FEDERATED INVESTORS INC /PA/
13F-HR, 2000-08-10
BLANK CHECKS
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                                     UNITED STATES
                          SECURITIES AND EXCHANGE COMMISSION
                                 Washington, DC 20549

                                  Form 13F Cover Page

Report for the Calendar Year or Quarter Ended: June 30, 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          August 11, 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: 1,937
Form 13F Information Table Value Total:   $17,936,703

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.

FORM 13F INFORMATION TABLE


<TABLE>
<CAPTION>

<S>                           <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

----------------------------------------------------------------------------------------------------------------------------------
----------------------------------------------------------------------------------------------------------------------------------
        NAME OF ISSUER           TITLE OF      CUSIP    VALUE   SHRS OR    SH/   PUT/CAINVESTMENT  OTHER     SOLE   SHARED  NONE
                                   CLASS               (X$1000)  PRN AMT   PRN         DISCRETION  MANAGERS
----------------------------------------------------------------------------------------------------------------------------------
A D C TELECOMMUNICATIONS       COM           000886101     26173   312053 SH           DEFINED              3     0  312053      0
ACTV INC                       COM           00088E104       681    45600 SH           DEFINED              2     0   45600      0
ACTV INC                       COM           00088E104     15125  1012572 SH           DEFINED              3     0 1012572      0
ACT MFG INC                    COM           000973107      6223   134000 SH           DEFINED              3     0  134000      0
AFLAC INC                      COM           001055102      3032    66000 SH           DEFINED              3     0   66000      0
AGCO CORP                      COM           001084102       207    16908 SH           DEFINED              3     0   16908      0
AGL RES INC                    COM           001204106       251    15734 SH           DEFINED              3     0   15734      0
AES CORP                       COM           00130H105      4813   105500 SH           DEFINED              3     0  105500      0
AES CORP                       COM           00130H105      4838   105500 SH           DEFINED             21     0  105500      0
AK STL HLDG CORP               COM           001547108       160    20000 SH           DEFINED              3     0   20000      0
AMR CORP                       COM           001765106      4619   174700 SH           DEFINED              3     0  174700      0
AT&T CORP                      COM           001957109      4486   141850 SH           DEFINED              1     0  141850      0
AT&T CORP                      COM           001957109     37240  1177550 SH           DEFINED              2     0 1177550      0
AT&T CORP                      COM           001957109     46390  1466871 SH           DEFINED              3     0 1466871      0
AT&T CORP                      COM LIB GRP   001957208       669    27600 SH           DEFINED              1     0   27600      0
                                        A

AT&T CORP                      COM LIB GRP   001957208     94522  3897800 SH           DEFINED              2     0 3897800      0
                                        A

AT&T CORP                      COM LIB GRP   001957208     50314  2074800 SH           DEFINED              3     0 2074800      0
                                        A

AT&T CORP                      COM LIB GRP   001957208      1649    65600 SH           DEFINED             21     0   65600      0
                                        A

AT&T CORP                      COM WIRLES    001957406      6567   235600 SH           DEFINED              3     0  235600      0
                               GRP

ABBOTT LABS                    COM           002824100       624    14000 SH           DEFINED              1     0   14000      0
ABBOTT LABS                    COM           002824100     93626  2101000 SH           DEFINED              2     0 2101000      0
ABBOTT LABS                    COM           002824100     53916  1209900 SH           DEFINED              3     0 1209900      0
ABERCROMBIE & FITCH CO         CL            002896207      4015   329400 SH           DEFINED              3     0  329400      0
                                        A

ABGENIX INC                    COM           00339B107       298     2484 SH           DEFINED              3     0    2484      0
ACCRUE SOFTWARE INC            COM           00437W102      4668   131500 SH           DEFINED              3     0  131500      0
ACNIELSEN CORP                 COM           004833109       229    10400 SH           DEFINED              3     0   10400      0
ACTIVE SOFTWARE INC            COM           00504E100       528     6800 SH           DEFINED              1     0    6800      0
ACTIVE SOFTWARE INC            COM           00504E100     12655   162900 SH           DEFINED              3     0  162900      0
ACXIOM CORP                    COM           005125109       425    15600 SH           DEFINED              3     0   15600      0
ADAPTIVE BROADBAND CORP        COM           00650M104      1634    44450 SH           DEFINED              3     0   44450      0
ADAPTEC INC                    COM           00651F108       587    25800 SH           DEFINED              3     0   25800      0
ADAPTEC INC                    SB NT CV      00651FAC2      3409  4000000 PRN          DEFINED              2     0 4000000      0
                               4.75%04

ADAPTEC INC                    SB NT CV      00651FAC2       852  1000000 PRN          DEFINED              3     0 1000000      0
                               4.75%04

ADELPHIA BUSINESS SOLUTIONS    CL            006847107      1790    77200 SH           DEFINED              2     0   77200      0
                                        A

ADELPHIA BUSINESS SOLUTIONS    CL            006847107     14433   622462 SH           DEFINED              3     0  622462      0
                                        A

ADELPHIA BUSINESS SOLUTIONS    CL            006847107      9087   391900 SH           DEFINED              4     0  391900      0
                                        A

ADELPHIA BUSINESS SOLUTIONS    CL            006847107      1901    82000 SH           DEFINED             21     0   82000      0
                                        A

ADOBE SYS INC                  COM           00724F101     10491    80700 SH           DEFINED              3     0   80700      0
ADTRAN INC                     COM           00738A106       544     9078 SH           DEFINED              3     0    9078      0
ADVANCE PARADIGM INC           COM           007491103       303    14800 SH           DEFINED              1     0   14800      0
ADVANCE PARADIGM INC           COM           007491103      7583   369900 SH           DEFINED              3     0  369900      0
ADVANCED FIBRE COMMUNICATIONS  COM           00754A105       341     7521 SH           DEFINED              3     0    7521      0
ADVANCED MICRO DEVICES INC     COM           007903107      2928    37900 SH           DEFINED              3     0   37900      0
AETHER SYS INC                 COM           00808V105       328     1600 SH           DEFINED              1     0    1600      0
AETHER SYS INC                 COM           00808V105     14760    72000 SH           DEFINED              3     0   72000      0
AETNA INC                      COM           008117103      2276    35455 SH           DEFINED              3     0   35455      0
AFFILIATED COMPUTER SERVICES   CL            008190100       294     8900 SH           DEFINED              3     0    8900      0
                                        A

AFFILIATED MANAGERS GROUP      COM           008252108       496    10900 SH           DEFINED              1     0   10900      0
AFFILIATED MANAGERS GROUP      COM           008252108      6093   133907 SH           DEFINED              3     0  133907      0
AFFILIATED MANAGERS GROUP      COM           008252108      1375    29885 SH           DEFINED             21     0   29885      0
AFFYMETRIX INC                 COM           00826T108       289     1752 SH           DEFINED              1     0    1752      0
AFFYMETRIX INC                 COM           00826T108       809     4900 SH           DEFINED              2     0    4900      0
AFFYMETRIX INC                 COM           00826T108      9544    57800 SH           DEFINED              3     0   57800      0
AGILENT TECHNOLOGIES INC       COM           00846U101     14620   198244 SH           DEFINED              3     0  198244      0
AIR PRODS & CHEMS INC          COM           009158106     20241   656900 SH           DEFINED              2     0  656900      0
AIR PRODS & CHEMS INC          COM           009158106      1753    56900 SH           DEFINED              3     0   56900      0
AIRBORNE FGHT CORP             COM           009266107       263    13871 SH           DEFINED              3     0   13871      0
AIRGAS INC                     COM           009363102       108    19001 SH           DEFINED              3     0   19001      0
AIRGATE PCS INC                COM           009367103      1876    35700 SH           DEFINED              3     0   35700      0
AIRNET COMMUNICATIONS CORP     COM           00941P106     16563   634000 SH           DEFINED              3     0  634000      0
ALASKA COMMUNICATIONS SYS GRP  COM           01167P101       133    12800 SH           DEFINED              1     0   12800      0
ALASKA COMMUNICATIONS SYS GRP  COM           01167P101      1697   163600 SH           DEFINED              3     0  163600      0
ALBEMARLE CORP                 COM           012653101       212    10719 SH           DEFINED              3     0   10719      0
ALBERTO CULVER CO              CL B          013068101       422    13800 SH           DEFINED              3     0   13800      0
                               CONV

ALBERTSONS INC                 COM           013104104      3493   105061 SH           DEFINED              3     0  105061      0
ALCAN ALUMINIUM LTD NEW        COM           013716105      1683    54300 SH           DEFINED              3     0   54300      0
ALCOA INC                      COM           013817101      1794    61868 SH           DEFINED              1     0   61868      0
ALCOA INC                      COM           013817101      1079    37200 SH           DEFINED              2     0   37200      0
ALCOA INC                      COM           013817101     26552   915588 SH           DEFINED              3     0  915588      0
ALEXANDER & BALDWIN INC        COM           014482103       262    11896 SH           DEFINED              3     0   11896      0
ALEXION PHARMACEUTICALS INC    COM           015351109      3504    49000 SH           DEFINED              3     0   49000      0
ALKERMES INC                   COM           01642T108       242     5142 SH           DEFINED              3     0    5142      0
ALLAIRE CORP                   COM           016714107      1029    28000 SH           DEFINED              3     0   28000      0
ALLEGHENY ENERGY INC           COM           017361106       545    19900 SH           DEFINED              3     0   19900      0
ALLEGHENY TECHNOLOGIES INC     COM           01741R102       396    21996 SH           DEFINED              3     0   21996      0
ALLEGIANCE TELECOM INC         COM           01747T102      1696    26500 SH           DEFINED              2     0   26500      0
ALLEGIANCE TELECOM INC         COM           01747T102     11008   172000 SH           DEFINED              3     0  172000      0
ALLEGIANCE TELECOM INC         COM           01747T102     11488   179500 SH           DEFINED              4     0  179500      0
ALLEGIANCE TELECOM INC         COM           01747T102      4755    73150 SH           DEFINED             21     0   73150      0
ALLERGAN INC                   COM           018490102      8836   118600 SH           DEFINED              3     0  118600      0
ALLIANCE CAP MGMT HLDG L P     UNIT LTD      01855A101     10768   227000 SH           DEFINED              3     0  227000      0
                               PARTN

ALLIANCE SEMICONDUCTOR CORP    COM           01877H100      2837   115500 SH           DEFINED              3     0  115500      0
ALLIANT CORP                   COM           018802108       369    14200 SH           DEFINED              3     0   14200      0
ALLIED WASTE INDS INC          COM           019589308       468    46800 SH           DEFINED              3     0   46800      0
                               PAR$.01NEW

ALLMERICA FINL CORP            COM           019754100      4452    85000 SH           DEFINED              1     0   85000      0
ALLMERICA FINL CORP            COM           019754100     17189   328200 SH           DEFINED              3     0  328200      0
ALLSTATE CORP                  COM           020002101      4539   203990 SH           DEFINED              1     0  203990      0
ALLSTATE CORP                  COM           020002101     62329  2801300 SH           DEFINED              2     0 2801300      0
ALLSTATE CORP                  COM           020002101     20248   910010 SH           DEFINED              3     0  910010      0
ALLTEL CORP                    COM           020039103      4385    70800 SH           DEFINED              2     0   70800      0
ALLTEL CORP                    COM           020039103      6398   103300 SH           DEFINED              3     0  103300      0
ALLTEL CORP                    COM           020039103     29365   474100 SH           DEFINED              4     0  474100      0
ALLTEL CORP                    COM           020039103      1641    26500 SH           DEFINED             21     0   26500      0
ALPHA INDS INC                 COM           020753109      1678    38074 SH           DEFINED              3     0   38074      0
ALTERA CORP                    COM           021441100     24394   239300 SH           DEFINED              3     0  239300      0
ALTEON WEBSYSTEMS INC          COM           02145A109       450     4500 SH           DEFINED              1     0    4500      0
ALTEON WEBSYSTEMS INC          COM           02145A109      1081    10800 SH           DEFINED              2     0   10800      0
ALTEON WEBSYSTEMS INC          COM           02145A109     31900   318800 SH           DEFINED              3     0  318800      0
ALZA CORP DEL                  COM           022615108      1496    25300 SH           DEFINED              3     0   25300      0
AMBAC FINL GROUP INC           COM           023139108       691    12600 SH           DEFINED              3     0   12600      0
AMERADA HESS CORP              COM           023551104      1389    22500 SH           DEFINED              3     0   22500      0
AMEREN CORP                    COM           023608102      1148    34000 SH           DEFINED              3     0   34000      0
AMERICA ONLINE INC DEL         COM           02364J104      1635    31000 SH           DEFINED              2     0   31000      0
AMERICA ONLINE INC DEL         COM           02364J104     76480  1449858 SH           DEFINED              3     0 1449858      0
AMERICA ONLINE INC DEL         COM           02364J104      4253    78700 SH           DEFINED             21     0   78700      0
AMERICA ONLINE INC DEL         SUB NT CONV   02364JAB0     21346  2635000 PRN          DEFINED              2     0 2635000      0
                               4%02

AMERICAN ELEC PWR INC          COM           025537101      2362    79720 SH           DEFINED              3     0   79720      0
AMERICAN EAGLE OUTFITTERS NEW  COM           02553E106      2148   153400 SH           DEFINED              3     0  153400      0
AMERICAN EXPRESS CO            COM           025816109      1298    24900 SH           DEFINED              2     0   24900      0
AMERICAN EXPRESS CO            COM           025816109     33391   640600 SH           DEFINED              3     0  640600      0
AMERICAN EXPRESS CO            COM           025816109       188     3600 SH           DEFINED             21     0    3600      0
AMERICAN FINL GROUP INC OHIO   COM           025932104       261    10500 SH           DEFINED              3     0   10500      0
AMERICAN GENERAL CORP          COM           026351106      3735    61230 SH           DEFINED              3     0   61230      0
AMERICAN GREETINGS CORP        CL            026375105       304    16000 SH           DEFINED              3     0   16000      0
                                        A

AMERICAN HOME PRODS CORP       COM           026609107       717    12200 SH           DEFINED              2     0   12200      0
AMERICAN HOME PRODS CORP       COM           026609107     33834   575900 SH           DEFINED              3     0  575900      0
AMERICAN INTL GROUP INC        COM           026874107     48711   414562 SH           DEFINED              3     0  414562      0
AMERICAN INTL GROUP INC        COM           026874107       239     2037 SH           DEFINED             21     0    2037      0
AMERICAN PWR CONVERSION CORP   COM           029066107      1951    47800 SH           DEFINED              3     0   47800      0
AMERICAN STD COS INC DEL       COM           029712106       517    12600 SH           DEFINED              3     0   12600      0
AMERICAN TOWER CORP            CL            029912201      1367    32800 SH           DEFINED              2     0   32800      0
                                        A

AMERICAN TOWER CORP            CL            029912201     15058   361200 SH           DEFINED              3     0  361200      0
                                        A

AMERICAN WTR WKS INC           COM           030411102       440    17600 SH           DEFINED              3     0   17600      0
AMGEN INC                      COM           031162100     46400   660500 SH           DEFINED              3     0  660500      0
AMGEN INC                      COM           031162100       651     9100 SH           DEFINED             21     0    9100      0
AMKOR TECHNOLOGY INC           COM           031652100       348     9845 SH           DEFINED              3     0    9845      0
AMPAL AMERN ISRAEL CORP        CL            032015109      2505   167000 SH           DEFINED             21     0  167000      0
                                        A

AMPHENOL CORP NEW              CL            032095101       257     3876 SH           DEFINED              3     0    3876      0
                                        A

AMSOUTH BANCORPORATION         COM           032165102      1528    97000 SH           DEFINED              3     0   97000      0
AMSOUTH BANCORPORATION         COM           032165102       295    18721 SH           DEFINED             21     0   18721      0
ANADARKO PETE CORP             COM           032511107      7673   155600 SH           DEFINED              3     0  155600      0
ANALOG DEVICES INC             COM           032654105     20186   265600 SH           DEFINED              3     0  265600      0
ANCOR COMMUNICATIONS INC       COM           03332K108       308     8600 SH           DEFINED              1     0    8600      0
ANCOR COMMUNICATIONS INC       COM           03332K108     11232   314056 SH           DEFINED              3     0  314056      0
ANDREW CORP                    COM           034425108       954    28417 SH           DEFINED              3     0   28417      0
ANHEUSER BUSCH COS INC         COM           035229103     43117   577300 SH           DEFINED              2     0  577300      0
ANHEUSER BUSCH COS INC         COM           035229103      8350   111800 SH           DEFINED              3     0  111800      0
ANHEUSER BUSCH COS INC         COM           035229103      4163    53800 SH           DEFINED             21     0   53800      0
ANTEC CORP                     COM           03664P105      2631    63305 SH           DEFINED              3     0   63305      0
AON CORP                       COM           037389103      1978    63675 SH           DEFINED              3     0   63675      0
APACHE CORP                    COM           037411105      1664    28300 SH           DEFINED              3     0   28300      0
APACHE CORP                    ACES C DP     037411600      3855    74500 SH           DEFINED              2     0   74500      0
                               1/50

APACHE CORP                    ACES C DP     037411600     26186   506000 SH           DEFINED              4     0  506000      0
                               1/50

APOLLO GROUP INC               CL            037604105       378    13500 SH           DEFINED              3     0   13500      0
                                        A

APPLE COMPUTER INC             COM           037833100     51751   988090 SH           DEFINED              2     0  988090      0
APPLE COMPUTER INC             COM           037833100     23653   451600 SH           DEFINED              3     0  451600      0
APPLE COMPUTER INC             COM           037833100      2319    42900 SH           DEFINED             21     0   42900      0
APRIA HEALTHCARE GROUP INC     COM           037933108       182    14826 SH           DEFINED              3     0   14826      0
APPLIED MATLS INC              COM           038222105      1432    15800 SH           DEFINED              2     0   15800      0
APPLIED MATLS INC              COM           038222105     54892   605700 SH           DEFINED              3     0  605700      0
APPLIED MATLS INC              COM           038222105      2247    23900 SH           DEFINED             21     0   23900      0
APPLIED PWR INC                CL            038225108       241     7200 SH           DEFINED              1     0    7200      0
                                        A

APPLIED PWR INC                CL            038225108      3774   112661 SH           DEFINED              3     0  112661      0
                                        A

APPLIED MICRO CIRCUITS CORP    COM           03822W109       227     2300 SH           DEFINED              1     0    2300      0
APPLIED MICRO CIRCUITS CORP    COM           03822W109     11495   116400 SH           DEFINED              3     0  116400      0
ARACRUZ CELULOSE S A           SPON ADR CL   038496204       406    21000 SH           DEFINED             21     0   21000      0
                                        B

ARCHER DANIELS MIDLAND CO      COM           039483102      1477   150551 SH           DEFINED              3     0  150551      0
ARIBA INC                      COM           04033V104       588     6000 SH           DEFINED              2     0    6000      0
ARIBA INC                      COM           04033V104     14805   151000 SH           DEFINED              3     0  151000      0
ARM HLDGS PLC                  SPONSORED     042068106      8022   244000 SH           DEFINED              3     0  244000      0
                               ADR

ARM HLDGS PLC                  SPONSORED     042068106      5010   152400 SH           DEFINED             21     0  152400      0
                               ADR

ARROW ELECTRS INC              COM           042735100       538    17350 SH           DEFINED              3     0   17350      0
ASHLAND INC                    COM           044204105      4295   122500 SH           DEFINED              1     0  122500      0
ASHLAND INC                    COM           044204105     46286  1320100 SH           DEFINED              2     0 1320100      0
ASHLAND INC                    COM           044204105     20238   577200 SH           DEFINED              3     0  577200      0
ASK JEEVES INC                 COM           045174109      3119   172700 SH           DEFINED              3     0  172700      0
ASPECT COMMUNICATIONS CORP     COM           04523Q102       206     5251 SH           DEFINED              3     0    5251      0
ASSOCIATED BANC CORP           COM           045487105       271    12405 SH           DEFINED              3     0   12405      0
ASSOCIATES FIRST CAP CORP      CL            046008108      4030   180632 SH           DEFINED              3     0  180632      0
                                        A

ASTORIA FINL CORP              COM           046265104       237     9200 SH           DEFINED              3     0    9200      0
ATMEL CORP                     COM           049513104      9296   252100 SH           DEFINED              3     0  252100      0
ATMEL CORP                     COM           049513104      2355    62300 SH           DEFINED             21     0   62300      0
ATWOOD OCEANICS INC            COM           050095108       910    20500 SH           DEFINED              3     0   20500      0
AUDIOVOX CORP                  CL            050757103      2167    98200 SH           DEFINED              3     0   98200      0
                                        A

AURORA BIOSCIENCES CORP        COM           051920106      3887    57000 SH           DEFINED              3     0   57000      0
AUTODESK INC                   COM           052769106       531    15300 SH           DEFINED              3     0   15300      0
AUTOMATIC DATA PROCESSING INC  COM           053015103     10043   187500 SH           DEFINED              3     0  187500      0
AUTONOMY CORP PLC              ADR           05329Q105      6150    50000 SH           DEFINED              3     0   50000      0
AUTOZONE INC                   COM           053332102       755    34300 SH           DEFINED              3     0   34300      0
AVANEX CORP                    COM           05348W109       248     2600 SH           DEFINED              1     0    2600      0
AVANEX CORP                    COM           05348W109     13647   142900 SH           DEFINED              3     0  142900      0
AVERY DENNISON CORP            COM           053611109      1873    27900 SH           DEFINED              3     0   27900      0
AVISTA CORP                    COM           05379B107      1494    85700 SH           DEFINED              3     0   85700      0
AVNET INC                      COM           053807103       468     7900 SH           DEFINED              3     0    7900      0
AVON PRODS INC                 COM           054303102      4868   109400 SH           DEFINED              1     0  109400      0
AVON PRODS INC                 COM           054303102      9149   205600 SH           DEFINED              3     0  205600      0
AWARE INC MASS                 COM           05453N100      3983    77900 SH           DEFINED              3     0   77900      0
BB&T CORP                      COM           054937107      2058    86200 SH           DEFINED              3     0   86200      0
BCE INC                        COM           05534B109      4755   199700 SH           DEFINED              2     0  199700      0
BJ SVCS CO                     COM           055482103       931    14900 SH           DEFINED              3     0   14900      0
BJS WHOLESALE CLUB INC         COM           05548J106       538    16300 SH           DEFINED              1     0   16300      0
BJS WHOLESALE CLUB INC         COM           05548J106       726    22000 SH           DEFINED              2     0   22000      0
BJS WHOLESALE CLUB INC         COM           05548J106      8342   252800 SH           DEFINED              3     0  252800      0
BP AMOCO P L C                 SPONSORED     055622104     32569   575800 SH           DEFINED              2     0  575800      0
                               ADR

BMC SOFTWARE INC               COM           055921100      2211    60600 SH           DEFINED              3     0   60600      0
BAKER HUGHES INC               COM           057224107      2611    81590 SH           DEFINED              3     0   81590      0
BALL CORP                      COM           058498106       241     7500 SH           DEFINED              3     0    7500      0
BANCO DE GALICIA Y BUENOS AIRE SPON ADR B    059538207       344    23200 SH           DEFINED             21     0   23200      0
                               NEW

BANK OF AMERICA CORPORATION    COM           060505104      4261    99100 SH           DEFINED              1     0   99100      0
BANK OF AMERICA CORPORATION    COM           060505104     70505  1639643 SH           DEFINED              2     0 1639643      0
BANK OF AMERICA CORPORATION    COM           060505104     38545   896403 SH           DEFINED              3     0  896403      0
BANK OF AMERICA CORPORATION    COM           060505104      1550    35060 SH           DEFINED             21     0   35060      0
BANK NEW YORK INC              COM           064057102     17349   373100 SH           DEFINED              3     0  373100      0
BANK NEW YORK INC              COM           064057102      2479    51350 SH           DEFINED             21     0   51350      0
BANK ONE CORP                  COM           06423A103      7554   284386 SH           DEFINED              3     0  284386      0
BANK ONE CORP                  COM           06423A103       195     7340 SH           DEFINED             21     0    7340      0
BANKNORTH GROUP INC NEW        COM           06646R107       406    26500 SH           DEFINED              3     0   26500      0
BARD C R INC                   COM           067383109      6227   129400 SH           DEFINED              1     0  129400      0
BARD C R INC                   COM           067383109       611    12700 SH           DEFINED              3     0   12700      0
BARNES & NOBLE INC             COM           067774109       263    11800 SH           DEFINED              3     0   11800      0
BARRICK GOLD CORP              COM           067901108      1779    97800 SH           DEFINED              3     0   97800      0
BATTLE MTN GOLD CO             COM           071593107        30    13600 SH           DEFINED              3     0   13600      0
BAUSCH & LOMB INC              COM           071707103      1052    13600 SH           DEFINED              3     0   13600      0
BAXTER INTL INC                COM           071813109      5906    84000 SH           DEFINED              1     0   84000      0
BAXTER INTL INC                COM           071813109     84909  1207600 SH           DEFINED              2     0 1207600      0
BAXTER INTL INC                COM           071813109     34332   488271 SH           DEFINED              3     0  488271      0
BEAR STEARNS COS INC           COM           073902108      4746   114017 SH           DEFINED              1     0  114017      0
BEAR STEARNS COS INC           COM           073902108     48559  1166578 SH           DEFINED              2     0 1166578      0
BEAR STEARNS COS INC           COM           073902108     23882   573740 SH           DEFINED              3     0  573740      0
BEAR STEARNS COS INC           COM           073902108        73     1753 SH           DEFINED             21     0    1753      0
BECKMAN COULTER INC            COM           075811109       309     5300 SH           DEFINED              3     0    5300      0
BECTON DICKINSON & CO          COM           075887109      1790    62400 SH           DEFINED              3     0   62400      0
BED BATH & BEYOND INC          COM           075896100      1262    34800 SH           DEFINED              3     0   34800      0
BELL ATLANTIC CORP             COM           077853109      4476    88086 SH           DEFINED              1     0   88086      0
BELL ATLANTIC CORP             COM           077853109     37433   736684 SH           DEFINED              3     0  736684      0
BELLSOUTH CORP                 COM           079860102      4143    97200 SH           DEFINED              1     0   97200      0
BELLSOUTH CORP                 COM           079860102      3060    71800 SH           DEFINED              2     0   71800      0
BELLSOUTH CORP                 COM           079860102     22527   528500 SH           DEFINED              3     0  528500      0
BELLSOUTH CORP                 COM           079860102     20856   489300 SH           DEFINED              4     0  489300      0
BELO A H CORP DEL              COM SER       080555105       370    21400 SH           DEFINED              3     0   21400      0
                                        A

BELO A H CORP DEL              COM SER       080555105       506    29200 SH           DEFINED             21     0   29200      0
                                        A

BEMIS INC                      COM           081437105       437    13000 SH           DEFINED              3     0   13000      0
BERGEN BRUNSWIG CORP           CL            083739102       133    24212 SH           DEFINED              3     0   24212      0
                                        A

