FEDERATED INVESTORS INC /PA/
13F-HR, 2000-05-15
BLANK CHECKS
Previous: AMERICAN AIRCARRIERS SUPPORT INC, 10-Q, 2000-05-15
Next: FEDERATED INVESTORS INC /PA/, 10-Q, 2000-05-15



                                     UNITED STATES
                          SECURITIES AND EXCHANGE COMMISSION
                                 Washington, DC 20549

                                  Form 13F Cover Page

Report for the Calendar Year or Quarter Ended: March 31, 2000

Check here if Amendment [   ]; Amendment Number:  _______

This Amendment:

[  ]  is a restatement.
[  ]  adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:  Federated Investors, Inc.

Address:  Federated Investors Tower

                1001 Liberty Avenue

                            Pittsburgh, PA 15222-3779

Form 13F File Number:  28-5680

      The institutional investment manager filing this report and the person by
whom it is singed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true, correct
and complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:  Beverly Pirker
Title:  Manager, Treasury
Phone:  (412) 288-1770

Signature, Place, and Date of Signing:
/s/Beverly Pirker Pittsburgh, PA          May 12, 2000





COVER PAGE ADDENDUM FOR FORM 13F

Federated Investors, Inc. ("Investors") is affiliated with the institutional
investment managers listed on the cover page of this form 13F in the manner
described below. By virtue of Rule 13F-1(b) under the Securities Exchange Act of
1934, Investors is deemed to share investment discretion over all investments
reported herein. This filing does not constitute an admission that such
investment discretion does in fact exist, but is made solely to comply with
applicable law.

The information set forth below is numbered to correspond with the names of the
other parties with respect to which this schedule is filed as listed at the
bottom of the cover page hereof:

1. Federated Investment Counseling ("FIC") is an Investment Adviser to Federated
International Funds, Plc. and certain private investment accounts, consisting
primarily of pension and retirement plans. FIC is a wholly-owned subsidiary of
Investors. Investors exercises investment discretion over certain investments as
reported by FIC. FIC exercises investment discretion over the investments
identified with the numbers "1" and "5" under Item 7 in the attached tables.
This filing is made on behalf of FIC with respect to all investments over which
it exercises investment discretion.

2. Federated Investment Management Company ("FIM") is the Investment Adviser to
certain Federated Funds. FIM is a wholly-owned subsidiary of Investors. Subject
to guidelines established by the Boards of Trustees or Directors of the Funds
aforementioned, FIM exercises investment discretion over the investments
identified with the number "2 under Item 7 in the attached tables. This filing
is made on behalf of FIM with respect to all investments over which it exercises
investment discretion.

4.  Passport Research Ltd. ("PR") is the Investment Adviser
to Federated Utility Fund, Inc.  PR is 50.5% owned
subsidiary of Daily Cash Research Corp.  Daily Cash
Research Corp. is a wholly-owned subsidiary of Federated
Investors.  Subject to guidelines established by the Boards
of    Trustees of the aforementioned investment companies,
PR exercises investment discretion over the investments
identified with the number "4" under Item 7 in the attached
tables.  This filing is made on behalf of PR with respect
to all investments over which it exercises investment
discretion.

21. Federated Global Investment Management Corp. ("Global") is the Investment
Adviser to certain international Federated Funds. Global is a wholly-owned
subsidiary of Investors. Subject to guidelines established by the Board of
Trustees or Directors of the aforementioned Funds, Global exercises investment
discretion over the investments identified with the number "21" under Item 7 in
the attached tables. This filing is made on behalf of Global with respect to all
investments over which it exercises investment discretion.

Report Type

[ X] 13F HOLDING REPORT.

[  ]  13F NOTICE.

[  ]  13F COMBINATION REPORT.

Form 13 F Summary Page

Number of Other Included Managers:   4

Form 13F Information Table Entry Total: 1,795

Form 13F Information Table Value Total:   $18,655,653

List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.

No.      13F File Number      Name

01       28-1454              Federated Investment Counseling
02       28-2576              Federated Investment Management Company
04       28-2491              Passport Research, Ltd.
21       28-6486              Federated Global Investment Management Corp.

<TABLE>
<CAPTION>

FORM 13F INFORMATION TABLE
<S>              <C>                 <C>             <C>    <C>               <C>            <C>      <C>             <C>

- ----------------------------------------------------------------------------------------------------------------------------------
           Column 1               Column 2        Column 3 Column 4         Column 5      Column 6  Column 7        Column 8

- ----------------------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------------------
                                                                                                               VOTING AUTHORITY

- ----------------------------------------------------------------------------------------------------------------------------------
- ----------------------------------------------------------------------------------------------------------------------------------
                               TITLE OFMCLASSISSUCUSIP      VALUE  SHRS    SH/   PUT/CALINVESTMENT OTHER     SOLE   SHARED  NONE
                                                           (X$1000)OR      PRN          DISCRETION MANAGERS
                                                                             PRN
                                                                             AMT

- ----------------------------------------------------------------------------------------------------------------------------------
A D C TELECOMMUNICATIONS       COM              000886101     3809  70700 SH            DEFINED            2      0   70700     0
ACTV INC                       COM              00088E104      252   7200 SH            DEFINED            1      0    7200     0
ACTV INC                       COM              00088E104    21073 601000 SH            DEFINED            2      0  601000     0
ACT MFG INC                    COM              000973107     5219  93300 SH            DEFINED            2      0   93300     0
AFLAC INC                      COM              001055102      214   4700 SH            DEFINED            1      0    4700     0
AFLAC INC                      COM              001055102     2852  62600 SH            DEFINED            2      0   62600     0
AGCO CORP                      COM              001084102      160  14100 SH            DEFINED            2      0   14100     0
AGL RES INC                    COM              001204106      248  13500 SH            DEFINED            2      0   13500     0
AES CORP                       COM              00130H105     3827  48600 SH            DEFINED            2      0   48600     0
AK STL HLDG CORP               COM              001547108      150  14500 SH            DEFINED            2      0   14500     0
AMFM INC                       COM              001693100      938  15100 SH            DEFINED            2      0   15100     0
AMR CORP                       COM              001765106     1447  45400 SH            DEFINED            2      0   45400     0
AT&T CORP                      COM              001957109     8568 152150 SH            DEFINED            1      0  152150     0
AT&T CORP                      COM              001957109   156269 2778121SH            DEFINED            2      0 2778121     0
AT&T CORP                      COM              001957109     6667 116550 SH            DEFINED           21      0  116550     0
AT&T CORP                      COM LIB GRP      001957208      819  13800 SH            DEFINED            1      0   13800     0
                                        A

AT&T CORP                      COM LIB GRP      001957208   143277 2418178SH            DEFINED            2      0 2418178     0
                                        A

AT & T CDA INC                 DEPS RCPT CL     00207Q202    25779 422600 SH            DEFINED            2      0  422600     0
                                        B

AVX CORP NEW                   COM              002444107     1762  22400 SH            DEFINED           21      0   22400     0
ABBOTT LABS                    COM              002824100      493  14000 SH            DEFINED            1      0   14000     0
ABBOTT LABS                    COM              002824100   108772 3091200SH            DEFINED            2      0 3091200     0
ABERCROMBIE & FITCH CO         CL               002896207      338  21100 SH            DEFINED            2      0   21100     0
                                        A

ACCRUE SOFTWARE INC            COM              00437W102     2995  65400 SH            DEFINED            2      0   65400     0
ACTIVE SOFTWARE INC            COM              00504E100      146   2300 SH            DEFINED            1      0    2300     0
ACTIVE SOFTWARE INC            COM              00504E100     8632 135700 SH            DEFINED            2      0  135700     0
ACXIOM CORP                    COM              005125109      346  10400 SH            DEFINED            1      0   10400     0
ACXIOM CORP                    COM              005125109     4632 139300 SH            DEFINED            2      0  139300     0
ADAPTIVE BROADBAND CORP        COM              00650M104       91   1700 SH            DEFINED            1      0    1700     0
ADAPTIVE BROADBAND CORP        COM              00650M104     2194  41000 SH            DEFINED            2      0   41000     0
ADAPTEC INC                    COM              00651F108     4229 109500 SH            DEFINED            2      0  109500     0
ADELPHIA BUSINESS SOLUTIONS    CL               006847107      388   6300 SH            DEFINED            1      0    6300     0
                                        A

ADELPHIA BUSINESS SOLUTIONS    CL               006847107    33056 536400 SH            DEFINED            2      0  536400     0
                                        A

ADELPHIA BUSINESS SOLUTIONS    CL               006847107    18759 304400 SH            DEFINED            4      0  304400     0
                                        A

ADELPHIA BUSINESS SOLUTIONS    CL               006847107    11546 184000 SH            DEFINED           21      0  184000     0
                                        A

ADOBE SYS INC                  COM              00724F101     3106  27900 SH            DEFINED            2      0   27900     0
ADTRAN INC                     COM              00738A106      434   7300 SH            DEFINED            2      0    7300     0
ADVANCE PARADIGM INC           COM              007491103     2216 186600 SH            DEFINED            2      0  186600     0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105      476   7600 SH            DEFINED            2      0    7600     0
ADVANCED MICRO DEVICES INC     COM              007903107     1974  34600 SH            DEFINED            2      0   34600     0
AETHER SYS INC                 COM              00808V105      182   1000 SH            DEFINED            1      0    1000     0
AETHER SYS INC                 COM              00808V105    12596  69400 SH            DEFINED            2      0   69400     0
AETNA INC                      COM              008117103     1874  33655 SH            DEFINED            2      0   33655     0
AFFILIATED COMPUTER SERVICES   CL               008190100      247   6500 SH            DEFINED            2      0    6500     0
                                        A

AFFILIATED MANAGERS GROUP      COM              008252108      527  11100 SH            DEFINED            1      0   11100     0
AFFILIATED MANAGERS GROUP      COM              008252108     6436 135500 SH            DEFINED            2      0  135500     0
AFFYMETRIX INC                 COM              00826T108      238   1600 SH            DEFINED            1      0    1600     0
AFFYMETRIX INC                 COM              00826T108    11741  79100 SH            DEFINED            2      0   79100     0
AGILENT TECHNOLOGIES INC       COM              00846U101     3432  33000 SH            DEFINED            2      0   33000     0
AIR PRODS & CHEMS INC          COM              009158106     1979  69600 SH            DEFINED            2      0   69600     0
AIRBORNE FGHT CORP             COM              009266107      278  11600 SH            DEFINED            2      0   11600     0
AIRGAS INC                     COM              009363102      132  15900 SH            DEFINED            2      0   15900     0
AIRGATE PCS INC                COM              009367103      285   2700 SH            DEFINED            1      0    2700     0
AIRGATE PCS INC                COM              009367103    13050 123700 SH            DEFINED            2      0  123700     0
AIRNET COMMUNICATIONS CORP     COM              00941P106      280   8000 SH            DEFINED            1      0    8000     0
AIRNET COMMUNICATIONS CORP     COM              00941P106    18059 516900 SH            DEFINED            2      0  516900     0
ALASKA COMMUNICATIONS SYS GRP  COM              01167P101      158  13000 SH            DEFINED            1      0   13000     0
ALASKA COMMUNICATIONS SYS GRP  COM              01167P101     1974 162800 SH            DEFINED            2      0  162800     0
ALBERTO CULVER CO              CL B             013068101      312  13100 SH            DEFINED            2      0   13100     0
                               CONV

ALBERTSONS INC                 COM              013104104     3089  99661 SH            DEFINED            2      0   99661     0
ALCAN ALUMINIUM LTD NEW        COM              013716105     1748  51600 SH            DEFINED            2      0   51600     0
ALCOA INC                      COM              013817101     2462  35046 SH            DEFINED            1      0   35046     0
ALCOA INC                      COM              013817101    22880 325700 SH            DEFINED            2      0  325700     0
ALEXANDER & BALDWIN INC        COM              014482103      210  10200 SH            DEFINED            2      0   10200     0
ALEXION PHARMACEUTICALS INC    COM              015351109     1869  26800 SH            DEFINED            2      0   26800     0
ALKERMES INC                   COM              01642T108       56    600 SH            DEFINED            1      0     600     0
ALKERMES INC                   COM              01642T108     1415  15300 SH            DEFINED            2      0   15300     0
ALLAIRE CORP                   COM              016714107     2208  29200 SH            DEFINED            2      0   29200     0
ALLEGHENY ENERGY INC           COM              017361106      397  14400 SH            DEFINED            2      0   14400     0
ALLEGHENY TECHNOLOGIES INC     COM              01741R102      441  21996 SH            DEFINED            2      0   21996     0
ALLEGIANCE TELECOM INC         COM              01747T102     9824 121850 SH            DEFINED            2      0  121850     0
ALLEGIANCE TELECOM INC         COM              01747T102     6412  78000 SH            DEFINED           21      0   78000     0
ALLERGAN INC                   COM              018490102      210   4200 SH            DEFINED            1      0    4200     0
ALLERGAN INC                   COM              018490102     1545  30900 SH            DEFINED            2      0   30900     0
ALLIANCE CAP MGMT HLDG L P     UNIT LTD         01855A101     6444 155500 SH            DEFINED            2      0  155500     0
                               PARTN

ALLIANT CORP                   COM              018802108      314  10300 SH            DEFINED            2      0   10300     0
ALLIED WASTE INDS INC          COM              019589308      301  45800 SH            DEFINED            2      0   45800     0
                               PAR$.01NEW

ALLMERICA FINL CORP            COM              019754100     4789  93900 SH            DEFINED            1      0   93900     0
ALLMERICA FINL CORP            COM              019754100    16606 325600 SH            DEFINED            2      0  325600     0
ALLSTATE CORP                  COM              020002101     5212 218890 SH            DEFINED            1      0  218890     0
ALLSTATE CORP                  COM              020002101    92305 3876310SH            DEFINED            2      0 3876310     0
ALLTEL CORP                    COM              020039103    27281 432600 SH            DEFINED            2      0  432600     0
ALLTEL CORP                    COM              020039103    37737 598400 SH            DEFINED            4      0  598400     0
ALLTEL CORP                    COM              020039103     1387  22000 SH            DEFINED           21      0   22000     0
ALPHA INDS INC                 COM              020753109      152   1600 SH            DEFINED            1      0    1600     0
ALPHA INDS INC                 COM              020753109     2565  27000 SH            DEFINED            2      0   27000     0
ALTERA CORP                    COM              021441100     2329  26100 SH            DEFINED            2      0   26100     0
ALTEON WEBSYSTEMS INC          COM              02145A109    17499 213400 SH            DEFINED            2      0  213400     0
ALZA CORP DEL                  COM              022615108      902  24000 SH            DEFINED            2      0   24000     0
AMAZON COM INC                 COM              023135106     8469 126400 SH            DEFINED            2      0  126400     0
AMAZON COM INC                 COM              023135106       35    500 SH            DEFINED           21      0     500     0
AMBAC FINL GROUP INC           COM              023139108      458   9100 SH            DEFINED            2      0    9100     0
AMERADA HESS CORP              COM              023551104     1377  21300 SH            DEFINED            2      0   21300     0
AMEREN CORP                    COM              023608102      999  32300 SH            DEFINED            2      0   32300     0
AMERICA ONLINE INC DEL         COM              02364J104    94318 1402500SH            DEFINED            2      0 1402500     0
AMERICA ONLINE INC DEL         COM              02364J104     1451  20900 SH            DEFINED           21      0   20900     0
AMERICA ONLINE INC DEL         SUB NT CONV      02364JAB0    45786 4395000PRN           DEFINED            2      0 4395000     0
                               4%02

AMERICAN ELEC PWR INC          COM              025537101     1362  45700 SH            DEFINED            2      0   45700     0
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106      231   6100 SH            DEFINED            2      0    6100     0
AMERICAN EXPRESS CO            COM              025816109    32468 218000 SH            DEFINED            2      0  218000     0
AMERICAN EXPRESS CO            COM              025816109      179   1200 SH            DEFINED           21      0    1200     0
AMERICAN FINL GROUP INC OHIO   COM              025932104      218   7600 SH            DEFINED            2      0    7600     0
AMERICAN GENERAL CORP          COM              026351106     3263  58130 SH            DEFINED            2      0   58130     0
AMERICAN GREETINGS CORP        CL               026375105      277  15200 SH            DEFINED            2      0   15200     0
                                        A

AMERICAN HOME PRODS CORP       COM              026609107    24893 464200 SH            DEFINED            2      0  464200     0
AMERICAN INTL GROUP INC        COM              026874107    44699 408212 SH            DEFINED            2      0  408212     0
AMERICAN INTL GROUP INC        COM              026874107      223   2037 SH            DEFINED           21      0    2037     0
AMERICAN PWR CONVERSION CORP   COM              029066107     1080  25200 SH            DEFINED            2      0   25200     0
AMERICAN STD COS INC DEL       COM              029712106      340   9200 SH            DEFINED            2      0    9200     0
AMERICAN TOWER CORP            CL               029912201    18703 378800 SH            DEFINED            2      0  378800     0
                                        A

AMERICAN WTR WKS INC           COM              030411102      302  12700 SH            DEFINED            2      0   12700     0
AMERICREDIT CORP               COM              03060R101     1188  72800 SH            DEFINED            2      0   72800     0
AMGEN INC                      COM              031162100     4529  73800 SH            DEFINED            1      0   73800     0
AMGEN INC                      COM              031162100    40225 655400 SH            DEFINED            2      0  655400     0
AMGEN INC                      COM              031162100      472   7550 SH            DEFINED           21      0    7550     0
AMKOR TECHNOLOGY INC           COM              031652100      504   9504 SH            DEFINED            2      0    9504     0
AMSOUTH BANCORPORATION         COM              032165102     1374  92000 SH            DEFINED            2      0   92000     0
AMSOUTH BANCORPORATION         COM              032165102      280  18721 SH            DEFINED           21      0   18721     0
ANADARKO PETE CORP             COM              032511107     1141  29500 SH            DEFINED            2      0   29500     0
ANALOG DEVICES INC             COM              032654105     6630  82300 SH            DEFINED            2      0   82300     0
ANCOR COMMUNICATIONS INC       COM              03332K108     9541 232000 SH            DEFINED            2      0  232000     0
ANDREW CORP                    COM              034425108      635  27762 SH            DEFINED            2      0   27762     0
ANDRX CORP                     COM              034551101      358   3100 SH            DEFINED            1      0    3100     0
ANDRX CORP                     COM              034551101     4401  38100 SH            DEFINED            2      0   38100     0
ANHEUSER BUSCH COS INC         COM              035229103    42324 679900 SH            DEFINED            2      0  679900     0
ANSWERTHINK CONSULTING GROUP   COM              036916104     1542  63100 SH            DEFINED            2      0   63100     0
AO TATNEFT                     SPON ADR REG     03737P306      251  19100 SH            DEFINED           21      0   19100     0
                                        S

AON CORP                       COM              037389103     1947  60375 SH            DEFINED            2      0   60375     0
APACHE CORP                    COM              037411105     1333  26800 SH            DEFINED            2      0   26800     0
APACHE CORP                    ACES C DP        037411600     3060  68000 SH            DEFINED            2      0   68000     0
                               1/50

APACHE CORP                    ACES C DP        037411600    22770 506000 SH            DEFINED            4      0  506000     0
                               1/50

APOLLO GROUP INC               CL               037604105      279   9900 SH            DEFINED            2      0    9900     0
                                        A

APPLE COMPUTER INC             COM              037833100    89140 656345 SH            DEFINED            2      0  656345     0
APRIA HEALTHCARE GROUP INC     COM              037933108      178  12300 SH            DEFINED            2      0   12300     0
APPLIED MATLS INC              COM              038222105    27444 291185 SH            DEFINED            2      0  291185     0
APPLIED MATLS INC              COM              038222105     3644  37200 SH            DEFINED           21      0   37200     0
APPLIED MICRO CIRCUITS CORP    COM              03822W109      645   4300 SH            DEFINED            1      0    4300     0
APPLIED MICRO CIRCUITS CORP    COM              03822W109    18413 122700 SH            DEFINED            2      0  122700     0
ARCH COAL INC                  COM              039380100      224  32056 SH            DEFINED            1      0   32056     0
ARCH COAL INC                  COM              039380100      940 134322 SH            DEFINED            2      0  134322     0
ARCHER DANIELS MIDLAND CO      COM              039483102     2288 220575 SH            DEFINED            2      0  220575     0
ARIBA INC                      COM              04033V104    11718  55900 SH            DEFINED            2      0   55900     0
ARM HLDGS PLC                  SPONSORED        042068106      192   1080 SH            DEFINED            2      0    1080     0
                               ADR

ARM HLDGS PLC                  SPONSORED        042068106    17561  98650 SH            DEFINED           21      0   98650     0
                               ADR

ARROW ELECTRS INC              COM              042735100      442  12550 SH            DEFINED            2      0   12550     0
ASHLAND INC                    COM              044204105     4332 130300 SH            DEFINED            1      0  130300     0
ASHLAND INC                    COM              044204105    62147 1858600SH            DEFINED            2      0 1858600     0
ASK JEEVES INC                 COM              045174109     9933 162500 SH            DEFINED            2      0  162500     0
ASPECT DEV INC                 COM              045234101      309   4800 SH            DEFINED            2      0    4800     0
ASSOCIATED BANC CORP           COM              045487105      249   8350 SH            DEFINED            2      0    8350     0
ASSOCIATES FIRST CAP CORP      CL               046008108     3999 186524 SH            DEFINED            2      0  186524     0
                                        A

ASTORIA FINL CORP              COM              046265104      201   7100 SH            DEFINED            2      0    7100     0
ATLANTIC RICHFIELD CO          COM              048825103     3664  43100 SH            DEFINED            1      0   43100     0
ATLANTIC RICHFIELD CO          COM              048825103     7574  89100 SH            DEFINED            2      0   89100     0
ATMEL CORP                     COM              049513104    11430 221400 SH            DEFINED            2      0  221400     0
ATWOOD OCEANICS INC            COM              050095108       99   1500 SH            DEFINED            1      0    1500     0
ATWOOD OCEANICS INC            COM              050095108     1346  20300 SH            DEFINED            2      0   20300     0
AURORA BIOSCIENCES CORP        COM              051920106     1615  39500 SH            DEFINED            2      0   39500     0
AUTODESK INC                   COM              052769106      664  14600 SH            DEFINED            2      0   14600     0
AUTOMATIC DATA PROCESSING INC  COM              053015103     7672 159000 SH            DEFINED            2      0  159000     0
AUTOZONE INC                   COM              053332102      902  32500 SH            DEFINED            2      0   32500     0
AVANEX CORP                    COM              05348W109      288   1900 SH            DEFINED            1      0    1900     0
AVANEX CORP                    COM              05348W109    15205 100200 SH            DEFINED            2      0  100200     0
AVERY DENNISON CORP            COM              053611109     2259  37000 SH            DEFINED            2      0   37000     0
AVISTA CORP                    COM              05379B107      249   6100 SH            DEFINED            1      0    6100     0
AVISTA CORP                    COM              05379B107     3431  84200 SH            DEFINED            2      0   84200     0
AVISTA CORP                    COM              05379B107     1712  42000 SH            DEFINED           21      0   42000     0
AVNET INC                      COM              053807103      359   5700 SH            DEFINED            2      0    5700     0
AVON PRODS INC                 COM              054303102     3431 117300 SH            DEFINED            1      0  117300     0
AVON PRODS INC                 COM              054303102     1962  67500 SH            DEFINED            2      0   67500     0
AWARE INC MASS                 COM              05453N100     3258  81200 SH            DEFINED            2      0   81200     0
BB&T CORP                      COM              054937107     2293  81700 SH            DEFINED            2      0   81700     0
BCE INC                        COM              05534B109    26367 210200 SH            DEFINED            2      0  210200     0
BCE INC                        COM              05534B109     9408  75000 SH            DEFINED            4      0   75000     0
BCE INC                        COM              05534B109     1580  12050 SH            DEFINED           21      0   12050     0
BJ SVCS CO                     COM              055482103     2083  28200 SH            DEFINED            2      0   28200     0
BJS WHOLESALE CLUB INC         COM              05548J106      626  16300 SH            DEFINED            1      0   16300     0
BJS WHOLESALE CLUB INC         COM              05548J106    16470 426400 SH            DEFINED            2      0  426400     0
BP AMOCO P L C                 SPONSORED        055622104    33670 634538 SH            DEFINED            2      0  634538     0
                               ADR

