-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, I62hAoOpHRujUb4xCNabx1Nb/naxPPKup6EbzwZ7VfVnerX/GprY+3SI9ixXYD1c rN9RM3ItKOfMQODygW9kEA== 0000701221-99-000005.txt : 19990517 0000701221-99-000005.hdr.sgml : 19990517 ACCESSION NUMBER: 0000701221-99-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990331 FILED AS OF DATE: 19990514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CIGNA CORP CENTRAL INDEX KEY: 0000701221 STANDARD INDUSTRIAL CLASSIFICATION: ACCIDENT & HEALTH INSURANCE [6321] IRS NUMBER: 061059331 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: SEC FILE NUMBER: 028-01157 FILM NUMBER: 99621612 BUSINESS ADDRESS: STREET 1: ONE LIBERTY PLACE 48TH FLOOR STREET 2: 1601 CHESTNUT STREET CITY: PHILADELPHIA STATE: PA ZIP: 19192-1550 BUSINESS PHONE: 2157616211 MAIL ADDRESS: STREET 1: TWO LIBERTY PLACE 48TH FLOOR STREET 2: 1601 CHESTNUT STREET CITY: PHILADELPHIA STATE: PA ZIP: 19192 13F-HR 1 FORM 13F HOLDINGS REPORT 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, 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] MAY 13, 1999 - -------------------------------------------------------------------------------- [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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 562 Form 13F Information Table Value Total: $5,018,342 (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. 2 28-2293 CIGNA Investments, Inc.
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 33,272 710,746 SH DEFINED 1,2 710,746 ABITIBI-CONSOLIDATED INC COM 003924107 469 53,400 SH DEFINED 53,400 ADOBE SYSTEMS INC COM 00724F101 1,634 28,800 SH DEFINED 1,2 28,800 ADVANCED MICRO DEVICES IN COM 007903107 1,046 67,487 SH DEFINED 1,2 67,487 AEGON NV SPONS ADR 007924103 3,130 34,824 SH DEFINED 1,2 34,824 AEROQUIP-VICKERS, INC COM 007869100 747 13,026 SH DEFINED 1,2 13,026 AES CORP COM 00130H105 3,136 84,200 SH DEFINED 1,2 84,200 AETNA INC COM 008117103 5,541 66,757 SH DEFINED 1,2 66,757 AIR PRODUCTS & CHEMICALS COM 009158106 3,703 108,120 SH DEFINED 1,2 108,120 AIR TOUCH COMMUNICATIONS COM 00949T100 25,921 268,268 SH DEFINED 1,2 268,268 ALBERTA ENERGY COM 012873105 2,190 89,000 SH DEFINED 89,000 ALBERTO-CULVER CL B CONV 013068101 606 25,914 SH DEFINED 1,2 25,914 ALBERTSONS INC COM 013104104 6,226 114,634 SH DEFINED 1,2 114,634 ALCAN ALUMINIUM LTD COM 013716105 2,744 106,292 SH DEFINED 1,2 106,292 ALCOA INC COM COM 013817101 7,066 171,552 SH DEFINED 1,2 171,552 ALLEGHENY TELDYNE INC COM 017415100 1,736 91,646 SH DEFINED 1,2 91,646 ALLERGAN INC COM 018490102 2,702 30,748 SH DEFINED 1,2 30,748 ALLIED SIGNAL INC COM 019512102 12,794 260,104 SH DEFINED 1,2 260,104 ALLSTATE CORP COM 020002101 14,214 383,504 SH DEFINED 1,2 383,504 ALLTEL CORP COM 020039103 8,228 131,905 SH DEFINED 1,2 131,905 ALZA CORP COM 022615108 1,745 45,622 SH DEFINED 1,2 45,622 AMERADA HESS CORP COM 023551104 2,129 42,323 SH DEFINED 1,2 42,323 AMEREN CORP COM 023608102 2,317 64,014 SH DEFINED 1,2 64,014 AMERICA ONLINE INC DEL COM 02364J104 75,170 514,841 SH DEFINED 1,2 514,841 AMERICAN ELECTRIC POWER COM 025537101 3,546 89,360 SH DEFINED 1,2 89,360 AMERICAN EXPRESS CO COM 025816109 24,925 212,120 SH DEFINED 1,2 212,120 AMERICAN GENERAL CORP COM 026351106 8,298 117,699 SH DEFINED 1,2 117,699 AMERICAN GREETINGS CORP CL A 026375105 841 33,152 SH DEFINED 1,2 33,152 AMERICAN HOME PRODUCTS CO COM 026609107 40,256 616,952 SH DEFINED 1,2 616,952 AMERICAN INTERNATIONAL GR COM 026874107 75,000 621,759 SH DEFINED 1,2 621,759 AMERICAN STORES COMPANY COM 030096101 4,238 128,424 SH DEFINED 1,2 128,424 AMERITECH CORP COM 030954101 29,786 514,660 SH DEFINED 1,2 514,660 AMGEN COM 031162100 17,872 238,696 SH DEFINED 1,2 238,696 AMP INC COM 031897101 5,490 102,261 SH DEFINED 1,2 102,261 AMR CORP COM 001765106 4,993 85,252 SH DEFINED 1,2 85,252 AMSOUTH BANCORPORATION COM 032165102 2,534 55,700 SH DEFINED 1,2 55,700 ANADARKO PETROLEUM CORP COM 032511107 2,122 56,200 SH DEFINED 1,2 56,200 ANDREW CORP COM 034425108 496 40,297 SH DEFINED 1,2 40,297 ANHEUSER BUSCH COMPANIES COM 035229103 17,084 224,244 SH DEFINED 1,2 224,244 AON CORP COM 037389103 5,028 79,500 SH DEFINED 1,2 79,500 APACHE CORP COM 037411105 1,191 45,700 SH DEFINED 1,2 45,700 APPLE COMPUTER INC COM 037833100 2,257 62,811 SH DEFINED 1,2 62,811 APPLIED MATERIALS INC COM 038222105 10,641 172,500 SH DEFINED 1,2 172,500 ARCHER DANIELS MIDLAND CO COM 039483102 4,072 277,210 SH DEFINED 1,2 277,210 ARMSTRONG WORLD INDUSTRIE COM 042476101 846 18,730 SH DEFINED 1,2 18,730 ASARCO INC COM 043413103 255 18,551 SH DEFINED 1,2 18,551 ASCEND COMMUNICATIONS INC COM 043491109 8,478 101,300 SH DEFINED 1,2 101,300 ASHLAND INC COM COM 044204105 1,460 35,663 SH DEFINED 1,2 35,663 ASSOCIATES FIRST CAP CORP CL A 