE COMMON STOCK 543213102 128,106 10,300 X 1 X
LOWE'S COMMON STOCK 548661107 1,023,750 21,000 X 1 X
LUBRIZOL COMMON STOCK 549271104 583,106 22,700 X 1 X
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 10,036,682 154,708 X 1 X
MCN ENERGY GROUP COMMON STOCK 55267J100 342,031 19,900 X 1 X
MCI WORLDCOM INC COMMON STOCK 55268B106 5,767,106 80,238 X 1 X
MGIC INVESTMENT COMMON STOCK 552848103 1,255,825 26,300 X 1 X
MACERICH COMPANY COMMON STOCK 554382101 462,500 20,000 X 1 X
MACK-CALI REALTY CORP COMMON STOCK 554489104 1,126,125 42,000 X 1 X
MANDALAY RESORT GROUP COMMON STOCK 562567107 201,450 10,200 X 1 X
MANPOWER COMMON STOCK 56418H100 253,388 8,700 X 1 X
MANUFACTURED HOME COMMUNITIES COMMON STOCK 564682102 3,021,569 129,265 X 1 X
MARSH & MC LENNAN COMMON STOCK 571748102 411,000 6,000 X 1 X
MARSHALL & ILSLEY COMMON STOCK 571834100 490,738 8,600 X 1 X
MARRIOTT INTERNATIONAL INC COMMON STOCK 571903202 395,519 12,100 X 1 X
MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 883,313 14,000 X 1 X
MCCORMICK COMMON STOCK 579780206 462,875 14,000 X 1 X
MCDONALD'S COMMON STOCK 580135101 3,878,600 90,200 X 1 X
MEAD COMMON STOCK 582834107 247,500 7,200 X 1 X
MEDIAONE GROUP COMMON STOCK 58440J104 689,956 10,100 X 1 X
MEDIMMUNE INC COMMON STOCK 584699102 617,869 6,200 X 1 X
MEDTRONICS COMMON STOCK 585055106 1,285,100 36,200 X 1 X
MENS WEARHOUSE COMMON STOCK 587118100 1,062,100 49,400 X 1 X
MERCK COMMON STOCK 589331107 10,184,118 157,132 X 1 X
MEREDITH COMMON STOCK 589433101 1,579,594 43,500 X 1 X
MERITOR AUTOMOTIVE INC COMMON STOCK 59000G100 1,267,113 60,700 X 1 X
MERRILL LYNCH COMMON STOCK 590188108 1,417,656 21,100 X 1 X
MICROSOFT COMMON STOCK 594918104 25,402,781 280,500 X 1 X
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 349,350 6,800 X 1 X
MICRON TECH COMMON STOCK 595112103 1,344,563 20,200 X 1 X
MILLER HERMAN COMMON STOCK 600544100 203,204 8,500 X 1 X
MINNESOTA MNG & MFG COMMON STOCK 604059105 1,796,369 18,700 X 1 X
MIRAGE RESORTS COMMON STOCK 60462E104 878,906 62,500 X 1 X
MOBIL COMMON STOCK 607059102 5,914,025 58,700 X 1 X
MODIS PROFESSIONAL SERVICES COMMON STOCK 607830106 189,475 14,300 X 1 X
MOLEX COMMON STOCK 608554101 476,513 13,100 X 1 X
MONSANTO COMMON STOCK 611662107 385,425 10,800 X 1 X
MONTANA PWR COMMON STOCK 612085100 365,250 12,000 X 1 X
MORGAN STANLEY DEAN WITTER & CO COMMON STOCK 617446448 4,173,975 46,800 X 1 X
MOTOROLA COMMON STOCK 620076109 4,259,200 48,400 X 1 X
MUELLER INDUSTRIES INC COMMON STOCK 624756102 688,750 23,200 X 1 X
NCR CORP COMMON STOCK 62886E108 214,906 6,500 X 1 X