BMC SOFTWARE INC               COM              055921100     3506  71000 SH            DEFINED            2      0   71000     0
BAKER HUGHES INC               COM              057224107     2344  77490 SH            DEFINED            2      0   77490     0
BALL CORP                      COM              058498106      245   7100 SH            DEFINED            2      0    7100     0
BANK OF AMERICA CORPORATION    COM              060505104     5537 105600 SH            DEFINED            1      0  105600     0
BANK OF AMERICA CORPORATION    COM              060505104   132423 2525346SH            DEFINED            2      0 2525346     0
BANK OF AMERICA CORPORATION    COM              060505104     2173  40210 SH            DEFINED           21      0   40210     0
BANK NEW YORK INC              COM              064057102     7997 192400 SH            DEFINED            2      0  192400     0
BANK ONE CORP                  COM              06423A103     9277 269886 SH            DEFINED            2      0  269886     0
BANK ONE CORP                  COM              06423A103      252   7340 SH            DEFINED           21      0    7340     0
BARD C R INC                   COM              067383109     5374 138900 SH            DEFINED            1      0  138900     0
BARD C R INC                   COM              067383109      464  12000 SH            DEFINED            2      0   12000     0
BARNES & NOBLE INC             COM              067774109      209   9100 SH            DEFINED            2      0    9100     0
BARRICK GOLD CORP              COM              067901108     1456  92800 SH            DEFINED            2      0   92800     0
BATTLE MTN GOLD CO             COM              071593107       26  13600 SH            DEFINED            2      0   13600     0
BAUSCH & LOMB INC              COM              071707103      710  13600 SH            DEFINED            2      0   13600     0
BAXTER INTL INC                COM              071813109     5642  90000 SH            DEFINED            1      0   90000     0
BAXTER INTL INC                COM              071813109   114980 1834171SH            DEFINED            2      0 1834171     0
BEAR STEARNS COS INC           COM              073902108     5535 121316 SH            DEFINED            1      0  121316     0
BEAR STEARNS COS INC           COM              073902108    75940 1664439SH            DEFINED            2      0 1664439     0
BEAR STEARNS COS INC           COM              073902108       80   1753 SH            DEFINED           21      0    1753     0
BEASLEY BROADCAST GROUP INC    CL               074014101      254  27500 SH            DEFINED            1      0   27500     0
                                        A

BEASLEY BROADCAST GROUP INC    CL               074014101     4371 472500 SH            DEFINED            2      0  472500     0
                                        A

BEBE STORES INC                COM              075571109      900  71300 SH            DEFINED            2      0   71300     0
BECKMAN COULTER INC            COM              075811109      244   3800 SH            DEFINED            2      0    3800     0
BECTON DICKINSON & CO          COM              075887109     1558  59200 SH            DEFINED            2      0   59200     0
BED BATH & BEYOND INC          COM              075896100     1299  33000 SH            DEFINED            2      0   33000     0
BELL ATLANTIC CORP             COM              077853109     6460 105686 SH            DEFINED            1      0  105686     0
BELL ATLANTIC CORP             COM              077853109    43813 716784 SH            DEFINED            2      0  716784     0
BELLSOUTH CORP                 COM              079860102     5498 117300 SH            DEFINED            1      0  117300     0
BELLSOUTH CORP                 COM              079860102    99170 2110000SH            DEFINED            2      0 2110000     0
BELLSOUTH CORP                 COM              079860102    22997 489300 SH            DEFINED            4      0  489300     0
BELO A H CORP DEL              COM SER          080555105      277  15500 SH            DEFINED            2      0   15500     0
                                        A

BELO A H CORP DEL              COM SER          080555105      379  21200 SH            DEFINED           21      0   21200     0
                                        A

BEMIS INC                      COM              081437105      815  22100 SH            DEFINED            2      0   22100     0
BERGEN BRUNSWIG CORP           CL               083739102      228  33800 SH            DEFINED            1      0   33800     0
                                        A

BERGEN BRUNSWIG CORP           CL               083739102      118  17512 SH            DEFINED            2      0   17512     0
                                        A

BERKSHIRE HATHAWAY INC DEL     CL               084670207      935    514 SH            DEFINED            1      0     514     0
                                        B

BEST BUY INC                   COM              086516101     4137  48100 SH            DEFINED            2      0   48100     0
BESTFOODS                      COM              08658U101     3071  65600 SH            DEFINED            2      0   65600     0
BETHLEHEM STL CORP             COM              087509105      275  45806 SH            DEFINED            2      0   45806     0
BEVERLY ENTERPRISES INC        COM              087851309      193  52400 SH            DEFINED            1      0   52400     0
                               NEW

BEVERLY ENTERPRISES INC        COM              087851309     7680 2082700SH            DEFINED            2      0 2082700     0
                               NEW

BIOGEN INC                     COM              090597105      266   3800 SH            DEFINED            1      0    3800     0
BIOGEN INC                     COM              090597105    16658 238400 SH            DEFINED            2      0  238400     0
BIOMET INC                     COM              090613100      968  26600 SH            DEFINED            2      0   26600     0
BLACK & DECKER CORP            COM              091797100      766  20400 SH            DEFINED            2      0   20400     0
BLOCK H & R INC                COM              093671105     4117  92000 SH            DEFINED            1      0   92000     0
BLOCK H & R INC                COM              093671105    65729 1468800SH            DEFINED            2      0 1468800     0
BLUESTONE SOFTWARE INC         COM              09623P102    14189 420400 SH            DEFINED            2      0  420400     0
BOEING CO                      COM              097023105    67241 1772408SH            DEFINED            2      0 1772408     0
BOISE CASCADE CORP             COM              097383103      466  13400 SH            DEFINED            2      0   13400     0
BORDERS GROUP INC              COM              099709107      318  18500 SH            DEFINED            2      0   18500     0
BOSTON SCIENTIFIC CORP         COM              101137107     2080  97600 SH            DEFINED            2      0   97600     0
BOWATER INC                    COM              102183100     7115 133300 SH            DEFINED            2      0  133300     0
BRAUN CONSULTING INC           COM              105651103     2810  87800 SH            DEFINED            2      0   87800     0
BRIGGS & STRATTON CORP         COM              109043109      222   5400 SH            DEFINED            2      0    5400     0
BRINKER INTL INC               COM              109641100      255   8575 SH            DEFINED            2      0    8575     0
BRISTOL MYERS SQUIBB CO        COM              110122108     7917 136500 SH            DEFINED            1      0  136500     0
BRISTOL MYERS SQUIBB CO        COM              110122108   144271 2498200SH            DEFINED            2      0 2498200     0
BRITISH TELECOMMUNICATIONS PLC ADR FINAL        111021408     2352  12500 SH            DEFINED            2      0   12500     0
                               INST

BRITISH TELECOMMUNICATIONS PLC ADR FINAL        111021408    17119  91000 SH            DEFINED            4      0   91000     0
                               INST

BRITISH TELECOMMUNICATIONS PLC ADR FINAL        111021408      157    800 SH            DEFINED           21      0     800     0
                               INST

BROADCOM CORP                  CL               111320107      364   1500 SH            DEFINED            1      0    1500     0
                                        A

BROADCOM CORP                  CL               111320107    48332 199000 SH            DEFINED            2      0  199000     0
                                        A

BROADVISION INC                COM              111412102      310   6900 SH            DEFINED            1      0    6900     0
BROADVISION INC                COM              111412102     9899 220600 SH            DEFINED            2      0  220600     0
BROADWING INC                  COM              111620100    10578 284456 SH            DEFINED            2      0  284456     0
BROADWING INC                  COM              111620100     4944 130300 SH            DEFINED           21      0  130300     0
BROADWING INC                  PFD CV           111620407     2436  42000 SH            DEFINED            2      0   42000     0
                               DEP1/20

BROADWING INC                  PFD CV           111620407    17748 306000 SH            DEFINED            4      0  306000     0
                               DEP1/20

BROCADE COMMUNICATIONS SYS INC COM              111621108    11960  66700 SH            DEFINED            2      0   66700     0
BROWN FORMAN CORP              CL               115637209      876  16100 SH            DEFINED            2      0   16100     0
                                        B

BRUNSWICK CORP                 COM              117043109    22195 1172000SH            DEFINED            2      0 1172000     0
BUFFETS INC                    COM              119882108       91  10025 SH            DEFINED            2      0   10025     0
BURLINGTON INDS INC            COM              121693105       55  12500 SH            DEFINED            2      0   12500     0
BURLINGTON NORTHN SANTA FE CP  COM              12189T104     3085 139433 SH            DEFINED            2      0  139433     0
BURLINGTON RES INC             COM              122014103     4879 131865 SH            DEFINED            2      0  131865     0
BURLINGTON RES INC             COM              122014103    22082 596800 SH            DEFINED            4      0  596800     0
BURR BROWN CORP                COM              122574106      212   3900 SH            DEFINED            1      0    3900     0
BURR BROWN CORP                COM              122574106     2900  53330 SH            DEFINED            2      0   53330     0
BUSINESS OBJECTS S A           SPONSORED        12328X107      448   4500 SH            DEFINED            1      0    4500     0
                               ADR

BUSINESS OBJECTS S A           SPONSORED        12328X107     5104  51300 SH            DEFINED            2      0   51300     0
                               ADR

BUSINESS OBJECTS S A           SPONSORED        12328X107     7662  77000 SH            DEFINED           21      0   77000     0
                               ADR

C&D TECHNOLOGIES INC           COM              124661109      513   8700 SH            DEFINED            1      0    8700     0
C&D TECHNOLOGIES INC           COM              124661109     6384 108200 SH            DEFINED            2      0  108200     0
CCB FINL CORP                  COM              124875105      235   5300 SH            DEFINED            2      0    5300     0
CBRL GROUP INC                 COM              12489V106      139  13850 SH            DEFINED            2      0   13850     0
CBS CORP                       COM              12490K107     6755 119297 SH            DEFINED            1      0  119297     0
CBS CORP                       COM              12490K107   110822 1957113SH            DEFINED            2      0 1957113     0
C-CUBE MICROSYSTEMS INC        COM              125015107      218   3000 SH            DEFINED            1      0    3000     0
C-CUBE MICROSYSTEMS INC        COM              125015107    12531 172100 SH            DEFINED            2      0  172100     0
CDW COMPUTER CTRS INC          COM              125129106      473   5600 SH            DEFINED            2      0    5600     0
C H ROBINSON WORLDWIDE INC     COM              12541W100      365   9800 SH            DEFINED            2      0    9800     0
CIGNA CORP                     COM              125509109     3757  49600 SH            DEFINED            1      0   49600     0
CIGNA CORP                     COM              125509109    64300 848850 SH            DEFINED            2      0  848850     0
CIGNA CORP                     COM              125509109       76   1000 SH            DEFINED           21      0    1000     0
CIT GROUP INC                  CL               125577106     3596 184400 SH            DEFINED            1      0  184400     0
                                        A

CIT GROUP INC                  CL               125577106    81321 4170300SH            DEFINED            2      0 4170300     0
                                        A

CK WITCO CORP                  COM              12562C108      287  28159 SH            DEFINED            2      0   28159     0
CMGI INC                       COM              125750109      329   2900 SH            DEFINED            1      0    2900     0
CMGI INC                       COM              125750109     4646  41000 SH            DEFINED            2      0   41000     0
CMP GROUP INC                  COM              125887109      224   7700 SH            DEFINED            2      0    7700     0
CMS ENERGY CORP                COM              125896100      875  48300 SH            DEFINED            2      0   48300     0
CMS ENERGY CORP                ADJ CV           125896308     2790 105300 SH            DEFINED            2      0  105300     0
                               TR8.75%

CMS ENERGY CORP                ADJ CV           125896308    19332 729500 SH            DEFINED            4      0  729500     0
                               TR8.75%

CSG SYS INTL INC               COM              126349109      332   6800 SH            DEFINED            2      0    6800     0
CSX CORP                       COM              126408103     1208  51400 SH            DEFINED            2      0   51400     0
CTC COMMUNICATIONS GROUP INC   COM              126419100       58   1350 SH            DEFINED            2      0    1350     0
CTC COMMUNICATIONS GROUP INC   COM              126419100     1629  38000 SH            DEFINED           21      0   38000     0
CTS CORP                       COM              126501105      239   4200 SH            DEFINED            1      0    4200     0
CTS CORP                       COM              126501105     6998 122768 SH            DEFINED            2      0  122768     0
CVS CORP                       COM              126650100     3463  92200 SH            DEFINED            2      0   92200     0
CABLETRON SYS INC              COM              126920107     1258  42900 SH            DEFINED            2      0   42900     0
CABOT CORP                     COM              127055101      262   8600 SH            DEFINED            2      0    8600     0
CADENCE DESIGN SYSTEM INC      COM              127387108      660  31800 SH            DEFINED            2      0   31800     0
CAL DIVE INTL INC              COM              127914109      898  17700 SH            DEFINED            2      0   17700     0
CALIPER TECHNOLOGIES CORP      COM              130876105       57    700 SH            DEFINED            1      0     700     0
CALIPER TECHNOLOGIES CORP      COM              130876105      801   9900 SH            DEFINED            2      0    9900     0
CALLAWAY GOLF CO               COM              131193104      279  18000 SH            DEFINED            2      0   18000     0
CALPINE CORP                   COM              131347106      837   8900 SH            DEFINED            1      0    8900     0
CALPINE CORP                   COM              131347106     6763  71950 SH            DEFINED            2      0   71950     0
CALPINE CORP                   COM              131347106     3583  38000 SH            DEFINED           21      0   38000     0
CAMBREX CORP                   COM              132011107      444  10200 SH            DEFINED            1      0   10200     0
CAMBREX CORP                   COM              132011107     5633 129500 SH            DEFINED            2      0  129500     0
CAMBRIDGE TECH PARTNERS MASS   COM              132524109      180  13300 SH            DEFINED            2      0   13300     0
CAMPBELL SOUP CO               COM              134429109     3724 121100 SH            DEFINED            2      0  121100     0
CAPITAL ONE FINL CORP          COM              14040H105     7627 159100 SH            DEFINED            2      0  159100     0
CARDINAL HEALTH INC            COM              14149Y108     3269  71250 SH            DEFINED            2      0   71250     0
CAREER EDUCATION CORP          COM              141665109     1337  38200 SH            DEFINED            2      0   38200     0
CAREMARK RX INC                COM              141705103       89  21200 SH            DEFINED            2      0   21200     0
CARNIVAL CORP                  COM              143658102     3601 145130 SH            DEFINED            2      0  145130     0
CAROLINA PWR & LT CO           COM              144141108     1216  37500 SH            DEFINED            2      0   37500     0
CATERPILLAR INC DEL            COM              149123101     3892  98700 SH            DEFINED            2      0   98700     0
CELGENE CORP                   COM              151020104      129   1300 SH            DEFINED            1      0    1300     0
CELGENE CORP                   COM              151020104     1732  17400 SH            DEFINED            2      0   17400     0
CENDANT CORP                   COM              151313103     4723 255300 SH            DEFINED            1      0  255300     0
CENDANT CORP                   COM              151313103    52559 2841007SH            DEFINED            2      0 2841007     0
CENTEX CORP                    COM              152312104      221   9300 SH            DEFINED            1      0    9300     0
CENTEX CORP                    COM              152312104     3062 128600 SH            DEFINED            2      0  128600     0
CENTEX CORP                    COM              152312104      264  11100 SH            DEFINED           21      0   11100     0
CENTRAL & SOUTH WEST CORP      COM              152357109      853  50000 SH            DEFINED            2      0   50000     0
CENTURYTEL INC                 COM              156700106     1221  32900 SH            DEFINED            2      0   32900     0
CENTURYTEL INC                 COM              156700106      854  23000 SH            DEFINED           21      0   23000     0
CEPHALON INC                   COM              156708109      180   4800 SH            DEFINED            1      0    4800     0
CEPHALON INC                   COM              156708109     2370  63200 SH            DEFINED            2      0   63200     0
CERIDIAN CORP                  COM              15677T106      652  34000 SH            DEFINED            2      0   34000     0
CHAMPION INTL CORP             COM              158525105     1203  22600 SH            DEFINED            2      0   22600     0
CHARTER ONE FINL INC           COM              160903100      582  27715 SH            DEFINED            2      0   27715     0
CHARMING SHOPPES INC           COM              161133103       60  10500 SH            DEFINED            2      0   10500     0
CHARTER COMMUNICATIONS INC DEL CL               16117M107     3149 219800 SH            DEFINED            1      0  219800     0
                                        A

CHARTER COMMUNICATIONS INC DEL CL               16117M107    48684 3397800SH            DEFINED            2      0 3397800     0
                                        A

CHASE MANHATTAN CORP NEW       COM              16161A108   115091 1320040SH            DEFINED            2      0 1320040     0
CHASE MANHATTAN CORP NEW       COM              16161A108     2042  22675 SH            DEFINED           21      0   22675     0
CHECKFREE HLDGS CORP           COM              162816102      508   7200 SH            DEFINED            2      0    7200     0
CHEVRON CORPORATION            COM              166751107     5084  55000 SH            DEFINED            1      0   55000     0
CHEVRON CORPORATION            COM              166751107    63255 684300 SH            DEFINED            2      0  684300     0
CHILDRENS PL RETAIL STORES INC COM              168905107      785  55100 SH            DEFINED            2      0   55100     0
CHIRON CORP                    COM              170040109     9662 193724 SH            DEFINED            2      0  193724     0
CHOICE ONE COMMUNICATION INC   COM              17038P104     6969 196300 SH            DEFINED            2      0  196300     0
CHORDIANT SOFTWARE INC         COM              170404107     1398  86000 SH            DEFINED            2      0   86000     0
CHRIS CRAFT INDS INC           COM              170520100      291   4564 SH            DEFINED            2      0    4564     0
CHUBB CORP                     COM              171232101    38612 571500 SH            DEFINED            2      0  571500     0
CIENA CORP                     COM              171779101    13470 106800 SH            DEFINED            2      0  106800     0
CIENA CORP                     COM              171779101     6556  50650 SH            DEFINED           21      0   50650     0
CINCINNATI FINL CORP           COM              172062101     1452  38600 SH            DEFINED            2      0   38600     0
CINERGY CORP                   COM              172474108      805  37440 SH            DEFINED            2      0   37440     0
CIRCUIT CITY STORE INC         CIRCT CITY       172737108      864  14200 SH            DEFINED            1      0   14200     0
                               GRP

CIRCUIT CITY STORE INC         CIRCT CITY       172737108    15523 255000 SH            DEFINED            2      0  255000     0
                               GRP

CIRRUS LOGIC CORP              COM              172755100      274  15000 SH            DEFINED            2      0   15000     0
CISCO SYS INC                  COM              17275R102      789  10200 SH            DEFINED            1      0   10200     0
CISCO SYS INC                  COM              17275R102   256894 3322800SH            DEFINED            2      0 3322800     0
CISCO SYS INC                  COM              17275R102     8395 105400 SH            DEFINED           21      0  105400     0
CITADEL COMMUNICATIONS CORP    COM              172853202     2687  63700 SH            DEFINED            2      0   63700     0
CINTAS CORP                    COM              172908105      852  21750 SH            DEFINED            2      0   21750     0
CITIGROUP INC                  COM              172967101   150928 2544623SH            DEFINED            2      0 2544623     0
CITIGROUP INC                  COM              172967101     2713  44225 SH            DEFINED           21      0   44225     0
CITRIX SYS INC                 COM              177376100      729  11000 SH            DEFINED            1      0   11000     0
CITRIX SYS INC                 COM              177376100    56677 855500 SH            DEFINED            2      0  855500     0
CITRIX SYS INC                 SD CV ZRO        177376AA8    24611 2600000PRN           DEFINED            2      0 26000000    0
                               144A19

CITRIX SYS INC                 SB DB CV ZRO     177376AB6    34796 3676000PRN           DEFINED            2      0 36760000    0
                                       19

CITY NATL CORP                 COM              178566105      209   6200 SH            DEFINED            2      0    6200     0
CITY NATL CORP                 COM              178566105      212   6300 SH            DEFINED           21      0    6300     0
CLARENT CORP DEL               COM              180461105      144   1600 SH            DEFINED            1      0    1600     0
CLARENT CORP DEL               COM              180461105     4058  45000 SH            DEFINED            2      0   45000     0
CLAYTON HOMES INC              COM              184190106      185  18295 SH            DEFINED            2      0   18295     0
CLEAR CHANNEL COMMUNICATIONS   COM              184502102     9261 134100 SH            DEFINED            2      0  134100     0
CLEARNET COMMUNICATIONS INC    CL A             184902104     6372 154700 SH            DEFINED           21      0  154700     0
                               NON-VTG
CLOROX CO DEL                  COM              189054109     1807  55600 SH            DEFINED            2      0   55600     0
COASTAL CORP                   COM              190441105    40291 875900 SH            DEFINED            2      0  875900     0
COBALT NETWORKS INC            COM              19074R101     2458  52300 SH            DEFINED            2      0   52300     0
COCA COLA CO                   COM              191216100    29317 624600 SH            DEFINED            2      0  624600     0
COCA COLA CO                   COM              191216100     2722  56000 SH            DEFINED           21      0   56000     0
COCA COLA ENTERPRISES INC      COM              191219104     2158 100100 SH            DEFINED            2      0  100100     0
COGNEX CORP                    COM              192422103      306   5300 SH            DEFINED            1      0    5300     0
COGNEX CORP                    COM              192422103     3623  62800 SH            DEFINED            2      0   62800     0
COGNIZANT TECHNOLOGY SOLUTIONS CL               192446102     4038  64600 SH            DEFINED            2      0   64600     0
                                        A

COHERENT INC                   COM              192479103      156   3000 SH            DEFINED            1      0    3000     0
COHERENT INC                   COM              192479103     1414  27200 SH            DEFINED            2      0   27200     0
COLGATE PALMOLIVE CO           COM              194162103    13006 230700 SH            DEFINED            2      0  230700     0
COLUMBIA ENERGY GROUP          COM              197648108     2026  34200 SH            DEFINED            1      0   34200     0
COLUMBIA ENERGY GROUP          COM              197648108     4654  78550 SH            DEFINED            2      0   78550     0
COLUMBIA ENERGY GROUP          COM              197648108    20533 346550 SH            DEFINED            4      0  346550     0
COLUMBIA/HCA HEALTHCARE CORP   COM              197677107     3354 132507 SH            DEFINED            2      0  132507     0
COMCAST CORP                   CL A             200300200      217   5000 SH            DEFINED            1      0    5000     0
                               SPL

COMCAST CORP                   CL A             200300200    14275 329100 SH            DEFINED            2      0  329100     0
                               SPL

COMDISCO INC                   COM              200336105      880  19950 SH            DEFINED            2      0   19950     0
COMERICA INC                   COM              200340107     1539  36750 SH            DEFINED            2      0   36750     0
COMERICA INC                   COM              200340107      320   7650 SH            DEFINED           21      0    7650     0
COMMERCE ONE INC DEL           COM              200693109    12283  82300 SH            DEFINED            2      0   82300     0
COMMERCIAL FEDERAL CORPORATIO  COM              201647104      482  29000 SH            DEFINED           21      0   29000     0
COMMSCOPE INC                  COM              203372107      233   5100 SH            DEFINED            2      0    5100     0
COMPANHIA BRASILEIRA DE DISTRB ADR              20440T201      822  23000 SH            DEFINED           21      0   23000     0
COMPANHIA PARANAENSE ENERG COP SPON ADR         20441B407      694  81700 SH            DEFINED           21      0   81700     0
                               PFD

COMPANIA ANONIMA NACIONL TEL   SPON ADR         204421101      580  20000 SH            DEFINED           21      0   20000     0
                                        D

COMPAQ COMPUTER CORP           COM              204493100     3536 130952 SH            DEFINED            1      0  130952     0
COMPAQ COMPUTER CORP           COM              204493100    40658 1527061SH            DEFINED            2      0 1527061     0
COMPAQ COMPUTER CORP           COM              204493100     1513  54400 SH            DEFINED           21      0   54400     0
COMPASS BANCSHARES INC         COM              20449H109      297  14900 SH            DEFINED            2      0   14900     0
COMPASS BANCSHARES INC         COM              20449H109      125   6250 SH            DEFINED           21      0    6250     0
COMPUTER ASSOC INTL INC        COM              204912109     7562 127762 SH            DEFINED            2      0  127762     0
COMPUTER SCIENCES CORP         COM              205363104     6860  86699 SH            DEFINED            1      0   86699     0
COMPUTER SCIENCES CORP         COM              205363104    65911 833000 SH            DEFINED            2      0  833000     0
COMPUWARE CORP                 COM              205638109     6306 299400 SH            DEFINED            2      0  299400     0
COMVERSE TECHNOLOGY INC        COM PAR          205862402      529   2800 SH            DEFINED            1      0    2800     0
                               $0.10

COMVERSE TECHNOLOGY INC        COM PAR          205862402    20261 107200 SH            DEFINED            2      0  107200     0
                               $0.10

COMVERSE TECHNOLOGY INC        SUB DB CV        205862AG0     1327 300000 PRN           DEFINED            2      0  300000     0
                               4.5%05

COMVERSE TECHNOLOGY INC        SUB DB CV        205862AG0    10177 2300000PRN           DEFINED            4      0 2300000     0
                               4.5%05

CONAGRA INC                    COM              205887102     2101 115900 SH            DEFINED            2      0  115900     0
CONCENTRIC NETWORK CORP        COM              20589R107       83   1500 SH            DEFINED            1      0    1500     0
CONCENTRIC NETWORK CORP        COM              20589R107    16181 294200 SH            DEFINED            2      0  294200     0
CONCORD EFS INC                COM              206197105      617  26900 SH            DEFINED            2      0   26900     0
CONCUR TECHNOLOGIES INC        COM              206708109     1746 115900 SH            DEFINED            2      0  115900     0
CONECTIV INC                   COM              206829103      214  12200 SH            DEFINED            2      0   12200     0
CONEXANT SYSTEMS INC           COM              207142100      562   7916 SH            DEFINED            1      0    7916     0
CONEXANT SYSTEMS INC           COM              207142100    30354 427526 SH            DEFINED            2      0  427526     0
CONEXANT SYSTEMS INC           SB NT CV 144A    207142AD2    16889 1862000PRN           DEFINED            2      0 18620000    0
                                       07

CONOCO INC                     CL               208251405    37243 1453367SH            DEFINED            2      0 1453367     0
                                        B

