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Previous: LEGAL & GENERAL ASSURANCE SOCIETY LTD, 13F-NT, 1999-05-18 |
Next: ENTERTAINMENT INTERNATIONAL LTD, NT 10-Q, 1999-05-18 |
<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: March 31, 1999
- - ---------------------------------------------
Check here if Amendment [ ]; Amendment Number:
--------------------
(Check only one.):
This Amendment
[ ] 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
--------------------------------------
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:
A. J. Hobson London, England May 7, 1999
Report Type (Check only one.):
- - ------------------------------
[X] 13F HOLDINGS REPORT.
<PAGE>
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
- - --------------------------------------------------
<PAGE>
FORM 13F SUMMARY PAGE
---------------------
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 636
Form 13F Information Table Value Total: $6461775 (thousands)
-----------------------------
List of Other Included Managers:
No. 13F File Number Name
1 28-1480 Legal & General Assurance Society
Limited
<PAGE>
<TABLE>
<CAPTION>
Name of Reporting Manager: Legal & General Group Plc
Form 13F Information Table
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
- - -------- -------- -------- -------- -------- -------- -------- --------
Title Fair Shares or Other Voting Authority
of Market Principal Investment Mana- -----------------------
Name of Issuer Class CUSIP # Value Amount Discrection gers Sole Shared None
- - ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ADC TELECOMMUNICATIONS COM 000886 1247 29600 SHARED 1 29600
10 1
AES CORP COM 00130H 2925 75118 SHARED 1 75118
10 5
AMR CORP COM 001765 3749 67328 SHARED 1 67328
10 6
AT&T CORP COM 001957 105015 1352856 SHARED 1 1352856
10 9
ABBOTT LABS COM 002824 31760 686703 SHARED 1 686703
10 0
ABITIBI-CONSOLIDATED INC COM 003924 652 70000 SHARED 1 70000
10 7
ADAPTEC INC COM 00651F 830 35400 SHARED 1 35400
10 8
ADOBE SYS INC COM 00724F 1620 31960 SHARED 1 31960
10 1
ADVANCED MICRO DEVICES INC COM 007903 872 55600 SHARED 1 55600
10 7
AETNA INC COM 008117 6836 84922 SHARED 1 84922
10 3
AGRIUM INC COM 008916 410 44000 SHARED 1 44000
10 8
AIR PRODS & CHEMS INC COM 009158 3638 112600 SHARED 1 112600
10 6
AIRTOUCH COMMUNICATIONS INC COM 00949T 21412 249707 SHARED 1 249707
10 0
ALBERTA ENERGY LTD COM 012873 977 40700 SHARED 1 40700
10 5
ALBERTSONS INC COM 013104 6595 113955 SHARED 1 113955
10 4
ALCAN ALUMINIUM LTD NEW COM 013716 2330 89825 SHARED 1 89825
10 5
ALCATEL ALSTHOM ADR 013904 839 35555 SHARED 1 35555
30 5
ALEXANDER & BALDWIN INC COM 014482 232 11900 SHARED 1 11900
10 3
ALLEGHENY TELEDYNE INC COM 017415 1941 102501 SHARED 1 102501
10 0
ALLIED SIGNAL INC COM 019512 10328 229512 SHARED 1 229512
10 2
ALLSTATE CORP COM 020002 13986 371718 SHARED 1 371718
10 1
ALLTEL CORP COM 020039 7039 108600 SHARED 1 108600
10 3
ALTERA CORP COM 021441 2690 48300 SHARED 1 48300
10 0
AMBAC INC COM 023139 1333 24600 SHARED 1 24600
10 8
AMERADA HESS CORP COM 023551 2706 56384 SHARED 1 56384
10 4
AMEREN CORP COM 023608 2087 56300 SHARED 1 56300
10 2
AMERICA ONLINE INC DEL COM 02364J 54700 452062 SHARED 1 452062
10 4
AMERICAN ELEC PWR INC COM 025537 3697 89890 SHARED 1 89890
10 1
AMERICAN EXPRESS CO COM 025816 35987 296650 SHARED 1 296650
10 9
AMERICAN GENERAL CORP COM 026351 7228 97673 SHARED 1 97673
10 6
AMERICAN GREETINGS CORP CL A 026375 731 28270 SHARED 1 28270
10 5
AMERICAN HOME PRODS CORP COM 026609 67139 1055224 SHARED 1 1055224
10 7
AMERICAN INTL GROUP INC COM 026874 91511 782148 SHARED 1 782148
10 7
AMERICAN NATL INS CO COM 028591 456 6700 SHARED 1 6700
10 5
AMERICAN PWR CONVERSION CORP COM 029066 982 35000 SHARED 1 35000
10 7
AMERICAN TOWER SYS CORP CL A 029912 7064 329500 SHARED 1 329500
20 1
AMERICAN STORES CO NEW COM 030096 5627 160475 SHARED 1 160475
10 1
AMERITECH CORP COM 030954 39011 638866 SHARED 1 638866
10 1
AMGEN INC COM 031162 18773 247628 SHARED 1 247628
10 0
AMP INC COM 031897 5465 100167 SHARED 1 100167
10 1
AMSOUTH BANCORPORATION COM 032165 3002 63875 SHARED 1 63875
10 2
ANALOG DEVICES INC COM 032654 2356 87247 SHARED 1 87247
10 5
ANDREW CORP COM 034425 182 16400 SHARED 1 16400
10 8
ANHEUSER BUSCH COS INC COM 035229 16485 212706 SHARED 1 212706
10 3
AON CORP COM 037389 4114 63600 SHARED 1 63600
10 3
APACHE CORP COM 037411 641 25500 SHARED 1 25500
10 5
APPLE COMPUTER INC COM 037833 1847 55960 SHARED 1 55960
10 0
APPLIED MATLS INC COM 038222 8933 152209 SHARED 1 152209
10 5
ARCHER DANIELS MIDLAND CO COM 039483 3808 259286 SHARED 1 259286
10 2
ARCHSTONE CMNTYS TR SH BEN 039581 1011 51685 SHARED 1 51685
10 3
ARMSTONG WORLD INDS INC COM 042476 483 10400 SHARED 1 10400
10 1
ASCEND COMMUNICATIONS INC COM 043491 7040 91580 SHARED 1 91580
10 9
ASHLAND INC COM 044204 1079 25800 SHARED 1 25800
10 5
ASSOCIATES FIRST CAP CORP CL A 046008 40841 891476 SHARED 1 891476
10 8
