SEC Info - Cigna Corp. - ‘13F-HR’ for 12/31/99

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Cigna Corp. – ‘13F-HR’ for 12/31/99

As of: Friday, 2/11/00 · For: 12/31/99 · Accession #: 701221-0-2 · File #: 28-01157

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

 2/11/00  Cigna Corp.                       13F-HR     12/31/99    1:42K

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

Document/Exhibit                   Description                      Pages   Size 

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

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

FORM 13F

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

Report for the Calendar Year or Quarter Ended:    December 31, 1999             

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]                                                                   

February 11, 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:   561                                   

Form 13F Information Table Value Total:   $5,814,066    (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 Investment Advisory Company, Inc.      
                            (Now known as CIGNA Investments, Inc.)
2        28-2293                   CIGNA Investments, Inc.                      
                                   (Now known as TimesSquare Capital Management,
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    25,591   704,746 SH            DEFINED    1,2        704,746                      
ABITIBI-CONSOLIDATED INC  COM        003924107       625    53,400 SH            DEFINED                53,400                      
ADAPTEC INC               COM        00651F108     2,354    47,200 SH            DEFINED    1,2         47,200                      
ADC TELECOMM              COM        000886101     4,956    68,300 SH            DEFINED    1,2         68,300                      
ADOBE SYSTEMS INC         COM        00724F101     3,732    55,500 SH            DEFINED    1,2         55,500                      
ADVANCED MICRO DEVICES IN COM        007903107     1,944    67,187 SH            DEFINED    1,2         67,187                      
AEGON NV                  ORD AM REG 007924103     1,325    13,879 SH            DEFINED    1,2         13,879                      
AES CORP                  COM        00130H105     7,056    94,400 SH            DEFINED    1,2         94,400                      
AETNA INC                 COM        008117103     3,818    68,399 SH            DEFINED    1,2         68,399                      
AIR PRODUCTS & CHEMICALS  COM        009158106     3,538   105,420 SH            DEFINED    1,2        105,420                      
ALBERTA ENERGY            COM        012873105     2,810    89,052 SH            DEFINED                89,052                      
ALBERTO-CULVER            CL B CONV  013068101       664    25,714 SH            DEFINED    1,2         25,714                      
ALBERTSONS INC            COM        013104104     6,261   194,155 SH            DEFINED    1,2        194,155                      
ALCAN ALUMINIUM LTD       COM        013716105     4,151   100,792 SH            DEFINED    1,2        100,792                      
ALCOA INC COM             COM        013817101    13,957   168,152 SH            DEFINED    1,2        168,152                      
ALLEGHENY TECHNOLOGIES IN COM        01741R102       977    43,522 SH            DEFINED    1,2         43,522                      
ALLERGAN INC              COM        018490102     2,995    60,196 SH            DEFINED    1,2         60,196                      
ALLIED WASTE INDS INC     COM PR$.01 019589308       764    86,700 SH            DEFINED    1,2         86,700                      
ALLSTATE CORP             COM        020002101     8,866   369,404 SH            DEFINED    1,2        369,404                      
ALLTEL CORP               COM        020039103    12,106   146,405 SH            DEFINED    1,2        146,405                      
ALZA CORP                 COM        022615108     1,611    46,522 SH            DEFINED    1,2         46,522                      
AMER FAMILY               COM        001055102     5,743   121,700 SH            DEFINED    1,2        121,700                      
AMERADA HESS CORP         COM        023551104     2,368    41,723 SH            DEFINED    1,2         41,723                      
AMEREN CORP               COM        023608102     2,070    63,214 SH            DEFINED    1,2         63,214                      
AMERICA ONLINE INC DEL    COM        02364J104    77,302 1,024,682 SH            DEFINED    1,2      1,024,682                      
AMERICAN ELECTRIC POWER   COM        025537101     2,855    88,860 SH            DEFINED    1,2         88,860                      
AMERICAN EXPRESS CO       COM        025816109    34,068   204,920 SH            DEFINED    1,2        204,920                      
AMERICAN GENERAL CORP     COM        026351106     8,604   113,399 SH            DEFINED    1,2        113,399                      
AMERICAN GREETINGS CORP   CL A       026375105       715    30,252 SH            DEFINED    1,2         30,252                      
AMERICAN HOME PRODUCTS CO COM        026609107    23,668   600,152 SH            DEFINED    1,2        600,152                      
AMERICAN INTERNATIONAL GR COM        026874107    81,256   751,497 SH            DEFINED    1,2        751,497                      
AMGEN                     COM        031162100    28,127   468,292 SH            DEFINED    1,2        468,292                      
AMR CORP                  COM        001765106     4,580    68,352 SH            DEFINED    1,2         68,352                      
AMSOUTH BANCORPORATION    COM        032165102     3,460   179,150 SH            DEFINED    1,2        179,150                      
ANADARKO PETROLEUM CORP   COM        032511107     1,986    58,200 SH            DEFINED    1,2         58,200                      
ANALOG DEVICES            COM        032654105     7,431    79,900 SH            DEFINED    1,2         79,900                      
ANDREW CORP               COM        034425108       720    37,997 SH            DEFINED    1,2         37,997                      
ANHEUSER BUSCH COMPANIES  COM        035229103    15,142   213,644 SH            DEFINED    1,2        213,644                      
AON CORP                  COM        037389103     4,704   117,600 SH            DEFINED    1,2        117,600                      
APACHE CORP               COM        037411105     1,924    52,100 SH            DEFINED    1,2         52,100                      
APPLE COMPUTER INC        COM        037833100     7,578    73,711 SH            DEFINED    1,2         73,711                      
APPLIED MATERIALS INC     COM        038222105    21,955   173,300 SH            DEFINED    1,2        173,300                      
ARCHER DANIELS MIDLAND CO COM        039483102     3,407   279,568 SH            DEFINED    1,2        279,568                      
ARMSTRONG WORLD INDUSTRIE COM        042476101       612    18,330 SH            DEFINED    1,2         18,330                      
ASHLAND INC COM           COM        044204105     1,109    33,663 SH            DEFINED    1,2         33,663                      
ASIA PULP AND PAPER-SPONS SPONS ADR  04516V100     1,123   143,500 SH            DEFINED               143,500                      
ASSOCIATES FIRST CAP CORP CL A       046008108     9,167   334,100 SH            DEFINED    1,2        334,100                      
AT&T CORP                 COM        001957109    74,485 1,467,687 SH            DEFINED    1,2      1,467,687                      
ATLANTIC RICHFIELD CO     COM        048825103    12,801   147,986 SH            DEFINED    1,2        147,986                      
AUTODESK                  COM        052769106       917    27,170 SH            DEFINED    1,2         27,170                      
AUTOMATIC DATA PROCESSING COM        053015103    15,379   285,464 SH            DEFINED    1,2        285,464                      
AUTOZONE                  COM        053332102     2,149    66,500 SH            DEFINED    1,2         66,500                      
AVERY DENNISON CORP       COM        053611109     3,774    51,790 SH            DEFINED    1,2         51,790                      
AVON PRODUCTS INC         COM        054303102     3,705   112,280 SH            DEFINED    1,2        112,280                      
BAKER HUGHES INCORPORATED COM        057224107     3,170   150,496 SH            DEFINED    1,2        150,496                      
BALL CORP                 COM        058498106       547    13,904 SH            DEFINED    1,2         13,904                      
BANCO BHIF ADR            SPONS ADR  073297103       862    56,970 SH            DEFINED                56,970                      
BANCO GALICIA Y BUENOS AD SPON ADR B 059538207       308    15,500 SH            DEFINED                15,500                      
BANCO GANADERO S.A.       SPADR PREC 059594507       191    24,600 SH            DEFINED                24,600                      
BANK OF AMERICA CORP      COM        060505104    39,274   782,539 SH            DEFINED    1,2        782,539                      
BANK OF NEW YORK INC      COM        064057102    13,516   337,900 SH            DEFINED    1,2        337,900                      
BANK ONE CORP             COM        06423A103    16,860   525,854 SH            DEFINED    1,2        525,854                      
