FMR CORP
13F-HR, 2000-11-14
Previous: REGENTS OF THE UNIVERSITY OF CALIFORNIA, 13F-HR, 2000-11-14
Next: ROCKEFELLER & CO INC, 13F-NT, 2000-11-14



United States
Securities and Exchange Commission
Washington, D.C.  20549

FORM 13F

FORM 13F Cover Page

Report for the Calendar Year or Quarter Ended: September 30, 2000

Check here if Amendment  [  ]; Amendment Number:
This Amendment (Check only one.):	[  ] is a restatement
						[  ] adds new holdings entries

Institutional Investment Manager Filing this report:

Name:		FMR Corp.
Address:	82 Devonshire Street
		Boston, Ma.  02109-6995


13F File Number:	28-451

The institutional investment manager filing this report and the
Person by whom it is signed 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:	Eric D. Roiter
Title:	Senior Vice President and General Counsel
Phone:	617-563-1742
Signature, Place, and Date of signing:

/s/ Eric D. Roiter		Boston, Ma.			November 13, 2000

Report Type (Check only one.):
[ X]		13F HOLDINGS REPORT.

[  ] 		13F NOTICE

[  ]		13F COMBINATION REPORT


List of other managers reporting for this manager:

NONE



I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE
ACT OF 1934.

<PAGE>

FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:			35

Form 13F Information Table Entry Total:		6,872

Form 13F Information Table Value Total:		$608,339,684	(x1000)


List of Other Included Managers:

No.	Form 13F File Number	Name

01	28-451			Fidelity Management and Research Corporation
02	28-450			Fidelity Management and Research Company
03	28-1054			Fidelity Management Trust Company
04	28-280			Fidelity Trend Fund
05	28-282			Fidelity Destiny Portfolios
06	28-283			Fidelity Hastings Street Trust
07	28-284			Fidelity Puritan Trust
08	28-953			Fidelity Exchange Fund
09	28-981			Fidelity Devonshire Trust
10	28-1140			Fidelity Magellan Fund
11	28-1449			Fidelity Financial Trust
12	28-1448			Fidelity Capital Trust
13	28-1450			Fidelity Mt. Vernon St.Trust
14	80-3013			Fidelity Advisor Series V
15	28-1452			Fidelity Select Portfolios
16	28-1842			Fidelity Securities Fund
18	28-1844			Fidelity Advisor Series III
19	28-2175			Fidelity Advisor Series VIII
20	28-2377			Fidelity Contra Fund
21	28-2115			Fidelity Investment Trust
22	28-2497			Fidelity Variable Insurance Products
23	28-2525			Fidelity Charles Street Trust
24	28-2537			Fidelity Concord Street Trust
25	28-2561			Fidelity Summer Street Trust
26	28-2904			Fidelity Commonwealth Trust
27	28-2897			Fidelity Advisor Series II
28	72-2574			Fidelity Advisor Series I
29	35-330			Fidelity Union Street Trust
30	35-330			Variable Insurance Products Fund III
31	28-3391			Fidelity Congress Street Fund
32	28-3393			Variable Insurance Products Fund II
33	28-3409 		Fidelity Advisor Series IV
34	28-3411 		Fidelity Advisor Series VII
35	28-3413 		Fidelity Covington Trust
36	28-3415 		Fidelity Fixed Income Trust
37	28-5421			Strategic Advisers Incorporated



