-----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, Bd5KBn/H0xzlQ/uR4t8F9EzMzuHYpuCKCfLQGkHWx0CcZwB1MsgIpXEJKzILfV/l bKw0Z7jvuPFrsm9YAAAJLg== 0000701221-99-000009.txt : 19990813 0000701221-99-000009.hdr.sgml : 19990813 ACCESSION NUMBER: 0000701221-99-000009 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 19990630 FILED AS OF DATE: 19990812 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: 99685508 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: June 30, 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] August 12, 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: 571 Form 13F Information Table Value Total: $5,407,389 (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 32,188 707,446 SH DEFINED 1,2 707,446 ABITIBI-CONSOLIDATED INC COM 003924107 610 53,400 SH DEFINED 53,400 ADOBE SYSTEMS INC COM 00724F101 2,374 28,900 SH DEFINED 1,2 28,900 ADVANCED MICRO DEVICES IN COM 007903107 1,219 67,487 SH DEFINED 1,2 67,487 AEGON NV ORD AM REG 007924103 2,577 34,824 SH DEFINED 1,2 34,824 AES CORP COM 00130H105 5,156 88,700 SH DEFINED 1,2 88,700 AETNA INC COM 008117103 5,917 66,157 SH DEFINED 1,2 66,157 AIR PRODUCTS & CHEMICALS COM 009158106 4,328 107,520 SH DEFINED 1,2 107,520 ALBERTA ENERGY COM 012873105 2,852 89,000 SH DEFINED 89,000 ALBERTO-CULVER CL B CONV 013068101 690 25,914 SH DEFINED 1,2 25,914 ALBERTSONS INC COM 013104104 10,125 196,356 SH DEFINED 1,2 196,356 ALCAN ALUMINIUM LTD COM 013716105 3,407 106,692 SH DEFINED 1,2 106,692 ALCOA INC COM COM 013817101 10,664 172,352 SH DEFINED 1,2 172,352 ALLEGHENY TELDYNE INC COM 017415100 2,083 92,046 SH DEFINED 1,2 92,046 ALLERGAN INC COM 018490102 3,424 30,848 SH DEFINED 1,2 30,848 ALLIED SIGNAL INC COM 019512102 16,317 259,004 SH DEFINED 1,2 259,004 ALLSTATE CORP COM 020002101 13,564 378,104 SH DEFINED 1,2 378,104 ALLTEL CORP COM 020039103 9,589 134,105 SH DEFINED 1,2 134,105 ALZA CORP COM 022615108 2,341 46,022 SH DEFINED 1,2 46,022 AMER FAMILY COM 001055102 5,946 124,200 SH DEFINED 1,2 124,200 AMERADA HESS CORP COM 023551104 2,524 42,423 SH DEFINED 1,2 42,423 AMEREN CORP COM 023608102 2,468 64,314 SH DEFINED 1,2 64,314 AMERICA ONLINE INC DEL COM 02364J104 55,696 504,041 SH DEFINED 1,2 504,041 AMERICAN ELECTRIC POWER COM 025537101 3,372 89,760 SH DEFINED 1,2 89,760 AMERICAN EXPRESS CO COM 025816109 27,329 210,020 SH DEFINED 1,2 210,020 AMERICAN GENERAL CORP COM 026351106 8,856 117,499 SH DEFINED 1,2 117,499 AMERICAN GREETINGS CORP CL A 026375105 999 33,152 SH DEFINED 1,2 33,152 AMERICAN HOME PRODUCTS CO COM 026609107 35,130 610,952 SH DEFINED 1,2 610,952 AMERICAN INTERNATIONAL GR COM 026874107 73,359 626,659 SH DEFINED 1,2 626,659 AMERITECH CORP COM 030954101 37,651 512,260 SH DEFINED 1,2 512,260 AMGEN COM 031162100 14,470 237,696 SH DEFINED 1,2 237,696 AMR CORP COM 001765106 4,993 73,152 SH DEFINED 1,2 73,152 AMSOUTH BANCORPORATION COM 032165102 1,937 83,550 SH DEFINED 1,2 83,550 ANADARKO PETROLEUM CORP COM 032511107 2,080 56,500 SH DEFINED 1,2 56,500 ANDREW CORP COM 034425108 763 40,297 SH DEFINED 1,2 40,297 ANHEUSER BUSCH COMPANIES COM 035229103 15,744 221,944 SH DEFINED 1,2 221,944 AON CORP COM 037389103 4,938 119,700 SH DEFINED 1,2 119,700 APACHE CORP COM 037411105 2,005 51,400 SH DEFINED 1,2 51,400 APPLE COMPUTER INC COM 037833100 3,400 73,411 SH DEFINED 1,2 73,411 APPLIED MATERIALS INC COM 038222105 12,869 174,200 SH DEFINED 1,2 174,200 ARCHER DANIELS MIDLAND CO COM 039483102 4,298 278,410 SH DEFINED 1,2 278,410 ARMSTRONG WORLD INDUSTRIE COM 042476101 1,083 18,730 SH DEFINED 1,2 18,730 ASARCO INC COM 043413103 349 18,551 SH DEFINED 1,2 18,551 ASHLAND INC COM COM 044204105 1,383 34,463 SH DEFINED 1,2 34,463 ASIA PULP AND PAPER-SPONS SPONS ADR 04516V100 1,445 150,100 SH DEFINED 150,100 ASSOCIATES FIRST CAP CORP CL A 046008108 15,092 340,600 SH DEFINED 1,2 340,600 AT&T CORP COM 001957109 83,137 1,489,587 SH DEFINED 1,2 1,489,587 ATLANTIC RICHFIELD CO COM 048825103 12,592 150,686 SH DEFINED 1,2 150,686 AUTODESK COM 052769106 788 26,670 SH DEFINED 1,2 26,670 AUTOLIV INC COM COM 052800109 621 20,517 SH DEFINED 1,2 20,517 AUTOMATIC DATA PROCESSING COM 053015103 12,635 287,164 SH DEFINED 1,2 287,164 AUTOZONE COM 053332102 2,157 71,600 SH DEFINED 1,2 71,600 AVERY DENNISON CORP COM 053611109 3,217 53,290 SH DEFINED 1,2 53,290 AVON PRODUCTS INC COM 054303102 6,803 122,580 SH DEFINED 1,2 122,580 BAKER HUGHES INCORPORATED COM 057224107 5,125 152,996 SH DEFINED 1,2 152,996 BALL CORP COM 058498106 613 14,504 SH DEFINED 1,2 14,504 