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Cigna Corp – ‘13F-HR’ for 3/31/00

On:  Thursday, 5/11/00, at 3:55pm ET   ·   For:  3/31/00   ·   Accession #:  701221-0-3   ·   File #:  28-01157

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

 5/11/00  Cigna Corp                        13F-HR      3/31/00    1:41K

Quarterly Holdings or Combination Report by an Institutional Money Manager   —   Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Form 13F Holdings Report                              13±   126K 

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UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE ------------------- Report for the Calendar Year or Quarter Ended: March 31, 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] May 10, 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).)
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FORM 13F SUMMARY PAGE --------------------- Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 554 Form 13F Information Table Value Total: $5,959,401 (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. (Formerely known as CIGNA Investments, Inc.)
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[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$1000) PRN AMT CALL DISCRETION MANAGERS SOLE SHARED NONE -------- -------- -------- -------- ------- -------- ---- -------- -------- --------- --------- ----------- COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 -------- -------- -------- -------- --------------------- --------- -------- --------- --------- ----------- ABBOTT LABORATORIES COM 002824100 24,805 704,946 SH DEFINED 1,2 704,946 ABITIBI-CONSOLIDATED INC COM 003924107 505 53,400 SH DEFINED 53,400 ADAPTEC INC COM 00651F108 1,839 47,600 SH DEFINED 1,2 47,600 ADC TELECOMM COM 000886101 7,413 137,600 SH DEFINED 1,2 137,600 ADOBE SYSTEMS INC COM 00724F101 6,100 54,800 SH DEFINED 1,2 54,800 ADVANCED MICRO DEVICES IN COM 007903107 3,834 67,187 SH DEFINED 1,2 67,187 AEGON NV ORD AM REG 007924103 308 3,840 SH DEFINED 1,2 3,840 AES CORP COM 00130H105 7,426 94,300 SH DEFINED 1,2 94,300 AETNA INC COM 008117103 3,698 66,399 SH DEFINED 1,2 66,399 AIR PRODUCTS & CHEMICALS COM 009158106 2,987 105,020 SH DEFINED 1,2 105,020 ALBERTA ENERGY COM 012873105 2,689 89,052 SH DEFINED 89,052 ALBERTO-CULVER CL B CONV 013068101 615 25,814 SH DEFINED 1,2 25,814 ALBERTSONS INC COM 013104104 6,093 196,555 SH DEFINED 1,2 196,555 ALCAN ALUMINIUM LTD COM 013716105 3,408 100,592 SH DEFINED 1,2 100,592 ALCOA INC COM COM 013817101 11,841 168,552 SH DEFINED 1,2 168,552 ALLEGHENY TECHNOLOGIES IN COM 01741R102 891 44,422 SH DEFINED 1,2 44,422 ALLERGAN INC COM 018490102 3,015 60,296 SH DEFINED 1,2 60,296 ALLIED WASTE INDS INC COM PR$.01 019589308 570 86,900 SH DEFINED 1,2 86,900 ALLSTATE CORP COM 020002101 8,856 371,904 SH DEFINED 1,2 371,904 ALLTEL CORP COM 020039103 9,265 146,905 SH DEFINED 1,2 146,905 ALZA CORP COM 022615108 1,747 46,522 SH DEFINED 1,2 46,522 AMER FAMILY COM 001055102 5,545 121,700 SH DEFINED 1,2 121,700 AMERADA HESS CORP COM 023551104 2,683 41,523 SH DEFINED 1,2 41,523 AMEREN CORP COM 023608102 1,946 62,914 SH DEFINED 1,2 62,914 AMERICA ONLINE INC DEL COM 02364J104 70,149 1,043,082 SH DEFINED 1,2 1,043,082 AMERICAN ELECTRIC POWER COM 025537101 2,646 88,760 SH DEFINED 1,2 88,760 AMERICAN EXPRESS CO COM 025816109 30,461 204,520 SH DEFINED 1,2 204,520 AMERICAN GENERAL CORP COM 026351106 6,449 114,899 SH DEFINED 1,2 114,899 AMERICAN GREETINGS CORP CL A 026375105 543 29,752 SH DEFINED 1,2 29,752 AMERICAN HOME PRODUCTS CO COM 026609107 32,038 597,452 SH DEFINED 1,2 597,452 AMERICAN INTERNATIONAL GR COM 026874107 82,409 752,597 SH DEFINED 1,2 752,597 AMGEN COM 031162100 28,692 467,492 SH DEFINED 1,2 467,492 AMR CORP COM 001765106 2,166 67,952 SH DEFINED 1,2 67,952 AMSOUTH BANCORPORATION COM 032165102 2,675 179,050 SH DEFINED 1,2 179,050 ANADARKO PETROLEUM CORP COM 032511107 2,259 58,400 SH DEFINED 1,2 58,400 ANALOG DEVICES COM 032654105 12,866 159,700 SH DEFINED 1,2 159,700 ANDREW CORP COM 034425108 851 37,197 SH DEFINED 1,2 37,197 ANHEUSER BUSCH COMPANIES COM 035229103 13,324 214,044 SH DEFINED 1,2 214,044 AON CORP COM 037389103 3,786 117,400 SH DEFINED 1,2 117,400 APACHE CORP COM 037411105 2,582 51,900 SH DEFINED 1,2 51,900 APPLE COMPUTER INC COM 037833100 10,038 73,911 SH DEFINED 1,2 73,911 APPLIED MATERIALS INC COM 038222105 31,574 335,000 SH DEFINED 1,2 335,000 ARACRUZ CELULOSE S A SPON SP ADR CLB 038496204 424 20,000 SH DEFINED 20,000 ARCHER DANIELS MIDLAND CO COM 039483102 2,891 278,668 SH DEFINED 1,2 278,668 ARMSTRONG WORLD INDUSTRIE COM 042476101 329 18,430 SH