SEC Info - Cigna Corp. - ‘13F-HR’ for 6/30/00

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Cigna Corp. – ‘13F-HR’ for 6/30/00

As of: Friday, 8/11/00 · For: 6/30/00 · Accession #: 701221-0-4 · File #: 28-01157

  As Of               Filer                 Filing    For·On·As Docs:Size

 8/11/00  Cigna Corp.                       13F-HR      6/30/00    1:42K

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Form 13F Holdings Report Cigna Corporation            13±    84K 

13F-HR 1st “Page” of 3 TOC ↑Top Previous Next ↓Bottom Just 1st
 
 UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549

FORM 13F

 FORM 13F COVER PAGE
 -------------------

Report for the Calendar Year or Quarter Ended:    June 30, 2000                 

Check here if Amendment [  ];       Amendment Number:                           
This Amendment (Check only one):         [  ]  is a restatement.                
                                  [  ]  adds new holdings entries.

Institutional Investment Manager Filing this Report:                            

Name:       CIGNA Corporation                                                   
Address:    One Liberty Place                                                   
Philadelphia, PA  19192-1550                            

Form 13F File Number:      28-1157                                              

The institutional investment manager filing this report and the person by whom  
it is signed hereby represent that the person signing the report is authorized  
to submit it, that all information contained herein is true, correct and        
complete, and that it is understood that all required items, statements,        
schedules, lists, and tables, are considered integral parts of this form.       

Person Signing this Report on Behalf of Reporting Manager:                      

Name:      Kathryn Pietrowiak                                                   
Title:     Assistant Corporate Secretary                                        
Phone:     860-726-8908                                                         

Signature, Place, and Date of Signing:                                          

/s/ Kathryn Pietrowiak                                                          
--------------------------------------------------------------------------------
[Signature]                                                                     

Bloomfield, CT                                                                  
--------------------------------------------------------------------------------
[City, State]                                                                   

August 4, 2000                                                                  
--------------------------------------------------------------------------------
[Date]                                                                          

Report Type (Check only one):                                                   

[X]   13F HOLDINGS REPORT. (Check here if all holdings of this reporting        
manager are reported in this report.)                               
[ ]   13F NOTICE. (Check here if no holdings reported are in this report, and   
all holdings are reported by other reporting manager(s).)           
[ ]   13F COMBINATION REPORT. (Check here if a portion of the holdings for this 
    reporting manager are reported in this report and a portion are reported
by other reporting manager(s).)                                     

13F-HR 2nd “Page” of 3 TOC 1st Previous Next ↓Bottom Just 2nd
 FORM 13F SUMMARY PAGE
 ---------------------

Report Summary:                                                                 

Number of Other Included Managers:        2                                     

Form 13F Information Table Entry Total:   555                                   

Form 13F Information Table Value Total:   $5,862,646        (thousands)         

List of Other Included Managers:                                                

       Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,   
other than the manager filing this report.                                      

No.  13F File Number     Name                                                   

1    28-318              CIGNA Investments, Inc.                                
                       (Formerly known as CIGNA Investment Advisory Company,
Inc.)                       
2    28-2293             TimesSquare Capital Management, Inc.                   
             (Formerly known as CIGNA Investments, Inc.)

13F-HR Last “Page” of 3 TOC 1st Previous Next ↓Bottom Just 3rd
                                                        [Enlarge/Download Table]


                                                      FORM 13F INFORMATION TABLE                                                    
------------------------------------------------------------------------------------------------------------------------------------
NAME OF                   TITLE      CUSIP      VALUE      SHRS OR SH/PRN   PUT/ INVESTMENT OTHER           VOTING AUTHORITY        
ISSUER                    OF CLASS              (X$1000)   PRN AMT          CALL DISCRETION MANAGERS    SOLE     SHARED      NONE   
--------                  --------   --------   --------   ------- -------- ---- --------   -------- --------- --------- -----------
COLUMN 1                  COLUMN 2   COLUMN 3   COLUMN 4           COLUMN 5      COLUMN 6   COLUMN 7           COLUMN 8             
--------                  --------   --------   --------   --------------------- ---------  -------- --------- --------- -----------
                                                                                                                                    

