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OMB APPROVAL
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OMB Number:
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SEC USE ONLY
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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
--------------------------------------------------------------------------------
(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)
DOUGLAS B. WELCH (847)402-6046 ASSISTANT VICE PRESIDENT, INVESTMENT OPERATIONS
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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 11 DAY OF FEBRUARY, 2000.
ALLSTATE PENSION PLAN
------------------------------------------
(NAME OF INSTITUTIONAL INVESTMENT MANAGER)
/S/ DOUGLAS B. WELCH
------------------------------------------
(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 PENSION 28-35
-------------------------------------------------------------- ---------------
2.
-------------------------------------------------------------- ---------------
3.
-------------------------------------------------------------- ---------------
4.
-------------------------------------------------------------- ---------------
5.
-------------------------------------------------------------- ---------------
<PAGE>
FORM 13F REPORT
NAME OF REPORTING MANAGER: ALLSTATE PENSION PLAN
Allstate Pension Plan is refiling their 1st Quarter 13F. The Securities for
Allstate Pension Plan were inadvertently listed under Allstate Retirement Plan
and vice versa. In total, the shares and the fair market value for Allstate were
correctly stated.
<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 700,375 13,000 X 1 X
A M R COMMON STOCK 001765106 274,125 8,600 X 1 X
ABBOTT LABS COMMON STOCK 002824100 277,981 7,900 X 1 X
AES CORP COMMON STOCK 00130H105 338,625 4,300 X 1 X
ALLEGHENY ENERGY COMMON STOCK 017361106 237,038 8,600 X 1 X
ALLTEL COMMON STOCK 020039103 1,009,000 16,000 X 1 X
ALTERA COMMON STOCK 021441100 1,097,775 12,300 X 1 X
ALUMINUM CO OF AMERICA COMMON STOCK 013817101 681,425 9,700 X 1 X
AMB PROPERTY CORP COMMON STOCK 00163T109 1,032,000 48,000 X 1 X
AMERICA ON-LINE COMMON STOCK 02364J104 6,294,600 93,600 X 1 X
AMERICAN EXPRESS COMMON STOCK 025816109 2,934,069 19,700 X 1 X
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 2,622,263 48,900 X 1 X
AMERICAN INTL COMMON STOCK 026874107 5,041,928 46,045 X 1 X
AMERICAN POWER CONVERSION COMMON STOCK 029066107 484,488 11,300 X 1 X
AMERICAN STANDARD COMPANI COMMON STOCK 029712106 580,900 15,700 X 1 X
AMGEN COMMON STOCK 031162100 2,958,275 48,200 X 1 X
AMKOR TECHNOLOGY COMMON STOCK 031652100 297,150 5,600 X 1 X
ANALOG DEVICES COMMON STOCK 032654105 1,933,500 24,000 X 1 X
ANHEUSER BUSCH COMMON STOCK 035229103 1,114,275 17,900 X 1 X
APACHE COMMON STOCK 037411105 472,625 9,500 X 1 X
