RULES AND REGULATIONS
---------------------
FORM 13F
Information Required of Institutional Investment
Managers Pursuant to Section 13(f) of the Securities
Exchange Act of 1934 and Rules Thereunder
Securities and Exchange Commission
Washington, D.C. 20549
Report for the Quarter Ending March 31, 2000
(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-____________ _______________________________________
[Repeat as necessary.]
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
----------------
Form 13F Information Table Entry Total: 651
----------------
Form 13F Information Table Value Total: $ 28,840,343,117
----------------
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 EXCHANGE COMMISSION
GEIC - SEC 13F WORKSHEET
AS OF 03/31/00
ITEM 8
ITEM 4 ITEM 5 ITEM 6 VOTING
ITEM 1 & 2 ITEM 3 FAIR SHARES OR INVESTMENT ITEM 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 956,175 41,800.00 X X
COM
BRILLIANCE CHINA AUTOMOTIVE G1368B102 591,234 219,994.00 X X
SHS
CORECOMM LTD G2422R109 6,373,400 144,850.00 X X
SHS
EL STIO INC G30177102 632,642 29,511.00 X X
COM
GLOBAL CROSSING LTD G3921A100 46,336,665 1,131,888.00 X X
SHS
OPENTV CORP G67543101 238,526 2,015.00 X X
CL A
RENAISSANCERE HOLDINGS G7496G103 11,412,300 349,000.00 X X
SANTA FE INTERNATIONAL CORP G7805C108 2,220,000 60,000.00 X X
SHS
TRANSOCEAN SEDCO FOREX INC G90078109 26,559,658 517,606.00 X X
SHS
AUDIO CODES LTD M15342104 1,065,882 10,619.00 X X
SHS
BACKWEB TECHNOLOGIES LTD M15633106 4,541,250 1,316,304.00 X X
SHS
E SIM LTD M40990109 864,000 38,400.00 X X
SHS
FUNDTECH LTD M47095100 3,257,436 125,286.00 X X
SHS
GALILEO TECHNOLOGY LTD M47298100 1,215,523 66,604.00 X X
SHS
ORBOTECH LTD M75253100 3,190,220 37,532.00 X X
COM
ORCKIT COMMUNICATIONS LTD M7531S107 1,724,044 25,732.00 X X
COM
TECNOMATIX TECHNOLGIES LTD M8743P105 653,184 15,059.00 X X
TTI TEAM TELECOME M88258104 1,346,499 40,803.00 X X
SHS
CNH GLOBAL N V N20935107 893,688 90,500.00 X X
SHS
INDIGO N44495104 1,503,772 222,781.00 X X
KPNQWEST B V N50919104 6,829,261 125,885.00 X X
SHS C
SAPIENS INTL CORP NV N7716A102 2,490,107 203,274.00 X X
BANCO LATINOAMERICANO DE EXP P16994132 340,817 12,861.00 X X
CL E
PANAMERICAN BEVERAGES INC P74823108 6,329,525 359,122.00 X X
CL A
ADC TELECOMMUNICATIONS INC 00886101 16,443,728 305,220.00 X X
COM
AFLAC INC 01055102 26,939,102 591,256.00 X X
COM
AES CORP 0130H105 6,359,141 80,751.00 X X
COM
AMR CORP DEL 01765106 2,739,752 85,953.00 X X
COM
AT + T CORP 01957109 172,835,156 3,072,625.00 X X
COM
AT+T CORP 01957208 290,625,694 4,905,075.00 X X
COM LIBERTY MEDIA GRP CL A
AXA FINL INC 02451102 47,015,264 1,310,530.00 X X
COM
ABBOTT LABS 02824100 140,788,425 4,001,092.00 X X
COM NPV
ACNIELSON CORP 04833109 6,763,343 300,593.00 X X
COM
ACXIOM CORP 05125109 8,063,125 242,500.00 X X
COM
ADAPTEC INC 0651F108 428,738 11,100.00 X X
COM
ADOBE SYS INC 0724F101 4,033,297 36,234.00 X X
COM
ADVANCED MICRODEVICES INC 07903107 860,160 15,074.00 X X
COM
AETNA INC 08117103 2,865,345 51,454.00 X X
COM
AFTERMARKET TECHNOLOGY CORP 08318107 20,381,520 2,038,152.00 X X
COM
AGILENT TECHNOLOGIES INC 0846U101 27,040,000 260,000.00 X X
COM
AIR PRODS + CHEMS INC 09158106 3,602,178 126,670.00 X X
COM
AIRGAS INC 09363102 7,967,215 958,462.00 X X
COM
ALBERTO CULVER CO 13068200 1,618,750 74,000.00 X X
CL A
ALBERTSONS INC 13104104 1,377,950 44,450.00 X X
COM
ALCAN ALUM LTD 13716105 786,307 23,212.00 X X
COM
ALCOA INC 13817101 7,969,160 113,440.00 X X
COM
ALLEGHANY CORP DEL 17175100 27,346,510 145,460.16 X X
COM
ALLEGHENY TECHNOLOGIES INC 1741R102 205,059 10,221.00 X X
COM
ALLERGAN INC 18490102 16,124,850 322,497.00 X X
COM
ALLSTATE CORP 20002101 13,898,166 583,650.00 X X
COM
ALLTEL CORP 20039103 41,259,650 654,266.00 X X
COM
ALTERA CORP 21441100 4,685,625 52,500.00 X X
ALZA CORP 22615108 389,448 10,368.00 X X
COM
AMBASSADORS INTL INC 23178106 2,600,000 200,000.00 X X
COM
AMERADA HESS CORP 23551104 631,192 9,767.00 X X
COM NPV
AMERICA ONLINE INC DEL 2364J104 34,588,424 514,326.00 X X
COM
AMERICAN EXPRESS CO 25816109 206,351,417 1,385,490.00 X X
COM
AMERICAN GEN CORP 26351106 2,364,041 42,121.00 X X
COM
AMERICAN HOME PRODUCTS CORP 26609107 79,933,747 1,490,606.00 X X
COM
AMERICAN INTL GROUP INC 26874107 232,831,821 2,126,318.00 X X
COM
AMERISOURCE HEALTH CORP 3071P102 9,489,000 632,600.00 X X
CL A
AMETEK AEROSPACE PRODS INC 31100100 2,760,450 143,400.00 X X
COM
AMGEN INC 31162100 84,284,937 1,373,278.00 X X
COM
ANADARKO PETE CORP 32511107 39,035,185 1,008,987.00 X X
COM
ANALOG DEVICES INC 32654105 243,131,744 3,017,927.00 X X
COM
ANHEUSER BUSCH COS INC 35229103 67,971,896 1,091,918.00 X X
COM
ANTENNA TV SA 3672N100 3,758,326 160,784.00 X X
SPONSORED ADR
AON CORP 37389103 9,555,578 296,297.00 X X
COM
APACHE CORP 37411105 5,463,296 109,815.00 X X
COM
APPLE COMPUTER 37833100 2,246,339 16,540.00 X X
COM NPV
APPLIED MATERIALS INC 38222105 380,290,833 4,034,916.00 X X
COM
