<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, 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: Legal & General Group Plc
Address: Temple Court, 11 Queen Victoria Street,
London EC4N 4TP, England
Form 13F File Number: 28-1490
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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: A. J. Hobson
Title: Group Director (Finance)
Phone: 011-44171-528-6290
Signature, Place, and Date of Signing:
\s\ A.J. Hobson
A. J. Hobson London, England August 16, 1999
<PAGE>
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
holding 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).)
List of Other Managers Reporting for this Manager:
- -------------------------------------------------
2
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 654
Form 13F Information Table Value Total: $14,470,991 (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. Form 13F File Number Name
1 28-1480 Legal & General Assurance Society Limited
3
<PAGE>
Name of Reporting Manager: Legal & General Group Plc
Form 13F Information Table
<TABLE>
<CAPTION>
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Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Title of Value Principal Investment Other
Name of Issuer Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers Voting Authority
- ------------------------------------------------------------------------------------------------------------------------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADC COM 000886 4662 105500 SH DEFINED 1 105500
TELECOMMUNICATIONS 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
AES CORP COM 00130H 7262 148936 SH DEFINED 1 148936
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
AMR CORP COM 001765 9242 149006 SH DEFINED 1 149006
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
AT&T CORP COM 001957 221651 3449675 SH DEFINED 1 3449675
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
ABBOTT LABS COM 002824 62487 1377206 SH DEFINED 1 1377206
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
ABITIBI-CONSOLIDATED COM 003924 2030 190000 SH DEFINED 1 190000
INC 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
ADAPTEC INC COM 00651F 2191 73600 SH DEFINED 1 73600
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
ADOBE SYS INC COM 00724F 4416 63920 SH DEFINED 1 63920
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
ADVANCED MICRO COM 007903 1877 111200 SH DEFINED 1 111200
DEVICES INC 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
AETNA INC COM 008117 14507 170694 SH DEFINED 1 170694
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
AGRIUM INC COM 008916 793 88000 SH DEFINED 1 88000
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
AIR PRODS & CHEMS COM 009158 8318 225200 SH DEFINED 1 225200
INC 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
AIRTOUCH COM 00949T 21412 249707 SH DEFINED 1 249707
COMMUNICATIONS INC 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
ALBERTA ENERGY LTD COM 012873 3472 119300 SH DEFINED 1 119300
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
ALBERTSONS INC COM 013104 17588 329765 SH DEFINED 1 329765
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
ALCAN ALUMINIUM COM 013716 5155 179650 SH DEFINED 1 179650
LTD NEW 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
ALCATEL ALSTHOM ADR 013904 1790 71110 SH DEFINED 1 71110
30 5
- ------------------------------------------------------------------------------------------------------------------------------------
ALEXANDER & COM 014482 494 23800 SH DEFINED 1 23800
BALDWIN INC 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
ALLEGHENY COM 017415 4196 205002 SH DEFINED 1 205002
TELEDYNE INC 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
ALLIED SIGNAL INC COM 019512 26015 476544 SH DEFINED 1 476544
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
ALLSTATE CORP COM 020002 28991 788519 SH DEFINED 1 788519
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
ALLTEL CORP COM 020039 15211 222200 SH DEFINED 1 222200
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
ALTERA CORP COM 021441 6306 144900 SH DEFINED 1 144900
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
AMBAC INC COM 023139 2720 49200 SH DEFINED 1 49200
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
AMERADA HESS CORP COM 023551 5906 112768 SH DEFINED 1 112768
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
AMEREN CORP COM 023608 4303 112600 SH DEFINED 1 112600
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICA ONLINE COM 02364J 106454 940310 SH DEFINED 1 940310
INC DEL 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN ELEC PWR COM 025537 7152 179780 SH DEFINED 1 179780
INC 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN EXPRESS COM 025816 74443 598411 SH DEFINED 1 598411
CO 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
ANERUCAB FUBK COM 025932 327 9300 SH DEFINED 1 9300
GRIYO UBC IGUI 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN GENERAL COM 026351 14464 196046 SH DEFINED 1 196046
CORP 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN CL A 026375 1596 57340 SH DEFINED 1 57340
GREETINGS CORP 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN HOME COM 026609 121037 2066208 SH DEFINED 1 2066208
PRODS CORP 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN INTL COM 026874 188942 1582815 SH DEFINED 1 1582815
GROUP INC 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN NATL INS COM 028591 935 13400 SH DEFINED 1 13400
CO 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN PWR COM 029066 2632 115000 SH DEFINED 1 115000
CONVERSION CORP 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN TOWER CL A 029912 14889 659000 SH DEFINED 1 659000
SYS CORP 20 1
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN STORES COM 030096 5627 160475 SH DEFINED 1 160475
CO NEW 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
AMERITECH CORP COM 030954 84202 1284452 SH DEFINED 1 1284452
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
AMGEN INC COM 031162 33735 497256 SH DEFINED 1 497256
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
AMP INC COM 031897 5465 100167 SH DEFINED 1 100167
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
AMSOUTH COM 032165 5188 159686 SH DEFINED 1 159686
BANCORPORATION 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
ANALOG DEVICES INC COM 032654 6653 176194 SH DEFINED 1 176194
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
ANDREW CORP COM 034425 492 32800 SH DEFINED 1 32800
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
ANHEUSER BUSCH COM 035229 32061 431322 SH DEFINED 1 431322
COS INC 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
AON CORP COM 037389 8061 158999 SH DEFINED 1 158999
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
APACHE CORP COM 037411 1638 51000 SH DEFINED 1 51000
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
APPLE COMPUTER INC COM 037833 4377 111720 SH DEFINED 1 111720
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
APPLIED MATLS INC COM 038222 19558 305918 SH DEFINED 1 305918
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
ARCHER DANIELS COM 039483 7714 518572 SH DEFINED 1 518572
MIDLAND CO 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
ARCHSTONE CMNTYS SH BEN 039581 2359 112970 SH DEFINED 1 112970
TR 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
ARMCO INC. COM 042170 111 19800 SH DEFINED 1 19800
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
ARMSTONG WORLD COM 042476 1078 20800 SH DEFINED 1 20800
INDS INC 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
ASARCO INC. COM 043413 281 17020 SH DEFINED 1 17020
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
ASCEND COM 043491 7040 91580 SH DEFINED 1 91580
COMMUNICATIONS INC 10 9
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ASHLAND INC COM 044204 2157 52800 SH DEFINED 1 52800
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
ASSOCIATES FIRST CL A 046008 77850 1799672 SH DEFINED 1 1799672
CAP CORP 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
ATLANTIC COM 048825 19830 271180 SH DEFINED 1 271180
RICHFIELD CO 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
AUTODESK INC COM 052769 1792 52566 SH DEFINED 1 52566
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
AUTOMATIC DATA COM 053015 21875 524348 SH DEFINED 1 524348
PROCESSING INC 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
AUTOZONE INC COM 053332 3980 132800 SH DEFINED 1 132800
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
AVERY DENNISON COM 053611 5545 96600 SH DEFINED 1 96600