<PAGE>

<TABLE>
<CAPTION>
                                                           VALUE    SHARES/ SH/ PUT/ INVSTMT             -----VOTING AUTHORITY-----
NAME OF ISSUER               . -TITLE OF CLASS- --CUSIP--   X$1000  PRN AMT PRN CALL DSCRETN.-MANAGERS      SOLE   SHARED     NONE
<S>                            <C>              <C>         <C>    <C>      <C>      <C>     <C>        <C>      <C>      <C>
LERNOUT & HAUSPIE SPEECH PRODS COM              B5628B104       78      6000 SH       DEFINED 03            6000        0        0
CELANESE AG                    ORD              D1497A101     9466    553070 SH       DEFINED 07 09 22         0        0   553070
DAIMLERCHRYSLER AG             ORD              D1668R123       68      1543 SH       DEFINED 07 15 34         0        0     1543
ACE LTD                        ORD              G0070K103    91616   2334170 SH       DEFINED 02 04 06         0        0  2334170
ACE LTD                        ORD              G0070K103   228902   5831900 SH       DEFINED 07 09 12         0        0  5831900
ACE LTD                        ORD              G0070K103    36588    932200 SH       DEFINED 13 15 16         0        0   932200
ACE LTD                        ORD              G0070K103    56445   1438100 SH       DEFINED 19 20 21         0        0  1438100
ACE LTD                        ORD              G0070K103   232223   5916530 SH       DEFINED 22 28 29         0        0  5916530
ACE LTD                        ORD              G0070K103    21983    560100 SH       DEFINED 30 32 34         0        0   560100
ACE LTD                        ORD              G0070K103    27712    706060 SH       DEFINED 03          342760        0   363300
AMDOCS LTD                     ORD              G02602103    14967    239964 SH       DEFINED 02 15 21         0        0   239964
AMDOCS LTD                     ORD              G02602103      742     11900 SH       DEFINED 32 03            0        0    11900
APEX SILVER MINES LTD          ORD              G04074103      149     14800 SH       DEFINED 15               0        0    14800
APW LTD                        COM              G04397108     1821     37355 SH       DEFINED 03           37355        0        0
DSG INTL LTD                   ORD              G28471103     2370    512500 SH       DEFINED 07               0        0   512500
EL SITIO INC                   ORD              G30177102     6412   1709900 SH       DEFINED 02 07 13         0        0  1709900
EL SITIO INC                   ORD              G30177102      213     57000 SH       DEFINED 19 21            0        0    57000
EVEREST RE GROUP LTD           COM              G3223R108    21314    430600 SH       DEFINED 02 06 15         0        0   430600
EVEREST RE GROUP LTD           COM              G3223R108   164478   3322800 SH       DEFINED 16 20 22         0        0  3322800
EVEREST RE GROUP LTD           COM              G3223R108    74141   1497800 SH       DEFINED 26 28 32         0        0  1497800
EVEREST RE GROUP LTD           COM              G3223R108     1980     40000 SH       DEFINED 34               0        0    40000
EVEREST RE GROUP LTD           COM              G3223R108     1118     22600 SH       DEFINED 03           22600        0        0
FLAG TELECOM HOLDINGS LTD      ORD              G3529L102      110     10000 SH       DEFINED 21               0        0    10000
GLOBAL CROSSING LTD            COM              G3921A100   134800   4348400 SH       DEFINED 09 10 11         0        0  4348400
GLOBAL CROSSING LTD            COM              G3921A100    47765   1540825 SH       DEFINED 12 15 19         0        0  1540825
GLOBAL CROSSING LTD            COM              G3921A100    30268    976400 SH       DEFINED 21 28 34         0        0   976400
GLOBAL CROSSING LTD            COM              G3921A100    21224    684656 SH       DEFINED 03          684656        0        0
GLOBAL CROSSING LTD            PFD CV 6.75%     G3921A134    11261     45000 SH       DEFINED 11               0        0    45000
GLOBALSTAR TELECOMMUNICTNS LTD COM              G3930H104      118     13700 SH       DEFINED 15               0        0    13700
GLOBAL SOURCES LTD             ORD              G39300101       11       365 SH       DEFINED 03             365        0        0
HELEN OF TROY CORP LTD         COM              G4388N106    20199   2835000 SH       DEFINED 07               0        0  2835000
IPC HLDGS LTD                  ORD              G4933P101    46305   2503000 SH       DEFINED 07               0        0  2503000
KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G106     7210    329610 SH       DEFINED 02 19 21         0        0   329610
KNIGHTSBRIDGE TANKERS LTD      ORD              G5299G106     4375    200000 SH       DEFINED 28               0        0   200000
LORAL SPACE & COMMUNICATIONS   COM              G56462107      343     56000 SH       DEFINED 15               0        0    56000
LORAL SPACE & COMMUNICATIONS   PFD CONV C 6%    G56462149     5834    291700 SH       DEFINED 09 22            0        0   291700
LORAL SPACE & COMMUNICATIONS   PFD CONV C 6%    G56462149      208     10400 SH       DEFINED 03            3400        0     7000
MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H105    86591   1122740 SH       DEFINED 02 15 23         0        0  1122740
MARVELL TECHNOLOGY GROUP LTD   ORD              G5876H105      323      4200 SH       DEFINED 03               0        0     4200
NOVEL DENIM HLDGS LTD          ORD              G6674P109     3540    442500 SH       DEFINED 07               0        0   442500
OPENTV CORP                    CL A             G67543101    57996   1744246 SH       DEFINED 11 13 15         0        0  1744246
PARTNERRE LTD                  COM              G6852T105    23424    493800 SH       DEFINED 02 15 16         0        0   493800
PARTNERRE LTD                  COM              G6852T105   141871   2990700 SH       DEFINED 20 22 28         0        0  2990700
PARTNERRE LTD                  COM              G6852T105    10412    219500 SH       DEFINED 32 34            0        0   219500
PARTNERRE LTD                  COM              G6852T105      289      6100 SH       DEFINED 03            6100        0        0
PEAK INTL LTD                  ORD              G69586108    13677   1709700 SH       DEFINED 07 15            0        0  1709700
PXRE GROUP LTD                 COM              G73018106    16163   1026263 SH       DEFINED 07               0        0  1026263
RENAISSANCE RE HLDGS LTD       COM              G7496G103    48237    754450 SH       DEFINED 02 07 15         0        0   754450
RENAISSANCE RE HLDGS LTD       COM              G7496G103    66699   1043200 SH       DEFINED 16 19 20         0        0  1043200
RENAISSANCE RE HLDGS LTD       COM              G7496G103    12723    199000 SH       DEFINED 21 26 28         0        0   199000
RENAISSANCE RE HLDGS LTD       COM              G7496G103    12111    189430 SH       DEFINED 32 34            0        0   189430
RENAISSANCE RE HLDGS LTD       COM              G7496G103    19558    305900 SH       DEFINED 03          279300        0    26600
SANTA FE INTL CORP             ORD              G7805C108    23657    525000 SH       DEFINED 02 04 13         0        0   525000
SANTA FE INTL CORP             ORD              G7805C108    60493   1342430 SH       DEFINED 15 19 20         0        0  1342430
SANTA FE INTL CORP             ORD              G7805C108    32566    722690 SH       DEFINED 21 22 26         0        0   722690
SANTA FE INTL CORP             ORD              G7805C108    29561    656000 SH       DEFINED 28 32 34         0        0   656000
SANTA FE INTL CORP             ORD              G7805C108    25406    563800 SH       DEFINED 03          563800        0        0
SINA COM                       ORD              G81477104      673     47700 SH       DEFINED 21               0        0    47700
STIRLING COOKE BROWN HLDGS LTD ORD              G84951105     1818    938700 SH       DEFINED 07               0        0   938700
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109    69201   1180410 SH       DEFINED 02 06 08         0        0  1180410
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109   134375   2292114 SH       DEFINED 09 10 12         0        0  2292114
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109   311216   5308596 SH       DEFINED 13 15 16         0        0  5308596
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109   168130   2867900 SH       DEFINED 20 22 23         0        0  2867900
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109    66394   1132534 SH       DEFINED 28 30 32         0        0  1132534
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109     4741     80879 SH       DEFINED 34               0        0    80879
TRANSOCEAN SEDCO FOREX INC     ORD              G90078109    33439    570395 SH       DEFINED 03          448995        0   121400
TRITON ENERGY LTD              ORD              G90751101    11193    287000 SH       DEFINED 13 20 32         0        0   287000
TRITON ENERGY LTD              ORD              G90751101     2718     69700 SH       DEFINED 03           69700        0        0
TYCOM LTD                      COM              G9144B106    25408    662100 SH       DEFINED 02 04 06         0        0   662100
TYCOM LTD                      COM              G9144B106    27035    704500 SH       DEFINED 09 10 15         0        0   704500
TYCOM LTD                      COM              G9144B106     7736    201600 SH       DEFINED 19 21 34         0        0   201600
TYCOM LTD                      COM              G9144B106     1600     41700 SH       DEFINED 03           17400        0    24300
XOMA LTD                       ORD              G9825R107    20513   1420866 SH       DEFINED 02 09 13         0        0  1420866
XOMA LTD                       ORD              G9825R107    41528   2876400 SH       DEFINED 15 26 28         0        0  2876400
XOMA LTD                       ORD              G9825R107     6059    419700 SH       DEFINED 30 34            0        0   419700
XOMA LTD                       ORD              G9825R107       15      1050 SH       DEFINED 03            1050        0        0
XL CAP LTD                     CL A             G98255105    39888    542700 SH       DEFINED 02 04 06         0        0   542700
XL CAP LTD                     CL A             G98255105    94962   1292000 SH       DEFINED 07 09 15         0        0  1292000
XL CAP LTD                     CL A             G98255105   211293   2874740 SH       DEFINED 16 19 20         0        0  2874740
XL CAP LTD                     CL A             G98255105   198832   2705200 SH       DEFINED 21 22 23         0        0  2705200
XL CAP LTD                     CL A             G98255105   177712   2417860 SH       DEFINED 28 30 32         0        0  2417860
XL CAP LTD                     CL A             G98255105     4410     60000 SH       DEFINED 34               0        0    60000
XL CAP LTD                     CL A             G98255105     6428     87460 SH       DEFINED 03           15160        0    72300
UBS AG                         ORD              H8920G155    84438    633821 SH       DEFINED 02 19 21         0        0   633821
UBS AG                         ORD              H8920G155    14410    108168 SH       DEFINED 22               0        0   108168
UBS AG                         ORD              H8920G155     9512     71403 SH       DEFINED 03           52503        0    18900
MILLICOM INTL CELLULAR S A     ORD              L6388F102     7112    200000 SH       DEFINED 12               0        0   200000
SBS BROADCASTING SA            ORD              L8137F102     1632     41000 SH       DEFINED 12               0        0    41000
STOLT OFFSHORE S A             COM              L8873E103     6247    430800 SH       DEFINED 02 12 15         0        0   430800
STOLT OFFSHORE S A             COM              L8873E103    60849   4102170 SH       DEFINED 21 22 28         0        0  4102170
AUDIOCODES LTD                 ORD              M15342104    61826    726300 SH       DEFINED 09 13 28         0        0   726300
AUDIOCODES LTD                 ORD              M15342104      638      7500 SH       DEFINED 30               0        0     7500
AUDIOCODES LTD                 ORD              M15342104     1315     15450 SH       DEFINED 03           15450        0        0
BACKWEB TECHNOLOGIES LTD       ORD              M15633106      527     52000 SH       DEFINED 19 21            0        0    52000
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104    74576    473500 SH       DEFINED 02 06 11         0        0   473500
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104   136502    866680 SH       DEFINED 15 16 20         0        0   866680
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104    12379     78600 SH       DEFINED 21 28 32         0        0    78600
CHECK POINT SOFTWARE TECH LTD  ORD              M22465104     7875     50000 SH       DEFINED 34               0        0    50000
ELSCINT LTD NEW                ORD              M40168102     8881   1450000 SH       DEFINED 07               0        0  1450000
ESC MEDICAL SYS LTD            ORD              M40868107    43954   2344250 SH       DEFINED 07 15 28         0        0  2344250
PRECISE SOFTWARE SOLUTIONS LTD ORD              M41450103     8620    199900 SH       DEFINED 15 19 21         0        0   199900
PRECISE SOFTWARE SOLUTIONS LTD ORD              M41450103     2169     50300 SH       DEFINED 26 28            0        0    50300
FORSOFT LTD                    ORD NEW          M46544108     7278    831800 SH       DEFINED 32               0        0   831800
GALILEO TECHNOLOGY LTD         ORD              M47298100    22244    700600 SH       DEFINED 09 13 28         0        0   700600
GALILEO TECHNOLOGY LTD         ORD              M47298100     1692     53300 SH       DEFINED 30               0        0    53300
GALILEO TECHNOLOGY LTD         ORD              M47298100      835     26300 SH       DEFINED 03           26300        0        0
GILAT SATELLITE NETWORKS LTD   ORD              M51474100       24       320 SH       DEFINED 02               0        0      320
LANOPTICS LTD                  ORD              M6706C103     3640    104000 SH       DEFINED 19 21            0        0   104000
ORBOTECH LTD                   ORD              M75253100     6212    113600 SH       DEFINED 02 09 19         0        0   113600
ORBOTECH LTD                   ORD              M75253100    21278    389100 SH       DEFINED 21 26 28         0        0   389100
ORBOTECH LTD                   ORD              M75253100     2592     47400 SH       DEFINED 30 34            0        0    47400
ORBOTECH LTD                   ORD              M75253100        2        45 SH       DEFINED 03              45        0        0
RADVIEW SOFTWARE LTD           ORD              M81867109     1325    200000 SH       DEFINED 15               0        0   200000
TARO PHARMACEUTICAL INDS LTD   ORD              M8737E108      178     10000 SH       DEFINED 07               0        0    10000
VOCALTEC COMMUNICATIONS LTD    ORD              M97601104      410     40800 SH       DEFINED 02 21            0        0    40800
ASM INTL N V                   COM              N07045102     5223    298500 SH       DEFINED 03               0        0   298500
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111    94556   2926300 SH       DEFINED 02 13 15         0        0  2926300
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111     8724    270000 SH       DEFINED 34               0        0   270000
ASM LITHOGRAPHY HLDG N V       N Y SHS          N07059111    68227   2111500 SH       DEFINED 03         2109800        0     1700
CNH GLOBAL N V                 ORD              N20935107    17046   1704610 SH       DEFINED 07 09 15         0        0  1704610
CNH GLOBAL N V                 ORD              N20935107    10682   1068200 SH       DEFINED 22 26 34         0        0  1068200
CNH GLOBAL N V                 ORD              N20935107      533     53300 SH       DEFINED 03           17300        0    36000
KPNQWEST N V                   CL C             N50919104     1314     46200 SH       DEFINED 13               0        0    46200
KPNQWEST N V                   CL C             N50919104     1738     61100 SH       DEFINED 03           61100        0        0
ORTHOFIX INTL N V              COM              N6748L102    25171   1017017 SH       DEFINED 07 15 19         0        0  1017017
ORTHOFIX INTL N V              COM              N6748L102    15525    627300 SH       DEFINED 21               0        0   627300
ORTHOFIX INTL N V              COM              N6748L102     1207     48800 SH       DEFINED 03           48800        0        0
QIAGEN N V                     ORD              N72482107      358      7600 SH       DEFINED 12 28            0        0     7600
BANCO LATINOAMERICANO DE EXPO  CL E             P16994132    23906    861500 SH       DEFINED 02 19 21         0        0   861500
ELAMEX S A DE C V              ORD              P36209107     1480    498700 SH       DEFINED 19 21            0        0   498700
PANAMERICAN BEVERAGES INC      CL A             P74823108      408     24050 SH       DEFINED 02 07 15         0        0    24050
PANAMERICAN BEVERAGES INC      CL A             P74823108     4401    258900 SH       DEFINED 19 21 34         0        0   258900
STEINER LEISURE LTD            ORD              P8744Y102      213      9520 SH       DEFINED 02 26            0        0     9520
ROYAL CARIBBEAN CRUISES LTD    COM              V7780T103     8817    346200 SH       DEFINED 12 15 21         0        0   346200
ASE TEST LTD                   ORD              Y02516105     6577    313200 SH       DEFINED 13 21            0        0   313200
ASE TEST LTD                   ORD              Y02516105     7885    375500 SH       DEFINED 03          375500        0        0
FLEXTRONICS INTL LTD           ORD              Y2573F102    22768    277241 SH       DEFINED 02 05 09         0        0   277241
FLEXTRONICS INTL LTD           ORD              Y2573F102   347594   4232500 SH       DEFINED 10 12 13         0        0  4232500
FLEXTRONICS INTL LTD           ORD              Y2573F102   354551   4317217 SH       DEFINED 15 16 19         0        0  4317217
FLEXTRONICS INTL LTD           ORD              Y2573F102   190341   2317700 SH       DEFINED 20 21 23         0        0  2317700
FLEXTRONICS INTL LTD           ORD              Y2573F102    18501    225281 SH       DEFINED 27 28 30         0        0   225281
FLEXTRONICS INTL LTD           ORD              Y2573F102    31946    389000 SH       DEFINED 32 34            0        0   389000
FLEXTRONICS INTL LTD           ORD              Y2573F102    19412    236380 SH       DEFINED 03          142680        0    93700
GIGAMEDIA LTD                  ORD              Y2711Y104     2294    284600 SH       DEFINED 02 21            0        0   284600
OMI CORP NEW                   COM              Y6476W104     5234    625000 SH       DEFINED 02 09 19         0        0   625000
OMI CORP NEW                   COM              Y6476W104    27664   3303200 SH       DEFINED 21 22 26         0        0  3303200
OMI CORP NEW                   COM              Y6476W104     1280    152850 SH       DEFINED 28 30 03         0        0   152850
PACIFIC INTERNET LTD           ORD              Y66183107        0       100 SH       DEFINED 28               0        0      100
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103    38220    814290 SH       DEFINED 02 09 12         0        0   814290
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103    97668   2080810 SH       DEFINED 15 19 21         0        0  2080810
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103    85308   1817490 SH       DEFINED 22 26 28         0        0  1817490
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103     2877     61300 SH       DEFINED 30 34            0        0    61300
TEEKAY SHIPPING MARSHALL ISLND COM              Y8564W103     5583    118950 SH       DEFINED 03             450        0   118500
A D C TELECOMMUNICATIONS       COM              000886101    68280   2539200 SH       DEFINED 02 07 10         0        0  2539200
A D C TELECOMMUNICATIONS       COM              000886101   143150   5323420 SH       DEFINED 12 15 16         0        0  5323420
A D C TELECOMMUNICATIONS       COM              000886101    95139   3538000 SH       DEFINED 20 23 32         0        0  3538000
A D C TELECOMMUNICATIONS       COM              000886101     6722    250000 SH       DEFINED 34               0        0   250000
A D C TELECOMMUNICATIONS       COM              000886101    22259    827676 SH       DEFINED 37 03       590576        0   237100
ADT OPERATIONS                 LYON ZERO CPN 10 000945AC9    59156  20981000 PRN      DEFINED 09 11            0        0        0
ADT OPERATIONS                 LYON ZERO CPN 10 000945AC9     2983   1058000 PRN      DEFINED 03               0        0        0
ACT MFG INC                    SB NT CV144A7%07 000973AA5     5979   4325000 PRN      DEFINED 11               0        0        0
AFLAC INC                      COM              001055102    36919    576300 SH       DEFINED 02 04 05         0        0   576300
AFLAC INC                      COM              001055102    42678    666200 SH       DEFINED 06 07 09         0        0   666200
AFLAC INC                      COM              001055102   312983   4885600 SH       DEFINED 10 12 15         0        0  4885600
AFLAC INC                      COM              001055102   196098   3061050 SH       DEFINED 16 19 20         0        0  3061050
AFLAC INC                      COM              001055102   141505   2208860 SH       DEFINED 21 22 23         0        0  2208860
AFLAC INC                      COM              001055102    68266   1065630 SH       DEFINED 27 28 30         0        0  1065630
AFLAC INC                      COM              001055102    17232    269000 SH       DEFINED 32 34            0        0   269000
AFLAC INC                      COM              001055102    66287   1034723 SH       DEFINED 37 03       842623        0   192100
AGCO CORP                      COM              001084102     8949    753600 SH       DEFINED 07 15            0        0   753600
AGL RES INC                    COM              001204106     2632    131200 SH       DEFINED 26               0        0   131200
AHL SVCS INC                   COM              001296102      912    105800 SH       DEFINED 07               0        0   105800
AES CORP                       COM              00130H105   123496   1802870 SH       DEFINED 02 04 05         0        0  1802870
AES CORP                       COM              00130H105   450319   6574000 SH       DEFINED 06 07 09         0        0  6574000
AES CORP                       COM              00130H105   617236   9010750 SH       DEFINED 12 13 15         0        0  9010750
AES CORP                       COM              00130H105   500303   7303700 SH       DEFINED 16 19 20         0        0  7303700
AES CORP                       COM              00130H105   253628   3702600 SH       DEFINED 21 22 23         0        0  3702600
AES CORP                       COM              00130H105   280612   4096540 SH       DEFINED 26 27 28         0        0  4096540
AES CORP                       COM              00130H105    76230   1112860 SH       DEFINED 29 30 32         0        0  1112860
AES CORP                       COM              00130H105    28359    414000 SH       DEFINED 34               0        0   414000
AES CORP                       COM              00130H105   197090   2877235 SH       DEFINED 37 03      2383795        0   493440
AK STL HLDG CORP               COM              001547108     2639    281500 SH       DEFINED 15 22 27         0        0   281500
AK STL HLDG CORP               COM              001547108      530     56600 SH       DEFINED 03           56600        0        0
AMB PROPERTY CORP              COM              00163T109    36792   1497900 SH       DEFINED 09 12 15         0        0  1497900
AMB PROPERTY CORP              COM              00163T109     2279     92800 SH       DEFINED 21 29 34         0        0    92800
AMB PROPERTY CORP              COM              00163T109    11669    475100 SH       DEFINED 35               0        0   475100
AMB PROPERTY CORP              COM              00163T109    25188   1025500 SH       DEFINED 03         1025500        0        0
AMR CORP                       COM              001765106    55261   1690590 SH       DEFINED 02 10 15         0        0  1690590
AMR CORP                       COM              001765106    10652    325900 SH       DEFINED 16 32 34         0        0   325900
AMR CORP                       COM              001765106     4054    124029 SH       DEFINED 03          124029        0        0
ANC RENTAL CORP                COM              001813104     4301    748027 SH       DEFINED 10 12 27         0        0   748027
ANC RENTAL CORP                COM              001813104        2       462 SH       DEFINED 30               0        0      462
ANC RENTAL CORP                COM              001813104      326     56860 SH       DEFINED 03            3711        0    53149
AT&T CORP                      COM              001957109    41301   1406010 SH       DEFINED 02 04 05         0        0  1406010
AT&T CORP                      COM              001957109   852403  29018008 SH       DEFINED 06 07 09         0        0 29018008
AT&T CORP                      COM              001957109   853983  29071784 SH       DEFINED 10 11 12         0        0 29071784
AT&T CORP                      COM              001957109   334253  11378829 SH       DEFINED 13 15 16         0        0 11378829
AT&T CORP                      COM              001957109   167697   5708866 SH       DEFINED 18 19 22         0        0  5708866
AT&T CORP                      COM              001957109     8668    295081 SH       DEFINED 23 26 27         0        0   295081
AT&T CORP                      COM              001957109    72807   2478550 SH       DEFINED 28 30 32         0        0  2478550
AT&T CORP                      COM              001957109     8811    299964 SH       DEFINED 34               0        0   299964
AT&T CORP                      COM              001957109   162183   5522162 SH       DEFINED 37 03      4644037        0   878125
AT&T CORP                      COM LIB GRP A    001957208    48968   2720478 SH       DEFINED 02 04 05         0        0  2720478
AT&T CORP                      COM LIB GRP A    001957208   246056  13669788 SH       DEFINED 06 07 09         0        0 13669788
AT&T CORP                      COM LIB GRP A    001957208   317213  17622984 SH       DEFINED 11 13 15         0        0 17622984
AT&T CORP                      COM LIB GRP A    001957208   187027  10390440 SH       DEFINED 16 19 22         0        0 10390440
AT&T CORP                      COM LIB GRP A    001957208   180278  10015480 SH       DEFINED 26 27 28         0        0 10015480
AT&T CORP                      COM LIB GRP A    001957208    13241    733544 SH       DEFINED 30 34            0        0   733544
AT&T CORP                      COM LIB GRP A    001957208    78804   4377490 SH       DEFINED 37 03      3230858        0  1146632
AT&T CORP                      COM WIRLES GRP   001957406   119800   5738945 SH       DEFINED 02 05 06         0        0  5738945
AT&T CORP                      COM WIRLES GRP   001957406   265874  12736500 SH       DEFINED 07 09 10         0        0 12736500
AT&T CORP                      COM WIRLES GRP   001957406   175010   8383760 SH       DEFINED 13 15 16         0        0  8383760
AT&T CORP                      COM WIRLES GRP   001957406   169228   8106770 SH       DEFINED 19 20 22         0        0  8106770
AT&T CORP                      COM WIRLES GRP   001957406    57191   2739730 SH       DEFINED 28 32 34         0        0  2739730
AT&T CORP                      COM WIRLES GRP   001957406    58037   2780250 SH       DEFINED 37 03      2491050        0   289200
ASA LTD                        COM              002050102     4824    288000 SH       DEFINED 15               0        0   288000
ASI SOLUTIONS INC              COM              00206F108     4034    216600 SH       DEFINED 07               0        0   216600
AT & T CDA INC                 DEPS RCPT CL B   00207Q202      148      4880 SH       DEFINED 02               0        0     4880
ASAT HLDGS LTD                 SPONSORED ADR    00208B105     4006    610500 SH       DEFINED 02 07 19         0        0   610500
ASAT HLDGS LTD                 SPONSORED ADR    00208B105     6366    970100 SH       DEFINED 21               0        0   970100
ASAT HLDGS LTD                 SPONSORED ADR    00208B105      145     22104 SH       DEFINED 03           21504        0      600
ATS MED INC                    COM              002083103      534     35500 SH       DEFINED 13               0        0    35500
ATS MED INC                    COM              002083103      778     51700 SH       DEFINED 03           51700        0        0
AVX CORP NEW                   COM              002444107    75268   2888000 SH       DEFINED 02 12 15         0        0  2888000
AVX CORP NEW                   COM              002444107     5671    217600 SH       DEFINED 28 32            0        0   217600
AVX CORP NEW                   COM              002444107     1110     42600 SH       DEFINED 03           21800        0    20800
AXA FINL INC                   COM              002451102   139884   2746200 SH       DEFINED 02 11 15         0        0  2746200
AXA FINL INC                   COM              002451102     4630     90900 SH       DEFINED 34               0        0    90900
AXA FINL INC                   COM              002451102    16116    316400 SH       DEFINED 37 03       263200        0    53200
AZZ INC                        COM              002474104     9060    483200 SH       DEFINED 07               0        0   483200
AARON RENTS INC                COM              002535201     5444    422900 SH       DEFINED 07               0        0   422900
AARON RENTS INC                COM              002535201      332     25800 SH       DEFINED 03           25800        0        0
ABBOTT LABS                    COM              002824100   193164   4061270 SH       DEFINED 02 04 06         0        0  4061270
ABBOTT LABS                    COM              002824100   981333  20632500 SH       DEFINED 07 09 10         0        0 20632500
ABBOTT LABS                    COM              002824100   454570   9557320 SH       DEFINED 11 13 15         0        0  9557320
ABBOTT LABS                    COM              002824100   247960   5213370 SH       DEFINED 16 18 19         0        0  5213370
ABBOTT LABS                    COM              002824100   161346   3392300 SH       DEFINED 22 23 28         0        0  3392300
ABBOTT LABS                    COM              002824100    75519   1587800 SH       DEFINED 30 32 34         0        0  1587800
ABBOTT LABS                    COM              002824100   209341   4401928 SH       DEFINED 37 03      3906328        0   495600
ABERCROMBIE & FITCH CO         CL A             002896207    36352   1907000 SH       DEFINED 02 05 06         0        0  1907000
ABERCROMBIE & FITCH CO         CL A             002896207    26433   1386700 SH       DEFINED 09 15 16         0        0  1386700
ABERCROMBIE & FITCH CO         CL A             002896207     3000    157410 SH       DEFINED 26 28 30         0        0   157410
ABERCROMBIE & FITCH CO         CL A             002896207      259     13630 SH       DEFINED 03           13630        0        0
ABGENIX INC                    COM              00339B107   328721   4067710 SH       DEFINED 02 09 13         0        0  4067710
ABGENIX INC                    COM              00339B107   179382   2219742 SH       DEFINED 15 22 23         0        0  2219742
ABGENIX INC                    COM              00339B107    61805    764800 SH       DEFINED 28 30 34         0        0   764800
ABGENIX INC                    COM              00339B107     8612    106570 SH       DEFINED 03          106570        0        0
ABOUT COM INC                  COM              003736105        3       100 SH       DEFINED 02 26            0        0      100
ABRAXAS PETE CORP              COM              003830106     1116    288092 SH       DEFINED 25               0        0   288092
ABITIBI-CONSOLIDATED INC       COM              003924107     3294    353007 SH       DEFINED 02 15 21         0        0   353007
ABITIBI-CONSOLIDATED INC       COM              003924107      726     77800 SH       DEFINED 34               0        0    77800
ABITIBI-CONSOLIDATED INC       COM              003924107     4953    528300 SH       DEFINED 03          528300        0        0
ACCREDO HEALTH INC             COM              00437V104     6935    141900 SH       DEFINED 20 26 32         0        0   141900
ACLARA BIOSCIENCES INC         COM              00461P106    37394   1231100 SH       DEFINED 15 16            0        0  1231100
ACNIELSEN CORP                 COM              004833109    25749   1081333 SH       DEFINED 02 09 12         0        0  1081333
ACNIELSEN CORP                 COM              004833109    16407    689032 SH       DEFINED 15 16 22         0        0   689032
ACNIELSEN CORP                 COM              004833109    43411   1823060 SH       DEFINED 26 28 30         0        0  1823060
ACNIELSEN CORP                 COM              004833109       42      1800 SH       DEFINED 34               0        0     1800
ACNIELSEN CORP                 COM              004833109      531     22315 SH       DEFINED 37 03        17549        0     4766
ACTIVISION INC NEW             COM NEW          004930202     2011    134100 SH       DEFINED 02 15 26         0        0   134100
ACTIVISION INC NEW             COM NEW          004930202     6150    410000 SH       DEFINED 28               0        0   410000
ACTIVISION INC NEW             COM NEW          004930202     3696    246400 SH       DEFINED 03          246400        0        0
ACTIVE POWER INC               COM              00504W100      905     14600 SH       DEFINED 15               0        0    14600
ACTIVCARD S A                  SPONSORED ADR    00505N109     3450    150000 SH       DEFINED 28               0        0   150000
ACTUATE CORP                   COM              00508B102     3026     87600 SH       DEFINED 26               0        0    87600
ACTUANT CORP                   CL A             00508X104       59     15215 SH       DEFINED 03           15215        0        0
ACXIOM CORP                    COM              005125109     1597     50000 SH       DEFINED 20 32            0        0    50000
ADAMS EXPRESS CO               COM              006212104       48      1238 SH       DEFINED 37            1238        0        0
ADAMS RES & ENERGY INC         COM NEW          006351308     6214    421300 SH       DEFINED 07               0        0   421300
ADAPTIVE BROADBAND CORP        COM              00650M104    67893   3481700 SH       DEFINED 13 15            0        0  3481700
ADAPTIVE BROADBAND CORP        COM              00650M104     1068     54800 SH       DEFINED 03           54800        0        0
ADAPTEC INC                    COM              00651F108    58702   2935140 SH       DEFINED 07 15            0        0  2935140
ADAPTEC INC                    COM              00651F108     2571    128568 SH       DEFINED 03          128568        0        0
ADELPHIA COMMUNICATIONS CORP   CL A             006848105    16326    592350 SH       DEFINED 02 13 15         0        0   592350
ADELPHIA COMMUNICATIONS CORP   CL A             006848105       20       750 SH       DEFINED 34               0        0      750
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR    00709P108      303     14500 SH       DEFINED 13               0        0    14500
ADMINISTRADORA FONDOS PENSIONE SPONSORED ADR    00709P108      479     22900 SH       DEFINED 03           22900        0        0
ADMINISTAFF INC                COM              007094105    40885    540100 SH       DEFINED 13 20 32         0        0   540100
ADOBE SYS INC                  COM              00724F101    70685    455300 SH       DEFINED 02 04 06         0        0   455300
ADOBE SYS INC                  COM              00724F101    86334    556100 SH       DEFINED 07 11 12         0        0   556100
ADOBE SYS INC                  COM              00724F101   650107   4187487 SH       DEFINED 13 15 16         0        0  4187487
ADOBE SYS INC                  COM              00724F101   636723   4101280 SH       DEFINED 19 20 21         0        0  4101280
ADOBE SYS INC                  COM              00724F101   339485   2186700 SH       DEFINED 22 23 28         0        0  2186700
ADOBE SYS INC                  COM              00724F101   243043   1565500 SH       DEFINED 30 32 34         0        0  1565500
ADOBE SYS INC                  COM              00724F101   113329    729979 SH       DEFINED 03          512979        0   217000
ADTRAN INC                     COM              00738A106    19272    452960 SH       DEFINED 13 15 32         0        0   452960
ADVANCE PARADIGM INC           COM              007491103     2932     69500 SH       DEFINED 02 13 15         0        0    69500
ADVANCE PARADIGM INC           COM              007491103        7       180 SH       DEFINED 26               0        0      180
ADVANCE PARADIGM INC           COM              007491103    16680    395400 SH       DEFINED 03          395400        0        0
ADVANCED DIGITAL INFORMATION   COM              007525108     9379    617600 SH       DEFINED 07 21 29         0        0   617600
ADVANCED DIGITAL INFORMATION   COM              007525108     2185    143900 SH       DEFINED 03          143900        0        0
ADVANCED MAGNETICS INC         COM              00753P103      131     35000 SH       DEFINED 12 28            0        0    35000
ADVANCED MARKETING SVCS INC    COM              00753T105    12498    709150 SH       DEFINED 07 26            0        0   709150
ADVANCED MARKETING SVCS INC    COM              00753T105     5255    298200 SH       DEFINED 03          298200        0        0
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105     4117    108720 SH       DEFINED 15 26            0        0   108720
ADVANCED FIBRE COMMUNICATIONS  COM              00754A105        7       200 SH       DEFINED 37             200        0        0
ADVANCED NEUROMODULATION SYS   COM              00757T101     2115    108500 SH       DEFINED 03          108500        0        0
ADVO INC                       COM              007585102    17770    538500 SH       DEFINED 02 09 15         0        0   538500
ADVO INC                       COM              007585102    12847    389310 SH       DEFINED 26 28 30         0        0   389310
ADVO INC                       COM              007585102    11859    359390 SH       DEFINED 03          359390        0        0
ADVANCED POWER TECHNOLOGY INC  COM              00761E108    19454    587300 SH       DEFINED 28               0        0   587300
ADVANCED POWER TECHNOLOGY INC  COM              00761E108      725     21900 SH       DEFINED 03           21900        0        0
ADVANCED MICRO DEVICES INC     COM              007903107    39985   1692500 SH       DEFINED 02 06 07         0        0  1692500
ADVANCED MICRO DEVICES INC     COM              007903107   241551  10224400 SH       DEFINED 11 12 13         0        0 10224400
ADVANCED MICRO DEVICES INC     COM              007903107    57626   2439200 SH       DEFINED 15 16 28         0        0  2439200
ADVANCED MICRO DEVICES INC     COM              007903107    14652    620200 SH       DEFINED 32 34            0        0   620200
ADVANCED MICRO DEVICES INC     COM              007903107    11407    482852 SH       DEFINED 03          371752        0   111100
AEGON N V                      ORD AMER REG     007924103      189      5081 SH       DEFINED 37            5081        0        0
ADVANCED ENERGY INDS           COM              007973100     5817    176300 SH       DEFINED 02 15 26         0        0   176300
ADVANCED ENERGY INDS           COM              007973100     3108     94200 SH       DEFINED 34               0        0    94200
ADVANCED ENERGY INDS           COM              007973100     3144     95300 SH       DEFINED 03           95300        0        0
ADVENT SOFTWARE INC            COM              007974108    32841    470000 SH       DEFINED 15 16            0        0   470000
AETHER SYS INC                 SUB NT CV   6%05 00808VAA3     3868   5000000 PRN      DEFINED 11               0        0        0
AETHER SYS INC                 COM              00808V105    56984    540140 SH       DEFINED 02 05 06         0        0   540140
AETHER SYS INC                 COM              00808V105   263823   2500700 SH       DEFINED 10 13 15         0        0  2500700
AETHER SYS INC                 COM              00808V105    36956    350300 SH       DEFINED 16 20 32         0        0   350300
AETHER SYS INC                 COM              00808V105    33169    314400 SH       DEFINED 34               0        0   314400
AETHER SYS INC                 COM              00808V105    13989    132600 SH       DEFINED 03          106100        0    26500
AETNA INC                      COM              008117103     3048     52500 SH       DEFINED 15               0        0    52500
AETNA INC                      COM              008117103     6611    113894 SH       DEFINED 37 03       113894        0        0
AFFILIATED COMPUTER SERVICES   CL A             008190100    65675   1316800 SH       DEFINED 02 04 07         0        0  1316800
AFFILIATED COMPUTER SERVICES   CL A             008190100    20034    401700 SH       DEFINED 09 11 12         0        0   401700
AFFILIATED COMPUTER SERVICES   CL A             008190100    19519    391360 SH       DEFINED 13 15 19         0        0   391360
AFFILIATED COMPUTER SERVICES   CL A             008190100    14780    296360 SH       DEFINED 20 21 26         0        0   296360
AFFILIATED COMPUTER SERVICES   CL A             008190100     6659    133520 SH       DEFINED 28 29 30         0        0   133520
AFFILIATED COMPUTER SERVICES   CL A             008190100     4159     83400 SH       DEFINED 32 34            0        0    83400
AFFILIATED COMPUTER SERVICES   CL A             008190100    30389    609310 SH       DEFINED 03          582610        0    26700
AFFILIATED MANAGERS GROUP      COM              008252108     5500     96600 SH       DEFINED 02 15            0        0    96600
AFFILIATED MANAGERS GROUP      COM              008252108    17064    299700 SH       DEFINED 03          299700        0        0
AFFYMETRIX INC                 SB NT CV 144A 07 00826TAC2     4200   7000000 PRN      DEFINED 11               0        0        0
AFFYMETRIX INC                 COM              00826T108    33911    679930 SH       DEFINED 02 04 05         0        0   679930
AFFYMETRIX INC                 COM              00826T108    34309    687900 SH       DEFINED 06 09 12         0        0   687900
AFFYMETRIX INC                 COM              00826T108   217425   4359400 SH       DEFINED 13 15 16         0        0  4359400
AFFYMETRIX INC                 COM              00826T108    54229   1087300 SH       DEFINED 22 23 26         0        0  1087300
AFFYMETRIX INC                 COM              00826T108    43805    878300 SH       DEFINED 28 30 34         0        0   878300
AFFYMETRIX INC                 COM              00826T108    12281    246240 SH       DEFINED 03          121940        0   124300
AGILENT TECHNOLOGIES INC       COM              00846U101    33150    677408 SH       DEFINED 02 04 05         0        0   677408
AGILENT TECHNOLOGIES INC       COM              00846U101   143357   2929401 SH       DEFINED 06 07 08         0        0  2929401
AGILENT TECHNOLOGIES INC       COM              00846U101   234548   4792826 SH       DEFINED 10 12 13         0        0  4792826
AGILENT TECHNOLOGIES INC       COM              00846U101   551903  11277713 SH       DEFINED 15 16 19         0        0 11277713
AGILENT TECHNOLOGIES INC       COM              00846U101   285278   5829440 SH       DEFINED 20 21 22         0        0  5829440
AGILENT TECHNOLOGIES INC       COM              00846U101   132413   2705765 SH       DEFINED 26 27 28         0        0  2705765
AGILENT TECHNOLOGIES INC       COM              00846U101     5346    109251 SH       DEFINED 29 30 31         0        0   109251
AGILENT TECHNOLOGIES INC       COM              00846U101    50446   1030830 SH       DEFINED 32 34            0        0  1030830
AGILENT TECHNOLOGIES INC       COM              00846U101    68521   1400452 SH       DEFINED 37 03      1143362        0   257090
AGILE SOFTWARE CORP DEL        COM              00846X105    18311    203600 SH       DEFINED 13 15            0        0   203600
AGILE SOFTWARE CORP DEL        COM              00846X105     5711     63500 SH       DEFINED 03           63500        0        0
AGNICO EAGLE MINES LTD         COM              008474108     8449   1443890 SH       DEFINED 02 09 12         0        0  1443890
AGNICO EAGLE MINES LTD         COM              008474108    13347   2280930 SH       DEFINED 15 28 30         0        0  2280930
AGNICO EAGLE MINES LTD         COM              008474108        0       110 SH       DEFINED 03             110        0        0
AGRIBRANDS INTL INC            COM              00849R105       93      2134 SH       DEFINED 08               0        0     2134
AIR CDA INC                    CL A NON VTG     008911307    60035   6986786 SH       DEFINED 02 21            0        0  6986786
AGRIUM INC                     COM              008916108      283     27590 SH       DEFINED 02 07            0        0    27590
AGRIUM INC                     COM              008916108      184     17880 SH       DEFINED 03           17880        0        0
AIR PRODS & CHEMS INC          COM              009158106     5341    148388 SH       DEFINED 02 08 15         0        0   148388
AIR PRODS & CHEMS INC          COM              009158106    18846    523500 SH       DEFINED 18 23 32         0        0   523500
AIR PRODS & CHEMS INC          COM              009158106       32       900 SH       DEFINED 34               0        0      900
AIR PRODS & CHEMS INC          COM              009158106     6461    179500 SH       DEFINED 37 03       179500        0        0
AIRGATE PCS INC                COM              009367103      143      3190 SH       DEFINED 02 13            0        0     3190
AIRGATE PCS INC                COM              009367103       62      1400 SH       DEFINED 03            1400        0        0
AIRNET COMMUNICATIONS CORP     COM              00941P106     1814     81340 SH       DEFINED 02 26            0        0    81340
AIRTRAN HLDGS INC              COM              00949P108      563    126900 SH       DEFINED 15               0        0   126900
AIRSPAN NETWORKS INC           COM              00950H102     8145    708300 SH       DEFINED 13               0        0   708300
AKAMAI TECHNOLOGIES INC        COM              00971T101    27387    521510 SH       DEFINED 10 13 15         0        0   521510
AKAMAI TECHNOLOGIES INC        COM              00971T101      441      8400 SH       DEFINED 03            8400        0        0
AKZO NOBEL NV                  SPONSORED ADR    010199305        4       100 SH       DEFINED 37             100        0        0
ALASKA AIR GROUP INC           COM              011659109    14676    611500 SH       DEFINED 15 18            0        0   611500
ALASKA COMMUNICATIONS SYS GRP  COM              01167P101     4132    648200 SH       DEFINED 09 15 34         0        0   648200
ALBANY INTL CORP               CL A             012348108    19378   1614903 SH       DEFINED 12 03            0        0  1614903
ALBANY MOLECULAR RESH INC      COM              012423109     5006     89100 SH       DEFINED 20 26 32         0        0    89100
ALBEMARLE CORP                 COM              012653101      648     32100 SH       DEFINED 02 23            0        0    32100
ALBERTA ENERGY LTD             COM              012873105    79057   1905560 SH       DEFINED 02 06 07         0        0  1905560
ALBERTA ENERGY LTD             COM              012873105   308220   7421977 SH       DEFINED 15 19 20         0        0  7421977
ALBERTA ENERGY LTD             COM              012873105   123204   2966780 SH       DEFINED 21 22 32         0        0  2966780
ALBERTA ENERGY LTD             COM              012873105     5253    126500 SH       DEFINED 34               0        0   126500
ALBERTA ENERGY LTD             COM              012873105    15195    365288 SH       DEFINED 03          279088        0    86200
ALBERTO CULVER CO              CL B CONV        013068101     7721    267980 SH       DEFINED 02 26 28         0        0   267980
ALBERTO CULVER CO              CL B CONV        013068101     6841    237450 SH       DEFINED 03          237450        0        0
ALBERTO CULVER CO              CL A             013068200     8859    353500 SH       DEFINED 02 07 15         0        0   353500
ALBERTO CULVER CO              CL A             013068200   109084   4352490 SH       DEFINED 16 28 34         0        0  4352490
ALBERTO CULVER CO              CL A             013068200     8345    333000 SH       DEFINED 03          333000        0        0
ALBERTSONS INC                 COM              013104104     6251    297681 SH       DEFINED 02 13 15         0        0   297681
ALBERTSONS INC                 COM              013104104     4252    202521 SH       DEFINED 28 34            0        0   202521
ALBERTSONS INC                 COM              013104104    13804    657334 SH       DEFINED 03          653934        0     3400
ALCAN ALUMINIUM LTD NEW        COM              013716105     7643    263300 SH       DEFINED 02 15 19         0        0   263300
ALCAN ALUMINIUM LTD NEW        COM              013716105    14779    508600 SH       DEFINED 21 22            0        0   508600
ALCAN ALUMINIUM LTD NEW        COM              013716105     5947    205397 SH       DEFINED 37 03       172997        0    32400
ALCOA INC                      COM              013817101    30357   1199300 SH       DEFINED 02 04 06         0        0  1199300
ALCOA INC                      COM              013817101   360736  14251304 SH       DEFINED 07 09 10         0        0 14251304
ALCOA INC                      COM              013817101    47169   1863496 SH       DEFINED 12 13 15         0        0  1863496
ALCOA INC                      COM              013817101   106773   4218200 SH       DEFINED 16 18 20         0        0  4218200
ALCOA INC                      COM              013817101   102966   4067816 SH       DEFINED 21 22 23         0        0  4067816
ALCOA INC                      COM              013817101    18927    747760 SH       DEFINED 27 28 30         0        0   747760
ALCOA INC                      COM              013817101    14758    583040 SH       DEFINED 32 34            0        0   583040
ALCOA INC                      COM              013817101    43429   1716105 SH       DEFINED 37 03      1361241        0   354864
ALCATEL                        SPONSORED ADR    013904305    62875   1000000 SH       DEFINED 05 06 07         0        0  1000000
ALCATEL                        SPONSORED ADR    013904305   517929   8237450 SH       DEFINED 09 11 15         0        0  8237450
ALCATEL                        SPONSORED ADR    013904305    33772    537140 SH       DEFINED 20 21 22         0        0   537140
ALCATEL                        SPONSORED ADR    013904305    18142    288550 SH       DEFINED 28 30 32         0        0   288550
ALCATEL                        SPONSORED ADR    013904305     8003    127290 SH       DEFINED 03          108990        0    18300
ALEXANDER & BALDWIN INC        COM              014482103    12118    466100 SH       DEFINED 09 13            0        0   466100
ALEXANDER & BALDWIN INC        COM              014482103    24195    930600 SH       DEFINED 03          930600        0        0
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109    29573    861900 SH       DEFINED 07 09 12         0        0   861900
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109    23030    671200 SH       DEFINED 22 26 28         0        0   671200
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109     3585    104500 SH       DEFINED 35 37            0        0   104500
ALEXANDRIA REAL ESTATE EQ INC  COM              015271109    13028    379700 SH       DEFINED 03          369400        0    10300
ALEXION PHARMACEUTICALS INC    COM              015351109    18399    161400 SH       DEFINED 13               0        0   161400
ALFA CORP                      COM              015385107     1701     97600 SH       DEFINED 26               0        0    97600
ALKERMES INC                   SUB NT CV 144A07 01642TAA6      446    600000 PRN      DEFINED 11               0        0        0
ALKERMES INC                   SUB NT CV3.75%07 01642TAB4     9668  13000000 PRN      DEFINED 11               0        0        0
ALKERMES INC                   COM              01642T108    22904    592990 SH       DEFINED 02 05 09         0        0   592990
ALKERMES INC                   COM              01642T108   114175   2956000 SH       DEFINED 11 15 22         0        0  2956000
ALKERMES INC                   COM              01642T108    45724   1183800 SH       DEFINED 26 28 30         0        0  1183800
ALKERMES INC                   COM              01642T108     3611     93500 SH       DEFINED 34               0        0    93500
ALKERMES INC                   COM              01642T108    14751    381920 SH       DEFINED 03          297020        0    84900
ALLAIRE CORP                   COM              016714107     1351    159020 SH       DEFINED 15 34            0        0   159020
ALLEGHANY CORP DEL             COM              017175100       68       356 SH       DEFINED 37             356        0        0
ALLEGHENY ENERGY INC           COM              017361106   171561   4492620 SH       DEFINED 02 07 09         0        0  4492620
ALLEGHENY ENERGY INC           COM              017361106    54153   1418100 SH       DEFINED 11 12 15         0        0  1418100
ALLEGHENY ENERGY INC           COM              017361106    67691   1772600 SH       DEFINED 22 28 30         0        0  1772600
ALLEGHENY ENERGY INC           COM              017361106     5938    155500 SH       DEFINED 34               0        0   155500
ALLEGHENY ENERGY INC           COM              017361106    24306    636510 SH       DEFINED 03          416710        0   219800
ALLEGHENY TECHNOLOGIES INC     COM              01741R102    42485   2344050 SH       DEFINED 09 15 22         0        0  2344050
ALLEGHENY TECHNOLOGIES INC     COM              01741R102    44314   2444960 SH       DEFINED 23 28            0        0  2444960
ALLEGHENY TECHNOLOGIES INC     COM              01741R102     4425    244171 SH       DEFINED 03          102771        0   141400
ALLEGIANCE TELECOM INC         COM              01747T102     5293    142095 SH       DEFINED 02 06 13         0        0   142095
ALLEGIANCE TELECOM INC         COM              01747T102    98766   2651440 SH       DEFINED 15 16 27         0        0  2651440
ALLEGIANCE TELECOM INC         COM              01747T102    14799    397300 SH       DEFINED 28 30            0        0   397300
ALLEGIANCE TELECOM INC         COM              01747T102     1236     33200 SH       DEFINED 03           33200        0        0
ALLEN TELECOM INC              COM              018091108    41899   2473800 SH       DEFINED 07 20 26         0        0  2473800
ALLEN TELECOM INC              COM              018091108     9332    551000 SH       DEFINED 32               0        0   551000
ALLEN TELECOM INC              COM              018091108     5645    333340 SH       DEFINED 03          333340        0        0
ALLERGAN INC                   COM              018490102    28387    336200 SH       DEFINED 02 06 09         0        0   336200
ALLERGAN INC                   COM              018490102   301163   3566700 SH       DEFINED 12 13 15         0        0  3566700
ALLERGAN INC                   COM              018490102   329399   3901100 SH       DEFINED 16 22 23         0        0  3901100
ALLERGAN INC                   COM              018490102   109861   1301100 SH       DEFINED 27 28 30         0        0  1301100
ALLERGAN INC                   COM              018490102     7464     88400 SH       DEFINED 32 34            0        0    88400
ALLERGAN INC                   COM              018490102    54270    642728 SH       DEFINED 37 03       623128        0    19600
ALLERGAN SPECIALTY THERAP      CL A             018494104        0        25 SH       DEFINED 37              25        0        0
ALLETE                         COM              018522102       55      2453 SH       DEFINED 37            2453        0        0
ALLIANCE ATLANTIS COMMUNICATNS CL B NON-VTG     01853E204    61127   3556300 SH       DEFINED 02 07 21         0        0  3556300
ALLIANCE FST PRODS INC         COM              01859J108       27      2200 SH       DEFINED 15               0        0     2200
ALLIANCE FST PRODS INC         COM              01859J108     4949    390100 SH       DEFINED 03          390100        0        0
ALLIANCE SEMICONDUCTOR CORP    COM              01877H100     1496     75300 SH       DEFINED 32               0        0    75300
ALLIANCE PHARMACEUTICAL CORP   COM              018773101    72289   4740300 SH       DEFINED 09 15 28         0        0  4740300
ALLIANCE PHARMACEUTICAL CORP   COM              018773101     1003     65800 SH       DEFINED 30               0        0    65800
ALLIANCE PHARMACEUTICAL CORP   COM              018773101        5       390 SH       DEFINED 03             390        0        0
ALLIANT TECHSYSTEMS INC        COM              018804104     4344     52900 SH       DEFINED 15 26            0        0    52900
ALLIANT TECHSYSTEMS INC        COM              018804104     1634     19900 SH       DEFINED 03           19900        0        0
ALLIED RESH CORP               COM              019483106     4301    465000 SH       DEFINED 07               0        0   465000
ALLIED RISER COMMUNICATIONS CP COM              019496108     1032    155900 SH       DEFINED 10               0        0   155900
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308     2313    251800 SH       DEFINED 02 06 15         0        0   251800
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308    21981   2392500 SH       DEFINED 22 25 27         0        0  2392500
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308       92     10090 SH       DEFINED 28 34            0        0    10090
ALLIED WASTE INDS INC          COM PAR$.01NEW   019589308     1355    147505 SH       DEFINED 03          147505        0        0
ALLMERICA FINL CORP            COM              019754100    36265    567200 SH       DEFINED 02 04 09         0        0   567200
ALLMERICA FINL CORP            COM              019754100   277970   4347534 SH       DEFINED 13 15 16         0        0  4347534
ALLMERICA FINL CORP            COM              019754100    61596    963380 SH       DEFINED 19 22 23         0        0   963380
ALLMERICA FINL CORP            COM              019754100    91674   1433820 SH       DEFINED 28 30 34         0        0  1433820
ALLMERICA FINL CORP            COM              019754100    34161    534300 SH       DEFINED 37               0        0   534300
ALLMERICA FINL CORP            COM              019754100     6951    108730 SH       DEFINED 03          108730        0        0
ALLSCRIPTS INC                 COM              019886100     2106    149100 SH       DEFINED 02 15 26         0        0   149100
ALLSCRIPTS INC                 COM              019886100        7       500 SH       DEFINED 34               0        0      500
ALLSCRIPTS INC                 COM              019886100     4169    295200 SH       DEFINED 03          295200        0        0
ALLSTATE CORP                  COM              020002101    43447   1250300 SH       DEFINED 02 11 15         0        0  1250300
ALLSTATE CORP                  COM              020002101     4913    141400 SH       DEFINED 23 34            0        0   141400
ALLSTATE CORP                  COM              020002101    26110    751385 SH       DEFINED 37 03       723085        0    28300
ALLTEL CORP                    COM              020039103    12850    246246 SH       DEFINED 08 09 15         0        0   246246
ALLTEL CORP                    COM              020039103    54034   1035400 SH       DEFINED 16 28 30         0        0  1035400
ALLTEL CORP                    COM              020039103    13062    250350 SH       DEFINED 37 03       250350        0        0
ALPHA INDS INC                 COM              020753109     6924    203300 SH       DEFINED 09 26 28         0        0   203300
ALPHA INDS INC                 COM              020753109      401     11800 SH       DEFINED 30               0        0    11800
ALPHA INDS INC                 COM              020753109      134      3418 SH       DEFINED 37 03         3418        0        0
ALPHARMA INC                   SB NT CV 5.75%05 020813AB7     2365   1100000 PRN      DEFINED 11               0        0        0
ALPHARMA INC                   SR SB CV 144A 06 020813AC5     1876    960000 PRN      DEFINED 11               0        0        0
ALPHARMA INC                   SR SB NT CV 3%06 020813AD3     2400   1227000 PRN      DEFINED 11               0        0        0
ALPHARMA INC                   CL A             020813101    38472    629400 SH       DEFINED 02 12 13         0        0   629400
ALPHARMA INC                   CL A             020813101       12       210 SH       DEFINED 26               0        0      210
ALTERA CORP                    COM              021441100    32169    673700 SH       DEFINED 02 05 09         0        0   673700
ALTERA CORP                    COM              021441100   404428   8469700 SH       DEFINED 12 13 15         0        0  8469700
ALTERA CORP                    COM              021441100   129440   2710800 SH       DEFINED 16 20 22         0        0  2710800
ALTERA CORP                    COM              021441100    44310    927960 SH       DEFINED 23 26 28         0        0   927960
ALTERA CORP                    COM              021441100    21602    452400 SH       DEFINED 30 32 34         0        0   452400
ALTERA CORP                    COM              021441100    47270    989954 SH       DEFINED 37 03       710554        0   279400
ALTEON WEBSYSTEMS INC          COM              02145A109    43909    405100 SH       DEFINED 10 13 15         0        0   405100
ALTEON WEBSYSTEMS INC          COM              02145A109     2102     19400 SH       DEFINED 03           12600        0     6800
ALZA CORP DEL                  COM              022615108   176261   2037700 SH       DEFINED 02 09 15         0        0  2037700
ALZA CORP DEL                  COM              022615108    45499    526000 SH       DEFINED 20 23 28         0        0   526000
ALZA CORP DEL                  COM              022615108    10864    125600 SH       DEFINED 30 32            0        0   125600
ALZA CORP DEL                  COM              022615108     7668     88654 SH       DEFINED 37 03        88654        0        0
AMAZON COM INC                 COM              023135106    92088   2395100 SH       DEFINED 02 05 06         0        0  2395100
AMAZON COM INC                 COM              023135106    47355   1232000 SH       DEFINED 09 13 15         0        0  1232000
AMAZON COM INC                 COM              023135106     5984    155700 SH       DEFINED 26 28 30         0        0   155700
AMAZON COM INC                 COM              023135106     4428    115200 SH       DEFINED 34               0        0   115200
AMAZON COM INC                 COM              023135106     4436    115416 SH       DEFINED 37 03        35216        0    80200
AMBAC FINL GROUP INC           COM              023139108    57477    784680 SH       DEFINED 02 04 05         0        0   784680
AMBAC FINL GROUP INC           COM              023139108   107487   1467400 SH       DEFINED 06 07 09         0        0  1467400
AMBAC FINL GROUP INC           COM              023139108   172342   2352800 SH       DEFINED 15 16 19         0        0  2352800
AMBAC FINL GROUP INC           COM              023139108    39278    536220 SH       DEFINED 20 21 22         0        0   536220
AMBAC FINL GROUP INC           COM              023139108   222076   3031755 SH       DEFINED 23 28 29         0        0  3031755
AMBAC FINL GROUP INC           COM              023139108    10257    140040 SH       DEFINED 30 32 34         0        0   140040
AMBAC FINL GROUP INC           COM              023139108    14811    202200 SH       DEFINED 37             200        0   202000
AMBAC FINL GROUP INC           COM              023139108    88106   1202820 SH       DEFINED 03         1002620        0   200200
AMERADA HESS CORP              COM              023551104   119115   1779500 SH       DEFINED 02 12 13         0        0  1779500
AMERADA HESS CORP              COM              023551104    18561    277300 SH       DEFINED 15 18 28         0        0   277300
AMERADA HESS CORP              COM              023551104     5361     80100 SH       DEFINED 32 34            0        0    80100
AMERADA HESS CORP              COM              023551104    32658    487914 SH       DEFINED 37 03       352414        0   135500
AMEREN CORP                    COM              023608102    28634    683800 SH       DEFINED 09 12 28         0        0   683800
AMEREN CORP                    COM              023608102      950     22700 SH       DEFINED 30               0        0    22700
AMEREN CORP                    COM              023608102     9281    221653 SH       DEFINED 37 03       107653        0   114000
AMERICA ONLINE INC DEL         SUB NT CV ZRO 19 02364JAC8    36076  71000000 PRN      DEFINED 11               0        0        0
AMERICA ONLINE INC DEL         COM              02364J104    85451   1589800 SH       DEFINED 02 04 05         0        0  1589800
AMERICA ONLINE INC DEL         COM              02364J104   898028  16707500 SH       DEFINED 06 10 12         0        0 16707500
AMERICA ONLINE INC DEL         COM              02364J104   812748  15120900 SH       DEFINED 13 15 16         0        0 15120900
AMERICA ONLINE INC DEL         COM              02364J104   268990   5004480 SH       DEFINED 19 22 23         0        0  5004480
AMERICA ONLINE INC DEL         COM              02364J104   311574   5796740 SH       DEFINED 26 27 28         0        0  5796740
AMERICA ONLINE INC DEL         COM              02364J104    41137    765350 SH       DEFINED 30 32 34         0        0   765350
AMERICA ONLINE INC DEL         COM              02364J104   239266   4451412 SH       DEFINED 37 03      3701852        0   749560
AMERICA WEST HLDG CORP         CL B             023657208     7700    631800 SH       DEFINED 07 15            0        0   631800
AMERICA WEST HLDG CORP         CL B             023657208       29      2400 SH       DEFINED 03            2400        0        0
AMERICAN AXLE & MFG HLDGS INC  COM              024061103     2042    190000 SH       DEFINED 28               0        0   190000
AMERICAN BK CONN WATERBURY     COM              024327108      830     43700 SH       DEFINED 07               0        0    43700
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106      838     26630 SH       DEFINED 02 15 26         0        0    26630
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106       34      1100 SH       DEFINED 34               0        0     1100
AMERICAN EAGLE OUTFITTERS NEW  COM              02553E106       79      2500 SH       DEFINED 37            2500        0        0
AMERICAN ELEC PWR INC          COM              025537101   101663   2598430 SH       DEFINED 02 06 09         0        0  2598430
AMERICAN ELEC PWR INC          COM              025537101   101333   2590000 SH       DEFINED 11 12 22         0        0  2590000
AMERICAN ELEC PWR INC          COM              025537101     4757    121590 SH       DEFINED 28 30            0        0   121590
AMERICAN ELEC PWR INC          COM              025537101    25045    640127 SH       DEFINED 37 03       502927        0   137200
AMERICAN EXPRESS CO            COM              025816109   185536   3054100 SH       DEFINED 02 04 05         0        0  3054100
AMERICAN EXPRESS CO            COM              025816109   443909   7307156 SH       DEFINED 06 07 08         0        0  7307156
AMERICAN EXPRESS CO            COM              025816109  1089286  17930636 SH       DEFINED 09 10 11         0        0 17930636
AMERICAN EXPRESS CO            COM              025816109   274914   4525348 SH       DEFINED 12 13 15         0        0  4525348
AMERICAN EXPRESS CO            COM              025816109   902324  14853079 SH       DEFINED 16 18 19         0        0 14853079
AMERICAN EXPRESS CO            COM              025816109   769047  12659216 SH       DEFINED 20 22 23         0        0 12659216
AMERICAN EXPRESS CO            COM              025816109   508814   8375542 SH       DEFINED 26 27 28         0        0  8375542
AMERICAN EXPRESS CO            COM              025816109   175531   2889400 SH       DEFINED 30 32 34         0        0  2889400
AMERICAN EXPRESS CO            COM              025816109   240488   3958626 SH       DEFINED 37 03      3165986        0   792640
AMERICAN GENERAL CORP          COM              026351106    22042    282600 SH       DEFINED 02 09 10         0        0   282600
AMERICAN GENERAL CORP          COM              026351106    57907    742400 SH       DEFINED 11 15 28         0        0   742400
AMERICAN GENERAL CORP          COM              026351106     4281     54890 SH       DEFINED 30 34            0        0    54890
AMERICAN GENERAL CORP          COM              026351106    20907    268032 SH       DEFINED 37 03       251032        0    17000
AMERICAN GREETINGS CORP        CL A             026375105      883     50469 SH       DEFINED 03           50469        0        0
AMERICAN HOME PRODS CORP       COM              026609107    52789    933300 SH       DEFINED 02 04 06         0        0   933300
AMERICAN HOME PRODS CORP       COM              026609107   639403  11304368 SH       DEFINED 07 08 10         0        0 11304368
AMERICAN HOME PRODS CORP       COM              026609107   532739   9418600 SH       DEFINED 13 15 16         0        0  9418600
AMERICAN HOME PRODS CORP       COM              026609107   111435   1970130 SH       DEFINED 18 19 22         0        0  1970130
AMERICAN HOME PRODS CORP       COM              026609107   147056   2599900 SH       DEFINED 23 27 28         0        0  2599900
AMERICAN HOME PRODS CORP       COM              026609107    13892    245617 SH       DEFINED 30 31 32         0        0   245617
AMERICAN HOME PRODS CORP       COM              026609107    34599    611700 SH       DEFINED 34               0        0   611700
AMERICAN HOME PRODS CORP       COM              026609107    89327   1579226 SH       DEFINED 37 03      1463666        0   115560
AMERICAN HOMESTAR CORP         COM              026651109     1049    839200 SH       DEFINED 07               0        0   839200
AMERICAN INTL GROUP INC        COM              026874107   323556   3381391 SH       DEFINED 02 04 05         0        0  3381391
AMERICAN INTL GROUP INC        COM              026874107   648817   6780584 SH       DEFINED 06 07 09         0        0  6780584
AMERICAN INTL GROUP INC        COM              026874107  2310131  24142455 SH       DEFINED 10 11 12         0        0 24142455
AMERICAN INTL GROUP INC        COM              026874107  1802454  18836890 SH       DEFINED 13 15 16         0        0 18836890
AMERICAN INTL GROUP INC        COM              026874107   982684  10269724 SH       DEFINED 18 19 20         0        0 10269724
AMERICAN INTL GROUP INC        COM              026874107   424706   4438477 SH       DEFINED 22 23 26         0        0  4438477
AMERICAN INTL GROUP INC        COM              026874107   671531   7017967 SH       DEFINED 27 28 30         0        0  7017967
AMERICAN INTL GROUP INC        COM              026874107   246927   2580559 SH       DEFINED 32 34            0        0  2580559
AMERICAN INTL GROUP INC        COM              026874107   527532   5513581 SH       DEFINED 37 03      4784098        0   729483
AMERICAN ITALIAN PASTA CO      CL A             027070101    29560   1540600 SH       DEFINED 07 22 28         0        0  1540600
AMERICAN ITALIAN PASTA CO      CL A             027070101     7989    416400 SH       DEFINED 03          416400        0        0
AMERICAN LD LEASE INC          COM              027118108     3167    278468 SH       DEFINED 35               0        0   278468
AMERICAN LD LEASE INC          COM              027118108     3762    330734 SH       DEFINED 03          330734        0        0
AMERICAN MGMT SYS INC          COM              027352103       85      5000 SH       DEFINED 07               0        0     5000
AMERICAN RETIREMENT CORP       SB DB CV 5.75%02 028913AA9     7820  11500000 PRN      DEFINED 03               0        0        0
AMERICAN PWR CONVERSION CORP   COM              029066107     5276    275000 SH       DEFINED 07               0        0   275000
AMERICAN PWR CONVERSION CORP   COM              029066107     3160    164680 SH       DEFINED 37 03       164680        0        0
AMERICAN STD COS INC DEL       COM              029712106    52857   1189480 SH       DEFINED 02 04 06         0        0  1189480
AMERICAN STD COS INC DEL       COM              029712106   127603   2871520 SH       DEFINED 09 12 15         0        0  2871520
AMERICAN STD COS INC DEL       COM              029712106    27642    622050 SH       DEFINED 18 23 28         0        0   622050
AMERICAN STD COS INC DEL       COM              029712106    12652    284730 SH       DEFINED 30 34 36         0        0   284730
AMERICAN STD COS INC DEL       COM              029712106    34469    775685 SH       DEFINED 37 03       157415        0   618270
AMERICAN STS WTR CO            COM              029899101     3617    119600 SH       DEFINED 03          119600        0        0
