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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 December 31, 1999
- --------------------------------------------------------------------------------
(PLEASE READ INSTRUCTIONS BEFORE PREPARING FORM.)
- --------------------------------------------------------------------------------
IF AMENDED REPORT CHECK HERE: |_|
ALLSTATE RETIREMENT PLAN
- --------------------------------------------------------------------------------
NAME OF INSTITUTIONAL INVESTMENT MANAGER
3075 SANDERS ROAD SUITE G4A NORTHBROOK ILLINOIS 60062-7127
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BUSINESS ADDRESS (STREET) (CITY) (STATE) (ZIP)
DOUGLAS B. WELCH (847)402-6046 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 11 DAY OF FEBRUARY, 2000.
ALLSTATE RETIREMENT PLAN
------------------------------------------
(NAME OF INSTITUTIONAL INVESTMENT MANAGER)
/S/ DOUGLAS B. WELCH
------------------------------------------
(MANUAL SIGNATURE OF PERSON DULY
AUTHORIZED TO SUBMIT THIS REPORT)
NAME AND 13F FILE NUMBERS OF ALL INSTITUTIONAL INVESTMENT MANAGERS WITH RESPECT
TO WHICH THIS SCHEDULE IS FILED (OTHER THAN THE ONE FILING THIS REPORT): (LIST
IN ALPHABETICAL ORDER).
13F FILE NUMBERS WILL BE ASSIGNED TO INSTITUTIONAL INVESTMENT MANAGERS AFTER
THEY FILE THEIR FIRST REPORT.
NAME: 13F FILE NO.:
- -------------------------------------------------------------- ---------------
1. ALLSTATE INSURANCE COMPANY 28-35
- -------------------------------------------------------------- ---------------
2.
- -------------------------------------------------------------- ---------------
3.
- -------------------------------------------------------------- ---------------
4.
- -------------------------------------------------------------- ---------------
5.
- -------------------------------------------------------------- ---------------
<PAGE>
FORM 13F REPORT
NAME OF REPORTING MANAGER: ALLSTATE RETIREMENT PLAN
<TABLE>
<CAPTION>
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(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
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<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
3 COM COMMON STOCK 885535104 1,574,500.00 33,500 X 1 X
A D C TELECOM COMMON STOCK 000886101 2,858,962.50 39,400 X 1 X
ABBOTT LABS COMMON STOCK 002824100 2,363,943.76 65,100 X 1 X
ADELPHIA COMMUNICATIONS-CL A COMMON STOCK 006848105 951,562.50 14,500 X 1 X
AFFILIATED COMPUTER SERV COMMON STOCK 008190100 487,600.00 10,600 X 1 X
AGILE SOFTWARE COMMON STOCK 00846X105 2,454,748.72 11,300 X 1 X
AK STEEL HOLDING COMMON STOCK 001547108 2,576,437.50 136,500 X 1 X
ALCAN ALUMINUM COMMON FOREIGN 013716105 531,318.75 12,900 X 1 X
ALLAMERICA FINC. CORP COMMON STOCK 019754100 940,062.50 16,900 X 1 X
ALLEGHENY ENERGY COMMON STOCK 017361106 765,025.00 28,400 X 1 X
ALLTEL COMMON STOCK 020039103 4,837,218.75 58,500 X 1 X
ALTERA COMMON STOCK 021441100 1,878,418.75 37,900 X 1 X
ALUMINUM CO OF AMERICA COMMON STOCK 013817101 2,672,599.97 32,200 X 1 X
AMAZON.COM INC COMMON STOCK 023135106 989,625.00 13,000 X 1 X
AMB PROPERTY CORP COMMON STOCK 00163T109 1,435,500.00 72,000 X 1 X
AMERICA ON-LINE COMMON STOCK 02364J104 16,679,231.25 221,100 X 1 X
AMERICAN ELEC PWR COMMON STOCK 025537101 327,675.00 10,200 X 1 X
AMERICAN EXPRESS COMMON STOCK 025816109 10,955,875.00 65,900 X 1 X
AMERICAN HOME PRODUCTS COMMON STOCK 026609107 2,145,399.99 54,400 X 1 X
