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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 MARCH 31, 2000
--------------------------------------------------------------------------------
(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)
DOUG WELCH (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/ DOUG WELCH
------------------------------------------
(MANUAL SIGNATURE OF PERSON DULY
AUTHORIZED TO SUBMIT THIS REPORT)
NAME AND 13F FILE NUMBERS OF ALL INSTITUTIONAL INVESTMENT MANAGERS WITH RESPECT
TO WHICH THIS SCHEDULE IS FILED (OTHER THAN THE ONE FILING THIS REPORT): (LIST
IN ALPHABETICAL ORDER).
13F FILE NUMBERS WILL BE ASSIGNED TO INSTITUTIONAL INVESTMENT MANAGERS AFTER
THEY FILE THEIR FIRST REPORT.
NAME: 13F FILE NO.:
-------------------------------------------------------------- ---------------
1. ALLSTATE INSURANCE COMPANY 28-35
-------------------------------------------------------------- ---------------
2.
-------------------------------------------------------------- ---------------
3.
-------------------------------------------------------------- ---------------
4.
-------------------------------------------------------------- ---------------
5.
-------------------------------------------------------------- ---------------
<PAGE>
FORM 13F REPORT
NAME OF REPORTING MANAGER: ALLSTATE RETIREMENT PLAN
ALLSTATE RETIREMENT PLAN IS REFILING THEIR 1ST QUARTER 13F. THE SECURITIES FOR
ALLSTATE RETIREMENT PLAN WERE INADVERTENTLY LISTED UNDER ALLSTATE PENSION PLAN
AND VICE VERSA. IN TOTAL, THE SHARES AND THE FAIR MARKET VALUE FOR ALLSTATE WERE
CORRECTLY STATED.
<TABLE>
<CAPTION>
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ITEM 6: ITEM 8:
INVESTMENT VOTING AUTHORITY
ITEM 4: ITEM 5: DISCRETION (SHARES)
ITEM 1: ITEM 3: FAIR SHARES OR ------------------ -----------------
NAME OF ISSUER ITEM 2: CUSIP MARKET PRINCIPAL (A) (B) (C) ITEM 7: (A) (B) (C)
TITLE CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MANAGERS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
A D C TELECOM COMMON STOCK 000886101 2,025,700 37,600 X 1 X
A M R COMMON STOCK 001765106 790,500 24,800 X 1 X
ABBOTT LABS COMMON STOCK 002824100 833,944 23,700 X 1 X
AES CORP COMMON STOCK 00130H105 968,625 12,300 X 1 X
ALCAN ALUMINUM COMMON FOREIGN 013716105 382,788 11,300 X 1 X
ALLEGHENY ENERGY COMMON STOCK 017361106 686,306 24,900 X 1 X
ALLTEL COMMON STOCK 020039103 2,926,100 46,400 X 1 X
ALTERA COMMON STOCK 021441100 3,177,300 35,600 X 1 X
ALUMINUM CO OF AMERICA COMMON STOCK 013817101 1,988,075 28,300 X 1 X
AMB PROPERTY CORP COMMON STOCK 00163T109 1,548,000 72,000 X 1 X
AMERICA ON-LINE COMMON STOCK 02364J104 18,473,575 274,700 X 1 X
AMERICAN EXPRESS COMMON STOCK 025816109 8,578,800 57,600 X 1 X
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 7,609,388 141,900 X 1 X
AMERICAN INTL COMMON STOCK 026874107 14,533,497 132,726 X 1 X