APPLIED PWR INC 38225108 1,541,850 54,100.00 X X
COM CLASS A
APPLIEDTHEORY CORP 3828R104 1,040,000 65,000.00 X X
COM
ARACRUZ CELULOSE S A 38496204 1,187,178 56,032.00 X X
SPONSORED ADR
ARADIGM CORP 38505103 7,911,061 378,973.00 X X
COM
ARCH COAL INC 39380100 189,495 27,070.67 X X
COM
ARCHER DANIELS MIDLAND CO 39483102 5,706,250 550,000.00 X X
COM
ASHLAND INC 44204105 3,678,125 110,000.00 X X
COM
AT HOME CORP 45919107 823,438 25,000.00 X X
COM SER A
ASSOCIATES FIRST CAP CORP 46008108 64,076,473 2,988,990.00 X X
CL A
ATLANTIC RICHFIELD CO 48825103 5,154,230 60,638.00 X X
COM
ATMEL CORP 49513104 7,713,498 149,414.00 X X
COM
AUTODESK INCORPORATED 52769106 219,583 4,826.00 X X
COM STK NPV
AUTOLIV 52800109 1,481,280 49,376.00 X X
COM
AUTOMATIC DATA PROCESSING INC 53015103 176,907,998 3,666,487.00 X X
COM
AUTOZONE INC 53332102 418,970 15,098.00 X X
COM
AVERY DENNISON CORP 53611109 12,451,010 203,906.00 X X
COM
AVON PRODS INC 54303102 44,462,138 1,529,880.00 X X
COM
BB+T CORP 54937107 907,120 32,325.00 X X
COM
BJ SVCS CO 55482103 1,137,675 15,400.00 X X
COM
BP AMOCO PLC 55622104 81,680,698 1,539,330.00 X X
SPONSORED ADR
BMC SOFTWARE INC 55921100 1,659,346 33,607.00 X X
COM
BAKER HUGHES INC 57224107 57,987,738 1,916,950.00 X X
COM
BANK AMER CORP 60505104 162,348,388 3,096,036.00 X X
COM
BANK NEW YORK INC 64057102 44,822,164 1,078,428.00 X X
COM
BANK ONE CORP 6423A103 14,781,284 430,001.00 X X
COM
BARD C R INC 67383109 621,128 16,055.00 X X
COM
BARRICK GOLD CORP 67901108 28,610,517 1,823,778.00 X X
COM
BAUSCH + LOMB INC 71707103 862,659 16,530.00 X X
COM
BAXTER INTL INC 71813109 16,946,187 270,328.00 X X
COM
BEA SYS INC 73325102 17,103,713 233,100.00 X X
COM
BEAR STEARNS COS INC 73902108 2,766,563 60,637.00 X X
COM
BECTON DICKINSON + CO 75887109 1,778,120 67,577.00 X X
COM
BED BATH + BEYOND INC 75896100 933,109 23,698.00 X X
COM
BELL ATLANTIC CORP 77853109 99,166,633 1,622,358.00 X X
COM
BELLSOUTH CORP 79860102 21,436,136 456,088.00 X X
COM
BERGEN BRUNSWIG CORP 83739102 1,794,420 265,840.00 X X
CLASS A
BERKSHIRE HATHAWAY INC DEL 84670207 71,895,460 39,503.00 X X
CL B
BESTFOODS 8658U101 26,150,399 558,620.00 X X
COM
BIOGEN INC 90597105 1,614,113 23,100.00 X X
COM
BIOMET INC 90613100 438,319 12,050.00 X X
COM
BLACK + DECKER CORPORATION 91797100 371,418 9,888.00 X X
COM
BLACKROCK INC 9247X101 17,251,198 851,911.00 X X
CL A
BLOCK H + R INC 93671105 468,085 10,460.00 X X
COM
BOEING CO 97023105 29,816,409 785,935.00 X X
COM
BOSTON SCIENTIFIC CORP 101137107 2,053,800 96,366.00 X X
COM
BOWATER INC 102183100 9,340,625 175,000.00 X X
COM
BRISTOL MYERS SQUIBB CO 110122108 347,557,460 6,018,311.00 X X
COM
BROADWING INC 111620100 226,223,760 7,604,160.00 X X
COM
BROADWING INC 111620209 85,776,706 322,349.00 X X
JR PFD CONV 7.25PCT
BROWN FORMAN CORP 115637209 392,930 7,218.00 X X
CLASS B
BURLINGTON NORTHN SANTA FE 12189T104 67,570,701 3,054,043.00 X X
COM
BURLINGTON RES INC 122014103 49,212,479 1,330,067.00 X X
COM
CBS CORP 12490K107 20,920,919 369,464.36 X X
COM
CIGNA CORP 125509109 2,930,389 38,685.00 X X
COM
CIT GROUP INC 125577106 7,367,100 377,800.00 X X
CL A
CK WITCO CORP 12562C108 3,361,875 330,000.00 X X
COM
CVS CORP 126650100 108,747,832 2,895,117.00 X X
COM
CABOT CORP 127055101 5,337,500 175,000.00 X X
COM
CADENCE DESIGNSYS INC 127387108 10,584,575 510,100.00 X X
COM
CALLAWAY GOLF CO 131193104 3,893,538 251,196.00 X X
COM
CALPINE CORP 131347106 14,487,468 154,122.00 X X
COM
CAMPBELL SOUP CO 134429109 1,389,377 45,183.00 X X
COM
CANADIAN PAC LTD NEW 135923100 36,324,582 1,623,445.00 X X
COM
CAPITAL ONE FINL CORP 14040H105 2,315,573 48,304.00 X X
COM
CARDINAL HEALTH INC 14149Y108 279,256,906 6,087,344.00 X X
COM
CAREERBUILDER INC 141684100 2,500,002 458,716.00 X X
OC COM
CAREINSITE INC 14170M106 233,750 10,000.00 X X
COM
CAREMARK RX INC 141705103 1,665,788 397,800.00 X X
COM
CARNIVAL CORP 143658102 44,068,712 1,776,069.00 X X
COM
CAROLINA PWR + LT CO 144141108 541,447 16,692.00 X X
COM
CATALINA MARKETING CORP 148867104 133,125,626 1,314,821.00 X X
COM
CATALYTICA INC 148885106 16,115,824 1,106,666.00 X X
COM
CATERPILLAR INC 149123101 3,391,664 86,001.00 X X
COM
CELL GENESYS INC 150921104 10,656,250 500,000.00 X X
COM
CELESTICA INC 15101Q108 76,953,731 1,450,247.00 X X
SUB VTG SHS
CEMEX S A 151290889 736,896 32,570.00 X X
SPONSORED ADR NEW REP ORD PART
CENDANT CORP 151313103 3,030,300 163,800.00 X X
COM
CENTRAL + SOUTHWEST CORP 152357109 1,668,713 97,800.00 X X
COM
CENTURYTEL INC 156700106 534,526 14,398.00 X X
COM
CERIDIAN CORP 15 677T106 289,405 15,083.00 X X
COM
CHAMPION INTL CORP 15 8525105 51,131,289 960,212.00 X X
COM
CHARTERED SEMICONDUCTOR MFG 16133R106 27,442,773 291,170.00 X X
ADR
CHASE MANHATTAN CORP NEW 16161A108 129,318,331 1,483,221.00 X X
COM
CHEVRON CORP 166751107 53,431,556 578,029.00 X X
COM
CHINA TELECOM HONG KONG LTD 169428109 1,770,550 9,989.00 X X
SPONSORED ADR
CHUBB CORP 171232101 58,596,281 867,290.00 X X
