RULES AND REGULATIONS
FORM 13F
INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT
MANAGERS PURSUANT TO SECTION 13(F) OF THE SECURITIES
EXCHANGE ACT OF 1934 AND RULES THEREUNDER
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
REPORT FOR THE QUARTER ENDING JUNE 30, 2000
(PLEASE READ INSTRUCTIONS BEFORE PREPARING FORM.)
If amended report check here: ___
Name of Institutional Investment Manager: GE Asset Management
Business Address:
3003 Summer Street, P.O. Box 7900 Stamford CT 06904
Street City State Zip
Name, Phone No., and Title of Person Duly Authorized to Submit This Report:
Erica Evans, Manager-Compliance (203) 326-4289
ATTENTION: --- Intentional misstatements or omissions of facts constitute
Federal Criminal Violations
See 18 U.S.C. 1001 and 15 U.S.C. 78ff(A)
The institutional investment manager submitting this Form and its attachments
and the person by whom it is signed represent hereby that all information
contained therein is true, correct and complete. It is understood that all
required items, statements and schedules are considered integral parts of this
form and that the submission of any amendment represents that all unamended
items, statements and schedules remain true, correct and complete as previously
submitted.
Pursuant to the requirements of Securities Exchange Act of 1934, the
undersigned institutional investment manager has caused this report to be signed
on its behalf in the City of Stamford and State of Connecticut on the 4TH day of
August 2000.
GE Asset Management
/s/ John Walker, EVP and CFO
----------------------------
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:
[If there are no entries in this list, omit this section.]
13F File Number Name
28-____________ ________________________________________
28-____________ ________________________________________
28-____________ ________________________________________
[Repeat as necessary.]
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
--------------
886
Form 13F Information Table Entry Total: -------------
Form 13F Information Table Value Total: $33,860,330,311
----------------
List of Other Included Managers:
Provide a numbered list of the name(s) and 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
NONE
<TABLE>
<CAPTION>
SECURITIES AND EXCHANGE COMMISSION
GEAM - SEC 13F WORKSHEET
AS OF 06/30/00
ITEM 8
ITEM 4 ITEM 5 ITEM 6 VOTING
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
------------------------------- --------- ------------- ------------- ---- ---------- ----- ---- ---- --------- ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACE LTD G0070K103 1,217,888 43,496.00 X X
COM
CORECOMM LTD G2422R109 2,824,575 144,850.00 X X
SHS
EL STIO INC G30177102 410,322 57,589.00 X X
COM
EVEREST REINSURANCE GROUP LTD G3223R108 259,713 7,900.00 X X
SHS
GLOBAL CROSSING LTD G3921A100 42,095,534 1,599,861.00 X X
SHS
OPENTV CORP G67543101 520,056 11,589.00 X X
CL A
RENAISSANCERE HOLDINGS G7496G103 12,162,650 349,000.00 X X
SANTA FE INTERNATIONAL CORP G7805C108 2,096,250 60,000.00 X X
SHS
TRANSOCEAN SEDCO FOREX INC G90078109 12,938,662 242,127.00 X X
SHS
BACKWEB TECHNOLOGIES LTD M15633106 4,541,250 1,316,304.00 X X
SHS
COMMTOUCH SOFTWARE LIMITED M25596103 3,193,255 98,254.00 X X
SHS
E SIM LTD M40990109 2,552,160 261,760.00 X X
SHS
FUNDTECH LTD M47095100 19,515,912 750,612.00 X X
SHS
GALILEO TECHNOLOGY LTD M47298100 7,603,862 353,668.00 X X
SHS
ORBOTECH LTD M75253100 10,878,356 117,129.00 X X
COM
ORCKIT COMMUNICATIONS LTD M7531S107 2,705,828 89,820.00 X X
COM
RADWARE LTD M81873107 2,713,680 102,403.00 X X
COM
TECNOMATIX TECHNOLOGIES LTD M8743P105 1,568,905 115,149.00 X X
TTI TEAM TELECOME M88258104 9,614,052 267,057.00 X X
SHS
CNH GLOBAL N V N20935107 837,125 90,500.00 X X
SHS
INDIGO N44495104 6,037,060 1,038,634.00 X X
SAPIENS INTL CORP NV N7716A102 8,046,228 1,274,650.00 X X
BANCO LATINOAMERICANO DE EXP P16994132 1,398,717 50,518.00 X X
CL E
ELAMEX S A DE C V P36209107 1,710,000 570,000.00 X X
ORD
PANAMERICAN BEVERAGES INC P74823108 8,572,975 573,923.00 X X
CL A
ADC TELECOMMUNICATIONS INC 000886101 26,573,445 316,822.00 X X
COM
AFLAC INC 001055102 42,771,958 931,090.00 X X
COM
AGCO CORP 001084102 124,950 10,200.00 X X
COM
AES CORP 00130H105 9,163,644 200,847.00 X X
COM
AK STL HLDG CORP 001547108 150,400 18,800.00 X X
COM
AMR CORP DEL 001765106 4,119,809 155,832.00 X X
COM
AT + T CORP 001957109 94,496,599 2,988,003.00 X X
COM
AT+T CORP 001957208 286,891,395 11,830,051.00 X X
COM LIBERTY MEDIA GRP CL A
AT+T CORP 001957406 14,669,302 526,303.00 X X
AT+T WIRELESS GROUP COM
AXA FINL INC 002451102 52,910,789 1,556,135.00 X X
COM
ABBOTT LABS 002824100 206,356,822 4,630,969.00 X X
COM NPV
ABERCROMBIE AND FITCH CO 002896207 215,743 17,702.00 X X
COM CL A
ACNIELSON CORP 004833109 7,088,708 322,214.00 X X
COM
ACXIOM CORP 005125109 7,221,768 265,019.00 X X
COM
ADAPTEC INC 00651F108 252,525 11,100.00 X X
COM
ADELPHIA COMMUNICATIONS CORP 006848105 12,476,753 266,183.00 X X
CL A
ADOBE SYS INC 00724F101 4,022,460 30,942.00 X X
COM
ADTRAN INC 00738A106 401,163 6,700.00 X X
COM
ADVANCED MICRO DEVICES INC 007903107 1,164,467 15,074.00 X X
COM
AETNA INC 008117103 3,302,704 51,454.00 X X
COM
AFFILIATED COMPUTER SVCS INC 008190100 287,644 8,700.00 X X
CL A
AFTERMARKET TECHNOLOGY CORP 008318107 13,859,434 2,038,152.00 X X
COM
AGILENT TECHNOLOGIES INC 00846U101 14,783,549 200,454.90 X X
COM
AIR PRODS + CHEMS INC 009158106 3,379,207 109,670.00 X X