AMERICAN INTL COMMON STOCK 026874107 16,394,561.37 151,626 X 1 X
AMERICAN POWER CONVERSION COMMON STOCK 029066107 1,025,987.50 38,900 X 1 X
AMERICAN STANDARD COMPANIES COMMON STOCK 029712106 3,211,250.00 70,000 X 1 X
AMGEN COMMON STOCK 031162100 7,111,400.00 118,400 X 1 X
ANALOG DEVICES COMMON STOCK 032654105 1,515,900.00 16,300 X 1 X
ANHEUSER BUSCH COMMON STOCK 035229103 4,309,200.00 60,800 X 1 X
AON COMMON STOCK 037389103 2,276,000.00 56,900 X 1 X
APACHE COMMON STOCK 037411105 860,643.75 23,300 X 1 X
APARTMENT INVT & MGMT COMMON STOCK 03748R101 2,420,600.00 60,800 X 1 X
APPLE COMPUTER COMMON STOCK 037833100 2,971,281.25 28,900 X 1 X
APPLIED MATERIALS COMMON STOCK 038222105 3,103,843.75 24,500 X 1 X
ARDEN REALTY INC COMMON STOCK 039793104 1,203,750.00 60,000 X 1 X
ASSOCIATES FIRST CAPITAL CRP COMMON STOCK 046008108 870,152.89 31,714 X 1 X
AT & T COMMON STOCK 001957109 14,676,392.80 289,190 X 1 X
AT&T CORP - LIBERTY MEDIA -A COMMON STOCK 001957208 2,043,000.00 36,000 X 1 X
ATLANTIC RICHFIELD COMMON STOCK 048825103 2,223,050.00 25,700 X 1 X
ATMEL CORP COMMON STOCK 049513104 2,051,637.50 69,400 X 1 X
AVNET COMMON STOCK 053807103 568,700.00 9,400 X 1 X
BAKER HUGHES COMMON STOCK 057224107 1,183,712.50 56,200 X 1 X
BANK OF AMERICA CORP COMMON STOCK 060505104 4,235,875.19 84,401 X 1 X
BANK OF NEW YORK COMMON STOCK 064057102 5,620,000.00 140,500 X 1 X
BANK ONE CORPORATION COMMON STOCK 06423A103 2,725,312.50 85,000 X 1 X
BANKAMERICA REALTY INVESTORS COMMON STOCK 05564E106 1,565,437.50 69,000 X 1 X
BARRICK GOLD COMMON FOREIGN 067901108 396,200.00 22,400 X 1 X
BAXTER INTL COMMON STOCK 071813109 2,625,562.50 41,800 X 1 X
BELL ATLANTIC COMMON STOCK 077853109 8,766,499.99 142,400 X 1 X
BELLSOUTH COMMON STOCK 079860102 3,941,612.50 84,200 X 1 X
BEST BUY COMMON STOCK 086516101 1,284,800.00 25,600 X 1 X
BIOGEN COMMON STOCK 090597105 3,540,550.00 41,900 X 1 X
BIOMET COMMON STOCK 090613100 1,216,000.00 30,400 X 1 X
BISYS GROUP COMMON STOCK 055472104 221,850.00 3,400 X 1 X
BJ SERVICES COMMON STOCK 055482103 8,149,256.25 194,900 X 1 X
BLOCK (H & R) COMMON STOCK 093671105 2,187,500.00 50,000 X 1 X
BMC SOFTWARE COMMON STOCK 055921100 2,398,125.00 30,000 X 1 X
BOEING COMMON STOCK 097023105 4,172,791.89 100,398 X 1 X
BOSTON PROPERTIES INC COMMON STOCK 101121101 2,427,750.00 78,000 X 1 X
BOWATER COMMON STOCK 102183100 1,379,537.50 25,400 X 1 X
BRISTOL-MYERS-SQUIBB COMMON STOCK 110122108 11,716,786.27 182,540 X 1 X
BRITISH PETROLEUM COMMON FOREIGN 055622104 1,233,700.00 20,800 X 1 X
BROADWING INC COMMON STOCK 111620100 15,612,875.00 423,400 X 1 X
BURLINGTON RESOURCES COMMON STOCK 122014103 7,564,700.00 228,800 X 1 X
BURR BROWN COMMON STOCK 122574106 222,168.75 6,150 X 1 X
C T S COMMON STOCK 126501105 248,737.50 3,300 X 1 X
CABLETRON COMMON STOCK 126920107 1,224,600.00 47,100 X 1 X
CADENCE DESIGNS SYS INC COMMON STOCK 127387108 451,200.00 18,800 X 1 X
CALLOWAY GOLF CO COMMON STOCK 131193104 1,673,237.50 94,600 X 1 X
CALPINE CORP COMMON STOCK 131347106 2,604,800.00 40,700 X 1 X
CAPITAL ONE FINANCIAL COMMON STOCK 14040H105 443,325.00 9,200 X 1 X
CARNIVAL CRUISE LINES COMMON STOCK 143658102 1,276,593.75 26,700 X 1 X
CATALINA MARKETING COMMON STOCK 148867104 266,225.00 2,300 X 1 X
CBS CORPORATION COMMON STOCK 12490K107 6,464,081.25 101,100 X 1 X
C-CUBE MICROSYSTEMS INC COMMON STOCK 125015107 292,575.00 4,700 X 1 X
CDW COMPUTER CENTERS INC COMMON STOCK 125129106 1,957,762.50 24,900 X 1 X