BARD CR INC               COM        067383109     1,262    23,807 SH            DEFINED    1,2         23,807                      
BARRICK GOLD CORP         COM        067901108     3,378   191,100 SH            DEFINED    1,2        191,100                      
BATTLE MTN GOLD           COM        071593107        41    19,800 SH            DEFINED    1,2         19,800                      
BAUSCH & LOMB INC         COM        071707103     1,812    26,475 SH            DEFINED    1,2         26,475                      
BAXTER INTERNATIONAL INC. COM        071813109     8,357   133,053 SH            DEFINED    1,2        133,053                      
BB&T CORPORATION          COM        054937107     4,120   150,500 SH            DEFINED    1,2        150,500                      
BCE, INC.,                COM        05534B109     3,049    34,663 SH            DEFINED                34,663                      
BEAR STEARNS              COM        073902108     2,353    55,043 SH            DEFINED    1,2         55,043                      
BECTON DICKINSON & CO     COM        075887109     3,065   114,596 SH            DEFINED    1,2        114,596                      
BED BATH & BEYOND INC     COM        075896100     2,238    64,400 SH            DEFINED    1,2         64,400                      
BELL ATLANTIC CORP        COM        077853109    43,935   713,655 SH            DEFINED    1,2        713,655                      
BELLSOUTH CORP            COM        079860102    40,409   863,200 SH            DEFINED    1,2        863,200                      
BEMIS CO                  COM        081437105       844    24,202 SH            DEFINED    1,2         24,202                      
BEST BUY, INC.            COM        086516101     4,733    94,300 SH            DEFINED    1,2         94,300                      
BESTFOODS COM             COM        08658U101     6,743   128,278 SH            DEFINED    1,2        128,278                      
BETHLEHEM STEEL CORP      COM        087509105       503    60,007 SH            DEFINED    1,2         60,007                      
BIOMET INC                COM        090613100     2,074    51,838 SH            DEFINED    1,2         51,838                      
BLACK & DECKER CORP.      COM        091797100     2,090    39,993 SH            DEFINED    1,2         39,993                      
BMC SOFTWARE INC          COM        055921100     8,873   111,000 SH            DEFINED    1,2        111,000                      
BOEING CO                 COM        097023105    17,787   427,956 SH            DEFINED    1,2        427,956                      
BOISE CASCADE CORP        COM        097383103     1,061    26,204 SH            DEFINED    1,2         26,204                      
BOSTON SCIENTIFIC CORP    COM        101137107     4,126   188,600 SH            DEFINED    1,2        188,600                      
BRAZIL FUND INC COMMON US COM        105759104     2,255   122,000 SH            DEFINED               122,000                      
BRIGGS & STRATTON         COM        109043109       572    10,662 SH            DEFINED    1,2         10,662                      
BRISTOL MYERS SQUIBB CO   COM        110122108    58,446   910,544 SH            DEFINED    1,2        910,544                      
BROWN-FORMAN CORP.        CL B       115637209     1,812    31,651 SH            DEFINED    1,2         31,651                      
BRUNSWICK CORP            COM        117043109       945    42,450 SH            DEFINED    1,2         42,450                      
BURLINGTON NORTHERN SANTA COM        12189T104     5,091   209,958 SH            DEFINED    1,2        209,958                      
BURLINGTON RESOURCES INC. COM        122014103     3,306    99,985 SH            DEFINED    1,2         99,985                      
CABLETRON SYSTEMS INC     COM        126920107     2,124    81,700 SH            DEFINED    1,2         81,700                      
CAMPBELL SOUP             COM        134429109     7,636   197,384 SH            DEFINED    1,2        197,384                      
CANADIAN IMPERIAL BANK OF COM        136069101     5,486   232,271 SH            DEFINED               232,271                      
CANADIAN NATIONAL RAILWAY COM        136375102       548    20,800 SH            DEFINED                20,800                      
CAPITAL ONE FINL CORP     COM        14040H105     4,351    90,300 SH            DEFINED    1,2         90,300                      
CARDINAL HEALTH INC       COM        14149Y108     6,123   127,900 SH            DEFINED    1,2        127,900                      
CARNIVAL CRUISE LINE      COM        143658102    13,493   282,200 SH            DEFINED    1,2        282,200                      
CAROLINA POWER & LIGHT CO COM        144141108     2,220    72,922 SH            DEFINED    1,2         72,922                      
CATERPILLAR INC.          COM        149123101     7,689   163,372 SH            DEFINED    1,2        163,372                      
CBS CORPORATION           COM        12490K107    22,348   349,523 SH            DEFINED    1,2        349,523                      
CENDANT CORP              COM        151313103     8,671   326,453 SH            DEFINED    1,2        326,453                      
CENTEX CORP               COM        152312104       671    27,174 SH            DEFINED    1,2         27,174                      
CENTRAL & SOUTH WEST CORP COM        152357109     1,961    98,051 SH            DEFINED    1,2         98,051                      
CENTURYTEL INCCOM         COM        156700106     3,034    64,050 SH            DEFINED    1,2         64,050                      
CERIDIAN CORP             COM        15677T106     1,425    66,066 SH            DEFINED    1,2         66,066                      
CHAMPION INTERNATIONAL CO COM        158525105     2,744    44,296 SH            DEFINED    1,2         44,296                      
CHASE MANHATTAN CORP NEW  COM        16161A108    29,389   378,292 SH            DEFINED    1,2        378,292                      
CHEVRON CORP              COM        166751107    26,043   300,642 SH            DEFINED    1,2        300,642                      
CHOICEPOINT INC           COM        170388102       554    13,380 SH            DEFINED    1,2         13,380                      
CHUBB CORP                COM        171232101     4,516    80,194 SH            DEFINED    1,2         80,194                      
CIGNA CORP                COM        125509109    24,854   308,500 SH            DEFINED    1,2        308,500                      
CINCINNATI FINL CORP      COM        172062101     2,364    75,800 SH            DEFINED    1,2         75,800                      
CINERGY CORP              COM        172474108     1,764    73,127 SH            DEFINED    1,2         73,127                      
CIRCUIT CITY STORES - CIR CIRCIT GRP 172737108     4,195    93,096 SH            DEFINED    1,2         93,096                      
CISCO SYSTEMS             COM        17275R102   160,613 1,499,300 SH            DEFINED    1,2      1,499,300                      
CITIGROUP INC             COM        172967101    85,853 1,545,154 SH            DEFINED    1,2      1,545,154                      
CITRIX SYS INC COM        COM        177376100     5,068    41,200 SH            DEFINED    1,2         41,200                      
CLEAR CHANNEL COMMUNICATI COM        184502102    13,825   154,900 SH            DEFINED    1,2        154,900                      
CLOROX CO                 COM        189054109     5,454   108,268 SH            DEFINED    1,2        108,268                      
CMS ENERGY CORP           COM        125896100     1,640    52,600 SH            DEFINED    1,2         52,600                      
COASTAL CORP              COM        190441105     3,486    98,374 SH            DEFINED    1,2         98,374                      
COCA COLA CO              COM        191216100    66,104 1,134,814 SH            DEFINED    1,2      1,134,814                      
COCA-COLA ENTERPRISES     COM        191219104     3,920   194,800 SH            DEFINED    1,2        194,800                      
COLGATE-PALMOLIVE CO      COM        194162103    17,397   267,648 SH            DEFINED    1,2        267,648                      
COLUMBIA ENERGY GROUP     COM        197648108     2,366    37,408 SH            DEFINED    1,2         37,408                      
COLUMBIA HEALTHCARE CORP  COM        197677107     7,576   258,461 SH            DEFINED    1,2        258,461                      
COMCAST CORP              CL A       200300101       273     5,700 SH            DEFINED    1,2          5,700                      
COMCAST CORP              CL A SPL   200300200    17,397   344,064 SH            DEFINED    1,2        344,064                      
COMERICA INC              COM        200340107     3,357    71,900 SH            DEFINED    1,2         71,900                      
COMMSCOPE INC COM         COM        203372107       810    20,098 SH            DEFINED    1,2         20,098                      
COMPAQ COMPUTER CORP      COM        204493100    21,053   777,951 SH            DEFINED    1,2        777,951                      
COMPUTER ASSOCIATES INTL  COM        204912109    17,280   247,073 SH            DEFINED    1,2        247,073                      
COMPUTER SCIENCES         COM        205363104     7,171    75,784 SH            DEFINED    1,2         75,784                      