AMERICAN TOWER CORP            NT CV 144A    09 029912AA0     1680   1000000 PRN      DEFINED 11               0        0        0
AMERICAN TOWER CORP            NT CV144A2.25%09 029912AC6     8218   7100000 PRN      DEFINED 11               0        0        0
AMERICAN TOWER CORP            NT CV 144A  5%10 029912AE2    11550  12000000 PRN      DEFINED 11               0        0        0
AMERICAN TOWER CORP            CL A             029912201    16633    441350 SH       DEFINED 02 07 15         0        0   441350
AMERICAN TOWER CORP            CL A             029912201   534418  14180250 SH       DEFINED 20 32 34         0        0 14180250
AMERICAN TOWER CORP            CL A             029912201      749     19900 SH       DEFINED 03           19900        0        0
AMERICAN SUPERCONDUCTOR CORP   COM              030111108        2        60 SH       DEFINED 03              60        0        0
AMERIPATH INC                  COM              03071D109    13522    932600 SH       DEFINED 02 09 28         0        0   932600
AMERIPATH INC                  COM              03071D109     1003     69200 SH       DEFINED 30               0        0    69200
AMERIPATH INC                  COM              03071D109        6       480 SH       DEFINED 03             480        0        0
AMERISOURCE HEALTH CORP        CL A             03071P102    12356    262900 SH       DEFINED 02 09 15         0        0   262900
AMERISOURCE HEALTH CORP        CL A             03071P102    30294    644570 SH       DEFINED 20 26 28         0        0   644570
AMERISOURCE HEALTH CORP        CL A             03071P102     6598    140397 SH       DEFINED 30 32 34         0        0   140397
AMERISOURCE HEALTH CORP        CL A             03071P102     6730    143200 SH       DEFINED 03          143200        0        0
AMERITRADE HLDG CORP           SUB NT CV5.75%04 03072HAB5    10448  14820000 PRN      DEFINED 27               0        0        0
AMERITRADE HLDG CORP           SUB NT CV5.75%04 03072HAB5     3651   5180000 PRN      DEFINED 03               0        0        0
AMERITRADE HLDG CORP           CL A             03072H109     1343     78700 SH       DEFINED 02 15 34         0        0    78700
AMES DEPT STORES INC           COM NEW          030789507     1348    233300 SH       DEFINED 02 15 26         0        0   233300
AMES DEPT STORES INC           COM NEW          030789507     2339    404600 SH       DEFINED 28 34            0        0   404600
AMETEK INC NEW                 COM              031100100    76251   3598870 SH       DEFINED 12 03            0        0  3598870
AMGEN INC                      COM              031162100   154578   2213700 SH       DEFINED 02 05 12         0        0  2213700
AMGEN INC                      COM              031162100   725849  10394800 SH       DEFINED 13 15 16         0        0 10394800
AMGEN INC                      COM              031162100     8845    126680 SH       DEFINED 19 23 26         0        0   126680
AMGEN INC                      COM              031162100    94791   1357500 SH       DEFINED 28 30 32         0        0  1357500
AMGEN INC                      COM              031162100    30773    440700 SH       DEFINED 34               0        0   440700
AMGEN INC                      COM              031162100   136342   1952466 SH       DEFINED 37 03      1665466        0   287000
AMKOR TECHNOLOGY INC           COM              031652100     6191    237000 SH       DEFINED 02 15 34         0        0   237000
AMRESCO CAP TR                 COM SH BEN INT   031919103     6178    574700 SH       DEFINED 07 33 35         0        0   574700
AMRESCO CAP TR                 COM SH BEN INT   031919103     3434    319494 SH       DEFINED 03          319494        0        0
AMPHENOL CORP NEW              CL A             032095101     4896     86000 SH       DEFINED 02 32            0        0    86000
AMPLICON INC                   COM              032101107     7589    523400 SH       DEFINED 07               0        0   523400
AMSOUTH BANCORPORATION         COM              032165102     7000    560000 SH       DEFINED 12 15            0        0   560000
AMSOUTH BANCORPORATION         COM              032165102     5965    477247 SH       DEFINED 03          307247        0   170000
AMYLIN PHARMACEUTICALS INC     COM              032346108     5653    525900 SH       DEFINED 15               0        0   525900
ANADARKO PETE CORP             COM              032511107    61140    919952 SH       DEFINED 02 04 06         0        0   919952
ANADARKO PETE CORP             COM              032511107    95040   1430041 SH       DEFINED 07 08 09         0        0  1430041
ANADARKO PETE CORP             COM              032511107   507664   7638652 SH       DEFINED 10 12 13         0        0  7638652
ANADARKO PETE CORP             COM              032511107   128381   1931706 SH       DEFINED 15 16 19         0        0  1931706
ANADARKO PETE CORP             COM              032511107   179152   2695642 SH       DEFINED 20 22 23         0        0  2695642
ANADARKO PETE CORP             COM              032511107     9937    149533 SH       DEFINED 28 30 31         0        0   149533
ANADARKO PETE CORP             COM              032511107    25399    382181 SH       DEFINED 32 34            0        0   382181
ANADARKO PETE CORP             COM              032511107    64470    970196 SH       DEFINED 37 03       785400        0   184796
ANALOG DEVICES INC             COM              032654105    72588    879200 SH       DEFINED 02 05 07         0        0   879200
ANALOG DEVICES INC             COM              032654105   231491   2803832 SH       DEFINED 09 10 12         0        0  2803832
ANALOG DEVICES INC             COM              032654105  1219266  14767800 SH       DEFINED 13 15 16         0        0 14767800
ANALOG DEVICES INC             COM              032654105   143377   1736590 SH       DEFINED 19 20 23         0        0  1736590
ANALOG DEVICES INC             COM              032654105   191741   2322380 SH       DEFINED 26 27 28         0        0  2322380
ANALOG DEVICES INC             COM              032654105    61302    742500 SH       DEFINED 30 32 34         0        0   742500
ANALOG DEVICES INC             COM              032654105    96615   1170210 SH       DEFINED 37 03       960150        0   210060
ANCHOR GAMING                  COM              033037102     4455     56000 SH       DEFINED 02 23 28         0        0    56000
ANDREW CORP                    COM              034425108    99897   3814700 SH       DEFINED 02 13 15         0        0  3814700
ANDREW CORP                    COM              034425108    17152    655000 SH       DEFINED 28 34            0        0   655000
ANDREW CORP                    COM              034425108   128443   4904756 SH       DEFINED 03         4904756        0        0
ANDRX CORP DEL                 COM ANDRX GRP    034553107    44179    473140 SH       DEFINED 02 05 06         0        0   473140
ANDRX CORP DEL                 COM ANDRX GRP    034553107    91493    979850 SH       DEFINED 12 13 15         0        0   979850
ANDRX CORP DEL                 COM ANDRX GRP    034553107    23532    252020 SH       DEFINED 20 23 26         0        0   252020
ANDRX CORP DEL                 COM ANDRX GRP    034553107    18618    199400 SH       DEFINED 28 32 34         0        0   199400
ANDRX CORP DEL                 COM ANDRX GRP    034553107    24884    266500 SH       DEFINED 03          213100        0    53400
ANESTA CORP                    COM              034603100      593     25000 SH       DEFINED 15               0        0    25000
ANESTA CORP                    COM              034603100     3420    148700 SH       DEFINED 03          148700        0        0
ANGIOTECH PHARMACEUTICALS INC  COM              034918102      414     10400 SH       DEFINED 02               0        0    10400
ANGLOGOLD LTD                  SPONSORED ADR    035128206     8866    482528 SH       DEFINED 15               0        0   482528
ANHEUSER BUSCH COS INC         COM              035229103   144465   3414260 SH       DEFINED 02 04 05         0        0  3414260
ANHEUSER BUSCH COS INC         COM              035229103   131287   3102818 SH       DEFINED 06 07 08         0        0  3102818
ANHEUSER BUSCH COS INC         COM              035229103   286675   6775200 SH       DEFINED 10 11 12         0        0  6775200
ANHEUSER BUSCH COS INC         COM              035229103   346577   8190900 SH       DEFINED 15 16 23         0        0  8190900
ANHEUSER BUSCH COS INC         COM              035229103    45680   1079600 SH       DEFINED 26 27 28         0        0  1079600
ANHEUSER BUSCH COS INC         COM              035229103    53539   1265344 SH       DEFINED 30 31 32         0        0  1265344
ANHEUSER BUSCH COS INC         COM              035229103      465     11000 SH       DEFINED 34               0        0    11000
ANHEUSER BUSCH COS INC         COM              035229103   154201   3644106 SH       DEFINED 37 03      3111806        0   532300
ANIXTER INTL INC               COM              035290105     1995     68500 SH       DEFINED 26               0        0    68500
ANIXTER INTL INC               COM              035290105     4619    158600 SH       DEFINED 03          158600        0        0
ANNALY MTG MGMT INC            COM              035710409      472     51800 SH       DEFINED 33               0        0    51800
ANNALY MTG MGMT INC            COM              035710409      624     68400 SH       DEFINED 03           68400        0        0
ANNTAYLOR STORES CORP          GTD SD CV 144A19 036115AA1     4887   8660000 PRN      DEFINED 11               0        0        0
ANNTAYLOR STORES CORP          COM              036115103    40596   1056160 SH       DEFINED 02 07 09         0        0  1056160
ANNTAYLOR STORES CORP          COM              036115103    12792    332800 SH       DEFINED 11 13 15         0        0   332800
ANNTAYLOR STORES CORP          COM              036115103     8674    225690 SH       DEFINED 19 20 23         0        0   225690
ANNTAYLOR STORES CORP          COM              036115103    25234    656500 SH       DEFINED 26 28 30         0        0   656500
ANNTAYLOR STORES CORP          COM              036115103     2002     52100 SH       DEFINED 32 34            0        0    52100
ANNTAYLOR STORES CORP          COM              036115103    51657   1343930 SH       DEFINED 03         1258930        0    85000
ANSYS INC                      COM              03662Q105      396     33000 SH       DEFINED 07               0        0    33000
ANTEC CORP                     COM              03664P105    54560   1849500 SH       DEFINED 13               0        0  1849500
ANTEC CORP                     COM              03664P105     1551     52600 SH       DEFINED 03           52600        0        0
ANTENNA TV SA                  SPONSORED ADR    03672N100     3510    159580 SH       DEFINED 02 07 19         0        0   159580
ANTENNA TV SA                  SPONSORED ADR    03672N100     7607    345800 SH       DEFINED 21               0        0   345800
ANTHONY & SYLVAN POOLS CORP    COM              036762102      800    105000 SH       DEFINED 07               0        0   105000
ANTIGENICS INC DEL             COM              037032109      107      7300 SH       DEFINED 16               0        0     7300
AON CORP                       COM              037389103     3242     82600 SH       DEFINED 02 15 34         0        0    82600
AON CORP                       COM              037389103     7855    200146 SH       DEFINED 03          200146        0        0
APACHE CORP                    COM              037411105    85445   1445170 SH       DEFINED 02 04 06         0        0  1445170
APACHE CORP                    COM              037411105   219656   3715115 SH       DEFINED 09 10 12         0        0  3715115
APACHE CORP                    COM              037411105   306031   5176015 SH       DEFINED 13 15 16         0        0  5176015
APACHE CORP                    COM              037411105   131174   2218590 SH       DEFINED 19 20 22         0        0  2218590
APACHE CORP                    COM              037411105   167310   2829780 SH       DEFINED 23 28 30         0        0  2829780
APACHE CORP                    COM              037411105    34493    583400 SH       DEFINED 32 34            0        0   583400
APACHE CORP                    COM              037411105    42435    717719 SH       DEFINED 37 03       433259        0   284460
APACHE CORP                    ACES C DP 1/50   037411600    45854    898000 SH       DEFINED 09 11 22         0        0   898000
APACHE CORP                    ACES C DP 1/50   037411600      781     15300 SH       DEFINED 03            5400        0     9900
APARTMENT INVT & MGMT CO       CL A             03748R101    79812   1732700 SH       DEFINED 09 12 15         0        0  1732700
APARTMENT INVT & MGMT CO       CL A             03748R101    49256   1069340 SH       DEFINED 18 26 28         0        0  1069340
APARTMENT INVT & MGMT CO       CL A             03748R101    24146    524215 SH       DEFINED 34 35            0        0   524215
APARTMENT INVT & MGMT CO       CL A             03748R101    70950   1540300 SH       DEFINED 03         1468900        0    71400
APOLLO GROUP INC               CL A             037604105    24798    621900 SH       DEFINED 02 13 20         0        0   621900
APOLLO GROUP INC               CL A             037604105     8180    205150 SH       DEFINED 26 32            0        0   205150
APOLLO GROUP INC               CL A             037604105     2169     54400 SH       DEFINED 03           54400        0        0
APPLE COMPUTER INC             COM              037833100    19389    753000 SH       DEFINED 02 04 05         0        0   753000
APPLE COMPUTER INC             COM              037833100    50609   1965400 SH       DEFINED 06 07 09         0        0  1965400
APPLE COMPUTER INC             COM              037833100    98818   3837600 SH       DEFINED 12 13 15         0        0  3837600
APPLE COMPUTER INC             COM              037833100    63988   2485000 SH       DEFINED 16 19 20         0        0  2485000
APPLE COMPUTER INC             COM              037833100     2750    106820 SH       DEFINED 21 23 28         0        0   106820
APPLE COMPUTER INC             COM              037833100    11780    457480 SH       DEFINED 29 30 32         0        0   457480
APPLE COMPUTER INC             COM              037833100     7374    286400 SH       DEFINED 34               0        0   286400
APPLE COMPUTER INC             COM              037833100    24588    953546 SH       DEFINED 37 03       882546        0    71000
APPLEBEES INTL INC             COM              037899101    47725   2075000 SH       DEFINED 07               0        0  2075000
APRIA HEALTHCARE GROUP INC     COM              037933108      433     31070 SH       DEFINED 15 34            0        0    31070
APRIA HEALTHCARE GROUP INC     COM              037933108     6978    500700 SH       DEFINED 03          500700        0        0
APPLIED MICRO CIRCUITS CORP    COM              03822W109    21803    105300 SH       DEFINED 02 12 13         0        0   105300
APPLIED MICRO CIRCUITS CORP    COM              03822W109   211205   1020010 SH       DEFINED 15 23 26         0        0  1020010
APPLIED MICRO CIRCUITS CORP    COM              03822W109    14846     71700 SH       DEFINED 28 34            0        0    71700
APPLIED MICRO CIRCUITS CORP    COM              03822W109     6481     31300 SH       DEFINED 03            4700        0    26600
APPLIED MATLS INC              COM              038222105   146217   2465200 SH       DEFINED 02 05 10         0        0  2465200
APPLIED MATLS INC              COM              038222105   274488   4627829 SH       DEFINED 12 13 15         0        0  4627829
APPLIED MATLS INC              COM              038222105   280867   4735390 SH       DEFINED 16 19 22         0        0  4735390
APPLIED MATLS INC              COM              038222105     9086    153200 SH       DEFINED 23 26 27         0        0   153200
APPLIED MATLS INC              COM              038222105   138153   2329242 SH       DEFINED 28 30 32         0        0  2329242
APPLIED MATLS INC              COM              038222105     6376    107500 SH       DEFINED 34               0        0   107500
APPLIED MATLS INC              COM              038222105    95593   1611506 SH       DEFINED 37 03      1354206        0   257300
APROPOS TECHNOLOGY INC         COM              038334108      369     41000 SH       DEFINED 13 28            0        0    41000
APROPOS TECHNOLOGY INC         COM              038334108      545     60600 SH       DEFINED 03           60500        0      100
APTARGROUP INC                 COM              038336103     5136    214600 SH       DEFINED 07 12 13         0        0   214600
APTARGROUP INC                 COM              038336103     3512    146740 SH       DEFINED 15 26 28         0        0   146740
APTARGROUP INC                 COM              038336103       26      1100 SH       DEFINED 34               0        0     1100
APTARGROUP INC                 COM              038336103     5029    210100 SH       DEFINED 03          164800        0    45300
ARCH CHEMICALS INC             COM              03937R102    13057    715480 SH       DEFINED 09 12 15         0        0   715480
ARCH CHEMICALS INC             COM              03937R102     7778    426200 SH       DEFINED 22 28 34         0        0   426200
ARCH CHEMICALS INC             COM              03937R102    20323   1113600 SH       DEFINED 03         1092850        0    20750
ARCHER DANIELS MIDLAND CO      COM              039483102    99691  11558457 SH       DEFINED 13 15            0        0 11558457
ARCHER DANIELS MIDLAND CO      COM              039483102     4263    494356 SH       DEFINED 03          494356        0        0
ARCHSTONE CMNTYS TR            SH BEN INT       039581103    47835   1947500 SH       DEFINED 09 12 15         0        0  1947500
ARCHSTONE CMNTYS TR            SH BEN INT       039581103    11406    464400 SH       DEFINED 34 35            0        0   464400
ARCHSTONE CMNTYS TR            SH BEN INT       039581103    23410    953100 SH       DEFINED 03          874800        0    78300
ARCTIC CAT INC                 COM              039670104      353     28000 SH       DEFINED 26               0        0    28000
ARDEN RLTY INC                 COM              039793104    27657   1031500 SH       DEFINED 09 12 15         0        0  1031500
ARDEN RLTY INC                 COM              039793104     6925    258300 SH       DEFINED 20 26 32         0        0   258300
ARDEN RLTY INC                 COM              039793104     6335    236300 SH       DEFINED 34 35            0        0   236300
ARDEN RLTY INC                 COM              039793104    19988    745500 SH       DEFINED 03          663100        0    82400
AREA BANCSHARES CORP NEW       COM              039872106      386     17400 SH       DEFINED 26               0        0    17400
ARGENTINA FD INC               COM              040112104     2691    261000 SH       DEFINED 19 21            0        0   261000
ARGOSY GAMING CO               COM              040228108     1341     74000 SH       DEFINED 26               0        0    74000
ARGUSS COMMUNICATIONS INC      COM              040282105      238     11650 SH       DEFINED 02 26            0        0    11650
ARIAD PHARMACEUTICALS INC      COM              04033A100     8380    667100 SH       DEFINED 05 26 28         0        0   667100
ARIAD PHARMACEUTICALS INC      COM              04033A100     2222    176900 SH       DEFINED 03           85700        0    91200
ARIBA INC                      COM              04033V104   129588    904530 SH       DEFINED 02 04 05         0        0   904530
ARIBA INC                      COM              04033V104   350656   2447600 SH       DEFINED 06 09 10         0        0  2447600
ARIBA INC                      COM              04033V104   521200   3638000 SH       DEFINED 11 12 13         0        0  3638000
ARIBA INC                      COM              04033V104   593755   4145190 SH       DEFINED 15 16 20         0        0  4145190
ARIBA INC                      COM              04033V104   145281   1014070 SH       DEFINED 22 23 28         0        0  1014070
ARIBA INC                      COM              04033V104    66374    463300 SH       DEFINED 30 32 34         0        0   463300
ARIBA INC                      COM              04033V104   142840    997030 SH       DEFINED 03          812240        0   184790
ARK RESTAURANTS CORP           COM              040712101     2710    295000 SH       DEFINED 07               0        0   295000
ARKANSAS BEST CORP DEL         COM              040790107    10355    673500 SH       DEFINED 07 15 26         0        0   673500
ARM HLDGS PLC                  SPONSORED ADR    042068106    20470    621500 SH       DEFINED 15 19 21         0        0   621500
ARMSTRONG HLDGS INC            COM              042384107        8       700 SH       DEFINED 15               0        0      700
ARMSTRONG HLDGS INC            COM              042384107      375     31482 SH       DEFINED 03           31482        0        0
ARNOLD INDS INC                COM              042595108    16179    958800 SH       DEFINED 07               0        0   958800
ARQULE INC                     COM              04269E107     4306    252400 SH       DEFINED 02 05 26         0        0   252400
ARQULE INC                     COM              04269E107       20      1200 SH       DEFINED 28               0        0     1200
ARQULE INC                     COM              04269E107     3330    195200 SH       DEFINED 03            1200        0   194000
ARROW ELECTRS INC              COM              042735100     1413     41500 SH       DEFINED 32               0        0    41500
ARROW ELECTRS INC              COM              042735100       65      1850 SH       DEFINED 37            1850        0        0
ART TECHNOLOGY GROUP INC       COM              04289L107    29704    313500 SH       DEFINED 02 06 10         0        0   313500
ART TECHNOLOGY GROUP INC       COM              04289L107   508523   5367000 SH       DEFINED 11 12 13         0        0  5367000
ART TECHNOLOGY GROUP INC       COM              04289L107    97520   1029240 SH       DEFINED 15 19 20         0        0  1029240
ART TECHNOLOGY GROUP INC       COM              04289L107   150727   1590790 SH       DEFINED 22 23 28         0        0  1590790
ART TECHNOLOGY GROUP INC       COM              04289L107    88600    935100 SH       DEFINED 32 34            0        0   935100
ART TECHNOLOGY GROUP INC       COM              04289L107    53372    563300 SH       DEFINED 03          454600        0   108700
ARTISTDIRECT INC               COM              04315D103      308    260000 SH       DEFINED 15               0        0   260000
ARVINMERITOR INC               COM              043353101    19497   1327500 SH       DEFINED 07               0        0  1327500
ARVINMERITOR INC               COM              043353101     1045     71200 SH       DEFINED 03           71200        0        0
ASHLAND INC                    COM              044204105     1889     56106 SH       DEFINED 37 03        56106        0        0
ASIA PAC FD INC                COM              044901106     5021    573900 SH       DEFINED 19 21            0        0   573900
ASHWORTH INC                   COM              04516H101     6095    774000 SH       DEFINED 26               0        0   774000
ASIA TIGERS FD INC             COM              04516T105     4981    648000 SH       DEFINED 19 21 26         0        0   648000
ASIAINFO HLDGS INC             COM              04518A104     2102    111000 SH       DEFINED 02 19 21         0        0   111000
ASPECT COMMUNICATIONS CORP     COM              04523Q102   120933   5863420 SH       DEFINED 13               0        0  5863420
ASPECT COMMUNICATIONS CORP     COM              04523Q102      653     31700 SH       DEFINED 03           31700        0        0
ASPEN TECHNOLOGY INC           COM              045327103     5153    114200 SH       DEFINED 03          114200        0        0
ASSOCIATED BANC CORP           COM              045487105     1443     55000 SH       DEFINED 15               0        0    55000
ASSOCIATED MATLS INC           COM              045709102     1040     74000 SH       DEFINED 28               0        0    74000
AT HOME CORP                   SB DB CV0.525%18 045919AC1     3111   7300000 PRN      DEFINED 11               0        0        0
AT HOME CORP                   COM SER A        045919107    19639   1390422 SH       DEFINED 10               0        0  1390422
ASSOCIATES FIRST CAP CORP      CL A             046008108   211570   5567650 SH       DEFINED 02 04 06         0        0  5567650
ASSOCIATES FIRST CAP CORP      CL A             046008108  1054209  27742356 SH       DEFINED 07 09 10         0        0 27742356
ASSOCIATES FIRST CAP CORP      CL A             046008108    77193   2031400 SH       DEFINED 11 12 15         0        0  2031400
ASSOCIATES FIRST CAP CORP      CL A             046008108   789986  20789124 SH       DEFINED 16 19 20         0        0 20789124
ASSOCIATES FIRST CAP CORP      CL A             046008108   206203   5426406 SH       DEFINED 22 28 30         0        0  5426406
ASSOCIATES FIRST CAP CORP      CL A             046008108    88707   2334404 SH       DEFINED 32 34            0        0  2334404
ASSOCIATES FIRST CAP CORP      CL A             046008108   127246   3348610 SH       DEFINED 37 03      2500966        0   847644
ASTEC INDS INC                 COM              046224101      993     90800 SH       DEFINED 03           90800        0        0
ASTORIA FINL CORP              COM              046265104    13982    362000 SH       DEFINED 02 15 34         0        0   362000
ASTORIA FINL CORP              COM              046265104     2541     65800 SH       DEFINED 03           65800        0        0
ASTRAZENECA PLC                SPONSORED ADR    046353108   102791   1955600 SH       DEFINED 19 20 21         0        0  1955600
ASTRAZENECA PLC                SPONSORED ADR    046353108    21256    404400 SH       DEFINED 32               0        0   404400
ASTRONICS CORP                 COM              046433108     4465    417850 SH       DEFINED 07               0        0   417850
ASTROPOWER INC                 COM              04644A101     2278     57500 SH       DEFINED 28               0        0    57500
ASYST TECHNOLOGY CORP          COM              04648X107     1109     54800 SH       DEFINED 02 15 28         0        0    54800
ASYST TECHNOLOGY CORP          COM              04648X107     1518     75000 SH       DEFINED 34               0        0    75000
AT & T LATIN AMER CORP         COM              04649A106    15880   1882100 SH       DEFINED 27 28 36         0        0  1882100
AT & T LATIN AMER CORP         COM              04649A106     3262    386700 SH       DEFINED 03          386700        0        0
ATHEROGENICS INC               COM              047439104     1746    202500 SH       DEFINED 15               0        0   202500
ATLANTIC COAST AIRLINES HLDGS  COM              048396105    10306    320200 SH       DEFINED 15 26            0        0   320200
ATLANTIC COAST AIRLINES HLDGS  COM              048396105    12215    379500 SH       DEFINED 03          379500        0        0
ATLANTIC TELE NETWORK INC      COM NEW          049079205     5435    494120 SH       DEFINED 07               0        0   494120
ATLAS AIR INC                  COM              049164106     1075     25460 SH       DEFINED 15 34            0        0    25460
ATLAS AIR INC                  COM              049164106     3107     73550 SH       DEFINED 03           73550        0        0
ATMEL CORP                     COM              049513104    72060   4744700 SH       DEFINED 02 04 13         0        0  4744700
ATMEL CORP                     COM              049513104   153967  10137800 SH       DEFINED 15 34            0        0 10137800
ATMEL CORP                     COM              049513104     6890    453700 SH       DEFINED 03           80900        0   372800
ATMOS ENERGY CORP              COM              049560105      806     39100 SH       DEFINED 03           39100        0        0
ATPLAN INC                     COM              04962Q100     8717    996250 SH       DEFINED 02 15 28         0        0   996250
ATWOOD OCEANICS INC            COM              050095108     7332    175900 SH       DEFINED 13               0        0   175900
ATWOOD OCEANICS INC            COM              050095108    21389    513100 SH       DEFINED 03          513100        0        0
AURORA FOODS INC               COM              05164B106     1187    351900 SH       DEFINED 28               0        0   351900
AURORA BIOSCIENCES CORP        COM              051920106    10839    159400 SH       DEFINED 09 28 30         0        0   159400
AURORA BIOSCIENCES CORP        COM              051920106        4        70 SH       DEFINED 03              70        0        0
AUTODESK INC                   COM              052769106    12687    500000 SH       DEFINED 28               0        0   500000
AUTODESK INC                   COM              052769106     1160     45733 SH       DEFINED 03           45733        0        0
AUTOMATIC DATA PROCESSING INC  LYON SUB ZERO 12 053015AC7     6697   3875000 PRN      DEFINED 11               0        0        0
AUTOMATIC DATA PROCESSING INC  COM              053015103   251142   3755400 SH       DEFINED 05 10 11         0        0  3755400
AUTOMATIC DATA PROCESSING INC  COM              053015103   407815   6098180 SH       DEFINED 13 15 16         0        0  6098180
AUTOMATIC DATA PROCESSING INC  COM              053015103   606904   9075200 SH       DEFINED 20 22 23         0        0  9075200
AUTOMATIC DATA PROCESSING INC  COM              053015103   307570   4599180 SH       DEFINED 26 27 28         0        0  4599180
AUTOMATIC DATA PROCESSING INC  COM              053015103   109447   1636600 SH       DEFINED 30 32            0        0  1636600
AUTOMATIC DATA PROCESSING INC  COM              053015103    96096   1436931 SH       DEFINED 37 03      1055271        0   381660
AUTONATION INC                 COM              05329W102    27973   4662290 SH       DEFINED 02 07 09         0        0  4662290
AUTONATION INC                 COM              05329W102    94547  15757977 SH       DEFINED 10 12 15         0        0 15757977
AUTONATION INC                 COM              05329W102    12569   2094930 SH       DEFINED 19 21 22         0        0  2094930
AUTONATION INC                 COM              05329W102    10173   1695600 SH       DEFINED 27 29 30         0        0  1695600
AUTONATION INC                 COM              05329W102       50      8400 SH       DEFINED 34               0        0     8400
AUTONATION INC                 COM              05329W102    15962   2660350 SH       DEFINED 03         1531950        0  1128400
AUTOZONE INC                   COM              053332102   109961   4846800 SH       DEFINED 07 12 13         0        0  4846800
AUTOZONE INC                   COM              053332102      555     24500 SH       DEFINED 28 32            0        0    24500
AUTOZONE INC                   COM              053332102     2375    104726 SH       DEFINED 03          104726        0        0
AVANEX CORP                    COM              05348W109      111      1040 SH       DEFINED 15               0        0     1040
AVANEX CORP                    COM              05348W109      545      5070 SH       DEFINED 03            5070        0        0
AVALONBAY CMNTYS INC           COM              053484101    28779    603504 SH       DEFINED 09 12 15         0        0   603504
AVALONBAY CMNTYS INC           COM              053484101    11068    232100 SH       DEFINED 34 35            0        0   232100
AVALONBAY CMNTYS INC           COM              053484101    29447    617500 SH       DEFINED 03          562000        0    55500
AVANT CORP                     COM              053487104    44759   2452600 SH       DEFINED 07 09 28         0        0  2452600
AVANT CORP                     COM              053487104       52      2900 SH       DEFINED 30               0        0     2900
AVERY DENNISON CORP            COM              053611109    16597    357900 SH       DEFINED 02 04 06         0        0   357900
AVERY DENNISON CORP            COM              053611109    36306    782880 SH       DEFINED 07 09 11         0        0   782880
AVERY DENNISON CORP            COM              053611109    13397    288900 SH       DEFINED 12 15 19         0        0   288900
AVERY DENNISON CORP            COM              053611109    24463    527520 SH       DEFINED 20 28 30         0        0   527520
AVERY DENNISON CORP            COM              053611109     5330    114940 SH       DEFINED 32 34            0        0   114940
AVERY DENNISON CORP            COM              053611109    36788    793295 SH       DEFINED 37 03       723795        0    69500
AVICI SYS INC                  COM              05367L109    14202    149300 SH       DEFINED 04 06 11         0        0   149300
AVICI SYS INC                  COM              05367L109    41474    436000 SH       DEFINED 13 15            0        0   436000
AVICI SYS INC                  COM              05367L109     4423     46500 SH       DEFINED 03           39200        0     7300
AVID TECHNOLOGY INC            COM              05367P100     1470    105000 SH       DEFINED 09 28 30         0        0   105000
AVIRON                         COM              053762100    45272    776250 SH       DEFINED 09 15 26         0        0   776250
AVIRON                         COM              053762100    20244    347180 SH       DEFINED 28 30            0        0   347180
AVIRON                         COM              053762100       33       570 SH       DEFINED 03             570        0        0
AVIS GROUP HLDGS INC           CL A             053790101    21415    722900 SH       DEFINED 03          722900        0        0
AVNET INC                      COM              053807103    12541    442000 SH       DEFINED 15               0        0   442000
AVNET INC                      COM              053807103       22       375 SH       DEFINED 37             375        0        0
AVOCENT CORP                   COM              053893103     7784    141210 SH       DEFINED 02 04 09         0        0   141210
AVOCENT CORP                   COM              053893103    69536   1261430 SH       DEFINED 15 20 26         0        0  1261430
AVOCENT CORP                   COM              053893103    17595    319200 SH       DEFINED 28 30 32         0        0   319200
AVOCENT CORP                   COM              053893103    19589    355360 SH       DEFINED 03          355360        0        0
AVON PRODS INC                 COM              054303102    72815   1781410 SH       DEFINED 02 04 06         0        0  1781410
AVON PRODS INC                 COM              054303102   266108   6510300 SH       DEFINED 07 09 10         0        0  6510300
AVON PRODS INC                 COM              054303102   274287   6710400 SH       DEFINED 13 15 16         0        0  6710400
AVON PRODS INC                 COM              054303102   248589   6081710 SH       DEFINED 18 19 20         0        0  6081710
AVON PRODS INC                 COM              054303102   176268   4312369 SH       DEFINED 21 22 23         0        0  4312369
AVON PRODS INC                 COM              054303102    68533   1676670 SH       DEFINED 28 29 30         0        0  1676670
AVON PRODS INC                 COM              054303102    52470   1283690 SH       DEFINED 32 34            0        0  1283690
AVON PRODS INC                 COM              054303102    57671   1410917 SH       DEFINED 37 03      1099217        0   311700
AWARE INC MASS                 COM              05453N100       20       530 SH       DEFINED 15               0        0      530
AXA                            SPONSORED ADR    054536107     1222     18900 SH       DEFINED 02 15 34         0        0    18900
AXENT TECHNOLOGIES INC         COM              05459C108      398     18500 SH       DEFINED 13               0        0    18500
AZTAR CORP                     COM              054802103     3401    221250 SH       DEFINED 02 26            0        0   221250
BB&T CORP                      COM              054937107     7300    242342 SH       DEFINED 15               0        0   242342
BB&T CORP                      COM              054937107     8349    277151 SH       DEFINED 03          277151        0        0
AZURIX CORP                    COM              05501M104      314     88200 SH       DEFINED 15               0        0    88200
B A S F  A G                   SPONSORED ADR    055262505        2        65 SH       DEFINED 37              65        0        0
BCE INC                        COM              05534B109    12784    549220 SH       DEFINED 02 07 19         0        0   549220
BCE INC                        COM              05534B109    61518   2639400 SH       DEFINED 21 22 34         0        0  2639400
BCE INC                        COM              05534B109     1863     79950 SH       DEFINED 03           44850        0    35100
BEI TECHNOLOGIES INC           COM              05538P104        4       100 SH       DEFINED 02               0        0      100
BHC COMMUNICATIONS INC         CL A             055448104    24951    158550 SH       DEFINED 02 13 26         0        0   158550
BHC COMMUNICATIONS INC         CL A             055448104    40580    257856 SH       DEFINED 03          257856        0        0
BISYS GROUP INC                COM              055472104    21083    272700 SH       DEFINED 02 15 20         0        0   272700
BISYS GROUP INC                COM              055472104     4845     62670 SH       DEFINED 26 32            0        0    62670
BISYS GROUP INC                COM              055472104     3316     42900 SH       DEFINED 03           42900        0        0
BJS WHOLESALE CLUB INC         COM              05548J106   101341   2969700 SH       DEFINED 02 07 12         0        0  2969700
BJS WHOLESALE CLUB INC         COM              05548J106     5134    150470 SH       DEFINED 15 19 23         0        0   150470
BJS WHOLESALE CLUB INC         COM              05548J106       74      2190 SH       DEFINED 26 34            0        0     2190
BJS WHOLESALE CLUB INC         COM              05548J106    29816    873750 SH       DEFINED 03          528550        0   345200
BJ SVCS CO                     COM              055482103    53277    871610 SH       DEFINED 02 05 09         0        0   871610
BJ SVCS CO                     COM              055482103   432253   7071626 SH       DEFINED 12 13 15         0        0  7071626
BJ SVCS CO                     COM              055482103   215123   3519410 SH       DEFINED 22 23 28         0        0  3519410
BJ SVCS CO                     COM              055482103    15457    252880 SH       DEFINED 30 32 34         0        0   252880
BJ SVCS CO                     COM              055482103    18337    300000 SH       DEFINED 37               0        0   300000
BJ SVCS CO                     COM              055482103     4050     66260 SH       DEFINED 03           33260        0    33000
BMC INDS INC MINN              COM              055607105     4719    686500 SH       DEFINED 07               0        0   686500
BP AMOCO P L C                 SPONSORED ADR    055622104    64863   1223842 SH       DEFINED 02 05 06         0        0  1223842
BP AMOCO P L C                 SPONSORED ADR    055622104   691550  13048126 SH       DEFINED 07 08 09         0        0 13048126
BP AMOCO P L C                 SPONSORED ADR    055622104   360646   6804644 SH       DEFINED 10 12 15         0        0  6804644
BP AMOCO P L C                 SPONSORED ADR    055622104   310575   5859920 SH       DEFINED 16 18 19         0        0  5859920
BP AMOCO P L C                 SPONSORED ADR    055622104   904998  17075440 SH       DEFINED 20 21 22         0        0 17075440
BP AMOCO P L C                 SPONSORED ADR    055622104   335147   6323540 SH       DEFINED 28 30 32         0        0  6323540
BP AMOCO P L C                 SPONSORED ADR    055622104    14068    265448 SH       DEFINED 34               0        0   265448
BP AMOCO P L C                 SPONSORED ADR    055622104    28176    532049 SH       DEFINED 37 03       230173        0   301876
BRE PROPERTIES INC             CL A             05564E106    13801    431300 SH       DEFINED 09 12 15         0        0   431300
BRE PROPERTIES INC             CL A             05564E106    15036    469900 SH       DEFINED 26 28 34         0        0   469900
BRE PROPERTIES INC             CL A             05564E106     5033    157300 SH       DEFINED 03           69800        0    87500
BMC SOFTWARE INC               COM              055921100     8611    450260 SH       DEFINED 02 05 06         0        0   450260
BMC SOFTWARE INC               COM              055921100    62298   3257425 SH       DEFINED 07 10 15         0        0  3257425
BMC SOFTWARE INC               COM              055921100   151204   7906100 SH       DEFINED 16 23 28         0        0  7906100
BMC SOFTWARE INC               COM              055921100    14344    750026 SH       DEFINED 37 03       586426        0   163600
BTU INTL INC                   COM              056032105     8850    600000 SH       DEFINED 07               0        0   600000
BAIRNCO CORP                   COM              057097107     6700    900900 SH       DEFINED 07               0        0   900900
BAKER HUGHES INC               COM              057224107   219157   5903230 SH       DEFINED 02 07 09         0        0  5903230
BAKER HUGHES INC               COM              057224107   167456   4510600 SH       DEFINED 10 11 12         0        0  4510600
BAKER HUGHES INC               COM              057224107   290958   7837276 SH       DEFINED 13 15 16         0        0  7837276
BAKER HUGHES INC               COM              057224107   313411   8442070 SH       DEFINED 20 22 23         0        0  8442070
BAKER HUGHES INC               COM              057224107   140721   3790480 SH       DEFINED 28 30 32         0        0  3790480
BAKER HUGHES INC               COM              057224107     2322     62550 SH       DEFINED 34               0        0    62550
BAKER HUGHES INC               COM              057224107    28853    777211 SH       DEFINED 37 03       578011        0   199200
BAKER J INC                    SUB NT CONV 7%02 057232AA8    10507  13300000 PRN      DEFINED 09               0        0        0
BAKER J INC                    SUB NT CONV 7%02 057232AA8      205    260000 PRN      DEFINED 03               0        0        0
BAKER J INC                    COM              057232100     5733   1274200 SH       DEFINED 12 26 28         0        0  1274200
BAKER J INC                    COM              057232100      522    116000 SH       DEFINED 03          116000        0        0
BALDOR ELEC CO                 COM              057741100     1015     50000 SH       DEFINED 26               0        0    50000
BALDOR ELEC CO                 COM              057741100     3279    161430 SH       DEFINED 03          161430        0        0
BALDWIN TECHNOLOGY INC         CL A             058264102      276    152700 SH       DEFINED 07               0        0   152700
BALL CORP                      COM              058498106     7346    231845 SH       DEFINED 02 04 06         0        0   231845
BALL CORP                      COM              058498106    46096   1454737 SH       DEFINED 07 09 15         0        0  1454737
BALL CORP                      COM              058498106    59605   1881053 SH       DEFINED 18 21 22         0        0  1881053
BALL CORP                      COM              058498106     6822    215290 SH       DEFINED 26 28 29         0        0   215290
BALL CORP                      COM              058498106       91      2891 SH       DEFINED 30 34            0        0     2891
BALL CORP                      COM              058498106     2542     80249 SH       DEFINED 03           48429        0    31820
BALLARD PWR SYS INC            COM              05858H104     2584     23600 SH       DEFINED 02 07 15         0        0    23600
BALLARD PWR SYS INC            COM              05858H104     1393     12700 SH       DEFINED 21 34            0        0    12700
BALLARD PWR SYS INC            COM              05858H104      351      3200 SH       DEFINED 03            3200        0        0
BALLY TOTAL FITNESS HLDG CORP  COM              05873K108      250     10000 SH       DEFINED 07               0        0    10000
BANCFIRST CORP                 COM              05945F103      191      6000 SH       DEFINED 26               0        0     6000
BANCO GANADERO S A             SP ADR PREF C    059594507      264     90000 SH       DEFINED 02 19 21         0        0    90000
BANCO SANTANDER CENT HISPANO   ADR              05964H105    40974   3746200 SH       DEFINED 19 21            0        0  3746200
BANCO SANTIAGO                 SP ADR REP COM   05965L105      313     16100 SH       DEFINED 02 07 19         0        0    16100
BANCO SANTIAGO                 SP ADR REP COM   05965L105     2088    107100 SH       DEFINED 21               0        0   107100
BANDAG INC                     COM              059815100      212      5900 SH       DEFINED 13               0        0     5900
BANDAG INC                     COM              059815100      312      8700 SH       DEFINED 03            8700        0        0
BANGOR HYDRO ELEC CO           COM              060077104    13462    556600 SH       DEFINED 07 28            0        0   556600
BANGOR HYDRO ELEC CO           COM              060077104      563     23300 SH       DEFINED 03           23300        0        0
BANK OF AMERICA CORPORATION    COM              060505104    99190   1893854 SH       DEFINED 02 04 07         0        0  1893854
BANK OF AMERICA CORPORATION    COM              060505104  1196845  22851471 SH       DEFINED 09 10 11         0        0 22851471
BANK OF AMERICA CORPORATION    COM              060505104   121734   2324291 SH       DEFINED 12 15 16         0        0  2324291
BANK OF AMERICA CORPORATION    COM              060505104   197432   3769590 SH       DEFINED 18 22 27         0        0  3769590
BANK OF AMERICA CORPORATION    COM              060505104    83690   1597900 SH       DEFINED 28 30 32         0        0  1597900
BANK OF AMERICA CORPORATION    COM              060505104    11313    216004 SH       DEFINED 34               0        0   216004
BANK OF AMERICA CORPORATION    COM              060505104   153021   2921313 SH       DEFINED 37 03      2572625        0   348688
BANK MONTREAL QUE              COM              063671101    23461    516800 SH       DEFINED 02 19 21         0        0   516800
BANK OF THE OZARKS INC         COM              063904106     2835    238800 SH       DEFINED 07 28            0        0   238800
BANK NEW YORK INC              COM              064057102    88547   1579440 SH       DEFINED 02 04 05         0        0  1579440
BANK NEW YORK INC              COM              064057102   618318  11029084 SH       DEFINED 06 07 09         0        0 11029084
BANK NEW YORK INC              COM              064057102   325105   5798988 SH       DEFINED 10 11 15         0        0  5798988
BANK NEW YORK INC              COM              064057102   732142  13059398 SH       DEFINED 16 18 19         0        0 13059398
BANK NEW YORK INC              COM              064057102   375198   6692500 SH       DEFINED 20 21 22         0        0  6692500
BANK NEW YORK INC              COM              064057102   125450   2237690 SH       DEFINED 23 27 28         0        0  2237690
BANK NEW YORK INC              COM              064057102    55888    996900 SH       DEFINED 29 30 32         0        0   996900
BANK NEW YORK INC              COM              064057102    11367    202760 SH       DEFINED 34               0        0   202760
BANK NEW YORK INC              COM              064057102   261145   4657045 SH       DEFINED 37 03      3988019        0   669026
BANK ONE CORP                  COM              06423A103    70219   1817988 SH       DEFINED 02 04 05         0        0  1817988
BANK ONE CORP                  COM              06423A103   341017   8828929 SH       DEFINED 06 07 09         0        0  8828929
BANK ONE CORP                  COM              06423A103   211831   5484300 SH       DEFINED 10 11 12         0        0  5484300
BANK ONE CORP                  COM              06423A103   317765   8226945 SH       DEFINED 13 15 16         0        0  8226945
BANK ONE CORP                  COM              06423A103   424884  11000240 SH       DEFINED 18 19 20         0        0 11000240
BANK ONE CORP                  COM              06423A103   640832  16591128 SH       DEFINED 22 23 28         0        0 16591128
BANK ONE CORP                  COM              06423A103   106465   2756382 SH       DEFINED 30 32 34         0        0  2756382
BANK ONE CORP                  COM              06423A103   110162   2852156 SH       DEFINED 37 03      2347538        0   504618
BANK UTD CORP                  CL A             065412108     3010     59400 SH       DEFINED 02 26 34         0        0    59400
BANKNORTH GROUP INC NEW        COM              06646R107     8617    482075 SH       DEFINED 02 15 34         0        0   482075
BANKNORTH GROUP INC NEW        COM              06646R107    11255    629700 SH       DEFINED 03          621700        0     8000
BANKUNITED FINL CORP           CL A             06652B103       79     10800 SH       DEFINED 26               0        0    10800
BANTA CORP                     COM              066821109    24318    997700 SH       DEFINED 12 26            0        0   997700
BANTA CORP                     COM              066821109     5954    244300 SH       DEFINED 03           52200        0   192100
BANYAN STRATEGIC RLTY TR       SH BEN INT       06683M102     2740    461500 SH       DEFINED 07               0        0   461500
BANYAN STRATEGIC RLTY TR       SH BEN INT       06683M102      412     69400 SH       DEFINED 03           69400        0        0
BARBEQUES GALORE LTD           SPONSORED ADR    067091108     3811    508200 SH       DEFINED 12 26 28         0        0   508200
BARD C R INC                   COM              067383109     9590    227000 SH       DEFINED 02 12 13         0        0   227000
BARD C R INC                   COM              067383109   196666   4654830 SH       DEFINED 15 16 34         0        0  4654830
BARD C R INC                   COM              067383109     9702    229637 SH       DEFINED 37 03       229637        0        0
BARNES & NOBLE INC             COM              067774109        2       100 SH       DEFINED 37             100        0        0
BARRICK GOLD CORP              COM              067901108    76968   5054850 SH       DEFINED 02 06 07         0        0  5054850
BARRICK GOLD CORP              COM              067901108    55029   3613700 SH       DEFINED 09 13 15         0        0  3613700
BARRICK GOLD CORP              COM              067901108    58492   3841120 SH       DEFINED 19 20 21         0        0  3841120
BARRICK GOLD CORP              COM              067901108    18871   1239230 SH       DEFINED 28 30 32         0        0  1239230
BARRICK GOLD CORP              COM              067901108     2914    191400 SH       DEFINED 34               0        0   191400
BARRICK GOLD CORP              COM              067901108     8554    561289 SH       DEFINED 37 03       435989        0   125300
BARR LABS INC                  COM              068306109    22672    341900 SH       DEFINED 02 12 13         0        0   341900
BARR LABS INC                  COM              068306109     1671     25200 SH       DEFINED 26 28            0        0    25200
BARR LABS INC                  COM              068306109     4383     66100 SH       DEFINED 03           66100        0        0
BARRA INC                      COM              068313105       62      1000 SH       DEFINED 02               0        0     1000
BARRETT RES CORP               COM PAR $0.01    068480201      347      9200 SH       DEFINED 15               0        0     9200
BASIN EXPL INC                 COM              070107107     2667    136800 SH       DEFINED 03          136800        0        0
BASSETT FURNITURE INDS INC     COM              070203104     3324    234300 SH       DEFINED 28               0        0   234300
BATTLE MTN GOLD CO             COM              071593107       62     35880 SH       DEFINED 02 06            0        0    35880
BAUSCH & LOMB INC              COM              071707103    11653    299280 SH       DEFINED 02 15 34         0        0   299280
BAUSCH & LOMB INC              COM              071707103     2520     64783 SH       DEFINED 37 03        64783        0        0
BAXTER INTL INC                COM              071813109   107887   1351760 SH       DEFINED 02 07 09         0        0  1351760
BAXTER INTL INC                COM              071813109   440804   5523000 SH       DEFINED 10 11 13         0        0  5523000
BAXTER INTL INC                COM              071813109   242027   3032450 SH       DEFINED 15 16 19         0        0  3032450
BAXTER INTL INC                COM              071813109    23592    295600 SH       DEFINED 23 27 28         0        0   295600
BAXTER INTL INC                COM              071813109    14150    177300 SH       DEFINED 30 34            0        0   177300
BAXTER INTL INC                COM              071813109    52711    660473 SH       DEFINED 37 03       628373        0    32100
BE AEROSPACE INC               COM              073302101     3395    210600 SH       DEFINED 15 26            0        0   210600
BE AEROSPACE INC               COM              073302101       16      1000 SH       DEFINED 03            1000        0        0
BE FREE INC                    COM              073308108      812    191200 SH       DEFINED 02 15            0        0   191200
BE FREE INC                    COM              073308108      808    190300 SH       DEFINED 03          190300        0        0
BEA SYS INC                    SB NT CV144A4%06 073325AC6    46317  19600000 PRN      DEFINED 11               0        0        0
BEA SYS INC                    COM              073325102   100458   1290000 SH       DEFINED 02 04 05         0        0  1290000
BEA SYS INC                    COM              073325102   380909   4891300 SH       DEFINED 06 09 10         0        0  4891300
BEA SYS INC                    COM              073325102  2186225  28073522 SH       DEFINED 11 12 13         0        0 28073522
BEA SYS INC                    COM              073325102   938023  12045244 SH       DEFINED 15 16 19         0        0 12045244
BEA SYS INC                    COM              073325102   267278   3432150 SH       DEFINED 20 22 23         0        0  3432150
BEA SYS INC                    COM              073325102   257492   3306488 SH       DEFINED 26 27 28         0        0  3306488
BEA SYS INC                    COM              073325102   113613   1458926 SH       DEFINED 30 32 34         0        0  1458926
BEA SYS INC                    COM              073325102   125274   1608664 SH       DEFINED 03         1346298        0   262366
BEAR STEARNS COS INC           COM              073902108    17650    275844 SH       DEFINED 02 04 05         0        0   275844
BEAR STEARNS COS INC           COM              073902108    50477    800000 SH       DEFINED 06 07 12         0        0   800000
BEAR STEARNS COS INC           COM              073902108    29997    476143 SH       DEFINED 13 15 19         0        0   476143
BEAR STEARNS COS INC           COM              073902108    12360    196200 SH       DEFINED 27 28 30         0        0   196200
BEAR STEARNS COS INC           COM              073902108     3819     60625 SH       DEFINED 34               0        0    60625
BEAR STEARNS COS INC           COM              073902108    24375    386933 SH       DEFINED 37 03       383733        0     3200
BEAZER HOMES USA INC           COM              07556Q105    33032   1220600 SH       DEFINED 07 12 28         0        0  1220600
BECKMAN COULTER INC            COM              075811109    31736    411500 SH       DEFINED 02 15 23         0        0   411500
BECKMAN COULTER INC            COM              075811109     1303     16900 SH       DEFINED 28 34            0        0    16900
BECKMAN COULTER INC            COM              075811109    16075    208439 SH       DEFINED 37 03       188909        0    19530
BECTON DICKINSON & CO          COM              075887109    39676   1500768 SH       DEFINED 02 08 09         0        0  1500768
BECTON DICKINSON & CO          COM              075887109   128924   4876560 SH       DEFINED 15 16 22         0        0  4876560
BECTON DICKINSON & CO          COM              075887109     4457    168600 SH       DEFINED 28 34            0        0   168600
BECTON DICKINSON & CO          COM              075887109     7716    291861 SH       DEFINED 37 03       236161        0    55700
BED BATH & BEYOND INC          COM              075896100     4692    192380 SH       DEFINED 02 06 07         0        0   192380
BED BATH & BEYOND INC          COM              075896100    72293   2964000 SH       DEFINED 10 11 13         0        0  2964000
BED BATH & BEYOND INC          COM              075896100     2358     96680 SH       DEFINED 15 16 19         0        0    96680
BED BATH & BEYOND INC          COM              075896100   256452  10514400 SH       DEFINED 20 30 32         0        0 10514400
BED BATH & BEYOND INC          COM              075896100      156      6400 SH       DEFINED 34               0        0     6400
BED BATH & BEYOND INC          COM              075896100     8425    345416 SH       DEFINED 37 03       345416        0        0
BEDFORD PPTY INVS INC          COM PAR $0.02    076446301     2640    130000 SH       DEFINED 03          130000        0        0
BEL FUSE INC                   CL A             077347201     5578    125000 SH       DEFINED 07               0        0   125000
BEL FUSE INC                   CL B             077347300     4158    108000 SH       DEFINED 07               0        0   108000
BELDEN INC                     COM              077459105    19608    830000 SH       DEFINED 02 07 26         0        0   830000
BELDEN INC                     COM              077459105     5114    216500 SH       DEFINED 28               0        0   216500
BELDEN INC                     COM              077459105     9844    416700 SH       DEFINED 03          416700        0        0
BELLSOUTH CORP                 COM              079860102   243560   6051190 SH       DEFINED 02 04 06         0        0  6051190
BELLSOUTH CORP                 COM              079860102   959144  23829671 SH       DEFINED 07 09 10         0        0 23829671
BELLSOUTH CORP                 COM              079860102   420463  10446300 SH       DEFINED 11 12 15         0        0 10446300
BELLSOUTH CORP                 COM              079860102   425253  10565310 SH       DEFINED 16 18 19         0        0 10565310
BELLSOUTH CORP                 COM              079860102   174604   4337999 SH       DEFINED 20 22 27         0        0  4337999
BELLSOUTH CORP                 COM              079860102    99400   2469590 SH       DEFINED 28 30 32         0        0  2469590
BELLSOUTH CORP                 COM              079860102    48300   1200000 SH       DEFINED 34               0        0  1200000
BELLSOUTH CORP                 COM              079860102   181469   4509158 SH       DEFINED 37 03      3812758        0   696400
BEMIS INC                      COM              081437105    42388   1319490 SH       DEFINED 09 12 15         0        0  1319490
BEMIS INC                      COM              081437105     1207     37600 SH       DEFINED 28 30 34         0        0    37600
BEMIS INC                      COM              081437105    10956    341048 SH       DEFINED 03           57748        0   283300
BENETTON GROUP SPA             ADR NEW          081795403        1        38 SH       DEFINED 37              38        0        0
BENIHANA INC                   COM              082047101     4646    347400 SH       DEFINED 07               0        0   347400
BENIHANA INC                   CL A             082047200     3201    266800 SH       DEFINED 07               0        0   266800
BERGSTROM CAP CORP             COM              084093103       50       200 SH       DEFINED 37             200        0        0
BERKLEY W R CORP               COM              084423102      615     17800 SH       DEFINED 15               0        0    17800
BERKSHIRE HATHAWAY INC DEL     CL A             084670108    38701       601 SH       DEFINED 02 06 10         0        0      601
BERKSHIRE HATHAWAY INC DEL     CL A             084670108   679291     10548 SH       DEFINED 15 20 32         0        0    10548
BERKSHIRE HATHAWAY INC DEL     CL A             084670108    14168       220 SH       DEFINED 34               0        0      220
BERKSHIRE HATHAWAY INC DEL     CL B             084670207    10656      5148 SH       DEFINED 02 08 15         0        0     5148
BERKSHIRE HATHAWAY INC DEL     CL B             084670207     6880      3324 SH       DEFINED 34               0        0     3324
BERKSHIRE HATHAWAY INC DEL     CL B             084670207      358       182 SH       DEFINED 37             182        0        0
BERKSHIRE HILLS BANCORP INC    COM              084680107     2466    171600 SH       DEFINED 07               0        0   171600
BERRY PETE CO                  CL A             085789105     2250    124600 SH       DEFINED 07               0        0   124600
BEST BUY INC                   COM              086516101    42555    668850 SH       DEFINED 02 05 06         0        0   668850
BEST BUY INC                   COM              086516101   328871   5168900 SH       DEFINED 07 09 10         0        0  5168900
BEST BUY INC                   COM              086516101    25513    401000 SH       DEFINED 12 13 15         0        0   401000
BEST BUY INC                   COM              086516101   405329   6370600 SH       DEFINED 16 20 22         0        0  6370600
BEST BUY INC                   COM              086516101   163294   2566520 SH       DEFINED 23 26 28         0        0  2566520
BEST BUY INC                   COM              086516101    58293    916200 SH       DEFINED 30 32 34         0        0   916200
BEST BUY INC                   COM              086516101    63341    995539 SH       DEFINED 03          708739        0   286800
BESTFOODS                      COM              08658U101    36912    507390 SH       DEFINED 02 06 09         0        0   507390
BESTFOODS                      COM              08658U101   162196   2229500 SH       DEFINED 15 16 28         0        0  2229500
BESTFOODS                      COM              08658U101    16627    228550 SH       DEFINED 30 34            0        0   228550
BESTFOODS                      COM              08658U101    19290    265160 SH       DEFINED 37 03       265160        0        0
BETHLEHEM STL CORP             COM              087509105    11151   3717300 SH       DEFINED 02 05 06         0        0  3717300
BETHLEHEM STL CORP             COM              087509105    14171   4723800 SH       DEFINED 11 15 34         0        0  4723800
BETHLEHEM STL CORP             COM              087509105      308    102822 SH       DEFINED 03          102822        0        0
BEVERLY ENTERPRISES INC        COM NEW          087851309     1091    183750 SH       DEFINED 02 26            0        0   183750
BIG BUCK BREWERY & STEAKHOUSE  COM              089072102      947    522500 SH       DEFINED 12               0        0   522500
BIG DOG HLDGS INC              COM              089128102     5144   1028800 SH       DEFINED 28               0        0  1028800
BINDLEY WESTN INDS INC         COM              090324104    11476    358633 SH       DEFINED 15 28            0        0   358633
BINDLEY WESTN INDS INC         COM              090324104     5767    180232 SH       DEFINED 03          180232        0        0
BIOCHEM PHARMA INC             COM              09058T108     2149     97600 SH       DEFINED 02 15            0        0    97600
BIOGEN INC                     COM              090597105   186534   3057940 SH       DEFINED 02 13 15         0        0  3057940
BIOGEN INC                     COM              090597105     3391     55600 SH       DEFINED 34               0        0    55600
BIOGEN INC                     COM              090597105     9619    157421 SH       DEFINED 37 03       157421        0        0
BIOMET INC                     COM              090613100    50264   1436125 SH       DEFINED 02 05 06         0        0  1436125
BIOMET INC                     COM              090613100   140451   4012900 SH       DEFINED 07 12 13         0        0  4012900
BIOMET INC                     COM              090613100    35241   1006890 SH       DEFINED 15 16 19         0        0  1006890
BIOMET INC                     COM              090613100    44294   1265550 SH       DEFINED 20 21 23         0        0  1265550
BIOMET INC                     COM              090613100     8654    247280 SH       DEFINED 26 28 29         0        0   247280
BIOMET INC                     COM              090613100    11124    317850 SH       DEFINED 32 34            0        0   317850
BIOMET INC                     COM              090613100    28959    827419 SH       DEFINED 37 03       692169        0   135250
BIOTRANSPLANT INC              COM              09066Y107     5118    300000 SH       DEFINED 15               0        0   300000
BIOVAIL CORP                   COM              09067J109    41714    509510 SH       DEFINED 02 07 15         0        0   509510
BIOVAIL CORP                   COM              09067J109     1804     22000 SH       DEFINED 19 20 21         0        0    22000
BIOVAIL CORP                   COM              09067J109     2583     31500 SH       DEFINED 32 34            0        0    31500
BIOVAIL CORP                   COM              09067J109      343      4190 SH       DEFINED 03            4190        0        0
BIOSITE DIAGNOSTICS INC        COM              090945106     1822     45700 SH       DEFINED 26               0        0    45700
BLACK & DECKER CORP            COM              091797100    17859    522400 SH       DEFINED 02 04 06         0        0   522400
BLACK & DECKER CORP            COM              091797100   159529   4666300 SH       DEFINED 07 09 10         0        0  4666300
BLACK & DECKER CORP            COM              091797100    41788   1222320 SH       DEFINED 12 15 21         0        0  1222320
BLACK & DECKER CORP            COM              091797100    11247    329000 SH       DEFINED 22 23 28         0        0   329000
BLACK & DECKER CORP            COM              091797100       61      1800 SH       DEFINED 34               0        0     1800
BLACK & DECKER CORP            COM              091797100    25639    749974 SH       DEFINED 03          406474        0   343500
BLACK BOX CORP DEL             COM              091826107    64808   1390000 SH       DEFINED 02 07 15         0        0  1390000
BLACK BOX CORP DEL             COM              091826107    13984    299930 SH       DEFINED 26 28            0        0   299930
BLACK BOX CORP DEL             COM              091826107     7446    159700 SH       DEFINED 03          159700        0        0
BLACK HILLS CORP               COM              092113109    12315    438850 SH       DEFINED 02 07 13         0        0   438850
BLACK HILLS CORP               COM              092113109     5007    178440 SH       DEFINED 26 28            0        0   178440
BLACK HILLS CORP               COM              092113109    17153    611255 SH       DEFINED 03          611255        0        0
BLACKROCK INVT QUALITY MUN TR  COM              09247D105       14      1200 SH       DEFINED 37            1200        0        0
BLACKROCK INC                  CL A             09247X101     5184    162000 SH       DEFINED 15 26            0        0   162000
BLACKROCK INC                  CL A             09247X101     8480    265000 SH       DEFINED 03          265000        0        0
BLACKROCK NORTH AMERN GV INCM  COM              092475102     3564    361000 SH       DEFINED 19 21            0        0   361000
BLAIR CORP                     COM              092828102    18816    800700 SH       DEFINED 07               0        0   800700
BLANCH E W HLDGS INC           COM              093210102    10949    527700 SH       DEFINED 07               0        0   527700
BLANCH E W HLDGS INC           COM              093210102     6849    330100 SH       DEFINED 03          330100        0        0
BLOCK H & R INC                COM              093671105   161330   4352930 SH       DEFINED 02 07 09         0        0  4352930
BLOCK H & R INC                COM              093671105    58328   1573795 SH       DEFINED 12 15 21         0        0  1573795
BLOCK H & R INC                COM              093671105    42495   1146600 SH       DEFINED 22 29 34         0        0  1146600
BLOCK H & R INC                COM              093671105    18787    506903 SH       DEFINED 03          116203        0   390700
BLONDER TONGUE LABS INC        COM              093698108     1581    263500 SH       DEFINED 07               0        0   263500
BLUE MARTINI SOFTWARE INC      COM              095698106     4691    138500 SH       DEFINED 13               0        0   138500
BLYTH INC                      COM              09643P108     6921    295300 SH       DEFINED 07 32            0        0   295300
BOB EVANS FARMS INC            COM              096761101     2001    108200 SH       DEFINED 26               0        0   108200
BOEING CO                      COM              097023105    71555   1135800 SH       DEFINED 02 04 06         0        0  1135800
BOEING CO                      COM              097023105   413361   6561300 SH       DEFINED 07 09 10         0        0  6561300
BOEING CO                      COM              097023105   282536   4484700 SH       DEFINED 11 12 13         0        0  4484700
BOEING CO                      COM              097023105   253375   4021840 SH       DEFINED 15 16 18         0        0  4021840
BOEING CO                      COM              097023105   247486   3928360 SH       DEFINED 19 22 23         0        0  3928360
BOEING CO                      COM              097023105   354070   5620170 SH       DEFINED 27 28 30         0        0  5620170
BOEING CO                      COM              097023105    23688    376013 SH       DEFINED 31 32 34         0        0   376013
BOEING CO                      COM              097023105   133403   2117400 SH       DEFINED 37 03      1834320        0   283080
BOISE CASCADE CORP             COM              097383103     4245    159847 SH       DEFINED 02 15 28         0        0   159847
BOISE CASCADE CORP             COM              097383103     1312     49400 SH       DEFINED 34               0        0    49400
BOISE CASCADE CORP             COM              097383103     4832    181913 SH       DEFINED 03          181913        0        0
BOLDER TECHNOLOGIES CORP       COM              097519102     1617    377900 SH       DEFINED 07 26            0        0   377900
BOLDER TECHNOLOGIES CORP       COM              097519102      735    171700 SH       DEFINED 03          171700        0        0
BOMBAY CO INC                  COM              097924104     5426   2226400 SH       DEFINED 20 32            0        0  2226400
BOMBAY CO INC                  COM              097924104      140     57800 SH       DEFINED 03           57800        0        0
BOOKHAM TECHNOLOGY PLC         SPONSORED ADR    09856Q108    52607   1227000 SH       DEFINED 11 13            0        0  1227000
BORDERS GROUP INC              COM              099709107    14216   1020000 SH       DEFINED 28               0        0  1020000
BOSTON PROPERTIES INC          COM              101121101    35801    833800 SH       DEFINED 09 35            0        0   833800
BOSTON PROPERTIES INC          COM              101121101    18746    436600 SH       DEFINED 03          436600        0        0
BOSTON SCIENTIFIC CORP         COM              101137107   132196   8042400 SH       DEFINED 02 10 15         0        0  8042400
BOSTON SCIENTIFIC CORP         COM              101137107     2327    141600 SH       DEFINED 34               0        0   141600
BOSTON SCIENTIFIC CORP         COM              101137107     5265    320302 SH       DEFINED 37 03       320302        0        0
BOWATER INC                    COM              102183100    83137   1790300 SH       DEFINED 02 09 12         0        0  1790300
BOWATER INC                    COM              102183100   116828   2515817 SH       DEFINED 15 18 22         0        0  2515817
BOWATER INC                    COM              102183100      938     20200 SH       DEFINED 34               0        0    20200
BOWATER INC                    COM              102183100    24737    532700 SH       DEFINED 03          391300        0   141400
BRANDYWINE RLTY TR             SH BEN INT NEW   105368203     4175    206200 SH       DEFINED 12 26 28         0        0   206200
BRASCAN CORP                   CL A LTD VT SH   10549P606   127582   9864269 SH       DEFINED 02 09 22         0        0  9864269
BRASCAN CORP                   CL A LTD VT SH   10549P606     1568    121800 SH       DEFINED 03               0        0   121800
BRASS EAGLE INC                COM              10553F106       15      2900 SH       DEFINED 28               0        0     2900
BRAUN CONSULTING INC           COM              105651103     5557    280500 SH       DEFINED 02 26 34         0        0   280500
BRAZIL FD INC                  COM              105759104     6392    373300 SH       DEFINED 19 21            0        0   373300
BRIGGS & STRATTON CORP         COM              109043109      672     17778 SH       DEFINED 37 03        17778        0        0
BRIGHT HORIZON FAMILY SOLUTION COM              109195107     7558    295700 SH       DEFINED 26               0        0   295700
BRIGHTPOINT INC                COM              109473108     1509    300000 SH       DEFINED 28               0        0   300000