ABBOTT LABORATORIES       COM        002824100    31,494   706,746 SH            DEFINED    1,2        706,746                      
ABITIBI-CONSOLIDATED INC  COM        003924107       496    53,400 SH            DEFINED                53,400                      
ADAPTEC INC               COM        00651F108     1,103    48,500 SH            DEFINED    1,2         48,500                      
ADC TELECOMM              COM        000886101    11,667   139,100 SH            DEFINED    1,2        139,100                      
ADOBE SYSTEMS INC         COM        00724F101     7,150    55,000 SH            DEFINED    1,2         55,000                      
ADVANCED MICRO DEVICES IN COM        007903107     5,360    69,387 SH            DEFINED    1,2         69,387                      
AES CORP                  COM        00130H105     8,819   193,300 SH            DEFINED    1,2        193,300                      
AETNA INC                 COM        008117103     4,108    63,999 SH            DEFINED    1,2         63,999                      
AGILENT TECHNOLOGIES INC  COM        00846U101    15,254   206,835 SH            DEFINED    1,2        206,835                      
AIR PRODUCTS & CHEMICALS  COM        009158106     3,205   104,020 SH            DEFINED    1,2        104,020                      
ALBERTO-CULVER            CL B CONV  013068101       774    25,314 SH            DEFINED    1,2         25,314                      
ALBERTSONS INC            COM        013104104     6,460   194,288 SH            DEFINED    1,2        194,288                      
ALCAN ALUMINIUM LTD       COM        013716105     3,078    99,292 SH            DEFINED    1,2         99,292                      
ALCOA INC COM             COM        013817101    11,520   397,241 SH            DEFINED    1,2        397,241                      
ALLEGHENY TECHNOLOGIES IN COM        01741R102       685    38,034 SH            DEFINED    1,2         38,034                      
ALLERGAN INC              COM        018490102     4,395    58,996 SH            DEFINED    1,2         58,996                      
ALLIED WASTE INDS INC     COM PR$.01 019589308       859    85,900 SH            DEFINED    1,2         85,900                      
ALLSTATE CORP             COM        020002101     7,512   337,604 SH            DEFINED    1,2        337,604                      
ALLTEL CORP               COM        020039103     9,068   146,405 SH            DEFINED    1,2        146,405                      
ALTERA CORP               COM        021441100     9,215    90,400 SH            DEFINED    1,2         90,400                      
ALZA CORP                 COM        022615108     2,762    46,722 SH            DEFINED    1,2         46,722                      
AMER FAMILY               COM        001055102     5,522   120,200 SH            DEFINED    1,2        120,200                      
AMERADA HESS CORP         COM        023551104     3,009    48,723 SH            DEFINED    1,2         48,723                      
AMEREN CORP               COM        023608102     2,103    62,314 SH            DEFINED    1,2         62,314                      
AMERICA ONLINE INC DEL    COM        02364J104    55,355 1,049,382 SH            DEFINED    1,2      1,049,382                      
AMERICAN ELECTRIC POWER   COM        025537101     4,445   150,031 SH            DEFINED    1,2        150,031                      
AMERICAN EXPRESS CO       COM        025816109    31,591   606,060 SH            DEFINED    1,2        606,060                      
AMERICAN GENERAL CORP     COM        026351106     6,983   114,479 SH            DEFINED    1,2        114,479                      
AMERICAN GREETINGS CORP   CL A       026375105       558    29,352 SH            DEFINED    1,2         29,352                      
AMERICAN HOME PRODUCTS CO COM        026609107    34,848   593,152 SH            DEFINED    1,2        593,152                      
AMERICAN INTERNATIONAL GR COM        026874107    87,997   748,907 SH            DEFINED    1,2        748,907                      
AMERICAN POWER CONVERSION COM        029066107     3,612    88,500 SH            DEFINED    1,2         88,500                      
AMGEN                     COM        031162100    32,890   468,192 SH            DEFINED    1,2        468,192                      
AMR CORP                  COM        001765106     1,789    67,652 SH            DEFINED    1,2         67,652                      
AMSOUTH BANCORPORATION    COM        032165102     2,806   178,150 SH            DEFINED    1,2        178,150                      
ANADARKO PETROLEUM CORP   COM        032511107     2,865    58,100 SH            DEFINED    1,2         58,100                      
ANALOG DEVICES            COM        032654105    12,335   162,300 SH            DEFINED    1,2        162,300                      
ANDREW CORP               COM        034425108     1,225    36,497 SH            DEFINED    1,2         36,497                      
ANHEUSER BUSCH COMPANIES  COM        035229103    15,396   206,144 SH            DEFINED    1,2        206,144                      
AON CORP                  COM        037389103     3,602   115,975 SH            DEFINED    1,2        115,975                      
APACHE CORP               COM        037411105     3,029    51,500 SH            DEFINED    1,2         51,500                      
APPLE COMPUTER INC        COM        037833100     7,737   147,722 SH            DEFINED    1,2        147,722                      
APPLIED MATERIALS INC     COM        038222105    33,459   369,200 SH            DEFINED    1,2        369,200                      
ARCHER DANIELS MIDLAND CO COM        039483102     2,793   284,687 SH            DEFINED    1,2        284,687                      
ARMSTRONG HLDGS INC COM   COM        042384107       281    18,330 SH            DEFINED    1,2         18,330                      
ASHLAND INC COM           COM        044204105     1,594    45,463 SH            DEFINED    1,2         45,463                      
ASSOCIATES FIRST CAP CORP CL A       046008108     7,418   332,480 SH            DEFINED    1,2        332,480                      
AT&T CORP                 COM        001957109    46,306 1,464,212 SH            DEFINED    1,2      1,464,212                      
AUTODESK                  COM        052769106       922    26,570 SH            DEFINED    1,2         26,570                      
AUTOMATIC DATA PROCESSING COM        053015103    15,306   285,764 SH            DEFINED    1,2        285,764                      
AUTOZONE                  COM        053332102     1,340    60,900 SH            DEFINED    1,2         60,900                      
AVERY DENNISON CORP       COM        053611109     3,423    50,990 SH            DEFINED    1,2         50,990                      
AVON PRODUCTS INC         COM        054303102     4,850   108,980 SH            DEFINED    1,2        108,980                      
BAKER HUGHES INCORPORATED COM        057224107     4,790   149,686 SH            DEFINED    1,2        149,686                      
BALL CORP                 COM        058498106       438    13,604 SH            DEFINED    1,2         13,604                      
BANCO BHIF ADR            SPONS ADR  073297103       368    25,400 SH            DEFINED                25,400                      
BANK OF AMERICA CORP      COM        060505104    32,643   759,131 SH            DEFINED    1,2        759,131                      
BANK OF NEW YORK INC      COM        064057102    15,554   334,500 SH            DEFINED    1,2        334,500                      
BANK ONE CORP             COM        06423A103    13,842   521,106 SH            DEFINED    1,2        521,106                      
BARD CR INC               COM        067383109     1,102    22,907 SH            DEFINED    1,2         22,907                      
BARRICK GOLD CORP         COM        067901108     3,472   191,200 SH            DEFINED    1,2        191,200                      
BATTLE MTN GOLD           COM        071593107        27    12,300 SH            DEFINED    1,2         12,300                      
BAUSCH & LOMB INC         COM        071707103     1,871    24,175 SH            DEFINED    1,2         24,175                      
BAXTER INTERNATIONAL INC. COM        071813109     9,271   131,853 SH            DEFINED    1,2        131,853                      
BB&T CORPORATION          COM        054937107     3,770   157,900 SH            DEFINED    1,2        157,900                      
BCE, INC.,                COM        05534B109       807    34,663 SH            DEFINED                34,663                      
BEAR STEARNS              COM        073902108     2,502    60,113 SH            DEFINED    1,2         60,113                      
BECTON DICKINSON & CO     COM        075887109     3,282   114,396 SH            DEFINED    1,2        114,396                      
BED BATH & BEYOND INC     COM        075896100     2,313    63,800 SH            DEFINED    1,2         63,800                      
BELL ATLANTIC CORP        COM        077853109    35,839   705,322 SH            DEFINED    1,2        705,322                      
BELLSOUTH CORP            COM        079860102    36,892   865,500 SH            DEFINED    1,2        865,500                      
BEMIS CO                  COM        081437105       807    24,002 SH            DEFINED    1,2         24,002                      
BEST BUY, INC.            COM        086516101     5,876    92,900 SH            DEFINED    1,2         92,900                      
BESTFOODS COM             COM        08658U101     8,648   124,878 SH            DEFINED    1,2        124,878                      
BETHLEHEM STEEL CORP      COM        087509105       213    59,707 SH            DEFINED    1,2         59,707                      
BIOGEN                    COM        090597105     4,380    67,900 SH            DEFINED    1,2         67,900                      
BIOMET INC                COM        090613100     2,046    53,238 SH            DEFINED    1,2         53,238                      
BLACK & DECKER CORP.      COM        091797100     1,553    39,493 SH            DEFINED    1,2         39,493                      
BMC SOFTWARE INC          COM        055921100     4,046   110,900 SH            DEFINED    1,2        110,900                      
BOEING CO                 COM        097023105    17,267   412,958 SH            DEFINED    1,2        412,958                      