DEFINED 1,2 18,430 ASHLAND INC COM COM 044204105 3,132 93,677 SH DEFINED 1,2 93,677 ASSOCIATES FIRST CAP CORP CL A 046008108 7,149 333,500 SH DEFINED 1,2 333,500 AT&T CORP COM 001957109 82,340 1,463,787 SH DEFINED 1,2 1,463,787 ATLANTIC RICHFIELD CO COM 048825103 12,698 149,386 SH DEFINED 1,2 149,386 AUTODESK COM 052769106 1,268 27,870 SH DEFINED 1,2 27,870 AUTOMATIC DATA PROCESSING COM 053015103 13,918 288,464 SH DEFINED 1,2 288,464 AUTOZONE COM 053332102 1,787 64,400 SH DEFINED 1,2 64,400 AVERY DENNISON CORP COM 053611109 3,169 51,890 SH DEFINED 1,2 51,890 AVON PRODUCTS INC COM 054303102 3,246 111,680 SH DEFINED 1,2 111,680 BAKER HUGHES INCORPORATED COM 057224107 4,553 150,496 SH DEFINED 1,2 150,496 BALL CORP COM 058498106 481 13,904 SH DEFINED 1,2 13,904 BANCO BHIF ADR SPON ADR 073297103 741 44,400 SH DEFINED 44,400 BANCO GALICIA Y BUENOS AD SPON ADR B 059538207 209 10,300 SH DEFINED 10,300 BANK OF AMERICA CORP COM 060505104 40,893 779,839 SH DEFINED 1,2 779,839 BANK OF NEW YORK INC COM 064057102 14,027 337,500 SH DEFINED 1,2 337,500 BANK ONE CORP COM 06423A103 18,059 525,354 SH DEFINED 1,2 525,354 BARD CR INC COM 067383109 909 23,507 SH DEFINED 1,2 23,507 BARRICK GOLD CORP COM 067901108 3,019 192,200 SH DEFINED 1,2 192,200 BATTLE MTN GOLD COM 071593107 24 12,300 SH DEFINED 1,2 12,300 BAUSCH & LOMB INC COM 071707103 1,376 26,375 SH DEFINED 1,2 26,375 BAXTER INTERNATIONAL INC. COM 071813109 8,341 133,053 SH DEFINED 1,2 133,053 BB&T CORPORATION COM 054937107 4,392 156,500 SH DEFINED 1,2 156,500 BCE, INC., COM 05534B109 4,564 34,663 SH DEFINED 34,663 BEAR STEARNS COM 073902108 2,416 52,943 SH DEFINED 1,2 52,943 BECTON DICKINSON & CO COM 075887109 3,023 114,896 SH DEFINED 1,2 114,896 BED BATH & BEYOND INC COM 075896100 2,532 64,300 SH DEFINED 1,2 64,300 BELL ATLANTIC CORP COM 077853109 43,463 711,055 SH DEFINED 1,2 711,055 BELLSOUTH CORP COM 079860102 40,420 860,000 SH DEFINED 1,2 860,000 BEMIS CO COM 081437105 885 24,002 SH DEFINED 1,2 24,002 BEST BUY, INC. COM 086516101 8,075 93,900 SH DEFINED 1,2 93,900 BESTFOODS COM COM 08658U101 5,991 127,978 SH DEFINED 1,2 127,978 BETHLEHEM STEEL CORP COM 087509105 361 60,207 SH DEFINED 1,2 60,207 BIOGEN COM 090597105 4,828 69,100 SH DEFINED 1,2 69,100 BIOMET INC COM 090613100 1,875 51,538 SH DEFINED 1,2 51,538 BLACK & DECKER CORP. COM 091797100 1,498 39,893 SH DEFINED 1,2 39,893 BMC SOFTWARE INC COM 055921100 5,505 111,500 SH DEFINED 1,2 111,500 BOEING CO COM 097023105 15,086 397,656 SH DEFINED 1,2 397,656 BOISE CASCADE CORP COM 097383103 911 26,204 SH DEFINED 1,2 26,204 BOSTON SCIENTIFIC CORP COM 101137107 4,032 189,200 SH DEFINED 1,2 189,200 BRAZIL FUND INC COMMON US COM 105759104 1,714 99,000 SH DEFINED 99,000 BRIGGS & STRATTON COM 109043109 430 10,462 SH DEFINED 1,2 10,462 BRISTOL MYERS SQUIBB CO COM 110122108 52,543 909,844 SH DEFINED 1,2 909,844 BROWN-FORMAN CORP. CL B 115637209 1,701 31,251 SH DEFINED 1,2 31,251 BRUNSWICK CORP COM 117043109 798 42,150 SH DEFINED 1,2 42,150 BURLINGTON NORTHERN SANTA COM 12189T104 4,634 209,458 SH DEFINED 1,2 209,458 BURLINGTON RESOURCES INC. COM 122014103 3,681 99,485 SH DEFINED 1,2 99,485 CABLETRON SYSTEMS INC COM 126920107 2,421 82,600 SH DEFINED 1,2 82,600 CAMPBELL SOUP COM 134429109 6,039 196,384 SH DEFINED 1,2 196,384 CANADIAN IMPERIAL BANK OF COM 136069101 6,666 232,271 SH DEFINED 232,271 CANADIAN NATIONAL RAILWAY COM 136375102 549 20,800 SH DEFINED 20,800 CAPITAL ONE FINL CORP COM 14040H105 4,334 90,400 SH DEFINED 1,2 90,400 CARDINAL HEALTH INC COM 14149Y108 5,900 128,600 SH DEFINED 1,2 128,600 CARNIVAL CRUISE LINE COM 143658102 7,010 282,500 SH DEFINED 1,2 282,500 CAROLINA POWER & LIGHT CO COM 144141108 2,362 72,822 SH DEFINED 1,2 72,822 CATERPILLAR INC. COM 149123101 6,471 164,072 SH DEFINED 1,2 164,072 CBS CORPORATION COM 12490K107 19,741 348,623 SH DEFINED 1,2 348,623 CENDANT CORP COM 151313103 6,002 324,453 SH DEFINED 1,2 324,453 CENTEX CORP COM 152312104 652 27,374 SH DEFINED 1,2 27,374 CENTRAL & SOUTH WEST CORP COM 152357109 1,661 97,351 SH DEFINED 1,2 97,351 CENTURYTEL INCCOM COM 156700106 2,374 63,950 SH DEFINED 1,2 63,950 CERIDIAN CORP COM 15677T106 1,264 65,866 SH DEFINED 1,2 65,866 CHAMPION INTERNATIONAL CO COM 158525105 2,343 43,996 SH DEFINED 1,2 43,996 CHASE MANHATTAN CORP NEW COM 16161A108 32,878 377,092 SH DEFINED 1,2 377,092 CHEVRON CORP COM 166751107 27,735 300,042 SH DEFINED 1,2 300,042 CHOICEPOINT INC COM 170388102 485 12,980 SH DEFINED 1,2 12,980 CHUBB CORP COM 171232101 5,432 80,394 SH DEFINED 1,2 80,394 CIGNA CORP COM 125509109 23,210 306,400 SH DEFINED 1,2 306,400 CINCINNATI FINL CORP COM 172062101 2,826 75,100 SH DEFINED 1,2 