BRINKER INTL INC               COM              109641100    19126    634900 SH       DEFINED 02 09 13         0        0   634900
BRINKER INTL INC               COM              109641100    61656   2046700 SH       DEFINED 15 21 22         0        0  2046700
BRINKER INTL INC               COM              109641100    87476   2903770 SH       DEFINED 23 28 29         0        0  2903770
BRINKER INTL INC               COM              109641100     1554     51600 SH       DEFINED 30 32 34         0        0    51600
BRINKER INTL INC               COM              109641100    14201    471410 SH       DEFINED 03          471410        0        0
BRISTOL MYERS SQUIBB CO        COM              110122108   382575   6697172 SH       DEFINED 02 04 05         0        0  6697172
BRISTOL MYERS SQUIBB CO        COM              110122108   876834  15349406 SH       DEFINED 06 07 08         0        0 15349406
BRISTOL MYERS SQUIBB CO        COM              110122108  1478558  25882868 SH       DEFINED 09 10 11         0        0 25882868
BRISTOL MYERS SQUIBB CO        COM              110122108   562658   9849600 SH       DEFINED 12 13 15         0        0  9849600
BRISTOL MYERS SQUIBB CO        COM              110122108  1418295  24827926 SH       DEFINED 16 18 19         0        0 24827926
BRISTOL MYERS SQUIBB CO        COM              110122108   600224  10507212 SH       DEFINED 21 22 23         0        0 10507212
BRISTOL MYERS SQUIBB CO        COM              110122108   751823  13161028 SH       DEFINED 26 27 28         0        0 13161028
BRISTOL MYERS SQUIBB CO        COM              110122108    86880   1520892 SH       DEFINED 29 30 32         0        0  1520892
BRISTOL MYERS SQUIBB CO        COM              110122108   102453   1793500 SH       DEFINED 34               0        0  1793500
BRISTOL MYERS SQUIBB CO        COM              110122108   459245   8037664 SH       DEFINED 37 03      6448244        0  1589420
BROADBASE SOFTWARE             COM              11130R100    37896   2794200 SH       DEFINED 11 13 28         0        0  2794200
BROADCOM CORP                  CL A             111320107   274779   1127300 SH       DEFINED 02 07 10         0        0  1127300
BROADCOM CORP                  CL A             111320107   220374    904100 SH       DEFINED 11 12 13         0        0   904100
BROADCOM CORP                  CL A             111320107   446727   1832730 SH       DEFINED 15 16 19         0        0  1832730
BROADCOM CORP                  CL A             111320107   484509   1987730 SH       DEFINED 20 22 23         0        0  1987730
BROADCOM CORP                  CL A             111320107    92283    378600 SH       DEFINED 27 28 30         0        0   378600
BROADCOM CORP                  CL A             111320107   153465    629600 SH       DEFINED 32 34            0        0   629600
BROADCOM CORP                  CL A             111320107   162326    665953 SH       DEFINED 37 03       642153        0    23800
BROADVISION INC                COM              111412102    25299    984900 SH       DEFINED 02 10 13         0        0   984900
BROADVISION INC                COM              111412102    47709   1857320 SH       DEFINED 15 16 20         0        0  1857320
BROADVISION INC                COM              111412102    17775    692000 SH       DEFINED 26 32 34         0        0   692000
BROADVISION INC                COM              111412102    17942    698500 SH       DEFINED 03          474700        0   223800
BROADWING INC                  PFD CV DEP1/20   111620407     7436    163900 SH       DEFINED 11 27            0        0   163900
BROADWING INC                  PFD CV DEP1/20   111620407     2899     63900 SH       DEFINED 03           48800        0    15100
BROCADE COMMUNICATIONS SYS INC COM              111621108    40214    170400 SH       DEFINED 02 04 05         0        0   170400
BROCADE COMMUNICATIONS SYS INC COM              111621108   481463   2040100 SH       DEFINED 06 10 11         0        0  2040100
BROCADE COMMUNICATIONS SYS INC COM              111621108   810438   3434060 SH       DEFINED 12 13 15         0        0  3434060
BROCADE COMMUNICATIONS SYS INC COM              111621108   984381   4171110 SH       DEFINED 16 19 20         0        0  4171110
BROCADE COMMUNICATIONS SYS INC COM              111621108   162842    690010 SH       DEFINED 22 23 26         0        0   690010
BROCADE COMMUNICATIONS SYS INC COM              111621108   306623   1299250 SH       DEFINED 28 32 34         0        0  1299250
BROCADE COMMUNICATIONS SYS INC COM              111621108   116059    491777 SH       DEFINED 03          368197        0   123580
BROOKFIELD PPTYS CORP          COM              112900105    10509    651700 SH       DEFINED 09               0        0   651700
BROOKSTONE INC                 COM              114537103    10424    744600 SH       DEFINED 07               0        0   744600
BROOKTROUT INC                 COM              114580103     4117    125000 SH       DEFINED 15               0        0   125000
BROWN & BROWN INC              COM              115236101     2945     92600 SH       DEFINED 02 09 13         0        0    92600
BROWN & BROWN INC              COM              115236101     4513    141870 SH       DEFINED 15 26 28         0        0   141870
BROWN & BROWN INC              COM              115236101       31      1000 SH       DEFINED 30               0        0     1000
BROWN & BROWN INC              COM              115236101    22639    711650 SH       DEFINED 03          708450        0     3200
BROWN FORMAN CORP              CL B             115637209    29575    540200 SH       DEFINED 07 09 13         0        0   540200
BROWN FORMAN CORP              CL B             115637209     8749    159800 SH       DEFINED 15 22            0        0   159800
BROWN FORMAN CORP              CL B             115637209     7836    143132 SH       DEFINED 03          135432        0     7700
BROWN TOM INC                  COM NEW          115660201     3768    153800 SH       DEFINED 12 15 26         0        0   153800
BROWN SHOE INC NEW             COM              115736100      403     43960 SH       DEFINED 02 13            0        0    43960
BROWN SHOE INC NEW             COM              115736100     9519   1036180 SH       DEFINED 03         1036180        0        0
BRUNSWICK CORP                 COM              117043109    28030   1535900 SH       DEFINED 02 15 20         0        0  1535900
BRUNSWICK CORP                 COM              117043109     6042    331100 SH       DEFINED 25 27 28         0        0   331100
BRUNSWICK CORP                 COM              117043109     6730    368800 SH       DEFINED 32 34            0        0   368800
BRUNSWICK CORP                 COM              117043109     1258     68933 SH       DEFINED 37 03        68933        0        0
BUCKEYE TECHNOLOGIES INC       COM              118255108     1213     58500 SH       DEFINED 15 26            0        0    58500
BUCKLE INC                     COM              118440106     1941    167000 SH       DEFINED 07               0        0   167000
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   135689   6292830 SH       DEFINED 02 06 07         0        0  6292830
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   205428   9527100 SH       DEFINED 09 11 12         0        0  9527100
BURLINGTON NORTHN SANTA FE CP  COM              12189T104   147760   6852670 SH       DEFINED 15 16 18         0        0  6852670
BURLINGTON NORTHN SANTA FE CP  COM              12189T104    95133   4411990 SH       DEFINED 19 21 22         0        0  4411990
BURLINGTON NORTHN SANTA FE CP  COM              12189T104    38860   1802210 SH       DEFINED 28 29 34         0        0  1802210
BURLINGTON NORTHN SANTA FE CP  COM              12189T104    42379   1965402 SH       DEFINED 37 03      1441502        0   523900
BURLINGTON RES INC             COM              122014103   173306   4707810 SH       DEFINED 02 06 07         0        0  4707810
BURLINGTON RES INC             COM              122014103   216824   5889965 SH       DEFINED 09 10 11         0        0  5889965
BURLINGTON RES INC             COM              122014103   179847   4885497 SH       DEFINED 12 15 16         0        0  4885497
BURLINGTON RES INC             COM              122014103    90690   2463570 SH       DEFINED 19 22 27         0        0  2463570
BURLINGTON RES INC             COM              122014103    94502   2567120 SH       DEFINED 28 30 34         0        0  2567120
BURLINGTON RES INC             COM              122014103    23557    639997 SH       DEFINED 37 03       457597        0   182400
BUSH INDS INC                  CL A             123164105     9724    841000 SH       DEFINED 07               0        0   841000
BUSINESS OBJECTS S A           SPONSORED ADR    12328X107    12956    114600 SH       DEFINED 02 20 21         0        0   114600
BUSINESS OBJECTS S A           SPONSORED ADR    12328X107     1300     11500 SH       DEFINED 32               0        0    11500
C&D TECHNOLOGIES INC           COM              124661109    53910    949960 SH       DEFINED 02 07 12         0        0   949960
C&D TECHNOLOGIES INC           COM              124661109    10777    189910 SH       DEFINED 13 15 23         0        0   189910
C&D TECHNOLOGIES INC           COM              124661109    32844    578750 SH       DEFINED 26 28 32         0        0   578750
C&D TECHNOLOGIES INC           COM              124661109     1430     25200 SH       DEFINED 34               0        0    25200
C&D TECHNOLOGIES INC           COM              124661109    10771    189800 SH       DEFINED 03          189800        0        0
CBL & ASSOC PPTYS INC          COM              124830100    62694   2501540 SH       DEFINED 09 16 33         0        0  2501540
CBL & ASSOC PPTYS INC          COM              124830100     3020    120500 SH       DEFINED 35               0        0   120500
CBL & ASSOC PPTYS INC          COM              124830100    10393    414700 SH       DEFINED 03          414700        0        0
C BRIDGE INTERNET SOL INC      COM              12500B105     3616    192900 SH       DEFINED 02 34            0        0   192900
C COR NET CORP                 COM              125010108     1609    105100 SH       DEFINED 03          105100        0        0
C D I CORP                     COM              125071100      555     34700 SH       DEFINED 28               0        0    34700
CDW COMPUTER CTRS INC          COM              125129106    59022    855400 SH       DEFINED 02 05 09         0        0   855400
CDW COMPUTER CTRS INC          COM              125129106   216084   3131660 SH       DEFINED 15 16 19         0        0  3131660
CDW COMPUTER CTRS INC          COM              125129106   183984   2666440 SH       DEFINED 22 23 26         0        0  2666440
CDW COMPUTER CTRS INC          COM              125129106   104610   1516100 SH       DEFINED 28 30 32         0        0  1516100
CDW COMPUTER CTRS INC          COM              125129106    10915    158200 SH       DEFINED 03           61900        0    96300
CEC ENTMT INC                  COM              125137109    30258    945590 SH       DEFINED 02 15 20         0        0   945590
CEC ENTMT INC                  COM              125137109    58419   1825620 SH       DEFINED 26 32 34         0        0  1825620
CEC ENTMT INC                  COM              125137109    30550    954700 SH       DEFINED 03          945300        0     9400
CHC HELICOPTER CORP            CL A SUB VTG     12541C203      529     74400 SH       DEFINED 02 21            0        0    74400
C H ROBINSON WORLDWIDE INC     COM              12541W100    90479   1605400 SH       DEFINED 02 15 20         0        0  1605400
C H ROBINSON WORLDWIDE INC     COM              12541W100     5638    100040 SH       DEFINED 23 26 28         0        0   100040
C H ROBINSON WORLDWIDE INC     COM              12541W100    21298    377900 SH       DEFINED 32               0        0   377900
C H ROBINSON WORLDWIDE INC     COM              12541W100      557      9900 SH       DEFINED 03            9900        0        0
CIGNA CORP                     COM              125509109    73543    704440 SH       DEFINED 02 04 06         0        0   704440
CIGNA CORP                     COM              125509109    84005    804650 SH       DEFINED 07 09 10         0        0   804650
CIGNA CORP                     COM              125509109   448606   4297000 SH       DEFINED 11 12 13         0        0  4297000
CIGNA CORP                     COM              125509109   253173   2425030 SH       DEFINED 15 16 19         0        0  2425030
CIGNA CORP                     COM              125509109   222736   2133488 SH       DEFINED 20 21 23         0        0  2133488
CIGNA CORP                     COM              125509109    31142    298300 SH       DEFINED 28 29 30         0        0   298300
CIGNA CORP                     COM              125509109    72262    692170 SH       DEFINED 32 34            0        0   692170
CIGNA CORP                     COM              125509109   144348   1382756 SH       DEFINED 37 03      1158556        0   224200
CIT GROUP INC                  CL A             125577106     3594    205400 SH       DEFINED 03          205400        0        0
CLECO CORP NEW                 COM              12561W105     2445     52300 SH       DEFINED 26               0        0    52300
CMGI INC                       COM              125750109    33782   1209200 SH       DEFINED 11 12 13         0        0  1209200
CMGI INC                       COM              125750109     1142     40880 SH       DEFINED 28               0        0    40880
CMGI INC                       COM              125750109    10866    388923 SH       DEFINED 37 03       386523        0     2400
CMS ENERGY CORP                COM              125896100    11313    420003 SH       DEFINED 12 15            0        0   420003
CMS ENERGY CORP                COM              125896100     6627    246037 SH       DEFINED 03           86037        0   160000
C-MAC INDS INC                 COM              125920108   168935   2960330 SH       DEFINED 02 07 09         0        0  2960330
C-MAC INDS INC                 COM              125920108    10865    190000 SH       DEFINED 19 21 28         0        0   190000
C-MAC INDS INC                 COM              125920108      411      7200 SH       DEFINED 30               0        0     7200
C-MAC INDS INC                 COM              125920108     4862     85020 SH       DEFINED 03           16520        0    68500
CNA FINL CORP                  COM              126117100        7       198 SH       DEFINED 37             198        0        0
CNF TRANSN INC                 COM              12612W104    85578   3846230 SH       DEFINED 10 12 15         0        0  3846230
CNF TRANSN INC                 COM              12612W104    22285   1001580 SH       DEFINED 18 28 34         0        0  1001580
CNF TRANSN INC                 COM              12612W104    21818    980600 SH       DEFINED 03          284300        0   696300
CNET NETWORKS INC              COM              12613R104    27265   1119300 SH       DEFINED 02 05 13         0        0  1119300
CNET NETWORKS INC              COM              12613R104    24098    989300 SH       DEFINED 15 16 20         0        0   989300
CNET NETWORKS INC              COM              12613R104     5836    239600 SH       DEFINED 26 28 32         0        0   239600
CNET NETWORKS INC              COM              12613R104     1666     68400 SH       DEFINED 34               0        0    68400
CNET NETWORKS INC              COM              12613R104     6954    285500 SH       DEFINED 03          206500        0    79000
C P & L ENERGY INC             COM              12614C106     5255    126091 SH       DEFINED 37 03       126091        0        0
CPAC INC                       COM              126145101     4657    582200 SH       DEFINED 07               0        0   582200
C P CLARE CORP                 COM              12615K107      258     60000 SH       DEFINED 12               0        0    60000
CSG SYS INTL INC               COM              126349109      411     14200 SH       DEFINED 32               0        0    14200
CSX CORP                       COM              126408103    57096   2617600 SH       DEFINED 07 09 12         0        0  2617600
CSX CORP                       COM              126408103    12754    584730 SH       DEFINED 15 22 34         0        0   584730
CSX CORP                       COM              126408103    12057    552789 SH       DEFINED 37 03       357389        0   195400
CTC COMMUNICATIONS GROUP INC   COM              126419100     1115     55100 SH       DEFINED 26               0        0    55100
CTS CORP                       COM              126501105     5062    100000 SH       DEFINED 28               0        0   100000
CVS CORP                       COM              126650100   455598   9837486 SH       DEFINED 04 05 10         0        0  9837486
CVS CORP                       COM              126650100   648176  13995724 SH       DEFINED 13 16 20         0        0 13995724
CVS CORP                       COM              126650100    98224   2120900 SH       DEFINED 22 26 28         0        0  2120900
CVS CORP                       COM              126650100   145134   3133802 SH       DEFINED 32               0        0  3133802
CVS CORP                       COM              126650100    16280    351564 SH       DEFINED 37 03       333064        0    18500
CV THERAPEUTICS INC            COM              126667104    44498    572100 SH       DEFINED 02 09 13         0        0   572100
CV THERAPEUTICS INC            COM              126667104    60710    780525 SH       DEFINED 15 26 28         0        0   780525
CV THERAPEUTICS INC            COM              126667104     1727     22205 SH       DEFINED 30 34            0        0    22205
CV THERAPEUTICS INC            COM              126667104      177      2280 SH       DEFINED 03            2280        0        0
CABLEVISION SYS CORP           CL A             12686C109    39355    593490 SH       DEFINED 02 11 13         0        0   593490
CABLEVISION SYS CORP           CL A             12686C109     5261     79350 SH       DEFINED 15 34            0        0    79350
CABLEVISION SYS CORP           CL A             12686C109       12       200 SH       DEFINED 37             200        0        0
CABLETRON SYS INC              COM              126920107    36546   1243700 SH       DEFINED 02 06 12         0        0  1243700
CABLETRON SYS INC              COM              126920107   322961  10994420 SH       DEFINED 13 15 28         0        0 10994420
CABLETRON SYS INC              COM              126920107     5842    198900 SH       DEFINED 30 34            0        0   198900
CABLETRON SYS INC              COM              126920107     6626    225574 SH       DEFINED 03          175474        0    50100
CABLE DESIGN TECHNOLOGIES CORP COM              126924109    32828   1350270 SH       DEFINED 02 07 12         0        0  1350270
CABLE DESIGN TECHNOLOGIES CORP COM              126924109    84099   3459125 SH       DEFINED 26 28            0        0  3459125
CABLE DESIGN TECHNOLOGIES CORP COM              126924109    17143    705125 SH       DEFINED 03          705125        0        0
CACHEFLOW INC                  COM              126946102    17563    122820 SH       DEFINED 02 09 13         0        0   122820
CACHEFLOW INC                  COM              126946102    59380    415250 SH       DEFINED 15 16 20         0        0   415250
CACHEFLOW INC                  COM              126946102    50514    353225 SH       DEFINED 22 23 28         0        0   353225
CACHEFLOW INC                  COM              126946102    10344     72340 SH       DEFINED 30 32 34         0        0    72340
CACHEFLOW INC                  COM              126946102     7939     55520 SH       DEFINED 03           49620        0     5900
CABOT CORP                     COM              127055101     2582     81490 SH       DEFINED 02 08 15         0        0    81490
CABOT CORP                     COM              127055101      228      7200 SH       DEFINED 23 34            0        0     7200
CABOT CORP                     COM              127055101       11       375 SH       DEFINED 37             375        0        0
CABOT MICROELECTRONICS CORP    COM              12709P103     3297     68700 SH       DEFINED 26               0        0    68700
CABOT MICROELECTRONICS CORP    COM              12709P103     3715     77400 SH       DEFINED 37           77400        0        0
CABOT OIL & GAS CORP           CL A             127097103    28602   1403800 SH       DEFINED 05 06 12         0        0  1403800
CABOT OIL & GAS CORP           CL A             127097103     1185     58200 SH       DEFINED 15 34            0        0    58200
CABOT OIL & GAS CORP           CL A             127097103     4392    215600 SH       DEFINED 03          215600        0        0
CADENCE DESIGN SYSTEM INC      COM              127387108   122102   4753380 SH       DEFINED 02 05 06         0        0  4753380
CADENCE DESIGN SYSTEM INC      COM              127387108    43886   1708480 SH       DEFINED 07 09 11         0        0  1708480
CADENCE DESIGN SYSTEM INC      COM              127387108   491191  19121820 SH       DEFINED 13 15 16         0        0 19121820
CADENCE DESIGN SYSTEM INC      COM              127387108    45105   1755930 SH       DEFINED 21 22 23         0        0  1755930
CADENCE DESIGN SYSTEM INC      COM              127387108    87686   3413600 SH       DEFINED 26 27 28         0        0  3413600
CADENCE DESIGN SYSTEM INC      COM              127387108    17837    694420 SH       DEFINED 29 30 34         0        0   694420
CADENCE DESIGN SYSTEM INC      COM              127387108   100656   3918520 SH       DEFINED 37 03      3540100        0   378420
CAGLES INC                     CL A             127703106     2122    251500 SH       DEFINED 07               0        0   251500
CAL DIVE INTL INC              COM              127914109    16458    287800 SH       DEFINED 02 09 13         0        0   287800
CAL DIVE INTL INC              COM              127914109     3524     61630 SH       DEFINED 26 28 30         0        0    61630
CAL DIVE INTL INC              COM              127914109    12341    215800 SH       DEFINED 03          215800        0        0
CALGON CARBON CORP             COM              129603106     1401    205700 SH       DEFINED 13 26            0        0   205700
CALGON CARBON CORP             COM              129603106      175     25700 SH       DEFINED 03           25700        0        0
CALIFORNIA AMPLIFIER INC       COM              129900106     6068    263860 SH       DEFINED 02 09 26         0        0   263860
CALIFORNIA AMPLIFIER INC       COM              129900106     1966     85500 SH       DEFINED 28 30            0        0    85500
CALIFORNIA AMPLIFIER INC       COM              129900106     3717    161650 SH       DEFINED 03          161650        0        0
CALIFORNIA MICRO DEVICES CORP  COM              130439102       70      5000 SH       DEFINED 27               0        0     5000
CALIPER TECHNOLOGIES CORP      COM              130876105      411      7100 SH       DEFINED 15               0        0     7100
CALLAWAY GOLF CO               COM              131193104    23892   1554000 SH       DEFINED 02 12 13         0        0  1554000
CALLAWAY GOLF CO               COM              131193104    43880   2854000 SH       DEFINED 15 18 20         0        0  2854000
CALLAWAY GOLF CO               COM              131193104    24266   1578340 SH       DEFINED 26 28 32         0        0  1578340
CALLAWAY GOLF CO               COM              131193104       47      3100 SH       DEFINED 34               0        0     3100
CALLAWAY GOLF CO               COM              131193104     6597    429100 SH       DEFINED 03          256400        0   172700
CALPINE CORP                   COM              131347106    74794    716590 SH       DEFINED 02 04 05         0        0   716590
CALPINE CORP                   COM              131347106   219832   2106182 SH       DEFINED 06 07 09         0        0  2106182
CALPINE CORP                   COM              131347106   412977   3956670 SH       DEFINED 12 13 15         0        0  3956670
CALPINE CORP                   COM              131347106   404386   3874360 SH       DEFINED 16 19 22         0        0  3874360
CALPINE CORP                   COM              131347106   177940   1704820 SH       DEFINED 23 26 28         0        0  1704820
CALPINE CORP                   COM              131347106    20509    196500 SH       DEFINED 30 32 34         0        0   196500
CALPINE CORP                   COM              131347106   200347   1919504 SH       DEFINED 37 03      1651204        0   268300
CAMBREX CORP                   COM              132011107      266      7200 SH       DEFINED 15               0        0     7200
CAMBREX CORP                   COM              132011107     4887    132100 SH       DEFINED 03          132100        0        0
CAMBRIDGE TECH PARTNERS MASS   COM              132524109     3237    740000 SH       DEFINED 02 15 34         0        0   740000
CAMINUS CORP                   COM              133766105     8112    204100 SH       DEFINED 09 26 28         0        0   204100
CAMINUS CORP                   COM              133766105      381      9600 SH       DEFINED 30               0        0     9600
CAMINUS CORP                   COM              133766105        1        50 SH       DEFINED 03              50        0        0
CAMPBELL SOUP CO               COM              134429109     8547    330344 SH       DEFINED 03          330344        0        0
CANADIAN PAC LTD NEW           COM              135923100   139611   5381140 SH       DEFINED 02 07 15         0        0  5381140
CANADIAN PAC LTD NEW           COM              135923100    73800   2838400 SH       DEFINED 19 20 21         0        0  2838400
CANADIAN PAC LTD NEW           COM              135923100    10665    410200 SH       DEFINED 23 32 34         0        0   410200
CANADIAN PAC LTD NEW           COM              135923100    12223    469480 SH       DEFINED 03          287180        0   182300
CDN IMPERIAL BK OF COMMERCE    COM              136069101     9632    293110 SH       DEFINED 02 07 15         0        0   293110
CDN IMPERIAL BK OF COMMERCE    COM              136069101    39447   1198400 SH       DEFINED 19 21 34         0        0  1198400
CDN IMPERIAL BK OF COMMERCE    COM              136069101      868     26380 SH       DEFINED 03           26380        0        0
CANADIAN NATL RY CO            COM              136375102    71196   2427470 SH       DEFINED 02 15 19         0        0  2427470
CANADIAN NATL RY CO            COM              136375102    92628   3151480 SH       DEFINED 20 21 22         0        0  3151480
CANADIAN NATL RY CO            COM              136375102    42410   1442900 SH       DEFINED 28 32 34         0        0  1442900
CANADIAN NAT RES LTD           COM              136385101    23023    687420 SH       DEFINED 02 06 07         0        0   687420
CANADIAN NAT RES LTD           COM              136385101    91058   2716930 SH       DEFINED 15 19 20         0        0  2716930
CANADIAN NAT RES LTD           COM              136385101   109680   3272570 SH       DEFINED 21 22 32         0        0  3272570
CANADIAN NAT RES LTD           COM              136385101    14887    444605 SH       DEFINED 37 03       361505        0    83100
CANADIAN OCCIDENTAL PETE LTD   COM              136420106     8749    350340 SH       DEFINED 02 07 15         0        0   350340
CANADIAN OCCIDENTAL PETE LTD   COM              136420106    67468   2698400 SH       DEFINED 20 21 32         0        0  2698400
CANADIAN OCCIDENTAL PETE LTD   COM              136420106      166      6660 SH       DEFINED 03            6660        0        0
CANNON EXPRESS INC             COM              137694105      182    108300 SH       DEFINED 07               0        0   108300
CANON INC                      ADR              138006309     8190    185100 SH       DEFINED 19 21            0        0   185100
CANON INC                      ADR              138006309        5       120 SH       DEFINED 37             120        0        0
CANWEST GLOBAL COMMUNICATIONS  SHS NON VTG      138906300      189     14260 SH       DEFINED 07               0        0    14260
CAPITAL AUTOMOTIVE REIT        COM SH BEN INT   139733109      520     40000 SH       DEFINED 26               0        0    40000
CAPITAL ONE FINL CORP          COM              14040H105    88650   1265300 SH       DEFINED 02 10 11         0        0  1265300
CAPITAL ONE FINL CORP          COM              14040H105    60975    870300 SH       DEFINED 15 20 23         0        0   870300
CAPITAL ONE FINL CORP          COM              14040H105    18783    268100 SH       DEFINED 32 34            0        0   268100
CAPITAL ONE FINL CORP          COM              14040H105    17305    246994 SH       DEFINED 03          229894        0    17100
CAPSTONE TURBINE CORP          COM              14067D102     4459     64400 SH       DEFINED 02 12 15         0        0    64400
CAPSTONE TURBINE CORP          COM              14067D102       13       200 SH       DEFINED 03               0        0      200
CAPSTEAD MTG CORP              COM NEW          14067E407     3015    335100 SH       DEFINED 35               0        0   335100
CAPSTEAD MTG CORP              COM NEW          14067E407     7449    827750 SH       DEFINED 03          827750        0        0
CARBO CERAMICS INC             COM              140781105    18001    677700 SH       DEFINED 02 07 15         0        0   677700
CARBO CERAMICS INC             COM              140781105     5316    200150 SH       DEFINED 26 28            0        0   200150
CARBO CERAMICS INC             COM              140781105    13993    526800 SH       DEFINED 03          526800        0        0
CARAUSTAR INDS INC             COM              140909102       71      6429 SH       DEFINED 15               0        0     6429
CAPSTAR HOTEL CO               SUB NT CV4.75%04 140918AC7     1672   2091000 PRN      DEFINED 33               0        0        0
CAPSTAR HOTEL CO               SUB NT CV4.75%04 140918AC7      354    443000 PRN      DEFINED 03               0        0        0
CARDINAL HEALTH INC            COM              14149Y108    79447    900891 SH       DEFINED 02 04 05         0        0   900891
CARDINAL HEALTH INC            COM              14149Y108   427716   4850082 SH       DEFINED 06 07 09         0        0  4850082
CARDINAL HEALTH INC            COM              14149Y108   768026   8709019 SH       DEFINED 10 12 13         0        0  8709019
CARDINAL HEALTH INC            COM              14149Y108  1099073  12462915 SH       DEFINED 15 16 19         0        0 12462915
CARDINAL HEALTH INC            COM              14149Y108   261572   2966100 SH       DEFINED 20 21 22         0        0  2966100
CARDINAL HEALTH INC            COM              14149Y108   384923   4364835 SH       DEFINED 23 28 29         0        0  4364835
CARDINAL HEALTH INC            COM              14149Y108    59215    671476 SH       DEFINED 30 32 34         0        0   671476
CARDINAL HEALTH INC            COM              14149Y108   165390   1875400 SH       DEFINED 37 03      1560186        0   315214
CAREER EDUCATION CORP          COM              141665109    10088    226700 SH       DEFINED 02 13 20         0        0   226700
CAREER EDUCATION CORP          COM              141665109     7962    178930 SH       DEFINED 26 32            0        0   178930
CAREER EDUCATION CORP          COM              141665109      462     10400 SH       DEFINED 03           10400        0        0
CAREMARK RX INC                COM              141705103    68536   6092170 SH       DEFINED 02 12 13         0        0  6092170
CAREMARK RX INC                COM              141705103    62040   5514680 SH       DEFINED 15 26 28         0        0  5514680
CAREMARK RX INC                COM              141705103     3605    320500 SH       DEFINED 34               0        0   320500
CAREMARK RX INC                COM              141705103    15378   1366995 SH       DEFINED 37 03      1366995        0        0
CARLISLE COS INC               COM              142339100       91      2200 SH       DEFINED 15               0        0     2200
CARNIVAL CORP                  COM              143658102    53682   2180000 SH       DEFINED 02 15 16         0        0  2180000
CARNIVAL CORP                  COM              143658102     1206     49000 SH       DEFINED 28 34            0        0    49000
CARNIVAL CORP                  COM              143658102    12532    508909 SH       DEFINED 37 03       508909        0        0
CARPENTER TECHNOLOGY CORP      COM              144285103      550     18900 SH       DEFINED 15               0        0    18900
CARPENTER TECHNOLOGY CORP      COM              144285103     3262    112000 SH       DEFINED 03          112000        0        0
CARREKER CORP                  COM              144433109     1620     83110 SH       DEFINED 02 26            0        0    83110
CARTER WALLACE INC             COM              146285101     3132    128200 SH       DEFINED 13 26            0        0   128200
CARTER WALLACE INC             COM              146285101     1197     49000 SH       DEFINED 03           49000        0        0
CASELLA WASTE SYS INC          CL A             147448104      249     24605 SH       DEFINED 15               0        0    24605
CASELLA WASTE SYS INC          CL A             147448104     4074    402447 SH       DEFINED 03          402447        0        0
CASINO DATA SYS                COM              147583108     1470    210000 SH       DEFINED 28               0        0   210000
CASTLE ENERGY CORP             COM PAR$0.50N    148449309     8679   1167000 SH       DEFINED 07               0        0  1167000
CATALINA MARKETING CORP        COM              148867104    25991    690800 SH       DEFINED 20 32            0        0   690800
CATELLUS DEV CORP              COM              149111106    29050   1660000 SH       DEFINED 02 06 09         0        0  1660000
CATELLUS DEV CORP              COM              149111106     3326    190100 SH       DEFINED 15 34 35         0        0   190100
CATELLUS DEV CORP              COM              149111106    10158    580500 SH       DEFINED 03          580500        0        0
CATERPILLAR INC DEL            COM              149123101    79463   2354480 SH       DEFINED 02 05 06         0        0  2354480
CATERPILLAR INC DEL            COM              149123101   169455   5020900 SH       DEFINED 07 09 10         0        0  5020900
CATERPILLAR INC DEL            COM              149123101    50138   1485590 SH       DEFINED 15 16 19         0        0  1485590
CATERPILLAR INC DEL            COM              149123101   101440   3005630 SH       DEFINED 22 23 28         0        0  3005630
CATERPILLAR INC DEL            COM              149123101     5133    152100 SH       DEFINED 30 34            0        0   152100
CATERPILLAR INC DEL            COM              149123101    65294   1934656 SH       DEFINED 37 03      1715256        0   219400
CATHAY BANCORP INC             COM              149150104    15575    319500 SH       DEFINED 07 15 28         0        0   319500
CATO CORP NEW                  CL A             149205106       62      5000 SH       DEFINED 07               0        0     5000
CELERITEK INC                  COM              150926103     7612    202000 SH       DEFINED 06 28            0        0   202000
CELL THERAPEUTICS INC          COM              150934107    20446    306600 SH       DEFINED 09 28 30         0        0   306600
CELL THERAPEUTICS INC          COM              150934107       11       170 SH       DEFINED 03             170        0        0
CELESTICA INC                  LYON  ZERO    20 15101QAA6    16906  34240000 PRN      DEFINED 11               0        0        0
CELESTICA INC                  SUB VTG SHS      15101Q108    43162    627575 SH       DEFINED 02 07 12         0        0   627575
CELESTICA INC                  SUB VTG SHS      15101Q108    81600   1183900 SH       DEFINED 15 19 21         0        0  1183900
CELESTICA INC                  SUB VTG SHS      15101Q108    99300   1440700 SH       DEFINED 22 28 34         0        0  1440700
CELESTICA INC                  SUB VTG SHS      15101Q108    11598    168270 SH       DEFINED 03            8670        0   159600
CELGENE CORP                   COM              151020104   126300   2122690 SH       DEFINED 02 06 09         0        0  2122690
CELGENE CORP                   COM              151020104   291961   4906920 SH       DEFINED 11 13 15         0        0  4906920
CELGENE CORP                   COM              151020104   127145   2136900 SH       DEFINED 20 23 28         0        0  2136900
CELGENE CORP                   COM              151020104     8624    144950 SH       DEFINED 30 32 34         0        0   144950
CELGENE CORP                   COM              151020104    35244    592350 SH       DEFINED 03          221090        0   371260
CEMEX S A                      WT EXP  121302   151290871        2      1368 SH       DEFINED 19               0        0     1368
CEMEX S A                      WT EXP  121302   151290871        1      1043 SH       DEFINED 03            1043        0        0
CENDANT CORP                   COM              151313103   184835  16996400 SH       DEFINED 10 20 32         0        0 16996400
CENDANT CORP                   COM              151313103     6127    563418 SH       DEFINED 03          563418        0        0
CENDANT CORP                   RT PUR PRIDES    151313111       18      3000 SH       DEFINED 03            3000        0        0
CENTERPOINT PPTYS TR           SH BEN INT       151895109    61600   1337320 SH       DEFINED 09 28 35         0        0  1337320
CENTERPOINT PPTYS TR           SH BEN INT       151895109    53602   1163700 SH       DEFINED 03         1160600        0     3100
CENTEX CONSTRUCTION PRODUCTS   COM              15231R109     6203    250000 SH       DEFINED 07               0        0   250000
CENTEX CORP                    COM              152312104    20104    625810 SH       DEFINED 02 07 09         0        0   625810
CENTEX CORP                    COM              152312104    24096    750100 SH       DEFINED 10 11 12         0        0   750100
CENTEX CORP                    COM              152312104    29675    923740 SH       DEFINED 13 15 18         0        0   923740
CENTEX CORP                    COM              152312104    16242    505600 SH       DEFINED 20 28 30         0        0   505600
CENTEX CORP                    COM              152312104     1876     58400 SH       DEFINED 32 34            0        0    58400
CENTEX CORP                    COM              152312104    20637    642426 SH       DEFINED 03          634826        0     7600
CENTILLIUM COMMUNICATIONS INC  COM              152319109    27340    284800 SH       DEFINED 02 06 15         0        0   284800
CENTILLIUM COMMUNICATIONS INC  COM              152319109    14198    147900 SH       DEFINED 20 32 34         0        0   147900
CENTILLIUM COMMUNICATIONS INC  COM              152319109      265      2770 SH       DEFINED 03            1170        0     1600
CENTRAL EUROPEAN EQUITY FD INC COM              153436100     3290    258100 SH       DEFINED 19 21            0        0   258100
CENTRAL VT PUB SVC CORP        COM              155771108     2111    207300 SH       DEFINED 07               0        0   207300
CENTURYTEL INC                 COM              156700106    16434    603100 SH       DEFINED 09 11 15         0        0   603100
CENTURYTEL INC                 COM              156700106     1046     38400 SH       DEFINED 28               0        0    38400
CENTURYTEL INC                 COM              156700106     3629    133132 SH       DEFINED 37 03       133132        0        0
CEPHALON INC                   COM              156708109    28867    595210 SH       DEFINED 02 04 06         0        0   595210
CEPHALON INC                   COM              156708109   109319   2254000 SH       DEFINED 09 11 13         0        0  2254000
CEPHALON INC                   COM              156708109    73501   1515501 SH       DEFINED 15 23 28         0        0  1515501
CEPHALON INC                   COM              156708109     8184    168759 SH       DEFINED 30 34            0        0   168759
CEPHALON INC                   COM              156708109    26908    554813 SH       DEFINED 03          278813        0   276000
CEPHALON INC                   PFD CV EXCH      156708406     1346      9800 SH       DEFINED 11               0        0     9800
CERIDIAN CORP                  COM              15677T106    80785   2878770 SH       DEFINED 02 06 07         0        0  2878770
CERIDIAN CORP                  COM              15677T106   132598   4725100 SH       DEFINED 09 10 11         0        0  4725100
CERIDIAN CORP                  COM              15677T106   288533  10281810 SH       DEFINED 12 15 16         0        0 10281810
CERIDIAN CORP                  COM              15677T106    21097    751820 SH       DEFINED 19 22 34         0        0   751820
CERIDIAN CORP                  COM              15677T106    58863   2097602 SH       DEFINED 03         1530602        0   567000
CERNER CORP                    COM              156782104     7265    156460 SH       DEFINED 02 15 20         0        0   156460
CERNER CORP                    COM              156782104     1824     39300 SH       DEFINED 26 32            0        0    39300
CHARLES RIVER ASSOCIATES       COM              159852102      688     56800 SH       DEFINED 02 26            0        0    56800
CHARTER ONE FINL INC           COM              160903100    70915   2909334 SH       DEFINED 02 10 12         0        0  2909334
CHARTER ONE FINL INC           COM              160903100    15213    624125 SH       DEFINED 15 34            0        0   624125
CHARTER ONE FINL INC           COM              160903100    18386    754313 SH       DEFINED 03          745178        0     9135
CHARMING SHOPPES INC           SB NT CV  7.5%06 161133AA1     4804   5338000 PRN      DEFINED 09               0        0        0
CHARMING SHOPPES INC           SB NT CV  7.5%06 161133AA1      216    240000 PRN      DEFINED 03               0        0        0
CHARMING SHOPPES INC           COM              161133103    63434  12155100 SH       DEFINED 09 12 20         0        0 12155100
CHARMING SHOPPES INC           COM              161133103    12149   2328100 SH       DEFINED 22 32            0        0  2328100
CHARMING SHOPPES INC           COM              161133103      187     35900 SH       DEFINED 03           16600        0    19300
CHART INDS INC                 COM              16115Q100     1237    241500 SH       DEFINED 07               0        0   241500
CHARTER COMMUNICATIONS INC DEL CL A             16117M107    96492   5932300 SH       DEFINED 10 13 28         0        0  5932300
CHARTER COMMUNICATIONS INC DEL CL A             16117M107     2727    167700 SH       DEFINED 30               0        0   167700
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106   198715   3274400 SH       DEFINED 02 05 13         0        0  3274400
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106    39865    656900 SH       DEFINED 15 19 21         0        0   656900
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106   110609   1822600 SH       DEFINED 22 26 28         0        0  1822600
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106     6772    111600 SH       DEFINED 34               0        0   111600
CHARTERED SEMICONDUCTOR MFG    ADR              16133R106     7725    127300 SH       DEFINED 03           63900        0    63400
CHASE CORP                     COM              16150R104     3732    398100 SH       DEFINED 07               0        0   398100
CHASE INDS INC                 COM              161568100     7833    908200 SH       DEFINED 07               0        0   908200
CHASE MANHATTAN CORP NEW       COM              16161A108   521378  11288300 SH       DEFINED 02 06 07         0        0 11288300
CHASE MANHATTAN CORP NEW       COM              16161A108  1178561  25516900 SH       DEFINED 09 10 11         0        0 25516900
CHASE MANHATTAN CORP NEW       COM              16161A108    82105   1777650 SH       DEFINED 12 15 16         0        0  1777650
CHASE MANHATTAN CORP NEW       COM              16161A108   183807   3979600 SH       DEFINED 18 22 27         0        0  3979600
CHASE MANHATTAN CORP NEW       COM              16161A108   195701   4237100 SH       DEFINED 28 30 32         0        0  4237100
CHASE MANHATTAN CORP NEW       COM              16161A108     2688     58200 SH       DEFINED 34               0        0    58200
CHASE MANHATTAN CORP NEW       COM              16161A108   112898   2444082 SH       DEFINED 37 03      1991808        0   452274
CHECKFREE CORP NEW             COM              162813109   137809   3289740 SH       DEFINED 02 13            0        0  3289740
CHECKFREE CORP NEW             COM              162813109      812     19400 SH       DEFINED 03           19400        0        0
CHEESECAKE FACTORY INC         COM              163072101    26785    619320 SH       DEFINED 02 13 15         0        0   619320
CHEESECAKE FACTORY INC         COM              163072101    15201    351480 SH       DEFINED 20 26 32         0        0   351480
CHEESECAKE FACTORY INC         COM              163072101    35631    823850 SH       DEFINED 03          823850        0        0
CHELSEA GCA RLTY INC           COM              163262108      562     16000 SH       DEFINED 35               0        0    16000
CHELSEA GCA RLTY INC           COM              163262108     1190     33900 SH       DEFINED 03           33900        0        0
CHEMED CORP                    COM              163596109      650     20450 SH       DEFINED 02 26            0        0    20450
CHESAPEAKE CORP                COM              165159104       34      1805 SH       DEFINED 15               0        0     1805
CHESAPEAKE ENERGY CORP         COM              165167107    22951   3193321 SH       DEFINED 12 26 27         0        0  3193321
CHESAPEAKE ENERGY CORP         COM              165167107      892    124191 SH       DEFINED 03          124191        0        0
CHEVRON CORPORATION            COM              166751107    75530    885990 SH       DEFINED 02 04 05         0        0   885990
CHEVRON CORPORATION            COM              166751107    80886    948810 SH       DEFINED 06 07 08         0        0   948810
CHEVRON CORPORATION            COM              166751107   810892   9511941 SH       DEFINED 09 10 12         0        0  9511941
CHEVRON CORPORATION            COM              166751107   337458   3958460 SH       DEFINED 15 16 19         0        0  3958460
CHEVRON CORPORATION            COM              166751107   118571   1390871 SH       DEFINED 22 23 26         0        0  1390871
CHEVRON CORPORATION            COM              166751107    19527    229060 SH       DEFINED 27 28 30         0        0   229060
CHEVRON CORPORATION            COM              166751107    41567    487600 SH       DEFINED 31 32 34         0        0   487600
CHEVRON CORPORATION            COM              166751107   192121   2253774 SH       DEFINED 37 03      1876743        0   377031
CHICOS FAS INC                 COM              168615102    16359    481160 SH       DEFINED 02 07 13         0        0   481160
CHICOS FAS INC                 COM              168615102      772     23020 SH       DEFINED 15 26            0        0    23020
CHICOS FAS INC                 COM              168615102    13168    387300 SH       DEFINED 03          387300        0        0
CHILDTIME LEARNING CTRS INC    COM              168820108     3021    399500 SH       DEFINED 26               0        0   399500
CHILE FD INC                   COM              168834109     3996    435000 SH       DEFINED 19 21            0        0   435000
CHINA FD INC                   COM              169373107     2945    310000 SH       DEFINED 19 21            0        0   310000
CHINA MOBILE HONG KONG LTD     SPONSORED ADR    16941M109   118413   3650500 SH       DEFINED 10 13 15         0        0  3650500
CHINA MOBILE HONG KONG LTD     SPONSORED ADR    16941M109   116350   3586900 SH       DEFINED 16 19 21         0        0  3586900
CHINA MOBILE HONG KONG LTD     SPONSORED ADR    16941M109   236145   7280000 SH       DEFINED 22 28 30         0        0  7280000
CHINA MOBILE HONG KONG LTD     SPONSORED ADR    16941M109    14210    438100 SH       DEFINED 03          428900        0     9200
CHINA UNICOM LTD               SPONSORED ADR    16945R104    34646   1588400 SH       DEFINED 02 16 21         0        0  1588400
CHINA UNICOM LTD               SPONSORED ADR    16945R104   120723   5534600 SH       DEFINED 22 28            0        0  5534600
CHINA UNICOM LTD               SPONSORED ADR    16945R104     3476    159400 SH       DEFINED 03          154600        0     4800
CHIPPAC INC                    CL A             169657103    10687    900000 SH       DEFINED 15               0        0   900000
CHOICE HOTELS INTL INC         COM              169905106     2651    241000 SH       DEFINED 07               0        0   241000
CHOICE HOTELS INTL INC         COM              169905106     3253    295800 SH       DEFINED 03          295800        0        0
CHIQUITA BRANDS INTL INC       SDCV        7%01 170032AH9      888   1010000 PRN      DEFINED 25 28            0        0        0
CHIQUITA BRANDS INTL INC       PFD A NON VTG    170032403     6702    474500 SH       DEFINED 09               0        0   474500
CHIQUITA BRANDS INTL INC       PFD A NON VTG    170032403      252     17900 SH       DEFINED 03            8000        0     9900
CHIQUITA BRANDS INTL INC       PFD CV B $3.75   170032502     3134    178500 SH       DEFINED 09               0        0   178500
CHIQUITA BRANDS INTL INC       PFD CV B $3.75   170032502       45      2600 SH       DEFINED 03            2600        0        0
CHIRON CORP                    COM              170040109    30365    674780 SH       DEFINED 02 09 12         0        0   674780
CHIRON CORP                    COM              170040109   137871   3063800 SH       DEFINED 13 15 28         0        0  3063800
CHIRON CORP                    COM              170040109     1256     27930 SH       DEFINED 30               0        0    27930
CHIRON CORP                    COM              170040109     5293    117515 SH       DEFINED 37 03        86815        0    30700
CHOICEPOINT INC                COM              170388102    91142   1986760 SH       DEFINED 10 15 16         0        0  1986760
CHOICEPOINT INC                COM              170388102     7722    168345 SH       DEFINED 28               0        0   168345
CHOICEPOINT INC                COM              170388102     1465     31955 SH       DEFINED 03           31955        0        0
CHRIS CRAFT INDS INC           COM              170520100     1756     21320 SH       DEFINED 03           21320        0        0
CHRISTOPHER & BANKS CORP       COM              171046105    23994    617230 SH       DEFINED 02 07 26         0        0   617230
CHRISTOPHER & BANKS CORP       COM              171046105    12822    329850 SH       DEFINED 03          329850        0        0
CHROMAVISION MED SYS INC       COM              17111P104      950    100000 SH       DEFINED 28               0        0   100000
CHROMCRAFT REVINGTON INC       COM              171117104     2542    312900 SH       DEFINED 07               0        0   312900
CHUBB CORP                     COM              171232101    39044    493450 SH       DEFINED 02 04 05         0        0   493450
CHUBB CORP                     COM              171232101   210250   2657200 SH       DEFINED 06 07 09         0        0  2657200
CHUBB CORP                     COM              171232101   366024   4625900 SH       DEFINED 10 11 13         0        0  4625900
CHUBB CORP                     COM              171232101   193091   2440329 SH       DEFINED 15 16 18         0        0  2440329
CHUBB CORP                     COM              171232101   170819   2158860 SH       DEFINED 19 20 21         0        0  2158860
CHUBB CORP                     COM              171232101   262054   3311900 SH       DEFINED 22 26 28         0        0  3311900
CHUBB CORP                     COM              171232101    52781    667060 SH       DEFINED 29 30 32         0        0   667060
CHUBB CORP                     COM              171232101     7477     94500 SH       DEFINED 34               0        0    94500
CHUBB CORP                     COM              171232101    45804    578815 SH       DEFINED 37 03       428615        0   150200
CHURCH & DWIGHT INC            COM              171340102     6592    358790 SH       DEFINED 02 26 28         0        0   358790
CIENA CORP                     COM              171779101   107645    876500 SH       DEFINED 02 04 05         0        0   876500
CIENA CORP                     COM              171779101    65201    530900 SH       DEFINED 06 07 09         0        0   530900
CIENA CORP                     COM              171779101   569407   4636400 SH       DEFINED 10 11 12         0        0  4636400
CIENA CORP                     COM              171779101  2631826  21429630 SH       DEFINED 13 15 16         0        0 21429630
CIENA CORP                     COM              171779101   351216   2859780 SH       DEFINED 19 20 21         0        0  2859780
CIENA CORP                     COM              171779101   634777   5168670 SH       DEFINED 22 23 28         0        0  5168670
CIENA CORP                     COM              171779101   104869    853900 SH       DEFINED 29 30 32         0        0   853900
CIENA CORP                     COM              171779101   174492   1420800 SH       DEFINED 34               0        0  1420800
CIENA CORP                     COM              171779101   127823   1040800 SH       DEFINED 03          751700        0   289100
CIMA LABS INC                  COM              171796105     8390    161170 SH       DEFINED 02 09 26         0        0   161170
CIMA LABS INC                  COM              171796105     1530     29400 SH       DEFINED 28 29 30         0        0    29400
CIMA LABS INC                  COM              171796105      468      9000 SH       DEFINED 03            9000        0        0
CINCINNATI FINL CORP           COM              172062101     4461    125668 SH       DEFINED 03          125668        0        0
CINERGY CORP                   COM              172474108    57330   1733998 SH       DEFINED 09 12 22         0        0  1733998
CINERGY CORP                   COM              172474108     2529     76500 SH       DEFINED 28 30            0        0    76500
CINERGY CORP                   COM              172474108     6411    193946 SH       DEFINED 37 03       139904        0    54042
CIPRICO INC                    COM              172529109     1070    105700 SH       DEFINED 26               0        0   105700
CIRCLE INTL GROUP INC          COM              172574105     1914     63300 SH       DEFINED 03           63300        0        0
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     6446    280300 SH       DEFINED 02 09 15         0        0   280300
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     2879    125200 SH       DEFINED 28 30 34         0        0   125200
CIRCUIT CITY STORE INC         CIRCT CITY GRP   172737108     3662    159248 SH       DEFINED 03          159248        0        0
CISCO SYS INC                  COM              17275R102   782152  14156600 SH       DEFINED 02 04 05         0        0 14156600
CISCO SYS INC                  COM              17275R102   940984  17031400 SH       DEFINED 06 07 09         0        0 17031400
CISCO SYS INC                  COM              17275R102  3252406  58867083 SH       DEFINED 10 11 12         0        0 58867083
CISCO SYS INC                  COM              17275R102  6885380 124622280 SH       DEFINED 13 15 16         0        0124622280
CISCO SYS INC                  COM              17275R102  1587106  28725912 SH       DEFINED 19 20 21         0        0 28725912
CISCO SYS INC                  COM              17275R102  1117485  20225984 SH       DEFINED 22 23 26         0        0 20225984
CISCO SYS INC                  COM              17275R102  1541114  27893468 SH       DEFINED 27 28 29         0        0 27893468
CISCO SYS INC                  COM              17275R102   886968  16053728 SH       DEFINED 30 32 34         0        0 16053728
CISCO SYS INC                  COM              17275R102  1098529  19878416 SH       DEFINED 37 03     16792146        0  3086270
CIRRUS LOGIC CORP              COM              172755100    96810   2401500 SH       DEFINED 02 20 23         0        0  2401500
CIRRUS LOGIC CORP              COM              172755100    22695    563000 SH       DEFINED 32               0        0   563000
CITADEL COMMUNICATIONS CORP    COM              172853202     5735    337400 SH       DEFINED 02 26 27         0        0   337400
CITADEL COMMUNICATIONS CORP    COM              172853202      470     27700 SH       DEFINED 03           27700        0        0
CINTAS CORP                    COM              172908105    55032   1263300 SH       DEFINED 09 15 16         0        0  1263300
CINTAS CORP                    COM              172908105    17969    412490 SH       DEFINED 28 30            0        0   412490
CINTAS CORP                    COM              172908105      129      2960 SH       DEFINED 37 03         2960        0        0
CITIGROUP INC                  COM              172967101   295391   5463898 SH       DEFINED 02 04 05         0        0  5463898
CITIGROUP INC                  COM              172967101  1592277  29452537 SH       DEFINED 06 07 09         0        0 29452537
CITIGROUP INC                  COM              172967101  4084945  75559684 SH       DEFINED 10 11 12         0        0 75559684
CITIGROUP INC                  COM              172967101  1185701  21932055 SH       DEFINED 13 15 16         0        0 21932055
CITIGROUP INC                  COM              172967101  1103352  20408832 SH       DEFINED 18 19 20         0        0 20408832
CITIGROUP INC                  COM              172967101   732528  13549658 SH       DEFINED 22 23 26         0        0 13549658
CITIGROUP INC                  COM              172967101   663997  12282037 SH       DEFINED 27 28 30         0        0 12282037
CITIGROUP INC                  COM              172967101   345484   6390455 SH       DEFINED 31 32 34         0        0  6390455
CITIGROUP INC                  COM              172967101   654612  12108924 SH       DEFINED 37 03     10060354        0  2048570
CITIZENS COMMUNICATIONS CO     COM              17453B101   157095  11690836 SH       DEFINED 02 09 12         0        0 11690836
CITIZENS COMMUNICATIONS CO     COM              17453B101     2259    168160 SH       DEFINED 19 28 30         0        0   168160
CITIZENS COMMUNICATIONS CO     COM              17453B101    12078    898900 SH       DEFINED 34               0        0   898900
CITIZENS COMMUNICATIONS CO     COM              17453B101    13282    988500 SH       DEFINED 03          525900        0   462600
CITRIX SYS INC                 COM              177376100     8232    410320 SH       DEFINED 02 15 34         0        0   410320
CITRIX SYS INC                 COM              177376100     4094    204100 SH       DEFINED 37 03       195000        0     9100
CITY NATL CORP                 COM              178566105      772     20000 SH       DEFINED 15               0        0    20000
CITY NATL CORP                 COM              178566105     8883    230000 SH       DEFINED 03          230000        0        0
CLAIRES STORES INC             COM              179584107    39378   2187700 SH       DEFINED 02 07 13         0        0  2187700
CLAIRES STORES INC             COM              179584107     3236    179800 SH       DEFINED 15 28 34         0        0   179800
CLAIRES STORES INC             COM              179584107     3511    195100 SH       DEFINED 03          195100        0        0
CLARENT CORP DEL               COM              180461105   125149   3178400 SH       DEFINED 13 15 26         0        0  3178400
CLARION COML HLDGS INC         CL A             18051W109      282     49700 SH       DEFINED 33 35            0        0    49700
CLARION COML HLDGS INC         CL A             18051W109       58     10200 SH       DEFINED 03           10200        0        0
CLAYTON HOMES INC              COM              184190106    44666   4466600 SH       DEFINED 07 15            0        0  4466600
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    60089   1063538 SH       DEFINED 02 04 05         0        0  1063538
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    32526    575696 SH       DEFINED 06 07 09         0        0   575696
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   632238  11190069 SH       DEFINED 10 12 15         0        0 11190069
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   764906  13538172 SH       DEFINED 16 19 20         0        0 13538172
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    93550   1655757 SH       DEFINED 21 22 23         0        0  1655757
CLEAR CHANNEL COMMUNICATIONS   COM              184502102   133182   2357214 SH       DEFINED 28 29 30         0        0  2357214
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    11331    200556 SH       DEFINED 32 34            0        0   200556
CLEAR CHANNEL COMMUNICATIONS   COM              184502102    60302   1067303 SH       DEFINED 37 03       746763        0   320540
CLEARNET COMMUNICATIONS INC    CL A NON-VTG     184902104      393      8900 SH       DEFINED 02               0        0     8900
CLOROX CO DEL                  COM              189054109    31562    797778 SH       DEFINED 02 05 07         0        0   797778
CLOROX CO DEL                  COM              189054109   168460   4258096 SH       DEFINED 09 10 13         0        0  4258096
CLOROX CO DEL                  COM              189054109    30672    775282 SH       DEFINED 15 16 22         0        0   775282
CLOROX CO DEL                  COM              189054109     8960    226480 SH       DEFINED 26 28 30         0        0   226480
CLOROX CO DEL                  COM              189054109       67      1698 SH       DEFINED 34               0        0     1698
CLOROX CO DEL                  COM              189054109    15898    401867 SH       DEFINED 37 03       322867        0    79000
COACHMEN INDS INC              COM              189873102     6873    658500 SH       DEFINED 12 28            0        0   658500
COASTAL CORP                   COM              190441105   368445   4970600 SH       DEFINED 02 09 10         0        0  4970600
COASTAL CORP                   COM              190441105   147736   1993070 SH       DEFINED 11 12 15         0        0  1993070
COASTAL CORP                   COM              190441105    53043    715600 SH       DEFINED 16 23 28         0        0   715600
COASTAL CORP                   COM              190441105    30332    409187 SH       DEFINED 37 03       369587        0    39600
COBALT NETWORKS INC            COM              19074R101    39407    680900 SH       DEFINED 13 26            0        0   680900
COBALT NETWORKS INC            COM              19074R101        5       100 SH       DEFINED 03             100        0        0
COBRA ELECTRS CORP             COM              191042100     3640    613200 SH       DEFINED 07               0        0   613200
COCA COLA CO                   COM              191216100   215312   3905900 SH       DEFINED 02 04 05         0        0  3905900
COCA COLA CO                   COM              191216100   257130   4664503 SH       DEFINED 06 07 08         0        0  4664503
COCA COLA CO                   COM              191216100   598712  10861000 SH       DEFINED 09 10 11         0        0 10861000
COCA COLA CO                   COM              191216100   464006   8417354 SH       DEFINED 12 13 15         0        0  8417354
COCA COLA CO                   COM              191216100   789779  14327070 SH       DEFINED 16 18 19         0        0 14327070
COCA COLA CO                   COM              191216100   287057   5207400 SH       DEFINED 21 22 23         0        0  5207400
COCA COLA CO                   COM              191216100   497911   9032400 SH       DEFINED 26 27 28         0        0  9032400
COCA COLA CO                   COM              191216100    51098    926953 SH       DEFINED 30 31 32         0        0   926953
COCA COLA CO                   COM              191216100     1510     27400 SH       DEFINED 34               0        0    27400
COCA COLA CO                   COM              191216100   357609   6487119 SH       DEFINED 37 03      5543419        0   943700
COCA COLA ENTERPRISES INC      COM              191219104    41710   2617100 SH       DEFINED 09 15 22         0        0  2617100
COCA COLA ENTERPRISES INC      COM              191219104    32539   2041700 SH       DEFINED 28 30            0        0  2041700
COCA COLA ENTERPRISES INC      COM              191219104     5242    328937 SH       DEFINED 03          328937        0        0
COEUR D ALENE MINES CORP IDAHO COM              192108108        0       500 SH       DEFINED 37             500        0        0
COFLEXIP                       SPONSORED ADR    192384105    69869   1122400 SH       DEFINED 09 15 22         0        0  1122400
COFLEXIP                       SPONSORED ADR    192384105    50055    804100 SH       DEFINED 28 30            0        0   804100
COFLEXIP                       SPONSORED ADR    192384105      670     10770 SH       DEFINED 03           10770        0        0
COGNEX CORP                    COM              192422103     1301     33000 SH       DEFINED 26               0        0    33000
COGNOS INC                     COM              19244C109     3452     84700 SH       DEFINED 02 19 21         0        0    84700
COGNIZANT TECHNOLOGY SOLUTIONS CL A             192446102     2684     69000 SH       DEFINED 02 15 34         0        0    69000
COGNIZANT TECHNOLOGY SOLUTIONS CL A             192446102     3120     80000 SH       DEFINED 03           80000        0        0
COHU INC                       COM              192576106     6742    440300 SH       DEFINED 02 07 15         0        0   440300
COHU INC                       COM              192576106      524     34250 SH       DEFINED 34               0        0    34250
COHU INC                       COM              192576106     3036    198300 SH       DEFINED 03          198300        0        0
COINSTAR INC                   COM              19259P300    19591   1444500 SH       DEFINED 26               0        0  1444500
COINSTAR INC                   COM              19259P300     1537    113400 SH       DEFINED 03          113400        0        0
COLD METAL PRODS INC           COM              192861102     1263    532200 SH       DEFINED 07 28            0        0   532200
COLDWATER CREEK INC            COM              193068103     2434     90183 SH       DEFINED 02 26            0        0    90183
COLE NATIONAL CORP NEW         CL A             193290103     5810    893900 SH       DEFINED 07               0        0   893900
COLE NATIONAL CORP NEW         CL A             193290103      145     22400 SH       DEFINED 03           22400        0        0
COLE KENNETH PRODTNS INC       CL A             193294105    18539    525000 SH       DEFINED 07               0        0   525000
COLGATE PALMOLIVE CO           COM              194162103    23245    492495 SH       DEFINED 02 04 08         0        0   492495
COLGATE PALMOLIVE CO           COM              194162103   292262   6192000 SH       DEFINED 11 12 13         0        0  6192000
COLGATE PALMOLIVE CO           COM              194162103   253506   5370900 SH       DEFINED 15 16 18         0        0  5370900
COLGATE PALMOLIVE CO           COM              194162103   267470   5666740 SH       DEFINED 19 20 22         0        0  5666740
COLGATE PALMOLIVE CO           COM              194162103    89557   1897400 SH       DEFINED 23 27 28         0        0  1897400
COLGATE PALMOLIVE CO           COM              194162103    67989   1440464 SH       DEFINED 30 31 32         0        0  1440464
COLGATE PALMOLIVE CO           COM              194162103      387      8200 SH       DEFINED 34               0        0     8200
COLGATE PALMOLIVE CO           COM              194162103    62238   1318623 SH       DEFINED 37 03      1092123        0   226500
COLONIAL PPTYS TR              COM SH BEN INT   195872106     2234     87000 SH       DEFINED 09               0        0    87000
COLT TELECOM GROUP PLC         SPONSORED ADR    196877104        8        70 SH       DEFINED 37              70        0        0
COLUMBIA ENERGY GROUP          COM              197648108     7753    109200 SH       DEFINED 09 12 15         0        0   109200
COLUMBIA ENERGY GROUP          COM              197648108      969     13660 SH       DEFINED 28 30 32         0        0    13660
COLUMBIA ENERGY GROUP          COM              197648108     4480     63110 SH       DEFINED 03           63110        0        0
COLUMBIA SPORTSWEAR CO         COM              198516106     4885    106500 SH       DEFINED 02 13 23         0        0   106500
COLUMBIA SPORTSWEAR CO         COM              198516106     2481     54100 SH       DEFINED 03           54100        0        0
COLUMBUS ENERGY CORP           COM              199064106     1258    170700 SH       DEFINED 07               0        0   170700
COLUMBUS MCKINNON CORP N Y     COM              199333105     3009    221900 SH       DEFINED 28               0        0   221900
COMCAST CORP                   CL A             200300101        7       200 SH       DEFINED 37             200        0        0
COMCAST CORP                   CL A SPL         200300200    57587   1406727 SH       DEFINED 02 05 06         0        0  1406727
COMCAST CORP                   CL A SPL         200300200   272271   6650900 SH       DEFINED 09 10 11         0        0  6650900
COMCAST CORP                   CL A SPL         200300200   176330   4307300 SH       DEFINED 12 15 16         0        0  4307300
COMCAST CORP                   CL A SPL         200300200   203357   4967500 SH       DEFINED 22 26 28         0        0  4967500
COMCAST CORP                   CL A SPL         200300200     8596    210000 SH       DEFINED 30 34            0        0   210000
COMCAST CORP                   CL A SPL         200300200    83831   2047852 SH       DEFINED 37 03      1429652        0   618200
COMDISCO INC                   COM              200336105    19927   1045400 SH       DEFINED 05 06 07         0        0  1045400
COMDISCO INC                   COM              200336105    10907    572200 SH       DEFINED 15 26 28         0        0   572200
COMDISCO INC                   COM              200336105     1603     84100 SH       DEFINED 03           46400        0    37700
COMERICA INC                   COM              200340107   235467   4029389 SH       DEFINED 02 07 09         0        0  4029389
COMERICA INC                   COM              200340107   173779   2973767 SH       DEFINED 10 12 15         0        0  2973767
COMERICA INC                   COM              200340107   355738   6087505 SH       DEFINED 16 18 19         0        0  6087505
COMERICA INC                   COM              200340107   117343   2008020 SH       DEFINED 22 28 34         0        0  2008020
COMERICA INC                   COM              200340107    23722    405956 SH       DEFINED 37 03       209638        0   196318
COMINCO LTD                    COM              200435105       50      3681 SH       DEFINED 15               0        0     3681
COMMERCE BANCORP INC NJ        COM              200519106    31427    540100 SH       DEFINED 09 11 15         0        0   540100
COMMERCE BANCORP INC NJ        COM              200519106    43413    746100 SH       DEFINED 20 28 30         0        0   746100
COMMERCE BANCORP INC NJ        COM              200519106     9822    168800 SH       DEFINED 32               0        0   168800
COMMERCE BANCORP INC NJ        COM              200519106    23093    396880 SH       DEFINED 03          387180        0     9700
COMMERCE BANCSHARES INC        COM              200525103     2392     65000 SH       DEFINED 15               0        0    65000
COMMERCE GROUP INC MASS        COM              200641108    23433    809800 SH       DEFINED 02 07 12         0        0   809800
COMMERCE GROUP INC MASS        COM              200641108     2699     93300 SH       DEFINED 15 23 34         0        0    93300
COMMERCE GROUP INC MASS        COM              200641108    13016    449800 SH       DEFINED 03          304400        0   145400
COMMERCE ONE INC DEL           COM              200693109    17000    216570 SH       DEFINED 02 15 26         0        0   216570
COMMERCE ONE INC DEL           COM              200693109     5385     68600 SH       DEFINED 34               0        0    68600
COMMERCE ONE INC DEL           COM              200693109     3979     50700 SH       DEFINED 03           47900        0     2800
COMMERCIAL FEDERAL CORPORATION COM              201647104     4156    217325 SH       DEFINED 15               0        0   217325
COMMERCIAL FEDERAL CORPORATION COM              201647104     1558     81500 SH       DEFINED 03           81500        0        0
COMMONWEALTH TEL ENTERPRISES   COM              203349105     1758     47700 SH       DEFINED 03           47700        0        0
COMMSCOPE INC                  SB NT CV144A4%06 203372AA5     5115   6000000 PRN      DEFINED 11               0        0        0
COMMSCOPE INC                  COM              203372107    58929   2405300 SH       DEFINED 22 26 28         0        0  2405300
COMMSCOPE INC                  COM              203372107     2160     88200 SH       DEFINED 03           88200        0        0
COMMUNITY HEALTH SYS INC NEWCO COM              203668108     1795     55900 SH       DEFINED 15               0        0    55900