APARTMENT INVT & MGMT CO COMMON STOCK 03748R101 1,878,825 49,200 X 1 X
APPLE COMPUTER COMMON STOCK 037833100 909,944 6,700 X 1 X
APPLIED MATERIALS COMMON STOCK 038222105 1,690,657 17,938 X 1 X
APPLIED MICRO CIRCUITS CO COMMON STOCK 03822W109 210,088 1,400 X 1 X
ARCHSTONE COMMUNITIES TRU COMMON STOCK 039581103 795,506 39,900 X 1 X
ARDEN REALTY INC COMMON STOCK 039793104 835,000 40,000 X 1 X
ASSOCIATES FIRST CAPITAL COMMON STOCK 046008108 476,084 22,208 X 1 X
AT & T COMMON STOCK 001957109 5,546,138 98,598 X 1 X
AT&T CORP - LIBERTY MEDIA COMMON STOCK 001957208 651,750 11,000 X 1 X
ATLANTIC RICHFIELD COMMON STOCK 048825103 799,000 9,400 X 1 X
ATMEL CORP COMMON STOCK 049513104 789,863 15,300 X 1 X
BAKER HUGHES COMMON STOCK 057224107 378,125 12,500 X 1 X
BANK OF AMERICA CORP COMMON STOCK 060505104 3,343,835 63,768 X 1 X
BANK OF NEW YORK COMMON STOCK 064057102 2,751,438 66,200 X 1 X
BANK ONE CORPORATION COMMON STOCK 06423A103 1,313,125 38,200 X 1 X
BANKAMERICA REALTY INVEST COMMON STOCK 05564E106 1,445,500 56,000 X 1 X
BAXTER INTL COMMON STOCK 071813109 802,400 12,800 X 1 X
BELL ATLANTIC COMMON STOCK 077853109 2,506,125 41,000 X 1 X
BELLSOUTH COMMON STOCK 079860102 2,425,200 51,600 X 1 X
BEST BUY COMMON STOCK 086516101 860,000 10,000 X 1 X
BJ SERVICES COMMON STOCK 055482103 2,770,313 37,500 X 1 X
BOEING COMMON STOCK 097023105 1,427,436 37,626 X 1 X
BOSTON PROPERTIES INC COMMON STOCK 101121101 1,654,250 52,000 X 1 X
BOWATER COMMON STOCK 102183100 571,113 10,700 X 1 X
BRISTOL-MYERS-SQUIBB COMMON STOCK 110122108 4,054,050 70,200 X 1 X
BROADWING INC COMMON STOCK 111620100 1,253,219 33,700 X 1 X
BURLINGTON RESOURCES COMMON STOCK 122014103 976,800 26,400 X 1 X
C I G N A COMMON STOCK 125509109 606,000 8,000 X 1 X
CARDINAL HEALTH COMMON STOCK 14149Y108 522,975 11,400 X 1 X
CATERPILLAR COMMON STOCK 149123101 808,469 20,500 X 1 X
CBS CORPORATION COMMON STOCK 12490K107 1,160,813 20,500 X 1 X
CENDANT COPORATION COMMON STOCK 151313103 447,700 24,200 X 1 X
CENTERPOINT PROPERTIES CO COMMON STOCK 151895109 583,000 16,000 X 1 X
CHAMPION INTL COMMON STOCK 158525105 463,275 8,700 X 1 X
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 1,953,698 22,408 X 1 X
CHEVRON COMMON STOCK 166751107 1,275,637 13,800 X 1 X
CHIRON COMMON STOCK 170040109 523,688 10,500 X 1 X
CINTAS COMMON STOCK 172908105 952,256 24,300 X 1 X
CIRCUIT CITY STORES COMMON STOCK 172737108 553,963 9,100 X 1 X
CISCO SYSTEMS, INC. COMMON STOCK 17275R102 17,835,994 230,700 X 1 X
CITIGROUP INC COMMON STOCK 172967101 5,718,912 96,420 X 1 X
CITY NATIONAL COMMON STOCK 178566105 576,056 17,100 X 1 X
CLEAR CHANNEL COMMUNICATI COMMON STOCK 184502102 656,094 9,500 X 1 X
CNF TRANSPORTATION COMMON STOCK 12612W104 296,925 10,700 X 1 X
COCA-COLA COMMON STOCK 191216100 3,280,931 69,900 X 1 X
COLGATE-PALMOLIVE COMMON STOCK 194162103 862,538 15,300 X 1 X