75,100 CINERGY CORP COM 172474108 1,561 72,627 SH DEFINED 1,2 72,627 CIRCUIT CITY STORES - CIR CIRCT CITY 172737108 5,661 92,996 SH DEFINED 1,2 92,996 CISCO SYSTEMS COM 17275R102 241,795 3,127,500 SH DEFINED 1,2 3,127,500 CITIGROUP INC COM 172967101 91,404 1,541,054 SH DEFINED 1,2 1,541,054 CITRIX SYS INC COM COM 177376100 5,446 82,200 SH DEFINED 1,2 82,200 CLEAR CHANNEL COMMUNICATI COM 184502102 10,691 154,800 SH DEFINED 1,2 154,800 CLOROX CO COM 189054109 3,522 108,368 SH DEFINED 1,2 108,368 CMS ENERGY CORP COM 125896100 955 52,700 SH DEFINED 1,2 52,700 COASTAL CORP COM 190441105 4,498 97,774 SH DEFINED 1,2 97,774 COCA COLA CO COM 191216100 53,122 1,131,714 SH DEFINED 1,2 1,131,714 COCA-COLA ENTERPRISES COM 191219104 4,198 194,700 SH DEFINED 1,2 194,700 COLGATE-PALMOLIVE CO COM 194162103 15,049 266,948 SH DEFINED 1,2 266,948 COLUMBIA ENERGY GROUP COM 197648108 2,210 37,308 SH DEFINED 1,2 37,308 COLUMBIA HEALTHCARE CORP COM 197677107 6,575 259,761 SH DEFINED 1,2 259,761 COMCAST CORP CL A 200300101 235 5,700 SH DEFINED 1,2 5,700 COMCAST CORP CL A SPL 200300200 18,355 423,164 SH DEFINED 1,2 423,164 COMERICA INC COM 200340107 2,994 71,500 SH DEFINED 1,2 71,500 COMMSCOPE INC COM COM 203372107 801 17,566 SH DEFINED 1,2 17,566 COMPANIA CERVECERIAS UNID SPONS ADR 204429104 592 23,800 SH DEFINED 23,800 COMPAQ COMPUTER CORP COM 204493100 20,636 775,051 SH DEFINED 1,2 775,051 COMPUTER ASSOCIATES INTL COM 204912109 14,754 249,273 SH DEFINED 1,2 249,273 COMPUTER SCIENCES COM 205363104 6,036 76,284 SH DEFINED 1,2 76,284 COMPUWARE CORP COM 205638109 3,543 168,200 SH DEFINED 1,2 168,200 COMVERSE TECHNOLOGY INC COMPR $.10 205862402 6,502 34,400 SH DEFINED 1,2 34,400 CONAGRA INC COM 205887102 4,083 225,248 SH DEFINED 1,2 225,248 CONEXANT SYSTEMS, INC COM 207142100 7,001 98,600 SH DEFINED 1,2 98,600 CONOCO INC CL B 208251405 7,350 286,840 SH DEFINED 1,2 286,840 CONSECO INC COM 208464107 1,708 149,342 SH DEFINED 1,2 149,342 CONSOLIDATED EDISON INC COM 209115104 2,942 101,436 SH DEFINED 1,2 101,436 CONSOLIDATED STORES CORP COM 210149100 577 50,700 SH DEFINED 1,2 50,700 CONSTELLATION ENGY GRP IN COM 210371100 2,180 68,402 SH DEFINED 1,2 68,402 COOPER INDUSTRIES INC COM 216669101 1,513 43,215 SH DEFINED 1,2 43,215 COOPER TIRE & RUBBER CO COM 216831107 476 37,916 SH DEFINED 1,2 37,916 COORS ADOLPH CL B 217016104 806 16,855 SH DEFINED 1,2 16,855 CORNING INC COM 219350105 23,027 118,697 SH DEFINED 1,2 118,697 COSTCO WHSL CORP NEW COM COM 22160K105 10,677 203,130 SH DEFINED 1,2 203,130 COUNTRYWIDE CREDIT COM 222372104 1,414 51,900 SH DEFINED 1,2 51,900 CRANE CORP COM 224399105 710 30,151 SH DEFINED 1,2 30,151 CROWN CORK & SEAL INC COM 228255105 963 60,177 SH DEFINED 1,2 60,177 CSX CORPORATION COM 126408103 2,404 102,290 SH DEFINED 1,2 102,290 CUMMINS ENGINE CO COM 231021106 714 19,004 SH DEFINED 1,2 19,004 CVS CORP COM COM 126650100 6,735 179,288 SH DEFINED 1,2 179,288 DANA CORP COM 235811106 2,119 75,164 SH DEFINED 1,2 75,164 DANAHER CORPORATION COM 235851102 3,320 65,100 SH DEFINED 1,2 65,100 DARDEN RESTAURANTS INC COM 237194105 1,057 59,340 SH DEFINED 1,2 59,340 DEERE & CO COM 244199105 4,078 107,305 SH DEFINED 1,2 107,305 DELL COMPUTER COM 247025109 63,150 1,170,800 SH DEFINED 1,2 1,170,800 DELPHI AUTOMOTIVE COM 247126105 4,136 258,513 SH DEFINED 1,2 258,513 DELTA AIRLINES INC COM 247361108 3,190 59,910 SH DEFINED 1,2 59,910 DELUXE CHECK PRINTERS INC COM 248019101 908 34,271 SH DEFINED 1,2 34,271 DEVON ENERGY CORPORATION COM 25179M103 926 19,073 SH DEFINED 1,2 19,073 DII GROUP INC COM 232949107 409 3,618 SH DEFINED 1,2 3,618 DILLARD'S INC CL A 254067101 843 51,282 SH DEFINED 1,2 51,282 DISNEY COMMON STOCK COM DISNEY 254687106 39,067 944,212 SH DEFINED 1,2 944,212 DOLLAR GENERAL COM 256669102 3,248 120,841 SH DEFINED 1,2 120,841 DOMINION RES INC VA NEW C COM 25746U109 4,801 124,901 SH DEFINED 1,2 124,901 DONNELLY, R.R. & SONS CO. COM 257867101 1,217 58,134 SH DEFINED 1,2 58,134 DOVER CORP COM 260003108 4,483 93,648 SH DEFINED 1,2 93,648 DOW CHEMICAL CO COM 260543103 11,531 101,149 SH DEFINED 1,2 101,149 DOW JONES COM 260561105 2,964 41,278 SH DEFINED 1,2 41,278 DTE ENERGY CO COM 233331107 1,986 68,477 SH DEFINED 1,2 68,477 DUKE ENERGY CORP COM 264399106 8,785 167,326 SH DEFINED 1,2 167,326 DUN & BRADSTREET CORP COM 26483B106 2,111 73,761 SH DEFINED 1,2 73,761 E M C CORP MASS COM 268648102 58,246 465,943 SH DEFINED 1,2 465,943 E.I. DUPONT DE NEMOURS & COM 263534109 25,214 476,857 SH DEFINED 1,2 476,857 EASTERN ENTERPRISES COM 27637F100 726 12,125 SH DEFINED 1,2 12,125 EASTMAN CHEMICAL CO.,INC. COM 277432100 1,688 37,099 SH DEFINED 1,2 37,099 EASTMAN KODAK