COM
AIRGAS INC 009363102 5,367,123 943,670.00 X X
COM
ALBERTO CULVER CO 013068200 1,942,500 74,000.00 X X
CL A
ALBERTSONS INC 013104104 1,477,963 44,450.00 X X
COM
ALCAN ALUM LTD 013716105 719,572 23,212.00 X X
COM
ALCOA INC 013817101 7,153,836 246,684.00 X X
COM
ALLEGHANY CORP DEL 017175100 25,211,760 150,070.00 X X
COM
ALLEGHENY ENERGY INC 017361106 517,388 18,900.00 X X
COM
ALLEGHENY TECHNOLOGIES INC 01741R102 183,978 10,221.00 X X
COM
ALLERGAN INC 018490102 10,300,221 138,258.00 X X
COM
ALLIANT CORP 018802108 348,400 13,400.00 X X
COM
ALLMERICA FINL CORP 019754100 492,325 9,400.00 X X
COM
ALLSTATE CORP 020002101 16,080,298 722,710.00 X X
COM
ALLTEL CORP 020039103 62,301,216 1,005,865.00 X X
COM
ALTERA CORP 021441100 1,325,188 13,000.00 X X
ALZA CORP 022615108 613,008 10,368.00 X X
COM
AMBAC FINL GROUP INC 023139108 663,231 12,100.00 X X
COM
AMBASSADORS INTL INC 023178106 3,150,000 200,000.00 X X
COM
AMERADA HESS CORP 023551104 603,112 9,767.00 X X
COM NPV
AMERICA ONLINE INC DEL 02364J104 28,397,277 538,337.00 X X
COM
AMERICAN ELEC PWR INC 025537101 1,808,962 61,062.00 X X
COM
AMERICAN EXPRESS CO 025816109 262,095,924 5,028,138.00 X X
COM
AMERICAN FINL GROUP INC OHIO 025932104 245,644 9,900.00 X X
COM
AMERICAN GEN CORP 026351106 3,150,101 51,641.00 X X
COM
AMERICAN HOME PRODUCTS CORP 026609107 101,134,794 1,721,414.00 X X
COM
AMERICAN INTL GROUP INC 026874107 284,060,482 2,417,452.00 X X
COM
AMERICAN PWR CONVERSION CORP 029066107 1,546,794 37,900.00 X X
COM
AMERICAN STD COS INC DEL 029712106 504,300 12,300.00 X X
COM
AMERICAN WTR WKS INC 030411102 417,500 16,700.00 X X
COM
AMERISOURCE HEALTH CORP 03071P102 18,861,516 608,436.00 X X
CL A
AMETEK AEROSPACE PRODS INC 031100100 2,600,500 148,600.00 X X
COM
AMGEN INC 031162100 127,788,193 1,819,107.00 X X
COM
ANADARKO PETE CORP 032511107 73,731,345 1,495,128.00 X X
COM
ANALOG DEVICES INC 032654105 364,337,915 4,793,533.00 X X
COM
ANHEUSER BUSCH COS INC 035229103 77,247,880 1,034,265.00 X X
COM
ANTEC CORP 03664P105 274,313 6,600.00 X X
COM
ANTENNA TV SA 03672N100 2,721,552 175,584.00 X X
SPONSORED ADR
AON CORP 037389103 11,598,458 373,391.00 X X
COM
APACHE CORP 037411105 577,245 9,815.00 X X
COM
APOLLO GROUP INC 037604105 369,600 13,200.00 X X
CL A
APPLE COMPUTER 037833100 1,732,565 33,080.00 X X
COM NPV
APPLIED MATERIALS INC 038222105 348,237,183 3,842,747.00 X X
COM
APPLIED PWR INC 038225108 1,812,350 54,100.00 X X
COM CLASS A
APPLIEDTHEORY CORP 03828R104 975,000 65,000.00 X X
COM
ARACRUZ CELULOSE S A 038496204 1,541,794 79,834.00 X X
SPONSORED ADR
ARADIGM CORP 038505103 988,278 56,473.00 X X
COM
ARCHER DANIELS MIDLAND CO 039483102 6,352,083 647,346.00 X X
COM
ARROW ELECTRS INC 042735100 517,700 16,700.00 X X
COM
ASHLAND INC 044204105 3,856,875 110,000.00 X X
COM
ASSOCIATED BANC CORP 045487105 257,388 11,800.00 X X
COM
AT HOME CORP 045919107 518,750 25,000.00 X X
COM SER A
ASSOCIATES FIRST CAP CORP 046008108 82,391,965 3,692,688.00 X X
CL A
ASTORIA FINL CORP 046265104 231,750 9,000.00 X X
COM
ATMEL CORP 049513104 23,643,107 641,169.00 X X
COM
AUTOLIV 052800109 1,188,110 49,376.00 X X
COM
AUTOMATIC DATA PROCESSING INC 053015103 225,732,581 4,214,511.00 X X
COM
AUTOZONE INC 053332102 332,156 15,098.00 X X
COM
AVERY DENNISON CORP 053611109 18,162,280 270,574.00 X X
COM
AVNET INC 053807103 444,375 7,500.00 X X
COM
AVON PRODS INC 054303102 52,939,897 1,189,713.00 X X
COM
AXA SA 054536107 3,537,190 44,458.00 X X
SPONSORED ADR
BB+T CORP 054937107 771,759 32,325.00 X X
COM
BJS WHSL CLUB INC 05548J106 425,700 12,900.00 X X
COM
BJ SVCS CO 055482103 887,500 14,200.00 X X
COM
BP AMOCO PLC 055622104 124,020,292 2,192,566.00 X X
SPONSORED ADR
BMC SOFTWARE INC 055921100 2,322,997 63,671.00 X X
COM
BAKER HUGHES INC 057224107 76,860,791 2,401,873.00 X X
COM
BANK AMER CORP 060505104 162,984,071 3,790,093.00 X X
COM
BANK NEW YORK INC 064057102 46,023,515 989,753.00 X X
COM
BANK ONE CORP 06423A103 43,262,464 1,628,660.00 X X
COM
BANKNORTH GROUP INC NEW 06646R107 384,344 25,100.00 X X
COM
BARD C R INC 067383109 793,918 16,497.00 X X
COM
BARNES + NOBLE INC 067774109 260,325 11,700.00 X X
COM
BARRICK GOLD CORP 067901108 48,654,292 2,675,226.00 X X
COM
BAUSCH + LOMB INC 071707103 1,311,042 16,944.00 X X
COM
BAXTER INTL INC 071813109 31,047,539 441,565.00 X X
COM
BEA SYS INC 073325102 23,047,763 466,200.00 X X
COM
BEAR STEARNS COS INC 073902108 2,107,765 50,637.00 X X
COM
BECKMAN COULTER INC 075811109 297,713 5,100.00 X X
COM
BECTON DICKINSON + CO 075887109 1,986,925 69,261.00 X X
COM
BED BATH + BEYOND INC 075896100 2,025,541 55,877.00 X X
COM
BELLSOUTH CORP 079860102 16,459,900 386,156.00 X X
COM
BELO A H CORP 080555105 356,638 20,600.00 X X
COM SER A
BERGEN BRUNSWIG CORP 083739102 673,750 122,500.00 X X
CLASS A
BERKSHIRE HATHAWAY INC DEL 084670207 68,498,940 38,920.00 X X
CL B
BESTFOODS 08658U101 45,203,013 652,749.00 X X
COM
BIOGEN INC 090597105 1,550,451 24,038.00 X X
COM
BIOMET INC 090613100 463,172 12,050.00 X X
COM
BIOVAIL CORP 09067J109 4,083,194 73,654.00 X X
COM
BLACK + DECKER CORPORATION 091797100 388,722 9,888.00 X X
COM
BLACK BOX CORP 091826107 1,361,756 17,200.00 X X
COM
BLACKROCK INC 09247X101 27,126,368 935,392.00 X X
CL A
BLOCK H + R INC 093671105 338,643 10,460.00 X X
COM
BLYTH INDS INC 09643P108 241,900 8,200.00 X X
COM
BOEING CO 097023105 94,585,057 2,262,168.00 X X
COM
BORDERS GROUP INC 099709107 205,425 13,200.00 X X
COM