CORP 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
AVNET INC COM 053807 2142 51500 SH DEFINED 1 51500
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
AVON PRODS INC COM 054303 10297 203532 SH DEFINED 1 203532
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
BB&T CORP COM 054937 6784 183852 SH DEFINED 1 183852
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
BCE INC COM 05534B 26705 572798 SH DEFINED 1 572798
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
BCE MOBILE COM 05534G 1365 47200 SH DEFINED 1 47200
COMMUNICATION INC 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
BAKER HUGHES INC COM 057224 23087 849712 SH DEFINED 1 849712
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
BALLARD PWR SYS COM 05858H 519 16500 SH DEFINED 1 16500
INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
BALTIMORE GAS & COM 059165 1224 48850 SH DEFINED 1 48850
ELEC CO 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
BANK MONTREAL QUE COM 063671 9003 233622 SH DEFINED 1 233622
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
BANK NEW YORK INC COM 064057 24379 670800 SH DEFINED 1 670800
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
BANK ONE CORP COM 06423A 86434 1551044 SH DEFINED 1 1551044
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
BANKAMERICA CORP COM 06605F 78931 1143925 SH DEFINED 1 1143925
NEW 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
BANKBOSTON CORP COM 06605R 11944 251954 SH DEFINED 1 251954
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
BANKERS TRUST NY COM 066365 3119 35694 SH DEFINED 1 35694
CORP 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
BARRICK GOLD CORP COM 067901 2241 121834 SH DEFINED 1 121834
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
BATTLE MTN GOLD CO COM 071593 398 146304 SH DEFINED 1 146304
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
BAUSCH & LOMB INC COM 071707 2980 43660 SH DEFINED 1 43660
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
BAXTER INTL INC COM 071813 17756 282324 SH DEFINED 1 282324
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
BECTON DICKINSON COM 075887 7366 214474 SH DEFINED 1 214474
& CO 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
BELL ATLANTIC CORP COM 077853 127895 2293178 SH DEFINED 1 2293178
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
BELLSOUTH CORP COM 079860 80079 1837977 SH DEFINED 1 1837977
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
BERKSHIRE COM 084670 85382 1199 SH DEFINED 1 1199
HATHAWAY INC DEL 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
BERKSHIRE CL B 084670 8657 3708 SH DEFINED 1 3708
HATHAWAY INC DEL 20 7
- ------------------------------------------------------------------------------------------------------------------------------------
BESTFOODS COM 08658U 14060 290434 SH DEFINED 1 290434
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
BETHLEHEM STL CORP COM 087509 16070 2020600 SH DEFINED 1 2020600
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
BEVERLY COM NE 087851 164 25800 SH DEFINED 1 25800
ENTERPRISES INC 30 9
- ------------------------------------------------------------------------------------------------------------------------------------
BLACK & DECKER COM 091797 5056 88656 SH DEFINED 1 88656
CORP 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
BLOCK H & R INC COM 093671 3840 80622 SH DEFINED 1 80622
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
BOEING CO COM 097023 31357 799458 SH DEFINED 1 799458
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
BOISE CASCADE CORP COM 097383 1856 48644 SH DEFINED 1 48644
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
BOSTON SCIENTIFIC COM 101137 12809 314837 SH DEFINED 1 314837
CORP 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
BRIGGS & STRATTON COM 109043 724 13200 SH DEFINED 1 13200
CORP 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
BRISTOL MYERS COM 110122 156609 2430172 SH DEFINED 1 2430172
SQUIBB CO 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
BROWNING FERRIS COM 115885 6124 150516 SH DEFINED 1 150516
INDS INC 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
BRUNSWICK CORP COM 117043 1904 82396 SH DEFINED 1 82396
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
BURLINGTON NORTHN COM 12189T 17403 530994 SH DEFINED 1 530994
SANTA FE CP 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
BURLINGTON RES INC COM 122014 6305 157634 SH DEFINED 1 157634
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
CBS CORP COM 12490K 27159 663670 SH DEFINED 1 663670
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
CIGNA CORP COM 125509 15672 182210 SH DEFINED 1 182210
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
CIT GROUP INC CL A 125577 29872 1029500 SH DEFINED 1 1029500
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
CMS ENERGY CORP COM 125896 15836 376000 SH DEFINED 1 376000
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
CSX CORP COM 126408 7266 176490 SH DEFINED 1 176490
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
CVS CORP COM 126650 40124 811659 SH DEFINED 1 811659
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
CABLETRON SYS INC COM 126920 1206 112200 SH DEFINED 1 112200
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
CABOT CORP COM 127055 911 40000 SH DEFINED 1 40000
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
CADENCE DESIGN COM 127387 3243 178600 SH DEFINED 1 178600
SYSTEM INC 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
CADIZ INC COM 127537 2472 281572 SH DEFINED 1 281572
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
CAMPBELL SOUP CO COM 134429 15784 371884 SH DEFINED 1 371884
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
CANADIAN PAC LTD COM 135923 4516 208680 SH DEFINED 1 208680
NEW 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
CANADIAN IMPERIAL COM 136069 8830 366276 SH DEFINED 1 366276
BK COMM ONT 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
CANADIAN NATL RY COM 136375 6870 114340 SH DEFINED 1 114340
CO 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
CANADIAN COM 136420 1361 100600 SH DEFINED 1 100600
OCCIDENTAL PETE LTD 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINL COM 14040H 9746 137786 SH DEFINED 1 565322
CORP 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
CARDINAL HEALTH COM 14149Y 37846 565322 SH DEFINED 1 565322
INC 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
CARNIVAL CRUISE CL A 143658 28139 608962 SH DEFINED 1 608962
LINES INC 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
CAROLINA PWR & LT COM 144141 4462 106958 SH DEFINED 1 106958
CO 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
CASE CORP COM 14743R 3623 101000 SH DEFINED 1 101000
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
CATERPILLAR INC COM 149123 26108 468238 SH DEFINED 1 468238
DEL 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
CELESTICA INC. SUB VT 15101Q 426 10000 SH DEFINED 1 10000
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
CENDANT CORP COM 151313 25393 1409064 SH DEFINED 1 1409064
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
CENTRAL & SOUTH COM 152357 4724 194066 SH DEFINED 1 194066
WEST CORP 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
CERIDIAN CORP COM 15677T 6855 207088 SH DEFINED 1 207088
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
CHAMPION INTL CORP COM 158525 33708 743750 SH DEFINED 1 743750
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
CHASE MANHATTAN COM 16161A 103527 1276612 SH DEFINED 1 1276612
CORP NEW 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
CHEVRON COM 166751 59716 663247 SH DEFINED 1 663247
CORPORATION 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
CHINA FD INC COM 169373 2430 247600 SH DEFINED 1 247600
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
CHIRON CORP COM 170040 2437 112200 SH DEFINED 1 112200
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
CHRIS CRAFT INDS COM 170520 667 14750 SH DEFINED 1 14750
INC 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
CHUBB CORP COM 171232 9361 144230 SH DEFINED 1 144230
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
CIENA CORP COM 171779 28415 1074600 SH DEFINED 1 1074600
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
CINCINNATI BELL COM 171870 2010 88600 SH DEFINED 1 88600
INC 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
CINCINNATI FINL COM 172062 4384 116818 SH DEFINED 1 116818
CORP 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
CINERGY CORP COM 172474 3521 116400 SH DEFINED 1 116400
