<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: December 31, 1999
Check here if Amendment /_/; Amendment Number:
-------------
This Amendment (Check only one.) :
/_/ is a restatement.
/_/ adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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: 011-44-171-528-6290
Signature, Place, and Date of Signing:
\s\ A.J. Hobson
A. J. Hobson London, England February 11, 2000
<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: 578
Form 13F Information Table Value Total: $7372002 (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>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PK STL. HLDG CORP. COM 001547 186 10466 10466
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
ADC COM 000886 7204 99364 SH DEFINED 1 99364
TELECOMMUNICATIONS 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
AES CORP COM 00130H 7502 103471 SH DEFINED 1 103471
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
AMR CORP COM 001765 7083 105123 SH DEFINED 1 105123
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
AT&T CORP COM 001957 89139 1670034 SH DEFINED 1 1670054
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
ABBOTT LABS COM 002824 28008 819630 SH DEFINED 1 819630
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
ABERCROMBIE & FITCH CO. CLA 002896 5640 205100 SH DEFINED 1 205100
20 7
- ------------------------------------------------------------------------------------------------------------------------------------
ABITIBI-CONSOLIDATED COM 003924 1930 166926 SH DEFINED 1 166926
INC 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
ADAPTEC INC COM 00651F 2522 44100 SH DEFINED 1 44100
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
ADOBE SYS INC COM 00724F 4493 68536 SH DEFINED 1 68536
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
ADVANCED MICRO COM 007903 1799 57900 SH DEFINED 1 57900
DEVICES INC 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
AEGON BV ORD AM 007924 3612 36766 SH DEFINED 1 26766
- ------------------------------------------------------------------------------------------------------------------------------------
AETNA INC COM 008117 5386 96928 SH DEFINED 1 96928
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
AGRIUM INC COM 008916 361 46596 SH DEFINED 1 46596
10 8
====================================================================================================================================
</TABLE>
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AIR PRODS & CHEMS INC COM 009158 4174 127202 SH DEFINED 1 127202
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
ALBERTA ENERGY LTD COM 012873 2549 81950 SH DEFINED 1 81950
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
ALBERTSONS INC COM 013104 7217 226848 SH DEFINED 1 226848
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
ALCAN ALUMINIUM LTD COM 013716 15517 378010 SH DEFINED 1 378010
NEW 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
ALCATEL ALSTHOM ADR 013904 1600 35555 SH DEFINED 1 35555
30 5
- ------------------------------------------------------------------------------------------------------------------------------------
ALEXANDER & BALDWIN COM 014482 271 12700 SH DEFINED 1 12700
INC 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
ALLEGHENY COM 01741R 1219 54956 SH DEFINED 1 54956
TECHNOLOGIES INC. 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
ALLSTATE CORP COM 020002 10534 448253 SH DEFINED 1 448253
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
ALLTEL CORP COM 020039 12142 152257 SH DEFINED 1 152257
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
ALTERA CORP COM 021441 5514 105163 SH DEFINED 1 105163
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
AMBAC INC COM 023139 1308 25740 SH DEFINED 1 25740
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
AMERADA HESS CORP COM 023551 4557 83609 SH DEFINED 1 83609
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
AMEREN CORP COM 023608 1933 59817 SH DEFINED 1 59817
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICA ONLINE INC COM 02364J 119669 1446152 SH DEFINED 1 1446152
DEL 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN ELEC PWR INC COM 025537 3281 104351 SH DEFINED 1 104351
10 1
====================================================================================================================================
</TABLE>
2
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AMERICAN EXPRESS CO COM 025816 53272 338770 SH DEFINED 1 338770
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
ANERUC AB FUBK GRIYO COM 025932 324 12791 12791
UBC IGUL 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN GENERAL CORP COM 026351 8081 113711 SH DEFINED 1 113711
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN GREETINGS CL A 026375 726 31392 SH DEFINED 1 31392
CORP 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN HOME PRODS COM 026609 46339 1163856 SH DEFINED 1 1163856
CORP 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN INTL GROUP COM 026874 114827 1104771 SH DEFINED 1 1104771
INC 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN NATL INS CO COM 028591 498 7788 SH DEFINED 1 7788
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN PWR COM 029066 2281 84682 SH DEFINED 1 84682
CONVERSION CORP 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
AMERICAN TOWER SYS CL A 029912 9658 329500 SH DEFINED 1 329500
CORP 20 1
- ------------------------------------------------------------------------------------------------------------------------------------
AMGEN INC COM 031162 240 4000 SH DEFINED 1 4000
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
AMGEN INC. COM 031162 33782 536748 536748
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
AMSOUTH COM 032165 3280 180941 SH DEFINED 1 180941
BANCORPORATION 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
ANALOG DEVICES INC COM 032654 8682 96261 SH DEFINED 1 96261
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
ANDREW CORP COM 034425 338 18232 SH DEFINED 1 18232
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
ANHEUSER BUSCH COS COM 035229 18329 261846 SH DEFINED 1 261846
INC 10 3
====================================================================================================================================
</TABLE>
3
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AON CORP COM 037389 5439 139461 SH DEFINED 1 139461
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
APACHE CORP COM 037411 909 26630 SH DEFINED 1 26630
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
APPLE COMPUTER INC COM 037833 9254 82667 SH DEFINED 1 82667
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
APPLIED MATLS INC COM 038222 27297 215787 SH DEFINED 1 215787
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
ARCHER DANIELS COM 039483 3866 322151 SH DEFINED 1 322151
MIDLAND CO 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
ARCHSTONE CMNTYS TR SH BEN 039581 1313 63485 SH DEFINED 1 63485
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
ARMSTONG WORLD INDS COM 042476 792 24014 SH DEFINED 1 24014
INC 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
ASHLAND INC COM 044204 1234 38552 SH DEFINED 1 38552
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
ASSOCIATES FIRST CAP CL A 046008 23310 877570 SH DEFINED 1 877570
CORP 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
ATLANTIC RICHFIELD CO COM 048825 17492 207926 SH DEFINED 1 207926
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
AUTODESK INC COM 052769 990 29667 SH DEFINED 1 29667
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
AUTOMATIC DATA COM 053015 15213 292558 SH DEFINED 1 292558
PROCESSING INC 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
AUTOZONE INC COM 053332 2142 70100 SH DEFINED 1 70100
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
AVERY DENNISON CORP COM 053611 4367 61187 SH DEFINED 1 61187
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
AVNET INC COM 053807 1569 26489 SH DEFINED 1 26489
10 3
====================================================================================================================================
</TABLE>
4
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
AVON PRODS INC COM 054303 4060 129968 SH DEFINED 1 129968
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
BB&T CORP COM 054937 2783 107807 SH DEFINED 1 107807
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
BCE INC COM 05534B 30477 336218 SH DEFINED 1 336218
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
BAKER HUGHES INC COM 057224 14556 721029 SH DEFINED 1 721029
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
BALLARD PWR SYS INC COM 05858H 491 17300 SH DEFINED 1 17300
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
BANK MONTREAL QUE COM 063671 4499 132020 SH DEFINED 1 132020
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
BANK NEW YORK INC COM 064057 16106 436021 SH DEFINED 1 436021
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
BANK ONE CORP COM 06423A 18549 595941 SH DEFINED 1 595941
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
BARRICK GOLD CORP COM 067901 1096 64917 SH DEFINED 1 64917
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
BATTLE MTN GOLD CO COM 071593 159 81962 SH DEFINED 1 81962
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
BAUSCH & LOMB INC COM 071707 2137 32847 SH DEFINED 1 32847
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
BAXTER INTL INC COM 071813 10861 179316 SH DEFINED 1 179316
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
BECTON DICKINSON & CO COM 075887 3367 128554 SH DEFINED 1 128554
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