CONSECO INC                    COM              208464107     4890 427500 SH            DEFINED            1      0  427500     0
CONSECO INC                    COM              208464107    68090 5953186SH            DEFINED            2      0 5953186     0
CONSOLIDATED EDISON INC        COM              209115104     1508  52000 SH            DEFINED            2      0   52000     0
CONSOLIDATED PAPERS INC        COM              209759109      457  11900 SH            DEFINED            2      0   11900     0
CONSOLIDATED STORES CORP       COM              210149100      297  26100 SH            DEFINED            2      0   26100     0
CONSTELLATION ENERGY CORP      COM              210371100     1630  51150 SH            DEFINED            2      0   51150     0
CONSTELLATION ENERGY CORP      COM              210371100     2310  72200 SH            DEFINED           21      0   72200     0
CONVERGYS CORP                 COM              212485106      267   6900 SH            DEFINED            1      0    6900     0
CONVERGYS CORP                 COM              212485106     4504 116600 SH            DEFINED            2      0  116600     0
COOPER CAMERON CORP            COM              216640102     6487  97000 SH            DEFINED            2      0   97000     0
COOPER INDS INC                COM              216669101     2940  84000 SH            DEFINED            1      0   84000     0
COOPER INDS INC                COM              216669101     1075  30700 SH            DEFINED            2      0   30700     0
COOPER TIRE & RUBR CO          COM              216831107     2750 218900 SH            DEFINED            1      0  218900     0
COOPER TIRE & RUBR CO          COM              216831107    27127 2159400SH            DEFINED            2      0 2159400     0
COORS ADOLPH CO                CL               217016104      416   8700 SH            DEFINED            2      0    8700     0
                                        B

COPPER MTN NETWORKS INC        COM              217510106     8292 101200 SH            DEFINED            2      0  101200     0
CORDANT TECHNOLOGIES INC       COM              218412104      272   4800 SH            DEFINED            2      0    4800     0
CORN PRODS INTL INC            COM              219023108    36036 1497600SH            DEFINED            2      0 1497600     0
CORNING INC                    COM              219350105   102878 530300 SH            DEFINED            2      0  530300     0
CORNING INC                    COM              219350105    12806  64400 SH            DEFINED           21      0   64400     0
COSTCO WHSL CORP NEW           COM              22160K105     6949 132200 SH            DEFINED            2      0  132200     0
COUNTRYWIDE CR INDS INC DEL    COM              222372104      728  26700 SH            DEFINED            2      0   26700     0
COUNTRYWIDE CR INDS INC DEL    COM              222372104      510  18700 SH            DEFINED           21      0   18700     0
COVAD COMMUNICATIONS GROUP INC COM              222814204     1396  19250 SH            DEFINED            2      0   19250     0
COVANCE INC                    COM              222816100      148  13800 SH            DEFINED            2      0   13800     0
COX COMMUNICATIONS INC NEW     CL               224044107      606  12500 SH            DEFINED            2      0   12500     0
                                        A

CRANE CO                       COM              224399105      365  15475 SH            DEFINED            2      0   15475     0
CREDENCE SYS CORP              COM              225302108     3497  27950 SH            DEFINED            2      0   27950     0
CREE INC                       COM              225447101      824   7300 SH            DEFINED            1      0    7300     0
CREE INC                       COM              225447101    25295 224100 SH            DEFINED            2      0  224100     0
CROSSROADS SYS INC             COM              22765D100      392   3800 SH            DEFINED            1      0    3800     0
CROSSROADS SYS INC             COM              22765D100    17232 166900 SH            DEFINED            2      0  166900     0
CROWN CASTLE INTL CORP         COM              228227104     6117 161500 SH            DEFINED            2      0  161500     0
CROWN CASTLE INTL CORP         COM              228227104     2931  76200 SH            DEFINED           21      0   76200     0
CROWN CORK & SEAL INC          COM              228255105      670  41900 SH            DEFINED            2      0   41900     0
CUBIST PHARMACEUTICALS INC     COM              229678107      159   3800 SH            DEFINED            1      0    3800     0
CUBIST PHARMACEUTICALS INC     COM              229678107     1997  47700 SH            DEFINED            2      0   47700     0
CUMMINS ENGINE INC             COM              231021106      364   9700 SH            DEFINED            2      0    9700     0
CYBERSOURCE CORP               COM              23251J106    24917 668900 SH            DEFINED            2      0  668900     0
CYMER INC                      COM              232572107    10375 207500 SH            DEFINED            2      0  207500     0
CYPRESS COMMUNICATIONS INC     COM              232743104       47   1900 SH            DEFINED            1      0    1900     0
CYPRESS COMMUNICATIONS INC     COM              232743104      811  33100 SH            DEFINED            2      0   33100     0
CYPRESS SEMICONDUCTOR CORP     COM              232806109     1253  25400 SH            DEFINED            2      0   25400     0
CYPRESS SEMICONDUCTOR CORP     SUB NT CONV      232806AD1    24378 1145000PRN           DEFINED            2      0 11450000    0
                               6%02

CYTEC INDS INC                 COM              232820100      309  10100 SH            DEFINED            2      0   10100     0
DII GROUP INC                  COM              232949107      436   3858 SH            DEFINED            2      0    3858     0
DPL INC                        COM              233293109      388  17500 SH            DEFINED            2      0   17500     0
DQE INC                        COM              23329J104      446   9800 SH            DEFINED            2      0    9800     0
DQE INC                        COM              23329J104     2321  51000 SH            DEFINED           21      0   51000     0
DST SYS INC DEL                COM              233326107     1838  28300 SH            DEFINED            2      0   28300     0
DTE ENERGY CO                  COM              233331107      989  34100 SH            DEFINED            2      0   34100     0
DTE ENERGY CO                  COM              233331107     2038  70000 SH            DEFINED           21      0   70000     0
DALLAS SEMICONDUCTOR CORP      COM              235204104      218   6200 SH            DEFINED            2      0    6200     0
DANA CORP                      COM              235811106     1092  38745 SH            DEFINED            2      0   38745     0
DANAHER CORP DEL               COM              235851102     6324 124000 SH            DEFINED            2      0  124000     0
DARDEN RESTAURANTS INC         COM              237194105      538  30200 SH            DEFINED            2      0   30200     0
DE BEERS CONS MINES LTD        ADR              240253302      236  10300 SH            DEFINED            1      0   10300     0
                               DEFD

DEERE & CO                     COM              244199105    34120 897900 SH            DEFINED            2      0  897900     0
DELANO TECHNOLOGY CORP         COM              245701107      646  28800 SH            DEFINED            2      0   28800     0
DELL COMPUTER CORP             COM              247025109    36613 678800 SH            DEFINED            2      0  678800     0
DELL COMPUTER CORP             COM              247025109     2848  50900 SH            DEFINED           21      0   50900     0
DELPHI AUTOMOTIVE SYS CORP     COM              247126105     1429  89302 SH            DEFINED            1      0   89302     0
DELPHI AUTOMOTIVE SYS CORP     COM              247126105    28230 1764351SH            DEFINED            2      0 1764351     0
DELTA AIR LINES INC DEL        COM              247361108     1619  30400 SH            DEFINED            2      0   30400     0
DELTATHREE COM INC             CL               24783N102      209  10000 SH            DEFINED           21      0   10000     0
                                        A

DELUXE CORP                    COM              248019101      458  17300 SH            DEFINED            2      0   17300     0
DEVON ENERGY CORP NEW          COM              25179M103      544  11200 SH            DEFINED            2      0   11200     0
DEVRY INC DEL                  COM              251893103      278   9100 SH            DEFINED            2      0    9100     0
DEXTER CORP                    COM              252165105      292   5500 SH            DEFINED            2      0    5500     0
DIAL CORP NEW                  COM              25247D101      499  36300 SH            DEFINED            2      0   36300     0
DIAMOND OFFSHORE DRILLING INC  COM              25271C102      463  11600 SH            DEFINED            1      0   11600     0
DIAMOND OFFSHORE DRILLING INC  COM              25271C102    51475 1288900SH            DEFINED            2      0 1288900     0
DIAMOND TECHNOLOGY PARTNERS    CL               252762109     2262  34400 SH            DEFINED            2      0   34400     0
                                        A

DIEBOLD INC                    COM              253651103      247   8993 SH            DEFINED            2      0    8993     0
DIGITAL MICROWAVE CORP         COM              253859102      227   6700 SH            DEFINED            2      0    6700     0
DIGITAL IS INC DEL             COM              25385N101     6752 110800 SH            DEFINED            2      0  110800     0
DIGITAL IS INC DEL             SUB NT CV        25385NAA9    14826 2110000PRN           DEFINED            2      0 21100000    0
                               6%05

DIGITAL RIV INC                COM              25388B104     1744  81100 SH            DEFINED            2      0   81100     0
DIGITALTHINK INC               COM              25388M100      240   6100 SH            DEFINED            1      0    6100     0
DIGITALTHINK INC               COM              25388M100     2978  75600 SH            DEFINED            2      0   75600     0
DILLARDS INC                   CL               254067101      406  24700 SH            DEFINED            2      0   24700     0
                                        A

DIME BANCORP INC NEW           COM              25429Q102      268  14500 SH            DEFINED            2      0   14500     0
DISNEY WALT CO                 COM              254687106    89188 2155600SH            DEFINED            2      0 2155600     0
                               DISNEY

DITECH COMMUNICATIONS CORP     COM              25500M103     1292  12100 SH            DEFINED           21      0   12100     0
DIVERSINET CORP                COM              25536K204     1841 103000 SH            DEFINED           21      0  103000     0
                               NEW

DOBSON COMMUNICATIONS CORP     CL               256069105      966  42000 SH            DEFINED           21      0   42000     0
                                        A

DOLE FOOD INC                  COM              256605106      381  19600 SH            DEFINED            2      0   19600     0
DOLLAR GEN CORP                COM              256669102     1671  62162 SH            DEFINED            2      0   62162     0
DOLLAR TREE STORES INC         COM              256747106      422   8100 SH            DEFINED            2      0    8100     0
DOMINION RES INC VA NEW        COM              25746U109     2266  58956 SH            DEFINED            2      0   58956     0
DONALDSON INC                  COM              257651109      232  10300 SH            DEFINED            2      0   10300     0
DONNELLEY R R & SONS CO        COM              257867101      624  29800 SH            DEFINED            2      0   29800     0
DOUBLECLICK INC                COM              258609304    12153 129800 SH            DEFINED            2      0  129800     0
DOUBLECLICK INC                SB NT CV         258609AC0    22389 9600000PRN           DEFINED            2      0 9600000     0
                               4.75%06

DOVER CORP                     COM              260003108     3083  64400 SH            DEFINED            2      0   64400     0
DOW CHEM CO                    COM              260543103     7216  63300 SH            DEFINED            2      0   63300     0
DOW JONES & CO INC             COM              260561105     1515  21100 SH            DEFINED            2      0   21100     0
DU PONT E I DE NEMOURS & CO    COM              263534109    48604 919215 SH            DEFINED            2      0  919215     0
DUKE ENERGY CORP               COM              264399106    50141 955072 SH            DEFINED            2      0  955072     0
DUKE ENERGY CORP               COM              264399106    22323 425200 SH            DEFINED            4      0  425200     0
DUN & BRADSTREET CORP DEL      COM              26483B106     1085  37900 SH            DEFINED            2      0   37900     0
DUN & BRADSTREET CORP DEL      COM              26483B106      415  14500 SH            DEFINED           21      0   14500     0
DUPONT PHOTOMASKS INC          COM              26613X101      915  15800 SH            DEFINED            2      0   15800     0
DYCOM INDS INC                 COM              267475101      446   9150 SH            DEFINED            1      0    9150     0
DYCOM INDS INC                 COM              267475101     5068 103950 SH            DEFINED            2      0  103950     0
DYNEGY INC NEW                 CL               26816Q101    15569 248108 SH            DEFINED            2      0  248108     0
                                        A

E-LOAN INC                     COM              26861P107      816 116500 SH            DEFINED            2      0  116500     0
E M C CORP MASS                COM              268648102      365   2900 SH            DEFINED            1      0    2900     0
E M C CORP MASS                COM              268648102   140035 1120278SH            DEFINED            2      0 1120278     0
E M C CORP MASS                COM              268648102     4780  36600 SH            DEFINED           21      0   36600     0
ENSCO INTL INC                 COM              26874Q100     9176 254000 SH            DEFINED            1      0  254000     0
ENSCO INTL INC                 COM              26874Q100    45322 1254600SH            DEFINED            2      0 1254600     0
ESAT TELECOM GROUP PLC         SPONSORED        26883Y102      569   5700 SH            DEFINED            2      0    5700     0
                               ADR

E-TEK DYNAMICS INC             COM              269240107      306   1300 SH            DEFINED            1      0    1300     0
E-TEK DYNAMICS INC             COM              269240107     6046  25700 SH            DEFINED            2      0   25700     0
E-TEK DYNAMICS INC             COM              269240107     7340  30350 SH            DEFINED           21      0   30350     0
E TRADE GROUP INC              COM              269246104    18735 621900 SH            DEFINED            2      0  621900     0
EARTHWEB INC                   COM              27032C108     2078  84400 SH            DEFINED            2      0   84400     0
EASTERN ENTERPRISES            COM              27637F100      509   8500 SH            DEFINED            2      0    8500     0
EASTMAN CHEM CO                COM              277432100      838  18425 SH            DEFINED            2      0   18425     0
EASTMAN KODAK CO               COM              277461109     2944  54200 SH            DEFINED            1      0   54200     0
EASTMAN KODAK CO               COM              277461109    15946 293600 SH            DEFINED            2      0  293600     0
EATON CORP                     COM              278058102     1349  17300 SH            DEFINED            2      0   17300     0
EATON VANCE CORP               COM NON          278265103      137   3200 SH            DEFINED            2      0    3200     0
                               VTG

EATON VANCE CORP               COM NON          278265103       73   1700 SH            DEFINED           21      0    1700     0
                               VTG

ECHOSTAR COMMUNICATIONS NEW    CL               278762109      885  11200 SH            DEFINED            1      0   11200     0
                                        A

ECHOSTAR COMMUNICATIONS NEW    CL               278762109    57149 723400 SH            DEFINED            2      0  723400     0
                                        A

ECOLAB INC                     COM              278865100     1118  30480 SH            DEFINED            2      0   30480     0
EDISON INTL                    COM              281020107     1353  81700 SH            DEFINED            2      0   81700     0
EDWARDS AG INC                 COM              281760108      467  11687 SH            DEFINED            2      0   11687     0
EFFICIENT NETWORKS INC         COM              282056100     1893  11850 SH            DEFINED           21      0   11850     0
EGAIN COMMUNICATIONS           COM              28225C103     5374 137800 SH            DEFINED            2      0  137800     0
EL PASO ENERGY CORP DEL        COM              283905107     9516 235700 SH            DEFINED            2      0  235700     0
EL PASO ENERGY CORP DEL        COM              283905107    53335 1321000SH            DEFINED            4      0 1321000     0
EL PASO ENERGY CORP DEL        COM              283905107     3953  96800 SH            DEFINED           21      0   96800     0
ELECTRONIC ARTS INC            COM              285512109      598   8400 SH            DEFINED            2      0    8400     0
ELECTRONIC DATA SYS NEW        COM              285661104     8659 134900 SH            DEFINED            1      0  134900     0
ELECTRONIC DATA SYS NEW        COM              285661104    99580 1551400SH            DEFINED            2      0 1551400     0
ELECTRONICS FOR IMAGING INC    COM              286082102    22404 373400 SH            DEFINED            2      0  373400     0
ELTRAX SYS INC                 COM              290375104      100   7500 SH            DEFINED            1      0    7500     0
ELTRAX SYS INC                 COM              290375104     1271  95500 SH            DEFINED            2      0   95500     0
EMBRATEL PARTICIPACOES S A     SPON ADR         29081N100      769  30000 SH            DEFINED           21      0   30000     0
                               PFD

EMCORE CORP                    COM              290846104     7732  67200 SH            DEFINED            2      0   67200     0
EMERSON ELEC CO                COM              291011104    29721 562100 SH            DEFINED            2      0  562100     0
EMMIS COMMUNICATIONS CORP      CL               291525103      288   6200 SH            DEFINED            1      0    6200     0
                                        A

EMMIS COMMUNICATIONS CORP      CL               291525103     3780  81300 SH            DEFINED            2      0   81300     0
                                        A

EMULEX CORP                    COM              292475209      382   3500 SH            DEFINED            2      0    3500     0
                               NEW

ENERGY EAST CORP               COM              29266M109      325  16426 SH            DEFINED            2      0   16426     0
ENGELHARD CORP                 COM              292845104      447  29562 SH            DEFINED            2      0   29562     0
ENRON CORP                     COM              293561106    10993 146816 SH            DEFINED            1      0  146816     0
ENRON CORP                     COM              293561106   106364 1420550SH            DEFINED            2      0 1420550     0
ENRON CORP                     COM              293561106    61540 821900 SH            DEFINED            4      0  821900     0
ENRON CORP                     COM              293561106    10278 135300 SH            DEFINED           21      0  135300     0
ENTERGY CORP NEW               COM              29364G103      408  20200 SH            DEFINED            1      0   20200     0
ENTERGY CORP NEW               COM              29364G103    59902 2967300SH            DEFINED            2      0 2967300     0
ENZON INC                      COM              293904108    12079 320500 SH            DEFINED            2      0  320500     0
EQUANT N V                     NY REG           294409107      255   3000 SH            DEFINED            2      0    3000     0
                               SHS

EQUANT N V                     NY REG           294409107    10590 122900 SH            DEFINED           21      0  122900     0
                               SHS

EQUIFAX INC                    COM              294429105      841  33300 SH            DEFINED            2      0   33300     0
EQUITABLE RES INC              COM              294549100     6511 145300 SH            DEFINED            2      0  145300     0
ERICSSON L M TEL CO            ADR CL B         294821400    23885 254600 SH            DEFINED            2      0  254600     0
                               SEK10

ERICSSON L M TEL CO            ADR CL B         294821400     6785  70400 SH            DEFINED           21      0   70400     0
                               SEK10

ETHYL CORP                     COM              297659104       54  17500 SH            DEFINED            2      0   17500     0
EXCEL TECHNOLOGY INC           COM              30067T103      361  10200 SH            DEFINED            1      0   10200     0
EXCEL TECHNOLOGY INC           COM              30067T103     4185 118300 SH            DEFINED            2      0  118300     0
EXODUS COMMUNICATIONS INC      COM              302088109     1405  10000 SH            DEFINED            1      0   10000     0
EXODUS COMMUNICATIONS INC      COM              302088109    48655 346300 SH            DEFINED            2      0  346300     0
EXODUS COMMUNICATIONS INC      COM              302088109      309   2200 SH            DEFINED           21      0    2200     0
EXPEDITORS INTL WASH INC       COM              302130109     7537 189600 SH            DEFINED            2      0  189600     0
EXPRESS SCRIPTS INC            CL               302182100      210   5000 SH            DEFINED            2      0    5000     0
                                        A

EXTREME NETWORKS INC           COM              30226D106      261   3300 SH            DEFINED            1      0    3300     0
EXTREME NETWORKS INC           COM              30226D106     9290 117600 SH            DEFINED            2      0  117600     0
EXXON MOBIL CORP               COM              30231G102     4894  62800 SH            DEFINED            1      0   62800     0
EXXON MOBIL CORP               COM              30231G102   221412 2845452SH            DEFINED            2      0 2845452     0
EXXON MOBIL CORP               COM              30231G102      358   4400 SH            DEFINED           21      0    4400     0
F M C CORP                     COM              302491303      407   7200 SH            DEFINED            2      0    7200     0
                               NEW

FPL GROUP INC                  COM              302571104     4476  97170 SH            DEFINED            1      0   97170     0
FPL GROUP INC                  COM              302571104    63640 1381600SH            DEFINED            2      0 1381600     0
FPL GROUP INC                  COM              302571104    15717 341200 SH            DEFINED            4      0  341200     0
FACTSET RESH SYS INC           COM              303075105      357  13200 SH            DEFINED            1      0   13200     0
FACTSET RESH SYS INC           COM              303075105     4235 156500 SH            DEFINED            2      0  156500     0
FAIRMARKET INC                 COM              305158107      200   8800 SH            DEFINED            2      0    8800     0
FAMILY DLR STORES INC          COM              307000109      470  22600 SH            DEFINED            2      0   22600     0
FASTENAL CO                    COM              311900104      239   5000 SH            DEFINED            2      0    5000     0
FEDERAL HOME LN MTG CORP       COM              313400301    22089 499900 SH            DEFINED            2      0  499900     0
FEDERAL NATL MTG ASSN          COM              313586109    15882 281400 SH            DEFINED            2      0  281400     0
FEDERAL NATL MTG ASSN          COM              313586109      896  15740 SH            DEFINED           21      0   15740     0
FEDERAL SIGNAL CORP            COM              313855108      195  10800 SH            DEFINED            2      0   10800     0
FEDERATED DEPT STORES INC DEL  COM              31410H101     4212  99700 SH            DEFINED            1      0   99700     0
FEDERATED DEPT STORES INC DEL  COM              31410H101    55214 1322500SH            DEFINED            2      0 1322500     0
FEDEX CORP                     COM              31428X106     7105 182180 SH            DEFINED            2      0  182180     0
F5 NETWORKS INC                COM              315616102      136   2000 SH            DEFINED            1      0    2000     0
F5 NETWORKS INC                COM              315616102    51890 765900 SH            DEFINED            2      0  765900     0
F5 NETWORKS INC                COM              315616102      166   2350 SH            DEFINED           21      0    2350     0
FIFTH THIRD BANCORP            COM              316773100     8669 137600 SH            DEFINED            2      0  137600     0
FINISAR                        COM              31787A101      264   1800 SH            DEFINED            1      0    1800     0
FINISAR                        COM              31787A101    15062 102800 SH            DEFINED            2      0  102800     0
FIREPOND INC                   COM              318224102      205   5000 SH            DEFINED            1      0    5000     0
FIREPOND INC                   COM              318224102     4736 115700 SH            DEFINED            2      0  115700     0
FIRST DATA CORP                COM              319963104     7344 165500 SH            DEFINED            1      0  165500     0
FIRST DATA CORP                COM              319963104   100045 2260900SH            DEFINED            2      0 2260900     0
FIRST HEALTH GROUP CORP        COM              320960107      373  11800 SH            DEFINED            2      0   11800     0
FIRST SEC CORP DEL             COM              336294103      308  25625 SH            DEFINED            2      0   25625     0
FIRST TENN NATL CORP           COM              337162101      347  17100 SH            DEFINED            2      0   17100     0
FIRST TENN NATL CORP           COM              337162101       30   1500 SH            DEFINED           21      0    1500     0
FIRST UN CORP                  COM              337358105     5021 134800 SH            DEFINED            1      0  134800     0
FIRST UN CORP                  COM              337358105    27151 728898 SH            DEFINED            2      0  728898     0
FIRST UN CORP                  COM              337358105       75   2000 SH            DEFINED           21      0    2000     0
FIRST VA BANKS INC             COM              337477103      244   6500 SH            DEFINED            2      0    6500     0
FIRST VA BANKS INC             COM              337477103      371   9875 SH            DEFINED           21      0    9875     0
FIRSTWORLD COMMUNICATIONS INC  COM SER          337625305     1269  62300 SH            DEFINED            2      0   62300     0
                                        B

FIRSTCOM CORP                  COM              33763T104     1141  33200 SH            DEFINED           21      0   33200     0
FIRSTAR CORP NEW WIS           COM              33763V109     5291 230667 SH            DEFINED            2      0  230667     0
FIRSTAR CORP NEW WIS           COM              33763V109      804  34000 SH            DEFINED           21      0   34000     0
FISERV INC                     COM              337738108      598  16075 SH            DEFINED            2      0   16075     0
FIRSTMERIT CORP                COM              337915102      216  11700 SH            DEFINED            2      0   11700     0
FIRSTENERGY CORP               COM              337932107     1130  54800 SH            DEFINED            2      0   54800     0
FLEETBOSTON FINL CORP          COM              339030108     9036 247564 SH            DEFINED            2      0  247564     0
FLEETBOSTON FINL CORP          COM              339030108     1212  32916 SH            DEFINED           21      0   32916     0
FLORIDA PROGRESS CORP          COM              341109106     1060  23100 SH            DEFINED            2      0   23100     0
FLOWERS INDS INC               COM              343496105      199  13125 SH            DEFINED            2      0   13125     0
FLUOR CORP                     COM              343861100      555  17900 SH            DEFINED            2      0   17900     0
FOCAL COMMUNICATIONS CORP      COM              344155106     1874  33300 SH            DEFINED           21      0   33300     0
FORD MTR CO DEL                COM              345370100     4185  91100 SH            DEFINED            1      0   91100     0
FORD MTR CO DEL                COM              345370100   117954 2567700SH            DEFINED            2      0 2567700     0
FOREST LABS INC                COM              345838106      651   7700 SH            DEFINED            1      0    7700     0
FOREST LABS INC                COM              345838106    12024 142300 SH            DEFINED            2      0  142300     0
FORT JAMES CORP                COM              347471104     6835 310700 SH            DEFINED            2      0  310700     0
FORTUNE BRANDS INC             COM              349631101      965  38600 SH            DEFINED            2      0   38600     0
FOUNDATION HEALTH SYS INC      COM              350404109      128  16040 SH            DEFINED            2      0   16040     0
FOUNDRY NETWORKS INC           COM              35063R100      244   1700 SH            DEFINED            1      0    1700     0
FOUNDRY NETWORKS INC           COM              35063R100    21275 148000 SH            DEFINED            2      0  148000     0
FRANKLIN RES INC               COM              354613101     1956  58500 SH            DEFINED            2      0   58500     0
FRANKLIN RES INC               COM              354613101      390  11650 SH            DEFINED           21      0   11650     0
FREEPORT-MCMORAN COPPER & GOLD CL               35671D857      464  38500 SH            DEFINED            2      0   38500     0
                                        B

