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:
GE Investment Management Incorporated
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.
GE Investment Management Incorporated
/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: 350
--------------
Form 13F Information Table Value Total: $6,060,541,472
--------------
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
GEIM - SEC 13 F WORKSHEET
AS OF 3/31/00
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 994,971 43,496.00 X X
COM
BRILLIANCE CHINA AUTOMOTIVE G1368B102 2,370,593 882,081.00 X X
SHS
EL STIO INC G30177102 2,194,621 102,373.00 X X
COM
GLOBAL CROSSING LTD G3921A100 15,306,122 373,890.00 X X
SHS
OPENTV CORP G67543101 2,442,900 21,973.00 X X
CL A
TRANSOCEAN SEDCO FOREX INC G90078109 2,788,783 54,349.00 X X
SHS
AUDIO CODES LTD M15342104 4,413,087 43,966.00 X X
SHS
CHECK POINT SOFTWARE M22465104 4,801,845 25,179.00 X X
SHS
E SIM LTD M40990109 3,539,250 157,300.00 X X
SHS
FUNDTECH LTD M47095100 15,173,912 583,612.00 X X
SHS
GALILEO TECHNOLOGY LTD M47298100 4,922,427 269,722.00 X X
SHS
ORBOTECH LTD M75253100 21,041,126 249,617.00 X X
COM
ORCKIT COMMUNICATIONS LTD M7531S107 6,843,313 102,139.00 X X
COM
TECNOMATIX TECHNOLOGIES LTD M8743P105 10,143,295 242,505.00 X X
TTI TEAM TELECOME M88258104 9,437,934 299,185.00 X X
SHS
INDIGO N44495104 5,978,846 885,755.00 X X
KPNQWEST B V N50919104 612,157 11,284.00 X X
SHS C
SAPIENS INTL CORP NV N7716A102 10,238,905 835,829.00 X X
BANCO LATINOAMERICANO DE EXP P16994132 1,130,384 42,656.00 X X
CL E
ELAMEX S A DE C V P36209107 3,241,875 570,000.00 X X
ORD
PANAMERICAN BEVERAGES INC P74823108 3,646,842 206,913.00 X X
CL A
ADC TELECOMMUNICATIONS INC 000886101 1,742,749 32,348.00 X X
COM
AFLAC INC 001055102 7,439,035 163,271.00 X X
COM
AT + T CORP 001957109 72,939,375 1,296,700.00 X X
COM
AT+T CORP 001957208 55,564,354 937,795.00 X X
COM LIBERTY MEDIA GRP CL A
AXA FINL INC 002451102 8,466,249 235,993.00 X X
COM
ABBOTT LABS 002824100 26,485,139 752,686.00 X X
COM NPV
ACNIELSON CORP 004833109 1,483,335 65,926.00 X X
COM
ACXIOM CORP 005125109 1,756,232 52,819.00 X X
COM
AGILENT TECHNOLOGIES INC 00846U101 1,955,928 18,807.00 X X
COM
AIR PRODS + CHEMS INC 009158106 218,969 7,700.00 X X
COM
AIRGAS INC 009363102 1,004,424 120,833.00 X X
COM
ALCOA INC 013817101 212,296 3,022.00 X X
COM
ALLEGHANY CORP DEL 017175100 877,110 4,665.48 X X
COM
ALLERGAN INC 018490102 3,381,600 67,632.00 X X
COM
ALLSTATE CORP 020002101 5,168,646 217,056.00 X X
COM
ALLTEL CORP 020039103 13,484,780 213,832.00 X X
COM
ALTERA CORP 021441100 419,564 4,701.00 X X
AMERICA ONLINE INC DEL 02364J104 774,989 11,524.00 X X
COM
AMERICAN EXPRESS CO 025816109 47,245,209 317,215.00 X X
