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<TABLE>
<C> <C>
<PAGE> PAGE 1
SECURITIES AND EXCHANGE COMMISSION
FORM 13F-E
Report for the Calendar Year or Quarter Ended: 03/31/96
Institutional Investment Manager:
STATE FARM MUTUAL AUTOMOBILE INSURANCE COMPANY
ONE STATE FARM PLAZA
BLOOMINGTON IL 61710
I REPRESENT THAT I AM AUTHORIZED TO SUBMIT THIS FORM AND THAT ALL INFORMATION
IN THIS FORM AND THE ATTACHMENTS TO IT IS TRUE, CORRECT AND COMPLETE, AND I
UNDERSTAND THAT ALL REQUIRED ITEMS, STATEMENTS AND SCHEDULES ARE 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.
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
Name, Title and Telephone Number of Person Submitting Report:
WILLIAM J. HESS SR. ASST. INVEST. COUNSEL 309-766-2302
Signature, Place and Date of Signing:
/s/ WILLIAM J. HESS BLOOMINGTON IL 04/25/96
<PAGE> PAGE 2
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
SCANDINAVIAN BROADCASTING SYS ORD L8137H108 20014 889500 SH SOLE 889500
A D C TELECOMMUNICATIONS COM 000886101 213471 6187548 SH SOLE 6187548
AT&T CORP COM 001957109 466422 7628995 SH SOLE 7628995
ABBOTT LABS COM 002824100 240979 5913600 SH SOLE 5913600
ADVANCED TECHNOLOGIES LABS INC COM 00755N106 7718 335935 SH SOLE 335935
AGOURON PHARMACEUTICALS INC COM 008488108 11625 300000 SH SOLE 300000
AIR PRODS & CHEMS INC COM 009158106 408966 7486800 SH SOLE 7486800
AIRTOUCH COMMUNICATIONS INC COM 00949T100 172008 5526348 SH SOLE 5526348
ALLERGAN INC COM 018490102 161742 4386200 SH SOLE 4386200
AMERITECH CORP NEW COM 030954101 233207 4279020 SH SOLE 4279020
AMP INC COM 031897101 90851 2195800 SH SOLE 2195800
AMOCO CORP COM 031905102 206037 2851728 SH SOLE 2851728
AMSOUTH BANCORPORATION COM 032165102 62807 1615600 SH SOLE 1615600
APTARGROUP INC COM 038336103 28904 696466 SH SOLE 696466
ARCHER DANIELS MIDLAND CO COM 039483102 706884 38469786 SH SOLE 38469786
ASEA AB SPONSORED ADR 043655307 32637 316100 SH SOLE 316100
ATLANTIC RICHFIELD CO COM 048825103 121142 1018000 SH SOLE 1018000
BRE PROPERTIES INC CL A 05564E106 85537 2409479 SH SOLE 2409479
BALLARD MED PRODS COM 058566100 18685 1038051 SH SOLE 1038051
BANC ONE CORP COM 059438101 138802 3896183 SH SOLE 3896183
BANCORP HAWAII INC COM 059685107 80497 2291739 SH SOLE 2291739
BANPONCE CORP NEW COM 066704107 81771 1768021 SH SOLE 1768021
BARRETT RES CORP COM PAR $0.01 068480201 40621 1624833 SH SOLE 1624833
BATTLE MTN GOLD CO COM 071593107 28913 2965350 SH SOLE 2965350
BATTLE MTN GOLD CO PFD CONV $3.25 071593305 2656 50000 SH SOLE 50000
BAXTER INTL INC COM 071813109 287921 6362897 SH SOLE 6362897
BELL ATLANTIC CORP COM 077853109 176344 2850000 SH SOLE 2850000
BELLSOUTH CORP COM 079860102 27528 744000 SH SOLE 744000
BETZ LABS INC COM 087779104 11625 250000 SH SOLE 250000
BIOMET INC COM 090613100 88508 6322000 SH SOLE 6322000
BIOTECHNICA INTL INC COM 090915109 7078 11324051 SH SOLE 11324051