COM
CINERGY CORP 172474108 353,546 16,444.00 X X
COM
CIRCUIT CITY STORES INC 172737108 2,755,081 45,258.00 X X
COM
CISCO SYS INC 17275R102 784,961,621 10,153,101.00 X X
COM
CITIGROUP INC 172967101 736,660,420 12,419,986.00 X X
COM
CITRIX SYS INC 177376100 3,451,625 52,100.00 X X
COM
CLEAR CHANNEL COMMUNICATIONS 184502102 23,406,524 338,918.00 X X
COM
CLOROX CO 189054109 793,520 24,416.00 X X
COM
COASTAL CORP 190441105 999,672 21,732.00 X X
COM
COBALT NETWORKS INC 19074R101 2,000,002 540,541.00 X X
COM
COCA COLA CO 191216100 30,559,927 651,077.00 X X
COM
COCA COLA FEMSA S A CV 191241108 726,722 39,150.00 X X
ADR
COFLEXIP 192384105 49,779,905 909,222.00 X X
SPONSORED ADR
COLE NATL CORP 193290103 2,654,438 326,700.00 X X
CL A
COLGATE PALMOLIVE CO 194162103 108,113,607 1,917,758.00 X X
COM
COLUMBIA ENERGY GROUP 197648108 509,669 8,602.00 X X
COM
COLUMBIA / HCA HEALTCARE CORP 197677107 5,104,873 201,674.00 X X
COM
COMCAST CORP 200300101 794,640 19,264.00 X X
CL A
COMCAST CORP 200300200 256,769,156 5,919,750.00 X X
CL A SPL
COMDISCO INC 200336105 43,021,875 975,000.00 X X
COM
COMERICA INC 200340107 8,807,401 210,326.00 X X
COM
COMPANHIA CERVEJA RIA BRAHMA 20440X103 1,178,320 72,512.00 X X
ADR
COMPANHIA PARANAENSE DE ENERG 20441B407 492,363 57,925.00 X X
SPONSORED ADR REPSTG PFD SHS
COMPANIA ANON NACL TELE DE VEZ 204421101 371,606 12,814.00 X X
SPON ADR REPST 7 CL D SHRS
COMPANIA DE TELECOM DE CHILE 204449300 348,758 15,330.00 X X
SPONSORED ADR NEW
COMPAQ COMPUTER CORP 204493100 4,711,374 176,953.00 X X
COM
COMPUTER ASSOC INTL INC 204912109 15,300,620 258,511.00 X X
COM
COMPUTER SCIENCES CORP 205363104 2,089,217 26,404.00 X X
COM
COMPUWARE CORP 205638109 8,698,813 413,000.00 X X
COM
COMVERSE TECHNOLGOY INC 205862402 20,305,782 107,438.00 X X
COM NEW
CONAGRA INC 205887102 911,760 50,304.00 X X
COM
CONEXANT SYS INC 207142100 2,144,200 30,200.00 X X
COM
CONOCO INC 208251306 2,462,500 100,000.00 X X
CL A
CONOCO INC 208251405 49,355,159 1,926,055.00 X X
CL B
CONSOLIDATED EDISON INC 209115104 710,239 24,491.00 X X
COM
CONSOLIDATED STORES CORP 210149100 3,234,766 284,375.00 X X
COM
CONSTELLATION ENERGY GROUP INC 210371100 6,863,931 215,339.00 X X
COM
CONTINENTAL AIRLS INC 210795308 38,010,317 929,916.00 X X
COM CL B
COOPER INDS INC 216669101 5,557,545 158,787.00 X X
COM
CORNING INC 219350105 46,801,918 241,247.00 X X
COM
CORPORATE OFFICE PPTYS TR V 22002T108 3,187,394 389,300.00 X X
COM
COSTCO WHSL CORP NEW 22160K105 39,096,986 743,819.00 X X
COM
COUNTRYWIDE CRINDS INC 222372104 18,144,113 665,839.00 X X
COM
COVAD COMMUNICATIONS GROUP INC 222814204 6,405,230 88,348.00 X X
COM
COVANCE INC 222816100 2,287,600 212,800.00 X X
COM
COX COMMUNICATIONS INC NEW 224044107 2,022,450 41,700.00 X X
CL A
CREE INC 225447101 169,312,500 1,500,000.00 X X
COM
CROWN CORK + SEAL INC 228255105 840,416 52,526.00 X X
COM
C3 INC NC 22942P109 2,017,286 581,737.00 X X
COM
CULLEN FROST BANKERS INC 229899109 10,575,000 400,000.00 X X
COM
CYPRESS SEMICONDUCTOR CORP 232806109 2,495,251 50,665.00 X X
COM
DQE 23329J104 2,843,750 62,500.00 X X
COM STK
DSP GROUP INC 23332B106 1,824,372 27,642.00 X X
COM
DTE ENERGY CO 233331107 436,421 15,049.00 X X
COM
DANAHER CORP 235851102 707,829 13,879.00 X X
COM
DARDEN RESTAURANTS INC 237194105 258,602 14,518.00 X X
COM
DEERE + CO 244199105 17,967,654 472,833.00 X X
COM
DELL COMPUTER CORP 247025109 323,972,034 6,006,434.00 X X
COM
DELPHI AUTOMOTIVE SYS CORP 247126105 12,449,520 778,095.00 X X
COM
DELTA AIR LINES INC DE 247361108 45,985,901 863,585.00 X X
COM
DENTSPLY INTL INC NEW 249030107 27,732,136 977,344.00 X X
DESC S A DE C V 250309101 18,138,945 1,209,263.00 X X
SPONSORED ADR REPSTG SER C SHS
DEVON ENERGY CORPORATION NEW 25179M103 10,999,406 226,500.00 X X
COM
DIAL CORP NEW 25247D101 7,218,750 525,000.00 X X
COM
DIGITAL COURIER TECHNOLOGIES 253838106 1,432,656 132,500.00 X X
COM
DILLARDS INC 254067101 1,548,413 94,200.00 X X
CL A
DISNEY WALT CO 254687106 202,870,438 4,903,213.00 X X
DISNEY COM
DOMINION RES INC VA NEW 25746U109 17,343,587 451,215.27 X X
COM
DOUBLECLICK INC 258609304 1,029,875 11,000.00 X X
COM
DOVER CORP 260003108 339,189,396 7,084,896.00 X X
COM
DOW CHEM CO 260543103 7,772,634 68,181.00 X X
COM
DOW JONES + CO INC 260561105 745,773 10,385.00 X X
COM
DU PONT E I DE NEMOURS + CO 263534109 43,505,497 822,799.00 X X
COM
DUKE ENERGY CO 264399106 118,586,318 2,258,787.00 X X
COM STK NPV
DUKE WEEKS RLTY CORP 264411505 19,125,000 1,000,000.00 X X
COM NEW
DUN + BRADSTREET CORP DEL 26483B106 506,634 17,699.00 X X
COM
DYNEGY INC NEW 26816Q101 2,497,450 39,800.00 X X
CL A
ECI TELECOM LTD 268258100 94,499,963 3,011,951.00 X X
ORD
E M C CORP MASS 268648102 340,344,656 2,722,757.25 X X
COM
ESAT TELECOM GROUP PLC 26883Y102 596,853 5,976.00 X X
SPONSORED ADR
EARTHLINK INC 270321102 1,832,956 94,300.00 X X
COM
EASTERN ENTERPRISES 27637F100 12,103,252 202,142.00 X X
COM