ATLANTIC RICHFIELD CO COM 048825 8517 135190 SHARED 1 135190
10 3
AUTODESK INC COM 052769 1041 26283 SHARED 1 26283
10 6
AUTOMATIC DATA PROCESSING INC COM 053015 10356 262174 SHARED 1 262174
10 3
AUTOZONE INC COM 053332 2058 66400 SHARED 1 66400
10 2
AVERY DENNISON CORP COM 053611 2602 48300 SHARED 1 48300
10 9
AVNET INC COM 053807 941 25750 SHARED 1 25750
10 3
AVON PRODS INC COM 054303 4656 101766 SHARED 1 101766
10 2
BB&T CORP COM 054937 3200 83926 SHARED 1 83926
10 7
BCE INC COM 05534B 12334 275399 SHARED 1 275399
10 9
BCE MOBILE COMMUNICATION INC COM 05534G 657 23600 SHARED 1 23600
10 8
BAKER HUGHES INC COM 057224 9630 429181 SHARED 1 429181
10 7
BALTIMORE GAS & ELEC CO COM 059165 1224 48850 SHARED 1 48850
10 0
BANK MONTREAL QUE COM 063671 4428 107311 SHARED 1 107311
10 1
BANK NEW YORK INC COM 064057 12389 335400 SHARED 1 335400
10 2
BANK ONE CORP COM 06423A 41929 783717 SHARED 1 783717
10 3
BANKAMERICA CORP NEW COM 06605F 78931 1143925 SHARED 1 1143925
10 2
BANKBOSTON CORP COM 06605R 5500 124828 SHARED 1 124828
10 6
BANKERS TRUST NY CORP COM 066365 3119 35694 SHARED 1 35694
10 7
BARRICK GOLD CORP COM 067901 1114 60917 SHARED 1 60917
10 8
BATTLE MTN GOLD CO COM 071593 224 73152 SHARED 1 73152
10 7
BAUSCH & LOMB INC COM 071707 1348 21830 SHARED 1 21830
10 3
BAXTER INTL INC COM 071813 8554 131472 SHARED 1 131472
10 9
BECTON DICKINSON & CO COM 075887 4095 107237 SHARED 1 107237
10 9
BELL ATLANTIC CORP COM 077853 57816 1133651 SHARED 1 1133651
10 9
BELLSOUTH CORP COM 079860 41789 977510 SHARED 1 977510
10 2
BERKSHIRE HATHAWAY INC DEL COM 084670 43483 590 SHARED 1 590
10 8
BERKSHIRE HATHAWAY INC DEL CL B 084670 4052 1654 SHARED 1 1654
20 7
BESTFOODS COM 08658U 6651 140752 SHARED 1 140752
10 1
BETHLEHEM STL CORP COM 087509 7396 910300 SHARED 1 910300
10 5
BEVERLY ENTERPRISES INC COM NE 087851 65 12900 SHARED 1 12900
30 9
BLACK & DECKER CORP COM 091797 2313 44328 SHARED 1 44328
10 0
BLOCK H & R INC COM 093671 1852 40311 SHARED 1 40311
10 5
BOEING CO COM 097023 12924 378729 SHARED 1 378729
10 5
BOISE CASCADE CORP COM 097383 821 24322 SHARED 1 24322
10 3
BOSTON SCIENTIFIC CORP COM 101137 5988 155284 SHARED 1 155284
10 7
BRIGGS & STRATTON CORP COM 109043 331 6600 SHARED 1 6600
10 9
BRISTOL MYERS SQUIBB CO COM 110122 71403 1197542 SHARED 1 1197542
10 8
BROWNING FERRIS INDS INC COM 115885 2869 75258 SHARED 1 75258
10 5
BRUNSWICK CORP COM 117043 770 39998 SHARED 1 39998
10 9
BURLINGTON NORTHN SANTA FE CP COM 12189T 8989 263897 SHARED 1 263897
10 4
BURLINGTON RES INC COM 122014 3034 78817 SHARED 1 78817
10 3
CBS CORP COM 12490K 11510 302885 SHARED 1 302885
10 7
CIGNA CORP COM 125509 7587 90655 SHARED 1 90655
10 9
CIT GROUP INC CL A 125577 14954 527000 SHARED 1 527000
10 6
CMS ENERGY CORP COM 125896 8810 209450 SHARED 1 209450
10 0
CSX CORP COM 126408 3212 87395 SHARED 1 87395
10 3
CVS CORP COM 126650 18542 396611 SHARED 1 396611
10 0
CABLETRON SYS INC COM 126920 498 56100 SHARED 1 56100
10 7
CABOT CORP COM 127055 436 20000 SHARED 1 20000
10 1
CADENCE DESIGN SYSTEM INC COM 127387 2032 89300 SHARED 1 89300
10 8
CADIZ INC COM 127537 1293 161636 SHARED 1 161636
10 8
CAMPBELL SOUP CO COM 134429 7650 184892 SHARED 1 184892
10 9
CANADIAN PAC LTD NEW COM 135923 2045 104340 SHARED 1 104340
10 0
CANADIAN IMPERIAL BK COMM ONT COM 136069 4361 175638 SHARED 1 175638
10 1
CANADIAN NATL RY CO COM 136375 3113 57170 SHARED 1 57170
10 2
CANADIAN OCCIDENTAL PETE LTD COM 136420 579 50300 SHARED 1 50300
10 6
CAPITAL ONE FINL CORP COM 14040H 4411 34309 SHARED 1 34309
10 5
CARDINAL HEALTH INC COM 14149Y 20041 286297 SHARED 1 286297
10 8
CARNIVAL CRUISE LINES INC CL A 143658 12875 290131 SHARED 1 290131
10 2
CAROLINA PWR & LT CO COM 144141 2149 53479 SHARED 1 53479
10 8
CASE CORP COM 14743R 1162 50500 SHARED 1 50500
10 3
CATERPILLAR INC DEL COM 149123 7088 157064 SHARED 1 157064
10 1
CENDANT CORP COM 151313 10939 686382 SHARED 1 686382
10 3
CENTRAL & SOUTH WEST CORP COM 152357 2389 97033 SHARED 1 97033
10 9
CERIDIAN CORP COM 15677T 3353 99334 SHARED 1 99334
10 6
CHAMPION INTL CORP COM 158525 18156 430375 SHARED 1 430375
10 5
CHASE MANHATTAN CORP NEW COM 16161A 50727 637576 SHARED 1 637576
10 8
CHEVRON CORPORATION COM 166751 33519 383628 SHARED 1 383628
10 7
CHINA FD INC COM 169373 936 123800 SHARED 1 123800
10 7
CHIRON CORP COM 170040 1206 56100 SHARED 1 56100
10 9
CHRIS CRAFT INDS INC COM 170520 323 7375 SHARED 1 7375
10 0
CHUBB CORP COM 171232 4304 72115 SHARED 1 72115
10 1
CIENA CORP COM 171779 12289 552300 SHARED 1 552300
10 1
CINCINNATI BELL INC COM 171870 905 44300 SHARED 1 44300
10 8
CINCINNATI FINL CORP COM 172062 1983 53409 SHARED 1 53409
10 1
CINERGY CORP COM 172474 1626 58200 SHARED 1 58200
10 8
CIRCUIT CITY STORE INC COM 172737 3635 48100 SHARED 1 48100
10 8
CISCO SYS INC COM 17275R 104388 1040632 SHARED 1 1040632
10 2
CIRCUS CIRCUS ENTERPRISES INC COM 172909 526 27800 SHARED 1 27800
10 3
CITIGROUP INC COM 172967 90149 1474838 SHARED 1 1474838
