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Previous: SALOMON BROTH MO SE VII INC FL RT MOR PA TH CER SER 1999 NC2, 8-K, 1999-11-10 |
Next: PNC MORTGAGE SEC CORP MORT PASS THR CERT SER 1997-1, 8-K, 1999-11-10 |
United States
Securities and Exchange Commission
Washington, DC 20549
Form 13F
Form 13F Cover Page
Report for the Calendar Year or Quarter Ended: September 30, 1999
Check here if Amendment: [ ] Amendment number: [ ]
This Amendment (check only one):
[ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager filing this Report:
Name: Exxon Investment Management Inc.
Address: 5959 Las Colinas Boulevard
Irving, TX 75039-2298
13F File Number: 28-7302
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, correctand 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: S.R. Segien
Title: President
Phone: (972) 444-1570
Signature, Place, and Date of Signing:
S.R. Segien Irving, Texas November 2, 1999
Report Type (Check only one):
[ X ] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager
are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings
are reported by other reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this
reporting manager are reported in this report and a portion are reported by
other reporting
manager(s).)
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
Form 13F Summary Page
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 1,012
Form 13F Information Table Value Total: $1,473,065,000
List of Other Included Managers:
No. 13F File Number: Name:
<PAGE>
<TABLE> <C> <C>
<C>
Page 1 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
INVESTMENT DISCRETION
FAIR MARKET SHARES OR
VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
(A) (B) SHARED (C)
TITLE OF CLASS NUMBER ( $000. AMOUNT
SOLE AS DEFINED SHARED MANAGERS (A) SOLE (B) SHARED (C) NONE
ADC TELECOMMUNICATIONS INC 000886101 786 18,749
X X 0 0
COM
AFLAC INC 001055102 1,557 37,182
X X 0 0
COM
AES CORPORATION 00130H105 1,552 26,297
X X 0 0
COM
AMR CORP COM 001765106 1,167 21,420
X X 0 0
COM
A T & T CORP COM 001957109 19,278 443,183
X X 0 0
COM
ADOBE SYS INC COM 00724F101 971 8,551
X X 0 0
COM
ADVANCED MICRO DEVICES INC 007903107 351 20,432
X X 0 0
COM
AETNA INC 008117103 968 19,658
X X 0 0
COM
AIR PRODUCTS AND CHEMICALS 009158106 935 31,968
X X 0 0
COM
ALBERTO-CULVER CO CL B 013068101 184 7,978
X X 0 0
COM
ALBERTSONS INC 013104104 2,315 58,513
X X 0 0
COM
ALCAN ALUMINIUM LTD 013716105 983 31,445
X X 0 0
COM
ALCOA INC 013817101 3,187 51,346
X X 0 0
COM
ALLEGHENY TELEDYNE INC COM 017415100 456 27,016
X X 0 0
COM
ALLERGAN INC COM 018490102 1,016 9,237
X X 0 0
COM
Page 2 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
ALLIED SIGNAL INC 019512102 4,620 77,086
X X 0 0
COM
ALLIED WASTE INDUSTRIES INC 019589308 698 59,700
X X 0 0
COM
ALLSTATE CORP COM 020002101 2,812 112,779
X X 0 0
COM
ALLTEL CORP COM 020039103 2,970 42,208
X X 0 0
COM
ALZA CORP COM 022615108 8,140 190,129
X X 0 0
COM
AMERADA HESS CORP COM 023551104 776 12,672
X X 0 0
COM
AMEREN CORP 023608102 724 19,152
X X 0 0
COM
AMERICA ONLINE INC DEL 02364J104 16,072 154,447
X X 0 0
COM
AMERICAN ELECTRIC POWER 025537101 913 26,763
X X 0 0
COM
AMERICAN EXPRESS COMPANY 025816109 8,471 62,751
X X 0 0
COM
AMERICAN GENERAL CORP 026351106 2,214 34,999
X X 0 0
COM
AMERICAN GREETINGS CORP 026375105 245 9,503
X X 0 0
COM
AMERICAN HOME PRODUCTS 026609107 7,577 182,572
X X 0 0
COM
AMERICAN INTERNATIONAL GROUP 026874107 18,737 215,517
X X 0 0
COM
AMERITECH CORP 030954101 11,971 179,345
X X 0 0
COM
Page 3 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
AMGEN INC 031162100 5,807 71,254
X X 0 0
COM
AMSOUTH BANCORPORATION COM 032165102 577 24,615
X X 0 0
COM
ANADARKO PETE CORP 032511107 517 16,918
X X 0 0
COM
ANDREW CORP 034425108 200 11,488
X X 0 0
COM
ANHEUSER-BUSCH COMPANIES INC 035229103 4,652 66,391
X X 0 0
COM
AON CORPORATION COM 037389103 1,054 35,662
X X 0 0
COM
APACHE CORPORATION COM 037411105 661 15,308
X X 0 0
COM
APPLE COMPUTER INC COM 037833100 1,354 21,382
