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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 JUNE 30, 1999
- --------------------------------------------------------------------------------
(PLEASE READ INSTRUCTIONS BEFORE PREPARING FORM.)
- --------------------------------------------------------------------------------
IF AMENDED REPORT CHECK HERE: |_|
ALLSTATE RETIREMENT 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 6 DAY OF AUGUST, 1999.
ALLSTATE RETIREMENT 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: ALLSTATE RETIREMENT PLAN
<TABLE>
<CAPTION>
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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 4,109,737.50 90,200.00 X 1 X
ABBOTT LABS COMMON STOCK 002824100 6,433,699.97 141,400.00 X 1 X
ADVANCED FIBRE COMM COMMON STOCK 00754A105 171,875.00 11,000.00 X 1 X
AES CORP COMMON STOCK 00130H105 441,750.00 7,600.00 X 1 X
AGCO CORP COMMON STOCK 001084102 139,143.75 12,300.00 X 1 X
AH BELO COMMON STOCK 080555105 446,906.25 22,700.00 X 1 X
AIRBORNE FREIGHT COMMON STOCK 009266107 246,418.75 8,900.00 X 1 X
AK STEEL HOLDING COMMON STOCK 001547108 1,167,750.00 51,900.00 X 1 X
ALCAN ALUMINUM COMMON FOREIGN 013716105 411,993.75 12,900.00 X 1 X
ALLAMERICA FINC. CORP COMMON STOCK 019754100 747,993.75 12,300.00 X 1 X
ALLEGHENY ENERGY COMMON STOCK 017361106 1,327,387.50 41,400.00 X 1 X
ALLIANT TECHSYSTEMS COMMON STOCK 018804104 1,591,600.00 18,400.00 X 1 X
ALLIED-SIGNAL COMMON STOCK 019512102 3,420,899.98 54,300.00 X 1 X
ALLTEL COMMON STOCK 020039103 1,515,800.00 21,200.00 X 1 X
ALTERA COMMON STOCK 021441100 2,451,712.50 66,600.00 X 1 X
ALUMINUM CO OF AMERICA COMMON STOCK 013817101 1,126,124.99 18,200.00 X 1 X
AMB PROPERTY CORP COMMON STOCK 00163T109 1,692,000.00 72,000.00 X 1 X
AMBERCROMBIE & FITCH CL A COMMON STOCK 002896207 1,968,000.00 41,000.00 X 1 X
AMERADA HESS COMMON STOCK 023551104 202,300.00 3,400.00 X 1 X
AMERICA ON-LINE COMMON STOCK 02364J104 11,160,500.00 101,000.00 X 1 X
AMERICAN BANKERS INS COMMON STOCK 024456105 277,631.25 5,100.00 X 1 X
AMERICAN ELEC PWR COMMON STOCK 025537101 383,137.50 10,200.00 X 1 X
AMERICAN EXPRESS COMMON STOCK 025816109 4,970,774.99 38,200.00 X 1 X
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 9,343,750.01 162,500.00 X 1 X
AMERICAN INTL COMMON STOCK 026874107 11,570,574.64 98,841.00 X 1 X
AMERICAN POWER CONVERSION COMMON STOCK 029066107 959,962.50 47,700.00 X 1 X
AMERICAN STANDARD COMPANI COMMON STOCK 029712106 5,092,800.00 106,100.00 X 1 X
AMERITECH NEW COMMON STOCK 030954101 5,122,949.99 69,700.00 X 1 X
AMGEN COMMON STOCK 031162100 2,288,900.00 37,600.00 X 1 X
ANALOG DEVICES COMMON STOCK 032654105 2,449,150.00 48,800.00 X 1 X
ANHEUSER BUSCH COMMON STOCK 035229103 4,171,125.00 58,800.00 X 1 X
APACHE COMMON STOCK 037411105 538,200.00 13,800.00 X 1 X
APARTMENT INVT & MGMT CO COMMON STOCK 03748R101 2,599,200.00 60,800.00 X 1 X
APPLE COMPUTER COMMON STOCK 037833100 2,084,062.50 45,000.00 X 1 X
APPLIED MICRO CIRCUITS CO COMMON STOCK 03822W109 748,475.00 9,100.00 X 1 X
APPLIED POWER INC - CL A COMMON STOCK 038225108 603,879.37 22,110.00 X 1 X
ARDEN REALTY INC COMMON STOCK 039793104 1,477,500.00 60,000.00 X 1 X
ARROW ELECTRONICS INC COMMON STOCK 042735100 288,800.00 15,200.00 X 1 X
ARVIN INDUSTRIES COMMON STOCK 043339100 2,230,837.51 58,900.00 X 1 X
ASSOCIATED BANC-CORP COMMON STOCK 045487105 1,195,200.00 28,800.00 X 1 X
ASSOCIATES FIRST CAPITAL COMMON STOCK 046008108 1,405,326.64 31,714.00 X 1 X
AT & T COMMON STOCK 001957109 15,124,634.17 270,990.09 X 1 X
AT&T CORP - LIBERTY MEDIA COMMON STOCK 001957208 874,650.00 23,800.00 X 1 X
ATLANTIC RICHFIELD COMMON STOCK 048825103 1,495,768.75 17,900.00 X 1 X
ATMEL CORP COMMON STOCK 049513104 1,846,218.75 70,500.00 X 1 X
AVNET COMMON STOCK 053807103 399,900.00 8,600.00 X 1 X
AVON PRODUCTS COMMON STOCK 054303102 2,186,700.00 39,400.00 X 1 X
BANK OF AMERICA CORP COMMON STOCK 060505104 10,945,629.58 149,301.00 X 1 X
BANK OF NEW YORK COMMON STOCK 064057102 5,770,943.75 157,300.00 X 1 X
BANK ONE CORPORATION COMMON STOCK 06423A103 8,833,357.00 148,304.00 X 1 X
BANKAMERICA REALTY INVEST COMMON STOCK 05564E106 1,789,687.50 69,000.00 X 1 X
BARRETT RES COMMON STOCK 068480201 4,282,650.00 111,600.00 X 1 X
BARRICK GOLD COMMON FOREIGN 067901108 862,187.50 44,500.00 X 1 X
BAXTER INTL COMMON STOCK 071813109 1,855,125.00 30,600.00 X 1 X
BECKMAN COULTER INC COMMON STOCK 075811109 486,250.00 10,000.00 X 1 X
