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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT MANAGERS PURSUANT
TO SECTION 13(f) OF THE SECURITIES EXCHANGE ACT OF 1934 AND RULES THEREUNDER
REPORT FOR THE CALENDAR YEAR OR QUARTER ENDED SEPTEMBER 30, 1999
- --------------------------------------------------------------------------------
(PLEASE READ INSTRUCTIONS BEFORE PREPARING FORM.)
- --------------------------------------------------------------------------------
IF AMENDED REPORT CHECK HERE: |_|
ALLSTATE PENSION PLAN
- --------------------------------------------------------------------------------
NAME OF INSTITUTIONAL INVESTMENT MANAGER
3075 SANDERS ROAD SUITE G4A NORTHBROOK ILLINOIS 60062-7127
- --------------------------------------------------------------------------------
BUSINESS ADDRESS (STREET) (CITY) (STATE) (ZIP)
JOSEPH A. HAAS (847)402-7581 ASSISTANT VICE PRESIDENT, INVESTMENT OPERATIONS
- --------------------------------------------------------------------------------
NAME, PHONE NO., AND TITLE OF PERSON DULY AUTHORIZED TO SUBMIT THIS REPORT.
- ------------------------------------ATTENTION-----------------------------------
INTENTIONAL MISSTATEMENTS OR OMISSIONS OF FACTS CONSTITUTE
FEDERAL CRIMINAL VIOLATIONS.
SEE 18 U.S.C. 1001 AND 15 U.S.C. 78FF(A).
- --------------------------------------------------------------------------------
THE INSTITUTIONAL INVESTMENT MANAGER SUBMITTING THIS FORM AND ITS
ATTACHMENTS AND THE PERSON BY WHOM IT IS SIGNED REPRESENT HEREBY THAT ALL
INFORMATION CONTAINED THEREIN IS TRUE, CORRECT AND COMPLETE. IT IS UNDERSTOOD
THAT ALL REQUIRED ITEMS, STATEMENTS AND SCHEDULES ARE CONSIDERED INTEGRAL PARTS
OF THIS FORM AND THAT THE SUBMISSION OF ANY AMENDMENT REPRESENTS THAT ALL
UNAMENDED ITEMS, STATEMENTS AND SCHEDULES REMAIN TRUE, CORRECT AND COMPLETE AS
PREVIOUSLY SUBMITTED.
PURSUANT TO THE REQUIREMENTS OF SECURITIES EXCHANGE ACT OF 1934, THE
UNDERSIGNED INSTITUTIONAL INVESTMENT MANAGER HAS CAUSED THIS REPORT TO BE SIGNED
ON ITS BEHALF IN ON THE THE 8 DAY OF NOVEMBER, 1999.
ALLSTATE 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: AGENTS PENSION PLAN
<TABLE>
<CAPTION>
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(SEC USE ONLY)
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ITEM 1: ITEM 2: ITEM 3: ITEM 4: ITEM 5: ITEM 6: ITEM 7: ITEM 8:
INVESTMENT DISCRETION VOTING AUTHORITY
--------------------- (SHARES)
TITLE FAIR SHARES OR (A) (B) (C) MANA- ----------------
NAME OF ISSUER OF CUSIP MARKET PRINCIPAL SOLE SHARED SHARED GERS (A) (B) (C)
CLASS NUMBER VALUE AMOUNT OTHER SOLE SHARED NONE
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
A D C TELECOM COMMON STOCK 000886101 1,799,119 42,900 X 1 X
AFLAC CORP COMMON STOCK 001055102 1,721,063 41,100 X 1 X
AGCO CORP COMMON STOCK 001084102 135,200 10,400 X 1 X
AES CORP COMMON STOCK 00130H105 448,400 7,600 X 1 X
AK STEEL HOLDING COMMON STOCK 001547108 1,368,750 75,000 X 1 X
AMB PROPERTY CORP COMMON STOCK 00163T109 1,525,500 72,000 X 1 X
AT & T COMMON STOCK 001957109 9,169,365 210,790 X 1 X
AT&T CORP - LIBERTY MEDIA COMMON STOCK 001957208 916,988 24,700 X 1 X
ABBOTT LABS COMMON STOCK 002824100 2,804,025 76,300 X 1 X
AMBERCROMBIE & FITCH CL A COMMON STOCK 002896207 756,188 22,200 X 1 X
ACNIELSEN CORP COMMON STOCK 004833109 233,681 10,300 X 1 X
ALCAN ALUMINUM COMMON FOREIGN 013716105 403,125 12,900 X 1 X
ALUMINUM CO OF AMERICA COMMON STOCK 013817101 2,221,838 35,800 X 1 X
ALLEGHENY ENERGY COMMON STOCK 017361106 1,721,056 54,100 X 1 X
ALLIED-SIGNAL COMMON STOCK 019512102 3,254,606 54,300 X 1 X
ALLTEL COMMON STOCK 020039103 1,491,950 21,200 X 1 X
ALTERA COMMON STOCK 021441100 1,956,213 45,100 X 1 X
AMEREN CORPORATION COMMON STOCK 023608102 230,656 6,100 X 1 X
AMERICA ON-LINE COMMON STOCK 02364J104 10,296,000 99,000 X 1 X
AMERICAN ELEC PWR COMMON STOCK 025537101 812,175 23,800 X 1 X
AMERICAN EXPRESS COMMON STOCK 025816109 4,334,925 32,200 X 1 X
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 4,042,100 97,400 X 1 X
AMERICAN INTL COMMON STOCK 026874107 10,730,348 123,426 X 1 X
AMERICAN POWER CONVERSION COMMON STOCK 029066107 739,100 38,900 X 1 X
AMERICAN STANDARD COMPANIES COMMON STOCK 029712106 1,815,138 47,300 X 1 X
AMERICAN WATER WORKS COMMON STOCK 030411102 463,000 16,000 X 1 X
AMERITECH NEW COMMON STOCK 030954101 6,785,937 101,000 X 1 X
