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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 03/31/99
- --------------------------------------------------------------------------------
(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 the the 21 day of April, 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 filled (other than the one filing this report): (List
in alphabetical order).
13F File Numbers will be assigned to Institutional Investment Managers after
they file their first report.
Name: 13F File No.:
- -------------------------------------------------------------- ---------------
1. Allstate Insurance Company 28-35
- -------------------------------------------------------------- ---------------
2.
- -------------------------------------------------------------- ---------------
3.
- -------------------------------------------------------------- ---------------
4.
- -------------------------------------------------------------- ---------------
5.
- -------------------------------------------------------------- ---------------
<PAGE>
FORM 13F
Name of Reporting Manager: ALLSTATE 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 000886101 3,276,131.25 68,700.00 X 1 X
AFLAC CORP COMMON 001055102 2,498,681.25 45,900.00 X 1 X
AES CORP COMMON 00130H105 316,625.00 8,500.00 X 1 X
AK STEEL HOLDING COMMON 001547108 1,556,812.50 69,000.00 X 1 X
A M R COMMON 001765106 1,897,425.00 32,400.00 X 1 X
AT & T COMMON 001957109 15,895,457.48 199,160.00 X 1 X
AT&T CORP - LIBERTY MEDIA -A COMMON 001957208 1,441,925.00 27,400.00 X 1 X
ABBOTT LABS COMMON 002824100 7,087,412.49 151,400.00 X 1 X
AMBERCROMBIE & FITCH CL A COMMON 002896207 3,772,000.00 41,000.00 X 1 X
ACNIELSEN CORP COMMON 004833109 618,450.00 22,800.00 X 1 X
AETNA INC COMMON 008117103 514,600.00 6,200.00 X 1 X
AIRBORNE FREIGHT COMMON 009266107 628,725.00 20,200.00 X 1 X
AIRTOUCH COMM COMMON 00949T100 6,155,012.50 63,700.00 X 1 X
ALBEMARLE COMMON 012653101 230,312.50 11,000.00 X 1 X
ALCAN ALUMINUM COMMON FOR. 013716105 345,887.50 13,400.00 X 1 X
ALUMINUM CO OF AMERICA COMMON 013817101 749,612.49 18,200.00 X 1 X
ALLEGHENY ENERGY COMMON 017361106 864,350.00 29,300.00 X 1 X
ALLIANT TECHSYSTEMS COMMON 018804104 1,476,062.50 19,000.00 X 1 X
ALLIED-SIGNAL COMMON 019512102 4,417,037.52 89,800.00 X 1 X
ALLTEL COMMON 020039103 1,640,462.50 26,300.00 X 1 X
ALTERA COMMON 021441100 1,195,950.00 20,100.00 X 1 X
AMEREN CORPORATION COMMON 023608102 361,875.00 10,000.00 X 1 X
AMERICA ON-LINE COMMON 02364J104 13,344,400.00 91,400.00 X 1 X
AMERICAN BANKERS INS COMMON 024456105 265,200.00 5,100.00 X 1 X
AMERICAN ELEC PWR COMMON 025537101 972,343.75 24,500.00 X 1 X
AMERICAN EXPRESS COMMON 025816109 3,901,000.01 33,200.00 X 1 X
AMERICAN GENERAL COMMON 026351106 853,049.99 12,100.00 X 1 X
AMERICAN HOME PRODUCTS COMMON 026609107 13,454,550.01 206,200.00 X 1 X
AMERICAN INTL COMMON 026874107 17,471,445.70 144,841.00 X 1 X
AMERICAN POWER CONVERSION COMMON 029066107 386,100.00 14,300.00 X 1 X
AMERICAN STANDARD COMPANIES COMMON 029712106 1,790,937.50 52,100.00 X 1 X
AMERICAN STORES COMMON 030096101 1,194,600.00 36,200.00 X 1 X
AMERITECH NEW COMMON 030954101 5,405,525.03 93,400.00 X 1 X
AMGEN COMMON 031162100 1,811,975.00 24,200.00 X 1 X
ANADARKO PETROLEUM COMMON 032511107 226,500.00 6,000.00 X 1 X
ANALOG DEVICES COMMON 032654105 1,499,400.00 50,400.00 X 1 X
ANHEUSER BUSCH COMMON 035229103 5,698,825.00 74,800.00 X 1 X
AON COMMON 037389103 1,062,600.00 16,800.00 X 1 X
APACHE COMMON 037411105 2,752,200.00 105,600.00 X 1 X
APARTMENT INVT & MGMT CO CL A COMMON 03748R101 2,204,000.00 60,800.00 X 1 X
APPLE COMPUTER COMMON 037833100 395,312.50 11,000.00 X 1 X
APPLIED MATERIALS COMMON 038222105 3,405,150.00 55,200.00 X 1 X
APPLIED POWER INC - CL A COMMON 038225108 531,647.50 19,510.00 X 1 X
ARDEN REALTY INC COMMON 039793104 1,335,000.00 60,000.00 X 1 X