BECTON DICKINSON COMMON STOCK 075887109 1,398,000.00 46,600.00 X 1 X
BELL ATLANTIC COMMON STOCK 077853109 8,786,399.99 134,400.00 X 1 X
BELLSOUTH COMMON STOCK 079860102 6,445,312.51 137,500.00 X 1 X
BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 902,031.25 25,100.00 X 1 X
BESTFOODS INC COMMON STOCK 08658U101 2,277,000.00 46,000.00 X 1 X
BIOGEN COMMON STOCK 090597105 1,273,387.50 19,800.00 X 1 X
BJ SERVICES COMMON STOCK 055482103 2,522,793.75 85,700.00 X 1 X
BLOCK (H & R) COMMON STOCK 093671105 1,150,000.00 23,000.00 X 1 X
BOEING COMMON STOCK 097023105 4,436,336.61 100,398.00 X 1 X
BOISE CASCADE COMMON STOCK 097383103 1,753,587.50 40,900.00 X 1 X
BORG-WARNER AUTOMOTIVE IN COMMON STOCK 099724106 4,240,500.00 77,100.00 X 1 X
BOSTON PROPERTIES INC COMMON STOCK 101121101 2,798,250.00 78,000.00 X 1 X
BOWATER COMMON STOCK 102183100 789,075.00 16,700.00 X 1 X
BRISTOL-MYERS-SQUIBB COMMON STOCK 110122108 15,090,529.99 214,240.00 X 1 X
BRITISH PETROLEUM COMMON FOREIGN 055622104 1,128,400.00 10,400.00 X 1 X
BURLINGTON RESOURCES COMMON STOCK 122014103 1,479,150.00 34,200.00 X 1 X
CABLETRON COMMON STOCK 126920107 634,400.00 48,800.00 X 1 X
CABOT COMMON STOCK 127055101 287,831.25 11,900.00 X 1 X
CADENCE DESIGNS SYS INC COMMON STOCK 127387108 677,025.00 53,100.00 X 1 X
CALLOWAY GOLF CO COMMON STOCK 131193104 191,587.50 13,100.00 X 1 X
CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 4,299,075.00 77,200.00 X 1 X
CARLISLE COMMON STOCK 142339100 1,275,312.50 26,500.00 X 1 X
CARNIVAL CRUISE LINES COMMON STOCK 143658102 887,550.00 18,300.00 X 1 X
CARPENTER TECH COMMON STOCK 144285103 242,781.25 8,500.00 X 1 X
CATALINA MARKETING COMMON STOCK 148867104 220,800.00 2,400.00 X 1 X
CATERPILLAR COMMON STOCK 149123101 1,266,000.00 21,100.00 X 1 X
CBS CORPORATION COMMON STOCK 12490K107 3,800,781.25 87,500.00 X 1 X
CCB FINL CORP COMMON STOCK 124875105 280,237.50 5,300.00 X 1 X
CENDANT COPORATION COMMON STOCK 151313103 1,029,100.00 50,200.00 X 1 X
CENTERPOINT PROPERTIES CO COMMON STOCK 151895109 879,000.00 24,000.00 X 1 X
CENTOCOR COMMON STOCK 152342101 1,478,012.50 31,700.00 X 1 X
CENTURYTEL INC COMMON STOCK 156700106 1,282,931.26 32,275.00 X 1 X
CHAMPION INTL COMMON STOCK 158525105 689,400.00 14,400.00 X 1 X
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 10,131,313.50 116,956.00 X 1 X
CHEVRON COMMON STOCK 166751107 5,901,624.99 62,000.00 X 1 X
CHIRON COMMON STOCK 170040109 207,500.00 10,000.00 X 1 X
CINCINNATI BELL COMMON STOCK 171870108 571,068.75 22,900.00 X 1 X
CIRCUIT CITY STORES COMMON STOCK 172737108 3,320,100.00 35,700.00 X 1 X
CISCO SYSTEMS, INC. COMMON STOCK 17275R102 20,742,431.37 321,900.00 X 1 X
CITIGROUP INC COMMON STOCK 172967101 15,052,227.55 316,889.00 X 1 X
CITRIX SYSTEMS INC COMMON STOCK 177376100 904,000.00 16,000.00 X 1 X
CITY NATIONAL COMMON STOCK 178566105 280,781.25 7,500.00 X 1 X
CLAIRES STORES COMMON STOCK 179584107 1,486,250.00 58,000.00 X 1 X
CLEAR CHANNEL COMMUNICATI COMMON STOCK 184502102 627,331.25 9,100.00 X 1 X
CNF TRANSPORTATION COMMON STOCK 12612W104 295,487.50 7,700.00 X 1 X
COASTAL COMMON STOCK 190441105 3,364,000.00 84,100.00 X 1 X
COCA-COLA COMMON STOCK 191216100 10,125,000.01 162,000.00 X 1 X
COCA-COLA ENTERPRISES COMMON STOCK 191219104 1,362,550.00 45,800.00 X 1 X
COLGATE-PALMOLIVE COMMON STOCK 194162103 2,547,750.00 25,800.00 X 1 X
COLUMBIA HEALTHCARE COMMON STOCK 197677107 1,888,875.00 82,800.00 X 1 X
COMDISCO COMMON STOCK 200336105 702,125.00 27,400.00 X 1 X
COMERICA COMMON STOCK 200340107 927,225.00 15,600.00 X 1 X
COMPASS BANKSHARES COMMON STOCK 20449H109 471,425.00 17,300.00 X 1 X
COMPUTER SCIENCES COMMON STOCK 205363104 1,452,937.50 21,000.00 X 1 X
COMPUWARE COMMON STOCK 205638109 1,651,068.75 51,900.00 X 1 X
COMVERSE TECHNOLOGY COMMON STOCK 205862402 3,733,475.00 49,450.00 X 1 X
CONCORD EFS INC COMMON STOCK 206197105 4,658,606.25 110,100.00 X 1 X
CONSOLIDATED EDISON COMMON STOCK 209115104 466,075.00 10,300.00 X 1 X
CONSOLIDATED NATL GAS COMMON STOCK 209615103 249,075.00 4,100.00 X 1 X
CONSOLIDATED PAPERS COMMON STOCK 209759109 460,100.00 17,200.00 X 1 X
CONVERGYS CORP COMMON STOCK 212485106 517,825.00 26,900.00 X 1 X
COORS (ADOLPH) COMMON STOCK 217016104 836,550.00 16,900.00 X 1 X
CORDANT TECHNOLOGIES COMMON STOCK 218412104 311,793.75 6,900.00 X 1 X
CORNING COMMON STOCK 219350105 995,775.00 14,200.00 X 1 X
COSTO COMPANIES INC COMMON STOCK 22160Q102 1,673,306.25 20,900.00 X 1 X
CRANE COMMON STOCK 224399105 3,379,531.25 107,500.00 X 1 X
