----------------------------
OMB APPROVAL
----------------------------
OMB Number:
Expires:
Estimated average burden
hours per response.....
----------------------------
SEC USE ONLY
----------------------------
----------------------------
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 03/31/99
- --------------------------------------------------------------------------------
(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 the the 21 day of April, 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 filled (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
Name of Reporting Manager: ALLSTATE PENSION PLAN
<TABLE>
<CAPTION>
- ------------------------------------------------------------------------------------------------------------------------------------
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 000886101 2,155,475.00 45,200.00 X 1 X
AFLAC CORP COMMON 001055102 1,622,237.50 29,800.00 X 1 X
AES CORP COMMON 00130H105 212,325.00 5,700.00 X 1 X
AK STEEL HOLDING COMMON 001547108 1,022,081.25 45,300.00 X 1 X
A M R COMMON 001765106 1,253,237.50 21,400.00 X 1 X
AT & T COMMON 001957109 10,487,282.72 131,399.00 X 1 X
AT&T CORP - LIBERTY MEDIA -A COMMON 001957208 952,512.50 18,100.00 X 1 X
ABBOTT LABS COMMON 002824100 4,681,250.04 100,000.00 X 1 X
AMBERCROMBIE & FITCH CL A COMMON 002896207 2,493,200.00 27,100.00 X 1 X
ACNIELSEN CORP COMMON 004833109 406,875.00 15,000.00 X 1 X
AETNA INC COMMON 008117103 340,300.00 4,100.00 X 1 X
AIRBORNE FREIGHT COMMON 009266107 413,962.50 13,300.00 X 1 X
AIRTOUCH COMM COMMON 00949T100 4,067,912.50 42,100.00 X 1 X
ALCAN ALUMINUM COMMON FOR. 013716105 229,731.25 8,900.00 X 1 X
ALUMINUM CO OF AMERICA COMMON 013817101 494,249.99 12,000.00 X 1 X
ALLEGHENY ENERGY COMMON 017361106 566,400.00 19,200.00 X 1 X
ALLIANT TECHSYSTEMS COMMON 018804104 971,093.76 12,500.00 X 1 X
ALLIED-SIGNAL COMMON 019512102 2,916,818.76 59,300.00 X 1 X
ALLTEL COMMON 020039103 1,085,325.00 17,400.00 X 1 X
ALTERA COMMON 021441100 785,400.00 13,200.00 X 1 X
AMEREN CORPORATION COMMON 023608102 238,837.50 6,600.00 X 1 X
AMERICA ON-LINE COMMON 02364J104 8,847,600.00 60,600.00 X 1 X
AMERICAN ELEC PWR COMMON 025537101 642,937.50 16,200.00 X 1 X
AMERICAN EXPRESS COMMON 025816109 2,573,250.00 21,900.00 X 1 X
AMERICAN GENERAL COMMON 026351106 564,070.49 8,001.00 X 1 X
AMERICAN HOME PRODUCTS COMMON 026609107 8,880,524.99 136,100.00 X 1 X
AMERICAN INTL COMMON 026874107 11,487,842.60 95,236.00 X 1 X
AMERICAN POWER CONVERSION COMMON 029066107 253,800.00 9,400.00 X 1 X
AMERICAN STANDARD COMPANIES COMMON 029712106 1,179,062.50 34,300.00 X 1 X
AMERICAN STORES COMMON 030096101 785,400.00 23,800.00 X 1 X
AMERITECH NEW COMMON 030954101 3,565,100.01 61,600.00 X 1 X
AMGEN COMMON 031162100 1,183,024.99 15,800.00 X 1 X
ANALOG DEVICES COMMON 032654105 987,700.00 33,200.00 X 1 X
ANHEUSER BUSCH COMMON 035229103 3,748,425.00 49,200.00 X 1 X
AON COMMON 037389103 702,075.00 11,100.00 X 1 X
APACHE COMMON 037411105 1,816,556.25 69,700.00 X 1 X
APARTMENT INVT & MGMT CO CL A COMMON 03748R101 1,783,500.00 49,200.00 X 1 X
APPLE COMPUTER COMMON 037833100 258,750.00 7,200.00 X 1 X
APPLIED MATERIALS COMMON 038222105 2,239,256.25 36,300.00 X 1 X
APPLIED POWER INC - CL A COMMON 038225108 352,751.25 12,945.00 X 1 X
ARDEN REALTY INC COMMON 039793104 890,000.00 40,000.00 X 1 X
ASCEND COMMUNICATIONS INC COMMON 043491109 535,600.00 6,400.00 X 1 X
ASSOCIATES FIRST CAPITAL CRP COMMON 046008108 999,360.01 22,208.00 X 1 X
ATLANTIC RICHFIELD COMMON 048825103 664,300.00 9,100.00 X 1 X