ARROW ELECTRONICS INC COMMON 042735100 216,000.00 14,400.00 X 1 X
ARVIN INDUSTRIES COMMON 043339100 276,237.50 8,200.00 X 1 X
ASCEND COMMUNICATIONS INC COMMON 043491109 820,137.50 9,800.00 X 1 X
ASSOCIATES FIRST CAPITAL CRP COMMON 046008108 1,427,130.01 31,714.00 X 1 X
ATLANTIC RICHFIELD COMMON 048825103 1,000,100.00 13,700.00 X 1 X
BJ SERVICES COMMON 055482103 1,553,906.25 66,300.00 X 1 X
BRITISH PETROLEUM COMMON FOR. 055622104 1,100,218.75 10,900.00 X 1 X
BANKAMERICA REALTY INVESTORS COMMON 05564E106 1,561,125.00 69,000.00 X 1 X
BALTIMORE GAS & ELEC COMMON 059165100 274,050.00 10,800.00 X 1 X
BANK OF AMERICA CORP COMMON 060505104 14,379,320.64 203,601.00 X 1 X
BANK OF NEW YORK COMMON 064057102 4,592,812.50 127,800.00 X 1 X
BANK ONE CORPORATION COMMON 06423A103 7,830,107.76 142,204.00 X 1 X
BANKBOSTON_CORP COMMON 06605R106 1,455,300.00 33,600.00 X 1 X
BARNES & NOBLE COMMON 067774109 346,950.00 10,800.00 X 1 X
BARRICK GOLD COMMON FOR. 067901108 812,175.00 47,600.00 X 1 X
BARRETT RES COMMON 068480201 694,231.25 27,700.00 X 1 X
BAXTER INTL COMMON 071813109 2,296,800.00 34,800.00 X 1 X
BECTON DICKINSON COMMON 075887109 1,842,831.25 48,100.00 X 1 X
BELL ATLANTIC COMMON 077853109 7,086,356.25 137,100.00 X 1 X
BELLSOUTH COMMON 079860102 6,882,737.52 171,800.00 X 1 X
AH BELO COMMON 080555105 428,875.00 23,500.00 X 1 X
BEST BUY COMMON 086516101 1,570,400.00 30,200.00 X 1 X
BIOGEN COMMON 090597105 1,646,100.00 14,400.00 X 1 X
BLACK & DECKER COMMON 091797100 460,131.25 8,300.00 X 1 X
BLOCK (H & R) COMMON 093671105 1,127,525.00 23,800.00 X 1 X
BOEING COMMON 097023105 3,658,131.76 107,198.00 X 1 X
BOISE CASCADE COMMON 097383103 1,880,175.00 58,300.00 X 1 X
BORDERS GROUP INC COMMON 099709107 161,718.75 11,500.00 X 1 X
BORG-WARNER AUTOMOTIVE INC COMMON 099724106 838,344.38 17,534.00 X 1 X
BOWATER COMMON 102183100 812,312.50 20,500.00 X 1 X
BRISTOL-MYERS-SQUIBB COMMON 110122108 15,244,635.02 237,040.00 X 1 X
BURLINGTON NORTHERN COMMON 12189T104 1,117,750.00 34,000.00 X 1 X
BURLINGTON RESOURCES COMMON 122014103 5,052,093.75 126,500.00 X 1 X
CCB FINL CORP COMMON 124875105 318,968.75 5,900.00 X 1 X
CBS CORPORATION COMMON 12490K107 2,329,343.75 56,900.00 X 1 X
C M S ENERGY COMMON 125896100 757,181.25 18,900.00 X 1 X
CNF TRANSPORTATION COMMON 12612W104 374,343.75 9,900.00 X 1 X
CVS CORP COMMON 126650100 1,159,000.00 24,400.00 X 1 X
CADENCE DESIGNS SYS INC COMMON 127387108 677,225.00 26,300.00 X 1 X
CAMPBELL SOUP COMMON 134429109 1,029,393.75 25,300.00 X 1 X
CAPITAL ONE FINANCIAL COMMON 14040H105 3,352,200.00 22,200.00 X 1 X
CARDINAL HEALTH COMMON 14149Y108 1,267,200.00 19,200.00 X 1 X
CARLISLE COMMON 142339100 1,131,350.00 24,200.00 X 1 X
CARNIVAL CRUISE LINES COMMON 143658102 990,675.00 20,400.00 X 1 X
CAROLINA PWR & LT COMMON 144141108 415,937.50 11,000.00 X 1 X
CARPENTER TECH COMMON 144285103 228,250.00 8,800.00 X 1 X
CATALINA MARKETING COMMON 148867104 214,687.50 2,500.00 X 1 X
CATERPILLAR COMMON 149123101 2,232,562.50 48,600.00 X 1 X
CENTOCOR COMMON 152342101 432,168.75 11,700.00 X 1 X
CENTRAL & SOUTH WEST COMMON 152357109 360,937.50 15,400.00 X 1 X
CENTURYTEL INC COMMON 156700106 382,862.51 5,450.00 X 1 X
CHAMPION INTL COMMON 158525105 1,096,368.75 26,700.00 X 1 X
CHARTER ONE FINL COMMON 160903100 715,713.12 24,800.00 X 1 X
CHASE MANHATTAN CORP NEW COMMON 16161A108 4,940,222.25 60,756.00 X 1 X
CHEVRON COMMON 166751107 6,385,187.47 72,200.00 X 1 X
CHIRON COMMON 170040109 943,312.50 43,000.00 X 1 X
CHURCH & DWIGHT COMMON 171340102 407,500.00 10,000.00 X 1 X
CINCINNATI BELL COMMON 171870108 531,768.75 23,700.00 X 1 X
CINERGY COMMON 172474108 316,250.00 11,500.00 X 1 X
CIRCUIT CITY STORES COMMON 172737108 1,524,837.50 19,900.00 X 1 X
CISCO SYSTEMS, INC. COMMON 17275R102 20,159,500.08 184,000.00 X 1 X
CIRCUS CIRCUS ENTERPRISE INC COMMON 172909103 672,643.75 38,300.00 X 1 X
CITIGROUP INC COMMON 172967101 14,914,365.40 233,493.00 X 1 X