AMGEN COMMON STOCK 031162100 4,107,600 50,400 X 1 X
AMSOUTH COMMON STOCK 032165102 1,291,406 55,100 X 1 X
ANALOG DEVICES COMMON STOCK 032654105 2,321,625 45,300 X 1 X
ANHEUSER BUSCH COMMON STOCK 035229103 4,098,656 58,500 X 1 X
APARTMENT INVT & MGMT CO COMMON STOCK 03748R101 2,325,600 60,800 X 1 X
APPLE COMPUTER COMMON STOCK 037833100 2,323,569 36,700 X 1 X
APPLIED MATERIALS COMMON STOCK 038222105 668,113 8,600 X 1 X
ARDEN REALTY INC COMMON STOCK 039793104 1,305,000 60,000 X 1 X
ARROW ELECTRONICS INC COMMON STOCK 042735100 218,550 12,400 X 1 X
ASSOCIATED BANC-CORP COMMON STOCK 045487105 803,363 22,200 X 1 X
ASSOCIATES FIRST CAPITAL CRP COMMON STOCK 046008108 1,141,704 31,714 X 1 X
ATLANTIC RICHFIELD COMMON STOCK 048825103 1,063,500 12,000 X 1 X
ATMEL CORP COMMON STOCK 049513104 743,875 22,000 X 1 X
AUTOMATIC DATA PROCESSING COMMON STOCK 053015103 981,750 22,000 X 1 X
BJ SERVICES COMMON STOCK 055482103 1,695,606 53,300 X 1 X
BRITISH PETROLEUM COMMON FOREIGN 055622104 1,152,450 10,400 X 1 X
BANKAMERICA REALTY INVESTORS COMMON STOCK 05564E106 1,651,688 69,000 X 1 X
BMC SOFTWARE COMMON STOCK 055921100 1,774,750 24,800 X 1 X
BANK OF AMERICA CORP COMMON STOCK 060505104 7,144,762 128,301 X 1 X
BANK OF NEW YORK COMMON STOCK 064057102 3,480,844 104,100 X 1 X
BANK ONE CORPORATION COMMON STOCK 06423A103 3,617,158 103,904 X 1 X
BARD COMMON STOCK 067383109 249,431 5,300 X 1 X
BARNES & NOBLE COMMON STOCK 067774109 293,800 11,300 X 1 X
BARRICK GOLD COMMON FOREIGN 067901108 3,177,675 146,100 X 1 X
BARRETT RES COMMON STOCK 068480201 2,426,794 65,700 X 1 X
BAXTER INTL COMMON STOCK 071813109 2,289,500 38,000 X 1 X
BECTON DICKINSON COMMON STOCK 075887109 561,250 20,000 X 1 X
BELL ATLANTIC COMMON STOCK 077853109 10,985,400 163,200 X 1 X
BELLSOUTH COMMON STOCK 079860102 6,187,500 137,500 X 1 X
AH BELO COMMON STOCK 080555105 434,138 22,700 X 1 X
BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 307,219 8,700 X 1 X
BERGEN BRUNSWIG CORP COMMON STOCK 083739102 232,400 22,400 X 1 X
BESTFOODS INC COMMON STOCK 08658U101 2,735,400 56,400 X 1 X
BIOGEN COMMON STOCK 090597105 2,577,169 32,700 X 1 X
BLOCK (H & R) COMMON STOCK 093671105 999,063 23,000 X 1 X
BOEING COMMON STOCK 097023105 4,279,465 100,398 X 1 X
BORG-WARNER AUTOMOTIVE INC COMMON STOCK 099724106 3,779,700 87,900 X 1 X
BOSTON PROPERTIES INC COMMON STOCK 101121101 2,393,625 78,000 X 1 X
BOWATER COMMON STOCK 102183100 1,128,750 21,500 X 1 X
BRINKER INT'L COMMON STOCK 109641100 303,800 11,200 X 1 X
BRISTOL-MYERS-SQUIBB COMMON STOCK 110122108 18,133,200 268,640 X 1 X
CRACKER BARREL OLD COUNTRY COMMON STOCK 12489V106 232,500 15,000 X 1 X
CBS CORPORATION COMMON STOCK 12490K107 3,542,750 76,600 X 1 X
C-CUBE MICROSYSTEMS INC COMMON STOCK 125015107 204,450 4,700 X 1 X
CDW COMPUTER CENTERS INC COMMON STOCK 125129106 1,216,988 24,900 X 1 X
CK WITKO CORPORATION COMMON STOCK 12562C108 316,949 21,765 X 1 X
C M S ENERGY COMMON STOCK 125896100 417,431 12,300 X 1 X
CNF TRANSPORTATION COMMON STOCK 12612W104 435,825 11,700 X 1 X
CVS CORP COMMON STOCK 126650100 608,106 14,900 X 1 X
CABOT COMMON STOCK 127055101 282,625 11,900 X 1 X
CADENCE DESIGNS SYS INC COMMON STOCK 127387108 463,750 35,000 X 1 X
CALLOWAY GOLF CO COMMON STOCK 131193104 159,656 13,100 X 1 X
CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 358,800 9,200 X 1 X
CARLISLE COMMON STOCK 142339100 406,850 10,300 X 1 X
CAROLINA PWR & LT COMMON STOCK 144141108 328,988 9,300 X 1 X
CARPENTER TECH COMMON STOCK 144285103 208,250 8,500 X 1 X
CATALINA MARKETING COMMON STOCK 148867104 203,550 2,400 X 1 X
CATERPILLAR COMMON STOCK 149123101 1,534,750 28,000 X 1 X
CENTERPOINT PROPERTIES CORP COMMON STOCK 151895109 793,500 24,000 X 1 X
CENTOCOR COMMON STOCK 152342101 755,456 12,900 X 1 X
CENTRAL & SOUTH WEST COMMON STOCK 152357109 458,413 21,700 X 1 X
CENTRAL HUDSON GAS & ELEC COMMON STOCK 153609102 311,063 7,900 X 1 X
CENTURYTEL INC COMMON STOCK 156700106 1,311,172 32,275 X 1 X
CERIDIAN CORP COMMON STOCK 15677T106 415,413 16,700 X 1 X
CHAMPION INTL COMMON STOCK 158525105 1,484,738 28,900 X 1 X
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 4,443,809 58,956 X 1 X
CHEVRON COMMON STOCK 166751107 5,502,500 62,000 X 1 X
CHIRON COMMON STOCK 170040109 838,931 30,300 X 1 X
CHRIS CRAFT INDS INC COMMON STOCK 170520100 319,913 5,700 X 1 X
CHURCH & DWIGHT COMMON STOCK 171340102 205,000 8,200 X 1 X