AMERICAN MANAGEMENT SYSTEMS COMMON STOCK 027352103 223,444 5,100 X 1 X
AMERICAN POWER CONVERSION COMMON STOCK 029066107 1,457,750 34,000 X 1 X
AMERICAN STANDARD COMPANIES COMMON STOCK 029712106 1,683,500 45,500 X 1 X
AMGEN COMMON STOCK 031162100 8,150,600 132,800 X 1 X
AMKOR TECHNOLOGY COMMON STOCK 031652100 859,613 16,200 X 1 X
ANALOG DEVICES COMMON STOCK 032654105 5,631,319 69,900 X 1 X
ANHEUSER BUSCH COMMON STOCK 035229103 3,311,700 53,200 X 1 X
APACHE COMMON STOCK 037411105 1,353,200 27,200 X 1 X
APARTMENT INVT & MGMT CO CL A COMMON STOCK 03748R101 2,321,800 60,800 X 1 X
APPLE COMPUTER COMMON STOCK 037833100 2,566,856 18,900 X 1 X
APPLIED MATERIALS COMMON STOCK 038222105 4,880,736 51,785 X 1 X
APPLIED MICRO CIRCUITS CORP COMMON STOCK 03822W109 600,250 4,000 X 1 X
ARCHSTONE COMMUNITIES TRUST COMMON STOCK 039581103 1,198,244 60,100 X 1 X
ARDEN REALTY INC COMMON STOCK 039793104 1,252,500 60,000 X 1 X
ASSOCIATES FIRST CAPITAL CRP COMMON STOCK 046008108 679,869 31,714 X 1 X
AT & T COMMON STOCK 001957109 16,295,063 289,690 X 1 X
AT&T CORP - LIBERTY MEDIA -A COMMON STOCK 001957208 1,866,375 31,500 X 1 X
ATLANTIC RICHFIELD COMMON STOCK 048825103 1,912,500 22,500 X 1 X
ATMEL CORP COMMON STOCK 049513104 2,286,988 44,300 X 1 X
BAKER HUGHES COMMON STOCK 057224107 1,089,000 36,000 X 1 X
BANK OF AMERICA CORP COMMON STOCK 060505104 9,648,552 184,001 X 1 X
BANK OF NEW YORK COMMON STOCK 064057102 7,967,531 191,700 X 1 X
BANK ONE CORPORATION COMMON STOCK 06423A103 3,798,438 110,500 X 1 X
BANKAMERICA REALTY INVESTORS COMMON STOCK 05564E106 1,781,063 69,000 X 1 X
BARRICK GOLD COMMON FOREIGN 067901108 307,475 19,600 X 1 X
BAXTER INTL COMMON STOCK 071813109 2,294,363 36,600 X 1 X
BELL ATLANTIC COMMON STOCK 077853109 7,426,688 121,500 X 1 X
BELLSOUTH COMMON STOCK 079860102 7,026,500 149,500 X 1 X
BEST BUY COMMON STOCK 086516101 2,485,400 28,900 X 1 X
BISYS GROUP COMMON STOCK 055472104 212,800 3,200 X 1 X
BJ SERVICES COMMON STOCK 055482103 8,163,188 110,500 X 1 X
BOEING COMMON STOCK 097023105 4,188,224 110,398 X 1 X
BOSTON PROPERTIES INC COMMON STOCK 101121101 2,481,375 78,000 X 1 X
BOWATER COMMON STOCK 102183100 1,681,313 31,500 X 1 X
BRISTOL-MYERS-SQUIBB COMMON STOCK 110122108 11,754,435 203,540 X 1 X
BROADWING INC COMMON STOCK 111620100 3,629,500 97,600 X 1 X
BURLINGTON RESOURCES COMMON STOCK 122014103 2,863,800 77,400 X 1 X
BURR BROWN COMMON STOCK 122574106 318,094 5,850 X 1 X
C I G N A COMMON STOCK 125509109 1,757,400 23,200 X 1 X
CABLETRON COMMON STOCK 126920107 422,100 14,400 X 1 X
CARDINAL HEALTH COMMON STOCK 14149Y108 1,532,225 33,400 X 1 X
CAROLINA PWR & LT COMMON STOCK 144141108 496,294 15,300 X 1 X
CATALINA MARKETING COMMON STOCK 148867104 222,750 2,200 X 1 X
CATERPILLAR COMMON STOCK 149123101 2,338,644 59,300 X 1 X
CBS CORPORATION COMMON STOCK 12490K107 3,437,138 60,700 X 1 X
C-CUBE MICROSYSTEMS INC-OLD COMMON STOCK 125015107 327,656 4,500 X 1 X