BOISE CASCADE CORP        COM        097383103       670    25,904 SH            DEFINED    1,2         25,904                      
BOSTON SCIENTIFIC CORP    COM        101137107     4,074   185,700 SH            DEFINED    1,2        185,700                      
BRAZIL FUND INC COMMON US COM        105759104     1,695    99,000 SH            DEFINED                99,000                      
BRIGGS & STRATTON         COM        109043109       389    11,362 SH            DEFINED    1,2         11,362                      
BRISTOL MYERS SQUIBB CO   COM        110122108    52,707   904,844 SH            DEFINED    1,2        904,844                      
BROOKSTONE INC            COM        114537103       813    47,130 SH            DEFINED    1,2         47,130                      
BROWN-FORMAN CORP.        CL B       115637209     1,809    33,651 SH            DEFINED    1,2         33,651                      
BRUNSWICK CORP            COM        117043109       665    40,150 SH            DEFINED    1,2         40,150                      
BURLINGTON NORTHERN SANTA COM        12189T104     4,463   194,558 SH            DEFINED    1,2        194,558                      
BURLINGTON RESOURCES INC. COM        122014103     3,732    97,580 SH            DEFINED    1,2         97,580                      
CABLETRON SYSTEMS INC     COM        126920107     2,086    82,600 SH            DEFINED    1,2         82,600                      
CAMPBELL SOUP             COM        134429109     5,589   191,884 SH            DEFINED    1,2        191,884                      
CANADIAN IMPERIAL BANK OF COM        136069101     3,663   132,271 SH            DEFINED               132,271                      
CANADIAN NATIONAL RAILWAY COM        136375102       602    20,800 SH            DEFINED                20,800                      
CANADIAN OCCIDENTAL PETRO COM        136420106       233     8,324 SH            DEFINED                 8,324                      
CAPITAL ONE FINL CORP     COM        14040H105     3,998    89,600 SH            DEFINED    1,2         89,600                      
CARDINAL HEALTH INC       COM        14149Y108     9,283   125,450 SH            DEFINED    1,2        125,450                      
CARNIVAL CRUISE LINE      COM        143658102     5,355   274,600 SH            DEFINED    1,2        274,600                      
CATERPILLAR INC.          COM        149123101     5,382   158,872 SH            DEFINED    1,2        158,872                      
CENDANT CORP              COM        151313103     4,580   327,121 SH            DEFINED    1,2        327,121                      
CENTEX CORP               COM        152312104       632    26,874 SH            DEFINED    1,2         26,874                      
CENTURYTEL INCCOM         COM        156700106     1,826    63,500 SH            DEFINED    1,2         63,500                      
CERIDIAN CORP             COM        15677T106     1,580    65,666 SH            DEFINED    1,2         65,666                      
CHARTER ONE FINL INC      COM        160903100     2,213    96,200 SH            DEFINED    1,2         96,200                      
CHASE MANHATTAN CORP NEW  COM        16161A108    26,018   564,838 SH            DEFINED    1,2        564,838                      
CHECK POINT SOFTWARE TECH ORD        M22465104     4,307    20,340 SH            DEFINED                20,340                      
CHEVRON CORP              COM        166751107    25,193   297,042 SH            DEFINED    1,2        297,042                      
CHOICEPOINT INC           COM        170388102       548    12,980 SH            DEFINED    1,2         12,980                      
CHUBB CORP                COM        171232101     4,877    79,294 SH            DEFINED    1,2         79,294                      
CIGNA CORP                COM        125509109    28,648   306,400 SH            DEFINED    1,2        306,400                      
CINCINNATI FINL CORP      COM        172062101     2,342    74,500 SH            DEFINED    1,2         74,500                      
CINERGY CORP              COM        172474108     1,832    72,027 SH            DEFINED    1,2         72,027                      
CIRCUIT CITY STORES - CIR CIRCT CITY 172737108     3,060    92,196 SH            DEFINED    1,2         92,196                      
CISCO SYSTEMS             COM        17275R102   201,367 3,178,400 SH            DEFINED    1,2      3,178,400                      
CITIGROUP INC             COM        172967101    93,590 1,553,355 SH            DEFINED    1,2      1,553,355                      
CITRIX SYS INC COM        COM        177376100     1,585    83,700 SH            DEFINED    1,2         83,700                      
CLEAR CHANNEL COMMUNICATI COM        184502102    11,535   153,800 SH            DEFINED    1,2        153,800                      
CLOROX CO                 COM        189054109     4,776   106,568 SH            DEFINED    1,2        106,568                      
CMS ENERGY CORP           COM        125896100     1,111    50,200 SH            DEFINED    1,2         50,200                      
COASTAL CORP              COM        190441105     5,909    97,074 SH            DEFINED    1,2         97,074                      
COCA COLA CO              COM        191216100    64,509 1,123,114 SH            DEFINED    1,2      1,123,114                      
COCA-COLA ENTERPRISES     COM        191219104     3,112   190,800 SH            DEFINED    1,2        190,800                      
COLGATE-PALMOLIVE CO      COM        194162103    15,774   263,448 SH            DEFINED    1,2        263,448                      
COLUMBIA ENERGY GROUP     COM        197648108     2,399    36,558 SH            DEFINED    1,2         36,558                      
COMCAST CORP              CL A       200300101       222     5,700 SH            DEFINED    1,2          5,700                      
COMCAST CORP              CL A SPL   200300200    16,587   409,564 SH            DEFINED    1,2        409,564                      
COMERICA INC              COM        200340107     3,184    70,950 SH            DEFINED    1,2         70,950                      
COMMSCOPE INC COM         COM        203372107       720    17,566 SH            DEFINED    1,2         17,566                      
COMPANIA CERVECERIAS UNID SPONS ADR  204429104       767    33,800 SH            DEFINED                33,800                      
COMPAQ COMPUTER CORP      COM        204493100    19,680   769,867 SH            DEFINED    1,2        769,867                      
COMPUTER ASSOCIATES INTL  COM        204912109    13,838   270,348 SH            DEFINED    1,2        270,348                      
COMPUTER SCIENCES         COM        205363104     5,712    76,484 SH            DEFINED    1,2         76,484                      
COMPUWARE CORP            COM        205638109     1,739   167,600 SH            DEFINED    1,2        167,600                      
COMVERSE TECHNOLOGY INC   COMPR $.10 205862402     6,445    69,300 SH            DEFINED    1,2         69,300                      
CONAGRA INC               COM        205887102     4,250   222,948 SH            DEFINED    1,2        222,948                      
CONEXANT SYSTEMS, INC     COM        207142100     4,790    98,500 SH            DEFINED    1,2         98,500                      
CONOCO INC                CL B       208251405     7,263   295,709 SH            DEFINED    1,2        295,709                      
CONSECO INC               COM        208464107     1,440   147,709 SH            DEFINED    1,2        147,709                      
CONSOLIDATED EDISON INC   COM        209115104     2,854    96,336 SH            DEFINED    1,2         96,336                      
CONSOLIDATED STORES CORP  COM        210149100       643    50,300 SH            DEFINED    1,2         50,300                      
CONSTELLATION ENGY GRP IN COM        210371100     2,208    67,802 SH            DEFINED    1,2         67,802                      
CONVERGYS CORP            COM        212485106     3,636    70,100 SH            DEFINED    1,2         70,100                      
COOPER INDUSTRIES INC     COM        216669101     1,378    42,315 SH            DEFINED    1,2         42,315                      
COOPER TIRE & RUBBER CO   COM        216831107       405    36,416 SH            DEFINED    1,2         36,416                      
COORS ADOLPH              CL B       217016104     1,014    16,755 SH            DEFINED    1,2         16,755                      
CORNING INC               COM        219350105    34,030   126,097 SH            DEFINED    1,2        126,097                      
COSTCO WHSL CORP NEW COM  COM        22160K105     6,677   202,330 SH            DEFINED    1,2        202,330                      
COUNTRYWIDE CREDIT        COM        222372104     1,619    53,400 SH            DEFINED    1,2         53,400                      
CRANE CORP                COM        224399105       671    27,601 SH            DEFINED    1,2         27,601                      
CROWN CORK & SEAL INC     COM        228255105       868    57,877 SH            DEFINED    1,2         57,877                      
CSX CORPORATION           COM        126408103     2,102    99,190 SH            DEFINED    1,2         99,190                      
CUMMINS ENGINE CO         COM        231021106       512    18,804 SH            DEFINED    1,2         18,804                      
CVS CORP          COM     COM        126650100     7,080   176,988 SH            DEFINED    1,2        176,988                      
DANA CORP                 COM        235811106     1,472    69,493 SH            DEFINED    1,2         69,493                      
DANAHER CORPORATION       COM        235851102     3,174    64,200 SH            DEFINED    1,2         64,200                      
DARDEN RESTAURANTS INC    COM        237194105       914    56,240 SH            DEFINED    1,2         56,240                      
DEERE & CO                COM        244199105     3,926   106,105 SH            DEFINED    1,2        106,105                      
DELL COMPUTER             COM        247025109    57,888 1,173,900 SH            DEFINED    1,2      1,173,900                      
DELPHI AUTOMOTIVE         COM        247126105     3,715   255,116 SH            DEFINED    1,2        255,116                      
DELTA AIRLINES INC        COM        247361108     3,171    62,710 SH            DEFINED    1,2         62,710                      