CINCINNATI BELL COMMON STOCK 171870108 1,685,231 86,700 X 1 X
CINERGY COMMON STOCK 172474108 1,741,219 61,500 X 1 X
CIRCUIT CITY STORES COMMON STOCK 172737108 476,719 11,300 X 1 X
CISCO SYSTEMS, INC. COMMON STOCK 17275R102 20,260,219 295,500 X 1 X
CINTAS COMMON STOCK 172908105 1,029,063 17,800 X 1 X
CITIGROUP INC COMMON STOCK 172967101 15,302,716 347,789 X 1 X
CITRIX SYSTEMS INC COMMON STOCK 177376100 966,225 15,600 X 1 X
CITY NATIONAL COMMON STOCK 178566105 828,994 24,700 X 1 X
CLAIRES STORES COMMON STOCK 179584107 960,625 58,000 X 1 X
CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 184502102 639,000 8,000 X 1 X
CLEVELAND-CLIFFS COMMON STOCK 185896107 317,475 10,200 X 1 X
COASTAL COMMON STOCK 190441105 4,273,875 104,400 X 1 X
COCA-COLA COMMON STOCK 191216100 8,699,313 181,000 X 1 X
COLGATE-PALMOLIVE COMMON STOCK 194162103 1,180,350 25,800 X 1 X
COLUMBIA HEALTHCARE COMMON STOCK 197677107 1,622,963 76,600 X 1 X
COMAIR COMMON STOCK 199789108 273,675 16,400 X 1 X
COMCAST CLASS A SPECIAL COMMON STOCK 200300200 1,674,750 42,000 X 1 X
COMDISCO COMMON STOCK 200336105 531,094 27,500 X 1 X
COMERICA COMMON STOCK 200340107 1,179,563 23,300 X 1 X
COMPAQ COMPUTER COMMON STOCK 204493100 2,052,906 89,500 X 1 X
COMPASS BANKSHARES COMMON STOCK 20449H109 872,500 34,900 X 1 X
COMPUTER SCIENCES COMMON STOCK 205363104 1,954,688 27,800 X 1 X
COMPUWARE COMMON STOCK 205638109 602,044 23,100 X 1 X
COMSAT CORP. COMMON STOCK 20564D107 396,975 13,400 X 1 X
COMVERSE TECHNOLOGY COMMON STOCK 205862402 1,315,659 13,950 X 1 X
CONCORD EFS INC COMMON STOCK 206197105 1,995,469 96,750 X 1 X
CONECTIV INC COMMON STOCK 206829103 296,338 15,100 X 1 X
CONSOLIDATED EDISON COMMON STOCK 209115104 1,319,700 31,800 X 1 X
CONSOLIDATED PAPERS COMMON STOCK 209759109 462,250 17,200 X 1 X
CONVERGYS CORP COMMON STOCK 212485106 433,894 21,900 X 1 X
COORS (ADOLPH) COMMON STOCK 217016104 914,713 16,900 X 1 X
CORDANT TECHNOLOGIES COMMON STOCK 218412104 210,019 6,900 X 1 X
CORNING COMMON STOCK 219350105 973,588 14,200 X 1 X
COSTO WHOLESALE CORP COMMON STOCK 22160K105 1,944,000 27,000 X 1 X
CUMMINS ENGINE COMMON STOCK 231021106 383,556 7,700 X 1 X
CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 404,200 18,800 X 1 X
CYTEC INDUSTRIES COMMON STOCK 232820100 314,400 13,100 X 1 X
DIIG GROUP INC COMMON STOCK 232949107 411,694 11,700 X 1 X
D P L COMMON STOCK 233293109 475,875 27,000 X 1 X
DQE COMMON STOCK 23329J104 356,038 9,100 X 1 X
DST SYSTEMS INC COMMON STOCK 233326107 437,938 7,700 X 1 X
DETROIT EDISON COMMON STOCK 233331107 263,713 7,300 X 1 X
DEAN FOODS COMMON STOCK 242361103 287,513 6,600 X 1 X
DEERE COMMON STOCK 244199105 909,156 23,500 X 1 X
DELL COMPUTER COMMON STOCK 247025109 8,546,475 204,400 X 1 X
DELTA AIR LINES COMMON STOCK 247361108 397,700 8,200 X 1 X
DEVELOPERS DIVER REALTY CORP COMMON STOCK 251591103 840,000 60,000 X 1 X
DEXTER COMMON STOCK 252165105 201,488 5,400 X 1 X
DIAL CORP. COMMON STOCK 25247D101 413,100 16,200 X 1 X
DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 1,111,388 33,300 X 1 X
DIME BANCORP INC COMMON STOCK 25429Q102 292,250 16,700 X 1 X
DISNEY (WALT) COMMON STOCK 254687106 4,662,675 180,200 X 1 X
DOLLAR GENERAL COMMON STOCK 256669102 398,288 12,900 X 1 X
DOLLAR TREE STORES INC COMMON STOCK 256747106 423,338 10,600 X 1 X
DOMINION RESOURCES COMMON STOCK 257470104 1,209,350 26,800 X 1 X
DONNELLEY & SONS COMMON STOCK 257867101 3,661,350 126,800 X 1 X
DOW CHEMICAL COMMON STOCK 260543103 2,886,075 25,400 X 1 X
DU PONT DE NEMOURS COMMON STOCK 263534109 4,081,912 67,054 X 1 X
DUKE ENERGY CORP COMMON STOCK 264399106 10,947,825 198,600 X 1 X
DUKE REALTY INVESTMENTS INC COMMON STOCK 264411505 941,850 48,300 X 1 X
E M C COMMON STOCK 268648102 7,550,944 105,700 X 1 X
ENSCO INTERNATIONAL COMMON STOCK 26874Q100 402,794 22,300 X 1 X
EOG RESOURCES INC COMMON STOCK 26875P101 325,125 15,300 X 1 X
E TRADE GROUP INC COMMON STOCK 269246104 491,150 20,900 X 1 X
EATON COMMON STOCK 278058102 1,191,113 13,800 X 1 X
ECOLAB COMMON STOCK 278865100 791,700 23,200 X 1 X
EDISON INTL COMMON STOCK 281020107 2,151,656 88,500 X 1 X
EL PASO ENERGY CORP DELAWARE COMMON STOCK 283905107 784,306 19,700 X 1 X
ELECTRONIC ARTS COMMON STOCK 285512109 644,137 8,900 X 1 X
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 682,894 12,900 X 1 X
EMERSON ELEC COMMON STOCK 291011104 4,770,656 75,500 X 1 X