CENDANT COPORATION COMMON STOCK 151313103 1,293,150 69,900 X 1 X
CENTERPOINT PROPERTIES CORP COMMON STOCK 151895109 874,500 24,000 X 1 X
CHAMPION INTL COMMON STOCK 158525105 1,347,225 25,300 X 1 X
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 5,759,258 66,056 X 1 X
CHEVRON COMMON STOCK 166751107 3,697,500 40,000 X 1 X
CHIRON COMMON STOCK 170040109 1,506,225 30,200 X 1 X
CINERGY COMMON STOCK 172474108 477,300 22,200 X 1 X
CINTAS COMMON STOCK 172908105 2,747,044 70,100 X 1 X
CIRCUIT CITY STORES COMMON STOCK 172737108 1,594,925 26,200 X 1 X
CISCO SYSTEMS, INC. COMMON STOCK 17275R102 51,567,438 667,000 X 1 X
CITIGROUP INC COMMON STOCK 172967101 16,903,410 284,989 X 1 X
CITY NATIONAL COMMON STOCK 178566105 1,687,744 50,100 X 1 X
CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 184502102 1,878,500 27,200 X 1 X
CNF TRANSPORTATION COMMON STOCK 12612W104 857,475 30,900 X 1 X
COCA-COLA COMMON STOCK 191216100 9,570,556 203,900 X 1 X
COGNEX CORP COMMON STOCK 192422103 271,131 4,700 X 1 X
COLGATE-PALMOLIVE COMMON STOCK 194162103 2,508,688 44,500 X 1 X
COLUMBIA HEALTHCARE COMMON STOCK 197677107 663,188 26,200 X 1 X
COMCAST CLASS A SPECIAL COMMON STOCK 200300200 2,385,625 55,000 X 1 X
COMDISCO COMMON STOCK 200336105 1,345,813 30,500 X 1 X
COMMSCOPE INC COMMON STOCK 203372107 1,460,000 32,000 X 1 X
COMPAQ COMPUTER COMMON STOCK 204493100 1,642,763 61,700 X 1 X
COMPUTER ASSOCIATES INTL COMMON STOCK 204912109 3,030,400 51,200 X 1 X
COMVERSE TECHNOLOGY COMMON STOCK 205862402 4,422,600 23,400 X 1 X
CONSOLIDATED EDISON COMMON STOCK 209115104 701,800 24,200 X 1 X
CONSOLIDATED STORES COMMON STOCK 210149100 721,175 63,400 X 1 X
CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 1,373,813 43,100 X 1 X
CONVERGYS CORP COMMON STOCK 212485106 1,197,375 31,000 X 1 X
COOPER CAMERON CORP COMMON STOCK 216640102 1,130,188 16,900 X 1 X
CORNING COMMON STOCK 219350105 8,419,600 43,400 X 1 X
COSTO WHOLESALE CORP COMMON STOCK 22160K105 1,477,006 28,100 X 1 X
CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 1,316,644 26,700 X 1 X
DALLAS SEMICONDUCTOR COMMON STOCK 235204104 235,338 6,700 X 1 X
DEERE COMMON STOCK 244199105 2,040,600 53,700 X 1 X
DELL COMPUTER COMMON STOCK 247025109 10,679,625 198,000 X 1 X
DELPHI AUTOMOTIVE SYSTEMS COMMON STOCK 247126105 734,400 45,900 X 1 X
DETROIT EDISON COMMON STOCK 233331107 530,700 18,300 X 1 X
DEVELOPERS DIVER REALTY CORP COMMON STOCK 251591103 416,250 30,000 X 1 X
DIEBOLD COMMON STOCK 253651103 1,075,250 39,100 X 1 X
DIGITAL MICROWAVE CORP COMMON STOCK 253859102 250,675 7,400 X 1 X
DISNEY (WALT) COMMON STOCK 254687106 8,320,512 201,100 X 1 X
DOW CHEMICAL COMMON STOCK 260543103 1,368,000 12,000 X 1 X
DU PONT DE NEMOURS COMMON STOCK 263534109 4,439,068 83,954 X 1 X
DUKE ENERGY CORP COMMON STOCK 264399106 2,845,500 54,200 X 1 X
DUKE-WEEKS REALTY CORP. COMMON STOCK 264411505 1,721,250 90,000 X 1 X
