UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 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: Fund Asset Management, L.P. d/b/a Fund Asset Management
Address: 800 Scudders Mill Road
Plainsboro, New Jersey 08536
13F File Number: 28-790
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: Jerry Weiss
Title: First Vice President & Compliance Director
Phone: (609) 282-1727
Signature, Place, and Date of Signing:
Jerry Weiss Plainsboro, New Jersey 08536 August 02, 1999
Fund Asset Management, L.P. d/b/a Fund Asset Management ("FAM") and
Merrill Lynch Asset Management, L.P. d/b/a/ Merrill Lynch Asset Management
("MLAM") are indirect wholly-owned units of Merrill Lynch & Co., Inc.
("ML&Co."). The securities positions of FAM and MLAM reported herein
are also being reported on behalf of ML&Co. which may be deemed to share,
with FAM or MLAM as the case may be, investment discretion with respect to
such positions. Unless otherwise indicated, FAM or MLAM, as the case may be
be has sole voting authority with respect to the securities reported herein.
Also reported herein are certain securities positions of EQ Financial
Consultants, Inc. ("EQF") with which MLAM, as discretionary subadvisor
for certain portfolios managed by EQF, may be deemed to share investment
discretion.
The securities positions of Hotchkis & Wiley, a division of MLAM ("H&W")
are not reported herein. H&W, which is an institutional investment manager
subject to Section 13(f) of the Securities Exchange Act of 1934, as amended,
files separate Form 13Fs with respect to securities it managers. Also not
reported herein are securities positions of I.G. Investment Management, Ltd.
("IG") over which MLAM, as an adviser for certain portfolios managed by IG,
may be deemed to share investment discretion. Such positions are reported
on Form 13F's filed by IG.
Report Type (Check only one.):
[X] 13F HOLDING REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXHCANGE
ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 1579
Form 13F Information Table Value Total: $50154324
List of Other Included Managers:
No. 13F File Number Name
01 28-791 Merrill Lynch Asset Management, L.P.
d/b/a Merrill Lynch Asset Management
<PAGE>
<TABLE>
<CAPTION>
FORM 13F INFORMATION TABLE
- ------------------------------------------------------------------------------------------------------------------------------------
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
- ------------------------------------------------------------------------------------------------------------------------------------
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>
ABN AMRO HLDG N V ADR 000937102 2508 114687 SH SOLE 01 0 0 114687.8
AKTIEBOLAGET ELECTROLUX ADR 010198208 1210 28827 SH SOLE 01 1000 0 27827
AKZO NOBEL N V ADR 010199305 9751 230130 SH SOLE 01 6900 0 223230
ALCATEL ALSTHOM ADR 013904305 28458 994280 SH DEFINED 01 994280 0 0
ALCATEL ALSTHOM ADR 013904305 57435 2024166 SH SOLE 01 331881 0 1692285.
ALLIED IRISH BKS P L C ADR 019228402 23609 866410 SH SOLE 01 156000 0 710410
ALLIED IRISH BKS P L C ADR 019228402 783 28500 SH DEFINED 01 28500 0 0
ANGLOGOLD LIMITED ADR 035128206 2771 126877 SH DEFINED 01 126877 0 0
ARACRUZ CELULOSE S A ADR 038496204 7094 303478 SH DEFINED 01 303478 0 0
ASHANTI GOLDFIELDS LTD ADR 043743202 874 128442 SH DEFINED 01 128442 0 0
ASIA PULP & PAPER LTD ADR 04516V100 5274 558765 SH DEFINED 01 558765 0 0
BANCO BILBAO VIZCAYA S A ADR 059458208 1596 109190 SH SOLE 01 46000 0 63190
BANCO DE GALICIA Y BUENOS AIRE ADR 059538207 2351 116118 SH SOLE 01 10789 0 105329
BANCO FRANCES DEL RIO DE LA PL ADR 059591107 11403 600185 SH SOLE 01 88965 0 511220.3
BANCO FRANCES DEL RIO DE LA PL ADR 059591107 9774 496000 SH DEFINED 01 496000 0 0
BANCO GANADERO S A ADR 059594507 780 98076 SH DEFINED 01 98076 0 0
BANCO RIO DE LA PLATA S A ADR 059644104 25356 2589000 SH DEFINED 01 2589000 0 0
BANK TOKYO-MITSUBISHI LTD ADR 065379109 12359 875000 SH DEFINED 01 875000 0 0
BANK TOKYO-MITSUBISHI LTD ADR 065379109 30950 2125289 SH SOLE 01 268250 0 1857039.