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
CIRCUIT CITY COM 172737 7850 95400 SH DEFINED 1 95400
STORE INC 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
CISCO SYS INC COM 17275R 235653 3140865 SH DEFINED 1 3140865
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
CIRCUS CIRCUS COM 172909 1124 55600 SH DEFINED 1 55600
ENTERPRISES INC 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
CITIGROUP INC COM 172967 194249 3734794 SH DEFINED 1 3734794
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
CITIZENS UTILS CO CL B 177342 918 99582 SH DEFINED 1 99582
DEL 20 1
- ------------------------------------------------------------------------------------------------------------------------------------
CLEAR CHANNEL COM 184502 15734 247968 SH DEFINED 1 247968
COMMUNICATIONS 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
CLOROX CO DEL COM 189054 14060 129693 SH DEFINED 1 129693
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
COASTAL CORP COM 190441 38272 1006600 SH DEFINED 1 1006600
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
COCA COLA CO COM 191216 182323 2870806 SH DEFINED 1 2870806
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
COCA COLA COM 191219 10918 329216 SH DEFINED 1 329216
ENTERPRISES 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
COGNOS INC COM 19244C 585 28200 SH DEFINED 1 28200
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
COLGATE PALMOLIVE COM 194162 27098 289350 SH DEFINED 1 289350
CO 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
COLUMBIA GAS SYS COM 197648 4156 74000 SH DEFINED 1 74000
INC 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
COLUMBIA/HCA COM 197677 12671 598442 SH DEFINED 1 598442
HEALTHCARE CORP 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
COMCAST CORP CL A 200300 1400 27800 SH DEFINED 1 27800
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
COMCAST CORP CL A S 200300 53099 1105657 SH DEFINED 1 1105657
20 0
- ------------------------------------------------------------------------------------------------------------------------------------
COMERICA INC COM 200340 8888 144000 SH DEFINED 1 144000
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
COMINCO LTD COM 200435 619 40000 SH DEFINED 1 40000
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
COMPAQ COMPUTER COM 204493 58222 2145114 SH DEFINED 1 2145114
CORP 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
COMPUTER ASSOC COM 204912 21846 499800 SH DEFINED 1 499800
INTL INC 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
COMPUTER SCIENCES COM 205363 13306 206850 SH DEFINED 1 206850
CORP 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
COMPUWARE CORP COM 205638 11460 410960 SH DEFINED 1 410960
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
COMSAT CORP COM SE 20564D 779 25400 SH DEFINED 1 25400
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
CONAGRA INC COM 205887 12313 442384 SH DEFINED 1 442384
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
CONCORD EFS INC. COM 206197 4454 111000 SH DEFINED 1 111000
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
CONECTIV INC COM 206829 4939 213822 SH DEFINED 1 213822
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
CONSECO INC COM 208464 7732 250454 SH DEFINED 1 250454
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED COM 209115 14077 303556 SH DEFINED 1 303556
EDISON INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED NAT COM 209615 3858 68100 SH DEFINED 1 68100
GAS CO 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED COM 209759 1976 77200 SH DEFINED 1 77200
PAPERS INC 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
COOPER INDS INC COM 216669 4622 94948 SH DEFINED 1 94948
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
CORNING INC COM 219350 11385 187720 SH DEFINED 1 187720
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
COSTCO COMPANIES COM 22160Q 49561 590603 SH DEFINED 1 590603
INC 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
COUNTRYWIDE CR COM 222372 2282 58600 SH DEFINED 1 58600
INDS INC DEL 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
COX CL A 224044 1611 326550 SH DEFINED 1 326550
COMMUNICATIONS INC NEW 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
CROWN CORK & SEAL COM 228255 2758 97980 SH DEFINED 1 97980
INC 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
CRYSTAL OIL CO. PFD SR 229385 0 15638 SH DEFINED 1 15638
30 7
- ------------------------------------------------------------------------------------------------------------------------------------
CUMMINS ENGINE INC COM 231021 973 20600 SH DEFINED 1 20600
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
CYPRESS COM 232806 721 58000 SH DEFINED 1 58000
SEMICONDUCTOR CORP 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
CYPRUS AMAX COM 232809 669 49300 SH DEFINED 1 49300
MINERALS CO 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
DPL INC COM 233293 5279 288300 SH DEFINED 1 288300
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
DQE COM 23329J 2836 70900 SH DEFINED 1 70900
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
DTE ENERGY CO COM 233331 4668 113000 SH DEFINED 1 113000
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
DANA CORP COM 235811 4219 101702 SH DEFINED 1 101702
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
DARDEN COM 237194 3749 176956 SH DEFINED 1 176956
RESTAURANTS INC 105
- ------------------------------------------------------------------------------------------------------------------------------------
DAYTON HUDSON CORP COM 239753 72986 1079420 SH DEFINED 1 1079420
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
DEERE & CO COM 244199 6906 179282 SH DEFINED 1 179282
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
DELL COMPUTER CORP COM 247025 109915 3037100 SH DEFINED 1 3037100
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
DELTA AIR LINES COM 247361 8948 147040 SH DEFINED 1 147040
INC DEL 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
DELUXE CORP COM 248019 1830 52800 SH DEFINED 1 52800
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
DIAMOND OFFSHORE COM 25271C 2676 96200 SH DEFINED 1 96200
DRILLING INC 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
DIEBOLD INC COM 253651 1274 49400 SH DEFINED 1 49400
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
DISNEY WALT CO DEL COM 254687 74848 2364518 SH DEFINED 1 2364518
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
DOLE FOOD INC COM 256605 1452 48740 SH DEFINED 1 48740
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
DOLLAR GEN CORP COM 256669 7581 248050 SH DEFINED 1 248050
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
DOMINION RES INC COM 257470 6900 166400 SH DEFINED 1 166400
VA 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
DOMTAR INC COM 257561 1118 133800 SH DEFINED 1 133800
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
DONNELLEY R R & COM 257867 4229 118800 SH DEFINED 1 118800
SONS CO 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
DOVER CORP COM 260003 8474 236862 SH DEFINED 1 236862
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
DOW CHEM CO COM 260543 53096 478208 SH DEFINED 1 478208
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
DOW JONES & CO INC COM 260561 4160 83000 SH DEFINED 1 83000
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
DU PONT E I DE COM 263534 104577 1676558 SH DEFINED 1 1676558
NEMOURS & CO 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
DUKE POWER CO COM 264399 30104 532532 SH DEFINED 1 532532
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
DUN & BRADSTREET COM 26483B 4533 127906 SH DEFINED 1 127906
CORP DEL 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
EF&G INC COM 268457 502 16760 SH DEFINED 1 16760
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
E M C CORP MASS COM 268648 59361 851071 SH DEFINED 1 851071
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
ENSCO INTL INC COM 26874Q 1893 125414 SH DEFINED 1 125414
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
EASTMAN CHEM CO COM 277432 3294 67132 SH DEFINED 1 67132
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
EASTMAN KODAK CO COM 277461 19759 292118 SH DEFINED 1 292118
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
EATON CORP COM 278058 4452 55200 SH DEFINED 1 55200
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
ECHO BAY MINES LTD COM 278751 109 69700 SH DEFINED 1 69700
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
ECOLAB INC COM 278865 3294 82600 SH DEFINED 1 82600
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