E M C COMMON STOCK 268648102 11,700,000 93,600 X 1 X
EATON COMMON STOCK 278058102 1,193,400 15,300 X 1 X
EDWARDS (AG) COMMON STOCK 281760108 844,000 21,100 X 1 X
EL PASO ENERGY CORP DELAWARE COMMON STOCK 283905107 1,162,800 28,800 X 1 X
ELECTRONIC ARTS COMMON STOCK 285512109 797,300 11,200 X 1 X
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 4,814,063 75,000 X 1 X
EMERSON ELEC COMMON STOCK 291011104 1,951,088 36,900 X 1 X
ENERGY EAST CORPORATION COMMON STOCK 29266M109 479,463 24,200 X 1 X
ENRON COMMON STOCK 293561106 3,594,000 48,000 X 1 X
EQUITY OFFICE PROPERTIES TRUST COMMON STOCK 294741103 3,950,203 157,222 X 1 X
EQUITY RESIDENTIAL PROP TR COMMON STOCK 29476L107 2,379,100 59,200 X 1 X
ETHAN ALLEN INTERIORS COMMON STOCK 297602104 1,432,500 57,300 X 1 X
EVEREST RE GROUP LTD COMMON STOCK G3223R108 2,084,738 63,900 X 1 X
EXPEDITORS INTL WASHINGTON COMMON STOCK 302130109 226,575 5,700 X 1 X
EXXON COMMON STOCK 30231G102 21,334,320 274,176 X 1 X
F M C COMMON STOCK 302491303 819,250 14,500 X 1 X
FEDERAL NAT'L MORT. ASSOC COMMON STOCK 313586109 5,310,769 94,100 X 1 X
FEDERATED DEPARTMENT STORES COMMON STOCK 31410H101 1,899,625 45,500 X 1 X
FEDEX CORP COMMON STOCK 31428X106 815,100 20,900 X 1 X
FIFTH THIRD BANCORP COMMON STOCK 316773100 2,671,200 42,400 X 1 X
FIRSTAR CORPORATION COMMON STOCK 33763V109 5,571,519 242,900 X 1 X
FISERV INC. COMMON STOCK 337738108 1,238,344 33,300 X 1 X
FLEET BOSTON FINANCIAL CORP COMMON STOCK 339030108 3,317,850 90,900 X 1 X
FORD MOTOR COMMON STOCK 345370100 6,628,781 144,300 X 1 X
FOREST LABS COMMON STOCK 345838106 4,064,450 48,100 X 1 X
FREDDIE MAC COMMON STOCK 313400301 2,942,888 66,600 X 1 X
FREEPORT MCMORAN B COMMON STOCK 35671D857 1,358,238 112,600 X 1 X
G T E COMMON STOCK 362320103 6,745,000 95,000 X 1 X
GAP STORES COMMON STOCK 364760108 3,442,044 69,100 X 1 X
GENERAL ELECTRIC COMMON STOCK 369604103 43,049,013 277,400 X 1 X
GENERAL GROWTH PROPERTIES COMMON STOCK 370021107 690,931 22,700 X 1 X
GENERAL MILLS COMMON STOCK 370334104 1,574,156 43,500 X 1 X
GENERAL MOTORS COMMON STOCK 370442105 7,295,781 88,100 X 1 X
GENTEX CORP COMMON STOCK 371901109 311,325 8,400 X 1 X
GEORGIA-PACIFIC COMMON STOCK 373298108 799,163 20,200 X 1 X
GILLETTE COMMON STOCK 375766102 1,548,956 41,100 X 1 X
GLOBAL MARINE COMMON STOCK 379352404 3,542,350 139,600 X 1 X
GRAINGER COMMON STOCK 384802104 10,171,875 187,500 X 1 X
HALLIBURTON COMMON STOCK 406216101 774,900 18,900 X 1 X
HARRIS COMMON STOCK 413875105 1,168,213 33,800 X 1 X
HEWLETT-PACKARD COMMON STOCK 428236103 12,036,675 90,800 X 1 X
HNC SOFTWARE COMMON STOCK 40425P107 208,981 2,900 X 1 X
HOME DEPOT COMMON STOCK 437076102 12,358,200 191,600 X 1 X
HOMESTAKE MINING COMMON STOCK 437614100 177,000 29,500 X 1 X
HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 3,533,329 67,062 X 1 X
HOUSEHOLD INTL COMMON STOCK 441815107 996,244 26,700 X 1 X
HUBBELL, CL B COMMON STOCK 443510201 3,101,588 113,300 X 1 X
