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Previous: NUVEEN TAX FREE UNIT TRUSTS SERIES 1206, S-6, 2000-11-09 |
Next: SHALLBETTER INDUSTRIES INC, 10QSB, 2000-11-09 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
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: GE Asset Management
-----------------------------------------------------
Address: 3003 Summer Street, P.O. Box 7900
Stamford, CT 06904
-----------------------------------------------------
Form 13F File Number: 28-05827
--------
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: /s/ Erica Evans
-------------------------
Title: Manager-Compliance
-------------------------
Phone: (203) 326-4289
-------------------------
Signature, Place, and Date of Signing:
/s/ John Walker, EVP and CFO Stamford, Connecticut 11/08/2000
---------------------------- --------------------- ----------
[Signature] [City, State] [Date]
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:0
Number of Other Included Managers: 0
---------------
Form 13F Information Table Entry Total: 645
---------------
Form 13F Information Table Value Total: $35,184,494,705
---------------
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
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- ---------- -------- --- ---- ------- -------- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACE LTD COM G0070K103 3842418 97896 SOLE X 0 0
APW LTD SHS G04397108 2637375 54100 SOLE X 0 0
CORECOMM LTD SHS G2422R109 1149747 144850 SOLE X 0 0
GLOBAL CROSSING LTD SHS G3921A100 59192659 1909383 SOLE X 0 0
RENAISSANCERE HOLDINGS G7496G103 18967059 349000 SOLE X 0 0
SANTA FE INTERNATIONAL CORP SHS G7805C108 2703750 60000 SOLE X 0 0
TRANSOCEAN SEDCO FOREX INC SHS G90078109 12673025 216171 SOLE X 0 0
BACKWEB TECHNOLOGIES LTD SHS M15633106 4541250 1316304 SOLE X 0 0
CAMTEK LTD SHS M20791105 5125283 607441 SOLE X 0 0
COMMTOUCH SOFTWARE LIMITED SHS M25596103 1860685 98254 SOLE X 0 0
ECTEL LTD SHS M29925100 1427465 71597 SOLE X 0 0
E SIM LTD SHS M40990109 1680593 237960 SOLE X 0 0
FUNDTECH LTD SHS M47095100 18515949 776045 SOLE X 0 0
GALILEO TECHNOLOGY LTD SHS M47298100 10240232 322527 SOLE X 0 0
MIND CTI COM M70240102 3457537 291161 SOLE X 0 0
ORBOTECH LTD COM M75253100 14278496 261093 SOLE X 0 0
RADVIEW SOFTWARE LTD SHS M81867109 2691221 406222 SOLE X 0 0
RADVISION LTD SHS M81869105 2734836 97023 SOLE X 0 0
RADWARE LTD COM M81873107 4069260 135642 SOLE X 0 0
TTI TEAM TELECOME SHS M88258104 8487940 416586 SOLE X 0 0
CNH GLOBAL N V SHS N20935107 1563000 156300 SOLE X 0 0
INDIGO N44495104 5650556 844943 SOLE X 0 0
SAPIENS INTL CORP NV N7716A102 4278682 1104176 SOLE X 0 0
ELAMEX S A DE C V ORD P36209107 1692188 570000 SOLE X 0 0
ADC TELECOMMUNICATIONS INC COM 886101 13005489 483644 SOLE X 0 0
AFLAC INC COM 1055102 64402463 1006633 SOLE X 0 0
AES CORP COM 00130H105 13301947 194189 SOLE X 0 0
AMR CORP DEL COM 1765106 49090482 1501709 SOLE X 0 0
AT + T CORP COM 1957109 88827081 3023952 SOLE X 0 0
AT+T CORP COM LIBERTY 1957208 237209125 13211509 SOLE X 0 0
MEDIA GRP CL A
AT+T WIRELESS GROUP COM 1957406 11571733 554309 SOLE X 0 0
AXA FINL INC COM 2451102 18471517 362631 SOLE X 0 0
ABBOTT LABS COM NPV 2824100 222789569 4692880 SOLE X 0 0
ACNIELSON CORP COM 4833109 7481340 314177 SOLE X 0 0
ACXIOM CORP COM 5125109 6100064 192128 SOLE X 0 0
ADAPTEC INC COM 00651F108 222000 11100 SOLE X 0 0
ADELPHIA COMMUNICATIONS CORP CL A 6848105 7406009 267422 SOLE X 0 0
ADOBE SYS INC COM 00724F101 4836348 31152 SOLE X 0 0
ADVANCED MICRO DEVICES INC COM 7903107 712247 30148 SOLE X 0 0
AETNA INC COM 8117103 2987548 51454 SOLE X 0 0
AFTERMARKET TECHNOLOGY CORP COM 8318107 9783130 2038152 SOLE X 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 6561980 134089 SOLE X 0 0
AIR PRODS + CHEMS INC COM 9158106 3483720 96770 SOLE X 0 0
AIRGAS INC COM 9363102 4718291 687306 SOLE X 0 0
ALBERTO CULVER CO CL A 13068200 1854625 74000 SOLE X 0 0
ALBERTSONS INC COM 13104104 933450 44450 SOLE X 0 0
ALCAN ALUM LTD COM 13716105 671697 23212 SOLE X 0 0
ALCOA INC COM 13817101 9680588 382443 SOLE X 0 0
ALLEGHANY CORP DEL COM 17175100 29465881 150383 SOLE X 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 185256 10221 SOLE X 0 0
ALLERGAN INC COM 18490102 11731409 138936 SOLE X 0 0
ALLSTATE CORP COM 20002101 34720810 999160 SOLE X 0 0
ALLTEL CORP COM 20039103 3506217 67185 SOLE X 0 0
ALTERA CORP 21441100 1241500 26000 SOLE X 0 0
ALZA CORP COM 22615108 896832 10368 SOLE X 0 0
AMBASSADORS INTL INC COM 23178106 3737500 200000 SOLE X 0 0
AMERADA HESS CORP COM NPV 23551104 653779 9767 SOLE X 0 0
AMERICA ONLINE INC DEL COM 02364J104 30781335 572676 SOLE X 0 0
AMERICAN ELEC PWR INC COM 25537101 2266903 57940 SOLE X 0 0
AMERICAN EXPRESS CO COM 25816109 266814524 4395540 SOLE X 0 0