COM
AMERICAN HOME PRODUCTS CORP 026609107 10,502,027 195,842.00 X X
COM
AMERICAN INTL GROUP INC 026874107 65,478,263 597,975.00 X X
COM
AMERISOURCE HEALTH CORP 03071P102 552,765 29,851.00 X X
CL A
AMGEN INC 031162100 20,016,229 326,130.00 X X
COM
ANADARKO PETE CORP 032511107 5,575,062 144,105.00 X X
COM
ANALOG DEVICES INC 032654105 70,098,237 870,110.00 X X
COM
ANHEUSER BUSCH COS INC 035229103 19,432,707 312,172.00 X X
COM
AON CORP 037389103 3,674,049 113,924.00 X X
COM
APPLIED MATERIALS INC 038222105 101,388,589 1,075,741.00 X X
COM
ARACRUZ CELULOSE S A 038496204 4,042,787 190,810.00 X X
SPONSORED ADR
ARCHER DANIELS MIDLAND CO 039483102 759,291 73,184.70 X X
COM
ASSOCIATES FIRST CAP CORP 046008108 16,215,882 756,426.00 X X
CL A
ATMEL CORP 049513104 327,612 6,346.00 X X
COM
AUTOMATIC DATA PROCESSING INC 053015103 46,253,029 958,612.00 X X
COM
AVERY DENNISON CORP 053611109 1,894,098 31,019.00 X X
COM
AVON PRODS INC 054303102 7,849,607 270,094.00 X X
COM
AXA SA 054536107 912,008 12,722.00 X X
SPONSORED ADR
BP AMOCO PLC 055622104 32,502,373 612,530.00 X X
SPONSORED ADR
BAKER HUGHES INC 057224107 14,600,193 482,651.00 X X
COM
BANK AMER CORP 060505104 37,260,986 710,579.00 X X
COM
BANK NEW YORK INC 064057102 3,947,856 94,986.00 X X
COM
BANK ONE CORP 06423A103 1,453,822 42,293.00 X X
COM
BARRICK GOLD CORP 067901108 6,897,841 439,703.00 X X
COM
BAXTER INTL INC 071813109 2,512,139 40,074.00 X X
COM
BELL ATLANTIC CORP 077853109 35,745,411 584,792.00 X X
COM
BELLSOUTH CORP 079860102 12,657,335 269,305.00 X X
COM
BERKSHIRE HATHAWAY INC DEL 084670207 7,210,840 3,962.00 X X
CL B
BESTFOODS 08658U101 6,376,565 136,215.00 X X
COM
BLACKROCK INC 09247X101 1,212,550 59,879.00 X X
CL A
BOEING CO 097023105 5,386,480 141,983.00 X X
COM
BOWATER INC 102183100 1,772,050 33,200.00 X X
COM
BRISTOL MYERS SQUIBB CO 110122108 82,563,154 1,429,665.00 X X
COM
BURLINGTON NORTHN SANTA FE 12189T104 16,130,961 729,083.00 X X
COM
BURLINGTON RES INC 122014103 11,576,708 312,884.00 X X
COM
CBS CORP 12490K107 1,296,826 22,902.00 X X
COM
CIT GROUP INC 125577106 396,065 20,311.00 X X
CL A
CK WITCO CORP 12562C108 191,596 18,807.00 X X
COM
CVS CORP 126650100 32,232,569 858,105.00 X X
COM
CADENCE DESIGN SYS INC 127387108 394,146 18,995.00 X X
COM
CALPINE CORP 131347106 4,108,364 43,706.00 X X
COM
CANADIAN PAC LTD NEW 135923100 8,224,424 367,572.00 X X
COM
CARDINAL HEALTH INC 14149Y108 60,286,402 1,314,145.00 X X
COM
CARNIVAL CORP 143658102 9,908,698 399,343.00 X X
COM
CATALINA MARKETING CORP 148867104 28,430,494 280,795.00 X X
COM
CELESTICA INC 15101Q108 41,616,706 784,296.00 X X
SUB VTG SHS
CEMEX S A 151290889 2,533,910 111,996.00 X X
SPONSORED ADR NEW REP ORD PART