ICN PHARMACEUTICALS COMMON STOCK 448924100 1,907,500 70,000 X 1 X
ILLINOIS TOOL WORKS COMMON STOCK 452308109 1,784,575 32,300 X 1 X
INCO COMMON FOREIGN 453258402 382,731 20,900 X 1 X
INGERSOLL-RAND COMMON STOCK 456866102 1,163,775 26,300 X 1 X
INTEL COMMON STOCK 458140100 38,578,526 292,400 X 1 X
INTERNATIONAL RECTIFIER CORP COMMON STOCK 460254105 240,188 6,300 X 1 X
INTERPUBLIC GROUP OF COS COMMON STOCK 460690100 1,795,500 38,000 X 1 X
INTL BUSINESS MACHINES COMMON STOCK 459200101 17,664,600 149,700 X 1 X
INTUIT INC COMMON STOCK 461202103 1,788,938 32,900 X 1 X
IVAX CORP COMMON STOCK 465823102 2,080,538 76,350 X 1 X
JABIL CIRCUIT INC COMMON STOCK 466313103 1,029,350 23,800 X 1 X
JACOBS ENGINEERING GRP COMMON STOCK 469814107 938,475 29,100 X 1 X
JOHNSON & JOHNSON COMMON STOCK 478160104 8,218,331 117,300 X 1 X
JOHNSON CONTROLS COMMON STOCK 478366107 886,625 16,400 X 1 X
JONES PHARMA COMMON STOCK 480236108 227,053 7,475 X 1 X
KANSAS CITY SOUTHERN INDUSTRIES COMMON STOCK 485170104 661,719 7,700 X 1 X
KEANE CORP COMMON STOCK 486665102 330,775 13,100 X 1 X
KEEBLER FOODS CO COMMON STOCK 487256109 963,900 33,600 X 1 X
KEMET CORP COMMON STOCK 488360108 290,950 4,600 X 1 X
KERR-MCGEE COMMON STOCK 492386107 1,276,275 22,100 X 1 X
KEYSTONE FINANCIAL INC COMMON STOCK 493482103 1,282,575 69,800 X 1 X
KIMBERLY-CLARK COMMON STOCK 494368103 6,048,000 108,000 X 1 X
KIMCO REALTY CORP COMMON STOCK 49446R109 795,000 21,200 X 1 X
KLA-TENCOR CORP COMMON STOCK 482480100 2,257,900 26,800 X 1 X
L S I LOGIC COMMON STOCK 502161102 3,783,763 52,100 X 1 X
LANDS' END COMMON STOCK 515086106 965,550 15,700 X 1 X
LATTICE SEMICONDUCTOR COMMON STOCK 518415104 385,819 5,700 X 1 X
LEGATO SYS INC COMMON STOCK 524651106 687,225 15,400 X 1 X
LEGG MASON COMMON STOCK 524901105 2,192,775 50,700 X 1 X
LEXMARK INT'L GROUP A COMMON STOCK 529771107 2,146,725 20,300 X 1 X
LILLY (ELI) COMMON STOCK 532457108 6,142,500 97,500 X 1 X
LINCOLN NATIONAL COMMON STOCK 534187109 2,539,300 75,800 X 1 X
LOWE'S COMMON STOCK 548661107 3,718,488 63,700 X 1 X
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 15,161,985 249,580 X 1 X
MACERICH COMPANY COMMON STOCK 554382101 618,750 30,000 X 1 X
MACK-CALI REALTY CORP COMMON STOCK 554489104 1,606,500 63,000 X 1 X
MANUFACTURED HOME COMMUNITIES COMMON STOCK 564682102 3,641,378 157,465 X 1 X
MARCHFIRST INC COMMON STOCK 566244109 510,331 14,300 X 1 X
MARSH & MC LENNAN COMMON STOCK 571748102 5,206,750 47,200 X 1 X
MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 2,707,481 38,100 X 1 X
MBNA CORP COMMON STOCK 55262L100 3,014,100 118,200 X 1 X
MCDONALD'S COMMON STOCK 580135101 4,631,456 123,300 X 1 X
MCLEOD INC -CL A COMMON STOCK 582266102 3,409,463 40,200 X 1 X
MEDIAONE GROUP COMMON STOCK 58440J104 1,174,500 14,500 X 1 X
MEDIMMUNE INC COMMON STOCK 584699102 3,848,163 22,100 X 1 X
MEDTRONICS COMMON STOCK 585055106 4,655,094 90,500 X 1 X