X X 0 0
COM
APPLIED MATERIALS INC 038222105 4,027 51,833
X X 0 0
COM
ARCHER DANIELS MIDLAND CO 039483102 1,043 86,046
X X 0 0
COM
ARMSTRONG WORLD INDS INC 042476101 251 5,577
X X 0 0
COM
ASARCO INC 043413103 151 5,587
X X 0 0
COM
ASHLAND INC COM 044204105 344 10,240
X X 0 0
COM
ASSOCIATES FIRST CAP CORP 046008108 3,650 101,392
X X 0 0
COM
ATLANTIC RICHFIELD CO 048825103 3,984 44,956
X X 0 0
COM
Page 4 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
AUTODESK INC COM 052769106 167 7,622
X X 0 0
COM
AUTOMATIC DATA PROCESSING 053015103 3,839 86,020
X X 0 0
COM
AUTOZONE INC 053332102 587 20,909
X X 0 0
COM
AVERY DENNISON CORP 053611109 835 15,829
X X 0 0
COM
AVON PRODUCTS INC COM 054303102 907 36,548
X X 0 0
COM
BMC SOFTWARE INC 055921100 2,352 32,860
X X 0 0
COM
BAKER HUGHES INC 057224107 1,322 45,574
X X 0 0
COM
BALL CORP 058498106 185 4,200
X X 0 0
COM
BANK AMER CORP 060505104 13,383 240,316
X X 0 0
COM
BANK OF NEW YORK COMPANY INC 064057102 3,548 106,104
X X 0 0
COM
BANK ONE CORP 06423A103 5,723 164,398
X X 0 0
COM
BANKBOSTON CORP COM 06605R106 4,700 108,367
X X 0 0
COM
BARD C R INCORPORATED 067383109 340 7,235
X X 0 0
COM
BARRICK GOLD CORP COM 067901108 1,174 53,984
X X 0 0
COM
BAUSCH & LOMB INCORPORATED 071707103 522 7,922
X X 0 0
COM
Page 5 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
BAXTER INTL INC COM 071813109 2,443 40,547
X X 0 0
COM
BAXTER INTL INC 071813125 17 246,567
X X 0 0
COM
BEAR STEARNS COS INC COM 073902108 619 16,112
X X 0 0
COM
BECTON DICKINSON AND COMPANY 075887109 975 34,736
X X 0 0
COM
BELL ATLANTIC CORPORATION 077853109 14,559 216,284
X X 0 0
COM
BELLSOUTH CORPORATION 079860102 11,866 263,687
X X 0 0
COM
BEMIS COMPANY INC COM 081437105 246 7,255
X X 0 0
COM
BEST BUY INC COM 086516101 1,767 28,506
X X 0 0
COM
BESTFOODS 08658U101 1,895 39,028
X X 0 0
COM
BETHLEHEM STEEL CORPORATION 087509105 136 18,506
X X 0 0
COM
BIOMET INC 090613100 412 15,664
X X 0 0
COM
BLACK & DECKER CORP 091797100 555 12,155
X X 0 0
COM
H & R BLOCK INCORPORATED 093671105 588 13,548
X X 0 0
COM
BOEING COMPANY 097023105 5,784 135,693
X X 0 0
COM
BOISE CASCADE CORPORATION 097383103 286 7,847
X X 0 0
COM
Page 6 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
BOSTON SCIENTIFIC CORP COM 101137107 1,364 55,126
X X 0 0
COM
BRIGGS & STRATTON 109043109 188 3,218
X X 0 0
COM
BRISTOL MYERS SQUIBB CO COM 110122108 18,675 276,668
X X 0 0
COM
BROWN-FORMAN CORP CL B COM 115637209 597 9,564
X X 0 0
COM
BRUNSWICK CORPORATION COMMON 117043109 319 12,813
X X 0 0
COM
BURLINGTON NORTHERN SANTA FE 12189T104 1,800 65,464
X X 0 0
COM
BURLINGTON RES INC COM 122014103 908 24,703
X X 0 0
COM
CBS CORP 12490K107 938 20,287
X X 0 0
COM
CIGNA CORP COM 125509109 2,212 28,449
X X 0 0
COM
CMS ENERGY CORP 125896100 547 16,120
X X 0 0
COM
CNB BANCSHARES INC 126126101 1,495 28,215
X X 0 0
COM
CSX CORP COM 126408103 1,283 30,275
X X 0 0
COM
CVS CORP 126650100 2,221 54,428
X X 0 0
COM
CABLETRON SYS INC COM 126920107 374 23,848
X X 0 0
COM
CAMPBELL SOUP COMPANY 134429109 2,383 60,905
X X 0 0
COM
Page 7 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
CAPITAL ONE FINL CORP COM 14040H105 1,071 27,459
X X 0 0
COM
CARDINAL HEALTH INC COM 14149Y108 2,067 37,931
X X 0 0
COM
CARNIVAL CORPORATION COM 143658102 3,712 85,344
X X 0 0
COM
CAROLINA POWER & LIGHT CO 144141108 782 22,116
X X 0 0
COM
CASE CORP 14743R103 513 10,297
X X 0 0
COM
CATERPILLAR INC 149123101 2,720 49,630
X X 0 0
COM
CENDANT CORP 151313103 1,772 99,851
X X 0 0
COM
CENTEX CORP 152312104 245 8,288
X X 0 0
COM
CENTRAL & SOUTH WEST CORP 152357109 626 29,617
X X 0 0
COM
CENTURYTEL INC 156700106 787 19,372
X X 0 0
COM
CERIDIAN CORP 15677T106 499 20,060
X X 0 0
COM
CHAMPION INTERNATIONAL CORP 158525105 688 13,393
X X 0 0
COM
CHASE MANHATTAN CORP NEW 16161A108 8,722 115,720
X X 0 0
COM
CHEVRON CORP 166751107 8,097 91,237
X X 0 0
COM
CHUBB CORPORATION COM 171232101 1,189 23,962
X X 0 0
COM
Page 8 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
CINCINNATI FINL CORP 172062101 865 23,041
