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 SEPTEMBER 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 1ST DAY OF
NOVEMBER, 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: 702
--------------
FORM 13F INFORMATION TABLE VALUE TOTAL: $24,370,662,714
--------------
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 09/30/99
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 844,429 12,161 X X
SHS
ACE LTD G0070K103 3,658,500 216,000 X X
COM
CORECOMM LTD G2422R109 4,179,769 126,900 X X
SHS
GLOBAL CROSSING LTD G3921A100 40,674,328 1,534,880 X X
SHS
GLOBALSTAR LP LTD G3930H104 39,255,250 1,706,750 X X
SHS
RENAISSANCERE HOLDINGS G7496G103 2,497,500 90,000 X X
SANTA FE INTERNATIONAL CORP G7805C108 1,293,750 60,000 X X
SHS
TOMMY HILFIGER CORP G8915Z102 6,426,750 228,000 X X
TRANSOCEAN OFFSHORE INC G90076103 1,286,250 42,000 X X
SHS
AUDIO CODES LTD M15342104 1,281,508 34,060 X X
SHS
BACKWEB TECHNOLOGIES LTD M15633106 4,800,000 1,391,304 X X
SHS
CHECK POINT SOFTWARE TECH LTD M22465104 279,573 3,311 X X
SHS
FUNDTECH LTD M47095100 1,937,551 86,837 X X
SHS
ORBOTECH LTD M75253100 1,803,533 29,148 X X
COM
TECNOMATIX TECHNOLOGIES LTD M8743P105 267,297 15,059 X X
TTI TEAM TELECOME M88258104 293,634 28,823 X X
SHS
VOCALTEC COMMUNICATIONS LTD M97601104 220,689 15,624 X X
SHS
INDIGO N44495104 524,564 173,052 X X
NEW HOLLAND NV N62648105 1,448,000 90,500 X X
SHS
SAPIENS INTL CORP NV N7716A102 1,661,986 149,392 X X
BANCO LATINOAMERICANO DE EXP P16994132 294,195 12,861 X X
CL E
PANAMERICAN BEVERAGES INC P74823108 2,935,488 177,237 X X
CL A
ADC TELECOMMUNICATIONS INC 000886101 7,263,994 173,210 X X
COM
AFLAC INC 001055102 2,831,839 67,626 X X
COM
AES CORP 00130H105 2,280,409 38,651 X X
COM
AMR CORP DEL 001765106 1,648,789 30,253 X X
COM
AT + T CORP 001957109 101,061,332 2,323,249 X X
COM
AT+T CORP 001957208 180,440,939 4,860,362 X X
COM LIBERTY MEDIA GRP CL A
AXA FINL INC 002451102 15,657,192 280,532 X X
COM
ABBOTT LABS 002824100 175,657,760 4,779,803 X X
COM NPV
ACNIELSON CORP 004833109 10,492,969 462,500 X X
COM
ACXIOM CORP 005125109 11,769,337 598,758 X X
COM
ADAPTEC INC 00651F108 440,531 11,100 X X
COM
ADOBE SYS INC 00724F101 722,655 6,367 X X
COM
ADVANCED MICRO DEVICES INC 007903107 259,084 15,074 X X
COM
AETNA INC 008117103 3,755,510 76,254 X X
COM
AFTERMARKET TECHNOLOGY CORP 008318107 17,120,477 2,038,152 X X
COM
AIR PRODS + CHEMS INC 009158106 5,773,876 198,671 X X
COM
AIRGAS INC 009363102 11,309,532 972,863 X X
COM
ALBERTO CULVER CO 013068200 665,125 34,000 X X
CL A
ALBERTSONS INC 013104104 1,758,553 44,450 X X
COM
ALCAN ALUM LTD 013716105 1,759,750 56,312 X X
COM
ALCOA INC 013817101 5,846,288 94,200 X X
COM
ALCATEL ALSTHOM 013904305 1,600,398 57,672 X X
SPONSORED ADR REPSTG 1/5 SH
ALLEGHANY CORP DEL 017175100 25,354,365 143,245 X X
COM
ALLEGHENY TELDYNE INC 017415100 830,976 49,243 X X
COM
ALLERGAN INC 018490102 126,470,960 1,149,736 X X
COM
ALLIED SIGNAL INC 019512102 350,188,140 5,842,555 X X
COM
ALLIED WASTE INDUSTRIES INC 019589308 3,080,860 263,603 X X
ALLSTATE CORP 020002101 9,094,956 364,710 X X
COM
ALLTEL CORP 020039103 16,743,339 237,916 X X
COM
ALZA CORP 022615108 9,354,103 218,490 X X
COM
AMBASSADORS INTL INC 023178106 2,687,500 200,000 X X
COM
AMERADA HESS CORP 023551104 598,229 9,767 X X
COM NPV
AMEREN CORP 023608102 544,500 14,400 X X
COM
AMERICA ONLINE INC DEL 02364J104 27,166,152 261,213 X X
COM
AMERICAN ELEC PWR INC 025537101 649,877 19,044 X X
COM
AMERICAN EXPRESS CO 025816109 243,600,168 1,809,472 X X
COM
AMERICAN GEN CORP 026351106 1,669,477 26,421 X X
COM
AMERICAN GREETINGS CORP 026375105 201,494 7,825 X X
CL A
AMERICAN HOME PRODUCTS CORP 026609107 83,974,462 2,023,481 X X
COM
AMERICAN INTL GROUP INC 026874107 183,083,333 2,105,919 X X
COM
AMERICAN MGMT SYS INC 027352103 5,387,813 210,000 X X
COM
AMERISOURCE HEALTH CORP 03071P102 15,467,938 653,000 X X
CL A
AMERITECH CORP 030954101 18,327,070 272,775 X X
NEW COM
AMGEN INC 031162100 83,761,055 1,027,743 X X
COM
AMSOUTH BANCORPORATION 032165102 435,938 18,600 X X
COM
ANADARKO PETE CORP 032511107 27,968,172 915,114 X X
COM
ANALOG DEVICES INC 032654105 103,651,280 2,022,464 X X
COM
ANHEUSER BUSCH COS INC 035229103 136,896,730 1,953,923 X X
COM
ANTENNA TV SA 03672N100 1,602,877 173,284 X X
SPONSORED ADR
AON CORP 037389103 2,769,918 93,697 X X
COM
APACHE CORP 037411105 4,742,635 109,815 X X
COM
APPLE COMPUTER 037833100 1,047,189 16,540 X X
COM NPV
APPLIED MATERIALS INC 038222105 140,269,443 1,805,560 X X
COM
APPLIEDTHEORY CORP 03828R104 1,040,000 65,000 X X
COM
ARADIGM CORP 038505103 3,112,316 378,973 X X
COM
ARCHER DANIELS MIDLAND CO 039483102 7,511,558 616,333 X X
COM
ARMSTRONG WORLD INDS INC 042476101 436,523 9,714 X X
COM
ASARCO INC 043413103 283,944 10,590 X X
COM
ASHLAND INC 044204105 3,956,587 117,668 X X
COM
ASSOCIATES FIRST CAP CORP 046008108 95,330,304 2,648,064 X X
CL A
ATLANTIC RICHFIELD CO 048825103 4,700,493 53,038 X X