BRITISH AWYS PLC ADR 110419306 3193 44700 SH SOLE 01 4100 0 40600
BRITISH PETE PLC ADR 110889409 69452 640119 SH SOLE 01 76122.99 0 563996.0
BRITISH TELECOMMUNICATIONS P L ADR 111021408 1749 10000 SH DEFINED 01 10000 0 0
CABLE & WIRELESS PUB LTD CO ADR 126830207 4629 119658 SH DEFINED 01 119658 0 0
CADBURY SCHWEPPES P L C ADR 127209302 17018 639190 SH SOLE 01 88310 0 550880
CANON INC ADR 138006309 15765 541290 SH SOLE 01 80050 0 461240
CHINA TELECOM HK LIMITED ADR 169428109 5776 98950 SH DEFINED 01 98950 0 0
COCA-COLA FEMSA S A DE C V ADR 191241108 1385 71525 SH SOLE 01 0 0 71525
COFLEXIP ADR 192384105 1628 35700 SH DEFINED 01 35700 0 0
COMPANHIA BRASILEIRA DE DISTRI ADR 20440T201 7853 417872 SH DEFINED 01 417872 0 0
COMPANHIA PARANAENSE DE ENERGI ADR 20441B407 6474 762451 SH DEFINED 01 762451 0 0
COMPANIA ANONIMA NACIONAL TELE ADR 204421101 5155 196949 SH DEFINED 01 196949 0 0
COMPANIA DE MINAS BUENAVENTURA ADR 204448104 3147 206254 SH DEFINED 01 206254 0 0
COMPANIA DE TELECOMUNICACIONES ADR 204449300 9068 349805 SH DEFINED 01 349805 0 0
DANKA BUSINESS SYS PLC ADR 236277109 10708 1822700 SH DEFINED 1822700 0 0
DANKA BUSINESS SYS PLC ADR 236277109 5252 881400 SH DEFINED 01 881400 0 0
DANKA BUSINESS SYS PLC ADR 236277109 2430 432010 SH SOLE 01 56700 0 375310
DE BEERS CONS MINES LTD ADR 240253302 1705 70793 SH DEFINED 01 70793 0 0
DESC S A DE C V ADR 250309101 4961 209403 SH DEFINED 01 209403 0 0
DIAGEO PLC ADR 25243Q205 156430 3566500 SH DEFINED 01 3566500 0 0
DONCASTERS PLC ADR 257692103 3422 192800 SH DEFINED 192800 0 0
DONCASTERS PLC ADR 257692103 1662 93700 SH DEFINED 01 93700 0 0
ELEC DE PORTUGAL ADR 268353109 3876 110760 SH DEFINED 01 110760 0 0
ENI S P A ADR 26874R108 2847 47700 SH DEFINED 01 47700 0 0
ESAT TELECOM GROUP PLC ADR 26883Y102 4652 105738 SH DEFINED 01 105738 0 0
ELAN PLC ADR 284131208 340 12288 SH SOLE 01 0 0 12288
ELAN PLC ADR 284131208 8831 300000 SH DEFINED 01 300000 0 0
ELF AQUITAINE ADR 286269105 3148 42796 SH SOLE 01 9200 0 33596
ELF AQUITAINE ADR 286269105 1308 17500 SH DEFINED 01 17500 0 0
EMBRATEL PARTICIPACOES S.A. ADR 29081N100 3038 224910 SH DEFINED 01 224910 0 0
ENDESA SA ADR 29258N107 7432 350800 SH DEFINED 01 350800 0 0
ENERSIS S A ADR 29274F104 1859 80337 SH DEFINED 01 80337 0 0