BEST BUY INC                   COM           086516101      3207    50700 SH           DEFINED              3     0   50700      0
BESTFOODS                      COM           08658U101      4702    67900 SH           DEFINED              3     0   67900      0
BETHLEHEM STL CORP             COM           087509105       164    46174 SH           DEFINED              3     0   46174      0
BEVERLY ENTERPRISES INC        COM           087851309        76    26900 SH           DEFINED              3     0   26900      0
                               NEW

BIOGEN INC                     COM           090597105       245     3800 SH           DEFINED              1     0    3800      0
BIOGEN INC                     COM           090597105       742    11500 SH           DEFINED              2     0   11500      0
BIOGEN INC                     COM           090597105     10468   162300 SH           DEFINED              3     0  162300      0
BIOMET INC                     COM           090613100      1076    28000 SH           DEFINED              3     0   28000      0
BLACK & DECKER CORP            COM           091797100       845    21500 SH           DEFINED              3     0   21500      0
BLOCK H & R INC                COM           093671105      4209   130000 SH           DEFINED              1     0  130000      0
BLOCK H & R INC                COM           093671105     39206  1211000 SH           DEFINED              2     0 1211000      0
BLOCK H & R INC                COM           093671105     13821   426900 SH           DEFINED              3     0  426900      0
BLUESTONE SOFTWARE INC         COM           09623P102      4572   178000 SH           DEFINED              3     0  178000      0
BLYTH INC                      COM           09643P108       257     8700 SH           DEFINED              3     0    8700      0
BOB EVANS FARMS INC            COM           096761101       159    10612 SH           DEFINED              3     0   10612      0
BOEING CO                      COM           097023105     63931  1529000 SH           DEFINED              2     0 1529000      0
BOEING CO                      COM           097023105      9387   224508 SH           DEFINED              3     0  224508      0
BOISE CASCADE CORP             COM           097383103      2437    94200 SH           DEFINED              3     0   94200      0
BORDERS GROUP INC              COM           099709107       345    22143 SH           DEFINED              3     0   22143      0
BOSTON SCIENTIFIC CORP         COM           101137107      2255   102800 SH           DEFINED              3     0  102800      0
BOWATER INC                    COM           102183100      6963   157800 SH           DEFINED              3     0  157800      0
BRAUN CONSULTING INC           COM           105651103      5951   281700 SH           DEFINED              3     0  281700      0
BRINKER INTL INC               COM           109641100       344    11775 SH           DEFINED              3     0   11775      0
BRISTOL MYERS SQUIBB CO        COM           110122108      7398   127000 SH           DEFINED              1     0  127000      0
BRISTOL MYERS SQUIBB CO        COM           110122108    116826  2005600 SH           DEFINED              2     0 2005600      0
BRISTOL MYERS SQUIBB CO        COM           110122108     71910  1234500 SH           DEFINED              3     0 1234500      0
BRISTOL MYERS SQUIBB CO        COM           110122108      4740    78400 SH           DEFINED             21     0   78400      0
BRITISH TELECOMMUNICATIONS PLC ADR FINAL     111021408      1772    13400 SH           DEFINED              2     0   13400      0
                               INST

BRITISH TELECOMMUNICATIONS PLC ADR FINAL     111021408     12035    91000 SH           DEFINED              4     0   91000      0
                               INST

BROADCOM CORP                  CL            111320107       328     1500 SH           DEFINED              1     0    1500      0
                                        A

BROADCOM CORP                  CL            111320107      1752     8000 SH           DEFINED              2     0    8000      0
                                        A

BROADCOM CORP                  CL            111320107     50706   231600 SH           DEFINED              3     0  231600      0
                                        A

BROADVISION INC                COM           111412102      1209    23800 SH           DEFINED              2     0   23800      0
BROADVISION INC                COM           111412102     24700   486107 SH           DEFINED              3     0  486107      0
BROADWING INC                  COM           111620100     10839   417900 SH           DEFINED              3     0  417900      0
BROADWING INC                  COM           111620100      1816    70000 SH           DEFINED             21     0   70000      0
BROADWING INC                  PFD CV        111620407      2110    44900 SH           DEFINED              2     0   44900      0
                               DEP1/20

BROADWING INC                  PFD CV        111620407     14382   306000 SH           DEFINED              4     0  306000      0
                               DEP1/20

BROCADE COMMUNICATIONS SYS INC COM           111621108       899     4900 SH           DEFINED              2     0    4900      0
BROCADE COMMUNICATIONS SYS INC COM           111621108     21853   119100 SH           DEFINED              3     0  119100      0
BROWN FORMAN CORP              CL            115637209       914    17000 SH           DEFINED              3     0   17000      0
                                        B

BRUNSWICK CORP                 COM           117043109     19054  1150400 SH           DEFINED              2     0 1150400      0
BRUNSWICK CORP                 COM           117043109       378    22800 SH           DEFINED              3     0   22800      0
BUFFETS INC                    COM           119882108       151    11885 SH           DEFINED              3     0   11885      0
BURLINGTON INDS INC            COM           121693105        25    15000 SH           DEFINED              3     0   15000      0
BURLINGTON NORTHN SANTA FE CP  COM           12189T104      2430   105933 SH           DEFINED              3     0  105933      0
BURLINGTON RES INC             COM           122014103      2046    53500 SH           DEFINED              2     0   53500      0
BURLINGTON RES INC             COM           122014103      2064    53965 SH           DEFINED              3     0   53965      0
BURLINGTON RES INC             COM           122014103     12278   321000 SH           DEFINED              4     0  321000      0
BURR BROWN CORP                COM           122574106      1216    14030 SH           DEFINED              3     0   14030      0
C&D TECHNOLOGIES INC           COM           124661109       689    12200 SH           DEFINED              1     0   12200      0
C&D TECHNOLOGIES INC           COM           124661109      8829   156260 SH           DEFINED              3     0  156260      0
CCB FINL CORP                  COM           124875105       259     7000 SH           DEFINED              3     0    7000      0
CBRL GROUP INC                 COM           12489V106       243    16550 SH           DEFINED              3     0   16550      0
C COR NET CORP                 COM           125010108      7146   264678 SH           DEFINED              3     0  264678      0
C-CUBE MICROSYSTEMS INC NEW    COM           12501N108      1090    55531 SH           DEFINED              3     0   55531      0
CDW COMPUTER CTRS INC          COM           125129106       975    15600 SH           DEFINED              3     0   15600      0
C H ROBINSON WORLDWIDE INC     COM           12541W100       589    11893 SH           DEFINED              3     0   11893      0
CIGNA CORP                     COM           125509109      4310    46100 SH           DEFINED              1     0   46100      0
CIGNA CORP                     COM           125509109     44183   472550 SH           DEFINED              2     0  472550      0
CIGNA CORP                     COM           125509109     22646   242200 SH           DEFINED              3     0  242200      0
CIT GROUP INC                  CL            125577106      2894   178100 SH           DEFINED              1     0  178100      0
                                        A

CIT GROUP INC                  CL            125577106     48610  2991400 SH           DEFINED              2     0 2991400      0
                                        A

CIT GROUP INC                  CL            125577106     19812  1219200 SH           DEFINED              3     0 1219200      0
                                        A

CLECO CORP NEW                 COM           12561W105       213     6349 SH           DEFINED              3     0    6349      0
CMP GROUP INC                  COM           125887109       269     9183 SH           DEFINED              3     0    9183      0
CMS ENERGY CORP                COM           125896100       635    28700 SH           DEFINED              3     0   28700      0
CMS ENERGY CORP                COM           125896100      5660   254000 SH           DEFINED             21     0  254000      0
CMS ENERGY CORP                ADJ CV        125896308      2999   107100 SH           DEFINED              2     0  107100      0
                               TR8.75%

CMS ENERGY CORP                ADJ CV        125896308     20426   729500 SH           DEFINED              4     0  729500      0
                               TR8.75%

CSG SYS INTL INC               COM           126349109       527     9400 SH           DEFINED              3     0    9400      0
CSX CORP                       COM           126408103      1146    54100 SH           DEFINED              3     0   54100      0
CTC COMMUNICATIONS GROUP INC   COM           126419100        49     1350 SH           DEFINED              3     0    1350      0
CTC COMMUNICATIONS GROUP INC   COM           126419100      3658    99500 SH           DEFINED             21     0   99500      0
CVS CORP                       COM           126650100      3888    97200 SH           DEFINED              3     0   97200      0
CABLETRON SYS INC              COM           126920107      1141    45200 SH           DEFINED              3     0   45200      0
CABOT CORP                     COM           127055101       330    12100 SH           DEFINED              3     0   12100      0
CADENCE DESIGN SYSTEM INC      COM           127387108       901    44200 SH           DEFINED              3     0   44200      0
CALLAWAY GOLF CO               COM           131193104       354    21731 SH           DEFINED              3     0   21731      0
CALPINE CORP                   COM           131347106       618     9400 SH           DEFINED              1     0    9400      0
CALPINE CORP                   COM           131347106      1006    15300 SH           DEFINED              2     0   15300      0
CALPINE CORP                   COM           131347106     12552   190900 SH           DEFINED              3     0  190900      0
CALPINE CORP                   COM           131347106      7128   106600 SH           DEFINED             21     0  106600      0
CAMBREX CORP                   COM           132011107       450    10000 SH           DEFINED              1     0   10000      0
CAMBREX CORP                   COM           132011107      5842   129829 SH           DEFINED              3     0  129829      0
CAMBRIDGE TECH PARTNERS MASS   COM           132524109       145    16600 SH           DEFINED              3     0   16600      0
CAMPBELL SOUP CO               COM           134429109      3079   105700 SH           DEFINED              3     0  105700      0
CAPITAL ONE FINL CORP          COM           14040H105      2182    48900 SH           DEFINED              3     0   48900      0
CARDINAL HEALTH INC            COM           14149Y108      8743   118150 SH           DEFINED              3     0  118150      0
CAREER EDUCATION CORP          COM           141665109      1775    36600 SH           DEFINED              3     0   36600      0
CAREMARK RX INC                COM           141705103       140    20607 SH           DEFINED              3     0   20607      0
CARLISLE COS INC               COM           142339100       216     4800 SH           DEFINED              1     0    4800      0
CARLISLE COS INC               COM           142339100      3002    66700 SH           DEFINED              3     0   66700      0
CARNIVAL CORP                  COM           143658102      2916   149530 SH           DEFINED              3     0  149530      0
CARTER WALLACE INC             COM           146285101       208    10338 SH           DEFINED              3     0   10338      0
CATERPILLAR INC DEL            COM           149123101      3496   103200 SH           DEFINED              3     0  103200      0
CELGENE CORP                   COM           151020104       218     3700 SH           DEFINED              1     0    3700      0
CELGENE CORP                   COM           151020104      6712   114000 SH           DEFINED              3     0  114000      0
CENDANT CORP                   COM           151313103      3367   240500 SH           DEFINED              1     0  240500      0
CENDANT CORP                   COM           151313103     24335  1738200 SH           DEFINED              2     0 1738200      0
CENDANT CORP                   COM           151313103     15565  1111807 SH           DEFINED              3     0 1111807      0
CENTEX CORP                    COM           152312104       212     9000 SH           DEFINED              1     0    9000      0
CENTEX CORP                    COM           152312104      3055   130000 SH           DEFINED              3     0  130000      0
CENTEX CORP                    COM           152312104       385    16400 SH           DEFINED             21     0   16400      0
CENTURYTEL INC                 COM           156700106       995    34600 SH           DEFINED              3     0   34600      0
CEPHALON INC                   COM           156708109      2304    38486 SH           DEFINED              3     0   38486      0
CERIDIAN CORP                  COM           15677T106       864    35900 SH           DEFINED              3     0   35900      0
CHARTER ONE FINL INC           COM           160903100      1194    51900 SH           DEFINED              3     0   51900      0
CHARMING SHOPPES INC           COM           161133103        52    10284 SH           DEFINED              3     0   10284      0
CHARTER COMMUNICATIONS INC DEL CL            16117M107      3787   230400 SH           DEFINED              1     0  230400      0
                                        A

CHARTER COMMUNICATIONS INC DEL CL            16117M107     27431  1668800 SH           DEFINED              2     0 1668800      0
                                        A

CHARTER COMMUNICATIONS INC DEL CL            16117M107     14598   888100 SH           DEFINED              3     0  888100      0
                                        A

CHASE MANHATTAN CORP NEW       COM           16161A108     69902  1517550 SH           DEFINED              2     0 1517550      0
CHASE MANHATTAN CORP NEW       COM           16161A108     20911   453960 SH           DEFINED              3     0  453960      0
CHASE MANHATTAN CORP NEW       COM           16161A108      2435    51037 SH           DEFINED             21     0   51037      0
CHEAP TICKETS INC              COM           162672109      1625   135400 SH           DEFINED              3     0  135400      0
CHECKFREE HLDGS CORP           COM           162816102       536    10400 SH           DEFINED              3     0   10400      0
CHEVRON CORPORATION            COM           166751107      4385    51700 SH           DEFINED              1     0   51700      0
CHEVRON CORPORATION            COM           166751107     26122   308000 SH           DEFINED              2     0  308000      0
CHEVRON CORPORATION            COM           166751107     32593   384300 SH           DEFINED              3     0  384300      0
CHIRON CORP                    COM           170040109       717    15100 SH           DEFINED              2     0   15100      0
CHIRON CORP                    COM           170040109      9430   198524 SH           DEFINED              3     0  198524      0
CHORDIANT SOFTWARE INC         COM           170404107      1370    82400 SH           DEFINED              3     0   82400      0
CHRIS CRAFT INDS INC           COM           170520100       414     6263 SH           DEFINED              3     0    6263      0
CHUBB CORP                     COM           171232101     25098   408100 SH           DEFINED              2     0  408100      0
CHUBB CORP                     COM           171232101      2681    43600 SH           DEFINED              3     0   43600      0
CHURCH & DWIGHT INC            COM           171340102       195    10842 SH           DEFINED              3     0   10842      0
CIENA CORP                     COM           171779101      1567     9400 SH           DEFINED              2     0    9400      0
CIENA CORP                     COM           171779101     20769   124600 SH           DEFINED              3     0  124600      0
CINCINNATI FINL CORP           COM           172062101      1280    40700 SH           DEFINED              3     0   40700      0
CINERGY CORP                   COM           172474108      1003    39440 SH           DEFINED              3     0   39440      0
CIRCUIT CITY STORE INC         CIRCT CITY    172737108       581    17500 SH           DEFINED              1     0   17500      0
                               GRP

CIRCUIT CITY STORE INC         CIRCT CITY    172737108       899    27100 SH           DEFINED              2     0   27100      0
                               GRP

CIRCUIT CITY STORE INC         CIRCT CITY    172737108     13252   399300 SH           DEFINED              3     0  399300      0
                               GRP

CIRRUS LOGIC CORP              COM           172755100       300    18737 SH           DEFINED              3     0   18737      0
CISCO SYS INC                  COM           17275R102     50469   794000 SH           DEFINED              2     0  794000      0
CISCO SYS INC                  COM           17275R102    161372  2538800 SH           DEFINED              3     0 2538800      0
CISCO SYS INC                  COM           17275R102      2532    38300 SH           DEFINED             21     0   38300      0
CITADEL COMMUNICATIONS CORP    COM           172853202      2147    61461 SH           DEFINED              3     0   61461      0
CINTAS CORP                    COM           172908105      1106    30150 SH           DEFINED              3     0   30150      0
CITIGROUP INC                  COM           172967101     79934  1326700 SH           DEFINED              2     0 1326700      0
CITIGROUP INC                  COM           172967101     87255  1448223 SH           DEFINED              3     0 1448223      0
CITIGROUP INC                  COM           172967101      3704    59575 SH           DEFINED             21     0   59575      0
CITRIX SYS INC                 COM           177376100       841    44400 SH           DEFINED              3     0   44400      0
CITY NATL CORP                 COM           178566105       295     8500 SH           DEFINED              3     0    8500      0
CLARENT CORP DEL               COM           180461105       329     4600 SH           DEFINED              1     0    4600      0
CLARENT CORP DEL               COM           180461105      7379   103200 SH           DEFINED              3     0  103200      0
CLAYTON HOMES INC              COM           184190106       198    24795 SH           DEFINED              3     0   24795      0
CLEAR CHANNEL COMMUNICATIONS   COM           184502102     11445   152600 SH           DEFINED              3     0  152600      0
CLEAR CHANNEL COMMUNICATIONS   COM           184502102      3309    42550 SH           DEFINED             21     0   42550      0
CLEARNET COMMUNICATIONS INC    CL A          184902104      2124    76500 SH           DEFINED             21     0   76500      0
                               NON-VTG
CLOROX CO DEL                  COM           189054109      2630    58700 SH           DEFINED              3     0   58700      0
COASTAL CORP                   COM           190441105     48676   799600 SH           DEFINED              2     0  799600      0
COASTAL CORP                   COM           190441105      3226    53000 SH           DEFINED              3     0   53000      0
COASTAL CORP                   COM           190441105      5377    86800 SH           DEFINED             21     0   86800      0
COBALT NETWORKS INC            COM           19074R101      4474    77300 SH           DEFINED              3     0   77300      0
COCA COLA CO                   COM           191216100     41309   719200 SH           DEFINED              3     0  719200      0
COCA COLA CO                   COM           191216100      3376    56700 SH           DEFINED             21     0   56700      0
COCA COLA ENTERPRISES INC      COM           191219104      1721   105500 SH           DEFINED              3     0  105500      0
COCA-COLA FEMSA S A DE C V     SPON ADR REP  191241108       378    20000 SH           DEFINED             21     0   20000      0
                                        L

COGNIZANT TECHNOLOGY SOLUTIONS CL            192446102      1724    51942 SH           DEFINED              3     0   51942      0
                                        A

COHERENT INC                   COM           192479103      2421    28867 SH           DEFINED              3     0   28867      0
COLGATE PALMOLIVE CO           COM           194162103     29243   488400 SH           DEFINED              3     0  488400      0
COLUMBIA ENERGY GROUP          COM           197648108      3793    57800 SH           DEFINED              1     0   57800      0
COLUMBIA ENERGY GROUP          COM           197648108      2920    44500 SH           DEFINED              2     0   44500      0
COLUMBIA ENERGY GROUP          COM           197648108      1322    20150 SH           DEFINED              3     0   20150      0
COLUMBIA ENERGY GROUP          COM           197648108     22742   346550 SH           DEFINED              4     0  346550      0
COLUMBIA ENERGY GROUP          COM           197648108      8785   132300 SH           DEFINED             21     0  132300      0
COMCAST CORP                   CL A          200300200     13717   338700 SH           DEFINED              3     0  338700      0
                               SPL

COMDISCO INC                   COM           200336105       612    27450 SH           DEFINED              3     0   27450      0
COMERICA INC                   COM           200340107      1739    38750 SH           DEFINED              3     0   38750      0
COMERICA INC                   COM           200340107       343     7650 SH           DEFINED             21     0    7650      0
COMMERCE ONE INC DEL           COM           200693109       300     6600 SH           DEFINED              2     0    6600      0
COMMERCE ONE INC DEL           COM           200693109      8633   190200 SH           DEFINED              3     0  190200      0
COMMERCIAL FEDERAL CORPORATION COM           201647104       570    36600 SH           DEFINED             21     0   36600      0
COMMSCOPE INC                  COM           203372107      2961    72226 SH           DEFINED              3     0   72226      0
COMPANHIA BRASILEIRA DE DISTRB ADR           20440T201       263     8200 SH           DEFINED             21     0    8200      0
COMPANHIA PARANAENSE ENERG COP SPON ADR      20441B407       466    50000 SH           DEFINED             21     0   50000      0
                               PFD

COMPANIA ANONIMA NACIONL TEL   SPON ADR      204421101       272    10000 SH           DEFINED             21     0   10000      0
                                        D

COMPANIA CERVECERIAS UNIDAS SA SPONSORED     204429104       545    24000 SH           DEFINED             21     0   24000      0
                               ADR

COMPANIA DE TELECOMUNICS CHILE SPON ADR      204449300       363    20000 SH           DEFINED             21     0   20000      0
                               NEW

COMPAQ COMPUTER CORP           COM           204493100      4066   159056 SH           DEFINED              1     0  159056      0
COMPAQ COMPUTER CORP           COM           204493100     38526  1507135 SH           DEFINED              2     0 1507135      0
COMPAQ COMPUTER CORP           COM           204493100     30311  1185761 SH           DEFINED              3     0 1185761      0
COMPASS BANCSHARES INC         COM           20449H109       370    21700 SH           DEFINED              3     0   21700      0
COMPASS BANCSHARES INC         COM           20449H109       107     6250 SH           DEFINED             21     0    6250      0
COMPUCREDIT CORP               COM           20478N100      2559    85300 SH           DEFINED              3     0   85300      0
COMPUTER ASSOC INTL INC        COM           204912109     40264   786600 SH           DEFINED              2     0  786600      0
COMPUTER ASSOC INTL INC        COM           204912109     12160   237562 SH           DEFINED              3     0  237562      0
COMPUTER SCIENCES CORP         COM           205363104      5923    79300 SH           DEFINED              1     0   79300      0
COMPUTER SCIENCES CORP         COM           205363104     34999   468600 SH           DEFINED              2     0  468600      0
COMPUTER SCIENCES CORP         COM           205363104     19605   262500 SH           DEFINED              3     0  262500      0
COMPUTER SCIENCES CORP         COM           205363104      1334    17300 SH           DEFINED             21     0   17300      0
COMPUWARE CORP                 COM           205638109      1332   128400 SH           DEFINED              3     0  128400      0
COMSAT CORP                    COM SER       20564D107       237     9600 SH           DEFINED              3     0    9600      0
                                        1

COMVERSE TECHNOLOGY INC        COM PAR       205862402       279     3000 SH           DEFINED              1     0    3000      0
                               $0.10

COMVERSE TECHNOLOGY INC        COM PAR       205862402     17791   191300 SH           DEFINED              3     0  191300      0
                               $0.10

CONAGRA INC                    COM           205887102      2328   122100 SH           DEFINED              3     0  122100      0
CONCORD EFS INC                COM           206197105       993    38200 SH           DEFINED              3     0   38200      0
CONECTIV INC                   COM           206829103       254    16300 SH           DEFINED              3     0   16300      0
CONEXANT SYSTEMS INC           COM           207142100       375     7716 SH           DEFINED              1     0    7716      0
CONEXANT SYSTEMS INC           COM           207142100      8179   168208 SH           DEFINED              3     0  168208      0
CONEXANT SYSTEMS INC           SB NT CV      207142AD2     11753 15020000 PRN          DEFINED              2     0 15020000     0
                               144A 07
CONEXANT SYSTEMS INC           SB NT CV      207142AD2      2817  3600000 PRN          DEFINED              3     0 3600000      0
                               144A 07
CONOCO INC                     CL            208251405     31827  1295737 SH           DEFINED              2     0 1295737      0
                                        B

CONOCO INC                     CL            208251405      4336   176530 SH           DEFINED              3     0  176530      0
                                        B

CONSECO INC                    COM           208464107      3795   389200 SH           DEFINED              1     0  389200      0
CONSECO INC                    COM           208464107     37029  3797825 SH           DEFINED              2     0 3797825      0
CONSECO INC                    COM           208464107     21056  2159561 SH           DEFINED              3     0 2159561      0
CONSOLIDATED EDISON INC        COM           209115104      1623    54800 SH           DEFINED              3     0   54800      0
CONSOLIDATED PAPERS INC        COM           209759109       600    16400 SH           DEFINED              3     0   16400      0
CONSOLIDATED STORES CORP       COM           210149100       330    27500 SH           DEFINED              3     0   27500      0
CONSTELLATION ENERGY CORP      COM           210371100      1206    37050 SH           DEFINED              3     0   37050      0
CONSTELLATION ENERGY CORP      COM           210371100      1303    40000 SH           DEFINED             21     0   40000      0
CONVERGYS CORP                 COM           212485106       233     4500 SH           DEFINED              1     0    4500      0
CONVERGYS CORP                 COM           212485106      2796    53900 SH           DEFINED              3     0   53900      0
CONVERGYS CORP                 COM           212485106      2804    52100 SH           DEFINED             21     0   52100      0
COOPER CAMERON CORP            COM           216640102      6765   102500 SH           DEFINED              3     0  102500      0
COOPER INDS INC                COM           216669101       759    23300 SH           DEFINED              3     0   23300      0
COOPER TIRE & RUBR CO          COM           216831107      2261   203200 SH           DEFINED              1     0  203200      0
COOPER TIRE & RUBR CO          COM           216831107     12220  1098400 SH           DEFINED              2     0 1098400      0
COOPER TIRE & RUBR CO          COM           216831107     11807  1061300 SH           DEFINED              3     0 1061300      0
COORS ADOLPH CO                CL            217016104       551     9100 SH           DEFINED              3     0    9100      0
                                        B

COORS ADOLPH CO                CL            217016104      3650    58200 SH           DEFINED             21     0   58200      0
                                        B

COPPER MTN NETWORKS INC        COM           217510106       864     9800 SH           DEFINED              2     0    9800      0
COPPER MTN NETWORKS INC        COM           217510106     19511   221400 SH           DEFINED              3     0  221400      0
COR THERAPEUTICS INC           COM           217753102       211     2475 SH           DEFINED              3     0    2475      0
CORN PRODS INTL INC            COM           219023108     39580  1493600 SH           DEFINED              2     0 1493600      0
CORN PRODS INTL INC            COM           219023108        95     3584 SH           DEFINED              3     0    3584      0
CORNING INC                    COM           219350105     92945   344400 SH           DEFINED              2     0  344400      0
CORNING INC                    COM           219350105     60236   223200 SH           DEFINED              3     0  223200      0
CORNING INC                    COM           219350105      4774    17250 SH           DEFINED             21     0   17250      0
CORUS ENTERTAINMENT INC        COM CL B NON  220874101      2826   105900 SH           DEFINED             21     0  105900      0
                               VTG

COSTCO WHSL CORP NEW           COM           22160K105      4359   132100 SH           DEFINED              3     0  132100      0
COUNTRYWIDE CR INDS INC DEL    COM           222372104     19564   645400 SH           DEFINED              2     0  645400      0
COUNTRYWIDE CR INDS INC DEL    COM           222372104       852    28100 SH           DEFINED              3     0   28100      0
COUNTRYWIDE CR INDS INC DEL    COM           222372104       909    30000 SH           DEFINED             21     0   30000      0
COVANCE INC                    COM           222816100       145    16500 SH           DEFINED              3     0   16500      0
COX COMMUNICATIONS INC NEW     CL            224044107      3495    76700 SH           DEFINED              3     0   76700      0
                                        A