COM
AUTOLIV 052800109 1,857,772 49,376 X X
COM
AUTOMATIC DATA PROCESSING INC 053015103 173,748,285 3,893,519 X X
COM
AUTOZONE INC 053332102 423,688 15,098 X X
COM
AVERY DENNISON CORP 053611109 6,683,742 126,706 X X
COM
AVON PRODS INC 054303102 58,279,799 2,348,808 X X
COM
BB+T CORP 054937107 1,046,522 32,325 X X
COM
BJ SVCS CO 055482103 7,215,075 226,800 X X
COM
BP AMOCO PLC 055622104 96,099,149 867,223 X X
SPONSORED ADR
BMC SOFTWARE INC 055921100 2,082,970 29,107 X X
COM
BAKER HUGHES INC 057224107 53,660,933 1,850,377 X X
COM
BANCO DE GALICIA Y BUENOS AIRE 059538207 423,722 20,359 X X
SPONSORED ADR NEW REPSTG CL B
BANK AMER CORP 060505104 152,754,488 2,743,066 X X
COM
BANK NEW YORK INC 064057102 66,724,197 1,995,490 X X
COM
BANK ONE CORP 06423A103 8,575,119 246,323 X X
COM
BANKBOSTON CORP 06605R106 35,022,363 807,432 X X
COM
BARD C R INC 067383109 242,607 5,155 X X
COM
BARRICK GOLD CORP 067901108 36,447,302 1,675,738 X X
COM
BAUSCH + LOMB INC 071707103 878,947 13,330 X X
COM
BAXTER INTL INC 071813109 9,509,137 157,828 X X
COM
BEAR STEARNS COS INC 073902108 2,699,235 70,224 X X
COM
BECTON DICKINSON + CO 075887109 1,433,348 51,077 X X
COM
BED BATH + BEYOND INC 075896100 527,556 15,100 X X
COM
BELL ATLANTIC CORP 077853109 107,132,758 1,591,573 X X
COM
BELLSOUTH CORP 079860102 12,203,460 271,188 X X
COM
BERGEN BRUNSWIG CORP 083739102 2,758,090 265,840 X X
CLASS A
BERKSHIRE HATHAWAY INC DEL 084670207 139,641,728 75,238 X X
CL B
BEST BUY CO INC 086516101 1,328,572 21,407 X X
COM STK USD0.10
BESTFOODS 08658U101 27,942,839 576,141 X X
COM
BETHLEHEM STL CORP 087509105 236,811 32,110 X X
COM
BIOMET INC 090613100 317,066 12,050 X X
COM
BIOVAIL CORP INTL NEW 09067K106 248,371 4,894 X X
COM
BLACK + DECKER CORPORATION 091797100 1,031,989 22,588 X X
COM
BLOCK H + R INC 093671105 454,356 10,460 X X
COM
BOEING CO 097023105 9,243,956 216,867 X X
COM
BOSTON SCIENTIFIC CORP 101137107 2,105,004 85,266 X X
COM
BRISTOL MYERS SQUIBB CO 110122108 436,645,418 6,468,821 X X
COM
BROWN FORMAN CORP 115637209 450,223 7,218 X X
CLASS B
BRUNSWICK CORP 117043109 243,228 9,778 X X
COM
BURLINGTON NORTHN SANTA FE 12189T104 124,909,318 4,542,157 X X
COM
BURLINGTON RES INC 122014103 111,022,412 3,021,018 X X
COM
CCB FINL CORP 124875105 6,227,100 149,600 X X
COM
CBS CORP 12490K107 11,187,043 241,882 X X
COM
CIGNA CORP 125509109 3,552,009 45,685 X X
COM
CIT GROUP INC 125577106 5,609,450 272,800 X X
CL A
CK WITCO CORP 12562C108 5,490,063 377,000 X X
COM
CMS ENERGY CORP 125896100 37,193,939 1,095,954 X X
COM
CSX CORP 126408103 1,748,986 41,274 X X
COM
CVS CORP 126650100 59,877,325 1,467,132 X X
COM
CABLETRON SYSTEMS INC 126920107 243,533 15,524 X X
COM STK
CABOT CORP 127055101 4,156,250 175,000 X X
COM
CADENCE DESIGN SYS INC 127387108 6,758,825 510,100 X X
COM
CALLAWAY GOLF CO 131193104 3,061,451 251,196 X X
COM
CAMPBELL SOUP CO 134429109 1,767,785 45,183 X X
COM
CANADIAN PAC LTD NEW 135923100 26,803,501 1,174,948 X X
COM
CAPITAL ONE FINL CORP 14040H105 1,883,856 48,304 X X
COM
CARDINAL HEALTH INC 14149Y108 275,936,498 5,063,055 X X
COM
CAREERBUILDER INC 141684100 2,500,002 458,716 X X
OC COM
CARNIVAL CORP 143658102 64,610,376 1,485,296 X X
COM
CAROLINA PWR + LT CO 144141108 590,480 16,692 X X
COM
CASE CORP 14743R103 3,102,273 62,279 X X
COM
CATALINA MARKETING CORP 148867104 97,613,590 1,150,934 X X
COM
CATALYTICA INC 148885106 16,599,990 1,106,666 X X
COM
CATERPILLAR INC 149123101 3,141,853 57,320 X X
COM
CELL GENESYS INC 150921104 11,695,446 1,856,420 X X
COM
CELESTICA INC 15101Q108 4,469,820 90,528 X X
SUB VTG SHS
CEMEX S A 151290889 663,076 27,485 X X
SPONSORED ADR NEW REP ORD PART
CENDANT CORP 151313103 4,785,737 269,619 X X
COM
CENTEX CORP 152312104 431,731 14,604 X X
COM
CENTRAL + SOUTH WEST CORP 152357109 459,807 21,766 X X
COM
CENTURYTEL INC 156700106 1,425,856 35,098 X X
COM
CERIDIAN CORP 15677T106 375,190 15,083 X X
COM
CERNER CORP 156782104 13,168,375 863,500 X X
CHAMPION INTL CORP 158525105 18,188,908 354,042 X X
COM
CHASE MANHATTAN CORP NEW 16161A108 103,974,989 1,379,436 X X
COM
CHEVRON CORP 166751107 39,070,590 440,232 X X
COM
CHICAGO TITLE CORP 168228104 16,771,873 419,953 X X
COM
CHIRON CORP 170040109 969,063 35,000 X X
COM STK
CHUBB CORP 171232101 17,035,227 341,987 X X
COM
CINCINNATI FINL CORP 172062101 642,910 17,130 X X
COM
CINERGY CORP 172474108 465,571 16,444 X X
COM
CIRCUIT CITY STORES INC 172737108 833,541 19,758 X X
COM
CISCO SYS INC 17275R102 414,020,690 6,038,588 X X
COM
CITIGROUP INC 172967101 555,596,096 12,627,184 X X
COM
CLEAR CHANNEL COMMUNICATIONS 184502102 26,216,413 328,218 X X
COM
CLOROX CO 189054109 933,912 24,416 X X
COM
COASTAL CORP 190441105 889,654 21,732 X X
COM
COCA COLA CO 191216100 28,064,991 583,927 X X
COM
COCA COLA ENTERPRISES INC 191219104 2,336,821 103,571 X X
COM STK
COCA COLA FEMSA S A CV 191241108 846,444 61,281 X X
ADR
COFLEXIP 192384105 45,358,155 949,909 X X
SPONSORED ADR