NABORS INDUSTRIES COMMON STOCK 629568106 1,690,000 67,600 X 1 X
NATIONAL FUEL GAS COMMON STOCK 636180101 264,250 5,600 X 1 X
NATIONAL SEMICONDUCTOR COMMON STOCK 637640103 259,250 8,500 X 1 X
NETWORK ASSOCIATES INC COMMON STOCK 640938106 287,831 15,050 X 1 X
NEW ENGLAND ELEC COMMON STOCK 644001109 316,438 6,100 X 1 X
NEW PLAN EXCEL REALTY TRUST COMMON STOCK 648053106 712,500 40,000 X 1 X
NEW YORK TIMES COMMON STOCK 650111107 926,250 24,700 X 1 X
NEWMONT MINING COMMON STOCK 651639106 2,002,725 77,400 X 1 X
NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 495,031 7,300 X 1 X
NIAGARA MOHAWK HOLDINGS INC COMMON STOCK 653520106 699,319 45,300 X 1 X
NICOR COMMON STOCK 654086107 226,844 6,100 X 1 X
NIKE CL B COMMON STOCK 654106103 449,313 7,900 X 1 X
NOBLE AFFILIATES COMMON STOCK 654894104 1,887,900 65,100 X 1 X
NOBLE DRILLING COMMON STOCK 655042109 400,313 18,300 X 1 X
NORTEL NETWORKS CORP COMMON FOREIGN 656569100 1,626,900 31,900 X 1 X
NORTHEAST UTIL COMMON STOCK 664397106 358,313 19,500 X 1 X
NOVA CORP/GA COMMON STOCK 669784100 482,500 19,300 X 1 X
NOVELLUS SYSTEM INC COMMON STOCK 670008101 202,313 3,000 X 1 X
NUCOR COMMON STOCK 670346105 709,613 14,900 X 1 X
OCEAN ENERGY INC COMMON STOCK 67481E106 737,575 72,400 X 1 X
OFFICEMAX INC COMMON STOCK 67622M108 63,938 11,000 X 1 X
ORACLE SYSTEMS COMMON STOCK 68389X105 3,554,688 78,125 X 1 X
OUTBACK STEAKHOUSE INC COMMON STOCK 689899102 213,938 8,400 X 1 X
OWENS & MINOR COMMON STOCK 690732102 454,300 47,200 X 1 X
OWENS-ILLINOIS COMMON STOCK 690768403 544,844 27,500 X 1 X
OXFORD HEALTH PLANS INC COMMON STOCK 691471106 245,000 19,600 X 1 X
PECO ENERGY CO COMMON STOCK 693304107 787,500 21,000 X 1 X
PG & E CORP COMMON STOCK 69331C108 690,863 26,700 X 1 X
THE PMI GROUP COMMON STOCK 69344M101 527,288 12,900 X 1 X
PP & L RESOURCES INC COMMON STOCK 693499105 262,506 9,700 X 1 X
P P G INDUSTRIES COMMON STOCK 693506107 300,000 5,000 X 1 X
PACIFIC CENTURY FINANCIAL COMMON STOCK 694058108 416,925 20,400 X 1 X
PATTERSON DENTAL CO COMMON STOCK 703412106 1,224,194 24,700 X 1 X
PENTAIR COMMON STOCK 709631105 1,396,350 34,800 X 1 X
PEPSICO COMMON STOCK 713448108 3,300,275 109,100 X 1 X
PFIZER COMMON STOCK 717081103 6,123,750 170,400 X 1 X
PHELPS DODGE COMMON STOCK 717265102 616,700 11,200 X 1 X
PHILIP MORRIS COMMON STOCK 718154107 4,430,700 129,600 X 1 X
PINNACLE WEST CAPITAL COMMON STOCK 723484101 1,920,600 52,800 X 1 X
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 450,500 42,400 X 1 X
PLACER DOME COMMON FOREIGN 725906101 1,026,375 69,000 X 1 X