CRANE CO                       COM           224399105       398    16375 SH           DEFINED              3     0   16375      0
CREDENCE SYS CORP              COM           225302108      3177    57564 SH           DEFINED              3     0   57564      0
CREE INC                       COM           225447101      1001     7500 SH           DEFINED              1     0    7500      0
CREE INC                       COM           225447101      1362    10200 SH           DEFINED              2     0   10200      0
CREE INC                       COM           225447101     31015   232321 SH           DEFINED              3     0  232321      0
CROMPTON CORP                  COM           227116100       391    31932 SH           DEFINED              3     0   31932      0
CROSSROADS SYS INC             COM           22765D100      4919   194800 SH           DEFINED              3     0  194800      0
CROWN CASTLE INTL CORP         COM           228227104     10001   274000 SH           DEFINED              3     0  274000      0
CROWN CORK & SEAL INC          COM           228255105       482    32100 SH           DEFINED              3     0   32100      0
CUBIST PHARMACEUTICALS INC     COM           229678107       212     4300 SH           DEFINED              1     0    4300      0
CUBIST PHARMACEUTICALS INC     COM           229678107      2684    54500 SH           DEFINED              3     0   54500      0
CUMMINS ENGINE INC             COM           231021106       281    10300 SH           DEFINED              3     0   10300      0
CYBERSOURCE CORP               COM           23251J106      3042   220200 SH           DEFINED              3     0  220200      0
CYMER INC                      COM           232572107       731    15300 SH           DEFINED              2     0   15300      0
CYMER INC                      COM           232572107     10254   214748 SH           DEFINED              3     0  214748      0
CYPRESS SEMICONDUCTOR CORP     COM           232806109      1401    33149 SH           DEFINED              3     0   33149      0
CYPRESS SEMICONDUCTOR CORP     SUB NT CONV   232806AD1     11826  6495000 PRN          DEFINED              2     0 6495000      0
                               6%02

CYTEC INDS INC                 COM           232820100       288    11662 SH           DEFINED              3     0   11662      0
CYTYC CORP                     COM           232946103       200     3753 SH           DEFINED              3     0    3753      0
DPL INC                        COM           233293109       522    23800 SH           DEFINED              3     0   23800      0
DQE INC                        COM           23329J104       482    12200 SH           DEFINED              3     0   12200      0
DQE INC                        COM           23329J104      1896    48000 SH           DEFINED             21     0   48000      0
D R HORTON INC                 COM           23331A109        71     5262 SH           DEFINED              3     0    5262      0
D R HORTON INC                 COM           23331A109       255    18800 SH           DEFINED             21     0   18800      0
DST SYS INC DEL                COM           233326107      8511   111800 SH           DEFINED              3     0  111800      0
DST SYS INC DEL                COM           233326107      1172    14900 SH           DEFINED             21     0   14900      0
DTE ENERGY CO                  COM           233331107      1100    36000 SH           DEFINED              3     0   36000      0
DALLAS SEMICONDUCTOR CORP      COM           235204104       250     6127 SH           DEFINED              3     0    6127      0
DANA CORP                      COM           235811106       863    40745 SH           DEFINED              3     0   40745      0
DANAHER CORP DEL               COM           235851102      6219   125800 SH           DEFINED              3     0  125800      0
DARDEN RESTAURANTS INC         COM           237194105       517    31800 SH           DEFINED              3     0   31800      0
DEAN FOODS CO                  COM           242361103       206     6500 SH           DEFINED              3     0    6500      0
DEERE & CO                     COM           244199105      2146    58000 SH           DEFINED              3     0   58000      0
DELANO TECHNOLOGY CORP         COM           245701107       626    51600 SH           DEFINED              3     0   51600      0
DELL COMPUTER CORP             COM           247025109     37739   765300 SH           DEFINED              3     0  765300      0
DELL COMPUTER CORP             COM           247025109      2011    39250 SH           DEFINED             21     0   39250      0
DELPHI AUTOMOTIVE SYS CORP     COM           247126105       209    14350 SH           DEFINED              1     0   14350      0
DELPHI AUTOMOTIVE SYS CORP     COM           247126105     16780  1152263 SH           DEFINED              2     0 1152263      0
DELPHI AUTOMOTIVE SYS CORP     COM           247126105      9455   649288 SH           DEFINED              3     0  649288      0
DELTA AIR LINES INC DEL        COM           247361108      1532    30300 SH           DEFINED              3     0   30300      0
DELUXE CORP                    COM           248019101       429    18200 SH           DEFINED              3     0   18200      0
DENTSPLY INTL INC NEW          COM           249030107       287     9300 SH           DEFINED              3     0    9300      0
DEVON ENERGY CORP NEW          COM           25179M103       877    15600 SH           DEFINED              3     0   15600      0
DEVRY INC DEL                  COM           251893103       330    12500 SH           DEFINED              3     0   12500      0
DEXTER CORP                    COM           252165105       317     6602 SH           DEFINED              3     0    6602      0
DIAL CORP NEW                  COM           25247D101       411    39600 SH           DEFINED              3     0   39600      0
DIAMOND OFFSHORE DRILLING INC  COM           25271C102       407    11600 SH           DEFINED              1     0   11600      0
DIAMOND OFFSHORE DRILLING INC  COM           25271C102     35838  1020300 SH           DEFINED              2     0 1020300      0
DIAMOND OFFSHORE DRILLING INC  COM           25271C102     11068   315100 SH           DEFINED              3     0  315100      0
DIAMOND TECHNOLOGY PARTNERS    CL            252762109      3238    36800 SH           DEFINED              3     0   36800      0
                                        A

DIEBOLD INC                    COM           253651103       357    12793 SH           DEFINED              3     0   12793      0
DIGEX INC DEL                  CL            253756100       292     4300 SH           DEFINED              1     0    4300      0
                                        A

DIGEX INC DEL                  CL            253756100      6257    92100 SH           DEFINED              3     0   92100      0
                                        A

DIGITAL LIGHTWAVE INC          COM           253855100       402     4000 SH           DEFINED              1     0    4000      0
DIGITAL LIGHTWAVE INC          COM           253855100      6904    68700 SH           DEFINED              3     0   68700      0
DIGITAL MICROWAVE CORP         COM           253859102       266     6990 SH           DEFINED              3     0    6990      0
DIGITAL IS INC DEL             SUB NT CV     25385NAA9     19095 26800000 PRN          DEFINED              2     0 26800000     0
                               6%05

DIGITALTHINK INC               COM           25388M100       219     6100 SH           DEFINED              1     0    6100      0
DIGITALTHINK INC               COM           25388M100      2723    75900 SH           DEFINED              3     0   75900      0
DILLARDS INC                   CL            254067101       319    26000 SH           DEFINED              3     0   26000      0
                                        A

DIME BANCORP INC NEW           COM           25429Q102       317    20100 SH           DEFINED              3     0   20100      0
DISNEY WALT CO                 COM           254687106     33406   860700 SH           DEFINED              2     0  860700      0
                               DISNEY

DISNEY WALT CO                 COM           254687106     42007  1082300 SH           DEFINED              3     0 1082300      0
                               DISNEY

DIVERSINET CORP                COM           25536K204      1223   103000 SH           DEFINED             21     0  103000      0
                               NEW

DOLE FOOD INC                  COM           256605106       164    10000 SH           DEFINED              3     0   10000      0
DOLLAR GEN CORP                COM           256669102      1597    81902 SH           DEFINED              3     0   81902      0
DOLLAR TREE STORES INC         COM           256747106       732    18500 SH           DEFINED              3     0   18500      0
DOMINION RES INC VA NEW        COM           25746U109      2530    59009 SH           DEFINED              3     0   59009      0
DOMINION RES INC VA NEW        COM           25746U109      1852    43200 SH           DEFINED             21     0   43200      0
DONALDSON INC                  COM           257651109       247    12521 SH           DEFINED              3     0   12521      0
DONNELLEY R R & SONS CO        COM           257867101       708    31400 SH           DEFINED              3     0   31400      0
DOUBLECLICK INC                COM           258609304     10202   267600 SH           DEFINED              3     0  267600      0
DOUBLECLICK INC                SB NT CV      258609AC0     10361  9600000 PRN          DEFINED              2     0 9600000      0
                               4.75%06

DOVER CORP                     COM           260003108      2048    50500 SH           DEFINED              3     0   50500      0
DOW CHEM CO                    COM           260543103      5053   167400 SH           DEFINED              3     0  167400      0
DOW JONES & CO INC             COM           260561105      1633    22300 SH           DEFINED              3     0   22300      0
DU PONT E I DE NEMOURS & CO    COM           263534109      4073    93100 SH           DEFINED              1     0   93100      0
DU PONT E I DE NEMOURS & CO    COM           263534109     35925   821138 SH           DEFINED              2     0  821138      0
DU PONT E I DE NEMOURS & CO    COM           263534109     27487   628277 SH           DEFINED              3     0  628277      0
DUKE ENERGY CORP               COM           264399106      2830    50200 SH           DEFINED              2     0   50200      0
DUKE ENERGY CORP               COM           264399106     12976   230172 SH           DEFINED              3     0  230172      0
DUKE ENERGY CORP               COM           264399106     13090   232200 SH           DEFINED              4     0  232200      0
DUKE ENERGY CORP               COM           264399106      4068    70600 SH           DEFINED             21     0   70600      0
DUN & BRADSTREET CORP DEL      COM           26483B106      1142    39900 SH           DEFINED              3     0   39900      0
DUN & BRADSTREET CORP DEL      COM           26483B106       415    14500 SH           DEFINED             21     0   14500      0
DYCOM INDS INC                 COM           267475101       278     6050 SH           DEFINED              1     0    6050      0
DYCOM INDS INC                 COM           267475101      3696    80350 SH           DEFINED              3     0   80350      0
DYNEGY INC NEW                 CL            26816Q101      4351    63686 SH           DEFINED              2     0   63686      0
                                        A

DYNEGY INC NEW                 CL            26816Q101     17086   250122 SH           DEFINED              3     0  250122      0
                                        A

DYNEGY INC NEW                 CL            26816Q101     20439   299200 SH           DEFINED              4     0  299200      0
                                        A

DYNEGY INC NEW                 CL            26816Q101      6082    87700 SH           DEFINED             21     0   87700      0
                                        A

E M C CORP MASS                COM           268648102       446     5800 SH           DEFINED              1     0    5800      0
E M C CORP MASS                COM           268648102     64380   836782 SH           DEFINED              2     0  836782      0
E M C CORP MASS                COM           268648102    102333  1330074 SH           DEFINED              3     0 1330074      0
E M C CORP MASS                COM           268648102      2404    30100 SH           DEFINED             21     0   30100      0
ENSCO INTL INC                 COM           26874Q100      8591   239900 SH           DEFINED              1     0  239900      0
ENSCO INTL INC                 COM           26874Q100      1318    36800 SH           DEFINED              2     0   36800      0
ENSCO INTL INC                 COM           26874Q100     39200  1094600 SH           DEFINED              3     0 1094600      0
E PIPHANY INC                  COM           26881V100       204     1900 SH           DEFINED              1     0    1900      0
E PIPHANY INC                  COM           26881V100     11576   108000 SH           DEFINED              3     0  108000      0
E-TEK DYNAMICS INC             COM           269240107       396     1500 SH           DEFINED              1     0    1500      0
E-TEK DYNAMICS INC             COM           269240107      8574    32500 SH           DEFINED              3     0   32500      0
E TRADE GROUP INC              COM           269246104       866    52500 SH           DEFINED              3     0   52500      0
EARTHWEB INC                   COM           27032C108      2082   148700 SH           DEFINED              3     0  148700      0
EASTERN ENTERPRISES            COM           27637F100       600     9517 SH           DEFINED              3     0    9517      0
EASTMAN CHEM CO                COM           277432100       928    19425 SH           DEFINED              3     0   19425      0
EASTMAN KODAK CO               COM           277461109       411     6900 SH           DEFINED              1     0    6900      0
EASTMAN KODAK CO               COM           277461109     17612   296000 SH           DEFINED              3     0  296000      0
EATON CORP                     COM           278058102      2291    34200 SH           DEFINED              3     0   34200      0
EATON VANCE CORP               COM NON       278265103      2781    60138 SH           DEFINED              3     0   60138      0
                               VTG

EATON VANCE CORP               COM NON       278265103        79     1700 SH           DEFINED             21     0    1700      0
                               VTG

ECHOSTAR COMMUNICATIONS NEW    CL            278762109       371    11200 SH           DEFINED              1     0   11200      0
                                        A

ECHOSTAR COMMUNICATIONS NEW    CL            278762109      1265    38200 SH           DEFINED              2     0   38200      0
                                        A

ECHOSTAR COMMUNICATIONS NEW    CL            278762109     24392   736700 SH           DEFINED              3     0  736700      0
                                        A

ECHOSTAR COMMUNICATIONS NEW    CL            278762109      1764    52900 SH           DEFINED             21     0   52900      0
                                        A

ECOLAB INC                     COM           278865100      1257    32180 SH           DEFINED              3     0   32180      0
EDISON INTL                    COM           281020107      4311   210300 SH           DEFINED              1     0  210300      0
EDISON INTL                    COM           281020107     34752  1695200 SH           DEFINED              2     0 1695200      0
EDISON INTL                    COM           281020107     18887   921300 SH           DEFINED              3     0  921300      0
EDISON INTL                    COM           281020107     23432  1143000 SH           DEFINED              4     0 1143000      0
EDWARDS AG INC                 COM           281760108       627    16087 SH           DEFINED              3     0   16087      0
EDWARDS LIFESCIENCES CORP      COM           28176E108       201    10500 SH           DEFINED              3     0   10500      0
EGAIN COMMUNICATIONS           COM           28225C103      3286   271000 SH           DEFINED              3     0  271000      0
EL PASO ENERGY CORP DEL        COM           283905107      7299   143300 SH           DEFINED              2     0  143300      0
EL PASO ENERGY CORP DEL        COM           283905107      2883    56600 SH           DEFINED              3     0   56600      0
EL PASO ENERGY CORP DEL        COM           283905107     46419   911300 SH           DEFINED              4     0  911300      0
EL PASO ENERGY CORP DEL        COM           283905107      2190    43000 SH           DEFINED             21     0   43000      0
ELAN PLC                       ADR           284131208      5050   100850 SH           DEFINED             21     0  100850      0
ELECTRONIC ARTS INC            COM           285512109       846    11600 SH           DEFINED              3     0   11600      0
ELECTRONIC DATA SYS NEW        COM           285661104      5041   122200 SH           DEFINED              1     0  122200      0
ELECTRONIC DATA SYS NEW        COM           285661104     41262  1000300 SH           DEFINED              2     0 1000300      0
ELECTRONIC DATA SYS NEW        COM           285661104     17028   412800 SH           DEFINED              3     0  412800      0
EMBRATEL PARTICIPACOES S A     SPON ADR      29081N100       633    26800 SH           DEFINED             21     0   26800      0
                               PFD

EMCORE CORP                    COM           290846104      8069    67242 SH           DEFINED              3     0   67242      0
EMERSON ELEC CO                COM           291011104      6454   106900 SH           DEFINED              3     0  106900      0
EMERSON ELEC CO                COM           291011104      1253    20100 SH           DEFINED             21     0   20100      0
EMMIS COMMUNICATIONS CORP      CL            291525103       257     6200 SH           DEFINED              1     0    6200      0
                                        A

EMMIS COMMUNICATIONS CORP      CL            291525103      3449    83366 SH           DEFINED              3     0   83366      0
                                        A

EMPRESA NACIONAL DE ELCTRCIDAD SPONSORED     29244T101       221    20000 SH           DEFINED             21     0   20000      0
                               ADR

EMULEX CORP                    COM           292475209       224     3405 SH           DEFINED              3     0    3405      0
                               NEW

ENERGEN CORP                   COM           29265N108        61     2800 SH           DEFINED              3     0    2800      0
ENERGEN CORP                   COM           29265N108       798    36600 SH           DEFINED             21     0   36600      0
ENERGY EAST CORP               COM           29266M109       425    22300 SH           DEFINED              3     0   22300      0
ENERGIZER HLDGS INC            COM           29266R108      2374   130100 SH           DEFINED              3     0  130100      0
ENGAGE INC                     COM           292827102      1987   153600 SH           DEFINED              3     0  153600      0
ENGELHARD CORP                 COM           292845104       532    31162 SH           DEFINED              3     0   31162      0
ENRON CORP                     COM           293561106      8818   136716 SH           DEFINED              1     0  136716      0
ENRON CORP                     COM           293561106     56118   870050 SH           DEFINED              2     0  870050      0
ENRON CORP                     COM           293561106     52780   818300 SH           DEFINED              3     0  818300      0
ENRON CORP                     COM           293561106     35952   557400 SH           DEFINED              4     0  557400      0
ENRON CORP                     COM           293561106      6691   102100 SH           DEFINED             21     0  102100      0
ENTERGY CORP NEW               COM           29364G103       549    20200 SH           DEFINED              1     0   20200      0
ENTERGY CORP NEW               COM           29364G103     52621  1935500 SH           DEFINED              2     0 1935500      0
ENTERGY CORP NEW               COM           29364G103     25668   944100 SH           DEFINED              3     0  944100      0
ENTERGY CORP NEW               COM           29364G103      2134    78500 SH           DEFINED             21     0   78500      0
EQUIFAX INC                    COM           294429105       921    35100 SH           DEFINED              3     0   35100      0
ERICSSON L M TEL CO            ADR CL B      294821400       952    47600 SH           DEFINED              2     0   47600      0
                               SEK10

ERICSSON L M TEL CO            ADR CL B      294821400     32896  1644800 SH           DEFINED              3     0 1644800      0
                               SEK10

ERICSSON L M TEL CO            ADR CL B      294821400      3522   171400 SH           DEFINED             21     0  171400      0
                               SEK10

ETHYL CORP                     COM           297659104        54    21600 SH           DEFINED              3     0   21600      0
EXCEL TECHNOLOGY INC           COM           30067T103       463     9200 SH           DEFINED              1     0    9200      0
EXCEL TECHNOLOGY INC           COM           30067T103      5932   117900 SH           DEFINED              3     0  117900      0
EXCHANGE APPLICATIONS          COM           300867108      2328    87444 SH           DEFINED              3     0   87444      0
EXODUS COMMUNICATIONS INC      COM           302088109       921    20000 SH           DEFINED              1     0   20000      0
EXODUS COMMUNICATIONS INC      COM           302088109      1115    24200 SH           DEFINED              2     0   24200      0
EXODUS COMMUNICATIONS INC      COM           302088109     27601   599200 SH           DEFINED              3     0  599200      0
EXODUS COMMUNICATIONS INC      COM           302088109       203     4400 SH           DEFINED             21     0    4400      0
EXPEDITORS INTL WASH INC       COM           302130109       732    15400 SH           DEFINED              2     0   15400      0
EXPEDITORS INTL WASH INC       COM           302130109      8275   174200 SH           DEFINED              3     0  174200      0
EXPRESS SCRIPTS INC            CL            302182100       422     6800 SH           DEFINED              3     0    6800      0
                                        A

EXXON MOBIL CORP               COM           30231G102      6147    78300 SH           DEFINED              1     0   78300      0
EXXON MOBIL CORP               COM           30231G102    124686  1588353 SH           DEFINED              2     0 1588353      0
EXXON MOBIL CORP               COM           30231G102    102709  1308399 SH           DEFINED              3     0 1308399      0
EXXON MOBIL CORP               COM           30231G102      2254    27600 SH           DEFINED             21     0   27600      0
F M C CORP                     COM           302491303      2471    42600 SH           DEFINED              3     0   42600      0
                               NEW

FPL GROUP INC                  COM           302571104      4513    91170 SH           DEFINED              1     0   91170      0
FPL GROUP INC                  COM           302571104     48762   985100 SH           DEFINED              2     0  985100      0
FPL GROUP INC                  COM           302571104     22780   460200 SH           DEFINED              3     0  460200      0
FPL GROUP INC                  COM           302571104     16889   341200 SH           DEFINED              4     0  341200      0
FPL GROUP INC                  COM           302571104      2277    46000 SH           DEFINED             21     0   46000      0
FACTSET RESH SYS INC           COM           303075105       274     9700 SH           DEFINED              1     0    9700      0
FACTSET RESH SYS INC           COM           303075105      3738   132320 SH           DEFINED              3     0  132320      0
FAMILY DLR STORES INC          COM           307000109       603    30800 SH           DEFINED              3     0   30800      0
FASTENAL CO                    COM           311900104       344     6800 SH           DEFINED              3     0    6800      0
FEDERAL HOME LN MTG CORP       COM           313400301      6982   172400 SH           DEFINED              3     0  172400      0
FEDERAL HOME LN MTG CORP       COM           313400301      3866    92550 SH           DEFINED             21     0   92550      0
FEDERAL MOGUL CORP             COM           313549107       121    12700 SH           DEFINED              3     0   12700      0
FEDERAL NATL MTG ASSN          COM           313586109     14503   277900 SH           DEFINED              3     0  277900      0
FEDERAL NATL MTG ASSN          COM           313586109      4818    89740 SH           DEFINED             21     0   89740      0
FEDERAL SIGNAL CORP            COM           313855108       173    10500 SH           DEFINED              1     0   10500      0
FEDERAL SIGNAL CORP            COM           313855108      2442   148000 SH           DEFINED              3     0  148000      0
FEDERATED DEPT STORES INC DEL  COM           31410H101      3169    93900 SH           DEFINED              1     0   93900      0
FEDERATED DEPT STORES INC DEL  COM           31410H101     30000   888900 SH           DEFINED              2     0  888900      0
FEDERATED DEPT STORES INC DEL  COM           31410H101     14725   436300 SH           DEFINED              3     0  436300      0
FEDEX CORP                     COM           31428X106      2731    71880 SH           DEFINED              3     0   71880      0
FERRO CORP                     COM           315405100       207     9850 SH           DEFINED              3     0    9850      0
F5 NETWORKS INC                COM           315616102       868    15900 SH           DEFINED              2     0   15900      0
F5 NETWORKS INC                COM           315616102     32497   595600 SH           DEFINED              3     0  595600      0
FIFTH THIRD BANCORP            COM           316773100      4845    76600 SH           DEFINED              3     0   76600      0
FINISAR                        COM           31787A101      6513   248700 SH           DEFINED              3     0  248700      0
FINOVA GROUP INC               COM           317928109       143    11000 SH           DEFINED              3     0   11000      0
FIREPOND INC                   COM           318224102       400    11100 SH           DEFINED              1     0   11100      0
FIREPOND INC                   COM           318224102     11538   320500 SH           DEFINED              3     0  320500      0
FIRST DATA CORP                COM           319963104      7737   155900 SH           DEFINED              1     0  155900      0
FIRST DATA CORP                COM           319963104     74959  1510500 SH           DEFINED              2     0 1510500      0
FIRST DATA CORP                COM           319963104     35591   717200 SH           DEFINED              3     0  717200      0
FIRST HEALTH GROUP CORP        COM           320960107       443    13516 SH           DEFINED              3     0   13516      0
FIRST SEC CORP DEL             COM           336294103       479    35325 SH           DEFINED              3     0   35325      0
FIRST TENN NATL CORP           COM           337162101       388    23400 SH           DEFINED              3     0   23400      0
FIRST UN CORP                  COM           337358105      3154   127100 SH           DEFINED              1     0  127100      0
FIRST UN CORP                  COM           337358105     18498   745498 SH           DEFINED              3     0  745498      0
FIRST UN CORP                  COM           337358105        50     2000 SH           DEFINED             21     0    2000      0
FIRST VA BANKS INC             COM           337477103       296     8500 SH           DEFINED              3     0    8500      0
FIRST VA BANKS INC             COM           337477103       344     9875 SH           DEFINED             21     0    9875      0
FIRSTWORLD COMMUNICATIONS INC  COM SER       337625305      2793   266000 SH           DEFINED              3     0  266000      0
                                        B

FIRSTCOM CORP                  COM           33763T104       828    55000 SH           DEFINED             21     0   55000      0
FIRSTAR CORP NEW WIS           COM           33763V109      5120   243067 SH           DEFINED              3     0  243067      0
FIRSTAR CORP NEW WIS           COM           33763V109       232    11000 SH           DEFINED             21     0   11000      0
FISERV INC                     COM           337738108       955    22075 SH           DEFINED              3     0   22075      0
FIRSTMERIT CORP                COM           337915102       340    15900 SH           DEFINED              3     0   15900      0
FIRSTENERGY CORP               COM           337932107      1351    57800 SH           DEFINED              3     0   57800      0
FLEETBOSTON FINL CORP          COM           339030108      8829   259664 SH           DEFINED              3     0  259664      0
FLEETBOSTON FINL CORP          COM           339030108      1764    50416 SH           DEFINED             21     0   50416      0
FLORIDA PROGRESS CORP          COM           341109106      1144    24400 SH           DEFINED              3     0   24400      0
FLOWERS INDS INC               COM           343496105       359    18025 SH           DEFINED              3     0   18025      0
FLOWSERVE CORP                 COM           34354P105       160    10591 SH           DEFINED              3     0   10591      0
FLUOR CORP                     COM           343861100       598    18900 SH           DEFINED              3     0   18900      0
FOCAL COMMUNICATIONS CORP      COM           344155106      1805    50500 SH           DEFINED             21     0   50500      0
FORD MTR CO DEL                COM           345370100      3689    85800 SH           DEFINED              1     0   85800      0
FORD MTR CO DEL                COM           345370100     76639  1782300 SH           DEFINED              2     0 1782300      0
FORD MTR CO DEL                COM           345370100     38601   897700 SH           DEFINED              3     0  897700      0
FOREST LABS INC                COM           345838106       778     7700 SH           DEFINED              1     0    7700      0
FOREST LABS INC                COM           345838106      1202    11900 SH           DEFINED              2     0   11900      0
FOREST LABS INC                COM           345838106     14706   145600 SH           DEFINED              3     0  145600      0
FORT JAMES CORP                COM           347471104      1242    53700 SH           DEFINED              3     0   53700      0
FORTUNE BRANDS INC             COM           349631101       939    40700 SH           DEFINED              3     0   40700      0
FOUNDATION HEALTH SYS INC      COM           350404109       287    22040 SH           DEFINED              3     0   22040      0
FOUNDRY NETWORKS INC           COM           35063R100       610     5547 SH           DEFINED              1     0    5547      0
FOUNDRY NETWORKS INC           COM           35063R100       652     5900 SH           DEFINED              2     0    5900      0
FOUNDRY NETWORKS INC           COM           35063R100     17105   154800 SH           DEFINED              3     0  154800      0
FOX ENTMT GROUP INC            CL            35138T107      3593   118300 SH           DEFINED              3     0  118300      0
                                        A

FRANKLIN RES INC               COM           354613101      1874    61700 SH           DEFINED              3     0   61700      0
FRANKLIN RES INC               COM           354613101      1433    46350 SH           DEFINED             21     0   46350      0
FREEPORT-MCMORAN COPPER & GOLD CL            35671D857       375    40500 SH           DEFINED              3     0   40500      0
                                        B