COLE NATL CORP 193290103 2,511,506 326,700 X X
CL A
COLGATE PALMOLIVE CO 194162103 87,287,157 1,907,916 X X
COM
COLUMBIA ENERGY GROUP 197648108 476,336 8,602 X X
COM
COLUMBIA / HCA HEALTHCARE CORP 197677107 2,887,305 136,274 X X
COM
COMCAST CORP 200300101 694,708 19,264 X X
CL A
COMCAST CORP 200300200 249,828,957 6,265,303 X X
CL A SPL
COMDISCO INC 200336105 20,778,512 1,075,910 X X
COM
COMERICA INC 200340107 12,456,889 246,062 X X
COM
COMPANHIA CERVEJA RIA BRAHMA 20440X103 211,896 17,658 X X
ADR
COMPANHIA PARANAENSE DE ENERG 20441B407 380,133 57,925 X X
SPONSORED ADR REPSTG PFD SHS
COMPANIA DE TELECOM DE CHILE 204449300 276,898 15,330 X X
SPONSORED ADR NEW
COMPAQ COMPUTER CORP 204493100 7,524,716 328,053 X X
COM
COMPUTER ASSOC INTL INC 204912109 3,430,674 56,011 X X
COM
COMPUTER SCIENCES CORP 205363104 47,895,258 681,177 X X
COM
COMPX INTL INC 20563P101 475,000 25,000 X X
CL A
COMPUWARE CORP 205638109 13,067,842 501,404 X X
COM
COMVERSE TECHNOLOGY INC 205862402 86,311,310 915,163 X X
COM NEW
CONAGRA INC 205887102 1,134,984 50,304 X X
COM
CONOCO INC 208251306 2,775,000 100,000 X X
CL A
CONOCO INC 208251405 46,163,120 1,686,324 X X
CL B
CONSECO INC 208464107 635,922 32,928 X X
COM STK
CONSOLIDATED EDISON INC 209115104 1,016,377 24,491 X X
COM
CONSOLIDATED NAT GAS CO 209615103 6,307,048 101,115 X X
COM
CONSOLIDATED STORES CORP 210149100 6,520,572 295,550 X X
COM
CONSTELLATION ENERGY GROUP INC 210371100 431,409 15,339 X X
COM
CONTINENTAL AIRLS INC 210795308 39,951,136 1,219,882 X X
COM CL B
COOPER INDS INC 216669101 6,546,870 140,040 X X
COM
COORS ADOLPH CO 217016104 217,366 4,016 X X
CLASS B COM
CORNING INC 219350105 1,744,710 25,447 X X
COM
COSTCO WHSL CORP NEW 22160K105 78,186,456 1,085,923 X X
COM
COUNTRYWIDE CR INDS INC 222372104 19,313,203 598,859 X X
COM
COVANCE INC 222816100 2,061,500 212,800 X X
COM
COX COMMUNICATIONS INC NEW 224044107 3,507,000 84,000 X X
CL A
CREE RESH INC 225447101 67,875,000 2,000,000 X X
COM
CROWN CORK + SEAL INC 228255105 315,759 13,021 X X
COM
C3 INC NC 22942P109 2,017,286 581,737 X X
COM
CULLEN FROST BANKERS INC 229899109 10,000,000 400,000 X X
COM
CUMMINS ENGINE INC 231021106 221,018 4,437 X X
COM
CYBERSHOP INTL INC 23251X105 2,380,050 431,022 X X
COM
CYPRESS SEMICONDUCTOR CORP 232806109 1,089,298 50,665 X X
COM
CYPRUS AMAX MINERALS CO 232809103 458,401 23,358 X X
COM
DSP GROUP INC 23332B106 308,752 7,743 X X
COM
DTE ENERGY CO 233331107 543,645 15,049 X X
COM
DANA CORP 235811106 2,158,373 58,138 X X
COM
DANAHER CORP 235851102 1,769,194 33,579 X X
COM
DARDEN RESTAURANTS INC 237194105 284,008 14,518 X X
COM
DAYTON HUDSON CORP 239753106 184,476,383 3,071,407 X X
COM
DEERE + CO 244199105 17,646,529 456,130 X X
COM
DELL COMPUTER CORP 247025109 24,914,271 595,857 X X
COM
DELPHI AUTOMOTIVE SYS CORP 247126105 8,261,442 514,331 X X
COM
DELTA AIR LINES INC DE 247361108 35,270,364 727,224 X X
COM
DE LUXE CORP 248019101 293,420 8,630 X X
COM
DENTSPLY INTL INC NEW 249030107 22,934,912 1,008,128 X X
DESC S A DE C V 250309101 14,720,336 878,826 X X
SPONSORED ADR REPSTG SER C SHS
DEVON ENERGY CORPORATION NEW 25179M103 7,023,656 169,500 X X
COM
DIAL CORP NEW 25247D101 8,129,400 318,800 X X
COM
DIAMOND OFFSHORE DRILLING INC 25271C102 834,375 25,000 X X
COM
DIGITAL COURIER TECHNOLOGIES 253838106 993,438 180,625 X X
COM
DILLARDS INC 254067101 240,845 11,857 X X
CL A
DISNEY WALT CO 254687106 66,602,198 2,573,998 X X
COM
DOLLAR GEN CORP 256669102 724,760 23,474 X X
DOMINION RES INC VA 257470104 919,422 20,375 X X
COM
DONNELLEY R R + SONS CO 257867101 427,119 14,792 X X
COM
DOVER CORP 260003108 294,055,486 7,194,018 X X
COM
DOW CHEM CO 260543103 6,610,816 58,181 X X
COM
DOW JONES + CO INC 260561105 554,299 10,385 X X
COM
DU PONT E I DE NEMOURS + CO 263534109 43,313,597 711,517 X X
COM
DUANE READE INC 263578106 1,205,000 40,000 X X
COM
DUKE ENERGY CO 264399106 67,699,343 1,228,106 X X
COM STK NPV
DUN + BRADSTREET CORP DEL 26483B106 528,758 17,699 X X
COM
ECI TELECOM LTD 268258100 55,006,120 2,228,096 X X
ORD
EG + G INC 268457108 20,820,982 522,976 X X
COM
E M C CORP MASS 268648102 279,103,026 3,906,954 X X
COM
EASTERN ENTERPRISES 27637F100 9,386,969 202,142 X X
COM
EASTMAN CHEM CO 277432100 353,360 8,834 X X
COM
EASTMAN KODAK CO 277461109 8,137,594 107,872 X X
COM
EATON CORP 278058102 937,009 10,856 X X
COM
ECOLAB INC 278865100 3,680,927 107,866 X X
COM
EDISON INTL 281020107 41,467,862 1,705,619 X X
COM
EDWARDS A G INC 281760108 5,095,650 193,200 X X
COM
EL PASO ENERGY CORP DEL 283905107 53,822,439 1,351,898 X X
COM
ELBIT LTD 284275104 960,308 74,587 X X
ORD
ELECTRONIC DATA SYS CORP NEW 285661104 2,702,618 51,053 X X
COM
EMBRATEL PARTICIPACOES S A 29081N100 418,018 36,548 X X
SPONSORED ADR REPSTG PFD
EMERSON ELEC CO 291011104 112,629,318 1,782,462 X X
COM
EMPRESAS ICA SOCIEDAD CONTROL 292448107 101,144 34,432 X X
SPONSORED ADR REP ORD PARTN
ENERSIS S A 29274F104 285,758 13,689 X X
SPONSORED ADR