DELUXE CHECK PRINTERS INC COM        248019101       775    32,871 SH            DEFINED    1,2         32,871                      
DEVON ENERGY CORPORATION  COM        25179M103     1,072    19,073 SH            DEFINED    1,2         19,073                      
DILLARD'S INC             CL A       254067101       525    42,882 SH            DEFINED    1,2         42,882                      
DISNEY COMMON STOCK       COM DISNEY 254687106    36,900   950,712 SH            DEFINED    1,2        950,712                      
DOLLAR GENERAL            COM        256669102     2,909   149,194 SH            DEFINED    1,2        149,194                      
DOMINION RES INC VA NEW C COM        25746U109     4,628   107,938 SH            DEFINED    1,2        107,938                      
DONNELLY, R.R. & SONS CO. COM        257867101     1,257    55,734 SH            DEFINED    1,2         55,734                      
DOVER CORP                COM        260003108     3,770    92,948 SH            DEFINED    1,2         92,948                      
DOW CHEMICAL CO           COM        260543103     9,311   308,447 SH            DEFINED    1,2        308,447                      
DOW JONES                 COM        260561105     3,441    46,978 SH            DEFINED    1,2         46,978                      
DTE ENERGY CO             COM        233331107     2,038    66,677 SH            DEFINED    1,2         66,677                      
DUKE ENERGY CORP          COM        264399106     9,656   171,287 SH            DEFINED    1,2        171,287                      
DUN & BRADSTREET CORP     COM        26483B106     2,094    73,161 SH            DEFINED    1,2         73,161                      
E M C CORP MASS           COM        268648102    76,127   989,462 SH            DEFINED    1,2        989,462                      
E.I. DUPONT DE NEMOURS &  COM        263534109    20,787   475,139 SH            DEFINED    1,2        475,139                      
EASTERN ENTERPRISES       COM        27637F100       770    12,225 SH            DEFINED    1,2         12,225                      
EASTMAN CHEMICAL CO.,INC. COM        277432100     1,862    38,999 SH            DEFINED    1,2         38,999                      
EASTMAN KODAK CO.         COM        277461109     8,627   144,998 SH            DEFINED    1,2        144,998                      
EATON CORP                COM        278058102     2,213    33,030 SH            DEFINED    1,2         33,030                      
ECHOSTAR COMMUNICATIONS C CL A       278762109     2,649    80,000 SH            DEFINED    1,2         80,000                      
ECOLAB                    COM        278865100     2,291    58,640 SH            DEFINED    1,2         58,640                      
EDISON INTERNATIONAL      COM        281020107     3,101   151,268 SH            DEFINED    1,2        151,268                      
EL PASO ENERGY CORP DEL C COM        283905107     8,592   168,674 SH            DEFINED    1,2        168,674                      
ELECTRONIC DATA SYS CORP  COM        285661104     8,795   213,200 SH            DEFINED    1,2        213,200                      
EMBRATEL PARTICIPACOES AD SP ADR PFD 29081N100     1,654    70,000 SH            DEFINED                                    70,000  
EMERSON ELECTRIC CO       COM        291011104    11,769   194,924 SH            DEFINED    1,2        194,924                      
ENDESA NAC ELECTRICID ADR SPONS ADR  29244T101     1,600   144,600 SH            DEFINED               144,600                      
ENERGIZER HLDGS INC COM   COM        29266R108       869    47,596 SH            DEFINED    1,2         47,596                      
ENGELHARD CORP            COM        292845104       989    57,946 SH            DEFINED    1,2         57,946                      
ENRON CORP.               COM        293561106    21,523   333,692 SH            DEFINED    1,2        333,692                      
ENTERGY CORP. (NEW)       COM        29364G103     2,852   104,896 SH            DEFINED    1,2        104,896                      
EQUIFAX INC               COM        294429105     1,680    64,000 SH            DEFINED    1,2         64,000                      
EXXON MOBIL CORP          COM        30231G102   124,448 1,585,327 SH            DEFINED    1,2      1,585,327                      
FANNIE MAE                COM        313586109    24,107   461,928 SH            DEFINED    1,2        461,928                      
FEDERATED DEPT STORES INC COM        31410H101     3,264    96,700 SH            DEFINED    1,2         96,700                      
FEDEX CORP COMF/K/A FDX C COM        31428X106     4,993   131,382 SH            DEFINED    1,2        131,382                      
FIFTH THIRD BANCORP       COM        316773100     8,883   140,450 SH            DEFINED    1,2        140,450                      
FIRST DATA CORP           COM        319963104     9,394   189,300 SH            DEFINED    1,2        189,300                      
FIRST UNION CORP          COM        337358105    11,043   445,077 SH            DEFINED    1,2        445,077                      
FIRSTAR CORP COM          COM        33763V109     9,277   440,450 SH            DEFINED    1,2        440,450                      
FIRSTENERGY CORP          COM        337932107     2,449   104,755 SH            DEFINED    1,2        104,755                      
FLEETBOSTON FINANCIAL COR COM        339030108    14,807   435,512 SH            DEFINED    1,2        435,512                      
FLEXTRONICS INTERNATIONAL ORD        Y2573F102       400     5,824 SH            DEFINED    1,2          5,824                      
FLORIDA PROGRESS CORP     COM        341109106     2,105    44,900 SH            DEFINED    1,2         44,900                      
FLUOR CORP                COM        343861100     1,093    34,573 SH            DEFINED    1,2         34,573                      
FMC CORP                  COM NEW    302491303       801    13,807 SH            DEFINED    1,2         13,807                      
FORD MOTOR CO DEL         COM        345370100    23,643   549,826 SH            DEFINED    1,2        549,826                      
FORT JAMES CORP           COM        347471104     2,166    93,667 SH            DEFINED    1,2         93,667                      
FORTUNE BRANDS INC        COM        349631101     1,657    71,845 SH            DEFINED    1,2         71,845                      
FPL GROUP INC             COM        302571104     4,003    80,876 SH            DEFINED    1,2         80,876                      
FRANKLIN RESOURCES        COM        354613101     3,359   110,600 SH            DEFINED    1,2        110,600                      
FREDDIE MAC               COM        313400301    12,832   316,848 SH            DEFINED    1,2        316,848                      
FREEPORT MCMORAN COPPER + CL B       35671D857       677    73,200 SH            DEFINED    1,2         73,200                      
GANNETT CO                COM        364730101     7,274   121,614 SH            DEFINED    1,2        121,614                      
GAP, INC.                 COM        364760108    12,145   388,638 SH            DEFINED    1,2        388,638                      
GATEWAY INC               COM        367626108     8,280   145,900 SH            DEFINED    1,2        145,900                      
GENERAL COMMUNICATION I-C CL A       369385109       863   168,399 SH            DEFINED    1,2        168,399                      
GENERAL DYNAMICS CORP     COM        369550108     4,753    90,968 SH            DEFINED    1,2         90,968                      
GENERAL ELECTRIC CO       COM        369604103   239,606 4,520,874 SH            DEFINED    1,2      4,520,874                      
GENERAL MILLS INC         COM        370334104     5,121   133,880 SH            DEFINED    1,2        133,880                      
GENERAL MOTORS CORP       COM        370442105    14,120   243,193 SH            DEFINED    1,2        243,193                      
GENERAL SEMICONDUCTOR INC COM        370787103       216    14,625 SH            DEFINED    1,2         14,625                      
GENUINE PARTS COMPANY     COM        372460105     1,607    80,328 SH            DEFINED    1,2         80,328                      
GEORGIA-PACIFIC CORP (GRO COM GA PAC 373298108     2,193    83,550 SH            DEFINED    1,2         83,550                      
GILLETTE CO.              COM        375766102    16,703   478,092 SH            DEFINED    1,2        478,092                      
GLOBAL CROSSING LTD       COM        G3921A100    10,520   399,800 SH            DEFINED    1,2        399,800                      
GOLDEN WEST FINANCIAL     COM        381317106     3,268    80,079 SH            DEFINED    1,2         80,079                      
GOODRICH B F CO           COM        382388106     1,665    48,876 SH            DEFINED    1,2         48,876                      
GOODYEAR TIRE & RUBBER CO COM        382550101     1,418    70,892 SH            DEFINED    1,2         70,892                      
GPU INC                   COM        36225X100     1,526    56,400 SH            DEFINED    1,2         56,400                      
GRACE WR & CO             COM        38388F108       375    30,933 SH            DEFINED    1,2         30,933                      
GRAINGER W W INC          COM        384802104     1,314    42,630 SH            DEFINED    1,2         42,630                      
GREAT ATLANTIC & PACIFIC  COM        390064103       415    24,990 SH            DEFINED    1,2         24,990                      
GREAT LAKES CHEMICAL      COM        390568103       780    24,754 SH            DEFINED    1,2         24,754                      
GRUPO TELEVISA ADR  (REP  SP ADR REP 40049J206     1,861    27,000 SH            DEFINED                27,000                      
GTE CORP                  COM        362320103    27,397   440,107 SH            DEFINED    1,2        440,107                      
GUIDANT CORP              COM        401698105     6,890   139,200 SH            DEFINED    1,2        139,200                      
H&R BLOCK                 COM        093671105     1,445    44,634 SH            DEFINED    1,2         44,634                      
HALLIBURTON               COM        406216101     9,498   201,282 SH            DEFINED    1,2        201,282                      
HARCOURT GENNC            COM        41163G101     1,767    32,499 SH            DEFINED    1,2         32,499                      
