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 December 31,1999
(Please read instructions before preparing form.)
If amended report check here: ___
Name of Institutional Investment Manager:
General Electric Investment Corporation
Business Address:
3003 Summer Street, P.O. Box 7900 Stamford CT 06904
Street City State Zip
Name, Phone No., and Title of Person Duly Authorized to Submit This Report:
Erica Evans, Manager-Compliance (203) 326-4289
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 11th day
of February 2000.
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-____________ _______________________________________
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
--------------
Form 13F Information Table Entry Total: 662
--------------
Form 13F Information Table Value Total: $28,382,064,067
--------------
List of Other Included Managers:
Provide a numbered list of the name(s) and 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
NONE
<PAGE>
<TABLE>
<CAPTION>
SECURITIES AND EMISSION 13-F WORKSHEET
GEIC - SEC 13F WORKSHEET
AS OF 12/31/99
ITEM 4 ITEM 5 ITEM 6 ITEM 8
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM VOTING AUTHORITY
NAME OF ISSUE CUSIP MARKET PRINCIPAL DISCRETION 7 SHARES
TITLE OF CLASS NUMBER VALUE AMOUNT SOLE SHARED OTHER MGRS SOLE SHARED NONE
- ------------------------------ ----------- -------------- ------------- ---- ------ ----- ---- ---- ------ ----
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
ACE LTD G0070K103 5,143,088 308,200.00 X X
COM
BRILLIANCE CHINA AUTOMOTIVE G1368B102 510,838 160,263.00 X X
SHS
CORECOMM LTD G2422R109 7,534,688 126,900.00 X X
SHS
EL STIO INC G30177102 1,084,529 29,511.00 X X
COM
GLOBAL CROSSING LTD G3921A100 67,115,100 1,342,302.00 X X
SHS
RENAISSANCERE HOLDINGS G7496G103 6,867,000 210,000.00 X X
SANTA FE INTERNATIONAL CORP G7805C108 1,552,500 60,000.00 X X
SHS
AUDIO CODES LTD M15342104 2,258,692 24,551.00 X X
SHS
BACKWEB TECHNOLOGIES LTD M15633106 4,800,000 1,391,304.00 X X
SHS
CHECK POINT SOFTWARE TECH LTD M22465104 658,061 3,311.00 X X
SHS
FUNDTECH LTD M47095100 2,738,021 133,562.00 X X
SHS
GALILEO TECHNOLOGY LTD M47298100 446,337 18,501.00 X X
SHS
JACADA LTD M6184R101 1,089,717 39,093.00 X X
SHS
ORBOTECH LTD M75253100 2,908,730 37,532.00 X X
COM
TECNOMATIX TECHNOLOGIES LTD M8743P105 432,946 15,059.00 X X
TTI TEAM TELECOME M88258104 288,097 15,895.00 X X
SHS
CNH GLOBAL N V N20935107 1,204,781 90,500.00 X X
SHS
INDIGO N44495104 710,114 222,781.00 X X
KPNQWEST B V N50919104 8,280,169 129,885.00 X X
SHS C
SAPIENS INTL CORP NV N7716A102 2,455,631 149,392.00 X X
BANCO LATINOAMERICANO DE EXP P16994132 303,841 12,861.00 X X
CL E
PANAMERICAN BEVERAGES INC P74823108 7,218,610 351,057.00 X X
CL A
ADC TELECOMMUNICATIONS INC 000886101 12,568,551 173,210.00 X X
COM
AFLAC INC 001055102 3,619,281 76,700.00 X X
COM
AES CORP 00130H105 2,679,862 35,851.00 X X
COM
AMR CORP DEL 001765106 1,068,851 15,953.00 X X
COM
AT + T CORP 001957109 123,513,969 2,431,476.00 X X
COM
AT+T CORP 001957208 284,575,256 5,012,695.00 X X
COM LIBERTY MEDIA GRP CL A
AXA FINL INC 002451102 52,199,028 1,536,622.00 X X
COM
ABBOTT LABS 002824100 160,136,346 4,409,951.00 X X
COM NPV
ACNIELSON CORP 004833109 8,387,103 340,593.00 X X
COM
ACXIOM CORP 005125109 5,820,000 242,500.00 X X
COM
ADAPTEC INC 00651F108 553,613 11,100.00 X X
COM
ADOBE SYS INC 00724F101 856,362 12,734.00 X X
COM
ADVANCED MICRO DEVICES INC 007903107 436,204 15,074.00 X X
COM
AETNA INC 008117103 2,871,776 51,454.00 X X
COM
AFTERMARKET TECHNOLOGY CORP 008318107 19,464,352 2,038,152.00 X X
COM
AGILENT TECHNOLOGIES INC 00846U101 28,592,405 369,829.00 X X
COM
AIR PRODS + CHEMS INC 009158106 4,251,362 126,670.00 X X
COM
AIRGAS INC 009363102 9,175,262 965,817.00 X X
COM
ALBERTO CULVER CO 013068200 1,609,500 74,000.00 X X
CL A
ALBERTSONS INC 013104104 1,433,513 44,450.00 X X
COM
ALCAN ALUM LTD 013716105 2,329,909 56,312.00 X X
COM
ALCOA INC 013817101 8,009,500 96,500.00 X X
COM
ALLEGHANY CORP DEL 017175100 26,459,906 142,641.00 X X
COM
ALLEGHENY TECHNOLOGIES INC 01741R102 552,434 24,621.00 X X
COM
ALLERGAN INC 018490102 26,728,735 537,261.00 X X
COM
ALLIED WASTE INDUSTRIES INC 019589308 999,338 113,400.00 X X
ALLSTATE CORP 020002101 11,377,953 472,850.00 X X
COM
ALLTEL CORP 020039103 29,777,588 360,122.00 X X
COM
ALZA CORP 022615108 358,992 10,368.00 X X
COM
AMBASSADORS INTL INC 023178106 2,187,500 200,000.00 X X
COM
AMERADA HESS CORP 023551104 554,277 9,767.00 X X
COM NPV
AMERICA ONLINE INC DEL 02364J104 41,642,173 548,826.00 X X
COM
AMERICAN EXPRESS CO 025816109 253,799,910 1,526,616.00 X X
COM
AMERICAN GEN CORP 026351106 3,795,343 50,021.00 X X
COM
AMERICAN HOME PRODUCTS CORP 026609107 60,981,915 1,549,639.00 X X
COM
AMERICAN INTL GROUP INC 026874107 237,170,998 2,193,489.00 X X
COM
AMERICAN MGMT SYS INC 027352103 6,588,750 210,000.00 X X
COM
AMERISOURCE HEALTH CORP 03071P102 9,607,613 632,600.00 X X
CL A
AMGEN INC 031162100 100,909,445 1,680,074.00 X X
COM
ANADARKO PETE CORP 032511107 34,700,894 1,016,876.00 X X
COM