10 1
CITIZENS UTILS CO DEL CL B 177342 380 49791 SHARED 1 49791
20 1
CLEAR CHANNEL COMMUNICATIONS COM 184502 5721 96959 SHARED 1 96959
10 2
CLOROX CO DEL COM 189054 7469 64598 SHARED 1 64598
10 9
COASTAL CORP COM 190441 15376 447300 SHARED 1 447300
10 5
COCA COLA CO COM 191216 93680 1422080 SHARED 1 1422080
10 0
COCA COLA ENTERPRISES COM 191219 5207 158087 SHARED 1 158087
10 4
COGNOS INC COM 19244C 282 14100 SHARED 1 14100
10 9
COLGATE PALMOLIVE CO COM 194162 12750 142660 SHARED 1 142660
10 3
COLUMBIA GAS SYS INC COM 197648 1845 37000 SHARED 1 37000
10 8
COLUMBIA/HCA HEALTHCARE CORP COM 197677 4921 265106 SHARED 1 265106
10 7
COMCAST CORP CL A 200300 900 13900 SHARED 1 13900
10 1
COMCAST CORP CL A S 200300 24405 368719 SHARED 1 368719
20 0
COMERICA INC COM 200340 4653 72000 SHARED 1 72000
10 7
COMINCO LTD COM 200435 293 20000 SHARED 1 20000
10 5
COMPAQ COMPUTER CORP COM 204493 34130 1114465 SHARED 1 1114465
10 0
COMPUTER ASSOC INTL INC COM 204912 8199 249400 SHARED 1 249400
10 9
COMPUTER SCIENCES CORP COM 205363 5751 96765 SHARED 1 96765
10 4
COMPUWARE CORP COM 205638 3493 162480 SHARED 1 162480
10 9
COMSAT CORP COM SE 20564D 371 12700 SHARED 1 12700
10 7
CONAGRA INC COM 205887 6015 203042 SHARED 1 203042
10 2
CONECTIV INC COM 206829 2185 105311 SHARED 1 105311
10 3
CONSECO INC COM 208464 3278 97857 SHARED 1 97857
10 7
CONSOLIDATED EDISON INC COM 209115 7034 151478 SHARED 1 151478
10 4
CONSOLIDATED NAT GAS CO COM 209615 1805 34050 SHARED 1 34050
10 3
CONSOLIDATED PAPERS INC COM 209759 934 38600 SHARED 1 38600
10 9
COOPER INDS INC COM 216669 2089 46874 SHARED 1 46874
10 1
CORNING INC COM 219350 5237 93410 SHARED 1 93410
10 5
COSTCO COMPANIES INC COM 22160Q 26871 303847 SHARED 1 303847
10 2
COUNTRYWIDE CR INDS INC DEL COM 222372 1082 29300 SHARED 1 29300
10 4
COX COMMUNICATIONS INC NEW CL A 224044 7980 106050 SHARED 1 106050
10 7
CROWN CORK & SEAL INC COM 228255 1320 49350 SHARED 1 49350
10 5
CUMMINS ENGINE INC COM 231021 386 10300 SHARED 1 10300
10 6
CYPRESS SEMICONDUCTOR CORP COM 232806 257 29000 SHARED 1 29000
10 9
CYPRUS AMAX MINERALS CO COM 232809 300 24650 SHARED 1 24650
10 3
DPL INC COM 233293 2541 144150 SHARED 1 144150
10 9
DQE COM 23329J 1396 35450 SHARED 1 35450
10 4
DTE ENERGY CO COM 233331 2313 56500 SHARED 1 56500
10 7
DANA CORP COM 235811 1622 45851 SHARED 1 45851
10 6
DARDEN RESTAURANTS INC COM 237194 1775 88478 SHARED 1 88478
10 5
DAYTON HUDSON CORP COM 239753 39834 596760 SHARED 1 596760
10 6
DEERE & CO COM 244199 3195 85641 SHARED 1 85641
10 5
DELL COMPUTER CORP COM 247025 53848 1508884 SHARED 1 1508884
10 9
DELTA AIR LINES INC DEL COM 247361 4695 72020 SHARED 1 72020
10 8
DELUXE CORP COM 248019 812 26400 SHARED 1 26400
10 1
DIAMOND OFFSHORE DRILLING INC COM 25271C 1389 48100 SHARED 1 48100
10 2
DIEBOLD INC COM 253651 565 248700 SHARED 1 24700
10 3
DISNEY WALT CO DEL COM 254687 39198 1181119 SHARED 1 1181119
10 6
DOLE FOOD INC COM 256605 719 24370 SHARED 1 24370
10 6
DOLLAR GEN CORP COM 256669 2839 90300 SHARED 1 90300
10 2
DOMINION RES INC VA COM 257470 3250 83200 SHARED 1 83200
10 4
DOMTAR INC COM 257561 483 66900 SHARED 1 66900
10 0
DONNELLEY R R & SONS CO COM 257867 2060 59400 SHARED 1 59400
10 1
DOVER CORP COM 260003 3950 119931 SHARED 1 119931
10 8
DOW CHEM CO COM 260543 22006 236149 SHARED 1 236149
10 3
DOW JONES & CO INC COM 260561 1951 41500 SHARED 1 41500
10 5
DU PONT E I DE NEMOURS & CO COM 263534 46060 815229 SHARED 1 815229
10 9
DUKE POWER CO COM 264399 15131 265741 SHARED 1 265741
10 6
DUN & BRADSTREET CORP DEL COM 26483B 2210 63953 SHARED 1 63953
10 6
EF&G INC COM 268457 221 8380 SHARED 1 8380
10 8
E M C CORP MASS COM 268648 25640 225159 SHARED 1 225159
10 2
ENSCO INTL INC COM 26874Q 741 62707 SHARED 1 62707
10 0
EASTMAN CHEM CO COM 277432 1536 33566 SHARED 1 33566
10 0
EASTMAN KODAK CO COM 277461 9042 137783 SHARED 1 137783
10 9
EATON CORP COM 278058 1861 27600 SHARED 1 27600
10 2
ECHO BAY MINES LTD COM 278751 59 34850 SHARED 1 34850
10 2
ECOLAB INC COM 278865 1523 41300 SHARED 1 41300
10 0
EDPERBRASCAN CORP CL A 280905 1211 101500 SHARED 1 101500
80 3
EDISON INTL COM 281020 3757 151800 SHARED 1 151800
10 7
EDWARDS AG INC COM 281760 700 21700 SHARED 1 21700
10 8
ELECTRONIC DATA SYS NEW COM 285661 9881 212780 SHARED 1 212780
10 4
ELECTRONICS BOUTIQUE HLDGS CP COM 286045 1623 117000 SHARED 1 117000
10 9
EMERSON ELEC CO COM 291011 33078 608334 SHARED 1 608334
10 4
ENBRIDGE INC COM 29250N 839 18700 SHARED 1 18700
10 5
ENGELHARD CORP COM 292845 1058 62023 SHARED 1 62023
10 4
ENRON CORP COM 293561 8906 135068 SHARED 1 135068
10 6
ENTERGY CORP NEW COM 29364G 4864 168085 SHARED 1 168085
10 3
EQUIFAX INC COM 294429 1479 45000 SHARED 1 45000
10 5
EQUITABLE COS INC COM 29444G 16765 245411 SHARED 1 245411
10 7
EQUITY OFFICE PROPERTIES TRUST COM 294741 2744 107600 SHARED 1 107600
10 3
EXTENDICARE INC CDA SUB VT 30224T 48 16000 SHARED 1 16000
87 1
EXXON CORP COM 302290 110775 1522680 SHARED 1 1522680
