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Previous: WCM CAPITAL INC, 10QSB, 1999-05-13 |
Next: MASSACHUSETTS MUTUAL LIFE INSURANCE CO, 13F-HR, 1999-05-13 |
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 March 31, 1999
(Please read instructions before preparing form.)
If amended report check here: ___
Name of Institutional Investment Manager:
General Electric Investment Corporation
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:
Maureen McDonough, Manager-Compliance (203) 326-2443
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 12th day
of May, 1999.
General Electric Investment Corporation
/s/ Alan Lewis, EVP and General Counsel
- ---------------------------------------------
<PAGE>
Report Type (Check only one):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all 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
--------------
Form 13F Information Table Entry Total: 1021
--------------
Form 13F Information Table Value Total: $25,494,784,527
--------------
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>
GEIC - FORM 13F INFORMATION TABLE
AS OF 03/31/99
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING 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>
DAIMLER CHRYSLER AG STUTTGART
SHS D1668R123 1,043,371 12,158.73 X X
CORECOMM LTD
SHS G2422R109 3,109,050 84,600.00 X X
FRUIT OF THE LOOM LTD
SHS A G3682L105 159,931 15,415.00 X X
GLOBALSTAR LP LTD
SHS G3930H104 139,371,045 10,044,760.00 X X
RENAISSANCERE HOLDINGS
G7496G103 2,515,500 90,000.00 X X
SANTA FE INTERNATIONAL CORP
SHS G7805C108 1,121,250 60,000.00 X X
TOMMY HILFIGER CORP
G8915Z102 7,851,750 114,000.00 X X
FUNDTECH LTD
SHS M47095100 1,650,790 54,798.00 X X
NEW DIMENSION SOFTWARE LTD
ORD M74295102 4,065,911 78,379.00 X X
ORBOTECH LTD
COM M75253100 1,813,793 36,922.00 X X
TECNOMATIX TECHNOLOGIES LTD
M8743P105 1,005,741 75,905.00 X X
TTI TEAM TELECOME
SHS M88258104 193,359 23,798.00 X X
INDIGO
N44495104 564,447 108,809.00 X X
SAPIENS INTL CORP NV
N7716A102 1,559,279 149,392.00 X X
PANAMERICAN BEVERAGES INC
CL A P74823108 8,293,592 472,233.00 X X
ADC TELECOMMUNICATIONS INC
COM 886101 8,794,529 184,420.00 X X
AFLAC INC
COM 1055102 4,900,464 90,020.00 X X
AGCO CORP
COM 1084102 131,972 20,110.00 X X
AGL RES INC
COM 1204106 339,308 19,320.00 X X
AES CORP
COM 00130H105 2,257,313 60,599.00 X X
AK STL HLDG CORP
COM 1547108 451,476 20,010.00 X X
AMR CORP DEL
COM 1765106 2,927,129 49,983.00 X X
AT + T CORP
COM 1957109 176,226,639 2,208,008.00 X X
AT+T CORP
COM LIBERTY MEDIA GRP CL A 1957208 128,236,232 2,436,793.00 X X
ABBOTT LABS
COM NPV 2824100 221,769,912 4,737,408.00 X X
ABERCROMBIE AND FITCH CO
COM CL A 2896207 1,605,250 17,401.09 X X
ACNIELSON CORP
COM 4833109 13,139,350 484,400.00 X X
ADOBE SYS INC
COM 00724F101 4,237,750 74,674.00 X X
AEROQUIP VICKERS INC
COM 7869100 337,341 5,886.00 X X
ADVANCED MICRO DEVICES INC
COM 7903107 441,611 28,491.00 X X
AETNA INC
COM 8117103 5,507,133 66,351.00 X X
AFTERMARKET TECHNOLOGY CORP
COM 8318107 11,107,928 2,038,152.00 X X
AGOURON PHARMACEUTICALS INC
COM 8488108 611,441 10,810.00 X X
AIR PRODS + CHEMS INC
COM 9158106 45,188,697 1,319,378.00 X X
AIRBORNE FGHT CORP
COM 9266107 504,990 16,290.00 X X
AIRGAS INC
COM 9363102 9,563,773 1,141,943.00 X X
AIRTOUCH COMMUNICATIONS INC
COM 00949T100 261,428,310 2,705,597.00 X X
ALASKA AIR GROUP INC
COM 11659109 420,850 8,860.00 X X
ALBANY INTL CORP
NEW CLASS A 12348108 195,375 10,420.00 X X
ALBEMARLE CORP
COM 12653101 335,209 16,010.00 X X
ALBERTO CULVER CO
CL B CONV 13068101 268,602 11,491.00 X X
ALBERTO CULVER CO
CL A 13068200 722,500 34,000.00 X X
ALBERTSONS INC
COM 13104104 2,654,252 48,870.00 X X
ALCAN ALUM LTD
COM 13716105 1,997,810 77,397.00 X X
ALCOA INC
COM 13817101 5,335,841 129,550.00 X X
ALCATEL ALSTHOM
SPONSORED ADR REPSTG 1/5 SH 13904305 1,315,643 57,672.00 X X
ALEXANDER + BALDWIN INC
COM 14482103 297,711 15,170.00 X X
ALIANT COMMUNICATIONS INC
COM 16090102 492,888 12,040.00 X X
ALLEGHANY CORP DEL
COM 17175100 26,339,310 143,245.74 X X
ALLEGHENY ENERGY INC
COM 17361106 1,220,710 41,380.00 X X
ALLEGHENY TELDYNE INC
COM 17415100 1,284,322 67,819.00 X X
ALLERGAN INC
COM 18490102 151,758,368 1,726,980.00 X X
ALLIED SIGNAL INC
COM 19512102 363,969,547 7,399,635.00 X X
ALLIED WASTE INDUSTRIES INC
19589308 3,998,985 276,986.00 X X
ALLSTATE CORP
COM 20002101 6,101,636 164,631.00 X X
ALLTEL CORP
COM 20039103 10,323,562 165,508.00 X X
ALTERA CORP
21441100 1,956,955 32,890.00 X X
ALZA CORP
COM 22615108 758,574 19,832.00 X X
AMBAC FINL GROUP INC
COM 23139108 1,277,100 23,650.00 X X
AMBASSADORS INTL INC
COM 23178106 3,237,500 200,000.00 X X
AMERADA HESS CORP
COM NPV 23551104 942,806 18,739.00 X X
AMEREN CORP
COM 23608102 997,689 27,570.00 X X
AMERICA ONLINE INC DEL
COM 02364J104 50,767,091 347,719.80 X X
AMERICAN BANKERS INS GROUP INC
COM 24456105 14,430,000 277,500.00 X X
AMERICAN ELEC PWR INC
COM 25537101 23,201,392 584,602.00 X X
AMERICAN EXPRESS CO
COM 25816109 308,426,338 2,624,905.00 X X
AMERICAN FINL GROUP INC OHIO
COM 25932104 730,493 20,760.00 X X
AMERICAN GEN CORP
COM 26351106 3,549,605 50,349.00 X X
AMERICAN GREETINGS CORP
CL A 26375105 372,607 14,684.00 X X
AMERICAN HOME PRODUCTS CORP
COM 26609107 145,951,265 2,236,801.00 X X
AMERICAN INTL GROUP INC
COM 26874107 219,834,418 1,822,461.50 X X
AMERICAN MGMT SYS INC
COM 27352103 7,166,250 210,000.00 X X
AMERICAN PWR CONVERSION CORP
COM 29066107 871,830 32,290.00 X X
AMERICAN STD COS INC DEL
COM 29712106 815,719 23,730.00 X X
AMERICAN STORES CO NEW
COM 30096101 1,852,785 56,145.00 X X
AMERICAN WTR WKS INC
COM RTS CALLABLE THRU 02MAR99 30411102 788,414 27,070.00 X X
AMERISOURCE HEALTH CORP
CL A 03071P102 33,629,902 983,690.00 X X
AMERITECH CORP
NEW COM 30954101 12,696,444 219,377.00 X X
AMETEK AEROSPACE PRODS INC
COM 31100100 202,940 11,120.00 X X
AMGEN INC
COM 31162100 57,659,141 770,072.00 X X
AMP INC
COM 31897101 2,327,568 43,354.00 X X
AMSOUTH BANCORPORATION
COM 32165102 7,922,005 174,110.00 X X
ANADARKO PETE CORP
COM 32511107 39,260,755 1,040,020.00 X X
ANALOG DEVICES INC
COM 32654105 72,599,847 2,440,331.00 X X
ANDREW CORP
COM 34425108 215,321 17,488.00 X X
ANHEUSER BUSCH COS INC
COM 35229103 135,977,850 1,784,779.00 X X
AON CORP
COM 37389103 6,941,688 109,750.00 X X
APACHE CORP
COM 37411105 3,752,844 143,994.00 X X
APOLLO GROUP INC
CL A 37604105 791,688 26,500.00 X X
APPLE COMPUTER
COM NPV 37833100 960,286 26,721.00 X X
APRIA HEALTHCARE GROUP INC
COM 37933108 207,813 17,500.00 X X
APPLIED MATERIALS INC
COM 38222105 68,121,013 1,104,292.00 X X
ARADIGM CORP
COM 38505103 3,285,222 378,973.00 X X
ARCHER DANIELS MIDLAND CO
COM 39483102 9,268,562 631,051.00 X X
ARMSTRONG WORLD INDS INC
COM 42476101 595,074 13,169.00 X X
ARROW ELECTRS INC
COM 42735100 484,500 32,300.00 X X
ARROW INTERNATIONAL INC
42764100 558,469 25,900.00 X X
ARVIN INDS INC
COM 43339100 296,113 8,790.00 X X
ASARCO INC
COM 43413103 198,935 14,468.00 X X
ASCEND COMMUNICATIONS INC
COM 43491109 3,604,923 43,076.00 X X
ASHLAND INC
COM 44204105 4,699,379 114,794.00 X X
ASSOCIATED BANC CORP
COM 45487105 683,143 21,390.00 X X
AT ENTMT INC
COM 45920105 475,000 50,000.00 X X
ASSOCIATES FIRST CAP CORP
CL A 46008108 107,060,490 2,379,122.00 X X
ASTORIA FINL CORP
COM 46265104 930,000 18,600.00 X X
ATLANTIC RICHFIELD CO
COM 48825103 4,661,561 63,857.00 X X
ATMEL CORP
COM 49513104 509,389 33,540.00 X X
AUTODESK INCORPORATED
COM STK NPV 52769106 426,656 10,551.00 X X
AUTOLIV
COM 52800109 1,854,686 49,376.00 X X
AUTOMATIC DATA PROCESSING INC
COM 53015103 163,337,949 3,947,745.00 X X
AUTOZONE INC
COM 53332102 869,970 28,641.00 X X
AVERY DENNISON CORP
COM 53611109 9,638,610 167,628.00 X X