CROMPTON & KNOWLES COMMON STOCK 227111101 498,843.75 25,500.00 X 1 X
CVS CORP COMMON STOCK 126650100 1,116,500.00 22,000.00 X 1 X
CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 645,150.00 39,100.00 X 1 X
CYPRUS AMAX MINERALS COMMON STOCK 232809103 596,868.75 39,300.00 X 1 X
CYTEC INDUSTRIES COMMON STOCK 232820100 889,312.50 27,900.00 X 1 X
DAIMLERCHRYSLER AG COMMON FOREIGN D1668R123 933,187.50 10,500.00 X 1 X
DAYTON-HUDSON COMMON STOCK 239753106 1,105,000.00 17,000.00 X 1 X
DELL COMPUTER COMMON STOCK 247025109 6,382,500.00 172,500.00 X 1 X
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 1,020,264.04 54,963.72 X 1 X
DELTA AIR LINES COMMON STOCK 247361108 472,525.00 8,200.00 X 1 X
DENTSPLY INTERNATIONAL IN COMMON STOCK 249030107 259,875.00 9,000.00 X 1 X
DEVELOPERS DIVER REALTY C COMMON STOCK 251591103 997,500.00 60,000.00 X 1 X
DEXTER COMMON STOCK 252165105 371,393.75 9,100.00 X 1 X
DIAL CORP. COMMON STOCK 25247D101 602,437.50 16,200.00 X 1 X
DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 944,887.50 33,300.00 X 1 X
DIME BANCORP INC COMMON STOCK 25429Q102 835,187.50 41,500.00 X 1 X
DISNEY (WALT) COMMON STOCK 254687106 5,552,412.51 180,200.00 X 1 X
DOLLAR GENERAL COMMON STOCK 256669102 942,500.00 32,500.00 X 1 X
DONNELLEY & SONS COMMON STOCK 257867101 1,300,893.75 35,100.00 X 1 X
DOW CHEMICAL COMMON STOCK 260543103 2,918,125.00 23,000.00 X 1 X
DU PONT DE NEMOURS COMMON STOCK 263534109 5,663,106.25 82,900.00 X 1 X
DUKE ENERGY CORP COMMON STOCK 264399106 897,187.50 16,500.00 X 1 X
DUKE REALTY INVESTMENTS I COMMON STOCK 264411505 676,875.00 30,000.00 X 1 X
E M C COMMON STOCK 268648102 5,852,000.00 106,400.00 X 1 X
E TRADE GROUP INC COMMON STOCK 269246104 2,016,843.75 50,500.00 X 1 X
EASTMAN KODAK COMMON STOCK 277461109 1,300,800.00 19,200.00 X 1 X
EATON COMMON STOCK 278058102 1,269,600.00 13,800.00 X 1 X
ECOLAB COMMON STOCK 278865100 1,012,100.00 23,200.00 X 1 X
EDISON INTL COMMON STOCK 281020107 385,200.00 14,400.00 X 1 X
EL PASO ENERGY CORP DELAW COMMON STOCK 283905107 1,632,700.00 46,400.00 X 1 X
ELECTRONIC ARTS COMMON STOCK 285512109 737,800.00 13,600.00 X 1 X
ELECTRONICS FOR IMAGING COMMON STOCK 286082102 1,053,187.50 20,500.00 X 1 X
EMERSON ELEC COMMON STOCK 291011104 3,319,800.00 52,800.00 X 1 X
ENERGY EAST CORPORATION COMMON STOCK 29266M109 787,800.00 30,300.00 X 1 X
ENGELHARD COMMON STOCK 292845104 1,006,812.50 44,500.00 X 1 X
ENRON COMMON STOCK 293561106 2,387,100.00 29,200.00 X 1 X
ENRON OIL AND GAS COMMON STOCK 293562104 666,225.00 32,900.00 X 1 X
ENSCO INTERNATIONAL COMMON STOCK 26874Q100 697,812.50 35,000.00 X 1 X
EQUITY OFFICE PROPERTIES COMMON STOCK 294741103 4,010,440.63 156,505.00 X 1 X
EQUITY RESIDENTIAL PROP T COMMON STOCK 29476L107 730,012.51 16,200.00 X 1 X
ETHAN ALLEN INTERIORS COMMON STOCK 297602104 2,457,525.00 65,100.00 X 1 X
EVEREST REINSURANCE COMMON STOCK 299808105 606,825.00 18,600.00 X 1 X
EXPRESS SCRIPTS COMMON STOCK 302182100 258,806.25 4,300.00 X 1 X
EXXON COMMON STOCK 302290101 15,694,937.46 203,500.00 X 1 X
F M C COMMON STOCK 302491303 1,502,875.00 22,000.00 X 1 X
F P L GROUP COMMON STOCK 302571104 437,000.00 8,000.00 X 1 X
FASTENAL CO COMMON STOCK 311900104 650,225.00 12,400.00 X 1 X
FDX CORP COMMON STOCK 31304N107 542,500.00 10,000.00 X 1 X
FEDERAL MOGUL COMMON STOCK 313549107 499,200.00 9,600.00 X 1 X
FEDERAL NAT'L MORT. ASSOC COMMON STOCK 313586109 5,969,137.49 87,300.00 X 1 X
FEDERAL REALTY INVEST. TR COMMON STOCK 313747206 247,725.00 10,800.00 X 1 X
FEDERATED DEPARTMENT STOR COMMON STOCK 31410H101 3,006,850.00 56,800.00 X 1 X
FELCOR LODGING TRUST INC COMMON STOCK 31430F101 1,547,950.00 74,600.00 X 1 X
FERRO COMMON STOCK 315405100 442,750.00 16,100.00 X 1 X
FINOVA GROUP INC COMMON STOCK 317928109 873,575.00 16,600.00 X 1 X
FIRST DATA COMMON STOCK 319963104 1,468,125.00 30,000.00 X 1 X
FIRST SECURITY COMMON STOCK 336294103 440,087.50 16,150.00 X 1 X
FIRST TENNESSEE NATIONAL COMMON STOCK 337162101 551,700.00 14,400.00 X 1 X
FIRST UNION COMMON STOCK 337358105 3,148,999.99 67,000.00 X 1 X
FIRST VIRGINIA BANKS COMMON STOCK 337477103 869,512.50 17,700.00 X 1 X
FIRSTAR CORPORATION COMMON STOCK 33763V109 3,315,200.00 118,400.00 X 1 X
FIRSTMERIT CORP COMMON STOCK 337915102 232,918.75 8,300.00 X 1 X
FISERV INC. COMMON STOCK 337738108 3,172,739.10 101,325.00 X 1 X
FLEET/NORSTAR FINANCIAL COMMON STOCK 338915101 3,518,937.50 79,300.00 X 1 X
FORD MOTOR COMMON STOCK 345370100 3,414,468.75 60,500.00 X 1 X
FOUNDATION HEALTH SYSTEMS COMMON STOCK 350404109 3,670,500.00 244,700.00 X 1 X