046008108 15,223 338,300 SH DEFINED 1,2 338,300 AT&T CORP COM 001957109 79,031 990,196 SH DEFINED 1,2 990,196 ATLANTIC RICHFIELD CO COM 048825103 11,059 151,486 SH DEFINED 1,2 151,486 AUTODESK COM 052769106 1,078 26,670 SH DEFINED 1,2 26,670 AUTOLIV INC COM COM 052800109 771 20,517 SH DEFINED 1,2 20,517 AUTOMATIC DATA PROCESSING COM 053015103 11,894 287,464 SH DEFINED 1,2 287,464 AUTOZONE COM 053332102 2,166 71,300 SH DEFINED 1,2 71,300 AVERY DENNISON CORP COM 053611109 3,139 54,590 SH DEFINED 1,2 54,590 AVON PRODUCTS INC COM 054303102 5,792 123,080 SH DEFINED 1,2 123,080 BAKER HUGHES INCORPORATED COM 057224107 3,705 152,396 SH DEFINED 1,2 152,396 BALL CORP COM 058498106 681 14,504 SH DEFINED 1,2 14,504 BALTIMORE GAS & ELECTRIC COM 059165100 1,621 63,890 SH DEFINED 1,2 63,890 BANCO BHIF ADR SPONS ADR 05946H108 646 63,000 SH DEFINED 63,000 BANCO GANADERO S.A. SP ADR PRC 059594507 260 28,000 SH DEFINED 28,000 BANK OF NEW YORK INC COM 064057102 12,765 355,200 SH DEFINED 1,2 355,200 BANK ONE CORP COM 06423A103 30,161 547,754 SH DEFINED 1,2 547,754 BANKAMERICA CORP COM 06605F102 52,321 740,831 SH DEFINED 1,2 740,831 BANKBOSTON CORP COM 06605R106 6,036 139,338 SH DEFINED 1,2 139,338 BANKERS TRUST CORP COM 066365107 3,932 44,555 SH DEFINED 1,2 44,555 BARD CR INC COM 067383109 1,266 25,107 SH DEFINED 1,2 25,107 BARRICK GOLD CORP COM 067901108 3,169 186,200 SH DEFINED 1,2 186,200 BATTLE MTN GOLD COM 071593107 295 107,400 SH DEFINED 1,2 107,400 BAUSCH & LOMB INC COM 071707103 1,708 26,275 SH DEFINED 1,2 26,275 BAXTER INTERNATIONAL INC. COM 071813109 8,841 133,953 SH DEFINED 1,2 133,953 BB&T CORPORATION COM 054937107 5,186 143,300 SH DEFINED 1,2 143,300 BCE, INC., COM 05534B109 1,548 34,663 SH DEFINED 34,663 BEAR STEARNS COM 073902108 2,347 52,530 SH DEFINED 1,2 52,530 BECTON DICKINSON & CO COM 075887109 4,444 115,996 SH DEFINED 1,2 115,996 BELL ATLANTIC CORP COM 077853109 37,493 725,355 SH DEFINED 1,2 725,355 BELLSOUTH CORP COM 079860102 36,461 910,100 SH DEFINED 1,2 910,100 BEMIS CO COM 081437105 767 24,702 SH DEFINED 1,2 24,702 BESTFOODS COM COM 08658U101 6,297 133,978 SH DEFINED 1,2 133,978 BETHLEHEM STEEL CORP COM 087509105 500 60,607 SH DEFINED 1,2 60,607 BIOMET INC COM 090613100 2,199 52,438 SH DEFINED 1,2 52,438 BLACK & DECKER CORP. COM 091797100 2,278 41,093 SH DEFINED 1,2 41,093 BMC SOFTWARE INC COM 055921100 3,777 101,900 SH DEFINED 1,2 101,900 BOEING CO COM 097023105 15,105 442,656 SH DEFINED 1,2 442,656 BOISE CASCADE CORP COM 097383103 852 26,404 SH DEFINED 1,2 26,404 BOSTON SCIENTIFIC CORP COM 101137107 7,476 184,300 SH DEFINED 1,2 184,300 BRAZIL FUND INC COMMON US COM 105759104 985 77,000 SH DEFINED 77,000 BRIGGS & STRATTON COM 109043109 541 10,962 SH DEFINED 1,2 10,962 BRISTOL MYERS SQUIBB CO COM 110122108 59,826 930,244 SH DEFINED 1,2 930,244 BROWN-FORMAN CORP. CL B 115637209 1,847 32,051 SH DEFINED 1,2 32,051 BROWNING FERRIS INC COM 115885105 2,902 75,248 SH DEFINED 1,2 75,248 BRUNSWICK CORP COM 117043109 857 44,950 SH DEFINED 1,2 44,950 BURLINGTON NORTHERN SANTA COM 12189T104 7,208 219,258 SH DEFINED 1,2 219,258 BURLINGTON RESOURCES INC. COM 122014103 3,306 82,785 SH DEFINED 1,2 82,785 CABLETRON SYSTEMS INC COM 126920107 627 76,600 SH DEFINED 1,2 76,600 CAMPBELL SOUP COM 134429109 8,483 208,484 SH DEFINED 1,2 208,484 CANADIAN IMPERIAL BANK OF COM 136069101 5,978 232,349 SH DEFINED 232,349 CANADIAN NATIONAL RAILWAY COM 136375102 584 10,400 SH DEFINED 10,400 CAPITAL ONE FINL CORP COM 14040H105 4,621 30,600 SH DEFINED 1,2 30,600 CARDINAL HEALTH INC COM 14149Y108 8,435 127,800 SH DEFINED 1,2 127,800 CARNIVAL CRUISE LINE COM 143658102 13,792 284,000 SH DEFINED 1,2 284,000 CAROLINA POWER & LIGHT CO COM 144141108 2,678 70,822 SH DEFINED 1,2 70,822 CASE CORP COM 14743R103 865 34,100 SH DEFINED 1,2 34,100 CATERPILLAR INC. COM 149123101 7,707 167,772 SH DEFINED 1,2 167,772 CBS CORPORATION COM 12490K107 13,508 329,968 SH DEFINED 1,2 329,968 CENDANT CORP COM 151313103 6,276 398,453 SH DEFINED 1,2 398,453 CENTEX CORP COM 152312104 927 27,774 SH DEFINED 1,2 27,774 CENTRAL & SOUTH WEST CORP COM 152357109 2,331 99,451 SH DEFINED 1,2 99,451 CENTURY TELEPHONE ENTERPR COM 156686107 2,943 41,900 SH DEFINED 1,2 41,900 CERIDIAN CORP COM 15677T106 2,452 67,066 SH DEFINED 1,2 67,066 CHAMPION INTERNATIONAL CO COM 158525105 1,839 44,796 SH DEFINED 1,2 44,796 CHASE MANHATTAN CORP NEW COM 16161A108 32,085 394,592 SH DEFINED 1,2 394,592 CHEVRON CORP COM 166751107 26,906 304,242 SH DEFINED 1,2 304,242 CHOICEPOINT INC COM 170388102 334 6,690 SH DEFINED 1,2 6,690 CHUBB CORP COM 171232101 4,456 76,094 SH DEFINED 1,2 76,094 CIGNA CORP COM 125509109 26,032 310,600 SH DEFINED 1,2 310,600 CINCINNATI FINL CORP COM 172062101 2,842 78,000 SH DEFINED 1,2 78,000 CINERGY