FRIEDE GOLDMAN HALTER INC      COM           358430106      1122   125567 SH           DEFINED              3     0  125567      0
FURNITURE BRANDS INTL INC      COM           360921100       209    13789 SH           DEFINED              3     0   13789      0
GATX CORP                      COM           361448103       292     8600 SH           DEFINED              3     0    8600      0
GPU INC                        COM           36225X100       828    30600 SH           DEFINED              3     0   30600      0
GSI LUMONICS INC               COM           36229U102       386    11000 SH           DEFINED              1     0   11000      0
GSI LUMONICS INC               COM           36229U102      5128   146000 SH           DEFINED              3     0  146000      0
GTE CORP                       COM           362320103      5204    83600 SH           DEFINED              1     0   83600      0
GTE CORP                       COM           362320103     67921  1091100 SH           DEFINED              2     0 1091100      0
GTE CORP                       COM           362320103     32407   520600 SH           DEFINED              3     0  520600      0
GTE CORP                       COM           362320103     26581   427000 SH           DEFINED              4     0  427000      0
GTE CORP                       COM           362320103      6949   109900 SH           DEFINED             21     0  109900      0
GALILEO INTERNATIONAL INC      COM           363547100      2280   109200 SH           DEFINED              1     0  109200      0
GALILEO INTERNATIONAL INC      COM           363547100     14957   716500 SH           DEFINED              3     0  716500      0
GALLAGHER ARTHUR J & CO        COM           363576109       160     3800 SH           DEFINED              3     0    3800      0
GALLAGHER ARTHUR J & CO        COM           363576109       336     8000 SH           DEFINED             21     0    8000      0
GANNETT INC                    COM           364730101      3942    65900 SH           DEFINED              3     0   65900      0
GAP INC DEL                    COM           364760108     10121   323875 SH           DEFINED              3     0  323875      0
GARTNER GROUP INC NEW          CL            366651206       155    15700 SH           DEFINED              3     0   15700      0
                                        B

GATEWAY INC                    COM           367626108      7917   139500 SH           DEFINED              3     0  139500      0
GATEWAY INC                    COM           367626108      1610    27300 SH           DEFINED             21     0   27300      0
GENENTECH INC                  COM           368710406      1617     9400 SH           DEFINED              2     0    9400      0
                               NEW

GENENTECH INC                  COM           368710406     31786   184800 SH           DEFINED              3     0  184800      0
                               NEW

GENERAL DYNAMICS CORP          COM           369550108      2604    49840 SH           DEFINED              3     0   49840      0
GENERAL ELEC CO                COM           369604103     74237  1400700 SH           DEFINED              2     0 1400700      0
GENERAL ELEC CO                COM           369604103    165143  3115900 SH           DEFINED              3     0 3115900      0
GENERAL ELEC CO                COM           369604103      4947    89900 SH           DEFINED             21     0   89900      0
GENERAL MLS INC                COM           370334104      4823   126100 SH           DEFINED              1     0  126100      0
GENERAL MLS INC                COM           370334104     39757  1039400 SH           DEFINED              2     0 1039400      0
GENERAL MLS INC                COM           370334104     19159   500900 SH           DEFINED              3     0  500900      0
GENERAL MLS INC                COM           370334104      3167    79800 SH           DEFINED             21     0   79800      0
GENERAL MTRS CORP              COM           370442105      3037    52305 SH           DEFINED              1     0   52305      0
GENERAL MTRS CORP              COM           370442105     22931   394931 SH           DEFINED              2     0  394931      0
GENERAL MTRS CORP              COM           370442105     21165   364529 SH           DEFINED              3     0  364529      0
GENERAL MTRS CORP              CL H          370442832      1718    19582 SH           DEFINED              1     0   19582      0
                               NEW

GENERAL MTRS CORP              CL H          370442832     12165   138630 SH           DEFINED              2     0  138630      0
                               NEW

GENERAL MTRS CORP              CL H          370442832      9959   113497 SH           DEFINED              3     0  113497      0
                               NEW

GENERAL MTRS CORP              CL H          370442832      5578    62200 SH           DEFINED             21     0   62200      0
                               NEW

GENTEX CORP                    COM           371901109      1726    68700 SH           DEFINED              3     0   68700      0
GENUINE PARTS CO               COM           372460105       881    44050 SH           DEFINED              3     0   44050      0
GENZYME CORP                   COM GENL      372917104       909    15300 SH           DEFINED              3     0   15300      0
                               DIV

GEORGIA PAC CORP               COM GA PAC    373298108      1113    42400 SH           DEFINED              3     0   42400      0
                               GRP

GEORGIA PAC CORP               COM-TIMBER    373298702       314    14500 SH           DEFINED              3     0   14500      0
                               GRP

GILEAD SCIENCES INC            COM           375558103      3050    42887 SH           DEFINED              3     0   42887      0
GILLETTE CO                    COM           375766102      9793   280300 SH           DEFINED              3     0  280300      0
GLATFELTER P H CO              COM           377316104       105    10300 SH           DEFINED              3     0   10300      0
GLOBAL INDS LTD                COM           379336100      2366   125351 SH           DEFINED              3     0  125351      0
GLOBAL MARINE INC              COM           379352404      1311    46500 SH           DEFINED              2     0   46500      0
GLOBAL MARINE INC              COM           379352404     21445   760800 SH           DEFINED              3     0  760800      0
GLOBAL TELESYSTEMS INC         COM           37936U104      6855   568300 SH           DEFINED              3     0  568300      0
GLOBESPAN INC                  COM           379571102       354     2900 SH           DEFINED              1     0    2900      0
GLOBESPAN INC                  COM           379571102      9644    79000 SH           DEFINED              3     0   79000      0
GOAMERICA INC                  COM           38020R106      3913   253500 SH           DEFINED              3     0  253500      0
GOLDEN WEST FINL CORP DEL      COM           381317106      1637    40100 SH           DEFINED              3     0   40100      0
GOODRICH B F CO                COM           382388106       930    27300 SH           DEFINED              3     0   27300      0
GOODYEAR TIRE & RUBR CO        COM           382550101      3226   161300 SH           DEFINED              3     0  161300      0
GRACE W R & CO DEL NEW         COM           38388F108       299    24701 SH           DEFINED              3     0   24701      0
GRAINGER W W INC               COM           384802104       715    23200 SH           DEFINED              3     0   23200      0
GRANT PRIDECO INC              COM           38821G101      1520    60800 SH           DEFINED              2     0   60800      0
GRANT PRIDECO INC              COM           38821G101     18657   746266 SH           DEFINED              3     0  746266      0
GREAT ATLANTIC & PAC TEA INC   COM           390064103       188    11300 SH           DEFINED              3     0   11300      0
GREAT LAKES CHEM CORP          COM           390568103       425    13500 SH           DEFINED              3     0   13500      0
GREENPOINT FINL CORP           COM           395384100       349    18600 SH           DEFINED              3     0   18600      0
GREY WOLF INC                  COM           397888108        92    18412 SH           DEFINED              3     0   18412      0
GRIC COMMUNICATIONS INC        COM           398081109      2958   164900 SH           DEFINED              3     0  164900      0
GRUPO TELEVISA SA DE CV        SP ADR REP    40049J206      1792    26000 SH           DEFINED             21     0   26000      0
                               ORD

GRUPO ELEKTRA SA DE CV         GLOBL DEP     40050A102       464    45300 SH           DEFINED             21     0   45300      0
                               RCPT

GTECH HLDGS CORP               COM           400518106       232    10221 SH           DEFINED              3     0   10221      0
GUIDANT CORP                   COM           401698105      3772    76200 SH           DEFINED              3     0   76200      0
HCA-HEALTHCARE CO              COM           404119109      7822   257507 SH           DEFINED              3     0  257507      0
HSB GROUP INC                  COM           40428N109       256     8236 SH           DEFINED              3     0    8236      0
HALLIBURTON CO                 COM           406216101     18965   401900 SH           DEFINED              3     0  401900      0
HANNA M A CO                   COM           410522106       125    13898 SH           DEFINED              3     0   13898      0
HANNAFORD BROS CO              COM           410550107       561     7800 SH           DEFINED              3     0    7800      0
HANOVER COMPRESSOR CO          COM           410768105       623    16400 SH           DEFINED              3     0   16400      0
HANOVER DIRECT INC             COM           410783104        20    12600 SH           DEFINED              3     0   12600      0
HARCOURT GEN INC               COM           41163G101       957    17600 SH           DEFINED              3     0   17600      0
HARKEN ENERGY CORP             COM           412552101         9    14300 SH           DEFINED              3     0   14300      0
HARLEY DAVIDSON INC            COM           412822108      2888    75000 SH           DEFINED              3     0   75000      0
HARMAN INTL INDS INC           COM           413086109       293     4800 SH           DEFINED              1     0    4800      0
HARMAN INTL INDS INC           COM           413086109      3824    62683 SH           DEFINED              3     0   62683      0
HARMONIC INC                   COM           413160102      5165   208677 SH           DEFINED              3     0  208677      0
HARRAHS ENTMT INC              COM           413619107       667    31850 SH           DEFINED              3     0   31850      0
HARRIS CORP DEL                COM           413875105       406    12400 SH           DEFINED              3     0   12400      0
HARSCO CORP                    COM           415864107       288    11285 SH           DEFINED              3     0   11285      0
HARTE-HANKS INC                COM           416196103       308    12300 SH           DEFINED              3     0   12300      0
HARTFORD FINL SVCS GROUP INC   COM           416515104      2976    53200 SH           DEFINED              3     0   53200      0
HARTFORD FINL SVCS GROUP INC   COM           416515104       702    12550 SH           DEFINED             21     0   12550      0
HASBRO INC                     COM           418056107       280    18600 SH           DEFINED              1     0   18600      0
HASBRO INC                     COM           418056107     11110   737600 SH           DEFINED              3     0  737600      0
HAWAIIAN ELEC INDUSTRIES       COM           419870100       301     9159 SH           DEFINED              3     0    9159      0
HEALTHSOUTH CORP               COM           421924101      2355   327700 SH           DEFINED              1     0  327700      0
HEALTHSOUTH CORP               COM           421924101     33380  4644200 SH           DEFINED              2     0 4644200      0
HEALTHSOUTH CORP               COM           421924101     14660  2039600 SH           DEFINED              3     0 2039600      0
HEALTH MGMT ASSOC INC NEW      CL            421933102       586    44825 SH           DEFINED              3     0   44825      0
                                        A

HEIDRICK & STRUGGLES INTL INC  COM           422819102      9892   156711 SH           DEFINED              3     0  156711      0
HEINZ H J CO                   COM           423074103      3846    87900 SH           DEFINED              3     0   87900      0
HELLENIC TELECOM ORGANIZATN SA SPONSORED     423325307       488    40000 SH           DEFINED             21     0   40000      0
                               ADR

HELMERICH & PAYNE INC          COM           423452101       522    13961 SH           DEFINED              3     0   13961      0
HENRY JACK & ASSOC INC         COM           426281101      3211    64052 SH           DEFINED              3     0   64052      0
HERCULES INC                   COM           427056106       371    26400 SH           DEFINED              3     0   26400      0
HERSHEY FOODS CORP             COM           427866108      1664    34300 SH           DEFINED              3     0   34300      0
HEWLETT PACKARD CO             COM           428236103     33604   269100 SH           DEFINED              3     0  269100      0
HEXCEL CORP NEW                SUB NT CV     428291AA6      2091  2500000 PRN          DEFINED              5     0 2500000      0
                               7%03

HI / FN INC                    COM           428358105      3550    80000 SH           DEFINED              3     0   80000      0
HIBERNIA CORP                  CL            428656102       312    28700 SH           DEFINED              3     0   28700      0
                                        A

HIBERNIA CORP                  CL            428656102       147    13500 SH           DEFINED             21     0   13500      0
                                        A

HILLENBRAND INDS INC           COM           431573104       354    11300 SH           DEFINED              3     0   11300      0
HILTON HOTELS CORP             COM           432848109       858    91500 SH           DEFINED              3     0   91500      0
HISPANIC BROADCASTING CORP     CL            43357B104       649    19600 SH           DEFINED              3     0   19600      0
                                        A

HOME DEPOT INC                 COM           437076102     42717   855407 SH           DEFINED              2     0  855407      0
HOME DEPOT INC                 COM           437076102     47613   953450 SH           DEFINED              3     0  953450      0
HOME DEPOT INC                 COM           437076102      2907    56200 SH           DEFINED             21     0   56200      0
HOMESTAKE MNG CO               COM           437614100       443    64500 SH           DEFINED              3     0   64500      0
HON INDS INC                   COM           438092108       254    10800 SH           DEFINED              3     0   10800      0
HONEYWELL INTL INC             COM           438516106      2971    88200 SH           DEFINED              1     0   88200      0
HONEYWELL INTL INC             COM           438516106     24733   734200 SH           DEFINED              2     0  734200      0
HONEYWELL INTL INC             COM           438516106     21064   625287 SH           DEFINED              3     0  625287      0
HORACE MANN EDUCATORS CORP NEW COM           440327104       175    11678 SH           DEFINED              3     0   11678      0
HORMEL FOODS CORP              COM           440452100       429    25500 SH           DEFINED              3     0   25500      0
HOUGHTON MIFFLIN CO            COM           441560109       238     5100 SH           DEFINED              1     0    5100      0
HOUGHTON MIFFLIN CO            COM           441560109      3343    71600 SH           DEFINED              3     0   71600      0
HOUSEHOLD INTL INC             COM           441815107      4844   116559 SH           DEFINED              3     0  116559      0
HUANENG PWR INTL INC           SPON ADR      443304100       419    31500 SH           DEFINED             21     0   31500      0
                                        N

HUBBELL INC                    CL            443510201       288    11280 SH           DEFINED              3     0   11280      0
                                        B

HUMANA INC                     COM           444859102       202    41500 SH           DEFINED              3     0   41500      0
HUMAN GENOME SCIENCES INC      COM           444903108       627     4700 SH           DEFINED              1     0    4700      0
HUMAN GENOME SCIENCES INC      COM           444903108      1187     8900 SH           DEFINED              2     0    8900      0
HUMAN GENOME SCIENCES INC      COM           444903108     17837   133737 SH           DEFINED              3     0  133737      0
HUNTINGTON BANCSHARES INC      COM           446150104       898    56760 SH           DEFINED              3     0   56760      0
ICN PHARMACEUTICALS INC NEW    COM           448924100       398    14300 SH           DEFINED              3     0   14300      0
IBP INC                        COM           449223106       295    19100 SH           DEFINED              3     0   19100      0
ICICI LTD                      SPONSORED     44926P202       964    51400 SH           DEFINED             21     0   51400      0
                               ADR

IDEC PHARMACEUTICALS CORP      COM           449370105      1408    12000 SH           DEFINED              3     0   12000      0
IMC GLOBAL INC                 COM           449669100       268    20600 SH           DEFINED              3     0   20600      0
IMS HEALTH INC                 COM           449934108      1375    76400 SH           DEFINED              3     0   76400      0
ISS GROUP INC                  COM           450306105      4183    42364 SH           DEFINED              3     0   42364      0
ITXC CORP                      COM           45069F109       269     7600 SH           DEFINED              1     0    7600      0
ITXC CORP                      COM           45069F109       772    21800 SH           DEFINED              2     0   21800      0
ITXC CORP                      COM           45069F109      8434   238200 SH           DEFINED              3     0  238200      0
ITT INDS INC IND               COM           450911102       662    21800 SH           DEFINED              3     0   21800      0
ICON PUB LTD CO                SPONSORED     45103T107       531    31930 SH           DEFINED             21     0   31930      0
                               ADR

IDACORP INC                    COM           451107106       346    10721 SH           DEFINED              3     0   10721      0
IGATE CAPITAL CORP             COM           45169U105       169    12300 SH           DEFINED              1     0   12300      0
IGATE CAPITAL CORP             COM           45169U105       209    15200 SH           DEFINED              2     0   15200      0
IGATE CAPITAL CORP             COM           45169U105      8047   585267 SH           DEFINED              3     0  585267      0
ILLINOIS TOOL WKS INC          COM           452308109      4247    74500 SH           DEFINED              3     0   74500      0
IMATION CORP                   COM           45245A107       297    10101 SH           DEFINED              3     0   10101      0
IMCLONE SYS INC                COM           45245W109       249     3259 SH           DEFINED              3     0    3259      0
IMMUNEX CORP NEW               COM           452528102      3332    67400 SH           DEFINED              3     0   67400      0
INAMED CORP                    COM           453235103      2600    71000 SH           DEFINED              3     0   71000      0
INCO LTD                       COM           453258402       732    47600 SH           DEFINED              3     0   47600      0
INCOME OPPORTUNITIES FD 2000   COM           45333Q105       765    78000 SH           DEFINED              2     0   78000      0
INCOME OPPORTUNITIES FD 2001   COM           45333Q105       756    77000 SH           DEFINED              3     0   77000      0
INCYTE GENOMICS INC            COM           45337C102       702     8539 SH           DEFINED              3     0    8539      0
INFINITY BROADCASTING CP NEW   CL            45662S102      3764   103300 SH           DEFINED              3     0  103300      0
                                        A

INFOCUS CORP                   COM           45665B106      3616   112348 SH           DEFINED              3     0  112348      0
INFORMATICA CORP               COM           45666Q102      1760    21478 SH           DEFINED              3     0   21478      0
INFONET SVCS CORP              CL            45666T106        24     2000 SH           DEFINED              3     0    2000      0
                                        B

INFONET SVCS CORP              CL            45666T106       254    21250 SH           DEFINED             21     0   21250      0
                                        B

INFORMIX CORP                  COM           456779107       582    78267 SH           DEFINED              3     0   78267      0
INFOSPACE INC                  COM           45678T102      6707   121400 SH           DEFINED              3     0  121400      0
INGERSOLL-RAND CO              COM           456866102      3884    96500 SH           DEFINED              1     0   96500      0
INGERSOLL-RAND CO              COM           456866102     36901   916800 SH           DEFINED              2     0  916800      0
INGERSOLL-RAND CO              COM           456866102     16446   408600 SH           DEFINED              3     0  408600      0
INKTOMI CORP                   COM           457277101       213     1800 SH           DEFINED              1     0    1800      0
INKTOMI CORP                   COM           457277101      1183    10000 SH           DEFINED              2     0   10000      0
INKTOMI CORP                   COM           457277101     27198   230000 SH           DEFINED              3     0  230000      0
INSIGHT ENTERPRISES INC        COM           45765U103      3475    58588 SH           DEFINED              3     0   58588      0
INTEGRATED DEVICE TECHNOLOGY   COM           458118106      1529    25539 SH           DEFINED              3     0   25539      0
INTEL CORP                     COM           458140100     48742   364600 SH           DEFINED              2     0  364600      0
INTEL CORP                     COM           458140100    138687  1037400 SH           DEFINED              3     0 1037400      0
INTEL CORP                     COM           458140100      3071    22100 SH           DEFINED             21     0   22100      0
INTERCEPT GROUP INC            COM           45845L107      3708   218100 SH           DEFINED              3     0  218100      0
INTERLINK ELECTRS              COM           458751104       683    16300 SH           DEFINED              1     0   16300      0
INTERLINK ELECTRS              COM           458751104       572    13650 SH           DEFINED              2     0   13650      0
INTERLINK ELECTRS              COM           458751104     11522   275150 SH           DEFINED              3     0  275150      0
INTERMEDIA COMMUNICATIONS INC  COM           458801107       149     5024 SH           DEFINED              3     0    5024      0
INTERMEDIA COMMUNICATIONS INC  COM           458801107      3116   103650 SH           DEFINED             21     0  103650      0
INTERNAP NETWORK SVCS CORP     COM           45885A102       660    15900 SH           DEFINED              1     0   15900      0
INTERNAP NETWORK SVCS CORP     COM           45885A102       494    11900 SH           DEFINED              2     0   11900      0
INTERNAP NETWORK SVCS CORP     COM           45885A102      9461   227900 SH           DEFINED              3     0  227900      0
INTERNATIONAL BUSINESS MACHS   COM           459200101      9609    87700 SH           DEFINED              1     0   87700      0
INTERNATIONAL BUSINESS MACHS   COM           459200101     90827   829000 SH           DEFINED              2     0  829000      0
INTERNATIONAL BUSINESS MACHS   COM           459200101     78578   717200 SH           DEFINED              3     0  717200      0
INTERNATIONAL BUSINESS MACHS   COM           459200101      2627    23100 SH           DEFINED             21     0   23100      0
INTERNATIONAL FLAVORS&FRAGRANC COM           459506101       788    26100 SH           DEFINED              3     0   26100      0
INTERNATIONAL FIBERCOM INC     COM           45950T101       237     9300 SH           DEFINED              1     0    9300      0
INTERNATIONAL FIBERCOM INC     COM           45950T101      3104   121744 SH           DEFINED              3     0  121744      0
INTERNATIONAL GAME TECHNOLOGY  COM           459902102       345    13000 SH           DEFINED              3     0   13000      0
INTL PAPER CO                  COM           460146103       480    16100 SH           DEFINED              1     0   16100      0
INTL PAPER CO                  COM           460146103     18545   622049 SH           DEFINED              3     0  622049      0
INTERNATIONAL RECTIFIER CORP   COM           460254105       286     5114 SH           DEFINED              3     0    5114      0
INTERNATIONAL SPEEDWAY CORP    CL            460335201       397     9600 SH           DEFINED              3     0    9600      0
                                        A

INTERNET PICTURES CORP         COM           46059S101       212    14012 SH           DEFINED              1     0   14012      0
INTERNET PICTURES CORP         COM           46059S101      6332   418676 SH           DEFINED              3     0  418676      0
INTERPUBLIC GROUP COS INC      COM           460690100      3212    74700 SH           DEFINED              3     0   74700      0
INTERSTATE BAKERIES CORP DEL   COM           46072H108       167    11900 SH           DEFINED              3     0   11900      0
INTERTRUST TECHNOLOGIES CORP   COM           46113Q109      7382   359000 SH           DEFINED              3     0  359000      0
INTUIT                         COM           461202103      9268   224000 SH           DEFINED              3     0  224000      0
INVESTMENT TECHNOLOGY GRP NEW  COM           46145F105       238     5600 SH           DEFINED              3     0    5600      0
IOMEGA CORP                    COM           462030107       113    28128 SH           DEFINED              3     0   28128      0
IPALCO ENTERPRISES INC         COM           462613100       310    15400 SH           DEFINED              3     0   15400      0
IRON MTN INC PA                COM           462846106      2157    63453 SH           DEFINED              3     0   63453      0
ISHARES INC                    MSCI UTD      464286699      2135   112000 SH           DEFINED              3     0  112000      0
                               KINGD

ISHARES INC                    MSCI          464286707      1268    44000 SH           DEFINED              3     0   44000      0
                               FRANCE

ISHARES INC                    MSCI          464286749       752    47200 SH           DEFINED              3     0   47200      0
                               SWITZERLD

ISHARES INC                    MSCI          464286806      1188    49000 SH           DEFINED              3     0   49000      0
                               GERMAN

ISHARES INC                    MSCI          464286814       673    27000 SH           DEFINED              3     0   27000      0
                               NETHERLND

ISHARES INC                    MSCI          464286848      1853   122000 SH           DEFINED              3     0  122000      0
                               JAPAN

ISHARES INC                    MSCI          464286855       520    20000 SH           DEFINED              3     0   20000      0
                               ITALY

I2 TECHNOLOGIES INC            COM           465754109       287     2750 SH           DEFINED              3     0    2750      0
IVAX CORP                      COM           465823102      1166    28100 SH           DEFINED              3     0   28100      0
JDS UNIPHASE CORP              COM           46612J101      1439    12000 SH           DEFINED              1     0   12000      0
JDS UNIPHASE CORP              COM           46612J101     46326   386454 SH           DEFINED              2     0  386454      0
JDS UNIPHASE CORP              COM           46612J101     54160   451800 SH           DEFINED              3     0  451800      0
JABIL CIRCUIT INC              COM           466313103      1692    34100 SH           DEFINED              3     0   34100      0
JACOBS ENGR GROUP INC DEL      COM           469814107       229     7000 SH           DEFINED              3     0    7000      0
JEFFERIES GROUP INC NEW        COM           472319102      1892    93720 SH           DEFINED              3     0   93720      0
JEFFERSON PILOT CORP           COM           475070108      1464    25937 SH           DEFINED              3     0   25937      0
JOHNSON & JOHNSON              COM           478160104     58079   570100 SH           DEFINED              3     0  570100      0
JOHNSON & JOHNSON              COM           478160104      3760    35625 SH           DEFINED             21     0   35625      0
JOHNSON CTLS INC               COM           478366107      3956    77100 SH           DEFINED              1     0   77100      0
JOHNSON CTLS INC               COM           478366107      6435   125400 SH           DEFINED              2     0  125400      0
JOHNSON CTLS INC               COM           478366107     17944   349700 SH           DEFINED              3     0  349700      0
JONES APPAREL GROUP INC        COM           480074103       501    21303 SH           DEFINED              3     0   21303      0
JONES PHARMA INC               COM           480236108       218     5450 SH           DEFINED              1     0    5450      0
JONES PHARMA INC               COM           480236108      3024    75716 SH           DEFINED              3     0   75716      0
JUNIPER NETWORKS INC           COM           48203R104       408     2800 SH           DEFINED              1     0    2800      0
JUNIPER NETWORKS INC           COM           48203R104      1485    10200 SH           DEFINED              2     0   10200      0
JUNIPER NETWORKS INC           COM           48203R104     32722   224800 SH           DEFINED              3     0  224800      0
JUNIPER NETWORKS INC           SB NT CV      48203RAA2     49207 44520000 PRN          DEFINED              2     0 44520000     0
                               4.75%07

KLA-TENCOR CORP                COM           482480100      2665    45500 SH           DEFINED              3     0   45500      0
KLA-TENCOR CORP                COM           482480100      1841    30400 SH           DEFINED             21     0   30400      0
K MART CORP                    COM           482584109     16631  2441200 SH           DEFINED              2     0 2441200      0
K MART CORP                    COM           482584109       822   120700 SH           DEFINED              3     0  120700      0
KANA COMMUNICATIONS            COM           483600102       272     4400 SH           DEFINED              1     0    4400      0
KANA COMMUNICATIONS            COM           483600102     14336   231700 SH           DEFINED              3     0  231700      0
KANSAS CITY PWR & LT CO        COM           485134100       250    11100 SH           DEFINED              3     0   11100      0
KAUFMAN & BROAD HOME CORP      COM           486168107       332    16772 SH           DEFINED              3     0   16772      0
KEANE INC                      COM           486665102       272    12600 SH           DEFINED              3     0   12600      0
KEEBLER FOODS CO               COM           487256109      2207    57300 SH           DEFINED             21     0   57300      0
KELLOGG CO                     COM           487836108      2990   100500 SH           DEFINED              3     0  100500      0
KERR MCGEE CORP                COM           492386107      2864    48600 SH           DEFINED              1     0   48600      0
KERR MCGEE CORP                COM           492386107      1395    23676 SH           DEFINED              3     0   23676      0
KERR MCGEE CORP                SB DB CV      492386AP2      2278  1980000 PRN          DEFINED              2     0 1980000      0
                               5.25%10

KERR MCGEE CORP                SB DB CV      492386AP2     15531 13500000 PRN          DEFINED              4     0 13500000     0
                               5.25%10