FREDDIE MAC COMMON STOCK 313400301 5,289,600.00 91,200.00 X 1 X
FREEPORT MCMORAN B COMMON STOCK 35671D857 455,612.50 25,400.00 X 1 X
FREMONT GENERAL CORP COMMON STOCK 357288109 1,549,637.50 82,100.00 X 1 X
FRONTIER COMMON STOCK 35906P105 430,700.00 7,300.00 X 1 X
FULLER (H.B.) COMMON STOCK 359694106 2,256,375.00 33,000.00 X 1 X
G T E COMMON STOCK 362320103 6,575,100.02 86,800.00 X 1 X
GALILEO INTERNATIONAL INC COMMON STOCK 363547100 213,750.00 4,000.00 X 1 X
GANNETT COMMON STOCK 364730101 1,391,812.50 19,500.00 X 1 X
GAP STORES COMMON STOCK 364760108 2,810,925.00 55,800.00 X 1 X
GENCORP COMMON STOCK 368682100 255,025.00 10,100.00 X 1 X
GENERAL ELECTRIC COMMON STOCK 369604103 28,577,699.99 252,900.00 X 1 X
GENERAL GROWTH PROPERTIES COMMON STOCK 370021107 1,231,850.00 34,700.00 X 1 X
GENERAL INSTRUMENT CORPOR COMMON STOCK 370120107 514,250.00 12,100.00 X 1 X
GENERAL MOTORS COMMON STOCK 370442105 3,471,600.00 52,600.00 X 1 X
GENERAL MOTORS CL H COMMON STOCK 370442832 1,485,000.00 26,400.00 X 1 X
GENTEX CORP COMMON STOCK 371901109 243,600.00 8,700.00 X 1 X
GENZYME CORP. COMMON STOCK 372917104 727,500.00 15,000.00 X 1 X
GEORGIA-PACIFIC COMMON STOCK 373298108 1,743,400.00 36,800.00 X 1 X
GEORGIA-PACIFIC (TIMBER G COMMON STOCK 373298702 361,075.00 14,300.00 X 1 X
GILLETTE COMMON STOCK 375766102 1,922,900.00 46,900.00 X 1 X
GLOBAL MARINE COMMON STOCK 379352404 2,014,593.75 130,500.00 X 1 X
GOLDEN STATE BANCORP COMMON STOCK 381197102 327,800.00 14,900.00 X 1 X
GREAT LAKES CHEMICAL COMMON STOCK 390568103 492,868.75 10,700.00 X 1 X
GREENPOINT FINANCIAL CORP COMMON STOCK 395384100 216,562.50 6,600.00 X 1 X
GUIDANT COMMON STOCK 401698105 2,998,806.25 58,300.00 X 1 X
HALLIBURTON COMMON STOCK 406216101 1,991,000.00 44,000.00 X 1 X
HARCOURT GENERAL COMMON STOCK 41163G101 1,402,500.00 27,200.00 X 1 X
HARLEY DAVIDSON COMMON STOCK 412822108 609,000.00 11,200.00 X 1 X
HARSCO COMMON STOCK 415864107 1,651,200.00 51,600.00 X 1 X
HARTE HANKS COMMUNICATION COMMON STOCK 416196103 360,762.50 13,300.00 X 1 X
HARTFORD FINANCIAL SERVIC COMMON STOCK 416515104 1,807,687.50 31,000.00 X 1 X
HARTFORD LIFE - CL A COMMON STOCK 416592103 2,452,325.00 46,600.00 X 1 X
HASBRO COMMON STOCK 418056107 726,375.00 26,000.00 X 1 X
HEILIG-MEYERS COMMON STOCK 422893107 303,156.25 44,500.00 X 1 X
HEINZ COMMON STOCK 423074103 1,646,606.25 32,850.00 X 1 X
HERCULES COMMON STOCK 427056106 573,962.50 14,600.00 X 1 X
HEWLETT-PACKARD COMMON STOCK 428236103 9,286,199.99 92,400.00 X 1 X
HIBERNIA COMMON STOCK 428656102 3,146,912.50 200,600.00 X 1 X
HOLLYWOOD ENT. CORP COMMON STOCK 436141105 1,582,606.25 80,900.00 X 1 X
HOME DEPOT COMMON STOCK 437076102 7,397,425.01 114,800.00 X 1 X
HORACE MANN EDUCATORS COMMON STOCK 440327104 410,531.25 15,100.00 X 1 X
HUNTINGTON BANCSHARES COMMON STOCK 446150104 1,589,000.00 45,400.00 X 1 X
HUSSMANN INTERNATIONAL IN COMMON STOCK 448110106 834,750.00 50,400.00 X 1 X
ICN PHARMACEUTICALS COMMON STOCK 448924100 486,031.25 15,100.00 X 1 X
ILLINOIS TOOL WORKS COMMON STOCK 452308109 885,600.00 10,800.00 X 1 X
ILLINOVA COMMON STOCK 452317100 1,378,850.00 50,600.00 X 1 X
IMC FERTILIZER COMMON STOCK 449669100 454,725.00 25,800.00 X 1 X
IMS HEALTH INC COMMON STOCK 449934108 356,250.00 11,400.00 X 1 X
INFORMIX CORP COMMON STOCK 456779107 167,213.48 19,600.00 X 1 X
INGERSOLL-RAND COMMON STOCK 456866102 1,945,212.50 30,100.00 X 1 X
INTEL COMMON STOCK 458140100 17,374,000.45 292,000.01 X 1 X
INTERPUBLIC GROUP OF COS COMMON STOCK 460690100 1,117,462.50 12,900.00 X 1 X
INTIMATE BRANDS COMMON STOCK 461156101 1,999,698.75 42,210.00 X 1 X
INTL BUSINESS MACHINES COMMON STOCK 459200101 23,898,325.00 184,900.00 X 1 X
INTUIT INC COMMON STOCK 461202103 865,200.00 9,600.00 X 1 X
IVAX CORP COMMON STOCK 465823102 1,426,625.00 101,000.00 X 1 X
JABIL CIRCUIT INC COMMON STOCK 466313103 735,537.50 16,300.00 X 1 X
JACOBS ENGINEERING GRP COMMON STOCK 469814107 201,400.00 5,300.00 X 1 X
JOHNSON & JOHNSON COMMON STOCK 478160104 13,514,199.99 137,900.00 X 1 X
JONES APPAREL GROUP INC COMMON STOCK 480074103 717,131.25 20,900.00 X 1 X
JOSTENS COMMON STOCK 481088102 1,263,750.00 60,000.00 X 1 X
KANSAS CITY SOUTHERN INDU COMMON STOCK 485170104 957,187.50 15,000.00 X 1 X
KEANE CORP COMMON STOCK 486665102 389,150.00 17,200.00 X 1 X
KEEBLER FOODS CO COMMON STOCK 487256109 1,163,362.50 38,300.00 X 1 X
KEYCORP COMMON STOCK 493267108 1,949,987.50 60,700.00 X 1 X
KEYSPAN CORP COMMON STOCK 49337W100 717,400.00 27,200.00 X 1 X