COMPUWARE CORP            COM        205638109     6,116   164,200 SH            DEFINED    1,2        164,200                      
COMVERSE TECHNOLOGY INC   COMPR $.10 205862402     4,762    32,900 SH            DEFINED    1,2         32,900                      
CONAGRA INC               COM        205887102     5,087   225,448 SH            DEFINED    1,2        225,448                      
CONOCO INC                CL B       208251405     7,165   288,040 SH            DEFINED    1,2        288,040                      
CONSECO INC               COM        208464107     2,662   148,942 SH            DEFINED    1,2        148,942                      
CONSOLIDATED EDISON INC   COM        209115104     3,517   101,936 SH            DEFINED    1,2        101,936                      
CONSOLIDATED NATURAL GAS  COM        209615103     2,877    44,302 SH            DEFINED    1,2         44,302                      
CONSOLIDATED STORES CORP  COM        210149100       819    50,400 SH            DEFINED    1,2         50,400                      
CONSTELLATION ENGY GRP IN COM        210371100     1,998    68,902 SH            DEFINED    1,2         68,902                      
COOPER INDUSTRIES INC     COM        216669101     1,768    43,715 SH            DEFINED    1,2         43,715                      
COOPER TIRE & RUBBER CO   COM        216831107       542    34,816 SH            DEFINED    1,2         34,816                      
COORS ADOLPH              CL B       217016104       880    16,755 SH            DEFINED    1,2         16,755                      
CORNING INC               COM        219350105    14,441   111,997 SH            DEFINED    1,2        111,997                      
COSTCO WHSL CORP NEW COM  COM        22160K105     9,236   101,215 SH            DEFINED    1,2        101,215                      
COUNTRYWIDE CREDIT        COM        222372104     1,310    51,900 SH            DEFINED    1,2         51,900                      
COX COMMUNICATIONS INC    CL A       224044107       521    10,126 SH            DEFINED    1,2         10,126                      
CRANE CORP                COM        224399105       605    30,451 SH            DEFINED    1,2         30,451                      
CROWN CORK & SEAL INC     COM        228255105     1,261    56,377 SH            DEFINED    1,2         56,377                      
CSX CORPORATION           COM        126408103     3,147   100,290 SH            DEFINED    1,2        100,290                      
CUMMINS ENGINE CO         COM        231021106       918    19,004 SH            DEFINED    1,2         19,004                      
CVS CORP          COM     COM        126650100     7,168   179,488 SH            DEFINED    1,2        179,488                      
DANA CORP                 COM        235811106     2,268    75,764 SH            DEFINED    1,2         75,764                      
DANAHER CORPORATION       COM        235851102     3,127    64,800 SH            DEFINED    1,2         64,800                      
DARDEN RESTAURANTS INC    COM        237194105     1,105    60,940 SH            DEFINED    1,2         60,940                      
DAYTON HUDSON CORP        COM        239753106    14,833   201,976 SH            DEFINED    1,2        201,976                      
DEERE & CO                COM        244199105     4,659   107,405 SH            DEFINED    1,2        107,405                      
DELL COMPUTER             COM        247025109    59,410 1,164,900 SH            DEFINED    1,2      1,164,900                      
DELPHI AUTOMOTIVE         COM        247126105     4,072   258,513 SH            DEFINED    1,2        258,513                      
DELTA AIRLINES INC        COM        247361108     3,059    61,410 SH            DEFINED    1,2         61,410                      
DELUXE CHECK PRINTERS INC COM        248019101       938    34,171 SH            DEFINED    1,2         34,171                      
DEVON ENERGY CORPORATION  COM        25179M103       627    19,073 SH            DEFINED    1,2         19,073                      
DII GROUP INC             COM        232949107       257     3,618 SH            DEFINED    1,2          3,618                      
DILLARD'S INC             CL A       254067101       993    49,182 SH            DEFINED    1,2         49,182                      
DISNEY COMMON STOCK       COM DISNEY 254687106    27,647   945,212 SH            DEFINED    1,2        945,212                      
DOLLAR GENERAL            COM        256669102     2,742   120,541 SH            DEFINED    1,2        120,541                      
DOMINION RES INC VIRGINIA COM        257470104     3,449    87,871 SH            DEFINED    1,2         87,871                      
DONNELLY, R.R. & SONS CO. COM        257867101     1,465    59,034 SH            DEFINED    1,2         59,034                      
DOVER CORP                COM        260003108     4,249    93,648 SH            DEFINED    1,2         93,648                      
DOW CHEMICAL CO           COM        260543103    13,422   100,449 SH            DEFINED    1,2        100,449                      
DOW JONES                 COM        260561105     2,793    41,078 SH            DEFINED    1,2         41,078                      
DTE ENERGY CO             COM        233331107     2,095    66,777 SH            DEFINED    1,2         66,777                      
DUKE ENERGY CORP          COM        264399106     8,402   167,626 SH            DEFINED    1,2        167,626                      
DUN & BRADSTREET CORP     COM        26483B106     2,194    74,361 SH            DEFINED    1,2         74,361                      
E M C CORP MASS           COM        268648102    50,970   466,543 SH            DEFINED    1,2        466,543                      
E.I. DUPONT DE NEMOURS &  COM        263534109    31,479   477,857 SH            DEFINED    1,2        477,857                      
EASTERN ENTERPRISES       COM        27637F100       685    11,925 SH            DEFINED    1,2         11,925                      
EASTMAN CHEMICAL CO.,INC. COM        277432100     1,784    37,399 SH            DEFINED    1,2         37,399                      
EASTMAN KODAK CO.         COM        277461109     9,613   145,098 SH            DEFINED    1,2        145,098                      
EATON CORP                COM        278058102     2,450    33,730 SH            DEFINED    1,2         33,730                      
ECHOSTAR COMMUNICATIONS C CL A       278762109     5,265    54,000 SH            DEFINED    1,2         54,000                      
ECOLAB                    COM        278865100     2,326    59,440 SH            DEFINED    1,2         59,440                      
EDISON INTERNATIONAL      COM        281020107     4,176   159,468 SH            DEFINED    1,2        159,468                      
EL PASO ENERGY CORP DEL C COM        283905107     6,554   168,860 SH            DEFINED    1,2        168,860                      
ELECTRONIC DATA SYS CORP  COM        285661104    14,425   215,500 SH            DEFINED    1,2        215,500                      
EMERSON ELECTRIC CO       COM        291011104    11,436   199,324 SH            DEFINED    1,2        199,324                      
ENGELHARD CORP            COM        292845104     1,103    58,446 SH            DEFINED    1,2         58,446                      
ENRON CORP.               COM        293561106    14,528   327,392 SH            DEFINED    1,2        327,392                      
ENTERGY CORP. (NEW)       COM        29364G103     2,928   113,696 SH            DEFINED    1,2        113,696                      
EQUANT NV                 NY REG SHS 294409107     8,736    77,300 SH            DEFINED                77,300                      
EQUIFAX INC               COM        294429105     1,541    65,400 SH            DEFINED    1,2         65,400                      
EXXON MOBIL CORP          COM        30231G102   127,712 1,585,239 SH            DEFINED    1,2      1,585,239                      
FANNIE MAE                COM        313586109    29,322   469,628 SH            DEFINED    1,2        469,628                      
FDX CORP HOLDING CO       COM        31304N107     5,592   136,602 SH            DEFINED    1,2        136,602                      
FEDERATED DEPT STORES INC COM        31410H101     4,854    96,000 SH            DEFINED    1,2         96,000                      
FIFTH THIRD BANCORP       COM        316773100    10,353   141,100 SH            DEFINED    1,2        141,100                      
FIRST DATA CORP           COM        319963104     9,468   192,000 SH            DEFINED    1,2        192,000                      
FIRST UNION CORP          COM        337358105    14,834   452,083 SH            DEFINED    1,2        452,083                      
FIRSTAR CORP COM          COM        33763V109     9,506   449,995 SH            DEFINED    1,2        449,995                      
FIRSTENERGY CORP          COM        337932107     2,440   107,555 SH            DEFINED    1,2        107,555                      
FLEETBOSTON FINANCIAL COR COM        339030108    14,688   421,908 SH            DEFINED    1,2        421,908                      
FLEETWOOD ENTERPRISES INC COM        339099103       316    15,316 SH            DEFINED    1,2         15,316                      