AVNET INC
COM 53807103 443,573 12,070.00 X X
AVON PRODS INC
COM 54303102 109,510,484 2,326,916.00 X X
BB+T CORP
COM 54937107 2,234,940 61,760.00 X X
BA MERCHANTS SVCS INC
CL A 55239107 1,528,125 75,000.00 X X
BJS WHSL CLUB INC
COM 05548J106 669,916 25,460.00 X X
BJ SVCS CO
COM 55482103 5,888,438 251,240.00 X X
BP AMOCO PLC
SPONSORED ADR 55622104 95,863,299 949,729.28 X X
BMC SOFTWARE INC
COM 55921100 3,610,258 97,410.00 X X
BAKER HUGHES INC
COM 57224107 41,837,704 1,720,831.00 X X
BALL CORP
COM 58498106 272,754 5,811.00 X X
BANCO DE GALICIA Y BUENOS AIRE
SPONSORED ADR NEW REPSTG CL B 59538207 603,773 37,589.00 X X
BANDAG INC
COM 59815100 218,400 7,680.00 X X
BANK NEW YORK INC
COM 64057102 68,922,842 1,917,853.00 X X
BANK ONE CORP
COM 06423A103 17,823,676 323,699.00 X X
BANKBOSTON CORP
COM 06605R106 25,338,419 585,014.00 X X
BANKERS TR NY CORP
COM 66365107 1,738,260 19,697.00 X X
BARD C R INC
COM 67383109 494,338 9,801.00 X X
BARNES + NOBLE INC
COM 67774109 740,803 23,060.00 X X
BARRICK GOLD CORP
COM 67901108 23,062,306 1,351,637.00 X X
BATTLE MTN GOLD CO
COM 71593107 120,744 43,907.00 X X
BAUSCH + LOMB INC
COM 71707103 784,680 12,072.00 X X
BAXTER INTL INC
COM 71813109 10,878,318 164,823.00 X X
BEAR STEARNS COS INC
COM 73902108 3,690,517 82,585.00 X X
BECKMAN COULTER INC
COM 75811109 426,570 9,640.00 X X
BECTON DICKINSON + CO
COM 75887109 2,877,575 75,108.00 X X
BED BATH + BEYOND INC
COM 75896100 1,711,850 46,900.00 X X
BELL ATLANTIC CORP
COM 77853109 104,094,542 2,013,921.00 X X
BELLSOUTH CORP
COM 79860102 30,674,214 765,659.00 X X
BELO A H CORP
COM SER A 80555105 741,133 40,610.00 X X
BEMIS INC
COM RTS CALLABLE THRU 22AUG99 81437105 316,744 10,197.00 X X
BERGEN BRUNSWIG CORP
CLASS A 83739102 6,058,000 302,900.00 X X
BERKSHIRE HATHAWAY INC DEL
CL B 84670207 212,278,843 90,293.00 X X
BEST BUY CO INC
COM STK USD0.10 86516101 3,525,600 67,800.00 X X
BESTFOODS
COM 08658U101 28,562,135 607,705.00 X X
BETHLEHEM STL CORP
COM 87509105 364,691 44,205.00 X X
BEVERLY ENTERPRISES INC
COM NEW 87851309 178,760 34,880.00 X X
BIOGEN INC
COM 90597105 2,848,668 24,920.00 X X
BIOMET INC
COM 90613100 985,070 23,489.00 X X
BLACK + DECKER CORPORATION
COM 91797100 1,744,064 31,460.00 X X
BLOCK H + R INC
COM 93671105 943,426 19,914.00 X X
BOB EVANS FARMS INC
COM 96761101 281,600 14,080.00 X X
BOEING CO
COM 97023105 10,016,438 293,522.00 X X
BOISE CASCADE CORP
COM 97383103 310,890 9,640.00 X X
BORDERS GROUP INC
COM 99709107 366,328 26,050.00 X X
BORG WARNER AUTOMOTIVE INC
COM 99724106 430,313 9,000.00 X X
BOSTON SCIENTIFIC CORP
COM 101137107 4,729,182 116,590.00 X X
BOWATER INC
COM 102183100 727,515 18,360.00 X X
BRIGGS + STRATTON CORP
COM 109043109 250,508 5,080.00 X X
BRINKER INTL INC
COM 109641100 581,000 22,400.00 X X
BRISTOL MYERS SQUIBB CO
COM 110122108 457,053,631 7,106,762.00 X X
BROWN FORMAN CORP
CLASS B 115637209 800,411 13,890.00 X X
BROWNING FERRIS INDS INC
COM 115885105 2,264,159 58,714.00 X X
BRUNSWICK CORP
COM 117043109 354,868 18,616.00 X X
BUFFETS INC
COM STK 119882108 152,470 15,440.00 X X
BURLINGTON INDS INC
COM 121693105 139,059 20,990.00 X X
BURLINGTON NORTHN SANTA FE
COM 12189T104 138,464,898 4,211,860.00 X X
BURLINGTON RES INC
COM 122014103 118,039,914 2,955,616.00 X X
CCB FINL CORP
COM 124875105 16,129,006 313,320.00 X X
CBRL GROUP INC
COM 12489V106 379,440 21,080.00 X X
CBS CORP
COM 12490K107 12,494,985 305,221.00 X X
CIGNA CORP
COM 125509109 5,690,785 67,899.00 X X
CIT GROUP INC
CL A 125577106 8,337,450 272,800.00 X X
CLECO CORP
COM 12561M107 224,200 7,600.00 X X
CMP GROUP INC
COM 125887109 201,390 10,960.00 X X
CMS ENERGY CORP
COM 125896100 59,086,819 1,474,866.00 X X
CNF TRANSN INC
COM 12612W104 609,538 16,120.00 X X
CSX CORP
COM 126408103 2,404,079 61,742.00 X X
CVS CORP
COM 126650100 38,059,565 801,254.00 X X
CABLETRON SYSTEMS INC
COM STK 126920107 247,189 30,191.00 X X
CABOT CORP
COM 127055101 4,206,225 197,940.00 X X
CADENCE DESIGN SYS INC
COM 127387108 15,059,888 584,850.00 X X
CALGON CARBON CORP
COM STK 129603106 69,668 13,430.00 X X
CALLAWAY GOLF CO
COM 131193104 2,817,618 276,576.00 X X
CAMBRIDGE TECHNOLOGY PARNERS M
COM 132524109 275,835 19,880.00 X X
CAMPBELL SOUP CO
COM 134429109 3,626,192 89,123.00 X X
CANADIAN PAC LTD NEW
COM 135923100 22,511,307 1,158,138.00 X X
CAPITAL ONE FINL CORP
COM 14040H105 3,373,189 22,339.00 X X
CARDINAL HEALTH INC
COM 14149Y108 251,144,817 3,805,224.50 X X
CARLISLE COS INC
COM 142339100 476,850 10,200.00 X X
CARNIVAL CORP
COM 143658102 72,054,949 1,483,757.00 X X
CAROLINA PWR + LT CO
COM 144141108 1,180,431 31,218.00 X X
CARPENTER TECHNOLOGY CORP
COM 144285103 200,238 7,720.00 X X
CARTER WALLACE INC.
COM 146285101 275,220 15,290.00 X X
CASE CORP
COM 14743R103 2,127,136 83,828.00 X X
CATALINA MARKETING CORP
COM 148867104 94,804,197 1,103,979.00 X X
CATALYTICA INC
COM 148885106 12,173,326 1,106,666.00 X X
CATERPILLAR INC
COM 149123101 4,192,853 91,273.00 X X
CELL GENESYS INC
COM 150921104 7,332,859 1,856,420.00 X X
CELLULLAR COMMUNICATIONS PR
COM 15116N108 2,284,200 84,600.00 X X
CENDANT CORP
COM 151313103 5,728,385 363,707.00 X X
CENTEX CORP
COM 152312104 670,938 20,103.00 X X
CENTOCOR INC
COM 152342101 879,851 23,820.00 X X
CENTRAL + SOUTH WEST CORP
COM 152357109 973,242 41,525.00 X X
CENTURY TEL ENTERPRISES INC
COM 156686107 1,883,403 26,810.00 X X
CERIDIAN CORP
COM 15677T106 1,052,269 28,780.00 X X
CERNER CORP
156782104 3,212,500 200,000.00 X X
CHAMPION INTL CORP
COM 158525105 15,699,344 382,328.00 X X
CHARTER ONE FINL INC
COM 160903100 1,631,420 56,530.00 X X
CHASE MANHATTAN CORP NEW
COM 16161A108 122,240,903 1,503,347.00 X X
CHEVRON CORP
COM 166751107 48,756,390 551,309.00 X X
CHICAGO TITLE CORP
COM 168228104 18,148,324 498,923.00 X X
CHOICE HOTELS INC
COM 169905106 703,125 50,000.00 X X
CHIRON CORP
COM STK 170040109 1,318,224 60,090.00 X X
CHRIS CRAFT INDS INC
COM 170520100 518,341 11,360.90 X X
CHUBB CORP
COM 171232101 6,919,042 118,148.00 X X
CHURCH + DWIGHT INC
COM 171340102 267,320 6,560.00 X X
CINCINNATI BELL INC
COM 171870108 1,034,144 46,090.00 X X
CINCINNATI FINL CORP
COM 172062101 1,186,697 32,568.00 X X
CINERGY CORP
COM 172474108 1,959,568 71,257.00 X X
CIRCUIT CITY STORES INC
COM 172737108 1,442,006 18,819.00 X X
CISCO SYS INC
COM 17275R102 361,673,427 3,301,069.50 X X
CIRRUS LOGIC INC
COM 172755100 190,294 29,850.00 X X
CINTAS CORP
COM 172908105 2,343,694 35,850.00 X X
CIRCUS CIRCUS ENTERPRISES INC
COM 172909103 4,155,288 236,600.00 X X
CITIGROUP INC
COM 172967101 589,003,641 9,221,192.03 X X
CITRIX SYS INC
COM 177376100 1,106,388 29,020.00 X X
CITY NATL CORP
COM 178566105 485,355 15,720.00 X X
CLAIRE S STORES INC
COM 179584107 516,945 17,160.00 X X
CLAYTON HOMES INC
COM 184190106 542,748 49,062.00 X X
CLEAR CHANNEL COMMUNICATIONS
COM 184502102 6,042,331 90,100.00 X X
CLOROX CO
COM 189054109 2,730,469 23,300.00 X X
COASTAL CORP
COM 190441105 1,367,850 41,450.00 X X
COCA COLA CO
COM 191216100 58,331,475 950,411.00 X X
COCA COLA ENTERPRISES INC
COM STK 191219104 4,329,592 143,127.00 X X
COCA COLA FEMSA S A CV
ADR 191241108 1,008,879 61,847.00 X X
COFLEXIP
SPONSORED ADR 192384105 36,196,710 1,049,180.00 X X
COLE NATL CORP
CL A 193290103 6,729,505 368,740.00 X X
COLGATE PALMOLIVE CO
COM 194162103 89,998,908 978,249.00 X X
COLUMBIA ENERGY GROUP
COM 197648108 858,520 16,431.00 X X
COLUMBIA / HCA HEALTHCARE CORP
COM 197677107 12,057,809 636,716.00 X X
COMAIR HLDGS INC
COM 199789108 783,169 33,150.00 X X
COMCAST CORP
CL A 200300101 2,927,154 47,596.00 X X
COMCAST CORP
CL A SPL 200300200 206,570,630 3,282,155.00 X X
COMDISCO INC
COM 200336105 20,150,130 1,127,280.00 X X
COMERICA INC
COM 200340107 8,515,601 136,386.00 X X