EASTMAN KODAK CO 277461109 10,393,892 191,372.00 X X
COM
EATON CORP 278058102 36,146,838 463,421.00 X X
COM
EBAY INC 278642103 616,000 3,500.00 X X
COM
ECOLAB INC 2748865100 2,520,798 68,710.00 X X
COM
EDISON INTL 281020107 23,653,072 1,428,110.00 X X
COM
EDWARDS A G INC 281760108 7,200,000 180,000.00 X X
COM
EL PASO ENERGY CORP DEL 283905107 57,718,525 1,429,561.00 X X
COM
ELBIT LTD 284275104 969,631 74,587.00 X X
ORD
ELECTRONIC DATA SYS CORP NEW 285661104 6,261,683 97,553.00 X X
COM
EMBRATEL PARTICIPACOES S A 29081N100 637,678 24,885.00 X X
SPONSORED ADR REPSTG PFD
EMERSON ELEC CO 291011104 101,411,289 1,917,944.00 X X
COM
ENERSIS S A 29274F104 278,058 13,689.00 X X
SPONSORED ADR
ENGELHARD CORP 292845104 224,606 14,850.00 X X
COM
ENRON CORP 293561106 49,730,328 664,178.00 X X
COM
ENTERGY CORP 29364G103 518,435 25,681.00 X X
COM
EQUIFAX INC 294429105 195,964,644 7,760,976.00 X X
COM
EXODUS COMMUNICATIONS INC 302088109 5,339,000 38,000.00 X X
COM
EXXON MOBIL CORP 30231G102 399,191,120 5,130,167.00 X X
COM
FPL GROUP INC 302571104 18,309,844 397,500.00 X X
COM
FEDERAL HOME LN MTG CORP 313400301 8,144,375 184,314.00 X X
COM FORMERLY SR PART PFD
FEDERAL NATL MTG ASSN 313586109 265,689,126 4,707,670.00 X X
COM
FEDERATED DEPT STORES INC DEL 31410H101 93,127,133 2,230,590.00 X X
COM
FEDEX CORP 31428X106 1,203,969 30,871.00 X X
COM
FIDELITY NATL FINL INC 316326107 24,013,870 1,738,560.74 X X
COM
FIFTH THIRD BAN CORP 316773100 1,976,310 31,370.00 X X
COM STK
FINISAR CORP 31787A101 2,120,374 14,472.00 X X
COM
FINOVA GROUP INC 317928109 10,158,113 604,200.00 X X
COM
FIRST DATA CORP 319963104 450,311,939 10,176,541.00 X X
COM
FIRST UN CORP 337358105 8,253,818 221,579.00 X X
COM
FIRSTAR CORP WIS 33763V109 14,058,987 612,925.88 X X
COM
FIRSTENERGY CORP 337932107 492,009 23,855.00 X X
COM
FLANDERS CORP 338494107 1,666,669 444,445.00 X X
COM
FLEETBOSTON FINL CORP 339030108 92,319,091 2,529,290.16 X X
COM
FLORIDA PROGRESS CORP 341109106 464,117 10,117.00 X X
COM
FLUOR CORP 343861100 402,535 12,985.00 X X
COM
FOCAL INC 343909107 6,875,398 1,011,088.00 X X
COM
FOMENTO ECONOMICO MEXICANO 344419106 926,235 20,583.00 X X
SPONSADR RPSTG UNIT 1 SER B
FORD MTR CO DEL 345370100 57,225,217 1,245,719.00 X X
COM
FORT JAMES CORP 347471104 919,358 41,789.00 X X
COM
FORTUNE BRANDS INC 349631101 444,050 17,762.00 X X
COM
FRANKLIN RES INC 354613101 10,195,094 304,900.00 X X
COM
FREEMARKETS INC 356602102 363,000 3,000.00 X X
COM
FREEPORT MCMORAN COPPER + GOLD 35671D857 2,115,750 175,399.00 X X
CL B
GATX 361448103 13,239,200 348,400.00 X X
COM
GPU INC 36225X100 362,281 13,234.00 X X
COM
GTE CORP 362320103 147,339,768 2,075,208.00 X X
COM
GANNETT INC 364730101 195,358,255 2,775,961.00 X X
COM
GAP INC 364760108 13,716,221 275,357.00 X X
COM
GATEWAY INC 367626108 1,712,536 32,312.00 X X
COM
GENENTECH INC 368710406 17,870,640 117,570.00 X X
COM
GENERAL COMMUNICATION INC 369385109 2,875,700 535,014.00 X X
GENERAL DYNAMICS CORP 369550108 40,165,115 807,339.00 X X
COM
GENERAL ELEC CO 369604103 4,923,261,687 31,814,292.00 X X
COM
GENERAL MLS INC 370334104 33,060,647 913,593.00 X X
COM
GENERAL MTRS CORP 370442105 17,616,289 212,725.00 X X
COM
GENUINE PARTS CO 372460105 467,783 19,593.00 X X
COM
GEORGIA PAC CORP 373298108 1,511,921 38,216.00 X X
COM
GERBER SCIENTIFIC INC 373730100 4,808,928 249,006.00 X X
COM
GETTHERE COM INC 374266104 2,018,581 1,130,031.00 X X
COM
GILLETTE CO 375766102 66,482,559 1,764,048.00 X X
COM
GLENBOROUGH RLTY TR INC 37803P105 9,722,250 670,500.00 X X
COM
GLOBAL LT TELECOMMUNICATIONS 37934X100 2,516,847 122,773.00 X X
COM
GLOBAL TELESYSTEMS GROUP INC 37936U104 2,148,872 104,823.00 X X
CDT COM
GLOBO CABO SA 37957X102 246,094 13,125.00 X X
SPONSORED ADR REPSTG PFD
GOLDEN WEST FINL CORP DEL 381317106 538,452 17,265.00 X X
COM
GOLDMAN SACHS GROUP INC 38141G104 38,939,456 370,411.00 X X
COM
GRAINGER W W INC 384802104 566,750 10,447.00 X X
COM
GRIC COMMUNICATIONS INC 398081109 2,500,000 357,142.86 X X
COM
GRUPO TELEVISION SA DE CV 40049J206 51,322,524 754,743.00 X X
SPONSORED ADR REPSTG ORD PARTN
GRUPO ELEKTRASA DE C V 40050A102 941,129 73,814.00 X X
GLOBAL DEPOSITORY RCPT REP
GUIDANT CORP 401698105 4,120,286 70,058.00 X X
COM
HALLIBURTON CO 406216101 48,160,896 1,174,656.00 X X
COM
HARCOURT GEN INC 41163G101 277,252 7,443.00 X X
COM
HARLEY DAVIDSON INC 412822108 1,160,621 14,622.00 X X
COM
HARMAN INTL INDS INC NEW 413086109 11,263,440 187,724.00 X X
COM
HARRAHS ENTMT INC 413619107 243,856 13,137.00 X X
COM
HARTFORD FINANCIAL SVCS GRP 416515104 98,527,716 1,867,824.00 X X
COM
HARTFORD LIFE INC 416592103 764,063 16,300.00 X X
CL A
HASBRO INC 418056107 3,765,911 228,237.00 X X
COM
HEALTHEON WEBMD CORP 422209106 230,000 10,000.00 X X
COM
HEINZ H J CO 423074103 28,966,547 830,582.00 X X
COM
HELLENIC TELECOMMUNCIATIONS 423325307 20,111,196 1,386,979.00 X X
SPONSORED ADR
HELLER FINL INC 423328103 3,921,630 169,584.00 X X
CL A