MENS WEARHOUSE COMMON STOCK 587118100 1,930,069 65,150 X 1 X
MERCK COMMON STOCK 589331107 11,485,546 184,878 X 1 X
MERCURY INTERACTIVE CORP. COMMON STOCK 589405109 665,700 8,400 X 1 X
MERRILL LYNCH COMMON STOCK 590188108 4,095,000 39,000 X 1 X
METHODE ELECTRONICS CLASS A COMMON STOCK 591520200 217,150 4,300 X 1 X
MGIC INVESTMENT COMMON STOCK 552848103 1,343,650 30,800 X 1 X
MICREL INC COMMON STOCK 594793101 451,200 4,700 X 1 X
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 1,058,575 16,100 X 1 X
MICROSOFT COMMON STOCK 594918104 49,448,750 465,400 X 1 X
MINNESOTA MNG & MFG COMMON STOCK 604059105 2,134,356 24,100 X 1 X
MONSANTO COMMON STOCK 611662107 1,241,150 24,100 X 1 X
MONTANA PWR COMMON STOCK 612085100 1,209,600 18,900 X 1 X
MORGAN STANLEY DEAN WITTER & CO COMMON STOCK 617446448 6,875,719 84,300 X 1 X
MOTOROLA COMMON STOCK 620076109 11,653,394 81,850 X 1 X
NABORS INDUSTRIES COMMON STOCK 629568106 3,922,585 101,065 X 1 X
NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 267,544 5,700 X 1 X
NATIONWIDE FINANCIAL COMMON STOCK 638612101 2,272,725 77,700 X 1 X
NAVISTAR INTL COMMON STOCK 63934E108 2,046,375 51,000 X 1 X
NETWORK ASSOCIATES INC COMMON STOCK 640938106 819,150 25,400 X 1 X
NEW YORK TIMES COMMON STOCK 650111107 4,907,756 114,300 X 1 X
NEWMONT MINING COMMON STOCK 651639106 762,875 34,000 X 1 X
NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 4,151,000 28,000 X 1 X
NIAGARA MOHAWK HOLDINGS INC COMMON STOCK 653520106 1,690,200 125,200 X 1 X
NORTEL NETWORKS CORP COMMON FOREIGN 656568102 19,958,400 158,400 X 1 X
NORTHERN TRUST COMMON STOCK 665859104 3,540,275 52,400 X 1 X
NORTHROP GRUMMAN COMMON STOCK 666807102 1,064,044 20,100 X 1 X
NOVELLUS SYSTEM INC COMMON STOCK 670008101 740,850 13,200 X 1 X
NUCOR COMMON STOCK 670346105 1,575,000 31,500 X 1 X
OMNICOM GROUP COMMON STOCK 681919106 2,812,469 30,100 X 1 X
ORACLE SYSTEMS COMMON STOCK 68389X105 21,003,496 269,060 X 1 X
P P G INDUSTRIES COMMON STOCK 693506107 428,963 8,200 X 1 X
PARKER-HANNIFIN COMMON STOCK 701094104 1,375,706 33,300 X 1 X
PECO ENERGY CO COMMON STOCK 693304107 2,385,813 64,700 X 1 X
PEPSICO COMMON STOCK 713448108 5,111,794 147,900 X 1 X
PFIZER COMMON STOCK 717081103 9,360,000 256,000 X 1 X
PHARMACIA & UPJOHN INC COMMON STOCK 716941109 2,980,275 50,300 X 1 X
PHELPS DODGE COMMON STOCK 717265102 764,750 16,100 X 1 X
PHILIP MORRIS COMMON STOCK 718154107 4,015,863 190,100 X 1 X
PIER 1 COMMON STOCK 720279108 116,338 11,350 X 1 X
PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 2,811,900 62,400 X 1 X
POST PROPERTIES, INC. COMMON STOCK 737464107 1,140,844 28,300 X 1 X
PRENTISS PROPERTIES TRUST COMMON STOCK 740706106 267,750 12,000 X 1 X
PROCTER & GAMBLE COMMON STOCK 742718109 4,635,000 82,400 X 1 X
PROLOGIS TRUST COMMON STOCK 743410102 1,155,000 60,000 X 1 X
PUBLIC STORAGE INC COMMON STOCK 74460D109 1,260,000 60,000 X 1 X
