RULES AND REGULATIONS
---------------------
FORM 13F
INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT
MANAGERS PURSUANT TO SECTION 13(F) OF THE SECURITIES
EXCHANGE ACT OF 1934 AND RULES THEREUNDER
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
REPORT FOR THE QUARTER ENDING JUNE 30, 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 28TH DAY
OF JULY, 1999.
GENERAL ELECTRIC INVESTMENT CORPORATION
/S/ JOHN WALKER, EVP AND CFO
- ---------------------------------
REPORT TYPE (CHECK ONLY ONE):
[X] 13F HOLDINGS REPORT. (CHECK HERE IF ALL HOLDINGS OF THIS REPORTING
MANAGER ARE REPORTED IN THIS REPORT.)
[ ] 13F NOTICE. (CHECK HERE IF NO HOLDINGS REPORTED ARE IN THIS REPORT,
AND ALL HOLDINGS ARE REPORTED BY OTHER REPORTING MANAGER(S).)
[ ] 13F COMBINATION REPORT. (CHECK HERE IF A PORTION OF THE HOLDINGS FOR
THIS REPORTING MANAGER ARE REPORTED IN THIS REPORT AND A PORTION ARE
REPORTED BY OTHER REPORTING MANAGER(S).)
LIST OF OTHER MANAGERS REPORTING FOR THIS MANAGER:
[IF THERE ARE NO ENTRIES IN THIS LIST, OMIT THIS SECTION.]
13F FILE NUMBER NAME
28-____________ _______________________________________
28-____________ _______________________________________
28-____________ _______________________________________
[REPEAT AS NECESSARY.]
<PAGE>
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
NUMBER OF OTHER INCLUDED MANAGERS: 0
--------------
FORM 13F INFORMATION TABLE ENTRY TOTAL: 1047
--------------
FORM 13F INFORMATION TABLE VALUE TOTAL: $27,021,600,412
--------------
LIST OF OTHER INCLUDED MANAGERS:
PROVIDE A NUMBERED LIST OF THE NAME(S) AND 13F FILE NUMBER(S) OF ALL
INSTITUTIONAL INVESTMENT MANAGERS WITH RESPECT TO WHICH THIS REPORT IS FILED,
OTHER THAN THE MANAGER FILING THIS REPORT.
[IF THERE ARE NO ENTRIES IN THIS LIST, STATE "NONE" AND OMIT THE COLUMN HEADINGS
AND LIST ENTRIES.]
NONE
<TABLE>
<CAPTION>
SECURITIES AND EXCHANGE COMMISSION 13-F WORKSHEET
GEIC - SEC 13F WORKSHEET
AS OF 06/30/99
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 D1668R123 1,082,329 12,161.00 X X
SHS
ACE LTD G0070K103 4,760,125 168,500.00 X X
COM
CORECOMM LTD G2422R109 4,081,950 84,600.00 X X
SHS
FRUIT OF THE LOOM LTD G3682L105 126,848 13,010.00 X X
SHS A
GLOBALSTAR LP LTD G3930H104 232,912,873 10,044,760.00 X X
SHS
RENAISSANCERE HOLDINGS G7496G103 2,664,000 90,000.00 X X
SANTA FE INTERNATIONAL CORP G7805C108 1,380,000 60,000.00 X X
SHS
TOMMY HILFIGER CORP G8915Z102 8,350,500 114,000.00 X X
TRANSOCEAN OFFSHORE INC G90076103 1,994,475 75,980.00 X X
SHS
AUDIO CODES LTD M15342104 406,053 15,039.00 X X
SHS
BACKWEB TECHNOLOGIES LTD M15633106 4,800,000 1,391,304.00 X X
SHS
CHECK POINT SOFTWARE TECH LTD M22465104 272,361 5,079.00 X X
SHS
FUNDTECH LTD M47095100 1,453,097 56,023.00 X X
SHS
ORBOTECH LTD M75253100 1,754,163 33,653.00 X X
COM
TECNOMATIX TECHNOLOGIES LTD M8743P105 263,533 15,059.00 X X
TTI TEAM TELECOME M88258104 277,730 27,773.00 X X
SHS
INDIGO N44495104 616,498 173,052.00 X X
SAPIENS INTL CORP NV N7716A102 1,484,583 149,392.00 X X
BANCO LATINOAMERICANO DE EXP P16994132 227,188 8,493.00 X X
CL E
PANAMERICAN BEVERAGES INC P74823108 4,220,456 177,237.00 X X
CL A
ADC TELECOMMUNICATIONS INC 886101 8,402,636 184,420.00 X X
COM
AFLAC INC 1055102 4,017,000 83,906.00 X X
COM
AGCO CORP 1084102 227,494 20,110.00 X X
COM
AGL RES INC 1204106 356,213 19,320.00 X X
COM
AES CORP 00130H105 3,330,504 57,299.00 X X
COM
AK STL HLDG CORP 1547108 450,225 20,010.00 X X
COM
AMR CORP DEL 1765106 2,710,139 39,709.00 X X
COM
AT + T CORP 1957109 143,527,816 2,571,607.01 X X
COM
AT+T CORP 1957208 178,210,526 4,849,266.00 X X
COM LIBERTY MEDIA GRP CL A
ABBOTT LABS 2824100 218,512,431 4,802,471.00 X X
COM NPV
ABERCROMBIE AND FITCH CO 2896207 1,670,496 34,802.00 X X
COM CL A
ACNIELSON CORP 4833109 15,167,350 501,400.00 X X
COM
ADOBE SYS INC 00724F101 846,456 10,303.00 X X
COM
ADVANCED MICRO DEVICES INC 7903107 427,377 23,661.00 X X
COM
AETNA INC 8117103 8,092,394 90,481.00 X X
COM
AFFILIATED COMPUTER SVCS INC 8190100 845,438 16,700.00 X X
CL A
AFTERMARKET TECHNOLOGY CORP 8318107 18,547,183 2,038,152.00 X X
COM
AIR PRODS + CHEMS INC 9158106 41,305,798 1,026,231.00 X X
COM
AIRBORNE FGHT CORP 9266107 451,029 16,290.00 X X
COM
AIRGAS INC 9363102 13,557,418 1,106,728.00 X X
COM
ALASKA AIR GROUP INC 11659109 369,905 8,860.00 X X
COM
ALBANY INTL CORP 12348108 218,820 10,420.00 X X
NEW CLASS A
ALBEMARLE CORP 12653101 370,231 16,010.00 X X
COM
ALBERTO CULVER CO 13068101 255,307 9,589.00 X X
CL B CONV
ALBERTO CULVER CO 13068200 773,500 34,000.00 X X
CL A
ALBERTSONS INC 13104104 3,623,096 70,266.10 X X
COM
ALCAN ALUM LTD 13716105 2,229,269 69,801.00 X X
COM
ALCOA INC 13817101 7,257,814 117,298.00 X X
COM
ALCATEL ALSTHOM 13904305 1,636,443 57,672.00 X X
SPONSORED ADR REPSTG 1/5 SH
ALEXANDER + BALDWIN INC 14482103 337,533 15,170.00 X X
COM
ALIANT COMMUNICATIONS INC 16090102 556,098 12,040.00 X X
COM
ALLEGHANY CORP DEL 17175100 26,500,325 143,245.00 X X
COM
ALLEGHENY ENERGY INC 17361106 1,262,621 39,380.00 X X
COM
ALLEGHENY TELDYNE INC 17415100 1,386,279 61,272.00 X X
COM
ALLERGAN INC 18490102 147,944,352 1,332,832.00 X X
COM
ALLIANT CORP 18802108 732,926 25,830.00 X X
COM
ALLIED SIGNAL INC 19512102 379,022,175 6,016,225.00 X X
COM
ALLIED WASTE INDUSTRIES INC 19589308 5,506,024 278,786.00 X X
ALLMERICA FINL CORP 19754100 1,179,763 19,400.00 X X
COM
ALLSTATE CORP 20002101 7,216,220 201,149.00 X X
COM
ALLTEL CORP 20039103 14,395,167 201,331.00 X X
COM
ALTERA CORP 21441100 2,465,701 66,980.00 X X
ALZA CORP 22615108 6,904,043 135,706.00 X X
COM
AMBAC FINL GROUP INC 23139108 1,351,006 23,650.00 X X
COM
AMBASSADORS INTL INC 23178106 2,975,000 200,000.00 X X
COM
AMERADA HESS CORP 23551104 935,578 15,724.00 X X
COM NPV
AMEREN CORP 23608102 882,280 22,991.00 X X
COM
AMERICA ONLINE INC DEL 02364J104 35,679,345 322,890.00 X X
COM
AMERICAN BANKERS INS GROUP INC 24456105 15,106,406 277,500.00 X X
COM
AMERICAN ELEC PWR INC 25537101 1,430,756 38,090.00 X X
COM
AMERICAN EXPRESS CO 25816109 327,726,189 2,518,549.00 X X
COM
AMERICAN FINL GROUP INC OHIO 25932104 707,138 20,760.00 X X
COM
AMERICAN GEN CORP 26351106 3,450,517 45,778.00 X X
COM
AMERICAN GREETINGS CORP 26375105 372,074 12,351.00 X X
CL A
AMERICAN HOME PRODUCTS CORP 26609107 121,549,768 2,113,909.00 X X
COM
AMERICAN INTL GROUP INC 26874107 207,521,435 1,772,740.50 X X
COM
AMERICAN MGMT SYS INC 27352103 6,733,125 210,000.00 X X
COM
AMERICAN PWR CONVERSION CORP 29066107 1,299,673 64,580.00 X X
COM
AMERICAN STD COS INC DEL 29712106 1,139,040 23,730.00 X X
COM
AMERICAN WTR WKS INC 30411102 1,005,525 32,700.00 X X
COM RTS CALLABLE THRU 02MAR99
AMERISOURCE HEALTH CORP 03071P102 20,025,405 785,310.00 X X
CL A
AMERITECH CORP 30954101 13,428,377 182,699.00 X X
NEW COM
AMETEK AEROSPACE PRODS INC 31100100 255,760 11,120.00 X X
COM
AMGEN INC 31162100 62,846,802 1,032,391.00 X X
COM
AMSOUTH BANCORPORATION 32165102 2,193,839 94,613.00 X X
COM
ANADARKO PETE CORP 32511107 33,865,807 919,954.00 X X
COM
ANALOG DEVICES INC 32654105 114,841,748 2,288,254.00 X X
COM
ANDREW CORP 34425108 278,836 14,724.00 X X
COM
ANHEUSER BUSCH COS INC 35229103 132,310,497 1,865,170.00 X X
COM
ANTENNA TV SA 03672N100 1,528,423 111,158.00 X X
SPONSORED ADR
AON CORP 37389103 6,439,538 156,110.00 X X
COM
APACHE CORP 37411105 4,535,661 116,299.00 X X
COM
APOLLO GROUP INC 37604105 703,906 26,500.00 X X
CL A
APPLE COMPUTER 37833100 1,217,648 26,292.00 X X
COM NPV
APRIA HEALTHCARE GROUP INC 37933108 297,500 17,500.00 X X
COM
APPLIED MATERIALS INC 38222105 125,637,809 1,700,681.00 X X
COM
APPLIEDTHEORY CORP 03828R104 991,250 65,000.00 X X
COM
ARADIGM CORP 38505103 3,195,216 378,973.00 X X
COM
ARCHER DANIELS MIDLAND CO 39483102 9,436,820 611,292.00 X X
COM
ARMSTRONG WORLD INDS INC 42476101 684,153 11,834.00 X X
COM
ARROW ELECTRS INC 42735100 613,700 32,300.00 X X
COM