BELL ATLANTIC CORP COM 077853 63224 1054825 SH DEFINED 1 1054825
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
BELLSOUTH CORP COM 079860 45620 986385 SH DEFINED 1 986385
10 2
====================================================================================================================================
</TABLE>
5
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
BERKSHIRE HATHAWAY COM 084670 37812 690 SH DEFINED 1 690
INC DEL 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
BERKSHIRE HATHAWAY CL B 084670 3784 2144 SH DEFINED 1 2144
INC DEL 20 7
- ------------------------------------------------------------------------------------------------------------------------------------
BESTFOODS COM 08658U 8695 170284 SH DEFINED 1 170284
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
BETHLEHEM STL CORP COM 087509 9333 1114340 SH DEFINED 1 1114340
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
BEVERLY ENTERPRISES COM NE 087851 59 15100 SH DEFINED 1 15100
INC 30 9
- ------------------------------------------------------------------------------------------------------------------------------------
BLACK & DECKER CORP COM 091797 2379 47283 SH DEFINED 1 47283
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
BLOCK H & R INC COM 093671 2220 53094 SH DEFINED 1 53094
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
BOEING CO COM 097023 19528 485918 SH DEFINED 1 485918
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
BOISE CASCADE CORP COM 097383 978 24522 SH DEFINED 1 24522
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
BRISTOL MYERS SQUIBB COM 110122 86706 1361379 SH DEFINED 1 1361379
CO 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
BRUNSWICK CORP COM 117043 1224 55808 SH DEFINED 1 55808
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
BURLINGTON NORTHN COM 12189T 6127 260048 SH DEFINED 1 260048
SANTA FE CP 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
BURLINGTON RES INC COM 122014 2798 88662 SH DEFINED 1 88662
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
CBS CORP COM 12490K 24619 412896 SH DEFINED 1 412896
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
CIGNA CORP COM 125509 8392 106987 SH DEFINED 1 106987
10 9
====================================================================================================================================
</TABLE>
6
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CIT GROUP INC CL A 125577 10920 526250 SH DEFINED 1 526250
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
CMS ENERGY CORP COM 125896 5023 170269 SH DEFINED 1 170269
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
CSX CORP COM 126408 3208 103681 SH DEFINED 1 103681
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
CVS CORP COM 126650 18331 484794 SH DEFINED 1 484794
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
CABLETRON SYS INC COM 126920 1625 60905 SH DEFINED 1 60905
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
CABOT CORP COM 127055 413 20700 SH DEFINED 1 20700
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
CADENCE DESIGN COM 127387 2712 122905 SH DEFINED 1 122905
SYSTEM INC 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
CADIZ INC COM 127537 1079 119936 SH DEFINED 1 119936
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
CAMPBELL SOUP CO COM 134429 8113 217788 SH DEFINED 1 217788
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
CANADIAN PAC LTD NEW COM 135923 2744 127850 SH DEFINED 1 127850
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
CANADIAN IMPERIAL BK COM 136069 4754 199319 SH DEFINED 1 199319
COMM ONT 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
CANADIAN NATL RY CO COM 136375 3128 118428 SH DEFINED 1 118428
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
CANADIAN OCCIDENTAL COM 136420 1472 74687 SH DEFINED 1 74687
PETE LTD 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
CAPITAL ONE FINL CORP COM 14040H 5257 113816 SH DEFINED 1 113816
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
CARDINAL HEALTH INC COM 14149Y 7780 157762 SH DEFINED 1 157762
10 8
====================================================================================================================================
</TABLE>
7
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CARNIVAL CRUISE CL A 143658 16256 346805 SH DEFINED 1 346805
LINES INC 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
CAROLINA PWR & LT CO COM 144141 1961 65653 SH DEFINED 1 65653
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
CATERPILLAR INC DEL COM 149123 14952 307494 SH DEFINED 1 307494
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
CENDANT CORP COM 151313 15883 653287 SH DEFINED 1 653287
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
CENTRAL & SOUTH WEST COM 152357 2038 104522 SH DEFINED 1 104522
CORP 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
CERIDIAN CORP COM 15677T 3167 148604 SH DEFINED 1 148604
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
CHAMPION INTL CORP COM 158525 21440 356965 SH DEFINED 1 356965
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
CHASE MANHATTAN CORP COM 16161A 45698 627075 SH DEFINED 1 627075
NEW 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
CHEVRON CORPORATION COM 166751 28729 343549 SH DEFINED 1 343549
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
CHINA FD INC COM 169373 1346 123800 SH DEFINED 1 123800
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
CHIRON CORP COM 170040 3338 74170 SH DEFINED 1 74170
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
CHRIS CRAFT INDS INC COM 170520 523 7591 SH DEFINED 1 7591
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
CHUBB CORP COM 171232 4886 90271 SH DEFINED 1 90271
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
CIENA CORP COM 171779 28916 519840 SH DEFINED 1 519840
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
CINCINNATI FINL CORP COM 172062 2536 83060 SH DEFINED 1 83060
10 1
====================================================================================================================================
</TABLE>
8
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CINERGY CORP COM 172474 1495 63614 SH DEFINED 1 63614
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
CIRCUIT CITY STORE COM 172737 4961 109185 SH DEFINED 1 109185
INC 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
CISCO SYS INC COM 17275R 246147 2277817 SH DEFINED 1 2277817
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
CITIGROUP INC COM 172967 115566 2185639 SH DEFINED 1 2185639
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
CITIZENS UTILS CO DEL CL B 177342 1299 92809 SH DEFINED 1 92809
20 1
- ------------------------------------------------------------------------------------------------------------------------------------
CLEAR CHANNEL COM 184502 15242 173693 SH DEFINED 1 173693
COMMUNICATIONS 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
CLOROX CO DEL COM 189054 21183 430666 SH DEFINED 1 430666
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
COASTAL CORP COM 190441 19402 565462 SH DEFINED 1 565462
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
COCA COLA CO COM 191216 70731 1257443 SH DEFINED 1 1257443
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
COCA COLA ENTERPRISES COM 191219 4138 207569 SH DEFINED 1 207569
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
COGNOS INC COM 19244C 694 15200 SH DEFINED 1 15200
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
COLGATE PALMOLIVE CO COM 194162 20329 326568 SH DEFINED 1 326568
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
COLUMBIA GAS SYS INC COM 197648 2461 39494 SH DEFINED 1 39494
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
COLUMBIA/HCA COM 197677 11338 375580 SH DEFINED 1 375580
HEALTHCARE CORP 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
COMCAST CORP CL A 200300 689 14730 SH DEFINED 1 14730
10 1
====================================================================================================================================
</TABLE>
9
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
COMCAST CORP CL A S 200300 21603 434237 SH DEFINED 1 434237
20 0
- ------------------------------------------------------------------------------------------------------------------------------------
COMERICA INC COM 200340 3715 822550 SH DEFINED 1 82550
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
COMINCO LTD COM 200435 431 20539 SH DEFINED 1 20539
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
COMPAQ COMPUTER CORP COM 204493 37631 1231290 SH DEFINED 1 1231290
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
COMPUTER ASSOC INTL COM 204912 18710 267280 SH DEFINED 1 267280
INC 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
COMPUTER SCIENCES COM 205363 9831 105426 SH DEFINED 1 105426
CORP 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
COMPUWARE CORP COM 205638 16990 463883 SH DEFINED 1 463883
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
COMSAT CORP COM SE 20564D 186 10034 SH DEFINED 1 10034
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
CONAGRA INC COM 205887 5697 250417 SH DEFINED 1 250417
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
CONECTIV INC COM 206829 1591 97916 SH DEFINED 1 97916
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
CONOCO INC CL A 208251 12672 545043 SH DEFINED 1 545043
30 6
- ------------------------------------------------------------------------------------------------------------------------------------
CONSECO INC COM 208464 2749 159913 SH DEFINED 1 159913
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED EDISON COM 209115 5353 158613 SH DEFINED 1 158613
INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED NAT GAS COM 209615 3122 48924 SH DEFINED 1 48924
CO 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
CONSOLIDATED PAPERS COM 209759 1182 38600 SH DEFINED 1 38600
INC 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
COOPER INDS INC COM 216669 2231 56401 SH DEFINED 1 56401
10 1
====================================================================================================================================
</TABLE>
10
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
CORNING INC COM 219350 14714 120789 SH DEFINED 1 120789
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
COUNTRYWIDE CR INDS COM 222372 1183 48151 SH DEFINED 1 48151
INC DEL 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
COX COMMUNICATIONS CL A 224044 14032 271797 SH DEFINED 1 271797
INC NEW 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
CROWN CORK & SEAL INC COM 228255 1204 54117 SH DEFINED 1 54117
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
CUMMINS ENGINE INC COM 231021 514 10872 SH DEFINED 1 10872
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
CYPRESS COM 232806 1000 30475 SH DEFINED 1 30475
SEMICONDUCTOR CORP 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
DPL INC COM 233293 2274 136800 SH DEFINED 1 136800
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
DQE COM 23329J 1213 36070 SH DEFINED 1 36070
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
DTE ENERGY CO COM 233331 2228 74099 SH DEFINED 1 74099
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
DANA CORP COM 235811 2205 76376 SH DEFINED 1 76376
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
DARDEN RESTAURANTS COM 237194 1561 90178 SH DEFINED 1 90178
INC 105
- ------------------------------------------------------------------------------------------------------------------------------------
DAYTON HUDSON CORP COM 239753 26087 362005 SH DEFINED 1 362005
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
DEERE & CO COM 244199 6100 142278 SH DEFINED 1 142278
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
DELL COMPUTER CORP COM 247025 91791 1804248 SH DEFINED 1 1804248
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
DELTA AIR LINES INC COM 247361 3955 79095 SH DEFINED 1 79095
DEL 10 8
====================================================================================================================================
</TABLE>
11
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DELUXE CORP COM 248019 1016 37900 SH DEFINED 1 37900
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
DIAMOND OFFSHORE COM 25271C 1815 62850 SH DEFINED 1 62850
DRILLING INC 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
DIEBOLD INC COM 253651 615 26669 SH DEFINED 1 26669
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
DISNEY WALT CO DEL COM 254687 41325 1383253 SH DEFINED 1 1383253
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
DOLE FOOD INC COM 256605 409 26494 SH DEFINED 1 26494
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
DOLLAR GEN CORP COM 256669 3620 163625 SH DEFINED 1 163625
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
DOMINION RES INC VA COM 257470 3679 96499 SH DEFINED 1 96499
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
DOMTAR INC COM 257561 810 68500 SH DEFINED 1 68500
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
DONNELLEY R R & SONS COM 257867 1529 62885 SH DEFINED 1 62885
CO 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
DOVER CORP COM 260003 4948 112781 SH DEFINED 1 112781
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
DOW CHEM CO COM 260543 32884 247948 SH DEFINED 1 247948
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
DOW JONES & CO INC COM 260561 2810 43108 SH DEFINED 1 43108
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
DU PONT E I DE COM 263534 54116 832550 SH DEFINED 1 832550
NEMOURS & CO 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
DUKE POWER CO COM 264399 8969 185889 SH DEFINED 1 185889
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
DUN & BRADSTREET COM 26483B 2003 69503 SH DEFINED 1 69503
CORP DEL 10 6
====================================================================================================================================
</TABLE>
12
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
E M C CORP MASS COM 268648 82151 714358 SH DEFINED 1 714358
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
ENSCO INTL INC COM 26874Q 1372 64007 SH DEFINED 1 64007
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
EASTMAN CHEM CO COM 277432 1683 36247 SH DEFINED 1 36247
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
EASTMAN KODAK CO COM 277461 10876 168451 SH DEFINED 1 168451
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
EATON CORP COM 278058 2574 36061 SH DEFINED 1 36061
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
ECHO BAY MINES LTD COM 278751 53 42917 SH DEFINED 1 42917
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
ECOLAB INC COM 278865 1809 48000 SH DEFINED 1 48000
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
EDPERBRASCAN CORP CLA 280905 2049 155089 SH DEFINED 1 155089
80 3
- ------------------------------------------------------------------------------------------------------------------------------------
EDISON INTL COM 281020 4397 175439 SH DEFINED 1 175439
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
EDWARDS AG INC COM 281760 685 22400 SH DEFINED 1 22400
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
ELECTRONIC DATA SYS COM 285661 17128 263253 SH DEFINED 1 263253
NEW 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
EMERSON ELEC CO COM 291011 34159 593418 SH DEFINED 1 593418
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
ENBRIDGE INC COM 29250N 819 41370 SH DEFINED 1 41370
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
ENGELHARD CORP COM 292845 1187 64173 SH DEFINED 1 64173
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
ENRON CORP COM 293561 16360 376641 SH DEFINED 1 376641
10 6
====================================================================================================================================
</TABLE>
13
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ENTERGY CORP NEW COM 29364G 3761 148945 SH DEFINED 1 148945
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
EQUIFAX INC COM 294429 1710 76410 SH DEFINED 1 76410
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
EQUITY INCOME FD UTIE 294700 848 4200 SH DEFINED 1 4200
70 3
- ------------------------------------------------------------------------------------------------------------------------------------
EQUITY OFFICE COM 29474 349 142855 SH DEFINED 1 142855
PROPERTIES TRUST 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
EXTENDICARE INC CDA SUB VT 30224T 48 16000 SH DEFINED 1 16000
87 1
- ------------------------------------------------------------------------------------------------------------------------------------
F M C CORP COM NE 302491 1071 19470 SH DEFINED 1 19470
30 3
- ------------------------------------------------------------------------------------------------------------------------------------
FPL GROUP INC COM 302571 4872 118112 SH DEFINED 1 118112
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
FDX CORP COM 31304N 6136 143752 SH DEFINED 1 143752
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
FEDERAL HOME LN MTG COM 313400 21616 487799 SH DEFINED 1 487799
CORP 30 1
- ------------------------------------------------------------------------------------------------------------------------------------
FEDERAL NATL MTG ASSN COM 313586 40475 686752 SH DEFINED 1 686752
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
FEDERATED DEPT COM 31410H 6068 120461 SH DEFINED 1 120461
STORES INC DEL 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
FIFTH THIRD BANCORP COM 316773 10729 153552 SH DEFINED 1 153552
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
FIRST DATA CORP COM 319963 12984 264633 SH DEFINED 1 264633
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
FIRST SEC CORP DEL COM 336294 1845 77261 SH DEFINED 1 77261
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
FIRST TENN NATL CORP COM 337162 1350 49300 SH DEFINED 1 49300
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
FIRST UN CORP COM 337358 15920 502409 SH DEFINED 1 502409
10 5
====================================================================================================================================
</TABLE>
14
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
FIRST VA BANKS INC COM 337477 884 21700 SH DEFINED 1 21700
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
FIRSTAR CORP NEW WIS COM 33763V 10739 522284 SH DEFINED 1 522284
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
FIRSTENERGY CORP COM 337932 3719 168574 SH DEFINED 1 168574
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
FLORIDA PROGRESS CORP COM 341109 1497 36510 SH DEFINED 1 36510
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
FLUOR CORP COM 343861 1399 31186 SH DEFINED 1 31186
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
FORD MTR CO DEL COM 345370 38288 731031 SH DEFINED 1 731031
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
FORT JAMES CORP COM 347471 3956 149622 SH DEFINED 1 149622
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
FORTUNE BRANDS INC COM 349631 2837 87980 SH DEFINED 1 87980
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
FOSTER WHEELER CORP COM 350244 187 20200 SH DEFINED 1 20200
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
FOUR SEASONS HOTEL SUB VT 35100E 372 7000 SH DEFINED 1 7000
INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
FRANKLIN RES INC COM 354613 4143 130737 SH DEFINED 1 130737