HARLEY DAVIDSON, INC      COM        412822108     5,317   138,100 SH            DEFINED    1,2        138,100                      
HARRAHS ENTMT INC         COM        413619107     1,164    55,572 SH            DEFINED    1,2         55,572                      
HARTFORD FIN SERV GRP INC COM        416515104     5,567    99,522 SH            DEFINED    1,2         99,522                      
HASBRO INC.               COM        418056107     1,187    78,790 SH            DEFINED    1,2         78,790                      
HCA HEALTHCARE CO COM     COM        404119109     7,728   254,411 SH            DEFINED    1,2        254,411                      
HEALTHSOUTH REHABILITATIO COM        421924101     1,264   175,900 SH            DEFINED    1,2        175,900                      
HEINZ HJ CO               COM        423074103     6,999   159,972 SH            DEFINED    1,2        159,972                      
HERCULES INC              COM        427056106       683    48,593 SH            DEFINED    1,2         48,593                      
HERSHEY FOODS CORP        COM        427866108     3,015    62,156 SH            DEFINED    1,2         62,156                      
HEWLETT PACKARD CO        COM        428236103    57,225   458,256 SH            DEFINED    1,2        458,256                      
HILTON HOTELS CORP        COM        432848109     1,564   166,816 SH            DEFINED    1,2        166,816                      
HOME DEPOT                COM        437076102    52,805 1,057,428 SH            DEFINED    1,2      1,057,428                      
HOMESTAKE MINING CO       COM        437614100       810   117,826 SH            DEFINED    1,2        117,826                      
HONEYWELL INTERNATIONAL I COM        438516106    12,228   362,983 SH            DEFINED    1,2        362,983                      
HOST MARRIOTT CORP (REIT) COM        44107P104       107    11,445 SH            DEFINED    1,2         11,445                      
HOUSEHOLD INTERNATIONAL,I COM        441815107     8,988   216,246 SH            DEFINED    1,2        216,246                      
HUMANA INC                COM        444859102       399    76,200 SH            DEFINED    1,2         76,200                      
HUNTINGTON BANCSHARES INC COM        446150104     1,596   100,917 SH            DEFINED    1,2        100,917                      
ILLINOIS TOOL WORKS INC.  COM        452308109     7,886   138,348 SH            DEFINED    1,2        138,348                      
IMS HEALTH INC COM        COM        449934108     2,434   135,222 SH            DEFINED    1,2        135,222                      
INCO LTD                  COM        453258402     1,474    95,889 SH            DEFINED    1,2         95,889                      
INDIA FUND INC. USD0.001  COM        454089103     9,286   654,542 SH            DEFINED               654,542                      
INGERSOLL RAND CO         COM        456866102     2,959    73,518 SH            DEFINED    1,2         73,518                      
INTEL CORP.               COM        458140100   204,892 1,532,616 SH            DEFINED    1,2      1,532,616                      
INTERNATIONAL BUSINESS MA COM        459200101    88,847   810,928 SH            DEFINED    1,2        810,928                      
INTERNATIONAL PAPER CO    COM        460146103     7,410   248,537 SH            DEFINED    1,2        248,537                      
INTERPUBLIC GROUP COS INC COM        460690100     5,891   137,000 SH            DEFINED    1,2        137,000                      
INTL FLAVORS & FRAGRANCES COM        459506101     1,413    46,798 SH            DEFINED    1,2         46,798                      
ITT INDUSTRIES,INC.       COM        450911102     1,212    39,911 SH            DEFINED    1,2         39,911                      
JEFFERSON PILOT           COM        475070108     2,635    46,693 SH            DEFINED    1,2         46,693                      
JOHNSON & JOHNSON         COM        478160104    64,452   632,662 SH            DEFINED    1,2        632,662                      
JOHNSON CONTROLS INC      COM        478366107     2,078    40,500 SH            DEFINED    1,2         40,500                      
K MART CORP               COM        482584109     1,486   218,176 SH            DEFINED    1,2        218,176                      
KANSAS CITY SO. IND       COM        485170104     4,612    52,000 SH            DEFINED    1,2         52,000                      
KAUFMAN & BROAD HOME CORP COM        486168107       431    21,768 SH            DEFINED    1,2         21,768                      
KELLOGG CO                COM        487836108     6,101   205,064 SH            DEFINED    1,2        205,064                      
KERR MCGEE                COM        492386107     2,693    45,689 SH            DEFINED    1,2         45,689                      
KEYCORP                   COM        493267108     3,483   197,592 SH            DEFINED    1,2        197,592                      
KIMBERLY CLARK CORP       COM        494368103    14,519   253,052 SH            DEFINED    1,2        253,052                      
KINROSS GOLD CORP         COM        496902107        32    36,440 SH            DEFINED    1,2         36,440                      
KLA INSTRUMENTS           COM        482480100     4,937    84,300 SH            DEFINED    1,2         84,300                      
KNIGHT RIDDER NEWSPAPERS  COM        499040103     1,876    35,274 SH            DEFINED    1,2         35,274                      
KOHLS CORP                COM        500255104     8,238   148,100 SH            DEFINED    1,2        148,100                      
KROGER CO                 COM        501044101     8,368   379,296 SH            DEFINED    1,2        379,296                      
L S I LOGIC CORP          COM        502161102     7,518   138,900 SH            DEFINED    1,2        138,900                      
LAN CHILE S.A. ADR        SPONS ADR  501723100       487    67,130 SH            DEFINED                67,130                      
LEGGETT & PLATT           COM        524660107     1,472    89,200 SH            DEFINED    1,2         89,200                      
LEHMAN BROTHERS HLDGS INC COM        524908100     5,176    54,740 SH            DEFINED    1,2         54,740                      
LEXMARK INTL INC          CL A       529771107     3,948    58,700 SH            DEFINED    1,2         58,700                      
LILLY ELI & CO            COM        532457108    51,719   517,836 SH            DEFINED    1,2        517,836                      
LIMITED THE               COM        532716107     4,205   194,448 SH            DEFINED    1,2        194,448                      
LINCOLN NATIONAL CORP     COM        534187109     3,217    89,040 SH            DEFINED    1,2         89,040                      
LINEAR TECHNOLOGY CORP    COM        535678106     9,034   141,300 SH            DEFINED    1,2        141,300                      
LIZ CLAIBORNE INC         COM        539320101       902    25,583 SH            DEFINED    1,2         25,583                      
LOCKHEED MARTIN CORP      COM        539830109     4,496   181,214 SH            DEFINED    1,2        181,214                      
LOEWS CORP                COM        540424108     2,808    46,800 SH            DEFINED    1,2         46,800                      
LONGS DRUG STORE          COM        543162101       390    17,910 SH            DEFINED    1,2         17,910                      
LOUISIANA PACIFIC CORP    COM        546347105       569    52,352 SH            DEFINED    1,2         52,352                      
LOWES COMPANIES INC       COM        548661107     7,220   175,832 SH            DEFINED    1,2        175,832                      
LTV CORP.                 COM        501921100        33    11,374 SH            DEFINED    1,2         11,374                      
LUCENT TECHNOLOGIES INC   COM        549463107    87,964 1,484,622 SH            DEFINED    1,2      1,484,622                      
MALLINCKRODT INC NEW      COM        561232109     1,903    43,807 SH            DEFINED    1,2         43,807                      
MANOR CARE INC NEW COM    COM        564055101       327    46,687 SH            DEFINED    1,2         46,687                      
MARRIOTT INTL CLASS A     CL A       571903202     4,692   130,096 SH            DEFINED    1,2        130,096                      
MARSH & MCLENNAN          COM        571748102    13,055   125,004 SH            DEFINED    1,2        125,004                      
MASCO CORP                COM        574599106     3,674   203,400 SH            DEFINED    1,2        203,400                      
MATAV RT-SPONSORED ADR    SPONS ADR  559776109     1,229    35,615 SH            DEFINED                35,615                      
MATTEL INC                COM        577081102     2,540   192,622 SH            DEFINED    1,2        192,622                      
MAXIM INTEGRATED PRODS IN COM        57772K101     8,703   128,100 SH            DEFINED    1,2        128,100                      
MAY DEPT STORES CO        COM        577778103     3,619   150,786 SH            DEFINED    1,2        150,786                      
MAYTAG COMPANY            COM        578592107     1,317    35,725 SH            DEFINED    1,2         35,725                      
MBIA, INC.                COM        55262C100     2,149    44,600 SH            DEFINED    1,2         44,600                      
MBNA CORP                 COM        55262L100    10,062   370,943 SH            DEFINED    1,2        370,943                      
MCDERMOTT INTERNATIONAL I COM        580037109       241    27,397 SH            DEFINED    1,2         27,397                      
MCDONALDS CORP            COM        580135101    20,007   607,412 SH            DEFINED    1,2        607,412                      
MCGRAW HILL INC           COM        580645109     4,763    88,196 SH            DEFINED    1,2         88,196                      
MCKESSON HBOC, INC.       COM        58155Q103     2,675   127,750 SH            DEFINED    1,2        127,750                      
MEAD CORP.                COM        582834107     1,179    46,710 SH            DEFINED    1,2         46,710                      
MEDIAONE GROUP,INC        COM        58440J104    18,559   279,939 SH            DEFINED    1,2        279,939                      