10 1
F M C CORP COM NE 302491 644 13270 SHARED 1 13270
30 3
FPL GROUP INC COM 302571 5664 99805 SHARED 1 99805
10 4
FDX CORP COM 31304N 6323 67580 SHARED 1 67580
10 7
FEDERAL HOME LN MTG CORP COM 313400 24177 438577 SHARED 1 438577
30 1
FEDERAL NATL MTG ASSN COM 313586 51291 766963 SHARED 1 766963
10 9
FEDERATED DEPT STORES INC DEL COM 31410H 3032 79800 SHARED 1 79800
10 1
FIDELITY ADVISOR KOREA FD INC COM 315804 105 16800 SHARED 1 16800
10 4
FIFTH THIRD BANCORP COM 316773 8639 118138 SHARED 1 118138
10 0
FIRST DATA CORP COM 319963 10691 257623 SHARED 1 257623
10 4
FIRST SEC CORP DEL COM 336294 736 40862 SHARED 1 40862
10 3
FIRST TENN NATL CORP COM 337162 1907 47600 SHARED 1 47600
10 1
FIRST UN CORP COM 337358 36023 674900 SHARED 1 674900
10 5
FIRSTAR CORP NEW WIS COM 33763V 10633 114794 SHARED 1 114794
10 9
FIRSTENERGY CORP COM 337932 4050 141472 SHARED 1 141472
10 7
FLEET FINL GROUP INC NEW COM 338915 17426 447536 SHARED 1 447536
10 1
FLORIDA PROGRESS CORP COM 341109 1144 29050 SHARED 1 29050
10 6
FLUOR CORP COM 343861 806 30146 SHARED 1 30146
10 0
FOOD LION INC CL B 344775 560 60950 SHARED 1 60950
10 1
FOOD LION INC CL A 344775 115 12517 SHARED 1 12517
20 0
FORD MTR CO DEL COM 345370 27512 483734 SHARED 1 483734
10 0
FORE SYSTEMS INC COM 345449 6446 332700 SHARED 1 332700
10 2
FORT JAMES CORP COM 347471 3008 92212 SHARED 1 92212
10 4
FORTUNE BRANDS INC COM 349631 2624 74445 SHARED 1 74445
10 1
FOSTER WHEELER CORP COM 350244 229 19300 SHARED 1 19300
10 9
FOUR SEASONS HOTEL INC SUB VT 35100E 283 7000 SHARED 1 7000
10 4
FRANKLIN RES INC COM 354613 3590 124320 SHARED 1 124320
10 1
FREEPORT-MCMORAN COPPER & GOLD CL A 35671D 134 12924 SHARED 1 12924
10 5
FREEPORT-MCMORAN COPPER & GOLD CL B 35671D 1157 109536 SHARED 1 109536
85 7
FRONTIER CORPORATION COM 35906P 2702 52400 SHARED 1 52400
10 5
GPU INC COM 36225X 1875 47620 SHARED 1 47620
10 0
GTE CORP COM 362320 41451 724821 SHARED 1 724821
10 3
GALILEO INTERNATIONAL INC COM 363547 3557 80850 SHARED 1 80850
10 0
GANNETT INC COM 364730 7965 125317 SHARED 1 125317
10 1
GAP INC DEL COM 364760 16848 259195 SHARED 1 259195
10 8
GATEWAY 2000 INC COM 367833 3457 54176 SHARED 1 54176
10 0
GENENTECH INC COM SL 368710 2647 31800 SHARED 1 31800
30 7
GENER S A SPON A 368731 1574 94706 SHARED 1 94706
10 5
GENERAL DYNAMICS CORP COM 369550 4014 65012 SHARED 1 65012
10 8
GENERAL ELEC CO COM 369604 219995 2064468 SHARED 1 2064468
10 3
GENERAL INSTR CORP DEL COM 370120 1056 36400 SHARED 1 36400
10 7
GENERAL MLS INC COM 370334 5218 69752 SHARED 1 69752
10 4
GENERAL MTRS CORP COM 370442 38589 451004 SHARED 1 451004
10 5
GENERAL MTRS CORP CL H N 390442 1923 37937 SHARED 1 37937
83 2
GENUINE PARTS CO COM 372460 1575 54075 SHARED 1 54075
10 5
GEORGIA PAC CORP COM 373298 8801 117250 SHARED 1 117250
10 8
GILLETTE CO COM 375766 34562 559711 SHARED 1 559711
10 2
GLOBAL MARINE INC COM 379352 402 37200 SHARED 1 37200
40 4
GOLDEN WEST FINL CORP DEL COM 381317 6027 64412 SHARED 1 64412
10 6
GOODRICH B F CO COM 382388 622 18400 SHARED 1 18400
10 6
GOODYEAR TIRE & RUBR CO COM 382550 3488 67571 SHARED 1 67571
10 1
GRACE W R & CO DEL NEW COM 38388F 519 39719 SHARED 1 39719
10 8
GRAINGER W W INC COM 384802 2247 51718 SHARED 1 51718
10 4
GREAT LAKES CHEM CORP COM 390568 989 25452 SHARED 1 25452
10 3
GREENPOINT FINL COPR COM 395384 1284 38900 SHARED 1 38900
10 0
GUIDANT CORP COM 401698 5709 96046 SHARED 1 96046
10 5
GULF CDA RES LTD ORD 40218L 348 129000 SHARED 1 129000
30 5
HALLIBURTON CO COM 406216 6872 183258 SHARED 1 183258
10 1
HARCOURT GEN INC COM 41163G 260 5800 SHARED 1 5800
10 1
HARLEY DAVIDSON INC COM 412822 3768 66400 SHARED 1 66400
10 8
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10 7
HARRIS CORP DEL COM 413875 1361 43800 SHARED 1 43800
10 5
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10 4
HASBRO INC COM 418056 2581 92577 SHARED 1 92577
10 7
HEALTHSOUTH REHABILITATION CP COM 421924 1600 159953 SHARED 1 159953
10 1
HEINZ H J CO COM 423074 7479 156014 SHARED 1 156014
10 3
HERCULES INC COM 427056 842 32081 SHARED 1 32081
10 6
HEWLETT PACKARD CO COM 428236 39641 590010 SHARED 1 590010
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HILLENBRAND INDS INC COM 431573 336 7700 SHARED 1 7700
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HILTON HOTELS CORP COM 432848 1549 106798 SHARED 1 106798
10 9
HOME DEPOT INC COM 437076 50511 835748 SHARED 1 835748
10 2
HOMESTAKE MNG CO COM 437614 2187 250866 SHARED 1 250866
10 0
HONEYWELL INC COM 438506 4338 59020 SHARED 1 59020
10 7
HOST MARRIOTT CORP COM 441078 662 61566 SHARED 1 61566
10 2
HOUSEHOLD INTL INC COM 441815 9715 226248 SHARED 1 226248
10 7
HUBBELL INC CL B 443510 753 19000 SHARED 1 19000
20 1
HUMANA INC COM 444859 1615 87895 SHARED 1 87895
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HUNTINGTON BANCSHARES INC COM 446150 2131 65825 SHARED 1 65825