CENDANT CORP 151313103 517,630 27,980.00 X X
COM
CHAMPION INTL CORP 158525105 12,737,879 239,209.00 X X
COM
CHARTERED SEMICONDUCTOR MFG 16133R106 16,736,350 177,574.00 X X
ADR
CHASE MANHATTAN CORP NEW 16161A108 29,699,812 340,643.00 X X
COM
CHEVRON CORP 166751107 10,942,936 118,382.00 X X
COM
CHINA TELECOM HONG KONG LTD 169428109 6,150,398 34,699.00 X X
SPONSORED ADR
CHUBB CORP 171232101 19,711,494 291,752.00 X X
COM
CISCO SYS INC 17275R102 184,424,098 2,385,437.00 X X
COM
CITIGROUP INC 172967101 164,762,800 2,777,876.50 X X
COM
CLEAR CHANNEL COMMUNICATIONS 184502102 977,580 14,155.00 X X
COM
COCA COLA CO 191216100 750,718 15,994.00 X X
COM
COCA COLA FEMSA S A CV 191241108 2,544,974 137,103.00 X X
ADR
COFLEXIP 192384105 30,689,729 560,543.00 X X
SPONSORED ADR
COGNIZANT TECHNOLOGY SOLUTIONS 192446102 4,033,125 45,000.00 X X
CL A
COLGATE PALMOLIVE CO 194162103 32,901,578 583,620.00 X X
COM
COMCAST CORP 200300200 69,889,056 1,613,252.00 X X
CL A SPL
COMDISCO INC 200336105 2,074,625 47,017.00 X X
COM
COMERICA INC 200340107 870,833 20,796.00 X X
COM
COMPANHIA CERVEJA RIA BRAHMA 20440X103 3,996,931 245,965.00 X X
ADR
COMPANHIA PARANAENSE DE ENERG 20441B407 1,149,965 135,290.00 X X
SPONSORED ADR REPSTG PFD SHS
COMPANIA ANON NACL TELE DE VEZ 204421101 1,277,305 44,045.00 X X
SPON ADR REPST 7 CL D SHRS
COMPANIA DE TELECOM DE CHILE 204449300 1,246,313 54,783.00 X X
SPONSORED ADR NEW
COMPUTER ASSOC INTL INC 204912109 1,143,266 19,316.00 X X
COM
COMPUWARE CORP 205638109 514,936 24,448.00 X X
COM
COMVERSE TECHNOLOGY INC 205862402 18,563,013 98,217.00 X X
COM NEW
CONOCO INC 208251306 1,199,238 48,700.00 X X
CL A
CONOCO INC 208251405 10,416,178 406,485.00 X X
CL B
CONSTELLATION ENERGY GROUP INC 210371100 848,321 26,614.00 X X
COM
CONTINENTAL AIRLS INC 210795308 10,693,758 261,621.00 X X
COM CL B
COOPER INDS INC 216669101 598,885 17,111.00 X X
COM
COSTCO WHSL CORP NEW 22160K105 7,039,748 133,931.00 X X
COM
COUNTRYWIDE CR INDS INC 222372104 2,227,524 81,744.00 X X
COM
COVANCE INC 222816100 258,785 24,073.00 X X
COM
DSP GROUP INC 23332B106 8,632,800 130,800.00 X X
COM
DEERE + CO 244199105 4,555,478 119,881.00 X X
COM
DELL COMPUTER CORP 247025109 88,350,003 1,638,007.00 X X
COM
DELPHI AUTOMOTIVE SYS CORP 247126105 806,592 50,412.00 X X
COM
DELTA AIR LINES INC DE 247361108 11,707,013 219,850.00 X X
COM
DENTSPLY INTL INC NEW 249030107 6,289,063 221,641.00 X X
DESC S A DE C V 250309101 9,726,915 648,461.00 X X
SPONSORED ADR REPSTG SER C SHS
DEVON ENERGY CORPORATION NEW 25179M103 2,238,051 46,086.00 X X
COM
DIAL CORP NEW 25247D101 646,484 47,017.00 X X
COM
DISNEY WALT CO 254687106 49,451,483 1,195,202.00 X X
DISNEY COM
DOMINION RES INC VA NEW 25746U109 3,035,717 78,978.00 X X