EDPERBRASCAN CORP CL A 280905 2754 203000 SH DEFINED 1 203000
80 3
- ------------------------------------------------------------------------------------------------------------------------------------
EDISON INTL COM 281020 8036 303600 SH DEFINED 1 303600
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
EDWARDS AG INC COM 281760 1383 43400 SH DEFINED 1 43400
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC DATA COM 285661 24121 454644 SH DEFINED 1 454644
SYS NEW 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
ELECTRONICS COM 286045 1623 117000 SH DEFINED 1 117000
BOUTIQUE HLDGS CP 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
EMERSON ELEC CO COM 291011 70550 1193268 SH DEFINED 1 1193268
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
ENBRIDGE INC COM 29250N 1679 56100 SH DEFINED 1 56100
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
ENGELHARD CORP COM 292845 2465 124046 SH DEFINED 1 124046
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
ENRON CORP COM 293561 20219 274406 SH DEFINED 1 274406
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
ENTERGY CORP NEW COM 29364G 9531 313645 SH DEFINED 1 313645
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
EQUIFAX INC COM 294429 3091 90000 SH DEFINED 1 90000
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
EQUITABLE COS INC COM 29444G 33063 492822 SH DEFINED 1 492822
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
EQUITY OFFICE COM 294741 5783 226200 SH DEFINED 1 226200
PROPERTIES TRUST 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
EXTENDICARE INC SUB VT 30224T 99 32000 SH DEFINED 1 32000
CDA 87 1
- ------------------------------------------------------------------------------------------------------------------------------------
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10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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30 3
- ------------------------------------------------------------------------------------------------------------------------------------
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10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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MTG CORP 30 1
- ------------------------------------------------------------------------------------------------------------------------------------
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ASSN 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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STORES INC DEL 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
FIDELITY ADVISOR COM 315804 105 16800 SH DEFINED 1 16800
KOREA FD INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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BANCORP 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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10 5
- ------------------------------------------------------------------------------------------------------------------------------------
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10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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WIS 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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INC NEW 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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10 0
- ------------------------------------------------------------------------------------------------------------------------------------
FOOD LION INC CL B 344775 1280 121900 SH DEFINED 1 121900
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
FOOD LION INC CL A 344775 262 25034 SH DEFINED 1 25034
20 0
- ------------------------------------------------------------------------------------------------------------------------------------
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10 0
- ------------------------------------------------------------------------------------------------------------------------------------
FORE SYSTEMS INC COM 345449 6446 332700 SH DEFINED 1 332700
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
FORT JAMES CORP COM 347471 7705 216013 SH DEFINED 1 216013
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
FOUR SEASONS SUB VT 35100E 593 14000 SH DEFINED 1 14000
HOTEL INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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10 1
- ------------------------------------------------------------------------------------------------------------------------------------
FREEPORT-MCMORAN CL A 35671D 338 25848 SH DEFINED 1 25848
COPPER & GOLD 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
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COPPER & GOLD 85 7
- ------------------------------------------------------------------------------------------------------------------------------------
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CORPORATION 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
GPU INC COM 36225X 3967 96840 SH DEFINED 1 96840
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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INTERNATIONAL INC 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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NEW 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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30 7
- ------------------------------------------------------------------------------------------------------------------------------------
GENER S A SPON A 368731 3564 208412 SH DEFINED 1 208412
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
GENERAL DYNAMICS COM 369550 8513 130024 SH DEFINED 1 130024
CORP 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP DEL 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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10 5
- ------------------------------------------------------------------------------------------------------------------------------------
GENERAL MTRS CORP CL H N 390442 4172 77174 SH DEFINED 1 77174
83 2
- ------------------------------------------------------------------------------------------------------------------------------------
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10 5
- ------------------------------------------------------------------------------------------------------------------------------------
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10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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40 4
- ------------------------------------------------------------------------------------------------------------------------------------
GOLDEN WEST FINL COM 381317 11243 118859 SH DEFINED 1 118859
CORP DEL 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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RUBR CO 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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DEL NEW 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 4
- ------------------------------------------------------------------------------------------------------------------------------------
GREAT ATLANTIC & COM 390064 370 11600 SH DEFINED 1 11600
PAC TEA INC 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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COPR 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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10 5
- ------------------------------------------------------------------------------------------------------------------------------------
GULF CDA RES LTD ORD 40218L 863 258000 SH DEFINED 1 258000
30 5
- ------------------------------------------------------------------------------------------------------------------------------------
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10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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INC 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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INDS INC 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 5
- ------------------------------------------------------------------------------------------------------------------------------------
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SVCS GROUP INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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REHABILITATION CP 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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20 1