POST PROPERTIES, INC. COMMON STOCK 737464107 884,531 22,500 X 1 X
POTOMAC ELEC PWR COMMON STOCK 737679100 554,538 21,800 X 1 X
PRICE T ROWE & ASSOC INC COMMON STOCK 741477103 312,788 11,400 X 1 X
PRIDE INTL COMMON STOCK 741932107 326,313 23,000 X 1 X
PROCTER & GAMBLE COMMON STOCK 742718109 6,328,125 67,500 X 1 X
PROLOGIS TRUST COMMON STOCK 743410102 755,000 40,000 X 1 X
PROMUS HOTEL CORP COMMON STOCK 74342P106 306,088 9,400 X 1 X
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 1,734,206 21,900 X 1 X
PUBLIC SVC OF NEW MEXICO COMMON STOCK 744499104 618,675 33,900 X 1 X
PUBLIC SVC ENTERPRISE GROUP COMMON STOCK 744573106 899,963 23,300 X 1 X
PUBLIC STORAGE INC COMMON STOCK 74460D109 1,007,500 40,000 X 1 X
PUGET SOUND ENERGY COMMON STOCK 745332106 204,181 9,100 X 1 X
QUALCOM COMMON STOCK 747525103 1,305,394 6,900 X 1 X
QUANTUM COMMON STOCK 747906204 178,594 12,700 X 1 X
QUESTAR COMMON STOCK 748356102 197,563 10,900 X 1 X
QUORUM HEALTH GROUP COMMON STOCK 749084109 72,422 10,300 X 1 X
R P M COMMON STOCK 749685103 143,813 11,800 X 1 X
RADIAN GROUP INC COMMON STOCK 750236101 1,339,650 31,200 X 1 X
RALSTON-RALSTON PURINA COMMON STOCK 751277302 839,938 30,200 X 1 X
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 263,532 9,000 X 1 X
RAYTHEON COMMON STOCK 755111408 585,575 11,800 X 1 X
READERS DIGEST COMMON STOCK 755267101 345,150 11,800 X 1 X
RELIANT ENERGY INC COMMON STOCK 75952J108 305,806 11,300 X 1 X
RELIASTAR FINL COMMON STOCK 75952U103 528,675 15,900 X 1 X
REPUBLIC NEW YORK COMMON STOCK 760719104 890,844 14,500 X 1 X
ROHM & HAAS COMMON STOCK 775371107 523,813 14,500 X 1 X
ROSS STORES COMMON STOCK 778296103 706,388 35,100 X 1 X
ROYAL DUTCH PETROLEUM COMMON FOREIGN 780257804 6,756,750 114,400 X 1 X
SBC COMMUNICATIONS COMMON STOCK 78387G103 5,724,106 112,100 X 1 X
S C I SYSTEMS COMMON STOCK 783890106 208,856 4,700 X 1 X
SPX CORP. COMMON STOCK 784635104 735,075 8,100 X 1 X
SAFECO COMMON STOCK 786429100 436,800 15,600 X 1 X
SAFEWAY INC COMMON STOCK 786514208 433,913 11,400 X 1 X
ST JUDE MEDICAL COMMON STOCK 790849103 472,500 15,000 X 1 X
SAKS HOLDINGS COMMON STOCK 79377W108 239,963 15,800 X 1 X
SANMINA CORP COMMON STOCK 800907107 487,463 6,300 X 1 X
SANTA FE SNYDER CORP COMMON STOCK 80218K105 835,515 92,835 X 1 X
SCANA COMMON STOCK 805898103 379,744 15,700 X 1 X
SCHERING-PLOUGH COMMON STOCK 806605101 4,170,550 95,600 X 1 X
SCHLUMBERGER COMMON STOCK 806857108 654,281 10,500 X 1 X
SCHULMAN COMMON STOCK 808194104 180,050 10,400 X 1 X
SCHWAB CHARLES CORP NEW COMMON STOCK 808513105 282,975 8,400 X 1 X
SEAGRAM COMMON FOREIGN 811850106 991,900 21,800 X 1 X