AMERICAN GEN CORP COM 26351106 6499194 83323 SOLE X 0 0
AMERICAN HOME PRODUCTS CORP COM 26609107 107774064 1906874 SOLE X 0 0
AMERICAN INTL GROUP INC COM 26874107 350792662 3674690 SOLE X 0 0
AMERICAN PWR CONVERSION CORP COM 29066107 727206 37900 SOLE X 0 0
AMERISOURCE HEALTH CORP CL A 03071P102 27589000 587000 SOLE X 0 0
AMETEK AEROSPACE PRODS INC COM 31100100 3038288 143400 SOLE X 0 0
AMGEN INC COM 31162100 117360012 1680688 SOLE X 0 0
ANADARKO PETE CORP COM 32511107 96279953 1454653 SOLE X 0 0
ANALOG DEVICES INC COM 32654105 336033206 4070961 SOLE X 0 0
ANHEUSER BUSCH COS INC COM 35229103 83909488 1983059 SOLE X 0 0
ANTEC CORP COM 03664P105 850043 28815 SOLE X 0 0
ANTENNA TV SA SPONSORED ADR 03672N100 3862848 175584 SOLE X 0 0
AON CORP COM 37389103 14737080 375467 SOLE X 0 0
APACHE CORP COM 37411105 580312 9815 SOLE X 0 0
APPLE COMPUTER COM NPV 37833100 851810 33080 SOLE X 0 0
APPLIED MATERIALS INC COM 38222105 187557126 3165232 SOLE X 0 0
APPLIEDTHEORY CORP COM 03828R104 398125 65000 SOLE X 0 0
ARACRUZ CELULOSE S A SPONSORED ADR 38496204 1322251 79834 SOLE X 0 0
ASHLAND INC COM 44204105 3705625 110000 SOLE X 0 0
AT HOME CORP COM SER A 45919107 353125 25000 SOLE X 0 0
ASSOCIATES FIRST CAP CORP CL A 46008108 122928615 3234982 SOLE X 0 0
ATMEL CORP COM 49513104 18315183 1205938 SOLE X 0 0
AUTOLIV COM 52800109 962832 49376 SOLE X 0 0
AUTOMATIC DATA PROCESSING INC COM 53015103 284571858 4267167 SOLE X 0 0
AUTOZONE INC COM 53332102 342536 15098 SOLE X 0 0
AVERY DENNISON CORP COM 53611109 12301525 265262 SOLE X 0 0
AVON PRODS INC COM 54303102 50028362 1223879 SOLE X 0 0
AXA SA SPONSORED ADR 54536107 3682530 56928 SOLE X 0 0
AXCELIS TECHNOLOGIES INC COM 54540109 8648954 728333 SOLE X 0 0
BB+T CORP COM 54937107 973791 32325 SOLE X 0 0
BP AMOCO PLC SPONSORED ADR 55622104 115379308 2177155 SOLE X 0 0
BMC SOFTWARE INC COM 55921100 4721963 246900 SOLE X 0 0
BAKER HUGHES INC COM 57224107 90216295 2433244 SOLE X 0 0
BANK AMER CORP COM 60505104 213768636 4081370 SOLE X 0 0
BANK NEW YORK INC COM 64057102 54607622 974049 SOLE X 0 0
BANK ONE CORP COM 06423A103 73896096 1915011 SOLE X 0 0
BARD C R INC COM 67383109 217799 5155 SOLE X 0 0
BARRICK GOLD CORP COM 67901108 42962493 2817242 SOLE X 0 0
BAUSCH + LOMB INC COM 71707103 246474 6330 SOLE X 0 0
BAXTER INTL INC COM 71813109 37481387 469618 SOLE X 0 0
BEA SYS INC COM 73325102 49676463 637900 SOLE X 0 0
BEAR STEARNS COS INC COM 73902108 1237131 19637 SOLE X 0 0
BECTON DICKINSON + CO COM 75887109 1831088 69261 SOLE X 0 0
BED BATH + BEYOND INC COM 75896100 1888176 77414 SOLE X 0 0
BELLSOUTH CORP COM 79860102 14657682 364166 SOLE X 0 0
BERKSHIRE HATHAWAY INC DEL CL B 84670207 80469953 38899 SOLE X 0 0
BEST BUY CO INC COM STK USD0.10 86516101 3409664 53590 SOLE X 0 0
BESTFOODS COM 08658U101 46473428 638810 SOLE X 0 0
BIOGEN INC COM 90597105 1466318 24038 SOLE X 0 0
BIOMET INC COM 90613100 632625 18075 SOLE X 0 0
BIOVAIL CORP COM 09067J109 6647255 81624 SOLE X 0 0
BLACK + DECKER CORPORATION COM 91797100 338046 9888 SOLE X 0 0
BLACK BOX CORP COM 91826107 801950 17200 SOLE X 0 0
BLACKROCK INC CL A 09247X101 27763712 867616 SOLE X 0 0
BLOCK H + R INC COM 93671105 387674 10460 SOLE X 0 0
BOEING CO COM 97023105 122871539 1950297 SOLE X 0 0
BOSTON SCIENTIFIC CORP COM 101137107 661872 40266 SOLE X 0 0
BOWATER INC COM 102183100 59701676 1285632 SOLE X 0 0
BRASIL TELECOM PARTICIPACOES SPONSORED ADR 105530109 3087716 53008 SOLE X 0 0
REPSTG PFD SHS
BRILLIANCE CHINA AUTOMOTIVE SPONSORED ADR 10949Q105 10014584 328347 SOLE X 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 277220533 4856070 SOLE X 0 0
BROADCOM CORP CL A 111320107 8623875 35380 SOLE X 0 0
BROADWING INC COM 111620100 214467535 10487410 SOLE X 0 0
BROWN FORMAN CORP CLASS B 115637209 395186 7218 SOLE X 0 0
BURLINGTON NORTHN SANTA FE COM 12189T104 86557198 4014225 SOLE X 0 0
BURLINGTON RES INC COM 122014103 71912517 1953521 SOLE X 0 0
C CUBE MICROSYSTEMS INC NEW COM 12501N108 3132708 152815 SOLE X 0 0
CIGNA CORP COM 125509109 3137324 30051 SOLE X 0 0
CNF TRANSN INC COM 12612W104 416075 18700 SOLE X 0 0
CP + L ENERGY INC COM 12614C106 695848 16692 SOLE X 0 0
CVS CORP COM 126650100 159954300 3456123 SOLE X 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 126924109 1290994 53100 SOLE X 0 0
CACHEFLOW INC COM 126946102 11261250 78750 SOLE X 0 0
CABOT CORP COM 127055101 5545313 175000 SOLE X 0 0
CADENCE DESIGN SYS INC COM 127387108 7169253 279095 SOLE X 0 0
CALPINE CORP COM 131347106 40101595 384219 SOLE X 0 0
CAMPBELL SOUP CO COM 134429109 1169110 45183 SOLE X 0 0
CANADIAN PAC LTD NEW COM 135923100 60446969 2324920 SOLE X 0 0
CAPITAL ONE FINL CORP COM 14040H105 3463610 49436 SOLE X 0 0
CARDINAL HEALTH INC COM 14149Y108 498597883 5664794 SOLE X 0 0
CAREMARK RX INC COM 141705103 2552625 226900 SOLE X 0 0