CORP COM 172474108 2,038 74,127 SH DEFINED 1,2 74,127 CIRCUIT CITY STORES - CIR CIRCITY GP 172737108 3,594 46,898 SH DEFINED 1,2 46,898 CISCO SYSTEMS COM 17275R102 80,885 738,250 SH DEFINED 1,2 738,250 CITIGROUP INC COM 172967101 67,322 1,053,970 SH DEFINED 1,2 1,053,970 CLEAR CHANNEL COMMUNICATI COM 184502102 8,229 122,700 SH DEFINED 1,2 122,700 CLOROX CO COM 189054109 6,297 53,734 SH DEFINED 1,2 53,734 COASTAL CORP COM 190441105 3,279 99,374 SH DEFINED 1,2 99,374 COCA COLA CO COM 191216100 70,897 1,155,114 SH DEFINED 1,2 1,155,114 COCA-COLA ENTERPRISES COM 191219104 5,460 180,500 SH DEFINED 1,2 180,500 COLGATE-PALMOLIVE CO COM 194162103 12,629 137,274 SH DEFINED 1,2 137,274 COLUMBIA ENERGY GROUP COM 197648108 2,033 38,908 SH DEFINED 1,2 38,908 COLUMBIA HEALTHCARE CORP COM 197677107 5,709 301,461 SH DEFINED 1,2 301,461 COMCAST CORP CL A 200300101 351 5,700 SH DEFINED 1,2 5,700 COMCAST CORP CL A SPL 200300200 10,893 173,082 SH DEFINED 1,2 173,082 COMERICA INC COM 200340107 4,533 72,600 SH DEFINED 1,2 72,600 COMMSCOPE INC COM COM 203372107 421 20,098 SH DEFINED 1,2 20,098 COMPANIA ANONIMA NACIONAL SPN ADR 7D 204421101 762 42,000 SH DEFINED 42,000 COMPAQ COMPUTER CORP COM 204493100 24,930 786,751 SH DEFINED 1,2 786,751 COMPUTER ASSOCIATES INTL COM 204912109 8,975 252,373 SH DEFINED 1,2 252,373 COMPUTER SCIENCES COM 205363104 4,089 74,084 SH DEFINED 1,2 74,084 COMPUWARE CORP COM 205638109 4,056 169,900 SH DEFINED 1,2 169,900 CONAGRA INC COM 205887102 5,835 228,248 SH DEFINED 1,2 228,248 CONSECO INC COM 208464107 4,592 148,742 SH DEFINED 1,2 148,742 CONSOLIDATED EDISON INC COM 209115104 4,936 108,936 SH DEFINED 1,2 108,936 CONSOLIDATED NATURAL GAS COM 209615103 2,186 44,902 SH DEFINED 1,2 44,902 CONSOLIDATED STORES CORP COM 210149100 1,546 51,000 SH DEFINED 1,2 51,000 CONTROLADORA COMERCIAL ME GDR 21238A206 288 14,700 SH DEFINED 14,700 COOPER INDUSTRIES INC COM 216669101 2,072 48,615 SH DEFINED 1,2 48,615 COOPER TIRE & RUBBER CO COM 216831107 651 35,416 SH DEFINED 1,2 35,416 COORS ADOLPH CL B 217016104 921 17,055 SH DEFINED 1,2 17,055 CORN PRODUCTS INTL INC COM 219023108 385 16,071 SH DEFINED 1,2 16,071 CORNING INC COM 219350105 6,498 108,297 SH DEFINED 1,2 108,297 COSTCO COS INC COM COM 22160Q102 9,313 101,715 SH DEFINED 1,2 101,715 COUNTRYWIDE CREDIT COM 222372104 1,954 52,100 SH DEFINED 1,2 52,100 COVANCE INC COM COM 222816100 597 23,823 SH DEFINED 1,2 23,823 COVER-ALL TECHNOLOGIES IN COM 222892101 3,250 1,238,273 SH DEFINED 1,2 1,238,273 COX COMMUNICATIONS INC CL A 224044107 2,464 32,578 SH DEFINED 1,2 32,578 CRANE CORP COM 224399105 775 32,051 SH DEFINED 1,2 32,051 CROWN CORK & SEAL INC COM 228255105 1,636 57,277 SH DEFINED 1,2 57,277 CSX CORPORATION COM 126408103 3,971 101,990 SH DEFINED 1,2 101,990 CUMMINS ENGINE CO COM 231021106 694 19,504 SH DEFINED 1,2 19,504 CVS CORP COM COM 126650100 8,678 182,688 SH DEFINED 1,2 182,688 CYPRUS AMAX MINERALS COM 232809103 518 42,698 SH DEFINED 1,2 42,698 DANA CORP COM 235811106 2,936 77,264 SH DEFINED 1,2 77,264 DANAHER CORPORATION COM 235851102 3,281 62,800 SH DEFINED 1,2 62,800 DARDEN RESTAURANTS INC COM 237194105 1,341 65,040 SH DEFINED 1,2 65,040 DATA GENERAL CORP COM 237688106 235 23,205 SH DEFINED 1,2 23,205 DAYTON HUDSON CORP COM 239753106 13,750 206,376 SH DEFINED 1,2 206,376 DEERE & CO COM 244199105 4,307 111,505 SH DEFINED 1,2 111,505 DELL COMPUTER COM 247025109 48,715 1,191,800 SH DEFINED 1,2 1,191,800 DELTA AIRLINES INC COM 247361108 4,643 66,810 SH DEFINED 1,2 66,810 DELUXE CHECK PRINTERS INC COM 248019101 1,091 37,471 SH DEFINED 1,2 37,471 DEVON ENERGY CORP COM 251799102 526 19,073 SH DEFINED 1,2 19,073 DILLARD'S INC CL A 254067101 1,268 49,982 SH DEFINED 1,2 49,982 DISNEY WALT PRODUCTIONS COM 254687106 29,781 956,812 SH DEFINED 1,2 956,812 DOLLAR GENERAL COM 256669102 2,838 83,475 SH DEFINED 1,2 83,475 DOMINION RES INC VIRGINIA COM 257470104 3,368 91,171 SH DEFINED 1,2 91,171 DONNELLY, R.R. & SONS CO. COM 257867101 2,064 64,134 SH DEFINED 1,2 64,134 DOVER CORP COM 260003108 3,440 104,648 SH DEFINED 1,2 104,648 DOW CHEMICAL CO COM 260543103 9,640 103,449 SH DEFINED 1,2 103,449 DOW JONES COM 260561105 2,070 43,878 SH DEFINED 1,2 43,878 DTE ENERGY CO COM 233331107 2,605 67,777 SH DEFINED 1,2 67,777 DUKE ENERGY CORP COM 264399106 9,233 169,026 SH DEFINED 1,2 169,026 DUN & BRADSTREET CORP COM 26483B106 2,795 78,461 SH DEFINED 1,2 78,461 E G & G INC COM 268457108 549 20,799 SH DEFINED 1,2 20,799 E M C CORP MASS COM 268648102 29,996 234,800 SH DEFINED 1,2 234,800 E.I. DUPONT DE NEMOURS & COM 263534109 30,485 525,030 SH DEFINED 1,2 525,030 EARTHGRAINS CO COM 270319106 350 15,784 SH DEFINED 1,2 15,784 EASTERN ENTERPRISES COM 27637F100 379 10,425 SH DEFINED 1,2 10,425 EASTMAN CHEMICAL