KEYSTONE FINANCIAL INC COMMON STOCK 493482103 307,450.00 10,400.00 X 1 X
KIMBERLY-CLARK COMMON STOCK 494368103 4,354,800.00 76,400.00 X 1 X
KIMCO REALTY CORP COMMON STOCK 49446R109 2,159,700.00 55,200.00 X 1 X
KING WORLD PRODUCTIONS COMMON STOCK 495667107 515,225.00 14,800.00 X 1 X
KNIGHT-RIDDER COMMON STOCK 499040103 3,417,112.50 62,200.00 X 1 X
KOHLS CORP COMMON STOCK 500255104 741,000.00 9,600.00 X 1 X
KROGER COMMON STOCK 501044101 1,732,125.00 62,000.00 X 1 X
L S I LOGIC COMMON STOCK 502161102 3,662,325.00 79,400.00 X 1 X
LANCASTER COLONY COMMON STOCK 513847103 469,200.00 13,600.00 X 1 X
LATTICE SEMICONDUCTOR COMMON STOCK 518415104 628,725.00 10,100.00 X 1 X
LEAR SEATING CORP COMMON STOCK 521865105 2,781,025.00 55,900.00 X 1 X
LEGATO SYS INC COMMON STOCK 524651106 467,775.00 8,100.00 X 1 X
LEGG MASON COMMON STOCK 524901105 251,482.13 6,532.00 X 1 X
LEGGETT & PLATT COMMON STOCK 524660107 820,468.75 29,500.00 X 1 X
LEHMAN BROS HOLDING COMMON STOCK 524908100 1,568,700.00 25,200.00 X 1 X
LEXMARK INT'L GROUP A COMMON STOCK 529771107 8,284,237.50 125,400.00 X 1 X
LILLY (ELI) COMMON STOCK 532457108 7,556,437.50 105,500.00 X 1 X
LINCOLN NATIONAL COMMON STOCK 534187109 5,702,062.50 109,000.00 X 1 X
LINEAR TECH COMMON STOCK 535678106 1,782,125.00 26,500.00 X 1 X
LINENS 'N THINGS INC COMMON STOCK 535679104 201,250.00 4,600.00 X 1 X
LITTON INDUSTRIES COMMON STOCK 538021106 380,275.00 5,300.00 X 1 X
LOCKHEED MARTIN COMMON STOCK 539830109 4,525,875.00 121,500.00 X 1 X
LONGVIEW FIBRE COMMON STOCK 543213102 251,562.50 16,100.00 X 1 X
LORAL SPACE AND COMMUNICA COMMON STOCK G56462107 493,200.00 27,400.00 X 1 X
LOUIS DREYFUS NATURAL COR COMMON STOCK 546011107 580,031.25 26,900.00 X 1 X
LOWE'S COMMON STOCK 548661107 1,950,050.00 34,400.00 X 1 X
LUBRIZOL COMMON STOCK 549271104 283,400.00 10,400.00 X 1 X
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 20,162,463.76 298,980.00 X 1 X
LYONDELL PETROCHEMICAL COMMON STOCK 552078107 466,125.00 22,600.00 X 1 X
M. A. HANNA COMMON STOCK 410522106 1,612,518.75 98,100.00 X 1 X
MACERICH COMPANY COMMON STOCK 554382101 787,500.00 30,000.00 X 1 X
MACK-CALI REALTY CORP COMMON STOCK 554489104 1,949,062.50 63,000.00 X 1 X
MANDALAY RESORT GROUP COMMON STOCK 562567107 340,112.50 16,100.00 X 1 X
MANUFACTURED HOME COMMUNI COMMON STOCK 564682102 4,094,090.01 157,465.00 X 1 X
MARSHALL & ILSLEY COMMON STOCK 571834100 894,812.50 13,900.00 X 1 X
MATTEL COMMON STOCK 577081102 2,210,175.00 83,600.00 X 1 X
MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 1,509,550.00 22,700.00 X 1 X
MAYTAG COMMON STOCK 578592107 2,062,750.00 29,600.00 X 1 X
MBNA CORP COMMON STOCK 55262L100 1,482,250.00 48,400.00 X 1 X
MCCORMICK COMMON STOCK 579780206 694,375.00 22,000.00 X 1 X
MCDONALD'S COMMON STOCK 580135101 6,399,306.27 154,900.00 X 1 X
MCGRAW-HILL COMMON STOCK 580645109 706,581.25 13,100.00 X 1 X
MCI WORLDCOM INC COMMON STOCK 55268B106 12,975,040.71 150,763.00 X 1 X
MCN ENERGY GROUP COMMON STOCK 55267J100 334,075.00 16,100.00 X 1 X
MEAD COMMON STOCK 582834107 1,999,825.00 47,900.00 X 1 X
MEDIAONE GROUP COMMON STOCK 58440J104 1,234,625.00 16,600.00 X 1 X
MEDIMMUNE INC COMMON STOCK 584699102 657,175.00 9,700.00 X 1 X
MEDTRONICS COMMON STOCK 585055106 4,812,675.01 61,800.00 X 1 X
MENS WEARHOUSE COMMON STOCK 587118100 2,444,175.00 95,850.00 X 1 X
MERCK COMMON STOCK 589331107 18,994,172.03 256,678.00 X 1 X
MEREDITH COMMON STOCK 589433101 2,583,025.00 74,600.00 X 1 X
MERITOR AUTOMOTIVE INC COMMON STOCK 59000G100 2,231,250.00 87,500.00 X 1 X
MERRILL LYNCH COMMON STOCK 590188108 4,260,668.75 53,300.00 X 1 X
MGIC INVESTMENT COMMON STOCK 552848103 1,278,837.50 26,300.00 X 1 X
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 1,331,237.50 28,100.00 X 1 X
MICROSOFT COMMON STOCK 594918104 43,082,568.74 477,700.00 X 1 X
MIDAMERICAN ENERGY HOLDIN COMMON STOCK 59562V107 315,087.50 9,100.00 X 1 X
MINNESOTA MNG & MFG COMMON STOCK 604059105 878,068.75 10,100.00 X 1 X
MOBIL COMMON STOCK 607059102 9,880,200.02 99,800.00 X 1 X
MODIS PROFESSIONAL SERVIC COMMON STOCK 607830106 308,000.00 22,400.00 X 1 X
MOLEX COMMON STOCK 608554101 1,098,900.00 29,700.00 X 1 X
MONSANTO COMMON STOCK 611662107 911,006.25 23,100.00 X 1 X
MONTANA PWR COMMON STOCK 612085100 683,850.00 9,700.00 X 1 X
MORGAN (J.P.) COMMON STOCK 616880100 1,517,400.00 10,800.00 X 1 X
MORGAN STANLEY DEAN WITTE COMMON STOCK 617446448 6,139,750.00 59,900.00 X 1 X
MOTOROLA COMMON STOCK 620076109 9,948,749.99 105,000.00 X 1 X