BJ SERVICES COMMON 055482103 1,021,875.00 43,600.00 X 1 X
BRITISH PETROLEUM COMMON FOR. 055622104 726,750.00 7,200.00 X 1 X
BANKAMERICA REALTY INVESTORS COMMON 05564E106 1,267,000.00 56,000.00 X 1 X
BANK OF AMERICA CORP COMMON 060505104 9,482,677.50 134,268.00 X 1 X
BANK OF NEW YORK COMMON 064057102 3,029,531.25 84,300.00 X 1 X
BANK ONE CORPORATION COMMON 06423A103 5,158,420.20 93,683.00 X 1 X
BANKBOSTON_CORP COMMON 06605R106 961,537.50 22,200.00 X 1 X
BARNES & NOBLE COMMON 067774109 221,662.50 6,900.00 X 1 X
BARRICK GOLD COMMON FOR. 067901108 534,056.25 31,300.00 X 1 X
BARRETT RES COMMON 068480201 458,643.75 18,300.00 X 1 X
BAXTER INTL COMMON 071813109 1,511,400.00 22,900.00 X 1 X
BECTON DICKINSON COMMON 075887109 1,218,337.50 31,800.00 X 1 X
BELL ATLANTIC COMMON 077853109 4,667,381.26 90,300.00 X 1 X
BELLSOUTH COMMON 079860102 4,539,081.26 113,300.00 X 1 X
AH BELO COMMON 080555105 281,050.00 15,400.00 X 1 X
BEST BUY COMMON 086516101 1,055,600.00 20,300.00 X 1 X
BIOGEN COMMON 090597105 1,063,106.26 9,300.00 X 1 X
BLACK & DECKER COMMON 091797100 304,906.25 5,500.00 X 1 X
BLOCK (H & R) COMMON 093671105 748,525.00 15,800.00 X 1 X
BOEING COMMON 097023105 2,413,524.76 70,726.00 X 1 X
BOISE CASCADE COMMON 097383103 1,238,400.00 38,400.00 X 1 X
BORG-WARNER AUTOMOTIVE INC COMMON 099724106 550,895.63 11,522.00 X 1 X
BOWATER COMMON 102183100 527,012.50 13,300.00 X 1 X
BRISTOL-MYERS-SQUIBB COMMON 110122108 10,064,906.23 156,500.00 X 1 X
BURLINGTON NORTHERN COMMON 12189T104 739,687.50 22,500.00 X 1 X
BURLINGTON RESOURCES COMMON 122014103 3,338,775.00 83,600.00 X 1 X
CCB FINL CORP COMMON 124875105 210,843.75 3,900.00 X 1 X
CBS CORPORATION COMMON 12490K107 1,539,250.00 37,600.00 X 1 X
C M S ENERGY COMMON 125896100 504,787.50 12,600.00 X 1 X
CNF TRANSPORTATION COMMON 12612W104 245,781.25 6,500.00 X 1 X
CVS CORP COMMON 126650100 764,750.00 16,100.00 X 1 X
CADENCE DESIGNS SYS INC COMMON 127387108 448,050.00 17,400.00 X 1 X
CAMPBELL SOUP COMMON 134429109 679,481.25 16,700.00 X 1 X
CAPITAL ONE FINANCIAL COMMON 14040H105 2,204,600.00 14,600.00 X 1 X
CARDINAL HEALTH COMMON 14149Y108 834,900.00 12,650.00 X 1 X
CARLISLE COMMON 142339100 738,650.00 15,800.00 X 1 X
CARNIVAL CRUISE LINES COMMON 143658102 655,593.75 13,500.00 X 1 X
CAROLINA PWR & LT COMMON 144141108 276,031.25 7,300.00 X 1 X
CASE CORP COMMON 14743R103 593,775.00 23,400.00 X 1 X
CATERPILLAR COMMON 149123101 1,474,593.75 32,100.00 X 1 X
CENTOCOR COMMON 152342101 277,031.25 7,500.00 X 1 X
CENTRAL & SOUTH WEST COMMON 152357109 239,062.50 10,200.00 X 1 X
CENTURYTEL INC COMMON 156700106 245,875.03 3,500.00 X 1 X
CHAMPION INTL COMMON 158525105 722,700.00 17,600.00 X 1 X
CHARTER ONE FINL COMMON 160903100 467,522.28 16,200.00 X 1 X
CHASE MANHATTAN CORP NEW COMMON 16161A108 3,269,413.00 40,208.00 X 1 X
CHEVRON COMMON 166751107 4,218,468.77 47,700.00 X 1 X
CHIRON COMMON 170040109 618,637.50 28,200.00 X 1 X
CINCINNATI BELL COMMON 171870108 347,781.25 15,500.00 X 1 X
CINERGY COMMON 172474108 209,000.00 7,600.00 X 1 X
CIRCUIT CITY STORES COMMON 172737108 1,003,787.50 13,100.00 X 1 X
CISCO SYSTEMS, INC. COMMON 17275R102 13,320,061.05 121,575.00 X 1 X
CIRCUS CIRCUS ENTERPRISE INC COMMON 172909103 440,818.75 25,100.00 X 1 X
CITIGROUP INC COMMON 172967101 9,833,364.80 153,947.00 X 1 X
CITRIX SYSTEMS INC COMMON 177376100 305,000.00 8,000.00 X 1 X
CITY NATIONAL COMMON 178566105 422,987.50 13,700.00 X 1 X
CLAIRES STORES COMMON 179584107 1,214,037.50 40,300.00 X 1 X
CLOROX COMMON 189054109 1,300,781.25 11,100.00 X 1 X