BANCO BHIF ADR SPONS ADR 05946H108 811 55,900 SH DEFINED 55,900 BANCO GANADERO S.A. SP ADR PRC 059594507 215 28,000 SH DEFINED 28,000 BANK OF AMERICA CORP COM 060505104 59,826 816,039 SH DEFINED 1,2 816,039 BANK OF NEW YORK INC COM 064057102 13,086 356,700 SH DEFINED 1,2 356,700 BANK ONE CORP COM 06423A103 32,894 552,254 SH DEFINED 1,2 552,254 BANKBOSTON CORP COM 06605R106 7,154 139,938 SH DEFINED 1,2 139,938 BARD CR INC COM 067383109 1,200 25,107 SH DEFINED 1,2 25,107 BARRICK GOLD CORP COM 067901108 3,728 193,100 SH DEFINED 1,2 193,100 BATTLE MTN GOLD COM 071593107 262 107,400 SH DEFINED 1,2 107,400 BAUSCH & LOMB INC COM 071707103 2,018 26,375 SH DEFINED 1,2 26,375 BAXTER INTERNATIONAL INC. COM 071813109 8,200 135,253 SH DEFINED 1,2 135,253 BB&T CORPORATION COM 054937107 5,389 146,900 SH DEFINED 1,2 146,900 BCE, INC., COM 05534B109 1,654 34,663 SH DEFINED 34,663 BEAR STEARNS COM 073902108 2,554 54,630 SH DEFINED 1,2 54,630 BECTON DICKINSON & CO COM 075887109 3,465 115,496 SH DEFINED 1,2 115,496 BELL ATLANTIC CORP COM 077853109 47,621 728,555 SH DEFINED 1,2 728,555 BELLSOUTH CORP COM 079860102 41,667 888,900 SH DEFINED 1,2 888,900 BEMIS CO COM 081437105 982 24,702 SH DEFINED 1,2 24,702 BEST BUY, INC. COM 086516101 1,175 17,400 SH DEFINED 1,2 17,400 BESTFOODS COM COM 08658U101 6,474 130,778 SH DEFINED 1,2 130,778 BETHLEHEM STEEL CORP COM 087509105 466 60,607 SH DEFINED 1,2 60,607 BIOMET INC COM 090613100 2,092 52,638 SH DEFINED 1,2 52,638 BLACK & DECKER CORP. COM 091797100 2,607 41,293 SH DEFINED 1,2 41,293 BMC SOFTWARE INC COM 055921100 5,908 109,400 SH DEFINED 1,2 109,400 BOEING CO COM 097023105 20,081 454,456 SH DEFINED 1,2 454,456 BOISE CASCADE CORP COM 097383103 1,132 26,404 SH DEFINED 1,2 26,404 BOSTON SCIENTIFIC CORP COM 101137107 8,063 183,500 SH DEFINED 1,2 183,500 BRAZIL FUND INC COMMON US COM 105759104 1,136 77,000 SH DEFINED 77,000 BRIGGS & STRATTON COM 109043109 633 10,962 SH DEFINED 1,2 10,962 BRISTOL MYERS SQUIBB CO COM 110122108 65,158 925,044 SH DEFINED 1,2 925,044 BROWN-FORMAN CORP. CL B 115637209 2,102 32,251 SH DEFINED 1,2 32,251 BROWNING FERRIS INC COM 115885105 3,188 74,148 SH DEFINED 1,2 74,148 BRUNSWICK CORP COM 117043109 1,206 43,250 SH DEFINED 1,2 43,250 BURLINGTON NORTHERN SANTA COM 12189T104 6,825 220,158 SH DEFINED 1,2 220,158 BURLINGTON RESOURCES INC. COM 122014103 3,598 83,185 SH DEFINED 1,2 83,185 CABLETRON SYSTEMS INC COM 126920107 996 76,600 SH DEFINED 1,2 76,600 CAMPBELL SOUP COM 134429109 9,469 204,184 SH DEFINED 1,2 204,184 CANADIAN IMPERIAL BANK OF COM 136069101 5,529 232,271 SH DEFINED 232,271 CANADIAN NATIONAL RAILWAY COM 136375102 691 10,400 SH DEFINED 10,400 CAPITAL ONE FINL CORP COM 14040H105 5,129 92,100 SH DEFINED 1,2 92,100 CARDINAL HEALTH INC COM 14149Y108 8,163 127,300 SH DEFINED 1,2 127,300 CARNIVAL CRUISE LINE COM 143658102 13,920 287,000 SH DEFINED 1,2 287,000 CAROLINA POWER & LIGHT CO COM 144141108 3,045 71,122 SH DEFINED 1,2 71,122 CASE CORP COM 14743R103 1,641 34,100 SH DEFINED 1,2 34,100 CATERPILLAR INC. COM 149123101 10,018 166,972 SH DEFINED 1,2 166,972 CBS CORPORATION COM 12490K107 14,455 332,768 SH DEFINED 1,2 332,768 CENDANT CORP COM 151313103 7,434 362,653 SH DEFINED 1,2 362,653 CENTEX CORP COM 152312104 1,043 27,774 SH DEFINED 1,2 27,774 CENTRAL & SOUTH WEST CORP COM 152357109 2,334 99,851 SH DEFINED 1,2 99,851 CENTURYTEL INCCOM COM 156700106 2,582 64,950 SH DEFINED 1,2 64,950 CERIDIAN CORP COM 15677T106 2,179 66,666 SH DEFINED 1,2 66,666 CHAMPION INTERNATIONAL CO COM 158525105 2,154 44,996 SH DEFINED 1,2 44,996 CHASE MANHATTAN CORP NEW COM 16161A108 34,329 396,292 SH DEFINED 1,2 396,292 CHEVRON CORP COM 166751107 29,169 306,442 SH DEFINED 1,2 306,442 CHOICEPOINT INC COM 170388102 449 6,690 SH DEFINED 1,2 6,690 CHUBB CORP COM 171232101 5,268 75,794 SH DEFINED 1,2 75,794 CIGNA CORP COM 125509109 27,643 310,600 SH DEFINED 1,2 310,600 CINCINNATI FINL CORP COM 172062101 2,941 78,300 SH DEFINED 1,2 78,300 CINERGY CORP COM 172474108 2,382 74,427 SH DEFINED 1,2 74,427 CIRCUIT CITY STORES - CIR CIRCT GRP 172737108 4,380 47,098 SH DEFINED 1,2 47,098 CISCO SYSTEMS COM 17275R102 95,656 1,486,700 SH DEFINED 1,2 1,486,700 CITIGROUP INC COM 172967101 75,036 1,579,705 SH DEFINED 1,2 1,579,705 CLEAR CHANNEL COMMUNICATI COM 184502102 10,678 154,900 SH DEFINED 1,2 154,900 CLOROX CO COM 189054109 5,836 54,634 SH DEFINED 1,2 54,634 CMS ENERGY CORP COM 125896100 2,265 54,100 SH DEFINED 1,2 54,100 COASTAL CORP COM 190441105 3,991 99,774 SH DEFINED 1,2 99,774 COCA