KEY ENERGY SVCS INC            COM           492914106      1094   113627 SH           DEFINED              3     0  113627      0
KEYCORP NEW                    COM           493267108      1955   110900 SH           DEFINED              3     0  110900      0
KEYCORP NEW                    COM           493267108       217    12300 SH           DEFINED             21     0   12300      0
KEYNOTE SYS INC                COM           493308100       240     3400 SH           DEFINED              1     0    3400      0
KEYNOTE SYS INC                COM           493308100     14613   207100 SH           DEFINED              3     0  207100      0
KEYSPAN CORP                   COM           49337W100      2943    95700 SH           DEFINED              2     0   95700      0
KEYSPAN CORP                   COM           49337W100       741    24100 SH           DEFINED              3     0   24100      0
KEYSPAN CORP                   COM           49337W100     18945   616100 SH           DEFINED              4     0  616100      0
KEYSPAN CORP                   COM           49337W100      7830   251500 SH           DEFINED             21     0  251500      0
KIMBERLY CLARK CORP            COM           494368103      8124   141600 SH           DEFINED              1     0  141600      0
KIMBERLY CLARK CORP            COM           494368103     35739   622900 SH           DEFINED              2     0  622900      0
KIMBERLY CLARK CORP            COM           494368103     32873   572948 SH           DEFINED              3     0  572948      0
KINDER MORGAN INC KANS         COM           49455P101       710    20550 SH           DEFINED              3     0   20550      0
KING PHARMACEUTICALS INC       COM           495582108       203     4617 SH           DEFINED              3     0    4617      0
KNIGHT RIDDER INC              COM           499040103      4590    86300 SH           DEFINED              1     0   86300      0
KNIGHT RIDDER INC              COM           499040103     38125   716800 SH           DEFINED              2     0  716800      0
KNIGHT RIDDER INC              COM           499040103     26955   506800 SH           DEFINED              3     0  506800      0
KNIGHT TRADING GROUP INC       COM           499063105       321    10774 SH           DEFINED              1     0   10774      0
KNIGHT TRADING GROUP INC       COM           499063105       587    19700 SH           DEFINED              2     0   19700      0
KNIGHT TRADING GROUP INC       COM           499063105      6410   215000 SH           DEFINED              3     0  215000      0
KOHLS CORP                     COM           500255104     24102   433300 SH           DEFINED              3     0  433300      0
KONINKLIJKE PHILIPS ELECTRS NV SPON ADR      500472204     11197   235720 SH           DEFINED              1     0  235720      0
                               NEW

KONINKLIJKE PHILIPS ELECTRS NV SPON ADR      500472204    123682  2603836 SH           DEFINED              2     0 2603836      0
                               NEW

KONINKLIJKE PHILIPS ELECTRS NV SPON ADR      500472204     38232   804892 SH           DEFINED              3     0  804892      0
                               NEW

KOPIN CORP                     COM           500600101     11919   172119 SH           DEFINED              3     0  172119      0
KOREA TELECOM                  SPONSORED     50063P103       968    20000 SH           DEFINED             21     0   20000      0
                               ADR

KROGER CO                      COM           501044101      4565   206900 SH           DEFINED              3     0  206900      0
LG&E ENERGY CORP               COM           501917108       556    23300 SH           DEFINED              3     0   23300      0
LTV CORP NEW                   COM           501921100      1354   471100 SH           DEFINED              1     0  471100      0
LTV CORP NEW                   COM           501921100      7225  2513200 SH           DEFINED              3     0 2513200      0
LSI LOGIC CORP                 COM           502161102     13477   249000 SH           DEFINED              3     0  249000      0
LSI LOGIC CORP                 SUB NT CV     502161AB8     41979 11895000 PRN          DEFINED              2     0 11895000     0
                               144A04

LSI LOGIC CORP                 SB NT CV      502161AD4     10671  3030000 PRN          DEFINED              2     0 3030000      0
                               4.25%04

L-3 COMMUNICATIONS HLDGS INC   COM           502424104       337     5900 SH           DEFINED              3     0    5900      0
LAM RESEARCH CORP              COM           512807108       470    12537 SH           DEFINED              3     0   12537      0
LAM RESEARCH CORP              COM           512807108      1168    30250 SH           DEFINED             21     0   30250      0
LANDS END INC                  COM           515086106       227     6800 SH           DEFINED              3     0    6800      0
LATTICE SEMICONDUCTOR CORP     COM           518415104       328     4747 SH           DEFINED              3     0    4747      0
LEAP WIRELESS INTL INC         COM           521863100      7173   152610 SH           DEFINED              3     0  152610      0
LEAR CORP                      COM           521865105       218    10900 SH           DEFINED              1     0   10900      0
LEAR CORP                      COM           521865105      3004   150200 SH           DEFINED              3     0  150200      0
LEE ENTERPRISES INC            COM           523768109       292    12508 SH           DEFINED              3     0   12508      0
LEGATO SYS INC                 COM           524651106       236    15600 SH           DEFINED              3     0   15600      0
LEGGETT & PLATT INC            COM           524660107       804    48700 SH           DEFINED              3     0   48700      0
LEGG MASON INC                 COM           524901105       565    11300 SH           DEFINED              3     0   11300      0
LEHMAN BROS HLDGS INC          COM           524908100      1608    17000 SH           DEFINED              2     0   17000      0
LEHMAN BROS HLDGS INC          COM           524908100     31196   329900 SH           DEFINED              3     0  329900      0
LEVEL 3 COMMUNICATIONS INC     COM           52729N100      1628    18500 SH           DEFINED              2     0   18500      0
LEVEL 3 COMMUNICATIONS INC     COM           52729N100     31522   358200 SH           DEFINED              3     0  358200      0
LEVEL 3 COMMUNICATIONS INC     COM           52729N100      4134    46100 SH           DEFINED             21     0   46100      0
LEXICON GENETICS INC           COM           528872104      3163    92000 SH           DEFINED              3     0   92000      0
LEXMARK INTL GROUP INC         CL            529771107       639     9500 SH           DEFINED              1     0    9500      0
                                        A

LEXMARK INTL GROUP INC         CL            529771107     60243   895800 SH           DEFINED              2     0  895800      0
                                        A

LEXMARK INTL GROUP INC         CL            529771107     28164   418800 SH           DEFINED              3     0  418800      0
                                        A

LIBERATE TECHNOLOGIES          COM           530129105      5736   195700 SH           DEFINED              3     0  195700      0
LIGHTPATH TECHNOLOGIES INC     CL            532257102      4045   101600 SH           DEFINED              3     0  101600      0
                                        A

LILLY ELI & CO                 COM           532457108      1708    17100 SH           DEFINED              2     0   17100      0
LILLY ELI & CO                 COM           532457108     71890   719800 SH           DEFINED              3     0  719800      0
LIMITED INC                    COM           532716107      2305   106580 SH           DEFINED              3     0  106580      0
LINCARE HLDGS INC              COM           532791100       236     9600 SH           DEFINED              3     0    9600      0
LINCOLN NATL CORP IND          COM           534187109      4071   112700 SH           DEFINED              1     0  112700      0
LINCOLN NATL CORP IND          COM           534187109     40619  1124400 SH           DEFINED              2     0 1124400      0
LINCOLN NATL CORP IND          COM           534187109     18146   502300 SH           DEFINED              3     0  502300      0
LINCOLN NATL CORP IND          COM           534187109       409    11325 SH           DEFINED             21     0   11325      0
LINEAR TECHNOLOGY CORP         COM           535678106     39814   622700 SH           DEFINED              3     0  622700      0
LITTON INDS INC                COM           538021106       344     8200 SH           DEFINED              3     0    8200      0
LIZ CLAIBORNE INC              COM           539320101     26156   742000 SH           DEFINED              2     0  742000      0
LIZ CLAIBORNE INC              COM           539320101       518    14700 SH           DEFINED              3     0   14700      0
LOCKHEED MARTIN CORP           COM           539830109      2436    98176 SH           DEFINED              3     0   98176      0
LOEWS CORP                     COM           540424108      2625    43750 SH           DEFINED              1     0   43750      0
LOEWS CORP                     COM           540424108     43386   723100 SH           DEFINED              2     0  723100      0
LOEWS CORP                     COM           540424108     20064   334400 SH           DEFINED              3     0  334400      0
LONGS DRUG STORES CORP         COM           543162101       213     9800 SH           DEFINED              3     0    9800      0
LONGVIEW FIBRE CO              COM           543213102       162    14688 SH           DEFINED              3     0   14688      0
LOUISIANA PAC CORP             COM           546347105       287    26400 SH           DEFINED              3     0   26400      0
LOWES COS INC                  COM           548661107      7305   177900 SH           DEFINED              3     0  177900      0
LUBRIZOL CORP                  COM           549271104       204     9700 SH           DEFINED              3     0    9700      0
LUCENT TECHNOLOGIES INC        COM           549463107     25661   433100 SH           DEFINED              2     0  433100      0
LUCENT TECHNOLOGIES INC        COM           549463107     55058   929248 SH           DEFINED              3     0  929248      0
LUCENT TECHNOLOGIES INC        COM           549463107      6642   109400 SH           DEFINED             21     0  109400      0
LYONDELL CHEMICAL CO           COM           552078107       355    21200 SH           DEFINED              3     0   21200      0
MBIA INC                       COM           55262C100      3441    71400 SH           DEFINED              1     0   71400      0
MBIA INC                       COM           55262C100     42723   886600 SH           DEFINED              2     0  886600      0
MBIA INC                       COM           55262C100     18311   380000 SH           DEFINED              3     0  380000      0
MBNA CORP                      COM           55262L100      8979   331027 SH           DEFINED              3     0  331027      0
MCN ENERGY GROUP INC           COM           55267J100       329    15400 SH           DEFINED              3     0   15400      0
MCN ENERGY GROUP INC           COM           55267J100      2394   112000 SH           DEFINED             21     0  112000      0
MGC COMMUNICATIONS INC         COM           552763302       306     5100 SH           DEFINED              1     0    5100      0
MGC COMMUNICATIONS INC         COM           552763302      6533   109000 SH           DEFINED              3     0  109000      0
MGIC INVT CORP WIS             COM           552848103      1192    26200 SH           DEFINED              3     0   26200      0
MMC NETWORKS INC               COM           55308N102      3917    73300 SH           DEFINED              3     0   73300      0
MRV COMMUNICATIONS INC         COM           553477100       344     5108 SH           DEFINED              3     0    5108      0
MACROMEDIA INC                 COM           556100105      3568    36900 SH           DEFINED              3     0   36900      0
MACRONIX INTL LTD              SPONSORED     556103109       505    19760 SH           DEFINED             21     0   19760      0
                               ADR

MAGIC SOFTWARE ENTERPRISES LTD ORD           559166103       246    23000 SH           DEFINED             21     0   23000      0
MALLINCKRODT INC NEW           COM           561232109       738    17000 SH           DEFINED              3     0   17000      0
MANDALAY RESORT GROUP          COM           562567107       326    16300 SH           DEFINED              3     0   16300      0
MANOR CARE INC NEW             COM           564055101       179    25550 SH           DEFINED              3     0   25550      0
MANPOWER INC                   COM           56418H100       438    13700 SH           DEFINED              3     0   13700      0
MARCHFIRST INC                 COM           566244109       482    26400 SH           DEFINED              3     0   26400      0
MARIMBA INC                    COM           56781Q109      2906   208500 SH           DEFINED              3     0  208500      0
MARK IV INDS INC               COM           570387100       267    12805 SH           DEFINED              3     0   12805      0
MARSH & MCLENNAN COS INC       COM           571748102       475     4550 SH           DEFINED              1     0    4550      0
MARSH & MCLENNAN COS INC       COM           571748102     83764   802050 SH           DEFINED              2     0  802050      0
MARSH & MCLENNAN COS INC       COM           571748102     25018   239550 SH           DEFINED              3     0  239550      0
MARSH & MCLENNAN COS INC       COM           571748102       311     2980 SH           DEFINED             21     0    2980      0
MARSHALL & ILSLEY CORP         COM           571834100       776    18700 SH           DEFINED              3     0   18700      0
MARRIOTT INTL INC NEW          CL            571903202      2139    59300 SH           DEFINED              3     0   59300      0
                                        A

MARTIN MARIETTA MATLS INC      COM           573284106      4929   121900 SH           DEFINED              3     0  121900      0
MASCO CORP                     COM           574599106      2001   110800 SH           DEFINED              3     0  110800      0
MASCO CORP                     COM           574599106       217    12000 SH           DEFINED             21     0   12000      0
MASTEC INC                     COM           576323109      3845   100685 SH           DEFINED              3     0  100685      0
MASTEC INC                     COM           576323109      3727    95300 SH           DEFINED             21     0   95300      0
MATRIXONE INC                  COM           57685P304      7195   177100 SH           DEFINED              3     0  177100      0
MATTEL INC                     COM           577081102      1376   104325 SH           DEFINED              3     0  104325      0
MAXIM INTEGRATED PRODS INC     COM           57772K101      8316   122400 SH           DEFINED              3     0  122400      0
MAXIM PHARMACEUTICALS INC      COM           57772M107       719    14000 SH           DEFINED              2     0   14000      0
MAXIM PHARMACEUTICALS INC      COM           57772M107      7845   152700 SH           DEFINED              3     0  152700      0
MAY DEPT STORES CO             COM           577778103      1980    82500 SH           DEFINED              3     0   82500      0
MAYTAG CORP                    COM           578592107       771    20900 SH           DEFINED              3     0   20900      0
MCCORMICK & CO INC             COM NON       579780206       403    12400 SH           DEFINED              3     0   12400      0
                               VTG

MCDERMOTT INTL INC             COM           580037109       130    14800 SH           DEFINED              3     0   14800      0
MCDONALDS CORP                 COM           580135101     10892   330700 SH           DEFINED              3     0  330700      0
MCDONALDS CORP                 COM           580135101      2894    84850 SH           DEFINED             21     0   84850      0
MCGRAW HILL COS INC            COM           580645109      4882    90400 SH           DEFINED              1     0   90400      0
MCGRAW HILL COS INC            COM           580645109      2624    48600 SH           DEFINED              3     0   48600      0
MCGRAW HILL COS INC            COM           580645109      2246    40300 SH           DEFINED             21     0   40300      0
MCK COMMUNICATIONS INC         COM           581243102      2206    95400 SH           DEFINED              3     0   95400      0
MCKESSON HBOC INC              COM           58155Q103      1462    69826 SH           DEFINED              3     0   69826      0
MCLEODUSA INC                  CL            582266102       509    24600 SH           DEFINED              1     0   24600      0
                                        A

MCLEODUSA INC                  CL            582266102      1729    83600 SH           DEFINED              2     0   83600      0
                                        A

MCLEODUSA INC                  CL            582266102     28909  1397400 SH           DEFINED              3     0 1397400      0
                                        A

MCLEODUSA INC                  CL            582266102      7184   342900 SH           DEFINED             21     0  342900      0
                                        A

MEAD CORP                      COM           582834107       644    25500 SH           DEFINED              3     0   25500      0
MEDIA GEN INC                  CL            584404107       214     4400 SH           DEFINED              3     0    4400      0
                                        A

MEDIAONE GROUP INC             COM           58440J104     10066   151800 SH           DEFINED              3     0  151800      0
MEDIA METRIX INC               COM           58440X103      1663    65367 SH           DEFINED              3     0   65367      0
MEDICAL MANAGER CORP NEW       COM           58461U103      4581   134500 SH           DEFINED              3     0  134500      0
MEDIMMUNE INC                  COM           584699102      1066    14400 SH           DEFINED              2     0   14400      0
MEDIMMUNE INC                  COM           584699102     38134   515325 SH           DEFINED              3     0  515325      0
MEDIMMUNE INC                  COM           584699102       756    10050 SH           DEFINED             21     0   10050      0
MEDTRONIC INC                  COM           585055106     19930   400100 SH           DEFINED              3     0  400100      0
MELLON FINL CORP               COM           58551A108     31329   859800 SH           DEFINED              2     0  859800      0
MELLON FINL CORP               COM           58551A108      5604   153800 SH           DEFINED              3     0  153800      0
MELLON FINL CORP               COM           58551A108      5671   151440 SH           DEFINED             21     0  151440      0
MENS WEARHOUSE INC             COM           587118100      3045   136452 SH           DEFINED              3     0  136452      0
MENTOR GRAPHICS CORP           COM           587200106       360    18094 SH           DEFINED              3     0   18094      0
MERCANTILE BANKSHARES CORP     COM           587405101       365    12250 SH           DEFINED              3     0   12250      0
MERCK & CO INC                 COM           589331107      1448    18900 SH           DEFINED              1     0   18900      0
MERCK & CO INC                 COM           589331107     52488   685000 SH           DEFINED              2     0  685000      0
MERCK & CO INC                 COM           589331107     77966  1017500 SH           DEFINED              3     0 1017500      0
MERCK & CO INC                 COM           589331107      3911    49200 SH           DEFINED             21     0   49200      0
MERCURY INTERACTIVE CORP       COM           589405109       300     3100 SH           DEFINED              1     0    3100      0
MERCURY INTERACTIVE CORP       COM           589405109      2999    30999 SH           DEFINED              3     0   30999      0
MEREDITH CORP                  COM           589433101       432    12800 SH           DEFINED              3     0   12800      0
MERITOR AUTOMOTIVE INC         COM           59000G100       123    11200 SH           DEFINED              3     0   11200      0
MERRILL LYNCH & CO INC         COM           590188108     44827   389800 SH           DEFINED              2     0  389800      0
MERRILL LYNCH & CO INC         COM           590188108     24760   215300 SH           DEFINED              3     0  215300      0
MERRILL LYNCH & CO INC         COM           590188108      1104     9300 SH           DEFINED             21     0    9300      0
METHODE ELECTRS INC            CL            591520200       220     5700 SH           DEFINED              1     0    5700      0
                                        A

METHODE ELECTRS INC            CL            591520200      2945    76252 SH           DEFINED              3     0   76252      0
                                        A

METRIS COS INC                 COM           591598107      3242   129036 SH           DEFINED              3     0  129036      0
METROMEDIA FIBER NETWORK INC   CL            591689104     12684   319600 SH           DEFINED              3     0  319600      0
                                        A

METROMEDIA FIBER NETWORK INC   CL            591689104      3055    76000 SH           DEFINED             21     0   76000      0
                                        A

MICREL INC                     COM           594793101       261     6000 SH           DEFINED              1     0    6000      0
MICREL INC                     COM           594793101      5013   115400 SH           DEFINED              3     0  115400      0
MICROSOFT CORP                 COM           594918104     32464   405800 SH           DEFINED              2     0  405800      0
MICROSOFT CORP                 COM           594918104    121792  1522400 SH           DEFINED              3     0 1522400      0
MICROSOFT CORP                 COM           594918104      3092    36900 SH           DEFINED             21     0   36900      0
MICROVISION INC WASH           COM           594960106      5067   103400 SH           DEFINED              3     0  103400      0
MICROSTRATEGY INC              CL            594972101       256     8541 SH           DEFINED              3     0    8541      0
                                        A

MICROCHIP TECHNOLOGY INC       COM           595017104       819    14050 SH           DEFINED              3     0   14050      0
MICROMUSE INC                  COM           595094103      4068    24583 SH           DEFINED              3     0   24583      0
MICRON TECHNOLOGY INC          COM           595112103     30267   343700 SH           DEFINED              2     0  343700      0
MICRON TECHNOLOGY INC          COM           595112103     28515   323800 SH           DEFINED              3     0  323800      0
MICRON TECHNOLOGY INC          COM           595112103      1709    18700 SH           DEFINED             21     0   18700      0
MILLENNIUM PHARMACEUTICALS INC COM           599902103       201     1800 SH           DEFINED              1     0    1800      0
MILLENNIUM PHARMACEUTICALS INC COM           599902103       951     8500 SH           DEFINED              2     0    8500      0
MILLENNIUM PHARMACEUTICALS INC COM           599902103     15331   137034 SH           DEFINED              3     0  137034      0
MILLENNIUM CHEMICALS INC       COM           599903101      4624   272000 SH           DEFINED              3     0  272000      0
MILLER HERMAN INC              COM           600544100       367    14200 SH           DEFINED              3     0   14200      0
MILLIPORE CORP                 COM           601073109       844    11200 SH           DEFINED              3     0   11200      0
MINERALS TECHNOLOGIES INC      COM           603158106       256     5560 SH           DEFINED              3     0    5560      0
MINIMED INC                    COM           60365K108       673     5700 SH           DEFINED              3     0    5700      0
MINNESOTA MNG & MFG CO         COM           604059105     29585   358600 SH           DEFINED              2     0  358600      0
MINNESOTA MNG & MFG CO         COM           604059105      8077    97900 SH           DEFINED              3     0   97900      0
MINNESOTA PWR INC              COM           604110106       230    13300 SH           DEFINED              3     0   13300      0
MIPS TECHNOLOGIES INC          CL            604567107       276     6500 SH           DEFINED              1     0    6500      0
                                        A

MIPS TECHNOLOGIES INC          CL            604567107      1199    28200 SH           DEFINED              2     0   28200      0
                                        A

MIPS TECHNOLOGIES INC          CL            604567107     20682   486632 SH           DEFINED              3     0  486632      0
                                        A

MODEM MEDIA INC                CL            607533106      4023   323449 SH           DEFINED              3     0  323449      0
                                        A

MODINE MFG CO                  COM           607828100       206     7623 SH           DEFINED              3     0    7623      0
MODIS PROFESSIONAL SVCS INC    COM           607830106       154    17400 SH           DEFINED              3     0   17400      0
MOHAWK INDS INC                COM           608190104       211     9700 SH           DEFINED              3     0    9700      0
MOLEX INC                      COM           608554101       776    16125 SH           DEFINED              2     0   16125      0
MOLEX INC                      COM           608554101     10840   225250 SH           DEFINED              3     0  225250      0
MONSANTO CO                    ADJ CONVR     611662305     63327  1399500 SH           DEFINED              2     0 1399500      0
                               RATE

MONSANTO CO                    ADJ CONVR     611662305      6131   135500 SH           DEFINED              3     0  135500      0
                               RATE

MONTANA POWER CO               COM           612085100     15527   439700 SH           DEFINED              2     0  439700      0
MONTANA POWER CO               COM           612085100      4273   121000 SH           DEFINED              3     0  121000      0
MONTANA POWER CO               COM           612085100     17271   489100 SH           DEFINED              4     0  489100      0
MONTANA POWER CO               COM           612085100      2119    60000 SH           DEFINED             21     0   60000      0
MORGAN J P & CO INC            COM           616880100      4427    40200 SH           DEFINED              3     0   40200      0
MORGAN STANLEY DEAN WITTER&CO  COM           617446448      9491   114000 SH           DEFINED              1     0  114000      0
                               NEW

MORGAN STANLEY DEAN WITTER&CO  COM           617446448     61447   738100 SH           DEFINED              2     0  738100      0
                               NEW

MORGAN STANLEY DEAN WITTER&CO  COM           617446448     88563  1063814 SH           DEFINED              3     0 1063814      0
                               NEW

MORGAN STANLEY DEAN WITTER&CO  COM           617446448       326     3920 SH           DEFINED             21     0    3920      0
                               NEW

MOTOROLA INC                   COM           620076109     31675  1089900 SH           DEFINED              2     0 1089900      0
MOTOROLA INC                   COM           620076109     20417   702535 SH           DEFINED              3     0  702535      0
MOTOROLA INC                   COM           620076109      8937   307500 SH           DEFINED              4     0  307500      0
MURPHY OIL CORP                COM           626717102       874    14700 SH           DEFINED              2     0   14700      0
MURPHY OIL CORP                COM           626717102      9962   167600 SH           DEFINED              3     0  167600      0
MUTUAL RISK MGMT LTD           COM           628351108      2467   142500 SH           DEFINED              3     0  142500      0
MYLAN LABS INC                 COM           628530107       425    23300 SH           DEFINED              3     0   23300      0
MYRIAD GENETICS INC            COM           62855J104      2488    16800 SH           DEFINED              3     0   16800      0
NCR CORP NEW                   COM           62886E108       931    23900 SH           DEFINED              3     0   23900      0
NTL INC                        COM           629407107       521     8700 SH           DEFINED              2     0    8700      0
NTL INC                        COM           629407107     17290   288776 SH           DEFINED              3     0  288776      0
NABISCO GROUP HLDG CORP        COM           62952P102     16221   625400 SH           DEFINED              3     0  625400      0
NABORS INDS INC                COM           629568106       557    13400 SH           DEFINED              1     0   13400      0
NABORS INDS INC                COM           629568106      1276    30700 SH           DEFINED              2     0   30700      0
NABORS INDS INC                COM           629568106     17070   410695 SH           DEFINED              3     0  410695      0
NATIONAL CITY CORP             COM           635405103      2609   152900 SH           DEFINED              3     0  152900      0
NATIONAL COMM BANCORP          COM           635449101       312    19400 SH           DEFINED              3     0   19400      0
NATIONAL FUEL GAS CO N J       COM           636180101       341     7000 SH           DEFINED              3     0    7000      0
NATIONAL SEMICONDUCTOR CORP    COM           637640103      2412    42500 SH           DEFINED              3     0   42500      0
NATIONAL SVC INDS INC          COM           637657107       197    10100 SH           DEFINED              3     0   10100      0
NAVISTAR INTL CORP NEW         COM           63934E108       487    15670 SH           DEFINED              3     0   15670      0
NAVIGANT CONSULTING INC        COM           63935N107        48    11273 SH           DEFINED              3     0   11273      0
NEIMAN MARCUS GROUP INC        CL            640204202       266     8800 SH           DEFINED              3     0    8800      0
                                        A

NEON SYS INC                   COM           640509105      1682    89700 SH           DEFINED              3     0   89700      0
NETBANK INC                    COM           640933107      3346   269000 SH           DEFINED              3     0  269000      0
NETWORKS ASSOCS INC            COM           640938106       508    24950 SH           DEFINED              3     0   24950      0
NETRO CORP                     COM           64114R109       384     6700 SH           DEFINED              1     0    6700      0
NETRO CORP                     COM           64114R109      7814   136200 SH           DEFINED              3     0  136200      0
NETIQ CORP                     COM           64115P102      4770    80000 SH           DEFINED              3     0   80000      0
NETWORK APPLIANCE INC          COM           64120L104     17203   213700 SH           DEFINED              3     0  213700      0
NEW CENTURY ENERGIES INC       COM           64352U103       861    28700 SH           DEFINED              3     0   28700      0
NEW FOCUS INC                  COM           644383101      5141    62600 SH           DEFINED              3     0   62600      0
NEW YORK TIMES CO              CL            650111107     35092   888400 SH           DEFINED              2     0  888400      0
                                        A

NEW YORK TIMES CO              CL            650111107      1679    42500 SH           DEFINED              3     0   42500      0
                                        A