ERICSSON L M TEL CO ADR 294821400 8109 250000 SH DEFINED 250000 0 0
ERICSSON L M TEL CO ADR 294821400 147720 4552403 SH DEFINED 01 4552403 0 0
ERICSSON L M TEL CO ADR 294821400 9217 279851 SH SOLE 01 26820 0 253031.3
ESPIRITO SANTO FINL HLDG S A ADR 29665F200 2046 124500 SH SOLE 01 17200 0 107300
FOMENTO ECONOMICO MEXICANO S A ADR 344419106 8010 200345 SH DEFINED 01 200345 0 0
FRESENIUS MED CARE AKTIENGESEL ADR 358029106 1018 50000 SH DEFINED 01 50000 0 0
GLAXO WELLCOME PLC ADR 37733W105 89933 1540000 SH DEFINED 01 1540000 0 0
GLAXO WELLCOME PLC ADR 37733W105 29740 525218 SH SOLE 01 61954 0 463264.4
GROUPE DANONE ADR 399449107 608 11640 SH SOLE 01 4000 0 7640
GRUPO INDL MASECA S A DE C V ADR 400488409 6346 715000 SH DEFINED 01 715000 0 0
GRUPO TELEVISA SA DE CV ADR 40049J206 23829 513944 SH DEFINED 01 513944 0 0
HANSON PLC ADR 411352404 3335 75160 SH SOLE 01 3800 0 71360
HITACHI LTD ADR 433578507 9930 105150 SH SOLE 01 12235 0 92915
HONDA MTR LTD ADR 438128308 1523 17560 SH SOLE 01 6100 0 11460
HONG KONG TELECOMMUNICATIONS L ADR 438579203 18400 678352 SH DEFINED 01 678352 0 0
HONG KONG TELECOMMUNICATIONS L ADR 438579203 373 13850 SH SOLE 01 1300 0 12550
IMPERIAL CHEM INDS PLC ADR 452704505 33400 800000 SH DEFINED 800000 0 0
IMPERIAL CHEM INDS PLC ADR 452704505 1682 40400 SH DEFINED 01 40400 0 0
IMPERIAL CHEM INDS PLC ADR 452704505 5902 148498 SH SOLE 01 13930 0 134568.7
INDUSTRIE NATUZZI S P A ADR 456478106 888 45730 SH SOLE 01 1040 0 44690
ING GROEP N V ADR 456837103 7098 129058 SH SOLE 01 6300 0 122758
ITO YOKADO LTD ADR 465714301 3300 48620 SH SOLE 01 2500 0 46120
KLM ROYAL DUTCH AIRLS ADR 482516101 804 28167 SH SOLE 01 5800 0 22367
KONINKLIJKE AHOLD NV ADR 500467303 1203 34749 SH SOLE 01 18156 0 16593
KOOR INDS LTD ADR 500507108 1337 54425 SH DEFINED 01 54425 0 0
KOREA ELEC PWR CO ADR 500631106 18901 910448 SH DEFINED 01 910448 0 0
KYOCERA CORP ADR 501556203 2608 43517 SH SOLE 01 5100 0 38417
MAKITA CORP ADR 560877300 617 54550 SH SOLE 01 2000 0 52550
MATSUSHITA ELEC INDL LTD ADR 576879209 12366 62360 SH SOLE 01 14980 0 47380
NATIONAL AUSTRALIA BK LTD ADR 632525408 1945 23157 SH SOLE 01 2000 0 21157
NEWS CORP LTD ADR 652487703 57688 1633639 SH SOLE 01 159556 0 1474083.