MEDIMMUNE INC             COM        584699102     7,052    95,300 SH            DEFINED    1,2         95,300                      
MEDTRONIC                 COM        585055106    27,309   548,244 SH            DEFINED    1,2        548,244                      
MELLON FINL CORPCOM       COM        58551A108     8,138   223,352 SH            DEFINED    1,2        223,352                      
MERCK & COMPANY           COM        589331107    80,392 1,049,162 SH            DEFINED    1,2      1,049,162                      
MERCURY INTERACTIVE CORP  COM        589405109     3,541    36,600 SH            DEFINED    1,2         36,600                      
MEREDITH CORP             COM        589433101       777    23,016 SH            DEFINED    1,2         23,016                      
MERRILL LYNCH & CO INC    COM        590188108    20,333   176,808 SH            DEFINED    1,2        176,808                      
MEXICO FUND INC USD 1     COM        592835102       893    60,000 SH            DEFINED                60,000                      
MGIC INVT CORP WIS        COM        552848103     2,268    49,850 SH            DEFINED    1,2         49,850                      
MICRON TECHNOLOGY INC     COM        595112103    22,377   254,100 SH            DEFINED    1,2        254,100                      
MICROSOFT CORP            COM        594918104   192,408 2,405,100 SH            DEFINED    1,2      2,405,100                      
MILLIPORE CORP            COM        601073109     1,583    21,008 SH            DEFINED    1,2         21,008                      
MINNESOTA MINING & MANUFA COM        604059105    14,908   180,702 SH            DEFINED    1,2        180,702                      
MOLEX INC                 COM        608554101     4,430    92,050 SH            DEFINED    1,2         92,050                      
MORGAN STANLEY DEAN WITTE COM NEW    617446448    43,110   517,840 SH            DEFINED    1,2        517,840                      
MORGAN, J.P., & CO., INC  COM        616880100     8,121    73,741 SH            DEFINED    1,2         73,741                      
MOTOROLA INC              COM        620076109    28,532   981,732 SH            DEFINED    1,2        981,732                      
NABISCO GROUP BLDG CORP   COM        62952P102     3,839   148,000 SH            DEFINED    1,2        148,000                      
NATIONAL CITY CORP        COM        635405103     4,740   277,800 SH            DEFINED    1,2        277,800                      
NATIONAL SEMICONDUCTOR CO COM        637640103     4,752    83,733 SH            DEFINED    1,2         83,733                      
NATIONAL SERVICE INDUSTRY COM        637657107       360    18,485 SH            DEFINED    1,2         18,485                      
NAVISTAR INTL             COM        63934E108       876    28,191 SH            DEFINED    1,2         28,191                      
NCR CORP NEW              COM        62886E108     1,686    43,300 SH            DEFINED    1,2         43,300                      
NEIMAN-MARCUS GROUP INC C CL B       640204301       258     9,307 SH            DEFINED    1,2          9,307                      
NETWORK APPLIANCE INC COM COM        64120L104    11,254   139,800 SH            DEFINED    1,2        139,800                      
NEW CENTY ENERGIES INC    COM        64352U103     1,590    53,000 SH            DEFINED    1,2         53,000                      
NEW YORK TIMES CL A       CL A       650111107     3,040    76,970 SH            DEFINED    1,2         76,970                      
NEWELL RUBBERMAID, INC    COM        651229106     3,124   121,332 SH            DEFINED    1,2        121,332                      
NEWMONT MINING            COM        651639106     1,645    76,079 SH            DEFINED    1,2         76,079                      
NEWS CORP LTD-SPONS ADR   ADR NEW    652487703     1,618    30,000 SH            DEFINED                30,000                      
NEXTEL COMMUNICATIONS INC CL A       65332V103    21,348   348,900 SH            DEFINED    1,2        348,900                      
NIAGARA MOHAWK HOLDINGS,  COM        653520106     1,094    78,490 SH            DEFINED    1,2         78,490                      
NICOR INC                 COM        654086107       690    21,148 SH            DEFINED    1,2         21,148                      
NIKE INC                  CL B       654106103     4,941   124,096 SH            DEFINED    1,2        124,096                      
NORDSTROM INC             COM        655664100     1,478    61,254 SH            DEFINED    1,2         61,254                      
NORFOLK SOUTHERN CORP     COM        655844108     2,584   173,691 SH            DEFINED    1,2        173,691                      
NORTEL NETWORKS CORP (NEW COM        656568102    98,757 1,451,262 SH            DEFINED    1,2      1,451,262                      
NORTHERN STATES POWER CO  COM        665772109     1,434    71,054 SH            DEFINED    1,2         71,054                      
NORTHERN TRUST            COM        665859104     6,675   102,600 SH            DEFINED    1,2        102,600                      
NORTHROP GRUMMAN CORP     COM        666807102     2,100    31,695 SH            DEFINED    1,2         31,695                      
NOVELL INC                COM        670006105     1,383   149,492 SH            DEFINED    1,2        149,492                      
NOVELLUS SYSTEMS          COM        670008101     3,371    59,600 SH            DEFINED    1,2         59,600                      
NUCOR CORP                COM        670346105     1,311    39,496 SH            DEFINED    1,2         39,496                      
OCCIDENTAL PETROLEUM CORP COM        674599105     4,359   206,976 SH            DEFINED    1,2        206,976                      
OFFICE DEPOT              COM        676220106       944   151,000 SH            DEFINED    1,2        151,000                      
OLD KENT FINL CORP        COM        679833103     1,654    61,840 SH            DEFINED    1,2         61,840                      
OMNICOM GROUP             COM        681919106     7,178    80,600 SH            DEFINED    1,2         80,600                      
ONEOK INC NEW COM         COM        682680103       700    27,002 SH            DEFINED    1,2         27,002                      
ORACLE CORPORATION        COM        68389X105   109,181 1,298,806 SH            DEFINED    1,2      1,298,806                      
OWENS CORNING             COM        69073F103       234    25,290 SH            DEFINED    1,2         25,290                      
OWENS ILL INC             COM NEW    690768403       778    66,600 SH            DEFINED    1,2         66,600                      
PACCAR INC                COM        693718108     1,380    34,776 SH            DEFINED    1,2         34,776                      
PACTIV CORP COM           COM        695257105       739    93,895 SH            DEFINED    1,2         93,895                      
PAINE WEBBER INC          COM        695629105     3,008    66,100 SH            DEFINED    1,2         66,100                      
PALL CORP                 COM        696429307     1,037    56,073 SH            DEFINED    1,2         56,073                      
PARAMETRIC TECHNOLOGY     COM        699173100     1,376   125,100 SH            DEFINED    1,2        125,100                      
PARKER HANNIFIN           COM        701094104     1,776    51,852 SH            DEFINED    1,2         51,852                      
PAYCHEX INC               COM        704326107     7,117   169,450 SH            DEFINED    1,2        169,450                      
PE CORP COM PE BIOSYS GRO COM PE BIO 69332S102     6,244    94,780 SH            DEFINED    1,2         94,780                      
PECO ENERGY CO            COM        693304107     3,111    77,173 SH            DEFINED    1,2         77,173                      
PENNEY J C INC            COM        708160106     2,181   118,266 SH            DEFINED    1,2        118,266                      
PEOPLES ENERGY CORP       COM        711030106       519    16,020 SH            DEFINED    1,2         16,020                      
PEOPLESOFT                COM        712713106     2,092   124,919 SH            DEFINED    1,2        124,919                      
PEPSI-COLA PUERTO RICO BO CL B       71343P101     9,165 2,471,254 SH            DEFINED    1,2      2,471,254                      
PEPSICO INC               COM        713448108    29,056   653,852 SH            DEFINED    1,2        653,852                      
PERKINELMER INC.          COM        714046109     1,534    23,199 SH            DEFINED    1,2         23,199                      
PETRO CANADA              COM/VARIBL 71644E102       562    30,000 SH            DEFINED                30,000                      
PFIZER INC                COM        717081103   138,203 2,879,238 SH            DEFINED    1,2      2,879,238                      
PG+E CORPORATION          COM        69331C108     4,302   174,694 SH            DEFINED    1,2        174,694                      
PHARMACIA CORP COM        COM        71713U102    30,092   582,198 SH            DEFINED    1,2        582,198                      
PHELPS DODGE CORP         COM        717265102     1,336    35,917 SH            DEFINED    1,2         35,917                      
PHILIP MORRIS COS INC     COM        718154107    27,678 1,041,977 SH            DEFINED    1,2      1,041,977                      
PHILLIPS PETROLEUM CO     COM        718507106     6,163   121,587 SH            DEFINED    1,2        121,587                      
PINNACLE WEST CAPITAL COR COM        723484101     1,304    38,500 SH            DEFINED    1,2         38,500                      
PITNEY BOWES INC          COM        724479100     4,693   117,336 SH            DEFINED    1,2        117,336                      
PLACER DOME               COM        725906101     1,422   148,670 SH            DEFINED    1,2        148,670                      
PNC FINANCIAL SERVICES GR COM        693475105     6,371   135,924 SH            DEFINED    1,2        135,924                      
POLAROID CORP             COM        731095105       369    20,417 SH            DEFINED    1,2         20,417                      
POTLATCH CORP             COM        737628107       430    12,993 SH            DEFINED    1,2         12,993                      
PPG INDUSTRIES, INC.      COM        693506107     3,497    78,922 SH            DEFINED    1,2         78,922                      