COMPANHIA PARANAENSE DE ENERG
SPONSORED ADR REPSTG PFD SHS 20441B407 434,438 57,925.00 X X
COMPANIA DE TELECOM DE CHILE
SPONSORED ADR NEW 204449300 662,554 28,119.00 X X
COMPAQ COMPUTER CORP
COM 204493100 17,574,933 554,633.00 X X
COMPUTER ASSOC INTL INC
COM 204912109 3,980,582 111,932.00 X X
COMPUSA INC
204932107 214,830 30,690.00 X X
COMPUTER SCIENCES CORP
COM 205363104 44,424,613 804,976.00 X X
COMPX INTL INC
CL A 20563P101 318,750 25,000.00 X X
COMPUWARE CORP
COM 205638109 13,925,333 583,260.00 X X
COMSAT CORP
COM SER 1 20564D107 512,483 17,710.00 X X
COMVERSE TECHNOLOGY INC
COM NEW 205862402 54,897,080 645,848.00 X X
CONAGRA INC
COM 205887102 17,070,177 667,782.00 X X
CONCENTRA MANAGED CARE INC
COM 20589T103 230,550 15,900.00 X X
CONCORD EFS INC
COM 206197105 1,190,700 43,200.00 X X
CONECTIV INC
COM 206829103 701,763 36,220.00 X X
CONOCO INC
CL A 208251306 13,165,500 536,000.00 X X
CONSECO INC
COM STK 208464107 1,955,839 63,347.00 X X
CONSOLIDATED EDISON INC
COM 209115104 2,124,748 46,891.00 X X
CONSOLIDATED NAT GAS CO
COM 209615103 1,377,662 28,296.00 X X
CONSOLIDATED PAPERS INC
COM 209759109 717,220 30,520.00 X X
CONSOLIDATED STORES CORP
COM 210149100 9,264,409 305,630.00 X X
CONTINENTAL AIRLS INC
COM CL B 210795308 55,277,764 1,454,678.00 X X
CONVERGYS CORP
COM 212485106 881,938 51,500.00 X X
COOPER INDS INC
COM 216669101 8,865,659 207,992.00 X X
COOPER TIRE + RUBR CO
COM 216831107 320,221 17,427.00 X X
COORS ADOLPH CO
CLASS B COM 217016104 416,178 7,707.00 X X
CORDANT TECHNOLOGIES INC
COM 218412104 490,888 12,330.00 X X
CORNING INC
COM 219350105 2,717,700 45,295.00 X X
COSTCO COS INC
COM 22160Q102 68,438,665 747,453.00 X X
COUNTRYWIDE CR INDS INC
COM 222372104 13,106,475 349,506.00 X X
COVANCE INC
COM 222816100 5,824,776 232,410.00 X X
COX COMMUNICATIONS INC NEW
CL A 224044107 3,176,250 42,000.00 X X
CRANE CO
COM 224399105 337,440 13,951.00 X X
CREE RESH INC
COM 225447101 60,665,170 1,292,467.00 X X
CRESCENT REAL ESTATE EQUITIES
COM 225756105 430,000 20,000.00 X X
CROMPTON + KNOWLES CORP
COM 227111101 6,918,345 439,260.00 X X
CROWN CORK + SEAL INC
COM 228255105 702,238 24,586.00 X X
C3 INC NC
COM 22942P109 2,017,286 581,737.00 X X
CULLEN FROST BANKERS INC
COM 229899109 9,587,500 200,000.00 X X
CUMMINS ENGINE INC
COM 231021106 303,206 8,526.00 X X
CYBERSHOP INTL INC
COM 23251X105 6,159,855 531,022.00 X X
CYPRESS SEMICONDUCTOR CORP
COM 232806109 260,730 28,970.00 X X
CYPRUS AMAX MINERALS CO
COM 232809103 389,807 32,149.00 X X
CYTEC INDS INC
COM 232820100 337,588 15,130.00 X X
DPL INC
COM 233293109 2,133,945 129,330.00 X X
DTE ENERGY CO
COM 233331107 1,125,412 29,279.00 X X
DANA CORP
COM 235811106 2,648,676 69,702.00 X X
DANAHER CORP
COM 235851102 2,417,085 46,260.00 X X
DARDEN RESTAURANTS INC
COM 237194105 599,321 29,058.00 X X
DAYTON HUDSON CORP
COM 239753106 205,226,054 3,080,316.00 X X
DEAN FOODS CO
COM 242361103 486,281 13,650.00 X X
DEERE + CO
COM 244199105 36,395,835 942,287.00 X X
DELL COMPUTER CORP
COM 247025109 30,718,298 751,518.00 X X
DELTA AIR LINES INC DE
COM 247361108 81,693,080 1,175,440.00 X X
DE LUXE CORP
COM 248019101 476,223 16,351.00 X X
DENTSPLY INTL INC NEW
249030107 22,681,956 975,568.00 X X
DESC S A DE C V
SPONSORED ADR REPSTG SER C SHS 250309101 23,453,669 878,826.00 X X
DEXTER CORP
COM 252165105 245,070 7,780.00 X X
DIAL CORP NEW
COM 25247D101 8,718,875 253,640.00 X X
DIAMOND OFFSHORE DRILLING INC
COM 25271C102 790,625 25,000.00 X X
DIEBOLD INC
COM 253651103 559,200 23,300.00 X X
DIGITAL COURIER TECHNOLOGIES
COM 253838106 993,438 180,625.00 X X
DILLARDS INC
CL A 254067101 577,814 22,771.00 X X
DIME BANCORP INC NEW
COM USD0.01 25429Q102 895,038 38,600.00 X X
DISNEY WALT CO
COM 254687106 91,972,227 2,954,931.00 X X
DOLE FOOD INC
COM 256605106 612,000 20,400.00 X X
DOLLAR GEN CORP
256669102 2,130,610 62,665.00 X X
DOLLAR TREE STORES INC
COM 256747106 618,131 19,980.00 X X
DOMINION RES INC VA
COM 257470104 1,429,407 38,698.00 X X
DONALDSON INC
COM 257651109 297,540 16,530.00 X X
DONNELLEY R R + SONS CO
COM 257867101 905,885 28,144.00 X X
DOVER CORP
COM 260003108 232,019,718 7,057,634.00 X X
DOW CHEM CO
COM 260543103 6,161,092 66,115.00 X X
DOW JONES + CO INC
COM 260561105 989,711 20,974.00 X X
DU PONT E I DE NEMOURS + CO
COM 263534109 86,647,714 1,492,318.00 X X
DUANE READE INC
COM 263578106 452,969 16,250.00 X X
DUKE ENERGY CO
COM STK NPV 264399106 50,200,539 919,003.00 X X
DUN + BRADSTREET CORP DEL
COM 26483B106 1,196,715 33,592.00 X X
ECI TELECOM LTD
ORD 268258100 83,485,080 2,385,288.00 X X
EG + G INC
COM 268457108 15,040,476 570,255.00 X X
E M C CORP MASS
COM 268648102 275,869,865 2,159,451.00 X X
ENSCO INTL INC
COM 26874Q100 633,941 47,620.00 X X
ESAT TELECOM GROUP PLC
SPONSORED ADR 26883Y102 942,899 22,517.00 X X
E TRADE GROUP INC
COM 269246104 2,274,188 39,000.00 X X
EASTERN ENTERPRISES
COM 27637F100 8,078,269 222,083.00 X X
EASTMAN CHEM CO
COM 277432100 702,822 16,709.00 X X
EASTMAN KODAK CO
COM 277461109 8,859,015 138,693.00 X X
EATON CORP
COM 278058102 1,977,905 27,663.00 X X
ECOLAB INC
COM 278865100 2,842,201 80,062.00 X X
EDISON INTL
COM 281020107 31,558,799 1,418,373.00 X X
EDWARDS A G INC
COM 281760108 7,364,821 225,310.00 X X
EL PASO ENERGY CORP DEL
COM 283905107 19,963,270 610,731.00 X X
ELECTRONIC ARTS
COM 285512109 972,325 20,470.00 X X
ELECTRONIC DATA SYS CORP NEW
COM 285661104 7,177,949 147,429.00 X X
EMBRATEL PARTICIPACOES S A
SPONSORED ADR REPSTG PFD 29081N100 595,076 35,660.00 X X
EMERSON ELEC CO
COM 291011104 73,171,218 1,382,219.00 X X
ENERGY EAST CORP
COM 29266M109 1,133,248 21,560.00 X X
ENGELHARD CORP
COM 292845104 478,095 28,227.00 X X
ENESCO GROUP INC
COM 292973104 4,060,450 224,800.00 X X
ENRON CORP
COM 293561106 5,282,507 82,218.00 X X
ENTERGY CORP
COM 29364G103 2,499,723 90,899.00 X X
EQUIFAX INC
COM 294429105 176,428,313 5,132,460.00 X X
EQUITABLE COMPANIES INC
COM 29444G107 19,637,240 280,532.00 X X
EQUITY OFFICE PPTYS TR
COM 294741103 17,552,486 690,024.00 X X
ETHYL CORP
COM 297659104 119,893 28,210.00 X X
EVEREST REINSURANCE HLDGS
COM 299808105 1,634,225 52,400.00 X X
EXXON CORP
COM 302290101 272,473,142 3,861,444.00 X X
FMC CORP
COM NEW 302491303 345,625 7,000.00 X X
FPL GROUP INC
COM 302571104 32,906,849 617,969.00 X X
FAMILY DLR STORES INC
COM 307000109 1,338,370 58,190.00 X X
FASTENAL CO
311900104 449,501 12,820.00 X X
FDX CORP
COM 31304N107 5,501,275 59,273.00 X X
FEDERAL HOME LN MTG CORP
COM FORMERLY SR PART PFD 313400301 12,609,601 220,737.00 X X
FEDERAL MOGUL CORP
COM 313549107 2,575,700 59,900.00 X X
FEDERAL NATL MTG ASSN
COM 313586109 355,767,374 5,137,435.00 X X
FEDERAL SIGNAL CORP
COM STK 313855108 322,519 15,450.00 X X
FEDERATED DEPT STORES INC DEL
COM 31410H101 66,869,195 1,666,522.00 X X
FERRO CORP
COM STK 315405100 303,435 12,260.00 X X
FIFTH THIRD BANCORP
COM STK 316773100 3,434,750 52,091.00 X X
FINOVA GROUP INC
COM 317928109 27,488,563 529,900.00 X X
FIRST AMERN CORP TENN
COM 318900107 5,228,875 141,800.00 X X
FIRST DATA CORP
COM 319963104 346,602,935 8,107,671.00 X X
FIRST HEALTH GROUP CORP
COM 320960107 342,453 21,320.00 X X
FIRST SEC CORP DEL
COM 336294103 2,675,168 138,520.00 X X
FIRST TENN NATL CORP
COM 337162101 1,581,468 43,180.00 X X
FIRST UN CORP
COM 337358105 50,826,116 951,132.00 X X
FIRST VA BKS INC
COM RTS CALLABLE THRU 8/8/98 337477103 773,033 16,920.00 X X
FIRSTAR CORP WIS
COM 33763V109 18,160,445 202,910.00 X X
FISERV INC
337738108 1,484,876 27,690.00 X X
FIRSTENERGY CORP
COM 337932107 1,273,112 45,570.00 X X
FLANDERS CORP
COM 338494107 1,138,890 444,445.00 X X
FLEET FINL GROUP INC
COM 338915101 16,469,366 437,724.00 X X
FLEETWOOD ENTERPRISES INC