ARVIN INDS INC 43339100 332,921 8,790.00 X X
COM
ASARCO INC 43413103 247,309 13,146.00 X X
COM
ASHLAND INC 44204105 4,506,559 112,313.00 X X
COM
ASSOCIATED BANC CORP 45487105 887,685 21,390.00 X X
COM
AT ENTMT INC 45920105 937,500 50,000.00 X X
COM
ASSOCIATES FIRST CAP CORP 46008108 105,762,106 2,386,733.00 X X
CL A
ASTORIA FINL CORP 46265104 817,238 18,600.00 X X
COM
ATLANTIC RICHFIELD CO 48825103 6,064,799 72,578.00 X X
COM
ATMEL CORP 49513104 878,329 33,540.00 X X
COM
AUTODESK INCORPORATED 52769106 246,374 8,334.00 X X
COM STK NPV
AUTOLIV 52800109 1,493,624 49,376.00 X X
COM
AUTOMATIC DATA PROCESSING INC 53015103 172,243,192 3,914,618.00 X X
COM
AUTOZONE INC 53332102 712,035 23,636.00 X X
COM
AVERY DENNISON CORP 53611109 8,075,096 133,749.00 X X
COM
AVNET INC 53807103 561,255 12,070.00 X X
COM
AVON PRODS INC 54303102 125,466,575 2,260,659.00 X X
COM
BB+T CORP 54937107 1,885,261 51,387.00 X X
COM
BJS WHSL CLUB INC 05548J106 765,391 25,460.00 X X
COM
BJ SVCS CO 55482103 7,395,878 251,240.00 X X
COM
BP AMOCO PLC 55622104 96,803,271 892,196.05 X X
SPONSORED ADR
BMC SOFTWARE INC 55921100 4,640,814 85,941.00 X X
COM
BAKER HUGHES INC 57224107 59,109,611 1,764,466.00 X X
COM
BALL CORP 58498106 202,082 4,783.00 X X
COM
BANCO DE GALICIA Y BUENOS AIRE 59538207 654,845 32,338.00 X X
SPONSORED ADR NEW REPSTG CL B
BANDAG INC 59815100 266,400 7,680.00 X X
COM
BANK AMER CORP 60505104 154,779,095 2,111,223.80 X X
COM
BANK NEW YORK INC 64057102 73,488,291 2,003,088.00 X X
COM
BANK ONE CORP 06423A103 19,414,814 325,957.00 X X
COM
BANKBOSTON CORP 06605R106 36,677,995 717,418.00 X X
COM
BANTA CORP 66821109 209,160 9,960.00 X X
COM STK
BARD C R INC 67383109 383,122 8,013.00 X X
COM
BARNES + NOBLE INC 67774109 631,268 23,060.00 X X
COM
BARRICK GOLD CORP 67901108 26,982,303 1,392,635.00 X X
COM
BATTLE MTN GOLD CO 71593107 88,330 36,238.00 X X
COM
BAUSCH + LOMB INC 71707103 780,377 10,201.00 X X
COM
BAXTER INTL INC 71813109 10,626,289 175,279.00 X X
COM
BEAR STEARNS COS INC 73902108 3,726,115 79,703.00 X X
COM
BECKMAN COULTER INC 75811109 468,745 9,640.00 X X
COM
BECTON DICKINSON + CO 75887109 2,003,970 66,799.00 X X
COM
BED BATH + BEYOND INC 75896100 1,805,650 46,900.00 X X
COM
BELL ATLANTIC CORP 77853109 112,208,800 1,716,387.00 X X
COM
BELLSOUTH CORP 79860102 19,808,719 422,586.00 X X
COM
BELO A H CORP 80555105 799,509 40,610.00 X X
COM SER A
BEMIS INC 81437105 335,888 8,450.00 X X
COM RTS CALLABLE THRU 22AUG99
BERGEN BRUNSWIG CORP 83739102 5,367,165 311,140.00 X X
CLASS A
BERKSHIRE HATHAWAY INC DEL 84670207 182,452,480 81,452.00 X X
CL B
BEST BUY CO INC 86516101 4,394,250 65,100.00 X X
COM STK USD0.10
BESTFOODS 08658U101 29,300,733 591,934.00 X X
COM
BETHLEHEM STL CORP 87509105 306,485 39,868.00 X X
COM
BEVERLY ENTERPRISES INC 87851309 281,220 34,880.00 X X
COM NEW
BIOGEN INC 90597105 3,256,785 50,640.00 X X
COM
BIOMET INC 90613100 756,880 19,041.00 X X
COM
BIOVAIL CORP INTL NEW 09067K106 280,129 5,486.00 X X
COM
BLACK + DECKER CORPORATION 91797100 1,800,893 28,529.00 X X
COM
BLOCK H + R INC 93671105 832,850 16,657.00 X X
COM
BLYTH INDS INC 09643P108 564,400 16,600.00 X X
COM
BOB EVANS FARMS INC 96761101 279,840 14,080.00 X X
COM
BOEING CO 97023105 10,960,179 248,038.00 X X
COM
BOISE CASCADE CORP 97383103 332,753 7,761.00 X X
COM
BORDERS GROUP INC 99709107 411,916 26,050.00 X X
COM
BORG WARNER AUTOMOTIVE INC 99724106 495,000 9,000.00 X X
COM
BOSTON SCIENTIFIC CORP 101137107 4,546,565 103,478.00 X X
COM
BOWATER INC 102183100 831,905 17,560.00 X X
COM
BRIGGS + STRATTON CORP 109043109 248,210 4,298.00 X X
COM
BRINKER INTL INC 109641100 616,000 22,400.00 X X
COM
BRISTOL MYERS SQUIBB CO 110122108 485,350,932 6,890,519.00 X X
COM
BROWN FORMAN CORP 115637209 756,501 11,605.00 X X
CLASS B
BROWNING FERRIS INDS INC 115885105 2,297,834 53,438.00 X X
COM
BRUNSWICK CORP 117043109 433,484 15,551.00 X X
COM
BUFFETS INC 119882108 177,560 15,440.00 X X
COM STK
BURLINGTON INDS INC 121693105 167,333 18,090.00 X X
COM
BURLINGTON NORTHN SANTA FE 12189T104 141,946,427 4,578,917.00 X X
COM
BURLINGTON RES INC 122014103 127,308,884 2,943,558.00 X X
COM
CCB FINL CORP 124875105 12,007,384 238,320.00 X X
COM
CBRL GROUP INC 12489V106 364,948 21,080.00 X X
COM
CBS CORP 12490K107 12,382,077 285,055.00 X X
COM
CIGNA CORP 125509109 5,403,101 60,709.00 X X
COM
CIT GROUP INC 125577106 7,877,100 272,800.00 X X
CL A
CLECO CORP 12561M107 230,850 7,600.00 X X
COM
CMP GROUP INC 125887109 287,015 10,960.00 X X
COM
CMS ENERGY CORP 125896100 67,756,807 1,618,073.00 X X
COM
CNF TRANSN INC 12612W104 620,620 16,120.00 X X
COM
CSX CORP 126408103 2,469,486 54,499.00 X X
COM
CVS CORP 126650100 79,642,026 1,569,301.00 X X
COM
CABLETRON SYSTEMS INC 126920107 317,798 24,446.00 X X
COM STK
CABOT CORP 127055101 4,787,674 197,940.00 X X
COM
CADENCE DESIGN SYS INC 127387108 7,562,025 593,100.00 X X
COM
CALLAWAY GOLF CO 131193104 4,044,924 276,576.00 X X
COM
CAMBRIDGE TECHNOLOGY PARNERS M 132524109 349,143 19,880.00 X X
COM
CAMPBELL SOUP CO 134429109 3,445,013 74,286.00 X X
COM
CANADIAN PAC LTD NEW 135923100 27,662,886 1,161,696.00 X X
COM
CAPITAL ONE FINL CORP 14040H105 3,366,476 60,453.00 X X
COM
CARDINAL HEALTH INC 14149Y108 319,477,227 4,982,101.00 X X
COM
CAREERBUILDER INC 141684100 2,500,002 458,716.00 X X
OC COM
CARLISLE COS INC 142339100 490,875 10,200.00 X X
COM
CARNIVAL CORP 143658102 71,142,322 1,466,852.00 X X
COM
CAROLINA PWR + LT CO 144141108 1,120,360 26,169.00 X X
COM
CARPENTER TECHNOLOGY CORP 144285103 220,503 7,720.00 X X
COM
CARTER WALLACE INC. 146285101 278,087 15,290.00 X X
COM
CASE CORP 14743R103 3,915,402 81,359.00 X X
COM
CATALINA MARKETING CORP 148867104 100,913,972 1,096,891.00 X X
COM
CATALYTICA INC 148885106 15,493,324 1,106,666.00 X X
COM
CATERPILLAR INC 149123101 4,758,180 79,303.00 X X
COM
CELL GENESYS INC 150921104 6,311,828 1,856,420.00 X X
COM
CELESTICA INC 15101Q108 3,879,674 89,574.00 X X
SUB VTG SHS
CELLULLAR COMMUNICATIONS PR 15116N108 2,411,100 84,600.00 X X
COM
CENDANT CORP 151313103 6,670,434 325,387.00 X X
COM
CENTEX CORP 152312104 680,557 18,118.00 X X
COM
CENTOCOR INC 152342101 1,110,608 23,820.00 X X
COM
CENTRAL + SOUTH WEST CORP 152357109 804,801 34,430.00 X X
COM
CENTURYTEL INC 156700106 1,731,629 43,563.00 X X
COM
CERIDIAN CORP 15677T106 784,729 24,007.00 X X
COM
CERNER CORP 156782104 10,295,656 491,000.00 X X
CHAMPION INTL CORP 158525105 17,452,305 364,539.00 X X
COM
CHARTER ONE FINL INC 160903100 1,572,241 56,530.00 X X
COM
CHASE MANHATTAN CORP NEW 16161A108 133,215,390 1,537,840.00 X X
COM
CHESAPEAKE CORP 165159104 269,924 7,210.00 X X
COM RTS CALLABLE THRU 15MAR99
CHEVRON CORP 166751107 46,553,541 489,072.00 X X
COM
CHICAGO TITLE CORP 168228104 17,805,315 498,923.00 X X
COM
CHIRON CORP 170040109 1,273,843 61,390.00 X X
COM STK
CHRIS CRAFT INDS INC 170520100 535,340 11,360.00 X X
COM
CHUBB CORP 171232101 21,595,527 310,727.00 X X
COM
CHURCH + DWIGHT INC 171340102 285,360 6,560.00 X X
COM
CINCINNATI BELL INC 171870108 1,149,369 46,090.00 X X
COM
CINCINNATI FINL CORP 172062101 1,014,037 26,996.00 X X
COM
CINERGY CORP 172474108 830,912 25,966.00 X X
COM
CIRCUIT CITY STORES INC 172737108 1,484,931 15,967.00 X X
COM
CISCO SYS INC 17275R102 403,804,103 6,278,781.00 X X
COM
CIRRUS LOGIC INC 172755100 264,919 29,850.00 X X
COM
CINTAS CORP 172908105 2,526,250 37,600.00 X X
COM
CITIGROUP INC 172967101 628,610,822 13,233,912.05 X X
COM
CITRIX SYS INC 177376100 1,667,880 29,520.00 X X
COM
CITY NATL CORP 178566105 588,518 15,720.00 X X
COM
CLAIRE S STORES INC 179584107 441,870 17,160.00 X X
COM
CLAYTON HOMES INC 184190106 561,147 49,062.00 X X
COM
CLEAR CHANNEL COMMUNICATIONS 184502102 23,895,323 346,623.00 X X
COM
CLOROX CO 189054109 2,071,308 19,392.00 X X
COM
COASTAL CORP 190441105 1,374,120 34,353.00 X X
COM
COCA COLA CO 191216100 46,869,500 749,912.00 X X
COM