COASTAL COMMON 190441105 1,930,500.00 58,500.00 X 1 X
COCA-COLA COMMON 191216100 8,144,462.49 132,700.00 X 1 X
COLGATE-PALMOLIVE COMMON 194162103 1,554,800.00 16,900.00 X 1 X
COMCAST CLASS A SPECIAL COMMON 200300200 704,900.00 11,200.00 X 1 X
COMERICA COMMON 200340107 1,904,343.75 30,500.00 X 1 X
COMPAQ COMPUTER COMMON 204493100 2,094,543.76 66,100.00 X 1 X
COMPUTER ASSOCIATES INTL COMMON 204912109 650,793.75 18,300.00 X 1 X
COMPUTER SCIENCES COMMON 205363104 772,625.00 14,000.00 X 1 X
COMVERSE TECHNOLOGY COMMON 205862402 629,000.00 7,400.00 X 1 X
CONAGRA COMMON 205887102 355,318.75 13,900.00 X 1 X
CONSECO COMMON 208464107 1,123,850.00 36,400.00 X 1 X
CONSOLIDATED NATL GAS COMMON 209615103 890,981.25 18,300.00 X 1 X
CORNING COMMON 219350105 624,000.00 10,400.00 X 1 X
COSTO COMPANIES INC COMMON 22160Q102 1,593,187.50 17,400.00 X 1 X
COUNTRYWIDE CREDIT INDUSTRIES COMMON 222372104 1,650,000.00 44,000.00 X 1 X
CRANE COMMON 224399105 607,106.25 25,100.00 X 1 X
CROMPTON & KNOWLES COMMON 227111101 181,125.00 11,500.00 X 1 X
CUMMINS ENGINE COMMON 231021106 284,500.00 8,000.00 X 1 X
CYPRUS AMAX MINERALS COMMON 232809103 350,412.50 28,900.00 X 1 X
CYTEC INDUSTRIES COMMON 232820100 269,981.25 12,100.00 X 1 X
D P L COMMON 233293109 265,650.00 16,100.00 X 1 X
DETROIT EDISON COMMON 233331107 269,062.50 7,000.00 X 1 X
DAYTON-HUDSON COMMON 239753106 1,119,300.00 16,800.00 X 1 X
DELL COMPUTER COMMON 247025109 5,534,475.00 135,400.00 X 1 X
DELUXE CORP COMMON 248019101 244,650.00 8,400.00 X 1 X
DENTSPLY INTERNATIONAL INC COMMON 249030107 202,275.00 8,700.00 X 1 X
DEVELOPERS DIVERS REALTY CORP COMMON 251591103 572,500.00 40,000.00 X 1 X
DIAL CORP. COMMON 25247D101 378,125.00 11,000.00 X 1 X
DIAMOND OFFSHORE DRILLING INC COMMON 25271C102 1,122,687.50 35,500.00 X 1 X
DIME BANCORP INC COMMON 25429Q102 579,687.50 25,000.00 X 1 X
DISNEY (WALT) COMMON 254687106 3,417,524.99 109,800.00 X 1 X
DOLE FOODS COMMON 256605106 966,875.00 32,500.00 X 1 X
DOLLAR TREE STORES INC COMMON 256747106 798,187.50 25,800.00 X 1 X
DOMINION RESOURCES COMMON 257470104 539,287.50 14,600.00 X 1 X
DONNELLEY & SONS COMMON 257867101 769,281.25 23,900.00 X 1 X
DOW CHEMICAL COMMON 260543103 838,687.50 9,000.00 X 1 X
DU PONT DE NEMOURS COMMON 263534109 3,745,031.24 64,500.00 X 1 X
DUKE ENERGY CORP COMMON 264399106 764,750.00 14,000.00 X 1 X
E M C COMMON 268648102 7,843,850.00 61,400.00 X 1 X
ENSCO INTERNATIONAL COMMON 26874Q100 304,856.25 22,900.00 X 1 X
E TRADE GROUP INC COMMON 269246104 583,125.00 10,000.00 X 1 X
EARTHGRAINS COMPANY COMMON 270319106 778,781.25 35,100.00 X 1 X
ECOLAB COMMON 278865100 603,500.00 17,000.00 X 1 X
EDISON INTL COMMON 281020107 218,050.00 9,800.00 X 1 X
EDWARDS (AG) COMMON 281760108 212,468.75 6,500.00 X 1 X
EL PASO ENERGY CORP DELAWARE COMMON 283905107 1,059,075.00 32,400.00 X 1 X
ELECTRONIC ARTS COMMON 285512109 251,750.01 5,300.00 X 1 X
ELECTRONICS FOR IMAGING COMMON 286082102 542,100.00 13,900.00 X 1 X
EMERSON ELEC COMMON 291011104 1,911,043.75 36,100.00 X 1 X
ENERGY EAST CORPORATION COMMON 29266M109 988,175.00 18,800.00 X 1 X
ENGELHARD COMMON 292845104 296,829.68 17,525.00 X 1 X
ENRON COMMON 293561106 1,278,510.74 19,899.00 X 1 X
ENRON OIL AND GAS COMMON 293562104 285,950.00 17,200.00 X 1 X
ENTERGY COMMON 29364G103 324,500.00 11,800.00 X 1 X
EQUITABLE COMPANIES COMMON 29444G107 224,000.00 3,200.00 X 1 X
EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 3,317,584.19 130,421.00 X 1 X
EQUITY RESIDENTIAL PROP TR COMMON 29476L107 540,375.00 13,100.00 X 1 X