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IMC FERTILIZER GROUP INC COM 449669 821 39795 SHARED 1 39795
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IMS HEALTH INC COM 449934 5320 151456 SHARED 1 151456
10 8
IRSA INVERSTIONERS Y REP S A GLOBL 450047 413 16824 SHARED 1 16824
20 4
ITT INDS INC IND COM 450911 4903 125931 SHARED 1 125931
10 2
IKON OFFICE SOLUTIONS INC COM 451713 702 56729 SHARED 1 56729
10 1
ILLINOIS TOOL WKS INC COM 452308 6785 103986 SHARED 1 103986
10 9
ILLINOVA CORP COM 452317 940 42000 SHARED 1 42000
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IMPERIAL OIL LTD COM NE 453038 3434 183080 SHARED 1 183080
40 8
INCO LTD COM 453258 1276 91371 SHARED 1 91371
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INDIA FD INC COM 454089 360 40000 SHARED 1 40000
10 3
INDIA GROWTH FD INC COM 454090 1185 115600 SHARED 1 115600
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INFORMIX CORP COM 456779 418 55245 SHARED 1 55245
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INGERSOLL RAND CO COM 456866 5097 102451 SHARED 1 102451
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INTEL CORP COM 458140 105246 918679 SHARED 1 918679
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10 1
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INTERPUBLIC GROUP COS INC COM 460690 5202 74578 SHARED 1 74578
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JOHNSON & JOHNSON COM 478160 64759 717553 SHARED 1 717553
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JOHNSON CTLS INC COM 478366 1741 27500 SHARED 1 27500
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KLA INSTRS CORP COM 482480 1420 28900 SHARED 1 28900
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K MART CORP COM 482584 3375 201488 SHARED 1 201488
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KANSAS CITY SOUTHN INDS INC COM 485170 1782 36500 SHARED 1 36500
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KELLOGG CO COM 487836 5867 165838 SHARED 1 165838
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KERR MCGEE CORP COM 492386 898 27957 SHARED 1 27957
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KEYCORP NEW COM 493267 5941 191646 SHARED 1 191646
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KEYSPAN ENERGY COM 49337K 1585 61112 SHARED 1 61112
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KING WORLD PRODTNS INC COM 495667 474 17400 SHARED 1 17400
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KINROSS GOLD CORP COM 496902 77 36000 SHARED 1 36000
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KNIGHT RIDDER INC COM 499040 1564 30600 SHARED 1 30600
10 3
KOHLS COPR COM 500255 5501 76937 SHARED 1 76937
10 4
KOREA FD COM 500634 1185 120000 SHARED 1 120000
10 0
KROGER CO COM 501044 21075 328332 SHARED 1 328332
10 1
LSI LOGIC CORP COM 502161 1963 77559 SHARED 1 77559
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LAIDLAW INC COM 50730K 1213 206295 SHARED 1 206295
50 3
LAUDER ESTEE COS INC CL A 518439 2392 25933 SHARED 1 25933
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LEGGETT & PLATT INC COM 524660 1242 64500 SHARED 1 64500
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LEHMAN BROS HLDGS INC COM 524908 2774 50613 SHARED 1 50613
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LEUCADIA NATL CORP COM 527288 295 9700 SHARED 1 9700
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LEVEL 3 COMMUNICATIONS INC COM 52729N 7305 118300 SHARED 1 118300
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LILLY ELI & CO COM 532457 52884 628168 SHARED 1 628168
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LIMITED INC COM 532716 3842 105975 SHARED 1 105975
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LINCOLN NATL CORP IND COM 534187 4212 42900 SHARED 1 42900
10 9
LINEAR TECHNOLOGY CORP COM 535678 3374 71600 SHARED 1 71600
10 6
LITTON INDS INC COM 538021 6382 116830 SHARED 1 116830
10 6
LIZ CLAIBORNE INC COM 539320 606 19278 SHARED 1 19278
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LOCKHEED MARTIN CORP COM 539830 12159 313770 SHARED 1 313770
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LOEWS CORP COM 540424 4089 51760 SHARED 1 51760
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LOEWEN GROUP INC COM 54042L 38 27000 SHARED 1 27000
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LOUISIANA PAC CORP COM 546347 602 30300 SHARED 1 30300
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LOWES COS INC COM 548661 16738 281900 SHARED 1 281900
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LUBRIZOL CORP COM 549271 629 29090 SHARED 1 29090
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LUCENT TECHNOLOGIES INC COM 549463 82634 824791 SHARED 1 824791
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MBIA INC COM 55262C 2234 38400 SHARED 1 38400
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MBNA CORP COM 55262L 14035 625536 SHARED 1 625536