CO.,INC. COM 277432100 1,608 38,199 SH DEFINED 1,2 38,199 EASTMAN KODAK CO. COM 277461109 9,671 151,398 SH DEFINED 1,2 151,398 EATON CORP COM 278058102 2,383 33,330 SH DEFINED 1,2 33,330 ECHOSTAR COMMUNICATIONS C CL A 278762109 1,102 13,500 SH DEFINED 1,2 13,500 ECOLAB COM 278865100 2,156 60,740 SH DEFINED 1,2 60,740 EDISON INTERNATIONAL COM 281020107 3,671 164,968 SH DEFINED 1,2 164,968 EL PASO ENERGY CORP DEL C COM 283905107 2,507 76,704 SH DEFINED 1,2 76,704 ELECTRONIC DATA SYS CORP COM 285661104 11,203 230,100 SH DEFINED 1,2 230,100 EMBOTELLADORA ANDINA S A SPND ADR A 29081P204 491 32,125 SH DEFINED 32,125 EMERSON ELECTRIC CO COM 291011104 10,811 204,224 SH DEFINED 1,2 204,224 EMPRESAS ICA S.A. -SPONS SPONS ADR 292448107 403 77,000 SH DEFINED 77,000 ENGELHARD CORP COM 292845104 1,134 66,946 SH DEFINED 1,2 66,946 ENRON CORP. COM 293561106 9,920 154,396 SH DEFINED 1,2 154,396 ENTERGY CORP. (NEW) COM 29364G103 3,168 115,196 SH DEFINED 1,2 115,196 EQUIFAX INC COM 294429105 2,379 69,200 SH DEFINED 1,2 69,200 EXCEL INDS INC COM 300657103 10,994 584,395 SH DEFINED 1,2 584,395 EXXON CORP COM 302290101 80,153 1,135,892 SH DEFINED 1,2 1,135,892 FANNIE MAE COM 313586109 33,484 483,528 SH DEFINED 1,2 483,528 FDX CORP HOLDING CO COM 31304N107 6,395 68,901 SH DEFINED 1,2 68,901 FEDERATED DEPT STORES INC COM 31410H101 3,908 97,400 SH DEFINED 1,2 97,400 FIFTH THIRD BANCORP COM 316773100 8,216 124,600 SH DEFINED 1,2 124,600 FINOVA GROUP INC COM COM 317928109 398 7,672 SH DEFINED 1,2 7,672 FIRST DATA CORP COM 319963104 8,845 206,900 SH DEFINED 1,2 206,900 FIRST UNION CORP COM 337358105 24,666 461,583 SH DEFINED 1,2 461,583 FIRSTAR CORP COM COM 33763V109 9,514 106,300 SH DEFINED 1,2 106,300 FIRSTENERGY CORP COM 337932107 3,089 110,555 SH DEFINED 1,2 110,555 FLEET FINANCIAL CORPORATI COM 338915101 9,986 265,396 SH DEFINED 1,2 265,396 FLEETWOOD ENTERPRISES INC COM 339099103 470 16,416 SH DEFINED 1,2 16,416 FLUOR CORP COM 343861100 955 35,373 SH DEFINED 1,2 35,373 FMC CORP COM NEW 302491303 766 15,507 SH DEFINED 1,2 15,507 FOMENTO ECON MEXICANO UBD SPND ADR F 344419106 867 28,000 SH DEFINED 28,000 FORD MOTOR CO DEL COM 345370100 32,020 564,226 SH DEFINED 1,2 564,226 FORT JAMES CORP COM 347471104 3,279 103,467 SH DEFINED 1,2 103,467 FORTUNE BRANDS INC COM 349631101 3,093 79,945 SH DEFINED 1,2 79,945 FOSTER WHEELER COM 350244109 231 19,029 SH DEFINED 1,2 19,029 FPL GROUP INC COM 302571104 4,504 84,576 SH DEFINED 1,2 84,576 FRANKLIN RESOURCES COM 354613101 3,324 118,200 SH DEFINED 1,2 118,200 FREDDIE MAC COM 313400301 18,169 318,048 SH DEFINED 1,2 318,048 FREEPORT MCMORAN COPPER + CL B 35671D857 846 77,800 SH DEFINED 1,2 77,800 FRONTIER CORP COM COM 35906P105 4,166 80,300 SH DEFINED 1,2 80,300 FRUIT OF TH LOOM, LTD CL ORD CL A G3682L105 349 33,600 SH DEFINED 1,2 33,600 GANNETT CO COM 364730101 8,353 132,614 SH DEFINED 1,2 132,614 GAP, INC. COM 364760108 18,089 268,735 SH DEFINED 1,2 268,735 GATEWAY 2000 INC COM 367833100 5,026 73,300 SH DEFINED 1,2 73,300 GENER SA ADS (1 COM NPV) SPONS ADR 368731105 1,290 70,500 SH DEFINED 70,500 GENERAL COMMUNICATION I-C CL A 369385109 768 168,399 SH DEFINED 1,2 168,399 GENERAL DYNAMICS CORP COM 369550108 3,802 59,168 SH DEFINED 1,2 59,168 GENERAL ELECTRIC CO COM 369604103 169,911 1,535,862 SH DEFINED 1,2 1,535,862 GENERAL INSTRUMENT CORP COM 370120107 2,370 78,200 SH DEFINED 1,2 78,200 GENERAL MILLS INC COM 370334104 5,421 71,740 SH DEFINED 1,2 71,740 GENERAL MOTORS CORP COM 370442105 26,531 305,393 SH DEFINED 1,2 305,393 GENERAL SEMICONDUCTOR INC COM 370787103 109 15,075 SH DEFINED 1,2 15,075 GENUINE PARTS COMPANY COM 372460105 2,497 86,678 SH DEFINED 1,2 86,678 GEORGIA-PACIFIC CORP (GRO COM GP GRP 373298108 3,046 41,025 SH DEFINED 1,2 41,025 GILLETTE CO. COM 375766102 30,883 519,592 SH DEFINED 1,2 519,592 GOLDEN WEST FINANCIAL COM 381317106 2,549 26,693 SH DEFINED 1,2 26,693 GOODRICH B F CO COM 382388106 1,186 34,576 SH DEFINED 1,2 34,576 GOODYEAR TIRE & RUBBER CO COM 382550101 3,626 72,792 SH DEFINED 1,2 72,792 GPU INC COM 36225X100 2,235 59,900 SH DEFINED 1,2 59,900 GRACE WR & CO COM 38388F108 416 34,333 SH DEFINED 1,2 34,333 GRAINGER W W INC COM 384802104 1,909 44,330 SH DEFINED 1,2 44,330 GREAT ATLANTIC & PACIFIC COM 390064103 540 17,990 SH DEFINED 1,2 17,990 GREAT LAKES CHEMICAL COM 390568103 1,013 27,554 SH DEFINED 1,2 27,554 GRUPO TELEVISA ADR (REP SPN ADR RE 40049J206 877 28,000 SH DEFINED 28,000 GTE CORP COM 362320103 27,219 449,907 SH DEFINED 1,2 449,907 GUIDANT CORP COM 401698105 8,543 141,200 SH DEFINED 1,2 141,200 H&R BLOCK COM 093671105 2,171 45,834 SH DEFINED 1,2 45,834 HALLIBURTON COM 406216101 7,903 205,282 SH DEFINED 1,2 205,282 HARCOURT GENNC COM 41163G101 1,467 33,099 SH DEFINED 1,2 33,099 HARNISCHFEGER