FURNITURE BRANDS INTL INC      COM              360921100      220  11700 SH            DEFINED            2      0   11700     0
GATX CORP                      COM              361448103      243   6400 SH            DEFINED            2      0    6400     0
GPU INC                        COM              36225X100      794  29000 SH            DEFINED            2      0   29000     0
GTE CORP                       COM              362320103     6404  90200 SH            DEFINED            1      0   90200     0
GTE CORP                       COM              362320103   118506 1669100SH            DEFINED            2      0 1669100     0
GTE CORP                       COM              362320103    30317 427000 SH            DEFINED            4      0  427000     0
GTE CORP                       COM              362320103    10859 150400 SH            DEFINED           21      0  150400     0
GT GROUP TELECOM INC           CL B NON         362359408     5762 276000 SH            DEFINED            2      0  276000     0
                               VTG

GADZOOX NETWORKS INC           COM              362555104     3619  75500 SH            DEFINED            2      0   75500     0
GALILEO INTERNATIONAL INC      COM              363547100     2798 116300 SH            DEFINED            1      0  116300     0
GALILEO INTERNATIONAL INC      COM              363547100    16844 700000 SH            DEFINED            2      0  700000     0
GALLAGHER ARTHUR J & CO        COM              363576109      124   3800 SH            DEFINED            2      0    3800     0
GALLAGHER ARTHUR J & CO        COM              363576109      260   8000 SH            DEFINED           21      0    8000     0
GANNETT INC                    COM              364730101     5349  76000 SH            DEFINED            2      0   76000     0
GAP INC DEL                    COM              364760108    22378 449250 SH            DEFINED            2      0  449250     0
GARTNER GROUP INC NEW          CL               366651206      153  11500 SH            DEFINED            2      0   11500     0
                                        B

GATEWAY INC                    COM              367626108     4585  86500 SH            DEFINED            2      0   86500     0
GATEWAY INC                    COM              367626108     1501  27300 SH            DEFINED           21      0   27300     0
GENENTECH INC                  COM              368710406    36678 241300 SH            DEFINED            2      0  241300     0
                               NEW

GENERAL DYNAMICS CORP          COM              369550108     2350  47240 SH            DEFINED            2      0   47240     0
GENERAL ELEC CO                COM              369604103   215152 1386400SH            DEFINED            2      0 1386400     0
GENERAL ELEC CO                COM              369604103     7326  45400 SH            DEFINED           21      0   45400     0
GENERAL MLS INC                COM              370334104     4860 134300 SH            DEFINED            1      0  134300     0
GENERAL MLS INC                COM              370334104    60592 1674400SH            DEFINED            2      0 1674400     0
GENERAL MTRS CORP              COM              370442105     6261  75600 SH            DEFINED            1      0   75600     0
GENERAL MTRS CORP              COM              370442105    93048 1123600SH            DEFINED            2      0 1123600     0
GENERAL MTRS CORP              CL H             370442832     3436  27600 SH            DEFINED            2      0   27600     0
                               NEW

GENTEX CORP                    COM              371901109      230   6200 SH            DEFINED            1      0    6200     0
GENTEX CORP                    COM              371901109     2872  77500 SH            DEFINED            2      0   77500     0
GENUINE PARTS CO               COM              372460105      999  41850 SH            DEFINED            2      0   41850     0
GENZYME CORP                   COM GENL         372917104      551  11000 SH            DEFINED            2      0   11000     0
                               DIV

GEORGIA PAC CORP               COM GA PAC       373298108     1590  40200 SH            DEFINED            2      0   40200     0
                               GRP

GEORGIA PAC CORP               COM-TIMBER       373298702      277  10800 SH            DEFINED            2      0   10800     0
                               GRP

GILEAD SCIENCES INC            COM              375558103     3440  54287 SH            DEFINED            2      0   54287     0
GILLETTE CO                    COM              375766102    10153 269400 SH            DEFINED            2      0  269400     0
GLOBAL INDS LTD                COM              379336100      136   9300 SH            DEFINED            1      0    9300     0
GLOBAL INDS LTD                COM              379336100     1824 124700 SH            DEFINED            2      0  124700     0
GLOBAL MARINE INC              COM              379352404    13906 548000 SH            DEFINED            2      0  548000     0
GLOBAL TELESYSTEMS GROUP       COM              37936U104      226  11025 SH            DEFINED            2      0   11025     0
GLOBAL TELESYSTEMS GROUP       COM              37936U104     6599 318400 SH            DEFINED           21      0  318400     0
GLOBESPAN INC                  COM              379571102       92    900 SH            DEFINED            1      0     900     0
GLOBESPAN INC                  COM              379571102     7309  71700 SH            DEFINED            2      0   71700     0
GOLDEN ST BANCORP INC          COM              381197102      296  19800 SH            DEFINED            2      0   19800     0
GOLDEN TELECOM INC             COM              38122G107      291   6400 SH            DEFINED           21      0    6400     0
GOLDEN WEST FINL CORP DEL      COM              381317106     1185  38000 SH            DEFINED            2      0   38000     0
GOODRICH B F CO                COM              382388106      743  25900 SH            DEFINED            2      0   25900     0
GOODYEAR TIRE & RUBR CO        COM              382550101      858  36800 SH            DEFINED            2      0   36800     0
GRACE W R & CO DEL NEW         COM              38388F108      303  23900 SH            DEFINED            2      0   23900     0
GRAINGER W W INC               COM              384802104     1194  22000 SH            DEFINED            2      0   22000     0
GREAT ATLANTIC & PAC TEA INC   COM              390064103      218  11200 SH            DEFINED            2      0   11200     0
GREAT LAKES CHEM CORP          COM              390568103      459  13500 SH            DEFINED            2      0   13500     0
GREENPOINT FINL CORP           COM              395384100      277  14100 SH            DEFINED            2      0   14100     0
GREY WOLF INC                  COM              397888108       69  17600 SH            DEFINED            2      0   17600     0
GRIC COMMUNICATIONS INC        COM              398081109       61   1800 SH            DEFINED            1      0    1800     0
GRIC COMMUNICATIONS INC        COM              398081109     2275  67400 SH            DEFINED            2      0   67400     0
GRUPO RADIO CENTRO S A DE C V  SPONSORED        40049C102      809  60200 SH            DEFINED           21      0   60200     0
                               ADR

GRUPO TELEVISA SA DE CV        SP ADR REP       40049J206     1224  18000 SH            DEFINED           21      0   18000     0
                               ORD

GRUPO ELEKTRA SA DE CV         GLOBL DEP        40050A102      578  45300 SH            DEFINED           21      0   45300     0
                               RCPT

GUIDANT CORP                   COM              401698105      212   3600 SH            DEFINED            1      0    3600     0
GUIDANT CORP                   COM              401698105     5834  99200 SH            DEFINED            2      0   99200     0
HNC SOFTWARE INC               COM              40425P107      137   1900 SH            DEFINED            1      0    1900     0
HNC SOFTWARE INC               COM              40425P107     1917  26600 SH            DEFINED            2      0   26600     0
HALLIBURTON CO                 COM              406216101    10619 259000 SH            DEFINED            2      0  259000     0
HANCOCK JOHN FINL SVCS INC     COM              41014S106     8791 486700 SH            DEFINED            2      0  486700     0
HANNA M A CO                   COM              410522106      132  11700 SH            DEFINED            2      0   11700     0
HANNAFORD BROS CO              COM              410550107      406   5500 SH            DEFINED            2      0    5500     0
HANOVER COMPRESSOR CO          COM              410768105      387   6800 SH            DEFINED            2      0    6800     0
HANOVER DIRECT INC             COM              410783104       30  12600 SH            DEFINED            2      0   12600     0
HARCOURT GEN INC               COM              41163G101     1244  33400 SH            DEFINED            2      0   33400     0
HARKEN ENERGY CORP             COM              412552101       14  14300 SH            DEFINED            2      0   14300     0
HARLEY DAVIDSON INC            COM              412822108     2826  35600 SH            DEFINED            2      0   35600     0
HARMAN INTL INDS INC           COM              413086109      402   6700 SH            DEFINED            1      0    6700     0
HARMAN INTL INDS INC           COM              413086109     4771  79520 SH            DEFINED            2      0   79520     0
HARMONIC INC                   COM              413160102      250   3000 SH            DEFINED            1      0    3000     0
HARMONIC INC                   COM              413160102     3480  41800 SH            DEFINED            2      0   41800     0
HARRAHS ENTMT INC              COM              413619107      562  30250 SH            DEFINED            2      0   30250     0
HARRIS CORP DEL                COM              413875105      311   9000 SH            DEFINED            2      0    9000     0
HARSCO CORP                    COM              415864107      281   9700 SH            DEFINED            2      0    9700     0
HARTE-HANKS INC                COM              416196103      204   9000 SH            DEFINED            2      0    9000     0
HARTFORD FINL SVCS GROUP INC   COM              416515104     2748  52100 SH            DEFINED            2      0   52100     0
HARTFORD FINL SVCS GROUP INC   COM              416515104      178   3380 SH            DEFINED           21      0    3380     0
HASBRO INC                     COM              418056107     3779 226450 SH            DEFINED            1      0  226450     0
HASBRO INC                     COM              418056107    12372 749800 SH            DEFINED            2      0  749800     0
HAWAIIAN ELEC INDUSTRIES       COM              419870100      242   7600 SH            DEFINED            2      0    7600     0
HEALTHSOUTH CORP               COM              421924101     1923 338100 SH            DEFINED            1      0  338100     0
HEALTHSOUTH CORP               COM              421924101    37230 6693100SH            DEFINED            2      0 6693100     0
HEALTH MGMT ASSOC INC NEW      CL               421933102      449  31525 SH            DEFINED            2      0   31525     0
                                        A

HEALTHEON WEBMD CORP           COM              422209106     7392 321400 SH            DEFINED            2      0  321400     0
HEIDRICK & STRUGGLES INTL INC  COM              422819102     6276 156400 SH            DEFINED            2      0  156400     0
HEILIG MEYERS CO               COM              422893107       56  14250 SH            DEFINED            2      0   14250     0
HEINZ H J CO                   COM              423074103     3257  93400 SH            DEFINED            2      0   93400     0
HELMERICH & PAYNE INC          COM              423452101      366  11800 SH            DEFINED            2      0   11800     0
HENRY JACK & ASSOC INC         COM              426281101     3050  82700 SH            DEFINED            2      0   82700     0
HERCULES INC                   COM              427056106      582  36100 SH            DEFINED            2      0   36100     0
HERSHEY FOODS CORP             COM              427866108     1589  32600 SH            DEFINED            2      0   32600     0
HERTZ CORP                     CL               428040109     2030  59600 SH            DEFINED            2      0   59600     0
                                        A

HEWLETT PACKARD CO             COM              428236103    34851 262900 SH            DEFINED            2      0  262900     0
HEXCEL CORP NEW                SUB NT CV        428291AA6     1675 2500000PRN           DEFINED            5      0 2500000     0
                               7%03

HI / FN INC                    COM              428358105    10267 157800 SH            DEFINED            2      0  157800     0
HIBERNIA CORP                  CL               428656102      221  21000 SH            DEFINED            2      0   21000     0
                                        A

HIBERNIA CORP                  CL               428656102      142  13500 SH            DEFINED           21      0   13500     0
                                        A

HILLENBRAND INDS INC           COM              431573104      646  19000 SH            DEFINED            2      0   19000     0
HILTON HOTELS CORP             COM              432848109      673  86800 SH            DEFINED            2      0   86800     0
HISPANIC BROADCASTING CORP     CL               43357B104      804   7100 SH            DEFINED            2      0    7100     0
                                        A

HOME DEPOT INC                 COM              437076102   108515 1682407SH            DEFINED            2      0 1682407     0
HOMEGROCER COM INC             COM              43740K100    11140 1073700SH            DEFINED            2      0 1073700     0
HOMESTAKE MNG CO               COM              437614100      367  61200 SH            DEFINED            2      0   61200     0
HON INDS INC                   COM              438092108      203   7900 SH            DEFINED            2      0    7900     0
HONEYWELL INTL INC             COM              438516106     5005  95000 SH            DEFINED            1      0   95000     0
HONEYWELL INTL INC             COM              438516106    78251 1485187SH            DEFINED            2      0 1485187     0
HORMEL FOODS CORP              COM              440452100      307  18700 SH            DEFINED            2      0   18700     0
HOUSEHOLD INTL INC             COM              441815107     4610 123559 SH            DEFINED            2      0  123559     0
HUBBELL INC                    CL               443510201      232   8480 SH            DEFINED            2      0    8480     0
                                        B

HUMANA INC                     COM              444859102      288  39400 SH            DEFINED            2      0   39400     0
HUMAN GENOME SCIENCES INC      COM              444903108      299   3600 SH            DEFINED            1      0    3600     0
HUMAN GENOME SCIENCES INC      COM              444903108    12310 148200 SH            DEFINED            2      0  148200     0
HUNTINGTON BANCSHARES INC      COM              446150104     1205  53860 SH            DEFINED            2      0   53860     0
ICN PHARMACEUTICALS INC NEW    COM              448924100      281  10300 SH            DEFINED            2      0   10300     0
IDT CORP                       COM              448947101     2432  58600 SH            DEFINED            2      0   58600     0
IBP INC                        COM              449223106      219  13900 SH            DEFINED            2      0   13900     0
ICICI LTD                      SPONSORED        44926P202      255  11200 SH            DEFINED            1      0   11200     0
                               ADR

ICICI LTD                      SPONSORED        44926P202    12756 560700 SH            DEFINED            2      0  560700     0
                               ADR

IDEC PHARMACEUTICALS CORP      COM              449370105      314   3200 SH            DEFINED            1      0    3200     0
IDEC PHARMACEUTICALS CORP      COM              449370105     5915  60200 SH            DEFINED            2      0   60200     0
IDEC PHARMACEUTICALS CORP      COM              449370105      534   5300 SH            DEFINED           21      0    5300     0
IMC GLOBAL INC                 COM              449669100      220  15000 SH            DEFINED            2      0   15000     0
IMS HEALTH INC                 COM              449934108     1228  72500 SH            DEFINED            2      0   72500     0
ISS GROUP INC                  COM              450306105     5114  43900 SH            DEFINED            2      0   43900     0
ITXC CORP                      COM              45069F109     8815 187300 SH            DEFINED            2      0  187300     0
ITT INDS INC IND               COM              450911102      643  20700 SH            DEFINED            2      0   20700     0
ICON PUB LTD CO                SPONSORED        45103T107      475  31930 SH            DEFINED           21      0   31930     0
                               ADR

IDACORP INC                    COM              451107106      309   8900 SH            DEFINED            2      0    8900     0
IGATE CAPITAL CORP             COM              45169U105     1855  41100 SH            DEFINED            1      0   41100     0
IGATE CAPITAL CORP             COM              45169U105    52521 1163900SH            DEFINED            2      0 1163900     0
IKON OFFICE SOLUTIONS INC      COM              451713101      224  36200 SH            DEFINED            2      0   36200     0
ILLINOIS TOOL WKS INC          COM              452308109     3906  70700 SH            DEFINED            2      0   70700     0
IMATION CORP                   COM              45245A107      232   8700 SH            DEFINED            2      0    8700     0
IMCLONE SYS INC                COM              45245W109      229   2977 SH            DEFINED            2      0    2977     0
IMMUNEX CORP NEW               COM              452528102    24144 380600 SH            DEFINED            2      0  380600     0
INCO LTD                       COM              453258402      813  44400 SH            DEFINED            2      0   44400     0
INCOME OPPORTUNITIES FD 2000   COM              45333Q105     1511 155000 SH            DEFINED            2      0  155000     0
INCYTE PHARMACEUTICALS INC     COM              45337C102     1154  13200 SH            DEFINED            2      0   13200     0
INDEPENDENT ENERGY HLDGS PLC   SPONSORED        45384X108     5071 113000 SH            DEFINED           21      0  113000     0
                               ADR

INFINITY BROADCASTING CP NEW   CL               45662S102      638  19700 SH            DEFINED            2      0   19700     0
                                        A

INFORMATICA CORP               COM              45666Q102     1705  22200 SH            DEFINED            2      0   22200     0
INFONET SVCS CORP              CL               45666T106       45   2000 SH            DEFINED            2      0    2000     0
                                        B

INFONET SVCS CORP              CL               45666T106     5886 255300 SH            DEFINED           21      0  255300     0
                                        B

INFORMIX CORP                  COM              456779107     1073  63341 SH            DEFINED            2      0   63341     0
INGERSOLL-RAND CO              COM              456866102     4677 105700 SH            DEFINED            1      0  105700     0
INGERSOLL-RAND CO              COM              456866102    58503 1322100SH            DEFINED            2      0 1322100     0
INHALE THERAPEUTIC SYS INC     COM              457191104      142   1900 SH            DEFINED            1      0    1900     0
INHALE THERAPEUTIC SYS INC     COM              457191104     1840  24700 SH            DEFINED            2      0   24700     0
INKTOMI CORP                   COM              457277101     1443   7400 SH            DEFINED            1      0    7400     0
INKTOMI CORP                   COM              457277101    54717 280600 SH            DEFINED            2      0  280600     0
INSIGHT ENTERPRISES INC        COM              45765U103     2388  65525 SH            DEFINED            2      0   65525     0
INTEGRATED DEVICE TECHNOLOGY   COM              458118106      832  21000 SH            DEFINED            2      0   21000     0
INTEL CORP                     COM              458140100   170213 1290100SH            DEFINED            2      0 1290100     0
INTEL CORP                     COM              458140100     4151  30300 SH            DEFINED           21      0   30300     0
INTERCEPT GROUP INC            COM              45845L107      224   8700 SH            DEFINED            1      0    8700     0
INTERCEPT GROUP INC            COM              45845L107     5719 222100 SH            DEFINED            2      0  222100     0
INTERLINK ELECTRS              COM              458751104      229   2400 SH            DEFINED            1      0    2400     0
INTERLINK ELECTRS              COM              458751104    12742 133600 SH            DEFINED            2      0  133600     0
INTERMEDIA COMMUNICATIONS INC  COM              458801107     8173 169163 SH            DEFINED            2      0  169163     0
INTERMEDIA COMMUNICATIONS INC  COM              458801107      210   4346 SH            DEFINED            4      0    4346     0
INTERMEDIA COMMUNICATIONS INC  COM              458801107     8752 177300 SH            DEFINED           21      0  177300     0
INTERNAP NETWORK SVCS CORP     COM              45885A102    10773 234200 SH            DEFINED            2      0  234200     0
INTERNATIONAL BUSINESS MACHS   COM              459200101    11422  96800 SH            DEFINED            1      0   96800     0
INTERNATIONAL BUSINESS MACHS   COM              459200101   209049 1771600SH            DEFINED            2      0 1771600     0
INTERNATIONAL BUSINESS MACHS   COM              459200101     3089  25250 SH            DEFINED           21      0   25250     0
INTERNATIONAL FLAVORS&FRAGRAN  COM              459506101      866  24700 SH            DEFINED            2      0   24700     0
INTERNATIONAL FIBERCOM INC     COM              45950T101      221   9300 SH            DEFINED            1      0    9300     0
INTERNATIONAL FIBERCOM INC     COM              45950T101     2869 120800 SH            DEFINED            2      0  120800     0
INTERNATIONAL GAME TECHNOLOGY  COM              459902102      213   9800 SH            DEFINED            2      0    9800     0
INTL PAPER CO                  COM              460146103     4679 109445 SH            DEFINED            2      0  109445     0
INTERNATIONAL RECTIFIER CORP   COM              460254105      200   5247 SH            DEFINED            2      0    5247     0
INTERNATIONAL SPEEDWAY CORP    CL               460335201      310   6900 SH            DEFINED            2      0    6900     0
                                        A

INTERNET CAP GROUP INC         COM              46059C106     3215  35600 SH            DEFINED            2      0   35600     0
INTERNET PICTURES CORP         COM              46059S101      503  14812 SH            DEFINED            1      0   14812     0
INTERNET PICTURES CORP         COM              46059S101     4167 122776 SH            DEFINED            2      0  122776     0
INTERNET INITIATIVE JAPAN INC  SPONSORED        46059T109     2441  35000 SH            DEFINED           21      0   35000     0
                               ADR

INTERPUBLIC GROUP COS INC      COM              460690100     3119  66000 SH            DEFINED            2      0   66000     0
INTERSIL HLDG CORP             CL               46069S109       67   1300 SH            DEFINED            1      0    1300     0
                                        A

INTERSIL HLDG CORP             CL               46069S109      791  15300 SH            DEFINED            2      0   15300     0
                                        A

INTERTRUST TECHNOLOGIES CORP   COM              46113Q109    11892 279800 SH            DEFINED            2      0  279800     0
INTUIT                         COM              461202103     1387  25500 SH            DEFINED            2      0   25500     0
IOMEGA CORP                    COM              462030107      109  28600 SH            DEFINED            2      0   28600     0
IONA TECHNOLOGIES PLC          SPONSORED        46206P109     4810  65000 SH            DEFINED           21      0   65000     0
                               ADR

IPALCO ENTERPRISES INC         COM              462613100      218  11200 SH            DEFINED            2      0   11200     0
IRON MTN INC PA                COM              462846106     2164  63530 SH            DEFINED            2      0   63530     0
I2 TECHNOLOGIES INC            COM              465754109     6656  54500 SH            DEFINED            2      0   54500     0
IVAX CORP                      COM              465823102      564  20700 SH            DEFINED            2      0   20700     0
JDS UNIPHASE CORP              COM              46612J101     1815  15056 SH            DEFINED            1      0   15056     0
JDS UNIPHASE CORP              COM              46612J101    59301 491872 SH            DEFINED            2      0  491872     0
JDS UNIPHASE CORP              COM              46612J101    13989 115984 SH            DEFINED           21      0  115984     0
JABIL CIRCUIT INC              COM              466313103      986  22800 SH            DEFINED            2      0   22800     0
JEFFERIES GROUP INC NEW        COM              472319102      167   7300 SH            DEFINED            1      0    7300     0
JEFFERIES GROUP INC NEW        COM              472319102     2134  93300 SH            DEFINED            2      0   93300     0
JEFFERSON PILOT CORP           COM              475070108     1640  24637 SH            DEFINED            2      0   24637     0
JOHNSON & JOHNSON              COM              478160104    26035 371600 SH            DEFINED            2      0  371600     0
JOHNSON & JOHNSON              COM              478160104      152   2075 SH            DEFINED           21      0    2075     0
JOHNSON CTLS INC               COM              478366107     4439  82100 SH            DEFINED            1      0   82100     0
JOHNSON CTLS INC               COM              478366107    54836 1014300SH            DEFINED            2      0 1014300     0
JONES APPAREL GROUP INC        COM              480074103      510  16003 SH            DEFINED            2      0   16003     0
JONES PHARMA INC               COM              480236108      150   4950 SH            DEFINED            1      0    4950     0
JONES PHARMA INC               COM              480236108     2292  75450 SH            DEFINED            2      0   75450     0
JOSTENS INC                    COM              481088102      282  11552 SH            DEFINED            2      0   11552     0
JUNIPER NETWORKS INC           COM              48203R104      237    900 SH            DEFINED            1      0     900     0
JUNIPER NETWORKS INC           COM              48203R104    28438 107900 SH            DEFINED            2      0  107900     0
JUNIPER NETWORKS INC           COM              48203R104      262    950 SH            DEFINED           21      0     950     0
KLA-TENCOR CORP                COM              482480100     3640  43200 SH            DEFINED            2      0   43200     0
K MART CORP                    COM              482584109     2604 268800 SH            DEFINED            1      0  268800     0
K MART CORP                    COM              482584109    35949 3710900SH            DEFINED            2      0 3710900     0
KANA COMMUNICATIONS            COM              483600102     4944  72700 SH            DEFINED            2      0   72700     0
KANSAS CITY PWR & LT CO        COM              485134100      235   8100 SH            DEFINED            2      0    8100     0
KANSAS CITY SOUTHN INDS INC    COM              485170104     2234  26000 SH            DEFINED            2      0   26000     0
KANSAS CITY SOUTHN INDS INC    COM              485170104      314   3650 SH            DEFINED           21      0    3650     0
KAUFMAN & BROAD HOME CORP      COM              486168107      349  16300 SH            DEFINED            2      0   16300     0
KAYDON CORP                    COM              486587108      202   7400 SH            DEFINED            2      0    7400     0
KEANE INC                      COM              486665102      237   9400 SH            DEFINED            2      0    9400     0
KEEBLER FOODS CO               COM              487256109      287  10000 SH            DEFINED            1      0   10000     0
KELLOGG CO                     COM              487836108     2445  95400 SH            DEFINED            2      0   95400     0
KEMET CORP                     COM              488360108      285   4500 SH            DEFINED            1      0    4500     0
KEMET CORP                     COM              488360108     3814  60300 SH            DEFINED            2      0   60300     0
KENNAMETAL INC                 COM              489170100      207   6900 SH            DEFINED            2      0    6900     0
KERR MCGEE CORP                COM              492386107     1298  22476 SH            DEFINED            2      0   22476     0
KERR MCGEE CORP                SB DB CV         492386AP2     2188 1900000PRN           DEFINED            2      0 1900000     0
                               5.25%10