MUELLER INDUSTRIES INC COMMON STOCK 624756102 1,276,050.00 37,600.00 X 1 X
MYLAN LABS COMMON STOCK 628530107 3,776,250.00 142,500.00 X 1 X
NABISCO GROUP HOLDINGS COMMON STOCK 62952P102 309,087.50 15,800.00 X 1 X
NABORS INDUSTRIES COMMON STOCK 629568106 2,925,168.75 119,700.00 X 1 X
NATIONAL CITY COMMON STOCK 635405103 2,384,200.00 36,400.00 X 1 X
NATIONAL FUEL GAS COMMON STOCK 636180101 417,100.00 8,600.00 X 1 X
NATIONWIDE FINANCIAL COMMON STOCK 638612101 669,700.00 14,800.00 X 1 X
NAVISTAR INTL COMMON STOCK 63934E108 2,180,000.00 43,600.00 X 1 X
NCR CORP COMMON STOCK 62886E108 888,387.50 18,200.00 X 1 X
NETWORK ASSOCIATES INC COMMON STOCK 640938106 301,828.13 20,550.00 X 1 X
NEW PLAN EXCEL REALTY TRU COMMON STOCK 648053106 1,080,000.00 60,000.00 X 1 X
NEW YORK TIMES COMMON STOCK 650111107 1,494,587.50 40,600.00 X 1 X
NEWBRIDGE NETWORK COMMON FOREIGN 650901101 4,206,125.00 146,300.00 X 1 X
NEWMONT MINING COMMON STOCK 651639106 488,925.00 24,600.00 X 1 X
NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 617,306.25 12,300.00 X 1 X
NIAGARA MOHAWK HOLDINGS I COMMON STOCK 653520106 1,193,443.75 74,300.00 X 1 X
NIKE CL B COMMON STOCK 654106103 823,062.49 13,000.00 X 1 X
NOBLE AFFILIATES COMMON STOCK 654894104 3,421,962.50 121,400.00 X 1 X
NOBLE DRILLING COMMON STOCK 655042109 549,281.25 27,900.00 X 1 X
NORTEL NETWORKS CORP COMMON FOREIGN 656569100 2,830,087.50 32,600.00 X 1 X
NORTH FORK BANCORPORATION COMMON STOCK 659424105 415,593.75 19,500.00 X 1 X
NORTHEAST UTIL COMMON STOCK 664397106 272,387.50 15,400.00 X 1 X
NOVA CORP/GA COMMON STOCK 669784100 807,500.00 32,300.00 X 1 X
NOVELLUS SYSTEM INC COMMON STOCK 670008101 307,125.00 4,500.00 X 1 X
NUCOR COMMON STOCK 670346105 697,331.25 14,700.00 X 1 X
OCEAN ENERGY INC COMMON STOCK 67481E106 169,400.00 17,600.00 X 1 X
OFFICEMAX INC COMMON STOCK 67622M108 523,200.00 43,600.00 X 1 X
OGDEN COMMON STOCK 676346109 1,672,818.75 62,100.00 X 1 X
OLD REPUBLIC INTL CORP COMMON STOCK 680223104 467,437.50 27,000.00 X 1 X
OLSTEN COMMON STOCK 681385100 104,156.25 16,500.00 X 1 X
OMNICOM GROUP COMMON STOCK 681919106 384,000.00 4,800.00 X 1 X
ORACLE SYSTEMS COMMON STOCK 68389X105 4,522,938.77 121,830.00 X 1 X
OWENS-ILLINOIS COMMON STOCK 690768403 1,487,281.25 45,500.00 X 1 X
OXFORD HEALTH PLANS INC COMMON STOCK 691471106 196,087.50 12,600.00 X 1 X
PACCAR COMMON STOCK 693718108 224,175.00 4,200.00 X 1 X
PACIFIC CENTURY FINANCIAL COMMON STOCK 694058108 685,687.50 31,800.00 X 1 X
PAPA JOHNS INTL INC COMMON STOCK 698813102 214,500.00 4,800.00 X 1 X
PATTERSON DENTAL CO COMMON STOCK 703412106 1,391,737.50 40,050.00 X 1 X
PECO ENERGY CO COMMON STOCK 693304107 506,687.50 12,100.00 X 1 X
PENTAIR COMMON STOCK 709631105 2,580,300.00 56,400.00 X 1 X
PEPSI BOTTLING GROUP COMMON STOCK 713409100 1,330,706.25 57,700.00 X 1 X
PEPSICO COMMON STOCK 713448108 9,393,324.99 242,800.00 X 1 X
PFIZER COMMON STOCK 717081103 34,834,649.99 317,400.00 X 1 X
PG & E CORP COMMON STOCK 69331C108 568,750.00 17,500.00 X 1 X
PHELPS DODGE COMMON STOCK 717265102 2,037,743.75 32,900.00 X 1 X
PHILIP MORRIS COMMON STOCK 718154107 8,969,849.98 223,200.00 X 1 X
PIER 1 COMMON STOCK 720279108 133,312.50 11,850.00 X 1 X
PIONEER NATURAL RESOURCES COMMON STOCK 723787107 380,600.00 34,600.00 X 1 X
PITTSTON BRINK'S GROUP COMMON STOCK 725701106 318,325.00 11,900.00 X 1 X
POST PROPERTIES, INC. COMMON STOCK 737464107 1,160,300.00 28,300.00 X 1 X
POTOMAC ELEC PWR COMMON STOCK 737679100 659,400.00 22,400.00 X 1 X
PREMARK INTL COMMON STOCK 740459102 2,996,250.00 79,900.00 X 1 X
PRENTISS PROPERTIES TRUST COMMON STOCK 740706106 282,000.00 12,000.00 X 1 X
PRICE T ROWE & ASSOC INC COMMON STOCK 741477103 683,075.00 17,800.00 X 1 X
PROCTER & GAMBLE COMMON STOCK 742718109 12,637,800.02 141,600.00 X 1 X
PROLOGIS TRUST COMMON STOCK 743410102 1,215,000.00 60,000.00 X 1 X
PROMUS HOTEL CORP COMMON STOCK 74342P106 368,900.00 11,900.00 X 1 X
PROVIDENT FINANCIAL GROUP COMMON STOCK 743866105 638,750.00 14,600.00 X 1 X
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 4,114,000.00 44,000.00 X 1 X
PUBLIC STORAGE INC COMMON STOCK 74460D109 1,680,000.00 60,000.00 X 1 X
PUBLIC SVC ENTERPRISE GRO COMMON STOCK 744573106 433,275.00 10,600.00 X 1 X
PUBLIC SVC OF NEW MEXICO COMMON STOCK 744499104 954,000.00 48,000.00 X 1 X
QUAKER OATS COMMON STOCK 747402105 1,493,437.50 22,500.00 X 1 X
QUALCOM COMMON STOCK 747525103 3,616,200.00 25,200.00 X 1 X
QUANTUM COMMON STOCK 747906105 586,237.50 24,300.00 X 1 X