BOSTON SCIENTIFIC CORP 101137107 2,163,981 98,643.00 X X
COM
BOWATER INC 102183100 45,935,971 1,041,018.00 X X
COM
BRILLIANCE CHINA AUTOMOTIVE 10949Q105 6,589,104 379,229.00 X X
SPONSORED ADR
BRINKER INTL INC 109641100 324,675 11,100.00 X X
COM
BRISTOL MYERS SQUIBB CO 110122108 425,512,492 7,305,037.00 X X
COM
BROADWING INC 111620100 218,563,070 10,524,010.00 X X
COM
BROWN FORMAN CORP 115637209 387,968 7,218.00 X X
CLASS B
BURLINGTON NORTHN SANTA FE 12189T104 89,831,393 3,916,174.00 X X
COM
BURLINGTON RES INC 122014103 72,835,503 1,904,116.00 X X
COM
BURR BROWN 122574106 840,869 9,700.00 X X
COM
CCB FINL CORP 124875105 255,300 6,900.00 X X
COM
C CUBE MICROSYSTEMS INC NEW 12501N108 2,998,994 152,815.00 X X
COM
CDW COMPUTER CTRS INC 125129106 931,250 14,900.00 X X
COM
C H ROBINSON WORLDWIDE 12541W100 361,350 7,300.00 X X
COM
CIGNA CORP 125509109 3,685,396 39,416.00 X X
COM
CNF TRANSN INC 12612W104 611,975 26,900.00 X X
COM
CSG SYS INTL INC 126349109 504,563 9,000.00 X X
COM
CVS CORP 126650100 146,049,991 3,651,422.00 X X
COM
CABLE DESIGN TECHNOLOGIES CORP 126924109 1,185,900 35,400.00 X X
COM
CACHEFLOW INC 126946102 3,462,891 56,250.00 X X
COM
CABOT CORP 127055101 5,082,125 186,500.00 X X
COM
CADENCE DESIGN SYS INC 127387108 11,636,061 571,095.00 X X
COM
CALLAWAY GOLF CO 131193104 212,063 13,000.00 X X
COM
CALPINE CORP 131347106 32,859,438 499,749.00 X X
COM
CAMBRIDGE TECHNOLOGY PARNERS M 132524109 92,419 10,600.00 X X
COM
CAMPBELL SOUP CO 134429109 1,315,955 45,183.00 X X
COM
CANADIAN PAC LTD NEW 135923100 57,551,918 2,197,775.00 X X
COM
CAPITAL ONE FINL CORP 14040H105 2,206,082 49,436.00 X X
COM
CARDINAL HEALTH INC 14149Y108 500,983,361 6,770,347.00 X X
COM
CAREERBUILDER INC 141684100 2,500,002 458,716.00 X X
OC COM
CAREINSITE INC 14170M106 178,750 10,000.00 X X
COM
CAREMARK RX INC 141705103 1,545,756 226,900.00 X X
COM
CARLISLE COS INC 142339100 234,000 5,200.00 X X
COM
CARNIVAL CORP 143658102 42,382,465 2,173,491.00 X X
COM
CATALINA MARKETING CORP 148867104 167,505,634 1,642,155.00 X X
COM
CATALYTICA INC 148885106 12,173,326 1,106,666.00 X X
COM
CATERPILLAR INC 149123101 2,980,221 87,977.00 X X
COM
CELL GENESYS INC 150921104 5,600,000 200,000.00 X X
COM
CELESTICA INC 15101Q108 107,283,841 2,161,891.00 X X
SUB VTG SHS
CENDANT CORP 151313103 2,414,958 172,497.00 X X
COM
CENTURYTEL INC 156700106 413,943 14,398.00 X X
COM
CERIDIAN CORP 15677T106 362,935 15,083.00 X X
COM
CHARLES + COLVARD LTD 159765106 2,017,286 581,737.00 X X
COM
CHARTERED SEMICONDUCTOR MFG 16133R106 241,470 2,683.00 X X
ADR
CHASE MANHATTAN CORP NEW 16161A108 139,357,081 3,025,284.50 X X
COM
CHECKFREE HLDGS CORP 162816102 520,781 10,100.00 X X
COM
CHEVRON CORP 166751107 64,717,213 763,045.00 X X
COM
CHIRON CORP 170040109 1,477,250 31,100.00 X X
COM STK
CHRIS CRAFT INDS INC 170520100 402,981 6,100.00 X X
COM
CHUBB CORP 171232101 79,659,710 1,295,199.00 X X
COM
CINERGY CORP 172474108 418,294 16,444.00 X X
COM
CIRCUIT CITY STORES INC 172737108 1,709,024 51,496.00 X X
COM
CISCO SYS INC 17275R102 662,637,369 10,425,689.00 X X
COM
CIRRUS LOGIC INC 172755100 311,360 19,460.00 X X
COM
CINTAS CORP 172908105 1,052,931 28,700.00 X X
COM
CITIGROUP INC 172967101 932,514,921 15,476,221.50 X X
COM
CITRIX SYS INC 177376100 550,210 29,054.00 X X
COM
CITY NATL CORP 178566105 281,475 8,100.00 X X
COM
CLAYTON HOMES INC 184190106 186,400 23,300.00 X X
COM
CLEAR CHANNEL COMMUNICATIONS 184502102 26,480,475 353,073.00 X X
COM
CLOROX CO 189054109 1,840,225 41,065.00 X X
COM
COASTAL CORP 190441105 1,322,936 21,732.00 X X
COM
COBALT NETWORKS INC 19074R101 12,063,048 260,541.00 X X
COM
COCA COLA CO 191216100 38,881,282 676,932.00 X X
COM
COCA COLA FEMSA S A CV 191241108 2,980,834 157,925.00 X X
ADR
COFLEXIP 192384105 87,624,086 1,448,332.00 X X
SPONSORED ADR
COLGATE PALMOLIVE CO 194162103 147,446,452 2,463,242.00 X X
COM
COLUMBIA ENERGY GROUP 197648108 564,506 8,602.00 X X
COM
COMCAST CORP 200300101 748,888 19,264.00 X X
CL A
COMCAST CORP 200300200 320,842,288 7,923,346.00 X X
CL A SPL
COMDISCO INC 200336105 23,392,804 1,048,417.00 X X
COM
COMERICA INC 200340107 12,693,298 282,859.00 X X
COM
COMMSCOPE INC 203372107 356,700 8,700.00 X X
COM
COMPANHIA CERVEJA RIA BRAHMA 20440X103 4,504,575 264,975.00 X X
ADR
COMPANHIA PARANAENSE DE ENERG 20441B407 1,483,751 159,329.00 X X
SPONSORED ADR REPSTG PFD SHS
COMPANIA ANON NACL TELE DE VEZ 204421101 1,370,087 50,394.00 X X
SPON ADR REPST 7 CL D SHRS
COMPANIA DE TELECOM DE CHILE 204449300 1,091,397 60,215.00 X X
SPONSORED ADR NEW
COMPASS BANCSHARES INC 20449H109 351,488 20,600.00 X X
COM
COMPAQ COMPUTER CORP 204493100 4,523,361 176,953.00 X X
COM
COMPUTER ASSOC INTL INC 204912109 18,937,583 369,965.00 X X
COM
COMPUTER SCIENCES CORP 205363104 1,225,174 16,404.00 X X
COM
COMPUWARE CORP 205638109 1,744,473 168,142.00 X X
COM
COMSAT CORP 20564D107 211,500 9,000.00 X X
COM SER 1
COMVERSE TECHNOLOGY INC 205862402 19,043,238 204,766.00 X X
COM NEW
CONAGRA INC 205887102 958,920 50,304.00 X X
COM
CONCORD EFS INC 206197105 943,800 36,300.00 X X
COM
CONECTIV INC 206829103 244,331 15,700.00 X X
COM
CONOCO INC 208251306 3,303,388 150,154.00 X X
CL A
CONOCO INC 208251405 62,985,646 2,564,308.00 X X
CL B
CONSECO INC 208464107 13,650,000 1,400,000.00 X X
COM STK
CONSOLIDATED EDISON INC 209115104 725,546 24,491.00 X X
COM
CONSOLIDATED PAPERS INC 209759109 577,688 15,800.00 X X
COM
CONSOLIDATED STORES CORP 210149100 2,812,500 234,375.00 X X
COM