ANALOG DEVICES INC 032654105 195,833,355 2,105,735.00 X X
COM
ANHEUSER BUSCH COS INC 035229103 120,826,850 1,704,788.00 X X
COM
ANTENNA TV SA 03672N100 2,967,489 173,284.00 X X
SPONSORED ADR
AON CORP 037389103 11,111,880 277,797.00 X X
COM
APACHE CORP 037411105 4,056,292 109,815.00 X X
COM
APPLE COMPUTER 037833100 1,700,519 16,540.00 X X
COM NPV
APPLIED MATERIALS INC 038222105 231,411,188 1,826,630.00 X X
COM
APPLIED PWR INC 038225108 1,256,850 34,200.00 X X
COM CLASS A
APPLIEDTHEORY CORP 03828R104 1,040,000 65,000.00 X X
COM
ARACRUZ CELULOSE S A 038496204 378,341 14,413.00 X X
SPONSORED ADR
ARADIGM CORP 038505103 3,600,244 378,973.00 X X
COM
ARCHER DANIELS MIDLAND CO 039483102 6,668,750 550,000.00 X X
COM
ASHLAND INC 044204105 3,623,125 110,000.00 X X
COM
AT HOME CORP 045919107 1,071,875 25,000.00 X X
COM SER A
ASSOCIATES FIRST CAP CORP 046008108 74,153,520 2,702,634.00 X X
CL A
ATLANTIC RICHFIELD CO 048825103 5,539,287 64,038.00 X X
COM
AUTOLIV 052800109 1,444,248 49,376.00 X X
COM
AUTOMATIC DATA PROCESSING INC 053015103 196,486,381 3,647,079.00 X X
COM
AUTOZONE INC 053332102 487,854 15,098.00 X X
COM
AVERY DENNISON CORP 053611109 13,037,775 178,906.00 X X
COM
AVON PRODS INC 054303102 55,551,111 1,683,367.00 X X
COM
BB+T CORP 054937107 884,897 32,325.00 X X
COM
BJ SVCS CO 055482103 9,483,075 226,800.00 X X
COM
BP AMOCO PLC 055622104 98,553,353 1,661,595.00 X X
SPONSORED ADR
BMC SOFTWARE INC 055921100 4,924,710 61,607.00 X X
COM
BAKER HUGHES INC 057224107 38,693,687 1,837,089.00 X X
COM
BALL CORP 058498106 302,951 7,694.00 X X
COM
BANK AMER CORP 060505104 149,759,199 2,983,994.00 X X
COM
BANK NEW YORK INC 064057102 61,435,440 1,535,886.00 X X
COM
BANK ONE CORP 06423A103 7,882,336 246,323.00 X X
COM
BARD C R INC 067383109 850,915 16,055.00 X X
COM
BARRICK GOLD CORP 067901108 31,117,866 1,759,314.00 X X
COM
BAUSCH + LOMB INC 071707103 1,131,272 16,530.00 X X
COM
BAXTER INTL INC 071813109 12,897,165 205,328.00 X X
COM
BEA SYS INC 073325102 26,828,025 383,600.00 X X
COM
BEAR STEARNS COS INC 073902108 2,592,232 60,637.00 X X
COM
BECTON DICKINSON + CO 075887109 1,820,355 67,577.00 X X
COM
BED BATH + BEYOND INC 075896100 1,438,650 41,400.00 X X
COM
BELL ATLANTIC CORP 077853109 98,171,564 1,594,665.00 X X
COM
BELLSOUTH CORP 079860102 20,512,676 438,188.00 X X
COM
BEMIS INC 081437105 467,778 13,413.00 X X
COM
BERGEN BRUNSWIG CORP 083739102 2,209,795 265,840.00 X X
CLASS A
BERKSHIRE HATHAWAY INC DEL 084670207 109,948,230 60,081.00 X X
CL B
BEST BUY CO INC 086516101 753,750 15,000.00 X X
COM STK USD0.10
BESTFOODS 08658U101 27,824,485 529,360.00 X X
COM
BETHLEHEM STL CORP 087509105 157,450 18,800.00 X X
COM
BIOMET INC 090613100 482,000 12,050.00 X X
COM
BIOVAIL CORP INTL NEW 09067K106 522,000 5,568.00 X X
COM
BLACK + DECKER CORPORATION 091797100 1,180,223 22,588.00 X X
COM
BLACKROCK INC 09247X101 14,642,220 851,911.00 X X
CL A
BLOCK H + R INC 093671105 457,625 10,460.00 X X
COM
BOEING CO 097023105 22,577,729 544,480.00 X X
COM
BOISE CASCADE CORP 097383103 479,520 11,840.00 X X
COM
BOSTON SCIENTIFIC CORP 101137107 2,108,006 96,366.00 X X
COM
BOWATER INC 102183100 1,629,375 30,000.00 X X
COM
BRISTOL MYERS SQUIBB CO 110122108 384,264,246 5,986,590.00 X X
COM
BROADWING INC 111620100 224,322,743 7,604,160.79 X X
COM
BROADWING INC 111620209 32,234,900 322,349.00 X X
JR PFD CONV 7.25PCT
BROWN FORMAN CORP 115637209 413,231 7,218.00 X X
CLASS B
BRUNSWICK CORP 117043109 217,561 9,778.00 X X
COM
BURLINGTON NORTHN SANTA FE 12189T104 106,480,077 4,390,931.00 X X
COM
BURLINGTON RES INC 122014103 40,895,866 1,236,926.00 X X
COM
CCB FINL CORP 124875105 3,023,238 69,400.00 X X
COM
CBS CORP 12490K107 16,551,140 258,864.36 X X
COM
CIGNA CORP 125509109 3,116,560 38,685.00 X X
COM
CIT GROUP INC 125577106 7,981,025 377,800.00 X X
CL A
CK WITCO CORP 12562C108 5,042,375 377,000.00 X X
COM
CMS ENERGY CORP 125896100 35,927,906 1,151,997.00 X X
COM
CVS CORP 126650100 88,827,309 2,226,422.00 X X
COM
CABOT CORP 127055101 3,565,625 175,000.00 X X
COM
CADENCE DESIGN SYS INC 127387108 12,242,400 510,100.00 X X
COM
CALLAWAY GOLF CO 131193104 4,443,029 251,196.00 X X
COM
CAMPBELL SOUP CO 134429109 3,295,517 85,183.00 X X
COM
CANADIAN PAC LTD NEW 135923100 31,572,481 1,464,231.00 X X
COM
CAPITAL ONE FINL CORP 14040H105 2,327,649 48,304.00 X X
COM
CARDINAL HEALTH INC 14149Y108 280,490,481 5,858,809.00 X X
COM
CAREERBUILDER INC 141684100 2,500,002 458,716.00 X X
OC COM
CAREMARK RX INC 141705103 2,013,863 397,800.00 X X
COM
CARNIVAL CORP 143658102 71,182,150 1,488,777.00 X X
COM
CAROLINA PWR + LT CO 144141108 508,063 16,692.00 X X
COM
CATALINA MARKETING CORP 148867104 132,240,324 1,142,465.00 X X
COM
CATALYTICA INC 148885106 15,009,158 1,106,666.00 X X
COM
CATERPILLAR INC 149123101 2,697,623 57,320.00 X X
COM
CELL GENESYS INC 150921104 21,671,319 1,691,420.00 X X
COM
CELESTICA INC 15101Q108 9,581,409 172,638.00 X X
SUB VTG SHS
CEMEX S A 151290889 907,889 32,570.00 X X
SPONSORED ADR NEW REP ORD PART
CENDANT CORP 151313103 4,350,938 163,800.00 X X
COM
CENTEX CORP 152312104 360,536 14,604.00 X X
COM