NEWS CORP LTD ADR 652487802 1727 54718 SH SOLE 01 10143 0 44575
NEWS CORP LTD ADR 652487802 10322 329625 SH DEFINED 01 329625 0 0
NISSAN MTR LTD ADR 654744408 1180 122700 SH SOLE 01 700 0 122000
NOKIA CORP ADR 654902204 2498 27282 SH SOLE 01 0 0 27282
NOKIA CORP ADR 654902204 51167 540800 SH DEFINED 01 540800 0 0
NORSK HYDRO A S ADR 656531605 1160 30335 SH SOLE 01 4444 0 25891
PERUSAHAAN PERSEROAN PERSERO I ADR 715680104 3891 196268 SH DEFINED 01 196268 0 0
PERUSAHAAN PERSEROAN PERSERO P ADR 715684106 4147 332100 SH DEFINED 01 332100 0 0
PERUSAHAAN PERSEROAN PERSERO P ADR 715684106 1589 127806 SH SOLE 01 7900 0 119906
PHILIPPINE LONG DISTANCE TEL C ADR 718252604 11922 375000 SH DEFINED 01 375000 0 0
PHILIPS ELECTRS N V ADR 718337504 1748 25000 SH DEFINED 01 25000 0 0
POHANG IRON & STL LTD ADR 730450103 11208 333335 SH SOLE 01 36210 0 297125
POHANG IRON & STL LTD ADR 730450103 14943 395103 SH DEFINED 01 395103 0 0
PORTUGAL TELECOM S A ADR 737273102 5278 131960 SH DEFINED 01 131960 0 0
QUILMES INDL QUINSA SOCIETE AN ADR 74838Y108 4457 354118 SH DEFINED 01 354118 0 0
REPSOL S A ADR 76026T205 1925 94804 SH SOLE 01 6000 0 88804
REUTERS GROUP PLC ADR 76132M102 121109 1533500 SH DEFINED 01 1533500 0 0
RHONE POULENC S A ADR 762426609 7683 165905 SH SOLE 01 14300 0 151605
ROYAL BK SCOTLAND GROUP PLC ADR 780097309 1423 5500000 SH SOLE 01 0 0 5500000
RYANAIR HOLDINGS PLC ADR 783513104 528 10000 SH DEFINED 01 10000 0 0
SKF AB ADR 784375404 3824 206720 SH SOLE 01 16680 0 190040
SK TELECOM LTD ADR 78440P108 22391 1231222 SH DEFINED 01 1231222. 0 0
SK TELECOM LTD ADR 78440P108 397 23399 SH SOLE 01 15913.5 0 7486.43
SAP AKTIENGESELLSCHAFT ADR 803054204 346 10000 SH SOLE 01 0 0 10000
SAP AKTIENGESELLSCHAFT ADR 803054204 84910 2390212 SH DEFINED 01 2390212 0 0
SHANGHAI PETROCHEMICAL LTD ADR 819424102 400 17345 SH SOLE 01 7000 0 10345
SHELL TRANS & TRADING PLC ADR 822703609 34929 731812 SH DEFINED 01 731812 0 0
SIGNET GROUP PLC ADR 82668L872 7805 301675 SH DEFINED 01 301675 0 0
SONY CORP ADR 835699307 24413 217906 SH DEFINED 01 217906 0 0
SONY CORP ADR 835699307 2881 26105 SH SOLE 01 4700 0 21405
STOLT COMEX SEAWAY S.A. ADR 861567105 309 29450 SH DEFINED 01 29450 0 0
TDK CORP ADR 872351408 1543 16770 SH SOLE 01 8000 0 8770
TAIWAN SEMICONDUCTOR MANUFACTU ADR 874039100 33078 956100 SH DEFINED 01 956100 0 0
TELE CENTRO OESTE CELULAR PART ADR 87923P105 784 220566 SH DEFINED 01 220566 0 0
TELE DANMARK A/S ADR 879242105 5485 222200 SH DEFINED 01 222200 0 0
TELE NORTE LESTE PARTICIPACOES ADR 879246106 16780 960076 SH DEFINED 01 960076 0 0
TELE NORDESTE CELULAR PARTICIP ADR 87924W109 793 29615 SH DEFINED 01 29615 0 0
TELE NORTE CELULAR PARTICIPACO ADR 87924Y105 1053 39566 SH DEFINED 01 39566 0 0
TELECOM ARGENTINA STET-FRANCE ADR 879273209 354 12573 SH DEFINED 01 12573 0 0
TELECOM CORP NEW ZEALAND LTD ADR 879278208 2587 76100 SH DEFINED 01 76100 0 0
TELECOMUNICACOES BRASILEIRAS S ADR 879287308 55837 631270 SH DEFINED 01 631270 0 0