COM 339099103 383,718 13,405.00 X X
FLORIDA PROGRESS CORP
COM 341109106 23,739,616 628,864.00 X X
FLOWERS INDS INC
COM 343496105 830,601 33,730.00 X X
FLOWSERVE CORP
COM 34354P105 207,448 13,330.00 X X
FLUOR CORP
COM 343861100 437,724 16,212.00 X X
FOCAL INC
COM 343909107 6,369,854 1,011,088.00 X X
FOMENTO ECONOMICO MEXICANO
SPONSADR RPSTG UNIT 1 SER B 344419106 922,587 29,821.00 X X
FORD MTR CO DEL
COM 345370100 57,936,926 1,020,915.00 X X
FORE SYSTEMS
COM 345449102 704,069 37,240.00 X X
FOREST LABS INC
COM 345838106 1,581,883 28,060.00 X X
FORT JAMES CORP
COM 347471104 9,129,105 288,098.00 X X
FORTUNE BRANDS INC
COM 349631101 1,366,326 35,317.00 X X
FOUNDATION HEALTH SYS INC
COM 350404109 502,978 41,270.00 X X
FOX ENTMT GROUP INC
CL A 35138T107 1,085,000 40,000.00 X X
FRANKLIN RES INC
COM 354613101 2,928,656 104,130.00 X X
FREEPORT MCMORAN COPPER + GOLD
CL B 35671D857 3,133,740 288,160.00 X X
FRONTIER CORP
COM 35906P105 44,668,473 861,079.00 X X
FULLER H B CO
COM 359694106 278,185 4,720.00 X X
FURNITURE BRANDS INTL INC
COM 360921100 382,763 17,300.00 X X
GATX
COM 361448103 12,352,880 375,040.00 X X
GPU INC
COM 36225X100 939,268 25,173.00 X X
GTE CORP
COM 362320103 123,370,390 2,039,180.00 X X
GANNETT INC
COM 364730101 191,965,851 3,047,077.00 X X
GAP INC
COM 364760108 12,369,412 183,761.00 X X
GATEWAY 2000 INC
COM 367833100 35,383,735 516,080.00 X X
GENCORP INC
COM 368682100 252,540 14,030.00 X X
GENERAL COMMUNICATION INC
369385109 2,441,001 535,014.00 X X
GENERAL DYNAMICS CORP
COM 369550108 1,635,998 25,463.00 X X
GENERAL ELEC CO
COM 369604103 3,523,645,753 31,852,165.00 X X
GENERAL INSTR CORP DEL
COM 370120107 4,360,999 143,868.00 X X
GENERAL MLS INC
COM 370334104 32,919,785 435,663.00 X X
GENERAL MTRS CORP
COM 370442105 18,553,025 213,560.00 X X
GENERAL NUTRITION COS INC
COM 37047F103 321,580 22,970.00 X X
GENICOM CORP
372282103 377,813 195,000.00 X X
GENUINE PARTS CO
COM 372460105 1,057,015 36,686.00 X X
GENZYME CORP
COM 372917104 1,370,891 27,180.00 X X
GEORGIA GULF CORP
COM 373200203 116,909 10,450.00 X X
GEORGIA PAC CORP
COM 373298108 2,230,916 30,046.00 X X
GEORGIA PAC CORP
COM TIMBER GROUP 373298702 661,906 29,500.00 X X
GERBER SCIENTIFIC INC
COM 373730100 5,132,652 254,249.00 X X
GILLETTE CO
COM 375766102 49,759,886 837,180.00 X X
GLATFELTER P H CO
COM 377316104 158,751 14,190.00 X X
GLOBAL MARINE INC
COM NEW 379352404 687,845 58,540.00 X X
GOLDEN WEST FINL CORP DEL
COM 381317106 1,139,411 11,931.00 X X
GOODRICH B F CO
COM 382388106 491,767 14,332.00 X X
GOODYEAR TIRE AND RUBBER
COM 382550101 8,485,360 170,346.00 X X
GRACE W R + CO DEL NEW
COM 38388F108 174,103 14,359.00 X X
GRAINGER W W INC
COM 384802104 857,762 19,919.00 X X
GRANITE CONSTR INC
387328107 218,089 9,330.00 X X
GREAT ATLANTIC + PAC TEA INC
COM 390064103 226,320 7,544.00 X X
GREAT LAKES CHEMICAL CORP
COM 390568103 28,616,821 778,689.00 X X
GREENPOINT FINL CORP
COM 395384100 1,108,178 31,890.00 X X
GRUPO TELEVISION SA DE CV
SPONSORED ADR REPSTG ORD PARTN 40049J206 4,256,176 135,655.00 X X
GRUPO ELEKTRAS A DE C V
GLOBAL DEPOSITORY RCPT REP 40050A102 212,726 32,727.00 X X
GTECH HLDGS CORP
COM 400518106 340,031 13,950.00 X X
GUIDANT CORP
COM 401698105 6,734,497 111,314.00 X X
GULFSTREAM AEROSPACE CORP NEW
COM 402734107 22,178,201 511,313.00 X X
HCR MANOR CARE INC
COM 404134108 6,903,724 302,629.00 X X
HSB GROUP INC
COM 40428N109 365,310 9,840.00 X X
HALLIBURTON CO
COM 406216101 66,314,017 1,722,442.00 X X
HANNA M.A. CO
COM STK 410522106 215,634 16,830.00 X X
HANNAFORD BROS CO
COM 410550107 649,302 14,290.00 X X
HARCOURT GEN INC
COM 41163G101 629,592 14,208.00 X X
HARLEY DAVIDSON INC
COM RTS CALLABLE THRU 23MAY98 412822108 2,977,189 51,890.00 X X
HARMAN INTL INDS INC NEW
COM 413086109 16,708,939 454,665.00 X X
HARRAHS ENTMT INC
COM 413619107 477,134 25,030.00 X X
HARRIS CORP DEL
COM 413875105 455,825 15,924.00 X X
HARSCO CORP
COM 415864107 378,316 15,020.00 X X
HARTFORD FINANCIAL SVCS GRP
COM 416515104 71,746,802 1,262,870.00 X X
HASBRO INC
COM 418056107 6,575,381 227,227.00 X X
HAWAIIAN ELEC INDS INC
COM 419870100 379,376 10,820.00 X X
HAYES LEMMERZ INTL INC
COM 420781106 822,500 35,000.00 X X
HEALTHSOUTH CORP
COM 421924101 1,694,590 163,334.00 X X
HEALTH MGMT ASSOC
CL A 421933102 1,034,475 84,880.00 X X
HEALTHCARE FINL PARTNERS INC
COM 42219W108 5,225,000 200,000.00 X X
HEILIG MEYERS CO
COM 422893107 103,543 19,960.00 X X
HEINZ H J CO
COM 423074103 7,983,682 168,521.00 X X
HELLENIC TELECOMMUNICATIONS
SPONSORED ADR 423325307 19,970,420 1,708,699.00 X X
HELLER FINL INC
CL A 423328103 1,715,500 73,000.00 X X
HELMERICH AND PAYNE INC
COM 423452101 221,317 9,755.00 X X
HERCULES INC
COM 427056106 494,900 19,600.00 X X
HERSHEY FOODS CORP
COM 427866108 3,849,104 68,734.00 X X
HEWLETT PACKARD CO
COM 428236103 88,894,932 1,310,893.00 X X
HIBERNIA CORP
CL A 428656102 695,377 52,730.00 X X
HILLENBRAND INDS INC
COM 431573104 1,053,999 22,820.00 X X
HILTON HOTELS CORP
COM 432848109 717,511 51,023.00 X X
HOME DEPOT INC
COM 437076102 230,518,473 3,703,108.00 X X
HOMESTAKE MNG CO
COM 437614100 362,224 41,997.00 X X
HON INDS INC
COM 438092108 457,178 20,840.00 X X
HONEYWELL INC
COM 438506107 10,199,965 134,542.00 X X
HORACE MANN EDUCATORS CORP NEW
NEW COM 440327104 333,900 14,400.00 X X
HORMEL FOODS CORP
COM 440452100 900,244 25,270.00 X X
HOUGHTON MIFFLIN CO
COM 441560109 482,344 10,290.00 X X
HOUSEHOLD INTL INC
COM 441815107 4,463,220 97,824.00 X X
HUBBELL INC
CL A COM 443510102 3,367,000 91,000.00 X X
HUBBELL INC
CLB 443510201 134,276,560 3,356,914.00 X X
HUMANA INC
COM 444859102 579,997 33,623.00 X X
HUNT J B TRANS SVCS INC
COM 445658107 252,420 12,020.00 X X
HUNTINGTON BANCSHARES INC
COM 446150104 1,293,775 41,819.00 X X
ICN PHARMACEUTICALS INC
COM 448924100 648,476 25,810.00 X X
HYPERION SOLUTIONS CORP
COM 44914M104 1,160,000 80,000.00 X X
IBP INC
COM STK 449223106 582,404 31,270.00 X X
IMC GLOBAL INC
COM 449669100 789,705 38,640.00 X X
IMS HEALTH INC
COM 449934108 2,114,568 63,836.00 X X
IXC COMMUNICATIONS INC
COM 450713102 316,519,774 8,624,517.00 X X
ITT INDS INC
COM 450911102 12,944,279 365,916.00 X X
IDACORP INC
COM 451107106 374,151 12,710.00 X X
IKON OFFICE SOLUTIONS INC
COM 451713101 324,976 25,364.00 X X
ILLINOIS TOOL WKS INC
COM 452308109 3,011,889 48,677.00 X X
ILLINOVA CORP
COM 452317100 513,373 24,230.00 X X
IMATION CORP
COM 45245A107 226,545 13,730.00 X X
INCO LTD
COM 453258402 792,227 59,510.00 X X
INDIANA ENERGY INC
COM 454707100 192,784 10,180.00 X X
INDUSTRI MATEMATIK INTL CORP
COM 455792101 135,078 66,500.00 X X
INDY MAC MTG HLDGS INC
COM 456607100 1,359,375 125,000.00 X X
INFORMIX CORP
COM 456779107 450,096 61,030.00 X X
INGERSOLL RAND CO
COM 456866102 2,817,757 56,781.00 X X
INTEGRATED DEVICE TECHNOLOGY
COM RTS CALLABLE THRU 20DEC98 458118106 150,132 27,770.00 X X
INTEL CORP
COM 458140100 326,588,259 2,747,325.00 X X
INTERIM SVCS INC
COM 45868P100 6,450,000 430,000.00 X X
INTERNATIONAL BUSINESS MACHS
COM 459200101 351,369,233 1,982,337.00 X X
INTERNATIONAL FLAVOURS
COM 459506101 841,438 22,401.00 X X
INTERNATIONAL GAME TECHNOLOGY
COM 459902102 533,666 36,490.00 X X
INTERNATIONAL PAPER CO
COM 460146103 4,264,102 101,075.00 X X
INTERPUBLIC GROUP COS INC
COM 460690100 280,598,343 3,603,189.00 X X
INTERSTATE BAKERIES CORP
DEL NEW COM 46072H108 530,006 24,580.00 X X
INTERSTATE ENERGY CORP WISC
COM 460845100 687,724 25,830.00 X X
INTUIT
COM 461202103 2,061,455 20,260.00 X X
IPALCO ENTERPRISES
COM RTS CALLABLE THRU 11JUL00 462613100 666,023 30,360.00 X X
ISPAT INTL N V
CL A NY REGISTRY SH 464899103 8,199,316 1,102,429.00 X X
IVAX CORP
465823102 478,406 40,500.00 X X
JACOBS ENGR GROUP INC