X X 0 0
COM
CINERGY CORP COM 172474108 626 22,096
X X 0 0
COM
CIRCUIT CITY STORES INC COM 172737108 1,182 28,016
X X 0 0
COM
CISCO SYS INC 17275R102 30,988 451,964
X X 0 0
COM
CITIGROUP INC 172967101 20,717 470,850
X X 0 0
COM
CLEAR CHANNEL COMMUNICATIONS 184502102 3,667 45,906
X X 0 0
COM
CLOROX COMPANY COMMON 189054109 1,259 32,906
X X 0 0
COM
COASTAL CORP 190441105 1,217 29,720
X X 0 0
COM
COCA COLA CO COM 191216100 16,585 343,725
X X 0 0
COM
COCA COLA ENTERPRISES INC 191219104 1,322 58,574
X X 0 0
COM
COLGATE PALMOLIVE COMPANY 194162103 3,722 81,352
X X 0 0
COM
COLUMBIA ENERGY GROUP 197648108 636 11,481
X X 0 0
COM
COLUMBIA / HCA HEALTHCARE 197677107 1,676 79,116
X X 0 0
COM
COMCAST CORP CL A SPL 200300200 4,113 103,156
X X 0 0
COM
COMERICA INC COM 200340107 1,099 21,712
X X 0 0
COM
Page 9 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
COMPAQ COMPUTER CORP COM 204493100 5,411 236,567
X X 0 0
COM
COMPUTER ASSOC INTL INC 204912109 4,572 74,793
X X 0 0
COM
COMPUTER SCIENCES 205363104 1,556 22,126
X X 0 0
COM
COMPUWARE CORP 205638109 1,329 51,000
X X 0 0
COM
CONAGRA INC 205887102 1,534 67,990
X X 0 0
COM
CONOCO INC CL B 208251405 2,405 87,838
X X 0 0
COM
CONSECO INC 208464107 854 44,949
X X 0 0
COM
CONSOLIDATED EDISON INC 209115104 1,321 31,828
X X 0 0
COM
CONSOLIDATED NATURAL GAS CO 209615103 832 13,335
X X 0 0
COM
CONSOLIDATED STORES CORP COM 210149100 336 15,236
X X 0 0
COM
CONSTELLATION ENERGY GROUP 210371100 586 20,843
X X 0 0
COM
COOPER INDUSTRIES 216669101 617 13,205
X X 0 0
COM
COOPER TIRE & RUBBER COMPANY 216831107 189 10,730
X X 0 0
COM
ADOLPH COORS CO CL B N/VTG 217016104 279 5,156
X X 0 0
COM
CORNING INC COM 219350105 2,320 33,842
X X 0 0
COM
Page 10 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
COSTCO WHSL CORP NEW 22160K105 2,202 30,587
X X 0 0
COM
COUNTRYWIDE CR INDS INC COM 222372104 505 15,652
X X 0 0
COM
CRANE COMPANY COMMON 224399105 215 9,584
X X 0 0
COM
CROWN CORK & SEAL CO 228255105 414 17,060
X X 0 0
COM
CUMMINS ENGINE COMPANY 231021106 287 5,761
X X 0 0
COM
CYPRUS AMAX MINERALS CO COM 232809103 250 12,716
X X 0 0
COM
DTE ENERGY CO 233331107 732 20,124
X X 0 0
COM
DANA CORPORATION COMMON 235811106 859 23,131
X X 0 0
COM
DANAHER CORP COMMON 235851102 1,004 19,050
X X 0 0
COM
DARDEN RESTAURANTS INC COM 237194105 367 18,749
X X 0 0
COM
DATA GENERAL CORP COM 237688106 149 7,088
X X 0 0
COM
DAYTON HUDSON CORP COM 239753106 3,701 61,616
X X 0 0
COM
DEERE & COMPANY 244199105 1,256 32,455
X X 0 0
COM
DELL COMPUTER CORP 247025109 14,776 353,382
X X 0 0
COM
DELPHI AUTOMOTIVE SYSTEMS 247126105 1,264 78,711
X X 0 0
COM
Page 11 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
DELTA AIR LINES INC DEL COM 247361108 948 19,538
X X 0 0
COM
DELUXE CORPORATION 248019101 371 10,904
X X 0 0
COM
DILLARD'S INC CL A COM 254067101 302 14,860
X X 0 0
COM
DISNEY WALT CO COM 254687106 7,456 286,751
X X 0 0
COM
DOLLAR GEN CORP 256669102 960 31,092
X X 0 0
COM
DOMINION RES INC VA 257470104 1,210 26,824
X X 0 0
COM
R R DONNELLEY & SONS COMPANY 257867101 528 18,280
X X 0 0
COM
DOVER CORPORATION 260003108 1,222 29,904
X X 0 0
COM
DOW CHEMICAL COMPANY COMMON 260543103 3,479 30,619
X X 0 0
COM
DOW JONES & COMPANY INC COM 260561105 675 12,647
X X 0 0
COM
E I DU PONT DE NEMOURS & CO 263534109 8,245 136,285
X X 0 0
COM
DUKE ENERGY CORP COM 264399106 2,795 50,700
X X 0 0
COM
DUN & BRADSTREET CORP DEL 26483B106 683 22,869
X X 0 0
COM
EG & G INCORPORATED COM 268457108 253 6,366
X X 0 0
COM
E M C CORP MASS 268648102 10,057 140,900
X X 0 0
COM
Page 12 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
EASTERN ENTERPRISES 27637F100 149 3,214
X X 0 0
COM
EASTMAN CHEMICAL CO 277432100 434 10,886
X X 0 0
COM
EASTMAN KODAK COMPANY COM 277461109 3,392 44,847
X X 0 0
COM
EATON CORPORATION COMMON 278058102 856 9,919
X X 0 0
COM
ECOLAB INC COM 278865100 617 18,070
X X 0 0
COM
EDISON INTL 281020107 1,178 48,470
X X 0 0
COM
ELECTRONIC DATA SYS CORP 285661104 3,627 68,524
X X 0 0
COM
EMERSON ELECTRIC COMPANY 291011104 3,834 60,678