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MCI WORLDWIDE INC COM 55268B 105388 1225438 SHARED 1 1225438
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MGIC INVT CORP WIS COM 552848 1557 45800 SHARED 1 45800
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MACMILLAN BLOEDEL LTD COM 554783 656 55365 SHARED 1 55365
20 9
MAGNA INTL INC CL A 559222 2637 46500 SHARED 1 46500
40 1
MALLINCKRODT INC NEW COM 561232 460 17700 SHARED 1 17700
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MARSH & MCLENNAN COS INC COM 571748 7353 100036 SHARED 1 100036
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MARSHALL & ILSLEY CORP COM 571834 1661 30000 SHARED 1 30000
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MARRIOTT INTL INC NEW CL A 571903 4774 135182 SHARED 1 135182
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MASCO CORP COM 574599 15961 602320 SHARED 1 602320
10 6
MATTEL INC COM 577081 3067 122997 SHARED 1 122997
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MAY DEPT STORES CO COM 577778 5878 161037 SHARED 1 161037
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MAYTAG CORP COM 578592 2104 39603 SHARED 1 39603
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MCDERMOTT INTL INC COM 580037 465 18600 SHARED 1 18600
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MCDONALDS CORP COM 580135 25232 595450 SHARED 1 595450
10 1
MCGRAW HILL INC COM 580645 5615 110242 SHARED 1 110242
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MEAD CORP COM 582834 4005 127393 SHARED 1 127393
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MEDIAONE GROUP INC COM 58440J 16449 243690 SHARED 1 243690
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MEDITRUST CORP PAIRED 58501T 830 64152 SHARED 1 64152
30 6
MEDPARTNERS INC NEW COM 58503X 166 50000 SHARED 1 50000
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MEDTRONIC INC COM 585055 16359 243942 SHARED 1 243942
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MELLON BK CORP COM 585509 8523 121972 SHARED 1 121972
10 2
MENTOR GRAPHICS CORP COM 587200 194 15530 SHARED 1 15530
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MERCANTILE BANCORPORATION INC COM 587342 3062 62650 SHARED 1 62650
10 6
MERCK & CO INC COM 589331 110208 1327812 SHARED 1 1327812
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MERRILL LYNCH & CO INC COM 590188 12469 145515 SHARED 1 145515
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METHANEX CORP COM 59151K 245 67400 SHARED 1 67400
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MICROSOFT CORP COM 594918 457389 2746052 SHARED 1 2746052
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MICRON TECHNOLOGY INC COM 595112 5348 105630 SHARED 1 105630
10 3
MINNESOTA MIN & MFG CO COM 604059 12395 173054 SHARED 1 173054
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MIRAGE RESORTS INC COM 60462E 1182 53900 SHARED 1 53900
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MITEL CORP COM 606711 169 24000 SHARED 1 24000
10 9
MOBIL CORP COM 607059 52412 581145 SHARED 1 581145
10 2
MOLEX INC COM 608554 1139 40962 SHARED 1 40962
10 1
MOLEX INC CL A 608554 986 39252 SHARED 1 39252
20 0
MONSANTO CO COM 611662 11783 252046 SHARED 1 252046
10 7
MOORE LTD COM 615785 270 26981 SHARED 1 26981
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MORGAN J P & CO INC COM 616880 9503 77342 SHARED 1 77342
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MORGAN S D WITTER DISCOVER & CO COM NE 617446 24119 246428 SHARED 1 246428
44 8
MORTON INTL INC IND NEW COM 619335 2365 64800 SHARED 1 64800
10 2
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NALCO CHEM CO COM 629853 763 29130 SHARED 1 29130
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NEW ENGLAND ELEC SYS COM 644001 1050 21384 SHARED 1 21384
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NEW YORK TIMES CO CL A 650111 3687 127138 SHARED 1 127138
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10 1
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NEXTEL COMMUNICATIONS INC CL A 65332V 3771 117600 SHARED 1 117600
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NICOR INC COM 654086 713 19600 SHARED 1 19600
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NIKE INC CL B 654106 5655 99644 SHARED 1 99644
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NORTHROP CORP COM 666807 1220 19782 SHARED 1 19782
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NUCOR CORP COM 670346 899 21000 SHARED 1 21000
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OCCIDENTAL PETE CORP DEL COM 674599 2454 145406 SHARED 1 145406
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OCEAN ENERGY INC COM NE 674812 2850 524072 SHARED 1 524072
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OLIN CORP COM PA 680665 132 12400 SHARED 1 12400
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OMNICARE INC COM 681904 5135 298750 SHARED 1 298750