COCA COLA ENTERPRISES INC 191219104 3,924,471 131,915.00 X X
COM STK
COCA COLA FEMSA S A CV 191241108 1,110,459 57,314.00 X X
ADR
COFLEXIP 192384105 38,591,069 887,151.00 X X
SPONSORED ADR
COLE NATL CORP 193290103 2,926,874 368,740.00 X X
CL A
COLGATE PALMOLIVE CO 194162103 95,491,151 966,999.00 X X
COM
COLUMBIA ENERGY GROUP 197648108 855,434 13,646.00 X X
COM
COLUMBIA / HCA HEALTHCARE CORP 197677107 13,721,559 601,493.00 X X
COM
COMAIR HLDGS INC 199789108 689,934 33,150.00 X X
COM
COMCAST CORP 200300101 964,502 26,932.00 X X
CL A
COMCAST CORP 200300200 241,228,907 6,275,874.00 X X
CL A SPL
COMDISCO INC 200336105 28,886,550 1,127,280.00 X X
COM
COMERICA INC 200340107 10,598,479 178,313.00 X X
COM
COMPANHIA PARANAENSE DE ENERG 20441B407 485,122 57,925.00 X X
SPONSORED ADR REPSTG PFD SHS
COMPANIA DE TELECOM DE CHILE 204449300 379,418 15,330.00 X X
SPONSORED ADR NEW
COMPAQ COMPUTER CORP 204493100 11,804,216 498,331.00 X X
COM
COMPUTER ASSOC INTL INC 204912109 5,013,415 91,153.00 X X
COM
COMPUSA INC 204932107 228,257 30,690.00 X X
COMPUTER SCIENCES CORP 205363104 45,213,893 653,498.00 X X
COM
COMPX INTL INC 20563P101 446,875 25,000.00 X X
CL A
COMPUWARE CORP 205638109 18,108,788 569,235.00 X X
COM
COMSAT CORP 20564D107 575,575 17,710.00 X X
COM SER 1
COMVERSE TECHNOLOGY INC 205862402 71,053,428 941,105.00 X X
COM NEW
CONAGRA INC 205887102 3,069,490 115,286.00 X X
COM
CONCENTRA MANAGED CARE INC 20589T103 235,519 15,900.00 X X
COM
CONCORD EFS INC 206197105 1,827,900 43,200.00 X X
COM
CONECTIV INC 206829103 769,781 31,500.00 X X
COM
CONOCO INC 208251306 2,787,500 100,000.00 X X
CL A
CONSECO INC 208464107 1,774,415 58,297.00 X X
COM STK
CONSOLIDATED EDISON INC 209115104 1,769,682 39,109.00 X X
COM
CONSOLIDATED NAT GAS CO 209615103 1,524,704 25,098.00 X X
COM
CONSOLIDATED PAPERS INC 209759109 816,410 30,520.00 X X
COM
CONSOLIDATED STORES CORP 210149100 8,153,379 301,977.00 X X
COM
CONSTELLATION ENERGY GROUP INC 210371100 725,339 24,484.00 X X
COM
CONTINENTAL AIRLS INC 210795308 48,250,902 1,282,416.00 X X
COM CL B
CONVERGYS CORP 212485106 997,813 51,500.00 X X
COM
COOPER INDS INC 216669101 9,154,288 176,044.00 X X
COM
COOPER TIRE + RUBR CO 216831107 351,965 14,898.00 X X
COM
COORS ADOLPH CO 217016104 321,107 6,487.00 X X
CLASS B COM
CORDANT TECHNOLOGIES INC 218412104 557,162 12,330.00 X X
COM
CORNING INC 219350105 2,826,599 40,308.00 X X
COM
COSTCO COS INC 22160Q102 56,856,464 710,151.00 X X
COM
COUNTRYWIDE CR INDS INC 222372104 14,690,995 343,649.00 X X
COM
COVANCE INC 222816100 5,563,314 232,410.00 X X
COM
COX COMMUNICATIONS INC NEW 224044107 3,092,250 84,000.00 X X
CL A
CRANE CO 224399105 366,593 11,661.00 X X
COM
CREE RESH INC 225447101 99,439,180 1,292,467.00 X X
COM
CROMPTON + KNOWLES CORP 227111101 8,004,975 409,200.00 X X
COM
CROWN CORK + SEAL INC 228255105 584,364 20,504.00 X X
COM
C3 INC NC 22942P109 2,017,286 581,737.00 X X
COM
CULLEN FROST BANKERS INC 229899109 11,025,000 400,000.00 X X
COM
CUMMINS ENGINE INC 231021106 407,187 7,128.00 X X
COM
CYBERSHOP INTL INC 23251X105 2,370,621 431,022.00 X X
COM
CYPRESS SEMICONDUCTOR CORP 232806109 600,574 35,070.00 X X
COM
CYPRUS AMAX MINERALS CO 232809103 442,184 29,115.00 X X
COM
CYTEC INDS INC 232820100 476,595 15,130.00 X X
COM
DPL INC 233293109 2,485,105 134,330.00 X X
COM
DTE ENERGY CO 233331107 977,520 24,438.00 X X
COM
DANA CORP 235811106 3,139,758 68,163.00 X X
COM
DANAHER CORP 235851102 2,429,509 41,798.00 X X
COM
DARDEN RESTAURANTS INC 237194105 547,537 25,102.00 X X
COM
DAYTON HUDSON CORP 239753106 207,247,040 3,188,416.00 X X
COM
DEAN FOODS CO 242361103 567,328 13,650.00 X X
COM
DEERE + CO 244199105 22,169,791 559,490.00 X X
COM
DELL COMPUTER CORP 247025109 24,664,089 666,597.00 X X
COM
DELPHI AUTOMOTIVE SYS CORP 247126105 7,171,686 386,353.45 X X
COM
DELTA AIR LINES INC DE 247361108 42,222,875 732,718.00 X X
COM
DE LUXE CORP 248019101 532,198 13,668.00 X X
COM
DENTSPLY INTL INC NEW 249030107 28,661,248 1,023,616.00 X X
DESC S A DE C V 250309101 19,883,438 878,826.00 X X
SPONSORED ADR REPSTG SER C SHS
DEVON ENERGY CORP 251799102 3,044,063 85,000.00 X X
DEXTER CORP 252165105 317,521 7,780.00 X X
COM
DIAL CORP NEW 25247D101 10,361,925 278,640.00 X X
COM
DIAMOND OFFSHORE DRILLING INC 25271C102 709,375 25,000.00 X X
COM
DIEBOLD INC 253651103 669,875 23,300.00 X X
COM
DIGITAL COURIER TECHNOLOGIES 253838106 1,061,172 180,625.00 X X
COM
DILLARDS INC 254067101 674,646 19,207.00 X X
CL A
DIME BANCORP INC NEW 25429Q102 776,825 38,600.00 X X
COM USD0.01
DISNEY WALT CO 254687106 82,912,956 2,690,887.00 X X
COM
DOLE FOOD INC 256605106 566,938 19,300.00 X X
COM
DOLLAR GEN CORP 256669102 1,078,771 37,199.00 X X
DOLLAR TREE STORES INC 256747106 909,920 20,680.00 X X
COM
DOMINION RES INC VA 257470104 1,393,710 32,178.00 X X
COM
DONALDSON INC 257651109 404,985 16,530.00 X X
COM
DONNELLEY R R + SONS CO 257867101 876,973 23,662.00 X X
COM
DOVER CORP 260003108 252,606,305 7,217,323.00 X X
COM
DOW CHEM CO 260543103 7,324,367 57,729.00 X X
COM
DOW JONES + CO INC 260561105 969,027 18,262.00 X X
COM
DU PONT E I DE NEMOURS + CO 263534109 93,338,101 1,366,340.00 X X
COM
DUANE READE INC 263578106 1,830,000 60,000.00 X X
COM
DUKE ENERGY CO 264399106 48,392,391 889,975.00 X X
COM STK NPV
DUN + BRADSTREET CORP DEL 26483B106 995,050 28,079.00 X X
COM
ECI TELECOM LTD 268258100 76,917,209 2,317,656.00 X X
ORD
EG + G INC 268457108 21,397,230 600,624.00 X X
COM
E M C CORP MASS 268648102 219,581,010 3,992,382.00 X X
COM
ENSCO INTL INC 26874Q100 927,094 46,500.00 X X
COM
ESAT TELECOM GROUP PLC 26883Y102 596,832 13,603.00 X X
SPONSORED ADR
E TRADE GROUP INC 269246104 3,151,069 78,900.00 X X
COM
EASTERN ENTERPRISES 27637F100 8,797,947 221,332.00 X X
COM
EASTMAN CHEM CO 277432100 727,812 14,064.00 X X
COM
EASTMAN KODAK CO 277461109 8,664,073 127,883.00 X X
COM
EATON CORP 278058102 2,325,852 25,281.00 X X
COM
ECOLAB INC 278865100 4,613,126 105,745.00 X X
COM
EDISON INTL 281020107 38,239,954 1,429,531.00 X X
COM
EDWARDS A G INC 281760108 7,266,248 225,310.00 X X
COM
EL PASO ENERGY CORP DEL 283905107 40,302,109 1,145,353.00 X X
COM
ELBIT LTD 284275104 422,153 43,022.00 X X
ORD
ELECTRONIC ARTS 285512109 1,110,498 20,470.00 X X
COM
ELECTRONIC DATA SYS CORP NEW 285661104 4,580,658 80,984.00 X X
COM
EMBRATEL PARTICIPACOES S A 29081N100 507,104 36,548.00 X X
SPONSORED ADR REPSTG PFD
EMERSON ELEC CO 291011104 88,195,454 1,402,711.00 X X
COM
EMPRESAS ICA SOCIEDAD CONTROL 292448107 232,416 34,432.00 X X
SPONSORED ADR REP ORD PARTN
ENERGY EAST CORP 29266M109 1,032,200 39,700.00 X X
COM
ENGELHARD CORP 292845104 542,163 23,963.00 X X
COM
ENESCO GROUP INC 292973104 5,198,500 224,800.00 X X
COM
ENRON CORP 293561106 6,751,324 82,585.00 X X
COM
ENTERGY CORP 29364G103 3,739,688 119,670.00 X X
COM
EQUIFAX INC 294429105 223,543,217 6,263,908.00 X X
COM
EQUITABLE COMPANIES INC 29444G107 18,795,644 280,532.00 X X
COM
EQUITY OFFICE PPTYS TR 294741103 17,681,865 690,024.00 X X
COM
ETHYL CORP 297659104 169,260 28,210.00 X X
COM
EVEREST REINSURANCE HLDGS 299808105 1,709,550 52,400.00 X X
COM
EXXON CORP 302290101 296,280,084 3,841,557.00 X X
COM
FMC CORP 302491303 402,839 5,897.00 X X
COM NEW
FPL GROUP INC 302571104 46,997,220 860,361.00 X X
COM
FAMILY DLR STORES INC 307000109 1,396,560 58,190.00 X X
COM
FASTENAL CO 311900104 672,249 12,820.00 X X
FDX CORP 31304N107 2,640,402 48,671.00 X X
COM
FEDERAL HOME LN MTG CORP 313400301 13,349,802 230,169.00 X X
COM FORMERLY SR PART PFD
FEDERAL MOGUL CORP 313549107 4,170,400 80,200.00 X X
COM
FEDERAL NATL MTG ASSN 313586109 317,917,289 4,649,613.00 X X
COM
FEDERAL SIGNAL CORP 313855108 327,347 15,450.00 X X
COM STK
FEDERATED DEPT STORES INC DEL 31410H101 72,593,511 1,371,306.00 X X
COM
FERRO CORP 315405100 337,150 12,260.00 X X
COM STK
FIFTH THIRD BANCORP 316773100 2,876,498 43,215.00 X X
COM STK