COM
DOVER CORP 260003108 78,457,406 1,638,797.00 X X
COM
DOW CHEM CO 260543103 208,734 1,831.00 X X
COM
DU PONT E I DE NEMOURS + CO 263534109 7,999,459 151,290.00 X X
COM
DUKE ENERGY CO 264399106 38,110,065 725,906.00 X X
COM STK NPV
ECI TELECOM LTD 268258100 58,648,221 1,869,266.00 X X
ORD
E M C CORP MASS 268648102 86,870,625 694,965.00 X X
COM
ESAT TELECOM GROUP PLC 26883Y102 11,896,793 120,219.00 X X
SPONSORED ADR
EASTMAN KODAK CO 277461109 478,765 8,815.00 X X
COM
EATON CORP 278058102 9,176,466 117,647.00 X X
COM
EDISON INTL 281020107 6,567,064 396,502.00 X X
COM
EDWARDS A G INC 281760108 969,600 24,240.00 X X
COM
EL PASO ENERGY CORP DEL 283905107 16,851,637 417,378.00 X X
COM
ELBIT LTD 284275104 4,005,755 308,135.00 X X
ORD
EMBRATEL PARTICIPACOES S A 29081N100 2,251,079 87,847.00 X X
SPONSORED ADR REPSTG PFD
EMERSON ELEC CO 291011104 28,302,771 535,277.00 X X
COM
ENERSIS S A 29274F104 921,212 45,352.00 X X
SPONSORED ADR
ENRON CORP 293561106 10,767,025 143,800.00 X X
COM
EQUIFAX INC 294429105 41,416,136 1,640,243.00 X X
COM
EXXON MOBIL CORP 30231G102 100,761,378 1,294,925.34 X X
COM
FPL GROUP INC 302571104 5,015,239 108,879.00 X X
COM
FEDERAL HOME LN MTG CORP 313400301 200,700 4,542.00 X X
COM FORMERLY SR PART PFD
FEDERAL NATL MTG ASSN 313586109 65,373,644 1,158,337.00 X X
COM
FEDERATED DEPT STORES INC DEL 31410H101 19,281,236 461,826.00 X X
COM
FIDELITY NATL FINL INC 316326107 3,150,075 228,059.75 X X
COM
FINISAR CORP 31787A101 543,426 3,709.00 X X
COM
FINOVA GROUP INC 317928109 354,138 21,064.00 X X
COM
FIRST DATA CORP 319963104 122,308,062 2,764,024.00 X X
COM
FIRSTAR CORP WIS 33763V109 967,687 42,188.00 X X
COM
FLEETBOSTON FINL CORP 339030108 23,522,900 644,463.00 X X
COM
FOMENTO ECONOMICO MEXICANO 344419106 3,224,025 71,645.00 X X
SPONSADR RPSTG UNIT 1 SER B
FORD MTR CO DEL 345370100 11,580,568 252,094.00 X X
COM
FRANKLIN RES INC 354613101 1,086,184 32,484.00 X X
COM
FREEPORT MCMORAN COPPER + GOLD 35671D857 318,498 26,404.00 X X
CL B
GATX 361448103 600,324 15,798.00 X X
COM
GTE CORP 362320103 49,373,755 695,405.00 X X
COM
GANNETT INC 364730101 59,847,674 850,411.00 X X
COM
GAP INC 364760108 376,483 7,558.00 X X
COM
GENENTECH INC 368710406 616,968 4,059.00 X X
COM
GENERAL DYNAMICS CORP 369550108 9,796,621 196,917.00 X X
COM
GENERAL ELEC CO 369604103 100,875,755 650,025.00 X X
COM
GENERAL MLS INC 370334104 8,368,794 231,262.00 X X
COM
GENERAL MTRS CORP 370442105 872,927 10,541.00 X X
COM
GILLETTE CO 375766102 13,279,078 352,347.00 X X
COM
GLOBAL LT TELECOMMUNICATIONS 37934X100 9,358,148 456,495.00 X X
COM
GLOBO CABO SA 37957X102 787,125 41,980.00 X X
SPONSORED ADR REPSTG PFD
GOLDMAN SACHS GROUP INC 38141G104 10,508,190 99,959.00 X X