- ------------------------------------------------------------------------------------------------------------------------------------
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10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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BANCSHARES INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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GROUP INC 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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Y REP S A 20 4
- ------------------------------------------------------------------------------------------------------------------------------------
ITT INDS INC IND COM 450911 9208 238462 SH DEFINED 1 238462
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
IKON OFFICE COM 451713 1525 113458 SH DEFINED 1 113458
SOLUTIONS INC 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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INC 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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40 8
- ------------------------------------------------------------------------------------------------------------------------------------
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40 2
- ------------------------------------------------------------------------------------------------------------------------------------
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10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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INC 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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- ------------------------------------------------------------------------------------------------------------------------------------
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FLAVORS & FRAGRANC 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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- ------------------------------------------------------------------------------------------------------------------------------------
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COS INC 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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SOUTHN INDS INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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PRODTNS INC 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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50 3
- ------------------------------------------------------------------------------------------------------------------------------------
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INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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INC 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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INC 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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10 4
- ------------------------------------------------------------------------------------------------------------------------------------
LEVEL 3 COM 52729N 16045 245200 SH DEFINED 1 245200
COMMUNICATIONS INC 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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IND 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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10 5
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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TECHNOLOGIES INC 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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LTD 20 9
- ------------------------------------------------------------------------------------------------------------------------------------
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40 1
- ------------------------------------------------------------------------------------------------------------------------------------
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NEW 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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COS INC 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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NEW 20 2
- ------------------------------------------------------------------------------------------------------------------------------------
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10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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30 6
- ------------------------------------------------------------------------------------------------------------------------------------
MEDPARTNERS INC COM 58503X 522 100000 SH DEFINED 1 100000
NEW 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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BANCORPORATION INC 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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CO INC 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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INC 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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MFG CO 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
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10 4
- ------------------------------------------------------------------------------------------------------------------------------------
MITEL CORP COM 606711 329 48000 SH DEFINED 1 48000
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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20 0
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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INC 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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DISCOVER & CO 44 8
- ------------------------------------------------------------------------------------------------------------------------------------
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IND NEW 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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SEMICONDUCTOR CORP 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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INC 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP NEW 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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SYS 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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NETWORKS CORP 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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INC 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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COMMUNICATIONS INC 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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PWR CORP 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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MINN 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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LTD 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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10 2
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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10 5
- ------------------------------------------------------------------------------------------------------------------------------------
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10 5
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP DEL 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
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20 1
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10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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10 3
- ------------------------------------------------------------------------------------------------------------------------------------
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10 4
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20 5
- ------------------------------------------------------------------------------------------------------------------------------------
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10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
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40 3