TELECOMUNICACOES BRASILEIRAS S ADR 879287308 21654 240602 SH SOLE 01 39750 0 200852
TELEFONICA DE ARGENTINA S A ADR 879378206 323 10299 SH SOLE 01 0 0 10299
TELEFONICA DE ARGENTINA S A ADR 879378206 1473 45919 SH DEFINED 01 45919 0 0
TELEFONICA DE ESPANA S A ADR 879382208 246158 1664640 SH DEFINED 1664640 0 0
TELEFONICA DE ESPANA S A ADR 879382208 16473 111972 SH SOLE 01 16938.32 0 95033.71
TELEFONICA DE ESPANA S A ADR 879382208 5466 36965 SH DEFINED 01 36965.08 0 0
TELEFONOS DE MEXICO S A ADR 879403780 2896 35837 SH SOLE 01 4000 0 31837
TELEFONOS DE MEXICO S A ADR 879403780 38236 466206 SH DEFINED 01 466206 0 0
TELE LESTE CELULAR PARTICIPACO ADR 87943B102 548 18466 SH DEFINED 01 18466 0 0
TELESP PARTICIPACOES S.A. ADR 87952K100 2522 110008 SH DEFINED 01 110008 0 0
TELESP CELULAR PARTICIPACOES S ADR 87952L108 399 15320 SH DEFINED 01 15320 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1995 40730 SH SOLE 01 5750 0 34980.31
TOKIO MARINE & FIRE INS LTD ADR 889090403 12880 229503 SH SOLE 01 20133 0 209370
TOTAL S A ADR 89151E109 1681 25500 SH DEFINED 01 25500 0 0
TOTAL S A ADR 89151E109 4263 66157 SH SOLE 01 5458 0 60699
TOYOTA MOTOR CORP ADR 892331307 1830 28600 SH SOLE 01 11000 0 17600
TRANSPORTACION MARITIMA MEXICA ADR 893868208 281 53600 SH SOLE 01 3200 0 50400
TV AZTECA S A DE C V ADR 901145102 3103 591971 SH DEFINED 01 591971 0 0
UNILEVER PLC ADR 904767605 490 13175 SH SOLE 01 0 0 13175.03
VODAFONE GROUP PLC ADR 92857T107 75085 372316 SH DEFINED 01 372316 0 0
YPF SOCIEDAD ANONIMA ADR 984245100 760 20000 SH DEFINED 01 20000 0 0
YPF SOCIEDAD ANONIMA ADR 984245100 5017 132041 SH SOLE 01 13600 0 118441
FIDELITY ADVISOR KOREA FD INC CLOSEDEND_MF 315804104 962 94264 SH DEFINED 01 94264 0 0
ADC TELECOMMUNICATIONS INC COMM 000886101 81540 1789612 SH SOLE 01 362326 0 1427286
ADC TELECOMMUNICATIONS INC COMM 000886101 16679 362800 SH DEFINED 01 362800 0 0
AFC CABLE SYS INC COMM 000950105 887 25000 SH DEFINED 01 25000 0 0
AFLAC INC COMM 001055102 3705 79164 SH DEFINED 01 79164 0 0
AFLAC INC COMM 001055102 44591 931416 SH SOLE 01 236355 0 695061
AGCO CORP COMM 001084102 2246 194300 SH DEFINED 194300 0 0
AGCO CORP COMM 001084102 20992 1818000 SH DEFINED 01 1818000 0 0
AGL RES INC COMM 001204106 2652 141000 SH DEFINED 01 141000 0 0
AES CORP COMM 00130H105 185645 3252818 SH DEFINED 01 3252818 0 0
AK STL HLDG CORP COMM 001547108 351 15000 SH DEFINED 01 15000 0 0
AMB PROPERTY CORPORATION COMM 00163T109 40854 1787600 SH DEFINED 01 1787600 0 0
AMR CORP DEL COMM 001765106 28767 421496 SH SOLE 01 66965 0 354531
AMR CORP DEL COMM 001765106 2077 29806 SH DEFINED 01 29806 0 0
APAC TELESERVICES INC COMM 00185E106 6553 2035900 SH DEFINED 2035900 0 0
APAC TELESERVICES INC COMM 00185E106 3656 1146400 SH DEFINED 01 1146400 0 0
ATI TECHNOLOGIES INC COMM 001941103 9517 585800 SH DEFINED 01 585800 0 0
AT&T CORP COMM 001957109 214937 3800000 SH DEFINED 3800000 0 0
AT&T CORP COMM 001957109 121877 2183669 SH SOLE 01 340520 0 1843149.