FINOVA GROUP INC 317928109 32,895,888 625,100.00 X X
COM
FIRST AMERN CORP TENN 318900107 4,280,938 103,000.00 X X
COM
FIRST DATA CORP 319963104 392,129,826 8,012,870.00 X X
COM
FIRST HEALTH GROUP CORP 320960107 368,719 17,100.00 X X
COM
FIRST SEC CORP DEL 336294103 3,823,720 140,320.00 X X
COM
FIRST TENN NATL CORP 337162101 1,688,815 44,080.00 X X
COM
FIRST UN CORP 337358105 27,865,830 592,890.00 X X
COM
FIRST VA BKS INC 337477103 831,195 16,920.00 X X
COM RTS CALLABLE THRU 8/8/98
FIRSTAR CORP WIS 33763V109 16,366,056 584,502.00 X X
COM
FISERV INC 337738108 1,300,565 41,535.00 X X
FIRSTENERGY CORP 337932107 1,167,429 37,659.00 X X
COM
FLANDERS CORP 338494107 1,555,558 444,445.00 X X
COM
FLEET FINL GROUP INC 338915101 25,313,053 570,435.00 X X
COM
FLEETWOOD ENTERPRISES INC 339099103 323,648 12,242.00 X X
COM
FLORIDA PROGRESS CORP 341109106 33,598,423 813,275.00 X X
COM
FLOWERS INDS INC 343496105 731,519 33,730.00 X X
COM
FLOWSERVE CORP 34354P105 252,437 13,330.00 X X
COM
FLUOR CORP 343861100 554,486 13,691.00 X X
COM
FOCAL INC 343909107 6,824,844 1,011,088.00 X X
COM
FOMENTO ECONOMICO MEXICANO 344419106 1,189,112 29,821.00 X X
SPONSADR RPSTG UNIT 1 SER B
FORD MTR CO DEL 345370100 69,908,398 1,238,687.00 X X
COM
FOREST LABS INC 345838106 1,297,775 28,060.00 X X
COM
FORT JAMES CORP 347471104 7,697,753 203,241.00 X X
COM
FORTUNE BRANDS INC 349631101 1,469,268 35,511.00 X X
COM
FOUNDATION HEALTH SYS INC 350404109 619,050 41,270.00 X X
COM
FRANKLIN RES INC 354613101 3,887,731 95,698.00 X X
COM
FREEPORT MCMORAN COPPER + GOLD 35671D857 3,814,158 212,636.00 X X
CL B
FRONTIER CORP 35906P105 36,716,703 622,317.00 X X
COM
FULLER H B CO 359694106 322,730 4,720.00 X X
COM
FURNITURE BRANDS INTL INC 360921100 482,238 17,300.00 X X
COM
GATX 361448103 14,655,585 385,040.00 X X
COM
GPU INC 36225X100 881,845 20,903.00 X X
COM
GTE CORP 362320103 167,759,435 2,214,646.00 X X
COM
GALILEO INTL INC 363547100 2,874,938 53,800.00 X X
COM
GANNETT INC 364730101 216,903,772 3,038,932.00 X X
COM
GAP INC 364760108 12,447,864 247,104.00 X X
COM
GATEWAY INC 367626108 27,718,908 469,812.00 X X
COM
GENCORP INC 368682100 354,258 14,030.00 X X
COM
GENERAL COMMUNICATION INC 369385109 3,636,423 535,014.00 X X
GENERAL DYNAMICS CORP 369550108 1,454,598 21,235.00 X X
COM
GENERAL ELEC CO 369604103 3,599,294,645 31,852,165.00 X X
COM
GENERAL INSTR CORP DEL 370120107 10,381,985 244,282.00 X X
COM
GENERAL MLS INC 370334104 34,228,337 425,858.00 X X
COM
GENERAL MTRS CORP 370442105 12,653,388 191,718.00 X X
COM
GENERAL NUTRITION COS INC 37047F103 535,488 22,970.00 X X
COM
GENUINE PARTS CO 372460105 1,073,905 30,683.00 X X
COM
GENZYME CORP 372917104 1,352,180 27,880.00 X X
COM
GEORGIA GULF CORP 373200203 176,344 10,450.00 X X
COM
GEORGIA PAC CORP 373298108 2,568,720 54,221.00 X X
COM
GEORGIA PAC CORP 373298702 744,875 29,500.00 X X
COM TIMBER GROUP
GERBER SCIENTIFIC INC 373730100 5,609,369 254,249.00 X X
COM
GILEAD SCIENCES INC 375558103 543,400 10,400.00 X X
COM
GILLETTE CO 375766102 36,194,144 882,784.00 X X
COM
GLATFELTER P H CO 377316104 207,529 14,190.00 X X
COM
GLOBAL MARINE INC 379352404 907,370 58,540.00 X X
COM NEW
GOLDEN WEST FINL CORP DEL 381317106 983,136 10,032.00 X X
COM
GOLDMAN SACHS GROUP INC 38141G104 23,618,959 326,906.00 X X
COM
GOODRICH B F CO 382388106 503,668 11,851.00 X X
COM
GOODYEAR TIRE AND RUBBER 382550101 1,596,407 27,144.00 X X
COM
GRACE W R + CO DEL NEW 38388F108 586,291 31,907.00 X X
COM
GRAINGER W W INC 384802104 901,413 16,751.00 X X
COM
GRANITE CONSTR INC 387328107 273,486 9,330.00 X X
GREAT ATLANTIC + PAC TEA INC 390064103 211,903 6,267.00 X X
COM
GREAT LAKES CHEMICAL CORP 390568103 42,863,736 930,556.00 X X
COM
GREENPOINT FINL CORP 395384100 1,210,781 36,900.00 X X
COM
GRUPO TELEVISION SA DE CV 40049J206 8,324,594 185,765.00 X X
SPONSORED ADR REPSTG ORD PARTN
GRUPO IUSACELL S A DE C V 40049W306 358,059 27,543.00 X X
SPONSORED ADR REPSTG 10 SER L
GRUPO ELEKTRAS A DE C V 40050A102 412,331 70,184.00 X X
GLOBAL DEPOSITORY RCPT REP
GTECH HLDGS CORP 400518106 298,066 12,650.00 X X
COM
GUIDANT CORP 401698105 5,208,561 101,260.00 X X
COM
GULFSTREAM AEROSPACE CORP NEW 402734107 35,826,029 530,265.00 X X
COM
HCR MANOR CARE INC 404134108 6,417,669 265,330.00 X X
COM
HSB GROUP INC 40428N109 405,285 9,840.00 X X
COM
HALLIBURTON CO 406216101 79,345,513 1,753,492.00 X X
COM
HANNA M.A. CO 410522106 276,643 16,830.00 X X
COM STK
HANNAFORD BROS CO 410550107 764,515 14,290.00 X X
COM
HARCOURT GEN INC 41163G101 610,397 11,838.00 X X
COM
HARLEY DAVIDSON INC 412822108 2,821,519 51,890.00 X X
COM RTS CALLABLE THRU 23MAY98
HARMAN INTL INDS INC NEW 413086109 18,412,152 418,458.00 X X
COM
HARRAHS ENTMT INC 413619107 457,974 20,817.00 X X
COM
HARRIS CORP DEL 413875105 520,919 13,293.00 X X
COM
HARSCO CORP 415864107 448,000 14,000.00 X X
COM
HARTE HANKS INC 416196103 523,513 19,300.00 X X
COM
HARTFORD FINANCIAL SVCS GRP 416515104 51,633,095 885,455.00 X X
COM
HASBRO INC 418056107 5,746,157 205,679.00 X X
COM
HAWAIIAN ELEC INDS INC 419870100 384,110 10,820.00 X X
COM
HAYES LEMMERZ INTL INC 420781106 1,028,125 35,000.00 X X
COM
HEALTHSOUTH CORP 421924101 2,527,664 169,216.00 X X
COM
HEALTH MGMT ASSOC 421933102 954,900 84,880.00 X X
CL A
HEALTHCARE FINL PARTNERS INC 42219W108 6,850,000 200,000.00 X X
COM
HEILIG MEYERS CO 422893107 135,978 19,960.00 X X
COM
HEINZ H J CO 423074103 35,409,503 706,424.00 X X
COM
HELLENIC TELECOMMUNICATIONS 423325307 24,392,248 2,204,949.00 X X
SPONSORED ADR
HELLER FINL INC 423328103 2,030,313 73,000.00 X X
CL A
HERCULES INC 427056106 638,592 16,244.00 X X
COM
HERSHEY FOODS CORP 427866108 3,797,447 63,957.00 X X
COM
HEWLETT PACKARD CO 428236103 82,099,656 816,912.00 X X
COM
HIBERNIA CORP 428656102 827,202 52,730.00 X X
CL A
HILLENBRAND INDS INC 431573104 986,965 22,820.00 X X
COM
HILTON HOTELS CORP 432848109 647,532 45,641.00 X X
COM
HISPANIC BROADCASTING CORP 43357B104 1,267,113 16,700.00 X X
COM
HOME DEPOT INC 437076102 228,559,297 3,546,992.00 X X
COM
HOMESTAKE MNG CO 437614100 272,808 33,320.00 X X
COM
HON INDS INC 438092108 608,268 20,840.00 X X
COM
HONEYWELL INC 438506107 14,292,023 123,340.00 X X
COM
HORACE MANN EDUCATORS CORP NEW 440327104 391,500 14,400.00 X X
NEW COM
HORMEL FOODS CORP 440452100 1,017,118 25,270.00 X X
COM
HOUGHTON MIFFLIN CO 441560109 484,273 10,290.00 X X
COM
HOUSEHOLD INTL INC 441815107 3,837,896 81,011.00 X X
COM
HUBBELL INC 443510102 3,628,625 91,000.00 X X
CL A COM
HUBBELL INC 443510201 158,146,486 3,485,322.00 X X
CLB
HUMANA INC 444859102 427,688 33,058.00 X X
COM
HUNT J B TRANS SVCS INC 445658107 195,325 12,020.00 X X
COM
HUNTINGTON BANCSHARES INC 446150104 1,217,545 34,787.00 X X
COM
ICN PHARMACEUTICALS INC 448924100 830,759 25,810.00 X X
COM
IBP INC 449223106 742,663 31,270.00 X X
COM STK
IMC GLOBAL INC 449669100 671,370 38,640.00 X X
COM
IMS HEALTH INC 449934108 1,662,469 53,199.00 X X
COM
IXC COMMUNICATIONS INC 450713102 271,241,060 8,624,517.00 X X
COM
IXL ENTERPRISES INC 450718101 10,750,000 500,000.00 X X
COM
ITT INDS INC 450911102 11,841,206 310,589.00 X X
COM
IDACORP INC 451107106 400,365 12,710.00 X X
COM
IKON OFFICE SOLUTIONS INC 451713101 306,540 20,436.00 X X
COM
ILLINOIS TOOL WKS INC 452308109 3,307,306 40,333.00 X X
COM
ILLINOVA CORP 452317100 660,268 24,230.00 X X
COM
IMATION CORP 45245A107 340,676 13,730.00 X X
COM
INCO LTD 453258402 962,442 53,469.00 X X
COM
INDIANA ENERGY INC 454707100 216,961 10,180.00 X X
COM
INDUSTRI MATEMATIK INTL CORP 455792101 162,094 66,500.00 X X
COM
INDY MAC MTG HLDGS INC 456607100 2,000,000 125,000.00 X X
COM
INFORMIX CORP 456779107 546,000 64,000.00 X X
COM
INGERSOLL RAND CO 456866102 3,121,000 48,294.00 X X
COM
INTEGRATED DEVICE TECHNOLOGY 458118106 301,999 27,770.00 X X
COM RTS CALLABLE THRU 20DEC98
INTEL CORP 458140100 331,457,781 5,570,719.00 X X
COM