COM
GRUPO TELEVISION SA DE CV 40049J206 37,946,448 558,036.00 X X
SPONSORED ADR REPSTG ORD PARTN
GRUPO ELEKTRAS A DE C V 40050A102 3,128,034 245,336.00 X X
GLOBAL DEPOSITORY RCPT REP
HALLIBURTON CO 406216101 12,338,540 300,940.00 X X
COM
HARMAN INTL INDS INC NEW 413086109 1,502,280 25,038.00 X X
COM
HARTFORD FINANCIAL SVCS GRP 416515104 21,517,358 407,912.00 X X
COM
HEINZ H J CO 423074103 6,840,766 196,151.00 X X
COM
HELLENIC TELECOMMUNICATIONS 423325307 13,232,119 918,024.00 X X
SPONSORED ADR
HEWLETT PACKARD CO 428236103 15,497,352 116,906.00 X X
COM
HOME DEPOT INC 437076102 82,075,799 1,272,493.00 X X
COM
HONEYWELL INTL INC 438516106 54,203,583 1,028,775.00 X X
COM
HUANENG POWER INTL INC 443304100 2,208,872 276,109.00 X X
SPONSORED ADR SER N SHS
HUBBELL INC 443510201 14,731,117 538,123.00 X X
CLB
ITT INDS INC 450911102 876,273 28,210.00 X X
COM
IMPSAT CORP 45321T103 1,924,636 68,737.00 X X
COM
INGERSOLL RAND CO 456866102 7,292,356 164,799.00 X X
COM
INTEL CORP 458140100 234,544,370 1,777,693.00 X X
COM
INTERNATIONAL BUSINESS MACHS 459200101 55,249,252 468,214.00 X X
COM
INTERPUBLIC GROUP COS INC 460690100 83,491,884 1,767,024.00 X X
COM
ISPAT INTL N V 464899103 16,845,566 1,132,475.00 X X
CL A NY REGISTRY SH
JAZZTEL PLC 47214R152 3,577,184 46,004.00 X X
ADR
JEFFERSON PILOT CORP 475070108 266,183 3,999.00 X X
COM
JOHNSON + JOHNSON 478160104 36,209,351 516,815.00 X X
COM
JONES APPAREL GROUP INC 480074103 617,451 19,371.00 X X
COM
KIMBERLY CLARK CORP 494368103 8,041,488 143,598.00 X X
COM
KNIGHT RIDDER INC 499040103 11,727,799 230,239.00 X X
COM
KOREA TELECOM 50063P103 18,479,213 422,382.00 X X
SPONSORED ADR
KOREA ELEC PWR CORP 500631106 1,014,435 64,154.00 X X
SPONSORED ADR
KROGER CO 501044101 674,295 38,394.00 X X
COM
LEHMAN BROTHERS HLDGS INC 524908100 15,994,815 164,895.00 X X
COM
LILLY ELI + CO 532457108 13,930,119 221,113.00 X X
COM
LINCARE HLDGS INC 532791100 16,589,274 584,644.00 X X
COM
LINCOLN NATL CORP IN 534187109 4,491,211 134,066.00 X X
COM
LOEWS CORP 540424108 3,930,750 78,615.00 X X
COM
LOWES COS INC 548661107 29,059,717 497,811.00 X X
USD0.50
LUCENT TECHNOLOGIES INC 549463107 34,245,929 563,719.00 X X
COM
MBNA CORP 55262L100 202,674 7,948.00 X X
COM
MCI WORLDCOM INC 55268B106 64,915,095 1,432,609.00 X X
COM
MAGIC SOFTWARE ENTERPRISES LTD 559166103 4,651,447 244,813.00 X X
ORD
MATAV RT 559776109 3,637,919 81,522.00 X X
ADR
MANDALAY RESORT GROUP 562567107 1,248,598 73,991.00 X X
COM
MANOR CARE INC NEW 564055101 455,274 33,724.00 X X
COM
MARSH + MCLENNAN COS INC 571748102 33,929,147 307,573.00 X X
COM
MARTIN MARIETTA MATLS INC 573284106 22,213,138 467,645.00 X X
COM
MASCO CORP 574599106 5,689,570 277,540.00 X X
COM