KERR MCGEE CORP                SB DB CV         492386AP2    15548 1350000PRN           DEFINED            4      0 13500000    0
                               5.25%10

KEYCORP NEW                    COM              493267108     2303 121200 SH            DEFINED            2      0  121200     0
KEYCORP NEW                    COM              493267108      234  12300 SH            DEFINED           21      0   12300     0
KEYNOTE SYS INC                COM              493308100      317   3100 SH            DEFINED            1      0    3100     0
KEYNOTE SYS INC                COM              493308100    17147 167700 SH            DEFINED            2      0  167700     0
KEYSPAN CORP                   COM              49337W100     3765 136300 SH            DEFINED            2      0  136300     0
KEYSPAN CORP                   COM              49337W100    23139 837600 SH            DEFINED            4      0  837600     0
KEYSPAN CORP                   COM              49337W100     1271  46000 SH            DEFINED           21      0   46000     0
KIMBERLY CLARK CORP            COM              494368103     8460 150900 SH            DEFINED            1      0  150900     0
KIMBERLY CLARK CORP            COM              494368103    73967 1320848SH            DEFINED            2      0 1320848     0
KINDER MORGAN INC KANS         COM              49455P101      509  14750 SH            DEFINED            2      0   14750     0
KNIGHT RIDDER INC              COM              499040103     4751  92700 SH            DEFINED            1      0   92700     0
KNIGHT RIDDER INC              COM              499040103    60784 1193300SH            DEFINED            2      0 1193300     0
KNIGHT/TRIMARK GROUP INC NEW   CL               499068104    11470 224900 SH            DEFINED            2      0  224900     0
                                        A

KOHLS CORP                     COM              500255104     3936  38400 SH            DEFINED            2      0   38400     0
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR         500472204    10754  62774 SH            DEFINED            1      0   62774     0
                               NEW

KONINKLIJKE PHILIPS ELECTRS NV SPON ADR         500472204   105277 614532 SH            DEFINED            2      0  614532     0
                               NEW

KOPIN CORP                     COM              500600101    12244 178100 SH            DEFINED            2      0  178100     0
KROGER CO                      COM              501044101     3448 196300 SH            DEFINED            2      0  196300     0
LG&E ENERGY CORP               COM              501917108      389  17000 SH            DEFINED            2      0   17000     0
LTV CORP NEW                   COM              501921100     2040 572600 SH            DEFINED            1      0  572600     0
LTV CORP NEW                   COM              501921100     8953 2513200SH            DEFINED            2      0 2513200     0
LSI LOGIC CORP                 COM              502161102    13450 185200 SH            DEFINED            2      0  185200     0
LSI LOGIC CORP                 COM              502161102     4632  61500 SH            DEFINED           21      0   61500     0
LSI LOGIC CORP                 SUB NT CV        502161AB8    55642 1189500PRN           DEFINED            2      0 11895000    0
                               144A04

LSI LOGIC CORP                 SB NT CV         502161AD4    13706 2930000PRN           DEFINED            2      0 2930000     0
                               4.25%04

L-3 COMMUNICATIONS HLDGS INC   COM              502424104      224   4300 SH            DEFINED            2      0    4300     0
LAM RESEARCH CORP              COM              512807108      216   4800 SH            DEFINED            1      0    4800     0
LAM RESEARCH CORP              COM              512807108     3290  73000 SH            DEFINED            2      0   73000     0
LANDS END INC                  COM              515086106      326   5300 SH            DEFINED            2      0    5300     0
LATTICE SEMICONDUCTOR CORP     COM              518415104      257   3800 SH            DEFINED            1      0    3800     0
LATTICE SEMICONDUCTOR CORP     COM              518415104     4447  65700 SH            DEFINED            2      0   65700     0
LEAR CORP                      COM              521865105      225   8000 SH            DEFINED            1      0    8000     0
LEAR CORP                      COM              521865105     3009 107000 SH            DEFINED            2      0  107000     0
LEE ENTERPRISES INC            COM              523768109      274  10500 SH            DEFINED            2      0   10500     0
LEGATO SYS INC                 COM              524651106      495  11100 SH            DEFINED            2      0   11100     0
LEGGETT & PLATT INC            COM              524660107      993  46200 SH            DEFINED            2      0   46200     0
LEGG MASON INC                 COM              524901105      324   7500 SH            DEFINED            2      0    7500     0
LEHMAN BROS HLDGS INC          COM              524908100    12338 127200 SH            DEFINED            2      0  127200     0
LEVEL 3 COMMUNICATIONS INC     COM              52729N100    41221 389800 SH            DEFINED            2      0  389800     0
LEVEL 3 COMMUNICATIONS INC     COM              52729N100     5192  48200 SH            DEFINED           21      0   48200     0
LEXMARK INTL GROUP INC         CL               529771107     1058  10000 SH            DEFINED            1      0   10000     0
                                        A

LEXMARK INTL GROUP INC         CL               529771107   135783 1284000SH            DEFINED            2      0 1284000     0
                                        A

LIBERATE TECHNOLOGIES          COM              530129105      226   3600 SH            DEFINED            1      0    3600     0
LIBERATE TECHNOLOGIES          COM              530129105     7718 123000 SH            DEFINED            2      0  123000     0
LIGHTPATH TECHNOLOGIES INC     CL               532257102      131   2900 SH            DEFINED            1      0    2900     0
                                        A

LIGHTPATH TECHNOLOGIES INC     CL               532257102     1584  35100 SH            DEFINED            2      0   35100     0
                                        A

LILLY ELI & CO                 COM              532457108    22037 349800 SH            DEFINED            2      0  349800     0
LILLY ELI & CO                 COM              532457108      524   8000 SH            DEFINED           21      0    8000     0
LIMITED INC                    COM              532716107     6631 157418 SH            DEFINED            2      0  157418     0
LINCARE HLDGS INC              COM              532791100      201   7100 SH            DEFINED            2      0    7100     0
LINCOLN NATL CORP IND          COM              534187109     4030 120300 SH            DEFINED            1      0  120300     0
LINCOLN NATL CORP IND          COM              534187109    63275 1888800SH            DEFINED            2      0 1888800     0
LINCOLN NATL CORP IND          COM              534187109      296   8825 SH            DEFINED           21      0    8825     0
LINEAR TECHNOLOGY CORP         COM              535678106    33154 602800 SH            DEFINED            2      0  602800     0
LITTON INDS INC                COM              538021106      265   6000 SH            DEFINED            2      0    6000     0
LIZ CLAIBORNE INC              COM              539320101    42491 927500 SH            DEFINED            2      0  927500     0
LOCKHEED MARTIN CORP           COM              539830109     1904  93176 SH            DEFINED            2      0   93176     0
LOEWS CORP                     COM              540424108     2420  48400 SH            DEFINED            1      0   48400     0
LOEWS CORP                     COM              540424108    51995 1039900SH            DEFINED            2      0 1039900     0
LONGS DRUG STORES CORP         COM              543162101      218   9600 SH            DEFINED            2      0    9600     0
LONGVIEW FIBRE CO              COM              543213102      181  12300 SH            DEFINED            2      0   12300     0
LOUISIANA PAC CORP             COM              546347105      347  25000 SH            DEFINED            2      0   25000     0
LOWES COS INC                  COM              548661107     8710 149200 SH            DEFINED            2      0  149200     0
LUBRIZOL CORP                  COM              549271104      205   7100 SH            DEFINED            2      0    7100     0
LUCENT TECHNOLOGIES INC        COM              549463107    80211 1320348SH            DEFINED            2      0 1320348     0
LUCENT TECHNOLOGIES INC        COM              549463107     2341  36900 SH            DEFINED           21      0   36900     0
LYONDELL CHEMICAL CO           COM              552078107      227  15400 SH            DEFINED            2      0   15400     0
MBIA INC                       COM              55262C100     3988  76600 SH            DEFINED            1      0   76600     0
MBIA INC                       COM              55262C100    65677 1261500SH            DEFINED            2      0 1261500     0
MBNA CORP                      COM              55262L100    20611 808262 SH            DEFINED            2      0  808262     0
MCN ENERGY GROUP INC           COM              55267J100      280  11200 SH            DEFINED            2      0   11200     0
MCI WORLDCOM INC               COM              55268B106      333   7350 SH            DEFINED            1      0    7350     0
MCI WORLDCOM INC               COM              55268B106    80075 1767175SH            DEFINED            2      0 1767175     0
MCI WORLDCOM INC               COM              55268B106    28592 631000 SH            DEFINED            4      0  631000     0
MCI WORLDCOM INC               COM              55268B106     7565 164200 SH            DEFINED           21      0  164200     0
MGC COMMUNICATIONS INC         COM              552763302      365   5100 SH            DEFINED            1      0    5100     0
MGC COMMUNICATIONS INC         COM              552763302    17296 241900 SH            DEFINED            2      0  241900     0
MGC COMMUNICATIONS INC         COM              552763302      937  13100 SH            DEFINED           21      0   13100     0
MGC COMMUNICATIONS INC         PFD CV SER       552763500     1107  18000 SH            DEFINED            2      0   18000     0
                                        D

MGC COMMUNICATIONS INC         PFD CV SER       552763500     8241 134000 SH            DEFINED            4      0  134000     0
                                        D

MGIC INVT CORP WIS             COM              552848103     1387  31800 SH            DEFINED            2      0   31800     0
MMC NETWORKS INC               COM              55308N102      248   7500 SH            DEFINED            1      0    7500     0
MMC NETWORKS INC               COM              55308N102     7138 216300 SH            DEFINED            2      0  216300     0
MRV COMMUNICATIONS INC         COM              553477100      229   2500 SH            DEFINED            2      0    2500     0
MACROVISION CORP               COM              555904101      241   2800 SH            DEFINED            2      0    2800     0
MACROMEDIA INC                 COM              556100105      578   6400 SH            DEFINED            2      0    6400     0
MACRONIX INTL LTD              SPONSORED        556103109      508  17500 SH            DEFINED           21      0   17500     0
                               ADR

MALLINCKRODT INC NEW           COM              561232109      463  16100 SH            DEFINED            2      0   16100     0
MANDALAY RESORT GROUP          MANDALAY         562567107      201  11900 SH            DEFINED            2      0   11900     0
MANOR CARE INC NEW             COM              564055101      327  24250 SH            DEFINED            2      0   24250     0
MANPOWER INC                   COM              56418H100      351   9900 SH            DEFINED            2      0    9900     0
MARIMBA INC                    COM              56781Q109     3106  70400 SH            DEFINED            2      0   70400     0
MARK IV INDS INC               COM              570387100      242  10950 SH            DEFINED            2      0   10950     0
MARSH & MCLENNAN COS INC       COM              571748102      502   4550 SH            DEFINED            1      0    4550     0
MARSH & MCLENNAN COS INC       COM              571748102   114780 1040500SH            DEFINED            2      0 1040500     0
MARSH & MCLENNAN COS INC       COM              571748102      329   2980 SH            DEFINED           21      0    2980     0
MARSHALL & ILSLEY CORP         COM              571834100      803  13900 SH            DEFINED            2      0   13900     0
MARRIOTT INTL INC NEW          CL               571903202     1843  58500 SH            DEFINED            2      0   58500     0
                                        A

MARTIN MARIETTA MATLS INC      COM              573284106     9586 201800 SH            DEFINED            2      0  201800     0
MASCO CORP                     COM              574599106     2649 129200 SH            DEFINED            2      0  129200     0
MATRIXONE INC                  COM              57685P304     5248 131400 SH            DEFINED            2      0  131400     0
MATTEL INC                     COM              577081102     1034  99025 SH            DEFINED            2      0   99025     0
MAXIM INTEGRATED PRODS INC     COM              57772K101     2580  36300 SH            DEFINED            2      0   36300     0
MAXIM PHARMACEUTICALS INC      COM              57772M107     9514 202700 SH            DEFINED            2      0  202700     0
MAXIM PHARMACEUTICALS INC      COM              57772M107      167   3500 SH            DEFINED           21      0    3500     0
MAY DEPT STORES CO             COM              577778103     2485  87200 SH            DEFINED            2      0   87200     0
MAYTAG CORP                    COM              578592107      894  27000 SH            DEFINED            2      0   27000     0
MCCORMICK & CO INC             COM NON          579780206      300   9300 SH            DEFINED            2      0    9300     0
                               VTG

MCDERMOTT INTL INC             COM              580037109      133  14500 SH            DEFINED            2      0   14500     0
MCDONALDS CORP                 COM              580135101    13301 354100 SH            DEFINED            2      0  354100     0
MCDONALDS CORP                 COM              580135101     2837  73150 SH            DEFINED           21      0   73150     0
MCGRAW HILL COS INC            COM              580645109     4518  99300 SH            DEFINED            1      0   99300     0
MCGRAW HILL COS INC            COM              580645109     2098  46100 SH            DEFINED            2      0   46100     0
MCK COMMUNICATIONS INC         COM              581243102      120   2500 SH            DEFINED            1      0    2500     0
MCK COMMUNICATIONS INC         COM              581243102     1269  26500 SH            DEFINED            2      0   26500     0
MCKESSON HBOC INC              COM              58155Q103     1774  84456 SH            DEFINED            2      0   84456     0
MCLEODUSA INC                  COM              582266102      695   8200 SH            DEFINED            1      0    8200     0
MCLEODUSA INC                  COM              582266102    27445 323600 SH            DEFINED            2      0  323600     0
MCLEODUSA INC                  COM              582266102     4998  58300 SH            DEFINED           21      0   58300     0
MEAD CORP                      COM              582834107      845  24200 SH            DEFINED            2      0   24200     0
MEDIAONE GROUP INC             COM              58440J104    11777 145400 SH            DEFINED            2      0  145400     0
MEDIA METRIX INC               COM              58440X103     2533  60300 SH            DEFINED            2      0   60300     0
MEDIMMUNE INC                  COM              584699102      261   1500 SH            DEFINED            1      0    1500     0
MEDIMMUNE INC                  COM              584699102    13995  80375 SH            DEFINED            2      0   80375     0
MEDIMMUNE INC                  COM              584699102      447   2525 SH            DEFINED           21      0    2525     0
MEDQUIST INC                   COM              584949101     2009  73900 SH            DEFINED            2      0   73900     0
MEDTRONIC INC                  COM              585055106    16506 320900 SH            DEFINED            2      0  320900     0
MELLON FINL CORP               COM              58551A108    29739 1008100SH            DEFINED            2      0 1008100     0
MELLON FINL CORP               COM              58551A108     1886  62470 SH            DEFINED           21      0   62470     0
MENTOR GRAPHICS CORP           COM              587200106      233  15400 SH            DEFINED            2      0   15400     0
MERCANTILE BANKSHARES CORP     COM              587405101      277   9050 SH            DEFINED            2      0    9050     0
MERCK & CO INC                 COM              589331107     1174  18900 SH            DEFINED            1      0   18900     0
MERCK & CO INC                 COM              589331107   101251 1629800SH            DEFINED            2      0 1629800     0
MERCURY INTERACTIVE CORP       COM              589405109      206   2600 SH            DEFINED            1      0    2600     0
MERCURY INTERACTIVE CORP       COM              589405109    10156 128149 SH            DEFINED            2      0  128149     0
MEREDITH CORP                  COM              589433101      335  12100 SH            DEFINED            2      0   12100     0
MERRILL LYNCH & CO INC         COM              590188108    57225 545000 SH            DEFINED            2      0  545000     0
MERRILL LYNCH & CO INC         COM              590188108     1137  10500 SH            DEFINED           21      0   10500     0
METHODE ELECTRS INC            CL               591520200      222   4400 SH            DEFINED            1      0    4400     0
                                        A

METHODE ELECTRS INC            CL               591520200     2848  56400 SH            DEFINED            2      0   56400     0
                                        A

METRICOM INC                   COM              591596101     4828 104100 SH            DEFINED            2      0  104100     0
METRIS COS INC                 COM              591598107     1903  48964 SH            DEFINED            2      0   48964     0
METROMEDIA FIBER NETWORK INC   CL               591689104     8282  85600 SH            DEFINED            2      0   85600     0
                                        A

METROMEDIA FIBER NETWORK INC   CL               591689104     4600  47000 SH            DEFINED           21      0   47000     0
                                        A

MICREL INC                     COM              594793101      394   4100 SH            DEFINED            1      0    4100     0
MICREL INC                     COM              594793101     7382  76900 SH            DEFINED            2      0   76900     0
MICROSOFT CORP                 COM              594918104   197455 1858400SH            DEFINED            2      0 1858400     0
MICROSOFT CORP                 COM              594918104     6975  63300 SH            DEFINED           21      0   63300     0
MICROVISION INC WASH           COM              594960106     5307  95400 SH            DEFINED            2      0   95400     0
MICROSTRATEGY INC              CL               594972101      704   8091 SH            DEFINED            2      0    8091     0
                                        A

MICROCHIP TECHNOLOGY INC       COM              595017104      661  10050 SH            DEFINED            2      0   10050     0
MICROMUSE INC                  COM              595094103     3817  27500 SH            DEFINED            2      0   27500     0
MICRON TECHNOLOGY INC          COM              595112103    39337 312200 SH            DEFINED            2      0  312200     0
MILACRON INC                   COM              598709103      183  12700 SH            DEFINED            2      0   12700     0
MILLENNIUM PHARMACEUTICALS INC COM              599902103      208   1600 SH            DEFINED            1      0    1600     0
MILLENNIUM PHARMACEUTICALS INC COM              599902103     8182  63000 SH            DEFINED            2      0   63000     0
MILLENNIUM CHEMICALS INC       COM              599903101     7000 350000 SH            DEFINED            2      0  350000     0
MILLER HERMAN INC              COM              600544100      823  29400 SH            DEFINED            2      0   29400     0
MILLIPORE CORP                 COM              601073109      610  10800 SH            DEFINED            2      0   10800     0
MINERALS TECHNOLOGIES INC      COM              603158106      214   4800 SH            DEFINED            2      0    4800     0
MINIMED INC                    COM              60365K108      246   1900 SH            DEFINED            1      0    1900     0
MINIMED INC                    COM              60365K108     3626  28000 SH            DEFINED            2      0   28000     0
MINNESOTA MNG & MFG CO         COM              604059105     9193 103800 SH            DEFINED            2      0  103800     0
MIPS TECHNOLOGIES INC          CL               604567107      362   6500 SH            DEFINED            1      0    6500     0
                                        A

MIPS TECHNOLOGIES INC          CL               604567107    35378 636000 SH            DEFINED            2      0  636000     0
                                        A

MIRAGE RESORTS INC             COM              60462E104      882  45500 SH            DEFINED            2      0   45500     0
MODEM MEDIA POPPE TYSON INC    CL               607533106      227   7000 SH            DEFINED            1      0    7000     0
                                        A

MODEM MEDIA POPPE TYSON INC    CL               607533106     5957 184000 SH            DEFINED            2      0  184000     0
                                        A

MODIS PROFESSIONAL SVCS INC    COM              607830106      156  12600 SH            DEFINED            2      0   12600     0
MOLEX INC                      COM              608554101    13329 226875 SH            DEFINED            2      0  226875     0
MONSANTO CO                    COM              611662107     8297 161100 SH            DEFINED            2      0  161100     0
MONSANTO CO                    ADJ CONVR        611662305    52512 1147800SH            DEFINED            2      0 1147800     0
                               RATE

MONTANA POWER CO               COM              612085100    33715 526800 SH            DEFINED            2      0  526800     0
MONTANA POWER CO               COM              612085100    19590 306100 SH            DEFINED            4      0  306100     0
MONTANA POWER CO               COM              612085100     1216  19000 SH            DEFINED           21      0   19000     0
MORGAN J P & CO INC            COM              616880100     5889  44700 SH            DEFINED            2      0   44700     0
MORGAN STANLEY DEAN WITTER&CO  COM              617446448    10061 121400 SH            DEFINED            1      0  121400     0
                               NEW

MORGAN STANLEY DEAN WITTER&CO  COM              617446448   147097 1803494SH            DEFINED            2      0 1803494     0
                               NEW

MORGAN STANLEY DEAN WITTER&CO  COM              617446448      320   3920 SH            DEFINED           21      0    3920     0
                               NEW

MOTOROLA INC                   COM              620076109   187543 1317245SH            DEFINED            2      0 1317245     0
MOTOROLA INC                   COM              620076109    11703  82200 SH            DEFINED            4      0   82200     0
MOTOROLA INC                   COM              620076109     8275  56000 SH            DEFINED           21      0   56000     0
MURPHY OIL CORP                COM              626717102     9773 169600 SH            DEFINED            2      0  169600     0
MYLAN LABS INC                 COM              628530107      465  16900 SH            DEFINED            2      0   16900     0
NCR CORP NEW                   COM              62886E108      911  22700 SH            DEFINED            2      0   22700     0
NTL INC                        COM              629407107    17894 192800 SH            DEFINED            2      0  192800     0
NABISCO GROUP HLDG CORP        COM              62952P102     8290 690800 SH            DEFINED            2      0  690800     0
NABORS INDS INC                COM              629568106      520  13400 SH            DEFINED            1      0   13400     0
NABORS INDS INC                COM              629568106    17000 437995 SH            DEFINED            2      0  437995     0
NATIONAL CITY CORP             COM              635405103     2993 145100 SH            DEFINED            2      0  145100     0
NATIONAL COMM BANCORP          COM              635449101      263  14200 SH            DEFINED            2      0   14200     0
NATIONAL FUEL GAS CO N J       COM              636180101      227   5100 SH            DEFINED            2      0    5100     0
NATIONAL INSTRS CORP           COM              636518102      183   3900 SH            DEFINED            1      0    3900     0
NATIONAL INSTRS CORP           COM              636518102     2289  48775 SH            DEFINED            2      0   48775     0
NATIONAL SEMICONDUCTOR CORP    COM              637640103     2449  40400 SH            DEFINED            2      0   40400     0
NATIONAL SVC INDS INC          COM              637657107      202   9600 SH            DEFINED            2      0    9600     0
NATIONWIDE FINL SVCS INC       CL               638612101     2355  80500 SH            DEFINED            2      0   80500     0
                                        A

NAVISTAR INTL CORP NEW         COM              63934E108      597  14870 SH            DEFINED            2      0   14870     0
NAVIGANT CONSULTING INC        COM              63935N107     2051 186450 SH            DEFINED            2      0  186450     0
NEON SYS INC                   COM              640509105     3089  93600 SH            DEFINED            2      0   93600     0
NETBANK INC                    COM              640933107     3201 246200 SH            DEFINED            2      0  246200     0
NETWORKS ASSOCS INC            COM              640938106      585  18150 SH            DEFINED            2      0   18150     0
NETRO CORP                     COM              64114R109      468   7200 SH            DEFINED            1      0    7200     0
NETRO CORP                     COM              64114R109     9726 149600 SH            DEFINED            2      0  149600     0
NETRO CORP                     COM              64114R109     2364  35700 SH            DEFINED           21      0   35700     0
NETIQ CORP                     COM              64115P102     2953  44200 SH            DEFINED            2      0   44200     0
NETOPTIX CORP                  COM              64116F103      223   1300 SH            DEFINED            1      0    1300     0
NETOPTIX CORP                  COM              64116F103     2576  15000 SH            DEFINED            2      0   15000     0
NETWORK APPLIANCE INC          COM              64120L104    13852 167400 SH            DEFINED            2      0  167400     0
NETWORK PERIPHERALS INC        COM              64121R100     8023 226000 SH            DEFINED            2      0  226000     0
NEW CENTURY ENERGIES INC       COM              64352U103      818  27200 SH            DEFINED            2      0   27200     0
NEW YORK TIMES CO              CL               650111107    39876 928700 SH            DEFINED            2      0  928700     0
                                        A

NEWELL RUBBERMAID INC          COM              651229106     1646  66344 SH            DEFINED            2      0   66344     0
NEWFIELD EXPL CO               COM              651290108      278   7900 SH            DEFINED            1      0    7900     0
NEWFIELD EXPL CO               COM              651290108     3641 103300 SH            DEFINED            2      0  103300     0
NEWMONT MINING CORP            COM              651639106      885  39457 SH            DEFINED            2      0   39457     0
NEWPARK RES INC                COM PAR          651718504     1119 139860 SH            DEFINED            2      0  139860     0
                               $.01NEW

NEWPORT CORP                   COM              651824104      230   1700 SH            DEFINED            1      0    1700     0
NEWPORT CORP                   COM              651824104     2430  18000 SH            DEFINED            2      0   18000     0
NEWPORT NEWS SHIPBUILDING INC  COM              652228107      236   7800 SH            DEFINED            2      0    7800     0
NEWS CORP LTD                  ADR              652487703     1690  30050 SH            DEFINED            2      0   30050     0
                               NEW

NEWS CORP LTD                  ADR              652487703    10357 182600 SH            DEFINED           21      0  182600     0
                               NEW

NEWS CORP LTD                  SP ADR           652487802     1027  21500 SH            DEFINED            1      0   21500     0
                               PFD

NEWS CORP LTD                  SP ADR           652487802   152614 3196100SH            DEFINED            2      0 3196100     0
                               PFD

NEXTEL COMMUNICATIONS INC      CL               65332V103      919   6200 SH            DEFINED            1      0    6200     0
                                        A

NEXTEL COMMUNICATIONS INC      CL               65332V103    66134 446100 SH            DEFINED            2      0  446100     0
                                        A

NEXTEL COMMUNICATIONS INC      CL               65332V103     4304  28300 SH            DEFINED           21      0   28300     0
                                        A