CENTERPOINT PROPERTIES CORP COMMON STOCK 151895109 861,000.00 24,000 X 1 X
CENTURYTEL INC COMMON STOCK 156700106 2,874,478.14 60,675 X 1 X
CHAMPION INTL COMMON STOCK 158525105 1,789,993.75 28,900 X 1 X
CHASE MANHATTAN CORP NEW COMMON STOCK 16161A108 6,903,000.51 88,856 X 1 X
CHECKFREE HOLDINGS CORP COMMON STOCK 162816102 3,135,000.00 30,000 X 1 X
CHEVRON COMMON STOCK 166751107 4,556,475.01 52,600 X 1 X
CHIRON COMMON STOCK 170040109 1,839,075.00 43,400 X 1 X
CISCO SYSTEMS, INC. COMMON STOCK 17275R102 37,611,587.67 351,100 X 1 X
CITIGROUP INC COMMON STOCK 172967101 20,990,901.41 377,789 X 1 X
CITY NATIONAL COMMON STOCK 178566105 935,425.00 28,400 X 1 X
CLEAR CHANNEL COMMUNICATIONS COMMON STOCK 184502102 3,989,475.00 44,700 X 1 X
COCA-COLA COMMON STOCK 191216100 12,267,450.01 210,600 X 1 X
COLGATE-PALMOLIVE COMMON STOCK 194162103 3,282,500.00 50,500 X 1 X
COLUMBIA ENERGY GROUP COMMON STOCK 197648108 872,850.00 13,800 X 1 X
COLUMBIA HEALTHCARE COMMON STOCK 197677107 879,375.00 30,000 X 1 X
COMCAST CLASS A SPECIAL COMMON STOCK 200300200 3,170,268.75 62,700 X 1 X
COMDISCO COMMON STOCK 200336105 1,024,375.00 27,500 X 1 X
COMMSCOPE INC COMMON STOCK 203372107 241,875.00 6,000 X 1 X
COMPAQ COMPUTER COMMON STOCK 204493100 1,131,212.50 41,800 X 1 X
COMPUTER ASSOCIATES INTL COMMON STOCK 204912109 2,902,406.25 41,500 X 1 X
COMPUTER SCIENCES COMMON STOCK 205363104 1,987,125.00 21,000 X 1 X
CONCORD EFS INC COMMON STOCK 206197105 876,787.50 34,050 X 1 X
CONOCO INC - CL A COMMON STOCK 208251306 1,343,925.00 54,300 X 1 X
CONOCO INC. COMMON STOCK 208251405 1,390,263.76 55,890 X 1 X
CONSTELLATION ENERGY GROUP COMMON STOCK 210371100 626,400.00 21,600 X 1 X
CONVERGYS CORP COMMON STOCK 212485106 854,850.00 27,800 X 1 X
COOPER CAMERON CORP COMMON STOCK 216640102 944,493.75 19,300 X 1 X
CORNING COMMON STOCK 219350105 1,328,056.25 10,300 X 1 X
COSTO WHOLESALE CORP COMMON STOCK 22160K105 3,148,125.00 34,500 X 1 X
CSG SYSTEMS INTERNATION COMMON STOCK 126349109 745,662.50 18,700 X 1 X
CYPRESS SEMICONDUCTOR COMMON STOCK 232806109 602,175.00 18,600 X 1 X
DALLAS SEMICONDUCTOR COMMON STOCK 235204104 225,531.25 3,500 X 1 X
DARDEN RESTAURANTS COMMON STOCK 237194105 1,700,125.00 93,800 X 1 X
DAYTON-HUDSON COMMON STOCK 239753106 2,731,875.00 37,200 X 1 X
DEERE COMMON STOCK 244199105 1,153,775.00 26,600 X 1 X
DELL COMPUTER COMMON STOCK 247025109 12,311,400.00 241,400 X 1 X
DETROIT EDISON COMMON STOCK 233331107 652,600.00 20,800 X 1 X
DEVELOPERS DIVER REALTY CORP COMMON STOCK 251591103 772,500.00 60,000 X 1 X
DEVON ENERGY CORP COMMON STOCK 25179M103 3,297,362.50 100,300 X 1 X
DIAMOND OFFSHORE DRILLING COMMON STOCK 25271C102 1,017,731.25 33,300 X 1 X
DISNEY (WALT) COMMON STOCK 254687106 2,363,399.99 80,800 X 1 X
DOW CHEMICAL COMMON STOCK 260543103 1,830,662.50 13,700 X 1 X
DU PONT DE NEMOURS COMMON STOCK 263534109 3,053,569.75 46,354 X 1 X
DUKE REALTY INVESTMENTS INC COMMON STOCK 264411505 1,755,000.00 90,000 X 1 X
E M C COMMON STOCK 268648102 12,891,500.00 118,000 X 1 X
E TRADE GROUP INC COMMON STOCK 269246104 1,546,600.00 59,200 X 1 X
EDWARDS (AG) COMMON STOCK 281760108 1,337,006.25 41,700 X 1 X
ELECTRONIC ARTS COMMON STOCK 285512109 747,600.00 8,900 X 1 X
ELECTRONIC DATA SYSTEMS COMMON STOCK 285661104 1,526,175.00 22,800 X 1 X
EMERSON ELEC COMMON STOCK 291011104 2,415,487.52 42,100 X 1 X
EMMIS COMMUNICATIONS CORP COMMON STOCK 291525103 8,338,456.14 66,900 X 1 X
ENDESA COMMON FOREIGN 29258N107 1,434,182.77 72,597 X 1 X