HERSHEY FOODS CORP 427866108 725,351 14,879.00 X X
COM
HEWLETT PACKARD CO 428236103 82,650,995 623,487.00 X X
COM
HILTON HOTELS CORP 432848109 19,621,312 3,158,333.00 X X
COM
HOME DEPOT INC 437076102 286,665,477 4,444,426.00 X X
COM
HONEYWELL INTL INC 438516106 237,131,580 4,500,718.00 X X
COM
HOUSEHOLD INTL INC 441815107 1,916,557 51,365.00 X X
COM
HUANENG POWER INTL INC 443304100 1,008,960 126,120.00 X X
SPONSORED ADR SER N SHS
HUBBELL INC 443510102 2,060,000 80,000.00 X X
CL A COM
HUBBELL INC 443510201 70,558,542 2,577,481.00 X X
CLB
IMS HEALTH INC 449934108 564,510 33,329.00 X X
COM
ITC DELTACOM 45031T104 392,484 13,955.00 X X
COM
IXL ENTERPRISES INC 450718101 8,379,280 374,075.00 X X
COM
ITT INDS INC 450911102 11,633,434 374,517.00 X X
COM
ILLINOIS TOOL WKS INC 452308109 3,977,613 71,993.00 X X
COM
IMPROVENET INC 45321E106 73,750 10,000.00 X X
COM
IMPSAT CORP 45321T103 559,944 19,998.00 X X
COM
INDUSTRI MATEMATIK INTL CORP 455792101 906,063 66,500.00 X X
COM
INDY MAC MTG HLDGS INC 456607100 1,867,188 125,000.00 X X
COM
INFONET SVCS CORP 45666T106 1,005,070 44,423.00 X X
CL B
INGERSOLL RAND CO 456866102 34,635,847 782,731.00 X X
COM
INTEL CORP 458140100 872,241,715 6,611,022.00 X X
COM
INTERIM SVCS INC 45868P100 7,981,875 430,000.00 X X
COM
INTERNATIONAL BUSINESS MACHS 459200101 230,694,838 1,955,041.00 X X
COM
INTERNATIONAL PAPER CO 460146103 3,980,538 93,112.00 X X
COM
INTERPUBLIC GROUP COS INC 460690100 309,512,117 6,550,521.00 X X
COM
INTERSTATE HOTRLS MGMT INC 46088R108 95,372 30,519.00 X X
COM
INTERWORLD CORP 46114Q108 4,000,000 470,588.00 X X
COM
INTUIT 461202103 4,710,452 86,629.00 X X
COM
ISPAT INTL N V 464899103 26,696,341 1,794,712.00 X X
CL A NY REGISTRY SH
IVILLAGE INC 46588H105 382,760 65,295.00 X X
COM
IXYS CORP DEL 46600W106 157,895 11,642.00 X X
COM
JACOBS ENGR GROUP INC 469814107 10,292,910 319,160.00 X X
COM
JAZZTEL PLC 47214R152 2,435,814 30,095.00 X X
ADR
JEFFERSON PILOT CORP 475070108 2,763,675 41,520.00 X X
COM
JOHNSON + JOHNSON 478160104 186,959,960 2,668,474.00 X X
COM
JOHNSON CTLS INC 478366107 1,812,553 33,527.00 X X
COM
JONES APPAREL GROUP INC 480074103 38,973,849 1,222,709.00 X X
COM
KLA TENCOR CORP 482480100 1,494,595 17,740.00 X X
COM
KANSAS CITY SOUTHN INDS INC 485170104 1,417,969 16,500.00 X X
COM
KEEBLER FOODS CO 487256109 915,131 31,900.00 X X
COM
KELLOGG CO 487836108 1,100,953 42,964.00 X X
COM
KERR MCGEE CORP 4982386107 536,902 9,297.00 X X
COM
KEYCORP NEW 493267108 869,060 45,740.00 X X
COM
KIMBERLY CLARK CORP 494368103 28,195,384 503,489.00 X X
COM
KMART FING I 498778208 3,423,469 79,500.00 X X
TR CONV PFD SEC S
KNIGHT RIDDER INC 499040103 42,857,335 841,371.00 X X
COM
KOHLS CORP 500255104 1,679,360 16,384.00 X X
COM
KOREA TELECOM 50063P103 28,312,419 647,141.00 X X
SPONSORED ADR
KROGER CO 501044101 21,828,027 1,242,877.00 X X
COM
LSI LOGIC CORP 502161102 2,169,599 29,874.00 X X
COM
LASER VISION CTRS INC 51807H100 693,750 100,000.00 X X
LAUDER ESTEE COS INC 518439104 3,224,025 64,400.00 X X
CL A
LEAR CORP 511865105 1,856,250 66,000.00 X X
COM
LEGGETT + PLATT INC 524660107 455,800 21,200.00 X X
COM
LEHMAN BROTHERS HLDGS INC 524908100 59,321,029 611,557.00 X X
COM
LEXMARK INTL GROUP INC 529771107 3,775,275 35,700.00 X X
CL A
LILLY ELI + CO 532457108 63,871,038 1,013,826.00 X X
COM
LIMITED INC 532716107 926,034 21,983.00 X X
COM
LINCARE HLDGS INC 532791100 64,257,911 2,264,596.00 X X
COM
LINCOLN NATL CORP IN 534187109 16,955,925 506,147.00 X X
COM
LIZ CLAIBORNE INC 539320101 320,367 6,993.00 X X
COM
LOEWS CORP 540424108 33,058,250 661,165.00 X X
COM
LOWES COS INC 548661107 109,796,137 1,880,876.00 X X
USD0.50
LUCENT TECHNOLOGIES INC 549463107 152,224,738 2,505,757.00 X X
COM
MBNA CORP 55262L100 7,122,176 279,301.00 X X
COM
MCI WORLDCOM INC 55268B106 176,710,684 3,899,822.00 X X
COM
MGIC INVT CORP WIS 552848103 2,810,366 64,421.00 X X
COM
MACK CA RLTY CORP 554489104 14,662,500 575,000.00 X X
COM
MAGIC SOFTWARE ENTERPRISES LTD 559166103 1,136,200 59,800.00 X X
ORD
MATAV RT 559776109 874,918 19,606.00 X X
ADR
MANDALAY RESORT GROUP 562567107 1,434,375 85,000.00 X X
COM
MANOR CARE INC NEW 564055101 3,611,250 267,500.00 X X
COM
MARIMBA INC 56781Q109 1,191,375 27,000.00 X X
COM
MARSH + MCLENNAN COS INC 571748102 131,480,035 1,191,887.00 X X
COM
MARRIOTT INTL INC NEW 571903202 2,020,253 64,135.00 X X
CL A
MARTIN MARIETTA MATLS INC 573284106 82,795,493 1,743,063.00 X X
COM
MASCO CORP 574599106 40,837,866 1,992,091.00 X X
COM
MAY DEPT STORES CO 577778103 1,488,071 52,213.00 X X
COM
MAYTAG CORP 578592107 821,964 24,814.00 X X
COM
MCDONALDS CORP 580135101 195,211,298 5,196,973.00 X X
COM
MCGRAW HILL COS INC 580645109 6,489,529 142,627.00 X X
COM
MCKESSON HBOC INC 58155Q103 380,100 18,100.00 X X
COM
MEAD CORP 582834107 25,224,002 721,975.00 X X
COM
MEDIAONE GROUP INC 58440J104 18,659,403 230,363.00 X X
COM
MEDICAL MANAGER CORP NEW 58461U103 350,625 10,000.00 X X
COM