INTERIM SVCS INC 45868P100 8,868,750 430,000.00 X X
COM
INTERNATIONAL BUSINESS MACHS 459200101 466,567,426 3,609,806.00 X X
COM
INTERNATIONAL FLAVOURS 459506101 836,957 18,861.00 X X
COM
INTERNATIONAL GAME TECHNOLOGY 459902102 614,015 33,190.00 X X
COM
INTERNATIONAL PAPER CO 460146103 5,462,585 108,170.00 X X
COM
INTERPUBLIC GROUP COS INC 460690100 306,630,411 3,539,745.00 X X
COM
INTERSTATE BAKERIES CORP 46072H108 551,514 24,580.00 X X
DEL NEW COM
INTUIT 461202103 1,861,983 20,660.00 X X
COM
INVESTMENT TECHNOLOGY GROUP 46145F105 318,038 9,900.00 X X
COM
IPALCO ENTERPRISES 462613100 613,590 28,960.00 X X
COM RTS CALLABLE THRU 11JUL00
ISPAT INTL N V 464899103 13,325,899 1,204,601.00 X X
CL A NY REGISTRY SH
IVAX CORP 465823102 531,100 37,600.00 X X
IVILLAGE INC 46588H105 500,000 85,295.00 X X
COM
JABIL CIRCUIT INC 466313103 1,254,475 27,800.00 X X
COM
JACOBS ENGR GROUP INC 469814107 12,456,400 327,800.00 X X
COM
JEFFERSON PILOT CORP 475070108 3,270,986 49,420.00 X X
COM
JOHNSON + JOHNSON 478160104 263,652,340 2,690,330.00 X X
COM
JOHNSON CTLS INC 478366107 906,746 13,082.00 X X
COM
JONES APPAREL GROUP INC 480074103 43,365,544 1,263,841.00 X X
COM
KLA TENCOR CORP 482480100 914,024 14,089.00 X X
COM
K MART CORP 482584109 4,313,036 262,390.00 X X
COM
K N ENERGY INC 482620101 319,663 23,900.00 X X
COM
KANSAS CITY PWR + LT CO 485134100 533,205 20,910.00 X X
COM
KANSAS CITY SOUTHN INDS INC 485170104 2,209,444 34,624.00 X X
COM
KAUFMAN + BROAD HOME CORP 486168107 374,692 15,063.00 X X
COM
KAYDON CORP 486587108 369,539 10,990.00 X X
COM
KEANE INC 486665102 530,556 23,450.00 X X
COM
KELLOGG CO 487836108 2,258,553 68,441.00 X X
COM
KELLY SVCS INC 488152208 415,055 12,920.00 X X
CL A
KENNAMETAL INC 489170100 312,480 10,080.00 X X
COM
KERR MCGEE CORP 492386107 718,886 14,324.00 X X
COM
KEYCORP NEW 493267108 2,333,432 72,636.00 X X
COM
KEYSTONE FINL INC 493482103 486,599 16,460.00 X X
COM
KIMBERLY CLARK CORP 494368103 27,334,863 479,559.00 X X
COM
KING WORLD PRODTNS INC 495667107 440,657 12,658.00 X X
COM
KMART FING I 498778208 4,650,750 79,500.00 X X
TR CONV PFD SECS
KNOLL INC 498904101 3,125,775 117,400.00 X X
COM
KNIGHT RIDDER INC 499040103 46,707,808 850,199.00 X X
COM
KOHLS CORP 500255104 2,007,647 26,010.00 X X
COM
KOREA TELECOM 50063P103 19,296,160 482,404.00 X X
SPONSORED ADR
KROGER CO 501044101 41,147,076 1,472,826.00 X X
COM
LG + E ENERGY CORP 501917108 920,430 43,830.00 X X
COM
LSI LOGIC CORP 502161102 1,071,530 23,231.00 X X
COM
LAIDLAW INC 50730K503 685,713 92,978.00 X X
COM
LANCASTER COLONY CORP 513847103 503,700 14,600.00 X X
COM RTS CALLABLE THRU 4/20/00
LANCE INC 514606102 158,281 10,130.00 X X
COM
LANDS END INC 515086106 493,763 10,260.00 X X
COM
LASER VISION CTRS INC 51807H100 5,985,000 100,000.00 X X
LAUDER ESTEE COS INC 518439104 3,228,050 64,400.00 X X
CL A
LEAR CORP 521865105 4,411,830 88,680.00 X X
COM
LEE ENTERPRISES INC 523768109 459,330 15,060.00 X X
COM
LEGATO SYSTEMS INC 524651106 796,950 13,800.00 X X
COM
LEGGETT + PLATT INC 524660107 1,848,975 66,480.00 X X
COM
LEHMAN BROTHERS HLDGS INC 524908100 1,351,946 21,718.00 X X
COM
LEXMARK INTL GROUP INC 529771107 2,850,560 43,520.00 X X
CL A
LILLY ELI + CO 532457108 25,109,791 350,573.00 X X
COM
LIMITED INC 532716107 1,586,492 34,964.00 X X
COM
LINCARE HLDGS INC 532791100 41,023,700 1,640,948.00 X X
COM
LINCOLN NATL CORP IN 534187109 56,946,551 1,088,584.00 X X
COM
LINEAR TECHNOLOGY CORP 535678106 3,479,515 51,740.00 X X
COM
LITTON INDS INC 538021106 1,103,747 15,290.00 X X
COM
LIZ CLAIBORNE INC 539320101 430,956 11,807.00 X X
COM
LOCKHEED MARTIN CORP 539830109 17,637,205 473,482.00 X X
COM
LOEWS CORP 540424108 82,164,112 1,038,409.00 X X
COM
LONE STAR STEAKHOUSE + SALOON 542307103 128,773 13,250.00 X X
COM
LONGS DRUG STORES CORP 543162101 258,389 7,476.00 X X
COM
LONGVIEW FIBRE CO WASHINGTON 543213102 272,813 17,460.00 X X
COM
LOUISIANA PAC CORP 546347105 447,236 18,831.00 X X
COM
LOWES COS INC 548661107 153,112,201 2,700,987.00 X X
USD0.50
LUBRIZOL CORP 549271104 513,663 18,850.00 X X
COM
LUCENT TECHNOLOGIES INC 549463107 48,657,282 721,516.70 X X
COM
LYONDELL CHEMICAL CO 552078107 3,551,625 172,200.00 X X
COM
MBIA INC 55262C100 1,041,892 16,091.00 X X
COM
MBNA CORP 55262L100 9,658,574 315,382.00 X X
COM
MCN ENERGY GROUP INC 55267J100 553,818 26,690.00 X X
COM
MCI WORLDCOM INC 55268B106 205,070,586 2,382,810.00 X X
COM
MGIC INVT CORP WIS 552848103 3,467,400 71,309.00 X X
COM
MAGNETEK INC 559424106 112,279 10,630.00 X X
COM
MATAV RT 559776109 552,668 20,097.00 X X
ADR
MALLINCKRODT INC NEW 561232109 490,335 13,480.00 X X
COM
MANPOWER INC WIS 56418H100 617,436 27,290.00 X X
COM
MARK IV INDS INC 570387100 350,675 16,600.00 X X
COM
MARSH + MCLENNAN COS INC 571748102 92,681,686 1,227,572.00 X X
COM
MARSHALL + ILSLEY CORP 571834100 2,276,944 35,370.00 X X
COM
MARRIOTT INTL INC NEW 571903202 4,034,557 107,948.00 X X
CL A
MARTIN MARIETTA MATLS INC 573284106 100,490,688 1,703,232.00 X X
COM
MASCO CORP 574599106 54,632,251 1,892,026.00 X X
COM
MATTEL INC 577081102 1,824,875 69,026.00 X X
COM
MAXIM INTEGRATED PRODS INC 57772K101 3,007,130 45,220.00 X X
COM
MAY DEPT STORES CO 577778103 3,001,165 73,423.00 X X
COM
MAYTAG CORP 578592107 1,081,202 15,515.00 X X
COM
MCCORMICK + CO INC 579780206 783,066 24,810.00 X X
COM NON VTG
MCDERMOTT INTL INC 580037109 278,715 9,866.00 X X
COM
MCDONALDS CORP 580135101 95,914,529 2,321,683.00 X X
COM
MCGRAW HILL COS INC 580645109 6,191,540 114,791.00 X X
COM
MCKESSON HBOC INC 58155Q103 15,761,714 490,637.00 X X
COM
MEAD CORP 582834107 35,275,201 844,915.00 X X
COM
MEDIAONE GROUP INC 58440J104 45,120,784 606,666.00 X X
COM
MEDIA GEN INC 584404107 460,530 9,030.00 X X
CL A
MEDIMMUNE INC 584699102 1,273,700 18,800.00 X X
MEDPARTNERS INC 58503X107 3,201,750 426,900.00 X X
COM
MEDTRONIC INC 585055106 7,507,462 96,404.00 X X
COM
MELLON BK CORP 585509102 4,183,303 115,004.89 X X
COM
MENTOR GRAPHICS CORP 587200106 283,156 22,100.00 X X
COM
MERCANTILE BANCORPORATION INC 587342106 2,275,346 39,831.00 X X
COM
MERCANTILE BANKSHARES CORP 587405101 856,783 24,220.00 X X
COM
MERCK + CO INC 589331107 535,149,722 7,231,753.00 X X
COM
MEREDITH CORP 589433101 341,853 9,873.00 X X
COM
MERITOR AUTOMOTIVE INC 59000G100 594,915 23,330.00 X X
COM
MERRILL LYNCH + CO INC 590188108 5,260,687 65,810.00 X X
COM
METROMEDIA INTER. GRP, INC 591695101 2,674,905 356,654.00 X X
COM
METTLER TOLEDO INTL INC 592688105 11,319,984 456,221.00 X X
COM
MICROSOFT CORP 594918104 441,500,280 4,895,360.00 X X
COM
MICROSOFT CORP 594918203 72,790,977 728,365.00 X X
PFD SER A CONV
MICRO WHSE INC 59501B105 209,138 11,700.00 X X
COM
MICROCHIP TECHNOLOGY INC 595017104 813,903 17,180.00 X X
COM
MICRON TECHNOLOGY INC 595112103 1,652,248 40,986.00 X X
COM
MIDAMERICA ENERGY HLDGS CO NEW 59562V107 702,541 20,290.00 X X
COM
MILLER HERMAN INC 600544100 564,900 26,900.00 X X
COM
MILLIPORE CORP 601073109 342,591 8,446.00 X X
COM
MINERALS TECHNOLOGIES INC 603158106 10,985,463 196,828.00 X X
COM
MINNESOTA MNG + MFG CO 604059105 8,299,054 95,460.00 X X
COM
MINNESOTA PWR + LT CO 604110106 484,553 24,380.00 X X
COM
MIRAGE RESORTS INC 60462E104 475,918 28,413.00 X X
COM
MOBIL CORP 607059102 112,507,362 1,136,438.00 X X
COM
MODINE MFG CO 607828100 325,951 10,010.00 X X
MODIS PROFESSIONAL SVCS INC 607830106 439,154 32,380.00 X X
COM
MOHAWK INDS INC 608190104 622,688 20,500.00 X X
COM
MOLEX INC 608554101 952,010 25,730.00 X X
COM
MOLEX INC 608554200 108,820,656 3,454,624.00 X X
CL A
MONSANTO CO 611662107 6,371,168 161,551.00 X X
COM
MONTANA PWR CO 612085100 1,310,595 18,590.00 X X
COM
MORGAN J P + CO INC 616880100 4,053,987 28,854.00 X X
COM
MORGAN STANLEY DEAN WITTER 617446448 169,279,058 1,651,503.00 X X
COM NEW
MOTOROLA INC 620076109 11,447,695 120,820.00 X X
COM
MURPHY OIL CORP 626717102 741,462 15,190.00 X X
COM
MYLAN LABS INC 628530107 1,149,570 43,380.00 X X