NEWELL RUBBERMAID INC          COM           651229106      1698    65944 SH           DEFINED              3     0   65944      0
NEWFIELD EXPL CO               COM           651290108       309     7900 SH           DEFINED              1     0    7900      0
NEWFIELD EXPL CO               COM           651290108      4071   104056 SH           DEFINED              3     0  104056      0
NEWMONT MINING CORP            COM           651639106       899    41557 SH           DEFINED              3     0   41557      0
NEWPORT NEWS SHIPBUILDING INC  COM           652228107       321     8738 SH           DEFINED              3     0    8738      0
NEWS CORP LTD                  ADR           652487703      4545    83400 SH           DEFINED              3     0   83400      0
                               NEW

NEWS CORP LTD                  ADR           652487703     15566   283500 SH           DEFINED             21     0  283500      0
                               NEW

NEWS CORP LTD                  SP ADR        652487802      6441   135600 SH           DEFINED              1     0  135600      0
                               PFD

NEWS CORP LTD                  SP ADR        652487802     89476  1883700 SH           DEFINED              2     0 1883700      0
                               PFD

NEWS CORP LTD                  SP ADR        652487802     59038  1242900 SH           DEFINED              3     0 1242900      0
                               PFD

NEXTEL COMMUNICATIONS INC      CL            65332V103      1664    27200 SH           DEFINED              2     0   27200      0
                                        A

NEXTEL COMMUNICATIONS INC      CL            65332V103     38542   629900 SH           DEFINED              3     0  629900      0
                                        A

NEXTEL PARTNERS INC            CL            65333F107      9808   301200 SH           DEFINED              3     0  301200      0
                                        A

NEXTLINK COMMUNICATIONS INC    CL            65333H707       315     8300 SH           DEFINED              1     0    8300      0
                                        A

NEXTLINK COMMUNICATIONS INC    CL            65333H707      1115    29400 SH           DEFINED              2     0   29400      0
                                        A

NEXTLINK COMMUNICATIONS INC    CL            65333H707     26837   707395 SH           DEFINED              3     0  707395      0
                                        A

NEXTLINK COMMUNICATIONS INC    CL            65333H707      6478   168600 SH           DEFINED             21     0  168600      0
                                        A

NIAGARA MOHAWK HLDGS INC       COM           653520106       613    44000 SH           DEFINED              3     0   44000      0
NICOR INC                      COM           654086107      3018    92500 SH           DEFINED              2     0   92500      0
NICOR INC                      COM           654086107      1719    52700 SH           DEFINED              3     0   52700      0
NICOR INC                      COM           654086107     20531   629300 SH           DEFINED              4     0  629300      0
NICOR INC                      COM           654086107      1762    54000 SH           DEFINED             21     0   54000      0
NIKE INC                       CL            654106103      2723    68400 SH           DEFINED              3     0   68400      0
                                        B

NIPPON TELEG & TEL CORP        SPONSORED     654624105      1949    28500 SH           DEFINED              2     0   28500      0
                               ADR

NIPPON TELEG & TEL CORP        SPONSORED     654624105     13265   194000 SH           DEFINED              4     0  194000      0
                               ADR

NISOURCE INC                   COM           65473P105       406    21800 SH           DEFINED              3     0   21800      0
NOBLE AFFILIATES INC           COM           654894104       373    10000 SH           DEFINED              3     0   10000      0
NOKIA CORP                     SPONSORED     654902204     65638  1314400 SH           DEFINED              2     0 1314400      0
                               ADR

NOKIA CORP                     SPONSORED     654902204     57995  1161350 SH           DEFINED              3     0 1161350      0
                               ADR

NOKIA CORP                     SPONSORED     654902204     18861   377700 SH           DEFINED              4     0  377700      0
                               ADR

NOKIA CORP                     SPONSORED     654902204     18382   363600 SH           DEFINED             21     0  363600      0
                               ADR

NOBLE DRILLING CORP            COM           655042109      1100    26700 SH           DEFINED              2     0   26700      0
NOBLE DRILLING CORP            COM           655042109     12953   314500 SH           DEFINED              3     0  314500      0
NORDSON CORP                   COM           655663102       221     4371 SH           DEFINED              3     0    4371      0
NORDSTROM INC                  COM           655664100       806    33400 SH           DEFINED              3     0   33400      0
NORFOLK SOUTHERN CORP          COM           655844108      1409    94700 SH           DEFINED              3     0   94700      0
NORTEL NETWORKS CORP NEW       COM           656568102     21404   313608 SH           DEFINED              2     0  313608      0
NORTEL NETWORKS CORP NEW       COM           656568102     86571  1268440 SH           DEFINED              3     0 1268440      0
NORTEL NETWORKS CORP NEW       COM           656568102      1274    17822 SH           DEFINED             21     0   17822      0
NORTH FORK BANCORPORATION NY   COM           659424105       473    31250 SH           DEFINED              3     0   31250      0
NORTHEAST OPTIC NETWORK INC    COM           664334109      2806    45540 SH           DEFINED              3     0   45540      0
NORTHEAST UTILS                COM           664397106       581    26700 SH           DEFINED              3     0   26700      0
NORTHN STS PWR CO MINN         COM           665772109       775    38400 SH           DEFINED              3     0   38400      0
NORTHROP GRUMMAN CORP          COM           666807102      3534    53350 SH           DEFINED              1     0   53350      0
NORTHROP GRUMMAN CORP          COM           666807102     16695   252000 SH           DEFINED              3     0  252000      0
NOVA CORP GA                   COM           669784100       349    12500 SH           DEFINED              3     0   12500      0
NOVELL INC                     COM           670006105      2348   253800 SH           DEFINED              1     0  253800      0
NOVELL INC                     COM           670006105     15272  1651000 SH           DEFINED              2     0 1651000      0
NOVELL INC                     COM           670006105     15960  1725400 SH           DEFINED              3     0 1725400      0
NOVELLUS SYS INC               COM           670008101      1239    21900 SH           DEFINED              2     0   21900      0
NOVELLUS SYS INC               COM           670008101     15215   269000 SH           DEFINED              3     0  269000      0
NOVOSTE CORP                   COM           67010C100       305     5000 SH           DEFINED              1     0    5000      0
NOVOSTE CORP                   COM           67010C100      1391    22800 SH           DEFINED              2     0   22800      0
NOVOSTE CORP                   COM           67010C100     15396   252400 SH           DEFINED              3     0  252400      0
NSTAR                          COM           67019E107       411    10100 SH           DEFINED              3     0   10100      0
NUCOR CORP                     COM           670346105     24389   734900 SH           DEFINED              2     0  734900      0
NUCOR CORP                     COM           670346105       717    21600 SH           DEFINED              3     0   21600      0
NVIDIA CORP                    COM           67066G104       936    14730 SH           DEFINED              3     0   14730      0
OGE ENERGY CORP                COM           670837103      1628    88000 SH           DEFINED              3     0   88000      0
OTG SOFTWARE INC               COM           671059103      3693   129300 SH           DEFINED              3     0  129300      0
OAK TECHNOLOGY INC             COM           671802106     10046   465900 SH           DEFINED              3     0  465900      0
OCCIDENTAL PETE CORP DEL       COM           674599105      1921    91200 SH           DEFINED              3     0   91200      0
OCEAN ENERGY INC TEX           COM           67481E106       427    30118 SH           DEFINED              3     0   30118      0
OFFICE DEPOT INC               COM           676220106       510    81600 SH           DEFINED              3     0   81600      0
OFFICEMAX INC                  COM           67622M108       160    32067 SH           DEFINED              3     0   32067      0
OGDEN CORP                     COM           676346109       127    14100 SH           DEFINED              3     0   14100      0
OHIO CAS CORP                  COM           677240103       181    17064 SH           DEFINED              3     0   17064      0
OLD KENT FINL CORP             COM           679833103       924    34545 SH           DEFINED              3     0   34545      0
OLD REP INTL CORP              COM           680223104       351    21300 SH           DEFINED              3     0   21300      0
OLIN CORP                      COM PAR       680665205       203    12299 SH           DEFINED              3     0   12299      0
                                       $1

OMNICARE INC                   COM           681904108       146    16100 SH           DEFINED              1     0   16100      0
OMNICARE INC                   COM           681904108      2013   222100 SH           DEFINED              3     0  222100      0
OMNICOM GROUP INC              COM           681919106       998    11200 SH           DEFINED              2     0   11200      0
OMNICOM GROUP INC              COM           681919106     18383   206400 SH           DEFINED              3     0  206400      0
OMNICOM GROUP INC              SB DB CV      681919AE6     12703  4485000 PRN          DEFINED              2     0 4485000      0
                               4.25%07

ONEOK INC NEW                  COM           682680103       285    10995 SH           DEFINED              3     0   10995      0
ONVIA COM INC                  COM           68338T106       826    95800 SH           DEFINED              3     0   95800      0
ONYX SOFTWARE CORP             COM           683402101      3307   111400 SH           DEFINED              3     0  111400      0
ORACLE CORP                    COM           68389X105      3161    37600 SH           DEFINED              2     0   37600      0
ORACLE CORP                    COM           68389X105    133586  1589124 SH           DEFINED              3     0 1589124      0
ORACLE CORP                    COM           68389X105      3502    40200 SH           DEFINED             21     0   40200      0
O REILLY AUTOMOTIVE INC        COM           686091109      2631   189600 SH           DEFINED              3     0  189600      0
OUTBACK STEAKHOUSE INC         COM           689899102       410    14000 SH           DEFINED              3     0   14000      0
OVERSEAS SHIPHOLDING GROUP INC COM           690368105       215     8719 SH           DEFINED              3     0    8719      0
OWENS CORNING                  COM           69073F103       126    13600 SH           DEFINED              3     0   13600      0
OWENS ILL INC                  COM           690768403       435    37200 SH           DEFINED              3     0   37200      0
                               NEW

OXFORD HEALTH PLANS INC        COM           691471106     34645  1454900 SH           DEFINED              2     0 1454900      0
OXFORD HEALTH PLANS INC        COM           691471106       352    14800 SH           DEFINED              3     0   14800      0
PECO ENERGY CO                 COM           693304107      1693    42000 SH           DEFINED              3     0   42000      0
PECO ENERGY CO                 COM           693304107      3588    89000 SH           DEFINED             21     0   89000      0
PG&E CORP                      COM           69331C108      2344    95200 SH           DEFINED              3     0   95200      0
PE CORP                        COM PE BIO    69332S102      1324    20100 SH           DEFINED              2     0   20100      0
                               GRP

PE CORP                        COM PE BIO    69332S102     17938   272300 SH           DEFINED              3     0  272300      0
                               GRP

PE CORP                        CELERA GEN    69332S201       501     5354 SH           DEFINED              3     0    5354      0
                               GRP

PMC-SIERRA INC                 COM           69344F106      1422     8000 SH           DEFINED              1     0    8000      0
PMC-SIERRA INC                 COM           69344F106      2470    13900 SH           DEFINED              2     0   13900      0
PMC-SIERRA INC                 COM           69344F106     45257   254700 SH           DEFINED              3     0  254700      0
PMI GROUP INC                  COM           69344M101       375     7900 SH           DEFINED              3     0    7900      0
PNC FINL SVCS GROUP INC        COM           693475105       530    11300 SH           DEFINED              1     0   11300      0
PNC FINL SVCS GROUP INC        COM           693475105     45834   977800 SH           DEFINED              2     0  977800      0
PNC FINL SVCS GROUP INC        COM           693475105     25355   540900 SH           DEFINED              3     0  540900      0
PNC FINL SVCS GROUP INC        COM           693475105      1545    32300 SH           DEFINED             21     0   32300      0
PPG INDS INC                   COM           693506107      3461    78100 SH           DEFINED              1     0   78100      0
PPG INDS INC                   COM           693506107     32813   740500 SH           DEFINED              2     0  740500      0
PPG INDS INC                   COM           693506107     21248   479500 SH           DEFINED              3     0  479500      0
PPL CORP                       COM           69351T106      4102   187000 SH           DEFINED              1     0  187000      0
PPL CORP                       COM           69351T106       781    35591 SH           DEFINED              3     0   35591      0
PRI AUTOMATION INC             COM           69357H106      2816    43066 SH           DEFINED              3     0   43066      0
PSS WORLD MED INC              COM           69366A100       135    20100 SH           DEFINED              3     0   20100      0
PACCAR INC                     COM           693718108       769    19380 SH           DEFINED              3     0   19380      0
PACIFIC CENTY FINL CORP        COM           694058108       209    14300 SH           DEFINED              3     0   14300      0
PACIFIC SUNWEAR CALIF INC      COM           694873100      3589   191387 SH           DEFINED              3     0  191387      0
PACIFICARE HEALTH SYS DEL      COM           695112102       379     6298 SH           DEFINED              3     0    6298      0
PACKARD BIOSCIENCE INC         COM           695172205      1241    73000 SH           DEFINED              3     0   73000      0
PACKETEER INC                  COM           695210104      3775   129600 SH           DEFINED              3     0  129600      0
PACTIV CORP                    COM           695257105       335    42500 SH           DEFINED              3     0   42500      0
PAGING NETWORK INC             COM           695542100         7    10000 SH           DEFINED              3     0   10000      0
PAINE WEBBER GROUP INC         COM           695629105      1611    35400 SH           DEFINED              3     0   35400      0
PALL CORP                      COM           696429307       569    30733 SH           DEFINED              3     0   30733      0
PANAMSAT CORP NEW              COM           697933109      5243   120000 SH           DEFINED              3     0  120000      0
PARADYNE NETWORKS INC          COM           69911G107       247     7600 SH           DEFINED              1     0    7600      0
PARADYNE NETWORKS INC          COM           69911G107      7649   234900 SH           DEFINED              3     0  234900      0
PARAMETRIC TECHNOLOGY CORP     COM           699173100       750    68200 SH           DEFINED              3     0   68200      0
PARK PL ENTMT CORP             COM           700690100       667    54700 SH           DEFINED              3     0   54700      0
PARKER HANNIFIN CORP           COM           701094104      4740   138400 SH           DEFINED              1     0  138400      0
PARKER HANNIFIN CORP           COM           701094104     15193   443602 SH           DEFINED              3     0  443602      0
PATTERSON DENTAL CO            COM           703412106       270     5300 SH           DEFINED              1     0    5300      0
PATTERSON DENTAL CO            COM           703412106       632    12400 SH           DEFINED              2     0   12400      0
PATTERSON DENTAL CO            COM           703412106     10634   208519 SH           DEFINED              3     0  208519      0
PATTERSON ENERGY INC           COM           703414102      2805    98407 SH           DEFINED              3     0   98407      0
PAYCHEX INC                    COM           704326107      3861    91925 SH           DEFINED              3     0   91925      0
PAYLESS SHOESOURCE INC         COM           704379106       211     4123 SH           DEFINED              3     0    4123      0
PEGASUS COMMUNICATIONS CORP    CL            705904100     12108   246788 SH           DEFINED              3     0  246788      0
                                        A

PENNEY J C INC                 COM           708160106      1191    64600 SH           DEFINED              3     0   64600      0
PENNZOIL-QUAKER STATE COMPANY  COM           709323109       268    22255 SH           DEFINED              3     0   22255      0
PENTAIR INC                    COM           709631105       309     8700 SH           DEFINED              3     0    8700      0
PEOPLES ENERGY CORP            COM           711030106      1450    44800 SH           DEFINED              2     0   44800      0
PEOPLES ENERGY CORP            COM           711030106       285     8800 SH           DEFINED              3     0    8800      0
PEOPLES ENERGY CORP            COM           711030106      9865   304700 SH           DEFINED              4     0  304700      0
PEOPLES ENERGY CORP            COM           711030106      1619    50000 SH           DEFINED             21     0   50000      0
PEOPLESOFT INC                 COM           712713106      1116    66600 SH           DEFINED              3     0   66600      0
PEPSICO INC                    COM           713448108     24978   562100 SH           DEFINED              3     0  562100      0
PEPSICO INC                    COM           713448108      4002    86900 SH           DEFINED             21     0   86900      0
PEREGRINE SYSTEMS INC          COM           71366Q101       292     8421 SH           DEFINED              3     0    8421      0
PERICOM SEMICONDUCTOR CORP     COM           713831105      2074    30500 SH           DEFINED              3     0   30500      0
PERKINELMER INC                COM           714046109      1112    16814 SH           DEFINED              3     0   16814      0
PERRIGO CO                     COM           714290103       124    19631 SH           DEFINED              3     0   19631      0
P T TELEKOMUNIKASI INDONESIA   SPONSORED     715684106       359    51800 SH           DEFINED             21     0   51800      0
                               ADR

PETROLEUM GEO-SVCS A/S         SPONSORED     716597109      1711   100300 SH           DEFINED              3     0  100300      0
                               ADR

PETROLEUM GEO-SVCS A/S         SPONSORED     716597109      5822   341200 SH           DEFINED             21     0  341200      0
                               ADR

PETSMART INC                   COM           716768106        39    11645 SH           DEFINED              3     0   11645      0
PFIZER INC                     COM           717081103     66373  1382768 SH           DEFINED              2     0 1382768      0
PFIZER INC                     COM           717081103    132281  2755857 SH           DEFINED              3     0 2755857      0
PFIZER INC                     COM           717081103      4302    86400 SH           DEFINED             21     0   86400      0
PHARMACOPEIA INC               COM           71713B104      3501    75500 SH           DEFINED              3     0   75500      0
PHARMACIA CORP                 COM           71713U102      6285   121602 SH           DEFINED              1     0  121602      0
PHARMACIA CORP                 COM           71713U102     57419  1110887 SH           DEFINED              2     0 1110887      0
PHARMACIA CORP                 COM           71713U102     63871  1235723 SH           DEFINED              3     0 1235723      0
PHARMACIA CORP                 COM           71713U102      3333    62200 SH           DEFINED             21     0   62200      0
PHELPS DODGE CORP              COM           717265102       748    20107 SH           DEFINED              3     0   20107      0
PHILIP MORRIS COS INC          COM           718154107      3257   122600 SH           DEFINED              1     0  122600      0
PHILIP MORRIS COS INC          COM           718154107     37820  1423800 SH           DEFINED              2     0 1423800      0
PHILIP MORRIS COS INC          COM           718154107     48660  1831900 SH           DEFINED              3     0 1831900      0
PHILLIPS PETE CO               COM           718507106      1663    32800 SH           DEFINED              2     0   32800      0
PHILLIPS PETE CO               COM           718507106      3183    62800 SH           DEFINED              3     0   62800      0
PHILLIPS PETE CO               COM           718507106     11136   219700 SH           DEFINED              4     0  219700      0
PHONE COM INC                  COM           71920Q100       456     7000 SH           DEFINED              2     0    7000      0
PHONE COM INC                  COM           71920Q100     10915   167600 SH           DEFINED              3     0  167600      0
PHOTON DYNAMICS INC            COM           719364101       276     3700 SH           DEFINED              1     0    3700      0
PHOTON DYNAMICS INC            COM           719364101      4362    58400 SH           DEFINED              3     0   58400      0
PIER 1 IMPORTS INC             COM           720279108        98    10080 SH           DEFINED              3     0   10080      0
PILOT NETWORK SVCS INC         COM           721596104      4537   305000 SH           DEFINED              3     0  305000      0
PINNACLE WEST CAP CORP         COM           723484101       711    21000 SH           DEFINED              3     0   21000      0
PIONEER GROUP INC              COM           723684106       119     2800 SH           DEFINED              3     0    2800      0
PIONEER GROUP INC              COM           723684106       461    10880 SH           DEFINED             21     0   10880      0
PIONEER NAT RES CO             COM           723787107       355    27858 SH           DEFINED              3     0   27858      0
PITNEY BOWES INC               COM           724479100      2552    63800 SH           DEFINED              3     0   63800      0
PITTSTON CO                    COM BRINKS    725701106       195    14283 SH           DEFINED              3     0   14283      0
                               GRP

PIXELWORKS INC                 COM           72581M107      3526   155000 SH           DEFINED              3     0  155000      0
PLACER DOME INC                COM           725906101       772    80700 SH           DEFINED              3     0   80700      0
PLEXUS CORP                    COM           729132100       208     1839 SH           DEFINED              3     0    1839      0
POHANG IRON & STL LTD          SPONSORED     730450103       240    10000 SH           DEFINED             21     0   10000      0
                               ADR

POLAROID CORP                  COM           731095105       283    15642 SH           DEFINED              3     0   15642      0
POLICY MGMT SYS CORP           COM           731108106       155    10109 SH           DEFINED              3     0   10109      0
POLYCOM INC                    COM           73172K104       823     8742 SH           DEFINED              3     0    8742      0
PORTAL SOFTWARE INC            COM           736126103      1079    16900 SH           DEFINED              2     0   16900      0
PORTAL SOFTWARE INC            COM           736126103     12232   191500 SH           DEFINED              3     0  191500      0
POST PPTYS INC                 COM           737464107     15074   342600 SH           DEFINED              2     0  342600      0
POST PPTYS INC                 COM           737464107      1690    38400 SH           DEFINED              3     0   38400      0
POTLATCH CORP                  COM           737628107       325     9808 SH           DEFINED              3     0    9808      0
POTOMAC ELEC PWR CO            COM           737679100       533    21300 SH           DEFINED              3     0   21300      0
POWER-ONE INC                  COM           739308104       262     2296 SH           DEFINED              3     0    2296      0
POWERWAVE TECHNOLOGIES INC     COM           739363109       682    15500 SH           DEFINED              3     0   15500      0
PRAXAIR INC                    COM           74005P104      1475    39400 SH           DEFINED              3     0   39400      0
PRECISION CASTPARTS CORP       COM           740189105       317     7005 SH           DEFINED              3     0    7005      0
PRECISION DRILLING CORP        COM           74022D100      1085    28100 SH           DEFINED              3     0   28100      0
PRICE T ROWE & ASSOCIATES      COM           741477103      1262    29700 SH           DEFINED              3     0   29700      0
PRIDE INTL INC                 COM           741932107      2396    96799 SH           DEFINED              3     0   96799      0
PROCTER & GAMBLE CO            COM           742718109     20278   354200 SH           DEFINED              3     0  354200      0
PROGRESSIVE CORP OHIO          COM           743315103      1339    18100 SH           DEFINED              3     0   18100      0
PROTECTIVE LIFE CORP           COM           743674103      2891   108600 SH           DEFINED              3     0  108600      0
PROTEIN DESIGN LABS INC        COM           74369L103      4594    27852 SH           DEFINED              3     0   27852      0
PROVIDENT FINL GROUP INC       COM           743866105      2186    91800 SH           DEFINED              3     0   91800      0
PROVIDIAN FINL CORP            COM           74406A102      7481    83125 SH           DEFINED              1     0   83125      0
PROVIDIAN FINL CORP            COM           74406A102      1211    13450 SH           DEFINED              2     0   13450      0
PROVIDIAN FINL CORP            COM           74406A102     16407   182300 SH           DEFINED              3     0  182300      0
PSINET INC                     COM           74437C101      6631   263915 SH           DEFINED              3     0  263915      0
PUBLIC SVC CO N MEX            COM           744499104       168    10854 SH           DEFINED              3     0   10854      0
PUBLIC SVC ENTERPRISE GROUP    COM           744573106       426    12300 SH           DEFINED              1     0   12300      0
PUBLIC SVC ENTERPRISE GROUP    COM           744573106     18015   520300 SH           DEFINED              3     0  520300      0
PUGET SOUND ENERGY INC         COM           745332106       326    15300 SH           DEFINED              3     0   15300      0
PULTE CORP                     COM           745867101       303    14000 SH           DEFINED              3     0   14000      0
PUMA TECHNOLOGY INC            COM           745887109       215     8000 SH           DEFINED              1     0    8000      0
PUMA TECHNOLOGY INC            COM           745887109      3164   118000 SH           DEFINED              3     0  118000      0
QLOGIC CORP                    COM           747277101       865    13100 SH           DEFINED              1     0   13100      0
QLOGIC CORP                    COM           747277101      1143    17300 SH           DEFINED              2     0   17300      0
QLOGIC CORP                    COM           747277101     28209   427000 SH           DEFINED              3     0  427000      0
QUAKER OATS CO                 COM           747402105      2494    33200 SH           DEFINED              3     0   33200      0
QUAKER OATS CO                 COM           747402105      2105    27000 SH           DEFINED             21     0   27000      0
QUALCOMM INC                   COM           747525103       624    10400 SH           DEFINED              2     0   10400      0
QUALCOMM INC                   COM           747525103     24582   409700 SH           DEFINED              3     0  409700      0
QUANTA SVCS INC                COM           74762E102       877    15948 SH           DEFINED              3     0   15948      0
QUANTUM EFFECT DEVICES INC     COM           74764T107       325     5700 SH           DEFINED              1     0    5700      0
QUANTUM EFFECT DEVICES INC     COM           74764T107      5540    97200 SH           DEFINED              3     0   97200      0
QUANTUM CORP                   COM           747906204       280    28900 SH           DEFINED              3     0   28900      0
                               DSSG

QUEST DIAGNOSTICS INC          COM           74834L100       874    12220 SH           DEFINED              3     0   12220      0
QUESTAR CORP                   COM           748356102       279    14400 SH           DEFINED              3     0   14400      0
QUINTILES TRANSNATIONAL CORP   COM           748767100       403    28500 SH           DEFINED              3     0   28500      0
QUORUM HEALTH GROUP INC        COM           749084109       208    20167 SH           DEFINED              3     0   20167      0
QWEST COMMUNICATIONS INTL INC  COM           749121109     14007   281900 SH           DEFINED              3     0  281900      0
QWEST COMMUNICATIONS INTL INC  COM           749121109      4078    80400 SH           DEFINED             21     0   80400      0
R & B FALCON CORP              COM           74912E101      1190    50500 SH           DEFINED              2     0   50500      0
R & B FALCON CORP              COM           74912E101     27391  1162470 SH           DEFINED              3     0 1162470      0
RCN CORP                       COM           749361101       776    30600 SH           DEFINED              2     0   30600      0
RCN CORP                       COM           749361101      6491   255800 SH           DEFINED              3     0  255800      0
RCN CORP                       COM           749361101      5448   214700 SH           DEFINED              4     0  214700      0
RPM INC OHIO                   COM           749685103       192    18950 SH           DEFINED              3     0   18950      0
RSA SEC INC                    COM           749719100       261     3766 SH           DEFINED              3     0    3766      0
RF MICRODEVICES INC            COM           749941100       981    11200 SH           DEFINED              1     0   11200      0
RF MICRODEVICES INC            COM           749941100     34419   392800 SH           DEFINED              2     0  392800      0
RF MICRODEVICES INC            COM           749941100     45696   521500 SH           DEFINED              3     0  521500      0
RF MICRODEVICES INC            COM           749941100      1908    21400 SH           DEFINED             21     0   21400      0
RADIO ONE INC                  CL            75040P108      1815    61384 SH           DEFINED              3     0   61384      0
                                        A

RADIO ONE INC                  CL D NON      75040P405      1087    49268 SH           DEFINED              3     0   49268      0
                               VTG

RADIOSHACK CORP                COM           750438103      2272    47960 SH           DEFINED              3     0   47960      0
RADIOSHACK CORP                COM           750438103      2645    53900 SH           DEFINED             21     0   53900      0
RALSTON PURINA CO              COM RAL-PUR   751277302      1491    74800 SH           DEFINED              3     0   74800      0
                                       GP