CO. COM 277461109 7,908 145,598 SH DEFINED 1,2 145,598 EATON CORP COM 278058102 2,623 33,630 SH DEFINED 1,2 33,630 ECHOSTAR COMMUNICATIONS C CL A 278762109 7,900 100,000 SH DEFINED 1,2 100,000 ECOLAB COM 278865100 2,173 59,240 SH DEFINED 1,2 59,240 EDISON INTERNATIONAL COM 281020107 2,638 159,268 SH DEFINED 1,2 159,268 EL PASO ENERGY CORP DEL C COM 283905107 6,806 168,560 SH DEFINED 1,2 168,560 ELECTRONIC DATA SYS CORP COM 285661104 13,800 215,000 SH DEFINED 1,2 215,000 EMBRATEL PARTICIPACOES AD SP ADR PFD 29081N100 897 35,000 SH DEFINED 35,000 EMERSON ELECTRIC CO COM 291011104 10,555 199,624 SH DEFINED 1,2 199,624 ENDESA NAC ELECTRICID ADR SPONS ADR 29244T101 1,293 118,900 SH DEFINED 118,900 ENGELHARD CORP COM 292845104 879 58,146 SH DEFINED 1,2 58,146 ENRON CORP. COM 293561106 24,461 326,692 SH DEFINED 1,2 326,692 ENTERGY CORP. (NEW) COM 29364G103 2,281 112,996 SH DEFINED 1,2 112,996 EQUANT NV NY REG SHS 294409107 6,420 77,300 SH DEFINED 77,300 EQUIFAX INC COM 294429105 1,636 64,800 SH DEFINED 1,2 64,800 EXXON MOBIL CORP COM 30231G102 122,905 1,579,481 SH DEFINED 1,2 1,579,481 FANNIE MAE COM 313586109 26,510 469,728 SH DEFINED 1,2 469,728 FEDERATED DEPT STORES INC COM 31410H101 4,012 96,100 SH DEFINED 1,2 96,100 FEDEX CORP COMF/K/A FDX C COM 31428X106 5,246 134,502 SH DEFINED 1,2 134,502 FIFTH THIRD BANCORP COM 316773100 8,889 141,100 SH DEFINED 1,2 141,100 FIRST DATA CORP COM 319963104 8,558 193,400 SH DEFINED 1,2 193,400 FIRST UNION CORP COM 337358105 16,907 453,883 SH DEFINED 1,2 453,883 FIRSTAR CORP COM COM 33763V109 10,297 448,895 SH DEFINED 1,2 448,895 FIRSTENERGY CORP COM 337932107 2,202 106,755 SH DEFINED 1,2 106,755 FLEETBOSTON FINANCIAL COR COM 339030108 15,458 423,508 SH DEFINED 1,2 423,508 FLORIDA PROGRESS CORP COM 341109106 2,064 45,000 SH DEFINED 1,2 45,000 FLUOR CORP COM 343861100 1,081 34,873 SH DEFINED 1,2 34,873 FMC CORP COM NEW 302491303 791 14,007 SH DEFINED 1,2 14,007 FORD MOTOR CO DEL COM 345370100 25,474 554,526 SH DEFINED 1,2 554,526 FORT JAMES CORP COM 347471104 2,179 99,067 SH DEFINED 1,2 99,067 FORTUNE BRANDS INC COM 349631101 1,881 75,245 SH DEFINED 1,2 75,245 FPL GROUP INC COM 302571104 3,785 82,176 SH DEFINED 1,2 82,176 FRANKLIN RESOURCES COM 354613101 3,822 114,300 SH DEFINED 1,2 114,300 FREDDIE MAC COM 313400301 14,058 318,148 SH DEFINED 1,2 318,148 FREEPORT MCMORAN COPPER + CL B 35671D857 908 75,300 SH DEFINED 1,2 75,300 GANNETT CO COM 364730101 9,136 129,814 SH DEFINED 1,2 129,814 GAP, INC. COM 364760108 19,442 390,301 SH DEFINED 1,2 390,301 GATEWAY INC COM 367626108 7,690 145,100 SH DEFINED 1,2 145,100 GENERAL COMMUNICATION I-C CL A 369385109 905 168,399 SH DEFINED 1,2 168,399 GENERAL DYNAMICS CORP COM 369550108 4,575 91,968 SH DEFINED 1,2 91,968 GENERAL ELECTRIC CO COM 369604103 233,199 1,502,612 SH DEFINED 1,2 1,502,612 GENERAL MILLS INC COM 370334104 5,022 138,780 SH DEFINED 1,2 138,780 GENERAL MOTORS CORP COM 370442105 24,214 292,393 SH DEFINED 1,2 292,393 GENERAL SEMICONDUCTOR INC COM 370787103 252 14,625 SH DEFINED 1,2 14,625 GENUINE PARTS COMPANY COM 372460105 2,040 85,478 SH DEFINED 1,2 85,478 GEORGIA-PACIFIC CORP (GRO COM GA PAC 373298108 3,104 78,450 SH DEFINED 1,2 78,450 GILLETTE CO. COM 375766102 18,519 491,392 SH DEFINED 1,2 491,392 GLOBAL CROSSING LTD COM G3921A100 14,215 347,225 SH DEFINED 1,2 347,225 GOLDEN WEST FINANCIAL COM 381317106 2,323 74,479 SH DEFINED 1,2 74,479 GOODRICH B F CO COM 382388106 1,445 50,376 SH DEFINED 1,2 50,376 GOODYEAR TIRE & RUBBER CO COM 382550101 1,669 71,592 SH DEFINED 1,2 71,592 GPU INC COM 36225X100 1,607 58,700 SH DEFINED 1,2 58,700 GRACE WR & CO COM 38388F108 417 32,833 SH DEFINED 1,2 32,833 GRAINGER W W INC COM 384802104 2,324 42,830 SH DEFINED 1,2 42,830 GREAT ATLANTIC & PACIFIC COM 390064103 347 17,790 SH DEFINED 1,2 17,790 GREAT LAKES CHEMICAL COM 390568103 896 26,354 SH DEFINED 1,2 26,354 GRUPO TELEVISA ADR (REP SP ADR REP 40049J206 1,428 21,000 SH DEFINED 21,000 GTE CORP COM 362320103 31,560 444,507 SH DEFINED 1,2 444,507 GUIDANT CORP COM 401698105 8,287 140,900 SH DEFINED 1,2 140,900 H&R BLOCK COM 093671105 2,015 45,034 SH DEFINED 1,2 45,034 HALLIBURTON COM 406216101 8,285 202,082 SH DEFINED 1,2 202,082 HARCOURT GENNC COM 41163G101 1,214 32,599 SH DEFINED 1,2 32,599 HARLEY DAVIDSON, INC COM 412822108 5,517 69,500 SH DEFINED 1,2 69,500 HARRAHS ENTMT INC COM 413619107 1,084 58,372 SH DEFINED 1,2 58,372 HARTFORD FIN SERV GRP INC COM 416515104 5,530 105,022 SH DEFINED 1,2 105,022 HASBRO INC. COM 418056107 1,384 83,865 SH DEFINED 1,2 83,865 HEALTHSOUTH REHABILITATIO COM 421924101 993 178,500 SH DEFINED 1,2 178,500 HEINZ HJ CO COM 423074103 5,698 163,372 