FLORIDA PROGRESS CORP     COM        341109106     1,900    44,900 SH            DEFINED    1,2         44,900                      
FLUOR CORP                COM        343861100     1,595    34,773 SH            DEFINED    1,2         34,773                      
FMC CORP                  COM NEW    302491303       814    14,207 SH            DEFINED    1,2         14,207                      
FORD MOTOR CO DEL         COM        345370100    29,574   553,426 SH            DEFINED    1,2        553,426                      
FORT JAMES CORP           COM        347471104     2,726    99,567 SH            DEFINED    1,2         99,567                      
FORTUNE BRANDS INC        COM        349631101     2,504    75,745 SH            DEFINED    1,2         75,745                      
FOSTER WHEELER            COM        350244109       166    18,729 SH            DEFINED    1,2         18,729                      
FPL GROUP INC             COM        302571104     3,522    82,276 SH            DEFINED    1,2         82,276                      
FRANKLIN RESOURCES        COM        354613101     3,726   116,200 SH            DEFINED    1,2        116,200                      
FREDDIE MAC               COM        313400301    14,992   318,548 SH            DEFINED    1,2        318,548                      
FREEPORT MCMORAN COPPER + CL B       35671D857     1,597    75,600 SH            DEFINED    1,2         75,600                      
GANNETT CO                COM        364730101    10,522   129,014 SH            DEFINED    1,2        129,014                      
GAP, INC.                 COM        364760108    18,050   392,401 SH            DEFINED    1,2        392,401                      
GATEWAY INC               COM        367626108    10,449   145,000 SH            DEFINED    1,2        145,000                      
GENER SA ADS (1 COM NPV)  SPONS ADR  368731105     1,373    88,930 SH            DEFINED                88,930                      
GENERAL COMMUNICATION I-C CL A       369385109       737   168,399 SH            DEFINED    1,2        168,399                      
GENERAL DYNAMICS CORP     COM        369550108     4,857    92,068 SH            DEFINED    1,2         92,068                      
GENERAL ELECTRIC CO       COM        369604103   233,067 1,506,062 SH            DEFINED    1,2      1,506,062                      
GENERAL INSTRUMENT CORP   COM        370120107     6,732    79,200 SH            DEFINED    1,2         79,200                      
GENERAL MILLS INC         COM        370334104     4,994   139,680 SH            DEFINED    1,2        139,680                      
GENERAL MOTORS CORP       COM        370442105    21,326   293,393 SH            DEFINED    1,2        293,393                      
GENERAL SEMICONDUCTOR INC COM        370787103       214    15,075 SH            DEFINED    1,2         15,075                      
GENUINE PARTS COMPANY     COM        372460105     2,101    84,678 SH            DEFINED    1,2         84,678                      
GEORGIA-PACIFIC CORP (GRO COM GA PAC 373298108     3,986    78,550 SH            DEFINED    1,2         78,550                      
GILLETTE CO.              COM        375766102    20,305   492,992 SH            DEFINED    1,2        492,992                      
GLOBAL CROSSING LTD       COM        G3921A100    17,361   347,225 SH            DEFINED    1,2        347,225                      
GOLDEN WEST FINANCIAL     COM        381317106     2,518    75,179 SH            DEFINED    1,2         75,179                      
GOODRICH B F CO           COM        382388106     1,385    50,376 SH            DEFINED    1,2         50,376                      
GOODYEAR TIRE & RUBBER CO COM        382550101     2,026    71,892 SH            DEFINED    1,2         71,892                      
GPU INC                   COM        36225X100     1,718    57,400 SH            DEFINED    1,2         57,400                      
GRACE WR & CO             COM        38388F108       460    33,133 SH            DEFINED    1,2         33,133                      
GRAINGER W W INC          COM        384802104     2,062    43,130 SH            DEFINED    1,2         43,130                      
GREAT ATLANTIC & PACIFIC  COM        390064103       493    17,690 SH            DEFINED    1,2         17,690                      
GREAT LAKES CHEMICAL      COM        390568103     1,010    26,454 SH            DEFINED    1,2         26,454                      
GRUPO INDUS MASECA ADR (R SPON ADR N 400488409       152    21,000 SH            DEFINED                21,000                      
GRUPO TELEVISA ADR  (REP  SP ADR REP 40049J206     4,090    60,000 SH            DEFINED                60,000                      
GTE CORP                  COM        362320103    31,563   447,307 SH            DEFINED    1,2        447,307                      
GUIDANT CORP              COM        401698105     6,613   140,700 SH            DEFINED    1,2        140,700                      
H&R BLOCK                 COM        093671105     1,983    45,334 SH            DEFINED    1,2         45,334                      
HALLIBURTON               COM        406216101     8,150   202,482 SH            DEFINED    1,2        202,482                      
HARCOURT GENNC            COM        41163G101     1,320    32,799 SH            DEFINED    1,2         32,799                      
HARRAHS ENTMT INC         COM        413619107     1,541    58,272 SH            DEFINED    1,2         58,272                      
HARTFORD FIN SERV GRP INC COM        416515104     5,258   111,022 SH            DEFINED    1,2        111,022                      
HASBRO INC.               COM        418056107     1,709    89,665 SH            DEFINED    1,2         89,665                      
HEALTHSOUTH REHABILITATIO COM        421924101       973   181,100 SH            DEFINED    1,2        181,100                      
HEINZ HJ CO               COM        423074103     6,560   164,772 SH            DEFINED    1,2        164,772                      
HELMERICH & PAYNE         COM        423452101       401    18,404 SH            DEFINED    1,2         18,404                      
HERCULES INC              COM        427056106     1,341    48,093 SH            DEFINED    1,2         48,093                      
HERSHEY FOODS CORP        COM        427866108     3,014    63,456 SH            DEFINED    1,2         63,456                      
HEWLETT PACKARD CO        COM        428236103    53,181   466,756 SH            DEFINED    1,2        466,756                      
HILTON HOTELS CORP        COM        432848109     1,635   169,916 SH            DEFINED    1,2        169,916                      
HOME DEPOT                COM        437076102    72,347 1,055,178 SH            DEFINED    1,2      1,055,178                      
HOMESTAKE MINING CO       COM        437614100       913   116,926 SH            DEFINED    1,2        116,926                      
HONEYWELL INTERNATIONAL I COM        438516106    20,950   363,170 SH            DEFINED    1,2        363,170                      
HOST MARRIOTT CORP (REIT) COM        44107P104        94    11,445 SH            DEFINED    1,2         11,445                      
HOUSEHOLD INTERNATIONAL,I COM        441815107     8,048   216,065 SH            DEFINED    1,2        216,065                      
HUMANA INC                COM        444859102       628    76,700 SH            DEFINED    1,2         76,700                      
HUNTINGTON BANCSHARES INC COM        446150104     2,526   105,787 SH            DEFINED    1,2        105,787                      
IKON OFFICE SOLUTIONS, IN COM        451713101       458    67,226 SH            DEFINED    1,2         67,226                      
ILLINOIS TOOL WORKS INC.  COM        452308109     9,320   137,948 SH            DEFINED    1,2        137,948                      
IMS HEALTH INC COM        COM        449934108     3,848   141,522 SH            DEFINED    1,2        141,522                      
INCO LTD                  COM        453258402     2,044    86,989 SH            DEFINED    1,2         86,989                      
INDIA FUND INC. USD0.001  COM        454089103     9,093   543,800 SH            DEFINED               543,800                      
INGERSOLL RAND CO         COM        456866102     4,139    75,168 SH            DEFINED    1,2         75,168                      
INTEL CORP.               COM        458140100   126,267 1,533,946 SH            DEFINED    1,2      1,533,946                      
INTERNATIONAL BUSINESS MA COM        459200101    89,475   828,456 SH            DEFINED    1,2        828,456                      
INTERNATIONAL PAPER CO    COM        460146103    10,696   189,518 SH            DEFINED    1,2        189,518                      
INTERPUBLIC GROUP COS INC COM        460690100     7,407   128,400 SH            DEFINED    1,2        128,400                      
INTL FLAVORS & FRAGRANCES COM        459506101     1,827    48,398 SH            DEFINED    1,2         48,398                      
ITT INDUSTRIES,INC.       COM        450911102     1,345    40,211 SH            DEFINED    1,2         40,211                      
JEFFERSON PILOT           COM        475070108     3,282    48,093 SH            DEFINED    1,2         48,093                      
JOHNSON & JOHNSON         COM        478160104    59,508   639,012 SH            DEFINED    1,2        639,012                      