RATIONAL SOFTWARE CORP         COM           75409P202      1487    16000 SH           DEFINED              3     0   16000      0
                               NEW

RAYMOND JAMES FINANCIAL INC    COM           754730109        95     4210 SH           DEFINED              3     0    4210      0
RAYMOND JAMES FINANCIAL INC    COM           754730109       514    22850 SH           DEFINED             21     0   22850      0
RAYONIER INC                   COM           754907103       276     7695 SH           DEFINED              3     0    7695      0
RAYTHEON CO                    CL            755111408      1615    83900 SH           DEFINED              3     0   83900      0
                                        B

RAZORFISH INC                  CL            755236106      4661   290200 SH           DEFINED              3     0  290200      0
                                        A

READERS DIGEST ASSN INC        CL A NON      755267101       751    18900 SH           DEFINED              3     0   18900      0
                               VTG

REALNETWORKS INC               COM           75605L104       678    13400 SH           DEFINED              1     0   13400      0
REALNETWORKS INC               COM           75605L104      1153    22800 SH           DEFINED              2     0   22800      0
REALNETWORKS INC               COM           75605L104     22682   448600 SH           DEFINED              3     0  448600      0
REDBACK NETWORKS INC           COM           757209101     15949    89600 SH           DEFINED              3     0   89600      0
REEBOK INTL LTD                COM           758110100       298    18700 SH           DEFINED              3     0   18700      0
REGIONS FINL CORP              COM           758940100       226    11376 SH           DEFINED              1     0   11376      0
REGIONS FINL CORP              COM           758940100      1077    54200 SH           DEFINED              3     0   54200      0
RELIANT ENERGY INC             COM           75952J108       597    20200 SH           DEFINED              1     0   20200      0
RELIANT ENERGY INC             COM           75952J108     22454   759551 SH           DEFINED              3     0  759551      0
RELIANT ENERGY INC             COM           75952J108      1596    54000 SH           DEFINED             21     0   54000      0
RELIASTAR FINL CORP            COM           75952U103       844    16100 SH           DEFINED              3     0   16100      0
REMEC INC                      COM           759543101      2941    70243 SH           DEFINED              3     0   70243      0
REYNOLDS & REYNOLDS CO         CL            761695105       252    13800 SH           DEFINED              3     0   13800      0
                                        A

REYNOLDS R J TOB HLDGS INC     COM           76182K105       520    18600 SH           DEFINED              3     0   18600      0
RITE AID CORP                  COM           767754104       421    64200 SH           DEFINED              3     0   64200      0
ROBERT HALF INTL INC           COM           770323103       912    32000 SH           DEFINED              3     0   32000      0
ROCKWELL INTL CORP NEW         COM           773903109      1484    47100 SH           DEFINED              3     0   47100      0
ROHM & HAAS CO                 COM           775371107      1872    54273 SH           DEFINED              3     0   54273      0
ROSS STORES INC                COM           778296103      3305   193700 SH           DEFINED              3     0  193700      0
ROWAN COS INC                  COM           779382100       696    22900 SH           DEFINED              3     0   22900      0
ROYAL DUTCH PETE CO            NY REG        780257804      5836    94800 SH           DEFINED              1     0   94800      0
                               GLD1.25

ROYAL DUTCH PETE CO            NY REG        780257804     54852   891000 SH           DEFINED              2     0  891000      0
                               GLD1.25

ROYAL DUTCH PETE CO            NY REG        780257804     58909   956900 SH           DEFINED              3     0  956900      0
                               GLD1.25

ROYAL DUTCH PETE CO            NY REG        780257804      4650    72800 SH           DEFINED             21     0   72800      0
                               GLD1.25

RUDDICK CORP                   COM           781258108       136    11500 SH           DEFINED              3     0   11500      0
RUSSELL CORP                   COM           782352108       220    10988 SH           DEFINED              3     0   10988      0
RYDER SYS INC                  COM           783549108       286    15100 SH           DEFINED              3     0   15100      0
SBC COMMUNICATIONS INC         COM           78387G103      4912   113576 SH           DEFINED              1     0  113576      0
SBC COMMUNICATIONS INC         COM           78387G103     47642  1101547 SH           DEFINED              2     0 1101547      0
SBC COMMUNICATIONS INC         COM           78387G103     36409   841826 SH           DEFINED              3     0  841826      0
SBC COMMUNICATIONS INC         COM           78387G103     21193   490000 SH           DEFINED              4     0  490000      0
SBC COMMUNICATIONS INC         COM           78387G103      2650    61276 SH           DEFINED             21     0   61276      0
SCG HLDG CORP                  COM           783884109      1389    63500 SH           DEFINED              2     0   63500      0
SCG HLDG CORP                  COM           783884109     15234   696400 SH           DEFINED              3     0  696400      0
SCI SYS INC                    COM           783890106      7136   182100 SH           DEFINED              3     0  182100      0
SCI SYS INC                    SUB NT CONV   783890AF3     28770 29270000 PRN          DEFINED              2     0 29270000     0
                               3%07

SCM MICROSYSTEMS INC           COM           784018103      1951    32214 SH           DEFINED              3     0   32214      0
SDL INC                        COM           784076101       371     1300 SH           DEFINED              1     0    1300      0
SDL INC                        COM           784076101     17425    61100 SH           DEFINED              3     0   61100      0
SEI INVESTMENTS CO             COM           784117103       227     5700 SH           DEFINED              1     0    5700      0
SEI INVESTMENTS CO             COM           784117103      2867    72000 SH           DEFINED              3     0   72000      0
SLM HLDG CORP                  COM           78442A109      1475    39400 SH           DEFINED              3     0   39400      0
SPX CORP                       COM           784635104       689     5700 SH           DEFINED              3     0    5700      0
S1 CORPORATION                 COM           78463B101      2243    96215 SH           DEFINED              3     0   96215      0
SABRE HLDGS CORP               CL            785905100       915    32099 SH           DEFINED              3     0   32099      0
                                        A

SAFECO CORP                    COM           786429100       640    32200 SH           DEFINED              3     0   32200      0
SAFEWAY INC                    COM           786514208      9409   208500 SH           DEFINED              3     0  208500      0
                               NEW

ST JUDE MED INC                COM           790849103       956    20841 SH           DEFINED              3     0   20841      0
ST PAUL COS INC                COM           792860108      1790    52452 SH           DEFINED              3     0   52452      0
SAKS INC                       COM           79377W108       270    25736 SH           DEFINED              3     0   25736      0
SANDISK CORP                   COM           80004C101      6596   107806 SH           DEFINED              3     0  107806      0
SANMINA CORP                   COM           800907107       872    10200 SH           DEFINED              1     0   10200      0
SANMINA CORP                   COM           800907107      2043    23900 SH           DEFINED              2     0   23900      0
SANMINA CORP                   COM           800907107     25766   301360 SH           DEFINED              3     0  301360      0
SANMINA CORP                   SUB NTCV      800907AB3     41998 20700000 PRN          DEFINED              2     0 20700000     0
                               4.25%04

SANMINA CORP                   SUB NTCV      800907AB3     10347  5100000 PRN          DEFINED              3     0 5100000      0
                               4.25%04

SANTA FE SNYDER CORP           COM           80218K105       373    32800 SH           DEFINED              3     0   32800      0
SAPIENT CORP                   COM           803062108      1551    14500 SH           DEFINED              3     0   14500      0
SARA LEE CORP                  COM           803111103      4604   238400 SH           DEFINED              1     0  238400      0
SARA LEE CORP                  COM           803111103     40628  2103700 SH           DEFINED              2     0 2103700      0
SARA LEE CORP                  COM           803111103     25330  1311600 SH           DEFINED              3     0 1311600      0
SAWTEK INC                     COM           805468105       589    10241 SH           DEFINED              3     0   10241      0
SCANA CORP NEW                 COM           80589M102      3985   165198 SH           DEFINED              3     0  165198      0
SCHERING PLOUGH CORP           COM           806605101      5929   117400 SH           DEFINED              1     0  117400      0
SCHERING PLOUGH CORP           COM           806605101     38602   764400 SH           DEFINED              2     0  764400      0
SCHERING PLOUGH CORP           COM           806605101     20074   397500 SH           DEFINED              3     0  397500      0
SCHERING PLOUGH CORP           COM           806605101      3959    75500 SH           DEFINED             21     0   75500      0
SCHLUMBERGER LTD               COM           806857108     57006   763900 SH           DEFINED              2     0  763900      0
SCHLUMBERGER LTD               COM           806857108     31835   426600 SH           DEFINED              3     0  426600      0
SCHOLASTIC CORP                COM           807066105       278     4551 SH           DEFINED              3     0    4551      0
SCHWAB CHARLES CORP NEW        COM           808513105     15889   472525 SH           DEFINED              3     0  472525      0
SCIENTIFIC ATLANTA INC         COM           808655104      2920    39200 SH           DEFINED              3     0   39200      0
SEAGATE TECHNOLOGY             COM           811804103      8168   148500 SH           DEFINED              1     0  148500      0
SEAGATE TECHNOLOGY             COM           811804103     46563   846600 SH           DEFINED              2     0  846600      0
SEAGATE TECHNOLOGY             COM           811804103     26312   478400 SH           DEFINED              3     0  478400      0
SEAGRAM LTD                    COM           811850106      6235   107500 SH           DEFINED              3     0  107500      0
SEALED AIR CORP NEW            COM           81211K100      1027    19600 SH           DEFINED              2     0   19600      0
SEALED AIR CORP NEW            COM           81211K100     12235   233600 SH           DEFINED              3     0  233600      0
SEARS ROEBUCK & CO             COM           812387108      2406    73752 SH           DEFINED              1     0   73752      0
SEARS ROEBUCK & CO             COM           812387108      2845    87200 SH           DEFINED              3     0   87200      0
SECTOR SPDR TR                 SBI           81369Y605       314    13200 SH           DEFINED              1     0   13200      0
                               INT-FINL
SECTOR SPDR TR                 SBI           81369Y605      3888   163700 SH           DEFINED              3     0  163700      0
                               INT-FINL
SEMTECH CORP                   COM           816850101       344     4500 SH           DEFINED              1     0    4500      0
SEMTECH CORP                   COM           816850101      6373    83324 SH           DEFINED              3     0   83324      0
SEMPRA ENERGY                  COM           816851109       861    50657 SH           DEFINED              3     0   50657      0
SENSORMATIC ELECTRS CORP       COM           817265101       335    21200 SH           DEFINED              3     0   21200      0
SEPRACOR INC                   COM           817315104      1580    13100 SH           DEFINED              3     0   13100      0
724 SOLUTIONS INC              COM           81788Q100      1966    44800 SH           DEFINED              3     0   44800      0
SHAW GROUP INC                 COM           820280105       485    10300 SH           DEFINED              1     0   10300      0
SHAW GROUP INC                 COM           820280105      6211   131800 SH           DEFINED              3     0  131800      0
SHAW INDS INC                  COM           820286102       290    23200 SH           DEFINED              3     0   23200      0
SHERWIN WILLIAMS CO            COM           824348106     33006  1557800 SH           DEFINED              2     0 1557800      0
SHERWIN WILLIAMS CO            COM           824348106       871    41100 SH           DEFINED              3     0   41100      0
SIEBEL SYS INC                 COM           826170102      1309     8000 SH           DEFINED              2     0    8000      0
SIEBEL SYS INC                 COM           826170102     35035   214200 SH           DEFINED              3     0  214200      0
SIERRA PAC RES NEW             COM           826428104       280    22288 SH           DEFINED              3     0   22288      0
SIERRA WIRELESS INC            COM           826516106      1889    35100 SH           DEFINED              3     0   35100      0
SIGMA ALDRICH CORP             COM           826552101       617    21100 SH           DEFINED              3     0   21100      0
SIRIUS SATELLITE RADIO INC     COM           82966U103      5446   122897 SH           DEFINED              3     0  122897      0
SMARTFORCE PUB LTD CO          SPONSORED     83170A206      3115    64900 SH           DEFINED              3     0   64900      0
                               ADR

SMITH INTL INC                 COM           832110100       663     9100 SH           DEFINED              3     0    9100      0
SNAP ON INC                    COM           833034101       386    14500 SH           DEFINED              3     0   14500      0
SOLECTRON CORP                 COM           834182107     25259   603200 SH           DEFINED              3     0  603200      0
SOLUTIA INC                    COM           834376105       270    19600 SH           DEFINED              3     0   19600      0
SONOCO PRODS CO                COM           835495102       368    17873 SH           DEFINED              3     0   17873      0
SONY CORP                      ADR           835699307      3556    37700 SH           DEFINED              3     0   37700      0
                               NEW

SOTHEBYS HLDGS INC             CL            835898107       186    10600 SH           DEFINED              3     0   10600      0
                                        A

SOUTHDOWN INC                  COM           841297104       375     6500 SH           DEFINED              3     0    6500      0
SOUTHERN CO                    COM           842587107      3742   160500 SH           DEFINED              3     0  160500      0
SOUTHTRUST CORP                COM           844730101       941    41600 SH           DEFINED              3     0   41600      0
SOUTHTRUST CORP                COM           844730101       464    20510 SH           DEFINED             21     0   20510      0
SOUTHWEST AIRLS CO             COM           844741108      2370   125125 SH           DEFINED              3     0  125125      0
SOUTHWEST SECS GROUP INC       COM           845224104      2530    67931 SH           DEFINED              3     0   67931      0
SOVEREIGN BANCORP INC          COM           845905108       285    40600 SH           DEFINED              3     0   40600      0
SPANISH BROADCASTING SYS INC   CL            846425882      3228   157000 SH           DEFINED              3     0  157000      0
                                        A

SPANISH BROADCASTING SYS INC   CL            846425882      2709   127500 SH           DEFINED             21     0  127500      0
                                        A

SPARTECH CORP                  COM           847220209       304    11250 SH           DEFINED              1     0   11250      0
                               NEW

SPARTECH CORP                  COM           847220209      3892   144150 SH           DEFINED              3     0  144150      0
                               NEW

SPRINT CORP                    COM FON       852061100      3784    74200 SH           DEFINED              1     0   74200      0
                               GROUP

SPRINT CORP                    COM FON       852061100     25393   497900 SH           DEFINED              2     0  497900      0
                               GROUP

SPRINT CORP                    COM FON       852061100     37439   734100 SH           DEFINED              3     0  734100      0
                               GROUP

SPRINT CORP                    COM FON       852061100     28866   566000 SH           DEFINED              4     0  566000      0
                               GROUP

SPRINT CORP                    COM FON       852061100      5371   103700 SH           DEFINED             21     0  103700      0
                               GROUP

SPRINT CORP                    PCS COM SER   852061506       774    13000 SH           DEFINED              2     0   13000      0
                                        1

SPRINT CORP                    PCS COM SER   852061506     52598   884000 SH           DEFINED              3     0  884000      0
                                        1

STANFORD MICRODEVICES INC      COM           854399102      2389    55000 SH           DEFINED              3     0   55000      0
STANLEY WKS                    COM           854616109       527    22200 SH           DEFINED              3     0   22200      0
STAPLES INC                    COM           855030102      1791   116500 SH           DEFINED              3     0  116500      0
STARBUCKS CORP                 COM           855244109      1741    45600 SH           DEFINED              3     0   45600      0
STATE STR CORP                 COM           857477103      9090    85700 SH           DEFINED              3     0   85700      0
STERIS CORP                    COM           859152100       170    19137 SH           DEFINED              3     0   19137      0
STEWART ENTERPRISES INC        CL            860370105        68    19200 SH           DEFINED              3     0   19200      0
                                        A

STILLWATER MNG CO              COM           86074Q102      1545    55437 SH           DEFINED              3     0   55437      0
STMICROELECTRONICS N V         COM           861012102      1841    27740 SH           DEFINED             21     0   27740      0
STORAGE TECHNOLOGY CORP        COM PAR       862111200      2158   197300 SH           DEFINED              1     0  197300      0
                               $0.10

STORAGE TECHNOLOGY CORP        COM PAR       862111200     10927   999060 SH           DEFINED              3     0  999060      0
                               $0.10

STRUCTURAL DYNAMICS RESH CORP  COM           863555108       154    10225 SH           DEFINED              3     0   10225      0
STRYKER CORP                   COM           863667101      1536    35100 SH           DEFINED              3     0   35100      0
SUIZA FOODS CORP               COM           865077101       413     8453 SH           DEFINED              3     0    8453      0
SUMMIT BANCORP                 COM           866005101      1066    43300 SH           DEFINED              3     0   43300      0
SUMMIT BANCORP                 COM           866005101       186     7540 SH           DEFINED             21     0    7540      0
SUN LIFE FINL SVCS CDA INC     COM           866796105       832    49314 SH           DEFINED             21     0   49314      0
SUN MICROSYSTEMS INC           COM           866810104     17014   187100 SH           DEFINED              1     0  187100      0
SUN MICROSYSTEMS INC           COM           866810104    163906  1802400 SH           DEFINED              2     0 1802400      0
SUN MICROSYSTEMS INC           COM           866810104    116164  1277400 SH           DEFINED              3     0 1277400      0
SUN MICROSYSTEMS INC           COM           866810104      2377    25200 SH           DEFINED             21     0   25200      0
SUNGARD DATA SYS INC           COM           867363103       735    23700 SH           DEFINED              3     0   23700      0
SUNOCO INC                     COM           86764P109     29334   996500 SH           DEFINED              2     0  996500      0
SUNOCO INC                     COM           86764P109       658    22337 SH           DEFINED              3     0   22337      0
SUNTRUST BKS INC               COM           867914103      3417    74800 SH           DEFINED              3     0   74800      0
SUPERVALU INC                  COM           868536103       660    34600 SH           DEFINED              3     0   34600      0
SWIFT TRANSN CO                COM           870756103       211    15050 SH           DEFINED              3     0   15050      0
SYBASE INC                     COM           871130100       582    25300 SH           DEFINED              3     0   25300      0
SYBRON INTL CORP               COM           87114F106       372    18800 SH           DEFINED              3     0   18800      0
SYCAMORE NETWORKS INC          COM           871206108       265     2400 SH           DEFINED              1     0    2400      0
SYCAMORE NETWORKS INC          COM           871206108      1214    11000 SH           DEFINED              2     0   11000      0
SYCAMORE NETWORKS INC          COM           871206108     29923   271100 SH           DEFINED              3     0  271100      0
SYKES ENTERPRISES INC          COM           871237103       129    10000 SH           DEFINED              3     0   10000      0
SYMANTEC CORP                  COM           871503108       577    10700 SH           DEFINED              3     0   10700      0
SYMBOL TECHNOLOGIES INC        COM           871508107      1325    24543 SH           DEFINED              3     0   24543      0
SYNOPSYS INC                   COM           871607107       435    12600 SH           DEFINED              3     0   12600      0
SYNOVUS FINL CORP              COM           87161C105      1222    69350 SH           DEFINED              3     0   69350      0
SYSCO CORP                     COM           871829107      3446    81800 SH           DEFINED              3     0   81800      0
TCF FINL CORP                  COM           872275102       375    14600 SH           DEFINED              3     0   14600      0
TECO ENERGY INC                COM           872375100       451    22500 SH           DEFINED              3     0   22500      0
TJX COS INC NEW                COM           872540109      1442    76900 SH           DEFINED              3     0   76900      0
TRW INC                        COM           872649108      8558   197300 SH           DEFINED              2     0  197300      0
TRW INC                        COM           872649108      7608   175400 SH           DEFINED              3     0  175400      0
TXU CORP                       COM           873168108      2148    72800 SH           DEFINED              2     0   72800      0
TXU CORP                       COM           873168108      1924    65225 SH           DEFINED              3     0   65225      0
TXU CORP                       COM           873168108     14623   495700 SH           DEFINED              4     0  495700      0
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED     874039100        52     1344 SH           DEFINED              3     0    1344      0
                               ADR

TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED     874039100      6201   160022 SH           DEFINED             21     0  160022      0
                               ADR

TARGET CORP                    COM           87612E106     11217   193400 SH           DEFINED              3     0  193400      0
TECH DATA CORP                 COM           878237106       296     6800 SH           DEFINED              1     0    6800      0
TECH DATA CORP                 COM           878237106      4221    96900 SH           DEFINED              3     0   96900      0
TECHNE CORP                    COM           878377100       286     2200 SH           DEFINED              1     0    2200      0
TECHNE CORP                    COM           878377100      2600    20000 SH           DEFINED              3     0   20000      0
TEKTRONIX INC                  COM           879131100      1207    16311 SH           DEFINED              3     0   16311      0
TELE NORTE LESTE PART S A      SPON ADR      879246106      1861    78759 SH           DEFINED             21     0   78759      0
                               PFD

TELECOMM ARGENTINA STET-FRANCE SPON ADR REP  879273209       623    22650 SH           DEFINED             21     0   22650      0
                                        B

TELECORP PCS INC               CL            879299105      9191   228000 SH           DEFINED              3     0  228000      0
                                        A

TELEFLEX INC                   COM           879369106       256     6900 SH           DEFINED              3     0    6900      0
TELEFONICA S A                 SPONSORED     879382208      2127    33200 SH           DEFINED              2     0   33200      0
                               ADR

TELEFONICA S A                 SPONSORED     879382208     14478   226000 SH           DEFINED              4     0  226000      0
                               ADR

TELEFONOS DE MEXICO S A        SPON ADR ORD  879403780      2548    44600 SH           DEFINED              2     0   44600      0
                                        L

TELEFONOS DE MEXICO S A        SPON ADR ORD  879403780       310     5425 SH           DEFINED              3     0    5425      0
                                        L

TELEFONOS DE MEXICO S A        SPON ADR ORD  879403780     17366   304000 SH           DEFINED              4     0  304000      0
                                        L

TELEFONOS DE MEXICO S A        SPON ADR ORD  879403780      7625   133475 SH           DEFINED             21     0  133475      0
                                        L

TELEPHONE & DATA SYS INC       COM           879433100     21163   211100 SH           DEFINED              2     0  211100      0
TELEPHONE & DATA SYS INC       COM           879433100      5403    53900 SH           DEFINED              3     0   53900      0
TELEPHONE & DATA SYS INC       COM           879433100     11328   113000 SH           DEFINED              4     0  113000      0
TELEPHONE & DATA SYS INC       COM           879433100       271     2700 SH           DEFINED             21     0    2700      0
TELLABS INC                    COM           879664100      1608    23500 SH           DEFINED              2     0   23500      0
TELLABS INC                    COM           879664100     18437   269400 SH           DEFINED              3     0  269400      0
TELLABS INC                    COM           879664100     11977   175000 SH           DEFINED              4     0  175000      0
TEMPLE INLAND INC              COM           879868107       584    13900 SH           DEFINED              3     0   13900      0
TENET HEALTHCARE CORP          COM           88033G100      2090    77400 SH           DEFINED              3     0   77400      0
TERADYNE INC                   COM           880770102      3116    42400 SH           DEFINED              3     0   42400      0
TERAYON COMMUNICATION SYS      COM           880775101       268     4180 SH           DEFINED              3     0    4180      0
TEREX CORP NEW                 COM           880779103       181    12800 SH           DEFINED              1     0   12800      0
TEREX CORP NEW                 COM           880779103      2348   166200 SH           DEFINED              3     0  166200      0
TEVA PHARMACEUTICAL INDS LTD   ADR           881624209      8903   160600 SH           DEFINED              3     0  160600      0
TEVA PHARMACEUTICAL INDS LTD   ADR           881624209       432     7800 SH           DEFINED             21     0    7800      0
TETRA TECH INC NEW             COM           88162G103       291    12700 SH           DEFINED              1     0   12700      0
TETRA TECH INC NEW             COM           88162G103      3820   166999 SH           DEFINED              3     0  166999      0
TEXACO INC                     COM           881694103       346     6500 SH           DEFINED              1     0    6500      0
TEXACO INC                     COM           881694103     20192   379200 SH           DEFINED              3     0  379200      0
TEXAS INSTRS INC               COM           882508104     48796   710400 SH           DEFINED              3     0  710400      0
TEXTRON INC                    COM           883203101      3449    63500 SH           DEFINED              1     0   63500      0
TEXTRON INC                    COM           883203101     31626   582300 SH           DEFINED              2     0  582300      0
TEXTRON INC                    COM           883203101     15066   277400 SH           DEFINED              3     0  277400      0
THERAGENICS CORP               COM           883375107      1165   136000 SH           DEFINED              3     0  136000      0
THERMO ELECTRON CORP           COM           883556102       826    39200 SH           DEFINED              3     0   39200      0
THOMAS & BETTS CORP            COM           884315102       273    14300 SH           DEFINED              3     0   14300      0
3COM CORP                      COM           885535104      9497   164800 SH           DEFINED              3     0  164800      0
THREE FIVE SYS INC             COM           88554L108      3950    66950 SH           DEFINED              3     0   66950      0
TIBCO SOFTWARE INC             COM           88632Q103       472     4400 SH           DEFINED              1     0    4400      0
TIBCO SOFTWARE INC             COM           88632Q103     17040   158900 SH           DEFINED              3     0  158900      0
TICKETMASTER ONLINE-CITYSEARCH CL            88633P203      4622   290000 SH           DEFINED              3     0  290000      0
                                        B

TIDEWATER INC                  COM           886423102       392    10900 SH           DEFINED              3     0   10900      0
TIFFANY & CO NEW               COM           886547108      1215    18000 SH           DEFINED              3     0   18000      0
TIME WARNER INC                COM           887315109     24744   325580 SH           DEFINED              3     0  325580      0
TIMKEN CO                      COM           887389104       383    20562 SH           DEFINED              3     0   20562      0
TITAN CORP                     COM           888266103       638    14251 SH           DEFINED              3     0   14251      0
TIVO INC                       COM           888706108      6391   182600 SH           DEFINED              3     0  182600      0
TOLL BROTHERS INC              COM           889478103        43     2100 SH           DEFINED              3     0    2100      0
TOLL BROTHERS INC              COM           889478103       157     7680 SH           DEFINED             21     0    7680      0
TOLLGRADE COMMUNICATIONS INC   COM           889542106      6493    49000 SH           DEFINED              3     0   49000      0
TORCHMARK CORP                 COM           891027104       805    32600 SH           DEFINED              3     0   32600      0
TOSCO CORP                     COM           891490302      4139   146200 SH           DEFINED              1     0  146200      0
                               NEW

TOSCO CORP                     COM           891490302     20920   738900 SH           DEFINED              3     0  738900      0
                               NEW

TOTAL FINA ELF S A             SPONSORED     89151E109       537     6700 SH           DEFINED             21     0    6700      0
                               ADR