COMPAGNIE GENERALE DES GEOPHYS SPONSORED ADR    204386106     2152    151046 SH       DEFINED 19 21            0        0   151046
COMPANHIA BRASILEIRA DE DISTRB ADR              20440T201      665     17900 SH       DEFINED 02 07 19         0        0    17900
COMPANHIA BRASILEIRA DE DISTRB ADR              20440T201     6522    175400 SH       DEFINED 21               0        0   175400
COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR    20440W105      248      7900 SH       DEFINED 02 07 19         0        0     7900
COMPANHIA SIDERURGICA NACIONAL SPONSORED ADR    20440W105     2705     85900 SH       DEFINED 21               0        0    85900
COMPANHIA DE BEBIDAS DAS AMERS SPON ADR PFD     20441W203     2951    133407 SH       DEFINED 02 07 19         0        0   133407
COMPANHIA DE BEBIDAS DAS AMERS SPON ADR PFD     20441W203    32758   1480608 SH       DEFINED 21               0        0  1480608
COMPANIA ANONIMA NACIONL TEL   SPON ADR D       204421101     1028     42100 SH       DEFINED 02 07 19         0        0    42100
COMPANIA ANONIMA NACIONL TEL   SPON ADR D       204421101     9611    393300 SH       DEFINED 21               0        0   393300
COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B   204448104     6113    432800 SH       DEFINED 02 07 15         0        0   432800
COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B   204448104     5919    419100 SH       DEFINED 19 21            0        0   419100
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW     204449300        7       437 SH       DEFINED 37             437        0        0
COMPASS BANCSHARES INC         COM              20449H109     1950    100000 SH       DEFINED 15               0        0   100000
COMPAQ COMPUTER CORP           COM              204493100    54180   1964500 SH       DEFINED 02 04 05         0        0  1964500
COMPAQ COMPUTER CORP           COM              204493100   305178  11065200 SH       DEFINED 06 07 09         0        0 11065200
COMPAQ COMPUTER CORP           COM              204493100   444868  16130100 SH       DEFINED 10 12 13         0        0 16130100
COMPAQ COMPUTER CORP           COM              204493100   707196  25641640 SH       DEFINED 15 16 19         0        0 25641640
COMPAQ COMPUTER CORP           COM              204493100   180193   6533500 SH       DEFINED 21 22 23         0        0  6533500
COMPAQ COMPUTER CORP           COM              204493100   188159   6822300 SH       DEFINED 26 27 28         0        0  6822300
COMPAQ COMPUTER CORP           COM              204493100    62278   2258100 SH       DEFINED 29 30 34         0        0  2258100
COMPAQ COMPUTER CORP           COM              204493100   133910   4854950 SH       DEFINED 37 03      4157750        0   697200
COMPLETE BUSINESS SOLUTIONS    COM              20452F107        4       300 SH       DEFINED 03             300        0        0
COMPUTER ASSOC INTL INC        COM              204912109    33436   1327500 SH       DEFINED 02 05 06         0        0  1327500
COMPUTER ASSOC INTL INC        COM              204912109   109676   4354400 SH       DEFINED 07 09 10         0        0  4354400
COMPUTER ASSOC INTL INC        COM              204912109   352581  13998280 SH       DEFINED 13 15 16         0        0 13998280
COMPUTER ASSOC INTL INC        COM              204912109    13780    547100 SH       DEFINED 18 22 28         0        0   547100
COMPUTER ASSOC INTL INC        COM              204912109    11334    450000 SH       DEFINED 34               0        0   450000
COMPUTER ASSOC INTL INC        COM              204912109    40555   1610053 SH       DEFINED 37 03      1539353        0    70700
COMPUTER NETWORK TECHNOLOGY CP COM              204925101     6101    177500 SH       DEFINED 09 13 28         0        0   177500
COMPUTER NETWORK TECHNOLOGY CP COM              204925101      450     13100 SH       DEFINED 30               0        0    13100
COMPUTER NETWORK TECHNOLOGY CP COM              204925101     8070    234780 SH       DEFINED 03          234780        0        0
COMPUTER LEARNING CTRS INC     COM              205199102        0       288 SH       DEFINED 12               0        0      288
COMPUTER LEARNING CTRS INC     COM              205199102        1      1701 SH       DEFINED 03            1701        0        0
COMPUTER SCIENCES CORP         COM              205363104    58174    783500 SH       DEFINED 02 04 06         0        0   783500
COMPUTER SCIENCES CORP         COM              205363104   104247   1404000 SH       DEFINED 07 09 10         0        0  1404000
COMPUTER SCIENCES CORP         COM              205363104   192955   2598732 SH       DEFINED 15 16 22         0        0  2598732
COMPUTER SCIENCES CORP         COM              205363104    11293    152100 SH       DEFINED 23 28 34         0        0   152100
COMPUTER SCIENCES CORP         COM              205363104    35941    484027 SH       DEFINED 37 03       395927        0    88100
COMPX INTERNATIONAL INC        CL A             20563P101     2153    102534 SH       DEFINED 28               0        0   102534
COMPX INTERNATIONAL INC        CL A             20563P101     4208    200400 SH       DEFINED 03          198200        0     2200
COMPUWARE CORP                 COM              205638109    15493   1850000 SH       DEFINED 10               0        0  1850000
COMPUWARE CORP                 COM              205638109     2369    282861 SH       DEFINED 37 03       282861        0        0
COMSTOCK RES INC               COM NEW          205768203       85      7500 SH       DEFINED 07 15            0        0     7500
COMVERSE TECHNOLOGY INC        SUB DB CV 4.5%05 205862AG0    18907   3745000 PRN      DEFINED 11               0        0        0
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    46980    435000 SH       DEFINED 02 04 06         0        0   435000
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   389499   3606474 SH       DEFINED 09 10 12         0        0  3606474
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   939481   8698900 SH       DEFINED 13 15 16         0        0  8698900
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    60394    559210 SH       DEFINED 19 21 22         0        0   559210
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   285243   2641140 SH       DEFINED 23 27 28         0        0  2641140
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    37751    349550 SH       DEFINED 29 30 32         0        0   349550
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402    19159    177400 SH       DEFINED 34               0        0   177400
COMVERSE TECHNOLOGY INC        COM PAR $0.10    205862402   102079    945189 SH       DEFINED 37 03       729767        0   215422
CONAGRA INC                    COM              205887102    63900   3185079 SH       DEFINED 13 15            0        0  3185079
CONAGRA INC                    COM              205887102     7720    384843 SH       DEFINED 03          384843        0        0
CONCORD CAMERA CORP            COM              206156101     5414    211300 SH       DEFINED 26               0        0   211300
CONCORD EFS INC                COM              206197105   101191   2849200 SH       DEFINED 09 10 12         0        0  2849200
CONCORD EFS INC                COM              206197105    43172   1215600 SH       DEFINED 15 16 20         0        0  1215600
CONCORD EFS INC                COM              206197105    19231    541400 SH       DEFINED 23 28 30         0        0   541400
CONCORD EFS INC                COM              206197105     6108    172000 SH       DEFINED 32               0        0   172000
CONCORD EFS INC                COM              206197105     1319     37160 SH       DEFINED 03           23660        0    13500
CONCURRENT COMPUTER CORP NEW   COM              206710204    22423   1180190 SH       DEFINED 13 15            0        0  1180190
CONECTIV INC                   COM              206829103       20      1125 SH       DEFINED 37            1125        0        0
CONECTIV INC                   CL A             206829202        3       187 SH       DEFINED 37             187        0        0
CONEXANT SYSTEMS INC           SUB NT CONV 4%07 207142AF7     8307  11700000 PRN      DEFINED 11               0        0        0
CONEXANT SYSTEMS INC           COM              207142100    27407    654500 SH       DEFINED 02 10 11         0        0   654500
CONEXANT SYSTEMS INC           COM              207142100    80188   1914730 SH       DEFINED 12 13 15         0        0  1914730
CONEXANT SYSTEMS INC           COM              207142100   166356   3972700 SH       DEFINED 16 20 28         0        0  3972700
CONEXANT SYSTEMS INC           COM              207142100    31799    759400 SH       DEFINED 32 34            0        0   759400
CONEXANT SYSTEMS INC           COM              207142100     6609    157829 SH       DEFINED 37 03       157829        0        0
CONMED CORP                    COM              207410101      169     12400 SH       DEFINED 15               0        0    12400
CONOCO INC                     CL A             208251306    42696   1634300 SH       DEFINED 02 09 15         0        0  1634300
CONOCO INC                     CL A             208251306    83009   3177400 SH       DEFINED 16 22 34         0        0  3177400
CONOCO INC                     CL A             208251306    20803    796325 SH       DEFINED 37 03       746825        0    49500
CONOCO INC                     CL B             208251405   157019   5829023 SH       DEFINED 02 06 07         0        0  5829023
CONOCO INC                     CL B             208251405   379315  14081306 SH       DEFINED 09 10 12         0        0 14081306
CONOCO INC                     CL B             208251405   416565  15464143 SH       DEFINED 13 15 16         0        0 15464143
CONOCO INC                     CL B             208251405    69688   2587055 SH       DEFINED 19 22 27         0        0  2587055
CONOCO INC                     CL B             208251405    48288   1792602 SH       DEFINED 28 30 34         0        0  1792602
CONOCO INC                     CL B             208251405    74587   2769168 SH       DEFINED 37 03      2155526        0   613642
CONSECO INC                    COM              208464107    10583   1388000 SH       DEFINED 02 15 16         0        0  1388000
CONSECO INC                    COM              208464107     1672    219400 SH       DEFINED 28 34            0        0   219400
CONSECO INC                    COM              208464107     1939    254313 SH       DEFINED 03          254313        0        0
CONSOLIDATED EDISON INC        COM              209115104     1042     30560 SH       DEFINED 12 28 31         0        0    30560
CONSOLIDATED EDISON INC        COM              209115104     5692    166810 SH       DEFINED 37 03       166810        0        0
CONSOLIDATED PRODS INC         COM              209798107    11061   1382700 SH       DEFINED 07               0        0  1382700
CONSOLIDATED STORES CORP       COM              210149100    41820   3097794 SH       DEFINED 02 07 09         0        0  3097794
CONSOLIDATED STORES CORP       COM              210149100    97273   7205436 SH       DEFINED 10 12 15         0        0  7205436
CONSOLIDATED STORES CORP       COM              210149100    28993   2147696 SH       DEFINED 19 22 26         0        0  2147696
CONSOLIDATED STORES CORP       COM              210149100     6259    463640 SH       DEFINED 28 30 34         0        0   463640
CONSOLIDATED STORES CORP       COM              210149100    25676   1901985 SH       DEFINED 03          645985        0  1256000
CONSTELLATION ENERGY CORP      COM              210371100    50466   1014400 SH       DEFINED 09 11 28         0        0  1014400
CONSTELLATION ENERGY CORP      COM              210371100      681     13700 SH       DEFINED 30               0        0    13700
CONSTELLATION ENERGY CORP      COM              210371100    12518    251631 SH       DEFINED 37 03       228331        0    23300
CONTINENTAL AIRLS INC          CL B             210795308     7921    174330 SH       DEFINED 07 09 15         0        0   174330
CONTINENTAL AIRLS INC          CL B             210795308    54294   1194920 SH       DEFINED 20 28 30         0        0  1194920
CONTINENTAL AIRLS INC          CL B             210795308    12631    278000 SH       DEFINED 32 34            0        0   278000
CONTINENTAL AIRLS INC          CL B             210795308     4972    109440 SH       DEFINED 03          109440        0        0
CONVERGYS CORP                 COM              212485106    51657   1328800 SH       DEFINED 09 13 28         0        0  1328800
CONVERGYS CORP                 COM              212485106      252      6500 SH       DEFINED 30               0        0     6500
CONVERGYS CORP                 COM              212485106     4664    119979 SH       DEFINED 03          119979        0        0
COOPER CAMERON CORP            COM              216640102    25164    341500 SH       DEFINED 05 06 07         0        0   341500
COOPER CAMERON CORP            COM              216640102   148288   2012400 SH       DEFINED 09 10 12         0        0  2012400
COOPER CAMERON CORP            COM              216640102   194229   2635856 SH       DEFINED 13 15 16         0        0  2635856
COOPER CAMERON CORP            COM              216640102   132440   1797330 SH       DEFINED 28 30 34         0        0  1797330
COOPER CAMERON CORP            COM              216640102       19       270 SH       DEFINED 37 03          270        0        0
COOPER INDS INC                COM              216669101     2566     72799 SH       DEFINED 03           72799        0        0
COOPER TIRE & RUBR CO          COM              216831107     1278    127016 SH       DEFINED 03          127016        0        0
COORS ADOLPH CO                CL B             217016104    15428    244170 SH       DEFINED 02 12 15         0        0   244170
COORS ADOLPH CO                CL B             217016104       99      1570 SH       DEFINED 19 34            0        0     1570
COORS ADOLPH CO                CL B             217016104    12161    192460 SH       DEFINED 03          192460        0        0
COPART INC                     COM              217204106    26891   1938100 SH       DEFINED 28               0        0  1938100
COPART INC                     COM              217204106     1820    131200 SH       DEFINED 03          131200        0        0
COPPER MTN NETWORKS INC        COM              217510106     1357     36200 SH       DEFINED 03               0        0    36200
COR THERAPEUTICS INC           COM              217753102    72923   1170280 SH       DEFINED 02 06 09         0        0  1170280
COR THERAPEUTICS INC           COM              217753102   194999   3129380 SH       DEFINED 13 15 16         0        0  3129380
COR THERAPEUTICS INC           COM              217753102    18785    301480 SH       DEFINED 19 20 21         0        0   301480
COR THERAPEUTICS INC           COM              217753102    24083    386500 SH       DEFINED 23 26 28         0        0   386500
COR THERAPEUTICS INC           COM              217753102    11991    192440 SH       DEFINED 30 32 34         0        0   192440
COR THERAPEUTICS INC           COM              217753102    41868    671910 SH       DEFINED 03          373310        0   298600
CORINTHIAN COLLEGES INC        COM              218868107     2804     47530 SH       DEFINED 02 13 26         0        0    47530
CORINTHIAN COLLEGES INC        COM              218868107      448      7600 SH       DEFINED 03            7600        0        0
CORIXA CORP                    COM              21887F100    19954    397100 SH       DEFINED 09 28 30         0        0   397100
CORIXA CORP                    COM              21887F100       11       220 SH       DEFINED 03             220        0        0
CORN PRODS INTL INC            COM              219023108     6337    278575 SH       DEFINED 02 15 26         0        0   278575
CORN PRODS INTL INC            COM              219023108       40      1789 SH       DEFINED 34               0        0     1789
CORN PRODS INTL INC            COM              219023108     9731    427779 SH       DEFINED 37 03       427779        0        0
CORNELL COMPANIES INC          COM              219141108    10532   1230100 SH       DEFINED 07 26            0        0  1230100
CORNING INC                    COM              219350105   142797    480800 SH       DEFINED 02 04 05         0        0   480800
CORNING INC                    COM              219350105   789687   2658880 SH       DEFINED 06 07 10         0        0  2658880
CORNING INC                    COM              219350105  1256058   4229153 SH       DEFINED 11 12 13         0        0  4229153
CORNING INC                    COM              219350105   994085   3347090 SH       DEFINED 15 16 19         0        0  3347090
CORNING INC                    COM              219350105   822327   2768780 SH       DEFINED 20 22 23         0        0  2768780
CORNING INC                    COM              219350105   341698   1150500 SH       DEFINED 26 27 28         0        0  1150500
CORNING INC                    COM              219350105   219105    737730 SH       DEFINED 30 32 34         0        0   737730
CORNING INC                    COM              219350105   272341    916902 SH       DEFINED 37 03       730132        0   186770
CORPORATE EXECUTIVE BRD CO     COM              21988R102    12831    318800 SH       DEFINED 09 28 30         0        0   318800
CORPORATE EXECUTIVE BRD CO     COM              21988R102      931     23150 SH       DEFINED 03           23150        0        0
CORRECTIONAL PPTYS TR          COM              22025E104     5242    551800 SH       DEFINED 09 26            0        0   551800
CORSAIR COMMUNICATIONS INC     COM              220406102     2670    341800 SH       DEFINED 15 26 28         0        0   341800
CORSAIR COMMUNICATIONS INC     COM              220406102     1521    194800 SH       DEFINED 03          194800        0        0
CORUS ENTERTAINMENT INC        COM CL B NON VTG 220874101    40777   1429200 SH       DEFINED 02               0        0  1429200
CORUS ENTERTAINMENT INC        COM CL B NON VTG 220874101        0         1 SH       DEFINED 03               1        0        0
CORVEL CORP                    COM              221006109    21316    766420 SH       DEFINED 02 07 26         0        0   766420
CORVIS CORP                    COM              221009103     7203    118000 SH       DEFINED 09 10 11         0        0   118000
CORVIS CORP                    COM              221009103    88646   1452100 SH       DEFINED 13 15 16         0        0  1452100
CORVIS CORP                    COM              221009103     8546    140000 SH       DEFINED 23 28 34         0        0   140000
CORVIS CORP                    COM              221009103     1275     20900 SH       DEFINED 03           20900        0        0
COST PLUS INC CALIF            COM              221485105     2295     76200 SH       DEFINED 02 26            0        0    76200
COSTCO WHSL CORP NEW           COM              22160K105    10403    297780 SH       DEFINED 02 04 05         0        0   297780
COSTCO WHSL CORP NEW           COM              22160K105    71814   2055500 SH       DEFINED 06 07 09         0        0  2055500
COSTCO WHSL CORP NEW           COM              22160K105   132353   3788300 SH       DEFINED 10 13 15         0        0  3788300
COSTCO WHSL CORP NEW           COM              22160K105   146136   4182800 SH       DEFINED 16 20 22         0        0  4182800
COSTCO WHSL CORP NEW           COM              22160K105    22901    655500 SH       DEFINED 23 26 27         0        0   655500
COSTCO WHSL CORP NEW           COM              22160K105    55456   1587300 SH       DEFINED 28 30 32         0        0  1587300
COSTCO WHSL CORP NEW           COM              22160K105       90      2600 SH       DEFINED 34               0        0     2600
COSTCO WHSL CORP NEW           COM              22160K105    29255    837348 SH       DEFINED 37 03       669048        0   168300
COTELLIGENT INC                COM              221630106     1065    347800 SH       DEFINED 07               0        0   347800
COTTON STS LIFE INS CO         COM              221774102     4715    513300 SH       DEFINED 07               0        0   513300
COUNTRYWIDE CR INDS INC DEL    COM              222372104    10176    269569 SH       DEFINED 02 15 34         0        0   269569
COUNTRYWIDE CR INDS INC DEL    COM              222372104     3365     89142 SH       DEFINED 37 03        89142        0        0
COUSINS PPTYS INC              COM              222795106     4478    104000 SH       DEFINED 15 26 34         0        0   104000
COUSINS PPTYS INC              COM              222795106     6511    151200 SH       DEFINED 35               0        0   151200
COUSINS PPTYS INC              COM              222795106    36809    854800 SH       DEFINED 03          854800        0        0
COVAD COMMUNICATIONS GROUP INC COM              222814204    50004   3738632 SH       DEFINED 02 07 09         0        0  3738632
COVAD COMMUNICATIONS GROUP INC COM              222814204   103125   7710290 SH       DEFINED 10 15 16         0        0  7710290
COVAD COMMUNICATIONS GROUP INC COM              222814204    11939    892690 SH       DEFINED 19 23 28         0        0   892690
COVAD COMMUNICATIONS GROUP INC COM              222814204     7605    568600 SH       DEFINED 30 34            0        0   568600
COVAD COMMUNICATIONS GROUP INC COM              222814204    34166   2554496 SH       DEFINED 03          810610        0  1743886
COVANCE INC                    COM              222816100        4       500 SH       DEFINED 37             500        0        0
COVENANT TRANS INC             CL A             22284P105     5007    537700 SH       DEFINED 07 15 26         0        0   537700
COVENANT TRANS INC             CL A             22284P105     1994    214200 SH       DEFINED 28               0        0   214200
COVENANT TRANS INC             CL A             22284P105      315     33900 SH       DEFINED 03           33900        0        0
COVENTRY HEALTH CARE INC       COM              222862104      508     33600 SH       DEFINED 15               0        0    33600
COX COMMUNICATIONS INC NEW     CL A             224044107    30304    792276 SH       DEFINED 02 05 08         0        0   792276
COX COMMUNICATIONS INC NEW     CL A             224044107   200592   5244247 SH       DEFINED 10 15 16         0        0  5244247
COX COMMUNICATIONS INC NEW     CL A             224044107   129796   3393385 SH       DEFINED 22 26 28         0        0  3393385
COX COMMUNICATIONS INC NEW     CL A             224044107     3114     81413 SH       DEFINED 30 34            0        0    81413
COX COMMUNICATIONS INC NEW     CL A             224044107    24322    635873 SH       DEFINED 37 03       437973        0   197900
COX RADIO INC                  CL A             224051102     3088    177100 SH       DEFINED 20 32            0        0   177100
CRAIG JENNY INC                COM              224206102     1340    739800 SH       DEFINED 07               0        0   739800
CRANE CO                       COM              224399105    16792    734100 SH       DEFINED 12               0        0   734100
CRANE CO                       COM              224399105     4918    215017 SH       DEFINED 03           47517        0   167500
CRAYFISH CO LTD                SPONSORED ADR    225226109       10      3200 SH       DEFINED 21               0        0     3200
CREDENCE SYS CORP              COM              225302108     2406     80200 SH       DEFINED 02 32            0        0    80200
CREDENCE SYS CORP              COM              225302108     1611     53700 SH       DEFINED 03           52200        0     1500
CREDITRUST CORP                COM              225429109       11     58200 SH       DEFINED 03           58200        0        0
CREE INC                       COM              225447101    12124    104300 SH       DEFINED 02 06 12         0        0   104300
CREE INC                       COM              225447101   164694   1416730 SH       DEFINED 15 28 34         0        0  1416730
CREE INC                       COM              225447101    11555     99400 SH       DEFINED 03           83400        0    16000
CREO PRODS INC                 COM              225606102    40134   1186000 SH       DEFINED 02               0        0  1186000
CRESCENT REAL ESTATE EQUITIES  COM              225756105    91463   4099200 SH       DEFINED 09 11 15         0        0  4099200
CRESCENT REAL ESTATE EQUITIES  COM              225756105    20672    926500 SH       DEFINED 22 33 34         0        0   926500
CRESCENT REAL ESTATE EQUITIES  COM              225756105    13635    611100 SH       DEFINED 35               0        0   611100
CRESCENT REAL ESTATE EQUITIES  COM              225756105    34278   1536300 SH       DEFINED 03         1468600        0    67700
CRESTLINE CAP CORP             COM              226153104     2526    125950 SH       DEFINED 12               0        0   125950
CRISTALERIAS DE CHILE S A      SPONSORED ADR    226714103        4       300 SH       DEFINED 07               0        0      300
CRITICAL PATH INC              SB NT CV 144A 05 22674VAA8    12061  13600000 PRN      DEFINED 11               0        0        0
CRITICAL PATH INC              SB NT CV 5.75%05 22674VAB6    45239  51010000 PRN      DEFINED 11               0        0        0
CRITICAL PATH INC              SB NT CV 5.75%05 22674VAB6     2944   3320000 PRN      DEFINED 03               0        0        0
CRITICAL PATH INC              COM              22674V100    30919    509000 SH       DEFINED 02 06 12         0        0   509000
CRITICAL PATH INC              COM              22674V100    87328   1437500 SH       DEFINED 13 34 03     10900        0  1426600
CROMPTON CORP                  COM              227116100    52489   6665300 SH       DEFINED 07 09 12         0        0  6665300
CROMPTON CORP                  COM              227116100     8909   1131364 SH       DEFINED 15 22 34         0        0  1131364
CROMPTON CORP                  COM              227116100    11415   1449552 SH       DEFINED 03          820952        0   628600
CROSS A T CO                   CL A             227478104      367     68389 SH       DEFINED 15               0        0    68389
CROSS TIMBERS OIL CO           COM              227573102      702     36600 SH       DEFINED 15               0        0    36600
CROSSMANN CMNTYS INC           COM              22764E109    22892   1159100 SH       DEFINED 07               0        0  1159100
CROSSWAVE COMMUNICATIONS INC   ADR              227686102     1568    153000 SH       DEFINED 21               0        0   153000
CROWN AMERN RLTY TR            SH BEN INT       228186102     8289   1367300 SH       DEFINED 09               0        0  1367300
CROWN CASTLE INTL CORP         COM              228227104    53251   1714350 SH       DEFINED 02 07 15         0        0  1714350
CROWN CASTLE INTL CORP         COM              228227104    49790   1602900 SH       DEFINED 20 23 28         0        0  1602900
CROWN CASTLE INTL CORP         COM              228227104    20361    655500 SH       DEFINED 32 34            0        0   655500
CROWN CASTLE INTL CORP         COM              228227104     5004    161100 SH       DEFINED 03          116600        0    44500
CROWN CORK & SEAL INC          COM              228255105       50      4700 SH       DEFINED 15               0        0     4700
CROWN CORK & SEAL INC          COM              228255105     1040     97391 SH       DEFINED 03           97391        0        0
CROWN MEDIA HLDGS INC          CL A             228411104      425     30000 SH       DEFINED 15               0        0    30000
CRYOLIFE INC                   COM              228903100    15990    461000 SH       DEFINED 07               0        0   461000
CULLEN FROST BANKERS INC       COM              229899109     1433     44100 SH       DEFINED 26               0        0    44100
CULLEN FROST BANKERS INC       COM              229899109     4875    150000 SH       DEFINED 03          150000        0        0
CUMMINS ENGINE INC             COM              231021106      379     12670 SH       DEFINED 02 06 15         0        0    12670
CUMMINS ENGINE INC             COM              231021106       16       550 SH       DEFINED 28               0        0      550
CUMMINS ENGINE INC             COM              231021106      969     32384 SH       DEFINED 03           32384        0        0
CURAGEN CORP                   SB DEB CV 144A07 23126RAA9     6022   6000000 PRN      DEFINED 11               0        0        0
CURAGEN CORP                   COM              23126R101     2488     46700 SH       DEFINED 26               0        0    46700
CYBERONICS INC                 COM              23251P102      495     23100 SH       DEFINED 15               0        0    23100
CYBERONICS INC                 COM              23251P102       81      3800 SH       DEFINED 03            3800        0        0
CYBEROPTICS CORP               COM              232517102     1585     86600 SH       DEFINED 12 26 28         0        0    86600
CYGNUS INC                     COM              232560102    20133   1830350 SH       DEFINED 15 28            0        0  1830350
CYGNUS INC                     COM              232560102    10753    977600 SH       DEFINED 03          977600        0        0
CYMER INC                      SB NT CV STEP 04 232572AC1     2910   3000000 PRN      DEFINED 11               0        0        0
CYMER INC                      COM              232572107     4639    151200 SH       DEFINED 02 13 34         0        0   151200
CYMER INC                      COM              232572107     3630    118300 SH       DEFINED 03          118300        0        0
CYPRESS SEMICONDUCTOR CORP     SB NT CV 3.75%05 232806AF6     5640   6000000 PRN      DEFINED 11               0        0        0
CYPRESS SEMICONDUCTOR CORP     COM              232806109   124167   2987500 SH       DEFINED 02 12 13         0        0  2987500
CYPRESS SEMICONDUCTOR CORP     COM              232806109    79459   1911800 SH       DEFINED 15 23 26         0        0  1911800
CYPRESS SEMICONDUCTOR CORP     COM              232806109     7186    172900 SH       DEFINED 32 34            0        0   172900
CYPRESS SEMICONDUCTOR CORP     COM              232806109    15881    382100 SH       DEFINED 03           28400        0   353700
CYSIVE INC                     COM              23281T108     3228    482800 SH       DEFINED 03          482800        0        0
CYTEC INDS INC                 COM              232820100    37526   1122300 SH       DEFINED 22 26 28         0        0  1122300
CYTEC INDS INC                 COM              232820100        5       171 SH       DEFINED 37             171        0        0
CYTOGEN CORP                   COM              232824102      234     37200 SH       DEFINED 15               0        0    37200
CYTYC CORP                     COM              232946103     9116    211400 SH       DEFINED 12 15 26         0        0   211400
CYTYC CORP                     COM              232946103     1280     29700 SH       DEFINED 32               0        0    29700
CYTYC CORP                     COM              232946103     8468    196364 SH       DEFINED 37 03       196364        0        0
DMC STRATEX NETWORKS INC       COM              23322L106    12090    752700 SH       DEFINED 13 15            0        0   752700
DMC STRATEX NETWORKS INC       COM              23322L106      218     13600 SH       DEFINED 03           13600        0        0
DQE INC                        COM              23329J104     1053     26250 SH       DEFINED 37 03        26250        0        0
DPL INC                        COM              233293109    64345   2162858 SH       DEFINED 07 09 12         0        0  2162858
DPL INC                        COM              233293109    51156   1719554 SH       DEFINED 15 18 22         0        0  1719554
DPL INC                        COM              233293109    16490    554300 SH       DEFINED 28 30            0        0   554300
DPL INC                        COM              233293109    15824    531909 SH       DEFINED 37 03       376589        0   155320
DRS TECHNOLOGIES INC           COM              23330X100     2377    146300 SH       DEFINED 03          146300        0        0
D R HORTON INC                 COM              23331A109    16830    979236 SH       DEFINED 02 05 06         0        0   979236
D R HORTON INC                 COM              23331A109    44122   2567124 SH       DEFINED 07 12 15         0        0  2567124
D R HORTON INC                 COM              23331A109     3809    221638 SH       DEFINED 28 34            0        0   221638
D R HORTON INC                 COM              23331A109    10760    626067 SH       DEFINED 03          626067        0        0
DSP GROUP INC                  COM              23332B106     4148    111000 SH       DEFINED 11 26 32         0        0   111000
DST SYS INC DEL                COM              233326107    24898    211900 SH       DEFINED 02 07 09         0        0   211900
DST SYS INC DEL                COM              233326107   309354   2632800 SH       DEFINED 13 15 16         0        0  2632800
DST SYS INC DEL                COM              233326107    60406    514100 SH       DEFINED 20 28 30         0        0   514100
DST SYS INC DEL                COM              233326107    15980    136000 SH       DEFINED 32 34            0        0   136000
DST SYS INC DEL                COM              233326107    40632    345805 SH       DEFINED 37 03       312105        0    33700
DT INDUSTRIES INC              COM              23333J108     3950    400000 SH       DEFINED 07               0        0   400000
DTE ENERGY CO                  COM              233331107    15843    414200 SH       DEFINED 12               0        0   414200
DTE ENERGY CO                  COM              233331107     9471    247636 SH       DEFINED 37 03       121836        0   125800
DAIN RAUSCHER CORP             COM              233856103    23348    251060 SH       DEFINED 15 26 28         0        0   251060
DALLAS SEMICONDUCTOR CORP      COM              235204104   170703   5192500 SH       DEFINED 02 07 15         0        0  5192500
DALLAS SEMICONDUCTOR CORP      COM              235204104     3658    111300 SH       DEFINED 26 32 34         0        0   111300
DALLAS SEMICONDUCTOR CORP      COM              235204104    10454    318000 SH       DEFINED 37 03       318000        0        0
DANA CORP                      COM              235811106     1734     80670 SH       DEFINED 08               0        0    80670
DANA CORP                      COM              235811106     2953    137379 SH       DEFINED 03          137379        0        0
DANAHER CORP DEL               COM              235851102   125422   2521049 SH       DEFINED 07 09 10         0        0  2521049
DANAHER CORP DEL               COM              235851102   221486   4451980 SH       DEFINED 15 16 20         0        0  4451980
DANAHER CORP DEL               COM              235851102    69517   1397330 SH       DEFINED 23 27 28         0        0  1397330
DANAHER CORP DEL               COM              235851102    36485    733372 SH       DEFINED 30 32 34         0        0   733372
DANAHER CORP DEL               COM              235851102    51384   1032853 SH       DEFINED 03          907653        0   125200
DARDEN RESTAURANTS INC         COM              237194105    14414    692600 SH       DEFINED 02 12 15         0        0   692600
DARDEN RESTAURANTS INC         COM              237194105   202913   9749610 SH       DEFINED 22 23 28         0        0  9749610
DARDEN RESTAURANTS INC         COM              237194105     3194    153500 SH       DEFINED 32 34            0        0   153500
DARDEN RESTAURANTS INC         COM              237194105    10699    514058 SH       DEFINED 37 03       267958        0   246100
DATA RETURN CORP               COM              23785M104     3150    155600 SH       DEFINED 02 22 28         0        0   155600
DATA RETURN CORP               COM              23785M104      232     11500 SH       DEFINED 34               0        0    11500
DATA RETURN CORP               COM              23785M104     2697    133200 SH       DEFINED 03          133200        0        0
DATA RESH ASSOC INC            COM              237853106      759    124000 SH       DEFINED 07               0        0   124000
DATAKEY INC                    COM              237909106     6439    792500 SH       DEFINED 26               0        0   792500
DATASCOPE CORP                 COM              238113104     2479     74000 SH       DEFINED 26               0        0    74000
DATASCOPE CORP                 COM              238113104       17       500 SH       DEFINED 37             500        0        0
DAWSON GEOPHYSICAL CO          COM              239359102     3165    297900 SH       DEFINED 07               0        0   297900
DE BEERS CONS MINES LTD        ADR DEFD         240253302    27687   1000000 SH       DEFINED 07               0        0  1000000
DEAN FOODS CO                  COM              242361103       73      2200 SH       DEFINED 15               0        0     2200
DECODE GENETICS INC            COM              243586104    13794    537000 SH       DEFINED 02 05 06         0        0   537000
DECODE GENETICS INC            COM              243586104    11690    455100 SH       DEFINED 07 13 15         0        0   455100
DECODE GENETICS INC            COM              243586104       25      1000 SH       DEFINED 34               0        0     1000
DECODE GENETICS INC            COM              243586104     3406    132600 SH       DEFINED 03          127400        0     5200
DECORATOR INDS INC             COM PAR $0.20    243631207      850    200015 SH       DEFINED 07               0        0   200015
DEERE & CO                     COM              244199105   151906   4568610 SH       DEFINED 02 07 09         0        0  4568610
DEERE & CO                     COM              244199105   182385   5485270 SH       DEFINED 10 13 15         0        0  5485270
DEERE & CO                     COM              244199105    67688   2035750 SH       DEFINED 22 28 30         0        0  2035750
DEERE & CO                     COM              244199105       59      1800 SH       DEFINED 34               0        0     1800
DEERE & CO                     COM              244199105    11601    348885 SH       DEFINED 37 03       253185        0    95700
DEL GLOBAL TECHNOLOGIES CORP   COM              245073101     7675    777300 SH       DEFINED 07               0        0   777300
DEL LABS INC                   COM              245091103     3369    277900 SH       DEFINED 07               0        0   277900
DE RIGO S P A                  SPONSORED ADR    245334107      621     72000 SH       DEFINED 19 21            0        0    72000
DELANO TECHNOLOGY CORP         COM              245701107      236     15000 SH       DEFINED 02               0        0    15000
DELHAIZE AMER INC              CL A             246688105        1       114 SH       DEFINED 37             114        0        0
DELL COMPUTER CORP             COM              247025109   236576   7677930 SH       DEFINED 02 04 05         0        0  7677930
DELL COMPUTER CORP             COM              247025109   413707  13426600 SH       DEFINED 06 07 09         0        0 13426600
DELL COMPUTER CORP             COM              247025109   634266  20584700 SH       DEFINED 10 11 12         0        0 20584700
DELL COMPUTER CORP             COM              247025109  1658635  53825400 SH       DEFINED 13 15 16         0        0 53825400
DELL COMPUTER CORP             COM              247025109   157933   5125630 SH       DEFINED 19 21 22         0        0  5125630
DELL COMPUTER CORP             COM              247025109    67061   2176430 SH       DEFINED 23 26 27         0        0  2176430
DELL COMPUTER CORP             COM              247025109   378581  12286610 SH       DEFINED 28 29 30         0        0 12286610
DELL COMPUTER CORP             COM              247025109    96470   3130900 SH       DEFINED 32 34            0        0  3130900
DELL COMPUTER CORP             COM              247025109   245626   7970030 SH       DEFINED 37 03      6655980        0  1314050
DELPHI AUTOMOTIVE SYS CORP     COM              247126105      441     29220 SH       DEFINED 02 07 08         0        0    29220
DELPHI AUTOMOTIVE SYS CORP     COM              247126105      394     26074 SH       DEFINED 15 34            0        0    26074
DELPHI AUTOMOTIVE SYS CORP     COM              247126105     6669    440989 SH       DEFINED 37 03       440989        0        0
DELTA & PINE LD CO             COM              247357106    16712    650600 SH       DEFINED 09 15 28         0        0   650600
DELTA & PINE LD CO             COM              247357106     1222     47600 SH       DEFINED 30 34            0        0    47600
DELTA & PINE LD CO             COM              247357106     5436    211632 SH       DEFINED 03          211632        0        0
DELTA AIR LINES INC DEL        COM              247361108    13000    292980 SH       DEFINED 02 15 32         0        0   292980
DELTA AIR LINES INC DEL        COM              247361108       35       800 SH       DEFINED 34               0        0      800
DELTA AIR LINES INC DEL        COM              247361108     4592    103484 SH       DEFINED 03          103484        0        0
DELTA APPAREL INC              COM              247368103      103      8870 SH       DEFINED 32               0        0     8870
DELTA WOODSIDE INDS INC NEW    COM              247909104      105     88700 SH       DEFINED 32               0        0    88700
DENBURY RES INC                COM NEW          247916208      251     35400 SH       DEFINED 02               0        0    35400
DELTA FINANCIAL CORP           COM              247918105        5      7600 SH       DEFINED 25 27            0        0     7600
DELUXE CORP                    COM              248019101    91810   4519920 SH       DEFINED 02 06 12         0        0  4519920
DELUXE CORP                    COM              248019101     5344    263120 SH       DEFINED 13 16 28         0        0   263120
DELUXE CORP                    COM              248019101    23571   1160438 SH       DEFINED 03          192638        0   967800
DENDRITE INTL INC              COM              248239105      190      7100 SH       DEFINED 15               0        0     7100
DENTSPLY INTL INC NEW          COM              249030107    39821   1139800 SH       DEFINED 02 07 12         0        0  1139800
DENTSPLY INTL INC NEW          COM              249030107    15234    436050 SH       DEFINED 15 21 26         0        0   436050
DENTSPLY INTL INC NEW          COM              249030107     5411    154900 SH       DEFINED 29 34            0        0   154900
DENTSPLY INTL INC NEW          COM              249030107    29162    834700 SH       DEFINED 03          654300        0   180400
DESCARTES SYS GROUP INC        COM              249906108    25483    513800 SH       DEFINED 02               0        0   513800
DEVCON INTL CORP               COM              251588109     2723    375700 SH       DEFINED 07               0        0   375700
DEVON ENERGY CORP NEW          SRDBCV ZRO144A20 25179MAC7    17568  36890000 PRN      DEFINED 11               0        0        0
DEVON ENERGY CORP NEW          COM              25179M103    53729    893253 SH       DEFINED 02 04 05         0        0   893253
DEVON ENERGY CORP NEW          COM              25179M103   178527   2968034 SH       DEFINED 06 07 09         0        0  2968034
DEVON ENERGY CORP NEW          COM              25179M103   160726   2672100 SH       DEFINED 10 12 13         0        0  2672100
DEVON ENERGY CORP NEW          COM              25179M103   246998   4106379 SH       DEFINED 15 16 19         0        0  4106379
DEVON ENERGY CORP NEW          COM              25179M103    84857   1410756 SH       DEFINED 20 22 23         0        0  1410756
DEVON ENERGY CORP NEW          COM              25179M103    40326    670439 SH       DEFINED 26 28 30         0        0   670439
DEVON ENERGY CORP NEW          COM              25179M103    21710    360937 SH       DEFINED 32 34            0        0   360937
DEVON ENERGY CORP NEW          COM              25179M103    76523   1272217 SH       DEFINED 37 03      1004162        0   268055
DEVRY INC DEL                  COM              251893103    11336    301300 SH       DEFINED 02 13 20         0        0   301300
DEVRY INC DEL                  COM              251893103      507     13480 SH       DEFINED 26 32            0        0    13480
DEVRY INC DEL                  COM              251893103    13078    347600 SH       DEFINED 03          347600        0        0
DEXTER CORP                    COM              252165105       31       500 SH       DEFINED 03             500        0        0
DIA MET MINERALS LTD           CL A SUB VTG     25243K208      582     50650 SH       DEFINED 15               0        0    50650
DIA MET MINERALS LTD           CL B MULTI VTG   25243K307     2718    204400 SH       DEFINED 15               0        0   204400
DIAGEO P L C                   SPON ADR NEW     25243Q205    12867    364400 SH       DEFINED 19 21            0        0   364400
DIAGEO P L C                   SPON ADR NEW     25243Q205     1465     41500 SH       DEFINED 03           30500        0    11000
DIAGNOSTIC PRODS CORP          COM              252450101      168      3140 SH       DEFINED 02 26            0        0     3140
DIAL CORP NEW                  COM              25247D101    36082   3103900 SH       DEFINED 07 09 22         0        0  3103900
DIAL CORP NEW                  COM              25247D101     1334    114800 SH       DEFINED 03           62800        0    52000
DIAMOND OFFSHORE DRILLING INC  COM              25271C102    64702   1578100 SH       DEFINED 06 07 09         0        0  1578100
DIAMOND OFFSHORE DRILLING INC  COM              25271C102   177636   4332600 SH       DEFINED 11 13 15         0        0  4332600
DIAMOND OFFSHORE DRILLING INC  COM              25271C102    39376    960400 SH       DEFINED 18 27 28         0        0   960400
DIAMOND OFFSHORE DRILLING INC  COM              25271C102     2574     62800 SH       DEFINED 30               0        0    62800
DIAMOND OFFSHORE DRILLING INC  COM              25271C102    24049    586580 SH       DEFINED 03          468480        0   118100
DIAMOND TECHNOLOGY PARTNERS    CL A             252762109     6734     90700 SH       DEFINED 02 15 26         0        0    90700
DIAMOND TECHNOLOGY PARTNERS    CL A             252762109     7536    101500 SH       DEFINED 34               0        0   101500
DIAMOND TECHNOLOGY PARTNERS    CL A             252762109     9804    132050 SH       DEFINED 03          129000        0     3050
DIEBOLD INC                    COM              253651103    26342    991700 SH       DEFINED 07 12 13         0        0   991700
DIEBOLD INC                    COM              253651103    44547   1677100 SH       DEFINED 20 32            0        0  1677100
DIEBOLD INC                    COM              253651103     8013    301700 SH       DEFINED 03           86100        0   215600
DIGEX INC DEL                  CL A             253756100    20707    441760 SH       DEFINED 02 10 15         0        0   441760
DIGITAL INSIGHT CORP           COM              25385P106    34500    961700 SH       DEFINED 02 15 16         0        0   961700
DIGITAL INSIGHT CORP           COM              25385P106    18081    504000 SH       DEFINED 28 34            0        0   504000
DIGITAL INSIGHT CORP           COM              25385P106    10073    280800 SH       DEFINED 03          188700        0    92100
DIGITAL LIGHTWAVE INC          COM              253855100     3428     47210 SH       DEFINED 15 26 32         0        0    47210
DIGITAS INC                    COM              25388K104     5342    301000 SH       DEFINED 02 15 34         0        0   301000
DIGITALTHINK INC               COM              25388M100    24461    580700 SH       DEFINED 20 32            0        0   580700
DILLARDS INC                   CL A             254067101      780     73469 SH       DEFINED 03           73469        0        0
DIME BANCORP INC NEW           COM              25429Q102     3206    148700 SH       DEFINED 02 15 34         0        0   148700
DIME BANCORP INC NEW           COM              25429Q102     1024     47500 SH       DEFINED 03           47500        0        0
DIMON INC                      COM              254394109      535    164700 SH       DEFINED 07 13 28         0        0   164700
DIMON INC                      COM              254394109      308     95000 SH       DEFINED 03           95000        0        0
DIODES INC                     COM              254543101     4062    264250 SH       DEFINED 07               0        0   264250
DIONEX CORP                    COM              254546104      168      6100 SH       DEFINED 15               0        0     6100
DISNEY WALT CO                 COM DISNEY       254687106   163690   4279500 SH       DEFINED 02 04 05         0        0  4279500
DISNEY WALT CO                 COM DISNEY       254687106   123547   3229994 SH       DEFINED 06 07 08         0        0  3229994
DISNEY WALT CO                 COM DISNEY       254687106   753670  19703800 SH       DEFINED 09 10 11         0        0 19703800
DISNEY WALT CO                 COM DISNEY       254687106   246917   6455356 SH       DEFINED 12 13 15         0        0  6455356
DISNEY WALT CO                 COM DISNEY       254687106   440737  11522550 SH       DEFINED 16 18 19         0        0 11522550
DISNEY WALT CO                 COM DISNEY       254687106   294238   7692510 SH       DEFINED 20 22 23         0        0  7692510
DISNEY WALT CO                 COM DISNEY       254687106   175972   4600600 SH       DEFINED 26 27 28         0        0  4600600
DISNEY WALT CO                 COM DISNEY       254687106    68757   1797590 SH       DEFINED 30 32 34         0        0  1797590
DISNEY WALT CO                 COM DISNEY       254687106   300476   7855183 SH       DEFINED 37 03      6600025        0  1255158
DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106      792     48600 SH       DEFINED 02 07 19         0        0    48600
DISTRIBUCION Y SERVICIO D&S SA SPONSORED ADR    254753106     7210    442000 SH       DEFINED 21               0        0   442000
DIRECT FOCUS INC               COM              254931108      572     14390 SH       DEFINED 02 26            0        0    14390
DITECH COMMUNICATIONS CORP     COM              25500M103    68178   1662900 SH       DEFINED 02 04 06         0        0  1662900
DITECH COMMUNICATIONS CORP     COM              25500M103    47756   1164800 SH       DEFINED 11 13 15         0        0  1164800
DITECH COMMUNICATIONS CORP     COM              25500M103    22953    559852 SH       DEFINED 19 21 22         0        0   559852
DITECH COMMUNICATIONS CORP     COM              25500M103    34850    850000 SH       DEFINED 28 29 34         0        0   850000
DITECH COMMUNICATIONS CORP     COM              25500M103     6346    154800 SH       DEFINED 03           89400        0    65400
DIVERSA CORP                   COM              255064107     6750    250000 SH       DEFINED 02               0        0   250000
DIVERSIFIED CORPORATE RES INC  COM              255153108     1076    277700 SH       DEFINED 07               0        0   277700
DOBSON COMMUNICATIONS CORP     CL A             256069105    25478   1734730 SH       DEFINED 09 15 34         0        0  1734730
DOBSON COMMUNICATIONS CORP     CL A             256069105      299     20400 SH       DEFINED 03           20400        0        0
DOCUMENTUM INC                 COM              256159104    10521    129600 SH       DEFINED 20 26 32         0        0   129600
DOLLAR GEN CORP                COM              256669102      184     11011 SH       DEFINED 02 15 34         0        0    11011
DOLLAR GEN CORP                COM              256669102     4311    257376 SH       DEFINED 03          257376        0        0
DOLLAR THRIFTY AUTOMOTIVE GP   COM              256743105     3740    189400 SH       DEFINED 26               0        0   189400
DOLLAR TREE STORES INC         COM              256747106    10118    249450 SH       DEFINED 02 09 15         0        0   249450
DOLLAR TREE STORES INC         COM              256747106   183488   4523600 SH       DEFINED 16 20 23         0        0  4523600
DOLLAR TREE STORES INC         COM              256747106    19180    472875 SH       DEFINED 28 30 32         0        0   472875
DOLLAR TREE STORES INC         COM              256747106       51      1275 SH       DEFINED 34               0        0     1275
DOLLAR TREE STORES INC         COM              256747106     6203    152940 SH       DEFINED 03           92960        0    59980
DOMINION HOMES INC             COM              257386102     4913    578000 SH       DEFINED 07               0        0   578000
DOMINION RES INC VA NEW        COM              25746U109    52691    907500 SH       DEFINED 02 11 12         0        0   907500
DOMINION RES INC VA NEW        COM              25746U109    10346    178200 SH       DEFINED 15 23 28         0        0   178200
DOMINION RES INC VA NEW        COM              25746U109    18305    315282 SH       DEFINED 37 03       290282        0    25000
DOMTAR INC                     COM              257561100    55224   6451650 SH       DEFINED 02 15 34         0        0  6451650
DOMTAR INC                     COM              257561100      296     34900 SH       DEFINED 03           34900        0        0
DONALDSON INC                  COM              257651109      528     24000 SH       DEFINED 15               0        0    24000
DONALDSON LUFKIN & JENRETTE NW COM DLJ          257661108    26759    299200 SH       DEFINED 02 15 34         0        0   299200
DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504      218     31800 SH       DEFINED 02 12 15         0        0    31800
DONALDSON LUFKIN & JENRETTE NW COM DLJDIRECT    257661504     1668    242700 SH       DEFINED 26 28 34         0        0   242700
DONNELLEY R R & SONS CO        COM              257867101    27675   1126740 SH       DEFINED 02 06 09         0        0  1126740
DONNELLEY R R & SONS CO        COM              257867101   126450   5148100 SH       DEFINED 12 15 22         0        0  5148100
DONNELLEY R R & SONS CO        COM              257867101      110      4480 SH       DEFINED 28 34            0        0     4480
DONNELLEY R R & SONS CO        COM              257867101    26821   1091985 SH       DEFINED 03          380585        0   711400
DORAL FINL CORP                COM              25811P100    35450   2190000 SH       DEFINED 07               0        0  2190000
DORCHESTER HUGOTON LTD         DEPOSTARY RCPT   258205202     4346    285000 SH       DEFINED 07               0        0   285000
DOREL INDS INC                 CL B SUB VTG     25822C205     8301    423200 SH       DEFINED 07               0        0   423200
DOT HILL SYS CORP              COM              25848T109     1940    298600 SH       DEFINED 03          298600        0        0
DOUBLECLICK INC                SB NT CV 4.75%06 258609AC0      966   1000000 PRN      DEFINED 11               0        0        0
DOUBLECLICK INC                COM              258609304    91241   2851300 SH       DEFINED 02 05 15         0        0  2851300
DOUBLECLICK INC                COM              258609304    20707    647100 SH       DEFINED 26 28 34         0        0   647100
DOUBLECLICK INC                COM              258609304     3948    123400 SH       DEFINED 03           52300        0    71100
DOVER CORP                     COM              260003108    28838    614400 SH       DEFINED 02 09 12         0        0   614400
DOVER CORP                     COM              260003108     5680    121020 SH       DEFINED 15 28 30         0        0   121020
DOVER CORP                     COM              260003108     4308     91800 SH       DEFINED 32 34            0        0    91800
DOVER CORP                     COM              260003108     8142    173484 SH       DEFINED 03          159084        0    14400
DOVER DOWNS ENTMT INC          COM              260086103     2933    218300 SH       DEFINED 07 28            0        0   218300
DOVER DOWNS ENTMT INC          COM              260086103     2915    217000 SH       DEFINED 03          217000        0        0
DOW CHEM CO                    COM              260543103    71268   2857900 SH       DEFINED 02 07 09         0        0  2857900
DOW CHEM CO                    COM              260543103    60359   2420440 SH       DEFINED 12 13 15         0        0  2420440
DOW CHEM CO                    COM              260543103    27643   1108500 SH       DEFINED 16 22 34         0        0  1108500
DOW CHEM CO                    COM              260543103    23938    960050 SH       DEFINED 37 03       815450        0   144600
DOW JONES & CO INC             COM              260561105     8893    147000 SH       DEFINED 02 12 15         0        0   147000
DOW JONES & CO INC             COM              260561105     4664     77100 SH       DEFINED 32               0        0    77100
DOW JONES & CO INC             COM              260561105     4838     79986 SH       DEFINED 37 03        69986        0    10000
DOWNEY FINL CORP               COM              261018105    10135    256600 SH       DEFINED 15 26            0        0   256600
DREW INDS INC                  COM NEW          26168L205     5625    900000 SH       DEFINED 07               0        0   900000
DRIL-QUIP INC                  COM              262037104      546     13700 SH       DEFINED 15               0        0    13700
DRUGSTORE COM INC              COM              262241102     1147    340000 SH       DEFINED 13               0        0   340000
DU PONT E I DE NEMOURS & CO    COM              263534109   110211   2659700 SH       DEFINED 02 04 06         0        0  2659700
DU PONT E I DE NEMOURS & CO    COM              263534109   304220   7341663 SH       DEFINED 07 09 10         0        0  7341663
DU PONT E I DE NEMOURS & CO    COM              263534109    44132   1063573 SH       DEFINED 11 12 13         0        0  1063573
DU PONT E I DE NEMOURS & CO    COM              263534109   140228   3384091 SH       DEFINED 15 16 19         0        0  3384091
DU PONT E I DE NEMOURS & CO    COM              263534109    67487   1628669 SH       DEFINED 22 27 28         0        0  1628669
DU PONT E I DE NEMOURS & CO    COM              263534109     1767     42664 SH       DEFINED 30 34            0        0    42664
DU PONT E I DE NEMOURS & CO    COM              263534109    97313   2348870 SH       DEFINED 37 03      2130378        0   218492
DUCK HEAD APPAREL CO INC       COM              26410P103        7      8870 SH       DEFINED 32               0        0     8870
DUCOMMUN INC DEL               COM              264147109    15335   1090500 SH       DEFINED 07               0        0  1090500
DUKE ENERGY CORP               COM              264399106    31959    372700 SH       DEFINED 02 09 12         0        0   372700
DUKE ENERGY CORP               COM              264399106    92052   1073500 SH       DEFINED 15 16 20         0        0  1073500
DUKE ENERGY CORP               COM              264399106    12227    142600 SH       DEFINED 23 28 30         0        0   142600
DUKE ENERGY CORP               COM              264399106    26016    303400 SH       DEFINED 32 34            0        0   303400
DUKE ENERGY CORP               COM              264399106    28867    336668 SH       DEFINED 37 03       305668        0    31000
DUKE WEEKS REALTY CORP         COM NEW          264411505    88202   3656082 SH       DEFINED 09 11 12         0        0  3656082
DUKE WEEKS REALTY CORP         COM NEW          264411505    18687    774622 SH       DEFINED 15 18 22         0        0   774622
DUKE WEEKS REALTY CORP         COM NEW          264411505    12238    507280 SH       DEFINED 28 34 35         0        0   507280
DUKE WEEKS REALTY CORP         COM NEW          264411505    35681   1479028 SH       DEFINED 37 03      1368710        0   110318
DUN & BRADSTREET CORP DEL      COM              26483B106    22584    655800 SH       DEFINED 02 12 15         0        0   655800
DUN & BRADSTREET CORP DEL      COM              26483B106    78768   2287300 SH       DEFINED 16 28 30         0        0  2287300
DUN & BRADSTREET CORP DEL      COM              26483B106       30       900 SH       DEFINED 34               0        0      900
DUN & BRADSTREET CORP DEL      COM              26483B106    12072    350559 SH       DEFINED 03          186459        0   164100
DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104     1200    130000 SH       DEFINED 28               0        0   130000
DURA AUTOMOTIVE SYSTEMS CORP   CL A             265903104     2604    282000 SH       DEFINED 03          282000        0        0
DURA PHARMACEUTICALS INC       SUB NT CV 3.5%02 26632SAA7      970   1000000 PRN      DEFINED 11               0        0        0
DYAX CORP                      COM              26746E103      363      8300 SH       DEFINED 15               0        0     8300
DYNEGY INC NEW                 CL A             26816Q101    73983   1297956 SH       DEFINED 02 04 05         0        0  1297956
DYNEGY INC NEW                 CL A             26816Q101   381717   6696804 SH       DEFINED 06 07 09         0        0  6696804
DYNEGY INC NEW                 CL A             26816Q101   414364   7269544 SH       DEFINED 11 12 13         0        0  7269544
DYNEGY INC NEW                 CL A             26816Q101    93216   1635382 SH       DEFINED 15 16 18         0        0  1635382
DYNEGY INC NEW                 CL A             26816Q101   239479   4201388 SH       DEFINED 19 20 21         0        0  4201388
DYNEGY INC NEW                 CL A             26816Q101    77934   1367264 SH       DEFINED 23 27 28         0        0  1367264
DYNEGY INC NEW                 CL A             26816Q101    78578   1378562 SH       DEFINED 29 30 32         0        0  1378562
DYNEGY INC NEW                 CL A             26816Q101    14748    258740 SH       DEFINED 34               0        0   258740
DYNEGY INC NEW                 CL A             26816Q101   252710   4433498 SH       DEFINED 37 03      3992910        0   440588
EGL INC                        COM              268484102      449     14850 SH       DEFINED 15               0        0    14850
EGL INC                        COM              268484102      922     30500 SH       DEFINED 03           30500        0        0
ELXSI CORP                     COM NEW          268613205     2687    233700 SH       DEFINED 07               0        0   233700
E M C CORP MASS                COM              268648102   456645   4606762 SH       DEFINED 02 04 05         0        0  4606762
E M C CORP MASS                COM              268648102  2433824  24553084 SH       DEFINED 06 07 10         0        0 24553084
E M C CORP MASS                COM              268648102   526214   5308600 SH       DEFINED 11 12 13         0        0  5308600
E M C CORP MASS                COM              268648102  2535239  25576190 SH       DEFINED 15 16 19         0        0 25576190
E M C CORP MASS                COM              268648102  1032345  10414580 SH       DEFINED 20 22 23         0        0 10414580
E M C CORP MASS                COM              268648102   916151   9242382 SH       DEFINED 26 27 28         0        0  9242382
E M C CORP MASS                COM              268648102   274268   2766900 SH       DEFINED 30 32 34         0        0  2766900
E M C CORP MASS                COM              268648102   682968   6888928 SH       DEFINED 37 03      5951688        0   937240
ENSCO INTL INC                 COM              26874Q100    45214   1182090 SH       DEFINED 02 04 09         0        0  1182090
ENSCO INTL INC                 COM              26874Q100   149640   3912170 SH       DEFINED 10 11 12         0        0  3912170
ENSCO INTL INC                 COM              26874Q100   274700   7181720 SH       DEFINED 13 15 19         0        0  7181720
ENSCO INTL INC                 COM              26874Q100   110160   2880000 SH       DEFINED 20 22 23         0        0  2880000
ENSCO INTL INC                 COM              26874Q100    44240   1156610 SH       DEFINED 26 28 30         0        0  1156610
ENSCO INTL INC                 COM              26874Q100     7248    189500 SH       DEFINED 32 34            0        0   189500
ENSCO INTL INC                 COM              26874Q100   122377   3199420 SH       DEFINED 37 03      3197220        0     2200
ENI S P A                      SPONSORED ADR    26874R108    40311    761500 SH       DEFINED 19 21 34         0        0   761500
EOG RES INC                    COM              26875P101    11234    289000 SH       DEFINED 02 06 09         0        0   289000
EOG RES INC                    COM              26875P101    70958   1825300 SH       DEFINED 12 13 15         0        0  1825300
EOG RES INC                    COM              26875P101    64182   1651000 SH       DEFINED 18 20 23         0        0  1651000
EOG RES INC                    COM              26875P101    20963    539260 SH       DEFINED 28 30 32         0        0   539260
EOG RES INC                    COM              26875P101     3265     84000 SH       DEFINED 34               0        0    84000
EOG RES INC                    COM              26875P101      165      4260 SH       DEFINED 37 03         4260        0        0
E PIPHANY INC                  COM              26881V100      662      8600 SH       DEFINED 32               0        0     8600
E PIPHANY INC                  COM              26881V100     2758     35800 SH       DEFINED 03           35800        0        0
E TOWN                         COM              269242103      100      1500 SH       DEFINED 37            1500        0        0
E TRADE GROUP INC              SUB NT CV  6%07  269246AB0    37318  40730000 PRN      DEFINED 11               0        0        0
E TRADE GROUP INC              SUB NT CV  6%07  269246AB0     5488   5990000 PRN      DEFINED 03               0        0        0
E TRADE GROUP INC              COM              269246104    32833   1997500 SH       DEFINED 12 13 15         0        0  1997500
E TRADE GROUP INC              COM              269246104      328     20000 SH       DEFINED 28               0        0    20000
EARTHGRAINS CO                 COM              270319106     8374    454220 SH       DEFINED 02 12 15         0        0   454220
EARTHGRAINS CO                 COM              270319106    63520   3445200 SH       DEFINED 20 21 29         0        0  3445200
EARTHGRAINS CO                 COM              270319106    14786    802000 SH       DEFINED 32 34            0        0   802000
EARTHGRAINS CO                 COM              270319106     2739    148600 SH       DEFINED 03           26400        0   122200
EARTHWEB INC                   SB NT CV144A7%05 27032CAA6     3103   7500000 PRN      DEFINED 11               0        0        0
EAST WEST BANCORP INC          COM              27579R104     4297    219700 SH       DEFINED 07 15 26         0        0   219700
EAST WEST BANCORP INC          COM              27579R104    29048   1484900 SH       DEFINED 03         1484900        0        0
EASTERN ENTERPRISES            COM              27637F100     1355     21236 SH       DEFINED 03           21236        0        0
EASTGROUP PPTY INC             COM              277276101     3163    142200 SH       DEFINED 35               0        0   142200
EASTGROUP PPTY INC             COM              277276101     5562    250000 SH       DEFINED 03          250000        0        0
EASTMAN CHEM CO                COM              277432100     5972    161693 SH       DEFINED 15 31 32         0        0   161693
EASTMAN CHEM CO                COM              277432100     2242     60707 SH       DEFINED 37 03        60707        0        0
EASTMAN KODAK CO               COM              277461109    35226    861800 SH       DEFINED 02 07 09         0        0   861800
EASTMAN KODAK CO               COM              277461109    56842   1390646 SH       DEFINED 10 22 31         0        0  1390646
EASTMAN KODAK CO               COM              277461109    15116    369813 SH       DEFINED 37 03       252813        0   117000
EATON CORP                     COM              278058102    71565   1161310 SH       DEFINED 09 12 15         0        0  1161310
EATON CORP                     COM              278058102    26430    428900 SH       DEFINED 22 34            0        0   428900
EATON CORP                     COM              278058102    20767    337001 SH       DEFINED 03          246301        0    90700
EATON VANCE CORP               COM NON VTG      278265103     8022    157300 SH       DEFINED 02 15 26         0        0   157300
EATON VANCE CORP               COM NON VTG      278265103      765     15000 SH       DEFINED 34               0        0    15000
EBAY INC                       COM              278642103    18545    270000 SH       DEFINED 13               0        0   270000
EBAY INC                       COM              278642103        7       114 SH       DEFINED 37             114        0        0
ECHOSTAR COMMUNICATIONS NEW    SUB NT CV 144A07 278762AB5    51662  39250000 PRN      DEFINED 02 07 11         0        0        0
ECHOSTAR COMMUNICATIONS NEW    SUB NT CV 144A07 278762AB5    57921  44005000 PRN      DEFINED 22 23 27         0        0        0
ECHOSTAR COMMUNICATIONS NEW    SUB NT CV 144A07 278762AB5    13491  10250000 PRN      DEFINED 28 36            0        0        0
ECHOSTAR COMMUNICATIONS NEW    SUB NT CV 144A07 278762AB5     6265   4760000 PRN      DEFINED 03               0        0        0
ECHOSTAR COMMUNICATIONS NEW    SB NT CV4.875%07 278762AD1     8352   6345000 PRN      DEFINED 11 27 32         0        0        0
ECHOSTAR COMMUNICATIONS NEW    SB NT CV4.875%07 278762AD1     5400   4103000 PRN      DEFINED 03               0        0        0
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    30040    569490 SH       DEFINED 02 04 05         0        0   569490
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    13773    261100 SH       DEFINED 06 07 09         0        0   261100
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   802127  15206200 SH       DEFINED 10 11 13         0        0 15206200
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   223380   4234700 SH       DEFINED 15 16 20         0        0  4234700
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   274573   5205189 SH       DEFINED 22 23 25         0        0  5205189
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109   196995   3734506 SH       DEFINED 26 27 28         0        0  3734506
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    25336    480320 SH       DEFINED 30 32 34         0        0   480320
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    53032   1005360 SH       DEFINED 36               0        0  1005360
ECHOSTAR COMMUNICATIONS NEW    CL A             278762109    64685   1226260 SH       DEFINED 37 03       785760        0   440500
ECLIPSYS CORP                  COM              278856109      126      7900 SH       DEFINED 15               0        0     7900
ECOLAB INC                     COM              278865100    35293    978680 SH       DEFINED 02 11 15         0        0   978680
ECOLAB INC                     COM              278865100   100553   2788300 SH       DEFINED 16 19 23         0        0  2788300
ECOLAB INC                     COM              278865100    13230    366890 SH       DEFINED 27 28 30         0        0   366890
ECOLAB INC                     COM              278865100       79      2200 SH       DEFINED 34               0        0     2200
ECOLAB INC                     COM              278865100    19251    533845 SH       DEFINED 03          450945        0    82900
EDGEWATER TECHNOLOGY INC       COM              280358102     4167    793800 SH       DEFINED 07               0        0   793800
EDISON INTL                    COM              281020107    10685    553300 SH       DEFINED 11               0        0   553300
EDISON INTL                    COM              281020107     6764    350253 SH       DEFINED 03          335553        0    14700
EDISON SCHOOLS INC             CL A             281033100      908     28610 SH       DEFINED 02 13            0        0    28610
EDISON SCHOOLS INC             CL A             281033100     1314     41400 SH       DEFINED 03           41400        0        0
EDUCATION MGMT CORP            COM              28139T101     2693    100000 SH       DEFINED 07               0        0   100000
J D EDWARDS & CO               COM              281667105    18296    707110 SH       DEFINED 02 04 05         0        0   707110
J D EDWARDS & CO               COM              281667105    28661   1107700 SH       DEFINED 06 07 09         0        0  1107700
J D EDWARDS & CO               COM              281667105   115865   4477900 SH       DEFINED 12 15 16         0        0  4477900
J D EDWARDS & CO               COM              281667105    14498    560340 SH       DEFINED 18 19 21         0        0   560340
J D EDWARDS & CO               COM              281667105    15501    599100 SH       DEFINED 28 29 30         0        0   599100
J D EDWARDS & CO               COM              281667105    49466   1911740 SH       DEFINED 03         1724840        0   186900
EDWARDS LIFESCIENCES CORP      COM              28176E108     2011     92200 SH       DEFINED 15 26            0        0    92200
EDWARDS LIFESCIENCES CORP      COM              28176E108       30      1400 SH       DEFINED 03            1400        0        0
EDWARDS AG INC                 COM              281760108    19162    366300 SH       DEFINED 02 15 23         0        0   366300
EDWARDS AG INC                 COM              281760108     1307     25000 SH       DEFINED 34               0        0    25000
EDWARDS AG INC                 COM              281760108       62      1207 SH       DEFINED 37            1207        0        0
EFUNDS CORP                    COM              28224R101    10325   1400000 SH       DEFINED 16 26            0        0  1400000