NEXTEL PARTNERS INC            CL               65333F107       44   1500 SH            DEFINED            1      0    1500     0
                                        A

NEXTEL PARTNERS INC            CL               65333F107     6232 214900 SH            DEFINED            2      0  214900     0
                                        A

NEXTLINK COMMUNICATIONS INC    CL               65333H707     6766  54700 SH            DEFINED            2      0   54700     0
                                        A

NEXTLINK COMMUNICATIONS INC    CL               65333H707    10288  81500 SH            DEFINED           21      0   81500     0
                                        A

NEXT LEVEL COMM INC            COM              65333U104      185   1700 SH            DEFINED            1      0    1700     0
NEXT LEVEL COMM INC            COM              65333U104     6144  56500 SH            DEFINED            2      0   56500     0
NIAGARA MOHAWK HLDGS INC       COM              653520106      595  44100 SH            DEFINED            2      0   44100     0
NICE SYS LTD                   SPONSORED        653656108     1810  25400 SH            DEFINED           21      0   25400     0
                               ADR

NICOR INC                      COM              654086107     3175  96400 SH            DEFINED            2      0   96400     0
NICOR INC                      COM              654086107    20728 629300 SH            DEFINED            4      0  629300     0
NIKE INC                       CL               654106103     2572  64900 SH            DEFINED            2      0   64900     0
                                        B

NIKU CORP                      COM              654113109      222   4700 SH            DEFINED            2      0    4700     0
NIPPON TELEG & TEL CORP        SPONSORED        654624105     2128  27000 SH            DEFINED            2      0   27000     0
                               ADR

NIPPON TELEG & TEL CORP        SPONSORED        654624105    15290 194000 SH            DEFINED            4      0  194000     0
                               ADR

NISOURCE INC                   COM              65473P105     2509 148700 SH            DEFINED            1      0  148700     0
NISOURCE INC                   COM              65473P105      277  16400 SH            DEFINED            2      0   16400     0
NOBLE AFFILIATES INC           COM              654894104      246   7500 SH            DEFINED            2      0    7500     0
NOKIA CORP                     SPONSORED        654902204    75831 349050 SH            DEFINED            2      0  349050     0
                               ADR

NOKIA CORP                     SPONSORED        654902204    23224 106900 SH            DEFINED            4      0  106900     0
                               ADR

NOKIA CORP                     SPONSORED        654902204    22456 101550 SH            DEFINED           21      0  101550     0
                               ADR

NOBLE DRILLING CORP            COM              655042109    13202 318600 SH            DEFINED            2      0  318600     0
NORDSTROM INC                  COM              655664100      935  31700 SH            DEFINED            2      0   31700     0
NORFOLK SOUTHERN CORP          COM              655844108     1292  89900 SH            DEFINED            2      0   89900     0
NORTEL NETWORKS CORP           COM              656569100      295   2340 SH            DEFINED            1      0    2340     0
NORTEL NETWORKS CORP           COM              656569100    79110 627860 SH            DEFINED            2      0  627860     0
NORTH FORK BANCORPORATION NY   COM              659424105      412  23050 SH            DEFINED            2      0   23050     0
NORTHEAST UTILS                COM              664397106      402  18700 SH            DEFINED            2      0   18700     0
NORTHN STS PWR CO MINN         COM              665772109      723  36400 SH            DEFINED            2      0   36400     0
NORTHPOINT COMMUNICATIONS HLD  COM              666610100     9380 406700 SH            DEFINED            2      0  406700     0
NORTHROP GRUMMAN CORP          COM              666807102     3023  57100 SH            DEFINED            1      0   57100     0
NORTHROP GRUMMAN CORP          COM              666807102    17559 331700 SH            DEFINED            2      0  331700     0
NOVA CORP GA                   COM              669784100      280   9600 SH            DEFINED            2      0    9600     0
NOVELL INC                     COM              670006105     6756 236000 SH            DEFINED            1      0  236000     0
NOVELL INC                     COM              670006105    74597 2606000SH            DEFINED            2      0 2606000     0
NOVELLUS SYS INC               COM              670008101      859  15300 SH            DEFINED            2      0   15300     0
NOVOSTE CORP                   COM              67010C100    10464 261600 SH            DEFINED            2      0  261600     0
NSTAR                          COM              67019E107     2621  62394 SH            DEFINED            2      0   62394     0
NSTAR                          COM              67019E107    17879 425693 SH            DEFINED            4      0  425693     0
NUCOR CORP                     COM              670346105    48550 971000 SH            DEFINED            2      0  971000     0
NVIDIA CORP                    COM              67066G104      482   5700 SH            DEFINED            2      0    5700     0
OGE ENERGY CORP                COM              670837103      196  10200 SH            DEFINED            2      0   10200     0
OTG SOFTWARE INC               COM              671059103     2923  72500 SH            DEFINED            2      0   72500     0
OAK TECHNOLOGY INC             COM              671802106     8381 435400 SH            DEFINED            2      0  435400     0
OCCIDENTAL PETE CORP DEL       COM              674599105     2488 119900 SH            DEFINED            2      0  119900     0
OCEAN ENERGY INC TEX           COM              67481E106      314  21818 SH            DEFINED            2      0   21818     0
OFFICE DEPOT INC               COM              676220106      896  77500 SH            DEFINED            2      0   77500     0
OFFICEMAX INC                  COM              67622M108      175  26950 SH            DEFINED            2      0   26950     0
OFFICIAL PMTS CORP             COM              676235104      277   6600 SH            DEFINED            1      0    6600     0
OFFICIAL PMTS CORP             COM              676235104     3839  91400 SH            DEFINED            2      0   91400     0
OGDEN CORP                     COM              676346109      140  11700 SH            DEFINED            2      0   11700     0
OHIO CAS CORP                  COM              677240103      259  14500 SH            DEFINED            2      0   14500     0
OLD KENT FINL CORP             COM              679833103      931  28800 SH            DEFINED            2      0   28800     0
OLD REP INTL CORP              COM              680223104      590  42900 SH            DEFINED            2      0   42900     0
OLIN CORP                      COM PAR          680665205      183  10300 SH            DEFINED            2      0   10300     0
                                       $1

OMNICARE INC                   COM              681904108      144  11900 SH            DEFINED            2      0   11900     0
OMNICOM GROUP INC              COM              681919106    15856 169700 SH            DEFINED            2      0  169700     0
OMNICOM GROUP INC              SB DB CV         681919AE6    13264 4455000PRN           DEFINED            2      0 4455000     0
                               4.25%07

ONEOK INC NEW                  COM              682680103      278  11100 SH            DEFINED            2      0   11100     0
ONVIA COM INC                  COM              68338T106     1675  79300 SH            DEFINED            2      0   79300     0
ONYX SOFTWARE CORP             COM              683402101     3704 116200 SH            DEFINED            2      0  116200     0
OPEN TEXT CORP                 COM              683715106      429  14450 SH            DEFINED            2      0   14450     0
OPEN TEXT CORP                 COM              683715106     4765 160500 SH            DEFINED           21      0  160500     0
ORACLE CORP                    COM              68389X105   117306 1502724SH            DEFINED            2      0 1502724     0
ORACLE CORP                    COM              68389X105      930  11400 SH            DEFINED           21      0   11400     0
ORBITAL SCIENCES CORP          COM              685564106     1838 122560 SH            DEFINED            2      0  122560     0
OSTEOTECH INC                  COM              688582105     2088 156100 SH            DEFINED            2      0  156100     0
OUTBACK STEAKHOUSE INC         COM              689899102      314   9800 SH            DEFINED            2      0    9800     0
OWENS CORNING                  COM              69073F103      258  13300 SH            DEFINED            2      0   13300     0
OWENS ILL INC                  COM              690768403      596  35300 SH            DEFINED            2      0   35300     0
                               NEW

OXFORD HEALTH PLANS INC        COM              691471106    35862 2351600SH            DEFINED            2      0 2351600     0
PECO ENERGY CO                 COM              693304107     1611  43700 SH            DEFINED            2      0   43700     0
PECO ENERGY CO                 COM              693304107     2010  54500 SH            DEFINED           21      0   54500     0
PG&E CORP                      COM              69331C108      363  17300 SH            DEFINED            1      0   17300     0
PG&E CORP                      COM              69331C108    19851 945300 SH            DEFINED            2      0  945300     0
PG&E CORP                      COM              69331C108     5093 242500 SH            DEFINED            4      0  242500     0
PE CORP                        COM PE BIO       69332S102     4680  48500 SH            DEFINED            2      0   48500     0
                               GRP

PE CORP                        CELERA GEN       69332S201      494   5400 SH            DEFINED            2      0    5400     0
                               GRP

P F CHANGS CHINA BISTRO INC    COM              69333Y108     1302  39300 SH            DEFINED            2      0   39300     0
PMC-SIERRA INC                 COM              69344F106     1630   8000 SH            DEFINED            1      0    8000     0
PMC-SIERRA INC                 COM              69344F106    42530 208800 SH            DEFINED            2      0  208800     0
PMI GROUP INC                  COM              69344M101      275   5800 SH            DEFINED            2      0    5800     0
PNC BK CORP                    COM              693475105      509  11300 SH            DEFINED            1      0   11300     0
PNC BK CORP                    COM              693475105    67504 1498000SH            DEFINED            2      0 1498000     0
PNC BK CORP                    COM              693475105      424   9400 SH            DEFINED           21      0    9400     0
PPG INDS INC                   COM              693506107     4331  82800 SH            DEFINED            1      0   82800     0
PPG INDS INC                   COM              693506107    58684 1121800SH            DEFINED            2      0 1121800     0
PPL CORP                       COM              69351T106     4188 200000 SH            DEFINED            1      0  200000     0
PPL CORP                       COM              69351T106      707  33791 SH            DEFINED            2      0   33791     0
PRI AUTOMATION INC             COM              69357H106     2311  37800 SH            DEFINED            2      0   37800     0
PSS WORLD MED INC              COM              69366A100      114  16800 SH            DEFINED            2      0   16800     0
PACCAR INC                     COM              693718108      919  18380 SH            DEFINED            2      0   18380     0
PACIFIC CENTY FINL CORP        COM              694058108      213  10500 SH            DEFINED            2      0   10500     0
PACIFIC SUNWEAR CALIF INC      COM              694873100     3153  81899 SH            DEFINED            2      0   81899     0
PACIFICARE HEALTH SYS DEL      COM              695112102      284   5698 SH            DEFINED            2      0    5698     0
PACKETEER INC                  COM              695210104      133   3800 SH            DEFINED            1      0    3800     0
PACKETEER INC                  COM              695210104     3290  94000 SH            DEFINED            2      0   94000     0
PACTIV CORP                    COM              695257105      302  34800 SH            DEFINED            1      0   34800     0
PACTIV CORP                    COM              695257105      353  40300 SH            DEFINED            2      0   40300     0
PAGING NETWORK INC             COM              695542100       26  10000 SH            DEFINED            2      0   10000     0
PAINE WEBBER GROUP INC         COM              695629105     1478  33600 SH            DEFINED            2      0   33600     0
PALL CORP                      COM              696429307      654  29133 SH            DEFINED            2      0   29133     0
PANAMSAT CORP NEW              COM              697933109      397   8100 SH            DEFINED            2      0    8100     0
PAPA JOHNS INTL INC            COM              698813102      210   6350 SH            DEFINED            2      0    6350     0
PARADYNE NETWORKS INC          COM              69911G107      254   8200 SH            DEFINED            1      0    8200     0
PARADYNE NETWORKS INC          COM              69911G107     6228 200900 SH            DEFINED            2      0  200900     0
PARAMETRIC TECHNOLOGY CORP     COM              699173100    10125 480700 SH            DEFINED            2      0  480700     0
PARK PL ENTMT CORP             COM              700690100      461  39900 SH            DEFINED            2      0   39900     0
PARKER HANNIFIN CORP           COM              701094104     6114 148000 SH            DEFINED            1      0  148000     0
PARKER HANNIFIN CORP           COM              701094104    22738 550400 SH            DEFINED            2      0  550400     0
PATTERSON DENTAL CO            COM              703412106      268   7000 SH            DEFINED            1      0    7000     0
PATTERSON DENTAL CO            COM              703412106     3462  90500 SH            DEFINED            2      0   90500     0
PATTERSON ENERGY INC           COM              703414102     4451 140200 SH            DEFINED            2      0  140200     0
PAYCHEX INC                    COM              704326107     3046  58150 SH            DEFINED            2      0   58150     0
PAYLESS SHOESOURCE INC         COM              704379106      208   4000 SH            DEFINED            2      0    4000     0
PENNEY J C INC                 COM              708160106      912  61300 SH            DEFINED            2      0   61300     0
PENNZOIL-QUAKER STATE COMPANY  COM              709323109      193  18525 SH            DEFINED            2      0   18525     0
PENTAIR INC                    COM              709631105      233   6300 SH            DEFINED            2      0    6300     0
PEOPLES ENERGY CORP            COM              711030106     1273  46400 SH            DEFINED            2      0   46400     0
PEOPLES ENERGY CORP            COM              711030106     8360 304700 SH            DEFINED            4      0  304700     0
PEOPLESOFT INC                 COM              712713106     1264  63200 SH            DEFINED            2      0   63200     0
PEP BOYS MANNY MOE & JACK      COM              713278109      105  17756 SH            DEFINED            2      0   17756     0
PEPSICO INC                    COM              713448108    16227 469500 SH            DEFINED            2      0  469500     0
PEREGRINE SYSTEMS INC          COM              71366Q101      604   9000 SH            DEFINED            1      0    9000     0
PEREGRINE SYSTEMS INC          COM              71366Q101     7773 115900 SH            DEFINED            2      0  115900     0
PERKINELMER INC                COM              714046109     1051  15800 SH            DEFINED            2      0   15800     0
PERRIGO CO                     COM              714290103      123  16200 SH            DEFINED            2      0   16200     0
P T TELEKOMUNIKASI INDONESIA   SPONSORED        715684106      682  71800 SH            DEFINED           21      0   71800     0
                               ADR

PETROLEUM GEO-SVCS A/S         SPONSORED        716597109      121   7000 SH            DEFINED            1      0    7000     0
                               ADR

PETROLEUM GEO-SVCS A/S         SPONSORED        716597109     1527  88200 SH            DEFINED            2      0   88200     0
                               ADR

PETSMART INC                   COM              716768106       38  12500 SH            DEFINED            2      0   12500     0
PHARMACIA & UPJOHN INC         COM              716941109     6610 111100 SH            DEFINED            1      0  111100     0
PHARMACIA & UPJOHN INC         COM              716941109   130116 2196055SH            DEFINED            2      0 2196055     0
PFIZER INC                     COM              717081103    43319 1184800SH            DEFINED            2      0 1184800     0
PHELPS DODGE CORP              COM              717265102     3515  74007 SH            DEFINED            2      0   74007     0
PHILIP MORRIS COS INC          COM              718154107     1583  74950 SH            DEFINED            1      0   74950     0
PHILIP MORRIS COS INC          COM              718154107    53727 2543300SH            DEFINED            2      0 2543300     0
PHILLIPS PETE CO               COM              718507106     3284  71000 SH            DEFINED            2      0   71000     0
PHONE COM INC                  COM              71920Q100      277   1700 SH            DEFINED            1      0    1700     0
PHONE COM INC                  COM              71920Q100    22201 136100 SH            DEFINED            2      0  136100     0
PHOTON DYNAMICS INC            COM              719364101      145   2100 SH            DEFINED            1      0    2100     0
PHOTON DYNAMICS INC            COM              719364101     1766  25600 SH            DEFINED            2      0   25600     0
PIER 1 IMPORTS INC             COM              720279108      106  10300 SH            DEFINED            2      0   10300     0
PILOT NETWORK SVCS INC         COM              721596104     4728 143000 SH            DEFINED            2      0  143000     0
PINNACLE HLDGS INC             COM              72346N101      188   3500 SH            DEFINED            1      0    3500     0
PINNACLE HLDGS INC             COM              72346N101     2646  47900 SH            DEFINED            2      0   47900     0
PINNACLE WEST CAP CORP         COM              723484101      561  19900 SH            DEFINED            2      0   19900     0
PIONEER GROUP INC              COM              723684106       65   2800 SH            DEFINED            2      0    2800     0
PIONEER GROUP INC              COM              723684106      253  10880 SH            DEFINED           21      0   10880     0
PIONEER NAT RES CO             COM              723787107      253  23800 SH            DEFINED            2      0   23800     0
PITNEY BOWES INC               COM              724479100     2789  62400 SH            DEFINED            2      0   62400     0
PITTSTON CO                    COM BRINKS       725701106      197  11569 SH            DEFINED            2      0   11569     0
                               GRP

PLACER DOME INC                COM              725906101      622  76600 SH            DEFINED            2      0   76600     0
PLANTRONICS INC NEW            COM              727493108      168   1800 SH            DEFINED            2      0    1800     0
PLANTRONICS INC NEW            COM              727493108     2089  22300 SH            DEFINED           21      0   22300     0
PLUM CREEK TIMBER CO INC       COM              729251108     2290  93000 SH            DEFINED            2      0   93000     0
POLAROID CORP                  COM              731095105      366  15400 SH            DEFINED            2      0   15400     0
POLYCOM INC                    COM              73172K104      523   6600 SH            DEFINED            2      0    6600     0
PORTAL SOFTWARE INC            COM              736126103     9008 158200 SH            DEFINED            2      0  158200     0
POST PPTYS INC                 COM              737464107    13811 342600 SH            DEFINED            2      0  342600     0
POTLATCH CORP                  COM              737628107      413   9600 SH            DEFINED            2      0    9600     0
POTOMAC ELEC PWR CO            COM              737679100      351  15500 SH            DEFINED            2      0   15500     0
PRAXAIR INC                    COM              74005P104     1557  37400 SH            DEFINED            2      0   37400     0
PRECISION CASTPARTS CORP       COM              740189105      214   5850 SH            DEFINED            2      0    5850     0
PRECISION DRILLING CORP        COM              74022D100     1385  41500 SH            DEFINED            2      0   41500     0
PREMIER PKS INC                COM              740540208      214  10200 SH            DEFINED            2      0   10200     0
                               NEW

PRICE T ROWE & ASSOCIATES      COM              741477103     1114  28200 SH            DEFINED            2      0   28200     0
PRIDE INTL INC                 COM              741932107      158   6900 SH            DEFINED            1      0    6900     0
PRIDE INTL INC                 COM              741932107     2199  96400 SH            DEFINED            2      0   96400     0
PROCTER & GAMBLE CO            COM              742718109    19676 349800 SH            DEFINED            2      0  349800     0
PROGRESSIVE CORP OHIO          COM              743315103     1308  17200 SH            DEFINED            2      0   17200     0
PROTECTIVE LIFE CORP           COM              743674103      267   8400 SH            DEFINED            2      0    8400     0
PROTEIN DESIGN LABS INC        COM              74369L103     2814  35400 SH            DEFINED            2      0   35400     0
PROVIDENT FINL GROUP INC       COM              743866105      215   6300 SH            DEFINED            2      0    6300     0
PROVIDIAN FINL CORP            COM              74406A102     7785  89875 SH            DEFINED            1      0   89875     0
PROVIDIAN FINL CORP            COM              74406A102    18040 208250 SH            DEFINED            2      0  208250     0
PSINET INC                     COM              74437C101     9361 275200 SH            DEFINED            2      0  275200     0
PSINET INC                     COM              74437C101     2018  58100 SH            DEFINED           21      0   58100     0
PSINET INC                     PFD C CV 6       74437C309    30669 479200 SH            DEFINED            2      0  479200     0
                               3/4

PUBLIC SVC ENTERPRISE GROUP    COM              744573106     3902 131700 SH            DEFINED            1      0  131700     0
PUBLIC SVC ENTERPRISE GROUP    COM              744573106    15331 517500 SH            DEFINED            2      0  517500     0
PUGET SOUND ENERGY INC         COM              745332106      246  11100 SH            DEFINED            2      0   11100     0
PULTE CORP                     COM              745867101      292  14000 SH            DEFINED            2      0   14000     0
PUMA TECHNOLOGY INC            COM              745887109      162   3200 SH            DEFINED            1      0    3200     0
PUMA TECHNOLOGY INC            COM              745887109     1959  38700 SH            DEFINED            2      0   38700     0
QLT PHOTOTHERAPEUTICS INC      COM              746927102     1768  32000 SH            DEFINED            2      0   32000     0
QLOGIC CORP                    COM              747277101     1518  11200 SH            DEFINED            1      0   11200     0
QLOGIC CORP                    COM              747277101    58834 434200 SH            DEFINED            2      0  434200     0
QUAKER OATS CO                 COM              747402105     2631  43400 SH            DEFINED            2      0   43400     0
QUALCOMM INC                   COM              747525103     1120   7500 SH            DEFINED            1      0    7500     0
QUALCOMM INC                   COM              747525103    93694 627500 SH            DEFINED            2      0  627500     0
QUALCOMM INC                   COM              747525103     1984  12800 SH            DEFINED           21      0   12800     0
QUANTA SVCS INC                COM              74762E102      218   3600 SH            DEFINED            2      0    3600     0
QUANTUM EFFECT DEVICES INC     COM              74764T107      151   1900 SH            DEFINED            1      0    1900     0
QUANTUM EFFECT DEVICES INC     COM              74764T107     2413  30300 SH            DEFINED            2      0   30300     0
QUANTUM CORP                   COM              747906204      251  21000 SH            DEFINED            2      0   21000     0
                               DSSG

QUESTAR CORP                   COM              748356102      200  10800 SH            DEFINED            2      0   10800     0
QUINTILES TRANSNATIONAL CORP   COM              748767100      461  27000 SH            DEFINED            2      0   27000     0
QUINTUS CORP                   COM              748798105     8185 275700 SH            DEFINED            2      0  275700     0
QUOKKA SPORTS INC              COM              749077103      646  60800 SH            DEFINED            2      0   60800     0
QUORUM HEALTH GROUP INC        COM              749084109      170  16900 SH            DEFINED            2      0   16900     0
QWEST COMMUNICATIONS INTL INC  COM              749121109    10204 210400 SH            DEFINED            2      0  210400     0
QWEST COMMUNICATIONS INTL INC  COM              749121109     4287  86900 SH            DEFINED           21      0   86900     0
R & B FALCON CORP              COM              74912E101    24648 1251970SH            DEFINED            2      0 1251970     0
RCN CORP                       COM              749361101      194   3600 SH            DEFINED            1      0    3600     0
RCN CORP                       COM              749361101    16825 312300 SH            DEFINED            2      0  312300     0
RCN CORP                       COM              749361101     4363  79050 SH            DEFINED           21      0   79050     0
RPM INC OHIO                   COM              749685103      153  13950 SH            DEFINED            2      0   13950     0
RSA SEC INC                    COM              749719100      171   3300 SH            DEFINED            1      0    3300     0
RSA SEC INC                    COM              749719100     2337  45100 SH            DEFINED            2      0   45100     0
RF MICRODEVICES INC            COM              749941100     1236   9200 SH            DEFINED            1      0    9200     0
RF MICRODEVICES INC            COM              749941100    99290 738900 SH            DEFINED            2      0  738900     0
RF MICRODEVICES INC            COM              749941100     8963  66700 SH            DEFINED            4      0   66700     0
RF MICRODEVICES INC            COM              749941100     4567  33150 SH            DEFINED           21      0   33150     0
RADIO ONE INC                  CL               75040P108     2758  41400 SH            DEFINED            2      0   41400     0
                                        A

RALSTON PURINA CO              COM RAL-PUR      751277302     1944  71000 SH            DEFINED            2      0   71000     0
                                       GP

RATIONAL SOFTWARE CORP         COM              75409P202      887  11600 SH            DEFINED            2      0   11600     0
                               NEW

RAYMOND JAMES FINANCIAL INC    COM              754730109       89   4300 SH            DEFINED            2      0    4300     0
RAYMOND JAMES FINANCIAL INC    COM              754730109      339  16350 SH            DEFINED           21      0   16350     0
RAYONIER INC                   COM              754907103      322   6600 SH            DEFINED            2      0    6600     0
RAYTHEON CO                    CL               755111309      337  17900 SH            DEFINED            2      0   17900     0
                                        A

RAYTHEON CO                    CL               755111408     1413  79600 SH            DEFINED            2      0   79600     0
                                        B

RAZORFISH INC                  CL               755236106     8206 298400 SH            DEFINED            2      0  298400     0
                                        A

RAZORFISH INC                  CL               755236106      856  30200 SH            DEFINED           21      0   30200     0
                                        A

READERS DIGEST ASSN INC        CL A NON         755267101      492  13900 SH            DEFINED            2      0   13900     0
                               VTG

REALNETWORKS INC               COM              75605L104     8751 153700 SH            DEFINED            2      0  153700     0
REDBACK NETWORKS INC           COM              757209101     7738  25800 SH            DEFINED            2      0   25800     0
REEBOK INTL LTD                COM              758110100      173  18700 SH            DEFINED            2      0   18700     0
REGIONS FINL CORP              COM              758940100      260  11376 SH            DEFINED            1      0   11376     0
REGIONS FINL CORP              COM              758940100     1173  51400 SH            DEFINED            2      0   51400     0
REGISTER COM INC               COM              75914G101      348   5000 SH            DEFINED            2      0    5000     0
RELIANT ENERGY INC             COM              75952J108      476  20200 SH            DEFINED            1      0   20200     0
RELIANT ENERGY INC             COM              75952J108    20104 857751 SH            DEFINED            2      0  857751     0
RELIASTAR FINL CORP            COM              75952U103      393  11600 SH            DEFINED            2      0   11600     0
RESEARCH IN MOTION LTD         COM              760975102      213   2000 SH            DEFINED            1      0    2000     0
RESEARCH IN MOTION LTD         COM              760975102     2364  22200 SH            DEFINED            2      0   22200     0
RETEK INC                      COM              76128Q109     3464  84100 SH            DEFINED            2      0   84100     0
REYNOLDS & REYNOLDS CO         CL               761695105      270  10000 SH            DEFINED            2      0   10000     0
                                        A