TOYS R US INC                  COM           892335100      3555   244100 SH           DEFINED              1     0  244100      0
TOYS R US INC                  COM           892335100     40338  2770000 SH           DEFINED              2     0 2770000      0
TOYS R US INC                  COM           892335100      6145   422000 SH           DEFINED              3     0  422000      0
TRANSWITCH CORP                COM           894065101       874    11326 SH           DEFINED              3     0   11326      0
TRICON GLOBAL RESTAURANTS      COM           895953107      1057    37430 SH           DEFINED              3     0   37430      0
TRIBUNE CO NEW                 COM           896047107      2671    76300 SH           DEFINED              3     0   76300      0
TRIGON HEALTHCARE INC          COM           89618L100       351     6800 SH           DEFINED              3     0    6800      0
TRIMBLE NAVIGATION LTD         COM           896239100      2035    41700 SH           DEFINED              3     0   41700      0
TRINITY INDS INC               COM           896522109       207    11164 SH           DEFINED              3     0   11164      0
TRIQUINT SEMICONDUCTOR INC     COM           89674K103       955     9985 SH           DEFINED              3     0    9985      0
TRITON PCS HLDGS INC           CL            89677M106     10395   180000 SH           DEFINED              3     0  180000      0
                                        A

TUPPERWARE CORP                COM           899896104       447    20311 SH           DEFINED              3     0   20311      0
TUSCARORA INC                  COM           900902107      1879   120285 SH           DEFINED              1     0  120285      0
24 / 7 MEDIA INC               COM           901314104      3632   232427 SH           DEFINED              3     0  232427      0
TYCO INTL LTD NEW              COM           902124106      6696   141332 SH           DEFINED              1     0  141332      0
TYCO INTL LTD NEW              COM           902124106     64314  1357546 SH           DEFINED              2     0 1357546      0
TYCO INTL LTD NEW              COM           902124106     83040  1752824 SH           DEFINED              3     0 1752824      0
TYCO INTL LTD NEW              COM           902124106      2704    54900 SH           DEFINED             21     0   54900      0
TYSON FOODS INC                CL            902494103       355    40600 SH           DEFINED              3     0   40600      0
                                        A

UCAR INTL INC                  COM           90262K109       167    12801 SH           DEFINED              3     0   12801      0
USX MARATHON GROUP             COM           902905827      4048   161500 SH           DEFINED              1     0  161500      0
                               NEW

USX MARATHON GROUP             COM           902905827     26566  1060000 SH           DEFINED              2     0 1060000      0
                               NEW

USX MARATHON GROUP             COM           902905827     20308   810300 SH           DEFINED              3     0  810300      0
                               NEW

UST INC                        COM           902911106      1535   104500 SH           DEFINED              1     0  104500      0
UST INC                        COM           902911106     34172  2326600 SH           DEFINED              2     0 2326600      0
UST INC                        COM           902911106      9817   668400 SH           DEFINED              3     0  668400      0
US BANCORP DEL                 COM           902973106      4769   247765 SH           DEFINED              3     0  247765      0
U S G CORP                     COM           903293405       255     8400 SH           DEFINED              3     0    8400      0
                               NEW

USX-U S STL                    COM           90337T101      2666   143620 SH           DEFINED              3     0  143620      0
UTI ENERGY CORP                COM           903387108      1880    46849 SH           DEFINED              3     0   46849      0
ULTRAMAR DIAMOND SHAMROCK CORP COM           904000106       388    15650 SH           DEFINED              3     0   15650      0
UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD   90458E107       286     9950 SH           DEFINED              3     0    9950      0
                                       UT

UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD   90458E107      4514   157000 SH           DEFINED             21     0  157000      0
                                       UT

UNIFI INC                      COM           904677101       203    16373 SH           DEFINED              3     0   16373      0
UNILEVER N V                   N Y SHS       904784709      6096   141772 SH           DEFINED              3     0  141772      0
                               NEW

UNICOM CORP                    COM           904911104      1702    44000 SH           DEFINED              3     0   44000      0
UNION CARBIDE CORP             COM           905581104      1643    33200 SH           DEFINED              3     0   33200      0
UNION PAC CORP                 COM           907818108      3436    92400 SH           DEFINED              1     0   92400      0
UNION PAC CORP                 COM           907818108     18315   492500 SH           DEFINED              3     0  492500      0
UNION PAC RES GROUP INC        COM           907834105      1375    62494 SH           DEFINED              3     0   62494      0
UNION PLANTERS CORP            COM           908068109       978    35000 SH           DEFINED              3     0   35000      0
UNISYS CORP                    COM           909214108      2098   144100 SH           DEFINED              1     0  144100      0
UNISYS CORP                    COM           909214108     21218  1457000 SH           DEFINED              2     0 1457000      0
UNISYS CORP                    COM           909214108      9879   678400 SH           DEFINED              3     0  678400      0
UNITED DOMINION REALTY TR INC  COM           910197102       118    10739 SH           DEFINED              3     0   10739      0
UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A    911300200      3418   126609 SH           DEFINED             21     0  126609      0
                               SHS

UNITED RENTALS INC             COM           911363109       241    14100 SH           DEFINED              1     0   14100      0
UNITED RENTALS INC             COM           911363109      3100   181000 SH           DEFINED              3     0  181000      0
US AIRWAYS GROUP INC           COM           911905107       690    17700 SH           DEFINED              3     0   17700      0
U S WEST INC NEW               COM           91273H101     72094   840742 SH           DEFINED              2     0  840742      0
U S WEST INC NEW               COM           91273H101     12241   142755 SH           DEFINED              3     0  142755      0
U S WEST INC NEW               COM           91273H101     22552   263000 SH           DEFINED              4     0  263000      0
U S WEST INC NEW               COM           91273H101      2487    29000 SH           DEFINED             21     0   29000      0
UNITED TECHNOLOGIES CORP       COM           913017109      7748   131600 SH           DEFINED              3     0  131600      0
UNITED THERAPEUTICS CORP DEL   COM           91307C102      2482    22900 SH           DEFINED              3     0   22900      0
UNITEDGLOBALCOM                CL            913247508       505    10800 SH           DEFINED              1     0   10800      0
                                        A

UNITEDGLOBALCOM                CL            913247508      1192    25500 SH           DEFINED              2     0   25500      0
                                        A

UNITEDGLOBALCOM                CL            913247508     27508   588400 SH           DEFINED              3     0  588400      0
                                        A

UNITEDHEALTH GROUP INC         COM           91324P102      7040    82100 SH           DEFINED              1     0   82100      0
UNITEDHEALTH GROUP INC         COM           91324P102     46665   544200 SH           DEFINED              2     0  544200      0
UNITEDHEALTH GROUP INC         COM           91324P102     29687   346200 SH           DEFINED              3     0  346200      0
UNITRIN INC                    COM           913275103       364    12400 SH           DEFINED              3     0   12400      0
UNIVERSAL FOODS CORP           COM           913538104       255    13796 SH           DEFINED              3     0   13796      0
UNIVISION COMMUNICATIONS INC   CL            914906102       393     3800 SH           DEFINED              1     0    3800      0
                                        A

UNIVISION COMMUNICATIONS INC   CL            914906102      1025     9900 SH           DEFINED              2     0    9900      0
                                        A

UNIVISION COMMUNICATIONS INC   CL            914906102     13155   127100 SH           DEFINED              3     0  127100      0
                                        A

UNOCAL CORP                    COM           915289102      1991    60100 SH           DEFINED              3     0   60100      0
UNUMPROVIDENT CORP             COM           91529Y106      1194    59514 SH           DEFINED              3     0   59514      0
USFREIGHTWAYS CORP             COM           916906100      2021    82261 SH           DEFINED              3     0   82261      0
UTILICORP UTD INC              COM           918005109      2492   125400 SH           DEFINED              3     0  125400      0
UTILICORP UTD INC              COM           918005109      1451    73000 SH           DEFINED             21     0   73000      0
V F CORP                       COM           918204108       698    29300 SH           DEFINED              3     0   29300      0
VALASSIS COMMUNICATIONS INC    COM           918866104       377     9900 SH           DEFINED              3     0    9900      0
VALERO ENERGY CORP NEW         COM           91913Y100       484    15239 SH           DEFINED              3     0   15239      0
VALSPAR CORP                   COM           920355104       260     7700 SH           DEFINED              3     0    7700      0
VARCO INTL INC DEL             COM           922122106      3835   164961 SH           DEFINED              3     0  164961      0
VARIAN SEMICONDUCTOR EQUIPMNT  COM           922207105       270     4300 SH           DEFINED              1     0    4300      0
VARIAN SEMICONDUCTOR EQUIPMNT  COM           922207105      3657    58226 SH           DEFINED              3     0   58226      0
VECTREN CORP                   COM           92240G101       301    17456 SH           DEFINED              3     0   17456      0
VECTREN CORP                   COM           92240G101      1411    81800 SH           DEFINED             21     0   81800      0
VEECO INSTRS INC DEL           COM           922417100      4257    58121 SH           DEFINED              3     0   58121      0
VERITAS SOFTWARE CO            COM           923436109      1232    10900 SH           DEFINED              2     0   10900      0
VERITAS SOFTWARE CO            COM           923436109     34755   307525 SH           DEFINED              3     0  307525      0
VERISIGN INC                   COM           92343E102      1377     7800 SH           DEFINED              2     0    7800      0
VERISIGN INC                   COM           92343E102     28452   161200 SH           DEFINED              3     0  161200      0
VERTEX PHARMACEUTICALS INC     COM           92532F100       282     2674 SH           DEFINED              3     0    2674      0
VERTICALNET INC                COM           92532L107       271     7325 SH           DEFINED              3     0    7325      0
VIACOM INC                     CL            925524100      1005    14700 SH           DEFINED              1     0   14700      0
                                        A

VIACOM INC                     CL            925524100     65633   959900 SH           DEFINED              2     0  959900      0
                                        A

VIACOM INC                     CL            925524100     30160   441100 SH           DEFINED              3     0  441100      0
                                        A

VIACOM INC                     CL            925524308      8072   118380 SH           DEFINED              1     0  118380      0
                                        B

VIACOM INC                     CL            925524308     83054  1218026 SH           DEFINED              2     0 1218026      0
                                        B

VIACOM INC                     CL            925524308     65736   964054 SH           DEFINED              3     0  964054      0
                                        B

VIACOM INC                     CL            925524308      2621    37000 SH           DEFINED             21     0   37000      0
                                        B

VIATEL INC                     COM           925529208       651    22800 SH           DEFINED              2     0   22800      0
VIATEL INC                     COM           925529208     18491   647371 SH           DEFINED              3     0  647371      0
VIATEL INC                     COM           925529208      4481   156900 SH           DEFINED              4     0  156900      0
VIAD CORP                      COM           92552R109       461    16900 SH           DEFINED              3     0   16900      0
VIASYSTEMS GROUP INC           COM           92553H100     18616  1150000 SH           DEFINED              2     0 1150000      0
VIANT CORP                     COM           92553N107      6568   221700 SH           DEFINED              3     0  221700      0
VIRATA CORP                    COM           927646109       417     7000 SH           DEFINED              1     0    7000      0
VIRATA CORP                    COM           927646109      9224   154700 SH           DEFINED              3     0  154700      0
VISHAY INTERTECHNOLOGY INC     COM           928298108       937    24702 SH           DEFINED              3     0   24702      0
VISTEON CORP                   COM           92839U107       121    10007 SH           DEFINED              1     0   10007      0
VISTEON CORP                   COM           92839U107      2829   233359 SH           DEFINED              2     0  233359      0
VISTEON CORP                   COM           92839U107       596    49137 SH           DEFINED              3     0   49137      0
VISUAL NETWORKS INC            COM           928444108     10861   381082 SH           DEFINED              3     0  381082      0
VISX INC DEL                   COM           92844S105       306    10900 SH           DEFINED              3     0   10900      0
VITESSE SEMICONDUCTOR CORP     COM           928497106      1030    14000 SH           DEFINED              1     0   14000      0
VITESSE SEMICONDUCTOR CORP     COM           928497106      2751    37400 SH           DEFINED              2     0   37400      0
VITESSE SEMICONDUCTOR CORP     COM           928497106     71142   967100 SH           DEFINED              3     0  967100      0
VITESSE SEMICONDUCTOR CORP     SB DB CV      928497AA4     60476 66145000 PRN          DEFINED              2     0 66145000     0
                               144A 05
VODAFONE AIRTOUCH PLC          SPONSORED     92857T107      3408    82250 SH           DEFINED              3     0   82250      0
                               ADR

VOICESTREAM WIRELESS CORP      COM           928615103      2524    21700 SH           DEFINED              2     0   21700      0
VOICESTREAM WIRELESS CORP      COM           928615103     23592   202863 SH           DEFINED              3     0  202863      0
VOICESTREAM WIRELESS CORP      COM           928615103      9943    85500 SH           DEFINED              4     0   85500      0
VULCAN MATLS CO                COM           929160109      1059    24800 SH           DEFINED              3     0   24800      0
WACHOVIA CORP                  COM           929771103      2729    50300 SH           DEFINED              3     0   50300      0
WADDELL & REED FINL INC        CL            930059100       486    14800 SH           DEFINED              3     0   14800      0
                                        A

WADDELL & REED FINL INC        CL            930059100       217     6600 SH           DEFINED             21     0    6600      0
                                        A

WAL MART STORES INC            COM           931142103       467     8100 SH           DEFINED              1     0    8100      0
WAL MART STORES INC            COM           931142103     80081  1389700 SH           DEFINED              2     0 1389700      0
WAL MART STORES INC            COM           931142103    108784  1887800 SH           DEFINED              3     0 1887800      0
WAL MART STORES INC            COM           931142103      2860    47900 SH           DEFINED             21     0   47900      0
WALGREEN CO                    COM           931422109     13335   414300 SH           DEFINED              3     0  414300      0
WALLACE COMPUTER SERVICES INC  COM           932270101       111    11200 SH           DEFINED              3     0   11200      0
WASHINGTON GAS LT CO           COM           938837101       316    13145 SH           DEFINED              3     0   13145      0
WASHINGTON MUT INC             COM           939322103      4825   167100 SH           DEFINED              1     0  167100      0
WASHINGTON MUT INC             COM           939322103     35536  1230700 SH           DEFINED              2     0 1230700      0
WASHINGTON MUT INC             COM           939322103     21536   745836 SH           DEFINED              3     0  745836      0
WASHINGTON MUT INC             COM           939322103       755    26145 SH           DEFINED             21     0   26145      0
WASHINGTON POST CO             CL            939640108       813     1700 SH           DEFINED              3     0    1700      0
                                        B

WASTE MGMT INC DEL             COM           94106L109      4430   233169 SH           DEFINED              1     0  233169      0
WASTE MGMT INC DEL             COM           94106L109     22973  1209100 SH           DEFINED              2     0 1209100      0
WASTE MGMT INC DEL             COM           94106L109     11554   608128 SH           DEFINED              3     0  608128      0
WATERS CORP                    COM           941848103      1423    11400 SH           DEFINED              3     0   11400      0
WATSON PHARMACEUTICALS INC     COM           942683103      1279    23800 SH           DEFINED              3     0   23800      0
WATSON PHARMACEUTICALS INC     COM           942683103      2898    52000 SH           DEFINED             21     0   52000      0
WAUSAU-MOSINEE PAPER CORP      COM           943315101       125    14628 SH           DEFINED              3     0   14628      0
WEATHERFORD INTL INC           COM           947074100      1095    27500 SH           DEFINED              2     0   27500      0
WEATHERFORD INTL INC           COM           947074100     12687   318666 SH           DEFINED              3     0  318666      0
WEBSTER FINL CORP CONN         COM           947890109       310    13956 SH           DEFINED              3     0   13956      0
WEBTRENDS CORP                 COM           94844D104       290     7500 SH           DEFINED              1     0    7500      0
WEBTRENDS CORP                 COM           94844D104      7895   204075 SH           DEFINED              3     0  204075      0
WEBVAN GROUP INC               COM           94845V103       851   116900 SH           DEFINED              3     0  116900      0
WELLPOINT HEALTH NETWORK NEW   COM           94973H108      1145    15800 SH           DEFINED              3     0   15800      0
WELLS FARGO & CO NEW           COM           949746101     15467   399145 SH           DEFINED              3     0  399145      0
WELLS FARGO & CO NEW           COM           949746101      2765    69500 SH           DEFINED             21     0   69500      0
WENDYS INTL INC                COM           950590109       529    29700 SH           DEFINED              3     0   29700      0
WESTAIM CORP                   COM           956909105      2646   220000 SH           DEFINED             21     0  220000      0
WESTERN DIGITAL CORP           COM           958102105        67    13458 SH           DEFINED              3     0   13458      0
WESTERN WIRELESS CORP          CL            95988E204      2458    45100 SH           DEFINED              2     0   45100      0
                                        A

WESTERN WIRELESS CORP          CL            95988E204      9952   182600 SH           DEFINED              3     0  182600      0
                                        A

WESTERN WIRELESS CORP          CL            95988E204     17871   327900 SH           DEFINED              4     0  327900      0
                                        A

WESTERN WIRELESS CORP          CL            95988E204      3076    55200 SH           DEFINED             21     0   55200      0
                                        A

WESTVACO CORP                  COM           961548104       568    22900 SH           DEFINED              2     0   22900      0
WESTVACO CORP                  COM           961548104      6869   276850 SH           DEFINED              3     0  276850      0
WESTWOOD ONE INC               COM           961815107       601    17600 SH           DEFINED              2     0   17600      0
WESTWOOD ONE INC               COM           961815107     16164   473659 SH           DEFINED              3     0  473659      0
WEYERHAEUSER CO                COM           962166104      3750    87200 SH           DEFINED              3     0   87200      0
WHIRLPOOL CORP                 COM           963320106       863    18500 SH           DEFINED              3     0   18500      0
WHITMAN CORP NEW               COM           96647R107       303    24500 SH           DEFINED              3     0   24500      0
WHOLE FOODS MKT INC            COM           966837106      2303    55738 SH           DEFINED              3     0   55738      0
WILLAMETTE INDS INC            COM           969133107      1657    60800 SH           DEFINED              3     0   60800      0
WILLIAMS COMMUNICATIONS GROUP  CL            969455104      3574   107700 SH           DEFINED              3     0  107700      0
                                        A

WILLIAMS COS INC DEL           COM           969457100     33158   795400 SH           DEFINED              2     0  795400      0
WILLIAMS COS INC DEL           COM           969457100      8954   214800 SH           DEFINED              3     0  214800      0
WILLIAMS COS INC DEL           COM           969457100     37144   891000 SH           DEFINED              4     0  891000      0
WILLIAMS COS INC DEL           COM           969457100      8538   201900 SH           DEFINED             21     0  201900      0
WILLIAMS SONOMA INC            COM           969904101       328    10100 SH           DEFINED              3     0   10100      0
WILMINGTON TRUST CORP          COM           971807102       248     5800 SH           DEFINED              3     0    5800      0
WIND RIVER SYSTEMS INC         COM           973149107       207     5473 SH           DEFINED              3     0    5473      0
WINK COMMUNICATIONS            COM           974168106     10605   347700 SH           DEFINED              3     0  347700      0
WINN DIXIE STORES INC          COM           974280109       518    36200 SH           DEFINED              3     0   36200      0
WINSTAR COMMUNICATIONS INC     COM           975515107       376    11100 SH           DEFINED              1     0   11100      0
WINSTAR COMMUNICATIONS INC     COM           975515107      1560    46051 SH           DEFINED              2     0   46051      0
WINSTAR COMMUNICATIONS INC     COM           975515107     27872   822800 SH           DEFINED              3     0  822800      0
WINSTAR COMMUNICATIONS INC     COM           975515107       280     8255 SH           DEFINED              4     0    8255      0
WINSTAR COMMUNICATIONS INC     COM           975515107      5079   147775 SH           DEFINED             21     0  147775      0
WISCONSIN CENT TRANSN CORP     COM           976592105       185    14200 SH           DEFINED              3     0   14200      0
WISCONSIN ENERGY CORP          COM           976657106       430    21700 SH           DEFINED              3     0   21700      0
WITNESS SYS INC                COM           977424100      4066   166800 SH           DEFINED              3     0  166800      0
WORLDCOM INC GA NEW            COM           98157D106       578    12600 SH           DEFINED              1     0   12600      0
WORLDCOM INC GA NEW            COM           98157D106     38182   832300 SH           DEFINED              2     0  832300      0
WORLDCOM INC GA NEW            COM           98157D106     70108  1528246 SH           DEFINED              3     0 1528246      0
WORLDCOM INC GA NEW            COM           98157D106     19657   428500 SH           DEFINED              4     0  428500      0
WORLDCOM INC GA NEW            COM           98157D106      1551    33800 SH           DEFINED             21     0   33800      0
WORTHINGTON INDS INC           COM           981811102       310    29491 SH           DEFINED              3     0   29491      0
WRIGLEY WM JR CO               COM           982526105      2301    28700 SH           DEFINED              3     0   28700      0
WYNDHAM INTL INC               CL            983101106        36    14500 SH           DEFINED              3     0   14500      0
                                        A

XM SATELLITE RADIO HLDGS INC   CL            983759101       651    17400 SH           DEFINED              1     0   17400      0
                                        A

XM SATELLITE RADIO HLDGS INC   CL            983759101      1030    27500 SH           DEFINED              2     0   27500      0
                                        A

XM SATELLITE RADIO HLDGS INC   CL            983759101     16039   428427 SH           DEFINED              3     0  428427      0
                                        A

XM SATELLITE RADIO HLDGS INC   PFD CV B      983759200      7861   149500 SH           DEFINED              3     0  149500      0
                               8.25%

XILINX INC                     COM           983919101      2312    28000 SH           DEFINED              2     0   28000      0
XILINX INC                     COM           983919101     43098   522000 SH           DEFINED              3     0  522000      0
XEROX CORP                     COM           984121103      3418   164700 SH           DEFINED              3     0  164700      0
YAHOO INC                      COM           984332106       396     3200 SH           DEFINED              2     0    3200      0
YAHOO INC                      COM           984332106     31018   250400 SH           DEFINED              3     0  250400      0
YELLOW CORP                    COM           985509108      1269    86000 SH           DEFINED              3     0   86000      0
YOUNG & RUBICAM INC            COM           987425105       989    17300 SH           DEFINED              3     0   17300      0
ZALE CORP NEW                  COM           988858106       256     7000 SH           DEFINED              1     0    7000      0
ZALE CORP NEW                  COM           988858106      3278    89800 SH           DEFINED              3     0   89800      0
ZEBRA TECHNOLOGIES CORP        CL            989207105      2240    50558 SH           DEFINED              3     0   50558      0
                                        A

ZIONS BANCORPORATION           COM           989701107       707    15400 SH           DEFINED              3     0   15400      0
ZORAN CORP                     COM           98975F101       211     3200 SH           DEFINED              1     0    3200      0
ZORAN CORP                     COM           98975F101      3383    51300 SH           DEFINED              3     0   51300      0
ZOMAX INC MINN                 COM           989929104      3088   235256 SH           DEFINED              3     0  235256      0
LERNOUT & HAUSPIE SPEECH PRODS COM           B5628B104       625    14180 SH           DEFINED              3     0   14180      0
LERNOUT & HAUSPIE SPEECH PRODS COM           B5628B104      9946   225720 SH           DEFINED             21     0  225720      0
ACE LTD                        ORD           G0070K103      3976   142000 SH           DEFINED              3     0  142000      0
AMDOCS LTD                     ORD           G02602103     14314   186500 SH           DEFINED              3     0  186500      0
XCELERA COM INC                COM           G31611109       551    16200 SH           DEFINED              2     0   16200      0
XCELERA COM INC                COM           G31611109      6011   176800 SH           DEFINED              3     0  176800      0
EVEREST RE GROUP LTD           COM           G3223R108       270     8200 SH           DEFINED              3     0    8200      0
GEMSTAR INTL GROUP LTD         ORD           G3788V106       780    12700 SH           DEFINED              1     0   12700      0
GEMSTAR INTL GROUP LTD         ORD           G3788V106      2661    43300 SH           DEFINED              2     0   43300      0
GEMSTAR INTL GROUP LTD         ORD           G3788V106     35047   570300 SH           DEFINED              3     0  570300      0
GLOBAL CROSSING LTD            COM           G3921A100     18178   690838 SH           DEFINED              3     0  690838      0
GLOBAL CROSSING LTD            COM           G3921A100      2956   110200 SH           DEFINED             21     0  110200      0
GLOBAL CROSSING LTD            PFD CV        G3921A134     60554   272000 SH           DEFINED              2     0  272000      0
                               6.75%

GLOBAL CROSSING LTD            PFD CV        G3921A134      4230    19000 SH           DEFINED              3     0   19000      0
                               6.75%

GLOBAL CROSSING LTD            PFD CV        G3921A134     18144    81500 SH           DEFINED              4     0   81500      0
                               6.75%

INTERWAVE COMMUNCTNS INTL LTD  ORD           G4911N102      3430   245000 SH           DEFINED              3     0  245000      0
OPENTV CORP                    CL            G67543101        45     1000 SH           DEFINED              3     0    1000      0
                                        A

OPENTV CORP                    CL            G67543101       462    10300 SH           DEFINED             21     0   10300      0
                                        A

TRANSOCEAN SEDCO FOREX INC     ORD           G90078109      7748   144986 SH           DEFINED              2     0  144986      0
TRANSOCEAN SEDCO FOREX INC     ORD           G90078109      2772    51877 SH           DEFINED              3     0   51877      0
MILLICOM INTL CELLULAR S A     ORD           L6388F102      8050   230000 SH           DEFINED              3     0  230000      0
ALADDIN KNOWLEDGE SYS LTD      ORD           M0392N101       237    15000 SH           DEFINED             21     0   15000      0
AUDIOCODES LTD                 ORD           M15342104       264     2200 SH           DEFINED              1     0    2200      0
AUDIOCODES LTD                 ORD           M15342104     17088   142400 SH           DEFINED              3     0  142400      0
CHECK POINT SOFTWARE TECH LTD  ORD           M22465104       487     2300 SH           DEFINED             21     0    2300      0
GILAT SATELLITE NETWORKS LTD   ORD           M51474100       225     3250 SH           DEFINED             21     0    3250      0
ORBOTECH LTD                   ORD           M75253100       246     2650 SH           DEFINED              1     0    2650      0
ORBOTECH LTD                   ORD           M75253100      3970    42750 SH           DEFINED              3     0   42750      0
ASM LITHOGRAPHY HLDG N V       N Y           N07059111       675    15300 SH           DEFINED              2     0   15300      0
                               SHS

ASM LITHOGRAPHY HLDG N V       N Y           N07059111      7382   167300 SH           DEFINED              3     0  167300      0
                               SHS

ASM LITHOGRAPHY HLDG N V       N Y           N07059111     19628   438440 SH           DEFINED             21     0  438440      0
                               SHS

COMPLETEL EUROPE NV            ORD           N21590109      4049   337400 SH           DEFINED              3     0  337400      0
FLEXTRONICS INTL LTD           ORD           Y2573F102       701    10200 SH           DEFINED              1     0   10200      0
FLEXTRONICS INTL LTD           ORD           Y2573F102      1882    27400 SH           DEFINED              2     0   27400      0
FLEXTRONICS INTL LTD           ORD           Y2573F102     20634   300400 SH           DEFINED              3     0  300400      0
</TABLE>



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