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OMNICOM GROUP INC COM 681919 4880 66400 SHARED 1 66400
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ORACLE SYSTEMS CORP COM 68389X 17469 670267 SHARED 1 670267
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OWENS ILL INC COM NE 690768 2890 118867 SHARED 1 118867
40 3
OXFORD HEALTH PLANS INC COM 691471 363 20300 SHARED 1 20300
10 6
PECO ENERGY CO COM 693304 3796 89320 SHARED 1 89320
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PG&E CORP COM 69331C 11598 358234 SHARED 1 358234
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20 1
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PENNZOIL-QUAKER STATE COMPANY COM 709323 459 37827 SHARED 1 37827
10 9
PEOPLES ENERGY CORP COM 711030 507 15000 SHARED 1 15000
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PEOPLESOFT INC COM 712713 1437 92700 SHARED 1 92700
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PHILIP MORRIS COS INC COM 718154 72959 1801452 SHARED 1 1801452
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PINNACLE WEST CAP CORP COM 723484 941 25100 SHARED 1 25100
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10 1
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PLACER DOME INC COM 725906 1650 142700 SHARED 1 142700
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POLAROID CORP COM 731095 1074 53675 SHARED 1 53675
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POTOMAC ELEC PWR CO COM 737679 1158 48000 SHARED 1 48000
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PROGRESSIVE CORP OHIO COM 743315 5714 41035 SHARED 1 41035
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87 6
RALSTON PURINA CO COM 751277 6834 249627 SHARED 1 249627
30 2
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10 8
RAYTHEON CO CL A 755111 1820 32875 SHARED 1 32875
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RAYTHEON CO CL B 755111 5871 104378 SHARED 1 104378
40 8
READERS DIGEST ASSN INC CL A 755267 1085 31550 SHARED 1 31550
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REEBOK INTL LTD COM 758110 297 18330 SHARED 1 18330
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REGIONS FINL CORP COM 758940 2630 71700 SHARED 1 71700
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REYNOLDS METALS CO COM 761763 1337 27996 SHARED 1 27996
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RITE AID CORP COM 767754 4272 164722 SHARED 1 164722
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ROCKWELL INTL CORP NEW COM 773903 3589 83101 SHARED 1 83101
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ROGERS COMMUNICATIONS INC CL B 775109 351 19400 SHARED 1 19400
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ROUSE CO COM 779273 507 23110 SHARED 1 23110
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ROYAL GROUP TECHNOLOGIES LTD SUB VT 779915 559 22000 SHARED 1 22000
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ROYAL DUTCH PETE CO NY REG 780257 3659 70708 SHARED 1 70708
80 4
RUSSELL CORP COM 782352 421 22000 SHARED 1 22000
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RYDER SYS INC COM 783549 744 27765 SHARED 1 27765
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SLM HLDG CORP COM 78442A 3325 78925 SHARED 1 78925
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SPDR TR UNIT S 78462F 4647 36200 SHARED 1 36200
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20 8
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SIGMA ALDRICH CORP COM 826552 736 25200 SHARED 1 25200
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10 1
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SONAT INC COM 835415 1121 38670 SHARED 1 38670
10 0
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SOUTHERN PERU COPPER CORP COM 843611 159 15500 SHARED 1 15500
10 4
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10 1
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SPRINT CORP COM 852061 16391 170183 SHARED 1 170183
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SPRINT CORP PCS CO 852061 4924 115512 SHARED 1 115512
50 6
STAFFMARK INC COM 852389 461 76807 SHARED 1 76807
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STANLEY WKS COM 854616 745 31130 SHARED 1 31130
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STATE STR CORP COM 857477 5933 72794 SHARED 1 72794
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10 5
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10 7
TECO ENERGY INC COM 872375 661 31900 SHARED 1 31900
10 0
TIG HLDGS INC COM 872469 1607 98870 SHARED 1 98870
10 1
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10 9
TRW INC COM 872649 1944 42440 SHARED 1 42440
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10 3
TANDY CORP COM 875382 2802 50260 SHARED 1 50260
10 3
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10 0
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10 0
