SEC Info - Cigna Corp. - ‘13F-HR’ for 3/31/00

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Cigna Corp. – ‘13F-HR’ for 3/31/00

As of: Thursday, 5/11/00 · For: 3/31/00 · Accession #: 701221-0-3 · File #: 28-01157

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

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

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                              13±    83K 

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:    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).)                                     

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:   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.)

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    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.                COM        55262C100     2,364    45,400 SH            DEFINED    1,2         45,400                      
MBNA CORP                 COM        55262L100     9,380   367,830 SH            DEFINED    1,2        367,830                      
MCDERMOTT INTERNATIONAL I COM        580037109       253    27,497 SH            DEFINED    1,2         27,497                      
MCDONALDS CORP            COM        580135101    23,229   618,412 SH            DEFINED    1,2        618,412                      
MCGRAW HILL INC           COM        580645109     4,081    89,696 SH            DEFINED    1,2         89,696                      
MCI WORLDCOM INC COM      COM        55268B106    58,764 1,296,856 SH            DEFINED    1,2      1,296,856                      
MCKESSON HBOC, INC.       COM        58155Q103     2,706   128,868 SH            DEFINED    1,2        128,868                      
MEAD CORP.                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.          COM        714046109     1,430    21,499 SH            DEFINED    1,2         21,499                      
PETRO CANADA              COM/VARIBL 71644E102       486    30,000 SH            DEFINED                30,000                      
PFIZER INC                COM        717081103    64,857 1,773,864 SH            DEFINED    1,2      1,773,864                      
PG+E CORPORATION          COM        69331C108     3,692   175,794 SH            DEFINED    1,2        175,794                      
PHARMACIA & UPJOHN INC    COM        716941109    14,059   237,289 SH            DEFINED    1,2        237,289                      
PHELPS DODGE CORP         COM        717265102     1,755    36,953 SH            DEFINED    1,2         36,953                      
PHILIP MORRIS COS INC     COM        718154107    22,920 1,084,977 SH            DEFINED    1,2      1,084,977                      
PHILLIPS PETROLEUM CO     COM        718507106     5,415   117,087 SH            DEFINED    1,2        117,087                      
PINNACLE WEST CAPITAL COR COM        723484101     1,096    38,900 SH            DEFINED    1,2         38,900                      
PITNEY BOWES INC          COM        724479100     5,449   121,936 SH            DEFINED    1,2        121,936                      
PLACER DOME               COM        725906101     1,211   149,070 SH            DEFINED    1,2        149,070                      
PNC FINANCIAL SERVICES GR COM        693475105     6,080   134,924 SH            DEFINED    1,2        134,924                      
POLAROID CORP             COM        731095105       487    20,517 SH            DEFINED    1,2         20,517                      
POTLATCH CORP             COM        737628107       563    13,093 SH            DEFINED    1,2         13,093                      
PPG INDUSTRIES, INC.      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.             COM        833034101       698    26,673 SH            DEFINED    1,2         26,673                      
SOLECTRON CORP            COM        834182107    10,853   270,900 SH            DEFINED    1,2        270,900                      
SOUTHERN CO               COM        842587107     6,717   308,832 SH            DEFINED    1,2        308,832                      
SOUTHERN PERU COPPER CORP COM        843611104       572    44,000 SH            DEFINED                44,000                      
SOUTHTRUST CORP           COM        844730101     1,951    76,700 SH            DEFINED    1,2         76,700                      
SOUTHWEST AIRLINES        COM        844741108     4,857   233,386 SH            DEFINED    1,2        233,386                      
SPDR TR                   UNIT SER 1 78462F103     2,010    13,682 SH            DEFINED    1,2         13,682                      
SPRINGS INDUSTRIES        CL A       851783100       315     8,281 SH            DEFINED    1,2          8,281                      
SPRINT CORP               COM FON GR 852061100    27,027   428,872 SH            DEFINED    1,2        428,872                      
SPRINT CORP (PCS GROUP)   PCS COMSE1 852061506    26,712   408,986 SH            DEFINED    1,2        408,986                      
ST JUDE MEDICAL           COM        790849103       994    38,515 SH            DEFINED    1,2         38,515                      
ST PAUL COMPANIES         COM        792860108     3,553   104,114 SH            DEFINED    1,2        104,114                      
STANLEY WORKS             COM        854616109     1,079    40,912 SH            DEFINED    1,2         40,912                      
STAPLES INC RETAIL & DELI COM        855030102     4,286   214,300 SH            DEFINED    1,2        214,300                      
STATE STREET CORP         COM        857477103     7,091    73,200 SH            DEFINED    1,2         73,200                      
SUMMIT BANCORP COM        COM        866005101     2,100    80,000 SH            DEFINED    1,2         80,000                      
SUN MICROSYSTEMS INC      COM        866810104    67,495   720,308 SH            DEFINED    1,2        720,308                      
SUN TRUST BANKS INC       COM        867914103     8,339   144,404 SH            DEFINED    1,2        144,404                      
SUNOCO, INC.              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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Filing Submission 0000701221-00-000003 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Cigna Corp. – ‘13F-HR’ for 3/31/00

As of: Thursday, 5/11/00 · For: 3/31/00 · Accession #: 701221-0-3 · 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