CARNIVAL CORP COM 143658102 56816728 2306254 SOLE X 0 0
CATALINA MARKETING CORP COM 148867104 187732944 5004612 SOLE X 0 0
CATALYTICA INC COM 148885106 13694992 1106666 SOLE X 0 0
CATERPILLAR INC COM 149123101 1884026 55823 SOLE X 0 0
CELL GENESYS INC COM 150921104 1110000 37000 SOLE X 0 0
CELESTICA INC SUB VTG SHS 15101Q108 134152795 1938732 SOLE X 0 0
CENDANT CORP COM 151313103 1828381 168127 SOLE X 0 0
CENTEX CORP COM 152312104 202516 6304 SOLE X 0 0
CENTURYTEL INC COM 156700106 392346 14398 SOLE X 0 0
CERIDIAN CORP COM 15677T106 423267 15083 SOLE X 0 0
CHARLES + COLVARD LTD COM 159765106 1882046 542737 SOLE X 0 0
CHASE MANHATTAN CORP NEW COM 16161A108 155474654 3366117 SOLE X 0 0
CHEVRON CORP COM 166751107 68254117 800645 SOLE X 0 0
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 5103911 157346 SOLE X 0 0
CHUBB CORP COM 171232101 112613964 1423185 SOLE X 0 0
CINERGY CORP COM 172474108 543680 16444 SOLE X 0 0
CIRCUIT CITY STORES INC COM 172737108 1734890 75430 SOLE X 0 0
CISCO SYS INC COM 17275R102 587642772 10649308 SOLE X 0 0
CIRRUS LOGIC INC COM 172755100 337013 8360 SOLE X 0 0
CITIGROUP INC COM 172967101 1087722957 20156089 SOLE X 0 0
CITRIX SYS INC COM 177376100 292913 14600 SOLE X 0 0
CLEAR CHANNEL COMMUNICATIONS COM 184502102 4723796 83607 SOLE X 0 0
CLOROX CO COM 189054109 2303922 58235 SOLE X 0 0
COASTAL CORP COM 190441105 1610885 21732 SOLE X 0 0
COBALT NETWORKS INC COM 19074R101 6600933 114055 SOLE X 0 0
COCA COLA CO COM 191216100 40724696 738770 SOLE X 0 0
COCA COLA ENTERPRISES INC COM STK 191219104 470077 29495 SOLE X 0 0
COCA COLA FEMSA S A CV ADR 191241108 3162460 158123 SOLE X 0 0
COFLEXIP SPONSORED ADR 192384105 39629677 637104 SOLE X 0 0
COLGATE PALMOLIVE CO COM 194162103 112909548 2393649 SOLE X 0 0
COLUMBIA ENERGY GROUP COM 197648108 610742 8602 SOLE X 0 0
COMCAST CORP CL A 200300101 783804 19264 SOLE X 0 0
COMCAST CORP CL A SPL 200300200 333054334 8151739 SOLE X 0 0
COMDISCO INC COM 200336105 16622824 872017 SOLE X 0 0
COMERICA INC COM 200340107 18859067 322722 SOLE X 0 0
COMPANHIA PARANAENSE DE ENERG SPONSORED ADR 20441B407 1721945 194022 SOLE X 0 0
REPSTG PFD SHS
COMPANHIA DE BEBIDAS DAS AMERS SPONSORED ADR 20441W203 4831016 218351 SOLE X 0 0
REPSTG PFD SHD
COMPANIA ANON NACL TELE DE VEZ SPON ADR REPST 7 204421101 2646337 108290 SOLE X 0 0
CL D SHRS
COMPANIA DE TELECOM DE CHILE SPONSORED ADR 204449300 1046236 60215 SOLE X 0 0
NEW
COMPAQ COMPUTER CORP COM 204493100 41778175 1514677 SOLE X 0 0
COMPUTER ASSOC INTL INC COM 204912109 1738391 69018 SOLE X 0 0
COMPUTER SCIENCES CORP COM 205363104 8722296 117472 SOLE X 0 0
COMVERSE TECHNOLOGY INC COM NEW 205862402 22302432 206504 SOLE X 0 0
CONAGRA INC COM 205887102 1009224 50304 SOLE X 0 0
CONOCO INC CL A 208251306 4399032 168384 SOLE X 0 0
CONOCO INC CL B 208251405 88390485 3281380 SOLE X 0 0
CONSOLIDATED EDISON INC COM 209115104 835755 24491 SOLE X 0 0
CONSTELLATION ENERGY GROUP INC COM 210371100 23161113 465550 SOLE X 0 0
CONTINENTAL AIRLS INC COM CL B 210795308 32337453 711680 SOLE X 0 0
CONVERGYS CORP COM 212485106 2687925 68981 SOLE X 0 0
COOPER INDS INC COM 216669101 9892701 280644 SOLE X 0 0
COORS ADOLPH CO CLASS B COM 217016104 253761 4016 SOLE X 0 0
CORNING INC COM 219350105 7557759 25447 SOLE X 0 0
COSTCO WHSL CORP NEW COM 22160K105 31612671 904816 SOLE X 0 0
COUNTRYWIDE CR INDS INC COM 222372104 31814566 843512 SOLE X 0 0
COVAD COMMUNICATIONS GROUP INC COM 222814204 936250 70000 SOLE X 0 0
CREE INC COM 225447101 159495000 1372000 SOLE X 0 0
CROMPTON CORP COM 227116100 2520102 320013 SOLE X 0 0
CROWN CORK + SEAL INC COM 228255105 479612 44876 SOLE X 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 12147721 292276 SOLE X 0 0
DSP GROUP INC COM 23332B106 7914343 211755 SOLE X 0 0
DTE ENERGY CO COM 233331107 2105624 55049 SOLE X 0 0
DANAHER CORP COM 235851102 690480 13879 SOLE X 0 0
DARDEN RESTAURANTS INC COM 237194105 302156 14518 SOLE X 0 0
DECODE GENETICS INC COM 243586104 3232284 125831 SOLE X 0 0
DEERE + CO COM 244199105 34255010 1030212 SOLE X 0 0
DELL COMPUTER CORP COM 247025109 314699241 10208391 SOLE X 0 0
DELPHI AUTOMOTIVE SYS CORP COM 247126105 20820410 1376556 SOLE X 0 0
DELTA AIR LINES INC DE COM 247361108 50127594 1129583 SOLE X 0 0
DENTSPLY INTL INC NEW 249030107 42644383 1222734 SOLE X 0 0
DESC S A DE C V SPONSORED ADR 250309101 18454529 1787395 SOLE X 0 0
REPSTG SER C SHS
DEVON ENERGY CORPORATION NEW COM 25179M103 33145597 551049 SOLE X 0 0
DILLARDS INC CL A 254067101 1000875 94200 SOLE X 0 0
DISNEY WALT CO DISNEY COM 254687106 277402817 7256335 SOLE X 0 0
DOMINION RES INC VA NEW COM 25746U109 46615264 802850 SOLE X 0 0
DOVER CORP COM 260003108 430767649 9188046 SOLE X 0 0
DOW CHEM CO COM 260543103 23478927 941538 SOLE X 0 0