CITRIX SYSTEMS INC COMMON 177376100 480,375.00 12,600.00 X 1 X
CITY NATIONAL COMMON 178566105 629,850.02 20,400.00 X 1 X
CLAIRES STORES COMMON 179584107 1,837,625.00 61,000.00 X 1 X
CLOROX COMMON 189054109 1,968,750.00 16,800.00 X 1 X
COASTAL COMMON 190441105 2,930,400.00 88,800.00 X 1 X
COCA-COLA COMMON 191216100 12,336,375.00 201,000.00 X 1 X
COLGATE-PALMOLIVE COMMON 194162103 2,355,200.00 25,600.00 X 1 X
COMCAST CLASS A SPECIAL COMMON 200300200 1,073,084.38 17,050.00 X 1 X
COMDISCO COMMON 200336105 239,525.00 13,400.00 X 1 X
COMERICA COMMON 200340107 2,890,856.25 46,300.00 X 1 X
COMPAQ COMPUTER COMMON 204493100 3,171,918.78 100,100.00 X 1 X
COMPUTER ASSOCIATES INTL COMMON 204912109 985,081.25 27,700.00 X 1 X
COMPUTER SCIENCES COMMON 205363104 1,175,493.75 21,300.00 X 1 X
COMVERSE TECHNOLOGY COMMON 205862402 960,500.00 11,300.00 X 1 X
CONAGRA COMMON 205887102 539,368.75 21,100.00 X 1 X
CONSECO COMMON 208464107 1,670,337.50 54,100.00 X 1 X
CONSOLIDATED NATL GAS COMMON 209615103 1,343,775.00 27,600.00 X 1 X
CORDANT TECHNOLOGIES COMMON 218412104 282,668.75 7,100.00 X 1 X
CORNING COMMON 219350105 948,000.00 15,800.00 X 1 X
COSTO COMPANIES INC COMMON 22160Q102 2,417,249.99 26,400.00 X 1 X
COUNTRYWIDE CREDIT INDUSTRIES COMMON 222372104 2,501,250.00 66,700.00 X 1 X
COVANCE INC COMMON 222816100 248,118.75 9,900.00 X 1 X
CRANE COMMON 224399105 916,706.25 37,900.00 X 1 X
CROMPTON & KNOWLES COMMON 227111101 278,775.00 17,700.00 X 1 X
CUMMINS ENGINE COMMON 231021106 430,306.25 12,100.00 X 1 X
CYPRUS AMAX MINERALS COMMON 232809103 529,862.50 43,700.00 X 1 X
CYTEC INDUSTRIES COMMON 232820100 408,318.75 18,300.00 X 1 X
D P L COMMON 233293109 404,250.00 24,500.00 X 1 X
DETROIT EDISON COMMON 233331107 403,593.75 10,500.00 X 1 X
DAYTON-HUDSON COMMON 239753106 1,698,937.50 25,500.00 X 1 X
DELL COMPUTER COMMON 247025109 8,379,375.00 205,000.00 X 1 X
DELUXE CORP COMMON 248019101 372,800.00 12,800.00 X 1 X
DENTSPLY INTERNATIONAL INC COMMON 249030107 306,900.00 13,200.00 X 1 X
DEVRY INC COMMON 251893103 252,300.00 8,700.00 X 1 X
DEXTER COMMON 252165105 296,100.00 9,400.00 X 1 X
DIAL CORP. COMMON 25247D101 577,500.00 16,800.00 X 1 X
DIAMOND OFFSHORE DRILLING INC COMMON 25271C102 1,704,587.50 53,900.00 X 1 X
DIME BANCORP INC COMMON 25429Q102 878,806.24 37,900.00 X 1 X
DISNEY (WALT) COMMON 254687106 5,185,424.98 166,600.00 X 1 X
DOLE FOODS COMMON 256605106 1,463,700.00 49,200.00 X 1 X
DOLLAR TREE STORES INC COMMON 256747106 1,209,656.25 39,100.00 X 1 X
DOMINION RESOURCES COMMON 257470104 816,318.75 22,100.00 X 1 X
DONNELLEY & SONS COMMON 257867101 1,165,187.50 36,200.00 X 1 X
DOW CHEMICAL COMMON 260543103 1,276,668.75 13,700.00 X 1 X
DU PONT DE NEMOURS COMMON 263534109 5,678,512.51 97,800.00 X 1 X
DUKE ENERGY CORP COMMON 264399106 1,168,975.00 21,400.00 X 1 X
E M C COMMON 268648102 11,880,750.00 93,000.00 X 1 X
ENSCO INTERNATIONAL COMMON 26874Q100 463,275.00 34,800.00 X 1 X
E TRADE GROUP INC COMMON 269246104 886,350.00 15,200.00 X 1 X
EARTHGRAINS COMPANY COMMON 270319106 1,178,156.25 53,100.00 X 1 X
ECOLAB COMMON 278865100 915,900.00 25,800.00 X 1 X
EDISON INTL COMMON 281020107 329,300.00 14,800.00 X 1 X
EDWARDS (AG) COMMON 281760108 339,950.00 10,400.00 X 1 X
EL PASO ENERGY CORP DELAWARE COMMON 283905107 1,618,031.25 49,500.00 X 1 X
ELECTRONIC ARTS COMMON 285512109 380,000.00 8,000.00 X 1 X
ELECTRONICS FOR IMAGING COMMON 286082102 822,900.00 21,100.00 X 1 X
EMERSON ELEC COMMON 291011104 2,890,387.50 54,600.00 X 1 X
ENERGY EAST CORPORATION COMMON 29266M109 1,492,775.00 28,400.00 X 1 X
ENGELHARD COMMON 292845104 450,114.07 26,575.00 X 1 X
ENRON COMMON 293561106 1,940,350.01 30,200.00 X 1 X
ENRON OIL AND GAS COMMON 293562104 433,912.50 26,100.00 X 1 X
ENTERGY COMMON 29364G103 492,250.00 17,900.00 X 1 X
EQUITABLE COMPANIES COMMON 29444G107 336,000.00 4,800.00 X 1 X
EQUITY OFFICE PROPERTIES TRUST COMMON 294741103 3,981,095.94 156,505.00 X 1 X