SH DEFINED 1,2 163,372 HERCULES INC COM 427056106 780 48,393 SH DEFINED 1,2 48,393 HERSHEY FOODS CORP COM 427866108 3,084 63,256 SH DEFINED 1,2 63,256 HEWLETT PACKARD CO COM 428236103 60,920 459,556 SH DEFINED 1,2 459,556 HILTON HOTELS CORP COM 432848109 1,311 169,116 SH DEFINED 1,2 169,116 HOME DEPOT COM 437076102 67,969 1,053,778 SH DEFINED 1,2 1,053,778 HOMESTAKE MINING CO COM 437614100 708 117,926 SH DEFINED 1,2 117,926 HONEYWELL INTERNATIONAL I COM 438516106 19,038 361,333 SH DEFINED 1,2 361,333 HOST MARRIOTT CORP (REIT) COM 44107P104 102 11,445 SH DEFINED 1,2 11,445 HOUSEHOLD INTERNATIONAL,I COM 441815107 8,092 216,865 SH DEFINED 1,2 216,865 HUMANA INC COM 444859102 563 77,000 SH DEFINED 1,2 77,000 HUNTINGTON BANCSHARES INC COM 446150104 2,349 104,987 SH DEFINED 1,2 104,987 IKON OFFICE SOLUTIONS, IN COM 451713101 420 67,926 SH DEFINED 1,2 67,926 ILLINOIS TOOL WORKS INC. COM 452308109 7,677 138,948 SH DEFINED 1,2 138,948 IMS HEALTH INC COM COM 449934108 2,399 141,622 SH DEFINED 1,2 141,622 INCO LTD COM 453258402 1,600 87,389 SH DEFINED 1,2 87,389 INDIA FUND INC. USD0.001 COM 454089103 7,105 417,942 SH DEFINED 417,942 INGERSOLL RAND CO COM 456866102 3,313 74,868 SH DEFINED 1,2 74,868 INTEL CORP. COM 458140100 201,806 1,529,646 SH DEFINED 1,2 1,529,646 INTERNATIONAL BUSINESS MA COM 459200101 97,755 828,356 SH DEFINED 1,2 828,356 INTERNATIONAL PAPER CO COM 460146103 8,106 189,618 SH DEFINED 1,2 189,618 INTERPUBLIC GROUP COS INC COM 460690100 6,081 128,700 SH DEFINED 1,2 128,700 INTL FLAVORS & FRAGRANCES COM 459506101 1,686 48,098 SH DEFINED 1,2 48,098 ITT INDUSTRIES,INC. COM 450911102 1,252 40,311 SH DEFINED 1,2 40,311 JEFFERSON PILOT COM 475070108 3,188 47,893 SH DEFINED 1,2 47,893 JOHNSON & JOHNSON COM 478160104 44,726 638,362 SH DEFINED 1,2 638,362 JOHNSON CONTROLS INC COM 478366107 2,184 40,400 SH DEFINED 1,2 40,400 JOSTENS INC COM 481088102 376 15,433 SH DEFINED 1,2 15,433 K MART CORP COM 482584109 2,167 223,676 SH DEFINED 1,2 223,676 KANSAS CITY SO. IND COM 485170104 4,331 50,400 SH DEFINED 1,2 50,400 KAUFMAN & BROAD HOME CORP COM 486168107 465 21,668 SH DEFINED 1,2 21,668 KELLOGG CO COM 487836108 4,768 186,064 SH DEFINED 1,2 186,064 KERR MCGEE COM 492386107 2,449 42,399 SH DEFINED 1,2 42,399 KEYCORP COM 493267108 3,893 204,892 SH DEFINED 1,2 204,892 KIMBERLY CLARK CORP COM 494368103 14,261 254,652 SH DEFINED 1,2 254,652 KINROSS GOLD CORP COM 496902107 54 36,440 SH DEFINED 1,2 36,440 KLA INSTRUMENTS COM 482480100 7,035 83,500 SH DEFINED 1,2 83,500 KNIGHT RIDDER NEWSPAPERS COM 499040103 1,950 38,274 SH DEFINED 1,2 38,274 KOHLS CORP COM 500255104 7,657 74,700 SH DEFINED 1,2 74,700 KROGER CO COM 501044101 6,711 382,096 SH DEFINED 1,2 382,096 L S I LOGIC CORP COM 502161102 9,862 135,800 SH DEFINED 1,2 135,800 LAN CHILE S.A. ADR SPONS ADR 501723100 1,000 111,130 SH DEFINED 111,130 LEGGETT & PLATT COM 524660107 1,948 90,600 SH DEFINED 1,2 90,600 LEHMAN BROTHERS HLDGS INC COM 524908100 5,329 54,940 SH DEFINED 1,2 54,940 LEXMARK INTL GROUP INC CL CL A 529771107 6,197 58,600 SH DEFINED 1,2 58,600 LILLY ELI & CO COM 532457108 31,539 500,636 SH DEFINED 1,2 500,636 LIMITED THE COM 532716107 4,150 98,524 SH DEFINED 1,2 98,524 LINCOLN NATIONAL CORP COM 534187109 3,060 91,340 SH DEFINED 1,2 91,340 LIZ CLAIBORNE INC COM 539320101 1,296 28,283 SH DEFINED 1,2 28,283 LOCKHEED MARTIN CORP COM 539830109 3,769 184,414 SH DEFINED 1,2 184,414 LOEWS CORP COM 540424108 2,500 50,000 SH DEFINED 1,2 50,000 LONGS DRUG STORE COM 543162101 412 18,110 SH DEFINED 1,2 18,110 LOUISIANA PACIFIC CORP COM 546347105 676 48,752 SH DEFINED 1,2 48,752 LOWES COMPANIES INC COM 548661107 10,270 175,932 SH DEFINED 1,2 175,932 LTV CORP. COM 501921100 41 11,374 SH DEFINED 1,2 11,374 LUCENT TECHNOLOGIES INC COM 549463107 88,580 1,458,101 SH DEFINED 1,2 1,458,101 MALLINCKRODT INC NEW COM 561232109 906 31,507 SH DEFINED 1,2 31,507 MANOR CARE INC NEW COM COM 564055101 642 47,587 SH DEFINED 1,2 47,587 MARRIOTT INTL CLASS A CL A 571903202 4,256 135,096 SH DEFINED 1,2 135,096 MARSH & MCLENNAN COM 571748102 13,569 123,004 SH DEFINED 1,2 123,004 MASCO CORP COM 574599106 4,196 204,700 SH DEFINED 1,2 204,700 MATAV RT-SPONSORED ADR SPONS ADR 559776109 1,589 35,615 SH DEFINED 35,615 MATTEL INC COM 577081102 2,033 194,822 SH DEFINED 1,2 194,822 MAY DEPT STORES CO COM 577778103 4,356 152,836 SH DEFINED 1,2 152,836 MAYTAG COMPANY COM 578592107 1,286 38,825 SH DEFINED 1,2 38,825 MBIA, INC. 