INDUSTRIES COM 413345109 129 22,745 SH DEFINED 1,2 22,745 HARRAHS ENTMT INC COM 413619107 1,099 57,672 SH DEFINED 1,2 57,672 HARRIS CORP COM 413875105 1,067 37,274 SH DEFINED 1,2 37,274 HARTFORD FIN SERV GRP INC COM 416515104 6,621 116,522 SH DEFINED 1,2 116,522 HASBRO INC. COM 418056107 2,655 91,765 SH DEFINED 1,2 91,765 HCR MANOR CARE, INC COM 404134108 1,165 51,087 SH DEFINED 1,2 51,087 HEALTHSOUTH REHABILITATIO COM 421924101 2,049 197,500 SH DEFINED 1,2 197,500 HEINZ HJ CO COM 423074103 8,048 169,872 SH DEFINED 1,2 169,872 HELMERICH & PAYNE COM 423452101 533 23,512 SH DEFINED 1,2 23,512 HERCULES INC COM 427056106 1,184 46,893 SH DEFINED 1,2 46,893 HERSHEY FOODS CORP COM 427866108 3,755 67,056 SH DEFINED 1,2 67,056 HEWLETT PACKARD CO COM 428236103 32,215 475,056 SH DEFINED 1,2 475,056 HILTON HOTELS CORP COM 432848109 1,709 121,516 SH DEFINED 1,2 121,516 HOME DEPOT COM 437076102 43,130 692,852 SH DEFINED 1,2 692,852 HOMESTAKE MINING CO COM 437614100 958 111,026 SH DEFINED 1,2 111,026 HONEYWELL INC COM 438506107 4,454 58,756 SH DEFINED 1,2 58,756 HOST MARRIOTT CORP (REIT) COM 44107P104 165 14,814 SH DEFINED 1,2 14,814 HOUSEHOLD INTERNATIONAL,I COM 441815107 10,291 225,565 SH DEFINED 1,2 225,565 HUMANA INC COM 444859102 1,347 78,100 SH DEFINED 1,2 78,100 HUNTINGTON BANCSHARES INC COM 446150104 3,056 98,770 SH DEFINED 1,2 98,770 IKON OFFICE SOLUTIONS, IN COM 451713101 869 67,826 SH DEFINED 1,2 67,826 ILLINOIS TOOL WORKS INC. COM 452308109 7,224 116,748 SH DEFINED 1,2 116,748 IMS HEALTH INC COM COM 449934108 5,175 156,222 SH DEFINED 1,2 156,222 INCO LTD COM 453258402 1,034 77,689 SH DEFINED 1,2 77,689 INDIA FUND INC. USD0.001 COM 454089103 3,815 408,800 SH DEFINED 408,800 INGERSOLL RAND CO COM 456866102 3,820 76,968 SH DEFINED 1,2 76,968 INTEL CORP. COM 458140100 92,966 782,023 SH DEFINED 1,2 782,023 INTERNATIONAL BUSINESS MA COM 459200101 76,942 434,078 SH DEFINED 1,2 434,078 INTERNATIONAL PAPER CO COM 460146103 6,056 143,555 SH DEFINED 1,2 143,555 INTERPUBLIC GROUP COS INC COM 460690100 5,077 65,200 SH DEFINED 1,2 65,200 INTL FLAVORS & FRAGRANCES COM 459506101 1,863 49,598 SH DEFINED 1,2 49,598 ITT INDUSTRIES,INC. COM 450911102 1,723 48,711 SH DEFINED 1,2 48,711 JEFFERSON PILOT COM 475070108 3,360 49,593 SH DEFINED 1,2 49,593 JOHN H HARLAND COM 412693103 182 14,032 SH DEFINED 1,2 14,032 JOHNSON & JOHNSON COM 478160104 59,080 630,612 SH DEFINED 1,2 630,612 JOHNSON CONTROLS INC COM 478366107 2,476 39,700 SH DEFINED 1,2 39,700 JOSTENS INC COM 481088102 356 16,733 SH DEFINED 1,2 16,733 K MART CORP COM 482584109 3,868 230,076 SH DEFINED 1,2 230,076 KAUFMAN & BROAD HOME CORP COM 486168107 493 21,868 SH DEFINED 1,2 21,868 KELLOGG CO COM 487836108 6,430 190,164 SH DEFINED 1,2 190,164 KERR MCGEE COM 492386107 1,329 40,500 SH DEFINED 1,2 40,500 KEYCORP COM 493267108 6,435 212,292 SH DEFINED 1,2 212,292 KIMBERLY CLARK CORP COM 494368103 12,193 254,352 SH DEFINED 1,2 254,352 KING WORLD PROD COM 495667107 1,042 34,102 SH DEFINED 1,2 34,102 KINROSS GOLD CORP COM 496902107 74 36,440 SH DEFINED 1,2 36,440 KLA INSTRUMENTS COM 482480100 1,976 40,700 SH DEFINED 1,2 40,700 KNIGHT RIDDER NEWSPAPERS COM 499040103 1,834 36,674 SH DEFINED 1,2 36,674 KOHLS CORP COM 500255104 5,259 74,200 SH DEFINED 1,2 74,200 KROGER CO COM 501044101 7,191 120,098 SH DEFINED 1,2 120,098 L S I LOGIC CORP COM 502161102 2,058 66,000 SH DEFINED 1,2 66,000 LABORATORIO CHILE ADR (RE ADR 50540H104 250 16,000 SH DEFINED 16,000 LAIDLAW INC COM 50730K503 896 154,200 SH DEFINED 1,2 154,200 LAN CHILE S.A. ADR SPONS ADR 501723100 425 92,700 SH DEFINED 92,700 LEHMAN BROTHERS HLDGS INC COM 524908100 3,205 53,640 SH DEFINED 1,2 53,640 LILLY ELI & CO COM 532457108 43,705 514,936 SH DEFINED 1,2 514,936 LIMITED THE COM 532716107 4,217 106,424 SH DEFINED 1,2 106,424 LINCOLN NATIONAL CORP COM 534187109 4,862 49,170 SH DEFINED 1,2 49,170 LIZ CLAIBORNE INC COM 539320101 988 30,283 SH DEFINED 1,2 30,283 LOCKHEED MARTIN CORP COM 539830109 6,912 183,414 SH DEFINED 1,2 183,414 LOEWS CORP COM 540424108 4,343 58,200 SH DEFINED 1,2 58,200 LONGS DRUG STORE COM 543162101 551 18,110 SH DEFINED 1,2 18,110 LOUISIANA PACIFIC CORP COM 546347105 947 50,852 SH DEFINED 1,2 50,852 LOWES COMPANIES INC COM 548661107 9,960 164,632 SH DEFINED 1,2 164,632 LTV CORP. COM 501921100 61 11,374 SH DEFINED 1,2 11,374 LUCENT TECHNOLOGIES INC COM 549463107 66,647 618,528 SH DEFINED 1,2 618,528 MALLINCKRODT INC NEW COM 561232109 892 33,507 SH DEFINED 1,2 33,507 MARRIOTT INTL CLASS A CL A 571903202 4,536 134,896 SH DEFINED 1,2 134,896 MARSH & MCLENNAN COM 571748102 8,903 120,004 SH DEFINED 1,2 120,004 MASCO CORP COM 574599106 4,478 158,500 SH DEFINED 1,2 158,500 MATAV RT-SPONSORED ADR SPONS ADR 559776109 753 28,140 SH DEFINED 28,140 