EQUITY RESIDENTIAL PROP TR COMMON 29476L107 668,250.01 16,200.00 X 1 X
EXPRESS SCRIPTS COMMON 302182100 369,531.25 4,300.00 X 1 X
EXXON COMMON 302290101 17,774,693.74 251,900.00 X 1 X
F P L GROUP COMMON 302571104 1,006,425.01 18,900.00 X 1 X
FDX CORP COMMON 31304N107 519,750.00 5,600.00 X 1 X
FREDDIE MAC COMMON 313400301 5,626,812.50 98,500.00 X 1 X
FEDERAL NAT'L MORT. ASSOC COMMON 313586109 6,973,474.99 100,700.00 X 1 X
FEDERAL REALTY INVEST. TRUST COMMON 313747206 546,637.50 25,800.00 X 1 X
FEDERATED DEPARTMENT STORES COMMON 31410H101 4,481,962.50 111,700.00 X 1 X
FERRO COMMON 315405100 413,325.00 16,700.00 X 1 X
FINOVA GROUP INC COMMON 317928109 451,312.50 8,700.00 X 1 X
FIRST DATA COMMON 319963104 3,620,925.00 84,700.00 X 1 X
FIRST SECURITY COMMON 336294103 344,728.13 17,850.00 X 1 X
FIRST TENNESSEE NATIONAL COMMON 337162101 725,175.00 19,800.00 X 1 X
FIRST UNION COMMON 337358105 2,564,999.99 48,000.00 X 1 X
FIRST VIRGINIA BANKS COMMON 337477103 233,006.25 5,100.00 X 1 X
FISERV INC. COMMON 337738108 6,362,606.28 118,650.00 X 1 X
FIRSTMERIT CORP COMMON 337915102 213,725.00 8,300.00 X 1 X
FIRSTENERGY CORP COMMON 337932107 480,525.00 17,200.00 X 1 X
FLEET/NORSTAR FINANCIAL COMMON 338915101 3,085,250.00 82,000.00 X 1 X
FLORIDA PROGRESS COMMON 341109106 445,450.00 11,800.00 X 1 X
FLOWSERVE CORP COMMON 34354P105 305,025.00 19,600.00 X 1 X
FORD MOTOR COMMON 345370100 4,557,025.00 80,300.00 X 1 X
FORE SYSTEMS INC COMMON 345449102 398,922.93 21,100.00 X 1 X
FOREST LABS COMMON 345838106 569,387.50 10,100.00 X 1 X
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FREEPORT MCMORAN B COMMON 35671D857 483,937.50 44,500.00 X 1 X
FRONTIER COMMON 35906P105 425,375.00 8,200.00 X 1 X
FULLER (H.B.) COMMON 359694106 353,625.00 6,000.00 X 1 X
GPU INC COMMON 36225X100 347,006.25 9,300.00 X 1 X
G T E COMMON 362320103 5,626,499.98 93,000.00 X 1 X
GANNETT COMMON 364730101 2,148,300.00 34,100.00 X 1 X
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GENERAL DYNAMICS COMMON 369550108 526,850.00 8,200.00 X 1 X
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GENERAL MOTORS COMMON 370442105 5,073,499.99 58,400.00 X 1 X
GENZYME CORP. COMMON 372917104 771,693.74 15,300.00 X 1 X
GEORGIA-PACIFIC COMMON 373298108 1,024,650.00 13,800.00 X 1 X
GILLETTE COMMON 375766102 7,221,656.25 121,500.00 X 1 X
GLOBAL MARINE COMMON 379352404 486,450.00 41,400.00 X 1 X
GOLDEN STATE BANCORP COMMON 381197102 885,550.00 39,800.00 X 1 X
GOLDEN WEST FINL COMMON 381317106 1,480,250.00 15,500.00 X 1 X
GREAT LAKES CHEMICAL COMMON 390568103 437,325.00 11,900.00 X 1 X
GREENPOINT FINANCIAL CORP COMMON 395384100 250,200.00 7,200.00 X 1 X
GUIDANT COMMON 401698105 3,993,000.00 66,000.00 X 1 X
GULFSTREAM AEROSPACE CORP COMMON 402734107 576,887.50 13,300.00 X 1 X
HEALTH CARE RETIREMENT COMMON 404134108 225,843.75 9,900.00 X 1 X
HALLIBURTON COMMON 406216101 4,392,850.00 114,100.00 X 1 X
M. A. HANNA COMMON 410522106 1,338,906.25 104,500.00 X 1 X
HARCOURT GENERAL COMMON 41163G101 1,147,693.75 25,900.00 X 1 X
HARLEY DAVIDSON COMMON 412822108 1,615,750.00 28,100.00 X 1 X
HARSCO COMMON 415864107 1,221,593.75 48,500.00 X 1 X
HARTFORD FINANCIAL SERVICES GROUP COMMON 416515104 3,522,375.00 62,000.00 X 1 X
HASBRO COMMON 418056107 833,400.00 28,800.00 X 1 X
HEALTH MANAGEMENT COMMON 421933102 218,156.25 17,900.00 X 1 X
HEINZ COMMON 423074103 1,613,118.76 34,050.00 X 1 X
HERCULES COMMON 427056106 393,900.00 15,600.00 X 1 X
HEWLETT-PACKARD COMMON 428236103 6,557,468.74 96,700.00 X 1 X
HIBERNIA COMMON 428656102 618,187.50 47,100.00 X 1 X
HOME DEPOT COMMON 437076102 8,192,100.01 131,600.00 X 1 X
HONEYWELL COMMON 438506107 3,540,443.75 46,700.00 X 1 X
HOUSEHOLD INTL COMMON 441815107 1,596,875.00 35,000.00 X 1 X
HUSSMANN INTERNATIONAL INC COMMON 448110106 305,500.00 20,800.00 X 1 X
ICN PHARMACEUTICALS COMMON 448924100 277,062.50 11,000.00 X 1 X
IMC FERTILIZER COMMON 449669100 1,293,693.75 63,300.00 X 1 X