MEDTRONIC INC 585055106 15,010,080 291,812.00 X X
COM
MELLON FINL CORP 58551A108 1,603,233 54,346.89 X X
COM
MERCK + CO INC 589331107 455,538,210 7,332,607.00 X X
COM
MERRILL LYNCH + CO INC 590188108 4,021,815 38,303.00 X X
COM
METROMEDIA INTER. GRP, INC 591695101 2,006,179 356,654.00 X X
COM
METTLER TOLEDO INTL INC 592688105 20,377,910 497,781.00 X X
COM
MICROSOFT CORP 594918104 664,792,806 6,256,873.47 X X
COM
MICRON TECHNOLGY INC 595112103 3,251,934 25,809.00 X X
COM
MILLIPORE CORP 601073109 697,850 12,365.00 X X
COM
MINERALS TECHNOLOGIES INC 603158106 8,435,592 189,298.00 X X
COM
MINIMED INC 60365K108 4,549,983 35,135.00 X X
COM
MINNESOTA MNG + MFG CO 604059105 7,429,508 83,890.00 X X
COM
MIRAE CORP 60461U109 419,048 38,700.00 X X
SPONSORED ADR
MOLEX INC 608554101 1,255,781 21,375.00 X X
COM
MOLEX INC 608554200 209,879,506 4,729,679.00 X X
CL A
MONSANTO CO 611662305 1,372,500 30,000.00 X X
ADJ CONVERSION RATE EQUITY
MORGAN J P + CO INC 616880100 2,392,317 18,158.00 X X
COM
MORGAN STANLEY DEAN WITTER+CO 617446448 280,583,238 3,440,101.00 X X
COM NEW
MOTOROLA INC 620076109 117,863,151 827,836.00 X X
COM
NTL INC 629407107 272,268,810 2,933,536.00 X X
COM
NABISCO GROUP HLDG CORP 62952P102 1,255,200 104,600.00 X X
COM
NABISCO HLDGS CORP 629526104 960,024 29,826.00 X X
CL A
NABORS INDUSTRIES INC 629568106 64,527,994 1,662,557.00 X X
COM
NATIONAL CITY CORP 635405103 1,325,693 64,276.00 X X
COM
NATIONAL SEMICONDUCTOR CORP 637640103 1,013,953 16,725.00 X X
COM
NATIONAL SVC INDS INC 637657107 1,243,193 59,024.00 X X
NAVISTAR INTL CORP INC 63934E108 322,605 8,040.00 X X
COM
NEIMAN MARCUS GROUP 640204202 5,292,719 190,300.00 X X
CL A
NETIA HLDGS S A 64114B104 448,455 12,813.00 X X
SPONSORED ADR
NETWORK APPLIANCE INC 64120L104 2,479,852 29,968.00 X X
COM
NEW CENTY ENERGIES INC 64352U103 45,598,259 1,516,782.00 X X
COM
NEW YORK TIMES CO 650111107 1,966,795 45,806.00 X X
CL A
NEWELL RUBBERMAID INC 651229106 713,037 28,737.00 X X
COM
NEWMONT MNG CORP 651639106 63,862,405 2,846,235.34 X X
COM
NEXTEL COMMUNICATIONS INC 65332V103 12,781,819 86,218.00 X X
CL A
NIAGARA MOHAWK HLDGS INC 653520106 3,165,426 234,476.00 X X
COM
NICE SYS LTD 653656108 709,080 9,952.00 X X
SPONSORED ADR
NIKE INC 654106103 3,651,721 92,157.00 X X
CL B
NOBLE AFFILIATES INC 654894104 918,750 28,000.00 X X
COM
NOKIA CORP 654902204 45,405,250 209,000.00 X X
SPONSORED ADR
NORDSTROM INC 655664100 458,725 15,550.00 X X
COM
NORFOLK SOUTHN CORP 655844108 427,556 29,743.00 X X
COM
NORTEL NETWORKS CORP 656569100 279,444,816 2,217,816.00 X X
COM
NORTHERN TRUST CORP 665859104 1,572,585 23,276.00 X X
COM
NOVELL INC 670006105 1,053,057 36,788.00 X X
COM
NUCOR CORP 670346105 1,785,850 35,717.00 X X
COM
NUEVO GURPO IUSACELL SA DE CV 670512102 1,036,172 51,169.00 X X
SPONSORED ADR REPSTG SER V SHS
OCCIDENTAL PETE CORP 674599105 796,468 38,384.00 X X
COM
OCEAN ENERGY INC TEX 67481E106 1,640,763 114,140.00 X X
COM
OCULAR SCIENCES INC 675744106 5,521,082 350,893.00 X X
COM
OFFICE DEPOT INC 676220106 6,234,257 539,904.00 X X
COM
OLD KENT FINL CORP 679833103 423,294 13,100.00 X X
COM
OMNICARE INC 681904108 7,475,903 619,764.00 X X
COM
OMNICOM GROUP 681919106 4,316,252 46,194.00 X X
COM
ORACLE CORP 68389X105 57,074,304 731,136.00 X X
COM
PECO ENERGY CO 693304107 9,121,326 247,358.00 X X
COM
PE CORP 69332S102 6,967,879 72,206.00 X X
COM PE BIOSYSTEMS GROUP
PNC FINL SVCS GROUP INC 693475105 59,860,845 1,328,396.00 X X
COM
PPG INDS INC 693506107 25,292,100 483,481.00 X X
COM
PACCAR INC 693718108 1,002,250 20,045.00 X X
COM
PACKAGING CORP AMER 695156109 1,662,150 158,300.00 X X
COM
PACTIV CORP 695257105 1,312,500 150,000.00 X X
COM
PALL CORP 696429307 685,219 30,539.00 X X
COM
PARAMETRIC TECHNOLOGY CORP 699173100 552,406 26,227.00 X X
PARKER HANNIFIN CORP 701094104 24,379,704 590,129.00 X X
COM
PARTNER COMMUNCATION CO LTD 70211M109 719,829 43,298.00 X X
ADR
PATHWAYS GROUP INC 70321D106 690,909 290,909.00 X X
COM
PAYCHEX INC 704326107 1,332,053 25,433.00 X X
COM
PEPSI GEMEX S A DE C V 713435105 240,658 44,259.00 X X
GLOBAL DEPOS RCPT REP ORD PART
PEPSICO INC 713448108 173,233,955 5,012,194.00 X X
COM
PERKINELMER INC 714046109 52,441,036 788,587.00 X X
COM
PHARMACIA + UPJOHN INC 716941109 66,756,146 1,126,686.00 X X
COM
PFIZER INC 717081103 93,949,611 2,569,562.00 X X
COM
PHELPS DODGE CORP 717265102 1,002,650 21,108.43 X X
COM
PHILIP MORRIS COS INC 718154107 48,335,479 2,288,070.00 X X
COM
PHILIPPINE LONG DIST TEL CO 718252604 482,625 22,000.00 X X
SPONSORED ADR
PHILLIPS PETE CO 718507106 1,261,284 27,271.00 X X
COM
PILOT NETWORK SVCS INC 721596104 11,571,875 350,000.00 X X
COM
PITNEY BOWES INC 724479100 101,419,533 2,269,528.00 X X
COM
POHANG IRON + STEEL LTD 730450103 10,347,150 376,260.00 X X
SPONSORED ADR
PRAXAIR INC 74005P104 4,799,446 115,302.00 X X
COM
PRICE T ROWE + ASSOC INC 741477103 517,450 13,100.00 X X
COM
PROCTER + GAMBLE CO 742718109 79,038,338 1,405,126.00 X X