MATTEL INC COM 577081102 3,346 134,520 SH DEFINED 1,2 134,520 MAY DEPT STORES CO COM 577778103 6,398 163,536 SH DEFINED 1,2 163,536 MAYTAG COMPANY COM 578592107 2,543 42,125 SH DEFINED 1,2 42,125 MBIA, INC. COM 55262C100 2,691 46,400 SH DEFINED 1,2 46,400 MBNA CORP COM 55262L100 8,908 373,130 SH DEFINED 1,2 373,130 MCDERMOTT INTERNATIONAL I COM 580037109 699 27,597 SH DEFINED 1,2 27,597 MCDONALDS CORP COM 580135101 28,611 631,412 SH DEFINED 1,2 631,412 MCGRAW HILL INC COM 580645109 5,014 91,996 SH DEFINED 1,2 91,996 MCI WORLDCOM INC COM COM 55268B106 68,499 773,449 SH DEFINED 1,2 773,449 MCKESSON HBOC, INC. COM 58155Q103 8,182 123,968 SH DEFINED 1,2 123,968 MEAD CORP. COM 582834107 1,476 48,010 SH DEFINED 1,2 48,010 MEDIAONE GROUP,INC COM 58440J104 18,005 283,539 SH DEFINED 1,2 283,539 MEDTRONIC COM 585055106 19,600 273,172 SH DEFINED 1,2 273,172 MELLON BANK CORP COM 585509102 8,581 121,926 SH DEFINED 1,2 121,926 MERCANTILE BANCORP COM 587342106 3,487 73,400 SH DEFINED 1,2 73,400 MERCK & COMPANY COM 589331107 89,597 1,117,290 SH DEFINED 1,2 1,117,290 MEREDITH CORP COM 589433101 774 24,616 SH DEFINED 1,2 24,616 MERRILL LYNCH & CO INC COM 590188108 14,701 166,208 SH DEFINED 1,2 166,208 MEYER FRED INC DEL NEW CO COM 592907109 4,251 72,200 SH DEFINED 1,2 72,200 MGIC INVT CORP WIS COM 552848103 1,792 51,100 SH DEFINED 1,2 51,100 MICRON TECHNOLOGY INC COM 595112103 5,587 115,800 SH DEFINED 1,2 115,800 MICROSOFT CORP COM 594918104 211,418 2,358,824 SH DEFINED 1,2 2,358,824 MILACRON INC COM 598709103 285 18,080 SH DEFINED 1,2 18,080 MILLIPORE CORP COM 601073109 497 20,608 SH DEFINED 1,2 20,608 MINNESOTA MINING & MANUFA COM 604059105 13,259 187,402 SH DEFINED 1,2 187,402 MIRAGE RESORTS, INC COM 60462E104 1,789 84,200 SH DEFINED 1,2 84,200 MOBIL CORP COM 607059102 31,995 363,582 SH DEFINED 1,2 363,582 MONSANTO COMPANY COM 611662107 13,420 292,130 SH DEFINED 1,2 292,130 MOORE CORP LTD COM 615785102 410 41,532 SH DEFINED 1,2 41,532 MORGAN STANLEY DEAN WITTE COM NEW 617446448 26,954 269,705 SH DEFINED 1,2 269,705 MORGAN, J.P., & CO., INC COM 616880100 10,085 81,741 SH DEFINED 1,2 81,741 MORTON INTL INC IND NEW C COM 619335102 2,090 56,876 SH DEFINED 1,2 56,876 MOTOROLA INC COM 620076109 20,527 280,236 SH DEFINED 1,2 280,236 N L INDUSTRIES COM NEW 629156407 175 19,412 SH DEFINED 1,2 19,412 NACCO INDUSTRIES INC CL A 629579103 277 3,734 SH DEFINED 1,2 3,734 NALCO CHEMICAL COM 629853102 812 30,566 SH DEFINED 1,2 30,566 NATIONAL CITY CORP COM 635405103 10,213 153,850 SH DEFINED 1,2 153,850 NATIONAL SEMICONDUCTOR CO COM 637640103 722 77,533 SH DEFINED 1,2 77,533 NATIONAL SERVICE INDUSTRY COM 637657107 664 19,485 SH DEFINED 1,2 19,485 NAVISTAR 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32,095 SH DEFINED 1,2 32,095 NOVELL INC COM 670006105 4,000 158,792 SH DEFINED 1,2 158,792 NUCOR CORP COM 670346105 1,800 40,846 SH DEFINED 1,2 40,846 OCCIDENTAL PETROLEUM CORP COM 674599105 2,916 161,976 SH DEFINED 1,2 161,976 OMNICOM GROUP COM 681919106 6,323 79,100 SH DEFINED 1,2 79,100 ONEOK INC NEW COM COM 682680103 366 14,802 SH DEFINED 1,2 14,802 ORACLE CORPORATION COM 68389X105 17,820 675,628 SH DEFINED 1,2 675,628 OWENS CORNING COM 69073F103 811 25,490 SH DEFINED 1,2 25,490 OWENS ILL INC COM NEW 690768403 1,818 72,700 SH DEFINED 1,2 72,700 P P + L RES INC COM 693499105 1,757 71,000 SH DEFINED 1,2 71,000 PACCAR INC COM 693718108 1,502 36,476 SH DEFINED 1,2 36,476 PACIFICORP COM 695114108 2,395 138,838 SH DEFINED 1,2 138,838 PALL CORP COM 696429307 959 57,873 SH DEFINED 1,2 57,873 PARAMETRIC TECHNOLOGY COM 699173100 2,522 127,700 SH DEFINED 1,2 127,700 PARKER HANNIFIN COM 701094104 1,742 50,852 SH DEFINED 1,2 50,852 PAYCHEX INC COM 704326107 3,634 76,600 SH DEFINED 1,2 76,600 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SH DEFINED 1,2 118,987 PHLIPPINE LONG DIST ADR P SPONS ADR 718252604 388 15,000 SH DEFINED 15,000 PIONEER HI BRED INTL INC COM 723686101 4,246 112,840 SH DEFINED 1,2 112,840 PITNEY BOWES INC COM 724479100 8,156 127,936 SH DEFINED 1,2 127,936 PLACER DOME COM 725906101 1,306 116,770 SH DEFINED 1,2 116,770 PNC BANK CORP COM 693475105 7,808 140,524 SH DEFINED 1,2 140,524 POGO PRODUCING CO COM 730448107 3,790 273,171 SH DEFINED 1,2 273,171 POLAROID CORP COM 731095105 412 20,517 SH DEFINED 1,2 20,517 POTLATCH CORP COM 737628107 458 13,493 SH DEFINED 1,2 13,493 PPG INDUSTRIES, INC. COM 693506107 4,245 82,822 SH DEFINED 1,2 82,822 PRAXAIR INC COM 74005P104 2,662 73,804 SH DEFINED 1,2 73,804 PROCTOR AND GAMBLE CO COM 742718109 60,879 621,608 SH DEFINED 1,2 621,608 PROGRESSIVE CORP OHIO COM 743315103 4,836 33,700 SH DEFINED 1,2 33,700 PROVIDENT COS INC COM COM 743862104 2,184 63,200 SH DEFINED 1,2 63,200 PROVIDIAN FINL CORP COM 74406A102 7,318 