SEPRACOR INC COMMON STOCK 817315104 203,850 2,700 X 1 X
SIEBEL SYSTEMS INC COMMON STOCK 826170102 672,913 10,100 X 1 X
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 1,765,831 78,700 X 1 X
SMURFIT-STONE CONTAINER CORP COMMON STOCK 832727101 1,344,945 62,194 X 1 X
SOLUTIA INC COMMON STOCK 834376105 291,363 16,300 X 1 X
SONOCO PRODUCTS COMMON STOCK 835495102 492,750 21,600 X 1 X
SOUTHERN COMMON STOCK 842587107 2,865,975 111,300 X 1 X
SOUTHWEST AIRLINES COMMON STOCK 844741108 293,119 19,300 X 1 X
SPIEKER PROPERTIES COMMON STOCK 848497103 693,750 20,000 X 1 X
SPRINT COMMON STOCK 852061100 2,609,425 48,100 X 1 X
SPRINT CORP (PCS GROUP) COMMON STOCK 852061506 1,275,019 17,100 X 1 X
STAPLES COMMON STOCK 855030102 333,731 15,300 X 1 X
STARBUCKS, CORP COMMON STOCK 855244109 525,364 21,200 X 1 X
STARWOOD HOTELS & RESORTS TRUST COMMON STOCK 85590A203 611,363 27,400 X 1 X
STEWART & STEVENSON SVC COMMON STOCK 860342104 217,875 16,600 X 1 X
STEWART ENTERPRISES COMMON STOCK 860370105 73,356 12,100 X 1 X
STRYKER COMMON STOCK 863667101 352,763 6,900 X 1 X
SUMMIT PROPERTIES INC COMMON STOCK 866239106 1,315,875 66,000 X 1 X
SUN MICROSYSTEMS COMMON STOCK 866810104 4,631,772 49,804 X 1 X
SUNGARD DATA SYSTEMS COMMON STOCK 867363103 371,006 14,100 X 1 X
SUNTRUST BANKS COMMON STOCK 867914103 2,044,825 31,100 X 1 X
SYBRON CORP COMMON STOCK 87114F106 881,500 32,800 X 1 X
SYMBOL TECH COMMON STOCK 871508107 305,147 9,075 X 1 X
SYNOPSYS INC COMMON STOCK 871607107 404,325 7,200 X 1 X
TECO ENERGY COMMON STOCK 872375100 291,525 13,800 X 1 X
TJX COMMON STOCK 872540109 1,041,119 37,100 X 1 X
T R W COMMON STOCK 872649108 1,676,575 33,700 X 1 X
TANDY COMMON STOCK 875382103 325,631 6,300 X 1 X
TELECOM CORP OF NEW ZEALAND COMMON FOREIGN 879278208 412,800 12,900 X 1 X
TELEPHONE & DATA SYSTEMS COMMON STOCK 879433100 586,163 6,600 X 1 X
TEMPLE-INLAND COMMON STOCK 879868107 381,150 6,300 X 1 X
TERADYNE COMMON STOCK 880770102 613,350 17,400 X 1 X
TEXACO COMMON STOCK 881694103 2,878,437 45,599 X 1 X
TEXAS INSTRUMENTS COMMON STOCK 882508104 4,104,275 49,900 X 1 X
TEXAS UTILITIES CO (HLDG) COMMON STOCK 882848104 1,559,663 41,800 X 1 X
TEXTRON COMMON STOCK 883203101 1,833,788 23,700 X 1 X
3 COM COMMON STOCK 885535104 296,125 10,300 X 1 X
TIFFANY & CO COMMON STOCK 886547108 461,519 7,700 X 1 X
TIME WARNER COMMON STOCK 887315109 3,815,100 62,800 X 1 X
TIMES MIRROR COMMON STOCK 887364107 770,006 11,700 X 1 X
TOSCO COMMON STOCK 891490302 207,050 8,200 X 1 X
TYCO INTERNATIONAL COMMON STOCK 902124106 6,019,475 58,300 X 1 X