CENTURYTEL INC 156700106 682,105 14,398.00 X X
COM
CERIDIAN CORP 15677T106 325,227 15,083.00 X X
COM
CERNER CORP 156782104 17,000,156 863,500.00 X X
CHAMPION INTL CORP 158525105 22,876,120 369,342.00 X X
COM
CHARTERED SEMICONDUCTOR MFG 16133R106 14,670,810 200,970.00 X X
ADR
CHASE MANHATTAN CORP NEW 16161A108 111,123,889 1,430,396.00 X X
COM
CHEVRON CORP 166751107 45,566,742 526,023.00 X X
COM
CHICAGO TITLE CORP 168228104 20,961,795 453,228.00 X X
COM
CHINA TELECOM HONG KONG LTD 169428109 1,284,835 9,989.00 X X
SPONSORED ADR
CHIRON CORP 170040109 5,932,500 140,000.00 X X
COM STK
CHUBB CORP 171232101 40,355,508 716,635.00 X X
COM
CINERGY CORP 172474108 393,628 16,444.00 X X
COM
CIRCUIT CITY STORES INC 172737108 980,470 21,758.00 X X
COM
CISCO SYS INC 17275R102 596,443,612 5,567,735.00 X X
COM
CITIGROUP INC 172967101 694,078,887 12,477,089.00 X X
COM
CITRIX SYS INC 177376100 2,558,400 20,800.00 X X
COM
CLEAR CHANNEL COMMUNICATIONS 184502102 29,927,132 335,318.00 X X
COM
CLOROX CO 189054109 1,229,956 24,416.00 X X
COM
COASTAL CORP 190441105 770,128 21,732.00 X X
COM
COCA COLA CO 191216100 37,980,573 652,027.00 X X
COM
COCA COLA FEMSA S A CV 191241108 1,076,248 61,281.00 X X
ADR
COFLEXIP 192384105 36,096,542 949,909.00 X X
SPONSORED ADR
COLE NATL CORP 193290103 1,633,500 326,700.00 X X
CL A
COLGATE PALMOLIVE CO 194162103 126,046,765 1,939,181.00 X X
COM
COLUMBIA ENERGY GROUP 197648108 544,077 8,602.00 X X
COM
COLUMBIA / HCA HEALTHCARE CORP 197677107 5,911,569 201,674.00 X X
COM
COMCAST CORP 200300101 922,264 19,264.00 X X
CL A
COMCAST CORP 200300200 297,122,441 5,876,340.00 X X
CL A SPL
COMDISCO INC 200336105 40,077,648 1,075,910.00 X X
COM
COMERICA INC 200340107 11,920,533 255,326.00 X X
COM
COMPANHIA CERVEJA RIA BRAHMA 20440X103 371,182 26,513.00 X X
ADR
COMPANHIA PARANAENSE DE ENERG 20441B407 539,427 57,925.00 X X
SPONSORED ADR REPSTG PFD SHS
COMPANIA DE TELECOM DE CHILE 204449300 279,773 15,330.00 X X
SPONSORED ADR NEW
COMPAQ COMPUTER CORP 204493100 4,788,791 176,953.00 X X
COM
COMPUTER ASSOC INTL INC 204912109 3,917,269 56,011.00 X X
COM
COMPUTER SCIENCES CORP 205363104 43,232,270 456,880.00 X X
COM
COMPX INTL INC 20563P101 459,375 25,000.00 X X
CL A
COMPUWARE CORP 205638109 18,565,400 498,400.00 X X
COM
COMVERSE TECHNOLOGY INC 205862402 91,431,772 631,653.00 X X
COM NEW
CONAGRA INC 205887102 1,141,272 50,304.00 X X
COM
CONOCO INC 208251306 2,475,000 100,000.00 X X
CL A
CONOCO INC 208251405 43,423,342 1,745,662.00 X X
CL B
CONSECO INC 208464107 1,567,500 88,000.00 X X
COM STK
CONSOLIDATED EDISON INC 209115104 844,940 24,491.00 X X
COM
CONSOLIDATED NAT GAS CO 209615103 8,546,749 131,615.00 X X
COM
CONSOLIDATED STORES CORP 210149100 4,621,094 284,375.00 X X
COM
CONSTELLATION ENERGY GROUP INC 210371100 3,344,831 115,339.00 X X
COM
CONTINENTAL AIRLS INC 210795308 40,286,376 907,862.00 X X
COM CL B
COOPER INDS INC 216669101 5,125,049 126,740.00 X X
COM
COOPER TIRE + RUBR CO 216831107 198,450 12,600.00 X X
COM
COORS ADOLPH CO 217016104 210,840 4,016.00 X X
CLASS B COM
CORNING INC 219350105 3,281,073 25,447.00 X X
COM
COSTCO WHSL CORP NEW 22160K105 59,945,319 656,935.00 X X
COM
COUNTRYWIDE CR INDS INC 222372104 15,163,130 600,520.00 X X
COM
COVAD COMMUNICATIONS GROUP INC 222814204 34,448,998 615,848.00 X X
COM
COVANCE INC 222816100 2,300,900 212,800.00 X X
COM
COX COMMUNICATIONS INC NEW 224044107 4,326,000 84,000.00 X X
CL A
CREE INC 225447101 157,090,000 1,840,000.00 X X
COM
CROWN CORK + SEAL INC 228255105 425,125 19,000.00 X X
COM
C3 INC NC 22942P109 2,017,286 581,737.00 X X
COM
CULLEN FROST BANKERS INC 229899109 10,300,000 400,000.00 X X
COM
CUMMINS ENGINE INC 231021106 214,363 4,437.00 X X
COM
CYPRESS SEMICONDUCTOR CORP 232806109 1,640,279 50,665.00 X X
COM
DSP GROUP INC 23332B106 836,163 8,991.00 X X
COM
DTE ENERGY CO 233331107 475,925 15,049.00 X X
COM
DANA CORP 235811106 718,500 24,000.00 X X
COM
DANAHER CORP 235851102 1,620,187 33,579.00 X X
COM
DARDEN RESTAURANTS INC 237194105 263,139 14,518.00 X X
COM
DAYTON HUDSON CORP 239753106 201,156,328 2,739,150.00 X X
COM
DEERE + CO 244199105 18,433,941 424,990.00 X X
COM
DELL COMPUTER CORP 247025109 156,842,289 3,075,339.00 X X
COM
DELPHI AUTOMOTIVE SYS CORP 247126105 7,458,113 473,531.00 X X
COM
DELTA AIR LINES INC DE 247361108 49,631,930 996,375.00 X X
COM
DENTSPLY INTL INC NEW 249030107 23,432,031 991,832.00 X X
DESC S A DE C V 250309101 13,817,678 824,936.00 X X
SPONSORED ADR REPSTG SER C SHS
DEVON ENERGY CORPORATION NEW 25179M103 7,446,188 226,500.00 X X
COM
DIAL CORP NEW 25247D101 11,548,438 475,000.00 X X
COM
DIGITAL COURIER TECHNOLOGIES 253838106 1,738,516 180,625.00 X X
COM
DIGITAL IMPACT INC DEL 25385G106 250,625 5,000.00 X X
COM
DILLARDS INC 254067101 1,901,663 94,200.00 X X
CL A
DISNEY WALT CO 254687106 97,141,561 3,321,079.00 X X
DISNEY COM
DOMINION RES INC VA 257470104 3,307,794 84,275.00 X X
COM
DOUBLECLICK INC 258609304 2,024,500 8,000.00 X X
COM
DOVER CORP 260003108 317,173,428 6,990,048.00 X X
COM
DOW CHEM CO 260543103 9,778,811 73,181.00 X X
COM
DOW JONES + CO INC 260561105 706,180 10,385.00 X X
COM