ENGELHARD CORP 292845104 270,084 14,850 X X
COM
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COM
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COM
ENTERGY CORP 29364G103 3,029,206 104,681 X X
COM
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COM
EQUITY OFFICE PPTYS TR 294741103 16,043,058 690,024 X X
COM
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COM
EXXON CORP 302290101 278,807,417 3,671,538 X X
COM
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COM
FDX CORP 31304N107 1,196,251 30,871 X X
COM
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COM FORMERLY SR PART PFD
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COM
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COM
FIFTH THIRD BANCORP 316773100 1,659,209 27,270 X X
COM STK
FINOVA GROUP INC 317928109 22,053,300 604,200 X X
COM
FIRST DATA CORP 319963104 349,169,447 7,958,278 X X
COM
FIRST UN CORP 337358105 8,228,416 231,379 X X
COM
FIRSTAR CORP WIS 33763V109 15,459,354 603,292 X X
COM
FIRSTENERGY CORP 337932107 608,303 23,855 X X
COM
FLANDERS CORP 338494107 1,152,779 444,445 X X
COM
FLORIDA PROGRESS CORP 341109106 29,809,374 644,527 X X
COM
FLUOR CORP 343861100 345,144 8,575 X X
COM
FOCAL INC 343909107 4,044,352 1,011,088 X X
COM
FOMENTO ECONOMICO MEXICANO 344419106 692,726 22,123 X X
SPONSADR RPSTG UNIT 1 SER B
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COM
FORT JAMES CORP 347471104 800,278 29,987 X X
COM
FORTUNE BRANDS INC 349631101 572,825 17,762 X X
COM
FRANKLIN RES INC 354613101 2,470,394 80,338 X X
COM
FREEPORT MCMORAN COPPER + GOLD 35671D857 3,115,161 200,171 X X
CL B
GATX 361448103 10,822,175 348,400 X X
COM
GPU INC 36225X100 431,759 13,234 X X
COM
GTE CORP 362320103 177,802,343 2,312,876 X X
COM
GALILEO INTL INC 363547100 2,165,450 53,800 X X
COM
GANNETT INC 364730101 207,444,812 2,998,299 X X
COM
GAP INC 364760108 7,221,824 225,682 X X
COM
GATEWAY INC 367626108 13,242,197 297,996 X X
COM
GENETECH INC 368710406 10,795,668 73,785 X X
COM
GENERAL COMMUNICATION INC 369385109 2,792,104 535,014 X X
GENERAL DYNAMICS CORP 369550108 21,049,554 337,130 X X
COM
GENERAL ELEC CO 369604103 3,774,519,233 31,835,692 X X
COM
GENERAL INSTR CORP DEL 370120107 8,940,278 185,772 X X
COM
GENERAL MLS INC 370334104 35,913,956 442,699 X X
COM
GENERAL MTRS CORP 370442105 7,456,394 118,473 X X
COM
GENUINE PARTS CO 372460105 520,439 19,593 X X
COM
GEORGIA PAC CORP 373298108 1,751,990 43,259 X X
COM
GERBER SCIENTIFIC INC 373730100 5,649,688 252,500 X X
COM
GILLETTE CO 375766102 27,574,524 812,509 X X
COM
GLOBAL TELESYSTEMS GROUP INC 37936U104 1,534,888 77,839 X X
CDT COM
GOLDEN WEST FINL CORP DEL 381317106 565,429 5,755 X X
COM
GOLDMAN SACHS GROUP INC 38141G104 26,434,655 433,355 X X
COM
GOODRICH B F CO 382388106 332,978 11,482 X X
COM
GOODYEAR TIRE AND RUBBER 382550101 749,162 15,567 X X
COM
GRACE W R + CO DEL NEW 38388F108 634,854 39,524 X X
COM
GRAINGER W W INC 384802104 502,109 10,447 X X
COM
GREAT LAKES CHEMICAL CORP 390568103 34,198,129 898,473 X X
COM
GRUPO TELEVISION SA DE CV 40049J206 36,085,848 903,558 X X
SPONSORED ADR REPSTG ORD PARTN
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GLOBAL DEPOSITORY RCPT REP
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COM
HALLIBURTON CO 406216101 72,331,298 1,764,178 X X
COM
HARCOURT GEN INC 41163G101 309,815 7,443 X X
COM
HARMAN INTL INDS INC NEW 413086109 13,443,722 319,613 X X
COM
HARRAHS ENTMT INC 413619107 364,552 13,137 X X
COM
HARRIS CORP DEL 413875105 225,503 8,163 X X
COM
HARTFORD FINANCIAL SVCS GRP 416515104 38,192,578 934,375 X X
COM
HASBRO INC 418056107 4,142,518 193,237 X X
COM
HAYES LEMMERZ INTL INC 420781106 813,750 35,000 X X
COM
HEALTHSOUTH CORP 421924101 519,599 85,707 X X
COM
HEINZ H J CO 423074103 30,753,471 715,197 X X
COM
HELLENIC TELECOMMUNICATIONS 423325307 19,094,098 1,706,735 X X
SPONSORED ADR
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CL A
HERCULES INC 427056106 288,912 10,093 X X
COM
HERSHEY FOODS CORP 427866108 2,418,746 49,679 X X
COM
HEWLETT PACKARD CO 428236103 57,353,444 623,407 X X
COM
HILTON HOTELS CORP 432848109 252,593 25,579 X X
COM
HOME DEPOT INC 437076102 252,652,545 3,681,640 X X
COM
HOMESTAKE MNG CO 437614100 198,468 21,602 X X
COM
HONEYWELL INC 438506107 12,529,446 112,561 X X
COM
HOUSEHOLD INTL INC 441815107 2,061,021 51,365 X X
COM
HUBBELL INC 443510102 3,059,875 91,000 X X
CL A COM
HUBBELL INC 443510201 107,274,579 3,365,477 X X
CLB
HUMANA INC 444859102 114,744 16,690 X X
COM
HUNTINGTON BANCSHARES INC 446150104 639,891 24,090 X X
COM
IMS HEALTH INC 449934108 760,318 33,329 X X
COM
ITC DELTACOM 45031T104 392,484 13,955 X X
COM
IXC COMMUNICATIONS INC 450713102 128,670,949 3,625,172 X X
COM
IXL ENTERPRISES INC 450718101 14,175,000 500,000 X X
COM
ITT INDS INC 450911102 11,914,322 374,517 X X
COM
IKON OFFICE SOLUTIONS INC 451713101 141,513 13,241 X X
COM
ILLINOIS TOOL WKS INC 452308109 1,878,229 25,190 X X
COM