CONSTELLATION ENERGY GROUP INC 210371100 12,969,090 398,283.00 X X
COM
CONTINENTAL AIRLS INC 210795308 66,757,672 1,420,376.00 X X
COM CL B
CONVERGYS CORP 212485106 1,300,921 25,078.00 X X
COM
COOPER INDS INC 216669101 7,883,935 242,117.00 X X
COM
COORS ADOLPH CO 217016104 242,968 4,016.00 X X
CLASS B COM
CORNING INC 219350105 6,867,509 25,447.00 X X
COM
COSTCO WHSL CORP NEW 22160K105 29,100,421 881,851.00 X X
COM
COUNTRYWIDE CR INDS INC 222372104 27,691,093 913,504.00 X X
COM
COVAD COMMUNICATIONS GROUP INC 222814204 2,136,917 132,522.00 X X
COM
COVANCE INC 222816100 2,169,400 246,173.00 X X
COM
CREE INC 225447101 179,824,500 1,347,000.00 X X
COM
CROMPTON CORP 227116100 4,520,336 369,007.00 X X
COM
CROWN CORK + SEAL INC 228255105 769,920 51,328.00 X X
COM
CULLEN FROST BANKERS INC 229899109 5,525,625 210,000.00 X X
COM
CYPRESS SEMICONDUCTOR CORP 232806109 5,183,061 122,676.00 X X
COM
DQE 23329J104 2,433,200 61,600.00 X X
COM STK
DPL INC 233293109 502,369 22,900.00 X X
COM
DSP GROUP INC 23332B106 8,450,232 150,897.00 X X
COM
DST SYS INC DEL 233326107 822,150 10,800.00 X X
COM
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CL A
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CL A
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SPONSADR RPSTG UNIT 1 SER B
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COM
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FREEPORT MCMORAN COPPER + GOLD 35671D857 244,478 26,430.00 X X
CL B
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COM
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CL B
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COM
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COM
GENERAL COMMUNICATION INC 369385109 2,741,947 535,014.00 X X
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COM
GENERAL ELEC CO 369604103 4,529,841,297 98,452,413.00 X X
COM
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COM
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GENUINE PARTS CO 372460105 391,860 19,593.00 X X
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COM TIMBER GROUP
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COM
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COM
GILEAD SCIENCES INC 375558103 540,550 7,600.00 X X
COM
GILLETTE CO 375766102 113,646,466 3,252,976.00 X X
COM
GLOBAL LT TELECOMMUNICATIONS 37934X100 5,682,141 519,510.00 X X
COM
GLOBAL MARINE INC 379352404 842,806 29,900.00 X X
COM NEW
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CDT COM
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COM
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COM
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GRIC COMMUNICATIONS INC 398081109 2,499,989 357,142.00 X X
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GRUPO TELEVISION SA DE CV 40049J206 82,800,073 1,201,089.00 X X
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GLOBAL DEPOSITORY RCPT REP
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HCA HEALTHCARE CO 404119109 4,265,501 140,428.00 X X
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HANOVER COMPRESSOR CO 410768105 383,800 10,100.00 X X
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COM
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COM
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CL A
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COM
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COM
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SPONSORED ADR
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CL A
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COM
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CL A
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COM
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COM
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COM
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COM
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COM
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SPONSORED ADR SER N SHS
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CL A COM
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CLB
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COM
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WT EXP 31MAR2005
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COM
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CL B
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COM
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COM
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COM
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COM
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COM
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COM
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COM
INTERNATIONAL SPEEDWAY CORP 460335201 380,650 9,200.00 X X
CL A
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COM
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DEL NEW COM
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COM
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COM
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COM
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COM
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CL A NY REGISTRY SH
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COM
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COM