DU PONT E I DE NEMOURS + CO 263534109 46,092,408 699,695.00 X X
COM
DUANE READE INC 263578106 1,102,500 40,000.00 X X
COM
DUKE ENERGY CO 264399106 122,306,053 2,440,021.00 X X
COM STK NPV
DUN + BRADSTREET CORP DEL 26483B106 522,121 17,699.00 X X
COM
ECI TELECOM LTD 268258100 81,719,506 2,584,016.00 X X
ORD
E M C CORP MASS 268648102 376,258,229 3,444,011.25 X X
COM
ESAT TELECOM GROUP PLC 26883Y102 546,804 5,976.00 X X
SPONSORED ADR
EARTHLINK NETWORK INC 270322100 850,000 20,000.00 X X
COM
EASTERN ENTERPRISES 27637F100 11,610,531 202,142.00 X X
COM
EASTMAN KODAK CO 277461109 8,173,395 123,372.00 X X
COM
EATON CORP 278058102 13,679,355 188,356.00 X X
COM
ECLIPSYS CORP 278856109 6,889,256 268,849.00 X X
COM
ECOLAB INC 278865100 3,112,198 79,545.00 X X
COM
EDISON INTL 281020107 78,194,854 2,985,961.00 X X
COM
EDWARDS A G INC 281760108 5,771,250 180,000.00 X X
COM
EL PASO ENERGY CORP DEL 283905107 68,978,584 1,777,226.00 X X
COM
ELBIT LTD 284275104 1,319,258 74,587.00 X X
ORD
ELECTRONIC DATA SYS CORP NEW 285661104 3,417,360 51,053.00 X X
COM
EMBRATEL PARTICIPACOES S A 29081N100 1,208,974 44,366.00 X X
SPONSORED ADR REPSTG PFD
EMERSON ELEC CO 291011104 103,513,221 1,804,152.00 X X
COM
ENERSIS S A 29274F104 316,558 13,689.00 X X
SPONSORED ADR
ENGELHARD CORP 292845104 280,294 14,850.00 X X
COM
ENESCO GROUP INC 292973104 2,426,670 219,360.00 X X
COM
ENRON CORP 293561106 9,285,291 209,246.00 X X
COM
ENTERGY CORP 29364G103 3,156,461 122,581.00 X X
COM
EQUIFAX INC 294429105 166,294,724 7,057,601.00 X X
COM
EXODUS COMMUNICATIONS INC 302088109 3,374,875 38,000.00 X X
COM
EXXON MOBIL CORP 30231G102 450,925,498 5,597,213.31 X X
COM
FPL GROUP INC 302571104 19,648,797 458,950.00 X X
COM
FEDERAL HOME LN MTG CORP 313400301 8,674,278 184,314.00 X X
COM FORMERLY SR PART PFD
FEDERAL MOGUL CORP 313549107 603,750 30,000.00 X X
COM
FEDERAL NATL MTG ASSN 313586109 290,689,582 4,655,689.00 X X
COM
FEDERATED DEPT STORES INC DEL 31410H101 106,312,510 2,102,596.00 X X
COM
FIFTH THIRD BANCORP 316773100 2,301,774 31,370.00 X X
COM STK
FINISTAR CORP 31787A101 1,345,609 14,972.00 X X
COM
FINOVA GROUP INC 317928109 21,449,100 604,200.00 X X
COM
FIRST DATA CORP 319963104 446,559,897 9,055,714.00 X X
COM
FIRST UN CORP 337358105 7,298,258 221,579.00 X X
COM
FIRSTAR CORP WIS 33763V109 12,641,747 598,425.88 X X
COM
FIRSTENERGY CORP 337932107 541,210 23,855.00 X X
COM
FLANDERS CORP 338494107 1,111,113 444,445.00 X X
COM
FLEETBOSTON FINL CORP 339030108 72,401,407 2,079,753.16 X X
COM
FLEETWOOD ENTERPRISES INC 339099103 200,784 9,735.00 X X
COM
FLORIDA PROGRESS CORP 341109106 428,076 10,117.00 X X
COM
FLUOR CORP 343861100 587,200 12,800.00 X X
COM
FOCAL INC 343909107 3,330,271 1,011,088.00 X X
COM
FOMENTO ECONOMICO MEXICANO 344419106 915,944 20,583.00 X X
SPONSADR RPSTG UNIT 1 SER B
FORD MTR CO DEL 345370100 61,234,718 1,147,953.00 X X
COM
FORT JAMES CORP 347471104 876,000 32,000.00 X X
COM
FORTUNE BRANDS INC 349631101 587,256 17,762.00 X X
COM
FRANKLIN RES INC 354613101 9,134,606 284,900.00 X X
COM
FREEPORT MCMORAN COPPER + GOLD 35671D857 3,798,275 179,800.00 X X
CL B
GATX 361448103 11,758,500 348,400.00 X X
COM
GPU INC 36225X100 393,712 13,234.00 X X
COM
GTE CORP 362320103 149,404,239 2,117,332.00 X X
COM
GANNETT INC 364730101 239,572,553 2,937,288.00 X X
COM
GAP INC 364760108 12,666,422 275,357.00 X X
COM
GATEWAY INC 367626108 2,328,484 32,312.00 X X
COM
GENENTECH INC 368710406 15,813,165 117,570.00 X X
COM
GENERAL COMMUNICATION INC 369385109 2,340,686 535,014.00 X X
GENERAL DYNAMICS CORP 369550108 33,868,929 642,065.00 X X
COM
GENERAL ELEC CO 369604103 4,923,261,687 31,814,292.00 X X
COM
GENERAL INSTR CORP DEL 370120107 23,729,620 279,172.00 X X
COM
GENERAL MLS INC 370334104 32,544,262 910,329.00 X X
COM
GENERAL MTRS CORP 370442105 12,071,431 166,073.00 X X
COM
GENUINE PARTS CO 372460105 1,185,864 47,793.00 X X
COM
GEORGIA PAC CORP 373298108 2,378,094 46,859.00 X X
COM
GERBER SCIENTIFIC INC 373730100 5,539,219 252,500.00 X X
COM
GETTHERE COM INC 374266104 2,487,500 1,392,538.55 X X
COM
GILEAD SCIENCES INC 375558103 8,070,038 149,100.00 X X
COM
GILLETTE CO 375766102 34,906,447 847,501.00 X X
COM
GLENBOROUGH RLTY TR INC 37803P105 5,731,188 428,500.00 X X
COM
GLOBAL LT TELECOMMUNICATIONS 37934X100 993,688 80,298.00 X X
COM
GLOBAL TELESYSTEMS GROUP INC 37936U104 3,642,599 104,823.00 X X
CDT COM
GLOBO CABO SA 37957X102 643,158 35,731.00 X X
SPONSORED ADR REPSTG PFD
GOLDEN WEST FINL CORP DEL 381317106 578,378 17,265.00 X X
COM
GOLDMAN SACHS GROUP INC 38141G104 40,290,775 427,772.00 X X
COM
GOODYEAR TIRE AND RUBBER 382550101 659,469 23,500.00 X X
COM
GRAINGER W W INC 384802104 499,497 10,447.00 X X
COM
GRUPO TELEVISION SA DE CV 40049J206 60,831,225 891,300.00 X X
SPONSORED ADR REPSTG ORD PARTN
GRUPO ELEKTRAS A DE C V 40050A102 719,687 73,814.00 X X
GLOBAL DEPOSITORY RCPT REP
GUIDANT CORP 401698105 3,057,726 65,058.00 X X
COM
HALLIBURTON CO 406216101 58,751,355 1,459,661.00 X X
COM
HARCOURT GEN INC 41163G101 299,581 7,443.00 X X
COM
HARMAN INTL INDS INC NEW 413086109 17,806,610 317,267.00 X X
COM