66,529 SH DEFINED 1,2 66,529 PUBLIC SERVICE ENTERPRISE COM 744573106 3,990 104,494 SH DEFINED 1,2 104,494 PULTE CORP COM 745867101 425 20,414 SH DEFINED 1,2 20,414 QUAKER OATS COM 747402105 4,002 63,976 SH DEFINED 1,2 63,976 QUEST DIAGNOSTICS INC COM COM 74834L100 265 11,910 SH DEFINED 1,2 11,910 QUIMICA Y MINERA ADR (REP SPON ADR B 833635105 1,386 43,700 SH DEFINED 43,700 RALSTON-RALSTON PURINA GR COM RP GRP 751277302 4,070 152,495 SH DEFINED 1,2 152,495 RAYCHEM CORP COM 754603108 832 36,890 SH DEFINED 1,2 36,890 RAYTHEON CO CLASS B CL B 755111408 9,245 157,702 SH DEFINED 1,2 157,702 REEBOK INTL LTD COM 758110100 420 26,443 SH DEFINED 1,2 26,443 REGIONS FINL CORP COM 758940100 3,573 103,200 SH DEFINED 1,2 103,200 RELIANT ENERGY INC COM 75952J108 3,471 133,174 SH DEFINED 1,2 133,174 REPUBLIC N Y CORP COM 760719104 2,311 50,100 SH DEFINED 1,2 50,100 REYNOLDS METAL CO COM 761763101 1,463 30,275 SH DEFINED 1,2 30,275 RH DONNELLY CORP COM NEW 74955W307 249 16,131 SH DEFINED 1,2 16,131 RITE AID CORP COM 767754104 3,018 120,732 SH DEFINED 1,2 120,732 RJR NABISCO HLDGS CORP CO COM NEW 74960K876 3,745 149,800 SH DEFINED 1,2 149,800 ROCKWELL INTL CORP NEW CO COM 773903109 3,788 89,256 SH DEFINED 1,2 89,256 ROHM & HAAS CO COM 775371107 2,620 78,072 SH DEFINED 1,2 78,072 ROWAN COS INC COM 779382100 499 39,303 SH DEFINED 1,2 39,303 ROYAL BANK OF CANADA COM 780087102 991 21,100 SH DEFINED 21,100 ROYAL DUTCH PETROLEUM NY GLD1.25 780257804 60,912 1,167,284 SH DEFINED 1,2 1,167,284 RUSSELL CORP COM 782352108 341 16,925 SH DEFINED 1,2 16,925 RYDER SYSTEM INC COM 783549108 928 33,586 SH DEFINED 1,2 33,586 RYERSON TULL, INC COM 78375P107 338 23,021 SH DEFINED 1,2 23,021 SAFECO CORP COM 786429100 2,574 63,644 SH DEFINED 1,2 63,644 SAFETY-KLEEN CORP NEW COM COM NEW 78648R203 246 18,588 SH DEFINED 1,2 18,588 SAFEWAY INC COM NEW 786514208 11,699 228,000 SH DEFINED 1,2 228,000 SARA LEE COM 803111103 10,610 428,668 SH DEFINED 1,2 428,668 SBC COMMUNICATIONS INC COM 78387G103 43,152 915,694 SH DEFINED 1,2 915,694 SCHERING PLOUGH CORP COM 806605101 38,048 687,876 SH DEFINED 1,2 687,876 SCHLUMBERGER LTD COM 806857108 15,340 254,872 SH DEFINED 1,2 254,872 SCHWAB CHARLES CORP COM 808513105 18,076 188,050 SH DEFINED 1,2 188,050 SCIENTIFIC ATLANTA COM 808655104 955 35,032 SH DEFINED 1,2 35,032 SEAGATE TECHNOLOGY COM 811804103 3,385 114,500 SH DEFINED 1,2 114,500 SEAGRAM CO LTD COM 811850106 9,377 187,672 SH DEFINED 1,2 187,672 SEALED AIR COR CONV PFD S PFD CV A$2 81211K209 817 16,497 SH DEFINED 1,2 16,497 SEALED AIR CORP COM 81211K100 1,924 39,115 SH DEFINED 1,2 39,115 SEARS ROEBUCK & CO. USD0. COM 812387108 8,092 179,068 SH DEFINED 1,2 179,068 SEMPRA ENERGY COM 816851109 2,176 113,432 SH DEFINED 1,2 113,432 SERVICE CORP., INTERNATIO COM 817565104 1,803 126,522 SH DEFINED 1,2 126,522 SHARED MEDICAL SYSTEM COR COM 819486101 688 12,362 SH DEFINED 1,2 12,362 SHERWIN WILLIAMS CO COM 824348106 2,257 80,238 SH DEFINED 1,2 80,238 SIGMA-ALDRICH COM 826552101 1,378 47,100 SH DEFINED 1,2 47,100 SILICON GRAPHICS COM 827056102 1,463 87,700 SH DEFINED 1,2 87,700 SLM HLDG CORP COM COM 78442A109 3,244 77,700 SH DEFINED 1,2 77,700 SNAP-ON, INC. COM 833034101 797 27,473 SH DEFINED 1,2 27,473 SOLECTRON CORP COM 834182107 5,643 116,200 SH DEFINED 1,2 116,200 SONAT COM 835415100 1,541 51,356 SH DEFINED 1,2 51,356 SOUTHERN CO COM 842587107 7,594 325,732 SH DEFINED 1,2 325,732 SOUTHTRUST CORP COM 844730101 2,735 73,300 SH DEFINED 1,2 73,300 SOUTHWEST AIRLINES COM 844741108 4,768 157,625 SH DEFINED 1,2 157,625 SPDR TR UNIT SER 1 78462F103 2,168 16,882 SH DEFINED 1,2 16,882 SPRINGS INDUSTRIES CL A 851783100 230 8,481 SH DEFINED 1,2 8,481 SPRINT CORP COM FON GR 852061100 21,567 219,786 SH DEFINED 1,2 219,786 SPRINT CORP (PCS GROUP) PCS COM S1 852061506 9,314 210,193 SH DEFINED 1,2 210,193 ST JUDE MEDICAL COM 790849103 958 39,315 SH DEFINED 1,2 39,315 ST PAUL COMPANIES COM 792860108 3,417 110,014 SH DEFINED 1,2 110,014 STANLEY WORKS COM 854616109 1,066 41,612 SH DEFINED 1,2 41,612 STAPLES INC COM 855030102 7,104 216,100 SH DEFINED 1,2 216,100 STATE STREET CORP COM 857477103 6,164 75,000 SH DEFINED 1,2 75,000 SUMMIT BANCORP COM COM 866005101 3,163 81,100 SH DEFINED 1,2 81,100 SUN MICROSYSTEMS INC COM 866810104 22,505 179,952 SH DEFINED 1,2 179,952 SUN TRUST BANKS INC COM 867914103 8,977 144,204 SH DEFINED 1,2 144,204 SUNOCO, INC. COM 86764P109 1,580 43,803 SH DEFINED 1,2 43,803 SUPER VALU STORES INC COM 868536103 1,161 56,306 SH DEFINED 1,2 56,306 SYNOVUS FINL CORP COM 87161C105 2,561 125,300 SH DEFINED 1,2 125,300 SYSCO CORP COM 871829107 4,124 156,720 SH DEFINED 1,2 156,720 TALISMAN ENERGY INC. COM 87425E103 1,024 46,000 SH DEFINED 46,000 TANDY CORP COM 875382103 2,958 46,350 SH DEFINED 1,2 46,350 