EXPRESS SCRIPTS COMMON 302182100 240,625.00 2,800.00 X 1 X
EXXON COMMON 302290101 11,720,431.29 166,100.00 X 1 X
F P L GROUP COMMON 302571104 660,300.00 12,400.00 X 1 X
FDX CORP COMMON 31304N107 343,406.25 3,700.00 X 1 X
FREDDIE MAC COMMON 313400301 3,713,125.00 65,000.00 X 1 X
FEDERAL NAT'L MORT. ASSOC COMMON 313586109 4,598,200.01 66,400.00 X 1 X
FEDERAL REALTY INVEST. TRUST COMMON 313747206 400,443.75 18,900.00 X 1 X
FEDERATED DEPARTMENT STORES COMMON 31410H101 2,949,187.50 73,500.00 X 1 X
FERRO COMMON 315405100 264,825.00 10,700.00 X 1 X
FINOVA GROUP INC COMMON 317928109 311,250.00 6,000.00 X 1 X
FIRST DATA COMMON 319963104 2,389,725.00 55,900.00 X 1 X
FIRST SECURITY COMMON 336294103 240,440.63 12,450.00 X 1 X
FIRST TENNESSEE NATIONAL COMMON 337162101 476,125.00 13,000.00 X 1 X
FIRST UNION COMMON 337358105 1,693,968.74 31,700.00 X 1 X
FISERV INC. COMMON 337738108 4,193,475.03 78,200.00 X 1 X
FIRSTENERGY CORP COMMON 337932107 318,487.50 11,400.00 X 1 X
FLEET/NORSTAR FINANCIAL COMMON 338915101 2,035,512.50 54,100.00 X 1 X
FLORIDA PROGRESS COMMON 341109106 298,225.00 7,900.00 X 1 X
FLOWSERVE CORP COMMON 34354P105 200,756.25 12,900.00 X 1 X
FORD MOTOR COMMON 345370100 3,007,750.00 53,000.00 X 1 X
FORE SYSTEMS INC COMMON 345449102 270,360.09 14,300.00 X 1 X
FOREST LABS COMMON 345838106 372,075.00 6,600.00 X 1 X
FOUNDATION HEALTH SYSTEMS - A COMMON 350404109 1,349,156.25 110,700.00 X 1 X
FREEPORT MCMORAN B COMMON 35671D857 319,725.00 29,400.00 X 1 X
FRONTIER COMMON 35906P105 280,125.01 5,400.00 X 1 X
FULLER (H.B.) COMMON 359694106 223,962.50 3,800.00 X 1 X
GPU INC COMMON 36225X100 227,606.25 6,100.00 X 1 X
G T E COMMON 362320103 3,714,700.01 61,400.00 X 1 X
GANNETT COMMON 364730101 1,417,500.00 22,500.00 X 1 X
GAP STORES COMMON 364760108 2,154,000.00 32,000.00 X 1 X
GENERAL DYNAMICS COMMON 369550108 346,950.00 5,400.00 X 1 X
GENERAL ELECTRIC COMMON 369604103 24,038,812.51 217,300.00 X 1 X
GENERAL GROWTH PROPERTIES COMMON 370021107 840,131.26 25,900.00 X 1 X
GENERAL INSTRUMENT CORPORATION COMMON 370120107 200,062.50 6,600.00 X 1 X
GENERAL MOTORS COMMON 370442105 3,353,375.00 38,600.00 X 1 X
GENZYME CORP. COMMON 372917104 514,462.51 10,200.00 X 1 X
GEORGIA-PACIFIC COMMON 373298108 675,675.00 9,100.00 X 1 X
GILLETTE COMMON 375766102 4,766,887.50 80,200.00 X 1 X
GLOBAL MARINE COMMON 379352404 317,250.00 27,000.00 X 1 X
GOLDEN STATE BANCORP COMMON 381197102 582,950.00 26,200.00 X 1 X
GOLDEN WEST FINL COMMON 381317106 974,100.00 10,200.00 X 1 X
GREAT LAKES CHEMICAL COMMON 390568103 286,650.00 7,800.00 X 1 X
GUIDANT COMMON 401698105 2,625,700.00 43,400.00 X 1 X
GULFSTREAM AEROSPACE CORP COMMON 402734107 381,700.00 8,800.00 X 1 X
HALLIBURTON COMMON 406216101 2,899,050.00 75,300.00 X 1 X
M. A. HANNA COMMON 410522106 878,937.50 68,600.00 X 1 X
HARCOURT GENERAL COMMON 41163G101 753,312.51 17,000.00 X 1 X
HARLEY DAVIDSON COMMON 412822108 1,063,750.00 18,500.00 X 1 X
HARSCO COMMON 415864107 803,481.25 31,900.00 X 1 X
HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 2,488,387.50 43,800.00 X 1 X
HASBRO COMMON 418056107 551,259.38 19,050.00 X 1 X
HEALTH MANAGEMENT COMMON 421933102 142,593.75 11,700.00 X 1 X
HEINZ COMMON 423074103 1,061,200.00 22,400.00 X 1 X
HERCULES COMMON 427056106 257,550.00 10,200.00 X 1 X
HEWLETT-PACKARD COMMON 428236103 4,340,000.38 64,000.01 X 1 X
HIBERNIA COMMON 428656102 409,500.00 31,200.00 X 1 X
HOME DEPOT COMMON 437076102 5,409,525.01 86,900.00 X 1 X
HONEYWELL COMMON 438506107 2,342,606.25 30,900.00 X 1 X