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10 0
TEMPLE INLAND INC COM 879868 1467 23800 SHARED 1 23800
10 7
TEMPLETON DRAGON FD INC COM 88018T 225 30000 SHARED 1 30000
10 1
TENET HEALTHCARE CORP COM 88033G 2274 119706 SHARED 1 119706
10 0
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10 1
TERADYNE INC COM 880770 1404 27200 SHARED 1 27200
10 2
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10 3
TEXAS INSTRS INC COM 882508 16931 185541 SHARED 1 185541
10 4
TEXAS UTILS CO COM 882848 15696 355213 SHARED 1 355213
10 4
TEXTRON INC COM 883203 6018 77156 SHARED 1 77156
10 1
3COM CORP COM 885535 3467 146749 SHARED 1 146749
10 4
TIME WARNER INC COM 887315 32988 478949 SHARED 1 478949
10 9
TIMES MIRROR CO NEW COM SE 887364 3577 64525 SHARED 1 64525
10 7
TORCHMARK CORP COM 891027 1859 56012 SHARED 1 56012
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50 9
TOSCO CORP COM NE 891490 1137 48400 SHARED 1 48400
30 2
TOYS R US COM 892335 1700 99655 SHARED 1 99655
10 0
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10 2
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10 4
TRANSCANADA PIPELINES LTD COM 893526 2504 194398 SHARED 1 194398
10 3
TRANSOCEAN OFFSHORE INC COM 893817 1284 49024 SHARED 1 49024
10 6
TRAVELERS PPTY CAS CORP CL A 893939 562 15900 SHARED 1 15900
10 8
TRI CONTL CORP COM 895436 774 27042 SHARED 1 27042
10 3
TRICON GLOBAL RESTAURANTS COM 895953 3880 57368 SHARED 1 57368
10 7
TRIBUNE CO NEW COM 896047 3073 46473 SHARED 1 46473
10 7
TUPPERWARE CORP COM 899896 514 26960 SHARED 1 26960
10 4
TYCO INTL LTD NEW COM 902124 50254 686065 SHARED 1 686065
10 6
TYSON FOODS INC CL A 902494 516 26450 SHARED 1 26450
10 3
UAL CORP COM PA 902549 1857 25247 SHARED 1 25247
50 0
USX MARATHON GROUP COM NE 902905 3098 118035 SHARED 1 118035
82 7
UST INC COM 902911 1817 65173 SHARED 1 65173
10 6
US BANCORP DEL COM 902973 10823 318907 SHARED 1 318907
10 6
UNUM CORP COM 903192 4375 88385 SHARED 1 88385
10 2
USEC INC COM 90333E 4522 339700 SHARED 1 339700
10 8
USX-U S STL COM 90337T 924 40389 SHARED 1 40389
10 1
UNILEVER N V NEW YO 904784 600 8700 SHARED 1 8700
50 1
UNICOM CORP COM 904911 4751 124200 SHARED 1 124200
10 4
UNION CAMP CORP COM 905530 2901 42200 SHARED 1 42200
10 1
UNION CARBIDE CORP COM 905581 3851 89819 SHARED 1 89819
10 4
UNION PAC CORP COM 907818 4932 98037 SHARED 1 98037
10 8
UNION PAC RES GROUP INC COM 907834 5708 574397 SHARED 1 574397
10 5
UNION PLANTERS CORP COM 908068 1406 32000 SHARED 1 32000
10 9
UNISYS CORP COM 909214 10113 335710 SHARED 1 335710
10 8
UNITED DOMINION INDS LTD COM 909914 315 16300 SHARED 1 16300
10 3
UNITED HEALTHCARE CORP COM 910581 15534 293442 SHARED 1 293442
10 7
USAIR GROUP INC COM 911905 2116 45560 SHARED 1 45560
10 7
U S WEST INC NEW COM 91273H 12014 218196 SHARED 1 218196
10 1
UNITED TECHNOLOGIES CORP COM 913017 16670 128228 SHARED 1 128228
10 9
UNITRIN INC COM 913275 2149 31600 SHARED 1 31600
10 3
UNOCAL CORP COM 915289 8748 249929 SHARED 1 249929
10 2
V F CORP COM 918204 2268 48700 SHARED 1 48700
10 8
VENATOR GROUP INC COM 922944 510 81563 SHARED 1 81563
10 3
VIACOM INC COM 925524 2058 25256 SHARED 1 25256
10 0
VIACOM INC COM NO 925524 9826 118391 SHARED 1 118391
30 8
VIAD CORP COM 92552R 1630 62700 SHARED 1 62700
10 9
VULCAN MATLS CO COM 929160 2076 49200 SHARED 1 49200
10 9
WACHOVIA CORP COM 929771 16403 193114 SHARED 1 193114
10 3
WAL MART STORES INC COM 931142 113980 1259447 SHARED 1 1259447
10 3
WALGREEN CO COM 931422 12996 464151 SHARED 1 464151
10 9
WARNER LAMBERT CO COM 934488 43021 634992 SHARED 1 634992
10 7
WASHINGTON GAS LT CO COM 938837 402 18050 SHARED 1 18050
10 1
WASHINGTON MUT INC COM 939322 10998 268651 SHARED 1 268651
10 3
WASHINGTON POST CO CL B 939640 1670 3200 SHARED 1 3200
10 8
WASTE MGMT INC DEL COM 94106L 36029 786450 SHARED 1 786450
10 9
WEIS MKTS INC COM 948849 298 8058 SHARED 1 8058
10 4
WELLS FARGO & CO NEW COM 949746 55502 1480058 SHARED 1 1480058
10 1
WENDYS INTL INC COM 950590 1799 64968 SHARED 1 64968
10 9
WESTCOAST ENERGY INC COM 95751D 1397 68664 SHARED 1 68664
10 2
WESTVACO CORP COM 961548 707 32250 SHARED 1 32250
10 4
WEYERHAEUSER CO COM 962166 4811 82586 SHARED 1 82586
10 4
WHIRLPOOL CORP COM 963320 2332 46700 SHARED 1 46700
10 6
WHITMAN CORP COM 96647K 602 35700 SHARED 1 35700
10 2
WILLAMETTE INDS INC COM 969133 1486 38400 SHARED 1 38400
10 7
WILLIAM COS INC DEL COM 969457 7256 187263 SHARED 1 187263
10 0
WINN DIXIE STORES INC COM 974280 1918 49900 SHARED 1 49900
10 9
WISCONSIN ENERGY CORP COM 976657 1178 45000 SHARED 1 45000
10 6
XILINX INC COM 983919 1448 40800 SHARED 1 40800
10 1
XEROX CORP COM 984121 27179 512802 SHARED 1 512802
10 3
YAHOO INC COM 984332 8786 56500 SHARED 1 56500
10 6
DAIMLERCHRYSLER AG ORD D1668R 37711 438495 SHARED 1 438495
12 3
CREDICORP LTD COM G2519Y 774 80378 SHARED 1 80378
10 8
TOTAL THIS REPORT 6461775
</TABLE>
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