COLUMBIA HEALTHCARE COMMON STOCK 197677107 230,344 9,100 X 1 X
COMCAST CLASS A SPECIAL COMMON STOCK 200300200 811,113 18,700 X 1 X
COMDISCO COMMON STOCK 200336105 445,663 10,100 X 1 X
COMMSCOPE INC COMMON STOCK 203372107 506,438 11,100 X 1 X
COMPAQ COMPUTER COMMON STOCK 204493100 567,113 21,300 X 1 X
COMPUTER ASSOCIATES INTL COMMON STOCK 204912109 1,047,619 17,700 X 1 X
COMVERSE TECHNOLOGY COMMON STOCK 205862402 1,530,900 8,100 X 1 X
CONSOLIDATED EDISON COMMON STOCK 209115104 240,700 8,300 X 1 X
CONSOLIDATED STORES COMMON STOCK 210149100 249,113 21,900 X 1 X
CONSTELLATION ENERGY GROU COMMON STOCK 210371100 481,313 15,100 X 1 X
CONVERGYS CORP COMMON STOCK 212485106 409,425 10,600 X 1 X
COOPER CAMERON CORP COMMON STOCK 216640102 394,563 5,900 X 1 X
CORNING COMMON STOCK 219350105 2,910,000 15,000 X 1 X
COSTO WHOLESALE CORP COMMON STOCK 22160K105 483,575 9,200 X 1 X
CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 458,606 9,300 X 1 X
DEERE COMMON STOCK 244199105 703,000 18,500 X 1 X
DELL COMPUTER COMMON STOCK 247025109 3,678,538 68,200 X 1 X
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 254,400 15,900 X 1 X
DEVELOPERS DIVER REALTY C COMMON STOCK 251591103 277,500 20,000 X 1 X
DIEBOLD COMMON STOCK 253651103 371,250 13,500 X 1 X
DISNEY (WALT) COMMON STOCK 254687106 2,871,425 69,400 X 1 X
DOW CHEMICAL COMMON STOCK 260543103 478,800 4,200 X 1 X
DU PONT DE NEMOURS COMMON STOCK 263534109 1,526,290 28,866 X 1 X
DUKE ENERGY CORP COMMON STOCK 264399106 981,750 18,700 X 1 X
DUKE-WEEKS REALTY CORP. COMMON STOCK 264411505 1,147,500 60,000 X 1 X
E M C COMMON STOCK 268648102 4,012,500 32,100 X 1 X
EATON COMMON STOCK 278058102 413,400 5,300 X 1 X
EDWARDS (AG) COMMON STOCK 281760108 288,000 7,200 X 1 X
EL PASO ENERGY CORP DELAW COMMON STOCK 283905107 399,713 9,900 X 1 X
ELECTRONIC ARTS COMMON STOCK 285512109 263,394 3,700 X 1 X
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 1,668,875 26,000 X 1 X
EMERSON ELEC COMMON STOCK 291011104 660,938 12,500 X 1 X
ENRON COMMON STOCK 293561106 1,242,775 16,598 X 1 X
EQUITY OFFICE PROPERTIES COMMON STOCK 294741103 3,291,852 131,019 X 1 X
EQUITY RESIDENTIAL PROP T COMMON STOCK 29476L107 1,812,456 45,100 X 1 X
ETHAN ALLEN INTERIORS COMMON STOCK 297602104 491,250 19,650 X 1 X
EVEREST RE GROUP LTD COMMON STOCK G3223R108 721,013 22,100 X 1 X
EXXON COMMON STOCK 30231G102 7,348,613 94,440 X 1 X
F M C COMMON STOCK 302491303 282,500 5,000 X 1 X
FEDERAL NAT'L MORT. ASSOC COMMON STOCK 313586109 1,822,931 32,300 X 1 X
FEDERATED DEPARTMENT STOR COMMON STOCK 31410H101 651,300 15,600 X 1 X
FEDEX CORP COMMON STOCK 31428X106 280,800 7,200 X 1 X
FIFTH THIRD BANCORP COMMON STOCK 316773100 926,100 14,700 X 1 X
FIRSTAR CORPORATION COMMON STOCK 33763V109 1,926,750 84,000 X 1 X
FISERV INC. COMMON STOCK 337738108 421,148 11,325 X 1 X
FLEET BOSTON FINANCIAL CO COMMON STOCK 339030108 1,124,200 30,800 X 1 X