HOUSEHOLD INTL COMMON 441815107 1,053,937.50 23,100.00 X 1 X
HUSSMANN INTERNATIONAL INC COMMON 448110106 201,218.75 13,700.00 X 1 X
IMC FERTILIZER COMMON 449669100 852,243.75 41,700.00 X 1 X
ILLINOIS TOOL WORKS COMMON 452308109 488,812.50 7,900.00 X 1 X
INFORMIX CORP COMMON 456779107 89,237.50 12,100.00 X 1 X
INGERSOLL-RAND COMMON 456866102 1,806,350.00 36,400.00 X 1 X
INTEL COMMON 458140100 14,134,237.51 118,900.00 X 1 X
INTL BUSINESS MACHINES COMMON 459200101 9,606,950.00 54,200.00 X 1 X
INTL PAPER COMMON 460146103 797,343.75 18,900.00 X 1 X
INTUIT INC COMMON 461202103 529,100.00 5,200.00 X 1 X
IVAX CORP COMMON 465823102 292,950.00 24,800.00 X 1 X
JOHNSON & JOHNSON COMMON 478160104 9,040,843.76 96,500.00 X 1 X
JONES APPAREL GROUP INC COMMON 480074103 667,706.25 23,900.00 X 1 X
JOSTENS COMMON 481088102 265,625.00 12,500.00 X 1 X
KANSAS CITY SOUTHERN INDUSTRIES COMMON 485170104 638,400.00 11,200.00 X 1 X
KEANE CORP COMMON 486665102 379,362.50 17,800.00 X 1 X
KEYSPAN ENERGY COMMON 49337K106 384,412.50 15,300.00 X 1 X
KIMBERLY-CLARK COMMON 494368103 1,519,618.74 31,700.00 X 1 X
KING WORLD PRODUCTIONS COMMON 495667107 333,131.25 10,900.00 X 1 X
KNIGHT-RIDDER COMMON 499040103 850,000.00 17,000.00 X 1 X
KROGER COMMON 501044101 484,987.50 8,100.00 X 1 X
LANCE COMMON 514606102 214,500.00 13,200.00 X 1 X
LEAR SEATING CORP COMMON 521865105 1,319,043.75 30,900.00 X 1 X
LEGGETT & PLATT COMMON 524660107 400,000.00 20,000.00 X 1 X
LEXMARK INT'L GROUP A COMMON 529771107 4,380,600.00 39,200.00 X 1 X
LILLY (ELI) COMMON 532457108 6,645,712.50 78,300.00 X 1 X
LINCOLN NATIONAL COMMON 534187109 2,689,400.00 27,200.00 X 1 X
LINEAR TECH COMMON 535678106 738,000.00 14,400.00 X 1 X
LOCKHEED MARTIN COMMON 539830109 2,370,543.75 62,900.00 X 1 X
LOWE'S COMMON 548661107 1,881,550.00 31,100.00 X 1 X
LUCENT TECHNOLOGIES INC COMMON 549463107 10,169,876.00 94,384.00 X 1 X
LYONDELL PETROCHEMICAL COMMON 552078107 210,787.50 15,400.00 X 1 X
MBNA CORP COMMON 55262L100 627,912.50 26,300.00 X 1 X
MCN ENERGY GROUP COMMON 55267J100 282,700.00 17,600.00 X 1 X
MCI WORLDCOM INC COMMON 55268B106 11,808,746.64 133,338.00 X 1 X
MGIC INVESTMENT COMMON 552848103 1,111,481.25 31,700.00 X 1 X
MACK-CALI REALTY CORP COMMON 554489104 1,233,750.00 42,000.00 X 1 X
MANUFACTURED HOME COMMUNITIES COMMON 564682102 3,126,360.01 130,265.00 X 1 X
MARSHALL & ILSLEY COMMON 571834100 554,375.00 10,000.00 X 1 X
MATTEL COMMON 577081102 1,465,137.50 58,900.00 X 1 X
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 633,262.50 11,700.00 X 1 X
MAY DEPARTMENT STORES COMMON 577778103 739,462.50 18,900.00 X 1 X
MAYTAG COMMON 578592107 1,219,575.00 20,200.00 X 1 X
MCDONALD'S COMMON 580135101 4,975,312.51 109,800.00 X 1 X
MCGRAW-HILL COMMON 580645109 523,200.00 9,600.00 X 1 X
MEAD COMMON 582834107 1,005,525.00 32,700.00 X 1 X
MEDIA GENERAL, CL A COMMON 584404107 218,550.00 4,700.00 X 1 X
MEDIAONE GROUP COMMON 58440J104 717,550.00 11,300.00 X 1 X
MEDIMMUNE INC COMMON 584699102 236,750.00 4,000.00 X 1 X
MEDTRONICS COMMON 585055106 2,805,424.99 39,100.00 X 1 X
MELLON BANK COMMON 585509102 492,625.00 7,000.00 X 1 X
MERCANTILE BANCORP COMMON 587342106 1,738,500.00 36,600.00 X 1 X
MERCANTILE BANKSHARES COMMON 587405101 255,300.00 6,900.00 X 1 X
MERCK COMMON 589331107 15,759,409.76 196,532.00 X 1 X
MEREDITH COMMON 589433101 1,641,037.50 52,200.00 X 1 X
MERRILL LYNCH COMMON 590188108 2,078,281.25 23,500.00 X 1 X
MICROSOFT COMMON 594918104 28,482,825.01 317,800.00 X 1 X
MICROCHIP TECHNOLOGY INC COMMON 595017104 235,450.00 6,800.00 X 1 X