DOW JONES + CO INC COM 260561105 628293 10385 SOLE X 0 0
DU PONT E I DE NEMOURS + CO COM 263534109 60733285 1465704 SOLE X 0 0
DUKE ENERGY CO COM STK NPV 264399106 258608057 3015960 SOLE X 0 0
DYNEGY INC NEW CL A 26816Q101 41779993 732976 SOLE X 0 0
ECI TELECOM LTD ORD 268258100 164728100 5379323 SOLE X 0 0
E M C CORP MASS COM 268648102 503480222 5089464 SOLE X 0 0
EARTHLINK INC COM 270321102 4314501 472822 SOLE X 0 0
EASTERN ENTERPRISES COM 27637F100 14278238 223753 SOLE X 0 0
EASTMAN KODAK CO COM 277461109 9091458 222421 SOLE X 0 0
EATON CORP COM 278058102 62211677 1009523 SOLE X 0 0
EBAY INC COM 278642103 1030313 15000 SOLE X 0 0
ECOLAB INC COM 278865100 1731721 48020 SOLE X 0 0
EDISON INTL COM 281020107 1619566 83861 SOLE X 0 0
EDWARDS A G INC COM 281760108 14812912 283162 SOLE X 0 0
EL PASO ENERGY CORP DEL COM 283905107 204297061 3314822 SOLE X 0 0
ELECTRONIC DATA SYS CORP NEW COM 285661104 4083642 98401 SOLE X 0 0
ELETRONICS FOR IMAGING INC 286082102 618625 24500 SOLE X 0 0
ELEPHANT + CASTLE GROUP INC COM NEW 286199203 2000000 649860 SOLE X 0 0
EMBRAER EMPRESA BRASILEIRA DE SPNSRD ADR 29081M102 47700584 1539709 SOLE X 0 0
REPSTG PFD SHS
EMBRATEL PARTICIPACOES S A SPONSORED ADR 29081N100 1813685 98037 SOLE X 0 0
REPSTG PFD
EMERSON ELEC CO COM 291011104 237941744 3551888 SOLE X 0 0
ENERGIZER HLDGS INC COM 29266R108 68646249 2802770 SOLE X 0 0
ENGELHARD CORP COM 292845104 664056 40865 SOLE X 0 0
ENRON CORP COM 293561106 68966916 787058 SOLE X 0 0
ENTERGY CORP COM 29364G103 956617 25681 SOLE X 0 0
EQUIFAX INC COM 294429105 291440029 10814956 SOLE X 0 0
EXODUS COMMUNICATIONS INC COM 302088109 3752500 76000 SOLE X 0 0
EXPRESS SCRIPTS INC CL A 302182100 1929075 26700 SOLE X 0 0
EXXON MOBIL CORP COM 30231G102 618879556 6945362 SOLE X 0 0
FPL GROUP INC COM 302571104 4168813 63404 SOLE X 0 0
FEDERAL HOME LN MTG CORP COM FORMERLY SR 313400301 10210028 188856 SOLE X 0 0
PART PFD
FEDERAL NATL MTG ASSN COM 313586109 411204004 5757747 SOLE X 0 0
FEDERATED DEPT STORES INC DEL COM 31410H101 19060565 729591 SOLE X 0 0
FEDEX CORP COM 31428X106 1368820 30871 SOLE X 0 0
FIDELITY NATL FINL INC COM 316326107 66173116 2678446 SOLE X 0 0
FIFTH THIRD BANCORP COM STK 316773100 2535088 47055 SOLE X 0 0
FIRST DATA CORP COM 319963104 496440814 12712787 SOLE X 0 0
FIRST UN CORP COM 337358105 5564543 172879 SOLE X 0 0
FIRSTAR CORP WIS COM 33763V109 3621011 161833 SOLE X 0 0
FIRSTENERGY CORP COM 337932107 642594 23855 SOLE X 0 0
FLEETBOSTON FINL CORP COM 339030108 140413813 3600330 SOLE X 0 0
FLORIDA PROGRESS CORP COM 341109106 535569 10117 SOLE X 0 0
FLUOR CORP COM 343861100 405390 13513 SOLE X 0 0
FOCAL INC COM 343909107 1277662 586588 SOLE X 0 0
FOMENTO ECONOMICO MEXICANO SPONSADR RPSTG 344419106 2332356 59804 SOLE X 0 0
UNIT 1 SER B
FORD MTR CO DEL COM PAR USD0.01 345370860 21386199 844887 SOLE X 0 0
FORT JAMES CORP COM 347471104 203180 6648 SOLE X 0 0
FORTUNE BRANDS INC COM 349631101 470693 17762 SOLE X 0 0
FOX ENTMT GROUP INC CL A 35138T107 270300 10200 SOLE X 0 0
FRANKLIN RES INC COM 354613101 13829282 311260 SOLE X 0 0
FREEPORT MCMORAN COPPER + GOLD CL B 35671D857 232914 26430 SOLE X 0 0
FURNITURE BRANDS INTL INC COM 360921100 1100575 66200 SOLE X 0 0
GATX COM 361448103 11482041 274198 SOLE X 0 0
GPU INC COM 36225X100 429278 13234 SOLE X 0 0
GANNETT INC COM 364730101 134411380 2535625 SOLE X 0 0
GAP INC COM 364760108 4918832 244414 SOLE X 0 0
GATEWAY INC COM 367626108 1510586 32312 SOLE X 0 0
GENENTECH INC COM 368710406 22584985 121629 SOLE X 0 0
GENERAL COMMUNICATION INC 369385109 3828694 535014 SOLE X 0 0
GENERAL DYNAMICS CORP COM 369550108 56711104 902859 SOLE X 0 0
GENERAL ELEC CO COM 369604103 5747539320 99628010 SOLE X 0 0
GENERAL MLS INC COM 370334104 44699950 1259141 SOLE X 0 0
GENERAL MTRS CORP COM 370442105 9547980 146892 SOLE X 0 0
GENUINE PARTS CO COM 372460105 373492 19593 SOLE X 0 0
GEORGIA PAC CORP COM 373298108 443187 18859 SOLE X 0 0
GETTHERE INC COM 374266104 11548912 652942 SOLE X 0 0
GILLETTE CO COM 375766102 114379661 3701095 SOLE X 0 0
GLOBAL LT TELECOMMUNICATIONS COM 37934X100 4672178 907219 SOLE X 0 0
GLOBAL TELESYSTEMS INC CDT COM 37936U104 337406 73952 SOLE X 0 0
GOLDEN WEST FINL CORP DEL COM 381317106 925836 17265 SOLE X 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 67562962 592988 SOLE X 0 0
GRAINGER W W INC COM 384802104 274887 10447 SOLE X 0 0
GRIC COMMUNICATIONS INC COM 398081109 2499989 357142 SOLE X 0 0
GRUPO TELEVISION SA DE CV SPONSORED ADR 40049J206 67351691 1167941 SOLE X 0 0
REPSTG ORD PARTN
GRUPO ELEKTRAS A DE C V GLOBAL 40050A102 2762287 290767 SOLE X 0 0
DEPOSITORY RCPT
REP
GRUPO IUSACELL S A DE C V NEW SPONSORED ADR 40050B100 1923228 161956 SOLE X 0 0
REPSTG SER V SHS
GUIDANT CORP COM 401698105 4329397 61247 SOLE X 0 0