JOHNSON CONTROLS INC      COM        478366107     2,235    39,300 SH            DEFINED    1,2         39,300                      
JOSTENS INC               COM        481088102       380    15,633 SH            DEFINED    1,2         15,633                      
K MART CORP               COM        482584109     2,277   226,276 SH            DEFINED    1,2        226,276                      
KANSAS CITY SO. IND       COM        485170104     3,776    50,600 SH            DEFINED    1,2         50,600                      
KAUFMAN & BROAD HOME CORP COM        486168107       517    21,368 SH            DEFINED    1,2         21,368                      
KELLOGG CO                COM        487836108     5,745   186,464 SH            DEFINED    1,2        186,464                      
KERR MCGEE                COM        492386107     2,461    39,699 SH            DEFINED    1,2         39,699                      
KEYCORP                   COM        493267108     4,540   205,192 SH            DEFINED    1,2        205,192                      
KIMBERLY CLARK CORP       COM        494368103    16,277   249,452 SH            DEFINED    1,2        249,452                      
KINROSS GOLD CORP         COM        496902107        67    36,440 SH            DEFINED    1,2         36,440                      
KLA INSTRUMENTS           COM        482480100     4,578    41,100 SH            DEFINED    1,2         41,100                      
KNIGHT RIDDER NEWSPAPERS  COM        499040103     2,271    38,174 SH            DEFINED    1,2         38,174                      
KOHLS CORP                COM        500255104     5,378    74,500 SH            DEFINED    1,2         74,500                      
KROGER CO                 COM        501044101     7,203   381,596 SH            DEFINED    1,2        381,596                      
L S I LOGIC CORP          COM        502161102     4,577    67,800 SH            DEFINED    1,2         67,800                      
LAIDLAW INC               COM        50730K503       166    31,700 SH            DEFINED    1,2         31,700                      
LAN CHILE S.A. ADR        SPONS ADR  501723100     1,103   146,130 SH            DEFINED               146,130                      
LEGGETT & PLATT           COM        524660107     1,953    91,100 SH            DEFINED    1,2         91,100                      
LEHMAN BROTHERS HLDGS INC COM        524908100     4,636    54,740 SH            DEFINED    1,2         54,740                      
LEXMARK INTL GROUP INC CL CL A       529771107     5,294    58,500 SH            DEFINED    1,2         58,500                      
LILLY ELI & CO            COM        532457108    33,299   500,736 SH            DEFINED    1,2        500,736                      
LIMITED THE               COM        532716107     4,267    98,524 SH            DEFINED    1,2         98,524                      
LINCOLN NATIONAL CORP     COM        534187109     3,786    94,640 SH            DEFINED    1,2         94,640                      
LIZ CLAIBORNE INC         COM        539320101     1,030    27,383 SH            DEFINED    1,2         27,383                      
LOCKHEED MARTIN CORP      COM        539830109     3,968   181,414 SH            DEFINED    1,2        181,414                      
LOEWS CORP                COM        540424108     3,162    52,100 SH            DEFINED    1,2         52,100                      
LONGS DRUG STORE          COM        543162101       465    18,010 SH            DEFINED    1,2         18,010                      
LOUISIANA PACIFIC CORP    COM        546347105       699    49,052 SH            DEFINED    1,2         49,052                      
LOWES COMPANIES INC       COM        548661107    10,422   174,432 SH            DEFINED    1,2        174,432                      
LTV CORP.                 COM        501921100        47    11,374 SH            DEFINED    1,2         11,374                      
LUCENT TECHNOLOGIES INC   COM        549463107   107,501 1,436,901 SH            DEFINED    1,2      1,436,901                      
MALLINCKRODT INC NEW      COM        561232109     1,025    32,207 SH            DEFINED    1,2         32,207                      
MANOR CARE INC NEW COM    COM        564055101       771    48,187 SH            DEFINED    1,2         48,187                      
MARRIOTT INTL CLASS A     CL A       571903202     4,270   135,296 SH            DEFINED    1,2        135,296                      
MARSH & MCLENNAN          COM        571748102    11,655   121,804 SH            DEFINED    1,2        121,804                      
MASCO CORP                COM        574599106     5,199   204,900 SH            DEFINED    1,2        204,900                      
MATAV RT-SPONSORED ADR    SPONS ADR  559776109     1,600    44,540 SH            DEFINED                44,540                      
MATTEL INC                COM        577081102     2,512   191,422 SH            DEFINED    1,2        191,422                      
MAY DEPT STORES CO        COM        577778103     4,945   153,336 SH            DEFINED    1,2        153,336                      
MAYTAG COMPANY            COM        578592107     1,873    39,025 SH            DEFINED    1,2         39,025                      
MBIA, INC.                COM        55262C100     2,419    45,800 SH            DEFINED    1,2         45,800                      
MBNA CORP                 COM        55262L100    10,004   367,130 SH            DEFINED    1,2        367,130                      
MCDERMOTT INTERNATIONAL I COM        580037109       247    27,297 SH            DEFINED    1,2         27,297                      
MCDONALDS CORP            COM        580135101    25,026   620,812 SH            DEFINED    1,2        620,812                      
MCGRAW HILL INC           COM        580645109     5,521    89,596 SH            DEFINED    1,2         89,596                      
MCI WORLDCOM INC COM      COM        55268B106    69,027 1,300,857 SH            DEFINED    1,2      1,300,857                      
MCKESSON HBOC, INC.       COM        58155Q103     2,903   128,668 SH            DEFINED    1,2        128,668                      
MEAD CORP.                COM        582834107     2,055    47,310 SH            DEFINED    1,2         47,310                      
MEDIAONE GROUP,INC        COM        58440J104    21,541   280,439 SH            DEFINED    1,2        280,439                      
MEDTRONIC                 COM        585055106    19,944   547,344 SH            DEFINED    1,2        547,344                      
MELLON FINL CORPCOM       COM        58551A108     7,969   233,952 SH            DEFINED    1,2        233,952                      
MERCK & COMPANY           COM        589331107    72,108 1,075,190 SH            DEFINED    1,2      1,075,190                      
MEREDITH CORP             COM        589433101       997    23,916 SH            DEFINED    1,2         23,916                      
MERRILL LYNCH & CO INC    COM        590188108    14,227   170,408 SH            DEFINED    1,2        170,408                      
MEXICO FUND INC USD 1     COM        592835102     1,213    70,000 SH            DEFINED                70,000                      
MGIC INVT CORP WIS        COM        552848103     2,931    48,700 SH            DEFINED    1,2         48,700                      
MICRON TECHNOLOGY INC     COM        595112103     9,625   123,800 SH            DEFINED    1,2        123,800                      
MICROSOFT CORP            COM        594918104   276,423 2,367,624 SH            DEFINED    1,2      2,367,624                      
MILACRON INC              COM        598709103       266    17,280 SH            DEFINED    1,2         17,280                      
MILLIPORE CORP            COM        601073109       800    20,708 SH            DEFINED    1,2         20,708                      
MINAS BUENAVENTURA-SPON A SPON ADR B 204448104       449    28,000 SH            DEFINED                28,000                      
MINNESOTA MINING & MANUFA COM        604059105    17,980   183,702 SH            DEFINED    1,2        183,702                      
MIRAGE RESORTS, INC       COM        60462E104     1,347    88,000 SH            DEFINED    1,2         88,000                      
MOLEX INC                 COM        608554101     4,087    72,100 SH            DEFINED    1,2         72,100                      
MONSANTO COMPANY          COM        611662107    10,357   290,730 SH            DEFINED    1,2        290,730                      
MORGAN STANLEY DEAN WITTE COM NEW    617446448    36,431   255,205 SH            DEFINED    1,2        255,205                      
MORGAN, J.P., & CO., INC  COM        616880100    10,059    79,441 SH            DEFINED    1,2         79,441                      
MOTOROLA INC              COM        620076109    41,044   278,736 SH            DEFINED    1,2        278,736                      
NABISCO GROUP BLDG CORP   COM        62952P102     1,593   149,900 SH            DEFINED    1,2        149,900                      
NACCO INDUSTRIES INC      CL A       629579103       202     3,634 SH            DEFINED    1,2          3,634                      
NATIONAL CITY CORP        COM        635405103     6,767   285,700 SH            DEFINED    1,2        285,700                      
NATIONAL SEMICONDUCTOR CO COM        637640103     3,345    78,133 SH            DEFINED    1,2         78,133                      