COM 469814107 12,927,613 327,800.00 X X
JACOR COMMUNICATIONS INC
COM FORMERLY CL A 469858401 16,765,600 220,600.00 X X
JEFFERSON PILOT CORP
COM 475070108 4,517,367 66,677.00 X X
JOHNSON + JOHNSON
COM 478160104 256,902,461 2,742,121.00 X X
JOHNSON CTLS INC
COM 478366107 992,636 15,914.00 X X
JONES APPAREL GROUP INC
COM 480074103 32,867,072 1,176,450.00 X X
KLA TENCOR CORP
COM 482480100 826,485 17,019.00 X X
K MART CORP
COM 482584109 9,731,748 578,840.00 X X
K N ENERGY INC
COM 482620101 454,575 22,800.00 X X
KANSAS CITY PWR + LT CO
COM 485134100 514,909 20,910.00 X X
KANSAS CITY SOUTHN INDS INC
COM 485170104 2,109,570 37,010.00 X X
KAUFMAN + BROAD HOME CORP
COM 486168107 375,891 16,660.00 X X
KAYDON CORP
COM 486587108 318,023 10,990.00 X X
KEANE INC
COM 486665102 499,778 23,450.00 X X
KELLOGG CO
COM 487836108 2,771,509 81,967.00 X X
KELLY SVCS INC
CL A 488152208 358,530 12,920.00 X X
KENNAMETAL INC
COM 489170100 177,660 10,080.00 X X
KERR MCGEE CORP
COM 492386107 564,539 17,205.00 X X
KEYCORP NEW
COM 493267108 2,662,256 87,827.00 X X
KEYSPAN ENERGY
COM 49337K106 1,246,200 49,600.00 X X
KEYSTONE FINL INC
COM 493482103 559,860 17,360.00 X X
KIMBERLY CLARK CORP
COM 494368103 34,457,475 718,800.00 X X
KING WORLD PRODTNS INC
COM 495667107 459,752 15,043.00 X X
KMART FING I
TR CONV PFD SECS 498778208 6,019,750 99,500.00 X X
KNOLL INC
COM 498904101 2,890,975 117,400.00 X X
KNIGHT RIDDER INC
COM 499040103 41,249,350 824,987.00 X X
KOHLS CORP
COM 500255104 3,854,962 54,391.00 X X
KROGER CO
COM 501044101 32,571,581 543,993.00 X X
LG + E ENERGY CORP
COM 501917108 912,212 43,830.00 X X
LSI LOGIC CORP
COM 502161102 799,959 25,650.00 X X
LAIDLAW INC
COM 50730K503 604,477 103,996.00 X X
LANCASTER COLONY CORP
COM RTS CALLABLE THRU 4/20/00 513847103 388,725 14,600.00 X X
LANCE INC
COM 514606102 164,613 10,130.00 X X
LANDS END INC
COM 515086106 355,253 10,260.00 X X
LASER VISION CTRS INC
51807H100 14,680,474 405,328.00 X X
LAUDER ESTEE COS INC
CL A 518439104 3,042,900 32,200.00 X X
LAWTER INTL INC
COM 520786104 80,500 11,500.00 X X
LEAR CORP
COM 521865105 3,785,528 88,680.00 X X
LEE ENTERPRISES INC
COM 523768109 436,740 15,060.00 X X
LEGATO SYSTEMS INC
COM 524651106 660,800 12,800.00 X X
LEGGETT + PLATT INC
COM 524660107 1,329,600 66,480.00 X X
LEHMAN BROTHERS HLDGS INC
COM 524908100 1,469,253 24,590.00 X X
LEXMARK INTL GROUP INC
CL A 529771107 2,467,963 22,060.00 X X
LILLY ELI + CO
COM 532457108 53,765,681 633,469.00 X X
LIMITED INC
COM 532716107 1,771,158 44,698.00 X X
LINCARE HLDGS INC
COM 532791100 44,962,988 1,598,684.00 X X
LINCOLN NATL CORP IN
COM 534187109 58,678,061 593,457.00 X X
LINEAR TECHNOLOGY CORP
COM 535678106 2,620,925 51,140.00 X X
LITTON INDS INC
COM 538021106 887,776 15,290.00 X X
LIZ CLAIBORNE INC
COM 539320101 455,510 13,962.00 X X
LOCKHEED MARTIN CORP
COM 539830109 26,053,030 691,291.00 X X
LOEWS CORP
COM 540424108 78,406,547 1,050,674.00 X X
LONE STAR STEAKHOUSE + SALOON
COM 542307103 135,813 13,250.00 X X
LONGS DRUG STORES CORP
COM 543162101 262,219 8,615.00 X X
LONGVIEW FIBRE CO WASHINGTON
COM 543213102 201,881 17,460.00 X X
LOUIS DREYFUS NAT GAS CORP
COM 546011107 18,750,266 1,436,802.00 X X
LOUISIANA PAC CORP
COM 546347105 418,262 22,457.00 X X
LOWES COS INC
USD0.50 548661107 174,349,566 2,881,811.00 X X
LUBRIZOL CORP
COM 549271104 424,125 18,850.00 X X
LUCENT TECHNOLOGIES INC
COM 549463107 40,198,185 373,069.00 X X
LYONDELL CHEMICAL CO
COM 552078107 362,993 26,520.00 X X
MBIA INC
COM 55262C100 1,125,490 19,405.00 X X
MBNA CORP
COM 55262L100 3,804,243 159,340.00 X X
MCN ENERGY GROUP INC
COM 55267J100 428,708 26,690.00 X X
MCI WORLDCOM INC
COM 55268B106 157,873,372 1,782,621.00 X X
MGIC INVT CORP WIS
COM 552848103 2,628,390 74,963.00 X X
MAGNETEK INC
COM 559424106 89,026 10,630.00 X X
MATAV RT
ADR 559776109 537,595 20,097.00 X X
MALLINCKRODT INC NEW
COM 561232109 430,739 16,178.00 X X
MANPOWER INC WIS
COM 56418H100 637,904 27,290.00 X X
MARK IV INDS INC
COM 570387100 239,200 18,400.00 X X
MARSH + MCLENNAN COS INC
COM 571748102 91,758,513 1,236,846.00 X X
MARSHALL + ILSLEY CORP
COM 571834100 1,988,543 35,870.00 X X
MARRIOTT INTL INC NEW
CL A 571903202 3,797,271 112,930.00 X X
MARTIN MARIETTA MATLS INC
COM 573284106 97,940,877 1,716,379.00 X X
MASCO CORP
COM 574599106 53,718,251 1,901,531.00 X X
MATTEL INC
COM 577081102 1,419,392 57,061.00 X X
MAXIM INTEGRATED PRODS INC
COM 57772K101 2,447,533 45,220.00 X X
MAY DEPT STORES CO
COM 577778103 3,330,222 85,117.50 X X
MAYTAG CORP
COM 578592107 1,148,091 19,016.00 X X
MCCORMICK + CO INC
COM NON VTG 579780206 719,490 24,810.00 X X
MCDERMOTT INTL INC
COM 580037109 299,649 11,838.00 X X
MCDONALDS CORP
COM 580135101 97,537,241 2,152,546.00 X X
MCGRAW HILL COS INC
COM 580645109 6,521,252 119,656.00 X X
MCKESSON HBOC INC
COM 58155Q103 30,866,220 467,670.00 X X
MEAD CORP
COM 582834107 16,066,906 522,501.00 X X
MEDIAONE GROUP INC
COM 58440J104 25,319,863 398,738.00 X X
MEDIA GEN INC
CL A 584404107 419,895 9,030.00 X X
MEDPARTNERS INC
COM 58503X107 1,425,000 300,000.00 X X
MEDTRONIC INC
COM 585055106 8,315,825 115,900.00 X X
MELLON BK CORP
COM 585509102 5,655,859 80,367.45 X X
MENTOR GRAPHICS CORP
COM 587200106 298,350 22,100.00 X X
MERCANTILE BANCORPORATION INC
COM 587342106 1,428,895 30,082.00 X X
MERCANTILE BANKSHARES CORP
COM 587405101 896,140 24,220.00 X X
MERCK + CO INC
COM 589331107 563,781,313 7,030,788.00 X X
MEREDITH CORP
COM 589433101 365,021 11,611.00 X X
MERITOR AUTOMOTIVE INC
COM 59000G100 361,615 23,330.00 X X
MERRILL LYNCH + CO INC
COM 590188108 6,528,191 73,817.00 X X
METROMEDIA INTER. GRP, INC
COM 591695101 1,738,688 356,654.00 X X
METTLER TOLEDO INTL INC
COM 592688105 11,291,470 456,221.00 X X
MEYER FRED INC DEL NEW
COM 592907109 3,111,426 52,848.00 X X
MICROSOFT CORP
COM 594918104 461,917,391 5,153,890.00 X X
MICROSOFT CORP
PFD SER A CONV 594918203 72,410,305 735,130.00 X X
MICRO WHSE INC
COM 59501B105 188,663 11,700.00 X X
MICROCHIP TECHNOLOGY INC
COM 595017104 594,858 17,180.00 X X
MICRON TECHNOLOGY INC
COM 595112103 2,376,313 49,250.00 X X
MIDAMERICA ENERGY HLDGS CO NEW
COM 59562V107 568,120 20,290.00 X X
MILLER HERMAN INC
COM 600544100 536,550 29,400.00 X X
MILLIPORE CORP
COM 601073109 239,175 9,914.00 X X
MINERALS TECHNOLOGIES INC
COM 603158106 9,447,744 196,828.00 X X
MINNESOTA MNG + MFG CO
COM 604059105 7,915,227 111,876.00 X X
MINNESOTA PWR + LT CO
COM 604110106 481,505 24,380.00 X X
MIRAGE RESORTS INC
COM 60462E104 743,198 34,974.00 X X
MOBIL CORP
COM 607059102 101,816,000 1,157,000.00 X X
MODINE MFG CO
607828100 280,906 10,010.00 X X
MODIS PROFESSIONAL SVCS INC
COM 607830106 338,756 37,380.00 X X
MOLEX INC
COM 608554101 755,819 25,730.00 X X
MOLEX INC
CL A 608554200 76,061,167 2,939,562.00 X X
MONSANTO CO
COM 611662107 8,836,538 192,360.00 X X
MONTANA PWR CO
COM 612085100 1,367,527 18,590.00 X X
MOORE CORP LTD
COM 615785102 217,823 22,058.00 X X
MORGAN J P + CO INC
COM 616880100 4,279,632 34,688.00 X X
MORGAN STANLEY DEAN WITTER
COM NEW 617446448 204,790,426 2,049,185.00 X X
MORTON INTL INC IND NEW
COM 619335102 61,604,576 1,676,315.00 X X
MOTOROLA INC
COM 620076109 10,317,263 140,850.00 X X
MURPHY OIL CORP
COM 626717102 630,385 15,190.00 X X
MYLAN LABS INC
COM 628530107 1,190,239 43,380.00 X X
NCR CORP NEW
COM 6.29E+112 1,653,000 33,060.00 X X
NTL INC
COM 629407107 196,794,615 2,418,367.01 X X
NABISCO HLDGS CORP
CL A 629526104 1,313,375 31,600.00 X X
NABORS INDUSTRIES INC
COM 629568106 28,350,748 1,558,804.00 X X
NALCO CHEM CO
COM 629853102 371,902 14,001.00 X X
NATIONAL CITY CORP
COM 635405103 66,789,246 1,006,241.00 X X
NATIONAL FUEL GAS CO N J
COM 636180101 509,858 12,990.00 X X
NATIONAL SEMICONDUCTOR CORP