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
FREEPORT-MCMORAN CL A 35671D 248 13424 SH DEFINED 1 13424
COPPER & GOLD 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
FREEPORT-MCMORAN CL B 35671D 10881 513576 SH DEFINED 1 513576
COPPER & GOLD 85 7
- ------------------------------------------------------------------------------------------------------------------------------------
GPU INC COM 36225X 1843 64093 SH DEFINED 1 64093
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
GTE CORP COM 362320 47387 693678 SH DEFINED 1 693678
10 3
====================================================================================================================================
</TABLE>
15
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GANNETT INC COM 364730 11478 145873 SH DEFINED 1 145873
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
GAP INC DEL COM 364760 20036 461252 SH DEFINED 1 461252
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
GENER S A SPONS ADR 368731 1910 123706 SH DEFINED 1 123706
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
GENERAL DYNAMICS CORP COM 369550 3967 80861 SH DEFINED 1 80861
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
GENERAL ELEC CO COM 369604 323982 2159883 SH DEFINED 1 2159883
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
GENERAL INSTR CORP COM 370120 6056 70781 SH DEFINED 1 70781
DEL 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
GENERAL MLS INC COM 370334 5119 148652 SH DEFINED 1 148652
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
GENERAL MTRS CORP COM 370442 37753 505904 SH DEFINED 1 505904
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
GENERAL MTRS CORP CL H N 390442 5184 50828 SH DEFINED 1 50828
83 2
- ------------------------------------------------------------------------------------------------------------------------------------
GENUINE PARTS CO COM 372460 2138 88860 SH DEFINED 1 88860
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
GEORGIA PAC CORP COM 373298 18736 370101 SH DEFINED 1 370101
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
GILLETTE CO COM 375766 22543 560889 SH DEFINED 1 560889
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
GLOBAL MARINE INC COM 379352 623 40203 SH DEFINED 1 40203
40 4
- ------------------------------------------------------------------------------------------------------------------------------------
GOLDEN WEST FINL COM 381317 4800 153303 SH DEFINED 1 153303
CORP DEL 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
GOODRICH B F CO COM 382388 551 21050 SH DEFINED 1 21050
10 6
====================================================================================================================================
</TABLE>
16
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
GOODYEAR TIRE & RUBR COM 382550 2180 80167 SH DEFINED 1 80167
CO 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
GRACE W R & CO DEL COM 38388F 526 39719 SH DEFINED 1 39719
NEW 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
GRAINGER W W INC COM 384802 2485 54104 SH DEFINED 1 54104
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
GREAT LAKES CHEM CORP COM 390568 1494 40181 SH DEFINED 1 40181
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
GREENPOINT FINL COPR COM 395384 950 41200 SH DEFINED 1 41200
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
GUIDANT CORP COM 401698 7067 153213 SH DEFINED 1 153213
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
GULF CDA RES LTD ORD 40218L 437 133500 SH DEFINED 1 133500
30 5
- ------------------------------------------------------------------------------------------------------------------------------------
HALLIBURTON CO COM 406216 8797 229609 SH DEFINED 1 229609
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
HARCOURT GEN INC COM 41163G 1295 33216 SH DEFINED 1 33216
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
HARLEY DAVIDSON INC COM 412822 4594 73571 SH DEFINED 1 73571
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
HARRAHS ENTMT INC COM 413619 1498 59471 SH DEFINED 1 59471
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
HARRIS CORP DEL COM 413875 1450 55900 SH DEFINED 1 55900
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
HARTFORD FINL SVCS COM 416515 6166 136259 SH DEFINED 1 136259
GROUP INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
HASBRO INC COM 418056 2208 119775 SH DEFINED 1 119775
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
HEALTHSOUTH COM 421924 918 174853 SH DEFINED 1 174853
REHABILITATION CP 10 1
====================================================================================================================================
</TABLE>
17
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
HEINZ H J CO COM 423074 6831 175998 SH DEFINED 1 175998
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
HERCULES INC COM 427056 877 32781 SH DEFINED 1 32781
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
HEWLETT PACKARD CO COM 428236 81776 696337 SH DEFINED 1 696337
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
HILLENBRAND INDS INC COM 431573 752 24025 SH DEFINED 1 24025
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
HILTON HOTELS CORP COM 432848 1441 151691 SH DEFINED 1 151691
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
HOME DEPOT INC COM 437076 87326 1339611 SH DEFINED 1 1339611
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
HOMESTAKE MNG CO COM 437614 2052 265680 SH DEFINED 1 265680
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
HOUSEHOLD INTL INC COM 441815 8228 237214 SH DEFINED 1 237214
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
HUBBELL INC CL B 443510 536 19912 SH DEFINED 1 19912
20 1
- ------------------------------------------------------------------------------------------------------------------------------------
HUMANA INC COM 444859 677 89485 SH DEFINED 1 89485
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
HUNTINGTON COM 446150 2778 123803 SH DEFINED 1 123803
BANCSHARES INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
IMC FERTILIZER GROUP COM 449669 910 54339 SH DEFINED 1 54339
INC 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
IMS HEALTH INC COM 449934 5030 192542 SH DEFINED 1 192542
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
IRSA INVERSTIONERS Y GLOBL 450047 614 19041 SH DEFINED 1 19041
REP S A 20 4
- ------------------------------------------------------------------------------------------------------------------------------------
ITT INDS INC IND COM 450911 2989 89728 SH DEFINED 1 89728
10 2
====================================================================================================================================
</TABLE>
18
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
IKON OFFICE COM 451713 8302 129973 SH DEFINED 1 129973
SOLUTIONS INC 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
ILLINOIS TOOL WKS INC COM 452308 8302 129973 SH DEFINED 1 129973
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
ILLINOVA CORP COM 452317 1519 44176 SH DEFINED 1 44176
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
IMPERIAL OIL LTD COM NE 453038 4755 222471 SH DEFINED 1 222471
40 8
- ------------------------------------------------------------------------------------------------------------------------------------
INCO LTD COM 453258 2623 112708 SH DEFINED 1 112708
40 2
- ------------------------------------------------------------------------------------------------------------------------------------
INDIA GROWTH FD INC COM 454090 537 32200 SH DEFINED 1 32200
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
INFORMIX CORP COM 456779 611 55245 SH DEFINED 1 55245
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
INGERSOLL RAND CO COM 456866 5549 104698 SH DEFINED 1 104698
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
INTEL CORP COM 458140 197364 2271812 SH DEFINED 1 2271812
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL COM 459200 145027 1254970 SH DEFINED 1 1254970
BUSINESS MACHS 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL COM 459506 1907 53615 SH DEFINED 1 53615
FLAVORS & FRAGRANC 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL PAPER COM 460146 13340 240367 SH DEFINED 1 240367
CO 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
INTERPUBLIC GROUP COM 460690 8621 158544 SH DEFINED 1 158544
COS INC 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
IVAX CORP COM 465823 1280 47400 SH DEFINED 47400
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
JEFFERSON PILOT CORP COM 475070 3433 51529 SH DEFINED 1 51529
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
JOHNSON & JOHNSON COM 478160 13440 807673 SH DEFINED 1 807673
10 4
====================================================================================================================================
</TABLE>
19
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
JOHNSON CTLS INC COM 478366 2259 40386 SH DEFINED 1 40386
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
KLA INSTRS CORP COM 482480 3840 35390 SH DEFINED 1 35390
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
K MART CORP COM 482584 2925 290694 SH DEFINED 1 290694
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
KANSAS CITY SOUTHN COM 485170 3225 45750 SH DEFINED 1 45750
INDS INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
KELLOGG CO COM 487836 6254 209327 SH DEFINED 1 209327
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
KERR MCGEE CORP COM 492386 2001 34242 SH DEFINED 1 34242
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
KEYCORP NEW COM 493267 5506 265358 SH DEFINED 1 265358
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