X X 0 0
COM
ENGELHARD CORPORATION COM 292845104 319 17,470
X X 0 0
COM
ENRON CORP 293561106 4,043 98,454
X X 0 0
COM
ENTERGY CORP NEW COM 29364G103 992 34,286
X X 0 0
COM
EQUIFAX INC 294429105 568 20,206
X X 0 0
COM
EXCEL SWITCHING CORP 30067V108 2,360 65,796
X X 0 0
COM
EXXON CORP 302290101 25,709 338,271
X X 0 0
COM
F M C CORP COM NEW 302491303 215 4,449
X X 0 0
COM
Page 13 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
FPL GROUP INC COM 302571104 1,266 25,126
X X 0 0
COM
FDX CORP 31304N107 1,608 41,374
X X 0 0
COM
FREDDIE MAC COM 313400301 5,016 96,457
X X 0 0
COM
FANNIE MAE COM STK 313586109 8,967 143,047
X X 0 0
COM
FEDERATED DEPT STORES INC 31410H101 1,268 29,028
X X 0 0
COM
FIFTH THIRD BANCORP 316773100 757 12,440
X X 0 0
COM
FIRST DATA CORP COM 319963104 2,650 60,403
X X 0 0
COM
FIRST UNION CORP 337358105 4,802 134,781
X X 0 0
COM
FIRSTAR CORP WISC NEW 33763V109 3,546 138,365
X X 0 0
COM
FIRSTENERGY CORP 337932107 828 32,699
X X 0 0
COM
FLEETWOOD ENTERPRISES INC 339099103 100 4,942
X X 0 0
COM
FLORIDA PROGRESS CORP 341109106 639 13,815
X X 0 0
COM
FLUOR CORP COM 343861100 423 10,511
X X 0 0
COM
FORD MOTOR COMPANY COM 345370100 8,472 168,603
X X 0 0
COM
FORT JAMES CORP COM 347471104 822 30,789
X X 0 0
COM
Page 14 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
FORTUNE BRANDS INC COM 349631101 753 23,349
X X 0 0
COM
FOSTER WHEELER CORPORATION 350244109 68 5,675
X X 0 0
COM
FRANKLIN RES INC COM 354613101 1,074 35,147
X X 0 0
COM
FREEPORT-MCMORAN COPPER & 35671D857 355 22,823
X X 0 0
COM
GPU INC 36225X100 574 17,608
X X 0 0
COM
GTE CORP 362320103 10,393 135,198
X X 0 0
COM
GANNETT CO INC COM 364730101 2,698 38,995
X X 0 0
COM
GAP INC 364760108 3,832 119,743
X X 0 0
COM
GARTNER GROUP INC NEW 366651206 102 6,113
X X 0 0
COM
GATEWAY INC 367626108 1,921 43,670
X X 0 0
COM
GENERAL DYNAMICS CORPORATION 369550108 1,729 27,694
X X 0 0
COM
GENERAL ELECTRIC CO 369604103 54,025 455,667
X X 0 0
COM
GENERAL INSTR CORP DEL 370120107 1,131 23,559
X X 0 0
COM
GENERAL MILLS INC COM 370334104 1,725 21,269
X X 0 0
COM
GENERAL MOTORS CORPORATION 370442105 5,691 90,421
X X 0 0
COM
Page 15 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
GENUINE PARTS CO 372460105 663 24,947
X X 0 0
COM
GEORGIA PACIFIC GROUP COM 373298108 975 24,118
X X 0 0
COM
GILLETTE COMPANY COMMON 375766102 5,119 150,839
X X 0 0
COM
GOLDEN WEST FINANCIAL CORP 381317106 767 7,797
X X 0 0
COM
B F GOODRICH COMPANY COMMON 382388106 443 15,270
X X 0 0
COM
GOODYEAR TIRE & RUBBER 382550101 1,046 21,742
X X 0 0
COM
GRACE W R & CO DEL NEW 38388F108 159 9,737
X X 0 0
COM
W W GRAINGER INCORPORATED 384802104 629 13,086
X X 0 0
COM
GREAT ATLANTIC & PACIFIC TEA 390064103 162 5,359
X X 0 0
COM
GREAT LAKES CHEMICAL 390568103 310 8,151
X X 0 0
COM
GUIDANT CORP COM 401698105 2,259 42,130
X X 0 0
COM
HCR MANOR CARE 404134108 267 15,514
X X 0 0
COM
HALLIBURTON COMPANY COM 406216101 2,516 61,368
X X 0 0
COM
HARCOURT GENERAL INC 41163G101 411 9,879
X X 0 0
COM
HARRAHS ENTMT INC COM 413619107 477 17,186
X X 0 0
COM
Page 16 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
HARRIS CORP DEL 413875105 305 11,031
X X 0 0
COM
HARTFORD FINL SVCS GROUP INC 416515104 1,299 31,778
X X 0 0
COM
HASBRO INC 418056107 586 27,279
X X 0 0
COM
HEALTHSOUTH CORP 421924101 355 57,982
X X 0 0
COM
HEINZ H J COMPANY COMMON 423074103 2,152 50,046
X X 0 0
COM
HELMERICH & PAYNE 423452101 176 6,962
X X 0 0
COM
HERCULES INCORPORATED COM 427056106 417 14,570
X X 0 0
COM
HERSHEY FOODS CORPORATION 427866108 952 19,558
X X 0 0
COM
HEWLETT PACKARD COMPANY 428236103 12,834 141,421
X X 0 0
COM
HILTON HOTELS CORPORATION 432848109 357 36,110
X X 0 0
COM
HOME DEPOT INC COM 437076102 14,152 206,226
X X 0 0
COM
HOMESTAKE MINING COMPANY 437614100 324 35,234
X X 0 0
COM
HONEYWELL INCORPORATED 438506107 1,948 17,502
X X 0 0
COM
HOUSEHOLD INTL INC 441815107 2,683 66,864
X X 0 0
COM
HUMANA INC COM 444859102 161 23,413
X X 0 0
COM
Page 17 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