REYNOLDS METALS CO             COM              761763101      996  14900 SH            DEFINED            2      0   14900     0
REYNOLDS R J TOB HLDGS INC     COM              76182K105      243  14300 SH            DEFINED            2      0   14300     0
RHYTHMS NETCONNECTIONS INC     COM              762430205     1645  44400 SH            DEFINED           21      0   44400     0
RITE AID CORP                  COM              767754104      335  60900 SH            DEFINED            2      0   60900     0
RIVERDEEP GROUP PLC            ADR              76870Q109      867  21500 SH            DEFINED           21      0   21500     0
ROBERT HALF INTL INC           COM              770323103      557  11750 SH            DEFINED            2      0   11750     0
ROCKWELL INTL CORP NEW         COM              773903109     1869  44700 SH            DEFINED            2      0   44700     0
ROHM & HAAS CO                 COM              775371107     2297  51473 SH            DEFINED            2      0   51473     0
ROSS STORES INC                COM              778296103      279  11600 SH            DEFINED            2      0   11600     0
ROSTELECOM OPEN JT STK LNG DST SPONSORED        778529107      285  12000 SH            DEFINED           21      0   12000     0
                               ADR

ROWAN COS INC                  COM              779382100      603  20500 SH            DEFINED            2      0   20500     0
ROYAL DUTCH PETE CO            NY REG           780257804     5799 100300 SH            DEFINED            1      0  100300     0
                               GLD1.25

ROYAL DUTCH PETE CO            NY REG           780257804   101914 1770500SH            DEFINED            2      0 1770500     0
                               GLD1.25

RUSSELL CORP                   COM              782352108      155  10800 SH            DEFINED            2      0   10800     0
RYDER SYS INC                  COM              783549108     1023  45100 SH            DEFINED            2      0   45100     0
SBC COMMUNICATIONS INC         COM              78387G103     5136 121918 SH            DEFINED            1      0  121918     0
SBC COMMUNICATIONS INC         COM              78387G103    79496 1892765SH            DEFINED            2      0 1892765     0
SBC COMMUNICATIONS INC         COM              78387G103     6393 148724 SH            DEFINED           21      0  148724     0
SBA COMMUNICATIONS CORP        COM              78388J106     1239  28000 SH            DEFINED           21      0   28000     0
SCI SYS INC                    COM              783890106     2066  38400 SH            DEFINED            2      0   38400     0
SCI SYS INC                    SUB NT CONV      783890AF3    33892 2927000PRN           DEFINED            2      0 29270000    0
                               3%07

SCM MICROSYSTEMS INC           COM              784018103     3589  37000 SH            DEFINED            2      0   37000     0
SDL INC                        COM              784076101      255   1200 SH            DEFINED            1      0    1200     0
SDL INC                        COM              784076101    14156  66500 SH            DEFINED            2      0   66500     0
SDL INC                        COM              784076101     6639  30500 SH            DEFINED           21      0   30500     0
SEI INVESTMENTS CO             COM              784117103      216   1900 SH            DEFINED            1      0    1900     0
SEI INVESTMENTS CO             COM              784117103     2133  18800 SH            DEFINED            2      0   18800     0
SLM HLDG CORP                  COM              78442A109     1246  37400 SH            DEFINED            2      0   37400     0
SPX CORP                       COM              784635104      467   4100 SH            DEFINED            2      0    4100     0
S1 CORPORATION                 COM              78463B101      311   3628 SH            DEFINED            2      0    3628     0
SABRE HLDGS CORP               CL               785905100     1409  38156 SH            DEFINED            2      0   38156     0
                                        A

SAFECO CORP                    COM              786429100      813  30600 SH            DEFINED            2      0   30600     0
SAFEWAY INC                    COM              786514208    11457 253200 SH            DEFINED            2      0  253200     0
                               NEW

ST JUDE MED INC                COM              790849103      512  19841 SH            DEFINED            2      0   19841     0
ST PAUL COS INC                COM              792860108     1824  53452 SH            DEFINED            2      0   53452     0
SAKS INC                       COM              79377W108      273  18836 SH            DEFINED            2      0   18836     0
SANDISK CORP                   COM              80004C101      629   5137 SH            DEFINED            2      0    5137     0
SANMINA CORP                   COM              800907107      689  10200 SH            DEFINED            1      0   10200     0
SANMINA CORP                   COM              800907107    13526 200200 SH            DEFINED            2      0  200200     0
SANMINA CORP                   SUB NTCV         800907AB3    36345 2270000PRN           DEFINED            2      0 22700000    0
                               4.25%04

SANTA FE SNYDER CORP           COM              80218K105      232  24100 SH            DEFINED            2      0   24100     0
SAP AKTIENGESELLSCHAFT         SPONSORED        803054204      771  12900 SH            DEFINED            2      0   12900     0
                               ADR

SARA LEE CORP                  COM              803111103     4558 253200 SH            DEFINED            1      0  253200     0
SARA LEE CORP                  COM              803111103    61879 3437700SH            DEFINED            2      0 3437700     0
SATYAM INFOWAY LTD             SPONSORED        804099109      794  14800 SH            DEFINED            1      0   14800     0
                               ADR

SATYAM INFOWAY LTD             SPONSORED        804099109    19970 372400 SH            DEFINED            2      0  372400     0
                               ADR

SAWTEK INC                     COM              805468105      426   8100 SH            DEFINED            2      0    8100     0
SCANA CORP NEW                 COM              80589M102     5121 208487 SH            DEFINED            2      0  208487     0
SCANA CORP NEW                 COM              80589M102     8689 353753 SH            DEFINED            4      0  353753     0
SCHERING PLOUGH CORP           COM              806605101     4685 126200 SH            DEFINED            1      0  126200     0
SCHERING PLOUGH CORP           COM              806605101    66767 1816800SH            DEFINED            2      0 1816800     0
SCHLUMBERGER LTD               COM              806857108    77961 1019100SH            DEFINED            2      0 1019100     0
SCHWAB CHARLES CORP NEW        COM              808513105    17802 313350 SH            DEFINED            2      0  313350     0
SCHWAB CHARLES CORP NEW        COM              808513105      938  16000 SH            DEFINED           21      0   16000     0
SCIENTIFIC ATLANTA INC         COM              808655104     2360  37200 SH            DEFINED            2      0   37200     0
SEAGATE TECHNOLOGY             COM              811804103     9831 159200 SH            DEFINED            1      0  159200     0
SEAGATE TECHNOLOGY             COM              811804103   102883 1707600SH            DEFINED            2      0 1707600     0
SEAGRAM LTD                    COM              811850106     6069 102000 SH            DEFINED            2      0  102000     0
SEALED AIR CORP NEW            COM              81211K100     1070  19700 SH            DEFINED            2      0   19700     0
SEARS ROEBUCK & CO             COM              812387108     2390  78052 SH            DEFINED            1      0   78052     0
SEARS ROEBUCK & CO             COM              812387108     3081  99800 SH            DEFINED            2      0   99800     0
SECTOR SPDR TR                 SBI              81369Y605      320  13200 SH            DEFINED            1      0   13200     0
                               INT-FINL
SECTOR SPDR TR                 SBI              81369Y605     3967 163500 SH            DEFINED            2      0  163500     0
                               INT-FINL
SECTOR SPDR TR                 SBI              81369Y803      315   5200 SH            DEFINED            1      0    5200     0
                               INT-TECH
SECTOR SPDR TR                 SBI              81369Y803     3979  65700 SH            DEFINED            2      0   65700     0
                               INT-TECH
SELECTICA INC                  COM              816288104      238   2700 SH            DEFINED            2      0    2700     0
SEMTECH CORP                   COM              816850101      327   5100 SH            DEFINED            1      0    5100     0
SEMTECH CORP                   COM              816850101     3921  61200 SH            DEFINED            2      0   61200     0
SEMPRA ENERGY                  COM              816851109      805  48057 SH            DEFINED            2      0   48057     0
SENSORMATIC ELECTRS CORP       COM              817265101      388  17300 SH            DEFINED            2      0   17300     0
SEPRACOR INC                   COM              817315104      626   8600 SH            DEFINED            2      0    8600     0
SERVICE CORP INTL              COM              817565104       86  28700 SH            DEFINED            2      0   28700     0
7-ELEVEN INC                   COM              817826100       57  15200 SH            DEFINED            2      0   15200     0
724 SOLUTIONS INC              COM              81788Q100      237   1900 SH            DEFINED            1      0    1900     0
724 SOLUTIONS INC              COM              81788Q100     2926  23500 SH            DEFINED            2      0   23500     0
724 SOLUTIONS INC              COM              81788Q100     2602  20900 SH            DEFINED           21      0   20900     0
SHARED MED SYS CORP            COM              819486101      327   6300 SH            DEFINED            2      0    6300     0
SHAW GROUP INC                 COM              820280105      434  12300 SH            DEFINED            1      0   12300     0
SHAW GROUP INC                 COM              820280105     5474 155300 SH            DEFINED            2      0  155300     0
SHAW INDS INC                  COM              820286102      266  17500 SH            DEFINED            2      0   17500     0
SHERWIN WILLIAMS CO            COM              824348106    35030 1596800SH            DEFINED            2      0 1596800     0
SIEBEL SYS INC                 COM              826170102    21045 176200 SH            DEFINED            2      0  176200     0
SIERRA PAC RES NEW             COM              826428104      233  18640 SH            DEFINED            2      0   18640     0
SIGMA ALDRICH CORP             COM              826552101      637  23700 SH            DEFINED            2      0   23700     0
SILICON GRAPHICS INC           COM              827056102      457  43300 SH            DEFINED            2      0   43300     0
SKYWEST INC                    COM              830879102     3392  86700 SH            DEFINED            2      0   86700     0
SMARTFORCE PUB LTD CO          SPONSORED        83170A206     3427  74700 SH            DEFINED            2      0   74700     0
                               ADR

SMITH INTL INC                 COM              832110100      496   6400 SH            DEFINED            2      0    6400     0
SMITHKLINE BEECHAM PLC         ADR REP          832378301      423   6400 SH            DEFINED            2      0    6400     0
                               ORD

SMURFIT-STONE CONTAINER CORP   COM              832727101     2651 156500 SH            DEFINED            2      0  156500     0
SNAP ON INC                    COM              833034101      361  13800 SH            DEFINED            2      0   13800     0
SOFTWARE COM INC               COM              83402P104      954   7400 SH            DEFINED            2      0    7400     0
SOLECTRON CORP                 COM              834182107    10961 273600 SH            DEFINED            2      0  273600     0
SOLUTIA INC                    COM              834376105      193  14400 SH            DEFINED            2      0   14400     0
SONOCO PRODS CO                COM              835495102      314  13373 SH            DEFINED            2      0   13373     0
SONY CORP                      ADR              835699307     9132  32600 SH            DEFINED            2      0   32600     0
                               NEW

SONY CORP                      ADR              835699307     6443  23000 SH            DEFINED           21      0   23000     0
                               NEW

SOUTHDOWN INC                  COM              841297104     2932  49700 SH            DEFINED            2      0   49700     0
SOUTHERN CO                    COM              842587107     4098 188400 SH            DEFINED            2      0  188400     0
SOUTHTRUST CORP                COM              844730101     1005  39500 SH            DEFINED            2      0   39500     0
SOUTHTRUST CORP                COM              844730101      420  16510 SH            DEFINED           21      0   16510     0
SOUTHWEST AIRLS CO             COM              844741108     2471 118725 SH            DEFINED            2      0  118725     0
SOUTHWEST SECS GROUP INC       COM              845224104      143   3300 SH            DEFINED            1      0    3300     0
SOUTHWEST SECS GROUP INC       COM              845224104     1755  40397 SH            DEFINED            2      0   40397     0
SOVEREIGN BANCORP INC          COM              845905108     2940 388700 SH            DEFINED            2      0  388700     0
SPANISH BROADCASTING SYS INC   CL               846425882      235  10000 SH            DEFINED            1      0   10000     0
                                        A

SPANISH BROADCASTING SYS INC   CL               846425882     5816 248000 SH            DEFINED            2      0  248000     0
                                        A

SPANISH BROADCASTING SYS INC   CL               846425882     1190  49200 SH            DEFINED           21      0   49200     0
                                        A

SPARTECH CORP                  COM              847220209      416  12100 SH            DEFINED            1      0   12100     0
                               NEW

SPARTECH CORP                  COM              847220209     5211 151600 SH            DEFINED            2      0  151600     0
                               NEW

SPRINGS INDS INC               CL               851783100      213   5600 SH            DEFINED            2      0    5600     0
                                        A

SPRINT CORP                    COM FON          852061100    47811 758900 SH            DEFINED            2      0  758900     0
                               GROUP

SPRINT CORP                    COM FON          852061100    62861 997800 SH            DEFINED            4      0  997800     0
                               GROUP

SPRINT CORP                    PCS COM SER      852061506    42440 649800 SH            DEFINED            2      0  649800     0
                                        1

SPRINT CORP                    PCS COM SER      852061506     3451  51500 SH            DEFINED           21      0   51500     0
                                        1

ST ASSEMBLY TEST SVSC LTD      ADR              85227G102      204   4200 SH            DEFINED            1      0    4200     0
ST ASSEMBLY TEST SVSC LTD      ADR              85227G102    11068 228200 SH            DEFINED            2      0  228200     0
ST ASSEMBLY TEST SVSC LTD      ADR              85227G102     1256  25900 SH            DEFINED           21      0   25900     0
STANLEY WKS                    COM              854616109      554  21000 SH            DEFINED            2      0   21000     0
STAPLES INC                    COM              855030102     2507 125350 SH            DEFINED            2      0  125350     0
STARBUCKS CORP                 COM              855244109     1076  24000 SH            DEFINED            2      0   24000     0
STATE STR CORP                 COM              857477103     3643  37600 SH            DEFINED            2      0   37600     0
STERIS CORP                    COM              859152100      164  16000 SH            DEFINED            2      0   16000     0
STERLING SOFTWARE INC          COM              859547101      336  11000 SH            DEFINED            2      0   11000     0
STEWART ENTERPRISES INC        CL               860370105       70  14200 SH            DEFINED            2      0   14200     0
                                        A

STILLWATER MNG CO              COM              86074Q102      164   4100 SH            DEFINED            1      0    4100     0
STILLWATER MNG CO              COM              86074Q102     2214  55350 SH            DEFINED            2      0   55350     0
STMICROELECTRONICS N V         COM              861012102     1700   9080 SH            DEFINED            2      0    9080     0
STMICROELECTRONICS N V         COM              861012102     3912  20300 SH            DEFINED           21      0   20300     0
STORAGE TECHNOLOGY CORP        COM PAR          862111200     3796 238200 SH            DEFINED            1      0  238200     0
                               $0.10

STORAGE TECHNOLOGY CORP        COM PAR          862111200    15841 993960 SH            DEFINED            2      0  993960     0
                               $0.10

STRYKER CORP                   COM              863667101      886  12700 SH            DEFINED            2      0   12700     0
SUIZA FOODS CORP               COM              865077101      298   7400 SH            DEFINED            2      0    7400     0
SUMMIT BANCORP                 COM              866005101     1079  41100 SH            DEFINED            2      0   41100     0
SUMMIT BANCORP                 COM              866005101      198   7540 SH            DEFINED           21      0    7540     0
SUN MICROSYSTEMS INC           COM              866810104    19509 208200 SH            DEFINED            1      0  208200     0
SUN MICROSYSTEMS INC           COM              866810104   308340 3290600SH            DEFINED            2      0 3290600     0
SUN MICROSYSTEMS INC           COM              866810104     4054  41650 SH            DEFINED           21      0   41650     0
SUNGARD DATA SYS INC           COM              867363103      634  16800 SH            DEFINED            2      0   16800     0
SUNOCO INC                     COM              86764P109    28485 1040537SH            DEFINED            2      0 1040537     0
SUNTRUST BKS INC               COM              867914103     4811  83300 SH            DEFINED            2      0   83300     0
SUPERVALU INC                  COM              868536103      621  32800 SH            DEFINED            2      0   32800     0
SWIFT TRANSN CO                COM              870756103      253  12325 SH            DEFINED            2      0   12325     0
SYBASE INC                     COM              871130100      396  19500 SH            DEFINED            2      0   19500     0
SYBRON INTL CORP               COM              87114F106      348  12000 SH            DEFINED            1      0   12000     0
SYBRON INTL CORP               COM              87114F106     4747 163700 SH            DEFINED            2      0  163700     0
SYCAMORE NETWORKS INC          COM              871206108    15686 121600 SH            DEFINED            2      0  121600     0
SYCAMORE NETWORKS INC          COM              871206108      780   6000 SH            DEFINED           21      0    6000     0
SYMANTEC CORP                  COM              871503108      586   7800 SH            DEFINED            2      0    7800     0
SYMBOL TECHNOLOGIES INC        COM              871508107      952  11562 SH            DEFINED            2      0   11562     0
SYMBOL TECHNOLOGIES INC        COM              871508107     2916  34700 SH            DEFINED           21      0   34700     0
SYNOPSYS INC                   COM              871607107      444   9100 SH            DEFINED            2      0    9100     0
SYNOVUS FINL CORP              COM              87161C105     1239  65650 SH            DEFINED            2      0   65650     0
SYSCO CORP                     COM              871829107     3198  89600 SH            DEFINED            2      0   89600     0
TCF FINL CORP                  COM              872275102      260  10900 SH            DEFINED            2      0   10900     0
TECO ENERGY INC                COM              872375100      328  16900 SH            DEFINED            2      0   16900     0
TJX COS INC NEW                COM              872540109     2354 106100 SH            DEFINED            2      0  106100     0
TRW INC                        COM              872649108      228   3900 SH            DEFINED            1      0    3900     0
TRW INC                        COM              872649108    21709 371100 SH            DEFINED            2      0  371100     0
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED        874039100     1649  28937 SH            DEFINED           21      0   28937     0
                               ADR

TANDY CORP                     COM              875382103     2307  45460 SH            DEFINED            2      0   45460     0
TARGET CORP                    COM              87612E106     9172 122700 SH            DEFINED            2      0  122700     0
TECH DATA CORP                 COM              878237106      230   7000 SH            DEFINED            1      0    7000     0
TECH DATA CORP                 COM              878237106     3084  93800 SH            DEFINED            2      0   93800     0
TECHNE CORP                    COM              878377100      152   2200 SH            DEFINED            1      0    2200     0
TECHNE CORP                    COM              878377100     2139  31000 SH            DEFINED            2      0   31000     0
TEKTRONIX INC                  COM              879131100      885  15800 SH            DEFINED            2      0   15800     0
TELE CENTRO SUL PART S A       SPON ADR         879239101      284   3500 SH            DEFINED           21      0    3500     0
                               PFD

TELE CENTRO OESTE CELULAR S A  SPON ADR         87923P105     5301 456000 SH            DEFINED           21      0  456000     0
                               PFD

TELE NORTE LESTE PART S A      SPON ADR         879246106     1134  42600 SH            DEFINED           21      0   42600     0
                               PFD

TELE NORDESTE CELULAR PART S A SPON ADR         87924W109      890  12400 SH            DEFINED           21      0   12400     0
                               PFD

TELECOMM ARGENTINA STET-FRANCE SPON ADR REP     879273209      787  22650 SH            DEFINED           21      0   22650     0
                                        B

TELECOMUNICACOES BRASILEIRAS S SPONSORED        879287308     1796  12000 SH            DEFINED           21      0   12000     0
                               ADR

TELECORP PCS INC               CL               879299105      259   5000 SH            DEFINED            1      0    5000     0
                                        A

TELECORP PCS INC               CL               879299105     3421  66100 SH            DEFINED            2      0   66100     0
                                        A

TELEFONICA S A                 SPONSORED        879382208     2455  32900 SH            DEFINED            2      0   32900     0
                               ADR

TELEFONICA S A                 SPONSORED        879382208    16865 226000 SH            DEFINED            4      0  226000     0
                               ADR

TELEFONOS DE MEXICO S A        SPON ADR ORD     879403780     2915  43500 SH            DEFINED            2      0   43500     0
                                        L

TELEFONOS DE MEXICO S A        SPON ADR ORD     879403780    20368 304000 SH            DEFINED            4      0  304000     0
                                        L

TELEFONOS DE MEXICO S A        SPON ADR ORD     879403780     2881  43000 SH            DEFINED           21      0   43000     0
                                        L

TELEPHONE & DATA SYS INC       COM              879433100      255   2300 SH            DEFINED            1      0    2300     0
TELEPHONE & DATA SYS INC       COM              879433100    28971 261000 SH            DEFINED            2      0  261000     0
TELEPHONE & DATA SYS INC       COM              879433100    12543 113000 SH            DEFINED            4      0  113000     0
TELEPHONE & DATA SYS INC       COM              879433100     1341  12000 SH            DEFINED           21      0   12000     0
TELEMIG CELULAR PART S A       SPON ADR         87944E105     4552  51400 SH            DEFINED           21      0   51400     0
                               PFD

TELIGENT INC                   CL               87959Y103     3077  45150 SH            DEFINED           21      0   45150     0
                                        A

TELLABS INC                    COM              879664100      214   3400 SH            DEFINED            1      0    3400     0
TELLABS INC                    COM              879664100    82642 1312100SH            DEFINED            2      0 1312100     0
TELLABS INC                    COM              879664100    11022 175000 SH            DEFINED            4      0  175000     0
TELLABS INC                    COM              879664100     5256  81300 SH            DEFINED           21      0   81300     0
TEMPLE INLAND INC              COM              879868107      653  13100 SH            DEFINED            2      0   13100     0
TENET HEALTHCARE CORP          COM              88033G100     1688  73400 SH            DEFINED            2      0   73400     0
TERADYNE INC                   COM              880770102     3306  40200 SH            DEFINED            2      0   40200     0
TERAYON COMMUNICATION SYS      COM              880775101      328   1600 SH            DEFINED            2      0    1600     0
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209     5992 160600 SH            DEFINED            2      0  160600     0
TETRA TECH INC NEW             COM              88162G103      439  18500 SH            DEFINED            1      0   18500     0
TETRA TECH INC NEW             COM              88162G103     5529 232799 SH            DEFINED            2      0  232799     0
TEXACO INC                     COM              881694103      349   6500 SH            DEFINED            1      0    6500     0
TEXACO INC                     COM              881694103    19873 370600 SH            DEFINED            2      0  370600     0
TEXAS INSTRS INC               COM              882508104    51840 324000 SH            DEFINED            2      0  324000     0
TEXAS UTILS CO                 COM              882848104     4760 160325 SH            DEFINED            2      0  160325     0
TEXAS UTILS CO                 COM              882848104    14716 495700 SH            DEFINED            4      0  495700     0
TEXTRON INC                    COM              883203101     4115  67600 SH            DEFINED            1      0   67600     0
TEXTRON INC                    COM              883203101    52219 857800 SH            DEFINED            2      0  857800     0
THERAGENICS CORP               COM              883375107     2242 167600 SH            DEFINED            2      0  167600     0
THERMO ELECTRON CORP           COM              883556102      758  37200 SH            DEFINED            2      0   37200     0
THOMAS & BETTS CORP            COM              884315102      396  14000 SH            DEFINED            2      0   14000     0
3COM CORP                      COM              885535104     4478  80500 SH            DEFINED            2      0   80500     0
TIBCO SOFTWARE INC             COM              88632Q103      391   4800 SH            DEFINED            1      0    4800     0
TIBCO SOFTWARE INC             COM              88632Q103    11777 144500 SH            DEFINED            2      0  144500     0
TIDEWATER INC                  COM              886423102      232   7300 SH            DEFINED            2      0    7300     0
TIFFANY & CO NEW               COM              886547108      786   9400 SH            DEFINED            2      0    9400     0
TIME WARNER INC                COM              887315109    32588 325880 SH            DEFINED            2      0  325880     0
TIME WARNER TELECOM INC        CL               887319101      239   3000 SH            DEFINED            1      0    3000     0
                                        A

TIME WARNER TELECOM INC        CL               887319101     2942  37000 SH            DEFINED            2      0   37000     0
                                        A

TIME WARNER TELECOM INC        CL               887319101     6141  76400 SH            DEFINED           21      0   76400     0
                                        A

TIMES MIRROR CO NEW            COM SER          887364107     1310  14100 SH            DEFINED            2      0   14100     0
                                        A

TIMKEN CO                      COM              887389104      335  20600 SH            DEFINED            2      0   20600     0
TITAN CORP                     COM              888266103      245   4800 SH            DEFINED            2      0    4800     0
TIVO INC                       COM              888706108      104   3000 SH            DEFINED            1      0    3000     0
TIVO INC                       COM              888706108     4003 115600 SH            DEFINED            2      0  115600     0
TOLLGRADE COMMUNICATIONS INC   COM              889542106     4108  77500 SH            DEFINED            2      0   77500     0
TORCHMARK CORP                 COM              891027104     1089  47100 SH            DEFINED            2      0   47100     0
TOSCO CORP                     COM              891490302     4735 154600 SH            DEFINED            1      0  154600     0
                               NEW