BOSTON SCIENTIFIC CORP COM 101137107 50678 1101688 SH SOLE 1101688
BROADWAY STORES INC WT EXP 100899 111572111 11 33600 SH SOLE 33600
BROKEN HILL PROPRIETARY LTD SPONSORED ADR 112169602 54840 966350 SH SOLE 966350
BROOKTREE CORP COM 114577109 15752 3500508 SH SOLE 3500508
BROWN TOM INC COM NEW 115660201 31358 2220000 SH SOLE 2220000
CABLE & WIRELESS PUB LTD CO SPONSORED ADR 126830207 27233 1123000 SH SOLE 1123000
CAMPBELL SOUP CO COM 134429109 151883 2495000 SH SOLE 2495000
CATERPILLAR INC DEL COM 149123101 197880 2910000 SH SOLE 2910000
CENTRAL & SOUTH WEST CORP COM 152357109 99665 3497000 SH SOLE 3497000
CENTRAL LA ELEC INC COM NEW 153897608 25790 959600 SH SOLE 959600
CHECKPOINT SYS INC COM 162825103 14925 600000 SH SOLE 600000
CHEVRON CORPORATION COM 166751107 404425 7205800 SH SOLE 7205800
CHIRON CORP COM 170040109 59818 608832 SH SOLE 608832
CLINTRIALS RESEARCH INC COM 188767107 6925 200000 SH SOLE 200000
COCA COLA CO COM 191216100 209760 2535000 SH SOLE 2535000
COEUR D ALENE MINES CORP IDAHO COM 192108108 4993 245070 SH SOLE 245070
COMPAQ COMPUTER CORP COM 204493100 5948 154000 SH SOLE 154000
CONSOLIDATED PAPERS INC COM 209759109 11250 200000 SH SOLE 200000
CORNING INC COM 219350105 351369 10039100 SH SOLE 10039100
<PAGE> PAGE 3
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
CYPRUS AMAX MINERALS CO COM 232809103 3182 112628 SH SOLE 112628
DELTA & PINE LD CO COM 247357106 11867 213333 SH SOLE 213333
DELTA AIR LINES INC DEL COM 247361108 84563 1100000 SH SOLE 1100000
DEXTER CORP COM 252165105 33837 1276873 SH SOLE 1276873
DISNEY WALT CO DEL COM 254687106 768261 12027561 SH SOLE 12027561
DONALDSON INC COM 257651109 20811 756750 SH SOLE 756750
DONNELLEY R R & SONS CO COM 257867101 80172 2323800 SH SOLE 2323800
DOW CHEM CO COM 260543103 162690 1870000 SH SOLE 1870000
DUKE POWER CO COM 264399106 207555 4110000 SH SOLE 4110000
DYNAMICS CORP AMER COM 268039104 684 28662 SH SOLE 28662
ELCOR CORP COM 284443108 11875 500000 SH SOLE 500000
EMERSON ELEC CO COM 291011104 92088 1140410 SH SOLE 1140410
ENGELHARD CORP COM 292845104 226057 9670893 SH SOLE 9670893
ENVIROTEST SYS CORP CL A 29409W105 122 42420 SH SOLE 42420
EQUITABLE RES INC COM 294549100 62374 2132450 SH SOLE 2132450
ERICSSON L M TEL CO ADR CL B SEK10 294821400 104396 4884000 SH SOLE 4884000
EXXON CORP COM 302290101 494464 6066600 SH SOLE 6066600
FEI CO COM 30241L109 4042 333334 SH SOLE 333334
FASTENAL CO COM 311900104 9625 250000 SH SOLE 250000
FIFTH THIRD BANCORP COM 316773100 8265 142500 SH SOLE 142500
FIRST CHICAGO NBD CORP COM 31945A100 132563 3194301 SH SOLE 3194301
FIRST EMPIRE ST CORP COM 320076102 73800 300000 SH SOLE 300000
FIRST SEC CORP DEL COM 336294103 19772 712500 SH SOLE 712500
FIRST VA BANKS INC COM 337477103 28061 695000 SH SOLE 695000
GATX CORP COM 361448103 145948 3172800 SH SOLE 3172800