COM
PRODIGY COMMUNICATION CORP 74283P107 656,333 43,574.00 X X
COM
PROGRESSIVE CORP OHIO 743315103 10,648,750 140,000.00 X X
COM
PROSOFT DEV INC 743477101 6,768,750 300,000.00 X X
COM
PROVIDIAN FINL CORP 74406A102 1,272,435 14,689.00 X X
COM
PUBLIC SVC ENTERPRISE GROUP 744573106 716,629 24,190.00 X X
COM
QUAKER OATS CO 747402105 9,673,325 159,560.00 X X
COM
QUALCOMM INC 747525103 17,716,824 118,656.00 X X
COM
QUANTUM CORP 747906204 1,313,125 110,000.00 X X
DSSG COM
QUANTUM CORP 747906303 2,306,250 205,000.00 X X
HDDG COM
QUINTILES TRANSNATIONAL CORP 748767100 216,694 12,700.00 X X
COM
QWEST COMMUNICATIONS INTL INC 749121109 17,120,500 353,000.00 X X
COM
RALSTON PURINA CO 751277302 92,278,196 3,370,893.00 X X
COM RALSTON PURINA GROUP
RAYONIER INC 754907103 28,376,498 582,082.00 X X
COM
RELIANT ENERGY INC 75952J108 2,601,727 111,007.00 X X
COM
RELIASTAR FINL CORP 75952U103 21,261,305 627,640.00 X X
COM
RESOURCE BANCSH ARES MTG GRP IN 761197102 748,125 190,000.00 X X
REYNOLDS + REYNOLDS CO 761695105 4,050,000 150,000.00 X X
CL A
REYNOLDS METALS CO 761763101 434,086 6,491.00 X X
COM
RIGHT START INC 766574206 234,063 17,500.00 X X
COM NEW
ROCKWELL INTL CORP NEW 773903109 857,574 20,510.00 X X
COM
ROHM + HAAS CO 775371107 7,569,962 169,635.00 X X
COM
ROWAN COS INC 779382100 256,047 8,698.00 X X
COM
ROYAL DUTCH PETE CO 780257804 158,778,500 2,758,367.00 X X
NY REGISTRY SH PAR N GLDR 1.25
RYANAIR HOLDGS PLC 783513104 552,519 12,044.00 X X
SPONSORED ADR
SBC COMMUNICATIONS INC 78387G103 296,206,827 7,052,543.50 X X
COM
SCI SYS INC 783890106 14,852,250 276,000.00 X X
COM
SLM HLDG CORP 78442A109 591,230 17,748.00 X X
COM
SPDR TRUST 78462F103 1,129,219 7,500.00 X X
UNIT SER 1
SABRE HLDGS CORP 785905100 2,272,691 61,528.00 X X
CL A
SAFEWAY INC 786514208 5,502,400 121,600.00 X X
COM NEW
ST PAUL COS INC 792860108 29,141,624 853,967.00 X X
COM
SAKS INC 79377W108 1,953,527 134,726.00 X X
COM
SARA LEE CORP 803111103 39,712,338 2,206,241.00 X X
COM
HENRY SCHEIN INC 806407102 34,521,284 2,132,589.00 X X
COM STK
SCHERING PLOUGH CORP 806605101 110,202,372 2,998,704.00 X X
COM
SCHLUMBERGER LTD 806857108 309,683,399 4,048,149.00 X X
COM
SCHWAB CHARLES CORP 808513105 6,488,669 114,212.00 X X
NEW COM STK
SCIENTIFIC ATLANTA INC 808655104 986,580 15,552.00 X X
COM
SCRIPPS E W COOH 811054204 3,142,800 64,800.00 X X
CL A
SEAGATE TECHNOLOGY 811804103 1,396,896 23,185.00 X X
COM
SEAGRAM LTD 811850106 5,145,620 86,481.00 X X
COM
SEALED AIR CORP NEW 81211K100 16,077,206 296,013.00 X X
COM
SEARS ROEBUCK + CO 812387108 1,239,909 40,159.00 X X
COM
SECTOR SPDR TR 81369Y605 1,041,796 42,933.00 X X
SHS BEN INT FINANCIAL
SHERWIN WILLIAMS CO 824348106 13,662,456 622,790.00 X X
COM
SHIRE PHARMACEUTICALS GROUP PL 82481R106 8,069,979 157,463.00 X X
SPONSORED ADR
SIGMA ALDRICH 826552101 545,939 20,314.00 X X
COM
SMURFIT STONE CONTAINER CORP 832727101 728,313 43,000.00 X X
COM
SOLECTRON CORP 834182107 5,051,000 126,078.00 X X
COM
SOUTHERN CO 842587107 3,869,390 177,903.00 X X
COM
SOUTHWEST AIRLS CO 844741108 3,951,461 189,860.00 X X
COM
SPRINT CORP 852061100 90,030,276 1,429,052.00 X X
COM
SPRINT CORP 852061506 13,402,778 205,210.00 X X
PCS COM SER 1
ST ASSEMBLY TEST SVCS LTD 85227G102 1,455,000 30,000.00 X X
ADR
STANLEY WORKS 854616109 12,899,485 489,080.00 X X
COM
STAPLES INC 855030102 2,236,640 111,832.00 X X
COM
STARBUCKS CORP 855244109 389,869 8,700.00 X X
COM
STATE STREET CORPORATION 857477103 89,555,706 924,446.00 X X
COM
STET HELLAS TELECOMMUNICATIONS 859823106 2,309,488 80,330.00 X X
ADR
SUN MICROSYSTEMS INC 866810104 135,639,115 1,447,541.00 X X
COM
SUNBEAM CORP DEL NEW 867071102 942,188 225,000.00 X X
COM
SUNGARD DATA SYS INC 867363103 11,362,750 301,000.00 X X
COM
SUNTRUST BKS INC 867914103 1,908,176 33,042.00 X X
COM
SUPERVALU INC 868536103 234,484 12,382.00 X X
COM
SYBRON INTL CORP WISCONSIN 87114F106 100,017,288 3,448,872.00 X X
COM
SYNOPSYS INC 871607107 13,698,750 281,000.00 X X
COM
SYSCO CORP 871829107 13,120,367 367,646.00 X X
COM
TJX COS INC NEW 872540109 760,588 34,280.00 X X
COM
TRW INC 872649108 1,837,544 31,411.00 X X
COM
TANDY CORP 875382103 1,779,904 35,072.00 X X
COM
TARGET CORP 87612E106 213,806,005 2,860,281.00 X X
COM
TEKTRONIX INC 879131100 259,224 4,629.00 X X
COM
TELE CENTRO SUL PARTICIPACOES 879239101 1,088,721 13,441.00 X X
SPONSORED ADR REPSTG PFD
TELE NORTE LESTE PARTICIPACOES 879246106 1,301,829 48,895.00 X X
SPONSORED ADR REPSTG PFD
TELECOM ARGENTINA STET FRANCE 879273209 615,318 17,707.00 X X
SPONSORED ADR REPSTG CL B SHS
TELECOMUNICACOES BRASILEIRAS 879287308 27,051,226 180,718.00 X X
SPNSD ADR REPSTG ADR FOR PFG
TELEFONOS DE MEXICO S A 879403780 3,987,974 59,522.00 X X
SPONSORED ADR REPSTG SH ORD L
TELEPHONE + DATA SYS INC 879433100 5,705,400 51,400.00 X X
COM
TELLABS INC 879664100 23,899,610 379,453.00 X X
COM
TEMPLE INLAND INC 879868107 1,175,525 23,599.00 X X
COM