HCA HEALTHCARE CO COM 404119109 2196835 59174 SOLE X 0 0
HALLIBURTON CO COM 406216101 73340282 1498663 SOLE X 0 0
HARCOURT GEN INC COM 41163G101 439137 7443 SOLE X 0 0
HARLEY DAVIDSON INC COM 412822108 1436968 30015 SOLE X 0 0
HARRAHS ENTMT INC COM 413619107 361268 13137 SOLE X 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 158738378 2176340 SOLE X 0 0
HASBRO INC COM 418056107 2289067 200137 SOLE X 0 0
HEINZ H J CO COM 423074103 38925737 1050270 SOLE X 0 0
HELLENIC TELECOMMUNICATIONS SPONSORED ADR 423325307 22537788 2435346 SOLE X 0 0
HELLER FINL INC CL A 423328103 3798813 133000 SOLE X 0 0
HERSHEY FOODS CORP COM 427866108 805326 14879 SOLE X 0 0
HEWLETT PACKARD CO COM 428236103 38390563 395779 SOLE X 0 0
HILTON HOTELS CORP COM 432848109 30077189 3173633 SOLE X 0 0
HISPANIC BROADCASTING CORP COM 43357B104 602407 21611 SOLE X 0 0
HOME DEPOT INC COM 437076102 312925668 5905346 SOLE X 0 0
HONEYWELL INTL INC COM 438516106 94607994 2652401 SOLE X 0 0
HOUSEHOLD INTL INC COM 441815107 4676262 82583 SOLE X 0 0
HUANENG POWER INTL INC SPONSORED ADR 443304100 5365104 335319 SOLE X 0 0
SER N SHS
HUBBELL INC CL A COM 443510102 1527500 65000 SOLE X 0 0
HUBBELL INC CLB 443510201 71767284 2857448 SOLE X 0 0
IMS HEALTH INC COM 449934108 691577 33329 SOLE X 0 0
ITC DELTACOM COM 45031T104 481092 16071 SOLE X 0 0
IXL ENTERPRISES INC COM 450718101 1339078 306075 SOLE X 0 0
ITT INDS INC COM 450911102 13530784 417134 SOLE X 0 0
ILLINOIS TOOL WKS INC COM 452308109 9349005 167320 SOLE X 0 0
IMAGEWARE SYS INC COM 45245S108 1375000 100000 SOLE X 0 0
IMAGEWARE SYS INC WT EXP 31MAR2005 45245S116 500000 100000 SOLE X 0 0
IMPSAT CORP COM 45321T103 1063766 96706 SOLE X 0 0
INDUSTRI MATEMATIK INTL CORP COM 455792101 267039 66500 SOLE X 0 0
INDUSTRIE NATUZZI SPA ADR 456478106 1844213 151320 SOLE X 0 0
INDYMAC BANCORP INC COM 456607100 3489456 169700 SOLE X 0 0
INFONET SVCS CORP CL B 45666T106 158353 14992 SOLE X 0 0
INGERSOLL RAND CO COM 456866102 39436100 1164156 SOLE X 0 0
INTEL CORP COM 458140100 700917723 16871294 SOLE X 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 173965793 1546309 SOLE X 0 0
INTERNATIONAL PAPER CO COM 460146103 30911375 1077523 SOLE X 0 0
INTERPUBLIC GROUP COS INC COM 460690100 283660502 8331005 SOLE X 0 0
INTERSTATE HOTRLS MGMT INC COM 46088R108 64853 30519 SOLE X 0 0
INTERWORLD CORP COM 46114Q108 4000000 470588 SOLE X 0 0
INTUIT COM 461202103 18566439 325727 SOLE X 0 0
ISHARES INC MSCI AUSTRALIA 464286103 157995 16631 SOLE X 0 0
INDEX FD
ISHARES INC MSCI CDA INDEX 464286509 550137 34117 SOLE X 0 0
FD
ISHARES INC MSCI EMU INDEX 464286608 1789061 24805 SOLE X 0 0
FD
ISHARES INC MSCI UNITED 464286699 1657191 92710 SOLE X 0 0
KINGDOM INDEX FD
ISHARES INC MSCI FRANCE 464286707 1495667 60431 SOLE X 0 0
INDEX FD
ISHARES INC MSCI TAIWAN 464286731 173158 12259 SOLE X 0 0
INDEX FD
ISHARES INC MSCI SOUTH KOREA 464286772 191293 11682 SOLE X 0 0
INDEX FD
ISHARES INC MSCI GERMANY 464286806 945868 48977 SOLE X 0 0
INDEX FD
ISHARES INC MSCI NETHERLANDS 464286814 591458 26287 SOLE X 0 0
INDEX FD
ISHARES INC MSCI JAPAN INDEX 464286848 1727959 130412 SOLE X 0 0
FD
ISHARES INC MSCI ITALY INDEX 464286855 236470 11128 SOLE X 0 0
FD
ISHARES INC MSCI HONG KONG 464286871 185306 15283 SOLE X 0 0
INDEX FD
ISPAT INTL N V CL A NY REGISTRY 464899103 18576035 3708485 SOLE X 0 0
SH
IVAX CORP 465823102 2351106 51111 SOLE X 0 0
IVILLAGE INC COM 46588H105 253018 65295 SOLE X 0 0
IXYS CORP DEL COM 46600W106 608295 23284 SOLE X 0 0
JDS UNIPHASE CORP COM 46612J101 14306713 151094 SOLE X 0 0
JACOBS ENGR GROUP INC COM 469814107 12866138 319160 SOLE X 0 0
JEFFERSON PILOT CORP COM 475070108 1821969 26843 SOLE X 0 0
JOHNSON + JOHNSON COM 478160104 325414130 3468992 SOLE X 0 0
JOHNSON CTLS INC COM 478366107 1760134 33093 SOLE X 0 0
JONES APPAREL GROUP INC COM 480074103 26356132 994571 SOLE X 0 0
KLA TENCOR CORP COM 482480100 730666 17740 SOLE X 0 0
KEEBLER FOODS CO COM 487256109 11256756 268018 SOLE X 0 0
KELLOGG CO COM 487836108 1426192 58964 SOLE X 0 0
KEMET CORP COM 488360108 541450 19600 SOLE X 0 0
KERR MCGEE CORP COM 492386107 615926 9297 SOLE X 0 0
KEYCORP NEW COM 493267108 1157794 45740 SOLE X 0 0
KIMBERLY CLARK CORP COM 494368103 38980734 698423 SOLE X 0 0
KMART FING I TR CONV PFD SECS 498778208 2474438 79500 SOLE X 0 0
KNIGHT RIDDER INC COM 499040103 44700622 879721 SOLE X 0 0
KOHLS CORP COM 500255104 1890304 32768 SOLE X 0 0
KOREA TELECOM SPONSORED ADR 50063P103 35309670 1049744 SOLE X 0 0
KOREA ELEC PWR CORP SPONSORED ADR 500631106 1422794 108922 SOLE X 0 0
KROGER CO COM 501044101 27499965 1218835 SOLE X 0 0
LSI LOGIC CORP COM 502161102 873815 29874 SOLE X 0 0
LAUDER ESTEE COS INC CL A 518439104 249050 6800 SOLE X 0 0
LEAR CORP COM 521865105 1357125 66000 SOLE X 0 0
LEGGETT + PLATT INC COM 524660107 335225 21200 SOLE X 0 0