ENERGY EAST CORPORATION COMMON STOCK 29266M109 2,318,000 97,600 X 1 X
ENGELHARD COMMON STOCK 292845104 1,522,294 83,700 X 1 X
ENRON COMMON STOCK 293561106 2,244,000 54,400 X 1 X
ENTERGY COMMON STOCK 29364G103 451,425 15,600 X 1 X
EQUITY OFFICE PROPERTIES COMMON STOCK 294741103 3,655,412 157,222 X 1 X
EQUITY RESIDENTIAL PROP TR COMMON STOCK 29476L107 686,475 16,200 X 1 X
ETHAN ALLEN INTERIORS COMMON STOCK 297602104 2,070,994 65,100 X 1 X
EVEREST REINSURANCE COMMON STOCK 299808105 442,913 18,600 X 1 X
EXPRESS SCRIPTS COMMON STOCK 302182100 336,475 4,300 X 1 X
EXXON COMMON STOCK 302290101 15,141,937 199,400 X 1 X
F P L GROUP COMMON STOCK 302571104 1,949,513 38,700 X 1 X
FASTENAL CO COMMON STOCK 311900104 325,163 6,900 X 1 X
FDX CORP COMMON STOCK 31304N107 387,500 10,000 X 1 X
FREDDIE MAC COMMON STOCK 313400301 4,565,600 87,800 X 1 X
FEDERAL MOGUL COMMON STOCK 313549107 264,600 9,600 X 1 X
FEDERAL NAT'L MORT. ASSOC COMMON STOCK 313586109 3,936,775 62,800 X 1 X
FEDERATED DEPARTMENT STORES COMMON STOCK 31410H101 1,970,306 45,100 X 1 X
FELCOR LODGING TRUST INC COMMON STOCK 31430F101 1,305,500 74,600 X 1 X
FIFTH THIRD BANCORP COMMON STOCK 316773100 1,922,664 31,600 X 1 X
FIRST DATA COMMON STOCK 319963104 943,313 21,500 X 1 X
FIRST SECURITY COMMON STOCK 336294103 602,856 25,350 X 1 X
FIRST TENNESSEE NATIONAL COMMON STOCK 337162101 405,000 14,400 X 1 X
FIRSTAR CORPORATION COMMON STOCK 33763V109 5,409,438 211,100 X 1 X
FISERV INC. COMMON STOCK 337738108 3,692,813 113,625 X 1 X
FIRSTMERIT CORP COMMON STOCK 337915102 263,900 10,400 X 1 X
FLEET/NORSTAR FINANCIAL COMMON STOCK 33901A108 2,904,363 79,300 X 1 X
FORD MOTOR COMMON STOCK 345370100 3,036,344 60,500 X 1 X
FOREST LABS COMMON STOCK 345838106 598,175 14,200 X 1 X
FOUNDATION HEALTH SYSTEMS COMMON STOCK 350404109 1,040,956 110,300 X 1 X
FRANKLIN RESOURCES COMMON STOCK 354613101 1,722,000 56,000 X 1 X
FREEPORT MCMORAN B COMMON STOCK 35671D857 395,288 25,400 X 1 X
FULLER (H.B.) COMMON STOCK 359694106 1,570,575 25,800 X 1 X
G T E COMMON STOCK 362320103 7,180,125 93,400 X 1 X
GANNETT COMMON STOCK 364730101 719,550 10,400 X 1 X
GAP STORES COMMON STOCK 364760108 1,785,600 55,800 X 1 X
GENERAL DYNAMICS COMMON STOCK 369550108 1,161,338 18,600 X 1 X
GENERAL ELECTRIC COMMON STOCK 369604103 29,984,456 252,900 X 1 X
GENERAL GROWTH PROPERTIES COMMON STOCK 370021107 1,093,050 34,700 X 1 X
GENERAL INSTRUMENT CORP COMMON STOCK 370120107 317,625 6,600 X 1 X
GENERAL MILLS COMMON STOCK 370334104 2,011,900 24,800 X 1 X
GENERAL MOTORS COMMON STOCK 370442105 2,611,906 41,500 X 1 X
GENERAL MOTORS CL H COMMON STOCK 370442832 778,600 13,600 X 1 X
GENZYME CORP. COMMON STOCK 372917104 585,813 13,000 X 1 X
GEORGIA-PACIFIC COMMON STOCK 373298108 1,332,450 32,900 X 1 X
GEORGIA-PACIFIC (TIMBER G) COMMON STOCK 373298702 311,100 13,600 X 1 X
GILLETTE COMMON STOCK 375766102 1,591,669 46,900 X 1 X
GLOBAL MARINE COMMON STOCK 379352404 2,059,619 125,300 X 1 X
GOLDEN STATE BANCORP COMMON STOCK 381197102 267,269 14,900 X 1 X
BF GOODRICH COMMON STOCK 382388106 690,200 23,800 X 1 X
GRACE COMMON STOCK 38388F108 417,625 26,000 X 1 X
GREAT LAKES CHEMICAL COMMON STOCK 390568103 407,269 10,700 X 1 X
GUIDANT COMMON STOCK 401698105 992,063 18,500 X 1 X
HALLIBURTON COMMON STOCK 406216101 1,463,700 35,700 X 1 X
M. A. HANNA COMMON STOCK 410522106 858,813 75,500 X 1 X
HANNAFORD BROTHERS COMMON STOCK 410550107 486,019 6,900 X 1 X
HARCOURT GENERAL COMMON STOCK 41163G101 478,688 11,500 X 1 X
HARLEY DAVIDSON COMMON STOCK 412822108 1,251,563 25,000 X 1 X
HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 843,600 30,400 X 1 X
HARSCO COMMON STOCK 415864107 997,263 36,100 X 1 X
HASBRO COMMON STOCK 418056107 705,294 32,900 X 1 X
HEALTH MANAGEMENT COMMON STOCK 421933102 311,963 42,300 X 1 X
HEINZ COMMON STOCK 423074103 3,149,750 73,250 X 1 X
HERCULES COMMON STOCK 427056106 417,925 14,600 X 1 X
HEWLETT-PACKARD COMMON STOCK 428236103 7,047,200 76,600 X 1 X
HIBERNIA COMMON STOCK 428656102 1,444,988 124,300 X 1 X
HOME DEPOT COMMON STOCK 437076102 9,387,900 136,800 X 1 X
HONEYWELL COMMON STOCK 438506107 1,814,394 16,300 X 1 X
HORACE MANN EDUCATORS COMMON STOCK 440327104 764,050 29,600 X 1 X
HORMEL COMMON STOCK 440452100 479,225 11,600 X 1 X
ICN PHARMACEUTICALS COMMON STOCK 448924100 259,531 15,100 X 1 X
IBP COMMON STOCK 449223106 348,094 14,100 X 1 X
IMC FERTILIZER COMMON STOCK 449669100 375,713 25,800 X 1 X