NATIONAL SERVICE INDUSTRY COM        637657107       557    18,885 SH            DEFINED    1,2         18,885                      
NAVISTAR INTL             COM        63934E108     1,397    29,491 SH            DEFINED    1,2         29,491                      
NEIMAN-MARCUS GROUP INC C CL B       640204301       269     9,969 SH            DEFINED    1,2          9,969                      
NETWORK APPLIANCE INC COM COM        64120L104     5,964    71,800 SH            DEFINED    1,2         71,800                      
NEW CENTY ENERGIES INC    COM        64352U103     1,616    53,200 SH            DEFINED    1,2         53,200                      
NEW YORK TIMES CL A       CL A       650111107     3,879    78,970 SH            DEFINED    1,2         78,970                      
NEWELL RUBBERMAID, INC    COM        651229106     3,756   129,526 SH            DEFINED    1,2        129,526                      
NEWMONT MINING            COM        651639106     1,882    76,823 SH            DEFINED    1,2         76,823                      
NEXTEL COMMUNICATIONS INC CL A       65332V103    17,160   166,400 SH            DEFINED    1,2        166,400                      
NIAGARA MOHAWK HOLDINGS,  COM        653520106     1,198    85,990 SH            DEFINED    1,2         85,990                      
NICOR INC                 COM        654086107       704    21,648 SH            DEFINED    1,2         21,648                      
NIKE INC                  CL B       654106103     6,374   128,596 SH            DEFINED    1,2        128,596                      
NORDSTROM INC             COM        655664100     1,685    64,354 SH            DEFINED    1,2         64,354                      
NORFOLK SOUTHERN CORP     COM        655844108     3,577   174,491 SH            DEFINED    1,2        174,491                      
NORTEL NETWORKS CORP COM  COM        656569100    61,807   611,948 SH            DEFINED    1,2        611,948                      
NORTHERN STATES POWER CO  COM        665772109     1,382    70,854 SH            DEFINED    1,2         70,854                      
NORTHERN TRUST            COM        665859104     5,411   102,100 SH            DEFINED    1,2        102,100                      
NORTHROP GRUMMAN CORP     COM        666807102     1,730    31,995 SH            DEFINED    1,2         31,995                      
NOVELL INC                COM        670006105     6,130   153,492 SH            DEFINED    1,2        153,492                      
NUCOR CORP                COM        670346105     2,201    40,146 SH            DEFINED    1,2         40,146                      
OCCIDENTAL PETROLEUM CORP COM        674599105     3,626   167,676 SH            DEFINED    1,2        167,676                      
OFFICE DEPOT              COM        676220106     1,684   154,000 SH            DEFINED    1,2        154,000                      
OLD KENT FINL CORP        COM        679833103     1,931    54,600 SH            DEFINED    1,2         54,600                      
OMNICOM GROUP             COM        681919106     8,120    81,200 SH            DEFINED    1,2         81,200                      
ONEOK INC NEW COM         COM        682680103       364    14,502 SH            DEFINED    1,2         14,502                      
ORACLE CORPORATION        COM        68389X105    73,124   652,528 SH            DEFINED    1,2        652,528                      
OWENS CORNING             COM        69073F103       488    25,290 SH            DEFINED    1,2         25,290                      
OWENS ILL INC             COM NEW    690768403     1,744    69,600 SH            DEFINED    1,2         69,600                      
P P + L RES INC           COM        693499105     1,535    67,100 SH            DEFINED    1,2         67,100                      
PACCAR INC                COM        693718108     1,594    35,976 SH            DEFINED    1,2         35,976                      
PACTIV CORP COM           COM        695257105       836    78,695 SH            DEFINED    1,2         78,695                      
PAINE WEBBER INC          COM        695629105     2,546    65,600 SH            DEFINED    1,2         65,600                      
PALL CORP                 COM        696429307     1,228    56,973 SH            DEFINED    1,2         56,973                      
PARAMETRIC TECHNOLOGY     COM        699173100     3,345   123,600 SH            DEFINED    1,2        123,600                      
PARKER HANNIFIN           COM        701094104     2,620    51,052 SH            DEFINED    1,2         51,052                      
PAYCHEX INC               COM        704326107     4,510   112,750 SH            DEFINED    1,2        112,750                      
PE CORP COM CELERA GENOMI CELGEN GRP 69332S201       325     2,179 SH            DEFINED    1,2          2,179                      
PE CORP COM PE BIOSYS GRO COM PE BIO 69332S102     5,672    47,140 SH            DEFINED    1,2         47,140                      
PECO ENERGY CO            COM        693304107     3,086    88,873 SH            DEFINED    1,2         88,873                      
PENNEY J C INC            COM        708160106     2,374   119,066 SH            DEFINED    1,2        119,066                      
PEOPLES ENERGY CORP       COM        711030106       547    16,320 SH            DEFINED    1,2         16,320                      
PEOPLESOFT                COM        712713106     2,401   112,642 SH            DEFINED    1,2        112,642                      
PEP BOYS MANNY MOE & JACK COM        713278109       230    25,177 SH            DEFINED    1,2         25,177                      
PEPSI-COLA PUERTO RICO BO CL B       71343P101     9,165 2,471,254 SH            DEFINED    1,2      2,471,254                      
PEPSICO INC               COM        713448108    23,584   669,052 SH            DEFINED    1,2        669,052                      
PERKINELMER INC.          COM        714046109       875    20,999 SH            DEFINED    1,2         20,999                      
PETRO CANADA              COM/VARIBL 71644E102       429    30,000 SH            DEFINED                30,000                      
PFIZER INC                COM        717081103    57,703 1,778,864 SH            DEFINED    1,2      1,778,864                      
PG+E CORPORATION          COM        69331C108     3,612   176,194 SH            DEFINED    1,2        176,194                      
PHARMACIA & UPJOHN INC    COM        716941109    10,678   237,289 SH            DEFINED    1,2        237,289                      
PHELPS DODGE CORP         COM        717265102     2,454    36,554 SH            DEFINED    1,2         36,554                      
PHILIP MORRIS COS INC     COM        718154107    25,160 1,085,077 SH            DEFINED    1,2      1,085,077                      
PHILLIPS PETROLEUM CO     COM        718507106     5,461   116,187 SH            DEFINED    1,2        116,187                      
PINNACLE WEST CAPITAL COR COM        723484101     1,195    39,100 SH            DEFINED    1,2         39,100                      
PITNEY BOWES INC          COM        724479100     5,906   122,236 SH            DEFINED    1,2        122,236                      
PLACER DOME               COM        725906101     1,603   149,070 SH            DEFINED    1,2        149,070                      
PNC BANK CORP             COM        693475105     6,013   135,124 SH            DEFINED    1,2        135,124                      
POGO PRODUCING CO         COM        730448107     5,600   273,171 SH            DEFINED    1,2        273,171                      
POLAROID CORP             COM        731095105       382    20,317 SH            DEFINED    1,2         20,317                      
POTLATCH CORP             COM        737628107       589    13,193 SH            DEFINED    1,2         13,193                      
PPG INDUSTRIES, INC.      COM        693506107     4,994    79,822 SH            DEFINED    1,2         79,822                      
PRAXAIR INC               COM        74005P104     3,663    72,804 SH            DEFINED    1,2         72,804                      
PRICE COMMUNICATIONS CORP COM NEW    741437305     6,591   236,992 SH            DEFINED    1,2        236,992                      
PROCTOR AND GAMBLE CO     COM        742718109    66,078   603,108 SH            DEFINED    1,2        603,108                      
PROGRESSIVE CORP OHIO     COM        743315103     2,450    33,500 SH            DEFINED    1,2         33,500                      
PROVIDIAN FINL CORP       COM        74406A102     5,922    65,029 SH            DEFINED    1,2         65,029                      
PUBLIC SERVICE ENTERPRISE COM        744573106     3,512   100,894 SH            DEFINED    1,2        100,894                      
PULTE CORP                COM        745867101       450    20,014 SH            DEFINED    1,2         20,014                      
QUAKER OATS               COM        747402105     4,034    61,476 SH            DEFINED    1,2         61,476                      
QUALCOMM                  COM        747525103    53,331   302,800 SH            DEFINED    1,2        302,800                      
QUEST DIAGNOSTICS INC COM COM        74834L100       364    11,910 SH            DEFINED    1,2         11,910                      
QUIMICA Y MINERA ADR (REP SPON ADR B 833635105     2,629    83,300 SH            DEFINED                83,300                      