KIMBERLY CLARK CORP COM 494368 17661 278838 SH DEFINED 1 278838
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
KINROSS GOLD CORP COM 496902 81 43740 SH DEFINED 1 43740
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
KNIGHT RIDDER INC COM 499040 1868 32340 SH DEFINED 1 32340
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
KOHLS COPR COM 500255 6759 98848 SH DEFINED 1 98848
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
KROGER CO COM 501044 23696 1251289 SH DEFINED 1 1251289
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
LSI LOGIC CORP COM 502161 5300 79255 SH DEFINED 1 79255
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
LAIDLAW INC COM 50730K 1114 214165 SH DEFINED 1 214165
50 3
- ------------------------------------------------------------------------------------------------------------------------------------
LANIER WORLDWIDE INC COM 51589L 203 55900 SH DEFINED 1 55900
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
LAUDER ESTEE COS INC CL A 518439 2917 58859 SH DEFINED 1 58859
10 4
====================================================================================================================================
</TABLE>
20
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LEGGETT & PLATT INC COM 524660 1555 75600 SH DEFINED 1 75600
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
LEHMAN BROS HLDGS INC COM 524908 4171 52753 SH DEFINED 1 52753
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
LEUCADIA NATL CORP COM 527288 244 11197 SH DEFINED 1 11197
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
LEVEL 3 COM 52729N 14715 172993 SH DEFINED 1 172993
COMMUNICATIONS INC 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
LILLY ELI & CO COM 532457 51991 791496 SH DEFINED 1 791496
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
LIMITED INC COM 532716 4387 108162 SH DEFINED 1 108162
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
LINCOLN NATL CORP IND COM 534187 3758 96192 SH DEFINED 1 96192
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
LINEAR TECHNOLOGY COM 535678 5868 81494 SH DEFINED 1 81494
CORP 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
LITTON INDS INC COM 538021 1237 25156 SH DEFINED 1 25156
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
LIZ CLAIBORNE INC COM 539320 1182 32436 SH DEFINED 1 32436
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
LOCKHEED MARTIN CORP COM 539830 5021 247958 SH DEFINED 1 247958
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
LOEWS CORP COM 540424 3192 54036 SH DEFINED 1 54036
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
LOEWEN GROUP INC COM 54042L 11 27000 SH DEFINED 1 27000
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
LOUISIANA PAC CORP COM 546347 449 31901 SH DEFINED 1 31901
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
LOWES COS INC COM 548661 10027 179863 SH DEFINED 1 179863
10 7
====================================================================================================================================
</TABLE>
21
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
LUBRIZOL CORP COM 549271 862 29090 SH DEFINED 1 29090
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
LUCENT TECHNOLOGIES COM 549463 162554 2107675 SH DEFINED 1 2107675
INC 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
MBIA INC COM 55262C 2700 52246 SH DEFINED 1 52246
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
MBNA CORP COM 55262L 9886 367858 SH DEFINED 1 367858
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
MCI WORLDWIDE INC COM 55268B 112878 2173342 SH DEFINED 1 2173342
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
MGIC INVT CORP WIS COM 552848 2912 51040 SH DEFINED 1 51040
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
MAGNA INTL INC CL A 559222 2101 49410 SH DEFINED 1 49410
40 1
- ------------------------------------------------------------------------------------------------------------------------------------
MALLINCKRODT INC NEW COM 561232 956 31200 SH DEFINED 1 31200
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
MARSH & MCLENNAN COS COM 571748 13915 147148 SH DEFINED 1 147148
INC 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
MARSHALL & ILSLEY COM 571834 2025 34617 SH DEFINED 1 34617
CORP 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
MARRIOTT INTL INC NEW CL A 571903 4979 163255 SH DEFINED 1 163255
20 2
- ------------------------------------------------------------------------------------------------------------------------------------
MASCO CORP COM 574599 24409 969081 SH DEFINED 1 969081
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
MATTEL INC COM 577081 2645 203472 SH DEFINED 1 203472
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
MAY DEPT STORES CO COM 577778 5769 184234 SH DEFINED 1 184234
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
MAYTAG CORP COM 578592 2325 51736 SH DEFINED 1 51736
10 7
====================================================================================================================================
</TABLE>
22
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MCDERMOTT INTL INC COM 580037 177 20232 SH DEFINED 1 20232
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
MCDONALDS CORP COM 580135 28027 707312 SH DEFINED 1 707312
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
MCGRAW HILL INC COM 580645 8301 142044 SH DEFINED 1 142044
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
MCKESSON HBOC INC COM 58155Q 3250 138681 SH DEFINED 138681
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
MEAD CORP COM 582834 4634 110181 SH DEFINED 1 110181
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
MEDIAONE GROUP INC COM 58440J 22235 283696 SH DEFINED 1 283696
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
MEDITRUST CORP PAIRED 58501T 381 64152 SH DEFINED 1 64152
30 6
- ------------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC INC COM 585055 20912 606143 SH DEFINED 1 606143
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
MENTOR GRAPHICS CORP COM 587200 245 19046 SH DEFINED 1 19046
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
MERCK & CO INC COM 589331 106146 1593402 SH DEFINED 1 1593402
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & CO COM 590188 15264 189321 SH DEFINED 1 189321
INC 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
METHANEX CORP COM 59151K 198 72400 SH DEFINED 1 72400
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
MICROSOFT CORP COM 594918 387510 3324479 SH DEFINED 1 3324479
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
MICRON TECHNOLOGY INC COM 595112 9576 126210 SH DEFINED 1 126210
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
MIDCAP SPDR TR UNIT S 595635 690 8500 SH DEFINED 1 8500
10 3
====================================================================================================================================
</TABLE>
23
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
MINNESOTA MIN & MFG COM 604059 26557 281397 SH DEFINED 1 281397
CO 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
MIRAGE RESORTS INC COM 60462E 1194 81300 SH DEFINED 1 81300
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
MITEL CORP COM 606711 371 26850 SH DEFINED 1 26850
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
MOLEX INC COM 608554 2367 43886 SH DEFINED 1 43886
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
MOLEX INC CL A 608554 1873 43883 SH DEFINED 1 43883
20 0
- ------------------------------------------------------------------------------------------------------------------------------------
MONSANTO CO COM 611662 11152 318622 SH DEFINED 1 318622
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
MOORE LTD COM 615785 181 30344 SH DEFINED 1 30344
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
MORGAN J P & CO INC COM 616880 11115 91530 SH DEFINED 1 91530
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
MORGAN S D WITTER COM NE 617446 48337 358053 SH DEFINED 1 358053
DISCOVER & CO 44 8
- ------------------------------------------------------------------------------------------------------------------------------------
MOTOROLA INC COM 620076 59085 396541 SH DEFINED 1 396541
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
MYLAN LABS INC COM 628530 1467 60200 SH DEFINED 1 60200
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
NCR CORP NEW COM 62886E 1922 49771 SH DEFINED 1 49771
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
NABISCO HLDGS CORP CL A 629526 1132 35783 SH DEFINED 1 35783
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
NABORS INDS INC COM 629568 15269 519800 SH DEFINED 1 519800
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
NATIONAL CITY CORP COM 635405 7180 325421 SH DEFINED 1 325421
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
NATIONAL COM 637640 4353 96868 SH DEFINED 1 96868
SEMICONDUCTOR CORP 10 3
====================================================================================================================================
</TABLE>
24
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NATIONAL SVC INDS INC COM 637657 471 16628 SH DEFINED 1 16628
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
NAVISTAR INTL CORP COM 63934E 879 19050 SH DEFINED 1 19050
NEW 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
NEW ENGLAND ELEC SYS COM 644001 1164 22354 SH DEFINED 1 22354
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
NEW YORK TIMES CO CL A 650111 6304 131338 SH DEFINED 1 131338
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
NEWBRIDGE NETWORKS COM 650901 2246 99416 SH DEFINED 1 99416
CORP 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