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COM
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COM
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ADR
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COM
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COM
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COM
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COM
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TR CONV PFD SECS
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CL A
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COM
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CL A
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COM
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COM
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USD0.50
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ORD
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ADR
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COM
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COM
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CL A
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COM NON VTG
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COM
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COM
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CL A
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COM
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MERCANTILE BANKSHARES CORP 587405101 348,806 11,700.00 X X
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COM
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METROMEDIA INTER. GRP, INC 591695101 1,694,110 356,654.84 X X
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MICROSOFT CORP 594918104 724,809,475 9,060,684.00 X X
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COM
MICROCHIP TECHNOLOGY INC 595017104 780,759 13,400.00 X X
COM
MICRON TECHNOLOGY INC 595112103 105,816,205 1,201,560.00 X X
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COM
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COM
MINIMED INC 60365K108 4,794,930 40,635.00 X X
COM
MINNESOTA MNG + MFG CO 604059105 7,060,763 85,585.00 X X
COM
MINNESOTA PWR + LT CO 604110106 216,406 12,500.00 X X
COM
MIRAE CORP 60461U109 1,365,550 176,200.00 X X
SPONSORED ADR
MODIS PROFESSIONAL SVCS INC 607830106 127,338 16,700.00 X X
COM
MOHAWK INDS INC 608190104 200,100 9,200.00 X X
COM
MOLEX INC 608554101 1,028,672 21,375.00 X X
COM
MOLEX INC 608554200 220,103,571 6,288,757.00 X X
CL A
MONSANTO CO 611662305 371,865 8,218.00 X X
ADJ CONVERSION RATE EQUITY
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COM
MORGAN J P + CO INC 616880100 1,999,650 18,158.00 X X
COM
MORGAN STANLEY DEAN WITTER+CO 617446448 342,591,083 4,115,056.00 X X
COM NEW
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COM
MURPHY OIL CORP 626717102 457,669 7,700.00 X X
COM
MYLAN LABS INC 628530107 403,325 22,100.00 X X
COM
NTL INC 629407107 212,303,077 3,546,064.63 X X
COM
NABISCO GROUP HLDG CORP 62952P102 1,840,733 70,968.00 X X
COM
NABISCO HLDGS CORP 629526104 5,808,600 110,640.00 X X
CL A
NABORS INDUSTRIES INC 629568106 115,606,491 2,781,532.00 X X
COM
NATIONAL CITY CORP 635405103 1,096,709 64,276.00 X X
COM
NATIONAL COMM BANCORP 635449101 293,944 18,300.00 X X
COM
NATIONAL FUEL GAS CO N J 636180101 331,500 6,800.00 X X
COM
NATIONAL SEMICONDUCTOR CORP 637640103 949,144 16,725.00 X X
COM
NATIONWIDE FINL SVCS INC 638612101 1,524,019 46,358.00 X X
CL A
NAVISTAR INTL CORP INC 63934E108 249,743 8,040.00 X X
COM
NEIMAN MARCUS GROUP 640204202 5,871,113 198,600.00 X X
CL A
NETWORKS ASSOCS INC 640938106 482,888 23,700.00 X X
COM
NETIA HLDGS S A 64114B104 920,955 33,113.00 X X
SPONSORED ADR
NETWORK APPLIANCE INC 64120L104 2,412,424 29,968.00 X X
COM
NEW CENTY ENERGIES INC 64352U103 53,657,274 1,788,453.00 X X
COM
NEW YORK TIMES CO 650111107 1,852,313 46,894.00 X X
CL A
NEWELL RUBBERMAID INC 651229106 739,978 28,737.00 X X
COM
NEWMONT MNG CORP 651639106 76,354,420 3,530,932.00 X X
COM
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CL A
NEXTLINK COMMUNICATIONS INC 65333H707 25,379,588 669,018.00 X X
CL A PAR 0.02
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COM
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SPONSORED ADR
NIKE INC 654106103 3,107,565 78,055.00 X X
CL B
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COM
NOBLE AFFILIATES INC 654894104 1,396,875 37,500.00 X X
COM
NOKIA CORP 654902204 42,612,717 853,321.00 X X
SPONSORED ADR
NOBLE DRILLING CORP 655042109 943,194 22,900.00 X X
COM
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COM
NORFOLK SOUTHN CORP 655844108 460,381 30,950.00 X X
COM
NORTEL NETWORKS CORP 656568102 352,389,028 5,163,205.00 X X
COM
NORTH FORK BANCORPORATION INC 659424105 447,700 29,600.00 X X
COM
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COM
NORTHERN TRUST CORP 665859104 1,514,395 23,276.00 X X
COM
NOVA CORP GA 669784100 335,250 12,000.00 X X
COM
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COM
NSTAR 67019E107 394,669 9,700.00 X X
COM
NUCOR CORP 670346105 1,221,267 36,799.00 X X
COM
NVIDIA CORP 67066G104 680,119 10,700.00 X X
COM
OGE ENERGY CORP 670837103 244,200 13,200.00 X X
COM
OCCIDENTAL PETE CORP 674599105 808,463 38,384.00 X X
COM
OCEAN ENERGY INC TEX 67481E106 1,670,436 117,740.00 X X
COM
OCULAR SCIENCES INC 675744106 4,122,993 350,893.00 X X
COM