IMS HEALTH INC COMMON STOCK 449934108 524,688 23,000 X 1 X
ILLINOIS TOOL WORKS COMMON STOCK 452308109 805,275 10,800 X 1 X
ILLINOVA COMMON STOCK 452317100 1,995,244 71,100 X 1 X
INFORMIX CORP COMMON STOCK 456779107 127,000 16,000 X 1 X
INGERSOLL-RAND COMMON STOCK 456866102 1,653,619 30,100 X 1 X
INTEL COMMON STOCK 458140100 22,657,882 304,900 X 1 X
INTL BUSINESS MACHINES COMMON STOCK 459200101 20,196,800 166,400 X 1 X
INTL PAPER COMMON STOCK 460146103 1,047,763 21,800 X 1 X
INTERPUBLIC GROUP OF COS COMMON STOCK 460690100 1,061,025 25,800 X 1 X
INTERSTATE BAKERIES COMMON STOCK 46072H108 276,000 12,000 X 1 X
INTIMATE BRANDS COMMON STOCK 461156101 1,643,552 42,210 X 1 X
INTUIT INC COMMON STOCK 461202103 876,563 10,000 X 1 X
I P A L C O ENTERPRISES COMMON STOCK 462613100 270,181 13,900 X 1 X
JABIL CIRCUIT INC COMMON STOCK 466313103 841,500 17,000 X 1 X
JEFFERSON-PILOT COMMON STOCK 475070108 1,661,831 26,300 X 1 X
JOHNSON & JOHNSON COMMON STOCK 478160104 9,674,438 105,300 X 1 X
JONES APPAREL GROUP INC COMMON STOCK 480074103 1,345,500 46,800 X 1 X
KANSAS CITY PWR & LT COMMON STOCK 485134100 258,806 10,700 X 1 X
KANSAS CITY SOUTHERN IND COMMON STOCK 485170104 496,881 10,700 X 1 X
KEEBLER FOODS CO COMMON STOCK 487256109 2,951,650 98,800 X 1 X
KERR-MCGEE COMMON STOCK 492386107 1,057,200 19,200 X 1 X
KEYSPAN CORP COMMON STOCK 49337W100 778,600 27,200 X 1 X
KIMBERLY-CLARK COMMON STOCK 494368103 6,032,250 114,900 X 1 X
KIMCO REALTY CORP COMMON STOCK 49446R109 1,973,400 55,200 X 1 X
K N ENERGY COMMON STOCK 49455P101 2,889,950 128,800 X 1 X
KNIGHT-RIDDER COMMON STOCK 499040103 3,413,225 62,200 X 1 X
LG & E ENERGY COMMON STOCK 501917108 454,750 21,400 X 1 X
L S I LOGIC COMMON STOCK 502161102 1,555,300 30,200 X 1 X
LANCASTER COLONY COMMON STOCK 513847103 435,200 13,600 X 1 X
LANDS' END COMMON STOCK 515086106 376,200 5,700 X 1 X
LEAR SEATING CORP COMMON STOCK 521865105 2,118,288 60,200 X 1 X
LEGATO SYS INC COMMON STOCK 524651106 610,313 14,000 X 1 X
LEGG MASON COMMON STOCK 524901105 250,257 6,532 X 1 X
LEHMAN BROS HOLDING COMMON STOCK 524908100 373,200 6,400 X 1 X
LEXMARK INT'L GROUP A COMMON STOCK 529771107 5,675,250 70,500 X 1 X
LILLY (ELI) COMMON STOCK 532457108 13,792,000 215,500 X 1 X
LINCARE HOLDINGS INC COMMON STOCK 532791100 258,566 9,700 X 1 X
LINCOLN NATIONAL COMMON STOCK 534187109 1,622,700 43,200 X 1 X
LINEAR TECH COMMON STOCK 535678106 1,463,654 24,900 X 1 X
LITTON INDUSTRIES COMMON STOCK 538021106 235,425 4,300 X 1 X
LOCKHEED MARTIN COMMON STOCK 539830109 3,971,531 121,500 X 1 X
LONGVIEW FIBRE COMMON STOCK 543213102 200,244 16,100 X 1 X
LOWE'S COMMON STOCK 548661107 1,677,000 34,400 X 1 X
LUBRIZOL COMMON STOCK 549271104 929,888 36,200 X 1 X
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 16,438,028 253,380 X 1 X
MCN ENERGY GROUP COMMON STOCK 55267J100 527,656 30,700 X 1 X
MCI WORLDCOM INC COMMON STOCK 55268B106 9,492,028 132,063 X 1 X
MGIC INVESTMENT COMMON STOCK 552848103 2,048,475 42,900 X 1 X
MACERICH COMPANY COMMON STOCK 554382101 693,750 30,000 X 1 X
MACK-CALI REALTY CORP COMMON STOCK 554489104 1,689,188 63,000 X 1 X
MACROMEDIA INC COMMON STOCK 556100105 204,375 5,000 X 1 X
MANDALAY RESORT GROUP COMMON STOCK 562567107 317,975 16,100 X 1 X
MANPOWER COMMON STOCK 56418H100 393,188 13,500 X 1 X
MANUFACTURED HOME COMMUN COMMON STOCK 564682102 3,680,744 157,465 X 1 X
MARSH & MC LENNAN COMMON STOCK 571748102 671,300 9,800 X 1 X
MARSHALL & ILSLEY COMMON STOCK 571834100 793,169 13,900 X 1 X
MARRIOTT INTERNATIONAL INC COMMON STOCK 571903202 643,944 19,700 X 1 X
MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 1,375,445 21,800 X 1 X
MCCORMICK COMMON STOCK 579780206 727,375 22,000 X 1 X
MCDONALD'S COMMON STOCK 580135101 6,372,600 148,200 X 1 X
MEAD COMMON STOCK 582834107 402,188 11,700 X 1 X
MEDIAONE GROUP COMMON STOCK 58440J104 1,133,988 16,600 X 1 X
MEDIMMUNE INC COMMON STOCK 584699102 966,666 9,700 X 1 X
MEDTRONICS COMMON STOCK 585055106 2,115,800 59,600 X 1 X
MENS WEARHOUSE COMMON STOCK 587118100 1,746,875 81,250 X 1 X
MERCK COMMON STOCK 589331107 16,700,755 257,678 X 1 X
MERCURY INTERACTIVE CORP. COMMON STOCK 589405109 277,619 4,300 X 1 X
MEREDITH COMMON STOCK 589433101 2,599,975 71,600 X 1 X
MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 204,350 13,400 X 1 X
MERITOR AUTOMOTIVE INC COMMON STOCK 59000G100 2,052,013 98,300 X 1 X