COM
NCR CORP NEW 62886E108 1,652,791 33,860.00 X X
COM
NTL INC 629407107 206,901,023 2,400,592.00 X X
COM
NABISCO GROUP HLDG CORP 62952P102 2,058,797 105,242.00 X X
COM
NABISCO HLDGS CORP 629526104 1,358,800 31,600.00 X X
CL A
NABORS INDUSTRIES INC 629568106 37,718,646 1,543,474.00 X X
COM
NALCO CHEM CO 629853102 612,955 11,816.00 X X
COM
NATIONAL CITY CORP 635405103 36,672,468 559,885.00 X X
COM
NATIONAL FUEL GAS CO N J 636180101 630,015 12,990.00 X X
COM
NATIONAL SEMICONDUCTOR CORP 637640103 670,275 26,480.00 X X
COM
NATIONAL SVC INDS INC 637657107 4,976,532 138,237.00 X X
NAVISTAR INTL CORP INC 63934E108 618,000 12,360.00 X X
COM
NEIMAN MARCUS GROUP INC 640204103 4,888,331 190,300.00 X X
COM
NEOPATH INC 640517108 4,732,035 1,526,463.00 X X
COM
NETWORKS ASSOCS INC 640938106 686,494 46,740.00 X X
COM
NETWORK APPLIANCE INC 64120L104 1,276,744 22,850.00 X X
COM
NEVADA PWR CO 641423108 433,250 17,330.00 X X
COM
NEW CENTY ENERGIES INC 64352U103 47,448,514 1,222,506.00 X X
COM
NEW ENGLAND ELEC SYS 644001109 1,009,518 20,140.00 X X
COM
NEW YORK TIMES CO 650111107 2,606,914 70,816.00 X X
CL A
NEWCOURT CR GROUP INC 650905102 1,940,625 150,000.00 X X
COM
NEWELL RUBBERMAID INC 651229106 2,697,047 58,001.00 X X
COM
NEWFIELD EXPL CO 651290108 11,375,000 400,000.00 X X
COM
NEWMONT MNG CORP 651639106 19,437,896 978,007.34 X X
COM
NEWPARK RES INC 651718504 3,550,000 400,000.00 X X
COM PAR USD0.01 NEW
NEWPORT NEWS SHIPBUILDING INC 652228107 351,640 11,920.00 X X
COM
NEXTEL COMMUNICATIONS INC 65332V103 6,340,137 126,329.00 X X
CL A
NIAGARA MOHAWK HLDGS INC 653520106 9,308,524 579,519.00 X X
COM
NICOR INC 654086107 353,372 9,284.00 X X
COM
NIKE INC 654106103 4,468,470 70,578.00 X X
CL B
NISOURCE INC 65473P105 1,089,288 42,200.00 X X
COM
NOBLE AFFILIATES INC 654894104 1,331,859 47,250.00 X X
COM
NOKIA CORP 654902204 19,264,750 210,400.00 X X
SPONSORED ADR
NOBLE DRILLING CORP 655042109 873,338 44,360.00 X X
COM
NORDSON CORP 655663102 339,938 5,550.00 X X
COM NTS CALLABLE THRU 9/9/98
NORDSTROM INC 655664100 842,894 25,161.00 X X
COM
NORFOLK SOUTHN CORP 655844108 1,888,657 62,694.00 X X
COM
NORTEL NETWORKS CORP 656569100 251,409,521 2,896,006.00 X X
COM
NORTH FORK BANCORPORATION INC 659424105 1,034,764 48,410.00 X X
COM
NORTHEAST UTILS 664397106 787,394 44,050.00 X X
COM
NORTHERN STS PWR CO MN 665772109 599,995 24,806.00 X X
COM
NORTHERN TRUST CORP 665859104 1,789,747 18,451.00 X X
COM
NORTHROP GRUMMAN CORP 666807102 727,382 10,969.00 X X
COM
NOVA CORP GA 669784100 607,500 24,300.00 X X
COM
NOVELL INC 670006105 1,558,227 58,801.00 X X
COM
NUCOR CORP 670346105 1,294,901 27,297.00 X X
COM
OGE ENERGY CORP 670837103 624,625 26,300.00 X X
COM
OAK INDS INC 671400505 11,407,500 260,000.00 X X
COM NEW
OCCIDENTAL PETE CORP 674599105 1,271,134 60,172.00 X X
COM
OCEAN ENERGY INC TEX 67481E106 1,631,919 169,550.00 X X
COM
OCULAR SCIENCES INC 675744106 6,096,766 350,893.00 X X
COM
OFFICE MAX INC 67622M108 460,200 38,350.00 X X
COM
OFFICE DEPOT INC 676220106 35,413,578 1,605,148.00 X X
COM
OGDEN CORP 676346109 455,513 16,910.00 X X
COM
OLD KENT FINL CORP 679833103 1,518,241 36,256.50 X X
COM
OLD REP INTL CORP 680223104 771,099 44,540.00 X X
COM
OLIN CORP 680665205 212,714 16,130.00 X X
COM PAR 1
OLSTEN CORP 681385100 173,468 27,480.00 X X
COM
OMNICARE INC 681904108 9,623,431 762,252.00 X X
COM
OMNICOM GROUP 681919106 3,660,800 45,760.00 X X
COM
OPTICAL SENSORS INC 68384P107 345,238 476,190.00 X X
COM
ORACLE CORP 68389X105 15,482,424 417,035.00 X X
COM
OUTBACK STEAKHOUSE INC 689899102 979,471 24,915.00 X X
OVERSEAS SHIPHOLDING GROUP INC 690368105 161,590 12,430.00 X X
COM
OWENS CORNING 69073F103 541,372 15,749.00 X X
COM
OWENS ILL INC 690768403 1,397,227 42,745.00 X X
COM NEW
OXFORD HEALTH PLANS INC 691471106 422,678 27,160.00 X X
COM
PECO ENERGY CO 693304107 7,923,964 189,229.00 X X
COM
PG+E CORP 69331C108 5,192,395 159,766.00 X X
COM
PE CORP 69332S102 1,587,337 13,833.00 X X
COM PE BIOSYSTEMS GROUP
PLD TELEKOM INC 69340T100 683,784 218,811.00 X X
COM
PMI GROUP INC 69344M101 645,084 10,270.00 X X
COM
PNC BK CORP 693475105 15,598,799 270,695.00 X X
COM
P P + L RES INC 693499105 789,137 25,663.00 X X
COM
PPG INDS INC 693506107 3,284,466 55,610.00 X X
COM
PSS WORLD MED INC 69366A100 263,018 23,510.00 X X
COM
PACCAR INC 693718108 2,270,306 42,535.00 X X
COM
PACIFIC CENTY FINL CORP 694058108 586,284 27,190.00 X X
COM
PACIFICARE HEALTH SYSTEMS 695112102 1,473,280 20,480.00 X X
COM
PACIFICORP 695114108 2,968,206 161,535.00 X X
COM
PALL CORP 696429307 456,064 20,555.00 X X
COM
PAPA JOHNS INTL INC 698813102 446,875 10,000.00 X X
COM
PARAMETRIC TECHNOLOGY CORP 699173100 587,121 42,315.00 X X
PARKER HANNIFIN CORP 701094104 15,398,581 336,581.00 X X
COM
PATHWAYS GROUP INC 70321D106 3,999,999 290,909.00 X X
COM
PAYCHEX INC 704326107 1,285,487 40,329.00 X X
COM
PAYLESS SHOESOURCE INC 704379106 580,475 10,850.00 X X
COM
PENNEY J C INC 708160106 2,115,285 43,558.00 X X
COM
PENNZOIL QUAKER ST CO 709323109 392,985 26,199.00 X X
COM
PENTAIR INC 709631105 663,375 14,500.00 X X
COM
PEOPLES ENERGY CORP 711030106 215,723 5,724.00 X X
COM
PEOPLESOFT INC 712713106 668,955 38,780.00 X X
COM
PEPSI GEMEX S A DE C V 713435105 241,767 26,495.00 X X
GLOBAL DEPOS RCPT REP ORD PART
PEPSICO INC 713448108 141,460,728 3,656,497.00 X X
COM
PERRIGO CO 714290103 192,303 25,220.00 X X
PETROLEUM GEO SVCS AS 716597109 800,275 53,800.00 X X
SPONSORED ADR
PHARMACIA + UPJOHN INC 716941109 147,456,332 2,595,491.00 X X
COM
PFIZER INC 717081103 125,494,296 1,143,456.00 X X
COM
PHELPS DODGE CORP 717265102 1,231,132 19,877.00 X X
COM
PHILIP MORRIS COS INC 718154107 152,010,585 3,782,534.00 X X
COM
PHILLIPS PETE CO 718507106 2,162,029 42,972.00 X X
COM
PILOT NETWORK SVCS INC 721596104 3,532,500 450,000.00 X X
COM
PINNACLE WEST CAP CORP 723484101 3,205,510 79,640.00 X X
COM
PIONEER HI BRED INTL INC 723686101 1,557,072 39,989.00 X X
COM
PIONEER NAT RES CO 723787107 373,340 33,940.00 X X
COM
PITNEY BOWES INC 724479100 80,037,510 1,245,720.00 X X
COM
PITTSTON BRINKS GROUP 725701106 371,558 13,890.00 X X
COM
PLACER DOME INC 725906101 635,642 53,811.00 X X
COM
POHANG IRON + STEEL LTD 730450103 3,293,602 97,951.00 X X
SPONSORED ADR
POLAROID CORP 731095105 219,177 7,934.00 X X
COM
POLICY MGMT SYS CORP 731108106 372,300 12,410.00 X X
COM
POTLATCH CORP 737628107 216,085 4,918.00 X X
COM
POTOMAC ELEC PWR CO 737679100 1,179,266 40,060.00 X X
COM
PRAXAIR INC 74005P104 4,918,023 100,496.00 X X
COM
PRECISION CASTPARTS CORP 740189105 349,775 8,230.00 X X
COM RTS CALLABLE THRU 16DEC98
PREMARK INTL INC 740459102 785,625 20,950.00 X X
COM
PRICE T ROWE + ASSOC INC 741477103 7,130,075 185,800.00 X X
COM
PROCTER + GAMBLE CO 742718109 151,505,177 1,697,537.00 X X
COM
PROGRESSIVE CORP OHIO 743315103 8,967,235 61,843.00 X X
COM
PROMUS HOTEL CORP NEW 74342P106 68,572,645 2,765,026.00 X X
COM
PROSOFT DEV INC 743477101 1,020,410 408,164.00 X X
COM
PROTECTIVE LIFE CORP 743674103 737,120 21,680.00 X X
COM
PROVIDENT COS INC 743862104 129,758,160 3,243,954.00 X X
COM
PROVIDENT FINL GROUP INC 743866105 639,188 14,610.00 X X
COM
PROVIDIAN FINL CORP 74406A102 2,176,774 23,281.00 X X
COM
PUBLIC SVC CO NM 744499104 280,635 14,120.00 X X
COM
PUBLIC SVC ENTERPRISE GROUP 744573106 1,547,609 37,862.00 X X
COM
PUGET SOUND ENERGY INC 745332106 685,920 28,580.00 X X
COM RTS CALLABLE THRU 25JAN01
PULTE CORP 745867101 382,515 16,586.00 X X
COM
QUAKER OATS CO 747402105 1,439,276 21,684.00 X X
COM
QUALCOMM INC 747525103 7,304,150 50,900.00 X X
COM
QUANTUM CORP 747906105 3,539,620 146,720.00 X X
COM
QUESTAR CORP 748356102 532,440 27,840.00 X X
COM
QUINTILES TRANSNATIONAL CORP 748767100 1,579,200 37,600.00 X X
COM
QUORUM HEALTH GROUP INC 749084109 319,967 25,470.00 X X
COM
QWEST COMMUNICATIONS INTL INC 749121109 11,671,063 353,000.00 X X