AT&T CORP COMM 001957109 461690 8166838 SH DEFINED 01 8166838. 0 0
ABBOTT LABS COMM 002824100 59529 1311943 SH SOLE 01 133620 0 1178323
ABBOTT LABS COMM 002824100 82608 1818059 SH DEFINED 01 1818059 0 0
ABERCROMBIE & FITCH CO COMM 002896207 40467 832332 SH DEFINED 01 832332 0 0
ABGENIX NC COMM 00339B107 3950 200000 SH DEFINED 01 200000 0 0
ABITIBI-CONSOLIDATED INC COMM 003924107 2232 194120 SH DEFINED 01 194120 0 0
ACNIELSEN CORP COMM 004833109 928 30686 SH SOLE 01 3350 0 27336
ADOBE SYS INC COMM 00724F101 1007 11827 SH DEFINED 01 11827 0 0
ADVOCAT INC COMM 007586100 581 300000 SH DEFINED 01 300000 0 0
ADVANCED MICRO DEVICES INC COMM 007903107 494 28452 SH DEFINED 01 28452 0 0
AETNA INC COMM 008117103 68582 773827 SH DEFINED 01 773827 0 0
AFFYMETRIX INC COMM 00826T108 60613 1232284 SH DEFINED 01 1232284 0 0
AGRIUM INC COMM 008916108 522 60000 SH DEFINED 01 60000 0 0
AIR EXPRESS INTL CORP COMM 009104100 13096 489600 SH DEFINED 489600 0 0
AIR EXPRESS INTL CORP COMM 009104100 6061 227378 SH DEFINED 01 227378 0 0
AIR PRODS & CHEMS INC COMM 009158106 10281 255450 SH SOLE 01 15535 0 239915
AIR PRODS & CHEMS INC COMM 009158106 3432 83637 SH DEFINED 01 83637 0 0
AIRGAS INC COMM 009363102 358 28710 SH DEFINED 01 28710 0 0
ALBERTA ENERGY LTD COMM 012873105 3127 97090 SH DEFINED 01 97090 0 0
ALBERTO CULVER CO COMM 013068101 292 10970 SH DEFINED 01 10970 0 0
ALBERTSONS INC COMM 013104104 45262 874661 SH DEFINED 01 874661.7 0 0
ALBERTSONS INC COMM 013104104 551 10700 SH SOLE 01 0 0 10700
ALCAN ALUM LTD COMM 013716105 2291 71196 SH DEFINED 01 71196 0 0
ALLEGHENY ENERGY INC. COMM 017361106 8997 270600 SH DEFINED 01 270600 0 0
ALLEGHENY TELEDYNE INC COMM 017415100 846 37404 SH DEFINED 01 37404 0 0
ALLEN TELECOM INC COMM 018091108 2718 250000 SH DEFINED 250000 0 0
ALLEN TELECOM INC COMM 018091108 4850 446200 SH DEFINED 01 446200 0 0
ALLERGAN INC COMM 018490102 1444 12925 SH DEFINED 01 12925 0 0
ALLIED SIGNAL INC COMM 019512102 6865 107277 SH DEFINED 01 107277 0 0
ALLIED SIGNAL INC COMM 019512102 69849 1108730 SH SOLE 01 204962 0 903768.0
ALLIED WASTE INDS INC COMM 019589308 1247 63183 SH SOLE 01 0 0 63183
ALLSTATE CORP COMM 020002101 171256 4700000 SH DEFINED 4700000 0 0
ALLSTATE CORP COMM 020002101 30950 862734 SH SOLE 01 224027 0 638707
ALLSTATE CORP COMM 020002101 146296 4018636 SH DEFINED 01 4018636 0 0
ALLTEL CORP COMM 020039103 7542 106609 SH DEFINED 01 106609 0 0
ALTERA CORP COMM 021441100 22793 549000 SH DEFINED 01 549000 0 0
ALUMINUM CO AMER COMM 022249106 92673 1497756 SH SOLE 01 127425 0 1370331.