OFFICE MAX INC 67622M108 93,000 18,600.00 X X
COM
OFFICE DEPOT INC 676220106 3,668,256 586,921.00 X X
COM
OHIO CAS CORP 677240103 110,500 10,400.00 X X
COM
OLD KENT FINL CORP 679833103 367,946 13,755.00 X X
COM
OLD REP INTL CORP 680223104 334,950 20,300.00 X X
COM
OMNICARE INC 681904108 142,626 15,738.00 X X
COM
OMNICOM GROUP 681919106 11,527,894 129,436.00 X X
COM
ORACLE CORP 68389X105 62,496,686 743,455.00 X X
COM
OUTBACK STEAKHOUSE INC 689899102 1,275,300 43,600.00 X X
OXFORD HEALTH PLANS INC 691471106 333,375 14,000.00 X X
COM
PECO ENERGY CO 693304107 16,610,645 412,047.00 X X
COM
PE CORP 69332S102 11,107,843 168,620.00 X X
COM PE BIOSYSTEMS GROUP
PMI GROUP INC 69344M101 365,750 7,700.00 X X
COM
PNC FINL SVCS GROUP INC 693475105 85,169,664 1,816,856.00 X X
COM
PPG INDS INC 693506107 44,995,031 1,015,382.00 X X
COM
PSS WORLD MED INC 69366A100 78,609 11,700.00 X X
COM
PACCAR INC 693718108 814,864 20,532.00 X X
COM
PACIFIC CENTY FINL CORP 694058108 195,975 13,400.00 X X
COM
PACIFICARE HEALTH SYSTEMS 695112102 361,125 6,000.00 X X
COM
PACKAGING CORP AMER 695156109 1,602,788 158,300.00 X X
COM
PAINE WEBBER GROUP INC 695629105 295,750 6,500.00 X X
COM
PALL CORP 696429307 578,181 31,253.00 X X
COM
PARAMETRIC TECHNOLOGY CORP 699173100 288,497 26,227.00 X X
PARK PL ENTMT CORP 700690100 645,938 53,000.00 X X
COM
PARKER HANNIFIN CORP 701094104 33,322,492 972,867.00 X X
COM
PARTNER COMMUNICATION CO LTD 70211M109 3,312,166 348,649.00 X X
ADR
PATHWAYS GROUP INC 70321D106 290,909 290,909.00 X X
COM
PAYCHEX INC 704326107 2,978,976 70,928.00 X X
COM
PENNZOIL QUAKER ST CO 709323109 164,050 13,600.00 X X
COM
PENTAIR INC 709631105 291,100 8,200.00 X X
COM
PEPSICO INC 713448108 390,219,726 8,782,199.00 X X
COM
PERKINELMER INC 714046109 71,922,373 1,087,688.00 X X
COM
PERRIGO CO 714290103 75,750 12,000.00 X X
PFIZER INC 717081103 508,848,966 10,601,842.25 X X
COM
PHARMACIA CORP 71713U102 108,024,173 2,089,979.91 X X
COM
PHELPS DODGE CORP 717265102 816,839 21,965.43 X X
COM
PHILIP MORRIS COS INC 718154107 74,237,957 2,794,822.00 X X
COM
PHILIPPINE LONG DIST TEL CO 718252604 390,500 22,000.00 X X
SPONSORED ADR
PHILLIPS PETE CO 718507106 1,382,299 27,271.00 X X
COM
PILOT NETWORK SVCS INC 721596104 5,206,250 350,000.00 X X
COM
PIONEER NAT RES CO 723787107 219,300 17,200.00 X X
COM
PITNEY BOWES INC 724479100 110,954,600 2,773,933.00 X X
COM
POHANG IRON + STEEL LTD 730450103 30,626,880 1,276,120.00 X X
SPONSORED ADR
POLYCOM INC 73172K104 573,972 6,100.00 X X
COM
POTOMAC ELEC PWR CO 737679100 507,500 20,300.00 X X
COM
POWERWAVE TECHNOLOGIES INC 739363109 466,400 10,600.00 X X
COM
PRAXAIR INC 74005P104 5,506,382 147,082.00 X X
COM
PRECISION CASTPARTS CORP 740189105 203,625 4,500.00 X X
COM
PRICE T ROWE + ASSOC INC 741477103 556,750 13,100.00 X X
COM
PROCTER + GAMBLE CO 742718109 103,643,448 1,810,485.00 X X
COM
PRODIGY COMMUNICATIONS CORP 74283P206 1,795,994 171,047.00 X X
CL A
PROGRESSIVE CORP OHIO 743315103 4,014,426 54,249.00 X X
COM
PROTECTIVE LIFE CORP 743674103 298,200 11,200.00 X X
COM
PROVIDIAN FINL CORP 74406A102 1,322,010 14,689.00 X X
COM
PUBLIC SVC ENTERPRISE GROUP 744573106 837,579 24,190.00 X X
COM
PUGET SOUND ENERGY INC 745332106 311,163 14,600.00 X X
COM RTS CALLABLE THRU 25JAN01
QLOGIC CORP 747277101 845,600 12,800.00 X X
COM
QUAKER OATS CO 747402105 45,166,609 601,215.00 X X
COM
QUALCOMM INC 747525103 8,812,320 146,872.00 X X
COM
QUANTA SERVICES INC 74762E102 555,500 10,100.00 X X
COM
QUANTUM CORP 747906204 1,329,125 137,200.00 X X
DSSG COM
QUANTUM CORP 747906303 2,267,813 205,000.00 X X
HDDG COM
QUEST DIAGNOSTICS INC 74834L100 568,100 7,600.00 X X
COM
QUESTAR CORP 748356102 267,375 13,800.00 X X
COM
QUINTILES TRANSNATIONAL CORP 748767100 179,388 12,700.00 X X
COM
QUORUM HEALTH GROUP INC 749084109 130,969 12,700.00 X X
COM
QWEST COMMUNICATIONS INTL INC 749121109 18,754,447 377,448.00 X X
COM
R.P.M. INC OHIO 749685103 179,213 17,700.00 X X
COM
RADIOSHACK CORP 750438103 1,690,387 35,681.00 X X
COM
RALSTON PURINA CO 751277302 73,425,760 3,682,812.00 X X
COM RALSTON PURINA GROUP
RATIONAL SOFTWARE CORP 75409P202 1,431,238 15,400.00 X X
COM NEW
RAYONIER INC 754907103 29,235,075 814,821.00 X X
COM
READERS DIGEST ASSN INC 755267101 715,500 18,000.00 X X
COM CL A NON VTG
RELIANT ENERGY INC 75952J108 913,718 30,908.00 X X
COM
RELIASTAR FINL CORP 75952U103 43,851,470 836,259.00 X X
COM
REMEDY CORP 759548100 1,449,500 26,000.00 X X
COM
REYNOLDS + REYNOLDS CO 761695105 2,961,975 162,300.00 X X
CL A
REYNOLDS R J TOB HLDGS INC 76182K105 497,288 17,800.00 X X
COM
ROBERT HALF INTL INC 770323103 866,400 30,400.00 X X
COM
ROCKWELL INTL CORP NEW 773903109 646,065 20,510.00 X X
COM
ROHM + HAAS CO 775371107 9,148,158 265,164.00 X X
COM
ROSS STORES INC 778296103 255,938 15,000.00 X X
COM
ROWAN COS INC 779382100 264,202 8,698.00 X X
COM
ROYAL DUTCH PETE CO 780257804 203,492,258 3,305,458.00 X X
NY REGISTRY SH PAR N GLDR 1.25
RYANAIR HOLDGS PLC 783513104 3,811,294 104,419.00 X X
SPONSORED ADR
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COM
SCI SYS INC 783890106 22,561,811 575,740.00 X X
COM
SLM HLDG CORP 78442A109 664,441 17,748.00 X X
COM
SPDR TRUST 78462F103 12,678,618 87,317.00 X X
UNIT SER 1
SPX CORP 784635104 653,063 5,400.00 X X
COM
SABRE HLDGS CORP 785905100 328,548 11,528.00 X X
CL A
SAFEWAY INC 786514208 4,262,417 94,458.00 X X
COM NEW
ST PAUL COS INC 792860108 39,460,186 1,156,245.00 X X
COM
SAKS INC 79377W108 1,304,100 124,200.00 X X