COLA CO COM 191216100 72,052 1,152,914 SH DEFINED 1,2 1,152,914 COCA-COLA ENTERPRISES COM 191219104 5,846 196,500 SH DEFINED 1,2 196,500 COLGATE-PALMOLIVE CO COM 194162103 13,447 136,174 SH DEFINED 1,2 136,174 COLUMBIA ENERGY GROUP COM 197648108 2,452 39,108 SH DEFINED 1,2 39,108 COLUMBIA HEALTHCARE CORP COM 197677107 6,136 268,961 SH DEFINED 1,2 268,961 COMCAST CORP CL A 200300101 204 5,700 SH DEFINED 1,2 5,700 COMCAST CORP CL A SPL 200300200 13,302 346,064 SH DEFINED 1,2 346,064 COMERICA INC COM 200340107 4,333 72,900 SH DEFINED 1,2 72,900 COMMSCOPE INC COM COM 203372107 618 20,098 SH DEFINED 1,2 20,098 COMPAQ COMPUTER CORP COM 204493100 18,826 794,751 SH DEFINED 1,2 794,751 COMPUTER ASSOCIATES INTL COM 204912109 13,754 250,073 SH DEFINED 1,2 250,073 COMPUTER SCIENCES COM 205363104 5,146 74,384 SH DEFINED 1,2 74,384 COMPUWARE CORP COM 205638109 5,434 170,800 SH DEFINED 1,2 170,800 CONAGRA INC COM 205887102 6,104 229,248 SH DEFINED 1,2 229,248 CONSECO INC COM 208464107 4,549 149,442 SH DEFINED 1,2 149,442 CONSOLIDATED EDISON INC COM 209115104 4,839 106,936 SH DEFINED 1,2 106,936 CONSOLIDATED NATURAL GAS COM 209615103 2,740 45,102 SH DEFINED 1,2 45,102 CONSOLIDATED STORES CORP COM 210149100 1,377 51,000 SH DEFINED 1,2 51,000 CONSTELLATION ENGY GRP IN COM 210371100 2,083 70,302 SH DEFINED 1,2 70,302 COOPER INDUSTRIES INC COM 216669101 2,341 45,015 SH DEFINED 1,2 45,015 COOPER TIRE & RUBBER CO COM 216831107 837 35,416 SH DEFINED 1,2 35,416 COORS ADOLPH CL B 217016104 844 17,055 SH DEFINED 1,2 17,055 CORN PRODUCTS INTL INC COM 219023108 489 16,071 SH DEFINED 1,2 16,071 CORNING INC COM 219350105 7,924 112,997 SH DEFINED 1,2 112,997 COSTCO COS INC COM COM 22160Q102 8,176 102,115 SH DEFINED 1,2 102,115 COUNTRYWIDE CREDIT COM 222372104 2,236 52,300 SH DEFINED 1,2 52,300 COVANCE INC COM COM 222816100 570 23,823 SH DEFINED 1,2 23,823 COVER-ALL TECHNOLOGIES IN COM 222892101 1,703 1,238,273 SH DEFINED 1,2 1,238,273 COX COMMUNICATIONS INC CL A 224044107 2,399 65,156 SH DEFINED 1,2 65,156 CRANE CORP COM 224399105 1,008 32,051 SH DEFINED 1,2 32,051 CROWN CORK & SEAL INC COM 228255105 1,641 57,577 SH DEFINED 1,2 57,577 CSX CORPORATION COM 126408103 4,640 102,390 SH DEFINED 1,2 102,390 CUMMINS ENGINE CO COM 231021106 1,114 19,504 SH DEFINED 1,2 19,504 CVS CORP COM COM 126650100 9,231 181,888 SH DEFINED 1,2 181,888 CYPRUS AMAX MINERALS COM 232809103 648 42,698 SH DEFINED 1,2 42,698 DANA CORP COM 235811106 3,573 77,564 SH DEFINED 1,2 77,564 DANAHER CORPORATION COM 235851102 3,633 62,500 SH DEFINED 1,2 62,500 DARDEN RESTAURANTS INC COM 237194105 1,371 62,840 SH DEFINED 1,2 62,840 DATA GENERAL CORP COM 237688106 338 23,205 SH DEFINED 1,2 23,205 DAYTON HUDSON CORP COM 239753106 13,356 205,476 SH DEFINED 1,2 205,476 DEERE & CO COM 244199105 4,323 109,105 SH DEFINED 1,2 109,105 DELL COMPUTER COM 247025109 43,827 1,184,500 SH DEFINED 1,2 1,184,500 DELPHI AUTOMOTIVE COM 247126105 4,891 263,514 SH DEFINED 1,2 263,514 DELTA AIRLINES INC COM 247361108 3,792 65,810 SH DEFINED 1,2 65,810 DELUXE CHECK PRINTERS INC COM 248019101 1,459 37,471 SH DEFINED 1,2 37,471 DESC. FOMENTO ADR ( 4 C S SPN ADR C 250309101 317 14,000 SH DEFINED 14,000 DEVON ENERGY CORP COM 251799102 682 19,073 SH DEFINED 1,2 19,073 DILLARD'S INC CL A 254067101 1,756 49,982 SH DEFINED 1,2 49,982 DISNEY WALT PRODUCTIONS COM 254687106 29,673 963,012 SH DEFINED 1,2 963,012 DOLLAR GENERAL COM 256669102 3,011 103,841 SH DEFINED 1,2 103,841 DOMINION RES INC VIRGINIA COM 257470104 3,901 90,071 SH DEFINED 1,2 90,071 DONNELLY, R.R. & SONS CO. COM 257867101 2,284 61,634 SH DEFINED 1,2 61,634 DOVER CORP COM 260003108 3,512 100,348 SH DEFINED 1,2 100,348 DOW CHEMICAL CO COM 260543103 13,049 102,849 SH DEFINED 1,2 102,849 DOW JONES COM 260561105 2,259 42,578 SH DEFINED 1,2 42,578 DTE ENERGY CO COM 233331107 2,723 68,077 SH DEFINED 1,2 68,077 DUKE ENERGY CORP COM 264399106 9,229 169,726 SH DEFINED 1,2 169,726 DUN & BRADSTREET CORP COM 26483B106 2,720 76,761 SH DEFINED 1,2 76,761 E G & G INC COM 268457108 741 20,799 SH DEFINED 1,2 20,799 E M C CORP MASS COM 268648102 25,911 471,100 SH DEFINED 1,2 471,100 E.I. DUPONT DE NEMOURS & COM 263534109 36,023 527,330 SH DEFINED 1,2 527,330 EARTHGRAINS CO COM 270319106 407 15,784 SH DEFINED 1,2 15,784 EASTERN ENTERPRISES COM 27637F100 414 10,425 SH DEFINED 1,2 10,425 EASTMAN CHEMICAL CO.,INC. COM 277432100 1,988 38,399 SH DEFINED 1,2 38,399 EASTMAN KODAK CO. COM 277461109 10,210 150,698 SH DEFINED 1,2 150,698 EATON CORP COM 278058102 3,085 33,530 SH DEFINED 1,2 33,530 ECHOSTAR COMMUNICATIONS C CL A 278762109 2,018 13,500 SH DEFINED 1,2 13,500 ECOLAB COM 278865100 2,637 60,440 SH DEFINED 1,2 60,440 EDISON INTERNATIONAL COM 281020107 4,365 163,168 SH DEFINED 1,2 163,168 EL PASO ENERGY CORP DEL C COM 283905107 2,699 76,704 SH DEFINED 1,2 76,704 ELECTRONIC DATA SYS CORP COM 285661104 13,026 230,300 SH DEFINED 1,2 230,300 EMBOTELLADORA ANDINA SA " SPN ADR A 29081P204 464 23,200 SH DEFINED 23,200 EMERSON ELECTRIC CO COM 291011104 12,834 204,124 SH DEFINED 1,2 204,124 EMPRESAS ICA S.A. -SPONS SPON ADR 292448107 558 82,600 SH DEFINED 82,600 ENGELHARD CORP COM 292845104 1,356 59,946 SH DEFINED 1,2 59,946 ENRON CORP. COM 293561106 13,456 164,596 SH DEFINED 1,2 164,596 ENTERGY CORP. (NEW) COM 29364G103 3,616 115,696 SH DEFINED 1,2 115,696 EQUANT NV NY REG SHS 294409107 7,153 77,300 SH DEFINED 77,300 EQUIFAX INC COM 294429105 2,412 67,600 SH DEFINED 1,2 67,600 EXXON CORP COM 302290101 87,813 1,138,592 SH DEFINED 1,2 1,138,592 FANNIE MAE COM 313586109 32,836 480,228 SH DEFINED 1,2 480,228 FDX CORP HOLDING CO COM 31304N107 7,487 138,002 SH DEFINED 1,2 138,002 FEDERATED DEPT STORES INC COM 31410H101 5,183 97,900 SH DEFINED 1,2 97,900 FIFTH THIRD BANCORP COM 316773100 8,327 125,100 SH DEFINED 1,2 125,100 FINOVA GROUP INC COM COM 317928109 404 7,672 SH DEFINED 1,2 7,672 FIRST DATA CORP COM 319963104 9,939 203,100 SH DEFINED 1,2 203,100 FIRST UNION CORP COM 337358105 21,333 453,883 SH DEFINED 1,2 453,883 FIRSTAR CORP COM COM 33763V109 8,660 309,300 SH DEFINED 1,2 309,300 FIRSTENERGY CORP COM 337932107 3,443 111,055 SH DEFINED 1,2 111,055 FLEET FINANCIAL CORPORATI COM 338915101 11,826 266,496 SH DEFINED 1,2 266,496 FLEETWOOD ENTERPRISES INC COM 339099103 434 16,416 SH DEFINED 1,2 16,416 FLORIDA PROGRESS CORP COM 341109106 1,843 44,600 SH DEFINED 1,2 44,600 FLUOR CORP COM 343861100 1,433 35,373 SH DEFINED 1,2 35,373 FMC CORP COM NEW 302491303 1,059 15,507 SH DEFINED 1,2 15,507 FOMENTO ECON MEXICANO UBD SPND ADR F 344419106 977 24,500 SH DEFINED 24,500 FORD MOTOR CO DEL COM 345370100 31,979 566,626 SH DEFINED 1,2 566,626 FORT JAMES CORP COM 347471104 3,904 103,067 SH DEFINED 1,2 103,067 FORTUNE BRANDS INC COM 349631101 3,250 78,545 SH DEFINED 1,2 78,545 FOSTER WHEELER COM 350244109 269 19,029 SH DEFINED 1,2 19,029 FPL GROUP INC COM 302571104 4,642 84,976 SH DEFINED 1,2 84,976 FRANKLIN RESOURCES COM 354613101 4,822 118,700 SH DEFINED 1,2 118,700 FREDDIE MAC COM 313400301 18,748 323,248 SH DEFINED 1,2 323,248 FREEPORT MCMORAN COPPER + CL B 35671D857 1,396 77,800 SH DEFINED 1,2 77,800 FRONTIER CORP COM COM 35906P105 4,755 80,600 SH DEFINED 1,2 80,600 FRUIT OF TH LOOM, LTD CL ORD CL A G3682L105 328 33,600 SH DEFINED 1,2 33,600 GANNETT CO COM 364730101 9,424 132,014 SH DEFINED 1,2 132,014 GAP, INC. COM 364760108 20,140 399,802 SH DEFINED 1,2 399,802 GATEWAY INC COM 367626108 4,301 72,900 SH DEFINED 1,2 72,900 GENER SA ADS (1 COM NPV) SPONS ADR 368731105 1,395 78,600 SH DEFINED 78,600 GENERAL COMMUNICATION I-C CL A 369385109 1,145 168,399 SH DEFINED 1,2 168,399 GENERAL DYNAMICS CORP COM 369550108 4,074 59,468 SH DEFINED 1,2 59,468 GENERAL ELECTRIC CO COM 369604103 172,517 1,526,762 SH DEFINED 1,2 1,526,762 GENERAL INSTRUMENT CORP COM 370120107 3,400 80,000 SH DEFINED 1,2 80,000 GENERAL MILLS INC COM 370334104 5,742 71,440 SH DEFINED 1,2 71,440 GENERAL MOTORS CORP COM 370442105 20,064 303,993 SH DEFINED 1,2 303,993 GENERAL SEMICONDUCTOR INC COM 370787103 138 15,075 SH DEFINED 1,2 15,075 GENUINE PARTS COMPANY COM 372460105 3,045 87,078 SH DEFINED 1,2 87,078 GEORGIA-PACIFIC CORP (GRO COM GA PAC 373298108 3,821 80,650 SH DEFINED 1,2 80,650 GILLETTE CO. COM 375766102 21,205 517,192 SH DEFINED 1,2 517,192 GOLDEN WEST FINANCIAL COM 381317106 2,626 26,793 SH DEFINED 1,2 26,793 GOODRICH B F CO COM 382388106 1,478 34,776 SH DEFINED 1,2 34,776 GOODYEAR TIRE & RUBBER CO COM 382550101 4,299 73,092 SH DEFINED 1,2 73,092 GPU INC COM 36225X100 2,498 59,200 SH DEFINED 1,2 59,200 GRACE WR & CO COM 38388F108 631 34,333 SH DEFINED 1,2 34,333 GRAINGER W W INC COM 384802104 2,396 44,530 SH DEFINED 1,2 44,530 GREAT ATLANTIC & PACIFIC COM 390064103 608 17,990 SH DEFINED 1,2 17,990 GREAT LAKES CHEMICAL COM 390568103 1,269 27,554 SH DEFINED 1,2 27,554 GRUPO TELEVISA ADR (REP SPN ADR RE 40049J206 1,882 42,000 SH DEFINED 42,000 GTE CORP COM 362320103 34,413 454,307 SH DEFINED 1,2 454,307 GUIDANT CORP COM 401698105 7,232 140,600 SH DEFINED 1,2 140,600 H&R BLOCK COM 093671105 2,302 46,034 SH DEFINED 1,2 46,034 HALLIBURTON COM 406216101 9,330 206,182 SH DEFINED 1,2 206,182 HARCOURT GENNC COM 41163G101 1,717 33,299 SH DEFINED 1,2 33,299 HARRAHS ENTMT INC COM 413619107 1,284 58,372 SH DEFINED 1,2 58,372 HARRIS CORP COM 413875105 1,469 37,474 SH DEFINED 1,2 37,474 HARTFORD FIN SERV GRP INC COM 416515104 6,824 117,022 SH DEFINED 1,2 117,022 HASBRO INC. COM 418056107 2,575 92,165 SH DEFINED 1,2 92,165 HCR MANOR CARE, INC COM 404134108 1,257 51,987 SH DEFINED 1,2 51,987 HEALTHSOUTH REHABILITATIO COM 421924101 2,908 194,700 SH DEFINED 1,2 194,700 HEINZ HJ CO COM 423074103 8,410 167,772 SH DEFINED 1,2 167,772 HELMERICH & PAYNE COM 423452101 560 23,512 SH DEFINED 1,2 23,512 HERCULES INC COM 427056106 1,843 46,893 SH DEFINED 1,2 46,893 HERSHEY FOODS CORP COM 427866108 3,875 65,256 SH DEFINED 1,2 65,256 HEWLETT PACKARD CO COM 428236103 47,653 474,156 SH DEFINED 1,2 474,156 HILTON HOTELS CORP COM 432848109 1,733 122,116 SH DEFINED 1,2 122,116 HOME DEPOT COM 437076102 44,446 689,752 SH DEFINED 1,2 689,752 HOMESTAKE MINING CO COM 437614100 973 118,826 SH DEFINED 1,2 118,826 HONEYWELL INC COM 438506107 6,843 59,056 SH DEFINED 1,2 59,056 HOST MARRIOTT CORP (REIT) COM 44107P104 176 14,814 SH DEFINED 1,2 14,814 HOUSEHOLD INTERNATIONAL,I COM 441815107 10,648 224,765 SH DEFINED 1,2 224,765 HUMANA INC COM 444859102 1,010 78,100 SH DEFINED 1,2 78,100 HUNTINGTON BANCSHARES INC COM 446150104 3,471 99,170 SH DEFINED 1,2 99,170 IKON OFFICE SOLUTIONS, IN COM 451713101 1,017 67,826 SH DEFINED 1,2 67,826 ILLINOIS TOOL WORKS INC. COM 452308109 9,614 117,248 SH DEFINED 1,2 117,248 IMS HEALTH INC COM COM 449934108 4,619 147,822 SH DEFINED 1,2 147,822 INCO LTD COM 453258402 1,573 87,389 SH DEFINED 1,2 87,389 INDIA FUND INC. USD0.001 COM 454089103 4,062 408,800 SH DEFINED 408,800 INGERSOLL RAND CO COM 456866102 4,993 77,268 SH DEFINED 1,2 77,268 INTEL CORP. COM 458140100 92,168 1,549,046 SH DEFINED 1,2 1,549,046 INTERNATIONAL BUSINESS MA COM 459200101 109,719 848,956 SH DEFINED 1,2 848,956 INTERNATIONAL PAPER CO COM 460146103 9,717 192,418 SH DEFINED 1,2 192,418 INTERPUBLIC GROUP COS INC COM 460690100 5,622 64,900 SH DEFINED 1,2 64,900 INTL FLAVORS & FRAGRANCES COM 459506101 2,210 49,798 SH DEFINED 1,2 49,798 ITT INDUSTRIES,INC. COM 450911102 1,583 41,511 SH DEFINED 1,2 41,511 JEFFERSON PILOT COM 475070108 3,296 49,793 SH DEFINED 1,2 49,793 JOHN H HARLAND COM 412693103 280 14,032 SH DEFINED 1,2 14,032 JOHNSON & JOHNSON COM 478160104 61,531 627,912 SH DEFINED 1,2 627,912 JOHNSON CONTROLS INC COM 478366107 2,766 39,900 SH DEFINED 1,2 39,900 JOSTENS INC COM 481088102 352 16,733 SH DEFINED 1,2 16,733 K MART CORP COM 482584109 3,798 231,076 SH DEFINED 1,2 231,076 KANSAS CITY SO. IND COM 485170104 3,280 51,400 SH DEFINED 1,2 51,400 KAUFMAN & BROAD HOME CORP COM 486168107 544 21,868 SH DEFINED 1,2 21,868 KELLOGG CO COM 487836108 6,249 189,364 SH DEFINED 1,2 189,364 KERR MCGEE COM 492386107 2,033 40,499 SH DEFINED 1,2 40,499 KEYCORP COM 493267108 6,752 210,192 SH DEFINED 1,2 210,192 KIMBERLY CLARK CORP COM 494368103 14,185 248,852 SH DEFINED 1,2 248,852 KING WORLD PROD COM 495667107 1,187 34,102 SH DEFINED 1,2 34,102 KINROSS GOLD CORP COM 496902107 60 36,440 SH DEFINED 1,2 36,440 KLA INSTRUMENTS COM 482480100 2,653 40,900 SH DEFINED 1,2 40,900 KNIGHT RIDDER NEWSPAPERS COM 499040103 2,026 36,874 SH DEFINED 1,2 36,874 KOHLS CORP COM 500255104 5,828 75,500 SH DEFINED 1,2 75,500 KROGER CO COM 501044101 10,733 384,196 SH DEFINED 1,2 384,196 L S I LOGIC CORP COM 502161102 3,058 66,300 SH DEFINED 1,2 66,300 LAIDLAW INC COM 50730K503 1,137 154,200 SH DEFINED 1,2 154,200 LAN CHILE S.A. ADR SPONS ADR 501723100 909 126,400 SH DEFINED 126,400 LEHMAN BROTHERS HLDGS INC COM 524908100 3,445 55,340 SH DEFINED 1,2 55,340 LILLY ELI & CO COM 532457108 36,732 512,836 SH DEFINED 1,2 512,836 LIMITED THE COM 532716107 4,566 100,624 SH DEFINED 1,2 100,624 LINCOLN NATIONAL CORP COM 534187109 5,165 98,740 SH DEFINED 1,2 98,740 LIZ CLAIBORNE INC COM 539320101 1,105 30,283 SH DEFINED 1,2 30,283 LOCKHEED MARTIN CORP COM 539830109 6,862 184,214 SH DEFINED 1,2 184,214 LOEWS CORP COM 540424108 4,621 58,400 SH DEFINED 1,2 58,400 LONGS DRUG STORE COM 543162101 626 18,110 SH DEFINED 1,2 18,110 LOUISIANA PACIFIC CORP COM 546347105 1,208 50,852 SH DEFINED 1,2 50,852 LOWES COMPANIES INC COM 548661107 9,854 173,832 SH DEFINED 1,2 173,832 LTV CORP. COM 501921100 76 11,374 SH DEFINED 1,2 11,374 LUCENT TECHNOLOGIES INC COM 549463107 95,451 1,415,401 SH DEFINED 1,2 1,415,401 MALLINCKRODT INC NEW COM 561232109 1,219 33,507 SH DEFINED 1,2 33,507 MARRIOTT INTL CLASS A CL A 571903202 5,135 137,396 SH DEFINED 1,2 137,396 MARSH & MCLENNAN COM 571748102 9,272 122,804 SH DEFINED 1,2 122,804 MASCO CORP COM 574599106 4,597 159,200 SH DEFINED 1,2 159,200 MATAV RT-SPONSORED ADR SPONS ADR 559776109 774 28,140 SH DEFINED 28,140 MATTEL INC COM 577081102 5,114 193,422 SH DEFINED 1,2 193,422 MAY DEPT STORES CO COM 577778103 6,423 157,136 SH DEFINED 1,2 157,136 MAYTAG COMPANY COM 578592107 2,894 41,525 SH DEFINED 1,2 41,525 MBIA, INC. COM 55262C100 3,017 46,600 SH DEFINED 1,2 46,600 MBNA CORP COM 55262L100 11,445 373,730 SH DEFINED 1,2 373,730 MCDERMOTT INTERNATIONAL I COM 580037109 780 27,597 SH DEFINED 1,2 27,597 MCDONALDS CORP COM 580135101 26,238 635,112 SH DEFINED 1,2 635,112 MCGRAW HILL INC COM 580645109 4,978 92,296 SH DEFINED 1,2 92,296 MCI WORLDCOM INC COM COM 55268B106 74,508 865,738 SH DEFINED 1,2 865,738 MCKESSON HBOC, INC. COM 58155Q103 4,146 129,068 SH DEFINED 1,2 129,068 MEAD CORP. COM 582834107 2,013 48,210 SH DEFINED 1,2 48,210 MEDIAONE GROUP,INC COM 58440J104 21,096 283,639 SH DEFINED 1,2 283,639 MEDTRONIC COM 585055106 21,234 272,672 SH DEFINED 1,2 272,672 MELLON BANK CORP COM 585509102 8,914 245,052 SH DEFINED 1,2 245,052 MERCANTILE BANCORP COM 587342106 4,210 73,700 SH DEFINED 1,2 73,700 MERCK & COMPANY COM 589331107 81,586 1,102,590 SH DEFINED 1,2 1,102,590 MEREDITH CORP COM 589433101 852 24,616 SH DEFINED 1,2 24,616 MERRILL LYNCH & CO INC COM 590188108 13,764 172,208 SH DEFINED 1,2 172,208 MGIC INVT CORP WIS COM 552848103 2,494 51,300 SH DEFINED 1,2 51,300 MICRON TECHNOLOGY INC COM 595112103 4,684 116,200 SH DEFINED 1,2 116,200 MICROSOFT CORP COM 594918104 214,489 2,378,324 SH DEFINED 1,2 2,378,324 MILACRON INC COM 598709103 334 18,080 SH DEFINED 1,2 18,080 MILLIPORE CORP COM 601073109 836 20,608 SH DEFINED 1,2 20,608 MINNESOTA MINING & MANUFA COM 604059105 16,362 188,202 SH DEFINED 1,2 188,202 MIRAGE RESORTS, INC COM 60462E104 1,533 91,500 SH DEFINED 1,2 91,500 MOBIL CORP COM 607059102 36,232 365,982 SH DEFINED 1,2 365,982 MONSANTO COMPANY COM 611662107 11,635 295,030 SH DEFINED 1,2 295,030 MORGAN STANLEY DEAN WITTE COM NEW 617446448 27,389 267,205 SH DEFINED 1,2 267,205 MORGAN, J.P., & CO., INC COM 616880100 11,625 82,741 SH DEFINED 1,2 82,741 MOTOROLA INC COM 620076109 26,676 281,536 SH DEFINED 1,2 281,536 N L INDUSTRIES COM NEW 629156407 216 19,412 SH DEFINED 1,2 19,412 NABISCO GROUP BLDG CORP COM 62952P102 2,979 152,300 SH DEFINED 1,2 152,300 NACCO INDUSTRIES INC CL A 629579103 274 3,734 SH DEFINED 1,2 3,734 NALCO CHEMICAL COM 629853102 1,586 30,566 SH DEFINED 1,2 30,566 NATIONAL CITY CORP COM 635405103 9,763 149,050 SH DEFINED 1,2 149,050 NATIONAL SEMICONDUCTOR CO COM 637640103 1,963 77,533 SH DEFINED 1,2 77,533 NATIONAL SERVICE INDUSTRY COM 637657107 701 19,485 SH DEFINED 1,2 19,485 NAVISTAR INTL COM 63934E108 1,580 31,591 SH DEFINED 1,2 31,591 NETWORK APPLIANCE INC COM COM 64120L104 1,866 33,400 SH DEFINED 1,2 33,400 NEW CENTY 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COM 693506107 4,827 81,722 SH DEFINED 1,2 81,722 PRAXAIR INC COM 74005P104 3,626 74,104 SH DEFINED 1,2 74,104 PRICE COMMUNICATIONS CORP COM NEW 741437305 3,071 204,711 SH DEFINED 1,2 204,711 PROCTOR AND GAMBLE CO COM 742718109 55,354 620,208 SH DEFINED 1,2 620,208 PROGRESSIVE CORP OHIO COM 743315103 4,916 33,900 SH DEFINED 1,2 33,900 PROVIDENT COS INC COM COM 743862104 2,540 63,500 SH DEFINED 1,2 63,500 PROVIDIAN FINL CORP COM 74406A102 6,192 66,229 SH DEFINED 1,2 66,229 PUBLIC SERVICE ENTERPRISE COM 744573106 4,230 103,494 SH DEFINED 1,2 103,494 PULTE CORP COM 745867101 471 20,414 SH DEFINED 1,2 20,414 QUAKER OATS COM 747402105 4,180 62,976 SH DEFINED 1,2 62,976 QUEST DIAGNOSTICS INC COM COM 74834L100 326 11,910 SH DEFINED 1,2 11,910 QUIMICA Y MINERA ADR (REP SPON ADR S 833635105 2,413 68,200 SH DEFINED 68,200 RALSTON-RALSTON PURINA GR COM RALPUR 751277302 4,623 151,895 SH DEFINED 1,2 151,895 RAYCHEM CORP COM 754603108 1,365 36,890 SH DEFINED 1,2 36,890 RAYTHEON CO CLASS B CL B 755111408 11,077 157,402 SH DEFINED 1,2 157,402 REEBOK INTL LTD COM 758110100 493 26,443 SH DEFINED 1,2 26,443 REGIONS FINL CORP COM 758940100 3,982 103,600 SH DEFINED 1,2 103,600 RELIANT ENERGY INC COM 75952J108 3,812 137,974 SH DEFINED 1,2 137,974 REPUBLIC N Y CORP COM 760719104 3,368 49,400 SH DEFINED 1,2 49,400 REYNOLDS METAL CO COM 761763101 1,792 30,375 SH DEFINED 1,2 30,375 RH DONNELLY CORP COM NEW 74955W307 316 16,131 SH DEFINED 1,2 16,131 RITE AID CORP COM 767754104 2,988 121,332 SH DEFINED 1,2 121,332 ROCKWELL INTL CORP NEW CO COM 773903109 5,447 89,656 SH DEFINED 1,2 89,656 ROHM & HAAS CO COM 775371107 4,267 99,513 SH DEFINED 1,2 99,513 ROWAN COS INC COM 779382100 725 39,303 SH DEFINED 1,2 39,303 ROYAL BANK OF CANADA COM 780087102 927 21,100 SH DEFINED 21,100 ROYAL DUTCH PETROLEUM NY REG GLD 780257804 68,140 1,134,534 SH DEFINED 1,2 1,134,534 RUSSELL CORP COM 782352108 330 16,925 SH DEFINED 1,2 16,925 RYDER SYSTEM INC COM 783549108 873 33,586 SH DEFINED 1,2 33,586 RYERSON TULL, INC COM 78375P107 519 23,021 SH DEFINED 1,2 23,021 SAFECO CORP COM 786429100 2,822 63,944 SH DEFINED 1,2 63,944 SAFETY-KLEEN CORP NEW COM COM NEW 78648R203 337 18,588 SH DEFINED 1,2 18,588 SAFEWAY INC COM NEW 786514208 11,415 230,600 SH DEFINED 1,2 230,600 SARA LEE COM 803111103 9,573 421,968 SH DEFINED 1,2 421,968 SBC COMMUNICATIONS INC COM 78387G103 53,023 914,194 SH DEFINED 1,2 914,194 SCHERING PLOUGH CORP COM 806605101 36,304 684,976 SH DEFINED 1,2 684,976 SCHLUMBERGER LTD COM 806857108 16,302 255,972 SH DEFINED 1,2 255,972 SCHWAB CHARLES CORP COM 808513105 20,849 189,750 SH DEFINED 1,2 189,750 SCIENTIFIC ATLANTA COM 808655104 1,261 35,032 SH DEFINED 1,2 35,032 SEAGATE TECHNOLOGY COM 811804103 2,706 105,600 SH DEFINED 1,2 105,600 SEAGRAM CO LTD COM 811850106 10,168 201,872 SH DEFINED 1,2 201,872 SEALED AIR COR CONV PFD S PFD CV A$2 81211K209 1,031 16,497 SH DEFINED 1,2 16,497 SEALED AIR CORP COM 81211K100 2,525 38,915 SH DEFINED 1,2 38,915 SEARS ROEBUCK & CO. USD0. COM 812387108 7,953 178,468 SH DEFINED 1,2 178,468 SEMPRA ENERGY COM 816851109 2,551 112,732 SH DEFINED 1,2 112,732 SERVICE CORP., INTERNATIO COM 817565104 2,447 127,122 SH DEFINED 1,2 127,122 SHARED MEDICAL SYSTEM COR COM 819486101 807 12,362 SH DEFINED 1,2 12,362 SHERWIN WILLIAMS CO COM 824348106 2,235 80,538 SH DEFINED 1,2 80,538 SIGMA-ALDRICH COM 826552101 1,622 47,100 SH DEFINED 1,2 47,100 SILICON GRAPHICS COM 827056102 1,436 87,700 SH DEFINED 1,2 87,700 SLM HLDG CORP COM COM 78442A109 3,486 76,100 SH DEFINED 1,2 76,100 SNAP-ON, INC. COM 833034101 1,085 29,973 SH DEFINED 1,2 29,973 SOLECTRON CORP COM 834182107 7,816 117,200 SH DEFINED 1,2 117,200 SONAT COM 835415100 1,708 51,556 SH DEFINED 1,2 51,556 SOUTHERN CO COM 842587107 8,669 327,132 SH DEFINED 1,2 327,132 SOUTHERN PERU COPPER CORP COM 843611104 485 33,600 SH DEFINED 33,600 SOUTHTRUST CORP COM 844730101 2,970 77,400 SH DEFINED 1,2 77,400 SOUTHWEST AIRLINES COM 844741108 4,884 156,925 SH DEFINED 1,2 156,925 SPDR TR UNIT SER 1 78462F103 2,576 18,982 SH DEFINED 1,2 18,982 SPRINGS INDUSTRIES CL A 851783100 370 8,481 SH DEFINED 1,2 8,481 SPRINT CORP COM FON GR 852061100 22,978 434,972 SH DEFINED 1,2 434,972 SPRINT CORP (PCS GROUP) PCS COMSE1 852061506 12,173 213,093 SH DEFINED 1,2 213,093 ST JUDE MEDICAL COM 790849103 1,401 39,315 SH DEFINED 1,2 39,315 ST PAUL COMPANIES COM 792860108 3,392 106,614 SH DEFINED 1,2 106,614 STANLEY WORKS COM 854616109 1,339 41,612 SH DEFINED 1,2 41,612 STAPLES INC COM 855030102 6,667 215,500 SH DEFINED 1,2 215,500 STATE STREET CORP COM 857477103 6,429 75,300 SH DEFINED 1,2 75,300 SUMMIT BANCORP COM COM 866005101 3,358 80,300 SH DEFINED 1,2 80,300 SUN MICROSYSTEMS INC COM 866810104 24,823 360,404 SH DEFINED 1,2 360,404 SUN TRUST BANKS INC COM 867914103 10,423 150,104 SH DEFINED 1,2 150,104 SUNOCO, INC. COM 86764P109 1,322 43,803 SH DEFINED 1,2 43,803 SUPER VALU STORES INC COM 868536103 1,446 56,306 SH DEFINED 1,2 56,306 SYNOVUS FINL CORP COM 87161C105 2,478 124,700 SH DEFINED 1,2 124,700 SYSCO CORP COM 871829107 4,604 154,420 SH DEFINED 1,2 154,420 TALISMAN ENERGY INC. COM 87425E103 1,201 46,000 SH DEFINED 46,000 TANDY CORP COM 875382103 4,443 90,900 SH DEFINED 1,2 90,900 TEKTRONIX INC COM 879131100 668 22,123 SH DEFINED 1,2 22,123 TELEBRAS ADR (REP 1000 PR SPONS ADR 879287100 2 24,500 SH DEFINED 24,500 TELEBRAS HOLDERS ADR SPONS ADR 879287308 2,205 24,500 SH DEFINED 24,500 TELEFONICA DE PERU-SPON A SPONS ADR 879384105 847 56,000 SH DEFINED 56,000 TELEFONOS DE MEXICO SA SP ADR ORL 879403780 7,920 98,000 SH DEFINED 98,000 TELKOMUNIKASI INDONESIA A SPONS ADR 715684106 1,608 129,300 SH DEFINED 129,300 TELLABS INC COM 879664100 12,310 182,200 SH DEFINED 1,2 182,200 TEMPLE INLAND INC COM 879868107 1,778 26,056 SH DEFINED 1,2 26,056 TENET HEALTHCARE CORP COM 88033G100 2,698 145,326 SH DEFINED 1,2 145,326 TENNECO INC NEW COM COM 88037E101 1,903 79,695 SH DEFINED 1,2 79,695 TEVA PHARMACEUTICALS INDS ADR 881624209 1,007 20,560 SH DEFINED 20,560 TEXACO INC COM 881694103 15,684 250,942 SH DEFINED 1,2 250,942 TEXAS INSTRUMENTS INC COM 882508104 26,508 182,812 SH DEFINED 1,2 182,812 TEXAS UTILITIES CO COM 882848104 5,420 131,384 SH DEFINED 1,2 131,384 TEXTRON INC COM 883203101 5,831 70,836 SH DEFINED 1,2 70,836 THERMO ELECTRON COM 883556102 1,491 74,300 SH DEFINED 1,2 74,300 THOMAS & BETTS COM 884315102 1,252 26,498 SH DEFINED 1,2 26,498 TIME WARNER INC COM COM 887315109 41,133 559,632 SH DEFINED 1,2 559,632 TIMES MIRROR CO COM SER A 887364107 2,006 33,852 SH DEFINED 1,2 33,852 TIMKEN COMPANY COM 887389104 564 28,930 SH DEFINED 1,2 28,930 TJX COS INC COM 872540109 5,008 150,328 SH DEFINED 1,2 150,328 TORCHMARK CORP COM 891027104 2,151 63,028 SH DEFINED 1,2 63,028 TORONTO DOMINION BANK COM NEW 891160509 1,807 37,000 SH DEFINED 37,000 TOYS R US INC COM 892335100 2,446 118,225 SH DEFINED 1,2 118,225 TRANSAMERICA CORP COM 893485102 4,507 60,084 SH DEFINED 1,2 60,084 TREX COMPANY INC COM 89531P105 14,336 564,949 SH DEFINED 1,2 564,949 TRIBUNE CO COM 896047107 4,860 55,782 SH DEFINED 1,2 55,782 TRICON GLOBAL RESTAURANTS COM 895953107 3,849 71,115 SH DEFINED 1,2 71,115 TRW INC. COM 872649108 3,086 56,246 SH DEFINED 1,2 56,246 TUBOS DE ACERE MEX ADR NEW 898592506 707 65,000 SH DEFINED 65,000 TUPPERWARE CORPCOM COM 899896104 690 27,048 SH DEFINED 1,2 27,048 TYCO INTERNATIONAL LTD COM 902124106 36,216 382,229 SH DEFINED 1,2 382,229 U S T INC COM 902911106 2,425 82,895 SH DEFINED 1,2 82,895 U S WEST INC COM 91273H101 13,857 235,857 SH DEFINED 1,2 235,857 U.S. BANCORP COM 902973106 11,532 339,192 SH DEFINED 1,2 339,192 UNICOM CORP COM 904911104 3,928 101,862 SH DEFINED 1,2 101,862 UNILEVER N V NEW YORK SHS NY SHS NEW 904784709 18,567 266,197 SH DEFINED 1,2 266,197 UNION CARBIDE CORP COM 905581104 3,040 62,365 SH DEFINED 1,2 62,365 UNION OIL CO OF CALIFORNI COM 915289102 4,560 115,099 SH DEFINED 1,2 115,099 UNION PACIFIC CORP COM 907818108 6,770 116,106 SH DEFINED 1,2 116,106 UNION PACIFIC RES GROUP I COM 907834105 1,923 117,859 SH DEFINED 1,2 117,859 UNION PLANTERS COM 908068109 2,949 66,000 SH DEFINED 1,2 66,000 UNISYS CORP. COM 909214108 5,590 149,465 SH DEFINED 1,2 149,465 UNITED HEALTH CARE CORP COM 910581107 5,110 81,600 SH DEFINED 1,2 81,600 UNITED TECH. CORP. COM 913017109 16,083 224,344 SH DEFINED 1,2 224,344 UNUM CORP COM 903192102 2,902 53,000 SH DEFINED 1,2 53,000 US AIRWAYS GROUP, INC COM 911905107 1,538 35,300 SH DEFINED 1,2 35,300 USX MARATHON GRP COM NEW 902905827 4,696 144,223 SH DEFINED 1,2 144,223 USX US STEEL GRP COM 90337T101 1,115 41,314 SH DEFINED 1,2 41,314 V F CORP COM 918204108 2,405 56,268 SH DEFINED 1,2 56,268 VIACOM INC CL B CL B 925524308 14,243 323,698 SH DEFINED 1,2 323,698 VITRO SA-SPONSORED ADR SPONS ADR 928502301 866 96,100 SH DEFINED 96,100 VODAFONE AIRTOUCH PUBLIC SPONS ADR 92857T107 23,834 120,984 SH DEFINED 1,2 120,984 VULCAN MATLS CO COM 929160109 232 4,800 SH DEFINED 1,2 4,800 WACHOVIA CORP COM 929771103 8,141 95,150 SH DEFINED 1,2 95,150 WADDELL & REED FINL INC C CL B 930059209 441 16,339 SH DEFINED 1,2 16,339 WAL-MART STORES INC COM 931142103 100,265 2,078,186 SH DEFINED 1,2 2,078,186 WALGREEN COM 931422109 13,676 465,568 SH DEFINED 1,2 465,568 WARNER LAMBERT CO COM 934488107 27,414 395,154 SH DEFINED 1,2 395,154 WASHINGTON MUTUAL INC COM COM 939322103 9,842 278,212 SH DEFINED 1,2 278,212 WASTE MANAGEMENT, INC. COM 94106L109 15,226 283,270 SH DEFINED 1,2 283,270 WATSON PHARMACEUTICALS IN COM 942683103 1,574 44,900 SH DEFINED 1,2 44,900 WELLPOINT CALIFORNIA SVCS COM 94973H108 2,699 31,800 SH DEFINED 1,2 31,800 WELLS FARGO CO COM 949746101 32,900 769,600 SH DEFINED 1,2 769,600 WENDYS INTERNATIONAL INC COM 950590109 1,647 58,186 SH DEFINED 1,2 58,186 WESTVACO COM 961548104 1,370 47,245 SH DEFINED 1,2 47,245 WEYERHAEUSER CO COM 962166104 6,415 93,312 SH DEFINED 1,2 93,312 WHIRLPOOL CORP COM 963320106 2,637 35,636 SH DEFINED 1,2 35,636 WILLAMETTE INDUSTRIES INC COM 969133107 2,400 52,100 SH DEFINED 1,2 52,100 WILLIAMS COMPANIES COM 969457100 8,592 201,860 SH DEFINED 1,2 201,860 WINN- DIXIE STORES COM 974280109 2,575 69,718 SH DEFINED 1,2 69,718 WORTHINGTON INDUSTRIES COM 981811102 715 43,505 SH DEFINED 1,2 43,505 WRIGLEY, WM. JR. COM 982526105 4,876 54,185 SH DEFINED 1,2 54,185 XEROX CORP. COM 984121103 18,243 308,882 SH DEFINED 1,2 308,882 3COM CORP COM 885535104 4,489 168,200 SH DEFINED 1,2 168,200
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