MICRON TECH COMMON 595112103 410,125.00 8,500.00 X 1 X
MINNESOTA MNG & MFG COMMON 604059105 488,175.01 6,900.00 X 1 X
MOBIL COMMON 607059102 6,837,599.98 77,700.00 X 1 X
MOLEX COMMON 608554101 299,625.00 10,200.00 X 1 X
MONSANTO COMMON 611662107 776,343.75 16,900.00 X 1 X
MONTANA PWR COMMON 612085100 662,062.50 9,000.00 X 1 X
MORGAN (J.P.) COMMON 616880100 1,270,762.50 10,300.00 X 1 X
MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 5,756,400.00 57,600.00 X 1 X
MOTOROLA COMMON 620076109 5,252,025.00 71,700.00 X 1 X
MURPHY OIL COMMON 626717102 518,750.00 12,500.00 X 1 X
MYLAN LABS COMMON 628530107 1,218,225.00 44,400.00 X 1 X
NCR CORP COMMON 62886E108 590,000.00 11,800.00 X 1 X
NABORS INDUSTRIES COMMON 629568106 376,481.25 20,700.00 X 1 X
NATIONAL CITY COMMON 635405103 1,918,237.50 28,900.00 X 1 X
NATIONAL FUEL GAS COMMON 636180101 231,575.00 5,900.00 X 1 X
NAVISTAR INTL COMMON 63934E108 1,237,775.00 30,800.00 X 1 X
NETWORK ASSOCIATES INC COMMON 640938106 412,746.88 13,450.00 X 1 X
NETWORK SOLUTIONS COMMON 64121Q102 571,050.00 5,400.00 X 1 X
NEW CENTURY ENERGIES INC COMMON 64352U103 735,750.00 21,600.00 X 1 X
NEW ENGLAND ELEC COMMON 644001109 363,750.00 7,500.00 X 1 X
NEWMONT MINING COMMON 651639106 481,250.00 27,500.00 X 1 X
NEXTEL COMMUNICATIONS INC COMMON 65332V103 325,962.50 8,900.00 X 1 X
NIAGARA MOHAWK PWR COMMON 653520106 471,656.25 35,100.00 X 1 X
NIKE CL B COMMON 654106103 548,031.25 9,500.00 X 1 X
NISOURCE INC COMMON 65473P105 618,300.00 22,900.00 X 1 X
NOBLE AFFILIATES COMMON 654894104 1,049,800.00 36,200.00 X 1 X
NOBLE DRILLING COMMON 655042109 334,131.25 19,300.00 X 1 X
NORTEL NETWORKS CORP COMMON FOR. 656569100 1,360,537.50 21,900.00 X 1 X
NORTH FORK BANCORPORATION COMMON 659424105 473,200.00 22,400.00 X 1 X
NOVA CORP/GA COMMON 669784100 354,375.00 13,500.00 X 1 X
NOVELL COMMON 670006105 312,325.00 12,400.00 X 1 X
OCEAN ENERGY INC COMMON 67481E106 170,993.75 25,100.00 X 1 X
OFFICE DEPOT INC COMMON 676220106 2,234,518.75 60,700.00 X 1 X
OFFICEMAX INC COMMON 67622M108 92,287.50 10,700.00 X 1 X
OGDEN COMMON 676346109 397,031.25 16,500.00 X 1 X
ORACLE SYSTEMS COMMON 68389X105 2,011,753.15 76,275.00 X 1 X
OUTBACK STEAKHOUSE INC COMMON 689899102 550,200.00 16,800.00 X 1 X
OWENS-ILLINOIS COMMON 690768403 832,500.00 33,300.00 X 1 X
OXFORD HEALTH PLANS INC COMMON 691471106 217,187.50 13,900.00 X 1 X
PECO ENERGY CO COMMON 693304107 383,875.00 8,300.00 X 1 X
THE PMI GROUP COMMON 69344M101 398,825.00 8,600.00 X 1 X
PACCAR COMMON 693718108 321,262.50 7,800.00 X 1 X
PACIFICARE HEALTH SYS INC - B COMMON 695112201 1,160,250.00 17,000.00 X 1 X
PACIFICORP COMMON 695114108 246,675.00 14,300.00 X 1 X
PAINE WEBBER GROUP COMMON 695629105 701,800.00 17,600.00 X 1 X
PAREXEL INTERNATIONAL CORP COMMON 699462107 331,000.00 16,000.00 X 1 X
PARKER-HANNIFIN COMMON 701094104 428,125.00 12,500.00 X 1 X
PENTAIR COMMON 709631105 297,000.00 8,800.00 X 1 X
PEPSICO COMMON 713448108 5,870,287.87 149,800.01 X 1 X
PFIZER COMMON 717081103 11,460,749.99 82,600.00 X 1 X
PHELPS DODGE COMMON 717265102 1,403,625.00 28,500.00 X 1 X
PHILIP MORRIS COMMON 718154107 5,461,099.98 155,200.00 X 1 X
PINNACLE WEST CAPITAL COMMON 723484101 283,725.00 7,800.00 X 1 X
PIONEER NATURAL RESOURCES CO COMMON 723787107 182,900.00 23,600.00 X 1 X
PLATINUM TECH. INTERNATIONAL INC COMMON 72764T101 260,100.00 10,200.00 X 1 X
POST PROPERTIES, INC. COMMON 737464107 810,000.00 22,500.00 X 1 X
POTOMAC ELEC PWR COMMON 737679100 303,756.25 13,100.00 X 1 X