GENERAL ELEC CO COM 369604103 261067 3352384 SH SOLE 3352384
GILLETTE CO COM 375766102 108158 2090000 SH SOLE 2090000
GOLDEN WEST FINL CORP DEL COM 381317106 103801 1935700 SH SOLE 1935700
GRANITE BROADCASTING CORP COM 387241102 205 17081 SH SOLE 17081
GREAT LAKES CHEM CORP COM 390568103 309608 4595300 SH SOLE 4595300
HAWAIIAN ELEC INDUSTRIES COM 419870100 17745 507000 SH SOLE 507000
HEILIG MEYERS CO COM 422893107 57698 2797493 SH SOLE 2797493
HELMERICH & PAYNE INC COM 423452101 69670 2064300 SH SOLE 2064300
HEWLETT PACKARD CO COM 428236103 880871 9360000 SH SOLE 9360000
HON INDS INC COM 438092108 66322 2883600 SH SOLE 2883600
HUNTINGDON INTL HLDG PLC ADR 445891203 4918 803000 SH SOLE 803000
IDAHO POWER CO COM 451380109 40855 1408800 SH SOLE 1408800
ILLINOIS SUPERCONDUCTOR CORP COM 452284102 5574 208363 SH SOLE 208363
ILLINOIS TOOL WKS INC COM 452308109 309605 4790800 SH SOLE 4790800
IMMUNE RESPONSE CORP DEL COM 45252T106 6771 1128572 SH SOLE 1128572
INDUSTRIAL TECHNOLOGIES INC COM 456360106 228 304641 SH SOLE 304641
INGERSOLL RAND CO COM 456866102 14267 350100 SH SOLE 350100
INTEL CORP COM 458140100 373669 6570000 SH SOLE 6570000
INTERNATIONAL BUSINESS MACHS COM 459200101 445425 4004198 SH SOLE 4004198
INTERNATIONAL FLAVORS&FRAGRANC COM 459506101 301407 6295700 SH SOLE 6295700
INTUIT COM 461202103 10242 227600 SH SOLE 227600
IPALCO ENTERPRISES INC COM 462613100 41706 1559100 SH SOLE 1559100
JOHNSON & JOHNSON COM 478160104 786505 8525800 SH SOLE 8525800
JOSTENS INC COM 481088102 48808 2181398 SH SOLE 2181398
KN ENERGY INC COM 482620101 50110 1609965 SH SOLE 1609965
<PAGE> PAGE 4
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
KELLOGG CO COM 487836108 351101 4635000 SH SOLE 4635000
KIMBERLY CLARK CORP COM 494368103 44626 600000 SH SOLE 600000
KIMCO REALTY CORP COM 49446R109 11475 425000 SH SOLE 425000
KOPIN CORP COM 500600101 2196 214285 SH SOLE 214285
KUBOTA CORP ADR 501173207 2993 23200 SH SOLE 23200
LATTICE SEMICONDUCTOR CORP COM 518415104 46109 1625000 SH SOLE 1625000
LECHTERS CORP COM 523238103 2000 400000 SH SOLE 400000
LEE ENTERPRISES INC COM 523768109 4740 224400 SH SOLE 224400
LEGGETT & PLATT INC COM 524660107 4575 200000 SH SOLE 200000
LIBERTY BANCORP INC OKLA COM 530175108 23871 645161 SH SOLE 645161
LIFE TECHNOLOGIES INC COM 532177201 5499 196407 SH SOLE 196407
LILLY ELI & CO COM 532457108 597584 9193600 SH SOLE 9193600
LINEAR TECHNOLOGY CORP COM 535678106 144722 3466400 SH SOLE 3466400
LONE STAR INDS INC WT EXP 123100 542290119 1262 89323 SH SOLE 89323
LONE STAR INDS INC COM NEW 542290408 526 17519 SH SOLE 17519
LOUISIANA PAC CORP COM 546347105 56951 2336454 SH SOLE 2336454
MBNA CORP COM 55262L100 121315 4095000 SH SOLE 4095000
MCI COMMUNICATIONS CORP COM 552673105 316991 10479000 SH SOLE 10479000
MANPOWER INC COM 56418H100 190960 6160000 SH SOLE 6160000