ILLINOIS TOOL WORKS COMMON 452308109 742,500.00 12,000.00 X 1 X
INCO COMMON FOR. 453258402 173,062.50 13,000.00 X 1 X
INFORMIX CORP COMMON 456779107 135,700.00 18,400.00 X 1 X
INGERSOLL-RAND COMMON 456866102 2,749,225.00 55,400.00 X 1 X
INTEL COMMON 458140100 21,409,388.54 180,100.01 X 1 X
INTL BUSINESS MACHINES COMMON 459200101 14,569,950.00 82,200.00 X 1 X
INTL PAPER COMMON 460146103 1,210,781.26 28,700.00 X 1 X
INTUIT INC COMMON 461202103 803,825.00 7,900.00 X 1 X
I P A L C O ENTERPRISES COMMON 462613100 232,537.50 10,600.00 X 1 X
IVAX CORP COMMON 465823102 446,512.50 37,800.00 X 1 X
JOHNSON & JOHNSON COMMON 478160104 13,687,743.75 146,100.00 X 1 X
JONES APPAREL GROUP INC COMMON 480074103 1,016,925.00 36,400.00 X 1 X
JOSTENS COMMON 481088102 401,625.00 18,900.00 X 1 X
KANSAS CITY SOUTHERN INDUSTRIES COMMON 485170104 974,700.00 17,100.00 X 1 X
KEANE CORP COMMON 486665102 581,831.25 27,300.00 X 1 X
KEYSPAN ENERGY COMMON 49337K106 582,900.00 23,200.00 X 1 X
KIMBERLY-CLARK COMMON 494368103 2,305,793.75 48,100.00 X 1 X
KING WORLD PRODUCTIONS COMMON 495667107 504,281.25 16,500.00 X 1 X
KNIGHT-RIDDER COMMON 499040103 1,285,000.00 25,700.00 X 1 X
KROGER COMMON 501044101 736,462.50 12,300.00 X 1 X
LANCE COMMON 514606102 325,000.00 20,000.00 X 1 X
LAWTER INTL COMMON 520786104 98,000.00 14,000.00 X 1 X
LEAR SEATING CORP COMMON 521865105 1,972,162.50 46,200.00 X 1 X
LEGATO SYS INC COMMON 524651106 258,125.00 5,000.00 X 1 X
LEGGETT & PLATT COMMON 524660107 610,000.00 30,500.00 X 1 X
LEGG MASON COMMON 524901105 220,046.86 6,532.00 X 1 X
LEXMARK INT'L GROUP A COMMON 529771107 6,503,850.00 58,200.00 X 1 X
LILLY (ELI) COMMON 532457108 9,921,887.50 116,900.00 X 1 X
LINCOLN NATIONAL COMMON 534187109 4,073,650.01 41,200.00 X 1 X
LINEAR TECH COMMON 535678106 1,158,250.00 22,600.00 X 1 X
LINENS 'N THINGS INC COMMON 535679104 208,725.00 4,600.00 X 1 X
LOCKHEED MARTIN COMMON 539830109 3,602,925.01 95,600.00 X 1 X
LOWE'S COMMON 548661107 2,837,450.00 46,900.00 X 1 X
LUCENT TECHNOLOGIES INC COMMON 549463107 15,373,770.00 142,680.00 X 1 X
LYONDELL PETROCHEMICAL COMMON 552078107 320,287.50 23,400.00 X 1 X
MBNA CORP COMMON 55262L100 952,612.50 39,900.00 X 1 X
MCN ENERGY GROUP COMMON 55267J100 432,081.25 26,900.00 X 1 X
MCI WORLDCOM INC COMMON 55268B106 17,930,629.45 202,463.00 X 1 X
MGIC INVESTMENT COMMON 552848103 1,683,000.00 48,000.00 X 1 X
MACK-CALI REALTY CORP COMMON 554489104 1,850,625.00 63,000.00 X 1 X
MACROMEDIA INC COMMON 556100105 226,562.50 5,000.00 X 1 X
MANUFACTURED HOME COMMUNITIES COMMON 564682102 3,812,760.00 158,865.00 X 1 X
MARSHALL & ILSLEY COMMON 571834100 859,281.25 15,500.00 X 1 X
MATTEL COMMON 577081102 2,218,850.00 89,200.00 X 1 X
MAXIM INTEGRATED PRODUCTS COMMON 57772K101 936,362.50 17,300.00 X 1 X
MAY DEPARTMENT STORES COMMON 577778103 1,126,800.00 28,800.00 X 1 X
MAYTAG COMMON 578592107 1,847,475.00 30,600.00 X 1 X
MCCORMICK COMMON 579780206 298,700.00 10,300.00 X 1 X
MCDONALD'S COMMON 580135101 7,540,000.00 166,400.00 X 1 X
MCGRAW-HILL COMMON 580645109 795,699.99 14,600.00 X 1 X
MEAD COMMON 582834107 1,525,200.00 49,600.00 X 1 X
MEDIA GENERAL, CL A COMMON 584404107 292,950.00 6,300.00 X 1 X
MEDIAONE GROUP COMMON 58440J104 1,092,200.00 17,200.00 X 1 X
MEDIMMUNE INC COMMON 584699102 355,125.00 6,000.00 X 1 X
MEDTRONICS COMMON 585055106 4,276,299.99 59,600.00 X 1 X
MELLON BANK COMMON 585509102 760,050.00 10,800.00 X 1 X
MERCANTILE BANCORP COMMON 587342106 2,626,750.00 55,300.00 X 1 X
MERCANTILE BANKSHARES COMMON 587405101 377,400.00 10,200.00 X 1 X
MERCK COMMON 589331107 23,878,073.40 297,778.00 X 1 X
MEREDITH COMMON 589433101 2,483,562.50 79,000.00 X 1 X
MERRILL LYNCH COMMON 590188108 3,139,531.25 35,500.00 X 1 X
MICROSOFT COMMON 594918104 43,181,325.00 481,800.00 X 1 X
MICROCHIP TECHNOLOGY INC COMMON 595017104 353,175.00 10,200.00 X 1 X
MICRON TECH COMMON 595112103 622,425.00 12,900.00 X 1 X