NEWMONT MNG CORP COM 651639 1488 62965 SH DEFINED 1 62965
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
NEXTEL CL A 65332V 16398 158435 SH DEFINED 1 158435
COMMUNICATIONS INC 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
NICOR INC COM 654086 682 21647 SH DEFINED 1 21647
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
NIKE INC CL B 654106 5256 109218 SH DEFINED 1 109218
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
NOBLE AFFILIATES INC COM 654894 3252 160600 SH DEFINED 1 160600
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
NORDSTROM INC COM 655664 1835 71257 SH DEFINED 1 71257
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
NORFOLK SOUTHERN CORP COM 655844 3667 182214 SH DEFINED 1 182214
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
NORTHEAST UTILS COM 664397 1209 58460 SH DEFINED 1 58460
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
NORTHN STS PWR CO COM 665772 1295 67940 SH DEFINED 1 67940
MINN 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
NORTHERN TR CORP COM 665859 7459 147802 SH DEFINED 1 147802
10 4
====================================================================================================================================
</TABLE>
25
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
NORTHROP CORP COM 666807 1683 31830 SH DEFINED 1 31830
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
NORTHWEST AIRLS CORP CL A 667280 1250 54515 SH DEFINED 1 54515
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
NOVELL INC COM 670006 6250 164463 SH DEFINED 1 164463
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
NUCOR CORP COM 670346 1697 31242 SH DEFINED 1 31242
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
OCCIDENTAL PETE CORP COM 674599 3962 190368 SH DEFINED 1 190368
DEL 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
OFFICE DEPOT INC COM 676220 2542 240660 SH DEFINED 1 240660
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
OLD KENT FINL CORP COM 679833 1583 47781 SH DEFINED 1 47781
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
OLD REP INTL CORP COM 680223 279 21225 SH DEFINED 1 21225
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
OLIN CORP COM PA 680665 252 13300 SH DEFINED 1 13300
20 5
- ------------------------------------------------------------------------------------------------------------------------------------
OMNICOM GROUP INC COM 681919 8197 84618 SH DEFINED 1 84618
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
ORACLE SYSTEMS CORP COM 68389X 109485 926858 SH DEFINED 1 926858
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
OWENS ILL INC COM NE 690768 3026 127757 SH DEFINED 1 127757
40 3
- ------------------------------------------------------------------------------------------------------------------------------------
OXFORD HEALTH PLANS COM 691471 286 22649 SH DEFINED 1 22649
INC 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
PECO ENERGY CO COM 693304 3777 111487 SH DEFINED 1 111487
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
PG&E CORP COM 69331C 3866 195122 SH DEFINED 1 195122
10 8
====================================================================================================================================
</TABLE>
26
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PMI GROUP INC COM 69344M 517 10600 SH DEFINED 1 10600
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
PNC FINL CORP COM 693475 6760 160232 SH DEFINED 1 160232
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
P P & L RES INC COM 693499 1325 59707 SH DEFINED 1 59707
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
PPG INDS INC COM 693506 6550 109163 SH DEFINED 1 109163
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
PACCAR INC COM 693718 1445 33210 SH DEFINED 1 33210
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
PAINE WEBBER GROUP COM 695629 2056 54746 SH DEFINED 1 54746
INC 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
PAKISTAN INVT FD INC COM 695844 1063 415000 SH DEFINED 1 415000
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
PALL CORP COM 696429 762 37155 SH DEFINED 1 37155
30 7
- ------------------------------------------------------------------------------------------------------------------------------------
PARAMETRIC COM 699173 3499 139260 SH DEFINED 1 139260
TECHNOLOGY CORP 10 0
- ------------------------------------------------------------------------------------------------------------------------------------
PARKER HANNIFIN CORP COM 701094 3899 79876 SH DEFINED 1 79876
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
PAYCHEX INC COM 704326 4862 121540 SH DEFINED 1 121540
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
PENNEY J C INC COM 708160 2719 138132 SH DEFINED 1 138132
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
PENNZOIL-QUAKER COM 709323 407 40427 SH DEFINED 1 40427
STATE COMPANY 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
PEOPLES ENERGY CORP COM 711030 542 16882 SH DEFINED 1 16882
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
PEOPLESOFT INC COM 712713 2069 99399 SH DEFINED 1 99399
10 6
====================================================================================================================================
</TABLE>
27
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PEPSICO INC COM 713448 34354 931636 SH DEFINED 1 931636
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
PHARMACIA & UPJOHN COM 716941 11366 257961 SH DEFINED 1 257961
INC 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
PFIZER INC COM 717081 69494 2011501 SH DEFINED 1 69494
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
PHELPS DODGE CORP COM 717265 12730 191796 SH DEFINED 1 191796
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
PHILIP MORRIS COS INC COM 718154 42964 1833127 SH DEFINED 1 1833127
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
PHILLIPS PETE CO COM 718507 5517 121759 SH DEFINED 1 121759
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
PINNACLE WEST CAP COM 723484 804 27017 SH DEFINED 1 27017
CORP 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
PITNEY BOWES INC COM 724479 12153 256181 SH DEFINED 1 256181
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
PITTSTON CO DEL COM 725701 383 17900 SH DEFINED 1 17900
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
PLACER DOME INC COM 725906 1649 155376 SH DEFINED 1 155376
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
POLAROID CORP COM 731095 1123 57052 SH DEFINED 1 57052
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
POTASH CORP SASK INC COM 73755L 1147 23946 SH DEFINED 1 23946
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
POTOMAC ELEC PWR CO COM 737679 1140 50505 SH DEFINED 1 50505
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
PRAXAIR INC COM 74005P 5978 120014 SH DEFINED 1 120014
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
PROCTER & GAMBLE CO COM 742718 100968 941977 SH DEFINED 1 941977
10 9
====================================================================================================================================
</TABLE>
28
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
PROGRESSIVE CORP OHIO COM 743315 2959 41857 SH DEFINED 1 41857
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
PROVIDIAN FINL CORP COM 74406A 7559 90461 SH DEFINED 1 90461
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
PUBLIC SVC COM 744573 3518 103287 SH DEFINED 1 103287
ENTERPRISE GROUP 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
PUGET SOUND PWR & LT COM 745332 559 29346 SH DEFINED 1 29346
CO 10 6
- ------------------------------------------------------------------------------------------------------------------------------------
QUAKER OATS CO COM 747402 3991 62666 SH DEFINED 1 62666
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
QUALCOMM INC COM 747525 575 3208 SH DEFINED 1 3208
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
RALSTON PURINA CO COM 751277 4530 166620 SH DEFINED 1 166620
30 2
- ------------------------------------------------------------------------------------------------------------------------------------
RANGER OIL LTD COM 752805 34 10814 SH DEFINED 1 10814
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
RAYTHEON CO CL A 755111 1097 44435 SH DEFINED 1 44435
30 9
- ------------------------------------------------------------------------------------------------------------------------------------
RAYTHEON CO CL B 755111 3500 133956 SH DEFINED 1 133956
40 8
- ------------------------------------------------------------------------------------------------------------------------------------
READERS DIGEST ASSN CL A 755267 1474 51477 SH DEFINED 1 51477
INC 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
REEBOK INTL LTD COM 758110 175 21061 SH DEFINED 1 21061
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
REGIONS FINL CORP COM 758940 1972 83900 SH DEFINED 1 83900
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
REPUBLIC NY CORP COM 760714 3964 55060 55060
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
REYNOLDS METALS CO COM 761763 3735 49384 SH DEFINED 1 49384
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
RIO ALGOM LTD COM 766889 152 10200 SH DEFINED 1 10200
10 9
====================================================================================================================================
</TABLE>
29
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
RITE AID CORP COM 767754 2059 173356 SH DEFINED 1 173356
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
ROCKWELL INTL CORP COM 773903 5065 102592 SH DEFINED 1 102592
NEW 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
ROGERS CL B 775109 4445 182143 SH DEFINED 1 182143