HARRAHS ENTMT INC 413619107 347,309 13,137.00 X X
COM
HARTFORD FINANCIAL SVCS GRP 416515104 59,046,826 1,246,371.00 X X
COM
HASBRO INC 418056107 3,659,426 193,237.00 X X
COM
HEINZ H J CO 423074103 33,758,970 847,949.00 X X
COM
HELLENIC TELECOMMUNICATIONS 423325307 15,628,981 1,309,234.00 X X
SPONSORED ADR
HELLER FINL INC 423328103 2,198,529 109,584.00 X X
CL A
HERSHEY FOODS CORP 427866108 705,823 14,879.00 X X
COM
HEWLETT PACKARD CO 428236103 62,517,277 549,455.00 X X
COM
HILTON HOTELS CORP 432848109 24,210,167 3,158,333.00 X X
COM
HOME DEPOT INC 437076102 357,299,485 5,202,039.00 X X
COM
HONEYWELL INTL INC 438516106 305,689,466 5,299,059.00 X X
COM
HOUSEHOLD INTL INC 441815107 1,913,346 51,365.00 X X
COM
HUBBELL INC 443510102 2,559,375 91,000.00 X X
CL A COM
HUBBELL INC 443510201 90,184,229 3,309,513.00 X X
CLB
IMC GLOBAL INC 449669100 327,500 20,000.00 X X
COM
IMS HEALTH INC 449934108 906,132 33,329.00 X X
COM
ITC DELTACOM 45031T104 392,484 13,955.00 X X
COM
IXL ENTERPRISES INC 450718101 16,608,930 374,075.00 X X
COM
ITT INDS INC 450911102 12,522,912 374,517.00 X X
COM
ILLINOIS TOOL WKS INC 452308109 1,701,899 25,190.00 X X
COM
ILLINOVA CORP 452317100 1,174,550 33,800.00 X X
COM
INCO LTD 453258402 582,800 24,800.00 X X
COM
INDUSTRI MATEMATIK INTL CORP 455792101 407,313 66,500.00 X X
COM
INDY MAC MTG HLDGS INC 456607100 1,593,750 125,000.00 X X
COM
INGERSOLL RAND CO 456866102 4,058,271 73,703.00 X X
COM
INTEL CORP 458140100 518,310,700 6,296,865.00 X X
COM
INTERIM SVCS INC 45868P100 10,642,500 430,000.00 X X
COM
INTERNATIONAL BUSINESS MACHS 459200101 220,251,867 2,041,322.00 X X
COM
INTERNATIONAL PAPER CO 460146103 5,998,911 106,293.00 X X
COM
INTERPUBLIC GROUP COS INC 460690100 390,136,986 6,762,938.00 X X
COM
INTERSTATE HOTRLS MGMT INC 46088R108 99,187 30,519.00 X X
COM
INTERWORLD CORP 46114Q108 4,000,000 470,588.00 X X
COM
ISPAT INTL N V 464899103 21,411,275 1,327,831.00 X X
CL A NY REGISTRY SH
IVILLAGE INC 46588H105 500,000 85,295.00 X X
COM
JACOBS ENGR GROUP INC 469814107 10,372,700 319,160.00 X X
COM
JAZZTEL PLC 47214R152 1,959,937 30,095.00 X X
ADR
JEFFERSON PILOT CORP 475070108 2,833,740 41,520.00 X X
COM
JOHNSON + JOHNSON 478160104 247,070,075 2,651,429.00 X X
COM
JOHNSON CTLS INC 478366107 1,190,394 20,930.00 X X
COM
JONES APPAREL GROUP INC 480074103 33,165,982 1,222,709.00 X X
COM
KLA TENCOR CORP 482480100 987,896 8,870.00 X X
COM
KANSAS CITY SOUTHN INDS INC 485170104 1,231,313 16,500.00 X X
COM
KAUFMAN + BROAD HOME CORP 486168107 293,564 12,137.00 X X
COM
KEEBLER FOODS CO 487256109 897,188 31,900.00 X X
COM
KELLOGG CO 487836108 2,100,303 68,164.00 X X
COM
KERR MCGEE CORP 492386107 576,414 9,297.00 X X
COM
KEYCORP NEW 493267108 1,011,998 45,740.00 X X
COM
KIMBERLY CLARK CORP 494368103 32,423,561 495,489.00 X X
COM
KMART FING I 498778208 3,478,125 79,500.00 X X
TR CONV PFD SECS
KNIGHT RIDDER INC 499040103 50,749,207 852,377.00 X X
COM
KOHLS CORP 500255104 1,182,720 16,384.00 X X
COM
KOREA TELECOM 50063P103 45,608,339 610,145.00 X X
SPONSORED ADR
KROGER CO 501044101 23,459,303 1,242,877.00 X X
COM
LSI LOGIC CORP 502161102 1,008,248 14,937.00 X X
COM
LASER VISION CTRS INC 51807H100 1,056,250 100,000.00 X X
LAUDER ESTEE COS INC 518439104 3,248,175 64,400.00 X X
CL A
LEAR CORP 521865105 2,112,000 66,000.00 X X
COM
LEGGETT + PLATT INC 524660107 454,475 21,200.00 X X
COM
LEHMAN BROTHERS HLDGS INC 524908100 6,995,780 82,607.00 X X
COM
LEXMARK INTL GROUP INC 529771107 3,819,100 42,200.00 X X
CL A
LILLY ELI + CO 532457108 60,247,271 905,974.00 X X
COM
LIMITED INC 532716107 952,139 21,983.00 X X
COM
LINCARE HLDGS INC 532791100 67,662,097 1,950,619.00 X X
COM
LINCOLN NATL CORP IN 534187109 27,935,400 698,385.00 X X
COM
LIZ CLAIBORNE INC 539320101 263,112 6,993.00 X X
COM
LOEWS CORP 540424108 54,145,084 892,195.00 X X
COM
LOUISIANA PAC CORP 546347105 225,000 16,000.00 X X
COM
LOWES COS INC 548661107 172,723,508 2,890,770.00 X X
USD0.50
LUCENT TECHNOLOGIES INC 549463107 153,840,795 2,052,515.00 X X
COM
MBNA CORP 55262L100 7,610,952 279,301.00 X X
COM
MCI WORLDCOM INC 55268B106 193,350,650 3,643,828.50 X X
COM
MGIC INVT CORP WIS 552848103 3,877,339 64,421.00 X X
COM
MATAV RT 559776109 1,019,664 28,324.00 X X
ADR
MANDALAY RESORT GROUP 562567107 4,628,750 230,000.00 X X
COM
MANOR CARE INC NEW 564055101 4,280,000 267,500.00 X X
COM
MARSH + MCLENNAN COS INC 571748102 115,452,040 1,206,553.00 X X
COM
MARRIOTT INTL INC NEW 571903202 2,024,261 64,135.00 X X
CL A
MARTIN MARIETTA MATLS INC 573284106 76,349,216 1,862,176.00 X X
COM
MASCO CORP 574599106 47,206,001 1,860,335.00 X X
COM
MAY DEPT STORES CO 577778103 1,683,869 52,213.00 X X
COM
MAYTAG CORP 578592107 478,752 9,974.00 X X
COM
MCDONALDS CORP 580135101 196,796,998 4,881,786.00 X X
COM
MCGRAW HILL COS INC 580645109 8,789,389 142,627.00 X X
COM
MCKESSON HBOC INC 58155Q103 407,250 18,100.00 X X
COM
MEAD CORP 582834107 29,498,059 679,092.00 X X
COM
MEDIAONE GROUP INC 58440J104 17,694,758 230,363.00 X X
COM
MEDTRONIC INC 585055106 10,159,212 278,812.00 X X
COM
MELLON FINL CORP 58551A108 1,851,191 54,346.89 X X