- ------------------------------------------------------------------------------------------------------------------------------------
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PLANS INC 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 1
- ------------------------------------------------------------------------------------------------------------------------------------
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10 5
- ------------------------------------------------------------------------------------------------------------------------------------
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10 5
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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SYS DEL 20 1
- ------------------------------------------------------------------------------------------------------------------------------------
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10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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GROUP INC 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
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INC 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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30 7
- ------------------------------------------------------------------------------------------------------------------------------------
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TECHNOLOGY CORP 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
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10 7
- ------------------------------------------------------------------------------------------------------------------------------------
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10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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STATE COMPANY 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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CORP 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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10 6
- ------------------------------------------------------------------------------------------------------------------------------------
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10 8
- ------------------------------------------------------------------------------------------------------------------------------------
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10 0
- ------------------------------------------------------------------------------------------------------------------------------------
PHARMACIA & COM 716941 47496 833422 SH DEFINED 1 833422
UPJOHN INC 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
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10 3
- ------------------------------------------------------------------------------------------------------------------------------------
PHELPS DODGE CORP COM 717265 3576 65466 SH DEFINED 1 65466
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
PHILIP MORRIS COS COM 718154 144719 3589873 SH DEFINED 1 3589873
INC 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
PHILLIPS PETE CO COM 718507 10232 220580 SH DEFINED 1 220580
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
PINNACLE WEST CAP COM 723484 1966 50200 SH DEFINED 1 50200
CORP 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
PIONEER HI BRED COM 723686 6049 158800 SH DEFINED 1 158800
INTL INC 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
PITNEY BOWES INC COM 724479 39681 639148 SH DEFINED 1 639148
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
PITTSTON CO DEL COM 725701 854 33600 SH DEFINED 1 33600
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
PLACER DOME INC COM 725906 3354 285400 SH DEFINED 1 285400
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
POLAROID CORP COM 731095 2496 108650 SH DEFINED 1 108650
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
POTASH CORP SASK COM 73755L 2348 43190 SH DEFINED 1 43190
INC 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
POTOMAC ELEC PWR COM 737679 2592 96000 SH DEFINED 1 96000
CO 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
PRAXAIR INC COM 74005P 9780 237238 SH DEFINED 1 237238
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
PREMARK INTL INC COM 740459 1349 39200 SH DEFINED 1 39200
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE COM 742718 149067 1658601 SH DEFINED 1 1658601
CO 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
PROGRESSIVE CORP COM 743315 11546 81797 SH DEFINED 1 81797
OHIO 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
PROVIDENT COS INC COM 743862 7976 210226 SH DEFINED 1 210226
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FINL COM 74406A 13865 148432 SH DEFINED 1 148432
CORP 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
PUBLIC SVC COM 744573 7549 189620 SH DEFINED 1 189620
ENTERPRISE GROUP 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
PUGET SOUND PWR & COM 745332 1272 52200 SH DEFINED 1 52200
LT CO 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
QUAKER OATS CO COM 747402 6539 106376 SH DEFINED 1 106376
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
QUINTILES COM 748767 11158 297600 SH DEFINED 1 297600
TRANSNATIONAL CORP 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
RJR NABISCO COM NE 74960K 3935 136287 SH DEFINED 1 136287
HOLDINGS CORP 87 6
- ------------------------------------------------------------------------------------------------------------------------------------
RALSTON PURINA CO COM 751277 11088 391154 SH DEFINED 1 391154
30 2
- ------------------------------------------------------------------------------------------------------------------------------------
RANGER OIL LTD COM 752805 63 15000 SH DEFINED 1 15000
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
RAYCHEM CORP DEL COM 754603 1843 63080 SH DEFINED 1 63080
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
RAYTHEON CO CL A 755111 4066 65750 SH DEFINED 1 65750
30 9
- ------------------------------------------------------------------------------------------------------------------------------------
RAYTHEON CO CL B 755111 13145 208756 SH DEFINED 1 208756
40 8
- ------------------------------------------------------------------------------------------------------------------------------------
READERS DIGEST CL A 755267 2376 63100 SH DEFINED 1 63100
ASSN INC 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
REEBOK INTL LTD COM 758110 627 36660 SH DEFINED 1 36660
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
REGIONS FINL CORP COM 758940 5391 143400 SH DEFINED 1 143400
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
REPUBLIC INDS INC COM 760516 1503 116719 SH DEFINED 1 116719
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
REPUBLIC N Y CORP COM 760719 6053 106400 SH DEFINED 1 106400
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
REYNOLDS METALS CO COM 761763 2983 55992 SH DEFINED 1 55992
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
REYNOLDS R J TOB COM 76182K 1505 46227 SH DEFINED 1 46227
HLDGS INC 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
RIO ALGOM LTD COM 766889 249 20400 SH DEFINED 1 20400
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
RITE AID CORP COM 767754 8785 346576 SH DEFINED 1 346576
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
ROCKWELL INTL COM 773903 8627 166202 SH DEFINED 1 166202
CORP NEW 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
ROGERS CL B 775109 1875 109700 SH DEFINED 1 109700
COMMUNICATIONS INC 20 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROHM & HAAS CO COM 775371 6250 159194 SH DEFINED 1 159194
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
ROUSE CO COM 779273 1099 46220 SH DEFINED 1 46220
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
ROYAL GROUP SUB VT 779915 1196 44000 SH DEFINED 1 44000
TECHNOLOGIES LTD 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
ROYAL BK CDA COM 780087 12097 270410 SH DEFINED 1 270410
MONTREAL QUE 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
ROYAL DUTCH PETE NY REG 780257 7897 142006 SH DEFINED 1 142006
CO 80 4
- ------------------------------------------------------------------------------------------------------------------------------------
RUSSELL CORP COM 782352 875 44000 SH DEFINED 1 44000
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
RYDER SYS INC COM 783549 1475 55530 SH DEFINED 1 55530
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