MARCAM CORP COM 566140109 4194 305026 SH SOLE 305026
MCCORMICK & CO INC COM NON VTG 579780206 89320 4060000 SH SOLE 4060000
MEDAPHIS CORP COM 584028104 47409 977500 SH SOLE 977500
MEDTRONIC INC COM 585055106 47700 800000 SH SOLE 800000
MERCK & CO INC COM 589331107 420188 6750000 SH SOLE 6750000
MICROSOFT CORP COM 594918104 10106 98000 SH SOLE 98000
MICROFIELD GRAPHICS INC COM 59506W104 1128 410348 SH SOLE 410348
MINERALS TECHNOLOGIES INC COM 603158106 6925 200000 SH SOLE 200000
MINNESOTA MNG & MFG CO COM 604059105 300635 4652000 SH SOLE 4652000
MOLECULAR BIOSYSTEMS INC COM 608513107 3450 400000 SH SOLE 400000
MORGAN J P & CO INC COM 616880100 161402 1944600 SH SOLE 1944600
MOTOROLA INC COM 620076109 242369 4573000 SH SOLE 4573000
NEWHALL LAND & FARMING CO CAL DEPOSITARY REC 651426108 63451 3500758 SH SOLE 3500758
NEWMONT MINING CORP COM 651639106 115579 2041141 SH SOLE 2041141
NORDSTROM INC COM 655664100 12109 250000 SH SOLE 250000
NORTHERN TELECOM LTD COM 665815106 94452 1978042 SH SOLE 1978042
NORWEST CORP COM 669380107 223838 6090800 SH SOLE 6090800
NUCOR CORP COM 670346105 417819 7066700 SH SOLE 7066700
OSMONICS INC COM 688350107 18130 966937 SH SOLE 966937
OSTEOTECH INC COM 688582105 1500 200000 SH SOLE 200000
PNC BK CORP COM 693475105 198338 6450000 SH SOLE 6450000
PACIFIC TELESIS GROUP COM 694890104 102241 3684348 SH SOLE 3684348
PACIFICORP COM 695114108 96673 4658908 SH SOLE 4658908
PALL CORP COM 696429307 122711 4788700 SH SOLE 4788700
PENWEST LTD COM 709752109 1479 77850 SH SOLE 77850
PENNZOIL CO COM 709903108 147289 3705372 SH SOLE 3705372
PHARMACIA & UPJOHN INC COM 716941109 69383 1740000 SH SOLE 1740000
PFIZER INC COM 717081103 837489 12456400 SH SOLE 12456400
PIONEER HI BRED INTL INC COM 723686101 152287 2893800 SH SOLE 2893800
PITTWAY CORP DEL COM 725790109 2865 57300 SH SOLE 57300
PITTWAY CORP DEL CL A 725790208 38593 779649 SH SOLE 779649
<PAGE> PAGE 5
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
POGO PRODUCING CO COM 730448107 172503 5520077 SH SOLE 5520077
POLAROID CORP COM 731095105 65716 1460362 SH SOLE 1460362
PRECISION CASTPARTS CORP COM 740189105 61244 1531100 SH SOLE 1531100
PRIMESOURCE CORP COM 741593107 133 22109 SH SOLE 22109
RTZ PLC SPONSORED ADR 74974K706 76544 1297355 SH SOLE 1297355
RAYCHEM CORP DEL COM 754603108 168765 2616500 SH SOLE 2616500
READERS DIGEST ASSN INC CL B 755267200 7547 175000 SH SOLE 175000
REUTERS HOLDING PLC ADR B 761324201 231943 3561500 SH SOLE 3561500
RHEOMETRICS SCIENTIFIC INC COM 762073104 374 239048 SH SOLE 239048
RHONE POULENC RORER INC COM 76242T104 223790 3668690 SH SOLE 3668690
RIO ALGOM LTD COM 766889109 32006 1741800 SH SOLE 1741800
ROGERS CORP COM 775133101 9250 400000 SH SOLE 400000
ROTO ROOTER INC COM 778786103 14239 463066 SH SOLE 463066
RUBBERMAID INC COM 781088109 280640 9890400 SH SOLE 9890400