MERRILL LYNCH COMMON STOCK 590188108 2,331,406 34,700 X 1 X
MICREL INC COMMON STOCK 594793101 208,200 4,800 X 1 X
MICROSOFT COMMON STOCK 594918104 41,522,906 458,500 X 1 X
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 534,300 10,400 X 1 X
MICRON TECH COMMON STOCK 595112103 2,203,219 33,100 X 1 X
MIDAMERICAN ENERGY HOLDINGS COMMON STOCK 59562V107 303,850 10,300 X 1 X
MILLER HERMAN COMMON STOCK 600544100 317,954 13,300 X 1 X
MINNESOTA MNG & MFG COMMON STOCK 604059105 2,920,300 30,400 X 1 X
MINNESOTA PWR & LT COMMON STOCK 604110106 210,750 12,000 X 1 X
MIRAGE RESORTS COMMON STOCK 60462E104 1,437,188 102,200 X 1 X
MOBIL COMMON STOCK 607059102 9,682,075 96,100 X 1 X
MODIS PROFESSIONAL SERVICES COMMON STOCK 607830106 296,800 22,400 X 1 X
MOLEX COMMON STOCK 608554101 727,500 20,000 X 1 X
MONSANTO COMMON STOCK 611662107 638,806 17,900 X 1 X
MONTANA PWR COMMON STOCK 612085100 566,138 18,600 X 1 X
MORGAN STANLEY DEAN WITTER COMMON STOCK 617446448 6,751,494 75,700 X 1 X
MOTOROLA COMMON STOCK 620076109 6,960,800 79,100 X 1 X
MUELLER INDUSTRIES INC COMMON STOCK 624756102 1,116,250 37,600 X 1 X
NCR CORP COMMON STOCK 62886E108 330,625 10,000 X 1 X
NABORS INDUSTRIES COMMON STOCK 629568106 2,730,000 109,200 X 1 X
NATIONAL FUEL GAS COMMON STOCK 636180101 405,813 8,600 X 1 X
NATIONAL iNSTRUMENTS CORP COMMON STOCK 636518102 212,063 6,000 X 1 X
NATIONAL SEMICONDUCTOR COMMON STOCK 637640103 427,000 14,000 X 1 X
NETWORK ASSOCIATES INC COMMON STOCK 640938106 450,394 23,550 X 1 X
NEW ENGLAND ELEC COMMON STOCK 644001109 498,000 9,600 X 1 X
NEW PLAN EXCEL REALTY TRUST COMMON STOCK 648053106 1,068,750 60,000 X 1 X
NEW YORK TIMES COMMON STOCK 650111107 1,522,500 40,600 X 1 X
NEWMONT MINING COMMON STOCK 651639106 3,247,313 125,500 X 1 X
NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 834,094 12,300 X 1 X
NIAGARA MOHAWK HOLDINGS INC COMMON STOCK 653520106 1,147,006 74,300 X 1 X
NICOR COMMON STOCK 654086107 357,000 9,600 X 1 X
NIKE CL B COMMON STOCK 654106103 739,375 13,000 X 1 X
NISOURCE INC COMMON STOCK 65473P105 252,225 11,400 X 1 X
NOBLE AFFILIATES COMMON STOCK 654894104 3,065,300 105,700 X 1 X
NOBLE DRILLING COMMON STOCK 655042109 610,313 27,900 X 1 X
NORTEL NETWORKS CORP COMMON FOREIGN 656569100 2,657,100 52,100 X 1 X
NORTHEAST UTIL COMMON STOCK 664397106 549,413 29,900 X 1 X
NOVA CORP/GA COMMON STOCK 669784100 752,500 30,100 X 1 X
NOVELLUS SYSTEM INC COMMON STOCK 670008101 303,469 4,500 X 1 X
NUCOR COMMON STOCK 670346105 1,157,288 24,300 X 1 X
OGE ENERGY CORP COMMON STOCK 670837103 287,025 12,900 X 1 X
OCEAN ENERGY INC COMMON STOCK 67481E106 1,184,806 116,300 X 1 X
OFFICEMAX INC COMMON STOCK 67622M108 102,300 17,600 X 1 X
OLD KENT FINANCIAL COMMON STOCK 679833103 282,150 7,600 X 1 X
OLSTEN COMMON STOCK 681385100 139,863 13,400 X 1 X
ORACLE SYSTEMS COMMON STOCK 68389X105 5,825,365 128,030 X 1 X
OUTBACK STEAKHOUSE INC COMMON STOCK 689899102 333,641 13,100 X 1 X
OWENS & MINOR COMMON STOCK 690732102 707,438 73,500 X 1 X
OWENS-ILLINOIS COMMON STOCK 690768403 901,469 45,500 X 1 X
OXFORD HEALTH PLANS INC COMMON STOCK 691471106 383,750 30,700 X 1 X
PECO ENERGY CO COMMON STOCK 693304107 1,282,500 34,200 X 1 X
PG & E CORP COMMON STOCK 69331C108 1,130,738 43,700 X 1 X
THE PMI GROUP COMMON STOCK 69344M101 803,194 19,650 X 1 X
PP & L RESOURCES INC COMMON STOCK 693499105 427,588 15,800 X 1 X
P P G INDUSTRIES COMMON STOCK 693506107 492,000 8,200 X 1 X
PACIFIC CENTURY FINANCIAL COMMON STOCK 694058108 649,913 31,800 X 1 X
PACIFICORP COMMON STOCK 695114108 317,975 15,800 X 1 X
PATTERSON DENTAL CO COMMON STOCK 703412106 1,984,978 40,050 X 1 X
PENTAIR COMMON STOCK 709631105 2,263,050 56,400 X 1 X
PEPSICO COMMON STOCK 713448108 5,429,875 179,500 X 1 X
PFIZER COMMON STOCK 717081103 10,033,750 279,200 X 1 X
PHELPS DODGE COMMON STOCK 717265102 1,007,644 18,300 X 1 X
PHILIP MORRIS COMMON STOCK 718154107 7,305,869 213,700 X 1 X
PIER 1 COMMON STOCK 720279108 79,988 11,850 X 1 X
PINNACLE WEST CAPITAL COMMON STOCK 723484101 3,102,788 85,300 X 1 X
PIONEER NATURAL RESOURCES CO COMMON STOCK 723787107 722,500 68,000 X 1 X
PLACER DOME COMMON FOREIGN 725906101 1,677,900 112,800 X 1 X
POST PROPERTIES, INC. COMMON STOCK 737464107 1,112,544 28,300 X 1 X
POTOMAC ELEC PWR COMMON STOCK 737679100 867,419 34,100 X 1 X
PRENTISS PROPERTIES TRUST COMMON STOCK 740706106 266,250 12,000 X 1 X