TEKTRONIX INC COM 879131100 559 22,123 SH DEFINED 1,2 22,123 TELEBRAS HOLDERS ADR SPONS ADR 879287308 1,981 24,500 SH DEFINED 24,500 TELEFONICA DE PERU-SPON A SPN ADR B 879384105 537 42,000 SH DEFINED 42,000 TELEFONOS DE MEXICO SA SP ADR REP 879403780 6,699 101,500 SH DEFINED 101,500 TELLABS INC COM 879664100 8,905 91,100 SH DEFINED 1,2 91,100 TEMPLE INLAND INC COM 879868107 1,629 25,956 SH DEFINED 1,2 25,956 TENET HEALTHCARE CORP COM 88033G100 2,739 144,626 SH DEFINED 1,2 144,626 TENNECO INC NEW COM COM 88037E101 2,218 79,395 SH DEFINED 1,2 79,395 TEVA PHARMACEUTICALS INDS ADR 881624209 977 20,560 SH DEFINED 20,560 TEXACO INC COM 881694103 14,179 249,842 SH DEFINED 1,2 249,842 TEXAS INSTRUMENTS INC COM 882508104 18,075 182,112 SH DEFINED 1,2 182,112 TEXAS UTILITIES CO COM 882848104 5,498 131,884 SH DEFINED 1,2 131,884 TEXTRON INC COM 883203101 5,729 74,036 SH DEFINED 1,2 74,036 THERMO ELECTRON COM 883556102 1,008 74,300 SH DEFINED 1,2 74,300 THOMAS & BETTS COM 884315102 995 26,498 SH DEFINED 1,2 26,498 TIME WARNER INC COM COM 887315109 40,593 571,232 SH DEFINED 1,2 571,232 TIMES MIRROR CO COM SER A 887364107 2,019 37,352 SH DEFINED 1,2 37,352 TIMKEN COMPANY COM 887389104 470 28,930 SH DEFINED 1,2 28,930 TJX COS INC COM 872540109 5,132 150,928 SH DEFINED 1,2 150,928 TORCHMARK CORP COM 891027104 2,069 65,428 SH DEFINED 1,2 65,428 TORONTO DOMINION BANK COM NEW 891160509 1,711 37,000 SH DEFINED 37,000 TOYS R US INC COM 892335100 2,224 118,225 SH DEFINED 1,2 118,225 TRANSAMERICA CORP COM 893485102 4,409 62,084 SH DEFINED 1,2 62,084 TRIBUNE CO COM 896047107 3,637 55,582 SH DEFINED 1,2 55,582 TRICON GLOBAL RESTAURANTS COM 895953107 5,017 71,415 SH DEFINED 1,2 71,415 TRW INC. COM 872649108 2,550 56,046 SH DEFINED 1,2 56,046 TUBOS DE ACERE MEX ADR NEW 898592506 583 65,000 SH DEFINED 65,000 TUPPERWARE CORPCOM COM 899896104 487 27,048 SH DEFINED 1,2 27,048 TYCO INTERNATIONAL LTD COM 902124106 21,845 304,465 SH DEFINED 1,2 304,465 U S T INC COM 902911106 2,281 87,295 SH DEFINED 1,2 87,295 U S WEST INC COM 91273H101 12,932 234,857 SH DEFINED 1,2 234,857 U.S. BANCORP COM 902973106 11,601 340,592 SH DEFINED 1,2 340,592 UNICOM CORP COM 904911104 3,710 101,462 SH DEFINED 1,2 101,462 UNILEVER NV NY SHS 904784501 19,946 300,228 SH DEFINED 1,2 300,228 UNION CAMP CORP COM 905530101 2,163 32,228 SH DEFINED 1,2 32,228 UNION CARBIDE CORP COM 905581104 2,805 62,065 SH DEFINED 1,2 62,065 UNION OIL CO OF CALIFORNI COM 915289102 4,219 114,599 SH DEFINED 1,2 114,599 UNION PACIFIC CORP COM 907818108 6,178 115,606 SH DEFINED 1,2 115,606 UNION PACIFIC RES GROUP I COM 907834105 1,394 117,359 SH DEFINED 1,2 117,359 UNION PLANTERS COM 908068109 2,786 63,400 SH DEFINED 1,2 63,400 UNISYS CORP. COM 909214108 4,069 145,065 SH DEFINED 1,2 145,065 UNITED HEALTH CARE CORP COM 910581107 4,589 87,200 SH DEFINED 1,2 87,200 UNITED TECH. CORP. COM 913017109 14,292 105,522 SH DEFINED 1,2 105,522 UNUM CORP COM 903192102 3,073 64,600 SH DEFINED 1,2 64,600 US AIRWAYS GROUP, INC COM 911905107 2,006 41,100 SH DEFINED 1,2 41,100 USX MARATHON GRP COM NEW 902905827 3,939 143,223 SH DEFINED 1,2 143,223 USX US STEEL GRP COM 90337T101 971 41,314 SH DEFINED 1,2 41,314 V F CORP COM 918204108 2,646 56,068 SH DEFINED 1,2 56,068 VIACOM INC CL B CL B 925524308 13,657 162,699 SH DEFINED 1,2 162,699 VITRO SA-SPONSORED ADR SPONS ADR 928502301 1,007 101,685 SH DEFINED 101,685 WACHOVIA CORP COM 929771103 7,684 94,650 SH DEFINED 1,2 94,650 WADDELL & REED FINL INC C CL B 930059209 325 16,339 SH DEFINED 1,2 16,339 WAL-MART STORES INC COM 931142103 96,387 1,045,493 SH DEFINED 1,2 1,045,493 WALGREEN COM 931422109 13,209 467,568 SH DEFINED 1,2 467,568 WARNER LAMBERT CO COM 934488107 25,446 384,454 SH DEFINED 1,2 384,454 WASHINGTON MUTUAL INC COM COM 939322103 11,302 276,512 SH DEFINED 1,2 276,512 WASTE MANAGEMENT, INC. COM 94106L109 12,330 277,870 SH DEFINED 1,2 277,870 WELLS FARGO CO COM 949746101 26,893 767,000 SH DEFINED 1,2 767,000 WENDYS INTERNATIONAL INC COM 950590109 1,655 58,186 SH DEFINED 1,2 58,186 WESTVACO COM 961548104 992 47,245 SH DEFINED 1,2 47,245 WEYERHAEUSER CO COM 962166104 5,157 92,912 SH DEFINED 1,2 92,912 WHIRLPOOL CORP COM 963320106 1,927 35,436 SH DEFINED 1,2 35,436 WILLAMETTE INDUSTRIES INC COM 969133107 1,959 51,900 SH DEFINED 1,2 51,900 WILLIAMS COMPANIES COM 969457100 7,887 199,660 SH DEFINED 1,2 199,660 WINN- DIXIE STORES COM 974280109 2,594 69,418 SH DEFINED 1,2 69,418 WORTHINGTON INDUSTRIES COM 981811102 511 43,505 SH DEFINED 1,2 43,505 WRIGLEY, WM. JR. COM 982526105 4,918 54,385 SH DEFINED 1,2 54,385 XEROX CORP. COM 984121103 16,352 306,382 SH DEFINED 1,2 306,382 3COM CORP COM 885535104 3,905 167,500 SH DEFINED 1,2 167,500
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