PPL CORP COM              COM        69351T106     1,810    82,500 SH            DEFINED    1,2         82,500                      
PRAXAIR INC               COM        74005P104     2,726    72,804 SH            DEFINED    1,2         72,804                      
PROCTOR AND GAMBLE CO     COM        742718109    34,018   594,208 SH            DEFINED    1,2        594,208                      
PROGRESSIVE CORP OHIO     COM        743315103     2,449    33,100 SH            DEFINED    1,2         33,100                      
PROVIDIAN FINL CORP       COM        74406A102     5,812    64,579 SH            DEFINED    1,2         64,579                      
PUBLIC SERVICE ENTERPRISE COM        744573106     3,397    98,094 SH            DEFINED    1,2         98,094                      
PULTE CORP                COM        745867101       569    26,314 SH            DEFINED    1,2         26,314                      
QUAKER OATS               COM        747402105     4,468    59,476 SH            DEFINED    1,2         59,476                      
QUALCOMM                  COM        747525103    20,310   338,500 SH            DEFINED    1,2        338,500                      
QUEST DIAGNOSTICS INC COM COM        74834L100       876    11,735 SH            DEFINED    1,2         11,735                      
QUINTILES TRANSNATIONAL C COM        748767100       761    53,900 SH            DEFINED    1,2         53,900                      
RADIOSHACK CORP           COM        750438103     4,051    85,500 SH            DEFINED    1,2         85,500                      
RALSTON-RALSTON PURINA GR COM RALPUR 751277302     2,773   139,095 SH            DEFINED    1,2        139,095                      
RAYTHEON CO CLASS B       CL B       755111408     2,999   155,802 SH            DEFINED    1,2        155,802                      
REEBOK INTL LTD           COM        758110100       410    25,743 SH            DEFINED    1,2         25,743                      
REGIONS FINL CORP         COM        758940100     1,986    99,900 SH            DEFINED    1,2         99,900                      
RELIANT ENERGY INC        COM        75952J108     4,117   139,277 SH            DEFINED    1,2        139,277                      
RITE AID CORP             COM        767754104       772   117,632 SH            DEFINED    1,2        117,632                      
ROCKWELL INTL CORP NEW CO COM        773903109     2,960    93,956 SH            DEFINED    1,2         93,956                      
ROHM & HAAS CO            COM        775371107     3,401    98,570 SH            DEFINED    1,2         98,570                      
ROWAN COS INC             COM        779382100     1,285    42,303 SH            DEFINED    1,2         42,303                      
ROYAL BANK OF CANADA      COM        780087102     1,094    21,100 SH            DEFINED                21,100                      
ROYAL DUTCH PETROLEUM     NY REG GLD 780257804    69,130 1,120,884 SH            DEFINED    1,2      1,120,884                      
RUSSELL CORP              COM        782352108       297    14,825 SH            DEFINED    1,2         14,825                      
RYDER SYSTEM INC          COM        783549108       517    27,286 SH            DEFINED    1,2         27,286                      
RYERSON TULL, INC         COM        78375P107       225    21,721 SH            DEFINED    1,2         21,721                      
SABRE GROUP HLDGS INC CL  CL A       785905100     1,682    59,025 SH            DEFINED    1,2         59,025                      
SAFECO CORP               COM        786429100     1,154    58,044 SH            DEFINED    1,2         58,044                      
SAFEWAY INC               COM NEW    786514208    10,176   225,500 SH            DEFINED    1,2        225,500                      
SANMINA CORP              COM        800907107     5,275    61,700 SH            DEFINED    1,2         61,700                      
SAPIENT CORP              COM        803062108     2,845    26,600 SH            DEFINED    1,2         26,600                      
SARA LEE                  COM        803111103     7,630   395,068 SH            DEFINED    1,2        395,068                      
SBC COMMUNICATIONS INC    COM        78387G103    67,320 1,556,522 SH            DEFINED    1,2      1,556,522                      
SCHERING PLOUGH CORP      COM        806605101    33,627   665,876 SH            DEFINED    1,2        665,876                      
SCHLUMBERGER LTD          COM        806857108    19,266   258,172 SH            DEFINED    1,2        258,172                      
SCHWAB CHARLES CORP       COM        808513105    20,884   621,100 SH            DEFINED    1,2        621,100                      
SCIENTIFIC ATLANTA        COM        808655104     5,495    73,764 SH            DEFINED    1,2         73,764                      
SEAGATE TECHNOLOGY        COM        811804103     5,665   103,000 SH            DEFINED    1,2        103,000                      
SEAGRAM CO LTD            COM        811850106    11,651   200,872 SH            DEFINED    1,2        200,872                      
SEALED AIR COR CONV PFD S PF CV A $2 81211K209       714    14,097 SH            DEFINED    1,2                             14,097  
SEALED AIR CORP           COM        81211K100     1,990    37,994 SH            DEFINED    1,2         37,994                      
SEARS ROEBUCK & CO. USD0. COM        812387108     5,216   159,868 SH            DEFINED    1,2        159,868                      
SEMPRA ENERGY             COM        816851109     1,574    92,581 SH            DEFINED    1,2         92,581                      
SHARED MEDICAL SYSTEM COR COM        819486101       894    12,262 SH            DEFINED    1,2         12,262                      
SHERWIN WILLIAMS CO       COM        824348106     1,641    77,438 SH            DEFINED    1,2         77,438                      
SIEBEL SYS INC            COM        826170102    14,812    90,560 SH            DEFINED    1,2         90,560                      
SIGMA-ALDRICH             COM        826552101     1,147    39,200 SH            DEFINED    1,2         39,200                      
SNAP-ON, INC.             COM        833034101       785    29,473 SH            DEFINED    1,2         29,473                      
SOLECTRON CORP            COM        834182107    11,369   271,500 SH            DEFINED    1,2        271,500                      
SOUTHERN CO               COM        842587107     6,876   294,932 SH            DEFINED    1,2        294,932                      
SOUTHERN PERU COPPER CORP COM        843611104       536    44,000 SH            DEFINED                44,000                      
SOUTHTRUST CORP           COM        844730101     1,724    76,200 SH            DEFINED    1,2         76,200                      
SOUTHWEST AIRLINES        COM        844741108     4,268   225,349 SH            DEFINED    1,2        225,349                      
SPDR TR                   UNIT SER 1 78462F103     2,117    14,682 SH            DEFINED    1,2         14,682                      
SPRINGS INDUSTRIES        CL A       851783100       259     8,081 SH            DEFINED    1,2          8,081                      
SPRINT CORP               COM FON GR 852061100    21,888   429,172 SH            DEFINED    1,2        429,172                      
SPRINT CORP (PCS GROUP)   PCS COMSE1 852061506    25,858   434,586 SH            DEFINED    1,2        434,586                      
ST JUDE MEDICAL           COM        790849103     1,744    38,015 SH            DEFINED    1,2         38,015                      
ST PAUL COMPANIES         COM        792860108     3,335    97,720 SH            DEFINED    1,2         97,720                      
STANLEY WORKS             COM        854616109       948    39,912 SH            DEFINED    1,2         39,912                      
STAPLES INC RETAIL & DELI COM        855030102     3,369   219,100 SH            DEFINED    1,2        219,100                      
STARBUCKS CORP            COM        855244109     3,204    83,900 SH            DEFINED    1,2         83,900                      
STATE STREET CORP         COM        857477103     7,732    72,900 SH            DEFINED    1,2         72,900                      
SUMMIT BANCORP COM        COM        866005101     1,963    79,700 SH            DEFINED    1,2         79,700                      
SUN MICROSYSTEMS INC      COM        866810104    65,903   724,708 SH            DEFINED    1,2        724,708                      
SUN TRUST BANKS INC       COM        867914103     6,264   137,104 SH            DEFINED    1,2        137,104                      
SUNOCO, INC.              COM        86764P109     1,183    40,203 SH            DEFINED    1,2         40,203                      
SUPER VALU STORES INC     COM        868536103     1,241    65,106 SH            DEFINED    1,2         65,106                      
SYNOVUS FINL CORP         COM        87161C105     2,279   129,300 SH            DEFINED    1,2        129,300                      
SYSCO CORP                COM        871829107     6,547   155,420 SH            DEFINED    1,2        155,420                      
T. ROWE PRICE             COM        741477103     2,325    54,700 SH            DEFINED    1,2         54,700                      
TALISMAN ENERGY INC.      COM        87425E103     1,541    46,000 SH            DEFINED                46,000                      
TARGET CORP COM           COM        87612E106    12,034   207,476 SH            DEFINED    1,2        207,476                      
TEKTRONIX INC             COM        879131100     1,615    21,823 SH            DEFINED    1,2         21,823                      
TELE NORTE LESTE PART-ADR SPON AD PF 879246106     1,654    70,000 SH            DEFINED                                    70,000  
TELECOM DE CHILE ADR REP  SP ADR NEW 204449300       558    30,800 SH            DEFINED                30,800                      
TELEDYNE TECHNOLOGIES INC COM        879360105       218    11,908 SH            DEFINED    1,2         11,908                      
TELEFONICA DE PERU-SPON A SP ADR CLB 879384105       921    81,000 SH            DEFINED                81,000                      
TELEFONOS DE MEXICO SA    SP ADR ORL 879403780     7,720   135,000 SH            DEFINED               135,000                      
TELLABS INC               COM        879664100    12,853   187,800 SH            DEFINED    1,2        187,800                      