TOSCO CORP                     COM              891490302    24673 810600 SH            DEFINED            2      0  810600     0
                               NEW

TOTAL RENAL CARE HLDGS INC     COM              89151A107       58  18600 SH            DEFINED            2      0   18600     0
TOWER AUTOMOTIVE INC           COM              891707101     2063 126000 SH            DEFINED            2      0  126000     0
TOYS R US INC                  COM              892335100    40973 2766100SH            DEFINED            2      0 2766100     0
TRANSACTION SYS ARCHITECTS     CL               893416107      225   7800 SH            DEFINED            2      0    7800     0
                                        A

TRANSWITCH CORP                COM              894065101      880   9150 SH            DEFINED            2      0    9150     0
TRICON GLOBAL RESTAURANTS      COM              895953107      308   9900 SH            DEFINED            1      0    9900     0
TRICON GLOBAL RESTAURANTS      COM              895953107    12925 416090 SH            DEFINED            2      0  416090     0
TRIBUNE CO NEW                 COM              896047107     2044  55900 SH            DEFINED            2      0   55900     0
TRINITY INDS INC               COM              896522109      224   9450 SH            DEFINED            2      0    9450     0
TRINTECH GROUP PLC             SPONSORED        896682101    11427 293000 SH            DEFINED           21      0  293000     0
                               ADR

TRIQUINT SEMICONDUCTOR INC     COM              89674K103      588   8000 SH            DEFINED            2      0    8000     0
TRITEL INC                     CL               89675X104       15    400 SH            DEFINED            1      0     400     0
                                        A

TRITEL INC                     CL               89675X104      245   6400 SH            DEFINED            2      0    6400     0
                                        A

TRUE NORTH COMMUNICATIONS INC  COM              897844106     3916  99600 SH            DEFINED            2      0   99600     0
TUBOSCOPE INC                  COM              898600101       80   4700 SH            DEFINED            1      0    4700     0
TUBOSCOPE INC                  COM              898600101     1049  61700 SH            DEFINED            2      0   61700     0
TUPPERWARE CORP                COM              899896104      312  19700 SH            DEFINED            2      0   19700     0
TUSCARORA INC                  COM              900902107     1504 120285 SH            DEFINED            1      0  120285     0
TV AZTECA S A DE C V           SPONSORED        901145102      813  55100 SH            DEFINED           21      0   55100     0
                               ADR

24 / 7 MEDIA INC               COM              901314104     2350  59500 SH            DEFINED            2      0   59500     0
TYCO INTL LTD NEW              COM              902124106     7542 150470 SH            DEFINED            1      0  150470     0
TYCO INTL LTD NEW              COM              902124106   149429 2996070SH            DEFINED            2      0 2996070     0
TYCO INTL LTD NEW              COM              902124106     2357  45300 SH            DEFINED           21      0   45300     0
TYSON FOODS INC                CL               902494103      329  29600 SH            DEFINED            2      0   29600     0
                                        A

UCAR INTL INC                  COM              90262K109      141  10700 SH            DEFINED            2      0   10700     0
USX MARATHON GROUP             COM              902905827     4485 172100 SH            DEFINED            1      0  172100     0
                               NEW

USX MARATHON GROUP             COM              902905827    45669 1752300SH            DEFINED            2      0 1752300     0
                               NEW

UST INC                        COM              902911106     1698 108700 SH            DEFINED            1      0  108700     0
UST INC                        COM              902911106    46364 2967300SH            DEFINED            2      0 2967300     0
US BANCORP DEL                 COM              902973106     3878 177265 SH            DEFINED            2      0  177265     0
U S G CORP                     COM              903293405      273   6500 SH            DEFINED            2      0    6500     0
                               NEW

U S FOODSERVICE                COM              90331R101      342  13300 SH            DEFINED            2      0   13300     0
USEC INC                       COM              90333E108       49  10600 SH            DEFINED            2      0   10600     0
USX-U S STL                    COM              90337T101      521  20820 SH            DEFINED            2      0   20820     0
UTI ENERGY CORP                COM              903387108     2039  54000 SH            DEFINED            2      0   54000     0
ULTRAMAR DIAMOND SHAMROCK CO   COM              904000106      288  11350 SH            DEFINED            2      0   11350     0
UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD      90458E107      987  31100 SH            DEFINED           21      0   31100     0
                                       UT

UNIFI INC                      COM              904677101      126  14100 SH            DEFINED            2      0   14100     0
UNILEVER N V                   N Y SHS          904784709     6471 134472 SH            DEFINED            2      0  134472     0
                               NEW

UNICOM CORP                    COM              904911104     1869  51200 SH            DEFINED            2      0   51200     0
UNION CARBIDE CORP             COM              905581104     1837  31500 SH            DEFINED            2      0   31500     0
UNION PAC CORP                 COM              907818108     3838  98100 SH            DEFINED            1      0   98100     0
UNION PAC CORP                 COM              907818108    55319 1413900SH            DEFINED            2      0 1413900     0
UNION PAC RES GROUP INC        COM              907834105      860  59294 SH            DEFINED            2      0   59294     0
UNION PLANTERS CORP            COM              908068109     1023  33200 SH            DEFINED            2      0   33200     0
UNISYS CORP                    COM              909214108     3938 153300 SH            DEFINED            1      0  153300     0
UNISYS CORP                    COM              909214108    54353 2131500SH            DEFINED            2      0 2131500     0
UNITED DOMINION REALTY TR INC  COM              910197102      111  11000 SH            DEFINED            2      0   11000     0
UNITED HEALTHCARE CORP         COM              910581107     5175  86800 SH            DEFINED            1      0   86800     0
UNITED HEALTHCARE CORP         COM              910581107    83332 1397600SH            DEFINED            2      0 1397600     0
UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A       911300200     8635 174225 SH            DEFINED           21      0  174225     0
                               SHS

UNITED PARCEL SERVICE INC      CL               911312106      662  10500 SH            DEFINED            2      0   10500     0
                                        B

UNITED RENTALS INC             COM              911363109      252  14600 SH            DEFINED            1      0   14600     0
UNITED RENTALS INC             COM              911363109     3107 180100 SH            DEFINED            2      0  180100     0
US AIRWAYS GROUP INC           COM              911905107      467  16800 SH            DEFINED            2      0   16800     0
U S WEST INC NEW               COM              91273H101     7618 104900 SH            DEFINED            1      0  104900     0
U S WEST INC NEW               COM              91273H101   121229 1669251SH            DEFINED            2      0 1669251     0
U S WEST INC NEW               COM              91273H101    40852 562500 SH            DEFINED            4      0  562500     0
U S WEST INC NEW               COM              91273H101      581   8000 SH            DEFINED           21      0    8000     0
UNITED TECHNOLOGIES CORP       COM              913017109     8676 137300 SH            DEFINED            2      0  137300     0
UNITED THERAPEUTICS CORP DEL   COM              91307C102      140   1800 SH            DEFINED            1      0    1800     0
UNITED THERAPEUTICS CORP DEL   COM              91307C102     1773  22800 SH            DEFINED            2      0   22800     0
UNITEDGLOBALCOM                CL               913247508      811  10800 SH            DEFINED            1      0   10800     0
                                        A

UNITEDGLOBALCOM                CL               913247508    26114 347900 SH            DEFINED            2      0  347900     0
                                        A

UNITEDGLOBALCOM                CL               913247508     3884  50450 SH            DEFINED           21      0   50450     0
                                        A

UNITRIN INC                    COM              913275103      370   9300 SH            DEFINED            2      0    9300     0
UNIVERSAL FOODS CORP           COM              913538104      246  11500 SH            DEFINED            2      0   11500     0
UNIVISION COMMUNICATIONS INC   CL               914906102      429   3800 SH            DEFINED            1      0    3800     0
                                        A

UNIVISION COMMUNICATIONS INC   CL               914906102    13922 123200 SH            DEFINED            2      0  123200     0
                                        A

UNOCAL CORP                    COM              915289102     1696  57000 SH            DEFINED            2      0   57000     0
UNUMPROVIDENT CORP             COM              91529Y106      961  56514 SH            DEFINED            2      0   56514     0
USINTERNETWORKING INC          COM              917311805     8289 213900 SH            DEFINED            2      0  213900     0
UTILICORP UTD INC              COM              918005109      220  12200 SH            DEFINED            2      0   12200     0
V F CORP                       COM              918204108      669  27800 SH            DEFINED            2      0   27800     0
VALASSIS COMMUNICATIONS INC    COM              918866104      197   5900 SH            DEFINED            1      0    5900     0
VALASSIS COMMUNICATIONS INC    COM              918866104      243   7300 SH            DEFINED            2      0    7300     0
VALENCE TECHNOLOGY INC         COM              918914102       78   3300 SH            DEFINED            1      0    3300     0
VALENCE TECHNOLOGY INC         COM              918914102     1018  43200 SH            DEFINED            2      0   43200     0
VALERO ENERGY CORP NEW         COM              91913Y100      386  12600 SH            DEFINED            2      0   12600     0
VARCO INTL INC                 COM              922126107     2121 168000 SH            DEFINED            2      0  168000     0
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105      509   8000 SH            DEFINED            1      0    8000     0
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105     6420 100900 SH            DEFINED            2      0  100900     0
VEECO INSTRS INC DEL           COM              922417100     2531  34200 SH            DEFINED            2      0   34200     0
VERIO INC                      COM              923433106    11369 252300 SH            DEFINED            2      0  252300     0
VERIO INC                      COM              923433106     2070  45200 SH            DEFINED           21      0   45200     0
VERITAS SOFTWARE CO            COM              923436109    26226 200200 SH            DEFINED            2      0  200200     0
VERISIGN INC                   COM              92343E102    28330 189500 SH            DEFINED            2      0  189500     0
VERTICALNET INC                COM              92532L107      177   1300 SH            DEFINED            1      0    1300     0
VERTICALNET INC                COM              92532L107     4774  35100 SH            DEFINED            2      0   35100     0
VIACOM INC                     CL               925524100      786  14700 SH            DEFINED            1      0   14700     0
                                        A

VIACOM INC                     CL               925524100    80920 1514300SH            DEFINED            2      0 1514300     0
                                        A

VIACOM INC                     CL               925524308    17425 330336 SH            DEFINED            2      0  330336     0
                                        B

VIACOM INC                     CL               925524308      414   7700 SH            DEFINED           21      0    7700     0
                                        B

VIATEL INC                     COM              925529208     2962  59011 SH            DEFINED            2      0   59011     0
VIATEL INC                     COM              925529208     5867 116900 SH            DEFINED            4      0  116900     0
VIATEL INC                     COM              925529208     2753  53700 SH            DEFINED           21      0   53700     0
VIAD CORP                      COM              92552R109      284  12400 SH            DEFINED            2      0   12400     0
VIANT CORP                     COM              92553N107     8385 250300 SH            DEFINED            2      0  250300     0
VIADOR INC                     COM              92553R108    14374 294100 SH            DEFINED            2      0  294100     0
VIRATA CORP                    COM              927646109      290   2900 SH            DEFINED            1      0    2900     0
VIRATA CORP                    COM              927646109     7960  79700 SH            DEFINED            2      0   79700     0
VIROPHARMA INC                 COM              928241108      116   1900 SH            DEFINED            1      0    1900     0
VIROPHARMA INC                 COM              928241108     1435  23400 SH            DEFINED            2      0   23400     0
VISHAY INTERTECHNOLOGY INC     COM              928298108      616  11068 SH            DEFINED            2      0   11068     0
VISUAL NETWORKS INC            COM              928444108    20016 352700 SH            DEFINED            2      0  352700     0
VITESSE SEMICONDUCTOR CORP     COM              928497106      982  10200 SH            DEFINED            1      0   10200     0
VITESSE SEMICONDUCTOR CORP     COM              928497106    92159 957500 SH            DEFINED            2      0  957500     0
VITESSE SEMICONDUCTOR CORP     SB DB CV 144A    928497AA4    48787 4690000PRN           DEFINED            2      0 46900000    0
                                       05

VODAFONE AIRTOUCH PLC          SPONSORED        92857T107    26378 474750 SH            DEFINED            2      0  474750     0
                               ADR

VODAFONE AIRTOUCH PLC          SPONSORED        92857T107      165   2850 SH            DEFINED           21      0    2850     0
                               ADR

VOICESTREAM WIRELESS CORP      COM              928615103    24371 189200 SH            DEFINED            2      0  189200     0
VOICESTREAM WIRELESS CORP      COM              928615103    11013  85500 SH            DEFINED            4      0   85500     0
VOICESTREAM WIRELESS CORP      COM              928615103     3595  27200 SH            DEFINED           21      0   27200     0
VULCAN MATLS CO                COM              929160109     1077  23500 SH            DEFINED            2      0   23500     0
WEBS INDEX FD INC              FRANCE           92923H509     1221  44000 SH            DEFINED            2      0   44000     0
                               WEBS

WEBS INDEX FD INC              GERMANY          92923H608     1323  49000 SH            DEFINED            2      0   49000     0
                               WEBS

WEBS INDEX FD INC              UNITED           92923H798     2289 112000 SH            DEFINED            2      0  112000     0
                               KINGDOM

WEBS INDEX FD INC              ITLALY           92923H806      500  20000 SH            DEFINED            2      0   20000     0
                               WEBS

WEBS INDEX FD INC              SWITZRLND        92923H814      732  47200 SH            DEFINED            2      0   47200     0
                               WEBS

WEBS INDEX FD INC              NETHERLND        92923H855      651  27000 SH            DEFINED            2      0   27000     0
                               WEBS

WEBS INDEX FD INC              JAPAN            92923H889     2005 122000 SH            DEFINED            2      0  122000     0
                               WEBS

WACHOVIA CORP                  COM              929771103     3223  47700 SH            DEFINED            2      0   47700     0
WAL MART STORES INC            COM              931142103      458   8100 SH            DEFINED            1      0    8100     0
WAL MART STORES INC            COM              931142103   166644 3002600SH            DEFINED            2      0 3002600     0
WAL MART STORES INC            COM              931142103      232   4000 SH            DEFINED           21      0    4000     0
WALGREEN CO                    COM              931422109     7346 285300 SH            DEFINED            2      0  285300     0
WARNER LAMBERT CO              COM              934488107   101005 1035946SH            DEFINED            2      0 1035946     0
WASHINGTON GAS LT CO           COM              938837101      299  11000 SH            DEFINED            2      0   11000     0
WASHINGTON MUT INC             COM              939322103     4810 181500 SH            DEFINED            1      0  181500     0
WASHINGTON MUT INC             COM              939322103    55935 2110736SH            DEFINED            2      0 2110736     0
WASHINGTON MUT INC             COM              939322103      370  13945 SH            DEFINED           21      0   13945     0
WASHINGTON POST CO             CL               939640108      649   1200 SH            DEFINED            2      0    1200     0
                                        B

WASTE CONNECTIONS INC          COM              941053100     1145  94400 SH            DEFINED            2      0   94400     0
WASTE MGMT INC DEL             COM              94106L109     2335 170618 SH            DEFINED            1      0  170618     0
WASTE MGMT INC DEL             COM              94106L109    24938 1821990SH            DEFINED            2      0 1821990     0
WATERS CORP                    COM              941848103      772   8100 SH            DEFINED            2      0    8100     0
WATSON PHARMACEUTICALS INC     COM              942683103      897  22600 SH            DEFINED            2      0   22600     0
WAUSAU-MOSINEE PAPER CORP      COM              943315101      160  12382 SH            DEFINED            2      0   12382     0
WEATHERFORD INTL INC           COM              947074100    28701 486966 SH            DEFINED            2      0  486966     0
WEBMETHODS INC                 COM              94768C108       72    300 SH            DEFINED            1      0     300     0
WEBMETHODS INC                 COM              94768C108     1183   4900 SH            DEFINED            2      0    4900     0
WEBSTER FINL CORP CONN         COM              947890109      230  10000 SH            DEFINED            2      0   10000     0
WEBTRENDS CORP                 COM              94844D104     4291  59600 SH            DEFINED            2      0   59600     0
WEBVAN GROUP INC               COM              94845V103      938 122000 SH            DEFINED            2      0  122000     0
WELLPOINT HEALTH NETWORK NEW   COM              94973H108     1048  15000 SH            DEFINED            2      0   15000     0
WELLS FARGO & CO NEW           COM              949746101    22973 561178 SH            DEFINED            2      0  561178     0
WELLS FARGO & CO NEW           COM              949746101     1535  36700 SH            DEFINED           21      0   36700     0
WENDYS INTL INC                COM              950590109      567  28100 SH            DEFINED            2      0   28100     0
WESTERN DIGITAL CORP           COM              958102105       89  12000 SH            DEFINED            2      0   12000     0
WESTERN WIRELESS CORP          CL               95988E204     2066  45100 SH            DEFINED            2      0   45100     0
                                        A

WESTERN WIRELESS CORP          CL               95988E204    15022 327900 SH            DEFINED            4      0  327900     0
                                        A

WESTERN WIRELESS CORP          CL               95988E204     4420  94300 SH            DEFINED           21      0   94300     0
                                        A

WESTVACO CORP                  COM              961548104      786  23550 SH            DEFINED            2      0   23550     0
WESTWOOD ONE INC               COM              961815107    13507 372604 SH            DEFINED            2      0  372604     0
WEYERHAEUSER CO                COM              962166104     7028 123300 SH            DEFINED            2      0  123300     0
WHIRLPOOL CORP                 COM              963320106     1026  17500 SH            DEFINED            2      0   17500     0
WHITMAN CORP NEW               COM              96647R107      258  18500 SH            DEFINED            2      0   18500     0
WILLAMETTE INDS INC            COM              969133107     1051  26200 SH            DEFINED            2      0   26200     0
WILLIAMS COMMUNICATIONS GROUP  CL               969455104     9160 176800 SH            DEFINED            2      0  176800     0
                                        A

WILLIAMS COS INC DEL           COM              969457100    45884 1044300SH            DEFINED            2      0 1044300     0
WILLIAMS COS INC DEL           COM              969457100    39148 891000 SH            DEFINED            4      0  891000     0
WILLIAMS COS INC DEL           COM              969457100     6849 153500 SH            DEFINED           21      0  153500     0
WILLIAMS SONOMA INC            COM              969904101      226   7300 SH            DEFINED            2      0    7300     0
WILMINGTON TRUST CORP          COM              971807102      209   4300 SH            DEFINED            2      0    4300     0
WINK COMMUNICATIONS            COM              974168106     6341 190000 SH            DEFINED            2      0  190000     0
WINN DIXIE STORES INC          COM              974280109      669  34400 SH            DEFINED            2      0   34400     0
WINSTAR COMMUNICATIONS INC     COM              975515107    20178 336300 SH            DEFINED            2      0  336300     0
WINSTAR COMMUNICATIONS INC     COM              975515107     6355 103600 SH            DEFINED           21      0  103600     0
WISCONSIN CENT TRANSN CORP     COM              976592105      148  12100 SH            DEFINED            2      0   12100     0
WISCONSIN ENERGY CORP          COM              976657106      307  15400 SH            DEFINED            2      0   15400     0
WITNESS SYS INC                COM              977424100     2530  83300 SH            DEFINED            2      0   83300     0
WORTHINGTON INDS INC           COM              981811102      359  29050 SH            DEFINED            2      0   29050     0
WRIGLEY WM JR CO               COM              982526105     2089  27200 SH            DEFINED            2      0   27200     0
WYNDHAM INTL INC               CL               983101106       27  14500 SH            DEFINED            2      0   14500     0
                                        A

XM SATELLITE RADIO HLDGS INC   CL               983759101      188   5400 SH            DEFINED            1      0    5400     0
                                        A

XM SATELLITE RADIO HLDGS INC   CL               983759101    15352 440200 SH            DEFINED            2      0  440200     0
                                        A

XM SATELLITE RADIO HLDGS INC   PFD CV B         983759200     3950  71500 SH            DEFINED            2      0   71500     0
                               8.25%

XCARE NET INC                  COM              98388Y101     1445 100500 SH            DEFINED            2      0  100500     0
XILINX INC                     COM              983919101    44421 536400 SH            DEFINED            2      0  536400     0
XEROX CORP                     COM              984121103     4454 171300 SH            DEFINED            2      0  171300     0
YAHOO INC                      COM              984332106    57205 333800 SH            DEFINED            2      0  333800     0
YOUNG & RUBICAM INC            COM              987425105      771  16400 SH            DEFINED            2      0   16400     0
ZI CORP                        COM              988918108      189  11750 SH            DEFINED            2      0   11750     0
ZI CORP                        COM              988918108     3819 236600 SH            DEFINED           21      0  236600     0
ZIONS BANCORPORATION           COM              989701107      466  11200 SH            DEFINED            2      0   11200     0
ZORAN CORP                     COM              98975F101     2326  41300 SH            DEFINED            2      0   41300     0
ZOMAX INC MINN                 COM              989929104     3838  63700 SH            DEFINED            2      0   63700     0
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104      177   1600 SH            DEFINED            2      0    1600     0
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104     3879  35100 SH            DEFINED           21      0   35100     0
ACE LTD                        ORD              G0070K103     5170 226000 SH            DEFINED            2      0  226000     0
AMDOCS LTD                     ORD              G02602103     5011  68000 SH            DEFINED            2      0   68000     0
CHINA COM CORP                 CL               G2108N109      138   1700 SH            DEFINED            1      0    1700     0
                                        A

CHINA COM CORP                 CL               G2108N109     2074  25600 SH            DEFINED            2      0   25600     0
                                        A

CHINA COM CORP                 CL               G2108N109     3698  45650 SH            DEFINED           21      0   45650     0
                                        A

FLAG TELECOM HOLDINGS LTD      ORD              G3529L102     5939 262500 SH            DEFINED            2      0  262500     0
GEMSTAR INTL GROUP LTD         ORD              G3788V106      929  10800 SH            DEFINED            1      0   10800     0
GEMSTAR INTL GROUP LTD         ORD              G3788V106    67613 786200 SH            DEFINED            2      0  786200     0
GLOBAL CROSSING LTD            COM              G3921A100    14083 344020 SH            DEFINED            2      0  344020     0
GLOBAL CROSSING LTD            COM              G3921A100     4312 103300 SH            DEFINED           21      0  103300     0
INTERWAVE COMMUNCTNS INTL LTD  ORD              G4911N102      898  29800 SH            DEFINED            2      0   29800     0
OPENTV CORP                    CL               G67543101      118   1000 SH            DEFINED            2      0    1000     0
                                        A

OPENTV CORP                    CL               G67543101     1219  10300 SH            DEFINED           21      0   10300     0
                                        A

TRANSOCEAN SEDCO FOREX INC     ORD              G90078109     9963 194163 SH            DEFINED            2      0  194163     0
AUDIOCODES LTD                 ORD              M15342104    11664 116200 SH            DEFINED            2      0  116200     0
COMMTOUCH SOFTWARE LTD         ORD              M25596103     4706 100000 SH            DEFINED           21      0  100000     0
E SIM LTD                      ORD              M40990109     5544 246400 SH            DEFINED           21      0  246400     0
GALILEO TECHNOLOGY LTD         ORD              M47298100     5384 295000 SH            DEFINED           21      0  295000     0
GILAT SATELLITE NETWORKS LTD   ORD              M51474100     3693  31500 SH            DEFINED           21      0   31500     0
ORBOTECH LTD                   ORD              M75253100      421   4950 SH            DEFINED            1      0    4950     0
ORBOTECH LTD                   ORD              M75253100     4807  56550 SH            DEFINED            2      0   56550     0
ORBOTECH LTD                   ORD              M75253100      255   3000 SH            DEFINED           21      0    3000     0
ORCKIT COMMUNICATIONS LTD      COM              M7531S107      293   4375 SH            DEFINED            2      0    4375     0
ORCKIT COMMUNICATIONS LTD      COM              M7531S107     6484  96000 SH            DEFINED           21      0   96000     0
RADVISION LTD                  ORD              M81869105      361   6900 SH            DEFINED            2      0    6900     0
RADVISION LTD                  ORD              M81869105      686  13100 SH            DEFINED           21      0   13100     0
RADWARE LTD                    ORD              M81873107     4263 110000 SH            DEFINED           21      0  110000     0
TECNOMATIX TECHNOLOGIES LTD    ORD              M8743P105     4121  95000 SH            DEFINED           21      0   95000     0
ASM LITHOGRAPHY HLDG N V       N Y              N07059111     6347  56800 SH            DEFINED            2      0   56800     0
                               SHS

ASM LITHOGRAPHY HLDG N V       N Y              N07059111    17399 154780 SH            DEFINED           21      0  154780     0
                               SHS

KPNQWEST N V                   CL               N50919104      279   5150 SH            DEFINED            2      0    5150     0
                                        C

KPNQWEST N V                   CL               N50919104     2775  51150 SH            DEFINED           21      0   51150     0
                                        C

CREATIVE TECHNOLOGY LTD        ORD              Y1775U107     6772 213300 SH            DEFINED           21      0  213300     0
FLEXTRONICS INTL LTD           ORD              Y2573F102    17159 243600 SH            DEFINED            2      0  243600     0
KOREA THRUNET CO LTD           CL               Y49975108       39   1000 SH            DEFINED            2      0    1000     0
                                        A

KOREA THRUNET CO LTD           CL               Y49975108      474  12250 SH            DEFINED           21      0   12250     0
                                        A

</TABLE>




© 2022 IncJournal is not affiliated with or endorsed by the U.S. Securities and Exchange Commission