ALZA CORP COMM 022615108 16537 319568 SH DEFINED 01 319568 0 0
AMERADA HESS CORP COMM 023551104 2592 43259 SH DEFINED 01 43259 0 0
AMEREN CORP COMM 023608102 2733 70214 SH DEFINED 01 70214 0 0
AMERICA ONLINE INC DEL COMM 02364J104 2121 19283 SH SOLE 01 12775 0 6508
AMERICA ONLINE INC DEL COMM 02364J104 238551 2131469 SH DEFINED 01 2131469 0 0
AMERICAN CAPITAL STRATEGIES COMM 024937104 2751 150000 SH DEFINED 01 150000 0 0
AMERICAN ELEC PWR INC COMM 025537101 4778 127008 SH DEFINED 01 127008 0 0
AMERICAN EXPRESS CO COMM 025816109 57850 435426 SH DEFINED 01 435426 0 0
AMERICAN EXPRESS CO COMM 025816109 3332 25610 SH SOLE 01 16661 0 8949
AMERICAN GEN CORP COMM 026351106 189062 2500000 SH DEFINED 2500000 0 0
AMERICAN GEN CORP COMM 026351106 15382 203698 SH DEFINED 01 203698 0 0
AMERICAN GREETINGS CORP COMM 026375105 393 13082 SH DEFINED 01 13082 0 0
AMERICAN HOME PRODS CORP COMM 026609107 151440 2608334 SH DEFINED 01 2608334 0 0
AMERICAN HOME PRODS CORP COMM 026609107 65244 1137162 SH SOLE 01 217005 0 920157.3
AMERICAN INTL GROUP INC COMM 026874107 375225 3150782 SH DEFINED 01 3150782 0 0
AMERICAN INTL GROUP INC COMM 026874107 225253 1921141 SH SOLE 01 277138 0 1644003.
AMERICAN NATL INS CO COMM 028591105 24282 345050 SH DEFINED 345050 0 0
AMERICAN NATL INS CO COMM 028591105 3546 50350 SH DEFINED 01 50350 0 0
AMERICAN PWR CONVERSION CORP COMM 029066107 1027 50900 SH DEFINED 01 50900 0 0
AMERICAN TOWER SYSTEMS COMM 029912201 14293 556800 SH DEFINED 01 556800 0 0
AMERICAN WTR WKS INC COMM 030411102 2341 76000 SH DEFINED 01 76000 0 0
AMERISOURCE HEALTH CORP COMM 03071P102 18309 704222 SH DEFINED 01 704222 0 0
AMERITECH CORP NEW COMM 030954101 309600 4300000 SH DEFINED 4300000 0 0
AMERITECH CORP NEW COMM 030954101 2173 29570 SH SOLE 01 7568 0 22002
AMERITECH CORP NEW COMM 030954101 194371 2699356 SH DEFINED 01 2699356 0 0
AMGEN INC COMM 031162100 116266 1909920 SH SOLE 01 334663 0 1575257
AMGEN INC COMM 031162100 31549 518694 SH DEFINED 01 518694 0 0
AMPLICON INC COMM 032101107 1765 125000 SH DEFINED 01 125000 0 0
AMSOUTH BANCORPORATION COMM 032165102 784 34210 SH DEFINED 01 34210 0 0
ANACOMP INC COMM 032371106 25865 1567600 SH DEFINED 1567600 0 0
ANADARKO PETE CORP COMM 032511107 2420 67281 SH DEFINED 01 67281 0 0
ANDREW CORP COMM 034425108 390 21705 SH DEFINED 01 21705 0 0
ANHEUSER BUSCH COS INC COMM 035229103 6659 92332 SH DEFINED 01 92332 0 0
ANHEUSER BUSCH COS INC COMM 035229103 31162 439288 SH SOLE 01 121073 0 318215
ANIXTER INTL INC COMM 035290105 7965 435000 SH DEFINED 435000 0 0
ANIXTER INTL INC COMM 035290105 4683 255753 SH DEFINED 01 255753 0 0
ANTEC CORP COMM 03664P105 2721 87100 SH DEFINED 87100 0 0
ANTEC CORP COMM 03664P105 1609 51237 SH DEFINED 01 51237 0 0
ANTHRACITE CAPITAL INC COMM 037023108 14236 2113000 SH DEFINED 01 2113000 0 0
AON CORP COMM 037389103 2022 49719 SH DEFINED 01 49719 0 0
APACHE CORP COMM 037411105 3968 101283 SH DEFINED 01 101283 0 0
APARTMENT INVT & MGMT CO COMM 03748R101 2832 67500 SH DEFINED 01 67500 0 0
APOGEE ENTERPRISES INC COMM 037598109 7284 525000 SH DEFINED 525000 0 0
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