INCO LTD 453258402 913,632 42,743 X X
COM
INDUSTRI MATEMATIK INTL CORP 455792101 160,016 66,500 X X
COM
INDY MAC MTG HLDGS INC 456607100 1,875,000 125,000 X X
COM
INGERSOLL RAND CO 456866102 2,104,271 38,303 X X
COM
INTEL CORP 458140100 456,267,380 6,139,847 X X
COM
INTERIM SVCS INC 45868P100 7,041,250 430,000 X X
COM
INTERNATIONAL BUSINESS MACHS 459200101 389,257,514 3,207,065 X X
COM
INTERNATIONAL FLAVOURS 459506101 404,996 11,739 X X
COM
INTERNATIONAL PAPER CO 460146103 4,008,076 83,393 X X
COM
INTERPUBLIC GROUP COS INC 460690100 291,542,034 7,089,168 X X
COM
INTERSTATE HOTRLS MGMT INC 46088R108 97,279 30,519 X X
COM
INTERWORLD CORP 46114Q108 4,000,000 470,588 X X
COM
ISPAT INTL N V 464899103 13,605,782 1,303,548 X X
CL A NY REGISTRY SH
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COM
JACOBS ENGR GROUP INC 469814107 10,372,700 319,160 X X
COM
JEFFERSON PILOT CORP 475070108 2,623,545 41,520 X X
COM
JOHNSON + JOHNSON 478160104 235,807,110 2,566,608 X X
COM
JOHNSON CTLS INC 478366107 552,383 8,330 X X
COM
JONES APPAREL GROUP INC 480074103 35,152,884 1,222,709 X X
COM
KLA TENCOR CORP 482480100 576,550 8,870 X X
COM
K MART CORP 482584109 2,726,390 233,274 X X
COM
KANSAS CITY SOUTHN INDS INC 485170104 1,293,981 27,865 X X
COM
KAUFMAN + BROAD HOME CORP 486168107 250,326 12,137 X X
COM
KELLOGG CO 487836108 1,608,465 42,964 X X
COM
KERR MCGEE CORP 492386107 511,916 9,297 X X
COM
KEYCORP NEW 493267108 1,180,664 45,740 X X
COM
KIMBERLY CLARK CORP 494368103 24,443,423 465,589 X X
COM
KING WORLD PRODTNS INC 495667107 290,850 7,756 X X
COM
KMART FING I 498778208 3,786,188 79,500 X X
TR CONV PFD SECS
KNOLL INC 498904101 11,083,250 412,400 X X
COM
KNIGHT RIDDER INC 499040103 46,808,046 852,994 X X
COM
KOHLS CORP 500255104 1,083,392 16,384 X X
COM
KOREA TELECOM 50063P103 17,555,020 474,460 X X
SPONSORED ADR
KROGER CO 501044101 28,186,543 1,277,577 X X
COM
LSI LOGIC CORP 502161102 769,256 14,937 X X
COM
LAIDLAW INC 50730K503 509,436 75,472 X X
COM
LASER VISION CTRS INC 51807H100 1,403,125 100,000 X X
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CL A
LEAR CORP 521865105 2,322,375 66,000 X X
COM
LEHMAN BROTHERS HLDGS INC 524908100 723,483 12,407 X X
COM
LEXMARK INTL GROUP INC 529771107 2,415,000 30,000 X X
CL A
LILLY ELI + CO 532457108 16,486,016 257,594 X X
COM
LIMITED INC 532716107 840,850 21,983 X X
COM
LINCARE HLDGS INC 532791100 45,092,832 1,691,642 X X
COM
LINCOLN NATL CORP IN 534187109 35,598,282 947,708 X X
COM
LIZ CLAIBORNE INC 539320101 216,783 6,993 X X
COM
LOCKHEED MARTIN CORP 539830109 14,168,528 433,454 X X
COM
LOEWS CORP 540424108 72,464,102 1,032,436 X X
COM
LOUISIANA PAC CORP 546347105 185,531 11,874 X X
COM
LOWES COS INC 548661107 141,097,710 2,894,312 X X
USD0.50
LUCENT TECHNOLOGIES INC 549463107 47,628,371 734,156 X X
COM
LYONDELL CHEMICAL CO 552078107 1,796,263 134,300 X X
COM
MBIA INC 55262C100 473,524 10,156 X X
COM
MBNA CORP 55262L100 6,074,992 266,301 X X
COM
MCI WORLDCOM INC 55268B106 178,440,181 2,482,646 X X
COM
MGIC INVT CORP WIS 552848103 3,076,103 64,421 X X
COM
MATAV RT 559776109 771,829 28,324 X X
ADR
MALLINCKRODT INC NEW 561232109 248,051 8,217 X X
COM
MANDALAY RESORT GROUP 562567107 4,542,500 230,000 X X
COM
MARSH + MCLENNAN COS INC 571748102 81,976,416 1,196,736 X X
COM
MARRIOTT INTL INC NEW 571903202 2,851,494 87,235 X X
CL A
MARTIN MARIETTA MATLS INC 573284106 72,893,046 1,825,178 X X
COM
MASCO CORP 574599106 58,174,786 1,876,606 X X
COM
MATTEL INC 577081102 825,189 43,431 X X
COM
MAY DEPT STORES CO 577778103 1,902,511 52,213 X X
COM
MAYTAG CORP 578592107 332,259 9,974 X X
COM
MCDONALDS CORP 580135101 97,078,477 2,257,639 X X
COM
MCGRAW HILL COS INC 580645109 6,899,581 142,627 X X
COM
MCKESSON HBOC INC 58155Q103 13,397,826 461,994 X X
COM
MEAD CORP 582834107 28,832,856 838,774 X X
COM
MEDIAONE GROUP INC 58440J104 37,578,638 550,099 X X
COM
MEDTRONIC INC 585055106 4,313,676 121,512 X X
COM
MERCK + CO INC 589331107 488,562,847 7,538,096 X X
COM
MEREDITH CORP 589433101 212,247 5,845 X X
COM
MERRILL LYNCH + CO INC 590188108 2,573,483 38,303 X X
COM
METROMEDIA INTER. GRP, INC 591695101 1,471,198 356,654 X X
COM
METTLER TOLEDO INTL INC 592688105 14,673,263 495,300 X X
COM
MICROSOFT CORP 594918104 453,010,379 5,002,185 X X
COM
MICROSOFT CORP 594918203 68,054,681 675,900 X X
PFD SER A CONV
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COM
MILLIPORE CORP 601073109 205,279 5,465 X X
COM
MINERALS TECHNOLOGIES INC 603158106 9,192,784 189,298 X X
COM
MINIMED INC 60365K108 3,452,014 35,135 X X
COM
MINNESOTA MNG + MFG CO 604059105 6,784,510 70,626 X X
COM
MIRAGE RESORTS INC 60462E104 256,992 18,275 X X
COM
MOBIL CORP 607059102 117,407,804 1,165,338 X X
COM
MOLEX INC 608554200 124,856,033 3,856,557 X X
CL A
MONSANTO CO 611662107 4,396,700 123,200 X X
COM
MONSANTO CO 611662305 3,628,800 100,800 X X
ADJ CONVERSION RATE EQUITY
MORGAN J P + CO INC 616880100 2,074,552 18,158 X X
COM