FORD MOTOR COMMON STOCK 345370100 2,283,094 49,700 X 1 X
FOREST LABS COMMON STOCK 345838106 1,377,350 16,300 X 1 X
FREDDIE MAC COMMON STOCK 313400301 1,003,056 22,700 X 1 X
FREEPORT MCMORAN B COMMON STOCK 35671D857 465,613 38,600 X 1 X
G T E COMMON STOCK 362320103 2,300,400 32,400 X 1 X
GAP STORES COMMON STOCK 364760108 1,200,481 24,100 X 1 X
GENERAL ELECTRIC COMMON STOCK 369604103 14,665,219 94,500 X 1 X
GENERAL GROWTH PROPERTIES COMMON STOCK 370021107 483,956 15,900 X 1 X
GENERAL MILLS COMMON STOCK 370334104 542,813 15,000 X 1 X
GENERAL MOTORS COMMON STOCK 370442105 2,525,781 30,500 X 1 X
GEORGIA-PACIFIC COMMON STOCK 373298108 272,981 6,900 X 1 X
GILLETTE COMMON STOCK 375766102 531,394 14,100 X 1 X
GLOBAL MARINE COMMON STOCK 379352404 1,215,463 47,900 X 1 X
GRAINGER COMMON STOCK 384802104 3,515,400 64,800 X 1 X
HALLIBURTON COMMON STOCK 406216101 266,500 6,500 X 1 X
HARRIS COMMON STOCK 413875105 400,925 11,600 X 1 X
HEWLETT-PACKARD COMMON STOCK 428236103 4,162,463 31,400 X 1 X
HOME DEPOT COMMON STOCK 437076102 4,189,275 64,950 X 1 X
HOMESTAKE MINING COMMON STOCK 437614100 60,600 10,100 X 1 X
HONEYWELL INTERNATIONAL I COMMON STOCK 438516106 1,190,738 22,600 X 1 X
HOUSEHOLD INTL COMMON STOCK 441815107 347,006 9,300 X 1 X
HUBBELL, CL B COMMON STOCK 443510201 1,075,838 39,300 X 1 X
ICN PHARMACEUTICALS COMMON STOCK 448924100 659,450 24,200 X 1 X
ILLINOIS TOOL WORKS COMMON STOCK 452308109 618,800 11,200 X 1 X
INGERSOLL-RAND COMMON STOCK 456866102 398,250 9,000 X 1 X
INTEL COMMON STOCK 458140100 13,286,106 100,700 X 1 X
INTERPUBLIC GROUP OF COS COMMON STOCK 460690100 614,250 13,000 X 1 X
INTL BUSINESS MACHINES COMMON STOCK 459200101 6,077,000 51,500 X 1 X
INTUIT INC COMMON STOCK 461202103 609,000 11,200 X 1 X
IVAX CORP COMMON STOCK 465823102 708,500 26,000 X 1 X
JABIL CIRCUIT INC COMMON STOCK 466313103 354,650 8,200 X 1 X
JACOBS ENGINEERING GRP COMMON STOCK 469814107 325,725 10,100 X 1 X
JOHNSON & JOHNSON COMMON STOCK 478160104 2,830,525 40,400 X 1 X
JOHNSON CONTROLS COMMON STOCK 478366107 308,156 5,700 X 1 X
KANSAS CITY SOUTHERN INDU COMMON STOCK 485170104 223,438 2,600 X 1 X
KEEBLER FOODS CO COMMON STOCK 487256109 327,038 11,400 X 1 X
KERR-MCGEE COMMON STOCK 492386107 444,675 7,700 X 1 X
KEYSTONE FINANCIAL INC COMMON STOCK 493482103 428,138 23,300 X 1 X
KIMBERLY-CLARK COMMON STOCK 494368103 2,077,600 37,100 X 1 X
KIMCO REALTY CORP COMMON STOCK 49446R109 517,500 13,800 X 1 X
KLA-TENCOR CORP COMMON STOCK 482480100 775,100 9,200 X 1 X
L S I LOGIC COMMON STOCK 502161102 1,307,250 18,000 X 1 X
LANDS' END COMMON STOCK 515086106 332,100 5,400 X 1 X
LEGATO SYS INC COMMON STOCK 524651106 236,513 5,300 X 1 X
LEGG MASON COMMON STOCK 524901105 748,225 17,300 X 1 X
LEXMARK INT'L GROUP A COMMON STOCK 529771107 740,250 7,000 X 1 X
LILLY (ELI) COMMON STOCK 532457108 2,091,600 33,200 X 1 X