EGLOBE INC                     COM              282339100        0       540 SH       DEFINED 03             540        0        0
EL PASO ELEC CO                COM NEW          283677854      215     15630 SH       DEFINED 02 26            0        0    15630
EL PASO ENERGY CORP DEL        COM              283905107   124075   2013400 SH       DEFINED 02 11 12         0        0  2013400
EL PASO ENERGY CORP DEL        COM              283905107   105489   1711800 SH       DEFINED 15 16 18         0        0  1711800
EL PASO ENERGY CORP DEL        COM              283905107     1879     30500 SH       DEFINED 23 34            0        0    30500
EL PASO ENERGY CORP DEL        COM              283905107    30555    495759 SH       DEFINED 37 03       445359        0    50400
ELAN PLC                       ADR              284131208   228690   4177000 SH       DEFINED 07 10 11         0        0  4177000
ELAN PLC                       ADR              284131208   365680   6679100 SH       DEFINED 13 19 20         0        0  6679100
ELAN PLC                       ADR              284131208   225738   4123080 SH       DEFINED 21 22 28         0        0  4123080
ELAN PLC                       ADR              284131208    59135   1080100 SH       DEFINED 32               0        0  1080100
ELAN PLC                       ADR              284131208    36649    669400 SH       DEFINED 37          306200        0   363200
ELANTEC SEMICONDUCTOR INC      COM              284155108    49613    498000 SH       DEFINED 02 09 20         0        0   498000
ELANTEC SEMICONDUCTOR INC      COM              284155108    13270    133200 SH       DEFINED 28 30 32         0        0   133200
ELANTEC SEMICONDUCTOR INC      COM              284155108        3        40 SH       DEFINED 03              40        0        0
ELCOR CORP                     COM              284443108       43      3010 SH       DEFINED 15 34            0        0     3010
ELCOR CORP                     COM              284443108     5041    347700 SH       DEFINED 03          347700        0        0
ELECTRONIC ARTS INC            COM              285512109   378045   7654600 SH       DEFINED 06 13 16         0        0  7654600
ELECTRONIC ARTS INC            COM              285512109   173143   3506700 SH       DEFINED 22 28            0        0  3506700
ELECTRONIC ARTS INC            COM              285512109     4764     96500 SH       DEFINED 03           65600        0    30900
ELECTRONIC DATA SYS NEW        COM              285661104   192551   4639800 SH       DEFINED 07 09 10         0        0  4639800
ELECTRONIC DATA SYS NEW        COM              285661104   366860   8840000 SH       DEFINED 12 15 16         0        0  8840000
ELECTRONIC DATA SYS NEW        COM              285661104    54464   1312400 SH       DEFINED 20 22 23         0        0  1312400
ELECTRONIC DATA SYS NEW        COM              285661104     9398    226460 SH       DEFINED 28 32            0        0   226460
ELECTRONIC DATA SYS NEW        COM              285661104    41237    993668 SH       DEFINED 37 03       868368        0   125300
ELECTRONICS BOUTIQUE HLDGS CP  COM              286045109     3958    184100 SH       DEFINED 02 26 28         0        0   184100
ELECTRONICS FOR IMAGING INC    COM              286082102    10153    402100 SH       DEFINED 02 07 15         0        0   402100
ELECTRONICS FOR IMAGING INC    COM              286082102    10524    416800 SH       DEFINED 37 03        20100        0   396700
ELLIS PERRY INTL INC           COM              288853104     6644    830600 SH       DEFINED 07 12 28         0        0   830600
ELOYALTY CORP                  COM              290151109     6378    500300 SH       DEFINED 02 15 28         0        0   500300
ELOYALTY CORP                  COM              290151109     1689    132500 SH       DEFINED 34               0        0   132500
ELOYALTY CORP                  COM              290151109     5234    410550 SH       DEFINED 03          410550        0        0
EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100    26845   1451100 SH       DEFINED 02 07 12         0        0  1451100
EMBRATEL PARTICIPACOES S A     SPON ADR PFD     29081N100     9462    511500 SH       DEFINED 19 21            0        0   511500
EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204      236     18650 SH       DEFINED 02 07 19         0        0    18650
EMBOTELLADORA ANDINA S A       SPON ADR A       29081P204     2231    175900 SH       DEFINED 21               0        0   175900
EMBREX INC                     COM              290817105     5159    389400 SH       DEFINED 07               0        0   389400
EMERGE INTERACTIVE INC         CL A             29088W103       17      1130 SH       DEFINED 28 03            0        0     1130
EMERGING MKTS TELECOMMUNICATNS COM              290887108     4875    398000 SH       DEFINED 19 21 26         0        0   398000
EMERGING MKTS INFRASTRUCTURE   COM              290921105     5906    594405 SH       DEFINED 19 21 26         0        0   594405
EMERSON ELEC CO                COM              291011104    70015   1045000 SH       DEFINED 02 05 07         0        0  1045000
EMERSON ELEC CO                COM              291011104   310584   4635590 SH       DEFINED 10 11 15         0        0  4635590
EMERSON ELEC CO                COM              291011104   122208   1824010 SH       DEFINED 16 19 26         0        0  1824010
EMERSON ELEC CO                COM              291011104     6204     92600 SH       DEFINED 28 34            0        0    92600
EMERSON ELEC CO                COM              291011104    92822   1385467 SH       DEFINED 37 03      1234367        0   151100
EMULEX CORP                    COM NEW          292475209   185921   1517730 SH       DEFINED 02 13 15         0        0  1517730
EMULEX CORP                    COM NEW          292475209    12397    101200 SH       DEFINED 34               0        0   101200
EMULEX CORP                    COM NEW          292475209   269871   2203032 SH       DEFINED 03         2202032        0     1000
ENCAL ENERGY LTD               COM              29250D107      431     69800 SH       DEFINED 02 15            0        0    69800
ENBRIDGE INC                   COM              29250N105    27509   1198020 SH       DEFINED 02 07 15         0        0  1198020
ENBRIDGE INC                   COM              29250N105     1264     54950 SH       DEFINED 21               0        0    54950
ENBRIDGE INC                   COM              29250N105     1596     73410 SH       DEFINED 03           73410        0        0
ENERGEN CORP                   COM              29265N108    13220    444400 SH       DEFINED 11 15 26         0        0   444400
ENERGEN CORP                   COM              29265N108     1627     54700 SH       DEFINED 03           47200        0     7500
ENERGY CONVERSION DEVICES INC  COM              292659109     3718    100000 SH       DEFINED 12               0        0   100000
ENERGY CONVERSION DEVICES INC  COM              292659109       19       500 SH       DEFINED 37             500        0        0
ENERGY CONVERSION DEVICES INC  WT EXP  073101   292659224     7550    400000 SH       DEFINED 12               0        0   400000
ENERGY EAST CORP               COM              29266M109    21910    968400 SH       DEFINED 02 12 32         0        0   968400
ENERGY EAST CORP               COM              29266M109       37      1700 SH       DEFINED 37            1700        0        0
ENERGY EAST CORP               COM              29266M109      889     39300 SH       DEFINED 03               0        0    39300
ENERGIZER HLDGS INC            COM              29266R108       19       867 SH       DEFINED 37             867        0        0
ENERSIS S A                    SPONSORED ADR    29274F104      758     42587 SH       DEFINED 19 21            0        0    42587
ENGELHARD CORP                 COM              292845104    59205   3643400 SH       DEFINED 07 09 12         0        0  3643400
ENGELHARD CORP                 COM              292845104     9434    580600 SH       DEFINED 15 22            0        0   580600
ENGELHARD CORP                 COM              292845104     7828    481763 SH       DEFINED 03          212863        0   268900
ENGINEERED SUPPORT SYS INC     COM              292866100     7109    371750 SH       DEFINED 07               0        0   371750
ENGINEERED SUPPORT SYS INC     COM              292866100     4339    226900 SH       DEFINED 03          226900        0        0
ENGLE HOMES INC                COM              292896107    22701   1458700 SH       DEFINED 07 12 28         0        0  1458700
ENRON CORP                     COM              293561106    23221    265010 SH       DEFINED 02 06 07         0        0   265010
ENRON CORP                     COM              293561106   757548   8645346 SH       DEFINED 09 10 11         0        0  8645346
ENRON CORP                     COM              293561106   512095   5844166 SH       DEFINED 12 13 15         0        0  5844166
ENRON CORP                     COM              293561106   242134   2763300 SH       DEFINED 16 18 20         0        0  2763300
ENRON CORP                     COM              293561106    37028    422580 SH       DEFINED 23 27 28         0        0   422580
ENRON CORP                     COM              293561106    56224    641650 SH       DEFINED 30 32 34         0        0   641650
ENRON CORP                     COM              293561106   112255   1280730 SH       DEFINED 37 03      1193230        0    87500
ENRON CORP                     PFD 2CV $10.50   293561601    54788     22900 SH       DEFINED 09 11            0        0    22900
ENTERCOM COMMUNICATIONS CORP   CL A             293639100     3230    107900 SH       DEFINED 02 09 15         0        0   107900
ENTERCOM COMMUNICATIONS CORP   CL A             293639100    24063    803800 SH       DEFINED 16 28 30         0        0   803800
ENTERCOM COMMUNICATIONS CORP   CL A             293639100       35      1200 SH       DEFINED 34               0        0     1200
ENTERCOM COMMUNICATIONS CORP   CL A             293639100     6388    213380 SH       DEFINED 03          213380        0        0
ENTERGY CORP NEW               COM              29364G103   101811   2733200 SH       DEFINED 02 06 07         0        0  2733200
ENTERGY CORP NEW               COM              29364G103   243678   6541700 SH       DEFINED 09 11 12         0        0  6541700
ENTERGY CORP NEW               COM              29364G103   108237   2905700 SH       DEFINED 15 20 22         0        0  2905700
ENTERGY CORP NEW               COM              29364G103     7847    210660 SH       DEFINED 23 28 32         0        0   210660
ENTERGY CORP NEW               COM              29364G103     5587    150000 SH       DEFINED 34               0        0   150000
ENTERGY CORP NEW               COM              29364G103    20780    557863 SH       DEFINED 37 03       338492        0   219371
ENTREMED INC                   COM              29382F103    19671    705700 SH       DEFINED 13               0        0   705700
ENTRAVISION COMMUNICATIONS CP  CL A             29382R107    11787    678400 SH       DEFINED 04 09 12         0        0   678400
ENTRAVISION COMMUNICATIONS CP  CL A             29382R107     6925    398600 SH       DEFINED 19 21 28         0        0   398600
ENTRAVISION COMMUNICATIONS CP  CL A             29382R107      887     51100 SH       DEFINED 30               0        0    51100
ENTRAVISION COMMUNICATIONS CP  CL A             29382R107        6       400 SH       DEFINED 03             400        0        0
ENZON INC                      COM              293904108    37897    574200 SH       DEFINED 02 09 15         0        0   574200
ENZON INC                      COM              293904108     9352    141700 SH       DEFINED 26 28 30         0        0   141700
ENZON INC                      COM              293904108     2013     30500 SH       DEFINED 34               0        0    30500
ENZON INC                      COM              293904108       13       210 SH       DEFINED 03             210        0        0
EPCOS AG                       ARD              29410P107    68768    850300 SH       DEFINED 13               0        0   850300
ENZO BIOCHEM INC               COM              294100102    18827    388200 SH       DEFINED 15 28            0        0   388200
EPRISE CORP                    COM              294352109     1633    189400 SH       DEFINED 02 34            0        0   189400
EQUIFAX INC                    COM              294429105      665     24700 SH       DEFINED 15               0        0    24700
EQUIFAX INC                    COM              294429105     2979    110605 SH       DEFINED 03          110605        0        0
EQUINOX SYS INC                COM              294436100     3539    544600 SH       DEFINED 07               0        0   544600
EQUITABLE RES INC              COM              294549100    17935    283000 SH       DEFINED 02 09 15         0        0   283000
EQUITABLE RES INC              COM              294549100    11927    188200 SH       DEFINED 23 26 28         0        0   188200
EQUITABLE RES INC              COM              294549100     1235     19500 SH       DEFINED 30               0        0    19500
EQUITABLE RES INC              COM              294549100      408      6440 SH       DEFINED 03            6440        0        0
EQUITY INCOME FD               UT 1 EX SR-ATT   294700703      217      1400 SH       DEFINED 37            1400        0        0
EQUITY OFFICE PROPERTIES TRUST COM              294741103   137349   4421720 SH       DEFINED 06 07 09         0        0  4421720
EQUITY OFFICE PROPERTIES TRUST COM              294741103   277161   8922700 SH       DEFINED 10 11 12         0        0  8922700
EQUITY OFFICE PROPERTIES TRUST COM              294741103   222301   7156590 SH       DEFINED 15 16 18         0        0  7156590
EQUITY OFFICE PROPERTIES TRUST COM              294741103    81526   2624600 SH       DEFINED 20 21 22         0        0  2624600
EQUITY OFFICE PROPERTIES TRUST COM              294741103    24859    800300 SH       DEFINED 29 30 32         0        0   800300
EQUITY OFFICE PROPERTIES TRUST COM              294741103    34834   1121439 SH       DEFINED 34 35            0        0  1121439
EQUITY OFFICE PROPERTIES TRUST COM              294741103    88799   2858721 SH       DEFINED 37 03      2727121        0   131600
EQUITY OFFICE PROPERTIES TRUST PFD CV B 5.25%   294741509     1288     28000 SH       DEFINED 33               0        0    28000
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107   152010   3166892 SH       DEFINED 06 07 09         0        0  3166892
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107   158654   3305300 SH       DEFINED 10 11 12         0        0  3305300
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107   202212   4212765 SH       DEFINED 15 16 20         0        0  4212765
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    35006    729300 SH       DEFINED 21 22 23         0        0   729300
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    15960    332500 SH       DEFINED 29 30 32         0        0   332500
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    22605    470939 SH       DEFINED 34 35            0        0   470939
EQUITY RESIDENTIAL PPTYS TR    SH BEN INT       29476L107    47553    990700 SH       DEFINED 03          944900        0    45800
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   131460   8875000 SH       DEFINED 05 06 10         0        0  8875000
ERICSSON L M TEL CO            ADR CL B SEK10   294821400    86282   5825000 SH       DEFINED 11 12 13         0        0  5825000
ERICSSON L M TEL CO            ADR CL B SEK10   294821400   136129   9190210 SH       DEFINED 15 19 21         0        0  9190210
ERICSSON L M TEL CO            ADR CL B SEK10   294821400    57324   3870000 SH       DEFINED 28 30            0        0  3870000
ERICSSON L M TEL CO            ADR CL B SEK10   294821400       86      5436 SH       DEFINED 37            5436        0        0
ERICSSON L M TEL CO            ADR CL B SEK10   294821400      237     16000 SH       DEFINED 03               0        0    16000
ESPEED INC                     CL A             296643109     1669     58700 SH       DEFINED 15               0        0    58700
ESPIRITO SANTO FINL GROUP SA   SPONSORED ADR    29665F200     9931    521000 SH       DEFINED 19 21            0        0   521000
ESSEX PPTY TR INC              COM              297178105     6296    113700 SH       DEFINED 26 35            0        0   113700
ESSEX PPTY TR INC              COM              297178105     7652    138200 SH       DEFINED 03          138200        0        0
ESTERLINE TECHNOLOGIES CORP    COM              297425100     4748    241200 SH       DEFINED 07 15            0        0   241200
ETHAN ALLEN INTERIORS INC      COM              297602104       62      2200 SH       DEFINED 15               0        0     2200
ETOYS INC                      COM              297862104     2136    400000 SH       DEFINED 05 06            0        0   400000
EUROPEAN WT FD INC             COM              298792102     8597    592900 SH       DEFINED 02 19 21         0        0   592900
EUROPEAN WT FD INC             COM              298792102     5247    361900 SH       DEFINED 22 03            0        0   361900
EXACTECH INC                   COM              30064E109     3992    229800 SH       DEFINED 07               0        0   229800
EXAR CORP                      COM              300645108    21780    180000 SH       DEFINED 20 32            0        0   180000
EXCEL LEGACY CORP              COM              300665106     2430   1023500 SH       DEFINED 35               0        0  1023500
EXCEL LEGACY CORP              COM              300665106     4902   2064100 SH       DEFINED 03         2064100        0        0
EXCEL TECHNOLOGY INC           COM              30067T103      201      6300 SH       DEFINED 12 28            0        0     6300
EXCHANGE APPLICATIONS          COM              300867108      413     91300 SH       DEFINED 26               0        0    91300
EXCHANGE APPLICATIONS          COM              300867108        0        60 SH       DEFINED 03              60        0        0
EXELIXIS INC                   COM              30161Q104    46055   1467900 SH       DEFINED 02 07 15         0        0  1467900
EXELIXIS INC                   COM              30161Q104    24347    776000 SH       DEFINED 22 26 28         0        0   776000
EXELIXIS INC                   COM              30161Q104     6042    192600 SH       DEFINED 34               0        0   192600
EXELIXIS INC                   COM              30161Q104     5201    165800 SH       DEFINED 03          165800        0        0
EXTENDED SYSTEMS INC           COM              301973103    30132    560600 SH       DEFINED 02 11 13         0        0   560600
EXTENDED SYSTEMS INC           COM              301973103    14351    267000 SH       DEFINED 15 26 28         0        0   267000
EXTENDED SYSTEMS INC           COM              301973103     1720     32000 SH       DEFINED 34               0        0    32000
EXTENDED SYSTEMS INC           COM              301973103     8884    165300 SH       DEFINED 03          165300        0        0
EXFO ELECTRO OPTICAL ENGR INC  SUB VTG SHS      302043104      367      8400 SH       DEFINED 02               0        0     8400
EXIDE CORP                     COM              302051107      193     21300 SH       DEFINED 25 27 32         0        0    21300
EXODUS COMMUNICATIONS INC      COM              302088109    17605    356565 SH       DEFINED 02 06 07         0        0   356565
EXODUS COMMUNICATIONS INC      COM              302088109   352374   7136700 SH       DEFINED 09 10 13         0        0  7136700
EXODUS COMMUNICATIONS INC      COM              302088109   228994   4637870 SH       DEFINED 15 16 19         0        0  4637870
EXODUS COMMUNICATIONS INC      COM              302088109   143379   2903880 SH       DEFINED 22 23 28         0        0  2903880
EXODUS COMMUNICATIONS INC      COM              302088109    16881    341900 SH       DEFINED 34               0        0   341900
EXODUS COMMUNICATIONS INC      COM              302088109    35172    712350 SH       DEFINED 03          504330        0   208020
EXPEDITORS INTL WASH INC       COM              302130109     8111    180010 SH       DEFINED 02 12 15         0        0   180010
EXPEDITORS INTL WASH INC       COM              302130109   162535   3606900 SH       DEFINED 16 20 23         0        0  3606900
EXPEDITORS INTL WASH INC       COM              302130109    24005    532720 SH       DEFINED 28 32 34         0        0   532720
EXPEDITORS INTL WASH INC       COM              302130109    18882    419040 SH       DEFINED 03          263240        0   155800
EXPRESS SCRIPTS INC            CL A             302182100    98939   1369400 SH       DEFINED 02 09 10         0        0  1369400
EXPRESS SCRIPTS INC            CL A             302182100    59172    819000 SH       DEFINED 13 15 16         0        0   819000
EXPRESS SCRIPTS INC            CL A             302182100    49593    686410 SH       DEFINED 23 28 30         0        0   686410
EXPRESS SCRIPTS INC            CL A             302182100     2456     34000 SH       DEFINED 34               0        0    34000
EXPRESS SCRIPTS INC            CL A             302182100    12298    170220 SH       DEFINED 03          146970        0    23250
EXTENDED STAY AMER INC         COM              30224P101    79221   5979003 SH       DEFINED 02 10 23         0        0  5979003
EXTENDED STAY AMER INC         COM              30224P101        1       140 SH       DEFINED 26               0        0      140
EXTENSITY INC                  COM              302255104     1213     57800 SH       DEFINED 26               0        0    57800
EXTREME NETWORKS INC           COM              30226D106    21892    191200 SH       DEFINED 02 05 13         0        0   191200
EXTREME NETWORKS INC           COM              30226D106   150494   1314360 SH       DEFINED 15 20 26         0        0  1314360
EXTREME NETWORKS INC           COM              30226D106    18423    160900 SH       DEFINED 28 32 34         0        0   160900
EXTREME NETWORKS INC           COM              30226D106    19396    169400 SH       DEFINED 03          151800        0    17600
EXXON MOBIL CORP               COM              30231G102   386195   4333192 SH       DEFINED 02 04 05         0        0  4333192
EXXON MOBIL CORP               COM              30231G102  1570242  17618431 SH       DEFINED 06 07 08         0        0 17618431
EXXON MOBIL CORP               COM              30231G102  4504332  50539496 SH       DEFINED 09 10 11         0        0 50539496
EXXON MOBIL CORP               COM              30231G102  2235049  25077690 SH       DEFINED 12 15 16         0        0 25077690
EXXON MOBIL CORP               COM              30231G102  1058033  11871344 SH       DEFINED 18 19 20         0        0 11871344
EXXON MOBIL CORP               COM              30231G102   930065  10435518 SH       DEFINED 22 23 26         0        0 10435518
EXXON MOBIL CORP               COM              30231G102   868029   9739456 SH       DEFINED 27 28 30         0        0  9739456
EXXON MOBIL CORP               COM              30231G102   346238   3884860 SH       DEFINED 31 32 34         0        0  3884860
EXXON MOBIL CORP               COM              30231G102   831942   9334543 SH       DEFINED 37 03      8010490        0  1324053
FEI CO                         COM              30241L109     8037    370600 SH       DEFINED 09 28 30         0        0   370600
FEI CO                         COM              30241L109        4       190 SH       DEFINED 03             190        0        0
F M C CORP                     COM NEW          302491303    23537    350980 SH       DEFINED 02 04 09         0        0   350980
F M C CORP                     COM NEW          302491303    14238    212320 SH       DEFINED 15 16 19         0        0   212320
F M C CORP                     COM NEW          302491303     8188    122100 SH       DEFINED 21 23 28         0        0   122100
F M C CORP                     COM NEW          302491303      972     14500 SH       DEFINED 30 34            0        0    14500
F M C CORP                     COM NEW          302491303    16039    239170 SH       DEFINED 37 03       233770        0     5400
FPIC INS GROUP INC             COM              302563101     6622    473000 SH       DEFINED 07               0        0   473000
FPL GROUP INC                  COM              302571104    41133    625600 SH       DEFINED 02 12 23         0        0   625600
FPL GROUP INC                  COM              302571104    16437    250000 SH       DEFINED 32               0        0   250000
FPL GROUP INC                  COM              302571104    11401    173416 SH       DEFINED 37 03       139716        0    33700
FSI INTL INC                   COM              302633102     2657    186500 SH       DEFINED 26               0        0   186500
F Y I INC                      COM              302712104      310      8300 SH       DEFINED 03            8300        0        0
FACTORY 2-U INC                COM              303072102     3633    118900 SH       DEFINED 26               0        0   118900
FACTSET RESH SYS INC           COM              303075105    16626    442200 SH       DEFINED 13 28            0        0   442200
FACTSET RESH SYS INC           COM              303075105     2041     54300 SH       DEFINED 03           54300        0        0
FAIR ISAAC & CO INC            COM              303250104    11455    268350 SH       DEFINED 02 07 26         0        0   268350
FAIR ISAAC & CO INC            COM              303250104        2        60 SH       DEFINED 28               0        0       60
FAIR ISAAC & CO INC            COM              303250104     2945     69000 SH       DEFINED 03           69000        0        0
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103    75706   2691800 SH       DEFINED 02 06 07         0        0  2691800
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103    13477    479200 SH       DEFINED 11 12 13         0        0   479200
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103    26730    950400 SH       DEFINED 15 22 27         0        0   950400
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103     7335    260800 SH       DEFINED 28 30 34         0        0   260800
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103     9365    333000 SH       DEFINED 36               0        0   333000
FAIRCHILD SEMICONDUCTOR INTL   CL A             303726103    13649    485300 SH       DEFINED 03          303400        0   181900
FAIRFIELD CMNTYS INC           COM PAR $0.01    304231301      429     42400 SH       DEFINED 26               0        0    42400
FAMILY DLR STORES INC          COM              307000109     3850    200000 SH       DEFINED 16               0        0   200000
FAMILY DLR STORES INC          COM              307000109      238     12400 SH       DEFINED 03           12400        0        0
FANSTEEL INC DEL               COM              307260109     3034    866900 SH       DEFINED 07               0        0   866900
FARM FAMILY HLDGS INC          COM              307901108    11385    360000 SH       DEFINED 07               0        0   360000
FASTENAL CO                    COM              311900104    34500    598700 SH       DEFINED 15 20 28         0        0   598700
FASTENAL CO                    COM              311900104     5410     93900 SH       DEFINED 32               0        0    93900
FEDERAL AGRIC MTG CORP         CL C             313148306     5934    336700 SH       DEFINED 13 26            0        0   336700
FEDERAL AGRIC MTG CORP         CL C             313148306     2909    165100 SH       DEFINED 03          165100        0        0
FEDERAL HOME LN MTG CORP       COM              313400301   250039   4625000 SH       DEFINED 02 04 05         0        0  4625000
FEDERAL HOME LN MTG CORP       COM              313400301  1167265  21591030 SH       DEFINED 06 07 09         0        0 21591030
FEDERAL HOME LN MTG CORP       COM              313400301  1279491  23666887 SH       DEFINED 10 11 12         0        0 23666887
FEDERAL HOME LN MTG CORP       COM              313400301  1193143  22069700 SH       DEFINED 13 15 16         0        0 22069700
FEDERAL HOME LN MTG CORP       COM              313400301    95233   1761540 SH       DEFINED 18 19 21         0        0  1761540
FEDERAL HOME LN MTG CORP       COM              313400301   284033   5253800 SH       DEFINED 22 23 26         0        0  5253800
FEDERAL HOME LN MTG CORP       COM              313400301   699895  12946050 SH       DEFINED 27 28 29         0        0 12946050
FEDERAL HOME LN MTG CORP       COM              313400301   127174   2352362 SH       DEFINED 30 34            0        0  2352362
FEDERAL HOME LN MTG CORP       COM              313400301   397022   7343767 SH       DEFINED 37 03      4828067        0  2515700
FEDERAL NATL MTG ASSN          COM              313586109   434169   6072300 SH       DEFINED 02 04 05         0        0  6072300
FEDERAL NATL MTG ASSN          COM              313586109  1952925  27313640 SH       DEFINED 06 07 09         0        0 27313640
FEDERAL NATL MTG ASSN          COM              313586109  2191896  30655900 SH       DEFINED 10 11 12         0        0 30655900
FEDERAL NATL MTG ASSN          COM              313586109  2843519  39769500 SH       DEFINED 13 15 16         0        0 39769500
FEDERAL NATL MTG ASSN          COM              313586109   454664   6358940 SH       DEFINED 18 19 20         0        0  6358940
FEDERAL NATL MTG ASSN          COM              313586109   730826  10221350 SH       DEFINED 21 22 23         0        0 10221350
FEDERAL NATL MTG ASSN          COM              313586109   890494  12454462 SH       DEFINED 26 27 28         0        0 12454462
FEDERAL NATL MTG ASSN          COM              313586109   206198   2883900 SH       DEFINED 29 30 32         0        0  2883900
FEDERAL NATL MTG ASSN          COM              313586109    31941    446735 SH       DEFINED 34               0        0   446735
FEDERAL NATL MTG ASSN          COM              313586109   607676   8499043 SH       DEFINED 37 03      6539583        0  1959460
FEDERAL REALTY INVT TR         SH BEN INT NEW   313747206     3203    167500 SH       DEFINED 09               0        0   167500
FEDERAL SCREW WKS              COM              313819104     4569    108800 SH       DEFINED 07               0        0   108800
FEDERAL SIGNAL CORP            COM              313855108      107      5400 SH       DEFINED 15               0        0     5400
FEDERAL SIGNAL CORP            COM              313855108    32028   1611500 SH       DEFINED 03         1596600        0    14900
FEDERATED DEPT STORES INC DEL  COM              31410H101    73465   2812070 SH       DEFINED 02 07 09         0        0  2812070
FEDERATED DEPT STORES INC DEL  COM              31410H101    65396   2503200 SH       DEFINED 12 15 18         0        0  2503200
FEDERATED DEPT STORES INC DEL  COM              31410H101    29853   1142700 SH       DEFINED 22 34            0        0  1142700
FEDERATED DEPT STORES INC DEL  COM              31410H101    17692    677208 SH       DEFINED 03          204389        0   472819
FEDERATED INVS INC PA          CL B             314211103    21186    856000 SH       DEFINED 02 15 34         0        0   856000
FEDERATED INVS INC PA          CL B             314211103    10341    417850 SH       DEFINED 03          417850        0        0
FEDEX CORP                     COM              31428X106     2934     66180 SH       DEFINED 12 15 28         0        0    66180
FEDEX CORP                     COM              31428X106       44      1000 SH       DEFINED 34               0        0     1000
FEDEX CORP                     COM              31428X106    10067    227046 SH       DEFINED 03          227046        0        0
FERRO CORP                     COM              315405100    58520   3069920 SH       DEFINED 12 15 34         0        0  3069920
FERRO CORP                     COM              315405100    13906    729500 SH       DEFINED 03           43350        0   686150
FIFTH THIRD BANCORP            COM              316773100   110166   2044850 SH       DEFINED 02 15 20         0        0  2044850
FIFTH THIRD BANCORP            COM              316773100    23847    442650 SH       DEFINED 32 34            0        0   442650
FIFTH THIRD BANCORP            COM              316773100    19803    367634 SH       DEFINED 37 03       367634        0        0
FILA HLDG SPA                  SPONSORED ADR    316850106    11548   1265600 SH       DEFINED 02 21            0        0  1265600
FILENET CORP                   COM              316869106    46561   2560100 SH       DEFINED 13 26            0        0  2560100
FINANCIAL INDS CORP            COM              317574101     2934    326000 SH       DEFINED 07               0        0   326000
FINISAR                        COM              31787A101    71535   1478780 SH       DEFINED 13 15            0        0  1478780
FINLAY ENTERPRISES INC         COM NEW          317884203    14590   1042200 SH       DEFINED 07               0        0  1042200
FINISH LINE INC                CL A             317923100    13833   1891700 SH       DEFINED 07               0        0  1891700
FIREPOND INC                   COM              318224102     1138     78500 SH       DEFINED 26               0        0    78500
FIRST BANCORP P R              COM              318672102    65472   2679200 SH       DEFINED 07               0        0  2679200
FIRST BANCORP N C              COM              318910106      201     13000 SH       DEFINED 07               0        0    13000
FIRST FED S&L EAST HARTFORD CT COM              319944104     1050     35300 SH       DEFINED 15               0        0    35300
FIRST DATA CORP                COM              319963104   195351   5001000 SH       DEFINED 02 05 10         0        0  5001000
FIRST DATA CORP                COM              319963104    50718   1298400 SH       DEFINED 12 15 16         0        0  1298400
FIRST DATA CORP                COM              319963104    15292    391500 SH       DEFINED 26 28 32         0        0   391500
FIRST DATA CORP                COM              319963104    33418    855620 SH       DEFINED 37 03       754220        0   101400
FIRST FED BANKSHARES INC DEL   COM              32020V100     1159    133500 SH       DEFINED 07               0        0   133500
FIRST HORIZON PHARMACEUTICAL   COM              32051K106      355     19640 SH       DEFINED 02 26            0        0    19640
FIRST INDUSTRIAL REALTY TRUST  COM              32054K103      461     15000 SH       DEFINED 15 34            0        0    15000
FIRST IND CORP                 COM              32054R108      357     13700 SH       DEFINED 26               0        0    13700
FIRST HEALTH GROUP CORP        COM              320960107    12683    393300 SH       DEFINED 02 09 15         0        0   393300
FIRST HEALTH GROUP CORP        COM              320960107     3347    103800 SH       DEFINED 26 28 30         0        0   103800
FIRST HEALTH GROUP CORP        COM              320960107      812     25200 SH       DEFINED 34               0        0    25200
FIRST HEALTH GROUP CORP        COM              320960107    14607    452960 SH       DEFINED 03          452960        0        0
FIRST MUTUAL BANCSHARES INC    COM              32190E102      614     62200 SH       DEFINED 07               0        0    62200
FIRST PHILIPPINE FD INC        COM              336100102      347    101000 SH       DEFINED 19 21            0        0   101000
FIRST SEC CORP DEL             COM              336294103     2681    164400 SH       DEFINED 02 15 34         0        0   164400
FIRST ST BANCORPORATION        COM              336453105      158     12900 SH       DEFINED 26               0        0    12900
FIRST UN CORP                  COM              337358105    12813    398100 SH       DEFINED 02 07 11         0        0   398100
FIRST UN CORP                  COM              337358105    15825    491663 SH       DEFINED 12 15 28         0        0   491663
FIRST UN CORP                  COM              337358105     2367     73548 SH       DEFINED 34               0        0    73548
FIRST UN CORP                  COM              337358105    25142    781128 SH       DEFINED 37 03       781128        0        0
FIRST VA BANKS INC             COM              337477103     2131     50000 SH       DEFINED 15               0        0    50000
FIRST WASH RLTY TR INC         COM              337489504     4344    171200 SH       DEFINED 12 35            0        0   171200
FIRST WASH RLTY TR INC         COM              337489504     2788    109900 SH       DEFINED 03          109900        0        0
FIRSTAR CORP NEW WIS           COM              33763V109    44147   1973064 SH       DEFINED 02 07 09         0        0  1973064
FIRSTAR CORP NEW WIS           COM              33763V109    27344   1222110 SH       DEFINED 12 15 19         0        0  1222110
FIRSTAR CORP NEW WIS           COM              33763V109    78301   3499500 SH       DEFINED 20 22 23         0        0  3499500
FIRSTAR CORP NEW WIS           COM              33763V109    21176    946450 SH       DEFINED 28 32 34         0        0   946450
FIRSTAR CORP NEW WIS           COM              33763V109    40862   1826186 SH       DEFINED 37 03      1769286        0    56900
FISERV INC                     COM              337738108    54568    911375 SH       DEFINED 02 09 15         0        0   911375
FISERV INC                     COM              337738108    35913    599800 SH       DEFINED 20 23 28         0        0   599800
FISERV INC                     COM              337738108     9106    152100 SH       DEFINED 30 32            0        0   152100
FISERV INC                     COM              337738108      696     11630 SH       DEFINED 03           11630        0        0
FIRSTFED FINL CORP             COM              337907109     2996    130300 SH       DEFINED 15 26            0        0   130300
FIRSTMERIT CORP                COM              337915102       41      1676 SH       DEFINED 37            1676        0        0
FIRSTENERGY CORP               COM              337932107     4856    180304 SH       DEFINED 37 03       180304        0        0
FISHER SCIENTIFIC INTL INC     COM NEW          338032204      405     12000 SH       DEFINED 15               0        0    12000
FLANIGANS ENTERPRISES INC      COM              338517105      804    195000 SH       DEFINED 07               0        0   195000
FLEETBOSTON FINL CORP          COM              339030108    64723   1659575 SH       DEFINED 02 05 06         0        0  1659575
FLEETBOSTON FINL CORP          COM              339030108   552005  14153979 SH       DEFINED 07 09 10         0        0 14153979
FLEETBOSTON FINL CORP          COM              339030108   132424   3395488 SH       DEFINED 11 12 15         0        0  3395488
FLEETBOSTON FINL CORP          COM              339030108   175191   4492098 SH       DEFINED 16 18 22         0        0  4492098
FLEETBOSTON FINL CORP          COM              339030108    17161    440043 SH       DEFINED 26 28 30         0        0   440043
FLEETBOSTON FINL CORP          COM              339030108     8216    210676 SH       DEFINED 34               0        0   210676
FLEETBOSTON FINL CORP          COM              339030108    63274   1622359 SH       DEFINED 37 03      1262359        0   360000
FLEMING COS INC                COM              339130106    43820   3354696 SH       DEFINED 12 20 26         0        0  3354696
FLEMING COS INC                COM              339130106    10206    781333 SH       DEFINED 32 03            0        0   781333
FLORIDA EAST COAST INDS        COM              340632108       86      2100 SH       DEFINED 15               0        0     2100
FLORIDA PROGRESS CORP          COM              341109106     2101     39700 SH       DEFINED 02 23 32         0        0    39700
FLORIDA PROGRESS CORP          COM              341109106     4183     79031 SH       DEFINED 37 03        79031        0        0
FLORIDA ROCK INDS INC          COM              341140101    20032    507950 SH       DEFINED 02 05 06         0        0   507950
FLORIDA ROCK INDS INC          COM              341140101    35202    892610 SH       DEFINED 13 28            0        0   892610
FLORIDA ROCK INDS INC          COM              341140101    31277    793100 SH       DEFINED 03          793100        0        0
FLOWERS INDS INC               COM              343496105      405     20800 SH       DEFINED 15               0        0    20800
FLUOR CORP                     COM              343861100    20565    685520 SH       DEFINED 02 04 06         0        0   685520
FLUOR CORP                     COM              343861100   135925   4530838 SH       DEFINED 12 13 15         0        0  4530838
FLUOR CORP                     COM              343861100    32529   1084300 SH       DEFINED 18 19 22         0        0  1084300
FLUOR CORP                     COM              343861100    52918   1763940 SH       DEFINED 23 28 34         0        0  1763940
FLUOR CORP                     COM              343861100    29279    975987 SH       DEFINED 03          588487        0   387500
FOAMEX INTL INC                COM              344123104      625    100000 SH       DEFINED 12               0        0   100000
FOMENTO ECONOMICO MEXICANO SA  SPON ADR UNITS   344419106      421     10800 SH       DEFINED 02 07 19         0        0    10800
FOMENTO ECONOMICO MEXICANO SA  SPON ADR UNITS   344419106     3603     92400 SH       DEFINED 21               0        0    92400
FOOTSTAR INC                   COM              344912100    31818    984700 SH       DEFINED 07               0        0   984700
FORCENERGY INC                 COM NEW          345206205    10345    396000 SH       DEFINED 07 15            0        0   396000
FORCENERGY INC                 COM NEW          345206205     7197    275500 SH       DEFINED 03          275500        0        0
FORD MTR CO DEL                COM PAR $0.01    345370860   498436  19691311 SH       DEFINED 10 15 16         0        0 19691311
FORD MTR CO DEL                COM PAR $0.01    345370860    12534    495201 SH       DEFINED 18 34            0        0   495201
FORD MTR CO DEL                COM PAR $0.01    345370860    39125   1545994 SH       DEFINED 37 03      1541137        0     4857
FOREST LABS INC                COM              345838106    28981    252700 SH       DEFINED 02 09 12         0        0   252700
FOREST LABS INC                COM              345838106    29256    255100 SH       DEFINED 13 23 28         0        0   255100
FOREST LABS INC                COM              345838106    11946    104170 SH       DEFINED 30 32            0        0   104170
FOREST LABS INC                COM              345838106      946      8220 SH       DEFINED 37 03         8220        0        0
FOREST OIL CORP                COM NEW          346091606     5531    341700 SH       DEFINED 03          341700        0        0
FORRESTER RESH INC             COM              346563109     3901     61200 SH       DEFINED 26               0        0    61200
FORRESTER RESH INC             COM              346563109     1351     21200 SH       DEFINED 03           21200        0        0
FORT JAMES CORP                COM              347471104    46574   1523906 SH       DEFINED 12 15            0        0  1523906
FORT JAMES CORP                COM              347471104    16513    540302 SH       DEFINED 37 03       264502        0   275800
FORTUNE BRANDS INC             COM              349631101    74602   2815200 SH       DEFINED 09 16 22         0        0  2815200
FORTUNE BRANDS INC             COM              349631101     4642    175184 SH       DEFINED 37 03       123884        0    51300
FORTUNE FINL INC               COM              34965T108      308    112300 SH       DEFINED 07               0        0   112300
FORWARD AIR CORP               COM              349853101     9370    266300 SH       DEFINED 09 15 26         0        0   266300
FORWARD AIR CORP               COM              349853101    15205    432135 SH       DEFINED 28 30            0        0   432135
FORWARD AIR CORP               COM              349853101    13460    382550 SH       DEFINED 03          382550        0        0
FOSSIL INC                     COM              349882100    31408   2359300 SH       DEFINED 07 28            0        0  2359300
FOUNDATION HEALTH SYS INC      COM              350404109     3225    194000 SH       DEFINED 02 13 15         0        0   194000
FOUNDATION HEALTH SYS INC      COM              350404109      367     22100 SH       DEFINED 23               0        0    22100
FOUNDATION HEALTH SYS INC      COM              350404109      706     42500 SH       DEFINED 03           42500        0        0
FOUNDRY NETWORKS INC           COM              35063R100    47158    704520 SH       DEFINED 11 13 15         0        0   704520
FOUNDRY NETWORKS INC           COM              35063R100    13956    208500 SH       DEFINED 20 32            0        0   208500
FOUNDRY NETWORKS INC           COM              35063R100     7550    112800 SH       DEFINED 03          111000        0     1800
4 KIDS ENTMT INC               COM              350865101       50      3000 SH       DEFINED 37            3000        0        0
FOUR SEASONS HOTEL INC         LYON ZERO CPN 29 35100EAD6     3695   9000000 PRN      DEFINED 11               0        0        0
FOUR SEASONS HOTEL INC         LTD VTG SH       35100E104    15271    205500 SH       DEFINED 02 09 13         0        0   205500
FOUR SEASONS HOTEL INC         LTD VTG SH       35100E104     3665     49300 SH       DEFINED 19 28 30         0        0    49300
FOUR SEASONS HOTEL INC         LTD VTG SH       35100E104     6130     82590 SH       DEFINED 03           82590        0        0
FOX ENTMT GROUP INC            CL A             35138T107    35856   1353090 SH       DEFINED 02 04 05         0        0  1353090
FOX ENTMT GROUP INC            CL A             35138T107   113510   4283400 SH       DEFINED 06 07 09         0        0  4283400
FOX ENTMT GROUP INC            CL A             35138T107    79136   2986290 SH       DEFINED 10 15 19         0        0  2986290
FOX ENTMT GROUP INC            CL A             35138T107   112964   4262800 SH       DEFINED 20 22 26         0        0  4262800
FOX ENTMT GROUP INC            CL A             35138T107   136106   5136100 SH       DEFINED 28 30 32         0        0  5136100
FOX ENTMT GROUP INC            CL A             35138T107      188      7100 SH       DEFINED 34               0        0     7100
FOX ENTMT GROUP INC            CL A             35138T107    26978   1018050 SH       DEFINED 03          783850        0   234200
FRANCE GROWTH FD INC           COM              35177K108     4271    338300 SH       DEFINED 19 21            0        0   338300
FRANCE TELECOM                 SPONSORED ADR    35177Q105      599      5700 SH       DEFINED 19               0        0     5700
FRANCHISE FIN CORP AMER        COM              351807102     1856     82500 SH       DEFINED 35               0        0    82500
FRANCHISE FIN CORP AMER        COM              351807102     3381    150300 SH       DEFINED 03          150300        0        0
FRANKLIN RES INC               COM              354613101    30758    692300 SH       DEFINED 02 15 34         0        0   692300
FRANKLIN RES INC               COM              354613101     8473    190715 SH       DEFINED 37 03       190715        0        0
FREDS INC                      CL A             356108100    16407    731275 SH       DEFINED 07 26 28         0        0   731275
FREDS INC                      CL A             356108100    13152    586200 SH       DEFINED 03          586200        0        0
FREEMARKETS INC                COM              356602102    22934    401480 SH       DEFINED 15 23 28         0        0   401480
FREEMARKETS INC                COM              356602102     2079     36400 SH       DEFINED 03            4700        0    31700
FREEPORT-MCMORAN COPPER & GOLD CL B             35671D857     1095    124350 SH       DEFINED 03          124350        0        0
FREMONT GEN CORP               COM              357288109     2874    836100 SH       DEFINED 07               0        0   836100
FREQUENCY ELECTRS INC          COM              358010106    16058    700000 SH       DEFINED 02               0        0   700000
FRESENIUS MED CARE AG          SPONSORED ADR    358029106    15561    520901 SH       DEFINED 19 21            0        0   520901
FRIEDE GOLDMAN HALTER INC      SR SB NTCV4.5%04 358430AA4     7063  12670000 PRN      DEFINED 27               0        0        0
FRIEDE GOLDMAN HALTER INC      SR SB NTCV4.5%04 358430AA4     4002   7180000 PRN      DEFINED 03               0        0        0
FRIEDE GOLDMAN HALTER INC      COM              358430106     1412    200000 SH       DEFINED 15               0        0   200000
FRIEDMANS INC                  CL A             358438109     6718   1343700 SH       DEFINED 07               0        0  1343700
FRITZ COS INC                  COM              358846103     6934    577900 SH       DEFINED 15 20 32         0        0   577900
FRONTIER AIRLINES INC NEW      COM              359065109      857     44100 SH       DEFINED 13 15            0        0    44100
FRONTIER AIRLINES INC NEW      COM              359065109     3695    190100 SH       DEFINED 03          190100        0        0
FRONTIER OIL CORP              COM              35914P105     8874   1203300 SH       DEFINED 26 28            0        0  1203300
FRONTIER OIL CORP              COM              35914P105     1124    152500 SH       DEFINED 03          152500        0        0
FRONTLINE LTD                  SPONSORED ADR    35921R102       33      2140 SH       DEFINED 15 34            0        0     2140
FUJI PHOTO FILM LTD            ADR              359586302       30       900 SH       DEFINED 37             900        0        0
FULLER H B CO                  COM              359694106        2        83 SH       DEFINED 26               0        0       83
FURNITURE BRANDS INTL INC      COM              360921100      369     22200 SH       DEFINED 15 28            0        0    22200
FURNITURE BRANDS INTL INC      COM              360921100      320     19300 SH       DEFINED 03           19300        0        0
GATX CORP                      COM              361448103      188      4500 SH       DEFINED 15               0        0     4500
GBC BANCORP CALIF              COM              361475106     4094    120200 SH       DEFINED 07 26            0        0   120200
GC COS INC                     COM              36155Q109        0       240 SH       DEFINED 37             240        0        0
GPU INC                        COM              36225X100     3064     94464 SH       DEFINED 03           94464        0        0
GSE SYS INC                    COM              36227K106      123     52000 SH       DEFINED 07               0        0    52000
GSI LUMONICS INC               COM              36229U102     6368    387700 SH       DEFINED 02 21            0        0   387700
GT GROUP TELECOM INC           CL B NON VTG     362359408       92      7000 SH       DEFINED 21               0        0     7000
GABELLI GLOBAL MULTIMEDIA TR   COM              36239Q109        5       443 SH       DEFINED 37             443        0        0
GABELLI ASSET MGMT INC         CL A             36239Y102      589     19660 SH       DEFINED 02 26            0        0    19660
GABELLI EQUITY TR INC          COM              362397101       22      1949 SH       DEFINED 37            1949        0        0
GABLES RESIDENTIAL TR          SH BEN INT       362418105     6606    243000 SH       DEFINED 09               0        0   243000
GADZOOKS INC                   COM              362553109    15116    845700 SH       DEFINED 07 12 28         0        0   845700
GALEY & LORD INC               COM              36352K103     2038    509650 SH       DEFINED 12 28            0        0   509650
GALLAGHER ARTHUR J & CO        COM              363576109    11440    193500 SH       DEFINED 02 09 15         0        0   193500
GALLAGHER ARTHUR J & CO        COM              363576109     8153    137900 SH       DEFINED 26 28 30         0        0   137900
GALLAGHER ARTHUR J & CO        COM              363576109      827     14000 SH       DEFINED 34               0        0    14000
GALLAGHER ARTHUR J & CO        COM              363576109     7590    128370 SH       DEFINED 37 03       128370        0        0
GALLAHER GROUP PLC             SPONSORED ADR    363595109    86025   3700000 SH       DEFINED 07               0        0  3700000
GALLAHER GROUP PLC             SPONSORED ADR    363595109     1993     85760 SH       DEFINED 37           85760        0        0
GAMETECH INTERNATIONAL INC     COM              36466D102     1738    404500 SH       DEFINED 07               0        0   404500
GANNETT INC                    COM              364730101   175876   3318428 SH       DEFINED 02 08 10         0        0  3318428
GANNETT INC                    COM              364730101    68714   1296500 SH       DEFINED 11 15 34         0        0  1296500
GANNETT INC                    COM              364730101    21186    399820 SH       DEFINED 37 03       369120        0    30700
GAP INC DEL                    COM              364760108    33504   1664825 SH       DEFINED 02 07 09         0        0  1664825
GAP INC DEL                    COM              364760108   235316  11692762 SH       DEFINED 10 13 15         0        0 11692762
GAP INC DEL                    COM              364760108    25311   1257737 SH       DEFINED 16 20 22         0        0  1257737
GAP INC DEL                    COM              364760108     1224     60843 SH       DEFINED 28 32 34         0        0    60843
GAP INC DEL                    COM              364760108    23901   1187627 SH       DEFINED 37 03      1122478        0    65149
GARDNER DENVER INC             COM              365558105    21318   1311900 SH       DEFINED 07               0        0  1311900
GART SPORTS CO                 COM              366630101     1126     85000 SH       DEFINED 03           85000        0        0
GARTNER GROUP INC NEW          COM              366651107       81      7000 SH       DEFINED 15               0        0     7000
GARTNER GROUP INC NEW          COM              366651107     1304    112200 SH       DEFINED 03          112200        0        0
GARTNER GROUP INC NEW          CL B             366651206     1441    132520 SH       DEFINED 12 15            0        0   132520
GARTNER GROUP INC NEW          CL B             366651206     7886    725234 SH       DEFINED 37 03       725234        0        0
GASONICS INTL CORP             COM              367278108      913     74600 SH       DEFINED 26               0        0    74600
GATEWAY INC                    COM              367626108    32912    704000 SH       DEFINED 02 05 07         0        0   704000
GATEWAY INC                    COM              367626108   145836   3119500 SH       DEFINED 09 15 16         0        0  3119500
GATEWAY INC                    COM              367626108    90270   1930910 SH       DEFINED 19 22 23         0        0  1930910
GATEWAY INC                    COM              367626108    42484    908770 SH       DEFINED 26 28 30         0        0   908770
GATEWAY INC                    COM              367626108    14015    299800 SH       DEFINED 34               0        0   299800
GATEWAY INC                    COM              367626108    47768   1021770 SH       DEFINED 37 03       780710        0   241060
GAYLORD CONTAINER CORP         CL A             368145108     2330   1381000 SH       DEFINED 15 27 36         0        0  1381000
GAYLORD CONTAINER CORP         CL A             368145108      794    470640 SH       DEFINED 03          470640        0        0
GEHL CO                        COM              368483103     7342    635000 SH       DEFINED 07               0        0   635000
GELTEX PHARMACEUTICALS INC     COM              368538104    33442    714400 SH       DEFINED 09 26 28         0        0   714400
GELTEX PHARMACEUTICALS INC     COM              368538104     2607     55700 SH       DEFINED 30               0        0    55700
GELTEX PHARMACEUTICALS INC     COM              368538104     4633     98980 SH       DEFINED 03           98980        0        0
GEMSTAR-TV GUIDE INTL INC      COM              36866W106    28277    324332 SH       DEFINED 02 06 09         0        0   324332
GEMSTAR-TV GUIDE INTL INC      COM              36866W106  1165621  13369136 SH       DEFINED 11 13 15         0        0 13369136
GEMSTAR-TV GUIDE INTL INC      COM              36866W106   129368   1483800 SH       DEFINED 20 22 23         0        0  1483800
GEMSTAR-TV GUIDE INTL INC      COM              36866W106    70665    810500 SH       DEFINED 28 30 32         0        0   810500
GEMSTAR-TV GUIDE INTL INC      COM              36866W106      226      2594 SH       DEFINED 34               0        0     2594
GEMSTAR-TV GUIDE INTL INC      COM              36866W106    21591    247707 SH       DEFINED 37 03       218207        0    29500
GENCORP INC                    COM              368682100    27105   3336100 SH       DEFINED 12 03            0        0  3336100
GENENCOR INTL INC              COM              368709101     1208     40800 SH       DEFINED 19 21            0        0    40800
GENENTECH INC                  COM NEW          368710406    77004    414700 SH       DEFINED 02 05 06         0        0   414700
GENENTECH INC                  COM NEW          368710406   437809   2357775 SH       DEFINED 07 09 10         0        0  2357775
GENENTECH INC                  COM NEW          368710406   717589   3864500 SH       DEFINED 11 12 13         0        0  3864500
GENENTECH INC                  COM NEW          368710406   515609   2776760 SH       DEFINED 15 16 19         0        0  2776760
GENENTECH INC                  COM NEW          368710406   200657   1080620 SH       DEFINED 20 22 23         0        0  1080620
GENENTECH INC                  COM NEW          368710406    93077    501260 SH       DEFINED 28 30 32         0        0   501260
GENENTECH INC                  COM NEW          368710406    33089    178200 SH       DEFINED 34               0        0   178200
GENENTECH INC                  COM NEW          368710406    45983    247640 SH       DEFINED 37 03       206210        0    41430
GENERAL CABLE CORP DEL NEW     COM              369300108      945    125000 SH       DEFINED 07               0        0   125000
GENERAL CHEM GROUP INC         COM              369332101       66     70700 SH       DEFINED 07               0        0    70700
GENERAL DYNAMICS CORP          COM              369550108    57028    907910 SH       DEFINED 02 04 05         0        0   907910
GENERAL DYNAMICS CORP          COM              369550108   306386   4877800 SH       DEFINED 06 07 09         0        0  4877800
GENERAL DYNAMICS CORP          COM              369550108   145025   2308860 SH       DEFINED 10 12 15         0        0  2308860
GENERAL DYNAMICS CORP          COM              369550108   478364   7615750 SH       DEFINED 16 19 20         0        0  7615750
GENERAL DYNAMICS CORP          COM              369550108   205396   3270000 SH       DEFINED 21 22 23         0        0  3270000
GENERAL DYNAMICS CORP          COM              369550108    30259    481750 SH       DEFINED 27 28 29         0        0   481750
GENERAL DYNAMICS CORP          COM              369550108    16186    257700 SH       DEFINED 30 32 34         0        0   257700
GENERAL DYNAMICS CORP          COM              369550108   121626   1936345 SH       DEFINED 37 03      1659145        0   277200
GENERAL ELEC CO                COM              369604103  1020708  17693750 SH       DEFINED 02 04 05         0        0 17693750
GENERAL ELEC CO                COM              369604103  1567203  27167124 SH       DEFINED 06 07 08         0        0 27167124
GENERAL ELEC CO                COM              369604103  6845567 118666400 SH       DEFINED 09 10 11         0        0118666400
GENERAL ELEC CO                COM              369604103   945563  16391140 SH       DEFINED 12 13 15         0        0 16391140
GENERAL ELEC CO                COM              369604103  4337700  75193070 SH       DEFINED 16 18 19         0        0 75193070
GENERAL ELEC CO                COM              369604103  1183318  20512570 SH       DEFINED 20 21 22         0        0 20512570
GENERAL ELEC CO                COM              369604103   602467  10443640 SH       DEFINED 23 26 27         0        0 10443640
GENERAL ELEC CO                COM              369604103  2058254  35679390 SH       DEFINED 28 29 30         0        0 35679390
GENERAL ELEC CO                COM              369604103   170564   2956700 SH       DEFINED 31 32 34         0        0  2956700
GENERAL ELEC CO                COM              369604103  1551552  26890426 SH       DEFINED 37 03     22455519        0  4434907
GENERAL GROWTH PPTYS INC       COM              370021107    30388    944100 SH       DEFINED 09 35            0        0   944100
GENERAL GROWTH PPTYS INC       COM              370021107    22737    706400 SH       DEFINED 03          706400        0        0
GENERAL MLS INC                COM              370334104     3904    109998 SH       DEFINED 02 08 15         0        0   109998
GENERAL MLS INC                COM              370334104    12889    363074 SH       DEFINED 37 03       363074        0        0
GENERAL MTRS CORP              COM              370442105    12336    189790 SH       DEFINED 02 04 06         0        0   189790
GENERAL MTRS CORP              COM              370442105    33421    514178 SH       DEFINED 07 08 09         0        0   514178
GENERAL MTRS CORP              COM              370442105   166961   2568640 SH       DEFINED 10 12 15         0        0  2568640
GENERAL MTRS CORP              COM              370442105    55954    860832 SH       DEFINED 16 19 22         0        0   860832
GENERAL MTRS CORP              COM              370442105    15884    244370 SH       DEFINED 27 28 30         0        0   244370
GENERAL MTRS CORP              COM              370442105      286      4406 SH       DEFINED 34               0        0     4406
GENERAL MTRS CORP              COM              370442105    55683    856604 SH       DEFINED 37 03       836304        0    20300
GENERAL MTRS CORP              CL H NEW         370442832    95640   2572370 SH       DEFINED 02 04 06         0        0  2572370
GENERAL MTRS CORP              CL H NEW         370442832    40575   1091318 SH       DEFINED 07 08 09         0        0  1091318
GENERAL MTRS CORP              CL H NEW         370442832   194212   5223584 SH       DEFINED 10 13 15         0        0  5223584
GENERAL MTRS CORP              CL H NEW         370442832   221108   5946971 SH       DEFINED 16 19 20         0        0  5946971
GENERAL MTRS CORP              CL H NEW         370442832    81613   2195100 SH       DEFINED 21 22 27         0        0  2195100
GENERAL MTRS CORP              CL H NEW         370442832   106176   2855750 SH       DEFINED 28 29 30         0        0  2855750
GENERAL MTRS CORP              CL H NEW         370442832     4230    113776 SH       DEFINED 32 34            0        0   113776
GENERAL MTRS CORP              CL H NEW         370442832    43514   1170383 SH       DEFINED 37 03       963328        0   207055
GENERAL SEMICONDUCTOR INC      SUB NT CV5.75%06 370787AB9     1576   1600000 PRN      DEFINED 11               0        0        0
GENERAL SEMICONDUCTOR INC      COM              370787103    52283   4289900 SH       DEFINED 07 26 28         0        0  4289900
GENERAL SEMICONDUCTOR INC      COM              370787103     3141    257800 SH       DEFINED 34               0        0   257800
GENERAL SEMICONDUCTOR INC      COM              370787103     3396    278700 SH       DEFINED 03          278700        0        0
GENESCO INC                    COM              371532102     3292    194400 SH       DEFINED 26               0        0   194400
GENESCO INC                    COM              371532102    15430    911000 SH       DEFINED 03          911000        0        0
GENESEE & WYO INC              CL A             371559105    12132    500300 SH       DEFINED 07 28            0        0   500300
GENTEX CORP                    COM              371901109      242      9700 SH       DEFINED 15               0        0     9700
GENTEX CORP                    COM              371901109    10145    405800 SH       DEFINED 03          405800        0        0
GENLYTE GROUP INC              COM              372302109    17280    676000 SH       DEFINED 07               0        0   676000
GENOME THERAPEUTICS CORP       COM              372430108     2239    108900 SH       DEFINED 15               0        0   108900
GENSET SA                      SPONSORED ADR    37244T104    13750    500000 SH       DEFINED 13               0        0   500000
GENRAD INC                     COM              372447102     1430    130000 SH       DEFINED 07               0        0   130000
GENRAD INC                     COM              372447102      430     39100 SH       DEFINED 03           39100        0        0
GENZYME TRANSGENICS CORP       COM              37246E105     4148    117700 SH       DEFINED 15 26            0        0   117700
GENUINE PARTS CO               COM              372460105     2641    138583 SH       DEFINED 37 03       138583        0        0
GENZYME CORP                   SB NT CV 5.25%05 372917AF1     4360   2370000 PRN      DEFINED 11               0        0        0
GENZYME CORP                   COM GENL DIV     372917104    79158   1160900 SH       DEFINED 09 12 13         0        0  1160900
GENZYME CORP                   COM GENL DIV     372917104    94071   1379600 SH       DEFINED 15 28 30         0        0  1379600
GENZYME CORP                   COM GENL DIV     372917104      686     10060 SH       DEFINED 37 03          760        0     9300
GENZYME CORP                   COM-MOLECULAR    372917500      138     10000 SH       DEFINED 15               0        0    10000
GENZYME CORP                   COM SURG PRODS   372917609        1       142 SH       DEFINED 03             101        0       41
GEORGIA GULF CORP              COM PAR $0.01    373200203     4575    400000 SH       DEFINED 07               0        0   400000
GEORGIA PAC CORP               COM GA PAC GRP   373298108    28806   1225810 SH       DEFINED 02 06 07         0        0  1225810
GEORGIA PAC CORP               COM GA PAC GRP   373298108    51372   2186083 SH       DEFINED 09 10 15         0        0  2186083
GEORGIA PAC CORP               COM GA PAC GRP   373298108    18434    784450 SH       DEFINED 22 28 30         0        0   784450
GEORGIA PAC CORP               COM GA PAC GRP   373298108     1562     66500 SH       DEFINED 34               0        0    66500
GEORGIA PAC CORP               COM GA PAC GRP   373298108    10556    449211 SH       DEFINED 37 03       384711        0    64500
GEORGIA PAC CORP               COM-TIMBER GRP   373298702     1855     69053 SH       DEFINED 15 35            0        0    69053
GEORGIA PAC CORP               COM-TIMBER GRP   373298702     3264    121450 SH       DEFINED 37 03       121450        0        0
GETTY IMAGES INC               SB NT CV 144A 07 374276AD5     2681   3500000 PRN      DEFINED 11               0        0        0
GETTY IMAGES INC               COM              374276103     9131    300000 SH       DEFINED 28               0        0   300000
GETTY IMAGES INC               COM              374276103     2976     97800 SH       DEFINED 03           97800        0        0
GIANT INDS INC                 COM              374508109     2946    561200 SH       DEFINED 07               0        0   561200
GILEAD SCIENCES INC            COM              375558103   283485   2584485 SH       DEFINED 09 13 15         0        0  2584485
GILEAD SCIENCES INC            COM              375558103    77460    706190 SH       DEFINED 20 26 28         0        0   706190
GILEAD SCIENCES INC            COM              375558103    18812    171510 SH       DEFINED 30 32            0        0   171510
GILEAD SCIENCES INC            COM              375558103    12123    110527 SH       DEFINED 03          110527        0        0
GILLETTE CO                    COM              375766102    35734   1157400 SH       DEFINED 02 05 06         0        0  1157400
GILLETTE CO                    COM              375766102   148992   4825671 SH       DEFINED 07 08 09         0        0  4825671
GILLETTE CO                    COM              375766102   354009  11465900 SH       DEFINED 10 11 12         0        0 11465900
GILLETTE CO                    COM              375766102   346627  11226796 SH       DEFINED 13 15 16         0        0 11226796
GILLETTE CO                    COM              375766102    59445   1925350 SH       DEFINED 18 19 20         0        0  1925350
GILLETTE CO                    COM              375766102   107620   3485700 SH       DEFINED 22 23 26         0        0  3485700
GILLETTE CO                    COM              375766102   145344   4707520 SH       DEFINED 27 28 30         0        0  4707520
GILLETTE CO                    COM              375766102    10772    348900 SH       DEFINED 32 34            0        0   348900
GILLETTE CO                    COM              375766102   109024   3531150 SH       DEFINED 37 03      2811850        0   719300
GILDAN ACTIVEWEAR INC          SUB VTG SHS A    375916103    35492   1065680 SH       DEFINED 02 07 21         0        0  1065680
GILDAN ACTIVEWEAR INC          SUB VTG SHS A    375916103     1505     45100 SH       DEFINED 26               0        0    45100
GILDAN ACTIVEWEAR INC          SUB VTG SHS A    375916103      718     21520 SH       DEFINED 03           21520        0        0
GLAMIS GOLD LTD                COM              376775102     2634   1760800 SH       DEFINED 15               0        0  1760800
GLATFELTER P H CO              COM              377316104       73      6100 SH       DEFINED 15               0        0     6100
GLAXO WELLCOME PLC             SPONSORED ADR    37733W105    89477   1480500 SH       DEFINED 13 19 21         0        0  1480500
GLAXO WELLCOME PLC             SPONSORED ADR    37733W105       82      1400 SH       DEFINED 37            1400        0        0
GLENBOROUGH RLTY TR INC        COM              37803P105     6565    364770 SH       DEFINED 12 26 28         0        0   364770
GLENBOROUGH RLTY TR INC        COM              37803P105     9205    511400 SH       DEFINED 32 35            0        0   511400
GLENBOROUGH RLTY TR INC        COM              37803P105    24280   1348900 SH       DEFINED 03         1348900        0        0
GLENBOROUGH RLTY TR INC        PFD CV SER A%    37803P204     1473     86700 SH       DEFINED 33               0        0    86700
GLOBAL INDS LTD                COM              379336100    21687   1735000 SH       DEFINED 02 04 15         0        0  1735000
GLOBAL INDS LTD                COM              379336100    48272   3861800 SH       DEFINED 21 22 28         0        0  3861800
GLOBAL INDS LTD                COM              379336100     7310    584800 SH       DEFINED 29 34            0        0   584800
GLOBAL INDS LTD                COM              379336100     8754    700500 SH       DEFINED 37 03       700500        0        0
GLOBAL MARINE INC              COM              379352404    56220   1820900 SH       DEFINED 02 05 09         0        0  1820900
GLOBAL MARINE INC              COM              379352404   314366  10181900 SH       DEFINED 10 11 13         0        0 10181900
GLOBAL MARINE INC              COM              379352404   102529   3320800 SH       DEFINED 15 19 20         0        0  3320800
GLOBAL MARINE INC              COM              379352404    10713    347000 SH       DEFINED 21 22 23         0        0   347000
GLOBAL MARINE INC              COM              379352404    35537   1151020 SH       DEFINED 26 28 30         0        0  1151020
GLOBAL MARINE INC              COM              379352404    15104    489200 SH       DEFINED 32 34            0        0   489200
GLOBAL MARINE INC              COM              379352404   187758   6081370 SH       DEFINED 37 03      5976170        0   105200
GLOBECOMM SYSTEMS INC          COM              37956X103     7210    560000 SH       DEFINED 15               0        0   560000
GLOBESPAN INC                  COM              379571102   137933   1130600 SH       DEFINED 02 05 15         0        0  1130600
GLOBESPAN INC                  COM              379571102   221295   1813900 SH       DEFINED 16 20 26         0        0  1813900
GLOBESPAN INC                  COM              379571102    29524    242000 SH       DEFINED 28 32 34         0        0   242000
GLOBESPAN INC                  COM              379571102    19086    156450 SH       DEFINED 03          104550        0    51900
GOLD FIELDS SO AFR NEW         SPONSORED ADR    380597500        9     73700 SH       DEFINED 15               0        0    73700
GOLDCORP INC NEW               CL A SUB VTG     380956102    16881   2488860 SH       DEFINED 02 15 21         0        0  2488860
GOLDEN ST BANCORP INC          COM              381197102    12929    547292 SH       DEFINED 02 15 34         0        0   547292
GOLDEN ST BANCORP INC          COM              381197102     1091     46200 SH       DEFINED 03           46200        0        0
GOLDEN ST BANCORP INC          WT EXP  000000   381197136      111     91100 SH       DEFINED 02 36            0        0    91100
GOLDEN ST VINTNERS INC         CL B             38121K208     2602    378500 SH       DEFINED 28               0        0   378500
GOLDEN WEST FINL CORP DEL      COM              381317106    28416    529910 SH       DEFINED 02 15 19         0        0   529910
GOLDEN WEST FINL CORP DEL      COM              381317106   364553   6798200 SH       DEFINED 20 23 32         0        0  6798200
GOLDEN WEST FINL CORP DEL      COM              381317106     3120     58200 SH       DEFINED 34               0        0    58200