MCDONALDS CORP 580135101 60,459,210 1,609,563.00 X X
COM
MCGRAW HILL COS INC 580645109 646,055 14,199.00 X X
COM
MEAD CORP 582834107 4,861,798 139,157.00 X X
COM
MEDIAONE GROUP INC 58440J104 342,954 4,234.00 X X
COM
MEDTRONIC INC 585055106 355,587 6,913.00 X X
COM
MERCK + CO INC 589331107 118,492,690 1,907,327.00 X X
COM
METTLER TOLEDO INTL INC 592688105 4,390,110 110,821.00 X X
COM
MICROSOFT CORP 594918104 156,169,013 1,469,826.00 X X
COM
MIRAE CORP 60461U109 1,488,867 137,500.00 X X
SPONSORED ADR
MOLEX INC 608554200 50,574,354 1,139,703.75 X X
CL A
MORGAN STANLEY DEAN WITTER+CO 617446448 77,029,093 944,418.00 X X
COM NEW
MOTOROLA INC 620076109 27,268,372 191,525.00 X X
COM
NTL INC 629407107 52,161,797 562,012.63 X X
COM
NABORS INDUSTRIES INC 629568106 26,195,449 674,923.00 X X
COM
NETIA HLDGS S A 64114B104 1,735,580 49,588.00 X X
SPONSORED ADR
NEW CENTY ENERGIES INC 64352U103 12,216,137 406,358.00 X X
COM
NEWMONT MNG CORP 651639106 19,217,352 856,483.66 X X
COM
NEWS CORP LTD 652487703 5,422,500 96,400.00 X X
ADR NEW
NEXTEL COMMUNICATIONS INC 65332V103 7,466,611 50,365.00 X X
CL A
NICE SYS LTD 653656108 2,788,155 39,132.00 X X
SPONSORED ADR
NOKIA CORP 654902204 3,677,174 16,926.00 X X
SPONSORED ADR
NORTEL NETWORKS CORP 656569100 56,930,958 451,833.00 X X
COM
NUEVO GURPO IUSACELL SA DE CV 670512102 3,615,840 178,560.00 X X
SPONSORED ADR REPSTG SER V SHS
OFFICE DEPOT INC 676220106 543,634 47,017.00 X X
COM
OMNICARE INC 681904108 936,810 77,663.00 X X
COM
ORACLE CORP 68389X105 1,367,889 17,523.00 X X
COM
PE CORP 69332S102 427,013 4,425.00 X X
COM PE BIOSYSTEMS GROUP
PNC FINL SVCS GROUP INC 693475105 15,028,118 333,495.00 X X
COM
PPG INDS INC 693506107 6,537,702 124,974.00 X X
COM
PARKER HANNIFIN CORP 701094104 6,007,870 145,425.00 X X
COM
PARTNER COMMUNICATION CO LTD 70211M109 2,986,216 179,622.00 X X
ADR
PEPSI GEMEX S A DE C V 713435105 798,926 146,929.00 X X
GLOBAL DEPOS RCPT REP ORD PART
PEPSICO INC 713448108 55,392,386 1,602,673.00 X X
COM
PERKINELMER INC 714046109 11,343,570 170,580.00 X X
COM
PHARMACIA + UPJOHN INC 716941109 22,643,810 382,174.00 X X
COM
PFIZER INC 717081103 14,683,537 401,601.00 X X
COM
PHILIP MORRIS COS INC 718154107 4,509,174 213,452.00 X X
COM
PITNEY BOWES INC 724479100 25,957,539 580,868.00 X X
COM
POHANG IRON + STEEL LTD 730450103 10,058,923 365,779.00 X X
SPONSORED ADR
POTASH CORP SASK INC 73755L107 1,545,500 30,910.00 X X
COM
PROCTER + GAMBLE CO 742718109 18,006,581 320,117.00 X X
COM
PRODIGY COMMUNICATION CORP 74283P107 2,198,312 145,946.00 X X
COM
PROGRESSIVE CORP OHIO 743315103 1,416,968 18,629.00 X X
COM
QUAKER OATS CO 747402105 919,257 15,163.00 X X
COM
QUALCOMM INC 747525103 315,199 2,111.00 X X
COM