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COM 582834107 1,639 46,910 SH DEFINED 1,2 46,910 MEDIAONE GROUP,INC COM 58440J104 22,643 279,539 SH DEFINED 1,2 279,539 MEDTRONIC COM 585055106 28,103 546,344 SH DEFINED 1,2 546,344 MELLON FINL CORPCOM COM 58551A108 6,872 232,952 SH DEFINED 1,2 232,952 MERCK & COMPANY COM 589331107 66,707 1,073,690 SH DEFINED 1,2 1,073,690 MEREDITH CORP COM 589433101 657 23,716 SH DEFINED 1,2 23,716 MERRILL LYNCH & CO INC COM 590188108 17,839 169,908 SH DEFINED 1,2 169,908 MEXICO FUND INC USD 1 COM 592835102 1,054 60,000 SH DEFINED 60,000 MGIC INVT CORP WIS COM 552848103 2,197 50,350 SH DEFINED 1,2 50,350 MICRON TECHNOLOGY INC COM 595112103 15,586 123,700 SH DEFINED 1,2 123,700 MICROSOFT CORP COM 594918104 253,125 2,382,424 SH DEFINED 1,2 2,382,424 MILACRON INC COM 598709103 249 17,280 SH DEFINED 1,2 17,280 MILLIPORE CORP COM 601073109 1,174 20,808 SH DEFINED 1,2 20,808 MINNESOTA MINING & MANUFA COM 604059105 16,243 183,402 SH DEFINED 1,2 183,402 MIRAGE RESORTS, INC COM 60462E104 1,717 88,600 SH DEFINED 1,2 88,600 MOLEX INC COM 608554101 5,265 89,625 SH DEFINED 1,2 89,625 MONSANTO COMPANY COM 611662107 14,957 290,430 SH DEFINED 1,2 290,430 MORGAN STANLEY DEAN WITTE COM NEW 617446448 41,899 513,710 SH DEFINED 1,2 513,710 MORGAN, J.P., & CO., INC COM 616880100 10,453 79,341 SH DEFINED 1,2 79,341 MOTOROLA INC COM 620076109 46,091 323,731 SH DEFINED 1,2 323,731 NABISCO GROUP BLDG CORP COM 62952P102 1,798 149,800 SH DEFINED 1,2 149,800 NATIONAL CITY CORP COM 635405103 5,987 290,300 SH DEFINED 1,2 290,300 NATIONAL SEMICONDUCTOR CO COM 637640103 4,749 78,333 SH DEFINED 1,2 78,333 NATIONAL SERVICE INDUSTRY COM 637657107 394 18,685 SH DEFINED 1,2 18,685 NAVISTAR INTL COM 63934E108 1,175 29,291 SH DEFINED 1,2 29,291 NCR CORP NEW COM 62886E108 1,786 44,500 SH DEFINED 1,2 44,500 NEIMAN-MARCUS GROUP INC C CL B 640204301 256 9,307 SH DEFINED 1,2 9,307 NETWORK APPLIANCE INC COM COM 64120L104 11,502 139,000 SH DEFINED 1,2 139,000 NEW CENTY ENERGIES INC COM 64352U103 1,599 53,200 SH DEFINED 1,2 53,200 NEW YORK TIMES CL A CL A 650111107 3,382 78,770 SH DEFINED 1,2 78,770 NEWELL RUBBERMAID, INC COM 651229106 3,201 129,026 SH DEFINED 1,2 129,026 NEWMONT MINING COM 651639106 1,717 76,523 SH DEFINED 1,2 76,523 NEXTEL COMMUNICATIONS INC CL A 65332V103 24,698 166,600 SH DEFINED 1,2 166,600 NIAGARA MOHAWK HOLDINGS, COM 653520106 1,158 85,790 SH DEFINED 1,2 85,790 NICOR INC COM 654086107 713 21,648 SH DEFINED 1,2 21,648 NIKE INC CL B 654106103 5,036 127,096 SH DEFINED 1,2 127,096 NORDSTROM INC COM 655664100 1,851 62,754 SH DEFINED 1,2 62,754 NORFOLK SOUTHERN CORP COM 655844108 2,511 174,691 SH DEFINED 1,2 174,691 NORTEL NETWORKS CORP COM COM 656569100 81,503 646,848 SH DEFINED 1,2 646,848 NORTHERN STATES POWER CO COM 665772109 1,406 70,754 SH DEFINED 1,2 70,754 NORTHERN TRUST COM 665859104 6,898 102,100 SH DEFINED 1,2 102,100 NORTHROP GRUMMAN CORP COM 666807102 1,683 31,795 SH DEFINED 1,2 31,795 NOVELL INC COM 670006105 4,319 150,892 SH DEFINED 1,2 150,892 NUCOR CORP COM 670346105 2,035 40,696 SH DEFINED 1,2 40,696 OCCIDENTAL PETROLEUM CORP COM 674599105 3,492 168,276 SH DEFINED 1,2 168,276 OFFICE DEPOT COM 676220106 1,792 155,000 SH DEFINED 1,2 155,000 OLD KENT FINL CORP COM 679833103 1,803 55,800 SH DEFINED 1,2 55,800 OMNICOM GROUP COM 681919106 7,596 81,300 SH DEFINED 1,2 81,300 ONEOK INC NEW COM COM 682680103 358 14,302 SH DEFINED 1,2 14,302 ORACLE CORPORATION COM 68389X105 100,627 1,289,056 SH DEFINED 1,2 1,289,056 OWENS CORNING COM 69073F103 492 25,390 SH DEFINED 1,2 25,390 OWENS ILL INC COM NEW 690768403 1,161 68,800 SH DEFINED 1,2 68,800 PACCAR INC COM 693718108 1,789 35,776 SH DEFINED 1,2 35,776 PACTIV CORP COM COM 695257105 688 78,595 SH DEFINED 1,2 78,595 PAINE WEBBER INC COM 695629105 2,873 65,300 SH DEFINED 1,2 65,300 PALL CORP COM 696429307 1,274 56,773 SH DEFINED 1,2 56,773 PARAMETRIC TECHNOLOGY COM 699173100 2,637 125,200 SH DEFINED 1,2 125,200 PARKER HANNIFIN COM 701094104 2,109 51,052 SH DEFINED 1,2 51,052 PAYCHEX INC COM 704326107 5,931 113,250 SH DEFINED 1,2 113,250 PE CORP COM PE BIOSYS GRO COM PE BIO 69332S102 9,137 94,680 SH DEFINED 1,2 94,680 PECO ENERGY CO COM 693304107 3,263 88,473 SH DEFINED 1,2 88,473 PENNEY J C INC COM 708160106 1,804 121,266 SH DEFINED 1,2 121,266 PEOPLES ENERGY CORP COM 711030106 448 16,320 SH DEFINED 1,2 16,320 PEOPLESOFT COM 712713106 2,442 122,119 SH DEFINED 1,2 122,119 PEP BOYS MANNY MOE & JACK COM 713278109 146 24,577 SH DEFINED 1,2 24,577 PEPSI-COLA PUERTO RICO BO CL B 71343P101 9,165 2,471,254 SH DEFINED 1,2 2,471,254 PEPSICO INC COM 713448108 23,045 666,752 SH DEFINED 1,2 666,752 PERKINELMER INC. 