MINNESOTA MNG & MFG COMMON 604059105 742,874.98 10,500.00 X 1 X
MOBIL COMMON 607059102 10,366,400.03 117,800.00 X 1 X
MOHAWK INDUSTRIES INC COMMON 608190104 216,000.00 7,200.00 X 1 X
MOLEX COMMON 608554101 443,562.50 15,100.00 X 1 X
MONSANTO COMMON 611662107 1,180,593.75 25,700.00 X 1 X
MONTANA PWR COMMON 612085100 985,737.50 13,400.00 X 1 X
MORGAN (J.P.) COMMON 616880100 1,912,312.50 15,500.00 X 1 X
MORGAN STANLEY DEAN WITTER & CO COMMON 617446448 8,744,531.25 87,500.00 X 1 X
MOTOROLA COMMON 620076109 7,947,624.99 108,500.00 X 1 X
MURPHY OIL COMMON 626717102 784,350.00 18,900.00 X 1 X
MYLAN LABS COMMON 628530107 1,849,287.50 67,400.00 X 1 X
NCR CORP COMMON 62886E108 875,000.00 17,500.00 X 1 X
NABORS INDUSTRIES COMMON 629568106 576,543.75 31,700.00 X 1 X
NATIONAL CITY COMMON 635405103 2,900,587.50 43,700.00 X 1 X
NATIONAL FUEL GAS COMMON 636180101 349,325.00 8,900.00 X 1 X
NAVISTAR INTL COMMON 63934E108 1,880,775.00 46,800.00 X 1 X
NETWORK ASSOCIATES INC COMMON 640938106 627,559.38 20,450.00 X 1 X
NEW CENTURY ENERGIES INC COMMON 64352U103 1,107,031.25 32,500.00 X 1 X
NEW ENGLAND ELEC COMMON 644001109 548,050.00 11,300.00 X 1 X
NEWMONT MINING COMMON 651639106 728,000.00 41,600.00 X 1 X
NEXTEL COMMUNICATIONS INC COMMON 65332V103 498,100.00 13,600.00 X 1 X
NIAGARA MOHAWK PWR COMMON 653520106 713,531.25 53,100.00 X 1 X
NIKE CL B COMMON 654106103 836,468.75 14,500.00 X 1 X
NISOURCE INC COMMON 65473P105 928,800.00 34,400.00 X 1 X
NOBLE AFFILIATES COMMON 654894104 1,592,100.00 54,900.00 X 1 X
NOBLE DRILLING COMMON 655042109 500,331.25 28,900.00 X 1 X
NORTEL NETWORKS CORP COMMON FOR. 656569100 2,062,550.00 33,200.00 X 1 X
NORTH FORK BANCORPORATION COMMON 659424105 711,912.50 33,700.00 X 1 X
NORTHERN STATES PWR COMMON 665772109 257,381.25 11,100.00 X 1 X
NOVA CORP/GA COMMON 669784100 538,125.00 20,500.00 X 1 X
NOVELL COMMON 670006105 471,006.25 18,700.00 X 1 X
NOVELLUS SYSTEM INC COMMON 670008101 248,062.50 4,500.00 X 1 X
NUCOR COMMON 670346105 242,343.75 5,500.00 X 1 X
OGE ENERGY CORP COMMON 670837103 286,543.75 12,700.00 X 1 X
OCEAN ENERGY INC COMMON 67481E106 258,875.00 38,000.00 X 1 X
OFFICE DEPOT INC COMMON 676220106 3,430,925.00 93,200.00 X 1 X
OFFICEMAX INC COMMON 67622M108 144,037.50 16,700.00 X 1 X
OGDEN COMMON 676346109 601,562.50 25,000.00 X 1 X
ORACLE SYSTEMS COMMON 68389X105 3,052,378.77 115,730.00 X 1 X
OUTBACK STEAKHOUSE INC COMMON 689899102 844,950.00 25,800.00 X 1 X
OWENS-ILLINOIS COMMON 690768403 1,262,500.00 50,500.00 X 1 X
OXFORD HEALTH PLANS INC COMMON 691471106 331,250.00 21,200.00 X 1 X
PECO ENERGY CO COMMON 693304107 578,125.00 12,500.00 X 1 X
PG & E CORP COMMON 69331C108 298,200.00 9,600.00 X 1 X
THE PMI GROUP COMMON 69344M101 607,512.50 13,100.00 X 1 X
PP & L RESOURCES INC COMMON 693499105 272,250.00 11,000.00 X 1 X
PACCAR COMMON 693718108 486,012.50 11,800.00 X 1 X
PACIFICARE HEALTH SYS INC - B COMMON 695112201 1,760,850.00 25,800.00 X 1 X
PACIFICORP COMMON 695114108 372,600.00 21,600.00 X 1 X
PAINE WEBBER GROUP COMMON 695629105 1,068,650.00 26,800.00 X 1 X
PAREXEL INTERNATIONAL CORP COMMON 699462107 504,775.00 24,400.00 X 1 X
PARKER-HANNIFIN COMMON 701094104 650,750.00 19,000.00 X 1 X
PENTAIR COMMON 709631105 448,875.00 13,300.00 X 1 X
PEPSICO COMMON 713448108 8,895,562.51 227,000.00 X 1 X
PFIZER COMMON 717081103 17,371,500.00 125,200.00 X 1 X
PHELPS DODGE COMMON 717265102 2,127,600.00 43,200.00 X 1 X
PHILIP MORRIS COMMON 718154107 8,283,137.49 235,400.00 X 1 X
PIER 1 COMMON 720279108 101,968.75 12,550.00 X 1 X
PINNACLE WEST CAPITAL COMMON 723484101 429,225.00 11,800.00 X 1 X
PIONEER NATURAL RESOURCES CO COMMON 723787107 277,450.00 35,800.00 X 1 X
PITTSTON BRINK'S GROUP COMMON 725701106 289,050.00 12,300.00 X 1 X
PLATINUM TECH. INTERNATIONAL INC COMMON 72764T101 392,700.00 15,400.00 X 1 X
POST PROPERTIES, INC. COMMON 737464107 1,018,800.00 28,300.00 X 1 X
POTOMAC ELEC PWR COMMON 737679100 461,431.25 19,900.00 X 1 X