PREMARK INTL COMMON 740459102 355,725.00 10,800.00 X 1 X
PRICE T ROWE & ASSOC INC COMMON 741477103 539,687.50 15,700.00 X 1 X
PROCTER & GAMBLE COMMON 742718109 7,639,124.99 78,000.00 X 1 X
PROMUS HOTEL CORP COMMON 74342P106 421,950.00 11,600.00 X 1 X
PROTECTIVE LIFE CORP COMMON 743674103 458,287.50 12,100.00 X 1 X
PROVIDENT FINANCIAL GROUP COMMON 743866105 272,462.50 7,100.00 X 1 X
PROVIDIAN FINANCIAL CORP COMMON 74406A102 3,025,000.00 27,500.00 X 1 X
QUALCOM COMMON 747525103 932,812.50 7,500.00 X 1 X
QUANTUM COMMON 747906105 270,000.00 15,000.00 X 1 X
QUESTAR COMMON 748356102 303,181.25 17,900.00 X 1 X
R J R NABISCO HOLDINGS COMMON 74960K876 267,500.00 10,700.00 X 1 X
RANGER OIL COMMON FOR. 752805101 104,400.00 26,100.00 X 1 X
RATIONAL SOFTWARE CORP COMMON 75409P202 225,225.00 8,400.00 X 1 X
RAYTHEON COMMON 755111408 2,567,775.00 43,800.00 X 1 X
RELIANT ENERGY INC COMMON 75952J108 633,318.75 24,300.00 X 1 X
RELIASTAR FINL COMMON 75952U103 400,675.00 9,400.00 X 1 X
ROHM & HAAS COMMON 775371107 724,950.00 21,600.00 X 1 X
ROSS STORES COMMON 778296103 1,664,875.00 38,000.00 X 1 X
ROYAL DUTCH PETROLEUM COMMON FOR. 780257804 7,888,400.00 151,700.00 X 1 X
SBC COMMUNICATIONS COMMON 78387G103 5,141,337.49 109,100.00 X 1 X
S C I SYSTEMS COMMON 783890106 426,600.00 14,400.00 X 1 X
SPX CORP. COMMON 784635104 317,756.25 6,300.00 X 1 X
SAFECO COMMON 786429100 1,265,693.75 31,300.00 X 1 X
SANMINA CORP COMMON 800907107 299,625.00 4,700.00 X 1 X
SARA LEE COMMON 803111103 1,460,250.00 59,000.00 X 1 X
SCHERING-PLOUGH COMMON 806605101 5,099,812.48 92,200.00 X 1 X
SCHLUMBERGER COMMON 806857108 2,876,962.50 47,800.00 X 1 X
SCHULMAN COMMON 808194104 224,812.50 16,500.00 X 1 X
SCHWAB CHARLES CORP NEW COMMON 808513105 1,624,512.50 16,900.00 X 1 X
SCIENTIFIC-ATLANTA COMMON 808655104 307,925.00 11,300.00 X 1 X
SEAGRAM COMMON FOR. 811850106 615,000.00 12,300.00 X 1 X
SIEBEL SYSTEMS INC COMMON 826170102 384,750.00 8,100.00 X 1 X
SIMON PROPERTY GROUP INC COMMON 828806109 2,159,331.25 78,700.00 X 1 X
SMITH INTL COMMON 832110100 288,000.00 7,200.00 X 1 X
SMURFIT-STONE CONTAINER CORP COMMON 832727101 886,327.88 45,894.00 X 1 X
SOLUTIA INC COMMON 834376105 264,100.00 15,200.00 X 1 X
SOUTHERN COMMON 842587107 792,625.00 34,000.00 X 1 X
SOUTHWEST AIRLINES COMMON 844741108 412,912.50 13,650.00 X 1 X
SOVEREIGN BANCORP COMMON 845905108 128,625.00 10,500.00 X 1 X
SPRINT COMMON 852061100 3,346,062.50 34,100.00 X 1 X
SPRINT CORP (PCS GROUP) COMMON 852061506 886,250.02 20,000.00 X 1 X
STAPLES COMMON 855030102 419,156.25 12,750.00 X 1 X
STARBUCKS, CORP COMMON 855244109 1,018,668.75 36,300.00 X 1 X
STARWOOD HOTELS & RESORTS TRUST COMMON 85590A203 782,612.50 27,400.00 X 1 X
STATE STREET CORP COMMON 857477103 1,249,250.00 15,200.00 X 1 X
STERLING COMMERCE INC COMMON 859205106 279,825.00 9,100.00 X 1 X
STORAGE TECH COMMON 862111200 348,437.50 12,500.00 X 1 X
STRYKER COMMON 863667101 403,500.00 8,000.00 X 1 X
SUMMIT BANCORP COMMON 866005101 1,107,600.00 28,400.00 X 1 X
SUMMIT PROPERTIES INC COMMON 866239106 1,101,375.00 66,000.00 X 1 X
SUN MICROSYSTEMS COMMON 866810104 5,290,143.76 42,300.00 X 1 X
SUNGARD DATA SYSTEMS COMMON 867363103 796,000.00 19,900.00 X 1 X
SUN CO. COMMON 86764P109 320,956.25 8,900.00 X 1 X
SUPERIOR SVCS INC COMMON 868316100 251,618.75 12,700.00 X 1 X
SWIFT TRANSPORTATION CO INC COMMON 870756103 618,612.50 24,200.00 X 1 X
SYBRON CORP COMMON 87114F106 1,225,000.00 49,000.00 X 1 X
SYMBOL TECH COMMON 871508107 330,750.02 7,350.00 X 1 X
SYNOPSYS INC COMMON 871607107 204,250.00 3,800.00 X 1 X