SBC COM 78387G 127660 2473534 SH DEFINED 1 2473534
COMMUNICATIONS INC 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
SLM HLDG CORP COM 78442A 6896 157850 SH DEFINED 1 157850
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
SPDR TR UNIT S 78462F 4647 36200 SH DEFINED 1 36200
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
SPX CORP COM 784635 816 11780 SH DEFINED 1 11780
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
SAFECO CORP COM 786429 4335 101400 SH DEFINED 1 101400
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAFEWAY INC COM NE 786514 39551 776534 SH DEFINED 1 776534
20 8
- ------------------------------------------------------------------------------------------------------------------------------------
ST JOE CORP COM 790148 1993 77200 SH DEFINED 1 77200
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
ST JUDE MED INC COM 790849 1684 56000 SH DEFINED 1 56000
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
ST PAUL COS INC COM 792860 6501 201196 SH DEFINED 1 201196
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
SARA LEE CORP COM 803111 30997 1251960 SH DEFINED 1 1251960
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
SCHERING PLOUGH COM 806605 73533 1383583 SH DEFINED 1 1383583
CORP 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SCHLUMBERGER LTD COM 806857 30017 507974 SH DEFINED 1 507974
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
SCHWAB CHARLES COM 808513 32126 346350 SH DEFINED 1 346350
CORP NEW 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
SCIENTIFIC COM 808655 1049 33200 SH DEFINED 1 33200
ATLANTA INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
SEAGATE TECHNOLOGY COM 811804 5397 195192 SH DEFINED 1 195192
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
SEAGRAM LTD COM 811850 16442 336512 SH DEFINED 1 336512
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
SEALED AIR CORP COM 81211K 2603 45572 SH DEFINED 1 45572
NEW 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEARS ROEBUCK & CO COM 812387 18168 409312 SH DEFINED 1 409312
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
SEMPRA ENERGY COM 816851 4061 189980 SH DEFINED 1 189980
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
SENSORMATIC COM 817265 384 33340 SH DEFINED 1 33340
ELECTRS CORP 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SERVICE CORP INTL COM 817565 4212 254776 SH DEFINED 1 254776
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
DEFINED MED SYS COM 819486 1105 18190 SH DEFINED 1 18190
CORP 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SHAW INDS INC COM 820286 529 28000 SH DEFINED 1 28000
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
SHAW CL B C 82028K 1110 28000 SH DEFINED 1 28000
COMMUNICATIONS INC 20 0
- ------------------------------------------------------------------------------------------------------------------------------------
SHERWIN WILLIAMS COM 824348 3862 144200 SH DEFINED 1 144200
CO 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
SIGMA ALDRICH CORP COM 826552 1591 50400 SH DEFINED 1 50400
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SILICON GRAPHICS COM 827056 1924 128800 SH DEFINED 1 128800
INC 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
SMURFIT-STONE COM 832727 1166 59122 SH DEFINED 1 59122
CONTAINER CORP 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SNAP ON TOOLS CORP COM 833034 2263 69836 SH DEFINED 1 69836
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SOLECTRON CORP COM 834182 12051 212400 SH DEFINED 1 212400
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
SONAT INC COM 835415 2456 77340 SH DEFINED 1 77340
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
SONOCO PRODS CO COM 835495 2009 76262 SH DEFINED 1 76262
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHERN CO COM 842587 21504 815718 SH DEFINED 1 815718
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHERN PERU COM 843611 376 31000 SH DEFINED 1 31000
COPPER CORP 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHTRUST CORP COM 844730 4293 110600 SH DEFINED 1 110600
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST AIRLS CO COM 844741 7242 230050 SH DEFINED 1 230050
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
SPRINT CORP COM 852061 36346 532601 SH DEFINED 1 532601
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPRINT CORP PCS CO 852061 12800 247334 SH DEFINED 1 247334
50 6
- ------------------------------------------------------------------------------------------------------------------------------------
STAFFMARK INC COM 852389 461 76807 SH DEFINED 1 76807
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
STANLEY WKS COM 854616 1726 62260 SH DEFINED 1 62260
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
STAPLES INC COM 855030 10396 340948 SH DEFINED 1 340948
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
STATE STR CORP COM 857477 11979 145588 SH DEFINED 1 145588
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP COM 866005 5855 146480 SH DEFINED 1 146480
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SUN MICROSYSTEMS COM 866810 75949 949070 SH DEFINED 1 949070
INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
SUNCOR INC COM 867229 3475 95200 SH DEFINED 1 95200
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
SUNDSTRAND CORP COM 867323 1638 24039 SH DEFINED 1 24039
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BKS INC COM 867914 19326 291256 SH DEFINED 1 291256
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
SUPERVALU INC COM 868536 2107 90620 SH DEFINED 1 90620
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
SYNOVUS FINL CORP COM 87161C 3420 165550 SH DEFINED 1 165550
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
SYSCO CORP COM 871829 10436 359584 SH DEFINED 1 359584
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
TECO ENERGY INC COM 872375 1408 63800 SH DEFINED 1 63800
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
TIG HLDGS INC COM 872469 1607 98870 SH DEFINED 1 98870
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
TJX COS INC NEW COM 872540 8119 242564 SH DEFINED 1 242564
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
TRW INC COM 872649 4347 86180 SH DEFINED 1 86180
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
TAIWAN EQUITY FD COM 874031 375 40000 SH DEFINED 1 40000
INC 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
TAIWAN FD INC COM 874036 533 40000 SH DEFINED 1 40000
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
TALISMAN ENERGY COM 87425E 3639 157916 SH DEFINED 1 157916
INC 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
TANDY CORP COM 875382 7680 150580 SH DEFINED 1 150580
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
TEKTRONIX INC COM 879131 1157 44140 SH DEFINED 1 44140
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELEGLOBE INC COM 87941V 5126 170000 SH DEFINED 1 170000
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELLABS INC COM 879664 21803 291246 SH DEFINED 1 291246
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
TEMPLE INLAND INC COM 879868 3110 47600 SH DEFINED 1 47600
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
TEMPLETON DRAGON COM 88018T 557 60000 SH DEFINED 1 60000
FD INC 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
TENET HEALTHCARE COM 88033G 4534 239412 SH DEFINED 1 239412
CORP 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
TENNECO INC NEW COM 88037E 3109 116846 SH DEFINED 1 116846
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
TERADYNE INC COM 880770 3291 54400 SH DEFINED 1 54400
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
TEXACO INC COM 881694 63629 1086044 SH DEFINED 1 1086044
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
TEXAS INSTRS INC COM 882508 43574 376106 SH DEFINED 1 376106
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
TEXAS UTILS CO COM 882848 29459 682426 SH DEFINED 1 682426
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
TEXTRON INC COM 883203 13724 169932 SH DEFINED 1 169932
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
3COM CORP COM 885535 7448 293498 SH DEFINED 1 293498
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
TIME WARNER INC COM 887315 66439 966844 SH DEFINED 1 966844
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
TIMES MIRROR CO COM SE 887364 7461 128318 SH DEFINED 1 128318
NEW 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
TORCHMARK CORP COM 891027 3665 109324 SH DEFINED 1 109324
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
TORONO DOMINION COM NE 891160 11068 253868 SH DEFINED 1 253868