COM
MERCK + CO INC 589331107 501,492,562 7,468,953.00 X X
COM
MEREDITH CORP 589433101 243,663 5,845.00 X X
COM
MERRILL LYNCH + CO INC 590188108 3,191,119 38,303.00 X X
COM
METROMEDIA INTER. GRP, INC 591695101 2,354,404 495,664.00 X X
COM
METTLER TOLEDO INTL INC 592688105 18,914,269 495,300.00 X X
COM
MICROSOFT CORP 594918104 675,637,558 5,787,045.47 X X
COM
MICRON TECHNOLOGY INC 595112103 2,016,328 25,809.00 X X
COM
MILLIPORE CORP 601073109 477,598 12,365.00 X X
COM
MINERALS TECHNOLOGIES INC 603158106 7,583,751 189,298.00 X X
COM
MINIMED INC 60365K108 2,573,639 35,135.00 X X
COM
MINNESOTA MNG + MFG CO 604059105 6,912,520 70,626.00 X X
COM
MOLEX INC 608554101 969,356 17,100.00 X X
COM
MOLEX INC 608554200 173,106,273 3,825,553.00 X X
CL A
MONSANTO CO 611662107 5,117,175 144,400.00 X X
COM
MONSANTO CO 611662305 2,318,750 70,000.00 X X
ADJ CONVERSION RATE EQUITY
MONTANA PWR CO 612085100 887,138 24,600.00 X X
COM
MORGAN J P + CO INC 616880100 2,299,257 18,158.00 X X
COM
MORGAN STANLEY DEAN WITTER+CO 617446448 248,970,846 1,744,104.00 X X
COM NEW
MOTOROLA INC 620076109 11,922,244 80,966.00 X X
COM
NTL INC 629407107 311,732,037 2,498,854.00 X X
COM
NABISCO GROUP HLDG CORP 62952P102 1,938,000 182,400.00 X X
COM
NABISCO HLDGS CORP 629526104 1,389,150 44,100.00 X X
CL A
NABORS INDUSTRIES INC 629568106 52,777,612 1,705,943.00 X X
COM
NATIONAL CITY CORP 635405103 1,522,538 64,276.00 X X
COM
NATIONAL SEMICONDUCTOR CORP 637640103 716,039 16,725.00 X X
COM
NATIONAL SVC INDS INC 637657107 3,109,831 105,418.00 X X
NAVISTAR INTL CORP INC 63934E108 377,880 8,040.00 X X
COM
NEIMAN MARCUS GROUP 640204202 5,316,506 190,300.00 X X
CL A
NETIA HLDGS S A 64114B104 440,008 24,965.00 X X
SPONSORED ADR
NETWORK APPLIANCE INC 64120L104 1,244,609 14,984.00 X X
COM
NEW CENTY ENERGIES INC 64352U103 37,869,181 1,246,722.00 X X
COM
NEW YORK TIMES CO 650111107 2,250,220 45,806.00 X X
CL A
NEWELL RUBBERMAID INC 651229106 833,373 28,737.00 X X
COM
NEWMONT MNG CORP 651639106 49,562,896 2,022,975.34 X X
COM
NEXTEL COMMUNICATIONS INC 65332V103 9,571,856 92,818.00 X X
CL A
NEXT LEVEL COMMUNICATIONS INC 65333U104 374,375 5,000.00 X X
CL A
NIAGARA MOHAWK HLDGS INC 653520106 5,567,697 399,476.00 X X
COM
NICE SYS LTD 653656108 489,514 9,952.00 X X
SPONSORED ADR
NIKE INC 654106103 3,004,330 60,617.00 X X
CL B
NOBLE AFFILIATES INC 654894104 600,250 28,000.00 X X
COM
NOKIA CORP 654902204 39,932,063 209,000.00 X X
SPONSORED ADR
NORDSTROM INC 655664100 409,159 15,550.00 X X
COM
NORTEL NETWORKS CORP 656569100 387,939,081 3,840,981.00 X X
COM
NORTHEAST UTILS 664397106 3,906,875 190,000.00 X X
COM
NORTHERN TRUST CORP 665859104 1,233,628 23,276.00 X X
COM
NOVELL INC 670006105 1,469,221 36,788.00 X X
COM
NSTAR 67019E107 546,750 13,500.00 X X
COM
NUCOR CORP 670346105 1,204,231 21,970.00 X X
COM
NUEVO GURPO IUSACELL SA DE CV 670512102 877,862 58,769.00 X X
SPONSORED ADR REPSTG SER V SHS
OAK INDS INC 671400505 27,592,500 260,000.00 X X
COM NEW
OCCIDENTAL PETE CORP 674599105 830,054 38,384.00 X X
COM
OCEAN ENERGY INC TEX 67481E106 884,585 114,140.00 X X
COM
OCULAR SCIENCES INC 675744106 6,623,105 350,893.00 X X
COM
OFFICE DEPOT INC 676220106 5,938,944 539,904.00 X X
COM
OLD KENT FINL CORP 679833103 463,413 13,100.00 X X
COM
OMNICARE INC 681904108 8,743,488 728,624.00 X X
COM
OMNICOM GROUP 681919106 4,619,400 46,194.00 X X
COM
ORACLE CORP 68389X105 39,369,573 351,318.00 X X
COM
OWENS ILL INC 690768403 593,981 23,700.00 X X
COM NEW
PECO ENERGY CO 693304107 7,643,541 219,958.00 X X
COM
PE CORP 69332S102 1,215,517 10,103.00 X X
COM PE BIOSYSTEMS GROUP
PNC BK CORP 693475105 38,566,415 866,661.00 X X
COM
PPG INDS INC 693506107 47,024,853 751,646.00 X X
COM
PACCAR INC 693718108 1,575,176 35,547.00 X X
COM
PACTIV CORP 695257105 1,881,688 177,100.00 X X
COM
PALL CORP 696429307 658,497 30,539.00 X X
COM
PARAMETRIC TECHNOLOGY CORP 699173100 709,768 26,227.00 X X
PARKER HANNIFIN CORP 701094104 17,901,392 348,870.00 X X
COM
PARTNER COMMUNICATION CO LTD 70211M109 1,368,451 52,887.00 X X
ADR
PATHWAYS GROUP INC 70321D106 690,909 290,909.00 X X
COM
PAYCHEX INC 704326107 1,017,320 25,433.00 X X
COM
PEPSI GEMEX S A DE C V 713435105 284,917 44,259.00 X X
GLOBAL DEPOS RCPT REP ORD PART
PEPSICO INC 713448108 157,344,650 4,463,678.00 X X
COM
PERKINELMER INC 714046109 21,576,450 517,576.00 X X
COM
PHARMACIA + UPJOHN INC 716941109 78,144,210 1,736,538.00 X X
COM
PFIZER INC 717081103 95,970,009 2,958,613.00 X X
COM
PHELPS DODGE CORP 717265102 730,778 10,846.43 X X
COM
PHILIP MORRIS COS INC 718154107 54,233,144 2,349,421.00 X X
COM
PHILIPPINE LONG DIST TEL CO 718252604 569,250 22,000.00 X X
SPONSORED ADR
PHILLIPS PETE CO 718507106 1,281,737 27,271.00 X X
COM
PILOT NETWORK SVCS INC 721596104 10,800,000 450,000.00 X X
COM
PINNACLE WEST CAP CORP 723484101 1,842,919 60,300.00 X X
COM
PITNEY BOWES INC 724479100 103,979,998 2,152,238.00 X X
COM
POHANG IRON + STEEL LTD 730450103 13,053,495 372,957.00 X X
SPONSORED ADR
POTLATCH CORP 737628107 329,957 7,394.00 X X
COM
PRAXAIR INC 74005P104 5,801,132 115,302.00 X X
COM