MORGAN STANLEY DEAN WITTER 617446448 157,865,353 1,770,039 X X
COM NEW
MOTOROLA INC 620076109 7,415,408 84,266 X X
COM
NTL INC 629407107 219,698,852 2,286,297 X X
COM
NABISCO GROUP HLDG CORP 62952P102 2,809,935 187,329 X X
COM
NABISCO HLDGS CORP 629526104 1,524,206 44,100 X X
CL A
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COM
NATIONAL CITY CORP 635405103 1,715,366 64,276 X X
COM
NATIONAL SEMICONDUCTOR CORP 637640103 510,113 16,725 X X
COM
NATIONAL SVC INDS INC 637657107 3,320,667 105,418 X X
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COM
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COM
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COM
NETIA HLDGS S A 64114B104 436,888 24,965 X X
SPONSORED ADR
NETWORK APPLIANCE INC 64120L104 1,317,327 18,392 X X
COM
NEW CENTY ENERGIES INC 64352U103 39,118,765 1,169,907 X X
COM
NEW YORK TIMES CO 650111107 2,107,725 56,206 X X
CL A
NEWCOURT CR GROUP INC 650905102 1,959,375 150,000 X X
COM
NEWELL RUBBERMAID INC 651229106 820,801 28,737 X X
COM
NEWFIELD EXPL CO 651290108 18,925,888 574,600 X X
COM
NEWMONT MNG CORP 651639106 19,676,161 760,431 X X
COM
NEXTEL COMMUNICATIONS INC 65332V103 6,599,377 97,318 X X
CL A
NIAGARA MOHAWK HLDGS INC 653520106 8,769,673 568,076 X X
COM
NICOR INC 654086107 208,771 5,614 X X
COM
NIKE INC 654106103 2,025,717 35,617 X X
CL B
NOBLE AFFILIATES INC 654894104 812,000 28,000 X X
COM
NOKIA CORP 654902204 18,770,813 209,000 X X
SPONSORED ADR
NORDSTROM INC 655664100 419,850 15,550 X X
COM
NORFOLK SOUTHN CORP 655844108 967,064 39,472 X X
COM
NORTEL NETWORKS CORP 656569100 246,112,128 4,825,728 X X
COM
NORTHEAST UTILS 664397106 3,491,250 190,000 X X
COM
NORTHERN STS PWR CO MN 665772109 337,841 15,668 X X
COM
NORTHERN TRUST CORP 665859104 971,773 11,638 X X
COM
NORTHROP GRUMMAN CORP 666807102 442,586 6,963 X X
COM
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COM
NUCOR CORP 670346105 1,046,321 21,970 X X
COM
NUEVO GURPO IUSACELL SA DE CV 670512102 641,060 67,480 X X
SPONSORED ADR REPSTG SER V SHS
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COM NEW
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COM
OCEAN ENERGY INC TEX 67481E106 1,162,801 114,140 X X
COM
OCULAR SCIENCES INC 675744106 6,798,552 350,893 X X
COM
OFFICE DEPOT INC 676220106 5,947,381 583,792 X X
COM
OMNICARE INC 681904108 7,065,664 734,095 X X
COM
OMNICOM GROUP 681919106 2,786,925 35,194 X X
COM
OPTICAL SENSORS INC 68384P107 380,952 476,190 X X
COM
ORACLE CORP 68389X105 13,819,169 303,718 X X
COM
OWENS CORNING 69073F103 278,359 12,835 X X
COM
OWENS ILL INC 690768403 660,113 33,318 X X
COM NEW
PECO ENERGY CO 693304107 8,248,425 219,958 X X
COM
PG+E CORP 69331C108 1,026,927 39,688 X X
COM
PE CORP 69332S102 729,942 10,103 X X
COM PE BIOSYSTEMS GROUP
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COM
PNC BK CORP 693475105 30,329,928 575,657 X X
COM
P P + L RES INC 693499105 438,223 16,193 X X
COM
PPG INDS INC 693506107 39,307,560 655,126 X X
COM
PACCAR INC 693718108 1,019,891 20,047 X X
COM
PACIFICARE HEALTH SYSTEMS 695112102 216,250 5,000 X X
COM
PACIFICORP 695114108 2,890,232 143,614 X X
COM
PALL CORP 696429307 300,023 12,939 X X
COM
PARAMETRIC TECHNOLOGY CORP 699173100 354,065 26,227 X X
PARKER HANNIFIN CORP 701094104 14,338,028 319,956 X X
COM
PATHWAYS GROUP INC 70321D106 3,999,999 290,909 X X
COM
PAYCHEX INC 704326107 867,901 25,433 X X
COM
PENNEY J C INC 708160106 944,109 27,465 X X
COM
PEOPLESOFT INC 712713106 404,908 23,906 X X
COM
PEPSI GEMEX S A DE C V 713435105 150,690 26,495 X X
GLOBAL DEPOS RCPT REP ORD PART
PEPSICO INC 713448108 109,246,514 3,611,455 X X
COM
PHARMACIA + UPJOHN INC 716941109 124,610,211 2,511,037 X X
COM
PFIZER INC 717081103 112,535,298 3,131,417 X X
COM
PHELPS DODGE CORP 717265102 886,176 16,094 X X
COM
PHILIP MORRIS COS INC 718154107 122,905,840 3,595,052 X X
COM
PHILLIPS PETE CO 718507106 1,329,461 27,271 X X
COM
PILOT NETWORK SVCS INC 721596104 3,954,375 450,000 X X
COM
PINNACLE WEST CAP CORP 723484101 2,178,863 59,900 X X
COM
PIONEER HI BRED INTL INC 723686101 1,013,706 25,462 X X
COM
PITNEY BOWES INC 724479100 100,091,245 1,642,523 X X
COM
PLACER DOME INC 725906101 503,995 33,882 X X
COM
POHANG IRON + STEEL LTD 730450103 8,429,920 269,219 X X
SPONSORED ADR
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COM
PRICE T ROWE + ASSOC INC 741477103 3,978,438 145,000 X X
COM
PROCTER + GAMBLE CO 742718109 159,202,500 1,698,160 X X
COM
PROGRESSIVE CORP OHIO 743315103 8,061,903 98,692 X X
COM
PROMUS HOTEL CORP NEW 74342P106 72,028,927 2,765,026 X X
COM
PROSOFT DEV INC 743477101 1,543,370 408,164 X X
COM
PROVIDIAN FINL CORP 74406A102 1,163,185 14,689 X X
COM
PUBLIC SVC ENTERPRISE GROUP 744573106 934,339 24,190 X X
COM
PULTE CORP 745867101 280,836 12,912 X X
COM
QUAKER OATS CO 747402105 852,761 13,782 X X
COM
QUALCOMM INC 747525103 3,152,621 16,664 X X
COM
QUANTUM CORP 747906204 1,546,875 110,000 X X
DSSG COM