LINCOLN NATIONAL COMMON STOCK 534187109 867,650 25,900 X 1 X
LOWE'S COMMON STOCK 548661107 1,255,063 21,500 X 1 X
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 5,237,136 86,208 X 1 X
MACERICH COMPANY COMMON STOCK 554382101 412,500 20,000 X 1 X
MACK-CALI REALTY CORP COMMON STOCK 554489104 1,071,000 42,000 X 1 X
MANUFACTURED HOME COMMUNI COMMON STOCK 564682102 2,989,253 129,265 X 1 X
MARSH & MC LENNAN COMMON STOCK 571748102 1,820,156 16,500 X 1 X
MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 902,494 12,700 X 1 X
MBNA CORP COMMON STOCK 55262L100 1,040,400 40,800 X 1 X
MCDONALD'S COMMON STOCK 580135101 1,592,650 42,400 X 1 X
MCLEOD INC -CL A COMMON STOCK 582266102 1,153,450 13,600 X 1 X
MEDIAONE GROUP COMMON STOCK 58440J104 396,900 4,900 X 1 X
MEDIMMUNE INC COMMON STOCK 584699102 1,305,938 7,500 X 1 X
MEDTRONICS COMMON STOCK 585055106 1,682,006 32,700 X 1 X
MENS WEARHOUSE COMMON STOCK 587118100 663,600 22,400 X 1 X
MERCK COMMON STOCK 589331107 3,959,351 63,732 X 1 X
MERCURY INTERACTIVE CORP. COMMON STOCK 589405109 221,900 2,800 X 1 X
MERRILL LYNCH COMMON STOCK 590188108 1,386,000 13,200 X 1 X
MGIC INVESTMENT COMMON STOCK 552848103 462,425 10,600 X 1 X
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 368,200 5,600 X 1 X
MICROSOFT COMMON STOCK 594918104 17,106,250 161,000 X 1 X
MINNESOTA MNG & MFG COMMON STOCK 604059105 735,069 8,300 X 1 X
MONSANTO COMMON STOCK 611662107 427,450 8,300 X 1 X
MONTANA PWR COMMON STOCK 612085100 422,400 6,600 X 1 X
MORGAN STANLEY DEAN WITTE COMMON STOCK 617446448 2,381,625 29,200 X 1 X
MOTOROLA COMMON STOCK 620076109 4,003,158 28,117 X 1 X
NABORS INDUSTRIES COMMON STOCK 629568106 1,343,883 34,625 X 1 X
NATIONWIDE FINANCIAL COMMON STOCK 638612101 789,750 27,000 X 1 X
NAVISTAR INTL COMMON STOCK 63934E108 702,188 17,500 X 1 X
NETWORK ASSOCIATES INC COMMON STOCK 640938106 283,800 8,800 X 1 X
NEW YORK TIMES COMMON STOCK 650111107 1,678,856 39,100 X 1 X
NEWMONT MINING COMMON STOCK 651639106 262,519 11,700 X 1 X
NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 1,452,850 9,800 X 1 X
NIAGARA MOHAWK HOLDINGS I COMMON STOCK 653520106 580,500 43,000 X 1 X
NORTEL NETWORKS CORP COMMON STOCK 656568102 6,904,800 54,800 X 1 X
NORTHERN TRUST COMMON STOCK 665859104 1,222,881 18,100 X 1 X
NORTHROP GRUMMAN COMMON STOCK 666807102 365,269 6,900 X 1 X
NOVELLUS SYSTEM INC COMMON STOCK 670008101 263,788 4,700 X 1 X
NUCOR COMMON STOCK 670346105 540,000 10,800 X 1 X
OMNICOM GROUP COMMON STOCK 681919106 971,750 10,400 X 1 X
ORACLE SYSTEMS COMMON STOCK 68389X105 7,263,716 93,050 X 1 X
P P G INDUSTRIES COMMON STOCK 693506107 261,563 5,000 X 1 X
PARKER-HANNIFIN COMMON STOCK 701094104 470,963 11,400 X 1 X
PECO ENERGY CO COMMON STOCK 693304107 822,313 22,300 X 1 X
PEPSICO COMMON STOCK 713448108 1,759,232 50,900 X 1 X
PFIZER COMMON STOCK 717081103 3,213,844 87,900 X 1 X