COM
SANMINA CORP 800907107 2,368,350 27,700.00 X X
COM
SANTA FE SNYDER CORP 80218K105 362,863 31,900.00 X X
COM
SARA LEE CORP 803111103 53,574,674 2,774,177.00 X X
COM
SAWTEK INC 805468105 425,963 7,400.00 X X
COM
SCANA CORP NEW 80589M102 431,838 17,900.00 X X
COM
HENRY SCHEIN INC 806407102 43,442,383 2,518,399.00 X X
COM STK
SCHERING PLOUGH CORP 806605101 197,227,643 3,905,638.00 X X
COM
SCHLUMBERGER LTD 806857108 367,335,246 4,922,525.00 X X
COM
SCHWAB CHARLES CORP 808513105 5,823,413 173,187.00 X X
NEW COM STK
SCIENTIFIC ATLANTA INC 808655104 1,158,624 15,552.00 X X
COM
SCRIPPS E W CO OH 811054204 3,191,400 64,800.00 X X
CL A
SEAGATE TECHNOLOGY 811804103 1,275,175 23,185.00 X X
COM
SEAGRAM LTD 811850106 5,114,556 88,182.00 X X
COM
SEALED AIR CORP NEW 81211K100 17,348,695 331,240.00 X X
COM
SEARS ROEBUCK + CO 812387108 1,310,187 40,159.00 X X
COM
SECTOR SPDR TR 81369Y605 1,061,031 44,675.00 X X
SHS BEN INT FINANCIAL
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COM
SENSORMATIC ELECTRS CORP 817265101 205,563 13,000.00 X X
COM
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COM
SHAW INDS INC 820286102 283,750 22,700.00 X X
COM
SHERWIN WILLIAMS CO 824348106 15,836,554 747,448.00 X X
COM
SHIRE PHARMACEUTICALS GROUP PL 82481R106 226,279 4,362.00 X X
SPONSORED ADR
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COM
SIERRA PAC RES NEW 826428104 169,594 13,500.00 X X
COM
SIGMA ALDRICH 826552101 606,060 20,720.00 X X
COM
SMITH INTL INC 832110100 626,188 8,600.00 X X
COM
SMURFIT STONE CONTAINER CORP 832727101 553,625 43,000.00 X X
COM
SNAP ON INC 833034101 1,909,572 71,721.00 X X
COM
SOLECTRON CORP 834182107 5,398,525 128,920.00 X X
COM
SOLUTIA INC 834376105 258,500 18,800.00 X X
COM
SONOCO PRODS CO 835495102 347,506 16,900.00 X X
COM
SOUTHDOWN INC 841297104 1,559,250 27,000.00 X X
COM
SOUTHERN CO 842587107 4,562,373 195,705.00 X X
COM
SOUTHWEST AIRLS CO 844741108 944,224 49,860.00 X X
COM
SOVEREIGN BANCORP INC 845905108 270,000 38,400.00 X X
COM
SPRINT CORP 852061100 113,765,229 2,230,516.00 X X
COM
SPRINT CORP 852061506 12,484,528 209,824.00 X X
PCS COM SER 1
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ADR
STANLEY WORKS 854616109 8,280,105 348,636.00 X X
COM
STAPLES INC 855030102 748,486 48,682.00 X X
COM
STARBUCKS CORP 855244109 1,937,214 50,729.00 X X
COM
STARMEDIA NETWORK INC 855546107 334,201 17,706.00 X X
COM
STATE STREET CORPORATION 857477103 105,107,407 990,995.00 X X
COM
STERIS CORP 859152100 97,625 11,000.00 X X
COM
STET HELLAS TELECOMMUNICATIONS 859823106 6,150,677 309,468.00 X X
ADR
STEWART ENTERPRISES INC 860370105 61,091 17,300.00 X X
CL A
STORAGE TECHNOLOGY CORP 862111200 185,938 17,000.00 X X
COM PAR USD0.10
STRYKER CORP 863667101 1,461,250 33,400.00 X X
COM
SUIZA FOODS CORP 865077101 249,263 5,100.00 X X
COM
SUN MICROSYSTEMS INC 866810104 118,572,886 1,303,936.00 X X
COM
SUNBEAM CORP DEL NEW 867071102 550,000 160,000.00 X X
COM
SUNGARD DATA SYS INC 867363103 9,394,085 303,035.00 X X
COM
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COM
SUPERVALU INC 868536103 236,032 12,382.00 X X
COM
SWIFT TRANSN INC 870756103 149,800 10,700.00 X X
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COM
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COM
SYMANTEC CORP 871503108 555,556 10,300.00 X X
COM
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COM
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COM
SYSCO CORP 871829107 19,247,165 456,906.00 X X
COM
TCF FINANCIAL CORP 872275102 354,488 13,800.00 X X
COM
TECO ENERGY INC 872375100 433,350 21,600.00 X X
COM
TJX COS INC NEW 872540109 1,645,875 87,780.00 X X
COM
TRW INC 872649108 3,422,765 78,911.00 X X
COM
TAIWAN SEMICNDCTR MFG CO LTD 874039100 40,654,121 1,050,362.80 X X
SPONSORED ADR
TARGET CORP 87612E106 193,226,902 3,331,664.00 X X
COM
TECH DATA CORP 878237106 387,706 8,900.00 X X
COM
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COM
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SPNSD ADR REPSTG ADR FOR PFD
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SPONSORED ADR REPSG PFD
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COM
TELEFONOS DE MEXICO S A 879403780 78,027,780 1,365,913.00 X X
SPONSORED ADR REPSTG SH ORD L
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COM
TELESP CELULAR PARTICIPACOES 87952L108 357,833 7,974.00 X X
SPONSORED ADR REPSTG PFD
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COM
TEMPLE INLAND INC 879868107 1,078,350 25,675.00 X X
COM
TENET HEALTHCARE CORP 88033G100 19,971,171 739,673.00 X X
COM
TERADYNE INC 880770102 1,389,150 18,900.00 X X
COM
TEVA PHARMACEUTICAL INDS LTD 881624209 97,948,472 1,766,827.00 X X
ADR
TEXACO INC 881694103 34,823,838 653,964.00 X X
COM
TEXAS INSTRS INC 882508104 96,885,103 1,410,511.00 X X
COM
TEXTRON INC 883203101 123,710,568 2,277,704.00 X X
COM
THERMO ELECTRON CORP 883556102 12,191,122 578,807.00 X X
COM
TIDEWATER INC 886423102 370,800 10,300.00 X X
COM
TIFFANY + CO NEW 886547108 21,388,253 316,863.00 X X
COM
TIME WARNER INC 887315109 25,650,608 337,508.00 X X
COM
TIMKEN CO 887389104 2,372,937 127,406.00 X X
COM
TITAN CORP 888266103 389,325 8,700.00 X X
COM
TORCHMARK INC 891027104 8,556,687 346,600.00 X X
COM
TOSCO CORP 891490302 32,430,836 1,145,460.00 X X
COM NEW
TRANSKARYOTIC THERAPIES INC 893735100 1,732,763 47,150.00 X X
COM
TRANSMONTAIGNE INC 893934109 1,022,354 166,915.00 X X
COM