COM 637640103 298,494 32,053.00 X X
NATIONAL SVC INDS INC
637657107 4,193,434 123,110.00 X X
NAVISTAR INTL CORP INC
COM 639998004 585,452 14,568.00 X X
NEIMAN MARCUS GROUP INC
COM 640204103 4,305,538 190,300.00 X X
NEOPATH INC
COM 640517108 4,884,682 1,526,463.00 X X
NETWORKS ASSOCS INC
COM 640938106 1,348,409 43,940.00 X X
NEVADA PWR CO
COM 641423108 428,918 17,330.00 X X
NEW CENTY ENERGIES INC
COM 64352U103 33,177,693 974,024.00 X X
NEW ENGLAND ELEC SYS
COM 644001109 976,790 20,140.00 X X
NEW YORK TIMES CO
CL A 650111107 2,136,987 74,982.00 X X
NEWCOURT CR GROUP INC
COM 650905102 4,059,375 150,000.00 X X
NEWFIELD EXPL CO
COM 651290108 10,068,125 445,000.00 X X
NEWMONT MNG CORP
COM 651639106 22,517,063 1,286,689.34 X X
NEWPARK RES INC
COM PAR USD0.01 NEW 651718504 4,704,880 648,949.00 X X
NEWPORT NEWS SHIPBUILDING INC
COM 652228107 377,715 11,920.00 X X
NEXTEL COMMUNICATIONS INC
CL A 65332V103 4,978,180 135,923.00 X X
NICOR INC
COM 654086107 390,748 10,873.00 X X
NIKE INC
CL B 654106103 4,501,240 78,028.00 X X
NINE WEST GROUP INC
COM 65440D102 4,305,500 174,400.00 X X
NOBLE AFFILIATES INC
COM 654894104 1,370,250 47,250.00 X X
NOKIA CORP
SPONSORED ADR 654902204 16,384,900 105,200.00 X X
NOBLE DRILLING CORP
COM 655042109 770,755 44,360.00 X X
NORDSON CORP
COM NTS CALLABLE THRU 9/9/98 655663102 309,413 5,550.00 X X
NORDSTROM INC
COM 655664100 1,222,244 29,902.00 X X
NORFOLK SOUTHN CORP
COM 655844108 1,987,330 75,349.00 X X
NORTH FORK BANCORPORATION INC
COM 659424105 1,022,661 48,410.00 X X
NORTHEAST UTILS
COM 664397106 611,194 44,050.00 X X
NORTHERN STS PWR CO MN
COM 665772109 14,700,342 633,977.00 X X
NORTHERN TRUST CORP
COM 665859104 1,967,819 22,157.00 X X
NORTHROP GRUMMAN CORP
COM 666807102 794,242 13,265.00 X X
NOVA CORP GA
COM 669784100 637,875 24,300.00 X X
NOVELL INC
COM 670006105 1,807,128 71,747.00 X X
NUCOR CORP
COM 670346105 1,331,525 30,219.00 X X
OGE ENERGY CORP
COM 670837103 615,956 27,300.00 X X
OAK INDS INC
COM NEW 671400505 8,255,000 260,000.00 X X
OCCIDENTAL PETE CORP
COM 674599105 1,317,888 73,216.00 X X
OFFICE MAX INC
COM 67622M108 363,544 42,150.00 X X
OFFICE DEPOT INC
COM 676220106 15,173,597 412,186.00 X X
OGDEN CORP
COM 676346109 406,897 16,910.00 X X
OLD KENT FINL CORP
COM 679833103 1,503,363 35,530.00 X X
OLD REP INTL CORP
COM 680223104 845,705 46,340.00 X X
OLIN CORP
COM PAR 1 680665205 162,308 16,130.00 X X
OLSTEN CORP
COM 681385100 170,033 27,480.00 X X
OMNICARE INC
COM 681904108 19,805,327 1,038,968.00 X X
OMNICOM GROUP
COM 681919106 3,968,018 49,639.00 X X
OPTICAL SENSORS INC
COM 68384P107 500,000 476,190.44 X X
ORACLE CORP
COM 68389X105 12,480,360 473,189.00 X X
OUTBACK STEAKHOUSE INC
689899102 815,966 24,915.00 X X
OVERSEAS SHIPHOLDING GROUP INC
COM 690368105 144,499 12,430.00 X X
OWENS CORNING
COM 69073F103 558,564 17,558.00 X X
OWENS ILL INC
COM NEW 690768403 1,198,225 47,929.00 X X
OXFORD HEALTH PLANS INC
COM 691471106 424,375 27,160.00 X X
PECO ENERGY CO
COM 693304107 9,319,653 201,506.00 X X
PG+E CORP
COM 69331C108 6,042,619 194,531.00 X X
PLD TELEKOM INC
COM 69340T100 945,155 243,911.00 X X
PMI GROUP INC
COM 69344M101 476,271 10,270.00 X X
PNC BK CORP
COM 693475105 3,374,644 60,736.00 X X
P P + L RES INC
COM 693499105 760,073 30,710.00 X X
PPG INDS INC
COM 693506107 3,612,254 70,483.00 X X
PSS WORLD MED INC
COM 69366A100 207,182 23,510.00 X X
PACCAR INC
COM 693718108 1,653,307 40,141.00 X X
PACIFIC CENTY FINL CORP
COM 694058108 567,591 27,190.00 X X
PACIFICARE HEALTH SYSTEMS
CLASS B 695112201 1,056,510 15,480.00 X X
PACIFICORP
COM 695114108 3,271,583 189,657.00 X X
PALL CORP
COM 696429307 409,210 24,707.00 X X
PAPA JOHNS INTL INC
COM 698813102 441,250 10,000.00 X X
PARADIGM GEOPHYSICAL LTD
ORD 69900J104 172,815 34,563.00 X X
PARAMETRIC TECHNOLOGY CORP
699173100 1,037,626 52,538.00 X X
PARKER DRILLING CO
COM 701081101 92,411 25,940.00 X X
PARKER HANNIFIN CORP
COM 701094104 12,028,600 351,200.00 X X
PATHWAYS GROUP INC
COM 70321D106 3,999,999 290,909.00 X X
PATRIOT AMERN HOSPITALITY INC
PAIRED CTF 1COM PATRIOT AMERN 703352203 4,732,771 969,246.50 X X
PAYCHEX INC
COM 704326107 1,534,413 32,346.00 X X
PAYLESS SHOESOURCE INC
COM 704379106 527,775 11,350.00 X X
PENNEY J C INC
COM 708160106 2,095,997 51,753.00 X X
PENNZOIL QUAKER ST CO
COM 709323109 324,213 26,199.00 X X
PENTAIR INC
COM 709631105 439,763 13,030.00 X X
PEOPLES ENERGY CORP
COM 711030106 223,215 6,908.00 X X
PEOPLESOFT INC
COM 712713106 696,384 47,616.00 X X
PEP BOYS MANNY MOE + JACK
COM 713278109 154,071 10,103.00 X X
PEPSI GEMEX S A DE C V
GLOBAL DEPOS RCPT REP ORD PART 713435105 240,111 26,495.00 X X
PEPSICO INC
COM 713448108 145,843,335 3,721,680.00 X X
PERKIN ELMER CORP
COM 714041100 3,889,683 40,074.00 X X
PERRIGO CO
714290103 182,845 25,220.00 X X
PETROLEUM GEO SVCS AS
SPONSORED ADR 716597109 820,450 53,800.00 X X
PHARMACIA + UPJOHN INC
COM 716941109 159,417,651 2,555,794.00 X X
PFIZER INC
COM 717081103 201,798,833 1,454,406.00 X X
PHELPS DODGE CORP
COM 717265102 1,074,093 21,809.00 X X
PHILIP MORRIS COS INC
COM 718154107 145,867,177 4,145,426.00 X X
PHILLIPS PETE CO
COM 718507106 2,460,260 52,069.00 X X
PILOT NETWORK SVCS INC
COM 721596104 5,377,500 450,000.00 X X
PINNACLE WEST CAP CORP
COM 723484101 2,118,480 58,240.00 X X
PIONEER HI BRED INTL INC
COM 723686101 1,805,210 47,979.00 X X
PIONEER NAT RES CO
COM 723787107 263,035 33,940.00 X X
PITNEY BOWES INC
COM 724479100 77,147,700 1,210,160.00 X X
PITTSTON BRINKS GROUP
COM 725701106 2,799,908 119,145.00 X X
PLACER DOME INC
COM 725906101 526,003 47,017.00 X X
PLATINUM TECHNOLOGY INTL INC
COM 72764T101 739,245 28,990.00 X X
POLICY MGMT SYS CORP
COM 731108106 380,056 12,410.00 X X
POTOMAC ELEC PWR CO
COM 737679100 928,891 40,060.00 X X
PRAXAIR INC
COM 74005P104 3,273,069 90,761.00 X X
PRECISION CASTPARTS CORP
COM RTS CALLABLE THRU 16DEC98 740189105 331,258 8,230.00 X X
PREMARK INTL INC
COM 740459102 690,041 20,950.00 X X
PRICE T ROWE + ASSOC INC
COM 741477103 6,386,875 185,800.00 X X
PROCTER + GAMBLE CO
COM 742718109 160,835,607 1,642,227.00 X X
PROGRESSIVE CORP OHIO
COM 743315103 9,221,454 64,261.00 X X
PROMUS HOTEL CORP NEW
COM 74342P106 80,462,257 2,765,026.00 X X
PROSOFT DEV INC
COM 743477101 1,071,431 408,164.00 X X
PROTECTIVE LIFE CORP
COM 743674103 821,130 21,680.00 X X
PROVIDENT COS INC
COM 743862104 68,268,991 1,975,233.00 X X
PROVIDENT FINL GROUP INC
COM 743866105 560,659 14,610.00 X X
PROVIDIAN FINL CORP
COM 74406A102 3,080,770 28,007.00 X X
PUBLIC SVC CO NM
COM 744499104 240,040 14,120.00 X X
PUBLIC SVC ENTERPRISE GROUP
COM 744573106 1,760,787 46,109.00 X X
PUGET SOUND ENERGY INC
COM RTS CALLABLE THRU 25JAN01 745332106 659,126 28,580.00 X X
PULTE CORP
COM 745867101 375,166 18,026.00 X X
QUAKER OATS CO
COM 747402105 1,641,014 26,230.00 X X
QUALCOMM INC
COM 747525103 3,016,094 24,250.00 X X
QUANTUM CORP
COM 747906105 2,640,960 146,720.00 X X
QUESTAR CORP
COM 748356102 471,540 27,840.00 X X
QUINTILES TRANSNATIONAL CORP
COM 748767100 1,180,065 31,260.00 X X
QUORUM HEALTH GROUP INC
COM 749084109 254,700 25,470.00 X X
QWEST COMMUNICATIONS INTL INC
COM 749121109 29,495,716 409,130.00 X X
RJR NABISCO HLDGS CORP
COM NEW 74960K876 3,874,050 154,962.00 X X
R.P.M. INC OHIO
COM 749685103 498,021 37,410.00 X X
RALSTON PURINA CO
COM RALSTON PURINA GROUP 751277302 55,724,461 2,088,036.00 X X
RANGER OIL LTD
COM 752805101 170,120 42,530.00 X X
RATIONAL SOFTWARE CORP
COM NEW 75409P202 769,519 28,700.00 X X
RAYCHEM CORP
COM 754603108 2,649,356 117,423.00 X X
RAYONIER INC
COM 754907103 16,379,633 408,852.00 X X
RAYTHEON CO
CL A 755111309 2,242,721 38,835.00 X X
RAYTHEON CO
CL B 755111408 3,266,526 55,719.00 X X
REDWOOD TR INC.