PHARMACIA & UPJOHN INC COMMON STOCK 716941109 1,036,875 17,500 X 1 X
PHELPS DODGE COMMON STOCK 717265102 266,000 5,600 X 1 X
PHILIP MORRIS COMMON STOCK 718154107 1,368,900 64,800 X 1 X
PNC FINANCIAL SERVICES GR COMMON STOCK 693475105 977,856 21,700 X 1 X
POST PROPERTIES, INC. COMMON STOCK 737464107 907,031 22,500 X 1 X
PROCTER & GAMBLE COMMON STOCK 742718109 1,608,750 28,600 X 1 X
PROLOGIS TRUST COMMON STOCK 743410102 770,000 40,000 X 1 X
PUBLIC STORAGE INC COMMON STOCK 74460D109 840,000 40,000 X 1 X
PUBLIC SVC OF NEW MEXICO COMMON STOCK 744499104 228,375 14,500 X 1 X
QUALCOM COMMON STOCK 747525103 2,762,281 18,500 X 1 X
QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 795,400 16,400 X 1 X
R & B FALCON CORP COMMON STOCK 74912E101 439,031 22,300 X 1 X
RADIAN GROUP INC COMMON STOCK 750236101 757,238 15,900 X 1 X
RALSTON-RALSTON PURINA COMMON STOCK 751277302 821,250 30,000 X 1 X
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 390,150 5,100 X 1 X
READERS DIGEST COMMON STOCK 755267101 4,015,063 113,500 X 1 X
RELIASTAR FINL COMMON STOCK 75952U103 1,371,938 40,500 X 1 X
REYNOLDS & REYNOLDS COMMON STOCK 761695105 1,323,000 49,000 X 1 X
ROHM & HAAS COMMON STOCK 775371107 669,375 15,000 X 1 X
ROUSE CO COMMON STOCK 779273101 316,875 15,000 X 1 X
ROWAN COMMON STOCK 779382100 291,431 9,900 X 1 X
ROYAL CARIBBEAN CRUISES L COMMON STOCK V7780T103 313,600 11,200 X 1 X
ROYAL DUTCH PETROLEUM COMMON FOREIGN 780257804 2,901,150 50,400 X 1 X
S C I SYSTEMS COMMON STOCK 783890106 721,088 13,400 X 1 X
SABRE HOLDINGS CORP COMMON STOCK 785905100 228,126 6,176 X 1 X
SAFEWAY INC COMMON STOCK 786514208 1,153,875 25,500 X 1 X
SBC COMMUNICATIONS COMMON STOCK 78387G103 3,477,684 82,802 X 1 X
SCHERING-PLOUGH COMMON STOCK 806605101 1,628,025 44,300 X 1 X
SCHLUMBERGER COMMON STOCK 806857108 596,700 7,800 X 1 X
SCHWAB CHARLES CORP NEW COMMON STOCK 808513105 1,738,463 30,600 X 1 X
SEAGRAM COMMON FOREIGN 811850106 1,017,450 17,100 X 1 X
SEPRACOR INC COMMON STOCK 817315104 458,719 6,300 X 1 X
SIEBEL SYSTEMS INC COMMON STOCK 826170102 1,409,363 11,800 X 1 X
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 811,200 33,800 X 1 X
SMURFIT-STONE CONTAINER C COMMON STOCK 832727101 723,130 42,694 X 1 X
SNAP-ON COMMON STOCK 833034101 775,150 29,600 X 1 X
SOUTHERN COMMON STOCK 842587107 511,125 23,500 X 1 X
SPRINT COMMON STOCK 852061100 1,335,600 21,200 X 1 X
SPRINT CORP (PCS GROUP) COMMON STOCK 852061506 1,907,125 29,200 X 1 X
STAPLES COMMON STOCK 855030102 926,000 46,300 X 1 X
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A203 467,250 17,800 X 1 X
STATE STREET CORP COMMON STOCK 857477103 1,249,688 12,900 X 1 X
STRYKER COMMON STOCK 863667101 1,283,400 18,400 X 1 X
SUMMIT PROPERTIES INC COMMON STOCK 866239106 1,262,250 66,000 X 1 X
SUN CO. COMMON STOCK 86764P109 353,138 12,900 X 1 X
SUN MICROSYSTEMS COMMON STOCK 866810104 4,554,720 48,608 X 1 X