COMMUNICATIONS INC 20 0
- ------------------------------------------------------------------------------------------------------------------------------------
ROHM & HAAS CO COM 775371 4708 116601 SH DEFINED 1 116601
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
ROUSE CO COM 779273 496 24270 SH DEFINED 1 24270
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
ROYAL BK CDA COM 780087 6534 148842 SH DEFINED 1 148842
MONTREAL QUE 10 2
- ------------------------------------------------------------------------------------------------------------------------------------
ROYAL DUTCH PETE CO NY REG 780257 4233 71298 SH DEFINED 1 71298
80 4
- ------------------------------------------------------------------------------------------------------------------------------------
RUSSELL CORP COM 782352 392 24103 SH DEFINED 1 24103
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
RYDER SYS INC COM 783549 717 30367 SH DEFINED 1 30367
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
SBC COMMUNICATIONS COM 78387G 103412 2200261 SH DEFINED 1 2200261
INC 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
SLM HLDG CORP COM 78442A 2850 71584 SH DEFINED 1 71584
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
SPDR TR UNITS 78462F 5317 36200 36200
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
SPX CORP COM 784635 1382 17762 SH DEFINED 1 17762
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
SAFECO CORP COM 786429 1804 74604 SH DEFINED 1 74604
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
SAFEWAY INC COM NE 786514 15211 443297 SH DEFINED 1 443297
20 8
====================================================================================================================================
</TABLE>
30
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ST JOE CORP COM 790148 922 38000 SH DEFINED 1 38000
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
ST JUDE MED INC COM 790849 1602 53165 SH DEFINED 1 53165
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
ST PAUL COS INC COM 792860 4112 124618 SH DEFINED 1 124618
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
SARA LEE CORP COM 803111 10756 506172 SH DEFINED 1 506172
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
SCHERING PLOUGH CORP COM 806605 30792 765976 SH DEFINED 1 765976
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SCHLUMBERGER LTD COM 806857 16536 283888 SH DEFINED 1 283888
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
SCHWAB CHARLES CORP COM 808513 15270 412704 SH DEFINED 1 412704
NEW 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
SCIENTIFIC ATLANTA COM 808655 2141 38846 SH DEFINED 1 38846
INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
SEAGATE TECHNOLOGY COM 811804 5752 125036 SH DEFINED 1 125036
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
SEAGRAM LTD COM 811850 9802 219491 SH DEFINED 1 219491
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
SEALED AIR CORP NEW COM 81211K 1667 31949 SH DEFINED 1 31949
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
SEARS ROEBUCK & CO COM 812387 7107 235429 SH DEFINED 1 235429
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
SEMPRA ENERGY COM 816851 1812 104685 SH DEFINED 1 104685
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
SENSORMATIC ELECTRS COM 817265 304 19270 SH DEFINED 1 19270
CORP 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SERVICE CORP INTL COM 817565 940 134334 SH DEFINED 1 134334
10 4
====================================================================================================================================
</TABLE>
31
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DEFINED MED SYS CORP COM 819486 660 13095 SH DEFINED 1 13095
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SHAW INDS INC COM 820286 478 31883 SH DEFINED 1 31883
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
SHERWIN WILLIAMS CO COM 824348 1540 76519 SH DEFINED 1 76519
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
SIGMA ALDRICH CORP COM 826552 766 25800 SH DEFINED 1 25800
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SILICON GRAPHICS INC COM 827056 674 69584 SH DEFINED 1 69584
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
SMURFIT-STONE COM 832727 1485 62868 SH DEFINED 1 62868
CONTAINER CORP 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SNAP ON TOOLS CORP COM 833034 1018 37884 SH DEFINED 1 37884
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SOLECTRON CORP COM 834182 13423 144718 SH DEFINED 1 144718
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
SONOCO PRODS CO COM 835495 867 39638 SH DEFINED 1 39635
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHERN CO COM 842587 10351 454989 SH DEFINED 1 454989
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHERN PERU COPPER COM 843611 234 15500 SH DEFINED 1 15500
CORP 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHTRUST CORP COM 844730 2378 69680 SH DEFINED 1 69680
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SOUTHWEST AIRLS CO COM 844741 3438 215729 SH DEFINED 1 215729
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
SPRINT CORP COM 852061 27179 412190 SH DEFINED 1 412190
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
SPRINT CORP PCS CO 852061 23554 234365 SH DEFINED 1 234365
50 6
====================================================================================================================================
</TABLE>
32
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
STANLEY WKS COM 854616 972 33822 SH DEFINED 1 33822
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
STAPLES INC COM 855030 5041 244429 SH DEFINED 1 244429
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
STATE STR CORP COM 857477 6197 88849 SH DEFINED 1 88849
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
SUMMIT BANCORP COM 866005 2474 86248 SH DEFINED 1 86248
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
SUN MICROSYSTEMS INC COM 866810 95342 1246304 SH DEFINED 1 1246304
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
SUNCOR INC COM 867229 2467 59083 SH DEFINED 1 59083
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
SUNTRUST BKS INC COM 867914 11053 171695 SH DEFINED 1 171695
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
SUPERVALU INC COM 868536 880 45264 SH DEFINED 1 45264
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
SYNOVUS FINL CORP COM 87161C 2070 109297 SH DEFINED 1 109297
10 5
- ------------------------------------------------------------------------------------------------------------------------------------
SYSCO CORP COM 871829 7225 189506 SH DEFINED 1 189506
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
TECO ENERGY INC COM 872375 604 33000 SH DEFINED 1 33000
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
TJX COS INC NEW COM 872540 2917 143622 SH DEFINED 1 143622
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
TRW INC COM 872649 3090 63225 SH DEFINED 1 63225
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
TALISMAN ENERGY INC COM 87425E 14205 556822 SH DEFINED 1 556822
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
TANDY CORP COM 875382 5307 98166 SH DEFINED 1 98166
10 3
====================================================================================================================================
</TABLE>
33
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TEKTRONIX INC COM 879131 901 22670 SH DEFINED 1 22670
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELEGLOBE INC COM 87941V 2795 122870 SH DEFINED 1 122870
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
TELLABS INC COM 879664 14874 226653 SH DEFINED 1 226653
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
TEMPLE INLAND INC COM 879868 2335 36134 SH DEFINED 1 36134
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
TEMPLETON DRAGON FD COM 88018T 296 30000 SH DEFINED 1 3000
INC 10 1
- ------------------------------------------------------------------------------------------------------------------------------------
TENET HEALTHCARE CORP COM 88033G 3369 138936 SH DEFINED 1 138936
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
TERADYNE INC COM 880770 4117 66600 SH DEFINED 1 66600
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
TEXACO INC COM 881694 36480 687497 SH DEFINED 1 687497
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
TEXAS INSTRS INC COM 882508 44100 428678 SH DEFINED 1 428678
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
TEXAS UTILS CO COM 882848 4695 135852 SH DEFINED 1 135852
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
TEXTRON INC COM 883203 8679 115821 SH DEFINED 1 115821
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
3COM CORP COM 885535 8613 176448 SH DEFINED 1 176448
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
TIME WARNER INC COM 887315 42963 605112 SH DEFINED 1 605112
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
TIMES MIRROR CO NEW COM SE 887364 3570 54922 SH DEFINED 1 54922
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
TORCHMARK CORP COM 891027 2726 96284 SH DEFINED 1 96284
10 4
====================================================================================================================================
</TABLE>
34
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
TORONO DOMINION BK COM NE 891160 7670 286427 SH DEFINED 1 286427
ONT 50 9
- ------------------------------------------------------------------------------------------------------------------------------------
TOSCO CORP COM NE 891490 1294 50150 SH DEFINED 1 50150
30 2
- ------------------------------------------------------------------------------------------------------------------------------------