HUNTINGTON BANCSHARES INC 446150104 857 32,249
X X 0 0
COM
IMS HEALTH INC 449934108 1,007 44,160
X X 0 0
COM
ITT INDS INC 450911102 391 12,288
X X 0 0
COM
IKON OFFICE SOLUTIONS INC 451713101 219 20,481
X X 0 0
COM
ILLINOIS TOOL WORKS INC COM 452308109 2,600 34,870
X X 0 0
COM
INCO LTD COM 453258402 559 26,170
X X 0 0
COM
INGERSOLL-RAND COMPANY 456866102 1,269 23,099
X X 0 0
COM
INTEL CORPORATION 458140100 34,340 462,099
X X 0 0
COM
INTERNATIONAL BUSINESS 459200101 30,432 251,502
X X 0 0
COM
INTERNATIONAL FLAVORS & 459506101 508 14,737
X X 0 0
COM
INTERNATIONAL NETWORK SVCS 460053101 10,995 202,210
X X 0 0
COM
INTERNATIONAL PAPER COMPANY 460146103 2,753 57,271
X X 0 0
COM
INTERPUBLIC GROUP OF 460690100 1,610 39,150
X X 0 0
COM
JEFFERSON-PILOT CORPORATION 475070108 928 14,690
X X 0 0
COM
JOHNSON & JOHNSON COM 478160104 17,216 187,383
X X 0 0
COM
Page 18 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
JOHNSON CONTROLS INC 478366107 786 11,859
X X 0 0
COM
JOSTENS INC COM 481088102 94 4,915
X X 0 0
COM
KLA TENCOR CORP 482480100 797 12,256
X X 0 0
COM
K MART CORP 482584109 806 68,953
X X 0 0
COM
KANSAS CITY SOUTHERN 485170104 715 15,384
X X 0 0
COM
KAUFMAN & BROAD HOME CORP 486168107 136 6,582
X X 0 0
COM
KELLOGG COMPANY COMMON 487836108 2,114 56,479
X X 0 0
COM
KERR-MCGEE CORPORATION COM 492386107 664 12,054
X X 0 0
COM
KEYCORP NEW COM 493267108 1,610 62,360
X X 0 0
COM
KIMBERLY-CLARK CORP COM 494368103 3,912 74,170
X X 0 0
COM
KING WORLD PRODTNS INC COM 495667107 4,018 107,146
X X 0 0
COM
KNIGHT RIDDER INC 499040103 605 11,002
X X 0 0
COM
KOHLS CORP 500255104 1,491 22,544
X X 0 0
COM
KROGER COMPANY COMMON 501044101 2,537 114,976
X X 0 0
COM
L S I LOGIC CORP 502161102 1,037 19,948
X X 0 0
COM
Page 19 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
LAIDLAW INC 50730K503 312 46,158
X X 0 0
COM
LEHMAN BROTHERS HLDGS INC 524908100 959 16,430
X X 0 0
COM
LEXMARK INTL GROUP INC CL A 529771107 1,442 17,912
X X 0 0
COM
ELI LILLY & CO COM 532457108 9,838 153,262
X X 0 0
COM
LIMITED INC 532716107 1,140 29,799
X X 0 0
COM
LINCOLN NATIONAL CORP 534187109 1,051 27,988
X X 0 0
COM
CLAIBORNE LIZ INC COM 539320101 272 8,776
X X 0 0
COM
LOCKHEED MARTIN CORP 539830109 1,793 54,860
X X 0 0
COM
LOEWS CORP 540424108 1,079 15,373
X X 0 0
COM
LONGS DRUG STORES CORP 543162101 163 5,464
X X 0 0
COM
LOUISIANA PACIFIC CORP 546347105 236 15,075
X X 0 0
COM
LOWES COMPANIES INC COM 548661107 2,512 51,524
X X 0 0
COM
LUCENT TECHNOLOGIES INC 549463107 14,137 217,912
X X 0 0
COM
MBIA INC 55262C100 647 13,878
X X 0 0
COM
MBNA CORP 55262L100 2,548 111,677
X X 0 0
COM
Page 20 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
MCI WORLDCOM INC 55268B106 18,622 259,086
X X 0 0
COM
MGIC INVT CORP WIS COM 552848103 725 15,182
X X 0 0
COM
MALLINCKRODT INC NEW 561232109 299 9,894
X X 0 0
COM
MARSH & MCLENNAN COS INC 571748102 2,501 36,507
X X 0 0
COM
MARRIOTT INTERNATIONAL INC 571903202 1,134 34,700
X X 0 0
COM
MASCO CORPORATION 574599106 1,454 46,910
X X 0 0
COM
MATTEL INC 577081102 1,102 58,007
X X 0 0
COM
MAY DEPARTMENT STORES 577778103 1,708 46,872
X X 0 0
COM
MAYTAG CORPORATION 578592107 409 12,267
X X 0 0
COM
MC DERMOTT INTL INC 580037109 169 8,322
X X 0 0
COM
MC DONALDS CORPORATION 580135101 8,176 189,042
X X 0 0
COM
MC GRAW-HILL COMPANIES INC 580645109 1,332 27,534
X X 0 0
COM
MCKESSON HBOC INC 58155Q103 1,117 38,506
X X 0 0
COM
MEAD CORPORATION COMMON 582834107 485 14,100
X X 0 0
COM
MEDIAONE GROUP INC 58440J104 5,763 84,364
X X 0 0
COM
Page 21 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
MEDTRONIC INC 585055106 5,788 162,754
X X 0 0
COM
MELLON BANK CORP COM 585509102 2,441 72,588
X X 0 0
COM
MERCANTILE BANCORPORATION 587342106 0 0
X X 0 0
COM
MERCK & CO INC 589331107 21,134 326,077
X X 0 0
COM
MEREDITH CORPORATION COMMON 589433101 264 7,261
X X 0 0
COM
MERRILL LYNCH & CO INC 590188108 3,434 50,967
X X 0 0
COM
MICROSOFT CORP COM 594918104 62,999 695,640
X X 0 0
COM
MICRON TECHNOLOGY 595112103 2,316 34,823
X X 0 0
COM