TEMPLE INLAND INC         COM        879868107     1,002    23,856 SH            DEFINED    1,2         23,856                      
TENET HEALTHCARE CORP     COM        88033G100     3,932   145,626 SH            DEFINED    1,2        145,626                      
TENNECO AUTO INC COM      COM        880349105        77    14,659 SH            DEFINED    1,2         14,659                      
TERADYNE INC              COM        880770102     5,777    78,600 SH            DEFINED    1,2         78,600                      
TEVA PHARMACEUTICALS INDS ADR        881624209       916    16,530 SH            DEFINED                16,530                      
TEXACO INC                COM        881694103    13,336   250,442 SH            DEFINED    1,2        250,442                      
TEXAS INSTRUMENTS INC     COM        882508104    51,382   748,048 SH            DEFINED    1,2        748,048                      
TEXTRON INC               COM        883203101     3,625    66,736 SH            DEFINED    1,2         66,736                      
THERMO ELECTRON           COM        883556102     1,493    70,900 SH            DEFINED    1,2         70,900                      
THOMAS & BETTS            COM        884315102       503    26,298 SH            DEFINED    1,2         26,298                      
TIFFANY & CO.             COM        886547108     2,288    33,900 SH            DEFINED    1,2         33,900                      
TIME WARNER INC COM       COM        887315109    45,511   598,832 SH            DEFINED    1,2        598,832                      
TIMKEN COMPANY            COM        887389104       513    27,530 SH            DEFINED    1,2         27,530                      
TJX COS INC               COM        872540109     2,558   136,428 SH            DEFINED    1,2        136,428                      
TORCHMARK CORP            COM        891027104     1,440    58,328 SH            DEFINED    1,2         58,328                      
TORONTO DOMINION BANK     COM NEW    891160509     1,800    74,000 SH            DEFINED                74,000                      
TOSCO CORP                COM NEW    891490302     1,971    69,600 SH            DEFINED    1,2         69,600                      
TOYS R US INC             COM        892335100     1,448    99,425 SH            DEFINED    1,2         99,425                      
TRANSOCEAN SEDCO FOREX IN ORD        G90078109     5,100    95,431 SH            DEFINED    1,2         95,431                      
TREX COMPANY INC          COM        89531P105    24,097   481,949 SH            DEFINED    1,2        481,949                      
TRIBUNE CO                COM        896047107     5,971   170,612 SH            DEFINED    1,2        170,612                      
TRICON GLOBAL RESTAURANTS COM        895953107     1,898    67,175 SH            DEFINED    1,2         67,175                      
TRW INC.                  COM        872649108     2,440    56,246 SH            DEFINED    1,2         56,246                      
TUBOS DE ACERE MEX        ADR NEW    898592506       694    50,000 SH            DEFINED                50,000                      
TUPPERWARE CORPCOM        COM        899896104       591    26,848 SH            DEFINED    1,2         26,848                      
TXU CORP                  COM        873168108     3,569   120,984 SH            DEFINED    1,2        120,984                      
TYCO INTERNATIONAL LTD    COM        902124106    36,547   771,449 SH            DEFINED    1,2        771,449                      
U S T INC                 COM        902911106     1,087    73,995 SH            DEFINED    1,2         73,995                      
U S WEST INC              COM        91273H101    19,796   230,856 SH            DEFINED    1,2        230,856                      
U.S. BANCORP              COM        902973106     6,603   343,027 SH            DEFINED    1,2        343,027                      
UNICOM CORP               COM        904911104     3,507    90,662 SH            DEFINED    1,2         90,662                      
UNILEVER N V NEW YORK SHS NY SHS NEW 904784709    11,185   260,111 SH            DEFINED    1,2        260,111                      
UNION CARBIDE CORP        COM        905581104     3,033    61,265 SH            DEFINED    1,2         61,265                      
UNION OIL CO OF CALIFORNI COM        915289102     3,647   110,099 SH            DEFINED    1,2        110,099                      
UNION PACIFIC CORP        COM        907818108     4,217   113,406 SH            DEFINED    1,2        113,406                      
UNION PACIFIC RES GROUP I COM        907834105     2,523   114,674 SH            DEFINED    1,2        114,674                      
UNION PLANTERS            COM        908068109     1,718    61,500 SH            DEFINED    1,2         61,500                      
UNISYS CORP.              COM        909214108     2,443   167,765 SH            DEFINED    1,2        167,765                      
UNITED HEALTH GROUP INC C COM        91324P102     5,762    67,200 SH            DEFINED    1,2         67,200                      
UNITED TECH. CORP.        COM        913017109    12,667   215,144 SH            DEFINED    1,2        215,144                      
UNUMPROVIDENT CORP        COM        91529Y106     2,190   109,163 SH            DEFINED    1,2        109,163                      
US AIRWAYS GROUP, INC     COM        911905107     1,186    30,400 SH            DEFINED    1,2         30,400                      
USA EDUCATION INC         COM        90390U102     2,666    71,200 SH            DEFINED    1,2         71,200                      
USX MARATHON GRP          COM NEW    902905827     3,662   146,123 SH            DEFINED    1,2        146,123                      
USX US STEEL GRP          COM        90337T101       908    48,914 SH            DEFINED    1,2         48,914                      
V F CORP                  COM        918204108     1,250    52,268 SH            DEFINED    1,2         52,268                      
VERITAS SOFTWARE CO COM   COM        923436109    20,151   178,300 SH            DEFINED    1,2        178,300                      
VIA CONCHATORO ADR (50)   SPONS ADR  927191106       262     7,200 SH            DEFINED                 7,200                      
VIACOM INC  CL B          CL B       925524308    47,337   694,225 SH            DEFINED    1,2        694,225                      
VIMPEL-COMMUNICATION-SP A SPONS ADR  68370R109       642    29,000 SH            DEFINED                29,000                      
VISTEON CORP              COM        92839U107       873    71,990 SH            DEFINED    1,2         71,990                      
VULCAN MATLS CO           COM        929160109     1,951    45,700 SH            DEFINED    1,2         45,700                      
WACHOVIA CORP             COM        929771103     5,010    92,350 SH            DEFINED    1,2         92,350                      
WAL-MART STORES INC       COM        931142103   117,388 2,037,096 SH            DEFINED    1,2      2,037,096                      
WALGREEN                  COM        931422109    14,715   457,168 SH            DEFINED    1,2        457,168                      
WASHINGTON MUTUAL INC COM COM        939322103     7,169   248,291 SH            DEFINED    1,2        248,291                      
WASTE MANAGEMENT, INC.    COM        94106L109     5,347   281,395 SH            DEFINED    1,2        281,395                      
WATSON PHARMACEUTICALS IN COM        942683103     2,360    43,900 SH            DEFINED    1,2         43,900                      
WELLPOINT CALIFORNIA SVCS COM        94973H108     2,035    28,100 SH            DEFINED    1,2         28,100                      
WELLS FARGO CO            COM        949746101    28,842   744,310 SH            DEFINED    1,2        744,310                      
WENDYS INTERNATIONAL INC  COM        950590109       922    51,786 SH            DEFINED    1,2         51,786                      
WESTVACO                  COM        961548104     1,276    51,445 SH            DEFINED    1,2         51,445                      
WEYERHAEUSER CO           COM        962166104     4,546   105,712 SH            DEFINED    1,2        105,712                      
WHIRLPOOL CORP            COM        963320106     1,759    37,736 SH            DEFINED    1,2         37,736                      
WILLAMETTE INDUSTRIES INC COM        969133107     1,382    50,700 SH            DEFINED    1,2         50,700                      
WILLIAMS COMPANIES        COM        969457100     8,336   199,960 SH            DEFINED    1,2        199,960                      
WINN- DIXIE STORES        COM        974280109       941    65,718 SH            DEFINED    1,2         65,718                      
WORLD ACCESS INC NEW      COM        98141A101       302    27,335 SH            DEFINED    1,2         27,335                      
WORLDCOM INC GA NEW COM   COM        98157D106    54,442 1,186,737 SH            DEFINED    1,2      1,186,737                      
WORTHINGTON INDUSTRIES    COM        981811102       413    39,305 SH            DEFINED    1,2         39,305                      
WRIGLEY, WM. JR.          COM        982526105     4,177    52,085 SH            DEFINED    1,2         52,085                      
XEROX CORP.               COM        984121103     6,324   304,782 SH            DEFINED    1,2        304,782                      
XILINX                    COM        983919101    12,038   145,800 SH            DEFINED    1,2        145,800                      
YAHOO INC                 COM        984332106    30,733   248,100 SH            DEFINED    1,2        248,100                      
YOUNG + RUBICAM INC       COM        987425105     1,870    32,700 SH            DEFINED    1,2         32,700                      
3COM CORP                 COM        885535104     9,174   159,200 SH            DEFINED    1,2        159,200

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Filing Submission 0000701221-00-000004 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Cigna Corp. – ‘13F-HR’ for 6/30/00

As of: Friday, 8/11/00 · For: 6/30/00 · Accession #: 701221-0-4 · File #: 28-01157

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Quarterly Holdings and Combination Report by a Money Manager — Form 13FFiling Table of Contents

Dates Referenced Herein and Documents Incorporated by Reference

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents