<PAGE>
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, 2000
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: CIGNA Corporation
Address: One Liberty Place
Philadelphia, PA 19192-1550
Form 13F File Number: 28-1157
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Kathryn Pietrowiak
Title: Assistant Corporate Secretary
Phone: 860-726-8908
Signature, Place, and Date of Signing:
/s/ Kathryn Pietrowiak
--------------------------------------------------------------------------------
[Signature]
Bloomfield, CT
--------------------------------------------------------------------------------
[City, State]
August 4, 2000
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[Date]
Report Type (Check only one):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report, and
all holdings are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported
by other reporting manager(s).)
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FORM 13F SUMMARY PAGE
---------------------
Report Summary:
Number of Other Included Managers: 2
Form 13F Information Table Entry Total: 555
Form 13F Information Table Value Total: $5,862,646 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. 13F File Number Name
1 28-318 CIGNA Investments, Inc.
(Formerly known as CIGNA Investment Advisory Company,
Inc.)
2 28-2293 TimesSquare Capital Management, Inc.
(Formerly known as CIGNA Investments, Inc.)
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<CAPTION>
FORM 13F INFORMATION TABLE
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NAME OF TITLE CUSIP VALUE SHRS OR SH/PRN PUT/ INVESTMENT OTHER VOTING AUTHORITY
ISSUER OF CLASS (X$1000) PRN AMT CALL DISCRETION MANAGERS SOLE SHARED NONE
-------- -------- -------- -------- ------- -------- ---- -------- -------- --------- --------- -----------
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------- -------- -------- -------- --------------------- --------- -------- --------- --------- -----------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ABBOTT LABORATORIES COM 002824100 31,494 706,746 SH DEFINED 1,2 706,746
ABITIBI-CONSOLIDATED INC COM 003924107 496 53,400 SH DEFINED 53,400
ADAPTEC INC COM 00651F108 1,103 48,500 SH DEFINED 1,2 48,500
ADC TELECOMM COM 000886101 11,667 139,100 SH DEFINED 1,2 139,100
ADOBE SYSTEMS INC COM 00724F101 7,150 55,000 SH DEFINED 1,2 55,000
ADVANCED MICRO DEVICES IN COM 007903107 5,360 69,387 SH DEFINED 1,2 69,387
AES CORP COM 00130H105 8,819 193,300 SH DEFINED 1,2 193,300
AETNA INC COM 008117103 4,108 63,999 SH DEFINED 1,2 63,999
AGILENT TECHNOLOGIES INC COM 00846U101 15,254 206,835 SH DEFINED 1,2 206,835
AIR PRODUCTS & CHEMICALS COM 009158106 3,205 104,020 SH DEFINED 1,2 104,020
ALBERTO-CULVER CL B CONV 013068101 774 25,314 SH DEFINED 1,2 25,314
ALBERTSONS INC COM 013104104 6,460 194,288 SH DEFINED 1,2 194,288
ALCAN ALUMINIUM LTD COM 013716105 3,078 99,292 SH DEFINED 1,2 99,292
ALCOA INC COM COM 013817101 11,520 397,241 SH DEFINED 1,2 397,241
ALLEGHENY TECHNOLOGIES IN COM 01741R102 685 38,034 SH DEFINED 1,2 38,034
ALLERGAN INC COM 018490102 4,395 58,996 SH DEFINED 1,2 58,996
ALLIED WASTE INDS INC COM PR$.01 019589308 859 85,900 SH DEFINED 1,2 85,900
ALLSTATE CORP COM 020002101 7,512 337,604 SH DEFINED 1,2 337,604
ALLTEL CORP COM 020039103 9,068 146,405 SH DEFINED 1,2 146,405
ALTERA CORP COM 021441100 9,215 90,400 SH DEFINED 1,2 90,400
ALZA CORP COM 022615108 2,762 46,722 SH DEFINED 1,2 46,722
AMER FAMILY COM 001055102 5,522 120,200 SH DEFINED 1,2 120,200
AMERADA HESS CORP COM 023551104 3,009 48,723 SH DEFINED 1,2 48,723
AMEREN CORP COM 023608102 2,103 62,314 SH DEFINED 1,2 62,314
AMERICA ONLINE INC DEL COM 02364J104 55,355 1,049,382 SH DEFINED 1,2 1,049,382
AMERICAN ELECTRIC POWER COM 025537101 4,445 150,031 SH DEFINED 1,2 150,031
AMERICAN EXPRESS CO COM 025816109 31,591 606,060 SH DEFINED 1,2 606,060
AMERICAN GENERAL CORP COM 026351106 6,983 114,479 SH DEFINED 1,2 114,479
AMERICAN GREETINGS CORP CL A 026375105 558 29,352 SH DEFINED 1,2 29,352
AMERICAN HOME PRODUCTS CO COM 026609107 34,848 593,152 SH DEFINED 1,2 593,152
AMERICAN INTERNATIONAL GR COM 026874107 87,997 748,907 SH DEFINED 1,2 748,907
AMERICAN POWER CONVERSION COM 029066107 3,612 88,500 SH DEFINED 1,2 88,500
AMGEN COM 031162100 32,890 468,192 SH DEFINED 1,2 468,192
AMR CORP COM 001765106 1,789 67,652 SH DEFINED 1,2 67,652
AMSOUTH BANCORPORATION COM 032165102 2,806 178,150 SH DEFINED 1,2 178,150
ANADARKO PETROLEUM CORP COM 032511107 2,865 58,100 SH DEFINED 1,2 58,100
ANALOG DEVICES COM 032654105 12,335 162,300 SH DEFINED 1,2 162,300
ANDREW CORP COM 034425108 1,225 36,497 SH DEFINED 1,2 36,497
ANHEUSER BUSCH COMPANIES COM 035229103 15,396 206,144 SH DEFINED 1,2 206,144
AON CORP COM 037389103 3,602 115,975 SH DEFINED 1,2 115,975
APACHE CORP COM 037411105 3,029 51,500 SH DEFINED 1,2 51,500
APPLE COMPUTER INC COM 037833100 7,737 147,722 SH DEFINED 1,2 147,722
APPLIED MATERIALS INC COM 038222105 33,459 369,200 SH DEFINED 1,2 369,200
ARCHER DANIELS MIDLAND CO COM 039483102 2,793 284,687 SH DEFINED 1,2 284,687
ARMSTRONG HLDGS INC COM COM 042384107 281 18,330 SH DEFINED 1,2 18,330
ASHLAND INC COM COM 044204105 1,594 45,463 SH DEFINED 1,2 45,463
ASSOCIATES FIRST CAP CORP CL A 046008108 7,418 332,480 SH DEFINED 1,2 332,480
AT&T CORP COM 001957109 46,306 1,464,212 SH DEFINED 1,2 1,464,212
AUTODESK COM 052769106 922 26,570 SH DEFINED 1,2 26,570
AUTOMATIC DATA PROCESSING COM 053015103 15,306 285,764 SH DEFINED 1,2 285,764
AUTOZONE COM 053332102 1,340 60,900 SH DEFINED 1,2 60,900
AVERY DENNISON CORP COM 053611109 3,423 50,990 SH DEFINED 1,2 50,990
AVON PRODUCTS INC COM 054303102 4,850 108,980 SH DEFINED 1,2 108,980
BAKER HUGHES INCORPORATED COM 057224107 4,790 149,686 SH DEFINED 1,2 149,686
BALL CORP COM 058498106 438 13,604 SH DEFINED 1,2 13,604
BANCO BHIF ADR SPONS ADR 073297103 368 25,400 SH DEFINED 25,400
BANK OF AMERICA CORP COM 060505104 32,643 759,131 SH DEFINED 1,2 759,131
BANK OF NEW YORK INC COM 064057102 15,554 334,500 SH DEFINED 1,2 334,500
BANK ONE CORP COM 06423A103 13,842 521,106 SH DEFINED 1,2 521,106
BARD CR INC COM 067383109 1,102 22,907 SH DEFINED 1,2 22,907
BARRICK GOLD CORP COM 067901108 3,472 191,200 SH DEFINED 1,2 191,200
BATTLE MTN GOLD COM 071593107 27 12,300 SH DEFINED 1,2 12,300
BAUSCH & LOMB INC COM 071707103 1,871 24,175 SH DEFINED 1,2 24,175
BAXTER INTERNATIONAL INC. COM 071813109 9,271 131,853 SH DEFINED 1,2 131,853
BB&T CORPORATION COM 054937107 3,770 157,900 SH DEFINED 1,2 157,900
BCE, INC., COM 05534B109 807 34,663 SH DEFINED 34,663
BEAR STEARNS COM 073902108 2,502 60,113 SH DEFINED 1,2 60,113
BECTON DICKINSON & CO COM 075887109 3,282 114,396 SH DEFINED 1,2 114,396
BED BATH & BEYOND INC COM 075896100 2,313 63,800 SH DEFINED 1,2 63,800
BELL ATLANTIC CORP COM 077853109 35,839 705,322 SH DEFINED 1,2 705,322
BELLSOUTH CORP COM 079860102 36,892 865,500 SH DEFINED 1,2 865,500
BEMIS CO COM 081437105 807 24,002 SH DEFINED 1,2 24,002
BEST BUY, INC. COM 086516101 5,876 92,900 SH DEFINED 1,2 92,900
BESTFOODS COM COM 08658U101 8,648 124,878 SH DEFINED 1,2 124,878
BETHLEHEM STEEL CORP COM 087509105 213 59,707 SH DEFINED 1,2 59,707
BIOGEN COM 090597105 4,380 67,900 SH DEFINED 1,2 67,900
BIOMET INC COM 090613100 2,046 53,238 SH DEFINED 1,2 53,238
BLACK & DECKER CORP. COM 091797100 1,553 39,493 SH DEFINED 1,2 39,493
BMC SOFTWARE INC COM 055921100 4,046 110,900 SH DEFINED 1,2 110,900
BOEING CO COM 097023105 17,267 412,958 SH DEFINED 1,2 412,958
BOISE CASCADE CORP COM 097383103 670 25,904 SH DEFINED 1,2 25,904
BOSTON SCIENTIFIC CORP COM 101137107 4,074 185,700 SH DEFINED 1,2 185,700
BRAZIL FUND INC COMMON US COM 105759104 1,695 99,000 SH DEFINED 99,000
BRIGGS & STRATTON COM 109043109 389 11,362 SH DEFINED 1,2 11,362
BRISTOL MYERS SQUIBB CO COM 110122108 52,707 904,844 SH DEFINED 1,2 904,844
BROOKSTONE INC COM 114537103 813 47,130 SH DEFINED 1,2 47,130
BROWN-FORMAN CORP. CL B 115637209 1,809 33,651 SH DEFINED 1,2 33,651
BRUNSWICK CORP COM 117043109 665 40,150 SH DEFINED 1,2 40,150
BURLINGTON NORTHERN SANTA COM 12189T104 4,463 194,558 SH DEFINED 1,2 194,558
BURLINGTON RESOURCES INC. COM 122014103 3,732 97,580 SH DEFINED 1,2 97,580
CABLETRON SYSTEMS INC COM 126920107 2,086 82,600 SH DEFINED 1,2 82,600
CAMPBELL SOUP COM 134429109 5,589 191,884 SH DEFINED 1,2 191,884
CANADIAN IMPERIAL BANK OF COM 136069101 3,663 132,271 SH DEFINED 132,271
CANADIAN NATIONAL RAILWAY COM 136375102 602 20,800 SH DEFINED 20,800
CANADIAN OCCIDENTAL PETRO COM 136420106 233 8,324 SH DEFINED 8,324
CAPITAL ONE FINL CORP COM 14040H105 3,998 89,600 SH DEFINED 1,2 89,600
CARDINAL HEALTH INC COM 14149Y108 9,283 125,450 SH DEFINED 1,2 125,450
CARNIVAL CRUISE LINE COM 143658102 5,355 274,600 SH DEFINED 1,2 274,600
CATERPILLAR INC. COM 149123101 5,382 158,872 SH DEFINED 1,2 158,872
CENDANT CORP COM 151313103 4,580 327,121 SH DEFINED 1,2 327,121
CENTEX CORP COM 152312104 632 26,874 SH DEFINED 1,2 26,874
CENTURYTEL INCCOM COM 156700106 1,826 63,500 SH DEFINED 1,2 63,500
CERIDIAN CORP COM 15677T106 1,580 65,666 SH DEFINED 1,2 65,666
CHARTER ONE FINL INC COM 160903100 2,213 96,200 SH DEFINED 1,2 96,200
CHASE MANHATTAN CORP NEW COM 16161A108 26,018 564,838 SH DEFINED 1,2 564,838
CHECK POINT SOFTWARE TECH ORD M22465104 4,307 20,340 SH DEFINED 20,340
CHEVRON CORP COM 166751107 25,193 297,042 SH DEFINED 1,2 297,042
CHOICEPOINT INC COM 170388102 548 12,980 SH DEFINED 1,2 12,980
CHUBB CORP COM 171232101 4,877 79,294 SH DEFINED 1,2 79,294
CIGNA CORP COM 125509109 28,648 306,400 SH DEFINED 1,2 306,400
CINCINNATI FINL CORP COM 172062101 2,342 74,500 SH DEFINED 1,2 74,500
CINERGY CORP COM 172474108 1,832 72,027 SH DEFINED 1,2 72,027
CIRCUIT CITY STORES - CIR CIRCT CITY 172737108 3,060 92,196 SH DEFINED 1,2 92,196
CISCO SYSTEMS COM 17275R102 201,367 3,178,400 SH DEFINED 1,2 3,178,400
CITIGROUP INC COM 172967101 93,590 1,553,355 SH DEFINED 1,2 1,553,355
CITRIX SYS INC COM COM 177376100 1,585 83,700 SH DEFINED 1,2 83,700
CLEAR CHANNEL COMMUNICATI COM 184502102 11,535 153,800 SH DEFINED 1,2 153,800
CLOROX CO COM 189054109 4,776 106,568 SH DEFINED 1,2 106,568
CMS ENERGY CORP COM 125896100 1,111 50,200 SH DEFINED 1,2 50,200
COASTAL CORP COM 190441105 5,909 97,074 SH DEFINED 1,2 97,074
COCA COLA CO COM 191216100 64,509 1,123,114 SH DEFINED 1,2 1,123,114
COCA-COLA ENTERPRISES COM 191219104 3,112 190,800 SH DEFINED 1,2 190,800
COLGATE-PALMOLIVE CO COM 194162103 15,774 263,448 SH DEFINED 1,2 263,448
COLUMBIA ENERGY GROUP COM 197648108 2,399 36,558 SH DEFINED 1,2 36,558
COMCAST CORP CL A 200300101 222 5,700 SH DEFINED 1,2 5,700
COMCAST CORP CL A SPL 200300200 16,587 409,564 SH DEFINED 1,2 409,564
COMERICA INC COM 200340107 3,184 70,950 SH DEFINED 1,2 70,950
COMMSCOPE INC COM COM 203372107 720 17,566 SH DEFINED 1,2 17,566
COMPANIA CERVECERIAS UNID SPONS ADR 204429104 767 33,800 SH DEFINED 33,800
COMPAQ COMPUTER CORP COM 204493100 19,680 769,867 SH DEFINED 1,2 769,867
COMPUTER ASSOCIATES INTL COM 204912109 13,838 270,348 SH DEFINED 1,2 270,348
COMPUTER SCIENCES COM 205363104 5,712 76,484 SH DEFINED 1,2 76,484
COMPUWARE CORP COM 205638109 1,739 167,600 SH DEFINED 1,2 167,600
COMVERSE TECHNOLOGY INC COMPR $.10 205862402 6,445 69,300 SH DEFINED 1,2 69,300
CONAGRA INC COM 205887102 4,250 222,948 SH DEFINED 1,2 222,948
CONEXANT SYSTEMS, INC COM 207142100 4,790 98,500 SH DEFINED 1,2 98,500
CONOCO INC CL B 208251405 7,263 295,709 SH DEFINED 1,2 295,709
CONSECO INC COM 208464107 1,440 147,709 SH DEFINED 1,2 147,709
CONSOLIDATED EDISON INC COM 209115104 2,854 96,336 SH DEFINED 1,2 96,336
CONSOLIDATED STORES CORP COM 210149100 643 50,300 SH DEFINED 1,2 50,300
CONSTELLATION ENGY GRP IN COM 210371100 2,208 67,802 SH DEFINED 1,2 67,802
CONVERGYS CORP COM 212485106 3,636 70,100 SH DEFINED 1,2 70,100
COOPER INDUSTRIES INC COM 216669101 1,378 42,315 SH DEFINED 1,2 42,315
COOPER TIRE & RUBBER CO COM 216831107 405 36,416 SH DEFINED 1,2 36,416
COORS ADOLPH CL B 217016104 1,014 16,755 SH DEFINED 1,2 16,755
CORNING INC COM 219350105 34,030 126,097 SH DEFINED 1,2 126,097
COSTCO WHSL CORP NEW COM COM 22160K105 6,677 202,330 SH DEFINED 1,2 202,330
COUNTRYWIDE CREDIT COM 222372104 1,619 53,400 SH DEFINED 1,2 53,400
CRANE CORP COM 224399105 671 27,601 SH DEFINED 1,2 27,601
CROWN CORK & SEAL INC COM 228255105 868 57,877 SH DEFINED 1,2 57,877
CSX CORPORATION COM 126408103 2,102 99,190 SH DEFINED 1,2 99,190
CUMMINS ENGINE CO COM 231021106 512 18,804 SH DEFINED 1,2 18,804
CVS CORP COM COM 126650100 7,080 176,988 SH DEFINED 1,2 176,988
DANA CORP COM 235811106 1,472 69,493 SH DEFINED 1,2 69,493
DANAHER CORPORATION COM 235851102 3,174 64,200 SH DEFINED 1,2 64,200
DARDEN RESTAURANTS INC COM 237194105 914 56,240 SH DEFINED 1,2 56,240
DEERE & CO COM 244199105 3,926 106,105 SH DEFINED 1,2 106,105
DELL COMPUTER COM 247025109 57,888 1,173,900 SH DEFINED 1,2 1,173,900
DELPHI AUTOMOTIVE COM 247126105 3,715 255,116 SH DEFINED 1,2 255,116
DELTA AIRLINES INC COM 247361108 3,171 62,710 SH DEFINED 1,2 62,710
DELUXE CHECK PRINTERS INC COM 248019101 775 32,871 SH DEFINED 1,2 32,871
DEVON ENERGY CORPORATION COM 25179M103 1,072 19,073 SH DEFINED 1,2 19,073
DILLARD'S INC CL A 254067101 525 42,882 SH DEFINED 1,2 42,882
DISNEY COMMON STOCK COM DISNEY 254687106 36,900 950,712 SH DEFINED 1,2 950,712
DOLLAR GENERAL COM 256669102 2,909 149,194 SH DEFINED 1,2 149,194
DOMINION RES INC VA NEW C COM 25746U109 4,628 107,938 SH DEFINED 1,2 107,938
DONNELLY, R.R. & SONS CO. COM 257867101 1,257 55,734 SH DEFINED 1,2 55,734
DOVER CORP COM 260003108 3,770 92,948 SH DEFINED 1,2 92,948
DOW CHEMICAL CO COM 260543103 9,311 308,447 SH DEFINED 1,2 308,447
DOW JONES COM 260561105 3,441 46,978 SH DEFINED 1,2 46,978
DTE ENERGY CO COM 233331107 2,038 66,677 SH DEFINED 1,2 66,677
DUKE ENERGY CORP COM 264399106 9,656 171,287 SH DEFINED 1,2 171,287
DUN & BRADSTREET CORP COM 26483B106 2,094 73,161 SH DEFINED 1,2 73,161
E M C CORP MASS COM 268648102 76,127 989,462 SH DEFINED 1,2 989,462
E.I. DUPONT DE NEMOURS & COM 263534109 20,787 475,139 SH DEFINED 1,2 475,139
EASTERN ENTERPRISES COM 27637F100 770 12,225 SH DEFINED 1,2 12,225
EASTMAN CHEMICAL CO.,INC. COM 277432100 1,862 38,999 SH DEFINED 1,2 38,999
EASTMAN KODAK CO. COM 277461109 8,627 144,998 SH DEFINED 1,2 144,998
EATON CORP COM 278058102 2,213 33,030 SH DEFINED 1,2 33,030
ECHOSTAR COMMUNICATIONS C CL A 278762109 2,649 80,000 SH DEFINED 1,2 80,000
ECOLAB COM 278865100 2,291 58,640 SH DEFINED 1,2 58,640
EDISON INTERNATIONAL COM 281020107 3,101 151,268 SH DEFINED 1,2 151,268
EL PASO ENERGY CORP DEL C COM 283905107 8,592 168,674 SH DEFINED 1,2 168,674
ELECTRONIC DATA SYS CORP COM 285661104 8,795 213,200 SH DEFINED 1,2 213,200
EMBRATEL PARTICIPACOES AD SP ADR PFD 29081N100 1,654 70,000 SH DEFINED 70,000
EMERSON ELECTRIC CO COM 291011104 11,769 194,924 SH DEFINED 1,2 194,924
ENDESA NAC ELECTRICID ADR SPONS ADR 29244T101 1,600 144,600 SH DEFINED 144,600
ENERGIZER HLDGS INC COM COM 29266R108 869 47,596 SH DEFINED 1,2 47,596
ENGELHARD CORP COM 292845104 989 57,946 SH DEFINED 1,2 57,946
ENRON CORP. COM 293561106 21,523 333,692 SH DEFINED 1,2 333,692
ENTERGY CORP. (NEW) COM 29364G103 2,852 104,896 SH DEFINED 1,2 104,896
EQUIFAX INC COM 294429105 1,680 64,000 SH DEFINED 1,2 64,000
EXXON MOBIL CORP COM 30231G102 124,448 1,585,327 SH DEFINED 1,2 1,585,327
FANNIE MAE COM 313586109 24,107 461,928 SH DEFINED 1,2 461,928
FEDERATED DEPT STORES INC COM 31410H101 3,264 96,700 SH DEFINED 1,2 96,700
FEDEX CORP COMF/K/A FDX C COM 31428X106 4,993 131,382 SH DEFINED 1,2 131,382
FIFTH THIRD BANCORP COM 316773100 8,883 140,450 SH DEFINED 1,2 140,450
FIRST DATA CORP COM 319963104 9,394 189,300 SH DEFINED 1,2 189,300
FIRST UNION CORP COM 337358105 11,043 445,077 SH DEFINED 1,2 445,077
FIRSTAR CORP COM COM 33763V109 9,277 440,450 SH DEFINED 1,2 440,450
FIRSTENERGY CORP COM 337932107 2,449 104,755 SH DEFINED 1,2 104,755
FLEETBOSTON FINANCIAL COR COM 339030108 14,807 435,512 SH DEFINED 1,2 435,512
FLEXTRONICS INTERNATIONAL ORD Y2573F102 400 5,824 SH DEFINED 1,2 5,824
FLORIDA PROGRESS CORP COM 341109106 2,105 44,900 SH DEFINED 1,2 44,900
FLUOR CORP COM 343861100 1,093 34,573 SH DEFINED 1,2 34,573
FMC CORP COM NEW 302491303 801 13,807 SH DEFINED 1,2 13,807
FORD MOTOR CO DEL COM 345370100 23,643 549,826 SH DEFINED 1,2 549,826
FORT JAMES CORP COM 347471104 2,166 93,667 SH DEFINED 1,2 93,667
FORTUNE BRANDS INC COM 349631101 1,657 71,845 SH DEFINED 1,2 71,845
FPL GROUP INC COM 302571104 4,003 80,876 SH DEFINED 1,2 80,876
FRANKLIN RESOURCES COM 354613101 3,359 110,600 SH DEFINED 1,2 110,600
FREDDIE MAC COM 313400301 12,832 316,848 SH DEFINED 1,2 316,848
FREEPORT MCMORAN COPPER + CL B 35671D857 677 73,200 SH DEFINED 1,2 73,200
GANNETT CO COM 364730101 7,274 121,614 SH DEFINED 1,2 121,614
GAP, INC. COM 364760108 12,145 388,638 SH DEFINED 1,2 388,638
GATEWAY INC COM 367626108 8,280 145,900 SH DEFINED 1,2 145,900
GENERAL COMMUNICATION I-C CL A 369385109 863 168,399 SH DEFINED 1,2 168,399
GENERAL DYNAMICS CORP COM 369550108 4,753 90,968 SH DEFINED 1,2 90,968
GENERAL ELECTRIC CO COM 369604103 239,606 4,520,874 SH DEFINED 1,2 4,520,874
GENERAL MILLS INC COM 370334104 5,121 133,880 SH DEFINED 1,2 133,880
GENERAL MOTORS CORP COM 370442105 14,120 243,193 SH DEFINED 1,2 243,193
GENERAL SEMICONDUCTOR INC COM 370787103 216 14,625 SH DEFINED 1,2 14,625
GENUINE PARTS COMPANY COM 372460105 1,607 80,328 SH DEFINED 1,2 80,328
GEORGIA-PACIFIC CORP (GRO COM GA PAC 373298108 2,193 83,550 SH DEFINED 1,2 83,550
GILLETTE CO. COM 375766102 16,703 478,092 SH DEFINED 1,2 478,092
GLOBAL CROSSING LTD COM G3921A100 10,520 399,800 SH DEFINED 1,2 399,800
GOLDEN WEST FINANCIAL COM 381317106 3,268 80,079 SH DEFINED 1,2 80,079
GOODRICH B F CO COM 382388106 1,665 48,876 SH DEFINED 1,2 48,876
GOODYEAR TIRE & RUBBER CO COM 382550101 1,418 70,892 SH DEFINED 1,2 70,892
GPU INC COM 36225X100 1,526 56,400 SH DEFINED 1,2 56,400
GRACE WR & CO COM 38388F108 375 30,933 SH DEFINED 1,2 30,933
GRAINGER W W INC COM 384802104 1,314 42,630 SH DEFINED 1,2 42,630
GREAT ATLANTIC & PACIFIC COM 390064103 415 24,990 SH DEFINED 1,2 24,990
GREAT LAKES CHEMICAL COM 390568103 780 24,754 SH DEFINED 1,2 24,754
GRUPO TELEVISA ADR (REP SP ADR REP 40049J206 1,861 27,000 SH DEFINED 27,000
GTE CORP COM 362320103 27,397 440,107 SH DEFINED 1,2 440,107
GUIDANT CORP COM 401698105 6,890 139,200 SH DEFINED 1,2 139,200
H&R BLOCK COM 093671105 1,445 44,634 SH DEFINED 1,2 44,634
HALLIBURTON COM 406216101 9,498 201,282 SH DEFINED 1,2 201,282
HARCOURT GENNC COM 41163G101 1,767 32,499 SH DEFINED 1,2 32,499
HARLEY DAVIDSON, INC COM 412822108 5,317 138,100 SH DEFINED 1,2 138,100
HARRAHS ENTMT INC COM 413619107 1,164 55,572 SH DEFINED 1,2 55,572
HARTFORD FIN SERV GRP INC COM 416515104 5,567 99,522 SH DEFINED 1,2 99,522
HASBRO INC. COM 418056107 1,187 78,790 SH DEFINED 1,2 78,790
HCA HEALTHCARE CO COM COM 404119109 7,728 254,411 SH DEFINED 1,2 254,411
HEALTHSOUTH REHABILITATIO COM 421924101 1,264 175,900 SH DEFINED 1,2 175,900
HEINZ HJ CO COM 423074103 6,999 159,972 SH DEFINED 1,2 159,972
HERCULES INC COM 427056106 683 48,593 SH DEFINED 1,2 48,593
HERSHEY FOODS CORP COM 427866108 3,015 62,156 SH DEFINED 1,2 62,156
HEWLETT PACKARD CO COM 428236103 57,225 458,256 SH DEFINED 1,2 458,256
HILTON HOTELS CORP COM 432848109 1,564 166,816 SH DEFINED 1,2 166,816
HOME DEPOT COM 437076102 52,805 1,057,428 SH DEFINED 1,2 1,057,428
HOMESTAKE MINING CO COM 437614100 810 117,826 SH DEFINED 1,2 117,826
HONEYWELL INTERNATIONAL I COM 438516106 12,228 362,983 SH DEFINED 1,2 362,983
HOST MARRIOTT CORP (REIT) COM 44107P104 107 11,445 SH DEFINED 1,2 11,445
HOUSEHOLD INTERNATIONAL,I COM 441815107 8,988 216,246 SH DEFINED 1,2 216,246
HUMANA INC COM 444859102 399 76,200 SH DEFINED 1,2 76,200
HUNTINGTON BANCSHARES INC COM 446150104 1,596 100,917 SH DEFINED 1,2 100,917
ILLINOIS TOOL WORKS INC. COM 452308109 7,886 138,348 SH DEFINED 1,2 138,348
IMS HEALTH INC COM COM 449934108 2,434 135,222 SH DEFINED 1,2 135,222
INCO LTD COM 453258402 1,474 95,889 SH DEFINED 1,2 95,889
INDIA FUND INC. USD0.001 COM 454089103 9,286 654,542 SH DEFINED 654,542
INGERSOLL RAND CO COM 456866102 2,959 73,518 SH DEFINED 1,2 73,518
INTEL CORP. COM 458140100 204,892 1,532,616 SH DEFINED 1,2 1,532,616
INTERNATIONAL BUSINESS MA COM 459200101 88,847 810,928 SH DEFINED 1,2 810,928
INTERNATIONAL PAPER CO COM 460146103 7,410 248,537 SH DEFINED 1,2 248,537
INTERPUBLIC GROUP COS INC COM 460690100 5,891 137,000 SH DEFINED 1,2 137,000
INTL FLAVORS & FRAGRANCES COM 459506101 1,413 46,798 SH DEFINED 1,2 46,798
ITT INDUSTRIES,INC. COM 450911102 1,212 39,911 SH DEFINED 1,2 39,911
JEFFERSON PILOT COM 475070108 2,635 46,693 SH DEFINED 1,2 46,693
JOHNSON & JOHNSON COM 478160104 64,452 632,662 SH DEFINED 1,2 632,662
JOHNSON CONTROLS INC COM 478366107 2,078 40,500 SH DEFINED 1,2 40,500
K MART CORP COM 482584109 1,486 218,176 SH DEFINED 1,2 218,176
KANSAS CITY SO. IND COM 485170104 4,612 52,000 SH DEFINED 1,2 52,000
KAUFMAN & BROAD HOME CORP COM 486168107 431 21,768 SH DEFINED 1,2 21,768
KELLOGG CO COM 487836108 6,101 205,064 SH DEFINED 1,2 205,064
KERR MCGEE COM 492386107 2,693 45,689 SH DEFINED 1,2 45,689
KEYCORP COM 493267108 3,483 197,592 SH DEFINED 1,2 197,592
KIMBERLY CLARK CORP COM 494368103 14,519 253,052 SH DEFINED 1,2 253,052
KINROSS GOLD CORP COM 496902107 32 36,440 SH DEFINED 1,2 36,440
KLA INSTRUMENTS COM 482480100 4,937 84,300 SH DEFINED 1,2 84,300
KNIGHT RIDDER NEWSPAPERS COM 499040103 1,876 35,274 SH DEFINED 1,2 35,274
KOHLS CORP COM 500255104 8,238 148,100 SH DEFINED 1,2 148,100
KROGER CO COM 501044101 8,368 379,296 SH DEFINED 1,2 379,296
L S I LOGIC CORP COM 502161102 7,518 138,900 SH DEFINED 1,2 138,900
LAN CHILE S.A. ADR SPONS ADR 501723100 487 67,130 SH DEFINED 67,130
LEGGETT & PLATT COM 524660107 1,472 89,200 SH DEFINED 1,2 89,200
LEHMAN BROTHERS HLDGS INC COM 524908100 5,176 54,740 SH DEFINED 1,2 54,740
LEXMARK INTL INC CL A 529771107 3,948 58,700 SH DEFINED 1,2 58,700
LILLY ELI & CO COM 532457108 51,719 517,836 SH DEFINED 1,2 517,836
LIMITED THE COM 532716107 4,205 194,448 SH DEFINED 1,2 194,448
LINCOLN NATIONAL CORP COM 534187109 3,217 89,040 SH DEFINED 1,2 89,040
LINEAR TECHNOLOGY CORP COM 535678106 9,034 141,300 SH DEFINED 1,2 141,300
LIZ CLAIBORNE INC COM 539320101 902 25,583 SH DEFINED 1,2 25,583
LOCKHEED MARTIN CORP COM 539830109 4,496 181,214 SH DEFINED 1,2 181,214
LOEWS CORP COM 540424108 2,808 46,800 SH DEFINED 1,2 46,800
LONGS DRUG STORE COM 543162101 390 17,910 SH DEFINED 1,2 17,910
LOUISIANA PACIFIC CORP COM 546347105 569 52,352 SH DEFINED 1,2 52,352
LOWES COMPANIES INC COM 548661107 7,220 175,832 SH DEFINED 1,2 175,832
LTV CORP. COM 501921100 33 11,374 SH DEFINED 1,2 11,374
LUCENT TECHNOLOGIES INC COM 549463107 87,964 1,484,622 SH DEFINED 1,2 1,484,622
MALLINCKRODT INC NEW COM 561232109 1,903 43,807 SH DEFINED 1,2 43,807
MANOR CARE INC NEW COM COM 564055101 327 46,687 SH DEFINED 1,2 46,687
MARRIOTT INTL CLASS A CL A 571903202 4,692 130,096 SH DEFINED 1,2 130,096
MARSH & MCLENNAN COM 571748102 13,055 125,004 SH DEFINED 1,2 125,004
MASCO CORP COM 574599106 3,674 203,400 SH DEFINED 1,2 203,400
MATAV RT-SPONSORED ADR SPONS ADR 559776109 1,229 35,615 SH DEFINED 35,615
MATTEL INC COM 577081102 2,540 192,622 SH DEFINED 1,2 192,622
MAXIM INTEGRATED PRODS IN COM 57772K101 8,703 128,100 SH DEFINED 1,2 128,100
MAY DEPT STORES CO COM 577778103 3,619 150,786 SH DEFINED 1,2 150,786
MAYTAG COMPANY COM 578592107 1,317 35,725 SH DEFINED 1,2 35,725
MBIA, INC. COM 55262C100 2,149 44,600 SH DEFINED 1,2 44,600
MBNA CORP COM 55262L100 10,062 370,943 SH DEFINED 1,2 370,943
MCDERMOTT INTERNATIONAL I COM 580037109 241 27,397 SH DEFINED 1,2 27,397
MCDONALDS CORP COM 580135101 20,007 607,412 SH DEFINED 1,2 607,412
MCGRAW HILL INC COM 580645109 4,763 88,196 SH DEFINED 1,2 88,196
MCKESSON HBOC, INC. COM 58155Q103 2,675 127,750 SH DEFINED 1,2 127,750
MEAD CORP. COM 582834107 1,179 46,710 SH DEFINED 1,2 46,710
MEDIAONE GROUP,INC COM 58440J104 18,559 279,939 SH DEFINED 1,2 279,939
MEDIMMUNE INC COM 584699102 7,052 95,300 SH DEFINED 1,2 95,300
MEDTRONIC COM 585055106 27,309 548,244 SH DEFINED 1,2 548,244
MELLON FINL CORPCOM COM 58551A108 8,138 223,352 SH DEFINED 1,2 223,352
MERCK & COMPANY COM 589331107 80,392 1,049,162 SH DEFINED 1,2 1,049,162
MERCURY INTERACTIVE CORP COM 589405109 3,541 36,600 SH DEFINED 1,2 36,600
MEREDITH CORP COM 589433101 777 23,016 SH DEFINED 1,2 23,016
MERRILL LYNCH & CO INC COM 590188108 20,333 176,808 SH DEFINED 1,2 176,808
MEXICO FUND INC USD 1 COM 592835102 893 60,000 SH DEFINED 60,000
MGIC INVT CORP WIS COM 552848103 2,268 49,850 SH DEFINED 1,2 49,850
MICRON TECHNOLOGY INC COM 595112103 22,377 254,100 SH DEFINED 1,2 254,100
MICROSOFT CORP COM 594918104 192,408 2,405,100 SH DEFINED 1,2 2,405,100
MILLIPORE CORP COM 601073109 1,583 21,008 SH DEFINED 1,2 21,008
MINNESOTA MINING & MANUFA COM 604059105 14,908 180,702 SH DEFINED 1,2 180,702
MOLEX INC COM 608554101 4,430 92,050 SH DEFINED 1,2 92,050
MORGAN STANLEY DEAN WITTE COM NEW 617446448 43,110 517,840 SH DEFINED 1,2 517,840
MORGAN, J.P., & CO., INC COM 616880100 8,121 73,741 SH DEFINED 1,2 73,741
MOTOROLA INC COM 620076109 28,532 981,732 SH DEFINED 1,2 981,732
NABISCO GROUP BLDG CORP COM 62952P102 3,839 148,000 SH DEFINED 1,2 148,000
NATIONAL CITY CORP COM 635405103 4,740 277,800 SH DEFINED 1,2 277,800
NATIONAL SEMICONDUCTOR CO COM 637640103 4,752 83,733 SH DEFINED 1,2 83,733
NATIONAL SERVICE INDUSTRY COM 637657107 360 18,485 SH DEFINED 1,2 18,485
NAVISTAR INTL COM 63934E108 876 28,191 SH DEFINED 1,2 28,191
NCR CORP NEW COM 62886E108 1,686 43,300 SH DEFINED 1,2 43,300
NEIMAN-MARCUS GROUP INC C CL B 640204301 258 9,307 SH DEFINED 1,2 9,307
NETWORK APPLIANCE INC COM COM 64120L104 11,254 139,800 SH DEFINED 1,2 139,800
NEW CENTY ENERGIES INC COM 64352U103 1,590 53,000 SH DEFINED 1,2 53,000
NEW YORK TIMES CL A CL A 650111107 3,040 76,970 SH DEFINED 1,2 76,970
NEWELL RUBBERMAID, INC COM 651229106 3,124 121,332 SH DEFINED 1,2 121,332
NEWMONT MINING COM 651639106 1,645 76,079 SH DEFINED 1,2 76,079
NEWS CORP LTD-SPONS ADR ADR NEW 652487703 1,618 30,000 SH DEFINED 30,000
NEXTEL COMMUNICATIONS INC CL A 65332V103 21,348 348,900 SH DEFINED 1,2 348,900
NIAGARA MOHAWK HOLDINGS, COM 653520106 1,094 78,490 SH DEFINED 1,2 78,490
NICOR INC COM 654086107 690 21,148 SH DEFINED 1,2 21,148
NIKE INC CL B 654106103 4,941 124,096 SH DEFINED 1,2 124,096
NORDSTROM INC COM 655664100 1,478 61,254 SH DEFINED 1,2 61,254
NORFOLK SOUTHERN CORP COM 655844108 2,584 173,691 SH DEFINED 1,2 173,691
NORTEL NETWORKS CORP (NEW COM 656568102 98,757 1,451,262 SH DEFINED 1,2 1,451,262
NORTHERN STATES POWER CO COM 665772109 1,434 71,054 SH DEFINED 1,2 71,054
NORTHERN TRUST COM 665859104 6,675 102,600 SH DEFINED 1,2 102,600
NORTHROP GRUMMAN CORP COM 666807102 2,100 31,695 SH DEFINED 1,2 31,695
NOVELL INC COM 670006105 1,383 149,492 SH DEFINED 1,2 149,492
NOVELLUS SYSTEMS COM 670008101 3,371 59,600 SH DEFINED 1,2 59,600
NUCOR CORP COM 670346105 1,311 39,496 SH DEFINED 1,2 39,496
OCCIDENTAL PETROLEUM CORP COM 674599105 4,359 206,976 SH DEFINED 1,2 206,976
OFFICE DEPOT COM 676220106 944 151,000 SH DEFINED 1,2 151,000
OLD KENT FINL CORP COM 679833103 1,654 61,840 SH DEFINED 1,2 61,840
OMNICOM GROUP COM 681919106 7,178 80,600 SH DEFINED 1,2 80,600
ONEOK INC NEW COM COM 682680103 700 27,002 SH DEFINED 1,2 27,002
ORACLE CORPORATION COM 68389X105 109,181 1,298,806 SH DEFINED 1,2 1,298,806
OWENS CORNING COM 69073F103 234 25,290 SH DEFINED 1,2 25,290
OWENS ILL INC COM NEW 690768403 778 66,600 SH DEFINED 1,2 66,600
PACCAR INC COM 693718108 1,380 34,776 SH DEFINED 1,2 34,776
PACTIV CORP COM COM 695257105 739 93,895 SH DEFINED 1,2 93,895
PAINE WEBBER INC COM 695629105 3,008 66,100 SH DEFINED 1,2 66,100
PALL CORP COM 696429307 1,037 56,073 SH DEFINED 1,2 56,073
PARAMETRIC TECHNOLOGY COM 699173100 1,376 125,100 SH DEFINED 1,2 125,100
PARKER HANNIFIN COM 701094104 1,776 51,852 SH DEFINED 1,2 51,852
PAYCHEX INC COM 704326107 7,117 169,450 SH DEFINED 1,2 169,450
PE CORP COM PE BIOSYS GRO COM PE BIO 69332S102 6,244 94,780 SH DEFINED 1,2 94,780
PECO ENERGY CO COM 693304107 3,111 77,173 SH DEFINED 1,2 77,173
PENNEY J C INC COM 708160106 2,181 118,266 SH DEFINED 1,2 118,266
PEOPLES ENERGY CORP COM 711030106 519 16,020 SH DEFINED 1,2 16,020
PEOPLESOFT COM 712713106 2,092 124,919 SH DEFINED 1,2 124,919
PEPSI-COLA PUERTO RICO BO CL B 71343P101 9,165 2,471,254 SH DEFINED 1,2 2,471,254
PEPSICO INC COM 713448108 29,056 653,852 SH DEFINED 1,2 653,852
PERKINELMER INC. COM 714046109 1,534 23,199 SH DEFINED 1,2 23,199
PETRO CANADA COM/VARIBL 71644E102 562 30,000 SH DEFINED 30,000
PFIZER INC COM 717081103 138,203 2,879,238 SH DEFINED 1,2 2,879,238
PG+E CORPORATION COM 69331C108 4,302 174,694 SH DEFINED 1,2 174,694
PHARMACIA CORP COM COM 71713U102 30,092 582,198 SH DEFINED 1,2 582,198
PHELPS DODGE CORP COM 717265102 1,336 35,917 SH DEFINED 1,2 35,917
PHILIP MORRIS COS INC COM 718154107 27,678 1,041,977 SH DEFINED 1,2 1,041,977
PHILLIPS PETROLEUM CO COM 718507106 6,163 121,587 SH DEFINED 1,2 121,587
PINNACLE WEST CAPITAL COR COM 723484101 1,304 38,500 SH DEFINED 1,2 38,500
PITNEY BOWES INC COM 724479100 4,693 117,336 SH DEFINED 1,2 117,336
PLACER DOME COM 725906101 1,422 148,670 SH DEFINED 1,2 148,670
PNC FINANCIAL SERVICES GR COM 693475105 6,371 135,924 SH DEFINED 1,2 135,924
POLAROID CORP COM 731095105 369 20,417 SH DEFINED 1,2 20,417
POTLATCH CORP COM 737628107 430 12,993 SH DEFINED 1,2 12,993
PPG INDUSTRIES, INC. COM 693506107 3,497 78,922 SH DEFINED 1,2 78,922
PPL CORP COM COM 69351T106 1,810 82,500 SH DEFINED 1,2 82,500
PRAXAIR INC COM 74005P104 2,726 72,804 SH DEFINED 1,2 72,804
PROCTOR AND GAMBLE CO COM 742718109 34,018 594,208 SH DEFINED 1,2 594,208
PROGRESSIVE CORP OHIO COM 743315103 2,449 33,100 SH DEFINED 1,2 33,100
PROVIDIAN FINL CORP COM 74406A102 5,812 64,579 SH DEFINED 1,2 64,579
PUBLIC SERVICE ENTERPRISE COM 744573106 3,397 98,094 SH DEFINED 1,2 98,094
PULTE CORP COM 745867101 569 26,314 SH DEFINED 1,2 26,314
QUAKER OATS COM 747402105 4,468 59,476 SH DEFINED 1,2 59,476
QUALCOMM COM 747525103 20,310 338,500 SH DEFINED 1,2 338,500
QUEST DIAGNOSTICS INC COM COM 74834L100 876 11,735 SH DEFINED 1,2 11,735
QUINTILES TRANSNATIONAL C COM 748767100 761 53,900 SH DEFINED 1,2 53,900
RADIOSHACK CORP COM 750438103 4,051 85,500 SH DEFINED 1,2 85,500
RALSTON-RALSTON PURINA GR COM RALPUR 751277302 2,773 139,095 SH DEFINED 1,2 139,095
RAYTHEON CO CLASS B CL B 755111408 2,999 155,802 SH DEFINED 1,2 155,802
REEBOK INTL LTD COM 758110100 410 25,743 SH DEFINED 1,2 25,743
REGIONS FINL CORP COM 758940100 1,986 99,900 SH DEFINED 1,2 99,900
RELIANT ENERGY INC COM 75952J108 4,117 139,277 SH DEFINED 1,2 139,277
RITE AID CORP COM 767754104 772 117,632 SH DEFINED 1,2 117,632
ROCKWELL INTL CORP NEW CO COM 773903109 2,960 93,956 SH DEFINED 1,2 93,956
ROHM & HAAS CO COM 775371107 3,401 98,570 SH DEFINED 1,2 98,570
ROWAN COS INC COM 779382100 1,285 42,303 SH DEFINED 1,2 42,303
ROYAL BANK OF CANADA COM 780087102 1,094 21,100 SH DEFINED 21,100
ROYAL DUTCH PETROLEUM NY REG GLD 780257804 69,130 1,120,884 SH DEFINED 1,2 1,120,884
RUSSELL CORP COM 782352108 297 14,825 SH DEFINED 1,2 14,825
RYDER SYSTEM INC COM 783549108 517 27,286 SH DEFINED 1,2 27,286
RYERSON TULL, INC COM 78375P107 225 21,721 SH DEFINED 1,2 21,721
SABRE GROUP HLDGS INC CL CL A 785905100 1,682 59,025 SH DEFINED 1,2 59,025
SAFECO CORP COM 786429100 1,154 58,044 SH DEFINED 1,2 58,044
SAFEWAY INC COM NEW 786514208 10,176 225,500 SH DEFINED 1,2 225,500
SANMINA CORP COM 800907107 5,275 61,700 SH DEFINED 1,2 61,700
SAPIENT CORP COM 803062108 2,845 26,600 SH DEFINED 1,2 26,600
SARA LEE COM 803111103 7,630 395,068 SH DEFINED 1,2 395,068
SBC COMMUNICATIONS INC COM 78387G103 67,320 1,556,522 SH DEFINED 1,2 1,556,522
SCHERING PLOUGH CORP COM 806605101 33,627 665,876 SH DEFINED 1,2 665,876
SCHLUMBERGER LTD COM 806857108 19,266 258,172 SH DEFINED 1,2 258,172
SCHWAB CHARLES CORP COM 808513105 20,884 621,100 SH DEFINED 1,2 621,100
SCIENTIFIC ATLANTA COM 808655104 5,495 73,764 SH DEFINED 1,2 73,764
SEAGATE TECHNOLOGY COM 811804103 5,665 103,000 SH DEFINED 1,2 103,000
SEAGRAM CO LTD COM 811850106 11,651 200,872 SH DEFINED 1,2 200,872
SEALED AIR COR CONV PFD S PF CV A $2 81211K209 714 14,097 SH DEFINED 1,2 14,097
SEALED AIR CORP COM 81211K100 1,990 37,994 SH DEFINED 1,2 37,994
SEARS ROEBUCK & CO. USD0. COM 812387108 5,216 159,868 SH DEFINED 1,2 159,868
SEMPRA ENERGY COM 816851109 1,574 92,581 SH DEFINED 1,2 92,581
SHARED MEDICAL SYSTEM COR COM 819486101 894 12,262 SH DEFINED 1,2 12,262
SHERWIN WILLIAMS CO COM 824348106 1,641 77,438 SH DEFINED 1,2 77,438
SIEBEL SYS INC COM 826170102 14,812 90,560 SH DEFINED 1,2 90,560
SIGMA-ALDRICH COM 826552101 1,147 39,200 SH DEFINED 1,2 39,200
SNAP-ON, INC. COM 833034101 785 29,473 SH DEFINED 1,2 29,473
SOLECTRON CORP COM 834182107 11,369 271,500 SH DEFINED 1,2 271,500
SOUTHERN CO COM 842587107 6,876 294,932 SH DEFINED 1,2 294,932
SOUTHERN PERU COPPER CORP COM 843611104 536 44,000 SH DEFINED 44,000
SOUTHTRUST CORP COM 844730101 1,724 76,200 SH DEFINED 1,2 76,200
SOUTHWEST AIRLINES COM 844741108 4,268 225,349 SH DEFINED 1,2 225,349
SPDR TR UNIT SER 1 78462F103 2,117 14,682 SH DEFINED 1,2 14,682
SPRINGS INDUSTRIES CL A 851783100 259 8,081 SH DEFINED 1,2 8,081
SPRINT CORP COM FON GR 852061100 21,888 429,172 SH DEFINED 1,2 429,172
SPRINT CORP (PCS GROUP) PCS COMSE1 852061506 25,858 434,586 SH DEFINED 1,2 434,586
ST JUDE MEDICAL COM 790849103 1,744 38,015 SH DEFINED 1,2 38,015
ST PAUL COMPANIES COM 792860108 3,335 97,720 SH DEFINED 1,2 97,720
STANLEY WORKS COM 854616109 948 39,912 SH DEFINED 1,2 39,912
STAPLES INC RETAIL & DELI COM 855030102 3,369 219,100 SH DEFINED 1,2 219,100
STARBUCKS CORP COM 855244109 3,204 83,900 SH DEFINED 1,2 83,900
STATE STREET CORP COM 857477103 7,732 72,900 SH DEFINED 1,2 72,900
SUMMIT BANCORP COM COM 866005101 1,963 79,700 SH DEFINED 1,2 79,700
SUN MICROSYSTEMS INC COM 866810104 65,903 724,708 SH DEFINED 1,2 724,708
SUN TRUST BANKS INC COM 867914103 6,264 137,104 SH DEFINED 1,2 137,104
SUNOCO, INC. COM 86764P109 1,183 40,203 SH DEFINED 1,2 40,203
SUPER VALU STORES INC COM 868536103 1,241 65,106 SH DEFINED 1,2 65,106
SYNOVUS FINL CORP COM 87161C105 2,279 129,300 SH DEFINED 1,2 129,300
SYSCO CORP COM 871829107 6,547 155,420 SH DEFINED 1,2 155,420
T. ROWE PRICE COM 741477103 2,325 54,700 SH DEFINED 1,2 54,700
TALISMAN ENERGY INC. COM 87425E103 1,541 46,000 SH DEFINED 46,000
TARGET CORP COM COM 87612E106 12,034 207,476 SH DEFINED 1,2 207,476
TEKTRONIX INC COM 879131100 1,615 21,823 SH DEFINED 1,2 21,823
TELE NORTE LESTE PART-ADR SPON AD PF 879246106 1,654 70,000 SH DEFINED 70,000
TELECOM DE CHILE ADR REP SP ADR NEW 204449300 558 30,800 SH DEFINED 30,800
TELEDYNE TECHNOLOGIES INC COM 879360105 218 11,908 SH DEFINED 1,2 11,908
TELEFONICA DE PERU-SPON A SP ADR CLB 879384105 921 81,000 SH DEFINED 81,000
TELEFONOS DE MEXICO SA SP ADR ORL 879403780 7,720 135,000 SH DEFINED 135,000
TELLABS INC COM 879664100 12,853 187,800 SH DEFINED 1,2 187,800
TEMPLE INLAND INC COM 879868107 1,002 23,856 SH DEFINED 1,2 23,856
TENET HEALTHCARE CORP COM 88033G100 3,932 145,626 SH DEFINED 1,2 145,626
TENNECO AUTO INC COM COM 880349105 77 14,659 SH DEFINED 1,2 14,659
TERADYNE INC COM 880770102 5,777 78,600 SH DEFINED 1,2 78,600
TEVA PHARMACEUTICALS INDS ADR 881624209 916 16,530 SH DEFINED 16,530
TEXACO INC COM 881694103 13,336 250,442 SH DEFINED 1,2 250,442
TEXAS INSTRUMENTS INC COM 882508104 51,382 748,048 SH DEFINED 1,2 748,048
TEXTRON INC COM 883203101 3,625 66,736 SH DEFINED 1,2 66,736
THERMO ELECTRON COM 883556102 1,493 70,900 SH DEFINED 1,2 70,900
THOMAS & BETTS COM 884315102 503 26,298 SH DEFINED 1,2 26,298
TIFFANY & CO. COM 886547108 2,288 33,900 SH DEFINED 1,2 33,900
TIME WARNER INC COM COM 887315109 45,511 598,832 SH DEFINED 1,2 598,832
TIMKEN COMPANY COM 887389104 513 27,530 SH DEFINED 1,2 27,530
TJX COS INC COM 872540109 2,558 136,428 SH DEFINED 1,2 136,428
TORCHMARK CORP COM 891027104 1,440 58,328 SH DEFINED 1,2 58,328
TORONTO DOMINION BANK COM NEW 891160509 1,800 74,000 SH DEFINED 74,000
TOSCO CORP COM NEW 891490302 1,971 69,600 SH DEFINED 1,2 69,600
TOYS R US INC COM 892335100 1,448 99,425 SH DEFINED 1,2 99,425
TRANSOCEAN SEDCO FOREX IN ORD G90078109 5,100 95,431 SH DEFINED 1,2 95,431
TREX COMPANY INC COM 89531P105 24,097 481,949 SH DEFINED 1,2 481,949
TRIBUNE CO COM 896047107 5,971 170,612 SH DEFINED 1,2 170,612
TRICON GLOBAL RESTAURANTS COM 895953107 1,898 67,175 SH DEFINED 1,2 67,175
TRW INC. COM 872649108 2,440 56,246 SH DEFINED 1,2 56,246
TUBOS DE ACERE MEX ADR NEW 898592506 694 50,000 SH DEFINED 50,000
TUPPERWARE CORPCOM COM 899896104 591 26,848 SH DEFINED 1,2 26,848
TXU CORP COM 873168108 3,569 120,984 SH DEFINED 1,2 120,984
TYCO INTERNATIONAL LTD COM 902124106 36,547 771,449 SH DEFINED 1,2 771,449
U S T INC COM 902911106 1,087 73,995 SH DEFINED 1,2 73,995
U S WEST INC COM 91273H101 19,796 230,856 SH DEFINED 1,2 230,856
U.S. BANCORP COM 902973106 6,603 343,027 SH DEFINED 1,2 343,027
UNICOM CORP COM 904911104 3,507 90,662 SH DEFINED 1,2 90,662
UNILEVER N V NEW YORK SHS NY SHS NEW 904784709 11,185 260,111 SH DEFINED 1,2 260,111
UNION CARBIDE CORP COM 905581104 3,033 61,265 SH DEFINED 1,2 61,265
UNION OIL CO OF CALIFORNI COM 915289102 3,647 110,099 SH DEFINED 1,2 110,099
UNION PACIFIC CORP COM 907818108 4,217 113,406 SH DEFINED 1,2 113,406
UNION PACIFIC RES GROUP I COM 907834105 2,523 114,674 SH DEFINED 1,2 114,674
UNION PLANTERS COM 908068109 1,718 61,500 SH DEFINED 1,2 61,500
UNISYS CORP. COM 909214108 2,443 167,765 SH DEFINED 1,2 167,765
UNITED HEALTH GROUP INC C COM 91324P102 5,762 67,200 SH DEFINED 1,2 67,200
UNITED TECH. CORP. COM 913017109 12,667 215,144 SH DEFINED 1,2 215,144
UNUMPROVIDENT CORP COM 91529Y106 2,190 109,163 SH DEFINED 1,2 109,163
US AIRWAYS GROUP, INC COM 911905107 1,186 30,400 SH DEFINED 1,2 30,400
USA EDUCATION INC COM 90390U102 2,666 71,200 SH DEFINED 1,2 71,200
USX MARATHON GRP COM NEW 902905827 3,662 146,123 SH DEFINED 1,2 146,123
USX US STEEL GRP COM 90337T101 908 48,914 SH DEFINED 1,2 48,914
V F CORP COM 918204108 1,250 52,268 SH DEFINED 1,2 52,268
VERITAS SOFTWARE CO COM COM 923436109 20,151 178,300 SH DEFINED 1,2 178,300
VIA CONCHATORO ADR (50) SPONS ADR 927191106 262 7,200 SH DEFINED 7,200
VIACOM INC CL B CL B 925524308 47,337 694,225 SH DEFINED 1,2 694,225
VIMPEL-COMMUNICATION-SP A SPONS ADR 68370R109 642 29,000 SH DEFINED 29,000
VISTEON CORP COM 92839U107 873 71,990 SH DEFINED 1,2 71,990
VULCAN MATLS CO COM 929160109 1,951 45,700 SH DEFINED 1,2 45,700
WACHOVIA CORP COM 929771103 5,010 92,350 SH DEFINED 1,2 92,350
WAL-MART STORES INC COM 931142103 117,388 2,037,096 SH DEFINED 1,2 2,037,096
WALGREEN COM 931422109 14,715 457,168 SH DEFINED 1,2 457,168
WASHINGTON MUTUAL INC COM COM 939322103 7,169 248,291 SH DEFINED 1,2 248,291
WASTE MANAGEMENT, INC. COM 94106L109 5,347 281,395 SH DEFINED 1,2 281,395
WATSON PHARMACEUTICALS IN COM 942683103 2,360 43,900 SH DEFINED 1,2 43,900
WELLPOINT CALIFORNIA SVCS COM 94973H108 2,035 28,100 SH DEFINED 1,2 28,100
WELLS FARGO CO COM 949746101 28,842 744,310 SH DEFINED 1,2 744,310
WENDYS INTERNATIONAL INC COM 950590109 922 51,786 SH DEFINED 1,2 51,786
WESTVACO COM 961548104 1,276 51,445 SH DEFINED 1,2 51,445
WEYERHAEUSER CO COM 962166104 4,546 105,712 SH DEFINED 1,2 105,712
WHIRLPOOL CORP COM 963320106 1,759 37,736 SH DEFINED 1,2 37,736
WILLAMETTE INDUSTRIES INC COM 969133107 1,382 50,700 SH DEFINED 1,2 50,700
WILLIAMS COMPANIES COM 969457100 8,336 199,960 SH DEFINED 1,2 199,960
WINN- DIXIE STORES COM 974280109 941 65,718 SH DEFINED 1,2 65,718
WORLD ACCESS INC NEW COM 98141A101 302 27,335 SH DEFINED 1,2 27,335
WORLDCOM INC GA NEW COM COM 98157D106 54,442 1,186,737 SH DEFINED 1,2 1,186,737
WORTHINGTON INDUSTRIES COM 981811102 413 39,305 SH DEFINED 1,2 39,305
WRIGLEY, WM. JR. COM 982526105 4,177 52,085 SH DEFINED 1,2 52,085
XEROX CORP. COM 984121103 6,324 304,782 SH DEFINED 1,2 304,782
XILINX COM 983919101 12,038 145,800 SH DEFINED 1,2 145,800
YAHOO INC COM 984332106 30,733 248,100 SH DEFINED 1,2 248,100
YOUNG + RUBICAM INC COM 987425105 1,870 32,700 SH DEFINED 1,2 32,700
3COM CORP COM 885535104 9,174 159,200 SH DEFINED 1,2 159,200
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