TOYS R US COM 892335 1699 121931 SH DEFINED 1 121931
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
TRANSATLANTIC HLDS COM 893521 722 9350 SH DEFINED 1 9350
INC 10 4
- ------------------------------------------------------------------------------------------------------------------------------------
TRANSCANADA COM 893526 2617 301967 SH DEFINED 1 301967
PIPELINES LTD 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
TRAVELERS PPTY CAS CL A 893939 971 29100 SH DEFINED 1 29100
CORP 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
TRI CONTL CORP COM 895436 973 35630 SH DEFINED 1 35630
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
TRICON GLOBAL COM 895953 2530 68032 SH DEFINED 1 68032
RESTAURANTS 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
TRIBUNE CO NEW COM 896047 6588 125483 SH DEFINED 1 125483
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
TRINITY INDS INC DEL COM 896522 215 7825 SH DEFINED 1 7825
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
TUPPERWARE CORP COM 899896 462 28460 SH DEFINED 1 28460
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
TYCO INTL LTD NEW COM 902124 63746 1705578 SH DEFINED 1 1705578
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
TYSON FOODS INC CL A 902494 494 30750 SH DEFINED 1 30750
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
UAL CORP COM PA 902549 2026 26100 SH DEFINED 1 26100
50 0
- ------------------------------------------------------------------------------------------------------------------------------------
USX MARATHON GROUP COM NE 902905 3696 152414 SH DEFINED 1 152414
82 7
- ------------------------------------------------------------------------------------------------------------------------------------
UST INC COM 902911 2350 95417 SH DEFINED 1 95417
10 6
====================================================================================================================================
</TABLE>
35
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
US BANCORP DEL COM 902973 8596 382040 SH DEFINED 1 382040
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
USEC INC COM 90333E 1554 220000 SH DEFINED 1 220000
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
USX-U S STL COM 90337T 1357 42671 SH DEFINED 1 42671
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
UNICOM CORP COM 904911 4691 145468 SH DEFINED 1 145468
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
UNION CARBIDE CORP COM 905581 6299 96161 SH DEFINED 1 96161
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
UNION PAC CORP COM 907818 5994 139182 SH DEFINED 1 139182
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
UNION PAC RES GROUP COM 907834 13451 1109397 SH DEFINED 1 1109397
INC 10 5
- ------------------------------------------------------------------------------------------------------------------------------------
UNION PLANTERS CORP COM 908068 2343 62886 SH DEFINED 1 62886
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
UNISYS CORP COM 909214 3141 100105 SH DEFINED 1 100105
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED DOMINION INDS COM 909914 327 16651 SH DEFINED 1 16651
LTD 10 3
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED HEALTHCARE COM 910581 5164 96069 SH DEFINED 1 96069
CORP 10 7
- ------------------------------------------------------------------------------------------------------------------------------------
USAIR GROUP INC COM 911905 1548 48009 SH DEFINED 1 48009
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
U S WEST INC NEW COM 91273H 18882 269739 SH DEFINED 1 269739
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
UNITED TECHNOLOGIES COM 913017 17857 285715 SH DEFINED 1 285715
CORP 10 9
- ------------------------------------------------------------------------------------------------------------------------------------
UNITRIN INC COM 913275 1859 50200 SH DEFINED 1 50200
10 3
====================================================================================================================================
</TABLE>
36
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
UNOCAL CORP COM 915289 4797 145362 SH DEFINED 1 145362
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
V F CORP COM 918204 1938 65416 SH DEFINED 1 65416
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
VENATOR GROUP INC COM 922944 602 86058 SH DEFINED 1 86058
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
VIACOM INC COM 925524 3447 60612 SH DEFINED 1 60612
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
VIACOM INC COM NO 925524 16696 293231 SH DEFINED 1 293231
30 8
- ------------------------------------------------------------------------------------------------------------------------------------
VIAD CORP COM 92552R 1782 64942 SH DEFINED 1 64942
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
VULCAN MATLS CO COM 929160 2456 62363 SH DEFINED 1 62363
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
WACHOVIA CORP COM 929771 9250 142860 SH DEFINED 1 142860
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
WAL MART STORES INC COM 931142 175128 2621190 SH DEFINED 1 2621190
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
WALGREEN CO COM 931422 15275 534807 SH DEFINED 1 534807
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
WARNER LAMBERT CO COM 934488 45888 566838 SH DEFINED 1 566838
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON GAS LT CO COM 938837 529 20104 SH DEFINED 1 20104
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON MUT INC COM 939322 8763 347036 SH DEFINED 1 347036
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
WASHINGTON POST CO CL B 939640 3077 5678 SH DEFINED 1 5678
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
WASTE MGMT INC DEL COM 94106L 5247 301980 SH DEFINED 1 301980
10 9
====================================================================================================================================
</TABLE>
37
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
WATCHGUARD COM 951105 6040 230000 SH DEFINED 1 200500
TECHNOLOGIES 10 8
- ------------------------------------------------------------------------------------------------------------------------------------
WEIS MKTS INC COM 948849 416 9669 SH DEFINED 1 9669
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
WELLS FARGO & CO NEW COM 949746 56191 1436199 SH DEFINED 1 1436199
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
WENDYS INTL INC COM 950590 1368 68208 SH DEFINED 1 68208
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
WESTCOAST ENERGY INC COM 95751D 1135 70514 SH DEFINED 1 70514
10 2
- ------------------------------------------------------------------------------------------------------------------------------------
WESTVACO CORP COM 961548 1131 34000 SH DEFINED 1 34000
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
WEYERHAEUSER CO COM 962166 24609 352180 SH DEFINED 1 352180
10 4
- ------------------------------------------------------------------------------------------------------------------------------------
WHIRLPOOL CORP COM 963320 3917 63366 SH DEFINED 1 63366
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
WILLAMETTE INDS INC COM 969133 1850 41007 SH DEFINED 1 41007
10 7
- ------------------------------------------------------------------------------------------------------------------------------------
WILLIAMS COS INC DEL COM 969457 7622 245857 SH DEFINED 1 245857
10 0
- ------------------------------------------------------------------------------------------------------------------------------------
WINN DIXIE STORES INC COM 974280 1313 55150 SH DEFINED 1 55150
10 9
- ------------------------------------------------------------------------------------------------------------------------------------
WISCONSIN ENERGY CORP COM 976657 914 47964 SH DEFINED 1 47964
10 6
- ------------------------------------------------------------------------------------------------------------------------------------
XILINX INC COM 983919 6925 148118 SH DEFINED 1 148118
10 1
- ------------------------------------------------------------------------------------------------------------------------------------
XEROX CORP COM 984121 9770 403921 SH DEFINED 1 403921
10 3
- ------------------------------------------------------------------------------------------------------------------------------------
YAHOO INC COM 984332 59871 126045 SH DEFINED 1 126045
10 6
====================================================================================================================================
</TABLE>
38
<PAGE>
<TABLE>
<CAPTION>
====================================================================================================================================
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
====================================================================================================================================
Shares or
Value Principal Investment Other Voting Authority
Name of Issuer Title of Class CUSIP # (x$1000) Amount SH/PRN Put/Call Discretion Managers -------------------
Sole Shared None
- ------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
DAIMLERCHRYSLER AG ORD D1668R 33298 438495 SH DEFINED 1 438495
12 3
- ------------------------------------------------------------------------------------------------------------------------------------
CREDICORP LTD COM G2519Y 1015 86378 SH DEFINED 1 86378
10 8
- ------------------------------------------------------------------------------------------------------------------------------------
TOTAL THIS REPORT 7372002
====================================================================================================================================
</TABLE>
39