MILACRON INC 598709103 93 5,249
X X 0 0
COM
MILLIPORE CORP 601073109 233 6,193
X X 0 0
COM
MINNESOTA MINING & 604059105 5,388 56,088
X X 0 0
COM
MIRAGE RESORTS INC 60462E104 383 27,346
X X 0 0
COM
MOBIL CORP 607059102 10,978 108,966
X X 0 0
COM
MONSANTO COMPANY 611662107 3,134 87,831
X X 0 0
COM
J P MORGAN & CO INC COM 616880100 2,817 24,656
X X 0 0
COM
Page 22 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
MORGAN STANLEY DEAN WITTER & 617446448 7,096 79,560
X X 0 0
COM
MOTOROLA INCORPORATED COM 620076109 7,386 83,933
X X 0 0
COM
NABISCO GROUP HLDG CORP 62952P102 678 45,191
X X 0 0
COM
NACCO INDS INC CL A 629579103 78 1,114
X X 0 0
COM
NALCO CHEMICAL COMPANY 629853102 470 9,299
X X 0 0
COM
NATIONAL CITY CORP 635405103 2,353 88,182
X X 0 0
COM
NATIONAL SEMICONDUCTOR CORP 637640103 713 23,331
X X 0 0
COM
NATIONAL SERVICE INDUSTRIES 637657107 180 5,704
X X 0 0
COM
NAVISTAR INTL CORP NEW COM 63934E108 428 9,212
X X 0 0
COM
NETWORK APPLIANCE INC 64120L104 719 10,033
X X 0 0
COM
NEW CENTURY ENERGIES INC 64352U103 536 16,016
X X 0 0
COM
NEW YORK TIMES CO COM CL A 650111107 930 24,794
X X 0 0
COM
NEWELL RUBBERMAID INC 651229106 1,120 39,215
X X 0 0
COM
NEWMONT MINING CORP 651639106 604 23,338
X X 0 0
COM
NEXTEL COMMUNICATIONS INC CL 65332V103 3,126 46,100
X X 0 0
COM
Page 23 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
NIAGARA MOHAWK HLDGS INC 653520106 407 26,175
X X 0 0
COM
NICOR INC 654086107 245 6,582
X X 0 0
COM
NIKE INC CL B 654106103 2,229 39,192
X X 0 0
COM
NORDSTROM INC 655664100 534 19,768
X X 0 0
COM
NORFOLK SOUTHERN CORP 655844108 1,295 52,876
X X 0 0
COM
NORTEL NETWORKS CORP 656569100 9,430 184,896
X X 0 0
COM
NORTHERN STATES POWER 665772109 461 21,390
X X 0 0
COM
NORTHERN TRUST CORP 665859104 1,299 15,560
X X 0 0
COM
NORTHROP GRUMMAN CORP 666807102 609 9,583
X X 0 0
COM
NOVELL INC 670006105 970 46,881
X X 0 0
COM
NUCOR CORP 670346105 578 12,139
X X 0 0
COM
OCCIDENTAL PETROLEUM 674599105 1,119 48,404
X X 0 0
COM
OFFICE DEPOT INC 676220106 555 52,836
X X 0 0
COM
OMNICOM GROUP INC COM 681919106 1,960 24,746
X X 0 0
COM
ONEOK INC NEW 682680103 137 4,516
X X 0 0
COM
Page 24 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
ORACLE CORPORATION 68389X105 9,126 200,563
X X 0 0
COM
OWENS CORNING 69073F103 167 7,706
X X 0 0
COM
OWENS ILL INC COM 690768403 430 21,709
X X 0 0
COM
PECO ENERGY CO 693304107 1,001 26,684
X X 0 0
COM
PG&E CORP 69331C108 1,380 53,321
X X 0 0
COM
PE CORP COM PE BIOSYSTEMS 69332S102 1,030 14,256
X X 0 0
COM
PNC BANK CORP 693475105 2,228 42,282
X X 0 0
COM
P P & L RES INC COM 693499105 592 21,881
X X 0 0
COM
PPG INDUSTRIES INC 693506107 1,452 24,206
X X 0 0
COM
PACCAR INC 693718108 556 10,932
X X 0 0
COM
PACIFICORP COMMON 695114108 832 41,331
X X 0 0
COM
PAINE WEBBER GROUP INC 695629105 736 20,297
X X 0 0
COM
PALL CORPORATION COM 696429307 402 17,341
X X 0 0
COM
PARAMETRIC TECHNOLOGY CORP 699173100 509 37,698
X X 0 0
COM
PARKER HANNIFIN CORP 701094104 679 15,148
X X 0 0
COM
Page 25 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
PAYCHEX INC COM 704326107 1,170 34,280
X X 0 0
COM
PENNEY J C CO INC 708160106 1,262 36,581
X X 0 0
COM
PEOPLES ENERGY CORP 711030106 175 4,987
X X 0 0
COM
PEOPLESOFT INC COM 712713106 566 33,413
X X 0 0
COM
PEP BOYS MANNY MOE & JACK 713278109 111 7,487
X X 0 0
COM
PEPSICO INC COM 713448108 6,268 205,516
X X 0 0
COM
PHARMACIA & UPJOHN INC 716941109 3,503 70,591
X X 0 0
COM
PFIZER INC COM 717081103 19,386 540,387
X X 0 0
COM
PHELPS DODGE CORPORATION 717265102 449 8,161
X X 0 0
COM
PHILIP MORRIS COMPANIES INC 718154107 11,489 336,056
X X 0 0
COM
PHILLIPS PETROLEUM COMPANY 718507106 1,714 35,168
X X 0 0
COM
PINNACLE WEST CAP CORP COM 723484101 4,547 125,000
X X 0 0
COM
PIONEER HI BRED INTL INC 723686101 1,326 33,409
X X 0 0
COM
PITNEY BOWES INCORPORATED 724479100 2,288 37,548
X X 0 0
COM
PLACER DOME INC COM 725906101 585 39,321
X X 0 0
COM
Page 26 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
POLAROID CORPORATION COMMON 731095105 163 6,256