ENERGY EAST CORPORATION COMMON STOCK 29266M109 630,618.75 30,300 X 1 X
ENRON COMMON STOCK 293561106 2,436,187.50 54,900 X 1 X
ENSCO INTERNATIONAL COMMON STOCK 26874Q100 1,825,425.00 79,800 X 1 X
EQUITY OFFICE PROP. TRUST COMMON STOCK 294741103 3,871,591.76 157,222 X 1 X
EQUITY RESIDENTIAL PROP TR COMMON STOCK 29476L107 691,537.49 16,200 X 1 X
ETHAN ALLEN INTERIORS COMMON STOCK 297602104 2,084,062.51 65,000 X 1 X
EXPEDITORS INTL WASHINGTON COMMON STOCK 302130109 262,875.00 6,000 X 1 X
EXXON COMMON STOCK 30231G102 25,826,403.99 320,576 X 1 X
F P L GROUP COMMON STOCK 302571104 342,500.00 8,000 X 1 X
FEDERAL NAT'L MORT. ASSOC COMMON STOCK 313586109 4,557,937.49 73,000 X 1 X
FEDERATED DEPARTMENT STORES COMMON STOCK 31410H101 2,624,193.75 51,900 X 1 X
FELCOR LODGING TRUST INC COMMON STOCK 31430F101 1,305,500.00 74,600 X 1 X
FIRST INDUSTRIAL REALTY COMMON STOCK 32054K103 1,646,250.00 60,000 X 1 X
FIRST SECURITY COMMON STOCK 336294103 910,190.85 35,650 X 1 X
FIRST TENNESSEE NATIONAL COMMON STOCK 337162101 1,268,250.00 44,500 X 1 X
FIRSTAR CORPORATION COMMON STOCK 33763V109 5,359,412.50 253,700 X 1 X
FISERV INC. COMMON STOCK 337738108 800,731.28 20,900 X 1 X
FLEET BOSTON FINANCIAL CORP COMMON STOCK 339030108 5,803,243.75 166,700 X 1 X
FORD MOTOR COMMON STOCK 345370100 7,267,500.00 136,000 X 1 X
FOREST LABS COMMON STOCK 345838106 4,466,506.25 72,700 X 1 X
FREDDIE MAC COMMON STOCK 313400301 4,489,762.50 95,400 X 1 X
FREEPORT MCMORAN B COMMON STOCK 35671D857 2,716,675.00 128,600 X 1 X
FULLER (H.B.) COMMON STOCK 359694106 1,118,750.00 20,000 X 1 X
G T E COMMON STOCK 362320103 7,359,668.73 104,300 X 1 X
GABLES RESIDENTIAL TRUST COMMON STOCK 362418105 314,400.00 13,100 X 1 X
GAP STORES COMMON STOCK 364760108 1,729,600.00 37,600 X 1 X
GENERAL ELECTRIC COMMON STOCK 369604103 44,320,399.98 286,400 X 1 X
GENERAL GROWTH PROPERTIES COMMON STOCK 370021107 635,600.00 22,700 X 1 X
GENERAL INSTRUMENT CORP COMMON STOCK 370120107 1,190,000.00 14,000 X 1 X
GENERAL MILLS COMMON STOCK 370334104 1,773,200.00 49,600 X 1 X
GENERAL MOTORS COMMON STOCK 370442105 3,379,968.76 46,500 X 1 X
GENERAL MOTORS CL H COMMON STOCK 370442832 2,246,400.00 23,400 X 1 X
GENTEX CORP COMMON STOCK 371901109 244,200.00 8,800 X 1 X
GEORGIA-PACIFIC COMMON STOCK 373298108 2,314,200.00 45,600 X 1 X
GILLETTE COMMON STOCK 375766102 1,931,693.75 46,900 X 1 X
GLOBAL CROSSING LTD COMMON STOCK G3921A100 4,108,250.00 82,165 X 1 X
GLOBAL MARINE COMMON STOCK 379352404 3,439,712.50 206,900 X 1 X
GRAINGER COMMON STOCK 384802104 11,121,187.50 232,600 X 1 X
HALLIBURTON COMMON STOCK 406216101 869,400.00 21,600 X 1 X
HARRAH'S ENTERTAINMENT COMMON STOCK 413619107 1,337,737.50 50,600 X 1 X
HEWLETT-PACKARD COMMON STOCK 428236103 8,830,156.25 77,500 X 1 X
HISPANIC BROADCASTING CL A COMMON STOCK 43357B104 1,263,397.56 13,700 X 1 X
HNC SOFTWARE COMMON STOCK 40425P107 317,250.00 3,000 X 1 X
HOME DEPOT COMMON STOCK 437076102 14,069,025.05 205,200 X 1 X
HOMESTAKE MINING COMMON STOCK 437614100 263,281.25 33,700 X 1 X
HONEYWELL INTERNATIONAL INC COMMON STOCK 438516106 6,055,024.20 104,963 X 1 X
HOST MARRIOTT COMMON STOCK 44107P104 462,000.00 56,000 X 1 X
ILLINOVA COMMON STOCK 452317100 1,337,875.00 38,500 X 1 X
INCO COMMON FOREIGN 453258402 561,650.00 23,900 X 1 X
INFINITY BROADCASTING CORP COMMON STOCK 45662S102 2,095,256.25 57,900 X 1 X
INGERSOLL-RAND COMMON STOCK 456866102 1,657,381.25 30,100 X 1 X