RYKOFF-SEXTON INC COM 783759103 22701 1429985 SH SOLE 1429985
SBC COMMUNICATIONS INC COM 78387G103 208973 3971000 SH SOLE 3971000
SAINT JOE PAPER CO COM 790161103 101189 1752200 SH SOLE 1752200
SANTA CRUZ OPERATION INC COM 801833104 4979 812895 SH SOLE 812895
SARA LEE CORP COM 803111103 79695 2424200 SH SOLE 2424200
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1650 60000 SH SOLE 60000
SEQUENT COMPUTER SYS INC COM 817338106 26148 2249250 SH SOLE 2249250
SIGMA ALDRICH CORP COM 826552101 200658 3504940 SH SOLE 3504940
SILICON GRAPHICS INC COM 827056102 5700 228000 SH SOLE 228000
SMITHKLINE BEECHAM PLC ADR REP EQT UT 832378400 51500 1000000 SH SOLE 1000000
SOUTHERN CO COM 842587107 51331 2150000 SH SOLE 2150000
SOUTHTRUST CORP COM 844730101 105890 3833125 SH SOLE 3833125
SOUTHWESTERN ENERGY CO COM 845467109 17169 1430800 SH SOLE 1430800
SPRINT CORP COM 852061100 57000 1500000 SH SOLE 1500000
STAR TECHNOLOGIES INC COM 855193108 365 1015734 SH SOLE 1015734
SUNTRUST BKS INC COM 867914103 206486 2949800 SH SOLE 2949800
TECO ENERGY INC COM 872375100 90115 3622700 SH SOLE 3622700
TMBR/SHARP DRILLING INC COM 87257P101 2700 400000 SH SOLE 400000
TECUMSEH PRODS CO CL B 878895101 5870 105300 SH SOLE 105300
TECUMSEH PRODS CO CL A 878895200 18599 315900 SH SOLE 315900
TELEFONOS DE MEXICO S A SP ADR REP ORD 879403780 9392 285000 SH SOLE 285000
TEMPLE INLAND INC COM 879868107 50077 1068316 SH SOLE 1068316
TENNANT CO COM 880345103 10450 418000 SH SOLE 418000
TEXAS UTILS CO COM 882848104 215211 5201466 SH SOLE 5201466
360 COMMUNICATIONS CO COM 885571109 12000 500000 SH SOLE 500000
TOWN & CTRY TR SH BEN INT 892081100 14125 1000000 SH SOLE 1000000
U S BANCORP ORE COM 911596104 12495 367500 SH SOLE 367500
UNIVAR CORP COM 913353108 1168 103800 SH SOLE 103800
VWR SCIENTIFIC PRODS CORP COM 918435108 1583 103800 SH SOLE 103800
VALLEY NATL BANCORP COM 919794107 10810 389565 SH SOLE 389565
VIKING OFFICE PRODS COM 926913104 40555 729086 SH SOLE 729086
VULCAN MATLS CO COM 929160109 185595 3277600 SH SOLE 3277600
WACHOVIA CORP COM 929771103 279375 6243032 SH SOLE 6243032
WAL MART STORES INC COM 931142103 56833 2471000 SH SOLE 2471000
WASHINGTON FED INC COM 938824109 15312 704000 SH SOLE 704000
WELLS FARGO & CO DEL COM 949740104 440265 1685224 SH SOLE 1685224
<PAGE> PAGE 6
VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY-----
NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (x$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE
WESTCORP INC COM 957907108 18807 1016615 SH SOLE 1016615
WESTVACO CORP COM 961548104 49539 1686450 SH SOLE 1686450
WILMINGTON TRUST CORP COM 971807102 7966 247000 SH SOLE 247000
WISCONSIN ENERGY CORP COM 976657106 51798 1825500 SH SOLE 1825500
REPORT SUMMARY 204 DATA RECORDS 23156028 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
</TABLE>
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