X X 0 0
COM
POTLATCH CORP 737628107 167 4,045
X X 0 0
COM
PREMIER BANCSHARES INC GA 739909109 1,473 84,159
X X 0 0
COM
PRAXAIR INC 74005P104 1,011 21,975
X X 0 0
COM
PROCTER & GAMBLE CO COM 742718109 17,348 185,047
X X 0 0
COM
PROGRESSIVE CORP OHIO 743315103 829 10,149
X X 0 0
COM
PROVIDIAN FINL CORP 74406A102 1,565 19,768
X X 0 0
COM
PUBLIC SERVICE ENTERPRISE 744573106 1,184 30,654
X X 0 0
COM
PULTE CORP COM 745867101 133 6,098
X X 0 0
COM
QUAKER OATS COMPANY COMMON 747402105 1,167 18,864
X X 0 0
COM
QUALCOMM INC 747525103 4,223 22,320
X X 0 0
COM
QUINTILES TRANSNATIONAL CORP 748767100 1,427 75,000
X X 0 0
COM
RALSTON PURINA COMPANY 751277302 1,260 45,186
X X 0 0
COM
RAYTHEON CO CL B 755111408 2,326 46,865
X X 0 0
COM
REEBOK INTL LTD 758110100 83 7,777
X X 0 0
COM
Page 27 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
REGIONS FINL CORP 758940100 933 31,107
X X 0 0
COM
RELIANT ENERGY INC 75952J108 1,111 41,057
X X 0 0
COM
REPUBLIC N Y CORP 760719104 899 14,628
X X 0 0
COM
REYNOLDS METALS COMPANY 761763101 547 9,063
X X 0 0
COM
RITE AID CORP 767754104 498 36,032
X X 0 0
COM
ROCKWELL INTL CORP NEW 773903109 1,390 26,469
X X 0 0
COM
ROHM & HAAS COMPANY COMMON 775371107 1,065 29,493
X X 0 0
COM
ROWAN COMPANIES INC 779382100 190 11,676
X X 0 0
COM
ROYAL DUTCH PETE CO 780257804 17,642 298,701
X X 0 0
COM
RUSSELL CORP COM 782352108 68 4,801
X X 0 0
COM
RYDER SYSTEM INCORPORATED 783549108 202 9,923
X X 0 0
COM
SBC COMMUNICATIONS INC 78387G103 12,195 238,834
X X 0 0
COM
SLM HLDG CORP COM 78442A109 975 22,684
X X 0 0
COM
SAFECO CORPORATION COMMON 786429100 533 19,033
X X 0 0
COM
SAFEWAY INC COM NEW 786514208 2,641 69,386
X X 0 0
COM
Page 28 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
ST JUDE MEDICAL INC 790849103 371 11,762
X X 0 0
COM
ST PAUL COS INC VTG 792860108 871 31,656
X X 0 0
COM
SARA LEE CORP COM 803111103 2,946 126,034
X X 0 0
COM
SCHERING PLOUGH CORP COM 806605101 8,944 205,014
X X 0 0
COM
SCHLUMBERGER LIMITED COM 806857108 4,750 76,229
X X 0 0
COM
CHARLES SCHWAB CORP NEW 808513105 3,792 113,398
X X 0 0
COM
SCIENTIFIC ATLANTA INC 808655104 517 10,423
X X 0 0
COM
SEAGATE TECHNOLOGY INC 811804103 962 31,411
X X 0 0
COM
SEAGRAM LTD COM 811850106 2,712 59,594
X X 0 0
COM
SEALED AIR CORP NEW 81211K100 596 11,615
X X 0 0
COM
SEARS ROEBUCK & COMPANY 812387108 1,666 53,095
X X 0 0
COM
SEMPRA ENERGY 816851109 698 33,541
X X 0 0
COM
SERVICE CORP INTERNATIONAL 817565104 400 37,881
X X 0 0
COM
SHARED MED SYSTEM CORP 819486101 174 3,714
X X 0 0
COM
SHERWIN-WILLIAMS COMPANY 824348106 497 23,753
X X 0 0
COM
Page 29 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
SIGMA ALDRICH CORP 826552101 447 14,070
X X 0 0
COM
SILICON GRAPHICS INC 827056102 289 26,381
X X 0 0
COM
SNAP ON INC 833034101 293 9,008
X X 0 0
COM
SOLECTRON CORP 834182107 2,553 35,554
X X 0 0
COM
SONAT INC 835415100 608 15,312
X X 0 0
COM
SOUTHERN COMPANY COMMON 842587107 2,499 97,059
X X 0 0
COM
SOUTHTRUST CORP 844730101 832 23,180
X X 0 0
COM
SOUTHWEST AIRLINES CO 844741108 1,066 70,168
X X 0 0
COM
SPRINGS INDUSTRIES INC CL A 851783100 86 2,538
X X 0 0
COM
SPRINT CORP 852061100 6,537 120,501
X X 0 0
COM
SPRINT CORP PCS GROUP 852061506 4,551 61,036
X X 0 0
COM
STANLEY WORKS COMMON 854616109 310 12,298
X X 0 0
COM
STAPLES INC 855030102 1,411 64,708
X X 0 0
COM
STATE ST CORP COM 857477103 1,454 22,494
X X 0 0
COM
SUMMIT BANCORP 866005101 777 23,946
X X 0 0
COM
Page 30 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
SUN MICROSYSTEMS INC COM 866810104 10,020 107,740
X X 0 0
COM
SUNOCO INC 86764P109 345 12,601
X X 0 0
COM
SUNTRUST BANKS INC 867914103 2,939 44,699
X X 0 0
COM
SUPERVALU INC 868536103 371 16,808
X X 0 0
COM
SYNOVUS FINL CORP 87161C105 706 37,768
X X 0 0
COM
SYSCO CORP 871829107 1,618 46,156
X X 0 0
COM
TJX COS INC NEW 872540109 1,260 44,888
X X 0 0
COM
TRW INCORPORATED COMMON 872649108 832 16,733
X X 0 0
COM
TANDY CORPORATION COM 875382103 1,392 26,932
X X 0 0
COM
TEKTRONIX INC 879131100 217 6,483
X X 0 0
COM
TELLABS INC 879664100 3,098 54,416