PUBLIC SVC OF NEW MEXICO COMMON STOCK 744499104 661,500 42,000 X 1 X
QUALCOM COMMON STOCK 747525103 8,018,081 53,700 X 1 X
QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 2,298,900 47,400 X 1 X
R & B FALCON CORP COMMON STOCK 74912E101 1,273,781 64,700 X 1 X
RADIAN GROUP INC COMMON STOCK 750236101 2,185,988 45,900 X 1 X
RALSTON-RALSTON PURINA COMMON STOCK 751277302 2,395,313 87,500 X 1 X
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 1,124,550 14,700 X 1 X
READERS DIGEST COMMON STOCK 755267101 11,680,825 330,200 X 1 X
RELIASTAR FINL COMMON STOCK 75952U103 4,075,163 120,300 X 1 X
REYNOLDS & REYNOLDS COMMON STOCK 761695105 3,896,100 144,300 X 1 X
REYNOLDS METALS COMMON STOCK 761763101 294,250 4,400 X 1 X
ROHM & HAAS COMMON STOCK 775371107 1,945,650 43,600 X 1 X
ROUSE CO COMMON STOCK 779273101 422,500 20,000 X 1 X
ROWAN COMMON STOCK 779382100 841,913 28,600 X 1 X
ROYAL CARIBBEAN CRUISES LTD COMMON STOCK V7780T103 898,800 32,100 X 1 X
ROYAL DUTCH PETROLEUM COMMON FOREIGN 780257804 8,409,881 146,100 X 1 X
RSA SECURITY INC COMMON STOCK 749719100 212,431 4,100 X 1 X
S C I SYSTEMS COMMON STOCK 783890106 2,044,875 38,000 X 1 X
S E I COMMON STOCK 784117103 238,219 2,100 X 1 X
SABRE HOLDINGS CORP COMMON STOCK 785905100 663,434 17,961 X 1 X
SAFEWAY INC COMMON STOCK 786514208 3,353,025 74,100 X 1 X
SBC COMMUNICATIONS COMMON STOCK 78387G103 10,257,072 244,216 X 1 X
SCHERING-PLOUGH COMMON STOCK 806605101 4,744,425 129,100 X 1 X
SCHLUMBERGER COMMON STOCK 806857108 1,744,200 22,800 X 1 X
SCHWAB CHARLES CORP NEW COMMON STOCK 808513105 5,027,906 88,500 X 1 X
SEAGRAM COMMON FOREIGN 811850106 2,998,800 50,400 X 1 X
SEPRACOR INC COMMON STOCK 817315104 1,325,188 18,200 X 1 X
SIEBEL SYSTEMS INC COMMON STOCK 826170102 4,228,088 35,400 X 1 X
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 1,226,400 51,100 X 1 X
SMURFIT-STONE CONTAINER CORP COMMON STOCK 832727101 2,130,738 125,800 X 1 X
SNAP-ON COMMON STOCK 833034101 2,246,888 85,800 X 1 X
SOUTHERN COMMON STOCK 842587107 1,485,525 68,300 X 1 X
SPRINT COMMON STOCK 852061100 3,880,800 61,600 X 1 X
SPRINT CORP (PCS GROUP) COMMON STOCK 852061506 5,505,844 84,300 X 1 X
STAPLES COMMON STOCK 855030102 2,646,000 132,300 X 1 X
STARWOOD HOTELS & RESORTS TRUST COMMON STOCK 85590A203 732,375 27,900 X 1 X
STATE STREET CORP COMMON STOCK 857477103 3,623,125 37,400 X 1 X
STRYKER COMMON STOCK 863667101 3,724,650 53,400 X 1 X
SUMMIT PROPERTIES INC COMMON STOCK 866239106 1,893,375 99,000 X 1 X
SUN CO. COMMON STOCK 86764P109 1,023,825 37,400 X 1 X
SUN MICROSYSTEMS COMMON STOCK 866810104 13,259,551 141,506 X 1 X
SYBRON CORP COMMON STOCK 87114F106 1,519,600 52,400 X 1 X
SYMANTEC CORP. COMMON STOCK 871503108 527,378 7,800 X 1 X
SYMBOL TECH COMMON STOCK 871508107 1,366,388 16,600 X 1 X
T R W COMMON STOCK 872649108 824,850 14,100 X 1 X
TANDY COMMON STOCK 875382103 1,040,375 20,500 X 1 X
TARGET CORP COMMON STOCK 87612E106 2,436,850 32,600 X 1 X