TCF FINANCIAL COMMON 872275102 236,600.00 9,100.00 X 1 X
TECO ENERGY COMMON 872375100 262,350.00 13,200.00 X 1 X
TJX COMMON 872540109 649,400.00 19,100.00 X 1 X
T R W COMMON 872649108 236,600.00 5,200.00 X 1 X
TANDY COMMON 875382103 1,186,912.50 18,600.00 X 1 X
TELECOM CORP OF NEW ZEALAND COMMON FOR. 879278208 503,100.00 12,900.00 X 1 X
TELEPHONE & DATA SYSTEMS COMMON 879433100 315,700.00 5,600.00 X 1 X
TELLABS COMMON 879664100 625,600.00 6,400.00 X 1 X
TERADYNE COMMON 880770102 343,743.75 6,300.00 X 1 X
TEXACO COMMON 881694103 4,993,943.24 87,999.00 X 1 X
TEXAS INSTRUMENTS COMMON 882508104 2,808,775.00 28,300.00 X 1 X
TEXAS UTILITIES CO (HLDG) COMMON 882848104 270,968.75 6,500.00 X 1 X
TEXTRON COMMON 883203101 2,058,175.00 26,600.00 X 1 X
3 COM COMMON 885535104 291,406.25 12,500.00 X 1 X
TIFFANY & CO COMMON 886547108 515,775.00 6,900.00 X 1 X
TIME WARNER COMMON 887315109 4,640,381.25 65,300.00 X 1 X
TIMES MIRROR COMMON 887364107 767,687.50 14,200.00 X 1 X
TOSCO COMMON 891490302 769,187.50 31,000.00 X 1 X
TRANSOCEAN OFFSHORE INC COMMON 893817106 383,206.25 13,300.00 X 1 X
TRANSWITCH CORPORATION COMMON 894065101 280,550.00 6,200.00 X 1 X
TRIBUNE COMMON 896047107 1,151,699.99 17,600.00 X 1 X
TYCO INTERNATIONAL COMMON 902124106 4,699,625.00 65,500.00 X 1 X
TYSON FOODS COMMON 902494103 1,249,525.01 60,400.00 X 1 X
USX-MARATHON GROUP COMMON 902905827 431,750.00 15,700.00 X 1 X
US BANCORP COMMON 902973106 1,628,187.50 47,800.00 X 1 X
UNUM COMMON 903192102 318,668.75 6,700.00 X 1 X
ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 300,414.50 13,892.00 X 1 X
UNILEVER N.V. COMMON FOR. 904784709 3,036,193.75 45,700.00 X 1 X
UNICOM COMMON 904911104 1,096,875.00 30,000.00 X 1 X
UNION PACIFIC RESOURCES GRP COMMON 907834105 191,187.50 16,100.00 X 1 X
UNISYS COMMON 909214108 913,687.50 33,000.00 X 1 X
US WEST COMMON 91273H101 1,156,918.18 21,011.00 X 1 X
UNITED TECH COMMON 913017109 2,613,943.75 19,300.00 X 1 X
UNOCAL COMMON 915289102 1,097,012.50 29,800.00 X 1 X
V F COMMON 918204108 372,781.25 7,900.00 X 1 X
VIACOM -CL B COMMON 925524308 1,343,000.00 16,000.00 X 1 X
VISX INC DEL COMMON 92844S105 268,906.25 2,500.00 X 1 X
VITESSE SEMICONDUCTOR COMMON 928497106 470,812.50 9,300.00 X 1 X
WAL-MART STORES COMMON 931142103 13,542,344.36 146,900.01 X 1 X
WARNER-LAMBERT COMMON 934488107 2,885,775.00 43,600.00 X 1 X
WASHINGTON MUTUAL COMMON 939322103 2,142,626.63 52,419.00 X 1 X
WASHINGTON POST CLASS B COMMON 939640108 469,350.00 900.00 X 1 X
WASTE MANAGEMENT INC COMMON 94106L109 1,578,063.75 35,562.00 X 1 X
WEATHERFORD INTERNATIONAL COMMON 947074100 339,625.00 13,000.00 X 1 X
WELLS FARGO & CO (NEW) COMMON 949746101 1,809,225.00 51,600.00 X 1 X
WENDY'S INTL COMMON 950590109 932,750.00 32,800.00 X 1 X
WESTVACO COMMON 961548104 317,100.00 15,100.00 X 1 X
WEYERHAEUSER COMMON 962166104 649,350.00 11,700.00 X 1 X
WHIRLPOOL COMMON 963320106 603,562.50 11,100.00 X 1 X
WHITMAN COMMON 96647R107 357,500.00 20,800.00 X 1 X
WILLIAMS COMMON 969457100 1,307,450.00 33,100.00 X 1 X
WISCONSIN ENERGY COMMON 976657106 248,187.50 9,500.00 X 1 X
WITCO COMMON 977385103 280,393.75 22,100.00 X 1 X
WRIGLEY COMMON 982526105 759,675.01 8,400.00 X 1 X
XILINX, INC. COMMON 983919101 502,975.00 12,400.00 X 1 X
XEROX COMMON 984121103 1,067,500.00 20,000.00 X 1 X
YORK INTERNATIONAL COMMON 986670107 967,562.50 27,400.00 X 1 X
ZIONS UTAH BANCORP COMMON 989701107 219,450.00 3,300.00 X 1 X
DAIMLERCHRYSLER AG COMMON FOR. D1668R123 617,850.00 7,200.00 X 1 X
COMPANY TOTAL 762,374,084.21
</TABLE>