GOLDEN WEST FINL CORP DEL      COM              381317106    17639    328953 SH       DEFINED 37 03       325753        0     3200
GOLDMAN SACHS GROUP INC        COM              38141G104    48605    426600 SH       DEFINED 02 04 11         0        0   426600
GOLDMAN SACHS GROUP INC        COM              38141G104    79984    702000 SH       DEFINED 12 15 16         0        0   702000
GOLDMAN SACHS GROUP INC        COM              38141G104    12920    113400 SH       DEFINED 23 32 34         0        0   113400
GOLDMAN SACHS GROUP INC        COM              38141G104       39       350 SH       DEFINED 37             350        0        0
GOLDMAN SACHS GROUP INC        COM              38141G104     2894     25400 SH       DEFINED 03               0        0    25400
GOLF TR AMER INC               COM              38168B103     5481    406000 SH       DEFINED 09 35            0        0   406000
GOLF TR AMER INC               COM              38168B103     9722    720200 SH       DEFINED 03          720200        0        0
GOODRICH B F CO                COM              382388106    14998    382730 SH       DEFINED 02 04 07         0        0   382730
GOODRICH B F CO                COM              382388106     7596    193850 SH       DEFINED 15 19 21         0        0   193850
GOODRICH B F CO                COM              382388106   111194   2837500 SH       DEFINED 22 28 29         0        0  2837500
GOODRICH B F CO                COM              382388106      105      2700 SH       DEFINED 34               0        0     2700
GOODRICH B F CO                COM              382388106    37032    944987 SH       DEFINED 37 03       925187        0    19800
GOODYEAR TIRE & RUBR CO        COM              382550101    24757   1375400 SH       DEFINED 07 09 12         0        0  1375400
GOODYEAR TIRE & RUBR CO        COM              382550101     8636    479800 SH       DEFINED 22 28            0        0   479800
GOODYEAR TIRE & RUBR CO        COM              382550101     3647    202649 SH       DEFINED 03          163249        0    39400
GO2NET INC                     COM              383486107     1172     21600 SH       DEFINED 26               0        0    21600
GRACE W R & CO DEL NEW         COM              38388F108    23751   3454800 SH       DEFINED 12               0        0  3454800
GRACE W R & CO DEL NEW         COM              38388F108     5875    854620 SH       DEFINED 03           52720        0   801900
GRACO INC                      COM              384109104     1612     50000 SH       DEFINED 07               0        0    50000
GRAINGER W W INC               COM              384802104        7       300 SH       DEFINED 15               0        0      300
GRAINGER W W INC               COM              384802104     1930     73384 SH       DEFINED 03           73384        0        0
GRANITE CONSTR INC             COM              387328107     4078    168200 SH       DEFINED 03          168200        0        0
GRANT PRIDECO INC              COM              38821G101    23420   1067615 SH       DEFINED 02 04 05         0        0  1067615
GRANT PRIDECO INC              COM              38821G101    38752   1766500 SH       DEFINED 06 07 09         0        0  1766500
GRANT PRIDECO INC              COM              38821G101   124420   5671595 SH       DEFINED 11 15 18         0        0  5671595
GRANT PRIDECO INC              COM              38821G101    39097   1782220 SH       DEFINED 19 21 22         0        0  1782220
GRANT PRIDECO INC              COM              38821G101    34749   1584030 SH       DEFINED 28 29 30         0        0  1584030
GRANT PRIDECO INC              COM              38821G101     3567    162600 SH       DEFINED 34               0        0   162600
GRANT PRIDECO INC              COM              38821G101    34568   1575768 SH       DEFINED 37 03      1470668        0   105100
GREAT ATLANTIC & PAC TEA INC   COM              390064103      320     29000 SH       DEFINED 03           29000        0        0
GREAT LAKES CHEM CORP          COM              390568103    79753   2720800 SH       DEFINED 07 09 15         0        0  2720800
GREAT LAKES CHEM CORP          COM              390568103    31074   1060100 SH       DEFINED 22               0        0  1060100
GREAT LAKES CHEM CORP          COM              390568103     4931    168242 SH       DEFINED 03           95642        0    72600
GREAT LAKES REIT INC           COM              390752103      830     47800 SH       DEFINED 26               0        0    47800
GREAT PLAINS SOFTWARE          COM              39119E105      660     23480 SH       DEFINED 02 26            0        0    23480
GREATER CHINA FD INC           COM              39167B102     3220    365500 SH       DEFINED 19 21            0        0   365500
GREEN MOUNTAIN PWR CORP        COM              393154109      716     94700 SH       DEFINED 07               0        0    94700
GREENPOINT FINL CORP           COM              395384100     9696    327300 SH       DEFINED 15               0        0   327300
GREENPOINT FINL CORP           COM              395384100     2852     96300 SH       DEFINED 03           96300        0        0
GREY WOLF INC                  COM              397888108    21478   3735430 SH       DEFINED 02 06 09         0        0  3735430
GREY WOLF INC                  COM              397888108    17867   3107460 SH       DEFINED 15 26 28         0        0  3107460
GREY WOLF INC                  COM              397888108     1626    282800 SH       DEFINED 30               0        0   282800
GREY WOLF INC                  COM              397888108       11      1950 SH       DEFINED 03            1950        0        0
GRIFFON CORP                   COM              398433102    20418   2700000 SH       DEFINED 07               0        0  2700000
GROUPE CGI INC                 CL A SUB VTG     39945C109    16302   2100000 SH       DEFINED 02               0        0  2100000
GRUPO RADIO CENTRO S A DE C V  SPONSORED ADR    40049C102     6756    635900 SH       DEFINED 19 21            0        0   635900
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206   144849   2510940 SH       DEFINED 02 05 06         0        0  2510940
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    56118    972800 SH       DEFINED 07 10 12         0        0   972800
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    98795   1712595 SH       DEFINED 13 19 21         0        0  1712595
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206    29893    518200 SH       DEFINED 22 23 26         0        0   518200
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206     3478     60300 SH       DEFINED 28               0        0    60300
GRUPO TELEVISA SA DE CV        SP ADR REP ORD   40049J206     9212    159700 SH       DEFINED 03           60600        0    99100
GRUPO IUSACELL S A DE C V NEW  SPON ADR V       40050B100      330     27800 SH       DEFINED 02 07 19         0        0    27800
GRUPO IUSACELL S A DE C V NEW  SPON ADR V       40050B100     1563    131700 SH       DEFINED 21               0        0   131700
GUCCI GROUP N V                COM NY REG       401566104     5043     50000 SH       DEFINED 21               0        0    50000
GUIDANT CORP                   COM              401698105    53932    762974 SH       DEFINED 02 08 10         0        0   762974
GUIDANT CORP                   COM              401698105   453366   6413670 SH       DEFINED 13 15 16         0        0  6413670
GUIDANT CORP                   COM              401698105   113163   1600900 SH       DEFINED 18 20 23         0        0  1600900
GUIDANT CORP                   COM              401698105    13041    184500 SH       DEFINED 27 28 30         0        0   184500
GUIDANT CORP                   COM              401698105    31866    450808 SH       DEFINED 31 32 34         0        0   450808
GUIDANT CORP                   COM              401698105    24998    353684 SH       DEFINED 37 03       328684        0    25000
GUITAR CTR MGMT INC            COM              402040109     1675    136100 SH       DEFINED 07               0        0   136100
GUITAR CTR MGMT INC            COM              402040109     2797    227200 SH       DEFINED 03          227200        0        0
GULF CDA RES LTD               ORD              40218L305    12899   2440100 SH       DEFINED 02 19 21         0        0  2440100
GULF INDONESIA RES LTD         COM              402284103      590     54300 SH       DEFINED 15               0        0    54300
GULF ISLAND FABRICATION INC    COM              402307102     1489     84500 SH       DEFINED 07               0        0    84500
H & Q HEALTHCARE FD            SH BEN INT       404052102       25       684 SH       DEFINED 37             684        0        0
HCA-HEALTHCARE CO              COM              404119109    64876   1747520 SH       DEFINED 02 04 05         0        0  1747520
HCA-HEALTHCARE CO              COM              404119109   183130   4932800 SH       DEFINED 07 09 11         0        0  4932800
HCA-HEALTHCARE CO              COM              404119109   145683   3924123 SH       DEFINED 12 13 15         0        0  3924123
HCA-HEALTHCARE CO              COM              404119109   367411   9896594 SH       DEFINED 16 19 20         0        0  9896594
HCA-HEALTHCARE CO              COM              404119109   177266   4774850 SH       DEFINED 21 22 23         0        0  4774850
HCA-HEALTHCARE CO              COM              404119109    87659   2361200 SH       DEFINED 26 28 29         0        0  2361200
HCA-HEALTHCARE CO              COM              404119109    64494   1737216 SH       DEFINED 30 32 34         0        0  1737216
HCA-HEALTHCARE CO              COM              404119109   120178   3237139 SH       DEFINED 37 03      2748399        0   488740
HCC INS HLDGS INC              COM              404132102    25701   1265300 SH       DEFINED 02 07 12         0        0  1265300
HCC INS HLDGS INC              COM              404132102     9321    458900 SH       DEFINED 15 26 34         0        0   458900
HCC INS HLDGS INC              COM              404132102    21766   1071600 SH       DEFINED 03         1004100        0    67500
HRPT PPTYS TR                  COM SH BEN INT   40426W101      648     92700 SH       DEFINED 35               0        0    92700
HRPT PPTYS TR                  COM SH BEN INT   40426W101     1383    197700 SH       DEFINED 03          197700        0        0
HPSC INC                       COM              404264103     1032    149000 SH       DEFINED 07               0        0   149000
HPSC INC                       COM              404264103      381     55000 SH       DEFINED 03           55000        0        0
H POWER CORP                   COM              40427A108     4534    135600 SH       DEFINED 09 28 30         0        0   135600
H POWER CORP                   COM              40427A108        2        60 SH       DEFINED 03              60        0        0
HSB GROUP INC                  COM              40428N109    16150    402500 SH       DEFINED 20 32            0        0   402500
HSB GROUP INC                  COM              40428N109    33859    843850 SH       DEFINED 03          841850        0     2000
HSBC HLDGS PLC                 SPON ADR NEW     404280406        6        90 SH       DEFINED 37              90        0        0
HS RES INC                     COM              404297103     1893     56300 SH       DEFINED 15               0        0    56300
HS RES INC                     COM              404297103     3574    106300 SH       DEFINED 03          106300        0        0
HAIN CELESTIAL GROUP INC       COM              405217100     6630    188768 SH       DEFINED 02 12 15         0        0   188768
HAIN CELESTIAL GROUP INC       COM              405217100    26177    745262 SH       DEFINED 26 28            0        0   745262
HAIN CELESTIAL GROUP INC       COM              405217100    10064    286540 SH       DEFINED 03          286540        0        0
HALLIBURTON CO                 COM              406216101    85531   1747776 SH       DEFINED 02 04 05         0        0  1747776
HALLIBURTON CO                 COM              406216101   376035   7683994 SH       DEFINED 06 07 08         0        0  7683994
HALLIBURTON CO                 COM              406216101   752693  15380700 SH       DEFINED 09 10 11         0        0 15380700
HALLIBURTON CO                 COM              406216101   729876  14914467 SH       DEFINED 12 13 15         0        0 14914467
HALLIBURTON CO                 COM              406216101   164128   3353840 SH       DEFINED 16 19 21         0        0  3353840
HALLIBURTON CO                 COM              406216101   374176   7646000 SH       DEFINED 22 23 26         0        0  7646000
HALLIBURTON CO                 COM              406216101   340835   6964700 SH       DEFINED 27 28 30         0        0  6964700
HALLIBURTON CO                 COM              406216101     9533    194800 SH       DEFINED 34               0        0   194800
HALLIBURTON CO                 COM              406216101   151817   3102303 SH       DEFINED 37 03      2145653        0   956650
HALLWOOD ENERGY CORP DEL       COM              40636X105     4770    480028 SH       DEFINED 07               0        0   480028
HAMILTON BANCORP INC FLA       COM              407013101     6973    410200 SH       DEFINED 07 26            0        0   410200
HAMPSHIRE GROUP LTD            COM              408859106     3106    388300 SH       DEFINED 07               0        0   388300
JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT       409735107        6       808 SH       DEFINED 37             808        0        0
HANCOCK JOHN FINL SVCS INC     COM              41014S106     9989    371700 SH       DEFINED 02 09 15         0        0   371700
HANCOCK JOHN FINL SVCS INC     COM              41014S106     4512    167900 SH       DEFINED 28 30 34         0        0   167900
HANCOCK JOHN FINL SVCS INC     COM              41014S106        4       180 SH       DEFINED 03             180        0        0
HANDLEMAN CO DEL               COM              410252100    15526   1254700 SH       DEFINED 12 26 28         0        0  1254700
HANDLEMAN CO DEL               COM              410252100    11977    967900 SH       DEFINED 03          960000        0     7900
HANDSPRING INC                 COM              410293104    50334    728820 SH       DEFINED 13 15 20         0        0   728820
HANDSPRING INC                 COM              410293104     3259     47200 SH       DEFINED 32               0        0    47200
HANOVER COMPRESSOR CO          COM              410768105    36030   1093900 SH       DEFINED 09 15 20         0        0  1093900
HANOVER COMPRESSOR CO          COM              410768105    10773    327100 SH       DEFINED 28 30 32         0        0   327100
HANOVER COMPRESSOR CO          COM              410768105        6       200 SH       DEFINED 34               0        0      200
HANOVER COMPRESSOR CO          COM              410768105    12594    382370 SH       DEFINED 03          382370        0        0
HARCOURT GEN INC               COM              41163G101    75918   1286754 SH       DEFINED 02 08 10         0        0  1286754
HARCOURT GEN INC               COM              41163G101     4183     70900 SH       DEFINED 12 15 26         0        0    70900
HARCOURT GEN INC               COM              41163G101      209      3550 SH       DEFINED 28 34            0        0     3550
HARCOURT GEN INC               COM              41163G101     5746     97411 SH       DEFINED 37 03        97411        0        0
HARDINGE INC                   COM              412324303     3120    260000 SH       DEFINED 07 28            0        0   260000
HARLAND JOHN H CO              COM              412693103    39385   2572100 SH       DEFINED 12 03            0        0  2572100
HARLEY DAVIDSON INC            COM              412822108    15348    320600 SH       DEFINED 02 12 15         0        0   320600
HARLEY DAVIDSON INC            COM              412822108   340066   7103220 SH       DEFINED 16 20 22         0        0  7103220
HARLEY DAVIDSON INC            COM              412822108   105267   2198800 SH       DEFINED 23 28 32         0        0  2198800
HARLEY DAVIDSON INC            COM              412822108      253      5300 SH       DEFINED 34               0        0     5300
HARLEY DAVIDSON INC            COM              412822108    26712    557921 SH       DEFINED 37 03       422321        0   135600
HARLEYSVILLE NATL CORP PA      COM              412850109       75      2500 SH       DEFINED 07               0        0     2500
HARMAN INTL INDS INC           COM              413086109   154898   3961600 SH       DEFINED 20 32            0        0  3961600
HARMAN INTL INDS INC           COM              413086109     4066    104000 SH       DEFINED 03          104000        0        0
HARMONIC INC                   COM              413160102    55920   2330000 SH       DEFINED 13               0        0  2330000
HARRAHS ENTMT INC              COM              413619107    85667   3115190 SH       DEFINED 02 04 06         0        0  3115190
HARRAHS ENTMT INC              COM              413619107    75963   2762300 SH       DEFINED 07 09 11         0        0  2762300
HARRAHS ENTMT INC              COM              413619107    27574   1002700 SH       DEFINED 12 13 15         0        0  1002700
HARRAHS ENTMT INC              COM              413619107    25058    911200 SH       DEFINED 16 20 22         0        0   911200
HARRAHS ENTMT INC              COM              413619107    45408   1651200 SH       DEFINED 23 28 30         0        0  1651200
HARRAHS ENTMT INC              COM              413619107     2367     86100 SH       DEFINED 32 34            0        0    86100
HARRAHS ENTMT INC              COM              413619107    14703    534681 SH       DEFINED 03          236381        0   298300
HARRIS CORP DEL                COM              413875105    30578   1075280 SH       DEFINED 15 23 28         0        0  1075280
HARRIS CORP DEL                COM              413875105     4894    172100 SH       DEFINED 03          154300        0    17800
HARSCO CORP                    COM              415864107    77832   3527800 SH       DEFINED 12 03            0        0  3527800
HARTE-HANKS INC                COM              416196103    14029    514850 SH       DEFINED 02 15 20         0        0   514850
HARTE-HANKS INC                COM              416196103    15228    558840 SH       DEFINED 26 28 32         0        0   558840
HARTE-HANKS INC                COM              416196103       51      1900 SH       DEFINED 34               0        0     1900
HARTE-HANKS INC                COM              416196103    10071    369600 SH       DEFINED 03          369600        0        0
HARTFORD FINL SVCS GROUP INC   COM              416515104   101355   1389620 SH       DEFINED 02 04 06         0        0  1389620
HARTFORD FINL SVCS GROUP INC   COM              416515104   577387   7916200 SH       DEFINED 07 09 10         0        0  7916200
HARTFORD FINL SVCS GROUP INC   COM              416515104    60144    824600 SH       DEFINED 12 13 15         0        0   824600
HARTFORD FINL SVCS GROUP INC   COM              416515104   325532   4463170 SH       DEFINED 16 19 20         0        0  4463170
HARTFORD FINL SVCS GROUP INC   COM              416515104   233367   3199550 SH       DEFINED 21 22 23         0        0  3199550
HARTFORD FINL SVCS GROUP INC   COM              416515104   137534   1885650 SH       DEFINED 27 28 29         0        0  1885650
HARTFORD FINL SVCS GROUP INC   COM              416515104    42943    588770 SH       DEFINED 30 32 34         0        0   588770
HARTFORD FINL SVCS GROUP INC   COM              416515104    73807   1011913 SH       DEFINED 37 03       829313        0   182600
HASBRO INC                     COM              418056107      457     40000 SH       DEFINED 15               0        0    40000
HASBRO INC                     COM              418056107     1539    134571 SH       DEFINED 03          134571        0        0
HAWK CORP                      CL A             420089104       17      2500 SH       DEFINED 07               0        0     2500
HEALTH CARE PPTY INVS INC      COM              421915109     2275     76800 SH       DEFINED 26               0        0    76800
HEALTHSOUTH CORP               SB DB CV 3.25%03 421924AF8    12135  14490000 PRN      DEFINED 11 27            0        0        0
HEALTHSOUTH CORP               SB DB CV 3.25%03 421924AF8     3379   4035000 PRN      DEFINED 03               0        0        0
HEALTHSOUTH CORP               COM              421924101   163736  20152200 SH       DEFINED 07 10 13         0        0 20152200
HEALTHSOUTH CORP               COM              421924101    36667   4512900 SH       DEFINED 15 22 28         0        0  4512900
HEALTHSOUTH CORP               COM              421924101     2449    301480 SH       DEFINED 03          301480        0        0
HEALTH MGMT ASSOC INC NEW      SR SB DBCV144A20 421933AA0     9298  13500000 PRN      DEFINED 11               0        0        0
HEALTH MGMT ASSOC INC NEW      CL A             421933102    20794    999140 SH       DEFINED 02 09 12         0        0   999140
HEALTH MGMT ASSOC INC NEW      CL A             421933102   129198   6207717 SH       DEFINED 13 15 20         0        0  6207717
HEALTH MGMT ASSOC INC NEW      CL A             421933102    68933   3312100 SH       DEFINED 22 23 28         0        0  3312100
HEALTH MGMT ASSOC INC NEW      CL A             421933102    16789    806700 SH       DEFINED 30 32 34         0        0   806700
HEALTH MGMT ASSOC INC NEW      CL A             421933102     8549    410780 SH       DEFINED 37 03       410780        0        0
HEALTHCARE RLTY TR             COM              421946104     9037    427800 SH       DEFINED 26 35            0        0   427800
HEALTHCARE RLTY TR             COM              421946104    13587    643200 SH       DEFINED 03          643200        0        0
HEALTHCARE RECOVERIES INC      COM              42220K101     4867   1112500 SH       DEFINED 07               0        0  1112500
HEARTLAND EXPRESS INC          COM              422347104      338     19460 SH       DEFINED 02 26            0        0    19460
HEIDRICK & STRUGGLES INTL INC  COM              422819102     5784    112600 SH       DEFINED 28               0        0   112600
HEINZ H J CO                   COM              423074103     5093    137422 SH       DEFINED 02 15 31         0        0   137422
HEINZ H J CO                   COM              423074103      107      2900 SH       DEFINED 34               0        0     2900
HEINZ H J CO                   COM              423074103    10837    292398 SH       DEFINED 37 03       289798        0     2600
HELIX TECHNOLOGY CORP          COM              423319102    14937    500000 SH       DEFINED 02               0        0   500000
HELLER FINANCIAL INC           CL A             423328103     1173     41100 SH       DEFINED 02 23            0        0    41100
HELMERICH & PAYNE INC          COM              423452101    36721   1016500 SH       DEFINED 02 09 12         0        0  1016500
HELMERICH & PAYNE INC          COM              423452101    26761    740800 SH       DEFINED 15 26 28         0        0   740800
HELMERICH & PAYNE INC          COM              423452101     2120     58700 SH       DEFINED 30 34            0        0    58700
HELMERICH & PAYNE INC          COM              423452101    20491    567230 SH       DEFINED 37 03       331230        0   236000
HENRY JACK & ASSOC INC         COM              426281101     4597    106000 SH       DEFINED 03          106000        0        0
HERBALIFE INTL INC             CL A             426908208     9596   1037500 SH       DEFINED 07               0        0  1037500
HERBALIFE INTL INC             CL B             426908307    17214   2010500 SH       DEFINED 07               0        0  2010500
HERCULES INC                   COM              427056106    30098   2130900 SH       DEFINED 09 12 15         0        0  2130900
HERCULES INC                   COM              427056106    12092    856100 SH       DEFINED 22               0        0   856100
HERCULES INC                   COM              427056106     3673    260188 SH       DEFINED 37 03       108688        0   151500
HERLEY INDS INC DEL            COM              427398102     7002    308666 SH       DEFINED 28               0        0   308666
HERLEY INDS INC DEL            COM              427398102     3255    143500 SH       DEFINED 03          143500        0        0
HERSHEY FOODS CORP             COM              427866108    27062    500000 SH       DEFINED 18               0        0   500000
HERSHEY FOODS CORP             COM              427866108     5965    110245 SH       DEFINED 37 03       110245        0        0
HERTZ CORP                     CL A             428040109     7448    234600 SH       DEFINED 28               0        0   234600
HEWLETT PACKARD CO             SB LYON ZERO  17 428236AC7     2737   3750000 PRN      DEFINED 11               0        0        0
HEWLETT PACKARD CO             COM              428236103    93508    964000 SH       DEFINED 02 04 05         0        0   964000
HEWLETT PACKARD CO             COM              428236103   144683   1491578 SH       DEFINED 06 07 08         0        0  1491578
HEWLETT PACKARD CO             COM              428236103   643409   6633090 SH       DEFINED 09 10 11         0        0  6633090
HEWLETT PACKARD CO             COM              428236103   688816   7101200 SH       DEFINED 12 15 16         0        0  7101200
HEWLETT PACKARD CO             COM              428236103   309802   3193840 SH       DEFINED 19 20 22         0        0  3193840
HEWLETT PACKARD CO             COM              428236103    10553    108800 SH       DEFINED 23 26 27         0        0   108800
HEWLETT PACKARD CO             COM              428236103   178063   1835704 SH       DEFINED 28 30 31         0        0  1835704
HEWLETT PACKARD CO             COM              428236103   125212   1290850 SH       DEFINED 32 34            0        0  1290850
HEWLETT PACKARD CO             COM              428236103   201772   2077216 SH       DEFINED 37 03      1805516        0   271700
HEXCEL CORP NEW                SUB NT CV   7%03 428291AA6     3395   3430000 PRN      DEFINED 27 36            0        0        0
HEXCEL CORP NEW                SUB NT CV   7%03 428291AA6     1316   1330000 PRN      DEFINED 03               0        0        0
HIBBETT SPORTING GOODS INC     COM              428565105    17026    642500 SH       DEFINED 26               0        0   642500
HIBERNIA CORP                  CL A             428656102       19      1550 SH       DEFINED 37            1550        0        0
HIGHLANDS INS GROUP INC        COM              431032101    10866   1159060 SH       DEFINED 08 09 22         0        0  1159060
HIGHLANDS INS GROUP INC        COM              431032101      325     34710 SH       DEFINED 03           14330        0    20380
HIGHWOODS PPTYS INC            COM              431284108      711     30100 SH       DEFINED 09               0        0    30100
HILB ROGAL & HAMILTON CO       COM              431294107     8258    198100 SH       DEFINED 02 09 15         0        0   198100
HILB ROGAL & HAMILTON CO       COM              431294107     5604    134440 SH       DEFINED 26 28 30         0        0   134440
HILB ROGAL & HAMILTON CO       COM              431294107    15074    361600 SH       DEFINED 03          359500        0     2100
HILLENBRAND INDS INC           COM              431573104    42029    939200 SH       DEFINED 02 09 12         0        0   939200
HILLENBRAND INDS INC           COM              431573104    20943    468000 SH       DEFINED 13 15 28         0        0   468000
HILLENBRAND INDS INC           COM              431573104     3803     85000 SH       DEFINED 30 34            0        0    85000
HILLENBRAND INDS INC           COM              431573104    20920    467490 SH       DEFINED 03          298190        0   169300
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3    22144  26520000 PRN      DEFINED 02 23 25         0        0        0
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3     3924   4700000 PRN      DEFINED 27 28 36         0        0        0
HILTON HOTELS CORP             SUB NT CONV 5%06 432848AL3     4776   5720000 PRN      DEFINED 03               0        0        0
HILTON HOTELS CORP             COM              432848109     3569    308700 SH       DEFINED 11 12 28         0        0   308700
HILTON HOTELS CORP             COM              432848109     5181    448095 SH       DEFINED 37 03       288095        0   160000
HIRSCH INTL CORP               CL A             433550100      894    681500 SH       DEFINED 07               0        0   681500
HISPANIC BROADCASTING CORP     CL A             43357B104        1        42 SH       DEFINED 37              42        0        0
HITACHI LIMITED                ADR 10 COM       433578507       20       180 SH       DEFINED 37             180        0        0
HOLLINGER INTL INC             CL A             435569108    14480    864500 SH       DEFINED 19 21            0        0   864500
HOLLY CORP                     COM PAR $0.01    435758305    10209    825000 SH       DEFINED 07               0        0   825000
HOLLYWOOD CASINO CORP          CL A             436132203     1584    171320 SH       DEFINED 02 26 27         0        0   171320
HOLLYWOOD ENTMT CORP           COM              436141105      669     90000 SH       DEFINED 28               0        0    90000
HOME DEPOT INC                 COM              437076102   249770   4707100 SH       DEFINED 02 04 05         0        0  4707100
HOME DEPOT INC                 COM              437076102  2670054  50319056 SH       DEFINED 06 07 10         0        0 50319056
HOME DEPOT INC                 COM              437076102   203767   3840150 SH       DEFINED 11 12 13         0        0  3840150
HOME DEPOT INC                 COM              437076102  1182343  22282100 SH       DEFINED 15 16 18         0        0 22282100
HOME DEPOT INC                 COM              437076102   780246  14704290 SH       DEFINED 19 20 22         0        0 14704290
HOME DEPOT INC                 COM              437076102    99256   1870550 SH       DEFINED 23 26 27         0        0  1870550
HOME DEPOT INC                 COM              437076102   762987  14379029 SH       DEFINED 28 30 32         0        0 14379029
HOME DEPOT INC                 COM              437076102     1724     32500 SH       DEFINED 34               0        0    32500
HOME DEPOT INC                 COM              437076102   407772   7684174 SH       DEFINED 37 03      6661447        0  1022727
HOME PPTYS N Y INC             COM              437306103    15127    506349 SH       DEFINED 12 26 28         0        0   506349
HOME PPTYS N Y INC             COM              437306103     7458    249646 SH       DEFINED 35               0        0   249646
HOME PPTYS N Y INC             COM              437306103    27956    935795 SH       DEFINED 03          935795        0        0
HOMEBASE INC                   COM              43738E108     2843   1300000 SH       DEFINED 07 28            0        0  1300000
HOMESTAKE MNG CO               COM              437614100    26202   5051010 SH       DEFINED 02 05 06         0        0  5051010
HOMESTAKE MNG CO               COM              437614100     3118    601206 SH       DEFINED 15 34            0        0   601206
HOMESTAKE MNG CO               COM              437614100     1547    298345 SH       DEFINED 03          259445        0    38900
HOMESTORE COM INC              COM              437852106    23489    502450 SH       DEFINED 02 12 26         0        0   502450
HOMESTORE COM INC              COM              437852106     2314     49500 SH       DEFINED 03           49500        0        0
HON INDS INC                   COM              438092108     2676    108700 SH       DEFINED 12               0        0   108700
HONDA MOTOR LTD                AMERN SHS        438128308       54       750 SH       DEFINED 37             750        0        0
HONEYWELL INTL INC             COM              438516106   488083  13700587 SH       DEFINED 07 09 10         0        0 13700587
HONEYWELL INTL INC             COM              438516106   125968   3535944 SH       DEFINED 11 15 16         0        0  3535944
HONEYWELL INTL INC             COM              438516106    81076   2275838 SH       DEFINED 18 22 28         0        0  2275838
HONEYWELL INTL INC             COM              438516106      167      4712 SH       DEFINED 34               0        0     4712
HONEYWELL INTL INC             COM              438516106    44395   1245997 SH       DEFINED 37 03      1076260        0   169737
HOOPER HOLMES INC              COM              439104100     1292    135900 SH       DEFINED 03          135900        0        0
HORACE MANN EDUCATORS CORP NEW COM              440327104      502     30700 SH       DEFINED 03           30700        0        0
HORIZON HEALTH CORP            COM              44041Y104     3456    674400 SH       DEFINED 07               0        0   674400
HORMEL FOODS CORP              COM              440452100      186     11200 SH       DEFINED 15               0        0    11200
HOST MARRIOTT CORP NEW         COM              44107P104   128101  11386800 SH       DEFINED 09 10 12         0        0 11386800
HOST MARRIOTT CORP NEW         COM              44107P104     2749    244400 SH       DEFINED 15 34 35         0        0   244400
HOST MARRIOTT CORP NEW         COM              44107P104     3451    306820 SH       DEFINED 37 03       306820        0        0
HOT TOPIC INC                  COM              441339108     2291     76390 SH       DEFINED 02 07 26         0        0    76390
HOTEL RESERVATIONS NETWORK INC CL A             441451101     6493    177300 SH       DEFINED 09 28 30         0        0   177300
HOTEL RESERVATIONS NETWORK INC CL A             441451101        3       100 SH       DEFINED 03             100        0        0
HOTJOBS COM INC                COM              441474103     2388    140000 SH       DEFINED 26               0        0   140000
HOUGHTON MIFFLIN CO            COM              441560109    13345    340000 SH       DEFINED 18               0        0   340000
HOUSEHOLD INTL INC             COM              441815107    71270   1258639 SH       DEFINED 02 04 06         0        0  1258639
HOUSEHOLD INTL INC             COM              441815107   599736  10591366 SH       DEFINED 07 09 10         0        0 10591366
HOUSEHOLD INTL INC             COM              441815107   187031   3302986 SH       DEFINED 12 15 16         0        0  3302986
HOUSEHOLD INTL INC             COM              441815107   280266   4949510 SH       DEFINED 18 19 20         0        0  4949510
HOUSEHOLD INTL INC             COM              441815107   154558   2729507 SH       DEFINED 22 28 30         0        0  2729507
HOUSEHOLD INTL INC             COM              441815107    73615   1300057 SH       DEFINED 32 34            0        0  1300057
HOUSEHOLD INTL INC             COM              441815107    79603   1405808 SH       DEFINED 37 03      1139323        0   266485
HOUSTON EXPL CO                COM              442120101      585     23200 SH       DEFINED 15               0        0    23200
HOWELL CORP                    COM              443051107     2974    245300 SH       DEFINED 07 26            0        0   245300
HUANENG PWR INTL INC           SPON ADR N       443304100     4054    253400 SH       DEFINED 02 21            0        0   253400
HUBBELL INC                    CL B             443510201       20       830 SH       DEFINED 15 34            0        0      830
HUBBELL INC                    CL B             443510201        2       100 SH       DEFINED 37             100        0        0
HUGHES SUPPLY INC              COM              444482103    14357    731800 SH       DEFINED 07               0        0   731800
HUMANA INC                     COM              444859102      266     24800 SH       DEFINED 13               0        0    24800
HUMANA INC                     COM              444859102     1798    167265 SH       DEFINED 03          167265        0        0
HUMAN GENOME SCIENCES INC      SB NT CV 144A 07 444903AG3     6755   7000000 PRN      DEFINED 11               0        0        0
HUMAN GENOME SCIENCES INC      COM              444903108    65960    381000 SH       DEFINED 02 05 06         0        0   381000
HUMAN GENOME SCIENCES INC      COM              444903108   304354   1758005 SH       DEFINED 09 11 13         0        0  1758005
HUMAN GENOME SCIENCES INC      COM              444903108   318273   1838400 SH       DEFINED 15 16 22         0        0  1838400
HUMAN GENOME SCIENCES INC      COM              444903108   107289    619720 SH       DEFINED 26 28 30         0        0   619720
HUMAN GENOME SCIENCES INC      COM              444903108     6976     40300 SH       DEFINED 34               0        0    40300
HUMAN GENOME SCIENCES INC      COM              444903108    37153    214605 SH       DEFINED 03          194415        0    20190
HUNTINGTON BANCSHARES INC      COM              446150104     3100    211070 SH       DEFINED 15               0        0   211070
HUNTINGTON BANCSHARES INC      COM              446150104     2807    191131 SH       DEFINED 03          191131        0        0
HURCO COMPANIES INC            COM              447324104     1456    364028 SH       DEFINED 07               0        0   364028
HUTCHINSON TECHNOLOGY INC      COM              448407106    17481    830000 SH       DEFINED 05 06            0        0   830000
HYPERION SOLUTIONS CORP        COM              44914M104     5175    200000 SH       DEFINED 28               0        0   200000
HYPERION SOLUTIONS CORP        COM              44914M104     5648    218300 SH       DEFINED 03          218300        0        0
IBP INC                        COM              449223106       76      4200 SH       DEFINED 15               0        0     4200
ICOS CORP                      COM              449295104    99692   1841900 SH       DEFINED 02 15 34         0        0  1841900
ICOS CORP                      COM              449295104     2321     42900 SH       DEFINED 03           42900        0        0
ICU MED INC                    COM              44930G107    21533    832220 SH       DEFINED 02 07 26         0        0   832220
ICU MED INC                    COM              44930G107     2124     82100 SH       DEFINED 03           82100        0        0
IDEC PHARMACEUTICALS CORP      COM              449370105    27198    155100 SH       DEFINED 02 09 12         0        0   155100
IDEC PHARMACEUTICALS CORP      COM              449370105   474394   2705268 SH       DEFINED 13 15 20         0        0  2705268
IDEC PHARMACEUTICALS CORP      COM              449370105    21130    120500 SH       DEFINED 28 30 32         0        0   120500
IDEC PHARMACEUTICALS CORP      COM              449370105     4997     28500 SH       DEFINED 34               0        0    28500
IDEC PHARMACEUTICALS CORP      COM              449370105     1474      8410 SH       DEFINED 03            8410        0        0
IDX SYS CORP                   COM              449491109      120      7500 SH       DEFINED 15               0        0     7500
IHOP CORP                      COM              449623107    38250   2000000 SH       DEFINED 07               0        0  2000000
IMC GLOBAL INC                 COM              449669100    62745   4327300 SH       DEFINED 09 13 15         0        0  4327300
IMC GLOBAL INC                 COM              449669100    90448   6237800 SH       DEFINED 16 22            0        0  6237800
IMC GLOBAL INC                 COM              449669100     3085    212800 SH       DEFINED 03          102200        0   110600
IMS HEALTH INC                 COM              449934108    70340   3389880 SH       DEFINED 02 06 07         0        0  3389880
IMS HEALTH INC                 COM              449934108    90391   4356200 SH       DEFINED 09 12 15         0        0  4356200
IMS HEALTH INC                 COM              449934108   307398  14814400 SH       DEFINED 16 18 22         0        0 14814400
IMS HEALTH INC                 COM              449934108    16672    803500 SH       DEFINED 30 34            0        0   803500
IMS HEALTH INC                 COM              449934108    43898   2115603 SH       DEFINED 37 03      1589803        0   525800
IRSA INVERSIONERS Y REP S A    GLOBL DEP RCPT   450047204      736     32023 SH       DEFINED 02 19 21         0        0    32023
IRT PPTY CO                    COM              450058102      821     93900 SH       DEFINED 26               0        0    93900
ISTAR FINL INC                 COM              45031U101      673     30000 SH       DEFINED 03           30000        0        0
I-STAT CORP                    COM              450312103    26025   1150300 SH       DEFINED 09 15 26         0        0  1150300
I-STAT CORP                    COM              450312103    20314    897900 SH       DEFINED 28 30            0        0   897900
I-STAT CORP                    COM              450312103     8276    365800 SH       DEFINED 03          365800        0        0
ITT EDUCATIONAL SERVICES INC   COM              45068B109     1306     48170 SH       DEFINED 02 13 26         0        0    48170
ITT EDUCATIONAL SERVICES INC   COM              45068B109     1692     62400 SH       DEFINED 03           62400        0        0
ITXC CORP                      COM              45069F109     9680    661900 SH       DEFINED 10 13            0        0   661900
IBASIS INC                     COM              450732102    10083    635205 SH       DEFINED 13               0        0   635205
IBIS TECHNOLOGY CORP           COM              450909106     1546     42600 SH       DEFINED 13               0        0    42600
IBIS TECHNOLOGY CORP           COM              450909106     2247     61900 SH       DEFINED 03           61900        0        0
ITT INDS INC IND               COM              450911102    45993   1417900 SH       DEFINED 07 09 12         0        0  1417900
ITT INDS INC IND               COM              450911102     1895     58430 SH       DEFINED 15 22 34         0        0    58430
ITT INDS INC IND               COM              450911102    12006    370136 SH       DEFINED 37 03        90536        0   279600
IDACORP INC                    COM              451107106     1632     35300 SH       DEFINED 26               0        0    35300
IDACORP INC                    COM              451107106        1        26 SH       DEFINED 37              26        0        0
IDEX CORP                      COM              45167R104    35665   1276600 SH       DEFINED 07               0        0  1276600
IDEX CORP                      COM              45167R104     3300    118150 SH       DEFINED 03          118150        0        0
IDEXX LABS INC                 COM              45168D104      433     16200 SH       DEFINED 15               0        0    16200
ILEX ONCOLOGY INC              COM              451923106    11944    396500 SH       DEFINED 15               0        0   396500
ILLINOIS TOOL WKS INC          COM              452308109    85416   1528700 SH       DEFINED 05 07 09         0        0  1528700
ILLINOIS TOOL WKS INC          COM              452308109   310069   5549350 SH       DEFINED 10 15 16         0        0  5549350
ILLINOIS TOOL WKS INC          COM              452308109    26875    481000 SH       DEFINED 22 26 28         0        0   481000
ILLINOIS TOOL WKS INC          COM              452308109      139      2500 SH       DEFINED 34               0        0     2500
ILLINOIS TOOL WKS INC          COM              452308109    28552    511010 SH       DEFINED 37 03       413010        0    98000
ILLUMINA INC                   COM              452327109      494     10900 SH       DEFINED 15               0        0    10900
ILOG S A                       SPONSORED ADR    452360100     3459     54700 SH       DEFINED 07 19 21         0        0    54700
ILOG S A                       SPONSORED ADR    452360100      430      6800 SH       DEFINED 03               0        0     6800
IMATION CORP                   COM              45245A107        2       153 SH       DEFINED 37             153        0        0
IMAX CORP                      COM              45245E109    34308   2011670 SH       DEFINED 02 07 26         0        0  2011670
IMAX CORP                      COM              45245E109      366     21500 SH       DEFINED 03           21500        0        0
IMCLONE SYS INC                SUB NT CV 144A05 45245WAA7    19295  15800000 PRN      DEFINED 11               0        0        0
IMCLONE SYS INC                COM              45245W109    19548    166990 SH       DEFINED 02 04 05         0        0   166990
IMCLONE SYS INC                COM              45245W109   209234   1787512 SH       DEFINED 06 09 13         0        0  1787512
IMCLONE SYS INC                COM              45245W109   209822   1792400 SH       DEFINED 15 20 23         0        0  1792400
IMCLONE SYS INC                COM              45245W109    23248    198600 SH       DEFINED 26 28 30         0        0   198600
IMCLONE SYS INC                COM              45245W109    13825    118100 SH       DEFINED 32 34            0        0   118100
IMCLONE SYS INC                COM              45245W109    12714    108610 SH       DEFINED 03           89010        0    19600
IMMUNEX CORP NEW               COM              452528102    66057   1518570 SH       DEFINED 02 04 05         0        0  1518570
IMMUNEX CORP NEW               COM              452528102    62313   1432500 SH       DEFINED 06 09 10         0        0  1432500
IMMUNEX CORP NEW               COM              452528102   750383  17250200 SH       DEFINED 11 12 13         0        0 17250200
IMMUNEX CORP NEW               COM              452528102   356212   8188800 SH       DEFINED 15 16 19         0        0  8188800
IMMUNEX CORP NEW               COM              452528102   235304   5409310 SH       DEFINED 20 21 22         0        0  5409310
IMMUNEX CORP NEW               COM              452528102    66446   1527500 SH       DEFINED 23 28 29         0        0  1527500
IMMUNEX CORP NEW               COM              452528102    74457   1711670 SH       DEFINED 30 32 34         0        0  1711670
IMMUNEX CORP NEW               COM              452528102   252649   5807840 SH       DEFINED 37 03      5249540        0   558300
IMMUNOGEN INC                  COM              45253H101     3025     88500 SH       DEFINED 13               0        0    88500
IMMUNOGEN INC                  COM              45253H101     4410    129000 SH       DEFINED 03          129000        0        0
IMPATH INC                     COM              45255G101     3232     51200 SH       DEFINED 26               0        0    51200
IMPCO TECHNOLOGIES INC         COM              45255W106       20       700 SH       DEFINED 15               0        0      700
IMPERIAL BANCORP               COM              452556103      382     20000 SH       DEFINED 15               0        0    20000
IMPERIAL OIL LTD               COM NEW          453038408    80927   3127220 SH       DEFINED 02 07 15         0        0  3127220
IMPERIAL OIL LTD               COM NEW          453038408     1441     55600 SH       DEFINED 34               0        0    55600
IMPERIAL OIL LTD               COM NEW          453038408      163      6304 SH       DEFINED 03            6304        0        0
IMPSAT FIBER NETWORKS INC      COM              45321T103      332     30245 SH       DEFINED 02 07 19         0        0    30245
IMPSAT FIBER NETWORKS INC      COM              45321T103     1933    175800 SH       DEFINED 21               0        0   175800
IMRGLOBAL CORPORATION          COM              45321W106     4634    398700 SH       DEFINED 02 34            0        0   398700
INCO LTD                       COM              453258402    52418   3257530 SH       DEFINED 02 07 13         0        0  3257530
INCO LTD                       COM              453258402     1369     85100 SH       DEFINED 15 21            0        0    85100
INCO LTD                       COM              453258402     2386    148007 SH       DEFINED 37 03       148007        0        0
INCYTE GENOMICS INC            COM              45337C102     9886    240400 SH       DEFINED 09 28 30         0        0   240400
INCYTE GENOMICS INC            COM              45337C102        5       130 SH       DEFINED 03             130        0        0
INDEPENDENCE FED SVGS BK       COM              453432106     1171    120200 SH       DEFINED 07               0        0   120200
INDEPENDENCE HLDG CO NEW       COM NEW          453440307     1020    140800 SH       DEFINED 07               0        0   140800
INDEPENDENT ENERGY HLDGS PLC   SPONSORED ADR    45384X108      201     26700 SH       DEFINED 03           26700        0        0
INDIA FD INC                   COM              454089103    10114    834200 SH       DEFINED 19 21            0        0   834200
INDIA GROWTH FD INC            COM              454090101     3443    307800 SH       DEFINED 19 21            0        0   307800
INDUSTRI-MATEMATIK INTL CORP   COM              455792101     9477   2360090 SH       DEFINED 02 21            0        0  2360090
INDUSTRIE NATUZZI SPA          ADR              456478106     1249    102500 SH       DEFINED 19 21            0        0   102500
INDYMAC BANCORP INC            COM              456607100     2249    109400 SH       DEFINED 02 15 34         0        0   109400
INDYMAC BANCORP INC            COM              456607100    17685    860100 SH       DEFINED 03          860100        0        0
INFINEON TECHNOLOGIES AG       SPONSORED ADR    45662N103      118      2500 SH       DEFINED 03            2500        0        0
INFINITY BROADCASTING CP NEW   CL A             45662S102    55585   1684400 SH       DEFINED 02 04 05         0        0  1684400
INFINITY BROADCASTING CP NEW   CL A             45662S102   426986  12938983 SH       DEFINED 06 07 10         0        0 12938983
INFINITY BROADCASTING CP NEW   CL A             45662S102    41557   1259325 SH       DEFINED 12 13 15         0        0  1259325
INFINITY BROADCASTING CP NEW   CL A             45662S102   380585  11532901 SH       DEFINED 16 20 26         0        0 11532901
INFINITY BROADCASTING CP NEW   CL A             45662S102    51461   1559425 SH       DEFINED 27 28 30         0        0  1559425
INFINITY BROADCASTING CP NEW   CL A             45662S102    78053   2365260 SH       DEFINED 32 34            0        0  2365260
INFINITY BROADCASTING CP NEW   CL A             45662S102    18070    547616 SH       DEFINED 37 03       262510        0   285106
INFINIUM SOFTWARE INC          COM              45662Y109      409    152500 SH       DEFINED 07               0        0   152500
INFOCUS CORP                   COM              45665B106     3217     60700 SH       DEFINED 02 15 21         0        0    60700
INFOCUS CORP                   COM              45665B106     3261     61530 SH       DEFINED 26               0        0    61530
INFOCUS CORP                   COM              45665B106    20277    382600 SH       DEFINED 03          382600        0        0
INFORMATICA CORP               COM              45666Q102    65424    701600 SH       DEFINED 02 06 13         0        0   701600
INFORMATICA CORP               COM              45666Q102      608      6530 SH       DEFINED 26 03         2700        0     3830
INFONET SVCS CORP              CL B             45666T106    44168   4181672 SH       DEFINED 02 20 21         0        0  4181672
INFONET SVCS CORP              CL B             45666T106     3337    316020 SH       DEFINED 32               0        0   316020
INFORMATION ARCHITECTS CORP    COM              45669R107      991    299200 SH       DEFINED 02 34            0        0   299200
INFORTE CORP                   COM              45677R107     2897     82500 SH       DEFINED 02 34            0        0    82500
INFOSPACE INC                  COM              45678T102    19402    641400 SH       DEFINED 02 12 15         0        0   641400
INFOSPACE INC                  COM              45678T102     7992    264200 SH       DEFINED 34               0        0   264200
INFOSPACE INC                  COM              45678T102      788     26050 SH       DEFINED 03           26050        0        0
INFOVISTA S A                  ADR              456817105     4261    135300 SH       DEFINED 02 11 15         0        0   135300
INFOVISTA S A                  ADR              456817105     1575     50000 SH       DEFINED 34               0        0    50000
INFOUSA INC NEW                COM              456818301    16266   3253200 SH       DEFINED 07 15            0        0  3253200
ING GROEP N V                  SPONSORED ADR    456837103        5        81 SH       DEFINED 37              81        0        0
INGERSOLL-RAND CO              COM              456866102    20300    599290 SH       DEFINED 02 04 05         0        0   599290
INGERSOLL-RAND CO              COM              456866102   169788   5012200 SH       DEFINED 06 07 09         0        0  5012200
INGERSOLL-RAND CO              COM              456866102    70210   2072640 SH       DEFINED 10 12 15         0        0  2072640
INGERSOLL-RAND CO              COM              456866102   184896   5458200 SH       DEFINED 16 18 19         0        0  5458200
INGERSOLL-RAND CO              COM              456866102    41107   1213500 SH       DEFINED 22 26 28         0        0  1213500
INGERSOLL-RAND CO              COM              456866102     1239     36600 SH       DEFINED 30 34            0        0    36600
INGERSOLL-RAND CO              COM              456866102    45693   1348885 SH       DEFINED 37 03       922285        0   426600
INFORMATION RES INC            COM              456905108     1969    289100 SH       DEFINED 07 15 21         0        0   289100
INFORMATION RES INC            COM              456905108     3971    583000 SH       DEFINED 26 29            0        0   583000
INFORMATION RES INC            COM              456905108     1293    189800 SH       DEFINED 03          189800        0        0
INGRAM MICRO INC               CL A             457153104    45031   3275000 SH       DEFINED 05 06            0        0  3275000
INGRAM MICRO INC               CL A             457153104     2059    149800 SH       DEFINED 37 03       149800        0        0
INHALE THERAPEUTIC SYS INC     COM              457191104    25165    446400 SH       DEFINED 15               0        0   446400
INKTOMI CORP                   COM              457277101    16530    145000 SH       DEFINED 02 06 07         0        0   145000
INKTOMI CORP                   COM              457277101   412212   3615900 SH       DEFINED 09 10 11         0        0  3615900
INKTOMI CORP                   COM              457277101    84902    744760 SH       DEFINED 15 16 22         0        0   744760
INKTOMI CORP                   COM              457277101    37128    325690 SH       DEFINED 23 28 30         0        0   325690
INKTOMI CORP                   COM              457277101     3579     31400 SH       DEFINED 34               0        0    31400
INKTOMI CORP                   COM              457277101    17863    156692 SH       DEFINED 37 03       109712        0    46980
INNKEEPERS USA TR              COM              4576J0104     2402    234400 SH       DEFINED 35               0        0   234400
INNKEEPERS USA TR              COM              4576J0104     3896    380100 SH       DEFINED 03          380100        0        0
INNKEEPERS USA TR              PFD CV A 8.625   4576J0302     6237    334900 SH       DEFINED 33 35 03    147000        0   187900
INSIGHT ENTERPRISES INC        COM              45765U103    17726    650512 SH       DEFINED 02 15 26         0        0   650512
INSIGHT ENTERPRISES INC        COM              45765U103    10122    371473 SH       DEFINED 03          371473        0        0
INPUT/OUTPUT INC               COM              457652105     2922    303600 SH       DEFINED 07 13            0        0   303600
INPUT/OUTPUT INC               COM              457652105      751     78100 SH       DEFINED 03           78100        0        0
INSITUFORM TECHNOLOGIES INC    CL A             457667103     2535     75400 SH       DEFINED 15 16            0        0    75400
INSITUFORM TECHNOLOGIES INC    CL A             457667103    14811    440500 SH       DEFINED 03          440500        0        0
INSPIRE INS SOLUTIONS INC      COM              457732105       19     17300 SH       DEFINED 26               0        0    17300
INSURANCE AUTO AUCTIONS INC    COM              457875102     8818    544800 SH       DEFINED 07 21 28         0        0   544800
INSURANCE AUTO AUCTIONS INC    COM              457875102      260     16100 SH       DEFINED 29               0        0    16100
INSURANCE AUTO AUCTIONS INC    COM              457875102    10594    654500 SH       DEFINED 03          654500        0        0
INTEGRATED DEVICE TECHNOLOGY   COM              458118106   139451   1540900 SH       DEFINED 02 12 13         0        0  1540900
INTEGRATED DEVICE TECHNOLOGY   COM              458118106   304758   3367500 SH       DEFINED 15 16 20         0        0  3367500
INTEGRATED DEVICE TECHNOLOGY   COM              458118106    35349    390600 SH       DEFINED 23 26 32         0        0   390600
INTEGRATED DEVICE TECHNOLOGY   COM              458118106     5031     55600 SH       DEFINED 34               0        0    55600
INTEGRATED DEVICE TECHNOLOGY   COM              458118106    11926    131785 SH       DEFINED 03           92185        0    39600
INTEGRATED SILICON SOLUTION    COM              45812P107     7093    500000 SH       DEFINED 12 28            0        0   500000
INTEL CORP                     COM              458140100   354905   8539080 SH       DEFINED 02 04 05         0        0  8539080
INTEL CORP                     COM              458140100  2158214  51926960 SH       DEFINED 06 07 10         0        0 51926960
INTEL CORP                     COM              458140100  1175370  28279600 SH       DEFINED 12 13 15         0        0 28279600
INTEL CORP                     COM              458140100  2010055  48362230 SH       DEFINED 16 18 19         0        0 48362230
INTEL CORP                     COM              458140100   829633  19961100 SH       DEFINED 21 22 23         0        0 19961100
INTEL CORP                     COM              458140100  1097268  26400440 SH       DEFINED 26 27 28         0        0 26400440
INTEL CORP                     COM              458140100   126211   3036678 SH       DEFINED 29 30 32         0        0  3036678
INTEL CORP                     COM              458140100   153976   3704700 SH       DEFINED 34               0        0  3704700
INTEL CORP                     COM              458140100   714632  17188816 SH       DEFINED 37 03     14547096        0  2641720
INTERACT COMM CORP             COM              45839Y107    26814   2451620 SH       DEFINED 12 13 26         0        0  2451620
INTERACT COMM CORP             COM              45839Y107     5705    521600 SH       DEFINED 28 34            0        0   521600
INTERACT COMM CORP             COM              45839Y107      114     10500 SH       DEFINED 03           10500        0        0
INTERCONTINENTAL LIFE CORP     COM              458593100     8562    878200 SH       DEFINED 07               0        0   878200
INTERLIANT INC                 SB NT CV 144A 05 458742AA1     2445   6000000 PRN      DEFINED 11               0        0        0
INTERMEDIA COMMUNICATIONS INC  COM              458801107       67      2284 SH       DEFINED 11               0        0     2284
INTERNAP NETWORK SVCS CORP     COM              45885A102    46720   1445900 SH       DEFINED 02 05 06         0        0  1445900
INTERNAP NETWORK SVCS CORP     COM              45885A102    82681   2558800 SH       DEFINED 09 10 11         0        0  2558800
INTERNAP NETWORK SVCS CORP     COM              45885A102    19319    597910 SH       DEFINED 13 15 22         0        0   597910
INTERNAP NETWORK SVCS CORP     COM              45885A102    35863   1109900 SH       DEFINED 23 28 30         0        0  1109900
INTERNAP NETWORK SVCS CORP     COM              45885A102     7024    217400 SH       DEFINED 34               0        0   217400
INTERNAP NETWORK SVCS CORP     COM              45885A102    27395    847835 SH       DEFINED 37 03       809535        0    38300
INTERMUNE PHARMACEUTICALS INC  COM              45885B100    28155    519000 SH       DEFINED 09 26 28         0        0   519000
INTERMUNE PHARMACEUTICALS INC  COM              45885B100     2115     39000 SH       DEFINED 30               0        0    39000
INTERMUNE PHARMACEUTICALS INC  COM              45885B100       15       280 SH       DEFINED 03             280        0        0
INTERNATIONAL BUSINESS MACHS   COM              459200101   242662   2157000 SH       DEFINED 02 04 05         0        0  2157000
INTERNATIONAL BUSINESS MACHS   COM              459200101   290181   2579388 SH       DEFINED 06 07 08         0        0  2579388
INTERNATIONAL BUSINESS MACHS   COM              459200101  1571028  13964700 SH       DEFINED 09 10 12         0        0 13964700
INTERNATIONAL BUSINESS MACHS   COM              459200101  1598281  14206950 SH       DEFINED 13 15 16         0        0 14206950
INTERNATIONAL BUSINESS MACHS   COM              459200101   641900   5705780 SH       DEFINED 19 22 23         0        0  5705780
INTERNATIONAL BUSINESS MACHS   COM              459200101   633523   5631322 SH       DEFINED 26 27 28         0        0  5631322
INTERNATIONAL BUSINESS MACHS   COM              459200101    59326    527344 SH       DEFINED 30 31 32         0        0   527344
INTERNATIONAL BUSINESS MACHS   COM              459200101    89505    795600 SH       DEFINED 34               0        0   795600
INTERNATIONAL BUSINESS MACHS   COM              459200101   489590   4350319 SH       DEFINED 37 03      3777729        0   572590
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101    16435    900600 SH       DEFINED 07 09 12         0        0   900600
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101     8995    492900 SH       DEFINED 18 22            0        0   492900
INTERNATIONAL FLAVORS&FRAGRANC COM              459506101     2939    161077 SH       DEFINED 03           88777        0    72300
INTERNATIONAL GAME TECHNOLOGY  COM              459902102    26325    782900 SH       DEFINED 02 09 13         0        0   782900
INTERNATIONAL GAME TECHNOLOGY  COM              459902102     1111     33070 SH       DEFINED 15 23 26         0        0    33070
INTERNATIONAL GAME TECHNOLOGY  COM              459902102     6812    202600 SH       DEFINED 28 30 32         0        0   202600
INTERNATIONAL GAME TECHNOLOGY  COM              459902102       40      1200 SH       DEFINED 34               0        0     1200
INTERNATIONAL GAME TECHNOLOGY  COM              459902102    25627    762150 SH       DEFINED 03          762150        0        0
INTL PAPER CO                  COM              460146103    33498   1167689 SH       DEFINED 02 06 15         0        0  1167689
INTL PAPER CO                  COM              460146103    22904    798397 SH       DEFINED 23 28 31         0        0   798397
INTL PAPER CO                  COM              460146103     4595    160200 SH       DEFINED 34               0        0   160200
INTL PAPER CO                  COM              460146103    15880    553560 SH       DEFINED 37 03       507022        0    46538
INTERNATIONAL RECTIFIER CORP   SUB NT CV 144A07 460254AD7    32127  35500000 PRN      DEFINED 11               0        0        0
INTERNATIONAL RECTIFIER CORP   COM              460254105    36415    720200 SH       DEFINED 02 05 12         0        0   720200
INTERNATIONAL RECTIFIER CORP   COM              460254105    73457   1452800 SH       DEFINED 15 16 23         0        0  1452800
INTERNATIONAL RECTIFIER CORP   COM              460254105     5723    113200 SH       DEFINED 26 28 32         0        0   113200
INTERNATIONAL RECTIFIER CORP   COM              460254105    10077    199300 SH       DEFINED 34               0        0   199300
INTERNATIONAL RECTIFIER CORP   COM              460254105    22677    448500 SH       DEFINED 03          322100        0   126400
INTERNATIONAL SPEEDWAY CORP    CL A             460335201    13873    355738 SH       DEFINED 13               0        0   355738
INTERNATIONAL SPEEDWAY CORP    CL A             460335201    20577    527616 SH       DEFINED 03          527616        0        0
INTL SPECIALTY PRODS INC NEW   COM              460337108     3851    716500 SH       DEFINED 07               0        0   716500
INTERNET CAP GROUP INC         SUB NT CV 5.5%04 46059CAA4    13443  26360000 PRN      DEFINED 11               0        0        0
INTERNET CAP GROUP INC         SUB NT CV 5.5%04 46059CAA4     1535   3010000 PRN      DEFINED 03               0        0        0
INTERNET CAP GROUP INC         COM              46059C106       99      5700 SH       DEFINED 28 03            0        0     5700
INTERNET SEC SYS INC           COM              46060X107       75      1010 SH       DEFINED 15               0        0     1010
INTERPLAY ENTMT CORP           COM              460615107     2935    770000 SH       DEFINED 28               0        0   770000
INTERSIL HLDG CORP             CL A             46069S109    15042    301600 SH       DEFINED 02 04 06         0        0   301600
INTERSIL HLDG CORP             CL A             46069S109    82164   1647400 SH       DEFINED 10 13 15         0        0  1647400
INTERSIL HLDG CORP             CL A             46069S109   215455   4319900 SH       DEFINED 16 20 32         0        0  4319900
INTERSIL HLDG CORP             CL A             46069S109    18507    371078 SH       DEFINED 34 36 03      6400        0   364678
INTERPUBLIC GROUP COS INC      SB NT CV 144A 06 460690AG5     4874   5500000 PRN      DEFINED 11               0        0        0
INTERPUBLIC GROUP COS INC      SUBNT CV 1.87%06 460690AJ9     7090   8000000 PRN      DEFINED 11               0        0        0
INTERPUBLIC GROUP COS INC      COM              460690100    69492   2040134 SH       DEFINED 11 15 16         0        0  2040134
INTERPUBLIC GROUP COS INC      COM              460690100    11897    349274 SH       DEFINED 37 03       331574        0    17700
INTERSTATE BAKERIES CORP DEL   COM              46072H108      223     15270 SH       DEFINED 02 15            0        0    15270
INTERSTATE HOTELS CORP         COM              46088R108      200     94174 SH       DEFINED 12 28            0        0    94174
INTERTAPE POLYMER GROUP INC    COM              460919103    10078    759500 SH       DEFINED 02               0        0   759500
INTRANET SOLUTIONS INC         COM NEW          460939309     2915     58300 SH       DEFINED 26               0        0    58300
INTERTRUST TECHNOLOGIES CORP   COM              46113Q109    27586   2287000 SH       DEFINED 15 16 34         0        0  2287000
INTERTRUST TECHNOLOGIES CORP   COM              46113Q109      296     24600 SH       DEFINED 03           24600        0        0
INTERWOVEN INC                 COM              46114T102    28514    252200 SH       DEFINED 02 05 06         0        0   252200
INTERWOVEN INC                 COM              46114T102       82       730 SH       DEFINED 15 26            0        0      730
INTERVOICE-BRITE INC           COM              461142101     8041    765900 SH       DEFINED 09 26 28         0        0   765900
INTERVOICE-BRITE INC           COM              461142101      568     54100 SH       DEFINED 30               0        0    54100
INTERVOICE-BRITE INC           COM              461142101        4       440 SH       DEFINED 03             440        0        0
INTEST CORP                    COM              461147100     6375    656000 SH       DEFINED 07               0        0   656000
INTIMATE BRANDS INC            CL A             461156101    73451   3930500 SH       DEFINED 10 15 18         0        0  3930500
INTIMATE BRANDS INC            CL A             461156101     1341     71800 SH       DEFINED 03           71800        0        0
INTUIT                         COM              461202103    65716   1152920 SH       DEFINED 05 06 09         0        0  1152920
INTUIT                         COM              461202103   139684   2450600 SH       DEFINED 10 13 16         0        0  2450600
INTUIT                         COM              461202103    87016   1526600 SH       DEFINED 20 22 23         0        0  1526600
INTUIT                         COM              461202103    49686    871690 SH       DEFINED 28 30 32         0        0   871690
INTUIT                         COM              461202103    19560    343158 SH       DEFINED 37 03       244798        0    98360
INVACARE CORP                  COM              461203101      321     10000 SH       DEFINED 02 15            0        0    10000
INVERNESS MED TECHNOLOGY INC   COM              461268104    13890    721600 SH       DEFINED 10               0        0   721600
INVESTMENT TECHNOLOGY GRP NEW  COM              46145F105     5151    129000 SH       DEFINED 15 32            0        0   129000
INVITROGEN CORP                SUB NT CV 144A07 46185RAA8     7070   7000000 PRN      DEFINED 11               0        0        0
INVITROGEN CORP                COM              46185R100    37596    528600 SH       DEFINED 13 15            0        0   528600
INVITROGEN CORP                COM              46185R100      376      5300 SH       DEFINED 03            5300        0        0
INVESTORS FINL SERVICES CORP   COM              461915100     1969     31200 SH       DEFINED 15 28            0        0    31200
IONICS INC                     COM              462218108      272     12800 SH       DEFINED 15               0        0    12800
IPALCO ENTERPRISES INC         COM              462613100    86124   3765000 SH       DEFINED 06 07 09         0        0  3765000
IPALCO ENTERPRISES INC         COM              462613100    70322   3074200 SH       DEFINED 15 16 18         0        0  3074200
IPALCO ENTERPRISES INC         COM              462613100    21694    948380 SH       DEFINED 22 28 30         0        0   948380
IPALCO ENTERPRISES INC         COM              462613100     2911    127300 SH       DEFINED 34               0        0   127300
IPALCO ENTERPRISES INC         COM              462613100    14364    627940 SH       DEFINED 37 03       543840        0    84100
IPSCO INC                      COM              462622101    19288   1900000 SH       DEFINED 02               0        0  1900000
IRON MTN INC PA                COM              462846106    33318    900500 SH       DEFINED 12 03            0        0   900500
IT GROUP INC                   COM              465266104       99     20900 SH       DEFINED 03           20900        0        0
ITALY FD INC                   COM              465395101     3123    180404 SH       DEFINED 19 21            0        0   180404
I3 MOBILE INC                  COM              465713105        1       280 SH       DEFINED 02               0        0      280
I2 TECHNOLOGIES INC            SUBNTCV 144A  06 465754AD1     8387   3250000 PRN      DEFINED 11               0        0        0
I2 TECHNOLOGIES INC            COM              465754109   135807    726000 SH       DEFINED 02 05 06         0        0   726000
I2 TECHNOLOGIES INC            COM              465754109   203485   1087796 SH       DEFINED 13 15 16         0        0  1087796
I2 TECHNOLOGIES INC            COM              465754109    97814    522900 SH       DEFINED 20 32 34         0        0   522900
I2 TECHNOLOGIES INC            COM              465754109    24696    132025 SH       DEFINED 03          130725        0     1300
IVAX CORP                      SR SB CV 144A 07 465823AB8     9886   6860000 PRN      DEFINED 11               0        0        0
IVAX CORP                      COM              465823102    56467   1227550 SH       DEFINED 02 09 12         0        0  1227550
IVAX CORP                      COM              465823102    58410   1269800 SH       DEFINED 13 15 23         0        0  1269800
IVAX CORP                      COM              465823102    16689    362810 SH       DEFINED 26 28 30         0        0   362810
IVAX CORP                      COM              465823102    16072    349400 SH       DEFINED 32 34            0        0   349400
IVAX CORP                      COM              465823102       28       620 SH       DEFINED 03             620        0        0
IVEX PACKAGING CORP DEL        COM              465855104     3815    388800 SH       DEFINED 09 28 30         0        0   388800
IVEX PACKAGING CORP DEL        COM              465855104     1914    195120 SH       DEFINED 03          195120        0        0
JDN RLTY CORP                  COM              465917102     2092    185000 SH       DEFINED 09               0        0   185000
JDS UNIPHASE CORP              COM              46612J101   114486   1209100 SH       DEFINED 02 04 05         0        0  1209100
JDS UNIPHASE CORP              COM              46612J101   510916   5395820 SH       DEFINED 07 10 12         0        0  5395820
JDS UNIPHASE CORP              COM              46612J101   679835   7179786 SH       DEFINED 13 15 16         0        0  7179786
JDS UNIPHASE CORP              COM              46612J101   104513   1103770 SH       DEFINED 19 22 23         0        0  1103770
JDS UNIPHASE CORP              COM              46612J101   196248   2072590 SH       DEFINED 26 27 28         0        0  2072590
JDS UNIPHASE CORP              COM              46612J101    13502    142600 SH       DEFINED 30 32            0        0   142600
JDS UNIPHASE CORP              COM              46612J101   179436   1894971 SH       DEFINED 37 03      1573581        0   321390
JDA SOFTWARE GROUP INC         COM              46612K108     9739    763890 SH       DEFINED 02 07 26         0        0   763890
JDA SOFTWARE GROUP INC         COM              46612K108     4069    319200 SH       DEFINED 03          319200        0        0
JLM COUTURE INC                COM              46621E101      510    181500 SH       DEFINED 07               0        0   181500
JNI CORP                       COM              46622G105        8       100 SH       DEFINED 02               0        0      100