TAUBMAN CENTERS INC COMMON STOCK 876664103 111,250 10,000 X 1 X
TELECOM CORP OF NEW ZEALAND COMMON FOREIGN 879278208 693,394 18,900 X 1 X
TELEFLEX COMMON STOCK 879369106 507,650 14,300 X 1 X
TELLABS COMMON STOCK 879664100 3,873,541 61,500 X 1 X
TEMPLE-INLAND COMMON STOCK 879868107 816,925 16,400 X 1 X
TENET HEALTHCARE COMMON STOCK 88033G100 2,608,200 113,400 X 1 X
TEXACO COMMON STOCK 881694103 3,346,146 62,399 X 1 X
TEXAS INSTRUMENTS COMMON STOCK 882508104 11,072,000 69,200 X 1 X
TEXAS UTILITIES CO (HLDG) COMMON STOCK 882848104 1,831,719 61,700 X 1 X
TEXTRON COMMON STOCK 883203101 2,069,750 34,000 X 1 X
THE PMI GROUP COMMON STOCK 69344M101 932,147 19,650 X 1 X
TIDEWATER COMMON STOCK 886423102 1,822,856 57,300 X 1 X
TIME WARNER COMMON STOCK 887315109 9,230,000 92,300 X 1 X
TORCHMARK COMMON STOCK 891027104 1,341,250 58,000 X 1 X
TRANSWITCH CORPORATION COMMON STOCK 894065101 586,363 6,100 X 1 X
TRIBUNE COMMON STOCK 896047107 1,210,219 33,100 X 1 X
TRUE NORTH COMMUNICATION COMMON STOCK 897844106 212,288 5,400 X 1 X
TYCO INTERNATIONAL COMMON STOCK 902124106 10,099,688 202,500 X 1 X
U S TRUST COMMON STOCK 91288L105 396,900 2,100 X 1 X
U S X- U.S. STEEL GROUP COMMON STOCK 90337T101 1,085,000 43,400 X 1 X
UNILEVER N.V. COMMON FOREIGN 904784709 668,409 13,889 X 1 X
UNITED TECH COMMON STOCK 913017109 4,410,488 69,800 X 1 X
US WEST COMMON STOCK 91273H101 1,111,163 15,300 X 1 X
USA NETWORKS COMMON STOCK 902984103 1,101,050 48,800 X 1 X
USX-MARATHON GROUP COMMON STOCK 902905827 2,038,088 78,200 X 1 X
VERITAS SOFTWARE CORP COMMON STOCK 923436109 2,751,000 21,000 X 1 X
VIACOM -CL B COMMON STOCK 925524308 2,415,950 45,800 X 1 X
VIACOM INTERNATIONAL COMMON STOCK 925524100 635,906 11,900 X 1 X
VIAD CORP COMMON STOCK 92552R109 1,358,775 59,400 X 1 X
VISHAY INTERTECH. INC COMMON STOCK 928298108 1,215,406 21,850 X 1 X
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 1,963,500 20,400 X 1 X
WADDELL & REED FINANCIAL COMMON STOCK 930059100 2,310,263 54,600 X 1 X
WALGREEN COMMON STOCK 931422109 1,751,000 68,000 X 1 X
WAL-MART STORES COMMON STOCK 931142103 21,672,750 390,500 X 1 X
WARNER-LAMBERT COMMON STOCK 934488107 7,166,250 73,500 X 1 X
WASHINGTON MUTUAL COMMON STOCK 939322103 2,575,800 97,200 X 1 X
WATSON PHARMACEUTICALS INC COMMON STOCK 942683103 730,250 18,400 X 1 X
WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 2,504,844 42,500 X 1 X
WELLS FARGO & CO (NEW) COMMON STOCK 949746101 4,138,781 101,100 X 1 X
WEYERHAEUSER COMMON STOCK 962166104 1,732,800 30,400 X 1 X
WISCONSIN ENERGY COMMON STOCK 976657106 1,212,200 60,800 X 1 X
WORLDCOM INC. COMMON STOCK 98157D106 10,355,900 228,544 X 1 X
WRIGLEY COMMON STOCK 982526105 3,525,694 45,900 X 1 X
XEROX COMMON STOCK 984121103 665,600 25,600 X 1 X
XILINX, INC. COMMON STOCK 983919101 3,842,500 46,400 X 1 X
TECNOST INTL DEBT STOCK EC1437234 2,671 2,610 X 1 X
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