TYSON FOODS COMMON STOCK 902494103 427,375 26,000 X 1 X
UCAR INTERNATIONAL INC COMMON STOCK 90262K109 232,688 10,200 X 1 X
US BANCORP COMMON STOCK 902973106 1,116,938 37,000 X 1 X
US FOODSERVICE COMMON STOCK 90331R101 214,200 11,900 X 1 X
U S X- U.S. STEEL GROUP COMMON STOCK 90337T101 406,850 15,800 X 1 X
ULTRAMAR DIAMOND SHAMROCK COMMON STOCK 904000106 239,496 9,392 X 1 X
UNILEVER N.V. COMMON FOREIGN 904784709 2,005,805 29,443 X 1 X
UNICOM COMMON STOCK 904911104 284,419 7,700 X 1 X
UNION PACIFIC COMMON STOCK 907818108 1,590,869 33,100 X 1 X
UNION PACIFIC RESOURCES GRP COMMON STOCK 907834105 711,569 44,300 X 1 X
UNITED RENTALS INC COMMON STOCK 911363109 478,500 22,000 X 1 X
UNITED TECH COMMON STOCK 913017109 984,588 16,600 X 1 X
UNIVISION COMMUNICATION INC COMMON STOCK 914906102 813,750 10,000 X 1 X
UTILICORP UNITED COMMON STOCK 918005109 206,413 9,800 X 1 X
VALASSIS COMMUNICATION COMMON STOCK 918866104 1,162,147 26,450 X 1 X
VERITAS SOFTWARE CORP COMMON STOCK 923436109 1,366,875 18,000 X 1 X
VIACOM -CL B COMMON STOCK 925524308 959,075 22,700 X 1 X
VIAD CORP COMMON STOCK 92552R109 303,850 10,300 X 1 X
VISHAY INTERTECH. INC COMMON STOCK 928298108 202,469 8,525 X 1 X
VISX INC DEL COMMON STOCK 92844S105 482,472 6,100 X 1 X
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 640,313 7,500 X 1 X
WADDELL & REED FINANCIAL COMMON STOCK 930059100 272,906 12,300 X 1 X
WAL-MART STORES COMMON STOCK 931142103 10,896,569 229,100 X 1 X
WALLACE COMPUTER SVC COMMON STOCK 932270101 431,325 21,300 X 1 X
WARNER-LAMBERT COMMON STOCK 934488107 3,139,538 47,300 X 1 X
WASHINGTON POST CLASS B COMMON STOCK 939640108 459,000 900 X 1 X
WASTE MANAGEMENT INC COMMON STOCK 94106L109 269,500 14,000 X 1 X
WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 294,400 9,200 X 1 X
WELLS FARGO & CO (NEW) COMMON STOCK 949746101 5,658,450 142,800 X 1 X
WEYERHAEUSER COMMON STOCK 962166104 2,201,275 38,200 X 1 X
WHITMAN COMMON STOCK 96647R107 146,775 10,300 X 1 X
WILLAMETTE INDUSTRIES COMMON STOCK 969133107 276,000 6,400 X 1 X
WILLIAMS COMMON STOCK 969457100 445,506 11,900 X 1 X
WISCONSIN ENERGY COMMON STOCK 976657106 290,625 12,400 X 1 X
XILINX, INC. COMMON STOCK 983919101 1,389,264 21,200 X 1 X
XEROX COMMON STOCK 984121103 746,488 17,800 X 1 X
YORK INTERNATIONAL COMMON STOCK 986670107 2,181,406 60,700 X 1 X
ZIONS UTAH BANCORP COMMON STOCK 989701107 667,013 12,100 X 1 X
LORAL SPACE AND COMMUNICATION COMMON STOCK G56462107 345,469 20,100 X 1 X
TRANSOCEAN OFFSHORE INC COMMON STOCK G90076103 554,313 18,100 X 1 X
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