QUINTILES TRANSNATIONAL C COM        748767100       996    53,300 SH            DEFINED    1,2         53,300                      
RALSTON-RALSTON PURINA GR COM RALPUR 751277302     4,125   147,995 SH            DEFINED    1,2        147,995                      
RAYTHEON CO CLASS B       CL B       755111408     4,123   155,202 SH            DEFINED    1,2        155,202                      
REEBOK INTL LTD           COM        758110100       212    25,843 SH            DEFINED    1,2         25,843                      
REGIONS FINL CORP         COM        758940100     2,520   100,300 SH            DEFINED    1,2        100,300                      
RELIANT ENERGY INC        COM        75952J108     3,088   134,974 SH            DEFINED    1,2        134,974                      
REPUBLIC N Y CORP         COM        760719104     3,175    44,100 SH            DEFINED    1,2         44,100                      
REYNOLDS METAL CO         COM        761763101     2,243    29,275 SH            DEFINED    1,2         29,275                      
RITE AID CORP             COM        767754104     1,335   119,332 SH            DEFINED    1,2        119,332                      
ROCKWELL INTL CORP NEW CO COM        773903109     4,187    87,456 SH            DEFINED    1,2         87,456                      
ROHM & HAAS CO            COM        775371107     4,074   100,117 SH            DEFINED    1,2        100,117                      
ROWAN COS INC             COM        779382100       833    38,403 SH            DEFINED    1,2         38,403                      
ROYAL BANK OF CANADA      COM        780087102       912    21,100 SH            DEFINED                21,100                      
ROYAL DUTCH PETROLEUM     NY REG GLD 780257804    67,378 1,113,534 SH            DEFINED    1,2      1,113,534                      
RUSSELL CORP              COM        782352108       258    15,425 SH            DEFINED    1,2         15,425                      
RYDER SYSTEM INC          COM        783549108       738    30,186 SH            DEFINED    1,2         30,186                      
RYERSON TULL, INC         COM        78375P107       447    23,021 SH            DEFINED    1,2         23,021                      
SAFECO CORP               COM        786429100     1,504    60,444 SH            DEFINED    1,2         60,444                      
SAFEWAY INC               COM NEW    786514208     8,293   233,200 SH            DEFINED    1,2        233,200                      
SARA LEE                  COM        803111103     9,215   417,668 SH            DEFINED    1,2        417,668                      
SBC COMMUNICATIONS INC    COM        78387G103    76,308 1,565,298 SH            DEFINED    1,2      1,565,298                      
SCHERING PLOUGH CORP      COM        806605101    28,454   674,476 SH            DEFINED    1,2        674,476                      
SCHLUMBERGER LTD          COM        806857108    14,168   251,872 SH            DEFINED    1,2        251,872                      
SCHWAB CHARLES CORP       COM        808513105    14,425   375,900 SH            DEFINED    1,2        375,900                      
SCIENTIFIC ATLANTA        COM        808655104     1,988    35,732 SH            DEFINED    1,2         35,732                      
SCOTTISH PWR PLC SPONSORE SPON ADR F 81013T705     1,844    65,869 SH            DEFINED    1,2         65,869                      
SEAGATE TECHNOLOGY        COM        811804103     4,470    96,000 SH            DEFINED    1,2         96,000                      
SEAGRAM CO LTD            COM        811850106     9,036   201,172 SH            DEFINED    1,2        201,172                      
SEALED AIR COR CONV PFD S PF CV A $2 81211K209       833    16,497 SH            DEFINED    1,2                             16,497  
SEALED AIR CORP           COM        81211K100     1,980    38,215 SH            DEFINED    1,2         38,215                      
SEARS ROEBUCK & CO. USD0. COM        812387108     5,286   173,668 SH            DEFINED    1,2        173,668                      
SEMPRA ENERGY             COM        816851109     1,924   110,732 SH            DEFINED    1,2        110,732                      
SERVICE CORP., INTERNATIO COM        817565104       864   124,522 SH            DEFINED    1,2        124,522                      
SHARED MEDICAL SYSTEM COR COM        819486101       620    12,162 SH            DEFINED    1,2         12,162                      
SHERWIN WILLIAMS CO       COM        824348106     1,614    76,838 SH            DEFINED    1,2         76,838                      
SIGMA-ALDRICH             COM        826552101     1,392    46,300 SH            DEFINED    1,2         46,300                      
SILICON GRAPHICS          COM        827056102       832    84,800 SH            DEFINED    1,2         84,800                      
SLM HLDG CORP COM         COM        78442A109     3,088    73,100 SH            DEFINED    1,2         73,100                      
SNAP-ON, INC.             COM        833034101       714    26,873 SH            DEFINED    1,2         26,873                      
SOLECTRON CORP            COM        834182107    12,766   134,200 SH            DEFINED    1,2        134,200                      
SOUTHERN CO               COM        842587107     7,276   309,632 SH            DEFINED    1,2        309,632                      
SOUTHERN PERU COPPER CORP COM        843611104       942    61,600 SH            DEFINED                61,600                      
SOUTHTRUST CORP           COM        844730101     2,912    77,000 SH            DEFINED    1,2         77,000                      
SOUTHWEST AIRLINES        COM        844741108     3,745   231,386 SH            DEFINED    1,2        231,386                      
SPDR TR                   UNIT SER 1 78462F103     2,326    15,982 SH            DEFINED    1,2         15,982                      
SPRINGS INDUSTRIES        CL A       851783100       331     8,281 SH            DEFINED    1,2          8,281                      
SPRINT CORP               COM FON GR 852061100    28,821   428,172 SH            DEFINED    1,2        428,172                      
SPRINT CORP (PCS GROUP)   PCS COMSE1 852061506    21,002   204,893 SH            DEFINED    1,2        204,893                      
ST JUDE MEDICAL           COM        790849103     1,188    38,715 SH            DEFINED    1,2         38,715                      
ST PAUL COMPANIES         COM        792860108     3,517   104,414 SH            DEFINED    1,2        104,414                      
STANLEY WORKS             COM        854616109     1,235    41,012 SH            DEFINED    1,2         41,012                      
STAPLES INC RETAIL & DELI COM        855030102     4,438   213,900 SH            DEFINED    1,2        213,900                      
STATE STREET CORP         COM        857477103     5,363    73,400 SH            DEFINED    1,2         73,400                      
SUMMIT BANCORP COM        COM        866005101     2,462    80,400 SH            DEFINED    1,2         80,400                      
SUN MICROSYSTEMS INC      COM        866810104    55,423   715,708 SH            DEFINED    1,2        715,708                      
SUN TRUST BANKS INC       COM        867914103    10,095   146,704 SH            DEFINED    1,2        146,704                      
SUNOCO, INC.              COM        86764P109       980    41,703 SH            DEFINED    1,2         41,703                      
SUPER VALU STORES INC     COM        868536103     1,250    62,506 SH            DEFINED    1,2         62,506                      
SYNOVUS FINL CORP         COM        87161C105     2,538   127,700 SH            DEFINED    1,2        127,700                      
SYSCO CORP                COM        871829107     5,991   151,420 SH            DEFINED    1,2        151,420                      
T. ROWE PRICE             COM        741477103     2,032    55,000 SH            DEFINED    1,2         55,000                      
TALISMAN ENERGY INC.      COM        87425E103     1,166    46,000 SH            DEFINED                46,000                      
TANDY CORP                COM        875382103     4,368    88,800 SH            DEFINED    1,2         88,800                      
TEKTRONIX INC             COM        879131100       848    21,823 SH            DEFINED    1,2         21,823                      
TELEBRAS ADR (REP 1000 PR SPONS ADR  879287100         0    24,500 SH            DEFINED                24,500                      
TELEBRAS HOLDERS ADR      SPONS ADR  879287308     4,635    36,000 SH            DEFINED                36,000                      
TELEDYNE TECHNOLOGIES INC COM        879360105       121    12,861 SH            DEFINED    1,2         12,861                      
TELEFONICA DE PERU-SPON A SPON ADR B 879384105     1,307    98,000 SH            DEFINED                98,000                      
TELEFONOS DE MEXICO SA    SP ADR ORL 879403780    10,806    96,000 SH            DEFINED                96,000                      
TELKOMUNIKASI INDONESIA A SPONS ADR  715684106     1,454   133,144 SH            DEFINED               133,144                      
TELLABS INC               COM        879664100    11,785   183,600 SH            DEFINED    1,2        183,600                      
TEMPLE INLAND INC         COM        879868107     1,698    25,756 SH            DEFINED    1,2         25,756                      