LEHMAN BROTHERS HLDGS INC COM 524908100 168780585 1142343 SOLE X 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 545737 7076 SOLE X 0 0
LEXMARK INTL INC CL A 529771107 1195575 31882 SOLE X 0 0
LILLY ELI + CO COM 532457108 248132496 3058545 SOLE X 0 0
LIMITED INC COM 532716107 970000 43966 SOLE X 0 0
LINCARE HLDGS INC COM 532791100 83137763 2899510 SOLE X 0 0
LINCOLN NATL CORP IN COM 534187109 1682691 34965 SOLE X 0 0
LIZ CLAIBORNE INC COM 539320101 269231 6993 SOLE X 0 0
LOEWS CORP COM 540424108 60061758 720176 SOLE X 0 0
LOWES COS INC USD0.50 548661107 138538938 3087111 SOLE X 0 0
LUCENT TECHNOLOGIES INC COM 549463107 22844949 747483 SOLE X 0 0
MBNA CORP COM 55262L100 11059087 287249 SOLE X 0 0
MGIC INVT CORP WIS COM 552848103 3937734 64421 SOLE X 0 0
MAGIC SOFTWARE ENTERPRISES LTD ORD 559166103 3864571 506829 SOLE X 0 0
MATAV RT ADR 559776109 2247815 95398 SOLE X 0 0
MANDALAY RESORT GROUP COM 562567107 1050625 41000 SOLE X 0 0
MANITOWOC INC COM 563571108 244475 12700 SOLE X 0 0
MANOR CARE INC NEW COM 564055101 4398963 280412 SOLE X 0 0
MARCHFIRST INC COM 566244109 408816 26060 SOLE X 0 0
MARIMBA INC COM 56781Q109 488750 40000 SOLE X 0 0
MARSH + MCLENNAN COS INC COM 571748102 171333653 1295548 SOLE X 0 0
MARRIOTT INTL INC NEW CL A 571903202 1920074 52695 SOLE X 0 0
MARTIN MARIETTA MATLS INC COM 573284106 64683273 1689801 SOLE X 0 0
MASCO CORP COM 574599106 2199855 118113 SOLE X 0 0
MATRIXONE INC COM 57685P304 4968560 124214 SOLE X 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1793756 22300 SOLE X 0 0
MAY DEPT STORES CO COM 577778103 983242 47963 SOLE X 0 0
MAYTAG CORP COM 578592107 309817 9974 SOLE X 0 0
MCDONALDS CORP COM 580135101 225184622 7459532 SOLE X 0 0
MCGRAW HILL COS INC COM 580645109 14641940 230355 SOLE X 0 0
MEAD CORP COM 582834107 529888 22669 SOLE X 0 0
MEDIMMUNE INC COM 584699102 2516110 32571 SOLE X 0 0
MEDTRONIC INC COM 585055106 32966860 636283 SOLE X 0 0
MELLON FINL CORP COM 58551A108 2520337 54347 SOLE X 0 0
MERCK + CO INC COM 589331107 755233030 10151255 SOLE X 0 0
MERCURY INTERACTIVE CORP COM 589405109 1859525 11863 SOLE X 0 0
MERRILL LYNCH + CO INC COM 590188108 10396188 157518 SOLE X 0 0
METLIFE INC COM 59156R108 35173897 1343113 SOLE X 0 0
METROMEDIA INTER. GRP, INC COM 591695101 1333889 356655 SOLE X 0 0
METTLER TOLEDO INTL INC COM 592688105 26962892 612793 SOLE X 0 0
MICROSOFT CORP COM 594918104 690181210 11442527 SOLE X 0 0
MICROVISION INC WASH COM 594960106 9546875 250000 SOLE X 0 0
MICRON TECHNOLOGY INC COM 595112103 93873654 2040489 SOLE X 0 0
MILLIPORE CORP COM 601073109 612492 12645 SOLE X 0 0
MINIMED INC COM 60365K108 6280381 70270 SOLE X 0 0
MINNESOTA MNG + MFG CO COM 604059105 7798933 85585 SOLE X 0 0
MIRAE CORP SPONSORED ADR 60461U109 669080 140859 SOLE X 0 0
MOBILE TELESYSTEMS SPONSORED ADR 607409109 8783861 346162 SOLE X 0 0
MOLEX INC COM 608554101 1163602 21375 SOLE X 0 0
MOLEX INC CL A 608554200 285047134 6894540 SOLE X 0 0
MONTANA PWR CO COM 612085100 17272931 517541 SOLE X 0 0
MORGAN J P + CO INC COM 616880100 42442135 259779 SOLE X 0 0
MORGAN STANLEY DEAN WITTER+CO COM NEW 617446448 364437307 3985809 SOLE X 0 0
MOTOROLA INC COM 620076109 163650369 5792778 SOLE X 0 0
NTL INC COM 629407107 178790413 3865474 SOLE X 0 0
NABORS INDUSTRIES INC COM 629568106 169050604 3230803 SOLE X 0 0
NATIONAL CITY CORP COM 635405103 1422107 64276 SOLE X 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 673181 16725 SOLE X 0 0
NATIONWIDE FINL SVCS INC CL A 638612101 2463312 65908 SOLE X 0 0
NAVISTAR INTL CORP INC COM 63934E108 240698 8040 SOLE X 0 0
NEIMAN MARCUS GROUP CL A 640204202 6172856 190300 SOLE X 0 0
NETWORK APPLIANCE INC COM 64120L104 3817174 29968 SOLE X 0 0
NEW YORK TIMES CO CL A 650111107 1798508 45749 SOLE X 0 0
NEWELL RUBBERMAID INC COM 651229106 655563 28737 SOLE X 0 0
NEWMONT MNG CORP COM 651639106 63197908 3717524 SOLE X 0 0
NEWS CORP LTD ADR NEW 652487703 1082006 19300 SOLE X 0 0
NEWS CORP LTD SPNSRD ADR REP 652487802 1809375 38600 SOLE X 0 0
PFD LTD VTG ORD
NEXTEL COMMUNICATIONS INC CL A 65332V103 9558552 204461 SOLE X 0 0
NIAGARA MOHAWK HLDGS INC COM 653520106 306747 19476 SOLE X 0 0
NICE SYS LTD SPONSORED ADR 653656108 3339648 46384 SOLE X 0 0
NICOR INC COM 654086107 203157 5614 SOLE X 0 0
NIKE INC CL B 654106103 2501703 62445 SOLE X 0 0
NOBLE AFFILIATES INC COM 654894104 2179238 58700 SOLE X 0 0
NOKIA CORP SPONSORED ADR 654902204 12064621 303036 SOLE X 0 0
NORDSTROM INC COM 655664100 241997 15550 SOLE X 0 0
NORFOLK SOUTHN CORP COM 655844108 307125 21000 SOLE X 0 0
NORTEL NETWORKS CORP COM 656568102 235945833 3961107 SOLE X 0 0
NORTHERN TRUST CORP COM 665859104 2068655 23276 SOLE X 0 0
NOVELL INC COM 670006105 365581 36788 SOLE X 0 0
NUCOR CORP COM 670346105 1108570 36799 SOLE X 0 0