COM 758075402 2,960,000 185,000.00 X X
REEBOK INTL LTD
COM 758110100 184,817 11,642.00 X X
REGIONS FINL CORP
COM 758940100 2,551,101 73,678.00 X X
RELIANT ENERGY INC
COM 75952J108 7,606,393 291,852.00 X X
RELIASTAR FINL CORP
COM 75952U103 51,916,909 1,217,992.00 X X
REPUBLIC NY CORP
COM 760719104 960,922 20,833.00 X X
RESOURCE BANCSHARES MTG GRP IN
761197102 2,834,882 220,185.00 X X
REUTERS GROUP PLC
SPONSORED ADR 76132M102 79,820,663 918,799.00 X X
REYNOLDS + REYNOLDS CO
CL A 761695105 4,180,000 220,000.00 X X
REYNOLDS METALS CO
COM 761763101 2,153,481 44,574.00 X X
RIGHT START INC
COM NEW 766574206 109,375 17,500.00 X X
RITE AID CORP
COM 767754104 7,894,200 315,768.00 X X
ROBERT HALF INTL INC
COM 770323103 1,021,781 31,140.00 X X
ROCKWELL INTL CORP NEW
COM 773903109 1,661,853 39,160.00 X X
ROHM + HAAS CO
COM 775371107 2,830,628 84,339.00 X X
ROLLINS INC
COM 775711104 185,442 11,030.00 X X
ROSS STORES INC
COM 778296103 686,980 15,680.00 X X
ROWAN COS INC
COM 779382100 210,029 16,554.00 X X
ROYAL DUTCH PETE CO
NY REGISTRY SH PAR N GLDR 1.25 780257804 157,866,540 3,035,895.00 X X
RUDDICK CORP
COM 781258108 307,515 15,770.00 X X
RYDER SYS INC
COM 783549108 443,326 16,048.00 X X
SBC COMMUNICATIONS INC
COM 78387G103 286,518,586 6,079,970.00 X X
SCI SYS INC
COM 783890106 600,795 20,280.00 X X
SLM HLDG CORP
COM 78442A109 1,472,773 35,276.00 X X
SPDR TRUST
UNIT SER 1 78462F103 2,437,938 19,000.00 X X
SPX CORP
COM 784635104 2,424,934 48,078.00 X X
SAFECO CORP
COM 786429100 1,743,584 43,118.00 X X
SAFETY KLEEN CORP NEW
COM NEW 78648R203 4,016,406 303,125.00 X X
SAFEWAY INC
COM NEW 786514208 8,643,539 168,449.00 X X
ST JUDE MED INC
COM 790849103 447,671 18,366.00 X X
ST PAUL COS INC
COM 792860108 23,793,192 765,978.00 X X
SAKS INC
COM 79377W108 4,766,476 183,326.00 X X
SARA LEE CORP
COM 803111103 106,443,934 4,300,765.00 X X
SCANA CORP
COM 805898103 2,069,204 95,410.00 X X
HENRY SCHEIN INC
COM STK 806407102 35,181,103 1,393,311.00 X X
SCHERING PLOUGH CORP
COM 806605101 137,978,248 2,494,522.00 X X
SCHLUMBERGER LTD
COM 806857108 172,199,146 2,861,045.00 X X
SCHOLASTIC CORP
807066105 268,813 5,500.00 X X
SCHULMAN A INC
COM 808194104 159,140 11,680.00 X X
SCHWAB CHARLES CORP
NEW COM STK 808513105 8,004,040 83,267.00 X X
SCIENTIFIC ATLANTA INC
COM 808655104 402,646 14,776.00 X X
SCRIPPS E W CO OH
CL A 811054204 2,862,975 64,700.00 X X
SEAGATE TECHNOLOGY
COM 811804103 1,449,952 49,047.00 X X
SEAGRAM LTD
COM 811850106 6,007,500 120,150.00 X X
SEALED AIR CORP NEW
COM 81211K100 15,024,174 305,447.00 X X
SEARS ROEBUCK + CO
COM 812387108 37,203,682 823,318.00 X X
SEMPRA ENERGY
COM 816851109 911,138 47,486.00 X X
SENSORMATIC ELECTRS CORP
COM 817265101 238,735 25,130.00 X X
SEPRACOR INC
COM 817315104 1,088,825 9,700.00 X X
SEQUENT COMPUTER SYS INC
COM 817338106 133,672 14,750.00 X X
SERVICE CORP INTL
COM 817565104 4,239,068 297,478.47 X X
SHARED MEDI CAL SYSTEM
COM 819486101 242,630 4,357.00 X X
SHAW INDS INC
COM 820286102 884,300 47,800.00 X X
SHERWIN WILLIAMS CO
COM 824348106 18,145,744 645,182.00 X X
SHIRE PHARMACEUTICALS GROUP PL
SPONSORED ADR 82481R106 8,301,971 363,922.00 X X
SIEBEL SYS INC
COM 826170102 1,430,700 30,120.00 X X
SIERRA PAC RES
COM 826425100 1,407,500 40,000.00 X X
SIGMA ALDRICH
COM 826552101 575,143 19,663.00 X X
SILICON GRAPHICS INC
COM 827056102 567,909 34,032.00 X X
SMITH INTL INC
COM 832110100 652,000 16,300.00 X X
SMUCKER J M CO
CL A 832696108 219,778 9,850.00 X X
SNYDER COMMUNICATIONS INC
COM 832914105 647,258 23,220.00 X X
SNAP ON INC
COM 833034101 645,540 22,260.00 X X
SOCIEDAD QUIMICA MINERA DE CHI
SPONSORED ADR REPSTG SER B SHS 833635105 295,328 9,229.00 X X
SOCIETE EURPEENE DE COMMUNICAT
SPONSORED ADR REPSTG CL B SHS 83366A200 546,399 44,604.00 X X
SOLECTRON CORP
COM 834182107 4,125,870 84,960.00 X X
SOLUTIA INC
COM 834376105 712,201 40,990.00 X X
SONAT INC
COM 835415100 10,636,620 354,554.00 X X
SONOCO PRODS CO
COM 835495102 794,650 34,550.00 X X
SOTHEBYS HLDGS INC
CL A 835898107 622,248 19,220.00 X X
SOUTHDOWN INC
COM 841297104 694,716 12,940.00 X X
SOUTHERN CO
COM 842587107 5,455,475 234,015.00 X X
SOUTHTRUST CORP
COM 844730101 5,416,656 145,170.00 X X
SOUTHWEST AIRLS CO
COM 844741108 1,957,992 64,727.00 X X
SOVEREIGN BANCORP INC
COM 845905108 658,315 53,740.00 X X
SPRINT CORP
COM 852061100 47,712,791 486,245.00 X X
SPRINT CORP
PCS COM SER 1 852061506 6,583,065 148,560.00 X X
STANDARD REGISTER
COM 853887107 285,594 9,620.00 X X
STANLEY WORKS
COM 854616109 29,323,636 1,144,337.00 X X
STAPLES INC
COM 855030102 5,128,401 155,997.00 X X
STARBUCKS CORP
COM 855244109 1,712,374 61,020.00 X X
STATE STREET CORPORATION
COM 857477103 78,797,266 958,750.00 X X
STERIS CORP
COM 859152100 614,239 23,070.00 X X
STERLING COMM INC
COM 859205106 1,001,220 32,560.00 X X
STERLING SOFTWARE INC.