TRANSWITCH CORP 894065101 532,594 6,900.00 X X
COM
TRICON GLOBAL RESTAURANTS INC 895953107 453,102 16,039.00 X X
COM
TRIBUNE CO NEW 896047107 889,350 25,410.00 X X
COM
TRICOM SA 89612A100 5,846,496 381,812.00 X X
SPONSORED ADR REPSTG CL A
TRIGON HEALTHCARE INC 89618L100 340,313 6,600.00 X X
COM
TRIQUINT SEMICONDUCTOR INC 89674K103 631,538 6,600.00 X X
COM
TRIPATH IMAGING INC 896942109 4,167,213 796,362.00 X X
COM
TUBOS DE ACERO DE MEXICO S A 898592506 2,899,389 208,965.00 X X
ADR NEW
TV AZTECA S A DE C V 901145102 5,918,985 448,833.00 X X
SPONSORED ADR
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COM
TYCO INTL LTD NEW 902124106 63,219,379 1,334,446.00 X X
COM
TYSON FOODS INC (DEL) 902494103 338,625 38,700.00 X X
CLS A COM
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COM NEW
US BANCORP DEL 902973106 36,433,805 1,892,569.00 X X
COM
USG CORP 903293405 249,075 8,200.00 X X
COM NEW
ULTRAPAR PARTICIPACOES S A 90400P101 1,751,912 176,293.00 X X
SPONSORED ADR REPSTG PFD SHS
ULTRAMAR DIAMOND SHAMROCK 904000106 367,225 14,800.00 X X
COM
UNIBANCO UNIAO DE BARNCOS BRAS 90458E107 55,159,865 1,918,604.00 X X
GLOBAL DEPOSITORY RCPT REPSTG
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COM
UNILEVER N V 904784709 6,008,949 139,743.00 X X
NY SHS NEW
UNICOM CORP 904911104 2,639,223 68,219.00 X X
COM
UNION CARBIDE CORP 905581104 1,347,192 27,216.00 X X
COM
UNION PAC CORP 907818108 1,557,896 41,893.00 X X
COM
UNISYS CORP 909214108 75,542,344 5,187,377.00 X X
COM
UNITED RENTALS INC 911363109 1,284,375 75,000.00 X X
COM
US AIRWAYS GROUP INC 911905107 355,251 9,109.00 X X
COM
U S INDS INC NEW 912080108 6,510,337 536,935.00 X X
COM
U S WEST INC NEW 91273H101 179,165,965 2,089,502.00 X X
COM
UNITED TECHNOLOGIES CORP 913017109 139,250,944 2,365,445.00 X X
COM
UNITEDHEALTH GROUP INC 91324P102 19,865,360 231,666.00 X X
COM
UNITRIN INC 913275103 346,625 11,800.00 X X
COM
UNIVISION COMMUNICATIONS INC 914906102 1,842,300 17,800.00 X X
CL A
UNOCAL CORP 915289102 62,957,478 1,900,498.00 X X
COM
UNUMPROVIDENT CORP 91529Y106 11,947,419 595,510.00 X X
COM
UTILICORP UTD INC 918005109 318,000 16,000.00 X X
COM
V F CORP 918204108 325,874 13,685.00 X X
COM
VALASSIS COMMUNICATIONS INC 918866104 358,375 9,400.00 X X
COM
VALERO ENERGY CORP 91913Y100 301,625 9,500.00 X X
COM
VALSPAR CORP 920355104 243,000 7,200.00 X X
COM
VARCO INTL INC DEL 922122106 372,000 16,000.00 X X
COM
VARIAN MED SYS INC 92220P105 4,888,669 124,950.00 X X
COM
VARIAN INC 922206107 3,459,375 75,000.00 X X
COM
VARIAN SEMICONDUCTOR EQUIP INC 922207105 7,848,422 124,950.00 X X
COM
VECTREN CORP 92240G101 181,125 10,500.00 X X
COM
VERITAS SOFTWARE CORP 923436109 8,549,293 75,647.00 X X
COM
VIAD CORP 92552R109 22,547,168 827,419.00 X X
COM
VIASOFT INC 92552U102 125,709 15,180.00 X X
COM
VIACOM INC 925524100 346,046 5,061.00 X X
CL A
VIACOM INC 925524308 45,578,734 668,432.39 X X
CL B
VIATEL INC 925529208 387,365 13,562.00 X X
COM
VISHAY INTERTECHNOLOGY INC 928298108 1,435,934 37,850.00 X X
COM
VISTEON CORP 92839U107 2,621,247 216,161.87 X X
COM
VISX INC DEL 92844S105 289,044 10,300.00 X X
VITESSE SEMICONDUCTOR CORP 928497106 2,354,000 32,000.00 X X
COM
VODAFONE AIRTOUCH PLC 92857T107 139,237,416 3,360,191.00 X X
SPONSORED ADR
WACHOVIA CORP NEW 929771103 7,957,770 146,687.00 X X
WADDELL + REED FINL INC 930059100 16,306,500 496,960.00 X X
CL A
WAL MART STORES INC 931142103 353,284,363 6,131,706.00 X X
COM
WALGREEN CO 931422109 5,002,388 155,414.00 X X
COM
WARNER LAMBERT CO 934488107 714,793 5,509.00 X X
COM
WASHINGTON MUT INC 939322103 1,783,926 61,781.00 X X
COM
WASHINGTON POST CO 939640108 764,800 1,600.00 X X
CL B
WASTE MGMT INC DEL 94106L109 81,980,563 4,315,087.00 X X
COM
WATERS CORP 941848103 1,997,000 16,000.00 X X
COM
WATSON PHARMACEUTICALS INC 942683103 115,232,052 2,143,845.00 X X
COM
WEATHERFORD INTL INC NEW 947074100 736,531 18,500.00 X X
COM
WELLPOINT HEALTH NETWORKS INC 94973H108 2,113,147 29,172.00 X X
COM
WELLS FARGO + CO NEW 949746101 21,836,671 563,527.00 X X
COM
WENDYS INTL INC 950590109 237,565 13,337.00 X X
COM
WESTVACO CORP 961548104 17,037,205 686,638.00 X X
COM
WESTWOOD ONE INC 961815107 655,200 19,200.00 X X
COM
WEYERHAEUSER CO 962166104 96,428,333 2,242,370.00 X X
COM
WHIRLPOOL CORP 963320106 363,722 7,801.00 X X
COM
WHITMAN CORP NEW 96647R107 290,813 23,500.00 X X
COM
WILLAMETTE INDS INC 969133107 314,193 11,530.00 X X
COM
WILLIAMS COS INC 969457100 13,104,132 314,342.00 X X
COM
WILLIAMS SONOMA INC 969904101 311,400 9,600.00 X X
COM
WILMINGTON TR CORP 971807102 235,125 5,500.00 X X
COM
WISCONSIN CENT TRANSN CORP 976592105 2,706,600 208,200.00 X X
COM
WISCONSIN ENERGY CORP 976657106 406,156 20,500.00 X X
COM
WORLDCOM INC 98157D106 234,615,414 5,114,898.00 X X
COM
WRIGLEY WM JR CO 982526105 975,401 12,164.00 X X
COM
WYNDHAM INTL INC 983101106 2,288,953 915,581.00 X X
CL A
XILINX INC 983919101 7,065,121 85,573.00 X X
COM
XEROX CORP 984121103 3,060,646 147,501.00 X X
COM
YAHOO INC 984332106 19,095,827 154,154.00 X X
COM
YORK INTL CORP 986670107 1,901,325 75,300.00 X X
NEW COM
YOUNG + RUBICAM INC 987425105 3,078,232 53,827.00 X X
COM
ZALE CORP NEW 988858106 8,293,932 227,231.00 X X
COM
ZI CORP 988918108 442,603 47,849.00 X X
COM
ZEBRA TECHNOLOGIES CORP 989207105 3,058,537 69,022.00 X X
CL A
ZIONS BANCORP 989701107 679,181 14,800.00 X X
COM
--------------
STOCK TOTAL 33,863,330,311
GRAND TOTAL 33,860,330,311
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