OCCIDENTAL PETE CORP COM 674599105 837251 38384 SOLE X 0 0
OCEAN ENERGY INC TEX COM 67481E106 1376099 89140 SOLE X 0 0
OCULAR SCIENCES INC COM 675744106 4210716 350893 SOLE X 0 0
OFFICE DEPOT INC COM 676220106 4585320 586921 SOLE X 0 0
OLD KENT FINL CORP COM 679833103 398035 13755 SOLE X 0 0
OMNICOM GROUP COM 681919106 10004253 137162 SOLE X 0 0
ORACLE CORP COM 68389X105 57809509 734089 SOLE X 0 0
OUTBACK STEAKHOUSE INC 689899102 821888 30300 SOLE X 0 0
PE CORP COM PE 69332S102 39053716 335216 SOLE X 0 0
BIOSYSTEMS GROUP
PNC FINL SVCS GROUP INC COM 693475105 156885345 2413594 SOLE X 0 0
PPG INDS INC COM 693506107 26739410 673769 SOLE X 0 0
PACCAR INC COM 693718108 298242 8047 SOLE X 0 0
PACKAGING CORP AMER COM 695156109 1751194 158300 SOLE X 0 0
PAINE WEBBER GROUP INC COM 695629105 442813 6500 SOLE X 0 0
PALL CORP COM 696429307 685352 34375 SOLE X 0 0
PARAMETRIC TECHNOLOGY CORP 699173100 286858 26227 SOLE X 0 0
PARKER HANNIFIN CORP COM 701094104 38145552 1130218 SOLE X 0 0
PATHWAYS GROUP INC COM 70321D106 147273 290909 SOLE X 0 0
PAYCHEX INC COM 704326107 2685585 51154 SOLE X 0 0
PEOPLESOFT INC COM 712713106 1715251 61396 SOLE X 0 0
PEPSICO INC COM 713448108 408379667 8884020 SOLE X 0 0
PERKINELMER INC COM 714046109 86663268 830297 SOLE X 0 0
PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 77019313 2562823 SOLE X 0 0
PFIZER INC COM 717081103 505656304 11261784 SOLE X 0 0
PHARMACIA CORP COM 71713U102 106727831 1773259 SOLE X 0 0
PHELPS DODGE CORP COM 717265102 917057 21965 SOLE X 0 0
PHILIP MORRIS COS INC COM 718154107 86345367 2929574 SOLE X 0 0
PHILIPPINE LONG DIST TEL CO SPONSORED ADR 718252604 376750 22000 SOLE X 0 0
PHILLIPS PETE CO COM 718507106 1711255 27271 SOLE X 0 0
PILOT NETWORK SVCS INC COM 721596104 3631250 350000 SOLE X 0 0
PITNEY BOWES INC COM 724479100 103154500 2614319 SOLE X 0 0
POHANG IRON + STEEL LTD SPONSORED ADR 730450103 20241633 1083355 SOLE X 0 0
PRAXAIR INC COM 74005P104 9901049 264911 SOLE X 0 0
PRICE T ROWE + ASSOC INC COM 741477103 614881 13100 SOLE X 0 0
PROCTER + GAMBLE CO COM 742718109 129761187 1936736 SOLE X 0 0
PROVIDIAN FINL CORP COM 74406A102 1865503 14689 SOLE X 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1080991 24190 SOLE X 0 0
PULTE CORP COM 745867101 455796 13812 SOLE X 0 0
QUAKER OATS CO COM 747402105 116489787 1472302 SOLE X 0 0
QUALCOMM INC COM 747525103 10464630 146872 SOLE X 0 0
QUANTUM CORP DSSG COM 747906204 1656875 110000 SOLE X 0 0
QUANTUM CORP HDDG COM 747906303 2037188 205000 SOLE X 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 202406 12700 SOLE X 0 0
QWEST COMMUNICATIONS INTL INC COM 749121109 195058488 4058439 SOLE X 0 0
RADIOSHACK CORP COM 750438103 1297153 20072 SOLE X 0 0
RALSTON PURINA CO COM RALSTON 751277302 75281230 3178182 SOLE X 0 0
PURINA GROUP
RAYONIER INC COM 754907103 31109324 865629 SOLE X 0 0
RELIANT ENERGY INC COM 75952J108 1437222 30908 SOLE X 0 0
REMEDY CORP COM 759548100 756888 40100 SOLE X 0 0
REPUBLIC SVCS INC CL A 760759100 13125000 1000000 SOLE X 0 0
RIVERDEEP GROUP PLC ADR 76870Q109 877918 39457 SOLE X 0 0
ROCKWELL INTL CORP NEW COM 773903109 620428 20510 SOLE X 0 0
ROHM + HAAS CO COM 775371107 7506466 258287 SOLE X 0 0
ROWAN COS INC COM 779382100 252242 8698 SOLE X 0 0
ROYAL DUTCH PETE CO NY REGISTRY SH 780257804 177344054 2960471 SOLE X 0 0
PAR N GLDR 1.25
RYANAIR HOLDGS PLC SPONSORED ADR 783513104 4920223 127798 SOLE X 0 0
SBC COMMUNICATIONS INC COM 78387G103 507624842 10152880 SOLE X 0 0
SCI SYS INC COM 783890106 24961046 608806 SOLE X 0 0
SPDR TRUST UNIT SER 1 78462F103 30638320 213233 SOLE X 0 0
SABRE HLDGS CORP CL A 785905100 333592 11528 SOLE X 0 0
SAFEWAY INC COM NEW 786514208 4410008 94458 SOLE X 0 0
ST PAUL COS INC COM 792860108 53546118 1085824 SOLE X 0 0
SANMINA CORP COM 800907107 1984850 21200 SOLE X 0 0
SARA LEE CORP COM 803111103 15136408 745177 SOLE X 0 0
HENRY SCHEIN INC COM STK 806407102 44915093 2248709 SOLE X 0 0
SCHERING PLOUGH CORP COM 806605101 184169397 3960765 SOLE X 0 0
SCHLUMBERGER LTD COM 806857108 410801281 4995872 SOLE X 0 0
SCHWAB CHARLES CORP NEW COM STK 808513105 6148139 173187 SOLE X 0 0
SCIENTIFIC ATLANTA INC COM 808655104 989496 15552 SOLE X 0 0
SCREAMINGMEDIA INC FOR SCREAM COM 810883108 6941577 1538903 SOLE X 0 0
SCRIPPS E W CO OH CL A 811054204 3499200 64800 SOLE X 0 0
SEAGATE TECHNOLOGY COM 811804103 1599765 23185 SOLE X 0 0
SEAGRAM LTD COM 811850106 4969320 86517 SOLE X 0 0
SEALED AIR CORP NEW COM 81211K100 14988610 331240 SOLE X 0 0
SEARS ROEBUCK + CO COM 812387108 1301955 40159 SOLE X 0 0
SECTOR SPDR TR SHS BEN INT 81369Y605 1295575 44675 SOLE X 0 0
FINANCIAL
SHERWIN WILLIAMS CO COM 824348106 16549316 774237 SOLE X 0 0
SHIRE PHARMACEUTICALS GROUP PL SPONSORED ADR 82481R106 225188 4362 SOLE X 0 0