X X 0 0
COM
TEMPLE INLAND INC 879868107 471 7,725
X X 0 0
COM
TENET HEALTHCARE CORP COM 88033G100 760 43,293
X X 0 0
COM
TENNECO INC NEW 88037E101 404 23,746
X X 0 0
COM
TEXACO INC COM 881694103 4,720 74,772
X X 0 0
COM
Page 31 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
TEXAS INSTRUMENTS INC 882508104 8,967 109,022
X X 0 0
COM
TEXAS UTILITIES COMPANY 882848104 1,460 39,136
X X 0 0
COM
TEXTRON INCORPORATED COMMON 883203101 1,633 21,105
X X 0 0
COM
THERMO ELECTRON CORP 883556102 297 22,104
X X 0 0
COM
THOMAS & BETTS CORPORATION 884315102 401 7,863
X X 0 0
COM
3COM CORP COM 885535104 1,449 50,400
X X 0 0
COM
TIME WARNER INC COM 887315109 10,932 179,951
X X 0 0
COM
TIMES MIRROR CO NEW SER A 887364107 658 9,996
X X 0 0
COM
TIMKEN CO 887389104 142 8,807
X X 0 0
COM
TORCHMARK CORP COM 891027104 482 18,641
X X 0 0
COM
TOSCO CORP COM-NEW 891490302 0 0
X X 0 0
COM
TOYS R US INC 892335100 520 34,690
X X 0 0
COM
TRICON GLOBAL RESTAURANTS 895953107 876 21,405
X X 0 0
COM
TRIBUNE CO NEW COM 896047107 1,644 33,050
X X 0 0
COM
TUPPERWARE CORP 899896104 165 8,164
X X 0 0
COM
Page 32 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
TYCO INTL LTD COM 902124106 11,798 114,271
X X 0 0
COM
USX MARATHON GROUP 902905827 1,248 42,679
X X 0 0
COM
UST INC COM 902911106 746 24,701
X X 0 0
COM
USX-U S STEEL GROUP 90337T101 316 12,272
X X 0 0
COM
UNILEVER NV NY SHARE F NEW 904784709 5,423 79,597
X X 0 0
COM
UNICOM CORP 904911104 1,117 30,229
X X 0 0
COM
UNION CARBIDE CORP COM 905581104 1,051 18,506
X X 0 0
COM
UNION PACIFIC CORP 907818108 1,661 34,553
X X 0 0
COM
UNION PAC RES GROUP INC 907834105 571 35,134
X X 0 0
COM
UNION PLANTERS CORP 908068109 798 19,584
X X 0 0
COM
UNISYS CORP COM $.01 PAR 909214108 1,920 42,541
X X 0 0
COM
UNITED HEALTHCARE CORP COM 910581107 1,188 24,391
X X 0 0
COM
U S AIRWAYS GROUP INC 911905107 278 10,589
X X 0 0
COM
U S WEST INC NEW 91273H101 4,000 70,103
X X 0 0
COM
UNITED TECHNOLOGIES CORP 913017109 3,985 67,186
X X 0 0
COM
Page 33 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
UNOCAL CORP COM 915289102 1,249 33,695
X X 0 0
COM
UNUMPROVIDENT CORP 91529Y106 978 33,232
X X 0 0
COM
V F CORPORATION COM 918204108 519 16,736
X X 0 0
COM
VIACOM INC CL B 925524308 4,070 96,340
X X 0 0
COM
VULCAN MATERIALS COMPANY COM 929160109 519 14,175
X X 0 0
COM
WACHOVIA CORP NEW 929771103 2,225 28,300
X X 0 0
COM
WAL MART STORES INC 931142103 29,480 619,814
X X 0 0
COM
WALGREEN COMPANY COMMON 931422109 3,537 139,404
X X 0 0
COM
WARNER LAMBERT CO COM 934488107 7,865 118,488
X X 0 0
COM
WASHINGTON MUT INC COM 939322103 2,422 82,820
X X 0 0
COM
WASTE MANAGEMENT INC NEW 94106L109 1,628 84,565
X X 0 0
COM
WATSON PHARMACEUTICALS INC 942683103 407 13,311
X X 0 0
COM
WELLPOINT HEALTH NETWORKS 94973H108 538 9,437
X X 0 0
COM
WELLS FARGO & CO NEW 949746101 9,114 230,010
X X 0 0
COM
WENDYS INTL INC 950590109 456 17,223
X X 0 0
COM
Page 34 F O R M 13 F NAME OF REPORTING MANAGER: EXXON
INVESTMENT MANAGEMENT INC. FOR EXXON ANNUITY 9/30/99
EXXON
AFFILIATE INDEX FUND
ITEMS 1 AND ITEM ITEM 4: ITEM 5:
ITEM ITEM 7: ITEM 8:
2:
6:
FAIR MARKET SHARES OR
INVESTMENT DISCRETION VOTING AUTHORITY
NAME OF ISSUER AND CUSIP VALUE PRINCIPAL
TITLE OF CLASS NUMBER AMOUNT
(A) (B) SHARED (C) (A) SOLE (B) SHARED (C) NONE
( $000.
SOLE AS DEFINED SHARED MANAGERS
WESTERN BANCORP 957683105 3,030 78,434
X X 0 0
COM
WESTVACO CORP COM 961548104 357 13,935
X X 0 0
COM
WEYERHAEUSER CO COM 962166104 1,610 27,932
X X 0 0
COM
WHIRLPOOL CORPORATION COM 963320106 686 10,500
X X 0 0
COM
WILLAMETTE INDUSTRIES INC 969133107 670 15,544
X X 0 0
COM
WILLIAMS COS INC 969457100 2,260 60,072
X X 0 0
COM
WINN-DIXIE STORES 974280109 615 20,709
X X 0 0
COM
WORTHINGTON IND INC 981811102 222 13,041
X X 0 0
COM
WM WRIGLEY JR CO 982526105 1,113 16,181
X X 0 0
COM
XEROX CORPORATION COM 984121103 3,860 92,034
X X 0 0
COM
GLOBAL CROSSING LTD G3921A100 1,309 49,411
X X 0 0
COM
Grand Total: 1,473,065 29,358,667
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