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COM 693506107 4,238 81,022 SH DEFINED 1,2 81,022 PPL CORP COM COM 69351T106 1,388 66,300 SH DEFINED 1,2 66,300 PRAXAIR INC COM 74005P104 3,072 73,804 SH DEFINED 1,2 73,804 PRICE COMMUNICATIONS CORP COM NEW 741437305 4,218 183,392 SH DEFINED 1,2 183,392 PROCTOR AND GAMBLE CO COM 742718109 33,863 602,008 SH DEFINED 1,2 602,008 PROGRESSIVE CORP OHIO COM 743315103 2,540 33,400 SH DEFINED 1,2 33,400 PROVIDIAN FINL CORP COM 74406A102 5,650 65,229 SH DEFINED 1,2 65,229 PUBLIC SERVICE ENTERPRISE COM 744573106 2,971 100,294 SH DEFINED 1,2 100,294 PULTE CORP COM 745867101 420 20,114 SH DEFINED 1,2 20,114 QUAKER OATS COM 747402105 3,715 61,276 SH DEFINED 1,2 61,276 QUALCOMM COM 747525103 50,378 337,400 SH DEFINED 1,2 337,400 QUEST DIAGNOSTICS INC COM COM 74834L100 466 11,735 SH DEFINED 1,2 11,735 QUIMICA Y MINERA ADR (REP SPON ADR B 833635105 700 25,700 SH DEFINED 25,700 QUINTILES TRANSNATIONAL C COM 748767100 904 53,000 SH DEFINED 1,2 53,000 RALSTON-RALSTON PURINA GR COM RALPUR 751277302 3,879 141,695 SH DEFINED 1,2 141,695 RAYTHEON CO CLASS B CL B 755111408 2,750 154,902 SH DEFINED 1,2 154,902 REEBOK INTL LTD COM 758110100 240 25,943 SH DEFINED 1,2 25,943 REGIONS FINL CORP COM 758940100 2,281 100,000 SH DEFINED 1,2 100,000 RELIANT ENERGY INC COM 75952J108 3,173 135,374 SH DEFINED 1,2 135,374 REYNOLDS METAL CO COM 761763101 1,944 29,075 SH DEFINED 1,2 29,075 RITE AID CORP COM 767754104 655 119,132 SH DEFINED 1,2 119,132 ROCKWELL INTL CORP NEW CO COM 773903109 3,644 87,156 SH DEFINED 1,2 87,156 ROHM & HAAS CO COM 775371107 4,481 100,417 SH DEFINED 1,2 100,417 ROWAN COS INC COM 779382100 1,207 41,003 SH DEFINED 1,2 41,003 ROYAL BANK OF CANADA COM 780087102 977 21,100 SH DEFINED 21,100 ROYAL DUTCH PETROLEUM NY REG GLD 780257804 63,986 1,109,734 SH DEFINED 1,2 1,109,734 RUSSELL CORP COM 782352108 219 15,325 SH DEFINED 1,2 15,325 RYDER SYSTEM INC COM 783549108 671 29,586 SH DEFINED 1,2 29,586 RYERSON TULL, INC COM 78375P107 337 21,721 SH DEFINED 1,2 21,721 SABRE GROUP HLDGS INC CL CL A 785905100 2,485 67,287 SH DEFINED 1,2 67,287 SAFECO CORP COM 786429100 1,624 61,144 SH DEFINED 1,2 61,144 SAFEWAY INC COM NEW 786514208 10,521 232,500 SH DEFINED 1,2 232,500 SARA LEE COM 803111103 7,549 419,368 SH DEFINED 1,2 419,368 SBC COMMUNICATIONS INC COM 78387G103 65,570 1,561,198 SH DEFINED 1,2 1,561,198 SCHERING PLOUGH CORP COM 806605101 24,774 674,076 SH DEFINED 1,2 674,076 SCHLUMBERGER LTD COM 806857108 19,199 250,972 SH DEFINED 1,2 250,972 SCHWAB CHARLES CORP COM 808513105 21,299 374,900 SH DEFINED 1,2 374,900 SCIENTIFIC ATLANTA COM 808655104 4,565 71,964 SH DEFINED 1,2 71,964 SEAGATE TECHNOLOGY COM 811804103 5,898 97,900 SH DEFINED 1,2 97,900 SEAGRAM CO LTD COM 811850106 11,986 201,372 SH DEFINED 1,2 201,372 SEALED AIR COR CONV PFD S PF CV A $2 81211K209 732 14,097 SH DEFINED 1,2 14,097 SEALED AIR CORP COM 81211K100 2,081 38,315 SH DEFINED 1,2 38,315 SEARS ROEBUCK & CO. USD0. COM 812387108 5,350 173,268 SH DEFINED 1,2 173,268 SEMPRA ENERGY COM 816851109 1,655 98,832 SH DEFINED 1,2 98,832 SHARED MEDICAL SYSTEM COR COM 819486101 636 12,262 SH DEFINED 1,2 12,262 SHERWIN WILLIAMS CO COM 824348106 1,740 79,338 SH DEFINED 1,2 79,338 SIGMA-ALDRICH COM 826552101 1,242 46,200 SH DEFINED 1,2 46,200 SILICON GRAPHICS COM 827056102 891 84,400 SH DEFINED 1,2 84,400 SLM HLDG CORP COM COM 78442A109 2,438 73,200 SH DEFINED 1,2 73,200 SNAP-ON, INC. 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COM 86764P109 1,133 41,403 SH DEFINED 1,2 41,403 SUPER VALU STORES INC COM 868536103 1,269 67,006 SH DEFINED 1,2 67,006 SYNOVUS FINL CORP COM 87161C105 2,414 127,900 SH DEFINED 1,2 127,900 SYSCO CORP COM 871829107 5,404 151,420 SH DEFINED 1,2 151,420 T. ROWE PRICE COM 741477103 2,169 54,900 SH DEFINED 1,2 54,900 TALISMAN ENERGY INC. COM 87425E103 1,213 46,000 SH DEFINED 46,000 TANDY CORP COM 875382103 4,507 88,800 SH DEFINED 1,2 88,800 TARGET CORP COM COM 87612E106 15,023 200,976 SH DEFINED 1,2 200,976 TEKTRONIX INC COM 879131100 1,216 21,723 SH DEFINED 1,2 21,723 TELEBRAS HOLDERS ADR SPONS ADR 879287308 2,467 16,500 SH DEFINED 16,500 TELECOM DE CHILE ADR REP SPONS ADR 204449300 701 30,800 SH DEFINED 30,800 TELEDYNE TECHNOLOGIES INC COM 879360105 207 11,908 SH DEFINED 1,2 11,908 TELEFONICA DE PERU-SPON A SPON ADR B 879384105 1,377 81,000 SH DEFINED 81,000 TELEFONOS DE MEXICO SA SP ADR ORL 879403780 9,261 139,000 SH DEFINED 139,000 TELLABS INC COM 879664100 11,621 184,500 SH DEFINED 1,2 184,500 TEMPLE INLAND INC COM 879868107 1,273 25,556 SH DEFINED 1,2 25,556 TENET HEALTHCARE CORP COM 88033G100 3,281 142,626 SH DEFINED 1,2 142,626 TENNECO AUTO INC COM COM 880349105 116 14,659 SH DEFINED 1,2 14,659 TERADYNE INC COM 880770102 6,432 78,200 SH DEFINED 1,2 78,200 TEVA PHARMACEUTICALS INDS ADR 881624209 765 20,565 