PRICE T ROWE + ASSOC INC 741477103 483,881 13,100.00 X X
COM
PROCTER + GAMBLE CO 742718109 179,659,711 1,639,792.00 X X
COM
PRODIGY COMMUNICATION CORP 74283P107 436,034 22,505.00 X X
COM
PROGRESSIVE CORP OHIO 743315103 10,237,500 140,000.00 X X
COM
PROSOFT DEV INC 743477101 4,234,702 408,164.00 X X
COM
PROVIDIAN FINL CORP 74406A102 1,337,617 14,689.00 X X
COM
PUBLIC SVC ENTERPRISE GROUP 744573106 842,114 24,190.00 X X
COM
PULTE CORP 745867101 290,520 12,912.00 X X
COM
QUAKER OATS CO 747402105 3,614,756 55,082.00 X X
COM
QUALCOMM INC 747525103 20,898,288 118,656.00 X X
COM
QUANTUM CORP 747906204 1,663,750 110,000.00 X X
DSSG COM
QUANTUM CORP 747906303 1,422,188 205,000.00 X X
HDDG COM
QUINTILES TRANSNATIONAL CORP 748767100 237,331 12,700.00 X X
COM
QWEST COMMUNICATIONS INTL INC 749121109 15,179,000 353,000.00 X X
COM
RALSTON PURINA CO 751277302 80,983,621 2,905,242.00 X X
COM RALSTON PURINA GROUP
RAYONIER INC 754907103 26,840,396 555,558.00 X X
COM
REDWOOD TR INC. 758075402 2,312,500 185,000.00 X X
COM
RELIANT ENERGY INC 75952J108 10,389,985 454,207.00 X X
COM
RELIASTAR FINL CORP 75952U103 24,119,710 615,495.00 X X
COM
REPUBLIC NY CORP 760719104 799,128 11,099.00 X X
COM
RESOURCE BANCSHARES MTG GRP IN 761197102 997,713 220,185.00 X X
RETEK INC 76128Q109 376,250 5,000.00 X X
COM
REUTERS GROUP PLC 76132M102 19,088,559 236,208.00 X X
SPONSORED ADR
REYNOLDS + REYNOLDS CO 761695105 4,358,925 193,730.00 X X
CL A
REYNOLDS METALS CO 761763101 1,309,598 17,091.00 X X
COM
RIGHT START INC 766574206 367,500 17,500.00 X X
COM NEW
ROCKWELL INTL CORP NEW 773903109 981,916 20,510.00 X X
COM
ROHM + HAAS CO 775371107 6,902,024 169,635.00 X X
COM
ROYAL DUTCH PETE CO 780257804 170,829,139 2,823,619.00 X X
NY REGISTRY SH PAR N GLDR 1.25
RYANAIR HOLDGS PLC 783513104 331,963 6,022.00 X X
SPONSORED ADR
RYDER SYS INC 783549108 205,226 8,398.00 X X
COM
SBC COMMUNICATIONS INC 78387G103 347,301,801 7,124,139.50 X X
COM
SLM HLDG CORP 78442A109 749,853 17,748.00 X X
COM
SAFETY KLEEN CORP NEW 78648R203 2,262,500 200,000.00 X X
COM NEW
SAFEWAY INC 786514208 4,347,200 121,600.00 X X
COM NEW
ST PAUL COS INC 792860108 27,351,252 811,911.00 X X
COM
SAKS INC 79377W108 2,096,673 134,726.00 X X
COM
SARA LEE CORP 803111103 60,195,568 2,728,411.00 X X
COM
HENRY SCHEIN INC 806407102 30,532,618 2,293,530.00 X X
COM STK
SCHERING PLOUGH CORP 806605101 135,270,238 3,195,055.00 X X
COM
SCHLUMBERGER LTD 806857108 198,026,164 3,524,582.00 X X
COM
SCHWAB CHARLES CORP 808513105 4,368,609 114,212.00 X X
NEW COM STK
SCIENTIFIC ATLANTA INC 808655104 434,484 7,776.00 X X
COM
SCRIPPS E W CO OH 811054204 2,903,850 64,800.00 X X
CL A
SEAGATE TECHNOLOGY 811804103 1,079,552 23,185.00 X X
COM
SEAGRAM LTD 811850106 3,870,025 86,481.00 X X
COM
SEALED AIR CORP NEW 81211K100 15,337,174 296,013.00 X X
COM
SEARS ROEBUCK + CO 812387108 6,511,592 214,221.00 X X
COM
SHERWIN WILLIAMS CO 824348106 13,603,590 647,790.00 X X
COM
SHIRE PHARMACEUTICALS GROUP PL 82481R106 13,128,938 450,779.00 X X
SPONSORED ADR
SIGMA ALDRICH 826552101 310,065 10,314.00 X X
COM
SMURFIT STONE CONTAINER CORP 832727101 1,053,500 43,000.00 X X
COM
SNAP ON INC 833034101 417,589 15,721.00 X X
COM
SOLECTRON CORP 834182107 5,996,585 63,039.00 X X
COM
SOUTHERN CO 842587107 4,180,721 177,903.00 X X
COM
SOUTHTRUST CORP 844730101 3,214,063 85,000.00 X X
COM
SOUTHWEST AIRLS CO 844741108 5,159,355 319,960.00 X X
COM
SPRINT CORP 852061100 101,122,761 1,502,288.00 X X
COM
SPRINT CORP 852061506 11,654,763 113,705.00 X X
PCS COM SER 1
STANLEY WORKS 854616109 14,709,465 488,281.00 X X
COM
STAPLES INC 855030102 2,320,514 111,832.00 X X
COM
STATE STREET CORPORATION 857477103 68,084,094 931,861.00 X X
COM
STET HELLAS TELECOMMUNICATIONS 859823106 3,442,657 112,874.00 X X
ADR
SUN MICROSYSTEMS INC 866810104 125,176,247 1,616,481.00 X X
COM
SUNBEAM CORP DEL NEW 867071102 942,188 225,000.00 X X
COM
SUNGARD DATA SYS INC 867363103 7,148,750 301,000.00 X X
COM
SUNTRUST BKS INC 867914103 2,273,703 33,042.00 X X
COM
SUPERVALU INC 868536103 247,640 12,382.00 X X
COM
SYBRON INTL CORP WISCONSIN 87114F106 80,615,303 3,265,430.00 X X
COM
SYNOPSYS INC 871607107 14,484,750 217,000.00 X X
COM
SYSCO CORP 871829107 12,461,871 314,992.00 X X
COM
TJX COS INC NEW 872540109 700,598 34,280.00 X X
COM
TRW INC 872649108 1,631,409 31,411.00 X X
COM
TANDY CORP 875382103 1,725,104 35,072.00 X X
COM
TELE CENTRO SUL PARTICIPACOES 879239101 1,275,945 14,060.00 X X
SPONSORED ADR REPSTG PFD
TELE NORTE LESTE PARTICIPACOES 879246106 1,487,135 58,319.00 X X
SPONSORED ADR REPSTG PFD
TELE SUDESTE CELULAR PARTICIPA 879252104 1,026,241 26,441.00 X X
SPONSORED ADR REPSTG PFD
TELECOM ARGENTINA STET FRANCE 879273209 606,465 17,707.00 X X
SPONSORED ADR REPSTG CL B SHS
TELECOMUNICACOES BRASILEIRAS 879287308 9,395,675 72,979.00 X X
SPNSD ADR REPSTG ADR FOR PFD
TELEFONOS DE MEXICO S A 879403780 3,400,425 30,226.00 X X
SPONSORED ADR REPSTG SH ORD L
TELEPHONE + DATA SYS INC 879433100 6,476,400 51,400.00 X X
COM
TELESP CELULAR PARTICIPACOES 87952L108 228,232 5,386.00 X X
SPONSORED ADR REPSTG PFD
TELLABS INC 879664100 2,582,712 40,237.00 X X