SYBRON CORP COMMON STOCK 87114F106 524,900 18,100 X 1 X
SYMBOL TECH COMMON STOCK 871508107 477,413 5,800 X 1 X
T R W COMMON STOCK 872649108 280,800 4,800 X 1 X
TANDY COMMON STOCK 875382103 426,300 8,400 X 1 X
TARGET CORP COMMON STOCK 87612E106 852,150 11,400 X 1 X
TELECOM CORP OF NEW ZEALA COMMON FOREIGN 879278208 473,269 12,900 X 1 X
TELLABS COMMON STOCK 879664100 1,335,269 21,200 X 1 X
TEMPLE-INLAND COMMON STOCK 879868107 283,931 5,700 X 1 X
TENET HEALTHCARE COMMON STOCK 88033G100 910,800 39,600 X 1 X
TEXACO COMMON STOCK 881694103 1,147,521 21,399 X 1 X
TEXAS INSTRUMENTS COMMON STOCK 882508104 3,840,000 24,000 X 1 X
TEXAS UTILITIES CO (HLDG) COMMON STOCK 882848104 629,375 21,200 X 1 X
TEXTRON COMMON STOCK 883203101 706,150 11,600 X 1 X
THE PMI GROUP COMMON STOCK 69344M101 611,944 12,900 X 1 X
TIDEWATER COMMON STOCK 886423102 613,981 19,300 X 1 X
TIME WARNER COMMON STOCK 887315109 3,120,000 31,200 X 1 X
TORCHMARK COMMON STOCK 891027104 460,188 19,900 X 1 X
TRANSWITCH CORPORATION COMMON STOCK 894065101 201,863 2,100 X 1 X
TRIBUNE COMMON STOCK 896047107 416,813 11,400 X 1 X
TYCO INTERNATIONAL COMMON STOCK 902124106 3,521,175 70,600 X 1 X
U S X- U.S. STEEL GROUP COMMON STOCK 90337T101 375,000 15,000 X 1 X
UNILEVER N.V. COMMON FOREIGN 904784709 223,444 4,643 X 1 X
UNITED TECH COMMON STOCK 913017109 1,497,544 23,700 X 1 X
US WEST COMMON STOCK 91273H101 384,913 5,300 X 1 X
USA NETWORKS COMMON STOCK 902984103 381,306 16,900 X 1 X
USX-MARATHON GROUP COMMON STOCK 902905827 695,869 26,700 X 1 X
VERITAS SOFTWARE CORP COMMON STOCK 923436109 943,200 7,200 X 1 X
VIACOM -CL B COMMON STOCK 925524308 875,650 16,600 X 1 X
VIACOM INTERNATIONAL COMMON STOCK 925524100 224,438 4,200 X 1 X
VIAD CORP COMMON STOCK 92552R109 462,075 20,200 X 1 X
VISHAY INTERTECH. INC COMMON STOCK 928298108 413,016 7,425 X 1 X
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 683,375 7,100 X 1 X
WADDELL & REED FINANCIAL COMMON STOCK 930059100 782,781 18,500 X 1 X
WALGREEN COMMON STOCK 931422109 612,850 23,800 X 1 X
WAL-MART STORES COMMON STOCK 931142103 7,425,900 133,800 X 1 X
WARNER-LAMBERT COMMON STOCK 934488107 2,476,500 25,400 X 1 X
WASHINGTON MUTUAL COMMON STOCK 939322103 890,400 33,600 X 1 X
WATSON PHARMACEUTICALS IN COMMON STOCK 942683103 250,031 6,300 X 1 X
WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 848,700 14,400 X 1 X
WELLS FARGO & CO (NEW) COMMON STOCK 949746101 1,404,156 34,300 X 1 X
WEYERHAEUSER COMMON STOCK 962166104 598,500 10,500 X 1 X
WISCONSIN ENERGY COMMON STOCK 976657106 422,675 21,200 X 1 X
WORLDCOM INC. COMMON STOCK 98157D106 3,521,098 77,707 X 1 X
WRIGLEY COMMON STOCK 982526105 1,213,638 15,800 X 1 X
XEROX COMMON STOCK 984121103 226,200 8,700 X 1 X
XILINX, INC. COMMON STOCK 983919101 1,316,719 15,900 X 1 X
TECNOST INTL DEBT EC1437234 2,760 2,697 X 1 X
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