TENET HEALTHCARE CORP     COM        88033G100     3,354   142,726 SH            DEFINED    1,2        142,726                      
TENNECO AUTO INC COM      COM        880349105       147    15,819 SH            DEFINED    1,2         15,819                      
TERADYNE INC              COM        880770102     5,188    78,600 SH            DEFINED    1,2         78,600                      
TEVA PHARMACEUTICALS INDS ADR        881624209       868    12,300 SH            DEFINED                12,300                      
TEXACO INC                COM        881694103    13,743   253,042 SH            DEFINED    1,2        253,042                      
TEXAS INSTRUMENTS INC     COM        882508104    35,643   367,924 SH            DEFINED    1,2        367,924                      
TEXAS UTILITIES CO        COM        882848104     4,512   126,884 SH            DEFINED    1,2        126,884                      
TEXTRON INC               COM        883203101     5,233    68,236 SH            DEFINED    1,2         68,236                      
THERMO ELECTRON           COM        883556102     1,091    72,700 SH            DEFINED    1,2         72,700                      
THOMAS & BETTS            COM        884315102       841    26,398 SH            DEFINED    1,2         26,398                      
TIME WARNER INC COM       COM        887315109    42,748   590,132 SH            DEFINED    1,2        590,132                      
TIMES MIRROR CO           COM SER A  887364107     1,853    27,652 SH            DEFINED    1,2         27,652                      
TIMKEN COMPANY            COM        887389104       579    28,330 SH            DEFINED    1,2         28,330                      
TJX COS INC               COM        872540109     2,919   142,828 SH            DEFINED    1,2        142,828                      
TORCHMARK CORP            COM        891027104     1,771    60,928 SH            DEFINED    1,2         60,928                      
TORONTO DOMINION BANK     COM NEW    891160509     1,936    74,000 SH            DEFINED                74,000                      
TOSCO CORP                COM NEW    891490302     1,813    66,700 SH            DEFINED    1,2         66,700                      
TOYS R US INC             COM        892335100     1,629   113,825 SH            DEFINED    1,2        113,825                      
TREX COMPANY INC          COM        89531P105    15,112   564,949 SH            DEFINED    1,2        564,949                      
TRIBUNE CO                COM        896047107     6,022   109,364 SH            DEFINED    1,2        109,364                      
TRICON GLOBAL RESTAURANTS COM        895953107     2,708    70,115 SH            DEFINED    1,2         70,115                      
TRW INC.                  COM        872649108     2,890    55,646 SH            DEFINED    1,2         55,646                      
TUBOS DE ACERE MEX        ADR NEW    898592506     1,010    75,000 SH            DEFINED                75,000                      
TUPPERWARE CORPCOM        COM        899896104       450    26,548 SH            DEFINED    1,2         26,548                      
TYCO INTERNATIONAL LTD    COM        902124106    30,068   773,463 SH            DEFINED    1,2        773,463                      
U S T INC                 COM        902911106     1,990    78,995 SH            DEFINED    1,2         78,995                      
U S WEST INC              COM        91273H101    16,643   231,157 SH            DEFINED    1,2        231,157                      
U.S. BANCORP              COM        902973106     7,963   334,392 SH            DEFINED    1,2        334,392                      
UNICOM CORP               COM        904911104     3,352   100,062 SH            DEFINED    1,2        100,062                      
UNILEVER N V NEW YORK SHS NY SHS NEW 904784709    14,290   262,496 SH            DEFINED    1,2        262,496                      
UNION CARBIDE CORP        COM        905581104     4,103    61,465 SH            DEFINED    1,2         61,465                      
UNION OIL CO OF CALIFORNI COM        915289102     3,793   112,999 SH            DEFINED    1,2        112,999                      
UNION PACIFIC CORP        COM        907818108     4,974   114,006 SH            DEFINED    1,2        114,006                      
UNION PACIFIC RES GROUP I COM        907834105     1,480   116,059 SH            DEFINED    1,2        116,059                      
UNION PLANTERS            COM        908068109     2,540    64,400 SH            DEFINED    1,2         64,400                      
UNISYS CORP.              COM        909214108     5,288   165,565 SH            DEFINED    1,2        165,565                      
UNITED HEALTH CARE CORP   COM        910581107     4,138    77,900 SH            DEFINED    1,2         77,900                      
UNITED TECH. CORP.        COM        913017109    14,283   219,744 SH            DEFINED    1,2        219,744                      
UNUMPROVIDENT CORP        COM        91529Y106     3,522   109,855 SH            DEFINED    1,2        109,855                      
US AIRWAYS GROUP, INC     COM        911905107     1,061    33,100 SH            DEFINED    1,2         33,100                      
USX MARATHON GRP          COM NEW    902905827     3,516   142,423 SH            DEFINED    1,2        142,423                      
USX US STEEL GRP          COM        90337T101     1,340    40,614 SH            DEFINED    1,2         40,614                      
V F CORP                  COM        918204108     1,637    54,568 SH            DEFINED    1,2         54,568                      
VIACOM INC  CL B          CL B       925524308    19,298   319,298 SH            DEFINED    1,2        319,298                      
VULCAN MATLS CO           COM        929160109     1,849    46,300 SH            DEFINED    1,2         46,300                      
WACHOVIA CORP             COM        929771103     6,314    92,850 SH            DEFINED    1,2         92,850                      
WAL-MART STORES INC       COM        931142103   141,331 2,044,686 SH            DEFINED    1,2      2,044,686                      
WALGREEN                  COM        931422109    13,451   459,868 SH            DEFINED    1,2        459,868                      
WARNER LAMBERT CO         COM        934488107    32,263   393,754 SH            DEFINED    1,2        393,754                      
WASHINGTON MUTUAL INC COM COM        939322103     6,896   265,212 SH            DEFINED    1,2        265,212                      
WASTE MANAGEMENT, INC.    COM        94106L109     4,872   283,470 SH            DEFINED    1,2        283,470                      
WATSON PHARMACEUTICALS IN COM        942683103     1,579    44,100 SH            DEFINED    1,2         44,100                      
WELLPOINT CALIFORNIA SVCS COM        94973H108     1,952    29,600 SH            DEFINED    1,2         29,600                      
WELLS FARGO CO            COM        949746101    30,466   753,400 SH            DEFINED    1,2        753,400                      
WENDYS INTERNATIONAL INC  COM        950590109     1,142    55,386 SH            DEFINED    1,2         55,386                      
WESTVACO                  COM        961548104     1,509    46,245 SH            DEFINED    1,2         46,245                      
WEYERHAEUSER CO           COM        962166104     7,706   107,312 SH            DEFINED    1,2        107,312                      
WHIRLPOOL CORP            COM        963320106     2,240    34,436 SH            DEFINED    1,2         34,436                      
WILLAMETTE INDUSTRIES INC COM        969133107     2,382    51,300 SH            DEFINED    1,2         51,300                      
WILLIAMS COMPANIES        COM        969457100     6,078   198,860 SH            DEFINED    1,2        198,860                      
WINN- DIXIE STORES        COM        974280109     1,633    68,218 SH            DEFINED    1,2         68,218                      
WORLD ACCESS INC NEW      COM        98141A101       435    22,623 SH            DEFINED    1,2         22,623                      
WORTHINGTON INDUSTRIES    COM        981811102       687    41,505 SH            DEFINED    1,2         41,505                      
WRIGLEY, WM. JR.          COM        982526105     4,403    53,085 SH            DEFINED    1,2         53,085                      
XEROX CORP.               COM        984121103     6,910   304,582 SH            DEFINED    1,2        304,582                      
XILINX                    COM        983919101     6,688   147,100 SH            DEFINED    1,2        147,100                      
YAHOO INC                 COM        984332106    52,225   120,700 SH            DEFINED    1,2        120,700                      
3COM CORP                 COM        885535104     7,435   158,200 SH            DEFINED    1,2        158,200

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Dates Referenced Herein and Documents Incorporated by Reference

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Filed on:	2/11/00	1		SC 13G, SC 13G/A
For Period end:	12/31/99	1		10-K405, 11-K
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Filing Submission 0000701221-00-000002 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Cigna Corp. – ‘13F-HR’ for 12/31/99

As of: Friday, 2/11/00 · For: 12/31/99 · Accession #: 701221-0-2 · 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