COM 859547101 671,413 28,270.00 X X
STET HELLAS TELECOMMUNICATIONS
ADR 859823106 940,653 31,752.00 X X
STEWART ENTERPRISES INC
CL A 860370105 595,919 37,100.00 X X
STORAGE TECHNOLOGY CORP
COM PAR USD0.10 862111200 5,789,359 207,690.00 X X
STRUCTURAL DYNAMICS RESH CORP
COM RTS CALLABLE THRU 10AUG98 863555108 233,325 12,240.00 X X
STRYKER CORP
COM 863667101 1,641,741 32,550.00 X X
SUIZA FOODS CORP
COM 865077101 397,513 11,800.00 X X
SUMMIT BANCORP
COM 866005101 1,368,783 35,097.00 X X
SUN MICROSYSTEMS INC
COM 866810104 167,387,402 1,338,430.00 X X
SUN HEALTHCARE GROUP INC
COM 866933104 144,700 144,700.00 X X
SUNBEAM CORP DEL NEW
COM 867071102 1,251,563 225,000.00 X X
SUNDSTRAND CORP
COM 867323107 4,065,055 58,490.00 X X
SUNGARD DATA SYS INC
COM 867363103 13,564,000 339,100.00 X X
SUNOCO INC
COM 86764P109 679,490 18,842.00 X X
SUNTRUST BKS INC
COM 867914103 3,926,045 63,069.00 X X
SUPERIOR INDS INTL INC
COM 868168105 217,388 9,350.00 X X
SUPERVALU INC
COM 868536103 511,500 24,800.00 X X
SYBRON INTL CORP WISCONSIN
COM 87114F106 73,042,075 2,921,683.00 X X
SYMANTEC CORP
COM 871503108 1,412,588 83,400.00 X X
SYMBOL TECHNOLOGIES INC
COM 871508107 894,600 19,880.00 X X
SYNOPSYS INC
COM 871607107 1,283,013 23,870.00 X X
SYNOVUS FINL CORP
COM 87161C105 1,063,751 52,049.00 X X
SYSCO CORP
COM 871829107 11,036,883 419,454.00 X X
TCA CABLE TV INC
COM 872241104 733,410 16,860.00 X X
TCF FINANCIAL CORP
COM 872275102 763,110 29,280.00 X X
TECO ENERGY INC
COM 872375100 885,034 44,530.00 X X
TJX COS INC NEW
COM 872540109 2,222,852 65,378.00 X X
TRW INC
COM 872649108 1,100,645 24,190.00 X X
TANDY CORP
COM 875382103 1,316,388 20,629.00 X X
TECH DATA CORP
COM 878237106 392,919 17,130.00 X X
TECUMSEH PRODS CO
CL A 878895200 371,844 7,300.00 X X
TEKTRONIX INC
COM 879131100 220,130 8,718.00 X X
TELE CENTRO SUL PARTICIPACOES
SPONSORED ADR REPSTG PFD 879239101 499,841 10,822.00 X X
TELECOMUNICACOES BRASILEIRAS
SPNSD ADR REPSTG ADR FOR PFD 879287308 3,696,656 45,850.00 X X
TELEFLEX INC
COM 879369106 430,209 12,630.00 X X
TELEFONICA DE ARGENTINA S A
SPONSORED ADR REPSTG 10 CL B 879378206 823,647 27,228.00 X X
TELEFONOS DE MEXICO S A
SPONSORED ADR REPSTG SH ORD L 879403780 1,900,417 29,014.00 X X
TELEPHONE + DATA SYS INC
COM 879433100 4,657,703 82,620.00 X X
TELLABS INC
COM 879664100 3,751,352 38,377.00 X X
TEMPLE INLAND INC
COM 879868107 685,418 10,923.00 X X
TENET HEALTHCARE CORP
COM 88033G100 13,317,854 703,253.00 X X
TENNECO INC NEW
COM 8.80E+105 952,138 34,081.00 X X
TERADYNE INC
COM RTS CALLABLE THRU 26MAR00 880770102 1,549,029 28,390.00 X X
TEVA PHARMACEUTICAL INDS LTD
ADR 881624209 47,889,769 1,009,534.00 X X
TEXACO INC
COM 881694103 37,812,866 666,306.00 X X
TEXAS INSTRS INC
COM 882508104 17,269,699 174,002.00 X X
TEXAS UTILS CO
COM 882848104 32,397,774 777,158.00 X X
TEXTRON INC
COM 883203101 153,218,207 1,980,203.00 X X
THERMO ELECTRON CORP
COM 883556102 5,982,500 441,106.00 X X
THOMAS + BETTS CORP
COM 884315102 384,340 10,232.00 X X
3COM CORP
COM 885535104 1,652,740 70,895.00 X X
TIDEWATER INC
COM 886423102 488,520 18,880.00 X X
TIFFANY + CO NEW
COM 886547108 12,845,788 171,850.00 X X
TIME WARNER INC
COM 887315109 95,936,365 1,350,028.00 X X
TIMES MIRROR CO NEW
COM SER A 887364107 2,837,903 52,493.00 X X
TIMKEN CO
COM 887389104 1,989,943 122,458.00 X X
TORCHMARK INC
COM 891027104 3,273,978 103,525.00 X X
TOSCO CORP
COM NEW 891490302 15,421,961 621,540.00 X X
TOTAL RENAL CARE HLDGS INC
COM 89151A107 299,860 27,260.00 X X
TOTAL S A
SPONSORED ADR 89151E109 36,441,888 597,408.00 X X
TOYS R US INC
COM 892335100 1,094,605 58,185.00 X X
TRAMMELL CROW CO
COM 89288R106 370,000 20,000.00 X X
TRANSAMERICA CORP
COM 893485102 1,763,072 24,832.00 X X
TRANSOCEAN OFFSHORE INC
COM 893817106 2,189,174 75,980.00 X X
TRANSMONTAIGNE INC
COM 893934109 1,933,938 159,500.00 X X
TRAVELERS PPTY CAS CORP
CL A 893939108 2,681,250 75,000.00 X X
TRICON GLOBAL RESTAURANTS INC
COM 895953107 2,260,364 32,176.00 X X
TRIBUNE CO NEW
COM 896047107 1,659,757 25,364.00 X X
TRICOM SA
SPONSORED ADR REPSTG CL A 89612A100 472,296 57,248.00 X X
TRIGON HEALTHCARE INC
COM 89618L100 489,433 14,290.00 X X
TRINITY INDS INC
COM 896522109 430,344 14,650.00 X X
TUPPERWARE CORP
COM 899896104 245,106 13,617.00 X X
TV AZTECA S A DE C V
SPONSORED ADR 901145102 86,725 13,876.00 X X
24 / 7 MEDIA INC
COM 901314104 7,223,308 175,323.00 X X
TYCO INTL LTD NEW
COM 902124106 51,034,627 711,284.00 X X
TYSON FOODS INC (DEL)
CLS A COM 902494103 1,616,108 78,120.00 X X
UCAR INTL INC
COM 90262K109 214,700 15,200.00 X X
USX MARATHON GROUP
COM NEW 902905827 29,078,610 1,057,404.00 X X
UST INC
COM USD0.50 902911106 1,023,969 39,195.00 X X
US BANCORP DEL
COM 902973106 42,936,939 1,260,534.00 X X
UNUM CORP
COM 903192102 18,513,703 389,250.00 X X
U S FOODSERVICE
COM 90331R101 761,205 16,370.00 X X
USX U S STL GROUP
90337T101 648,318 27,588.00 X X
ULTRAMAR DIAMOND SHAMROCK
COM 904000106 638,154 29,510.00 X X
UNIBANCO UNIAO DE BARNCOS BRAS
GLOBAL DEPOSITORY RCPT REPSTG 90458E107 22,593,879 1,173,708.00 X X
UNIFI INC
COM 904677101 265,583 20,830.00 X X
UNILEVER N V
NEW YORK SHS 904784501 21,148,917 318,328.00 X X
UNICOM CORP
COM 904911104 4,584,938 125,400.00 X X
UNION CAMP CORP
COM 905530101 939,280 13,993.00 X X
UNION CARBIDE CORP
COM 905581104 1,187,889 26,288.00 X X
UNION PAC CORP
COM 907818108 2,569,916 48,092.00 X X
UNION PACIFIC RES GROUP INC
COM 907834105 576,983 48,588.00 X X
UNION PLANTERS CORP
COM 908068109 1,117,419 25,432.00 X X
UNIONBANCAL CORP
COM 908906100 2,452,500 72,000.00 X X
UNISOURCE WORLDWIDE INC
COM 909208100 168,649 23,670.00 X X
UNISYS CORP
COM 909214108 38,765,656 1,400,114.00 X X
UNITED BANKSHARES INC W VA
COM 909907107 343,125 15,000.00 X X
UNITED HEALTHCARE CORP
COM 910581107 4,092,173 77,761.00 X X
UNITED RENTALS INC
COM 911363109 9,775,500 343,000.00 X X
U S FILTER CORP
COM NEW 911843209 10,062,763 328,580.00 X X
US AIRWAYS GROUP INC
COM 911905107 843,529 17,281.00 X X
U S INDS INC NEW
COM 912080108 8,161,219 496,500.00 X X
U S WEST INC NEW
COM 91273H101 52,764,632 958,268.00 X X
UNITED STATIONERS INC
COM 913004107 274,500 18,000.00 X X
UNITED TECHNOLOGIES CORP
COM 913017109 61,707,221 455,614.00 X X
UNIVERSAL CORP VA
COM 913456109 289,623 11,330.00 X X
UNIVERSAL FOODS CORP
COM 913538104 356,813 17,300.00 X X
UNOCAL CORP
COM 915289102 88,423,036 2,401,984.00 X X
UTILICORP UTD INC
COM 918005109 692,738 30,450.00 X X
V F CORP
COM 918204108 1,190,446 25,228.00 X X
VALERO ENERGY CORP
COM 91913Y100 472,376 18,990.00 X X
VANGUARD CELLULAR SYS INC
CLASS A 922022108 339,221 12,420.00 X X
VARCO INTL INC
COM 922126107 242,414 21,790.00 X X
VIAD CORP
COM 92552R109 12,616,584 453,630.00 X X
VIASOFT INC
COM 92552U102 93,481 25,180.00 X X
VIACOM INC
CL B 925524308 11,537,209 137,450.00 X X
VINA CONCHA Y TORO S A
SPONSORED ADR 927191106 602,951 20,526.00 X X
VISHAY INTERTECHNOLOGY INC
COM 928298108 333,065 22,970.00 X X
VITRO SOCIEDAD ANONIMA
SPONSORED ADR 928502301 224,328 38,594.00 X X
VLASIC FOODS INTL INC
COM 928559103 198,591 15,350.00 X X
VULCAN MATLS CO
COM 929160109 1,411,648 34,170.00 X X
WACHOVIA CORP NEW
929771103 14,774,988 181,986.00 X X
WADDELL + REED FINL INC
CL A 930059100 8,120,194 396,107.00 X X
WAL MART STORES INC
COM 931142103 309,412,502 3,356,339.00 X X
WALGREEN CO
COM 931422109 7,182,167 254,236.00 X X
WALLACE COMPUTER SER INC
COM 932270101 290,649 14,670.00 X X
WARNACO GROUP INC
COM CL A 934390105 496,219 20,100.00 X X
WARNER LAMBERT CO
COM 934488107 41,212,441 622,662.00 X X
WASHINGTON GAS LT CO
COM 938837101 347,973 15,380.00 X X
WASHINGTON MUT INC
COM 939322103 5,875,413 143,741.00 X X
WASHINGTON POST CO
CL B 939640108 1,778,315 3,410.00 X X
WASTE MGMT INC DEL
COM 94106L109 241,602,794 5,444,570.00 X X
WATSON PHARMACEUTICALS INC
COM 942683103 106,406,070 2,411,469.00 X X
WAUSAU MOSINEE PAPER CORP
COM 943315101 254,800 18,200.00 X X
WEATHERFORD INTL INC NEW
COM 947074100 903,141 34,570.00 X X
WELLMAN INC
COM 949702104 93,809 10,570.00 X X
WELLS FARGO + CO NEW
COM 949746101 77,776,654 2,218,229.00 X X
WENDYS INTL INC
COM 950590109 756,693 26,609.00 X X
WESTERN GAS RES INC
COM 958259103 450,750 60,100.00 X X
WESTPOINT STEVENS INC
COM 961238102 538,522 19,450.00 X X
WESTVACO CORP
COM 961548104 413,196 19,676.00 X X
WEYERHAEUSER CO
COM 962166104 5,459,036 98,361.00 X X
WHIRLPOOL CORP
COM 963320106 816,278 15,012.00 X X
WHITMAN CORP
COM 96647K102 589,703 34,310.00 X X
WILLAMETTE INDS INC
COM 969133107 831,331 22,022.00 X X
WILLIAMS COS INC
COM 969457100 3,355,920 84,960.00 X X
WILMINGTON TR CORP
COM 971807102 648,940 11,360.00 X X
WINN DIXIE STORES INC
COM 974280109 1,118,746 29,933.00 X X
WISCONSIN CENT TRANSN CORP
COM 976592105 3,821,300 288,400.00 X X
WISCONSIN ENERGY CORP
COM 976657106 1,012,268 38,840.00 X X
WITCO CORP
COM 977385103 561,434 44,470.00 X X
WORTHINGTON INDS IN
COM 981811102 357,365 30,414.00 X X
WRIGLEY WM JR CO
COM 982526105 2,102,220 23,245.00 X X
XILINX INC
COM 983919101 1,988,374 49,020.00 X X
XEROX CORP
COM 984121103 174,982,839 3,278,367.00 X X
YPF SOCIEDAD ANONIMA
SPONSORED ADR REPSTG CL D SHS 984245100 7,605,458 240,965.00 X X
YORK INTL CORP
NEW COM 986670107 487,666 13,810.00 X X
YOUNG + RUBICAM INC
COM 987425105 4,075,000 100,000.00 X X
ZALE CORP NEW
COM 988858106 7,138,350 208,800.00 X X
ZEBRA TECHNOLOGIES CORP
CL A 989207105 1,347,741 56,747.00 X X
ZIONS BANCORP
COM 989701107 1,752,940 26,360.00 X X
ZORAN CORP
COM 98975F101 148,834 10,099.00 X X
STOCK TOTAL 25,494,784,527
GRAND TOTAL 25,494,784,527
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