PRICE T ROWE & ASSOC INC COMMON STOCK 741477103 488,388 17,800 X 1 X
PRIDE INTL COMMON STOCK 741932107 529,194 37,300 X 1 X
PROCTER & GAMBLE COMMON STOCK 742718109 10,153,125 108,300 X 1 X
PROLOGIS TRUST COMMON STOCK 743410102 1,132,500 60,000 X 1 X
PROMUS HOTEL CORP COMMON STOCK 74342P106 478,669 14,700 X 1 X
PROVIDIAN FINANCIAL CORP COMMON STOCK 74406A102 2,850,750 36,000 X 1 X
PUBLIC SVC OF NEW MEXICO COMMON STOCK 744499104 1,007,400 55,200 X 1 X
PUBLIC SVC ENTERPRISE GROUP COMMON STOCK 744573106 1,460,025 37,800 X 1 X
PUBLIC STORAGE INC COMMON STOCK 74460D109 1,511,250 60,000 X 1 X
PUGET SOUND ENERGY COMMON STOCK 745332106 316,369 14,100 X 1 X
QUALCOM COMMON STOCK 747525103 2,137,819 11,300 X 1 X
QUANTUM COMMON STOCK 747906204 277,031 19,700 X 1 X
QUESTAR COMMON STOCK 748356102 302,688 16,700 X 1 X
QUORUM HEALTH GROUP COMMON STOCK 749084109 113,907 16,200 X 1 X
R G S ENERGY GROUP, INC. COMMON STOCK 74956K104 286,650 11,700 X 1 X
R P M COMMON STOCK 749685103 224,250 18,400 X 1 X
RADIAN GROUP INC COMMON STOCK 750236101 2,181,225 50,800 X 1 X
RALSTON-RALSTON PURINA COMMON STOCK 751277302 1,379,500 49,600 X 1 X
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 409,938 14,000 X 1 X
RAYTHEON COMMON STOCK 755111408 873,400 17,600 X 1 X
READERS DIGEST COMMON STOCK 755267101 538,200 18,400 X 1 X
RELIANT ENERGY INC COMMON STOCK 75952J108 495,244 18,300 X 1 X
RELIASTAR FINL COMMON STOCK 75952U103 857,850 25,800 X 1 X
REPUBLIC NEW YORK COMMON STOCK 760719104 1,456,069 23,700 X 1 X
REYNOLDS & REYNOLDS COMMON STOCK 761695105 250,613 12,300 X 1 X
REYNOLDS METALS COMMON STOCK 761763101 301,875 5,000 X 1 X
ROHM & HAAS COMMON STOCK 775371107 863,388 23,900 X 1 X
ROSS STORES COMMON STOCK 778296103 1,155,175 57,400 X 1 X
ROYAL DUTCH PETROLEUM COMMON FOREIGN 780257804 11,050,594 187,100 X 1 X
SBC COMMUNICATIONS COMMON STOCK 78387G103 9,410,819 184,300 X 1 X
S C I SYSTEMS COMMON STOCK 783890106 346,613 7,800 X 1 X
S E I COMMON STOCK 784117103 205,347 2,300 X 1 X
SPX CORP. COMMON STOCK 784635104 1,125,300 12,400 X 1 X
SAFECO COMMON STOCK 786429100 624,400 22,300 X 1 X
SAFEWAY INC COMMON STOCK 786514208 715,575 18,800 X 1 X
ST JUDE MEDICAL COMMON STOCK 790849103 771,750 24,500 X 1 X
SAKS HOLDINGS COMMON STOCK 79377W108 373,613 24,600 X 1 X
SANMINA CORP COMMON STOCK 800907107 735,063 9,500 X 1 X
SANTA FE SNYDER CORP COMMON STOCK 80218K105 1,346,400 149,600 X 1 X
SCANA COMMON STOCK 805898103 595,013 24,600 X 1 X
SCHERING-PLOUGH COMMON STOCK 806605101 6,818,588 156,300 X 1 X
SCHLUMBERGER COMMON STOCK 806857108 1,078,006 17,300 X 1 X
SCHULMAN COMMON STOCK 808194104 277,000 16,000 X 1 X
SCHWAB CHARLES CORP NEW COMMON STOCK 808513105 464,888 13,800 X 1 X
SEAGRAM COMMON FOREIGN 811850106 1,628,900 35,800 X 1 X
SEPRACOR INC COMMON STOCK 817315104 317,100 4,200 X 1 X
SIEBEL SYSTEMS INC COMMON STOCK 826170102 1,046,013 15,700 X 1 X
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 2,645,381 117,900 X 1 X
SMURFIT-STONE CONTAINER COMMON STOCK 832727101 2,210,075 102,200 X 1 X
SNYDER COMMUNICATIONS INC COMMON STOCK 832914105 191,363 12,600 X 1 X
SOLUTIA INC COMMON STOCK 834376105 454,025 25,400 X 1 X
SONOCO PRODUCTS COMMON STOCK 835495102 784,750 34,400 X 1 X
SOUTHERN COMMON STOCK 842587107 4,683,925 181,900 X 1 X
SOUTHWEST AIRLINES COMMON STOCK 844741108 478,406 31,500 X 1 X
SOVEREIGN BANCORP COMMON STOCK 845905108 130,951 14,400 X 1 X
SPIEKER PROPERTIES COMMON STOCK 848497103 1,040,625 30,000 X 1 X
SPRINT COMMON STOCK 852061100 4,220,650 77,800 X 1 X
SPRINT CORP (PCS GROUP) COMMON STOCK 852061506 2,102,663 28,200 X 1 X
STAPLES COMMON STOCK 855030102 547,494 25,100 X 1 X
STARBUCKS, CORP COMMON STOCK 855244109 817,783 33,000 X 1 X
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A203 917,044 41,100 X 1 X
STERIS CORP COMMON STOCK 859152100 155,375 11,300 X 1 X
STERLING COMMERCE INC COMMON STOCK 859205106 211,613 11,400 X 1 X
STERLING SOFTWARE COMMON STOCK 859547101 210,000 10,500 X 1 X
STEWART & STEVENSON SVC COMMON STOCK 860342104 339,938 25,900 X 1 X
STEWART ENTERPRISES COMMON STOCK 860370105 114,581 18,900 X 1 X
STRYKER COMMON STOCK 863667101 562,375 11,000 X 1 X
SUMMIT PROPERTIES INC COMMON STOCK 866239106 1,973,813 99,000 X 1 X
SUN MICROSYSTEMS COMMON STOCK 866810104 7,603,029 81,753 X 1 X
SUNGARD DATA SYSTEMS COMMON STOCK 867363103 584,138 22,200 X 1 X
SUNTRUST BANKS COMMON STOCK 867914103 3,359,825 51,100 X 1 X