TENET HEALTHCARE CORP 88033G100 16,835,356 731,972.00 X X
COM
TERADYNE INC 880770102 1,554,525 18,900.00 X X
COM
TEVA PHARMACEUTICAL INDS LTD 881624209 48,144,244 1,290,298.00 X X
ADR
TEXACO INC 881694103 28,739,943 535,943.00 X X
COM
TEXAS INSTRS INC 882508104 84,636,320 528,977.00 X X
COM
TEXTRON INC 883203101 111,890,198 1,838,032.00 X X
COM
THERMO ELECTRON CORP 883556102 11,410,000 560,000.00 X X
COM
TIFFANY + CO NEW 886547108 26,760,000 320,000.00 X X
COM
TIME WARNER INC 887315109 49,865,600 498,656.00 X X
COM
TIMES MIRROR CO NEW 887364107 572,867 6,164.00 X X
COM SER A
TIMKEN CO 887389104 1,729,553 106,434.00 X X
COM
TORCHMARK INC 891027104 2,085,852 90,199.00 X X
COM
TOSCO CORP 891490302 25,406,181 834,700.00 X X
COM NEW
TRAMMELL CROW CO 89288R106 221,250 20,000.00 X X
COM
TRANSKARYOTIC THERAPIES INC 893735100 3,874,281 69,650.00 X X
COM
TRANSMONTAIGNE INC 893934109 1,120,656 164,500.00 X X
COM
TRAVELERS PPTY CAS CORP 893939108 3,300,000 80,000.00 X X
CL A
TRICON GLOBAL RESTAURANTS INC 895953107 498,211 16,039.00 X X
COM
TRIBUNE CO NEW 896047107 929,053 25,410.00 X X
COM
TRICOM SA 89612A100 1,556,592 64,858.00 X X
SPONSORED ADR REPSTG CL A
TRIPATH IMAGING INC 896942109 9,164,581 1,206,362.00 X X
COM
TUBOS DE ACERO DE MEXICO S A 898592506 870,773 53,177.00 X X
ADR NEW
TV AZTECA S A DE C V 901145102 1,439,733 97,609.00 X X
SPONSORED ADR
24 / 7 MEDIA INC 901314104 790,000 20,000.00 X X
COM
TYCO INTL LTD NEW 902124106 64,828,024 1,299,810.00 X X
COM
USX MARATHON GROU[ 902905827 30,599,564 1,174,084.00 X X
COM NEW
US BANCORP DEL 902973106 33,708,938 1,540,980.00 X X
COM
ULTRAPAR PARTICIPACOES S A 90400P101 487,190 44,290.00 X X
SPONSORED ADR REPSTG PFD SHS
UNIBANCO UNIAO DE BARNCOS BRAS 90458E107 37,479,224 1,180,448.00 X X
GLOBAL DEPOSITORY RCPT REPSTG
UNILEVER N V 904784709 7,195,458 149,516.00 X X
NY SHS NEW
UNICOM CORP 904911104 2,004,799 54,926.00 X X
COM
UNION CARBIDE CORP 905581104 798,182 13,688.00 X X
COM
UNION PAC CORP 907818108 1,613,672 41,244.00 X X
COM
UNISYS CORP 909214108 97,395,644 3,819,437.00 X X
COM
UNITED HEALTHCA RE CORP 910581107 12,994,315 217,934.00 X X
COM
UNITED PARCEL SVC INC 911312106 19,568,304 310,608.00 X X
CL B
UNITED RENTALS INC 911363109 5,916,750 343,000.00 X X
COM
US AIRWAYS GROUP INC 911905107 253,344 9,109.00 X X
COM
U S INDS INC NEW 912080108 5,492,531 496,500.00 X X
COM
U S WEST INC NEW 91273H101 110,503,005 1,521,556.00 X X
COM
UNITED TECHNOLOGIES CORP 913017109 102,690,177 1,625,166.00 X X
COM
UNOCAL CORP 915289102 60,996,901 2,050,316.00 X X
COM
UNUMPROVIDENT CORP 91529Y106 9,890,277 581,781.00 X X
COM
V F CORP 918204108 329,295 13,685.00 X X
COM
VARIAN MED SYS INC 92220P105 5,700,844 124,950.00 X X
COM
VARIAN INC 922206107 2,878,125 75,000.00 X X
COM
VARIAN SEMICONDUCTOR EQUIP INC 922207105 7,949,944 124,950.00 X X
COM
VERITAS SOFTWARE CORP 923436109 8,357,800 63,800.00 X X
COM
VIAD CORP 92552R109 17,270,625 755,000.00 X X
COM
VIASOFT INC 92552U102 162,096 25,180.00 X X
COM
VIACOM INC 925524100 270,447 5,061.00 X X
CL A
VIACOM INC 925524308 10,767,910 204,131.00 X X
CL B
VIATEL INC 925529208 224,689 4,477.00 X X
COM
VISIBLE GENETICS INC 92829S104 370,000 10,000.00 X X
COM
VODAFONE AIRTOUCH PLC 92857T107 140,110,289 2,521,670.00 X X
SPONSORED ADR
WACHOVIA CORP NEW 929771103 11,183,283 165,525.00 X X
WADDELL + REED FINL INC 930059100 13,375,277 316,107.00 X X
CL A
WAL MART STORES INC 931142103 265,662,794 4,786,717.00 X X
COM
WALGREEN CO 931422109 3,948,711 153,348.00 X X
COM
WARNER LAMBERT CO 934488107 158,366,618 1,624,273.00 X X
COM
WASHINGTON MUT INC 939322103 1,637,197 61,781.00 X X
COM
WASTE MGMT INC DEL 94106L109 56,149,862 4,102,273.00 X X
COM
WATSON PHARMACEUTICALS INC 942683103 110,248,819 2,777,923.00 X X
COM
WELLPOINT HEALTH NETWORKS INC 94973H108 1,334,613 19,100.00 X X
COM
WELLS FARGO + CO NEW 949746101 81,015,394 1,979,002.00 X X
COM
WENDYS INTL INC 950590109 269,241 13,337.00 X X
COM
WESTVACO CORP 961548104 14,616,147 437,937.00 X X
COM
WEYERHAEUSER CO 962166104 37,399,239 656,127.00 X X
COM
WHIRLPOOL CORP 963320106 457,334 7,801.00 X X
COM
WILLAMETTE INDS INC 969133107 462,641 11,530.00 X X
COM
WILLIAMS COS INC 969457100 15,845,005 360,626.00 X X
COM
WINK COMMUNICATIONS INC 974168106 15,185,625 455,000.00 X X
COM
WISCONSIN CENT TRANSN CORP 976592105 3,321,220 271,120.00 X X
COM
WRIGLEY WM JR CO 982526105 934,347 12,164.00 X X
COM
WYNDHAM INTL INC 983101106 1,716,714 915,581.00 X X
CL A
XILINX INC 983919101 6,923,125 83,600.00 X X
COM
XEROX CORP 984121103 9,815,026 377,501.00 X X
COM
YAHOO INC 984332106 25,500,600 148,800.00 X X
COM
YORK INTL CORP 986670107 1,605,863 68,700.00 X X
NEW COM
YOUNG + RUBICAM INC 987425105 1,494,600 31,800.00 X X
COM
ZALE CORP NEW 988858106 9,852,750 208,800.00 X X
COM
ZEBRA TECHNOLOGIES CORP 989207105 2,837,350 56,747.00 X X
CL A
-----------------
STOCK TOTAL 28,840,343,117.00
GRAND TOTAL 28,840,343,117.00
</TABLE>
<PAGE>