INTEL COMMON STOCK 458140100 25,047,694.36 304,300 X 1 X
INTERIM SERVICES INC COMMON STOCK 45868P100 203,940.00 8,240 X 1 X
INTERPUBLIC GROUP OF COS COMMON STOCK 460690100 2,509,406.25 43,500 X 1 X
INTL BUSINESS MACHINES COMMON STOCK 459200101 15,714,000.01 145,500 X 1 X
INTUIT INC COMMON STOCK 461202103 2,253,650.00 37,600 X 1 X
INVESTMENT TECHNOLOGY GROUP COMMON STOCK 46145F105 606,625.00 21,100 X 1 X
IVAX CORP COMMON STOCK 465823102 1,684,050.00 65,400 X 1 X
JABIL CIRCUIT INC COMMON STOCK 466313103 1,547,600.00 21,200 X 1 X
JOHNSON & JOHNSON COMMON STOCK 478160104 10,346,187.49 111,100 X 1 X
JOHNSON CONTROLS COMMON STOCK 478366107 1,063,562.50 18,700 X 1 X
JONES PHARMA COMMON STOCK 480236108 228,046.88 5,250 X 1 X
KANSAS CITY SOUTHERN IND COMMON STOCK 485170104 1,410,412.50 18,900 X 1 X
KEEBLER FOODS CO COMMON STOCK 487256109 1,077,187.50 38,300 X 1 X
KEMET CORP COMMON STOCK 488360108 216,300.00 4,800 X 1 X
KERR-MCGEE COMMON STOCK 492386107 1,190,400.00 19,200 X 1 X
KEYSTONE FINANCIAL INC COMMON STOCK 493482103 1,249,006.25 59,300 X 1 X
KIMBERLY-CLARK COMMON STOCK 494368103 7,647,299.99 117,200 X 1 X
KIMCO REALTY CORP COMMON STOCK 49446R109 1,192,400.00 35,200 X 1 X
KLA-TENCOR CORP COMMON STOCK 482480100 1,147,162.50 10,300 X 1 X
KNIGHT-RIDDER COMMON STOCK 499040103 2,326,450.00 39,100 X 1 X
L S I LOGIC COMMON STOCK 502161102 2,585,250.00 38,300 X 1 X
LATTICE SEMICONDUCTOR COMMON STOCK 518415104 282,750.00 6,000 X 1 X
LEGATO SYS INC COMMON STOCK 524651106 1,107,881.25 16,100 X 1 X
LEGG MASON COMMON STOCK 524901105 1,054,875.00 29,100 X 1 X
LEHMAN BROS HOLDING COMMON STOCK 524908100 2,837,031.25 33,500 X 1 X
LEXMARK INT'L GROUP A COMMON STOCK 529771107 4,633,600.00 51,200 X 1 X
LILLY (ELI) COMMON STOCK 532457108 8,146,250.00 122,500 X 1 X
LINCARE HOLDINGS INC COMMON STOCK 532791100 1,696,218.75 48,900 X 1 X
LINCOLN NATIONAL COMMON STOCK 534187109 3,463,999.99 86,600 X 1 X
LINEAR TECH COMMON STOCK 535678106 2,096,781.25 29,300 X 1 X
LOWE'S COMMON STOCK 548661107 5,753,925.00 96,300 X 1 X
LUCENT TECHNOLOGIES INC COMMON STOCK 549463107 20,482,166.25 273,780 X 1 X
MACERICH COMPANY COMMON STOCK 554382101 624,375.00 30,000 X 1 X
MACK-CALI REALTY CORP COMMON STOCK 554489104 1,641,937.50 63,000 X 1 X
MACROMEDIA INC COMMON STOCK 556100105 394,875.00 5,400 X 1 X
MANDALAY RESORT GROUP COMMON STOCK 562567107 1,283,975.00 63,800 X 1 X
MANPOWER COMMON STOCK 56418H100 2,208,587.50 58,700 X 1 X
MANUFACTURED HOME COMM COMMON STOCK 564682102 3,828,367.81 157,465 X 1 X
MARINE DRILLING CO INC COMMON STOCK 568240204 890,768.75 39,700 X 1 X
MARSH & MC LENNAN COMMON STOCK 571748102 2,985,450.00 31,200 X 1 X
MARSHALL & ILSLEY COMMON STOCK 571834100 1,595,437.50 25,400 X 1 X
MAXIM INTEGRATED PRODUCTS COMMON STOCK 57772K101 2,057,375.00 43,600 X 1 X
MBNA CORP COMMON STOCK 55262L100 2,466,125.00 90,500 X 1 X
MCDONALD'S COMMON STOCK 580135101 3,047,625.00 75,600 X 1 X
MCI WORLDCOM INC COMMON STOCK 55268B106 12,700,217.55 239,345 X 1 X
MEDIAONE GROUP COMMON STOCK 58440J104 1,275,087.50 16,600 X 1 X
MEDIMMUNE INC COMMON STOCK 584699102 2,172,962.50 13,100 X 1 X
MEDTRONICS COMMON STOCK 585055106 3,651,037.50 100,200 X 1 X
MENS WEARHOUSE COMMON STOCK 587118100 1,197,031.25 40,750 X 1 X
MERCK COMMON STOCK 589331107 13,082,418.36 195,078 X 1 X
MERCURY INTERACTIVE CORP. COMMON STOCK 589405109 474,925.00 4,400 X 1 X
MEREDITH COMMON STOCK 589433101 1,054,693.75 25,300 X 1 X