COM
R.P.M. INC OHIO 749685103 530,754 37,410.00 X X
COM
RALSTON PURINA CO 751277302 62,042,552 2,038,359.00 X X
COM RALSTON PURINA GROUP
RANGER OIL LTD 752805101 209,992 42,530.00 X X
COM
RATIONAL SOFTWARE CORP 75409P202 945,306 28,700.00 X X
COM NEW
RAYCHEM CORP 754603108 4,249,080 114,840.00 X X
COM
RAYONIER INC 754907103 24,458,535 491,012.00 X X
COM
RAYTHEON CO 755111309 2,009,497 29,176.00 X X
CL A
RAYTHEON CO 755111408 3,809,540 54,132.00 X X
CL B
READERS DIGEST ASSN INC 755267101 1,442,925 36,300.00 X X
COM CL A NON VTG
REDWOOD TR INC. 758075402 3,064,063 185,000.00 X X
COM
REEBOK INTL LTD 758110100 250,320 13,440.00 X X
COM
REGIONS FINL CORP 758940100 2,548,329 66,298.00 X X
COM
RELIANT ENERGY INC 75952J108 11,383,130 412,059.00 X X
COM
RELIASTAR FINL CORP 75952U103 42,195,563 964,470.00 X X
COM
REPUBLIC NY CORP 760719104 1,176,507 17,254.00 X X
COM
RESOURCE BANCSHARES MTG GRP IN 761197102 2,256,896 220,185.00 X X
REUTERS GROUP PLC 76132M102 53,966,387 665,738.00 X X
SPONSORED ADR
REYNOLDS + REYNOLDS CO 761695105 5,128,750 220,000.00 X X
CL A
REYNOLDS METALS CO 761763101 2,503,016 42,424.00 X X
COM
REYNOLDS R J TOB HLDGS INC 76182K105 1,191,048 37,513.34 X X
COM
RIGHT START INC 766574206 133,438 17,500.00 X X
COM NEW
RITE AID CORP 767754104 1,936,855 78,654.00 X X
COM
ROBERT HALF INTL INC 770323103 803,801 31,140.00 X X
COM
ROCKWELL INTL CORP NEW 773903109 1,963,926 32,328.00 X X
COM
ROHM + HAAS CO 775371107 7,761,649 181,029.70 X X
COM
ROLLINS INC 775711104 175,791 11,030.00 X X
COM
ROSS STORES INC 778296103 789,880 15,680.00 X X
COM
ROWAN COS INC 779382100 253,663 13,758.00 X X
COM
ROYAL DUTCH PETE CO 780257804 180,699,450 2,999,161.00 X X
NY REGISTRY SH PAR N GLDR 1.25
RUDDICK CORP 781258108 315,400 15,770.00 X X
COM
RYDER SYS INC 783549108 355,082 13,657.00 X X
COM
SBC COMMUNICATIONS INC 78387G103 374,807,368 6,462,196.00 X X
COM
SCI SYS INC 783890106 1,155,950 24,400.00 X X
COM
SLM HLDG CORP 78442A109 1,330,716 29,047.00 X X
COM
SPX CORP 784635104 863,390 10,340.00 X X
COM
SAFECO CORP 786429100 1,481,365 33,572.00 X X
COM
SAFETY KLEEN CORP NEW 78648R203 5,494,141 303,125.00 X X
COM NEW
SAFEWAY INC 786514208 7,535,039 152,223.00 X X
COM NEW
ST JUDE MED INC 790849103 554,254 15,558.00 X X
COM
ST PAUL COS INC 792860108 16,686,611 524,530.00 X X
COM
SAKS INC 79377W108 5,293,538 183,326.00 X X
COM
SANMINA CORP 800907107 1,456,800 19,200.00 X X
COM
SANTA FE SNYDER CORP 80218K105 459,200 57,400.00 X X
COM
SARA LEE CORP 803111103 77,829,174 3,430,487.00 X X
COM
SCANA CORP 805898103 2,101,646 89,910.00 X X
COM
HENRY SCHEIN INC 806407102 63,227,495 1,995,345.00 X X
COM STK
SCHERING PLOUGH CORP 806605101 126,610,534 2,388,878.00 X X
COM
SCHLUMBERGER LTD 806857108 182,355,782 2,863,290.00 X X
COM
SCHOLASTIC CORP 807066105 278,438 5,500.00 X X
SCHULMAN A INC 808194104 200,750 11,680.00 X X
COM
SCHWAB CHARLES CORP 808513105 11,746,407 106,907.00 X X
NEW COM STK
SCIENTIFIC ATLANTA INC 808655104 441,288 12,258.00 X X
COM
SCRIPPS E W CO OH 811054204 3,082,050 64,800.00 X X
CL A
SEAGATE TECHNOLOGY 811804103 1,022,694 39,910.00 X X
COM
SEAGRAM LTD 811850106 5,674,945 112,654.00 X X
COM
SEALED AIR CORP NEW 81211K100 19,635,327 302,664.00 X X
COM
SEARS ROEBUCK + CO 812387108 27,638,108 620,210.00 X X
COM
SEMPRA ENERGY 816851109 893,167 39,477.00 X X
COM
SENSORMATIC ELECTRS CORP 817265101 350,249 25,130.00 X X
COM
SEPRACOR INC 817315104 901,875 11,100.00 X X
COM
SEQUA CORP 817320104 243,600 3,480.00 X X
CL A
SEQUENT COMPUTER SYS INC 817338106 261,813 14,750.00 X X
COM
SERVICE CORP INTL 817565104 5,550,872 288,357.00 X X
COM
SHARED MEDI CAL SYSTEM 819486101 226,418 3,470.00 X X
COM
SHAW INDS INC 820286102 836,500 47,800.00 X X
COM
SHERWIN WILLIAMS CO 824348106 17,744,599 639,445.00 X X
COM
SHIRE PHARMACEUTICALS GROUP PL 82481R106 11,613,264 446,664.00 X X
SPONSORED ADR
SIEBEL SYS INC 826170102 2,043,751 30,820.00 X X
COM
SIERRA PAC RES 826425100 1,455,000 40,000.00 X X
COM
SIGMA ALDRICH 826552101 561,538 16,306.00 X X
COM
SILICON GRAPHICS INC 827056102 454,767 27,772.00 X X
COM
SMITH INTL INC 832110100 708,031 16,300.00 X X
COM
SMUCKER J M CO 832696108 219,163 9,850.00 X X
CL A
SNYDER COMMUNICATIONS INC 832914105 832,505 25,420.00 X X
COM
SNAP ON INC 833034101 726,356 20,072.00 X X
COM
SOCIEDAD QUIMICA MINERA DE CHI 833635105 326,476 9,229.00 X X
SPONSORED ADR REPSTG SER B SHS
SOCIETE EURPEENE DE COMMUNICAT 83366A200 263,671 19,622.00 X X
SPONSORED ADR REPSTG CL B SHS
SOLECTRON CORP 834182107 5,106,062 76,567.00 X X
COM
SOLUTIA INC 834376105 805,613 37,800.00 X X
COM
SONAT INC 835415100 11,546,481 348,573.00 X X
COM
SONOCO PRODS CO 835495102 1,034,341 34,550.00 X X
COM
SOTHEBYS HLDGS INC 835898107 732,763 19,220.00 X X
CL A
SOUTHDOWN INC 841297104 831,395 12,940.00 X X
COM
SOUTHERN CO 842587107 6,392,993 241,245.00 X X
COM
SOUTHTRUST CORP 844730101 5,359,299 139,656.00 X X
COM
SOUTHWEST AIRLS CO 844741108 1,665,250 53,502.00 X X
COM
SOVEREIGN BANCORP INC 845905108 651,598 53,740.00 X X
COM
SPRINT CORP 852061100 48,545,092 919,197.00 X X
COM
SPRINT CORP 852061506 6,288,491 110,083.00 X X
PCS COM SER 1
STANDARD REGISTER 853887107 295,815 9,620.00 X X
COM
STANLEY WORKS 854616109 29,061,965 902,896.00 X X
COM
STAPLES INC 855030102 4,350,215 140,613.00 X X
COM
STARBUCKS CORP 855244109 2,292,064 61,020.00 X X
COM
STATE STREET CORPORATION 857477103 80,849,613 946,994.00 X X
COM
STERIS CORP 859152100 446,981 23,070.00 X X
COM
STERLING COMM INC 859205106 1,196,580 32,560.00 X X
COM
STERLING SOFTWARE INC. 859547101 747,388 28,270.00 X X
COM
STET HELLAS TELECOMMUNICATIONS 859823106 1,287,032 57,521.00 X X
ADR
STEWART ENTERPRISES INC 860370105 540,269 37,100.00 X X
CL A
STORAGE TECHNOLOGY CORP 862111200 1,824,323 80,190.00 X X
COM PAR USD0.10
STRUCTURAL DYNAMICS RESH CORP 863555108 227,205 12,240.00 X X
COM RTS CALLABLE THRU 10AUG98
STRYKER CORP 863667101 1,957,069 32,550.00 X X
COM
SUIZA FOODS CORP 865077101 494,125 11,800.00 X X
COM
SUMMIT BANCORP 866005101 1,225,274 29,304.00 X X
COM
SUN MICROSYSTEMS INC 866810104 151,288,621 2,196,568.00 X X
COM
SUNBEAM CORP DEL NEW 867071102 1,785,938 225,000.00 X X
COM
SUNGARD DATA SYS INC 867363103 11,730,000 340,000.00 X X
COM
SUNOCO INC 86764P109 474,578 15,721.00 X X
COM
SUNTRUST BKS INC 867914103 3,636,720 52,374.00 X X
COM
SUPERIOR INDS INTL INC 868168105 255,372 9,350.00 X X
COM
SUPERVALU INC 868536103 596,823 23,234.00 X X
COM
SWIFT TRANSN INC 870756103 484,000 22,000.00 X X
SYBRON INTL CORP WISCONSIN 87114F106 83,537,941 3,030,855.00 X X
COM
SYLVAN LEARNING SYS INC 871399101 481,219 17,700.00 X X
COM
SYMANTEC CORP 871503108 2,126,700 83,400.00 X X
COM
SYMBOL TECHNOLOGIES INC 871508107 1,099,613 29,820.00 X X
COM
SYNOPSYS INC 871607107 9,379,668 169,960.00 X X
COM
SYNOVUS FINL CORP 87161C105 857,169 43,128.00 X X
COM
SYSCO CORP 871829107 12,396,723 415,823.00 X X
COM
TCA CABLE TV INC 872241104 935,730 16,860.00 X X
COM
TCF FINANCIAL CORP 872275102 816,180 29,280.00 X X
COM
TECO ENERGY INC 872375100 1,013,058 44,530.00 X X
COM
TJX COS INC NEW 872540109 1,818,629 54,593.00 X X
COM
TRW INC 872649108 1,108,146 20,194.00 X X
COM
TANDY CORP 875382103 1,654,517 33,852.00 X X
COM
TECH DATA CORP 878237106 655,223 17,130.00 X X
COM
TECUMSEH PRODS CO 878895200 417,881 6,900.00 X X
CL A
TEKTRONIX INC 879131100 324,093 10,736.00 X X
COM
TELE CENTRO SUL PARTICIPACOES 879239101 740,148 13,336.00 X X
SPONSORED ADR REPSTG PFD
TELE NORTE LESTE PARTICIPACOES 879246106 808,508 43,556.00 X X
SPONSORED ADR REPSTG PFD
TELE SUDESTE CELULAR PARTICIPA 879252104 381,988 13,172.00 X X
SPONSORED ADR REPSTG PFD
TELECOMUNICACOES BRASILEIRAS 879287100 1,900 30,395.00 X X
SPONSORED ADR
TELECOMUNICACOES BRASILEIRAS 879287308 4,263,614 47,275.00 X X
SPNSD ADR REPSTG ADR FOR PFD
TELEFLEX INC 879369106 548,616 12,630.00 X X
COM