QUESTAR COMMON STOCK 748356102 319,387.50 16,700.00 X 1 X
QUORUM HEALTH GROUP COMMON STOCK 749084109 203,512.50 16,200.00 X 1 X
R & B FALCON CORP COMMON STOCK 74912E101 1,298,437.50 138,500.00 X 1 X
R P M COMMON STOCK 749685103 261,050.00 18,400.00 X 1 X
RADIAN GROUP INC COMMON STOCK 750236101 3,084,950.00 63,200.00 X 1 X
RALSTON-RALSTON PURINA COMMON STOCK 751277302 1,509,700.00 49,600.00 X 1 X
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 447,950.00 13,600.00 X 1 X
RAYONIER COMMON STOCK 754907103 239,100.00 4,800.00 X 1 X
RAYTHEON COMMON STOCK 755111408 1,238,600.00 17,600.00 X 1 X
READERS DIGEST COMMON STOCK 755267101 1,641,675.00 41,300.00 X 1 X
REYNOLDS METALS COMMON STOCK 761763101 6,177,300.00 104,700.00 X 1 X
ROHM & HAAS COMMON STOCK 775371107 1,029,000.00 24,000.00 X 1 X
ROYAL DUTCH PETROLEUM COMMON FOREIGN 780257804 12,333,174.99 204,700.00 X 1 X
RYERSON TULL INC COMMON STOCK 78375P107 503,143.75 22,300.00 X 1 X
S C I SYSTEMS COMMON STOCK 783890106 745,750.00 15,700.00 X 1 X
S E I COMMON STOCK 784117103 202,975.00 2,300.00 X 1 X
SAFECO COMMON STOCK 786429100 1,967,975.00 44,600.00 X 1 X
SANMINA CORP COMMON STOCK 800907107 257,975.00 3,400.00 X 1 X
SANTA FE SNYDER CORP COMMON STOCK 80218K105 93,025.00 12,200.00 X 1 X
SBC COMMUNICATIONS COMMON STOCK 78387G103 9,129,199.99 157,400.00 X 1 X
SCHERING-PLOUGH COMMON STOCK 806605101 7,128,500.02 134,500.00 X 1 X
SCHLUMBERGER COMMON STOCK 806857108 3,263,984.38 51,250.00 X 1 X
SCHULMAN COMMON STOCK 808194104 745,937.50 43,400.00 X 1 X
SCHWAB CHARLES CORP NEW COMMON STOCK 808513105 6,218,925.00 56,600.00 X 1 X
SCIENTIFIC-ATLANTA COMMON STOCK 808655104 550,800.00 15,300.00 X 1 X
SEAGRAM COMMON FOREIGN 811850106 1,803,425.00 35,800.00 X 1 X
SEPRACOR INC COMMON STOCK 817315104 341,250.00 4,200.00 X 1 X
SIEBEL SYSTEMS INC COMMON STOCK 826170102 2,420,406.25 36,500.00 X 1 X
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 2,991,712.50 117,900.00 X 1 X
SMITH INTL COMMON STOCK 832110100 473,468.75 10,900.00 X 1 X
SMURFIT-STONE CONTAINER C COMMON STOCK 832727101 1,285,156.25 62,500.00 X 1 X
SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 1,421,350.00 43,400.00 X 1 X
SOLUTIA INC COMMON STOCK 834376105 479,531.25 22,500.00 X 1 X
SONAT COMMON STOCK 835415100 261,687.50 7,900.00 X 1 X
SONOCO PRODUCTS COMMON STOCK 835495102 2,017,787.50 67,400.00 X 1 X
SOTHEBY HLDGS INC COMMON STOCK 835898107 827,312.50 21,700.00 X 1 X
SOUTHERN COMMON STOCK 842587107 855,950.00 32,300.00 X 1 X
SOUTHTRUST COMMON STOCK 844730101 1,446,737.50 37,700.00 X 1 X
SOUTHWEST AIRLINES COMMON STOCK 844741108 578,925.00 18,600.00 X 1 X
SPIEKER PROPERTIES COMMON STOCK 848497103 1,166,250.00 30,000.00 X 1 X
SPRINT COMMON STOCK 852061100 4,108,812.51 77,800.00 X 1 X
SPRINT CORP (PCS GROUP) COMMON STOCK 852061506 1,610,925.00 28,200.00 X 1 X
SPX CORP. COMMON STOCK 784635104 1,778,550.00 21,300.00 X 1 X
ST JUDE MEDICAL COMMON STOCK 790849103 2,436,750.00 68,400.00 X 1 X
ST. PAUL COMMON STOCK 792860108 1,603,350.00 50,400.00 X 1 X
STAPLES COMMON STOCK 855030102 386,718.75 12,500.00 X 1 X
STARBUCKS, CORP COMMON STOCK 855244109 1,904,418.75 50,700.00 X 1 X
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A203 1,256,118.75 41,100.00 X 1 X
STERIS CORP COMMON STOCK 859152100 833,125.00 43,000.00 X 1 X
STERLING COMMERCE INC COMMON STOCK 859205106 722,700.00 19,800.00 X 1 X
STERLING SOFTWARE COMMON STOCK 859547101 341,600.00 12,800.00 X 1 X
STEWART & STEVENSON SVC COMMON STOCK 860342104 509,350.00 33,400.00 X 1 X
STORAGE TECH COMMON STOCK 862111200 277,550.00 12,200.00 X 1 X
STRYKER COMMON STOCK 863667101 1,082,250.00 18,000.00 X 1 X
SUMMIT BANCORP COMMON STOCK 866005101 1,338,000.00 32,000.00 X 1 X
SUMMIT PROPERTIES INC COMMON STOCK 866239106 1,955,250.00 99,000.00 X 1 X
SUN MICROSYSTEMS COMMON STOCK 866810104 4,129,262.88 59,953.00 X 1 X
SUNGARD DATA SYSTEMS COMMON STOCK 867363103 907,350.00 26,300.00 X 1 X
SUNTRUST BANKS COMMON STOCK 867914103 3,548,256.25 51,100.00 X 1 X
SWIFT TRANSPORTATION CO I COMMON STOCK 870756103 1,172,600.00 53,300.00 X 1 X
SYBRON CORP COMMON STOCK 87114F106 2,094,750.00 76,000.00 X 1 X
SYMBOL TECH COMMON STOCK 871508107 619,500.01 16,800.00 X 1 X
SYNOPSYS INC COMMON STOCK 871607107 612,581.25 11,100.00 X 1 X
T R W COMMON STOCK 872649108 888,975.00 16,200.00 X 1 X
TCF FINANCIAL COMMON STOCK 872275102 404,187.50 14,500.00 X 1 X
TECH DATA COMMON STOCK 878237106 413,100.00 10,800.00 X 1 X
TECUMSEH CL A COMMON STOCK 878895200 248,306.25 4,100.00 X 1 X