MERISTAR HOSPITALITY CORP COMMON STOCK 58984Y103 214,400.00 13,400 X 1 X
MERRILL LYNCH COMMON STOCK 590188108 5,561,100.00 66,600 X 1 X
MGC COMMUNICATIONS COMMON STOCK 552763302 1,969,100.00 38,800 X 1 X
MICREL INC COMMON STOCK 594793101 278,993.75 4,900 X 1 X
MICROCHIP TECHNOLOGY INC COMMON STOCK 595017104 718,593.75 10,500 X 1 X
MICRON TECH COMMON STOCK 595112103 3,817,525.00 49,100 X 1 X
MICROSOFT COMMON STOCK 594918104 55,748,125.01 477,500 X 1 X
MINIMED INC COMMON STOCK 60365K108 1,706,725.00 23,300 X 1 X
MINNESOTA MNG & MFG COMMON STOCK 604059105 988,537.49 10,100 X 1 X
MIRAGE RESORTS COMMON STOCK 60462E104 1,564,937.50 102,200 X 1 X
MONSANTO COMMON STOCK 611662107 2,643,375.00 74,200 X 1 X
MONTANA PWR COMMON STOCK 612085100 2,221,450.00 61,600 X 1 X
MORGAN STANLEY
DEAN WITTER & CO COMMON STOCK 617446448 8,993,250.00 63,000 X 1 X
MOTOROLA COMMON STOCK 620076109 11,647,475.00 79,100 X 1 X
NABORS INDUSTRIES COMMON STOCK 629568106 2,758,542.19 89,165 X 1 X
NATIONAL INSTRUMENTS CORP COMMON STOCK 636518102 229,500.00 6,000 X 1 X
NATIONAL SEMICONDUCTOR COMMON STOCK 637640103 2,427,468.75 56,700 X 1 X
NETWORK ASSOCIATES INC COMMON STOCK 640938106 591,128.13 22,150 X 1 X
NEW YORK TIMES COMMON STOCK 650111107 1,267,425.00 25,800 X 1 X
NEXTEL COMMUNICATIONS INC COMMON STOCK 65332V103 4,393,125.00 42,600 X 1 X
NEXTLINK COMMUNICATIONS - A COMMON STOCK 65333H707 7,874,325.00 94,800 X 1 X
NIAGARA MOHAWK HOLDINGS INC COMMON STOCK 653520106 1,035,556.25 74,300 X 1 X
NIKE CL B COMMON STOCK 654106103 2,160,924.99 43,600 X 1 X
NOBLE AFFILIATES COMMON STOCK 654894104 1,502,768.75 70,100 X 1 X
NOBLE DRILLING COMMON STOCK 655042109 11,488,700.00 350,800 X 1 X
NORTEL NETWORKS CORP COMMON FOREIGN 656569100 14,069,300.00 139,300 X 1 X
NORTHERN TRUST COMMON STOCK 665859104 2,321,400.00 43,800 X 1 X
NORTHWESTERN COMMON STOCK 668074107 59,400.00 2,700 X 1 X
NOVELLUS SYSTEM INC COMMON STOCK 670008101 735,187.80 6,000 X 1 X
NUCOR COMMON STOCK 670346105 1,989,693.75 36,300 X 1 X
OAK IND., INC COMMON STOCK 671400505 222,862.50 2,100 X 1 X
ORACLE SYSTEMS COMMON STOCK 68389X105 18,829,861.95 168,030 X 1 X
P N C FINANCIAL COMMON STOCK 693475105 3,168,400.00 71,200 X 1 X
P P G INDUSTRIES COMMON STOCK 693506107 513,012.50 8,200 X 1 X
PAN PACIFIC REALTY COMMON STOCK 69806L104 203,906.25 12,500 X 1 X
PARKER-HANNIFIN COMMON STOCK 701094104 1,949,875.00 38,000 X 1 X
PECO ENERGY CO COMMON STOCK 693304107 781,875.00 22,500 X 1 X
PEPSICO COMMON STOCK 713448108 5,957,249.97 169,000 X 1 X
PFIZER COMMON STOCK 717081103 8,628,375.00 266,000 X 1 X
PG & E CORP COMMON STOCK 69331C108 358,750.00 17,500 X 1 X
PHARMACIA & UPJOHN INC COMMON STOCK 716941109 1,476,000.00 32,800 X 1 X
PHELPS DODGE COMMON STOCK 717265102 1,228,387.50 18,300 X 1 X
PHILIP MORRIS COMMON STOCK 718154107 4,433,450.00 191,200 X 1 X
PIER 1 COMMON STOCK 720279108 76,181.25 11,950 X 1 X
PMC - SIERRA INC COMMON STOCK 69344F106 2,340,562.50 14,600 X 1 X
POST PROPERTIES, INC. COMMON STOCK 737464107 1,082,475.00 28,300 X 1 X
PRENTISS PROPERTIES TRUST COMMON STOCK 740706106 252,000.00 12,000 X 1 X
PROCTER & GAMBLE COMMON STOCK 742718109 14,714,243.75 134,300 X 1 X
PROLOGIS TRUST COMMON STOCK 743410102 1,155,000.00 60,000 X 1 X
PUBLIC STORAGE INC COMMON STOCK 74460D109 1,361,250.00 60,000 X 1 X
PUBLIC SVC OF NEW MEXICO COMMON STOCK 744499104 780,000.00 48,000 X 1 X
QUALCOM COMMON STOCK 747525103 14,019,550.00 79,600 X 1 X
QUANTUM COMMON STOCK 747906204 297,962.50 19,700 X 1 X