TELEFONICA DE ARGENTINA S A 879378206 854,279 27,228.00 X X
SPONSORED ADR REPSTG 10 CL B
TELEFONOS DE MEXICO S A 879403780 2,344,694 29,014.00 X X
SPONSORED ADR REPSTG SH ORD L
TELEPHONE + DATA SYS INC 879433100 6,041,588 82,620.00 X X
COM
TELLABS INC 879664100 4,309,744 63,789.00 X X
COM
TEMPLE INLAND INC 879868107 618,959 9,069.00 X X
COM
TENET HEALTHCARE CORP 88033G100 12,862,012 692,903.00 X X
COM
TENNECO INC NEW 88037E101 678,146 28,404.00 X X
COM
TERADYNE INC 880770102 2,065,683 28,790.00 X X
COM RTS CALLABLE THRU 26MAR00
TEVA PHARMACEUTICAL INDS LTD 881624209 46,328,667 945,483.00 X X
ADR
TEXACO INC 881694103 47,998,625 767,978.00 X X
COM
TEXAS INSTRS INC 882508104 54,079,780 372,964.00 X X
COM
TEXAS UTILS CO 882848104 26,402,723 640,066.00 X X
COM
TEXTRON INC 883203101 115,310,758 1,400,890.00 X X
COM
THERMO ELECTRON CORP 883556102 11,761,761 586,256.00 X X
COM
THOMAS + BETTS CORP 884315102 394,018 8,339.00 X X
COM
3COM CORP 885535104 1,572,508 58,923.00 X X
COM
TIDEWATER INC 886423102 575,840 18,880.00 X X
COM
TIFFANY + CO NEW 886547108 16,583,525 171,850.00 X X
COM
TIME WARNER INC 887315109 100,172,121 1,362,886.00 X X
COM
TIMES MIRROR CO NEW 887364107 2,992,777 50,511.00 X X
COM SER A
TIMKEN CO 887389104 2,347,527 120,386.00 X X
COM
TORCHMARK INC 891027104 3,422,226 100,285.00 X X
COM
TOSCO CORP 891490302 19,324,475 745,040.00 X X
COM NEW
TOTAL RENAL CARE HLDGS INC 89151A107 424,234 27,260.00 X X
COM
TOYS R US INC 892335100 900,072 43,508.00 X X
COM
TRAMMELL CROW CO 89288R106 328,750 20,000.00 X X
COM
TRANSAMERICA CORP 893485102 1,550,250 20,670.00 X X
COM
TRANSMONTAIGNE INC 893934109 2,003,719 159,500.00 X X
COM
TRAVELERS PPTY CAS CORP 893939108 2,934,375 75,000.00 X X
CL A
TRICON GLOBAL RESTAURANTS INC 895953107 1,514,742 27,986.00 X X
COM
TRIBUNE CO NEW 896047107 1,981,310 22,741.00 X X
COM
TRICOM SA 89612A100 956,121 86,429.00 X X
SPONSORED ADR REPSTG CL A
TRIGON HEALTHCARE INC 89618L100 519,799 14,290.00 X X
COM
TRINITY INDS INC 896522109 490,775 14,650.00 X X
COM
TUBOS DE ACERO DE MEXICO S A 898592506 378,124 34,770.00 X X
ADR NEW
TUPPERWARE CORP 899896104 355,343 13,935.00 X X
COM
TV AZTECA S A DE C V 901145102 457,698 88,231.00 X X
SPONSORED ADR
24 / 7 MEDIA INC 901314104 3,416,613 110,929.00 X X
COM
TYCO INTL LTD NEW 902124106 68,783,099 725,943.00 X X
COM
TYSON FOODS INC (DEL) 902494103 1,757,700 78,120.00 X X
CLS A COM
UCAR INTL INC 90262K109 383,800 15,200.00 X X
COM
USX MARATHON GROUP 902905827 40,028,723 1,229,289.00 X X
COM NEW
UST INC 902911106 959,108 32,790.00 X X
COM USD0.50
US BANCORP DEL 902973106 52,221,484 1,535,926.00 X X
COM
USG CORP 903293405 940,800 16,800.00 X X
COM NEW
U S FOODSERVICE 90331R101 697,771 16,370.00 X X
COM
USX U S STL GROUP 90337T101 665,280 24,640.00 X X
ULTRAMAR DIAMOND SHAMROCK 904000106 643,687 29,510.00 X X
COM
UNIBANCO UNIAO DE BARNCOS BRAS 90458E107 28,242,349 1,173,708.00 X X
GLOBAL DEPOSITORY RCPT REPSTG
UNIFI INC 904677101 442,638 20,830.00 X X
COM
UNILEVER N V 904784709 18,493,794 265,144.00 X X
COM NEW
UNICOM CORP 904911104 4,556,275 118,153.00 X X
COM
UNION CARBIDE CORP 905581104 1,065,383 21,854.00 X X
COM
UNION PAC CORP 907818108 2,352,151 40,337.00 X X
COM
UNION PACIFIC RES GROUP INC 907834105 655,942 40,211.00 X X
COM
UNION PLANTERS CORP 908068109 967,261 21,645.00 X X
COM
UNIONBANCAL CORP 908906100 2,601,000 72,000.00 X X
COM
UNISYS CORP 909214108 81,581,032 2,095,179.00 X X
COM
UNITED BANKSHARES INC W VA 909907107 397,500 15,000.00 X X
COM
UNITED HEALTHCARE CORP 910581107 13,284,391 212,126.00 X X
COM
UNITED INTL HLDGS INC 910734102 538,092 7,957.00 X X
CL A
UNITED RENTALS INC 911363109 10,118,500 343,000.00 X X
COM
US AIRWAYS GROUP INC 911905107 625,775 14,365.00 X X
COM
U S INDS INC NEW 912080108 8,440,500 496,500.00 X X
COM
U S WEST INC NEW 91273H101 73,056,330 1,243,512.00 X X
COM
UNITED TECHNOLOGIES CORP 913017109 63,491,468 885,670.00 X X
COM
UNITRIN INC 913275103 1,016,800 24,800.00 X X
COM
UNIVERSAL CORP VA 913456109 322,197 11,330.00 X X
COM
UNIVERSAL FOODS CORP 913538104 365,463 17,300.00 X X
COM
UNIVISION COMMUNICATIONS INC 914906102 2,021,500 31,100.00 X X
CL A
UNOCAL CORP 915289102 92,809,517 2,342,196.00 X X
COM
UTILICORP UTD INC 918005109 740,316 30,450.00 X X
COM
V F CORP 918204108 907,454 21,227.00 X X
COM
VALERO ENERGY CORP 91913Y100 407,098 18,990.00 X X
COM
VARCO INTL INC 922126107 235,604 21,790.00 X X
COM
VARIAN MED SYS INC 92220P105 3,154,988 124,950.00 X X
COM
VARIAN INC 922206107 1,686,825 124,950.00 X X
COM
VARIAN SEMICONDUCTOR EQUIP INC 922207105 2,124,150 124,950.00 X X
COM
VERITAS SOFTWARE CORP 923436109 2,658,250 28,000.00 X X
COM
VIAD CORP 92552R109 14,343,553 463,630.00 X X
COM
VIASOFT INC 92552U102 79,317 25,180.00 X X
COM
VIACOM INC 925524100 397,125 9,000.00 X X
CL A
VIACOM INC 925524308 10,678,096 242,684.00 X X
CL B
VINA CONCHA Y TORO S A 927191106 738,936 20,526.00 X X
SPONSORED ADR
VISHAY INTERTECHNOLOGY INC 928298108 602,963 28,712.50 X X
COM
VISX INC DEL 92844S105 1,694,613 21,400.00 X X
VITESSE SEMICONDUCTOR CORP 928497106 1,733,144 25,700.00 X X
COM
VITRO SOCIEDAD ANONIMA 928502301 197,794 38,594.00 X X
SPONSORED ADR
VLASIC FOODS INTL INC 928559103 112,247 15,350.00 X X
COM
VODAFONE AIRTOUCH PLC 92857T107 201,810,445 1,024,418.50 X X
SPONSORED ADR
VULCAN MATLS CO 929160109 1,648,703 34,170.00 X X
COM
WACHOVIA CORP NEW 929771103 15,591,199 182,220.00 X X
WADDELL + REED FINL INC 930059100 11,691,311 426,107.00 X X
CL A
WAL MART STORES INC 931142103 282,634,797 5,857,716.00 X X
COM
WALGREEN CO 931422109 5,634,066 191,798.00 X X
COM
WALLACE COMPUTER SER INC 932270101 366,750 14,670.00 X X
COM
WARNACO GROUP INC 934390105 537,675 20,100.00 X X
COM CL A
WARNER LAMBERT CO 934488107 50,076,401 721,822.00 X X
COM
WASHINGTON GAS LT CO 938837101 399,880 15,380.00 X X
COM
WASHINGTON MUT INC 939322103 4,384,448 123,942.00 X X
COM
WASHINGTON POST CO 939640108 1,833,728 3,410.00 X X
CL B
WASTE MGMT INC DEL 94106L109 331,576,709 6,168,869.00 X X
COM
WATSON PHARMACEUTICALS INC 942683103 95,355,484 2,719,586.00 X X
COM
WAUSAU MOSINEE PAPER CORP 943315101 327,600 18,200.00 X X
COM
WEATHERFORD INTL INC NEW 947074100 1,207,526 32,970.00 X X
COM
WELLMAN INC 949702104 168,459 10,570.00 X X
COM
WELLPOINT HEALTH NETWORKS INC 94973H108 1,807,498 21,296.00 X X
CL A
WELLS FARGO + CO NEW 949746101 122,033,295 2,854,580.00 X X
COM
WENDYS INTL INC 950590109 656,737 23,196.00 X X
COM
WESTAMERICA BANCORPORATION 957090103 485,450 13,300.00 X X
COM
WESTERN GAS RES INC 958259103 961,600 60,100.00 X X
COM
WESTPOINT STEVENS INC 961238102 579,853 19,450.00 X X
COM
WESTVACO CORP 961548104 6,418,541 221,329.00 X X
COM
WEYERHAEUSER CO 962166104 4,243,250 61,720.00 X X
COM
WHIRLPOOL CORP 963320106 923,150 12,475.00 X X
COM
WHITMAN CORP NEW 96647R107 556,200 30,900.00 X X
COM
WILLAMETTE INDS INC 969133107 843,865 18,320.00 X X
COM
WILLIAMS COS INC 969457100 3,008,530 70,685.00 X X
COM
WILMINGTON TR CORP 971807102 651,780 11,360.00 X X
COM
WINN DIXIE STORES INC 974280109 922,440 24,973.00 X X
COM
WISCONSIN CENT TRANSN CORP 976592105 5,443,550 288,400.00 X X
COM
WISCONSIN ENERGY CORP 976657106 973,428 38,840.00 X X
COM
WITCO CORP 977385103 878,283 44,470.00 X X
COM
WORTHINGTON INDS IN 981811102 449,204 27,328.00 X X
COM
WRIGLEY WM JR CO 982526105 1,743,390 19,371.00 X X
COM
XILINX INC 983919101 2,806,395 49,020.00 X X
COM
XEROX CORP 984121103 196,535,843 3,327,591.00 X X
COM
YORK INTL CORP 986670107 591,241 13,810.00 X X
NEW COM
YOUNG + RUBICAM INC 987425105 4,543,750 100,000.00 X X
COM
ZALE CORP NEW 988858106 8,352,000 208,800.00 X X
COM
ZEBRA TECHNOLOGIES CORP 989207105 2,181,213 56,747.00 X X
CL A
ZIONS BANCORP 989701107 1,673,860 26,360.00 X X
COM
ZORAN CORP 98975F101 152,242 10,099.00 X X
COM
==============
STOCK TOTAL 27,021,600,412
GRAND TOTAL 27,021,600,412
</TABLE>