PREMARK INTL COMMON 740459102 546,762.50 16,600.00 X 1 X
PRICE T ROWE & ASSOC INC COMMON 741477103 825,000.00 24,000.00 X 1 X
PROCTER & GAMBLE COMMON 742718109 11,586,006.27 118,300.00 X 1 X
PROMUS HOTEL CORP COMMON 74342P106 647,475.00 17,800.00 X 1 X
PROTECTIVE LIFE CORP COMMON 743674103 696,900.00 18,400.00 X 1 X
PROVIDENT FINANCIAL GROUP COMMON 743866105 395,262.50 10,300.00 X 1 X
PROVIDIAN FINANCIAL CORP COMMON 74406A102 4,576,000.00 41,600.00 X 1 X
QUALCOM COMMON 747525103 1,405,437.50 11,300.00 X 1 X
QUANTUM COMMON 747906105 414,000.00 23,000.00 X 1 X
QUESTAR COMMON 748356102 459,006.25 27,100.00 X 1 X
R J R NABISCO HOLDINGS COMMON 74960K876 407,500.00 16,300.00 X 1 X
RANGER OIL COMMON FOR. 752805101 159,200.00 39,800.00 X 1 X
RATIONAL SOFTWARE CORP COMMON 75409P202 343,200.00 12,800.00 X 1 X
RAYTHEON COMMON 755111408 3,763,725.00 64,200.00 X 1 X
RELIANT ENERGY INC COMMON 75952J108 953,887.50 36,600.00 X 1 X
RELIASTAR FINL COMMON 75952U103 613,800.00 14,400.00 X 1 X
ROHM & HAAS COMMON 775371107 1,097,493.75 32,700.00 X 1 X
ROSS STORES COMMON 778296103 2,475,406.25 56,500.00 X 1 X
ROWAN COMMON 779382100 156,056.25 12,300.00 X 1 X
ROYAL DUTCH PETROLEUM COMMON FOR. 780257804 11,944,399.99 229,700.00 X 1 X
RYERSON TULL COMMON 78375P107 182,125.00 12,400.00 X 1 X
SBC COMMUNICATIONS COMMON 78387G103 7,803,899.98 165,600.00 X 1 X
S C I SYSTEMS COMMON 783890106 654,712.50 22,100.00 X 1 X
S E I COMMON 784117103 222,000.00 2,400.00 X 1 X
SPX CORP. COMMON 784635104 484,200.00 9,600.00 X 1 X
SAFECO COMMON 786429100 1,803,512.50 44,600.00 X 1 X
SANMINA CORP COMMON 800907107 439,875.00 6,900.00 X 1 X
SANTA FE ENERGY RESOURCES, INC COMMON 802012104 98,718.75 13,500.00 X 1 X
SARA LEE COMMON 803111103 2,207,700.00 89,200.00 X 1 X
SCHERING-PLOUGH COMMON 806605101 7,727,156.22 139,700.00 X 1 X
SCHLUMBERGER COMMON 806857108 4,348,546.87 72,250.00 X 1 X
SCHULMAN COMMON 808194104 339,262.50 24,900.00 X 1 X
SCHWAB CHARLES CORP NEW COMMON 808513105 2,451,187.50 25,500.00 X 1 X
SCIENTIFIC-ATLANTA COMMON 808655104 465,975.00 17,100.00 X 1 X
SEAGRAM COMMON FOR. 811850106 925,000.00 18,500.00 X 1 X
SIEBEL SYSTEMS INC COMMON 826170102 574,750.00 12,100.00 X 1 X
SIMON PROPERTY GROUP INC COMMON 828806109 3,234,881.25 117,900.00 X 1 X
SMITH INTL COMMON 832110100 452,000.00 11,300.00 X 1 X
SMURFIT-STONE CONTAINER CORP COMMON 832727101 1,342,218.75 69,500.00 X 1 X
SOLUTIA INC COMMON 834376105 404,837.50 23,300.00 X 1 X
SONAT COMMON 835415100 246,000.00 8,200.00 X 1 X
SOUTHERN COMMON 842587107 1,202,925.00 51,600.00 X 1 X
SOUTHWEST AIRLINES COMMON 844741108 626,175.00 20,700.00 X 1 X
SOVEREIGN BANCORP COMMON 845905108 197,225.00 16,100.00 X 1 X
SPRINT COMMON 852061100 5,073,062.49 51,700.00 X 1 X
SPRINT CORP (PCS GROUP) COMMON 852061506 1,351,531.25 30,500.00 X 1 X
STAPLES COMMON 855030102 636,131.25 19,350.00 X 1 X
STARBUCKS, CORP COMMON 855244109 1,546,243.75 55,100.00 X 1 X
STARWOOD HOTELS & RESORTS TRUST COMMON 85590A203 1,173,918.75 41,100.00 X 1 X
STATE STREET CORP COMMON 857477103 1,882,093.75 22,900.00 X 1 X
STERLING COMMERCE INC COMMON 859205106 424,350.00 13,800.00 X 1 X
STERLING SOFTWARE COMMON 859547101 287,375.00 12,100.00 X 1 X
STORAGE TECH COMMON 862111200 529,625.00 19,000.00 X 1 X
STRYKER COMMON 863667101 625,425.00 12,400.00 X 1 X
SUMMIT BANCORP COMMON 866005101 1,675,050.00 42,950.00 X 1 X
SUMMIT PROPERTIES INC COMMON 866239106 1,652,062.50 99,000.00 X 1 X
SUN MICROSYSTEMS COMMON 866810104 8,029,012.50 64,200.00 X 1 X
SUNGARD DATA SYSTEMS COMMON 867363103 1,208,000.00 30,200.00 X 1 X
SUN CO. COMMON 86764P109 483,237.50 13,400.00 X 1 X
SUPERIOR SVCS INC COMMON 868316100 384,362.50 19,400.00 X 1 X
SWIFT TRANSPORTATION CO INC COMMON 870756103 940,700.00 36,800.00 X 1 X
SYBRON CORP COMMON 87114F106 1,867,500.00 74,700.00 X 1 X
SYMBOL TECH COMMON 871508107 495,000.01 11,000.00 X 1 X