RADIAN GROUP INC COMMON STOCK 750236101 2,487,775.00 52,100 X 1 X
RADIO ONE INC COMMON STOCK 75040P108 2,300,000.00 25,000 X 1 X
RALSTON-RALSTON PURINA COMMON STOCK 751277302 3,266,950.00 117,200 X 1 X
RATIONAL SOFTWARE CORP COMMON STOCK 75409P202 977,587.50 19,900 X 1 X
READERS DIGEST COMMON STOCK 755267101 7,300,800.00 249,600 X 1 X
RELIASTAR FINL COMMON STOCK 75952U103 2,652,993.75 67,700 X 1 X
REPSOL-YPF SA COMMON FOREIGN 76026T205 1,475,056.89 63,930 X 1 X
REYNOLDS & REYNOLDS COMMON STOCK 761695105 3,368,250.00 149,700 X 1 X
REYNOLDS METALS COMMON STOCK 761763101 383,125.00 5,000 X 1 X
ROYAL DUTCH PETROLEUM COMMON FOREIGN 780257804 8,902,443.77 147,300 X 1 X
RSA SECURITY INC COMMON STOCK 749719100 333,250.00 4,300 X 1 X
RURAL CELLULAR CORP COMMON STOCK 781904107 1,638,050.00 18,100 X 1 X
S C I SYSTEMS COMMON STOCK 783890106 1,791,687.50 21,800 X 1 X
S E I COMMON STOCK 784117103 261,834.32 2,200 X 1 X
SANMINA CORP COMMON STOCK 800907107 1,568,037.50 15,700 X 1 X
SANTA FE SNYDER CORP COMMON STOCK 80218K105 1,033,600.00 129,200 X 1 X
SAWTEK INC COMMON STOCK 805468105 945,187.50 14,200 X 1 X
SBC COMMUNICATIONS COMMON STOCK 78387G103 13,602,030.03 279,016 X 1 X
SCANA COMMON STOCK 805898103 483,750.00 18,000 X 1 X
SCHERING-PLOUGH COMMON STOCK 806605101 5,218,593.76 123,700 X 1 X
SCHWAB CHARLES CORP NEW COMMON STOCK 808513105 3,549,687.50 92,500 X 1 X
SEAGRAM COMMON FOREIGN 811850106 2,588,400.00 57,600 X 1 X
SIEBEL SYSTEMS INC COMMON STOCK 826170102 3,099,600.00 36,900 X 1 X
SIERRA PACIFIC RESOURCES COMMON STOCK 826428104 425,887.50 24,600 X 1 X
SIMON PROPERTY GROUP INC COMMON STOCK 828806109 1,172,106.25 51,100 X 1 X
SMURFIT-STONE CONTAINER CORP COMMON STOCK 832727101 2,315,250.00 94,500 X 1 X
SOLECTRON CORP COMMON STOCK 834182107 3,414,987.50 35,900 X 1 X
SONOCO PRODUCTS COMMON STOCK 835495102 1,681,225.00 73,900 X 1 X
SPIEKER PROPERTIES COMMON STOCK 848497103 1,093,125.00 30,000 X 1 X
SPRINT COMMON STOCK 852061100 5,236,912.49 77,800 X 1 X
SPRINT CORP (PCS GROUP) COMMON STOCK 852061506 4,653,500.03 45,400 X 1 X
ST FRANCIS CAPITOL CORP COMMON STOCK 789374105 428,375.00 23,000 X 1 X
STAPLES COMMON STOCK 855030102 2,732,775.00 131,700 X 1 X
STARBUCKS, CORP COMMON STOCK 855244109 1,367,700.00 56,400 X 1 X
STARWOOD HOTELS & RESORTS COMMON STOCK 85590A203 655,650.00 27,900 X 1 X
STATE STREET CORP COMMON STOCK 857477103 1,914,237.50 26,200 X 1 X
STERLING COMMERCE INC COMMON STOCK 859205106 384,906.25 11,300 X 1 X
STERLING SOFTWARE COMMON STOCK 859547101 330,750.00 10,500 X 1 X
SUMMIT BANCORP COMMON STOCK 866005101 1,819,125.00 59,400 X 1 X
SUMMIT PROPERTIES INC COMMON STOCK 866239106 1,769,625.00 99,000 X 1 X
SUN COMMUNITIES COMMON STOCK 866674104 321,875.00 10,000 X 1 X
SUN MICROSYSTEMS COMMON STOCK 866810104 11,732,245.87 151,506 X 1 X
SYKES ENTERPRISES INC COMMON STOCK 871237103 368,550.00 8,400 X 1 X
SYMANTEC CORP. COMMON STOCK 871503108 469,586.25 8,900 X 1 X
SYMBOL TECH COMMON STOCK 871508107 1,036,068.75 16,300 X 1 X
SYNOPSYS INC COMMON STOCK 871607107 814,350.00 12,200 X 1 X
TANDY COMMON STOCK 875382103 1,155,906.25 23,500 X 1 X
TELECOM CORP OF NEW ZEALAND COMMON FOREIGN 879278208 727,650.00 18,900 X 1 X
TELEPHONE & DATA SYSTEMS COMMON STOCK 879433100 2,721,600.00 21,600 X 1 X
TELLABS COMMON STOCK 879664100 1,251,656.25 19,500 X 1 X
TEMPLE-INLAND COMMON STOCK 879868107 1,233,031.25 18,700 X 1 X
TENET HEALTHCARE COMMON STOCK 88033G100 1,950,500.00 83,000 X 1 X