TELECOM CORP OF NEW ZEALA COMMON FOREIGN 879278208 660,318.75 18,900.00 X 1 X
TELEFLEX COMMON STOCK 879369106 217,187.50 5,000.00 X 1 X
TELEPHONE & DATA SYSTEMS COMMON STOCK 879433100 606,418.75 8,300.00 X 1 X
TELLABS COMMON STOCK 879664100 1,094,512.50 16,200.00 X 1 X
TERADYNE COMMON STOCK 880770102 1,191,050.00 16,600.00 X 1 X
TEXACO COMMON STOCK 881694103 4,668,687.53 74,699.00 X 1 X
TEXAS INSTRUMENTS COMMON STOCK 882508104 5,292,500.00 36,500.00 X 1 X
TEXAS UTILITIES CO (HLDG) COMMON STOCK 882848104 387,750.00 9,400.00 X 1 X
TEXTRON COMMON STOCK 883203101 3,201,956.25 38,900.00 X 1 X
THE PMI GROUP COMMON STOCK 69344M101 822,843.75 13,100.00 X 1 X
TIDEWATER COMMON STOCK 886423102 256,200.00 8,400.00 X 1 X
TIME WARNER COMMON STOCK 887315109 7,239,750.00 98,500.00 X 1 X
TIMES MIRROR COMMON STOCK 887364107 1,137,600.00 19,200.00 X 1 X
TJX COMMON STOCK 872540109 2,301,893.75 69,100.00 X 1 X
TOSCO COMMON STOCK 891490302 1,169,781.26 45,100.00 X 1 X
TOWER AUTO COMMON STOCK 891707101 478,225.00 18,800.00 X 1 X
TRANSOCEAN OFFSHORE INC COMMON STOCK G90076103 420,000.00 16,000.00 X 1 X
TRINITY INDS INC COMMON STOCK 896522109 234,500.00 7,000.00 X 1 X
TYCO INTERNATIONAL COMMON STOCK 902124106 12,923,900.00 136,400.00 X 1 X
TYSON FOODS COMMON STOCK 902494103 864,000.01 38,400.00 X 1 X
U S TRUST COMMON STOCK 91288L105 203,500.00 2,200.00 X 1 X
UCAR INTERNATIONAL INC COMMON STOCK 90262K109 398,950.00 15,800.00 X 1 X
ULTRAMAR DIAMOND SHAMROCK COMMON STOCK 904000106 450,210.00 20,640.00 X 1 X
UNICOM COMMON STOCK 904911104 1,291,843.75 33,500.00 X 1 X
UNIFI COMMON STOCK 904677101 507,875.00 23,900.00 X 1 X
UNILEVER N.V. COMMON FOREIGN 904784709 3,375,152.12 48,389.28 X 1 X
UNION PACIFIC COMMON STOCK 907818108 3,160,537.50 54,200.00 X 1 X
UNION PACIFIC RESOURCES G COMMON STOCK 907834105 1,185,918.75 72,700.00 X 1 X
UNION PLANTERS COMMON STOCK 908068109 1,054,625.00 23,600.00 X 1 X
UNITED BANKSHARES COMMON STOCK 909907107 545,900.00 20,600.00 X 1 X
UNITED RENTALS INC COMMON STOCK 911363109 784,700.00 26,600.00 X 1 X
UNITED TECH COMMON STOCK 913017109 1,942,731.26 27,100.00 X 1 X
UNIVISION COMMUNICATION I COMMON STOCK 914906102 805,200.00 12,200.00 X 1 X
UNUM COMMON STOCK 903192102 1,215,450.00 22,200.00 X 1 X
US BANCORP COMMON STOCK 902973106 1,033,600.00 30,400.00 X 1 X
USX-MARATHON GROUP COMMON STOCK 902905827 745,681.25 22,900.00 X 1 X
V F COMMON STOCK 918204108 457,425.00 10,700.00 X 1 X
VALASSIS COMMUNICATION COMMON STOCK 918866104 1,563,887.50 42,700.00 X 1 X
VALERO ENERGY CORP COMMON STOCK 91913Y100 207,943.75 9,700.00 X 1 X
VARCO INTL COMMON STOCK 922126107 131,250.00 12,000.00 X 1 X
VERITAS SOFTWARE CORP COMMON STOCK 923436109 1,395,581.25 14,700.00 X 1 X
VIACOM -CL B COMMON STOCK 925524308 1,359,600.00 30,900.00 X 1 X
VIAD CORP COMMON STOCK 92552R109 495,000.00 16,000.00 X 1 X
VISHAY INTERTECH. INC COMMON STOCK 928298108 337,050.00 16,050.00 X 1 X
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 1,382,468.75 20,500.00 X 1 X
WADDELL & REED FINANCIAL COMMON STOCK 930059100 526,800.00 19,200.00 X 1 X
WALLACE COMPUTER SVC COMMON STOCK 932270101 830,000.00 33,200.00 X 1 X
WAL-MART STORES COMMON STOCK 931142103 18,011,725.00 373,300.00 X 1 X
WARNACO GROUP INC COMMON STOCK 934390105 280,875.00 10,500.00 X 1 X
WARNER-LAMBERT COMMON STOCK 934488107 5,945,437.50 85,700.00 X 1 X
WASHINGTON POST CLASS B COMMON STOCK 939640108 752,850.00 1,400.00 X 1 X
WASTE MANAGEMENT INC COMMON STOCK 94106L109 2,709,967.51 50,418.00 X 1 X
WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 703,200.00 19,200.00 X 1 X
WELLS FARGO & CO (NEW) COMMON STOCK 949746101 7,541,100.00 176,400.00 X 1 X
WENDY'S INTL COMMON STOCK 950590109 1,265,568.75 44,700.00 X 1 X
WESTVACO COMMON STOCK 961548104 640,900.00 22,100.00 X 1 X
WEYERHAEUSER COMMON STOCK 962166104 577,500.00 8,400.00 X 1 X
WHITMAN COMMON STOCK 96647R107 288,000.00 16,000.00 X 1 X
WILLAMETTE INDUSTRIES COMMON STOCK 969133107 999,556.25 21,700.00 X 1 X
WILLIAMS COMMON STOCK 969457100 434,137.50 10,200.00 X 1 X
WILLIAMS SONOMA COMMON STOCK 969904101 229,762.50 6,600.00 X 1 X
XEROX COMMON STOCK 984121103 2,746,406.24 46,500.00 X 1 X
XILINX, INC. COMMON STOCK 983919101 2,456,025.00 42,900.00 X 1 X
XIRCOM INC COMMON STOCK 983922105 402,837.50 13,400.00 X 1 X
YORK INTERNATIONAL COMMON STOCK 986670107 3,228,062.50 75,400.00 X 1 X
ZALE CORP. COMMON STOCK 988858106 1,256,000.00 31,400.00 X 1 X
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