SH DEFINED 20,565 TEXACO INC COM 881694103 13,564 252,942 SH DEFINED 1,2 252,942 TEXAS INSTRUMENTS INC COM 882508104 59,476 371,724 SH DEFINED 1,2 371,724 TEXAS UTILITIES CO COM 882848104 3,764 126,784 SH DEFINED 1,2 126,784 TEXTRON INC COM 883203101 4,215 69,236 SH DEFINED 1,2 69,236 THERMO ELECTRON COM 883556102 1,475 72,400 SH DEFINED 1,2 72,400 THOMAS & BETTS COM 884315102 746 26,398 SH DEFINED 1,2 26,398 TIME WARNER INC COM COM 887315109 58,913 589,132 SH DEFINED 1,2 589,132 TIMES MIRROR CO COM SER A 887364107 2,570 27,652 SH DEFINED 1,2 27,652 TIMKEN COMPANY COM 887389104 462 28,430 SH DEFINED 1,2 28,430 TJX COS INC COM 872540109 3,153 142,128 SH DEFINED 1,2 142,128 TORCHMARK CORP COM 891027104 1,432 61,928 SH DEFINED 1,2 61,928 TORONTO DOMINION BANK COM NEW 891160509 1,974 74,000 SH DEFINED 74,000 TOSCO CORP COM NEW 891490302 2,015 66,200 SH DEFINED 1,2 66,200 TOYS R US INC COM 892335100 1,648 111,225 SH DEFINED 1,2 111,225 TRANSOCEAN SEDCO FOREX IN ORD G90078109 4,914 95,760 SH DEFINED 1,2 95,760 TREX COMPANY INC COM 89531P105 21,609 564,949 SH DEFINED 1,2 564,949 TRIBUNE CO COM 896047107 3,991 109,164 SH DEFINED 1,2 109,164 TRICON GLOBAL RESTAURANTS COM 895953107 2,162 69,615 SH DEFINED 1,2 69,615 TRW INC. COM 872649108 3,261 55,746 SH DEFINED 1,2 55,746 TUBOS DE ACERE MEX ADR NEW 898592506 901 55,000 SH DEFINED 55,000 TUPPERWARE CORPCOM COM 899896104 429 27,148 SH DEFINED 1,2 27,148 TYCO INTERNATIONAL LTD COM 902124106 38,576 773,463 SH DEFINED 1,2 773,463 U S T INC COM 902911106 1,226 78,495 SH DEFINED 1,2 78,495 U S WEST INC COM 91273H101 16,810 231,457 SH DEFINED 1,2 231,457 U.S. BANCORP COM 902973106 7,468 341,392 SH DEFINED 1,2 341,392 UNICOM CORP COM 904911104 3,634 99,562 SH DEFINED 1,2 99,562 UNILEVER N V NEW YORK SHS NY SHS NEW 904784709 12,661 263,096 SH DEFINED 1,2 263,096 UNION CARBIDE CORP COM 905581104 3,578 61,365 SH DEFINED 1,2 61,365 UNION OIL CO OF CALIFORNI COM 915289102 3,353 112,699 SH DEFINED 1,2 112,699 UNION PACIFIC CORP COM 907818108 4,457 113,906 SH DEFINED 1,2 113,906 UNION PACIFIC RES GROUP I COM 907834105 1,679 115,759 SH DEFINED 1,2 115,759 UNION PLANTERS COM 908068109 1,987 64,500 SH DEFINED 1,2 64,500 UNISYS CORP. COM 909214108 4,291 168,265 SH DEFINED 1,2 168,265 UNITED HEALTH CARE CORP COM 910581107 4,639 77,800 SH DEFINED 1,2 77,800 UNITED TECH. CORP. COM 913017109 13,879 219,644 SH DEFINED 1,2 219,644 UNUMPROVIDENT CORP COM 91529Y106 1,868 109,855 SH DEFINED 1,2 109,855 US AIRWAYS GROUP, INC COM 911905107 923 33,200 SH DEFINED 1,2 33,200 USX MARATHON GRP COM NEW 902905827 3,712 142,423 SH DEFINED 1,2 142,423 USX US STEEL GRP COM 90337T101 1,010 40,414 SH DEFINED 1,2 40,414 V F CORP COM 918204108 1,368 56,868 SH DEFINED 1,2 56,868 VIACOM INC CL B CL B 925524308 16,790 318,298 SH DEFINED 1,2 318,298 VIMPEL-COMMUNICATION-SP A SPONS ADR 68370R109 1,227 29,000 SH DEFINED 29,000 VULCAN MATLS CO COM 929160109 2,144 46,800 SH DEFINED 1,2 46,800 WACHOVIA CORP COM 929771103 6,273 92,850 SH DEFINED 1,2 92,850 WAL-MART STORES INC COM 931142103 113,423 2,043,086 SH DEFINED 1,2 2,043,086 WALGREEN COM 931422109 11,875 461,168 SH DEFINED 1,2 461,168 WARNER LAMBERT CO COM 934488107 38,304 392,854 SH DEFINED 1,2 392,854 WASHINGTON MUTUAL INC COM COM 939322103 7,015 264,712 SH DEFINED 1,2 264,712 WASTE MANAGEMENT, INC. COM 94106L109 3,876 283,170 SH DEFINED 1,2 283,170 WATSON PHARMACEUTICALS IN COM 942683103 1,750 44,100 SH DEFINED 1,2 44,100 WELLPOINT CALIFORNIA SVCS COM 94973H108 2,047 29,300 SH DEFINED 1,2 29,300 WELLS FARGO CO COM 949746101 30,822 752,900 SH DEFINED 1,2 752,900 WENDYS INTERNATIONAL INC COM 950590109 1,110 54,986 SH DEFINED 1,2 54,986 WESTVACO COM 961548104 1,570 47,045 SH DEFINED 1,2 47,045 WEYERHAEUSER CO COM 962166104 6,128 107,512 SH DEFINED 1,2 107,512 WHIRLPOOL CORP COM 963320106 2,072 35,336 SH DEFINED 1,2 35,336 WILLAMETTE INDUSTRIES INC COM 969133107 2,050 51,100 SH DEFINED 1,2 51,100 WILLIAMS COMPANIES COM 969457100 8,733 198,760 SH DEFINED 1,2 198,760 WINN- DIXIE STORES COM 974280109 1,308 67,318 SH DEFINED 1,2 67,318 WORLD ACCESS INC NEW COM 98141A101 523 27,335 SH DEFINED 1,2 27,335 WORTHINGTON INDUSTRIES COM 981811102 506 40,905 SH DEFINED 1,2 40,905 WRIGLEY, WM. JR. COM 982526105 4,093 53,285 SH DEFINED 1,2 53,285 XEROX CORP. COM 984121103 8,028 308,782 SH DEFINED 1,2 308,782 XILINX COM 983919101 12,190 147,200 SH DEFINED 1,2 147,200 YAHOO INC COM 984332106 41,284 240,900 SH DEFINED 1,2 240,900 YOUNG + RUBICAM INC COM 987425105 1,509 32,100 SH DEFINED 1,2 32,100 3COM CORP COM 885535104 8,750 157,300 SH DEFINED 1,2 157,300

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