TEXACO COMMON STOCK 881694103 3,644,314.46 67,099 X 1 X
TEXAS INSTRUMENTS COMMON STOCK 882508104 7,023,437.50 72,500 X 1 X
TEXAS UTILITIES CO (HLDG) COMMON STOCK 882848104 334,287.50 9,400 X 1 X
TEXTRON COMMON STOCK 883203101 2,983,143.75 38,900 X 1 X
THE PMI GROUP COMMON STOCK 69344M101 959,165.63 19,650 X 1 X
TIDEWATER COMMON STOCK 886423102 7,729,200.00 214,700 X 1 X
TIME WARNER COMMON STOCK 887315109 6,743,931.25 93,100 X 1 X
TIMES MIRROR COMMON STOCK 887364107 1,286,400.00 19,200 X 1 X
TORCHMARK COMMON STOCK 891027104 427,218.75 14,700 X 1 X
TRIBUNE COMMON STOCK 896047107 1,029,668.75 18,700 X 1 X
TRUE NORTH COMMUNICATION COMMON STOCK 897844106 254,718.75 5,700 X 1 X
TYCO INTERNATIONAL COMMON STOCK 902124106 6,527,112.50 167,900 X 1 X
TYSON FOODS COMMON STOCK 902494103 2,483,000.00 152,800 X 1 X
U S X- U.S. STEEL GROUP COMMON STOCK 90337T101 1,633,500.00 49,500 X 1 X
UNILEVER N.V. COMMON FOREIGN 904784709 864,957.87 15,889 X 1 X
UNION PACIFIC RESOURCES GRP COMMON STOCK 907834105 926,925.00 72,700 X 1 X
UNITED TECH COMMON STOCK 913017109 7,091,500.00 109,100 X 1 X
UNIVISION COMMUNICATION INC COMMON STOCK 914906102 1,604,343.75 15,700 X 1 X
US BANCORP COMMON STOCK 902973106 1,862,137.50 78,200 X 1 X
US WEST COMMON STOCK 91273H101 1,260,000.00 17,500 X 1 X
USA NETWORKS COMMON STOCK 902984103 2,265,250.00 41,000 X 1 X
USX-MARATHON GROUP COMMON STOCK 902905827 740,625.00 30,000 X 1 X
VALASSIS COMMUNICATION COMMON STOCK 918866104 276,737.50 6,550 X 1 X
VERITAS SOFTWARE CORP COMMON STOCK 923436109 7,149,093.75 49,950 X 1 X
VIACOM -CL B COMMON STOCK 925524308 2,048,831.25 33,900 X 1 X
VIACOM INTERNATIONAL COMMON STOCK 925524100 821,950.00 13,600 X 1 X
VIAD CORP COMMON STOCK 92552R109 1,613,962.50 57,900 X 1 X
VICOR CORP COMMON STOCK 925815102 210,600.00 5,200 X 1 X
VISHAY INTERTECH. INC COMMON STOCK 928298108 412,706.25 13,050 X 1 X
VITESSE SEMICONDUCTOR COMMON STOCK 928497106 1,379,106.25 26,300 X 1 X
VOICESTREAM WIRELESS CORP COMMON STOCK 928615103 1,878,525.00 13,200 X 1 X
WADDELL & REED FINANCIAL COMMON STOCK 930059100 675,412.50 24,900 X 1 X
WALGREEN COMMON STOCK 931422109 3,738,150.00 127,800 X 1 X
WAL-MART STORES COMMON STOCK 931142103 26,412,662.48 382,100 X 1 X
WARNER-LAMBERT COMMON STOCK 934488107 5,203,031.25 63,500 X 1 X
WASHINGTON MUTUAL COMMON STOCK 939322103 1,716,000.00 66,000 X 1 X
WEATHERFORD INTERNATIONAL COMMON STOCK 947074100 1,797,187.50 45,000 X 1 X
WELLS FARGO & CO (NEW) COMMON STOCK 949746101 4,666,487.50 115,400 X 1 X
WESTERN WIRELESS CORP CL A COMMON STOCK 95988E204 1,748,850.00 26,200 X 1 X
WESTWOOD ONE COMMON STOCK 961815107 3,990,000.00 52,500 X 1 X
WEYERHAEUSER COMMON STOCK 962166104 3,360,825.00 46,800 X 1 X
WHITTMAN-HART INC COMMON STOCK 966834103 321,750.00 6,000 X 1 X
WINSTAR COMMUNICATIONS INC COMMON STOCK 975515107 1,407,175.00 18,700 X 1 X
XEROX COMMON STOCK 984121103 662,474.99 29,200 X 1 X
XICOR COMMON STOCK 984903104 468,112.50 34,200 X 1 X
XILINX, INC. COMMON STOCK 983919101 2,409,846.40 53,000 X 1 X
XIRCOM INC COMMON STOCK 983922105 1,717,500.00 22,900 X 1 X
YAHOO INC COMMON STOCK 984332106 10,124,887.50 23,400 X 1 X
YOUNG AND REUBICAM INC COMMON STOCK 987425105 3,848,800.00 54,400 X 1 X
ZALE CORP. COMMON STOCK 988858106 212,850.00 4,400 X 1 X
ZIONS UTAH BANCORP COMMON STOCK 989701107 680,656.25 11,500 X 1 X
TECNOST INTL DEBT EC1437234 1,518,057.60 1,481,610 X 1 X
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