SYNOPSYS INC COMMON 871607107 301,000.00 5,600.00 X 1 X
TCF FINANCIAL COMMON 872275102 335,400.00 12,900.00 X 1 X
TECO ENERGY COMMON 872375100 399,487.50 20,100.00 X 1 X
TJX COMMON 872540109 986,000.00 29,000.00 X 1 X
T R W COMMON 872649108 364,000.00 8,000.00 X 1 X
TANDY COMMON 875382103 1,799,512.50 28,200.00 X 1 X
TAUBMAN CENTERS INC COMMON 876664103 135,975.00 11,100.00 X 1 X
TELECOM CORP OF NEW ZEALAND COMMON FOR. 879278208 737,100.00 18,900.00 X 1 X
TELEPHONE & DATA SYSTEMS COMMON 879433100 484,825.00 8,600.00 X 1 X
TELLABS COMMON 879664100 948,175.00 9,700.00 X 1 X
TERADYNE COMMON 880770102 523,800.00 9,600.00 X 1 X
TEXACO COMMON 881694103 7,559,043.26 133,199.00 X 1 X
TEXAS INSTRUMENTS COMMON 882508104 4,208,200.00 42,400.00 X 1 X
TEXAS UTILITIES CO (HLDG) COMMON 882848104 404,368.75 9,700.00 X 1 X
TEXTRON COMMON 883203101 3,125,950.00 40,400.00 X 1 X
3 COM COMMON 885535104 442,937.50 19,000.00 X 1 X
TIDEWATER COMMON 886423102 225,112.50 8,700.00 X 1 X
TIFFANY & CO COMMON 886547108 777,400.00 10,400.00 X 1 X
TIME WARNER COMMON 887315109 7,035,187.48 99,000.00 X 1 X
TIMES MIRROR COMMON 887364107 1,156,937.50 21,400.00 X 1 X
TOSCO COMMON 891490302 1,158,743.76 46,700.00 X 1 X
TRANSOCEAN OFFSHORE INC COMMON 893817106 570,487.50 19,800.00 X 1 X
TRANSWITCH CORPORATION COMMON 894065101 429,875.00 9,500.00 X 1 X
TRIBUNE COMMON 896047107 1,740,637.49 26,600.00 X 1 X
TRINITY INDS INC COMMON 896522109 237,937.50 8,100.00 X 1 X
TYCO INTERNATIONAL COMMON 902124106 7,117,600.00 99,200.00 X 1 X
TYSON FOODS COMMON 902494103 1,909,456.25 92,300.00 X 1 X
USX-MARATHON GROUP COMMON 902905827 651,750.00 23,700.00 X 1 X
US BANCORP COMMON 902973106 2,466,125.00 72,400.00 X 1 X
UNUM COMMON 903192102 480,381.25 10,100.00 X 1 X
ULTRAMAR DIAMOND SHAMROCK COMMON 904000106 461,477.50 21,340.00 X 1 X
UNILEVER N.V. COMMON FOR. 904784709 4,604,118.74 69,300.00 X 1 X
UNICOM COMMON 904911104 1,667,250.00 45,600.00 X 1 X
UNION PACIFIC RESOURCES GRP COMMON 907834105 290,937.50 24,500.00 X 1 X
UNISYS COMMON 909214108 1,373,300.00 49,600.00 X 1 X
US WEST COMMON 91273H101 1,756,053.26 31,892.00 X 1 X
UNITED TECH COMMON 913017109 3,954,775.00 29,200.00 X 1 X
UNOCAL COMMON 915289102 1,656,562.50 45,000.00 X 1 X
UTILICORP UNITED COMMON 918005109 249,112.50 10,950.00 X 1 X
V F COMMON 918204108 561,531.25 11,900.00 X 1 X
VALASSIS COMMUNICATION COMMON 918866104 232,875.00 4,500.00 X 1 X
VALERO ENERGY CORP COMMON 91913Y100 248,749.99 10,000.00 X 1 X
VIACOM -CL B COMMON 925524308 1,880,200.00 22,400.00 X 1 X
VISX INC DEL COMMON 92844S105 408,737.50 3,800.00 X 1 X
VITESSE SEMICONDUCTOR COMMON 928497106 698,625.00 13,800.00 X 1 X
WAL-MART STORES COMMON 931142103 20,539,375.01 222,800.00 X 1 X
WARNACO GROUP INC COMMON 934390105 269,093.75 10,900.00 X 1 X
WARNER-LAMBERT COMMON 934488107 4,361,756.25 65,900.00 X 1 X
WASHINGTON MUTUAL COMMON 939322103 3,235,910.26 79,166.00 X 1 X
WASHINGTON POST CLASS B COMMON 939640108 782,250.00 1,500.00 X 1 X
WASTE MANAGEMENT INC COMMON 94106L109 2,397,048.75 54,018.00 X 1 X
WEATHERFORD INTERNATIONAL COMMON 947074100 519,887.50 19,900.00 X 1 X
WELLS FARGO & CO (NEW) COMMON 949746101 2,738,381.25 78,100.00 X 1 X
WENDY'S INTL COMMON 950590109 1,413,343.75 49,700.00 X 1 X
WESTVACO COMMON 961548104 480,900.00 22,900.00 X 1 X
WEYERHAEUSER COMMON 962166104 976,800.00 17,600.00 X 1 X
WHITMAN COMMON 96647R107 544,843.75 31,700.00 X 1 X
WILLIAMS COMMON 969457100 1,982,900.00 50,200.00 X 1 X
WISCONSIN ENERGY COMMON 976657106 376,200.00 14,400.00 X 1 X
WRIGLEY COMMON 982526105 1,157,599.99 12,800.00 X 1 X
XILINX, INC. COMMON 983919101 766,631.25 18,900.00 X 1 X
XEROX COMMON 984121103 1,611,925.00 30,200.00 X 1 X
YORK INTERNATIONAL COMMON 986670107 1,472,531.25 41,700.00 X 1 X
ZIONS UTAH BANCORP COMMON 989701107 339,150.00 5,100.00 X 1 X
DAIMLERCHRYSLER AG COMMON FOR. D1668R123 935,356.25 10,900.00 X 1 X
COMPANY TOTAL 1,162,387,102.84
</TABLE>