QWEST COMMUNICATIONS INTL INC 749121109 1,185,728 24,448.00 X X
COM
RADIAN GROUP INC 750236101 1,370,625 34,000.00 X X
COM
RALSTON PURINA CO 751277302 26,168,775 955,937.00 X X
COM RALSTON PURINA GROUP
RAYONIER INC 754907103 8,084,554 165,837.00 X X
COM
RELIASTAR FINL CORP 75952U103 5,884,697 173,718.00 X X
COM
ROHM + HAAS CO 775371107 313,669 7,029.00 X X
COM
ROYAL DUTCH PETE CO 780257804 26,220,294 455,510.00 X X
NY REGISTRY SH PAR N GLDR 1.25
RYANAIR HOLDGS PLC 783513104 4,228,024 92,164.00 X X
SPONSORED ADR
SBC COMMUNICATIONS INC 78387G103 96,429,102 2,295,931.00 X X
COM
SCI SYS INC 783890106 607,166 11,283.00 X X
COM
SPDR TRUST 78462F103 12,305,925 81,733.00 X X
UNIT SER 1
SABRE HLDGS CORP 785905100 245,413 6,644.00 X X
CL A
SAFEWAY INC 786514208 223,354 4,936.00 X X
COM NEW
ST PAUL COS INC 792860108 9,845,916 288,525.00 X X
COM
SARA LEE CORP 803111103 10,352,232 575,124.00 X X
COM
HENRY SCHEIN INC 806407102 6,091,162 376,288.00 X X
COM STK
SCHERING PLOUGH CORP 806605101 31,214,348 849,370.00 X X
COM
SCHLUMBERGER LTD 806857108 70,059,006 915,804.00 X X
COM
SEALED AIR CORP NEW 81211K100 653,216 12,027.00 X X
COM
SHERWIN WILLIAMS CO 824348106 525,403 23,950.00 X X
COM
SHIRE PHARMACEUTICALS GROUP PL 82481R106 994,506 19,405.00 X X
SPONSORED ADR
SOUTHWEST AIRLS CO 844741108 387,674 18,627.00 X X
COM
SPRINT CORP 852061100 25,797,933 409,491.00 X X
COM
SPRINT CORP 852061506 7,727,383 118,314.00 X X
PCS COM SER 1
STARMEDIA NETWORK INC 855546107 465,127 15,472.00 X X
COM
STATE STREET CORPORATION 857477103 13,136,831 135,606.00 X X
COM
STET HELLAS TELECOMMUNICATIONS 859823106 9,510,558 330,802.00 X X
ADR
SUN MICROSYSTEMS INC 866810104 29,705,671 317,019.00 X X
COM
SUNGARD DATA SYS INC 867363103 752,546 19,935.00 X X
COM
SYBRON INTL CORP WISCONSIN 87114F106 25,223,939 869,791.00 X X
COM
SYNOPSYS INC 871607107 2,762,419 56,665.00 X X
COM
SYSCO CORP 871829107 1,402,055 39,287.00 X X
COM
TAIWAN SEMICNDCTR MFG CO LTD 874039100 27,764,984 487,104.99 X X
SPONSORED ADR
TARGET CORP 87612E106 62,229,824 832,506.00 X X
COM
TELE CENTRO SUL PARTICIPACOES 879239101 3,803,355 46,955.00 X X
SPONSORED ADR REPSTG PFD
TELE NORTE LESTE PARTICIPACOES 879246106 4,528,913 170,100.00 X X
SPONSORED ADR REPSTG PFD
TELECOM ARGENTINA STET FRANCE 879273209 2,038,505 58,662.00 X X
SPONSORED ADR REPSTG CL B SHS
TELECOMUNICACOES BRASILEIRAS 879287308 30,629,056 204,620.00 X X
SPNSD ADR REPSTG ADR FOR PFD
TELECOMUNICACOES DE SAO PAULO 87929A102 2,370,102 79,835.00 X X
SPONSORED ADR REPSG PFD
TELEFONOS DE MEXICO S A 879403780 13,781,565 205,695.00 X X
SPONSORED ADR REPSTG SH ORD L
TELESP CELULAR PARTICIPACOES 87952L108 382,527 6,748.00 X X
SPONSORED ADR REPSTG PFD
TELLABS INC 879664100 4,899,303 77,786.00 X X