QUANTUM CORP 747906303 1,524,688 205,000 X X
HDDG COM
QWEST COMMUNICATIONS INTL INC 749121109 12,519,719 423,500 X X
COM
RALSTON PURINA CO 751277302 66,044,397 2,374,630 X X
COM RALSTON PURINA GROUP
RAYONIER INC 754907103 22,546,650 536,825 X X
COM
RAYTHEON CO 755111309 607,414 12,524 X X
CL A
RAYTHEON CO 755111408 2,466,263 49,698 X X
CL B
REDWOOD TR INC. 758075402 2,393,438 185,000 X X
COM
REGIONS FINL CORP 758940100 666,300 22,210 X X
COM
RELIANT ENERGY INC 75952J108 10,651,989 393,607 X X
COM
RELIASTAR FINL CORP 75952U103 37,753,613 1,135,447 X X
COM
REPUBLIC NY CORP 760719104 681,895 11,099 X X
COM
RESOURCE BANCSHARES MTG GRP IN 761197102 1,094,044 220,185 X X
REUTERS GROUP PLC 76132M102 30,211,537 438,643 X X
SPONSORED ADR
REYNOLDS + REYNOLDS CO 761695105 3,947,249 193,730 X X
CL A
REYNOLDS METALS CO 761763101 1,031,869 17,091 X X
COM
RIGHT START INC 766574206 156,406 17,500 X X
COM NEW
RITE AID CORP 767754104 371,487 26,895 X X
COM
ROCKWELL INTL CORP NEW 773903109 1,076,775 20,510 X X
COM
ROHM + HAAS CO 775371107 6,070,264 168,035 X X
COM
ROYAL DUTCH PETE CO 780257804 169,767,773 2,874,375 X X
NY REGISTRY SH PAR N GLDR 1.25
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COM
SLM HLDG CORP 78442A109 763,164 17,748 X X
COM
SPDR TRUST 78462F103 920,563 7,150 X X
UNIT SER 1
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COM
SAFETY KLEEN CORP NEW 78648R203 3,656,445 303,125 X X
COM NEW
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COM NEW
ST JUDE MED INC 790849103 307,346 9,757 X X
COM
ST PAUL COS INC 792860108 13,767,985 500,654 X X
COM
SAKS INC 79377W108 2,046,151 134,726 X X
COM
SARA LEE CORP 803111103 71,416,898 3,047,121 X X
COM
HENRY SCHEIN INC 806407102 32,945,259 2,311,948 X X
COM STK
SCHERING PLOUGH CORP 806605101 106,754,825 2,447,102 X X
COM
SCHLUMBERGER LTD 806857108 184,355,769 2,958,568 X X
COM
SCHWAB CHARLES CORP 808513105 5,171,436 153,512 X X
NEW COM STK
SCIENTIFIC ATLANTA INC 808655104 385,398 7,776 X X
COM
SCRIPPS E W CO OH 811054204 3,183,300 64,800 X X
CL A
SEAGATE TECHNOLOGY 811804103 714,388 23,185 X X
COM
SEAGRAM LTD 811850106 3,934,886 86,481 X X
COM
SEALED AIR CORP NEW 81211K100 15,276,398 297,713 X X
COM
SEARS ROEBUCK + CO 812387108 14,090,607 449,103 X X
COM
SEMPRA ENERGY 816851109 517,711 24,875 X X
COM
SERVICE CORP INTL 817565104 2,868,395 271,564 X X
COM
SHERWIN WILLIAMS CO 824348106 13,353,728 637,790 X X
COM
SHIRE PHARMACEUTICALS GROUP PL 82481R106 12,999,681 451,182 X X
SPONSORED ADR
SIGMA ALDRICH 826552101 327,470 10,314 X X
COM
SILICON GRAPHICS INC 827056102 195,617 17,885 X X
COM
SNAP ON INC 833034101 510,933 15,721 X X
COM
SOLECTRON CORP 834182107 4,526,988 63,039 X X
COM
SONAT INC 835415100 15,620,167 393,579 X X
COM
SOUTHERN CO 842587107 5,121,752 198,903 X X
COM
SOUTHTRUST CORP 844730101 5,633,738 157,038 X X
COM
SOUTHWEST AIRLS CO 844741108 757,249 49,860 X X
COM
SPRINT CORP 852061100 86,971,430 1,603,160 X X
COM
SPRINT CORP 852061506 7,158,373 96,005 X X
PCS COM SER 1
STANLEY WORKS 854616109 19,510,313 774,603 X X
COM
STAPLES INC 855030102 2,439,336 111,832 X X
COM
STATE STREET CORPORATION 857477103 60,688,239 939,083 X X
COM
STET HELLAS TELECOMMUNICATIONS 859823106 2,058,810 109,076 X X
ADR
SUMMIT BANCORP 866005101 597,369 18,416 X X
COM
SUN MICROSYSTEMS INC 866810104 149,709,354 1,609,778 X X
COM
SUNBEAM CORP DEL NEW 867071102 1,279,688 225,000 X X
COM
SUNGARD DATA SYS INC 867363103 7,920,063 301,000 X X
COM
SUNOCO INC 86764P109 270,958 9,898 X X
COM
SUNTRUST BKS INC 867914103 2,172,512 33,042 X X
COM
SUPERVALU INC 868536103 270,082 12,382 X X
COM
SYBRON INTL CORP WISCONSIN 87114F106 81,775,062 3,042,793 X X
COM
SYMANTEC CORP 871503108 1,079,063 30,000 X X
COM
SYNOPSYS INC 871607107 10,365,882 184,590 X X
COM
SYNOVUS FINL CORP 87161C105 509,365 27,257 X X
COM
SYSCO CORP 871829107 13,463,720 383,992 X X
COM
TJX COS INC NEW 872540109 961,983 34,280 X X
COM
TRW INC 872649108 632,372 12,711 X X
COM
TANDY CORP 875382103 1,037,472 20,072 X X
COM
TELE CENTRO SUL PARTICIPACOES 879239101 836,718 15,076 X X
SPONSORED ADR REPSTG PFD
TELE NORTE LESTE PARTICIPACOES 879246106 903,945 58,319 X X
SPONSORED ADR REPSTG PFD
TELE SUDESTE CELULAR PARTICIPA 879252104 568,482 26,441 X X
SPONSORED ADR REPSTG PFD
TELECOM ARGENTINA STET FRANCE 879273209 472,556 17,707 X X
SPONSORED ADR REPSTG CL B SHS
TELECOMUNICACOES BRASILEIRAS 879287100 950 30,395 X X
SPONSORED ADR
TELECOMUNICACOES BRASILEIRAS 879287308 3,114,852 41,566 X X
SPNSD ADR REPSTG ADR FOR PFD
TELEFONOS DE MEXICO S A 879403780 2,265,608 31,798 X X
SPONSORED ADR REPSTG SH ORD L
TELEPHONE + DATA SYS INC 879433100 4,618,250 52,000 X X
COM
TELLABS INC 879664100 2,290,994 40,237 X X
COM
TEMPLE INLAND INC 879868107 349,751 5,781 X X
COM
TENET HEALTHCARE CORP 88033G100 11,845,415 674,472 X X
COM
TENNECO INC NEW 88037E101 302,821 17,813 X X
COM
TEVA PHARMACEUTICAL INDS LTD 881624209 47,167,768 937,496 X X
ADR