SIEBEL SYS INC COM 826170102 5977481 53700 SOLE X 0 0
SIGMA ALDRICH COM 826552101 683760 20720 SOLE X 0 0
SMURFIT STONE CONTAINER CORP COM 832727101 516000 43000 SOLE X 0 0
SNAP ON INC COM 833034101 1689926 71721 SOLE X 0 0
SOLECTRON CORP COM 834182107 2586598 56078 SOLE X 0 0
SOUTHERN CO COM 842587107 7775690 239713 SOLE X 0 0
SOUTHWEST AIRLS CO COM 844741108 1209105 49860 SOLE X 0 0
SPHERION CORP COM 848420105 5133125 430000 SOLE X 0 0
SPRINT CORP COM 852061100 80006997 2724513 SOLE X 0 0
SPRINT CORP PCS COM SER 1 852061506 7356954 209824 SOLE X 0 0
ST ASSEMBLY TEST SVCS LTD ADR 85227G102 573750 30000 SOLE X 0 0
STANLEY WORKS COM 854616109 8040418 348636 SOLE X 0 0
STAPLES INC COM 855030102 690676 48682 SOLE X 0 0
STARBUCKS CORP COM 855244109 562798 14048 SOLE X 0 0
STATE STREET CORPORATION COM 857477103 123364292 953108 SOLE X 0 0
STILWELL FINANCIAL INC COM 860831106 1493790 34340 SOLE X 0 0
SUN MICROSYSTEMS INC COM 866810104 152251623 1304016 SOLE X 0 0
SUNGARD DATA SYS INC COM 867363103 9869780 230535 SOLE X 0 0
SUNTRUST BKS INC COM 867914103 1645905 33042 SOLE X 0 0
SUPERVALU INC COM 868536103 186504 12382 SOLE X 0 0
SYBRON INTL CORP WISCONSIN COM 87114F106 100774378 4199098 SOLE X 0 0
SYNOPSYS INC COM 871607107 14709855 388379 SOLE X 0 0
SYSCO CORP COM 871829107 23507114 507576 SOLE X 0 0
TJX COS INC NEW COM 872540109 771300 34280 SOLE X 0 0
TRW INC COM 872649108 3896303 95909 SOLE X 0 0
TARGET CORP COM 87612E106 176027981 6869494 SOLE X 0 0
TEKTRONIX INC COM 879131100 355565 4629 SOLE X 0 0
TELE NORTE LESTE PARTICIPACOES SPONSORED ADR 879246106 5327405 232892 SOLE X 0 0
REPSTG PFD
TELECOM ARGENTINA STET FRANCE SPONSORED ADR 879273209 953619 44098 SOLE X 0 0
REPSTG CL B SHS
TELECOMUNICACOES BRASILEIRAS SPNSD ADR REPSTG 879287308 26418843 333852 SOLE X 0 0
ADR FOR PFD
TELEFONICA S A SPONSORED ADR 879382208 8657587 145641 SOLE X 0 0
TELEFONOS DE MEXICO S A SPONSORED ADR 879403780 75281793 1415402 SOLE X 0 0
REPSTG SH ORD L
TELEPHONE + DATA SYS INC COM 879433100 8860871 80044 SOLE X 0 0
TELESP CEULUAR PARTICIACOES SA RTS(PUR ADR REP 87952L116 0 14128 SOLE X 0 0
PFD EXP02OCT00
TELLABS INC COM 879664100 104136088 2180895 SOLE X 0 0
TEMPLE INLAND INC COM 879868107 877867 23178 SOLE X 0 0
TENET HEALTHCARE CORP COM 88033G100 20030730 550673 SOLE X 0 0
TERADYNE INC COM 880770102 661500 18900 SOLE X 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 109270159 1494609 SOLE X 0 0
TEXACO INC COM 881694103 21703773 413409 SOLE X 0 0
TEXAS INSTRS INC COM 882508104 147500826 3125513 SOLE X 0 0
TEXTRON INC COM 883203101 135205295 2929452 SOLE X 0 0
THERMO ELECTRON CORP COM 883556102 15048982 578807 SOLE X 0 0
TIFFANY + CO NEW COM 886547108 2158922 55985 SOLE X 0 0
TIME WARNER INC COM 887315109 26823161 342788 SOLE X 0 0
TORCHMARK INC COM 891027104 8761828 315032 SOLE X 0 0
TOSCO CORP COM NEW 891490302 45529883 1459876 SOLE X 0 0
TRANSMONTAIGNE INC COM 893934109 808728 163793 SOLE X 0 0
TRICON GLOBAL RESTAURANTS INC COM 895953107 5585143 182372 SOLE X 0 0
TRIBUNE CO NEW COM 896047107 1485649 34055 SOLE X 0 0
TRICOM SA SPONSORED ADR 89612A100 5757424 377536 SOLE X 0 0
REPSTG CL A
TUBOS DE ACERO DE MEXICO S A ADR NEW 898592506 3508388 209456 SOLE X 0 0
TURKCELL ILETISIM HIZMETLERI SPONSERED ADR 900111105 5840329 530939 SOLE X 0 0
TV AZTECA S A DE C V SPONSORED ADR 901145102 5527379 429311 SOLE X 0 0
24 / 7 MEDIA INC COM 901314104 201875 20000 SOLE X 0 0
TYCO INTL LTD NEW COM 902124106 57970883 1117511 SOLE X 0 0
USX MARATHON GROUP COM NEW 902905827 43110928 1519334 SOLE X 0 0
US BANCORP DEL COM 902973106 34109568 1499370 SOLE X 0 0
USA ED INC COM 90390U102 855232 17748 SOLE X 0 0
ULTRAPAR PARTICIPACOES S A SPONSORED ADR 90400P101 2027370 176293 SOLE X 0 0
REPSTG PFD SHS
UNIBANCO UNIAO DE BARNCOS BRAS GLOBAL 90458E107 65088638 1972679 SOLE X 0 0
DEPOSITORY RCPT
REPSTG
UNILEVER N V NY SHS NEW 904784709 7245654 150169 SOLE X 0 0
UNICOM CORP COM 904911104 3704498 65931 SOLE X 0 0
UNION CARBIDE CORP COM 905581104 1223817 32419 SOLE X 0 0
UNION PAC CORP COM 907818108 1628590 41893 SOLE X 0 0
UNISYS CORP COM 909214108 14731449 1309451 SOLE X 0 0
UNITED PARCEL SVC INC CL B 911312106 761063 13500 SOLE X 0 0
US AIRWAYS GROUP INC COM 911905107 277255 9109 SOLE X 0 0
U S INDS INC NEW COM 912080108 4720313 475000 SOLE X 0 0
UNITED TECHNOLOGIES CORP COM 913017109 232385536 3356838 SOLE X 0 0
UNITEDHEALTH GROUP INC COM 91324P102 21206464 214749 SOLE X 0 0
UNOCAL CORP COM 915289102 58034860 1637699 SOLE X 0 0
UNUMPROVIDENT CORP COM 91529Y106 11116065 407929 SOLE X 0 0
V F CORP COM 918204108 337848 13685 SOLE X 0 0
VARIAN MED SYS INC COM 92220P105 5646178 124950 SOLE X 0 0
VARIAN SEMICONDUCTOR EQUIP INC COM 922207105 4677816 124950 SOLE X 0 0
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