COM
TENET HEALTHCARE CORP 88033G100 579,623 25,201.00 X X
COM
TEVA PHARMACEUTICAL INDS LTD 881624209 28,943,567 775,707.00 X X
ADR
TEXACO INC 881694103 6,299,007 117,464.00 X X
COM
TEXAS INSTRS INC 882508104 16,527,200 103,295.00 X X
COM
TEXTRON INC 883203101 26,927,630 442,343.00 X X
COM
THERMO ELECTRON CORP 883556102 383,193 18,807.00 X X
COM
TIME WARNER INC 887315109 3,214,900 32,149.00 X X
COM
TIMKEN CO 887389104 216,223 13,306.00 X X
COM
TOSCO CORP 891490302 3,209,634 105,450.00 X X
COM NEW
TRICOM SA 89612A100 5,419,440 225,810.00 X X
SPONSORED ADR REPSTG CL A
TUBOS DE ACERO DE MEXICO S A 898592506 2,928,751 178,855.00 X X
ADR NEW
TV AZTECA S A DE C V 901145102 5,655,563 383,428.00 X X
SPONSORED ADR
TYCO INTL LTD NEW 902124106 1,727,471 34,636.00 X X
COM
USX MARATHON GROUP 902905827 6,406,970 245,831.00 X X
COM NEW
US BANCORP DEL 902973106 7,735,613 353,628.00 X X
COM
ULTRAPAR PARTICIPACOES S A 90400P101 1,676,026 152,366.00 X X
SPONSORED ADR REPSTG PFD SHS
UNIBANCO UNIAO DE BARNCOS BRAS 90458E107 24,988,901 787,052.00 X X
GLOBAL DEPOSITORY RCPT REPSTG
UNISYS CORP 909214108 35,443,878 1,389,956.00 X X
COM
UNITED HEALTHCARE CORP 910581107 2,768,687 46,435.00 X X
COM
UNITED PARCEL SVC INC 911312106 5,599,755 88,885.00 X X
CL B
U S INDS INC NEW 912080108 447,312 40,435.00 X X
COM
U S WEST INC NEW 91273H101 37,477,841 516,046.00 X X
COM
UNITED TECHNOLOGIES CORP 913017109 24,416,914 386,420.00 X X
COM
UNOCAL CORP 915289102 13,930,051 468,237.00 X X
COM
UNUMPROVIDENT CORP 91529Y106 233,393 13,729.00 X X
COM
VERITAS SOFTWARE CORP 923436109 339,290 2,590.00 X X
COM
VIAD CORP 92552R109 1,290,585 56,419.00 X X
COM
VIACOM INC 925524308 292,921 5,553.00 X X
CL B
VODAFONE AIRTOUCH PLC 92857T107 28,419,941 511,495.00 X X
SPONSORED ADR
WACHOVIA CORP NEW 929771103 998,844 14,784.00 X X
WADDELL + REED FINL INC 930059100 2,538,327 59,990.00 X X
CL A
WAL MART STORES INC 931142103 71,825,769 1,294,158.00 X X
COM
WARNER LAMBERT CO 934488107 38,886,413 398,835.00 X X
COM
WASTE MGMT INC DEL 94106L109 9,896,459 723,029.00 X X
COM
WATSON PHARMACEUTICALS INC 942683103 46,376,233 1,168,535.00 X X
COM
WELLS FARGO + CO NEW 949746101 11,284,831 275,660.00 X X
COM
WESTVACO CORP 961548104 2,763,150 82,791.00 X X
COM
WEYERHAEUSER CO 962166104 7,846,164 137,652.00 X X
COM
WILLIAMS COS INC 969457100 1,669,625 38,000.00 X X
COM
YAHOO INC 984332106 560,739 3,272.00 X X
COM
ZALE CORP NEW 988858106 869,713 18,431.00 X X
COM
ZI CORP 988918108 677,847 42,037.00 X X
COM
ZEBRA TECHNOLOGIES CORP 989207105 613,750 12,275.00 X X
CL A
-------------
STOCK TOTAL 6,060,541,472
GRAND TOTAL 6,060,541,472
</TABLE>
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