COM
TEMPLE INLAND INC 879868107 941,653 14,281.00 X X
COM
TENET HEALTHCARE CORP 88033G100 13,735,092 584,472.00 X X
COM
TERADYNE INC 880770102 1,247,400 18,900.00 X X
COM
TEVA PHARMACEUTICAL INDS LTD 881624209 68,106,136 950,042.00 X X
ADR
TEXACO INC 881694103 32,210,082 593,051.00 X X
COM
TEXAS INSTRS INC 882508104 51,633,086 533,980.00 X X
COM
TEXAS UTILS CO 882848104 21,912,368 616,165.00 X X
COM
TEXTRON INC 883203101 131,498,357 1,714,730.00 X X
COM
THERMO ELECTRON CORP 883556102 8,400,000 560,000.00 X X
COM
TIFFANY + CO NEW 886547108 28,560,000 320,000.00 X X
COM
TIME WARNER INC 887315109 98,509,678 1,361,214.00 X X
COM
TIMES MIRROR CO NEW 887364107 412,988 6,164.00 X X
COM SER A
TIMKEN CO 887389104 2,175,245 106,434.00 X X
COM
TORCHMARK INC 891027104 2,621,408 90,199.00 X X
COM
TOSCO CORP 891490302 20,113,313 739,800.00 X X
COM NEW
TRAMMELL CROW CO 89288R106 232,500 20,000.00 X X
COM
TRANSKARYOTIC THERAPIES INC 893735100 7,796,250 202,500.00 X X
COM
TRANSMONTAIGNE INC 893934109 1,151,500 164,500.00 X X
COM
TRAVELERS PPTY CAS CORP 893939108 2,568,750 75,000.00 X X
CL A
TRICON GLOBAL RESTAURANTS INC 895953107 619,506 16,039.00 X X
COM
TRIBUNE CO NEW 896047107 1,399,138 25,410.00 X X
COM
TRICOM SA 89612A100 1,845,580 83,890.00 X X
SPONSORED ADR REPSTG CL A
TRIPATH IMAGING INC 896942109 4,229,807 1,206,362.00 X X
COM
TUBOS DE ACERO DE MEXICO S A 898592506 471,568 34,770.00 X X
ADR NEW
TV AZTECA S A DE C V 901145102 1,030,581 114,509.00 X X
SPONSORED ADR
TYCO INTL LTD NEW 902124106 49,662,132 1,273,388.00 X X
COM
USX MARATHON GROUP 902905827 40,507,448 1,640,808.00 X X
COM NEW
US BANCORP DEL 902973106 39,890,557 1,675,194.00 X X
COM
USX U S STL GROUP 90337T101 399,300 12,100.00 X X
UNIBANCO UNIAO DE BARNCOS BRAS 90458E107 35,101,771 1,165,204.00 X X
GLOBAL DEPOSITORY RCPT REPSTG
UNILEVER N V 904784709 11,925,841 219,074.00 X X
NY SHS NEW
UNICOM CORP 904911104 2,496,621 74,526.00 X X
COM
UNION CARBIDE CORP 905581104 913,674 13,688.00 X X
COM
UNION PAC CORP 907818108 1,103,765 25,265.00 X X
COM
UNISYS CORP 909214108 115,597,398 3,619,488.00 X X
COM
UNITED HEALTHCARE CORP 910581107 12,108,994 227,934.00 X X
COM
UNITED PARCEL SVC INC 911312106 20,682,405 299,745.00 X X
CL B
UNITED RENTALS INC 911363109 5,873,875 343,000.00 X X
COM
US AIRWAYS GROUP INC 911905107 292,057 9,109.00 X X
COM
U S INDS INC NEW 912080108 6,951,000 496,500.00 X X
COM
U S WEST INC NEW 91273H101 75,931,560 1,054,605.00 X X
COM
UNITED TECHNOLOGIES CORP 913017109 67,910,570 1,044,778.00 X X
COM
UNITEDGLOBALCOM 913247508 606,245 8,584.00 X X
CL A
UNOCAL CORP 915289102 73,713,050 2,196,292.00 X X
COM
UNUMPROVIDENT CORP 91529Y106 54,138,173 1,688,520.00 X X
COM
USWEB CORP 917327108 1,510,875 34,000.00 X X
COM
V F CORP 918204108 410,550 13,685.00 X X
COM
VARIAN MED SYS INC 92220P105 3,725,072 124,950.00 X X
COM
VARIAN INC 922206107 1,687,500 75,000.00 X X
COM
VARIAN SEMICONDUCTOR EQUIP INC 922207105 4,248,300 124,950.00 X X
COM
VIAD CORP 92552R109 20,348,750 730,000.00 X X
COM
VIASOFT INC 92552U102 143,211 25,180.00 X X
COM
VIACOM INC 925524100 305,874 5,061.00 X X
CL A
VIACOM INC 925524308 12,337,167 204,131.00 X X
CL B
VIATEL INC 925529208 240,079 4,477.00 X X
COM
VINA CONCHA Y TORO S A 927191106 503,624 13,297.00 X X
SPONSORED ADR
VODAFONE AIRTOUCH PLC 92857T107 125,501,261 2,535,379.00 X X
SPONSORED ADR
VULCAN MATLS CO 929160109 607,050 15,200.00 X X
COM
WACHOVIA CORP NEW 929771103 13,295,700 195,525.00 X X
WADDELL + REED FINL INC 930059100 9,930,652 366,107.00 X X
CL A
WAL MART STORES INC 931142103 355,801,030 5,147,212.00 X X
COM
WALGREEN CO 931422109 4,485,429 153,348.00 X X
COM
WARNER LAMBERT CO 934488107 88,854,582 1,084,419.00 X X
COM
WASHINGTON MUT INC 939322103 1,598,583 61,781.00 X X
COM
WASTE MGMT INC DEL 94106L109 86,589,181 5,037,916.00 X X
COM
WATSON PHARMACEUTICALS INC 942683103 106,485,783 2,973,425.00 X X
COM
WELLPOINT HEALTH NETWORKS INC 94973H108 1,259,406 19,100.00 X X
COM
WELLS FARGO + CO NEW 949746101 115,430,866 2,854,550.00 X X
COM
WENDYS INTL INC 950590109 277,576 13,337.00 X X
COM
WESTVACO CORP 961548104 10,792,872 330,816.00 X X
COM
WEYERHAEUSER CO 962166104 9,755,010 135,840.00 X X
COM
WHIRLPOOL CORP 963320106 507,553 7,801.00 X X
COM
WILLAMETTE INDS INC 969133107 1,315,574 28,330.00 X X
COM
WILLIAMS COS INC 969457100 6,434,201 210,526.00 X X
COM
WISCONSIN CENT TRANSN CORP 976592105 3,643,175 271,120.00 X X
COM
WORTHINGTON INDS IN 981811102 220,281 13,300.00 X X
COM
WRIGLEY WM JR CO 982526105 1,008,852 12,164.00 X X
COM
WYNDHAM INTL INC 983101106 2,689,519 915,581.00 X X
CL A
XILINX INC 983919101 3,801,188 83,600.00 X X
COM
XEROX CORP 984121103 30,189,939 1,330,686.00 X X
COM
YAHOO INC 984332106 32,191,950 74,400.00 X X
COM
YOUNG + RUBICAM INC 987425105 7,075,000 100,000.00 X X
COM
ZALE CORP NEW 988858106 10,100,700 208,800.00 X X
COM
ZEBRA TECHNOLOGIES CORP 989207105 3,319,700 56,747.00 X X
CL A
--------------
STOCK TOTAL 28,382,064,067
--------------
GRAND TOTAL 28,382,064,067
</TABLE>
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