TEXACO INC 881694103 46,622,231 738,570 X X
COM
TEXAS INSTRS INC 882508104 48,715,606 592,287 X X
COM
TEXAS UTILS CO 882848104 22,391,231 600,100 X X
COM
TEXTRON INC 883203101 109,313,930 1,412,781 X X
COM
THERMO ELECTRON CORP 883556102 7,747,995 576,595 X X
COM
THOMAS + BETTS CORP 884315102 274,890 5,390 X X
COM
3COM CORP 885535104 1,061,651 36,927 X X
COM
TIFFANY + CO NEW 886547108 19,180,000 320,000 X X
COM
TIME WARNER INC 887315109 82,429,549 1,356,865 X X
COM
TIMES MIRROR CO NEW 887364107 2,906,543 44,164 X X
COM SER A
TIMKEN CO 887389104 1,716,248 106,434 X X
COM
TORCHMARK INC 891027104 2,333,899 90,199 X X
COM
TOSCO CORP 891490302 17,922,450 709,800 X X
COM NEW
TOTAL FINA SA 89151E109 203,381 3,206 X X
SPONSORED ADR
TOYS R US INC 892335100 409,470 27,298 X X
COM
TRAMMELL CROW CO 89288R106 265,000 20,000 X X
COM
TRANSMONTAIGNE INC 893934109 2,467,500 164,500 X X
COM
TRAVELERS PPTY CAS CORP 893939108 2,212,500 75,000 X X
CL A
TRICON GLOBAL RESTAURANTS INC 895953107 656,597 16,039 X X
COM
TRIBUNE CO NEW 896047107 1,264,148 25,410 X X
COM
TRICOM SA 89612A100 735,016 91,877 X X
SPONSORED ADR REPSTG CL A
TUBOS DE ACERO DE MEXICO S A 898592506 425,933 34,770 X X
ADR NEW
TV AZTECA S A DE C V 901145102 441,155 88,231 X X
SPONSORED ADR
24 / 7 MEDIA INC 901314104 4,201,436 110,929 X X
COM
TYCO INTL LTD NEW 902124106 63,673,656 616,694 X X
COM
USX MARATHON GROUP 902905827 37,501,308 1,282,096 X X
COM NEW
UST INC 902911106 586,271 19,421 X X
COM USD0.50
US BANCORP DEL 902973106 72,056,597 2,386,968 X X
COM
USX U S STL GROUP 90337T101 501,662 19,482 X X
UNIBANCO UNIAO DE BARNCOS BRAS 90458E107 20,845,798 1,178,561 X X
GLOBAL DEPOSITORY RCPT REPSTG
UNILEVER N V 904784709 15,662,074 229,902 X X
NY SHS NEW
UNICOM CORP 904911104 4,064,085 110,026 X X
COM
UNION CARBIDE CORP 905581104 777,650 13,688 X X
COM
UNION PAC CORP 907818108 1,214,299 25,265 X X
COM
UNION PACIFIC RES GROUP INC 907834105 406,960 25,336 X X
COM
UNION PLANTERS CORP 908068109 535,455 13,140 X X
COM
UNIONBANCAL CORP 908906100 2,490,375 68,700 X X
COM
UNISYS CORP 909214108 87,456,717 1,938,099 X X
COM
UNITED HEALTHCARE CORP 910581107 16,847,433 346,032 X X
COM
UNITED RENTALS INC 911363109 7,460,250 343,000 X X
COM
US AIRWAYS GROUP INC 911905107 239,111 9,109 X X
COM
U S INDS INC NEW 912080108 7,819,875 496,500 X X
COM
U S WEST INC NEW 91273H101 75,854,151 1,329,317 X X
COM
UNITED TECHNOLOGIES CORP 913017109 52,428,751 883,941 X X
COM
UNITEDGLOBALCOM 913247508 569,920 7,957 X X
CL A
UNOCAL CORP 915289102 86,776,136 2,341,346 X X
COM
UNUMPROVIDENT CORP 91529Y106 76,617,452 2,602,716 X X
COM
V F CORP 918204108 424,235 13,685 X X
COM
VARIAN MED SYS INC 92220P105 2,733,281 124,950 X X
COM
VARIAN INC 922206107 2,217,863 124,950 X X
COM
VARIAN SEMICONDUCTOR EQUIP INC 922207105 2,631,759 124,950 X X
COM
VERITAS SOFTWARE CORP 923436109 13,668,750 180,000 X X
COM
VIAD CORP 92552R109 13,865,000 470,000 X X
COM
VIASOFT INC 92552U102 216,391 25,180 X X
COM
VIACOM INC 925524100 218,888 5,061 X X
CL A
VIACOM INC 925524308 8,624,535 204,131 X X
CL B
VIATEL INC 925529208 320,605 10,845 X X
COM
VINA CONCHA Y TORO S A 927191106 698,790 18,511 X X
SPONSORED ADR
VODAFONE AIRTOUCH PLC 92857T107 126,711,240 532,960 X X
SPONSORED ADR
VULCAN MATLS CO 929160109 941,556 25,708 X X
COM
WACHOVIA CORP NEW 929771103 16,536,803 210,325 X X
WADDELL + REED FINL INC 930059100 8,788,624 396,107 X X
CL A
WAL MART STORES INC 931142103 267,520,323 5,624,606 X X
COM
WALGREEN CO 931422109 2,944,718 116,048 X X
COM
WARNER LAMBERT CO 934488107 43,762,299 659,319 X X
COM
WASHINGTON MUT INC 939322103 1,836,344 62,781 X X
COM
WASTE MGMT INC DEL 94106L109 107,187,446 5,568,179 X X
COM
WATSON PHARMACEUTICALS INC 942683103 93,106,761 3,046,438 X X
COM
WELLPOINT HEALTH NETWORKS INC 94973H108 1,265,685 22,205 X X
CL A
WELLS FARGO + CO NEW 949746101 112,268,918 2,833,285 X X
COM
WENDYS INTL INC 950590109 351,763 13,337 X X
COM
WESTERN GAS RES INC 958259103 1,123,119 60,100 X X
COM
WESTVACO CORP 961548104 6,903,785 269,416 X X
COM
WEYERHAEUSER CO 962166104 2,860,505 49,640 X X
COM
WHIRLPOOL CORP 963320106 509,503 7,801 X X
COM
WILLAMETTE INDS INC 969133107 497,231 11,530 X X
COM
WILLIAMS COS INC 969457100 1,666,942 44,526 X X
COM
WINN DIXIE STORES INC 974280109 456,920 15,391 X X
COM
WISCONSIN CENT TRANSN CORP 976592105 3,710,955 271,120 X X
COM
WORTHINGTON INDS IN 981811102 381,905 22,465 X X
COM
WRIGLEY WM JR CO 982526105 837,035 12,164 X X
COM
WYNDHAM INTL INC 983101106 2,403,400 915,581 X X
CL A
XEROX CORP 984121103 128,050,830 3,053,373 X X
COM
YOUNG + RUBICAM INC 987425105 4,400,000 100,000 X X
COM
ZALE CORP NEW 988858106 7,999,650 208,800 X X
COM
ZEBRA TECHNOLOGIES CORP 989207105 2,580,215 56,747 X X
CL A
ZORAN CORP 98975F101 273,935 10,099 X X
COM
STOCK TOTAL 24,370,662,714
GRAND TOTAL 24,370,662,714
STOCK AND CONV BOND TOTAL 24,370,662,714
OTHER TOTAL 0
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