BK ONT 50 9
- ------------------------------------------------------------------------------------------------------------------------------------
TOSCO CORP COM NE 891490 2369 96800 SH DEFINED 1 96800
30 2
- ------------------------------------------------------------------------------------------------------------------------------------
TOYS R US COM 892335 3818 199310 SH DEFINED 1 199310
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRANSAMERICA CORP COM 893485 7474 101400 SH DEFINED 1 101400
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
TRANSATLANTIC COM 893521 1328 17700 SH DEFINED 1 17700
HLDS INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
TRANSCANADA COM 893526 6566 486096 SH DEFINED 1 486096
PIPELINES LTD 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
TRANSOCEAN COM 893817 1284 49024 SH DEFINED 1 49024
OFFSHORE INC 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
TRAVELERS PPTY CL A 893939 1197 31800 SH DEFINED 1 31800
CAS CORP 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
TRI CONTL CORP COM 895436 1585 54084 SH DEFINED 1 54084
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
TRICON GLOBAL COM 895953 7245 119336 SH DEFINED 1 119336
RESTAURANTS 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
TRIBUNE CO NEW COM 896047 8252 105666 SH DEFINED 1 105666
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
TRINITY INDS INC COM 896522 322 10400 SH DEFINED 1 10400
DEL 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
TUPPERWARE CORP COM 899896 1164 53920 SH DEFINED 1 53920
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
TYCO INTL LTD NEW COM 902124 121565 1454912 SH DEFINED 1 1454912
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
TYSON FOODS INC CL A 902494 1201 56500 SH DEFINED 1 56500
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
UAL CORP COM PA 902549 3432 50494 SH DEFINED 1 50494
50 0
- ------------------------------------------------------------------------------------------------------------------------------------
USX MARATHON GROUP COM NE 902905 6846 236070 SH DEFINED 1 236070
82 7
- ------------------------------------------------------------------------------------------------------------------------------------
UST INC COM 902911 3804 130346 SH DEFINED 1 130346
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
US BANCORP DEL COM 902973 21845 651657 SH DEFINED 1 651657
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
UNUM CORP COM 903192 9789 186940 SH DEFINED 1 186940
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
USEC INC COM 90333E 7383 569700 SH DEFINED 1 569700
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
USX-U S STL COM 90337T 2009 80778 SH DEFINED 1 80778
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
UNILEVER N V NEW YO 904784 600 8700 SH DEFINED 1 8700
50 1
- ------------------------------------------------------------------------------------------------------------------------------------
UNICOM CORP COM 904911 10650 273323 SH DEFINED 1 273323
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
UNION CAMP CORP COM 905530 2901 42200 SH DEFINED 1 42200
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
UNION CARBIDE CORP COM 905581 8671 182838 SH DEFINED 1 182838
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
UNION PAC CORP COM 907818 11132 204474 SH DEFINED 1 204474
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
UNION PAC RES COM 907834 19059 1425444 SH DEFINED 1 1425444
GROUP INC 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
UNION PLANTERS COM 908068 3215 73350 SH DEFINED 1 73350
CORP 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
UNISYS CORP/ COM 909214 23275 677020 SH DEFINED 1 677020
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED DOMINION COM 909914 716 32600 SH DEFINED 1 32600
INDS LTD 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED HEALTHCARE COM 910581 21411 384384 SH DEFINED 1 384384
CORP 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
USAIR GROUP INC COM 911905 4090 90120 SH DEFINED 1 90120
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
U S WEST INC NEW COM 91273H 24750 437542 SH DEFINED 1 437542
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED COM 913017 36040 409212 SH DEFINED 1 409212
TECHNOLOGIES CORP 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
UNITRIN INC COM 913275 3429 63200 SH DEFINED 1 63200
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
UNOCAL CORP COM 915289 18019 485778 SH DEFINED 1 485778
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
V F CORP COM 918204 4301 98900 SH DEFINED 1 98900
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
VENATOR GROUP INC COM 922944 1381 163126 SH DEFINED 1 163126
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
VIACOM INC COM 925524 4227 75768 SH DEFINED 1 75768
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
VIACOM INC COM NO 925524 20300 361973 SH DEFINED 1 361973
30 8
- ------------------------------------------------------------------------------------------------------------------------------------
VIAD CORP COM 92552R 3633 125400 SH DEFINED 1 125400
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
VULCAN MATLS CO COM 929160 4437 98400 SH DEFINED 1 98400
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP COM 929771 32326 380728 SH DEFINED 1 380728
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
WAL MART STORES COM 931142 222670 3581260 SH DEFINED 1 3581260
INC 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
WALGREEN CO COM 931422 26787 930660 SH DEFINED 1 930660
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
WARNER LAMBERT CO COM 934488 88314 1309754 SH DEFINED 1 1309754
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON GAS LT COM 938837 886 36100 SH DEFINED 1 36100
CO 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUT INC COM 939322 22310 578564 SH DEFINED 1 578564
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON POST CO CL B 939640 3430 6400 SH DEFINED 1 6400
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
WASTE MGMT INC DEL COM 94106L 75970 1506110 SH DEFINED 1 1506110
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
WEIS MKTS INC COM 948849 612 16116 SH DEFINED 1 16116
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO COM 120065 120065 2947396 SH DEFINED 1 2947396
NEW 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
WENDYS INTL INC COM 950590 3732 131076 SH DEFINED 1 131076
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
WESTCOAST ENERGY COM 95751D 2738 137328 SH DEFINED 1 137328
INC 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
WESTVACO CORP COM 961548 1659 64500 SH DEFINED 1 64500
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
WEYERHAEUSER CO COM 962166 10396 165172 SH DEFINED 1 165172
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
WHIRLPOOL CORP COM 963320 6679 108860 SH DEFINED 1 108860
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
WHITMAN CORP COM 96647K 602 35700 SH DEFINED 1 35700
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
WILLAMETTE INDS COM 969133 3305 76800 SH DEFINED 1 76800
INC 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
WILLIAMS COS INC COM 969457 15648 374526 SH DEFINED 1 374526
DEL 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
WINN DIXIE STORES COM 974280 3755 99800 SH DEFINED 1 99800
INC 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
WISCONSIN ENERGY COM 976657 2360 90000 SH DEFINED 1 90000
CORP 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
WITCO CORP COM 977385 216 13400 SH DEFINED 1 13400
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
WORTHINGTON INDS COM 981811 152 12000 SH DEFINED 1 12000
INC 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
XILINX INC COM 983919 3761 81600 SH DEFINED 1 81600
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
XEROX CORP COM 984121 58347 1065074 SH DEFINED 1 1065074
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
YAHOO INC COM 984332 21906 138500 SH DEFINED 1 138500
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
DAIMLERCHRYSLER AG ORD D1668R 76353 876990 SH DEFINED 1 876990
12 3
- ------------------------------------------------------------------------------------------------------------------------------------
CREDICORP LTD COM G2519Y 1670 166756 SH DEFINED 1 166756
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
TOTAL THIS REPORT 14470991
====================================================================================================================================
</TABLE>