SWIFT TRANSPORTATION CO INC COMMON STOCK 870756103 202,781 10,300 X 1 X
SYBRON CORP COMMON STOCK 87114F106 1,373,313 51,100 X 1 X
SYMANTEC CORP. COMMON STOCK 871503108 288,110 8,900 X 1 X
SYMBOL TECH COMMON STOCK 871508107 477,475 14,200 X 1 X
SYNOPSYS INC COMMON STOCK 871607107 634,566 11,300 X 1 X
TECO ENERGY COMMON STOCK 872375100 456,300 21,600 X 1 X
TJX COMMON STOCK 872540109 1,720,231 61,300 X 1 X
T R W COMMON STOCK 872649108 2,746,200 55,200 X 1 X
TANDY COMMON STOCK 875382103 542,719 10,500 X 1 X
TECH DATA COMMON STOCK 878237106 218,844 9,400 X 1 X
TECUMSEH CL A COMMON STOCK 878895200 205,513 4,100 X 1 X
TELECOM CORP OF NEW ZEALAND COMMON FOREIGN 879278208 604,800 18,900 X 1 X
TELEPHONE & DATA SYSTEMS COMMON STOCK 879433100 923,650 10,400 X 1 X
TEMPLE-INLAND COMMON STOCK 879868107 617,100 10,200 X 1 X
TERADYNE COMMON STOCK 880770102 951,750 27,000 X 1 X
TEXACO COMMON STOCK 881694103 4,715,374 74,699 X 1 X
TEXAS INSTRUMENTS COMMON STOCK 882508104 6,719,825 81,700 X 1 X
TEXAS UTILITIES CO (HLDG) COMMON STOCK 882848104 2,548,444 68,300 X 1 X
TEXTRON COMMON STOCK 883203101 3,009,888 38,900 X 1 X
3 COM COMMON STOCK 885535104 485,875 16,900 X 1 X
TIFFANY & CO COMMON STOCK 886547108 719,250 12,000 X 1 X
TIME WARNER COMMON STOCK 887315109 6,263,325 103,100 X 1 X
TIMES MIRROR COMMON STOCK 887364107 1,263,600 19,200 X 1 X
TOSCO COMMON STOCK 891490302 340,875 13,500 X 1 X
TRINITY INDS INC COMMON STOCK 896522109 216,125 7,000 X 1 X
TRUE NORTH COMMUNICATION COMMON STOCK 897844106 207,338 5,700 X 1 X
TYCO INTERNATIONAL COMMON STOCK 902124106 9,912,000 96,000 X 1 X
TYSON FOODS COMMON STOCK 902494103 665,719 40,500 X 1 X
UCAR INTERNATIONAL INC COMMON STOCK 90262K109 360,438 15,800 X 1 X
US BANCORP COMMON STOCK 902973106 1,823,325 60,400 X 1 X
US FOODSERVICE COMMON STOCK 90331R101 334,800 18,600 X 1 X
U S X- U.S. STEEL GROUP COMMON STOCK 90337T101 664,350 25,800 X 1 X
ULTRAMAR DIAMOND SHAMROCK COMMON STOCK 904000106 375,870 14,740 X 1 X
UNIFI COMMON STOCK 904677101 110,000 10,000 X 1 X
UNILEVER N.V. COMMON FOREIGN 904784709 3,296,520 48,389 X 1 X
UNICOM COMMON STOCK 904911104 461,719 12,500 X 1 X
UNION PACIFIC COMMON STOCK 907818108 2,604,988 54,200 X 1 X
UNION PACIFIC RESOURCES GRP COMMON STOCK 907834105 1,167,744 72,700 X 1 X
UNITED RENTALS INC COMMON STOCK 911363109 780,825 35,900 X 1 X
UNITED TECH COMMON STOCK 913017109 1,607,369 27,100 X 1 X
UNIVISION COMMUNICATION INC COMMON STOCK 914906102 1,277,588 15,700 X 1 X
UTILICORP UNITED COMMON STOCK 918005109 320,150 15,200 X 1 X
VALASSIS COMMUNICATION COMMON STOCK 918866104 1,876,131 42,700 X 1 X
VARCO INTL COMMON STOCK 922126107 146,250 12,000 X 1 X
VERITAS SOFTWARE CORP COMMON STOCK 923436109 2,133,844 28,100 X 1 X
VIACOM -CL B COMMON STOCK 925524308 1,432,275 33,900 X 1 X
VIAD CORP COMMON STOCK 92552R109 472,000 16,000 X 1 X
VISHAY INTERTECH. INC COMMON STOCK 928298108 309,938 13,050 X 1 X
VISX INC DEL COMMON STOCK 92844S105 751,391 9,500 X 1 X
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 990,350 11,600 X 1 X
WADDELL & REED FINANCIAL COMMON STOCK 930059100 426,000 19,200 X 1 X
WAL-MART STORES COMMON STOCK 931142103 17,940,575 377,200 X 1 X
WALLACE COMPUTER SVC COMMON STOCK 932270101 672,300 33,200 X 1 X
WARNER-LAMBERT COMMON STOCK 934488107 5,150,700 77,600 X 1 X
WASHINGTON POST CLASS B COMMON STOCK 939640108 714,000 1,400 X 1 X
WASTE MANAGEMENT INC COMMON STOCK 94106L109 446,600 23,200 X 1 X
WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 467,200 14,600 X 1 X
WELLS FARGO & CO (NEW) COMMON STOCK 949746101 9,280,175 234,200 X 1 X
WEYERHAEUSER COMMON STOCK 962166104 3,601,563 62,500 X 1 X
WHITMAN COMMON STOCK 96647R107 228,000 16,000 X 1 X
WHITTMAN-HART INC COMMON STOCK 966834103 228,810 5,900 X 1 X
WILLAMETTE INDUSTRIES COMMON STOCK 969133107 452,813 10,500 X 1 X
WILLIAMS COMMON STOCK 969457100 730,031 19,500 X 1 X
WISCONSIN ENERGY COMMON STOCK 976657106 450,000 19,200 X 1 X
XILINX, INC. COMMON STOCK 983919101 2,182,192 33,300 X 1 X
XEROX COMMON STOCK 984121103 1,224,575 29,200 X 1 X
YORK INTERNATIONAL COMMON STOCK 986670107 3,518,281 97,900 X 1 X
ZIONS UTAH BANCORP COMMON STOCK 989701107 1,041,863 18,900 X 1 X
LORAL SPACE AND COMM COMMON STOCK G56462107 496,719 28,900 X 1 X
TRANSOCEAN OFFSHORE INC COMMON STOCK G90076103 857,500 28,000 X 1 X
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