JABIL CIRCUIT INC              COM              466313103    36121    636500 SH       DEFINED 02 09 12         0        0   636500
JABIL CIRCUIT INC              COM              466313103   242825   4278860 SH       DEFINED 15 19 20         0        0  4278860
JABIL CIRCUIT INC              COM              466313103     9627    169640 SH       DEFINED 23 28 30         0        0   169640
JABIL CIRCUIT INC              COM              466313103    18194    320600 SH       DEFINED 32 34            0        0   320600
JABIL CIRCUIT INC              COM              466313103     5226     92080 SH       DEFINED 37 03        47680        0    44400
JACK IN THE BOX INC            COM              466367109    13845    645850 SH       DEFINED 02 06 09         0        0   645850
JACK IN THE BOX INC            COM              466367109    30587   1426800 SH       DEFINED 13 15 16         0        0  1426800
JACK IN THE BOX INC            COM              466367109    34807   1623660 SH       DEFINED 28 29 30         0        0  1623660
JACK IN THE BOX INC            COM              466367109       57      2700 SH       DEFINED 34               0        0     2700
JACK IN THE BOX INC            COM              466367109    23023   1073970 SH       DEFINED 03         1073970        0        0
JACOBS ENGR GROUP INC DEL      COM              469814107    96248   2387560 SH       DEFINED 07 15 20         0        0  2387560
JACOBS ENGR GROUP INC DEL      COM              469814107    12103    300230 SH       DEFINED 32 34            0        0   300230
JACOBS ENGR GROUP INC DEL      COM              469814107     5921    146900 SH       DEFINED 03          146900        0        0
JAPAN AIR LINES LTD            ADR NEW          471034306      718     89800 SH       DEFINED 15               0        0    89800
JARDINE FLEMING CHINA REGION   COM              471110106     1628    208500 SH       DEFINED 19 21            0        0   208500
JARDINE FLEMING INDIA FD INC   COM              471112102     3852    350200 SH       DEFINED 19 21            0        0   350200
JAZZTEL P L C                  SPONSORED ADR    47214R152    10466    465190 SH       DEFINED 02 07 19         0        0   465190
JAZZTEL P L C                  SPONSORED ADR    47214R152    18157    807000 SH       DEFINED 21 03       178100        0   628900
JEFFERIES GROUP INC NEW        COM              472319102     2563     95400 SH       DEFINED 15               0        0    95400
JEFFERSON PILOT CORP           COM              475070108     4744     69900 SH       DEFINED 02 09 12         0        0    69900
JEFFERSON PILOT CORP           COM              475070108     7181    105800 SH       DEFINED 15 28 30         0        0   105800
JEFFERSON PILOT CORP           COM              475070108     2715     40000 SH       DEFINED 34               0        0    40000
JEFFERSON PILOT CORP           COM              475070108     5479     80734 SH       DEFINED 03           80734        0        0
JO-ANN STORES INC              CL A             47758P109     2786    384300 SH       DEFINED 07               0        0   384300
JO-ANN STORES INC              CL B NON VTG     47758P208    11786   1830900 SH       DEFINED 07 18            0        0  1830900
JOHN NUVEEN CO                 CL A             478035108     1141     23600 SH       DEFINED 15               0        0    23600
JOHNS MANVILLE CORP NEW        COM              478129109       29      2600 SH       DEFINED 15               0        0     2600
JOHNSON & JOHNSON              COM              478160104   123209   1311607 SH       DEFINED 02 04 05         0        0  1311607
JOHNSON & JOHNSON              COM              478160104   712844   7588495 SH       DEFINED 08 10 11         0        0  7588495
JOHNSON & JOHNSON              COM              478160104   305674   3254015 SH       DEFINED 12 13 15         0        0  3254015
JOHNSON & JOHNSON              COM              478160104   449857   4788900 SH       DEFINED 16 19 22         0        0  4788900
JOHNSON & JOHNSON              COM              478160104    80635    858400 SH       DEFINED 23 26 27         0        0   858400
JOHNSON & JOHNSON              COM              478160104   177972   1894584 SH       DEFINED 28 30 31         0        0  1894584
JOHNSON & JOHNSON              COM              478160104   107043   1139521 SH       DEFINED 32 34            0        0  1139521
JOHNSON & JOHNSON              COM              478160104   258239   2749242 SH       DEFINED 37 03      2439502        0   309740
JOHNSON CTLS INC               COM              478366107    59426   1117300 SH       DEFINED 07 09 15         0        0  1117300
JOHNSON CTLS INC               COM              478366107    27349    514200 SH       DEFINED 18 22 34         0        0   514200
JOHNSON CTLS INC               COM              478366107     8416    158241 SH       DEFINED 03          133141        0    25100
JONES APPAREL GROUP INC        COM              480074103    22525    850000 SH       DEFINED 07 09 28         0        0   850000
JONES APPAREL GROUP INC        COM              480074103      474     17900 SH       DEFINED 30               0        0    17900
JONES APPAREL GROUP INC        COM              480074103        3       150 SH       DEFINED 03             150        0        0
JOURNAL REGISTER CO            COM              481138105     4751    285800 SH       DEFINED 07               0        0   285800
JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2    84128  55553000 PRN      DEFINED 11 16 27         0        0        0
JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2    29718  19624000 PRN      DEFINED 28 30            0        0        0
JUNIPER NETWORKS INC           SB NT CV 4.75%07 48203RAA2     2756   1820000 PRN      DEFINED 03               0        0        0
JUNIPER NETWORKS INC           COM              48203R104   174290    796076 SH       DEFINED 02 05 06         0        0   796076
JUNIPER NETWORKS INC           COM              48203R104   962313   4395380 SH       DEFINED 07 09 10         0        0  4395380
JUNIPER NETWORKS INC           COM              48203R104   842164   3846600 SH       DEFINED 11 12 13         0        0  3846600
JUNIPER NETWORKS INC           COM              48203R104  1244162   5682730 SH       DEFINED 15 16 19         0        0  5682730
JUNIPER NETWORKS INC           COM              48203R104   550844   2515990 SH       DEFINED 20 22 23         0        0  2515990
JUNIPER NETWORKS INC           COM              48203R104   273356   1248560 SH       DEFINED 26 28 30         0        0  1248560
JUNIPER NETWORKS INC           COM              48203R104   146425    668800 SH       DEFINED 32 34            0        0   668800
JUNIPER NETWORKS INC           COM              48203R104   284044   1297376 SH       DEFINED 37 03      1139076        0   158300
KLA-TENCOR CORP                COM              482480100   241675   5867700 SH       DEFINED 02 12 13         0        0  5867700
KLA-TENCOR CORP                COM              482480100   313542   7612560 SH       DEFINED 15 16 19         0        0  7612560
KLA-TENCOR CORP                COM              482480100    87910   2134400 SH       DEFINED 21 22 23         0        0  2134400
KLA-TENCOR CORP                COM              482480100   116900   2838240 SH       DEFINED 27 28 29         0        0  2838240
KLA-TENCOR CORP                COM              482480100    19362    470100 SH       DEFINED 30 32 34         0        0   470100
KLA-TENCOR CORP                COM              482480100    57744   1401987 SH       DEFINED 03          770187        0   631800
K MART CORP                    COM              482584109     2258    376416 SH       DEFINED 03          376416        0        0
K2 INC                         COM              482732104     1124    125800 SH       DEFINED 07 28            0        0   125800
K V PHARMACEUTICAL CO          CL A             482740206    12575    358010 SH       DEFINED 02 09 26         0        0   358010
K V PHARMACEUTICAL CO          CL A             482740206     5272    150100 SH       DEFINED 28 30            0        0   150100
K V PHARMACEUTICAL CO          CL A             482740206        9       260 SH       DEFINED 03             260        0        0
KANA COMMUNICATIONS            COM              483600102     2608    117230 SH       DEFINED 02 15 34         0        0   117230
KANA COMMUNICATIONS            COM              483600102     1561     70166 SH       DEFINED 03           65770        0     4396
KANEB SERVICES INC             COM              484170105     8079   1746900 SH       DEFINED 07               0        0  1746900
KANSAS CITY PWR & LT CO        COM              485134100       24       900 SH       DEFINED 37             900        0        0
KANSAS CITY SOUTHN INDS INC    COM NEW          485170302      685     78905 SH       DEFINED 02 15 34         0        0    78905
KANSAS CITY SOUTHN INDS INC    COM NEW          485170302       82      9452 SH       DEFINED 37 03         8802        0      650
KAUFMAN & BROAD HOME CORP      COM              486168107     1943     72140 SH       DEFINED 02 15 26         0        0    72140
KAUFMAN & BROAD HOME CORP      COM              486168107       29      1100 SH       DEFINED 34               0        0     1100
KAUFMAN & BROAD HOME CORP      COM              486168107    25554    948651 SH       DEFINED 03          948651        0        0
KAYDON CORP                    COM              486587108    26404   1148000 SH       DEFINED 02 07 12         0        0  1148000
KAYDON CORP                    COM              486587108     3381    147020 SH       DEFINED 26 03            0        0   147020
KEANE INC                      COM              486665102     7615    437700 SH       DEFINED 20 32            0        0   437700
KEEBLER FOODS CO               COM              487256109    34009    809760 SH       DEFINED 02 04 05         0        0   809760
KEEBLER FOODS CO               COM              487256109    62269   1482600 SH       DEFINED 06 07 09         0        0  1482600
KEEBLER FOODS CO               COM              487256109    12178    289970 SH       DEFINED 12 15 19         0        0   289970
KEEBLER FOODS CO               COM              487256109   153071   3644562 SH       DEFINED 20 22 23         0        0  3644562
KEEBLER FOODS CO               COM              487256109    93002   2214340 SH       DEFINED 28 30 32         0        0  2214340
KEEBLER FOODS CO               COM              487256109      147      3500 SH       DEFINED 34               0        0     3500
KEEBLER FOODS CO               COM              487256109    37700    897620 SH       DEFINED 03          876920        0    20700
KEITHLEY INSTRS INC            COM              487584104    14000    200000 SH       DEFINED 02               0        0   200000
KELLOGG CO                     COM              487836108      890     36800 SH       DEFINED 02 15 34         0        0    36800
KELLOGG CO                     COM              487836108     7675    317322 SH       DEFINED 03          317322        0        0
KELLWOOD CO                    COM              488044108    31492   1725600 SH       DEFINED 07 09 12         0        0  1725600
KELLWOOD CO                    COM              488044108     8338    456900 SH       DEFINED 22               0        0   456900
KELLWOOD CO                    COM              488044108     3213    176100 SH       DEFINED 03           16300        0   159800
KEMET CORP                     COM              488360108    79651   2883310 SH       DEFINED 02 12 15         0        0  2883310
KEMET CORP                     COM              488360108     2215     80200 SH       DEFINED 28 32            0        0    80200
KEMET CORP                     COM              488360108     1163     42100 SH       DEFINED 03           22400        0    19700
KENNAMETAL INC                 COM              489170100    40457   1571171 SH       DEFINED 09 12 15         0        0  1571171
KENNAMETAL INC                 COM              489170100    49265   1913242 SH       DEFINED 18 22            0        0  1913242
KENNAMETAL INC                 COM              489170100     5358    208100 SH       DEFINED 03           14500        0   193600
KENSEY NASH CORP               COM              490057106       39      3000 SH       DEFINED 07               0        0     3000
KENT ELECTRS CORP              COM              490553104      804     33700 SH       DEFINED 03           33700        0        0
KENTUCKY ELEC STL INC          COM              49127B100      643    367500 SH       DEFINED 07               0        0   367500
KERR MCGEE CORP                SB DB CV 5.25%10 492386AP2     9375   7500000 PRN      DEFINED 11               0        0        0
KERR MCGEE CORP                COM              492386107    10827    163432 SH       DEFINED 02 08 09         0        0   163432
KERR MCGEE CORP                COM              492386107    23779    358940 SH       DEFINED 12 15 28         0        0   358940
KERR MCGEE CORP                COM              492386107     1124     16970 SH       DEFINED 30 32            0        0    16970
KERR MCGEE CORP                COM              492386107     7158    108119 SH       DEFINED 37 03        80619        0    27500
KEY ENERGY SVCS INC            SB NT CV    5%04 492914AF3     3886   4655000 PRN      DEFINED 02 23 28         0        0        0
KEY ENERGY SVCS INC            SB NT CV    5%04 492914AF3      271    325000 PRN      DEFINED 03               0        0        0
KEY ENERGY SVCS INC            COM              492914106     3925    400000 SH       DEFINED 15               0        0   400000
KEY3MEDIA GROUP INC            COM              49326R104     2021    184800 SH       DEFINED 09 28 30         0        0   184800
KEY3MEDIA GROUP INC            COM              49326R104        1       140 SH       DEFINED 03             140        0        0
KEYCORP NEW                    COM              493267108     1164     46000 SH       DEFINED 15               0        0    46000
KEYCORP NEW                    COM              493267108     8791    346950 SH       DEFINED 37 03       346950        0        0
KEYNOTE SYS INC                COM              493308100    38039   1422040 SH       DEFINED 02 11 15         0        0  1422040
KEYNOTE SYS INC                COM              493308100     2049     76600 SH       DEFINED 28 34            0        0    76600
KEYNOTE SYS INC                COM              493308100     5037    188300 SH       DEFINED 03          188300        0        0
KEYSPAN CORP                   COM              49337W100    87356   2177100 SH       DEFINED 02 09 11         0        0  2177100
KEYSPAN CORP                   COM              49337W100    11860    295600 SH       DEFINED 12 15 23         0        0   295600
KEYSPAN CORP                   COM              49337W100    14513    361700 SH       DEFINED 03          319300        0    42400
KIMBERLY CLARK CORP            COM              494368103    21565    386400 SH       DEFINED 02 04 06         0        0   386400
KIMBERLY CLARK CORP            COM              494368103    51386    920700 SH       DEFINED 07 09 10         0        0   920700
KIMBERLY CLARK CORP            COM              494368103    32672    585392 SH       DEFINED 12 13 15         0        0   585392
KIMBERLY CLARK CORP            COM              494368103   157742   2826290 SH       DEFINED 16 18 19         0        0  2826290
KIMBERLY CLARK CORP            COM              494368103   173029   3100200 SH       DEFINED 22 23 28         0        0  3100200
KIMBERLY CLARK CORP            COM              494368103    11609    208000 SH       DEFINED 30 32 34         0        0   208000
KIMBERLY CLARK CORP            COM              494368103   103942   1862203 SH       DEFINED 37 03      1700803        0   161400
KIMCO REALTY CORP              COM              49446R109    36829    871700 SH       DEFINED 09 12 15         0        0   871700
KIMCO REALTY CORP              COM              49446R109     8952    211900 SH       DEFINED 34 35            0        0   211900
KIMCO REALTY CORP              COM              49446R109    27179    643300 SH       DEFINED 03          589900        0    53400
KINDER MORGAN INC KANS         COM              49455P101   120791   2950637 SH       DEFINED 02 04 06         0        0  2950637
KINDER MORGAN INC KANS         COM              49455P101   163471   3993200 SH       DEFINED 09 12 15         0        0  3993200
KINDER MORGAN INC KANS         COM              49455P101     7011    171280 SH       DEFINED 19 21 23         0        0   171280
KINDER MORGAN INC KANS         COM              49455P101    13287    324580 SH       DEFINED 28 29 30         0        0   324580
KINDER MORGAN INC KANS         COM              49455P101    21496    525100 SH       DEFINED 34               0        0   525100
KINDER MORGAN INC KANS         COM              49455P101    65418   1598020 SH       DEFINED 03         1455920        0   142100
KING PHARMACEUTICALS INC       COM              495582108    20744    620387 SH       DEFINED 02 12 15         0        0   620387
KING PHARMACEUTICALS INC       COM              495582108    22615    676340 SH       DEFINED 26 28 32         0        0   676340
KING PHARMACEUTICALS INC       COM              495582108     1564     46800 SH       DEFINED 34 03            0        0    46800
KINROSS GOLD CORP              COM              496902107        0        52 SH       DEFINED 37              52        0        0
KIRBY CORP                     COM              497266106     4604    234600 SH       DEFINED 03          234600        0        0
KNIGHT RIDDER INC              COM              499040103     8719    171600 SH       DEFINED 08 15 31         0        0   171600
KNIGHT RIDDER INC              COM              499040103     6539    128700 SH       DEFINED 32               0        0   128700
KNIGHT RIDDER INC              COM              499040103     3083     60678 SH       DEFINED 03           60678        0        0
KNIGHT TRADING GROUP INC       COM              499063105    26614    739300 SH       DEFINED 02 06 15         0        0   739300
KNIGHT TRADING GROUP INC       COM              499063105     2329     64700 SH       DEFINED 34               0        0    64700
KNIGHT TRADING GROUP INC       COM              499063105     1170     32500 SH       DEFINED 03           25400        0     7100
KNIGHT TRANSN INC              COM              499064103      902     58000 SH       DEFINED 07               0        0    58000
KOALA CORP                     COM              499866101     2091    130200 SH       DEFINED 26               0        0   130200
KOHLS CORP                     COM              500255104    58500   1014100 SH       DEFINED 02 04 05         0        0  1014100
KOHLS CORP                     COM              500255104    34774    602800 SH       DEFINED 06 07 09         0        0   602800
KOHLS CORP                     COM              500255104   160365   2779900 SH       DEFINED 10 11 12         0        0  2779900
KOHLS CORP                     COM              500255104   335660   5818600 SH       DEFINED 13 15 16         0        0  5818600
KOHLS CORP                     COM              500255104   178530   3094790 SH       DEFINED 19 20 22         0        0  3094790
KOHLS CORP                     COM              500255104    10372    179800 SH       DEFINED 23 26 27         0        0   179800
KOHLS CORP                     COM              500255104   188459   3266900 SH       DEFINED 28 30 32         0        0  3266900
KOHLS CORP                     COM              500255104      242      4200 SH       DEFINED 34               0        0     4200
KOHLS CORP                     COM              500255104    96576   1674116 SH       DEFINED 37 03      1457516        0   216600
KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303     1274     45200 SH       DEFINED 15               0        0    45200
KONINKLIJKE AHOLD N V          SPON ADR NEW     500467303      425     15100 SH       DEFINED 03           11100        0     4000
KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000   500472303    79389   1867983 SH       DEFINED 16 18 21         0        0  1867983
KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000   500472303     3470     81652 SH       DEFINED 28               0        0    81652
KOPIN CORP                     COM              500600101     2871    159500 SH       DEFINED 02 09 28         0        0   159500
KOPIN CORP                     COM              500600101     1213     67440 SH       DEFINED 30 34            0        0    67440
KOPIN CORP                     COM              500600101      452     25150 SH       DEFINED 03              50        0    25100
KOREA EQUITY FD INC            COM              50063B104      618    202000 SH       DEFINED 19 21            0        0   202000
KOREA TELECOM                  SPONSORED ADR    50063P103     3698    110000 SH       DEFINED 02               0        0   110000
KOREA FD                       COM              500634100    10016    834700 SH       DEFINED 19 21            0        0   834700
KOREAN INVT FD INC             COM              500637103     1151    202500 SH       DEFINED 19 21            0        0   202500
KORN FERRY INTL                COM NEW          500643200    45375   1200000 SH       DEFINED 28               0        0  1200000
KOSS CORP                      COM              500692108     1800     90000 SH       DEFINED 07               0        0    90000
KRISPY KREME DOUGHNUTS INC     COM              501014104     3366     40200 SH       DEFINED 26               0        0    40200
KROGER CO                      COM              501044101    93850   4159600 SH       DEFINED 02 09 10         0        0  4159600
KROGER CO                      COM              501044101     8309    368300 SH       DEFINED 12 13 15         0        0   368300
KROGER CO                      COM              501044101     9221    408700 SH       DEFINED 28 30 34         0        0   408700
KROGER CO                      COM              501044101    29339   1300345 SH       DEFINED 37 03      1278345        0    22000
KRONOS INC                     COM              501052104    25014    833830 SH       DEFINED 02 07 26         0        0   833830
KRONOS INC                     COM              501052104     5304    176800 SH       DEFINED 03          176800        0        0
KULICKE & SOFFA INDS INC       COM              501242101     5325    400000 SH       DEFINED 10               0        0   400000
KULICKE & SOFFA INDS INC       COM              501242101     5006    376100 SH       DEFINED 03          376100        0        0
KYOCERA CORP                   ADR              501556203     1564     10400 SH       DEFINED 19               0        0    10400
LCC INTERNATIONAL INC          CL A             501810105     1558    107500 SH       DEFINED 02 34            0        0   107500
LG&E ENERGY CORP               COM              501917108       52      2139 SH       DEFINED 37            2139        0        0
LNR PPTY CORP                  COM              501940100     7524    340068 SH       DEFINED 12 15 22         0        0   340068
LNR PPTY CORP                  COM              501940100     2865    129500 SH       DEFINED 26 33 35         0        0   129500
LNR PPTY CORP                  COM              501940100      119      5400 SH       DEFINED 03            5400        0        0
LSI LOGIC CORP                 SUB NT CV 144A04 502161AB8      944    480000 PRN      DEFINED 11               0        0        0
LSI LOGIC CORP                 SB NT CV 4.25%04 502161AD4    10722   5450000 PRN      DEFINED 11               0        0        0
LSI LOGIC CORP                 SUB NT CV   4%05 502161AE2     4031   5000000 PRN      DEFINED 11               0        0        0
LSI LOGIC CORP                 COM              502161102    25785    881550 SH       DEFINED 02 05 06         0        0   881550
LSI LOGIC CORP                 COM              502161102   516320  17651980 SH       DEFINED 10 13 15         0        0 17651980
LSI LOGIC CORP                 COM              502161102   176150   6022240 SH       DEFINED 16 19 22         0        0  6022240
LSI LOGIC CORP                 COM              502161102    54238   1854300 SH       DEFINED 23 26 28         0        0  1854300
LSI LOGIC CORP                 COM              502161102    11530    394200 SH       DEFINED 30 34            0        0   394200
LSI LOGIC CORP                 COM              502161102    48756   1666895 SH       DEFINED 37 03      1242695        0   424200
LTC HEALTHCARE INC             COM              50217R104       49     87580 SH       DEFINED 12               0        0    87580
LTC PPTYS INC                  COM              502175102     1244    355500 SH       DEFINED 35               0        0   355500
LTC PPTYS INC                  COM              502175102     2518    719600 SH       DEFINED 03          719600        0        0
LTX CORP                       COM              502392103     7677    405400 SH       DEFINED 02 15 34         0        0   405400
LTX CORP                       COM              502392103     5844    308600 SH       DEFINED 03          308600        0        0
L-3 COMMUNICATIONS HLDGS INC   COM              502424104      463      8200 SH       DEFINED 15               0        0     8200
LABORATORY CORP AMER HLDGS     COM NEW          50540R409   171206   1429700 SH       DEFINED 09 13 27         0        0  1429700
LABORATORY CORP AMER HLDGS     COM NEW          50540R409     5819     48600 SH       DEFINED 28 30 32         0        0    48600
LABORATORY CORP AMER HLDGS     COM NEW          50540R409    28920    241505 SH       DEFINED 03          241505        0        0
LABRANCHE & CO INC             COM              505447102     2997     89800 SH       DEFINED 15               0        0    89800
LADISH INC                     COM NEW          505754200      670     51100 SH       DEFINED 15               0        0    51100
LAFARGE CORP                   COM              505862102   117574   5405734 SH       DEFINED 02 07 10         0        0  5405734
LAFARGE CORP                   COM              505862102      202      9331 SH       DEFINED 15 34            0        0     9331
LAFARGE CORP                   COM              505862102     6590    303000 SH       DEFINED 03          303000        0        0
LAKES GAMING INC               COM              51206P109    10481   1215200 SH       DEFINED 07 26            0        0  1215200
LAKES GAMING INC               COM              51206P109      141     16400 SH       DEFINED 03           16400        0        0
LAM RESEARCH CORP              COM              512807108   169601   8100366 SH       DEFINED 02 05 15         0        0  8100366
LAM RESEARCH CORP              COM              512807108    29101   1389930 SH       DEFINED 19 22 23         0        0  1389930
LAM RESEARCH CORP              COM              512807108   125003   5970300 SH       DEFINED 26 28 30         0        0  5970300
LAM RESEARCH CORP              COM              512807108     4721    225500 SH       DEFINED 32 34            0        0   225500
LAM RESEARCH CORP              COM              512807108    23108   1103670 SH       DEFINED 37 03       715370        0   388300
LAMAR ADVERTISING CO           CL A             512815101     2119     55950 SH       DEFINED 15               0        0    55950
LAMAR ADVERTISING CO           CL A             512815101      178      4700 SH       DEFINED 03            4700        0        0
LANDAMERICA FINL GROUP INC     COM              514936103     1773     62100 SH       DEFINED 12 26 28         0        0    62100
LANDSTAR SYS INC               COM              515098101    13717    307400 SH       DEFINED 02 07 09         0        0   307400
LANDSTAR SYS INC               COM              515098101     7998    179237 SH       DEFINED 12 15 28         0        0   179237
LANDSTAR SYS INC               COM              515098101      602     13500 SH       DEFINED 30               0        0    13500
LANDSTAR SYS INC               COM              515098101    35289    790800 SH       DEFINED 03          757500        0    33300
LANTE CORP                     COM              516540101       41      8200 SH       DEFINED 15               0        0     8200
LANTE CORP                     COM              516540101     2503    500600 SH       DEFINED 03          500600        0        0
LATIN AMER EQUITY FD           COM              51827T100     3212    257000 SH       DEFINED 19 21            0        0   257000
LATIN AMER INVT FD             COM              518279104     3654    245700 SH       DEFINED 19 21            0        0   245700
LATIN AMERN DISCOVERY FD INC   COM              51828C106     2205    210000 SH       DEFINED 19 21            0        0   210000
LATTICE SEMICONDUCTOR CORP     SUB NT CV 144A04 518415AA2     4346   3000000 PRN      DEFINED 11               0        0        0
LATTICE SEMICONDUCTOR CORP     COM              518415104    36227    674000 SH       DEFINED 09 15 28         0        0   674000
LATTICE SEMICONDUCTOR CORP     COM              518415104     1634     30400 SH       DEFINED 32               0        0    30400
LATTICE SEMICONDUCTOR CORP     COM              518415104      389      7250 SH       DEFINED 03            7250        0        0
LAUDER ESTEE COS INC           CL A             518439104    53760   1467870 SH       DEFINED 02 15 16         0        0  1467870
LAUDER ESTEE COS INC           CL A             518439104    36407    994050 SH       DEFINED 19 20 32         0        0   994050
LAUDER ESTEE COS INC           CL A             518439104      257      7030 SH       DEFINED 34               0        0     7030
LAUDER ESTEE COS INC           CL A             518439104     9473    258634 SH       DEFINED 37 03       174234        0    84400
LAZARE KAPLAN INTL INC         COM              521078105      703    110300 SH       DEFINED 15               0        0   110300
LEAP WIRELESS INTL INC         COM              521863100    31935    510452 SH       DEFINED 11 15 16         0        0   510452
LEAP WIRELESS INTL INC         COM              521863100     2377     38000 SH       DEFINED 26               0        0    38000
LEAP WIRELESS INTL INC         COM              521863100     2515     40200 SH       DEFINED 03           39200        0     1000
LEAR CORP                      COM              521865105    32411   1576250 SH       DEFINED 15 18 20         0        0  1576250
LEAR CORP                      COM              521865105     6843    332800 SH       DEFINED 28 32            0        0   332800
LEAR CORP                      COM              521865105     3292    160100 SH       DEFINED 03          160100        0        0
LEARNING TREE INTL INC         COM              522015106     2933     61600 SH       DEFINED 26               0        0    61600
LEGGETT & PLATT INC            COM              524660107    60198   3807000 SH       DEFINED 04 06 07         0        0  3807000
LEGGETT & PLATT INC            COM              524660107   213056  13473900 SH       DEFINED 09 10 12         0        0 13473900
LEGGETT & PLATT INC            COM              524660107    42645   2696960 SH       DEFINED 15 16 18         0        0  2696960
LEGGETT & PLATT INC            COM              524660107    34428   2177285 SH       DEFINED 23 28 30         0        0  2177285
LEGGETT & PLATT INC            COM              524660107       45      2900 SH       DEFINED 34               0        0     2900
LEGGETT & PLATT INC            COM              524660107    16986   1074237 SH       DEFINED 03          746737        0   327500
LEGG MASON INC                 COM              524901105    14864    255732 SH       DEFINED 02 12 15         0        0   255732
LEGG MASON INC                 COM              524901105      993     17100 SH       DEFINED 28 34            0        0    17100
LEGG MASON INC                 COM              524901105     2158     37132 SH       DEFINED 03           37132        0        0
LEHMAN BROS HLDGS INC          COM              524908100    43497    294400 SH       DEFINED 02 04 07         0        0   294400
LEHMAN BROS HLDGS INC          COM              524908100    70204    475157 SH       DEFINED 08 09 11         0        0   475157
LEHMAN BROS HLDGS INC          COM              524908100   170370   1153100 SH       DEFINED 12 15 18         0        0  1153100
LEHMAN BROS HLDGS INC          COM              524908100    12026     81400 SH       DEFINED 23 28 30         0        0    81400
LEHMAN BROS HLDGS INC          COM              524908100    65364    442400 SH       DEFINED 32 34            0        0   442400
LEHMAN BROS HLDGS INC          COM              524908100    39287    265909 SH       DEFINED 37 03       201609        0    64300
LENNAR CORP                    SR DB CV ZRO  18 526057AA2     8044  16650000 PRN      DEFINED 11               0        0        0
LENNAR CORP                    COM              526057104    65311   2199982 SH       DEFINED 05 06 07         0        0  2199982
LENNAR CORP                    COM              526057104   102293   3445668 SH       DEFINED 12 15 20         0        0  3445668
LENNAR CORP                    COM              526057104    42874   1444200 SH       DEFINED 28 32 34         0        0  1444200
LENNAR CORP                    COM              526057104    14699    495133 SH       DEFINED 03          495133        0        0
LENNOX INTL INC                COM              526107107     3187    340000 SH       DEFINED 28               0        0   340000
LEVEL 3 COMMUNICATIONS INC     COM              52729N100   208020   2697190 SH       DEFINED 02 09 10         0        0  2697190
LEVEL 3 COMMUNICATIONS INC     COM              52729N100   359215   4657580 SH       DEFINED 13 15 16         0        0  4657580
LEVEL 3 COMMUNICATIONS INC     COM              52729N100   103370   1340300 SH       DEFINED 23 27 28         0        0  1340300
LEVEL 3 COMMUNICATIONS INC     COM              52729N100    28636    371300 SH       DEFINED 30 34            0        0   371300
LEVEL 3 COMMUNICATIONS INC     COM              52729N100    14602    189383 SH       DEFINED 37 03        97283        0    92100
LEXENT INC                     COM              52886Q102    23612    793700 SH       DEFINED 09 12 15         0        0   793700
LEXENT INC                     COM              52886Q102     6137    206300 SH       DEFINED 28 34            0        0   206300
LEXICON GENETICS INC           COM              528872104     5534    175000 SH       DEFINED 15               0        0   175000
LEXMARK INTL NEW               CL A             529771107    93195   2485200 SH       DEFINED 02 05 06         0        0  2485200
LEXMARK INTL NEW               CL A             529771107    69247   1846600 SH       DEFINED 07 10 11         0        0  1846600
LEXMARK INTL NEW               CL A             529771107   113076   3015380 SH       DEFINED 13 15 16         0        0  3015380
LEXMARK INTL NEW               CL A             529771107    48404   1290790 SH       DEFINED 18 19 22         0        0  1290790
LEXMARK INTL NEW               CL A             529771107    47838   1275700 SH       DEFINED 26 28 34         0        0  1275700
LEXMARK INTL NEW               CL A             529771107    27021    720569 SH       DEFINED 37 03       549412        0   171157
LIBERATE TECHNOLOGIES          COM              530129105    12877    445000 SH       DEFINED 13               0        0   445000
LIBERTY CORP S C               COM              530370105     5141    148500 SH       DEFINED 26 28            0        0   148500
LIBERTY DIGITAL INC            CL A             530436104      253     12500 SH       DEFINED 15               0        0    12500
LIBERTY FINL COS INC           COM              530512102     1388     59100 SH       DEFINED 15               0        0    59100
LIBERTY PPTY TR                SH BEN INT       531172104    36443   1325200 SH       DEFINED 09 35            0        0  1325200
LIBERTY PPTY TR                SH BEN INT       531172104    21197    770800 SH       DEFINED 03          770800        0        0
LIFEPOINT HOSPITALS INC        COM              53219L109     4579    129000 SH       DEFINED 12 15 26         0        0   129000
LIFEPOINT HOSPITALS INC        COM              53219L109      170      4800 SH       DEFINED 28               0        0     4800
LIFEPOINT HOSPITALS INC        COM              53219L109        1        39 SH       DEFINED 37              39        0        0
LIFELINE SYS INC               COM              532192101      143      8890 SH       DEFINED 02 26            0        0     8890
LIGAND PHARMACEUTICALS INC     CL B             53220K207    10217    797500 SH       DEFINED 15               0        0   797500
LIFEMINDERS INC                COM              53220Q105     2272     99090 SH       DEFINED 02 26 34         0        0    99090
LILLY ELI & CO                 COM              532457108   235400   2901701 SH       DEFINED 02 04 05         0        0  2901701
LILLY ELI & CO                 COM              532457108   660666   8143808 SH       DEFINED 06 07 08         0        0  8143808
LILLY ELI & CO                 COM              532457108  1791442  22082500 SH       DEFINED 09 10 11         0        0 22082500
LILLY ELI & CO                 COM              532457108  1346219  16594384 SH       DEFINED 12 15 16         0        0 16594384
LILLY ELI & CO                 COM              532457108   307668   3792530 SH       DEFINED 18 19 20         0        0  3792530
LILLY ELI & CO                 COM              532457108   754550   9301086 SH       DEFINED 21 22 23         0        0  9301086
LILLY ELI & CO                 COM              532457108   840577  10361510 SH       DEFINED 26 27 28         0        0 10361510
LILLY ELI & CO                 COM              532457108    54624    673336 SH       DEFINED 29 30 31         0        0   673336
LILLY ELI & CO                 COM              532457108   137237   1691682 SH       DEFINED 32 34            0        0  1691682
LILLY ELI & CO                 COM              532457108   338293   4169748 SH       DEFINED 37 03      3373178        0   796570
LIMITED INC                    COM              532716107   116486   5279844 SH       DEFINED 02 06 07         0        0  5279844
LIMITED INC                    COM              532716107   585690  26546878 SH       DEFINED 09 10 12         0        0 26546878
LIMITED INC                    COM              532716107   269753  12226802 SH       DEFINED 15 16 20         0        0 12226802
LIMITED INC                    COM              532716107    65124   2951800 SH       DEFINED 22 23 27         0        0  2951800
LIMITED INC                    COM              532716107    25870   1172600 SH       DEFINED 28 30 32         0        0  1172600
LIMITED INC                    COM              532716107      165      7480 SH       DEFINED 34               0        0     7480
LIMITED INC                    COM              532716107    34661   1571038 SH       DEFINED 03         1039752        0   531286
LINCARE HLDGS INC              COM              532791100     9702    338200 SH       DEFINED 07 15            0        0   338200
LINCARE HLDGS INC              COM              532791100     2290     79833 SH       DEFINED 37 03        79833        0        0
LINCOLN NATL CORP IND          COM              534187109     4663     96900 SH       DEFINED 02 15 23         0        0    96900
LINCOLN NATL CORP IND          COM              534187109     1684     35000 SH       DEFINED 34               0        0    35000
LINCOLN NATL CORP IND          COM              534187109     7372    153145 SH       DEFINED 37 03       153145        0        0
LINDBERG CORP                  COM              535171102      618     82500 SH       DEFINED 07               0        0    82500
LINEAR TECHNOLOGY CORP         COM              535678106   462379   7141000 SH       DEFINED 02 05 10         0        0  7141000
LINEAR TECHNOLOGY CORP         COM              535678106   422263   6521440 SH       DEFINED 12 13 15         0        0  6521440
LINEAR TECHNOLOGY CORP         COM              535678106   513578   7931710 SH       DEFINED 16 20 23         0        0  7931710
LINEAR TECHNOLOGY CORP         COM              535678106    39462    609460 SH       DEFINED 26 28 32         0        0   609460
LINEAR TECHNOLOGY CORP         COM              535678106     9084    140300 SH       DEFINED 34               0        0   140300
LINEAR TECHNOLOGY CORP         COM              535678106    84633   1306987 SH       DEFINED 37 03      1031747        0   275240
LINENS N THINGS INC            COM              535679104     5400    211800 SH       DEFINED 02 07 13         0        0   211800
LINENS N THINGS INC            COM              535679104     5464    214300 SH       DEFINED 15 26 34         0        0   214300
LINENS N THINGS INC            COM              535679104    20996    823400 SH       DEFINED 03          823400        0        0
LIONS GATE ENTMNT CORP         COM NEW          535919203     8442   3262500 SH       DEFINED 02               0        0  3262500
LITHIA MTRS INC                CL A             536797103     2262    186600 SH       DEFINED 07 15            0        0   186600
LITHIA MTRS INC                CL A             536797103    10865    896100 SH       DEFINED 03          896100        0        0
LITTELFUSE INC                 COM              537008104     1368     46100 SH       DEFINED 13 26            0        0    46100
LITTELFUSE INC                 COM              537008104     1401     47200 SH       DEFINED 03           47200        0        0
LITTON INDS INC                COM              538021106      464     10400 SH       DEFINED 15               0        0    10400
LITTON INDS INC                COM              538021106       11       250 SH       DEFINED 37             250        0        0
LIZ CLAIBORNE INC              COM              539320101   112369   2918690 SH       DEFINED 02 09 10         0        0  2918690
LIZ CLAIBORNE INC              COM              539320101    39157   1017090 SH       DEFINED 23 28 30         0        0  1017090
LIZ CLAIBORNE INC              COM              539320101     7284    189200 SH       DEFINED 32               0        0   189200
LIZ CLAIBORNE INC              COM              539320101     3368     87481 SH       DEFINED 03           48741        0    38740
LO-JACK CORP                   COM              539451104     1755    236100 SH       DEFINED 07               0        0   236100
LOCAL FINL CORP                COM              539553107     2091    220200 SH       DEFINED 07               0        0   220200
LOCKHEED MARTIN CORP           COM              539830109    12682    384780 SH       DEFINED 02 12 15         0        0   384780
LOCKHEED MARTIN CORP           COM              539830109   134183   4071100 SH       DEFINED 20 23 28         0        0  4071100
LOCKHEED MARTIN CORP           COM              539830109    29168    884954 SH       DEFINED 32 34            0        0   884954
LOCKHEED MARTIN CORP           COM              539830109    10413    315949 SH       DEFINED 03          315949        0        0
LODGENET ENTMT CORP            COM              540211109     7828    271100 SH       DEFINED 09 28 30         0        0   271100
LODGENET ENTMT CORP            COM              540211109        3       130 SH       DEFINED 03             130        0        0
LOEWS CORP                     COM              540424108    26921    322900 SH       DEFINED 02 09 12         0        0   322900
LOEWS CORP                     COM              540424108     8204     98400 SH       DEFINED 15 23 28         0        0    98400
LOEWS CORP                     COM              540424108     1709     20500 SH       DEFINED 30               0        0    20500
LOEWS CORP                     COM              540424108     7366     88348 SH       DEFINED 03           77348        0    11000
LONE STAR TECHNOLOGIES INC     COM              542312103     8745    189500 SH       DEFINED 15               0        0   189500
LONE STAR TECHNOLOGIES INC     COM              542312103      683     14800 SH       DEFINED 03           14800        0        0
LONGS DRUG STORES CORP         COM              543162101      588     30779 SH       DEFINED 03           30779        0        0
LONGVIEW FIBRE CO              COM              543213102     2167    180600 SH       DEFINED 15 26            0        0   180600
LOUIS DREYFUS NAT GAS CORP     COM              546011107     1501     37900 SH       DEFINED 15               0        0    37900
LOUISIANA PAC CORP             COM              546347105      181     19782 SH       DEFINED 15               0        0    19782
LOUISIANA PAC CORP             COM              546347105     3029    329761 SH       DEFINED 03          329761        0        0
LOWES COS INC                  COM              548661107   697729  15548300 SH       DEFINED 02 10 13         0        0 15548300
LOWES COS INC                  COM              548661107    12753    284200 SH       DEFINED 15 16 23         0        0   284200
LOWES COS INC                  COM              548661107      705     15730 SH       DEFINED 28 34            0        0    15730
LOWES COS INC                  COM              548661107    21989    489927 SH       DEFINED 37 03       424627        0    65300
LUBRIZOL CORP                  COM              549271104     1271     64600 SH       DEFINED 15 26            0        0    64600
LUCENT TECHNOLOGIES INC        COM              549463107    52724   1725125 SH       DEFINED 02 05 06         0        0  1725125
LUCENT TECHNOLOGIES INC        COM              549463107   372437  12186088 SH       DEFINED 07 10 13         0        0 12186088
LUCENT TECHNOLOGIES INC        COM              549463107   395819  12951158 SH       DEFINED 15 16 22         0        0 12951158
LUCENT TECHNOLOGIES INC        COM              549463107     6937    227000 SH       DEFINED 23 26 27         0        0   227000
LUCENT TECHNOLOGIES INC        COM              549463107   111217   3639032 SH       DEFINED 28 30 32         0        0  3639032
LUCENT TECHNOLOGIES INC        COM              549463107    30915   1011538 SH       DEFINED 34               0        0  1011538
LUCENT TECHNOLOGIES INC        COM              549463107   171301   5603593 SH       DEFINED 37 03      5182056        0   421537
LUFKIN INDS INC                COM              549764108     6797    333600 SH       DEFINED 07               0        0   333600
LUMENON INNOV LIGHTWAVE TECH   COM              55024L109     3187    200000 SH       DEFINED 02               0        0   200000
LUMINEX CORP DEL               COM              55027E102     1732     45600 SH       DEFINED 15 26            0        0    45600
LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202    52381   3248460 SH       DEFINED 02 05 19         0        0  3248460
LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202    53413   3312450 SH       DEFINED 21 26 28         0        0  3312450
LUXOTTICA GROUP S P A          SPONSORED ADR    55068R202      870     54000 SH       DEFINED 03               0        0    54000
LYCOS INC                      COM              550818108   409371   5953140 SH       DEFINED 10 13 20         0        0  5953140
LYCOS INC                      COM              550818108    13223    192300 SH       DEFINED 32               0        0   192300
LYCOS INC                      COM              550818108     9128    132748 SH       DEFINED 03          132748        0        0
LYONDELL CHEMICAL CO           COM              552078107    15662   1325930 SH       DEFINED 02 04 06         0        0  1325930
LYONDELL CHEMICAL CO           COM              552078107     2366    200320 SH       DEFINED 07 09 15         0        0   200320
LYONDELL CHEMICAL CO           COM              552078107     1784    151070 SH       DEFINED 23 28 30         0        0   151070
LYONDELL CHEMICAL CO           COM              552078107     2242    189800 SH       DEFINED 34               0        0   189800
LYONDELL CHEMICAL CO           COM              552078107    29690   2513450 SH       DEFINED 03         2427190        0    86260
M & T BK CORP                  COM              55261F104   106926    209660 SH       DEFINED 02 15 20         0        0   209660
M & T BK CORP                  COM              55261F104    25260     49530 SH       DEFINED 32 34            0        0    49530
M & T BK CORP                  COM              55261F104     4242      8300 SH       DEFINED 37 03         8300        0        0
MAF BANCORP INC                COM              55261R108       94      3800 SH       DEFINED 03            3800        0        0
MBIA INC                       COM              55262C100    19532    274620 SH       DEFINED 02 06 07         0        0   274620
MBIA INC                       COM              55262C100   318398   4476600 SH       DEFINED 09 15 16         0        0  4476600
MBIA INC                       COM              55262C100    77760   1093300 SH       DEFINED 18 20 21         0        0  1093300
MBIA INC                       COM              55262C100    32653    459100 SH       DEFINED 23 28 29         0        0   459100
MBIA INC                       COM              55262C100     9908    139310 SH       DEFINED 30 32 34         0        0   139310
MBIA INC                       COM              55262C100    35271    495905 SH       DEFINED 37 03       448805        0    47100
MBNA CORP                      COM              55262L100    88554   2300125 SH       DEFINED 02 10 12         0        0  2300125
MBNA CORP                      COM              55262L100   129791   3371200 SH       DEFINED 15 20 23         0        0  3371200
MBNA CORP                      COM              55262L100    30590    794550 SH       DEFINED 28 32 34         0        0   794550
MBNA CORP                      COM              55262L100    25509    662284 SH       DEFINED 37 03       643184        0    19100
M D C HLDGS INC                COM              552676108     2314     89000 SH       DEFINED 26               0        0    89000
MDS INC                        COM              55269P302    22991   1100000 SH       DEFINED 02               0        0  1100000
MDU RES GROUP INC              COM              552690109     2034     68400 SH       DEFINED 15               0        0    68400
MDU RES GROUP INC              COM              552690109      112      3900 SH       DEFINED 37            3900        0        0
MFC BANCORP LTD                COM NEW          55271X202     6468    763800 SH       DEFINED 07               0        0   763800
MGIC INVT CORP WIS             COM              552848103    40819    667800 SH       DEFINED 02 12 15         0        0   667800
MGIC INVT CORP WIS             COM              552848103     8070    132030 SH       DEFINED 28 32            0        0   132030
MGIC INVT CORP WIS             COM              552848103     7096    116091 SH       DEFINED 37 03        82891        0    33200
MFS GOVT MKTS INCOME TR        SH BEN INT       552939100     6396   1044300 SH       DEFINED 19 21            0        0  1044300
MGM MIRAGE                     COM              552953101    61745   1616900 SH       DEFINED 02 04 05         0        0  1616900
MGM MIRAGE                     COM              552953101   108251   2834730 SH       DEFINED 06 07 09         0        0  2834730
MGM MIRAGE                     COM              552953101    85471   2238200 SH       DEFINED 11 12 13         0        0  2238200
MGM MIRAGE                     COM              552953101   155491   4071800 SH       DEFINED 15 16 20         0        0  4071800
MGM MIRAGE                     COM              552953101    50747   1328900 SH       DEFINED 22 23 26         0        0  1328900
MGM MIRAGE                     COM              552953101    31672    829400 SH       DEFINED 27 28 30         0        0   829400
MGM MIRAGE                     COM              552953101    26906    704600 SH       DEFINED 32 34            0        0   704600
MGM MIRAGE                     COM              552953101    26686    698830 SH       DEFINED 03          505130        0   193700
M/I SCHOTTENSTEIN HOMES INC    COM              55305B101    18673    916500 SH       DEFINED 07 15 26         0        0   916500
M/I SCHOTTENSTEIN HOMES INC    COM              55305B101     4535    222600 SH       DEFINED 28               0        0   222600
MMC NETWORKS INC               COM              55308N102    55824    441300 SH       DEFINED 02 09 15         0        0   441300
MMC NETWORKS INC               COM              55308N102     7223     57100 SH       DEFINED 26 28 30         0        0    57100
MMC NETWORKS INC               COM              55308N102     9209     72800 SH       DEFINED 34               0        0    72800
MMC NETWORKS INC               COM              55308N102     4746     37520 SH       DEFINED 03           37520        0        0
MRV COMMUNICATIONS INC         SUB NT CONV 5%03 553477AB6    15763   4650000 PRN      DEFINED 11               0        0        0
MRV COMMUNICATIONS INC         COM              553477100   111201   2454100 SH       DEFINED 02 06 13         0        0  2454100
MRV COMMUNICATIONS INC         COM              553477100    30149    665370 SH       DEFINED 15 21 29         0        0   665370
MRV COMMUNICATIONS INC         COM              553477100     6502    143500 SH       DEFINED 34 03        17900        0   125600
MSC INDL DIRECT INC            CL A             553530106     1677    110000 SH       DEFINED 15 26            0        0   110000
MSC INDL DIRECT INC            CL A             553530106    11115    728900 SH       DEFINED 03          728900        0        0
MSC SOFTWARE CORP              COM              553531104     1851    174700 SH       DEFINED 03          174700        0        0
MTR GAMING GROUP INC           COM              553769100     4530    557660 SH       DEFINED 02 07 26         0        0   557660
MTI TECHNOLOGY CORP            COM              553903105     4600   1206800 SH       DEFINED 13               0        0  1206800
MTI TECHNOLOGY CORP            COM              553903105     6742   1768500 SH       DEFINED 03         1768500        0        0
MACERICH CO                    COM              554382101     1185     55800 SH       DEFINED 35               0        0    55800
MACERICH CO                    COM              554382101     1897     89300 SH       DEFINED 03           89300        0        0
MACK CALI RLTY CORP            COM              554489104     3102    110050 SH       DEFINED 15 35            0        0   110050
MACK CALI RLTY CORP            COM              554489104     6381    226400 SH       DEFINED 03          226400        0        0
MACKENZIE FINL CORP            COM              554531103   186181  12754200 SH       DEFINED 02 15 19         0        0 12754200
MACKENZIE FINL CORP            COM              554531103      864     59100 SH       DEFINED 21 34            0        0    59100
MACROVISION CORP               COM              555904101     2049     25300 SH       DEFINED 02 13 15         0        0    25300
MACROVISION CORP               COM              555904101       32       400 SH       DEFINED 34               0        0      400
MACROVISION CORP               COM              555904101     4722     58300 SH       DEFINED 03           58300        0        0
MACROMEDIA INC                 COM              556100105     8047     99580 SH       DEFINED 02 04 06         0        0    99580
MACROMEDIA INC                 COM              556100105    95948   1187300 SH       DEFINED 09 13 15         0        0  1187300
MACROMEDIA INC                 COM              556100105    30480    377180 SH       DEFINED 16 19 20         0        0   377180
MACROMEDIA INC                 COM              556100105     4970     61510 SH       DEFINED 28 30 32         0        0    61510
MACROMEDIA INC                 COM              556100105     4040     50000 SH       DEFINED 34               0        0    50000
MACROMEDIA INC                 COM              556100105    11701    144770 SH       DEFINED 37 03       142270        0     2500
MAGNA INTL INC                 CL A             559222401    42935    987900 SH       DEFINED 02               0        0   987900
MAGNUM HUNTER RES INC          WT EXP  070102   55972F120       15      5999 SH       DEFINED 02 15            0        0     5999
MAGNUM HUNTER RES INC          WT EXP  070102   55972F120      352    137366 SH       DEFINED 03          137366        0        0
MAGNUM HUNTER RES INC          COM PAR $0.002   55972F203        0         2 SH       DEFINED 15 34            0        0        2
MAGNUM HUNTER RES INC          COM PAR $0.002   55972F203     3759    412000 SH       DEFINED 03          412000        0        0
MAGYAR TAVKOZLESI RT           SPONSORED ADR    559776109     3541    150300 SH       DEFINED 02 21            0        0   150300
MAIL COM INC                   SUB NT CV 144A05 560311AA0      796   1740000 PRN      DEFINED 11               0        0        0
MAIN STREET AND MAIN INC       COM NEW          560345308     1447    482500 SH       DEFINED 26               0        0   482500
MAINE PUB SVC CO               COM              560483109     1825     74500 SH       DEFINED 07               0        0    74500
MAINSPRING INC                 COM              56062U100     2546    342400 SH       DEFINED 34               0        0   342400
MALLINCKRODT INC NEW           COM              561232109     3307     72500 SH       DEFINED 02 15 32         0        0    72500
MALLINCKRODT INC NEW           COM              561232109       31       700 SH       DEFINED 34               0        0      700
MALLINCKRODT INC NEW           COM              561232109     2972     65153 SH       DEFINED 03           65153        0        0
MANDALAY RESORT GROUP          COM              562567107    51357   2004190 SH       DEFINED 02 04 06         0        0  2004190
MANDALAY RESORT GROUP          COM              562567107    86271   3366700 SH       DEFINED 07 09 11         0        0  3366700
MANDALAY RESORT GROUP          COM              562567107    15208    593500 SH       DEFINED 12 13 15         0        0   593500
MANDALAY RESORT GROUP          COM              562567107    79897   3117950 SH       DEFINED 22 23 28         0        0  3117950
MANDALAY RESORT GROUP          COM              562567107     2649    103400 SH       DEFINED 30 32 34         0        0   103400
MANDALAY RESORT GROUP          COM              562567107    24084    939870 SH       DEFINED 03          826070        0   113800
MANHATTAN ASSOCS INC           COM              562750109     3006     49090 SH       DEFINED 02 26            0        0    49090
MANITOWOC INC                  COM              563571108     2434    126450 SH       DEFINED 13               0        0   126450
MANITOWOC INC                  COM              563571108     3540    183912 SH       DEFINED 03          183912        0        0
MANOR CARE INC NEW             COM              564055101     3001    191300 SH       DEFINED 02 13 15         0        0   191300
MANOR CARE INC NEW             COM              564055101     2731    174110 SH       DEFINED 26               0        0   174110
MANOR CARE INC NEW             COM              564055101     1782    113641 SH       DEFINED 03          113641        0        0
MANPOWER INC                   COM              56418H100    93295   2921200 SH       DEFINED 02 10 15         0        0  2921200
MANPOWER INC                   COM              56418H100     7645    239400 SH       DEFINED 21 29 34         0        0   239400
MANPOWER INC                   COM              56418H100      587     18400 SH       DEFINED 03           18400        0        0
MANUFACTURED HOME CMNTYS INC   COM              564682102    31137   1245500 SH       DEFINED 09 16            0        0  1245500
MAPICS INC                     COM              564910107     4630    686000 SH       DEFINED 07               0        0   686000
MANUFACTURERS SVCS LTD         COM              565005105      491     41400 SH       DEFINED 03           41400        0        0
MANULIFE FINL CORP             COM              56501R106    94930   4524700 SH       DEFINED 02 20 21         0        0  4524700
MANULIFE FINL CORP             COM              56501R106     5894    280500 SH       DEFINED 32               0        0   280500
MANUGISTICS GROUP INC          COM              565011103    11804    120300 SH       DEFINED 02 09 13         0        0   120300
MANUGISTICS GROUP INC          COM              565011103    46331    472170 SH       DEFINED 15 20 26         0        0   472170
MANUGISTICS GROUP INC          COM              565011103    10676    108800 SH       DEFINED 28 30 32         0        0   108800
MANUGISTICS GROUP INC          COM              565011103     7844     79940 SH       DEFINED 03           79940        0        0
MAPINFO CORP                   COM              565105103    28676    915825 SH       DEFINED 21 26 29         0        0   915825
MAPINFO CORP                   COM              565105103      535     17100 SH       DEFINED 03           17100        0        0
MARCHFIRST INC                 COM              566244109        0        40 SH       DEFINED 15               0        0       40
MARINE DRILLING COS INC        COM PAR $0.01    568240204    74659   2613900 SH       DEFINED 02 13 15         0        0  2613900
MARINE DRILLING COS INC        COM PAR $0.01    568240204      918     32150 SH       DEFINED 34               0        0    32150
MARINE DRILLING COS INC        COM PAR $0.01    568240204    66250   2319500 SH       DEFINED 03         2319500        0        0
MARKWEST HYDROCARBON INC       COM              570762104     8873    731800 SH       DEFINED 07               0        0   731800
MARKWEST HYDROCARBON INC       COM              570762104     1343    110800 SH       DEFINED 03          110800        0        0
MARKETING SVCS GROUP INC       COM              570907105      210     70000 SH       DEFINED 15               0        0    70000
MARSH & MCLENNAN COS INC       COM              571748102   318414   2398600 SH       DEFINED 02 07 10         0        0  2398600
MARSH & MCLENNAN COS INC       COM              571748102    94385    711000 SH       DEFINED 11 15 16         0        0   711000
MARSH & MCLENNAN COS INC       COM              571748102   191919   1445725 SH       DEFINED 20 21 22         0        0  1445725
MARSH & MCLENNAN COS INC       COM              571748102    63348    477200 SH       DEFINED 23 28 29         0        0   477200
MARSH & MCLENNAN COS INC       COM              571748102    64174    483425 SH       DEFINED 32 34            0        0   483425
MARSH & MCLENNAN COS INC       COM              571748102    59677    449532 SH       DEFINED 37 03       441982        0     7550
MARSHALL & ILSLEY CORP         COM              571834100     2180     43500 SH       DEFINED 02 15 34         0        0    43500
MARRIOTT INTL INC NEW          CL A             571903202     5465    150000 SH       DEFINED 32               0        0   150000
MARRIOTT INTL INC NEW          CL A             571903202     6825    187327 SH       DEFINED 03          187327        0        0
MARTEN TRANS LTD               COM              573075108     5932    447700 SH       DEFINED 07               0        0   447700
MARTIN MARIETTA MATLS INC      COM              573284106    32169    840380 SH       DEFINED 02 05 06         0        0   840380
MARTIN MARIETTA MATLS INC      COM              573284106    51643   1349100 SH       DEFINED 10 12 13         0        0  1349100
MARTIN MARIETTA MATLS INC      COM              573284106     6640    173460 SH       DEFINED 15 22 23         0        0   173460
MARTIN MARIETTA MATLS INC      COM              573284106    16055    419434 SH       DEFINED 28 34            0        0   419434
MARTIN MARIETTA MATLS INC      COM              573284106    49859   1302500 SH       DEFINED 03         1302500        0        0
MASCO CORP                     COM              574599106    88666   4760600 SH       DEFINED 06 07 09         0        0  4760600
MASCO CORP                     COM              574599106   176313   9466520 SH       DEFINED 10 12 15         0        0  9466520
MASCO CORP                     COM              574599106    37436   2010030 SH       DEFINED 16 22 28         0        0  2010030
MASCO CORP                     COM              574599106       65      3500 SH       DEFINED 34               0        0     3500
MASCO CORP                     COM              574599106    24012   1289280 SH       DEFINED 37 03       892780        0   396500
MASTEC INC                     COM              576323109      117      3750 SH       DEFINED 15 32            0        0     3750
MATSUSHITA ELEC INDL           ADR              576879209     1602      6100 SH       DEFINED 19               0        0     6100
MATTEL INC                     COM              577081102    41944   3749200 SH       DEFINED 20 32            0        0  3749200
MATTEL INC                     COM              577081102     3723    332802 SH       DEFINED 03          332802        0        0
MATTSON TECHNOLOGY INC         COM              577223100     2454    165000 SH       DEFINED 02 34            0        0   165000
MATTSON TECHNOLOGY INC         COM              577223100     4496    302300 SH       DEFINED 03          266900        0    35400
MAXIM INTEGRATED PRODS INC     COM              57772K101   284652   3538800 SH       DEFINED 02 10 13         0        0  3538800
MAXIM INTEGRATED PRODS INC     COM              57772K101   341626   4247100 SH       DEFINED 15 20 32         0        0  4247100
MAXIM INTEGRATED PRODS INC     COM              57772K101    11727    145800 SH       DEFINED 34               0        0   145800
MAXIM INTEGRATED PRODS INC     COM              57772K101    22713    282261 SH       DEFINED 37 03       282261        0        0
MAXTOR CORP                    COM NEW          577729205    33081   3150800 SH       DEFINED 02 05 06         0        0  3150800
MAXTOR CORP                    COM NEW          577729205    32456   3091100 SH       DEFINED 13 15 23         0        0  3091100
MAXTOR CORP                    COM NEW          577729205     1668    158900 SH       DEFINED 28 34            0        0   158900
MAXTOR CORP                    COM NEW          577729205      223     21300 SH       DEFINED 03           21300        0        0
MAXWELL SHOE INC               CL A             577766108     9954    889810 SH       DEFINED 02 26 28         0        0   889810
MAXWELL SHOE INC               CL A             577766108     2796    250000 SH       DEFINED 03          250000        0        0
MAY DEPT STORES CO             COM              577778103     2056    100339 SH       DEFINED 08               0        0   100339
MAY DEPT STORES CO             COM              577778103     5332    260113 SH       DEFINED 03          260113        0        0
MAVERICK TUBE CORP             COM              577914104    10933    405900 SH       DEFINED 15 34            0        0   405900
MAYNARD OIL CO                 COM              578444101    11041    482700 SH       DEFINED 07               0        0   482700
MAYTAG CORP                    COM              578592107      111      3600 SH       DEFINED 15               0        0     3600
MAYTAG CORP                    COM              578592107     1910     61495 SH       DEFINED 37 03        61495        0        0
MCCORMICK & CO INC             COM NON VTG      579780206      220      7400 SH       DEFINED 15               0        0     7400
MCDATA CORP                    CL B             580031102     2466     20070 SH       DEFINED 13 15            0        0    20070
MCDATA CORP                    CL B             580031102     3490     28400 SH       DEFINED 03           28400        0        0
MCDERMOTT INTL INC             COM              580037109     5657    514300 SH       DEFINED 15 28 34         0        0   514300
MCDERMOTT INTL INC             COM              580037109     1921    174651 SH       DEFINED 03          174651        0        0
MCDONALDS CORP                 COM              580135101    61772   2046300 SH       DEFINED 02 05 06         0        0  2046300
MCDONALDS CORP                 COM              580135101   225258   7461987 SH       DEFINED 07 08 09         0        0  7461987
MCDONALDS CORP                 COM              580135101   566211  18756500 SH       DEFINED 10 13 15         0        0 18756500
MCDONALDS CORP                 COM              580135101  1082421  35856600 SH       DEFINED 16 18 20         0        0 35856600
MCDONALDS CORP                 COM              580135101   162188   5372700 SH       DEFINED 22 26 27         0        0  5372700
MCDONALDS CORP                 COM              580135101   419324  13890680 SH       DEFINED 28 30 32         0        0 13890680
MCDONALDS CORP                 COM              580135101      452     15000 SH       DEFINED 34               0        0    15000
MCDONALDS CORP                 COM              580135101    62655   2075597 SH       DEFINED 37 03      1702347        0   373250
MCGRAW HILL COS INC            COM              580645109   108056   1700000 SH       DEFINED 02 05 06         0        0  1700000
MCGRAW HILL COS INC            COM              580645109   290882   4576324 SH       DEFINED 07 08 10         0        0  4576324
MCGRAW HILL COS INC            COM              580645109   147668   2323200 SH       DEFINED 11 12 15         0        0  2323200
MCGRAW HILL COS INC            COM              580645109   202306   3182800 SH       DEFINED 16 18 20         0        0  3182800
MCGRAW HILL COS INC            COM              580645109   109855   1728300 SH       DEFINED 23 27 28         0        0  1728300
MCGRAW HILL COS INC            COM              580645109    41792    657500 SH       DEFINED 30 32 34         0        0   657500
MCGRAW HILL COS INC            COM              580645109    52483    825690 SH       DEFINED 37 03       650690        0   175000
MCK COMMUNICATIONS INC         COM              581243102     7314    323300 SH       DEFINED 09 15 28         0        0   323300
MCK COMMUNICATIONS INC         COM              581243102      441     19500 SH       DEFINED 30               0        0    19500
MCK COMMUNICATIONS INC         COM              581243102        2       130 SH       DEFINED 03             130        0        0
MCKESSON HBOC INC              COM              58155Q103   225144   7366700 SH       DEFINED 11 13 15         0        0  7366700
MCKESSON HBOC INC              COM              58155Q103    71024   2323900 SH       DEFINED 16 28            0        0  2323900
MCKESSON HBOC INC              COM              58155Q103    31282   1023558 SH       DEFINED 03          985858        0    37700
MCLEODUSA INC                  CL A             582266102    33601   2347685 SH       DEFINED 02 05 06         0        0  2347685
MCLEODUSA INC                  CL A             582266102    87761   6131822 SH       DEFINED 11 13 15         0        0  6131822
MCLEODUSA INC                  CL A             582266102    68665   4797567 SH       DEFINED 20 22 23         0        0  4797567
MCLEODUSA INC                  CL A             582266102    39610   2767575 SH       DEFINED 26 28 32         0        0  2767575
MCLEODUSA INC                  CL A             582266102    18362   1283000 SH       DEFINED 03          375700        0   907300
MEAD CORP                      COM              582834107    12870    550611 SH       DEFINED 15 18            0        0   550611
MEAD CORP                      COM              582834107     2376    101652 SH       DEFINED 03          101652        0        0
MEADE INSTRUMENTS CORP         COM              583062104     3837    190100 SH       DEFINED 26               0        0   190100
MECHANICAL TECHNOLOGY INC      COM              583538103      297     27500 SH       DEFINED 03           27500        0        0
MEDAREX INC                    COM              583916101    27513    234530 SH       DEFINED 02 06 09         0        0   234530
MEDAREX INC                    COM              583916101   120726   1029100 SH       DEFINED 10 11 13         0        0  1029100
MEDAREX INC                    COM              583916101   255892   2181290 SH       DEFINED 15 22 28         0        0  2181290
MEDAREX INC                    COM              583916101     5349     45600 SH       DEFINED 30 34            0        0    45600
MEDAREX INC                    COM              583916101    13919    118650 SH       DEFINED 03          112550        0     6100
MEDALLION FINL CORP            COM              583928106    15498    921850 SH       DEFINED 26               0        0   921850
MEDIA GEN INC                  CL A             584404107      321      7482 SH       DEFINED 08               0        0     7482
MEDIALINK WORLDWIDE INC        COM              58445P105     3969    567100 SH       DEFINED 26               0        0   567100
MEDIACOM COMMUNICATIONS CORP   CL A             58446K105    33888   2101600 SH       DEFINED 22 28            0        0  2101600
MEDICINES CO                   COM              584688105     1186     34700 SH       DEFINED 19 21            0        0    34700
MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309     4040     65700 SH       DEFINED 02 12 15         0        0    65700
MEDICIS PHARMACEUTICAL CORP    CL A NEW         584690309      110      1800 SH       DEFINED 34               0        0     1800
MEDIMMUNE INC                  COM              584699102   544417   7047478 SH       DEFINED 02 11 13         0        0  7047478
MEDIMMUNE INC                  COM              584699102   327215   4235800 SH       DEFINED 15 20 21         0        0  4235800
MEDIMMUNE INC                  COM              584699102     6311     81700 SH       DEFINED 23 28 29         0        0    81700
MEDIMMUNE INC                  COM              584699102    17690    229000 SH       DEFINED 32 34            0        0   229000
MEDIMMUNE INC                  COM              584699102    53828    696707 SH       DEFINED 37 03       554107        0   142600
MEDQUIST INC                   COM              584949101      182      9030 SH       DEFINED 15               0        0     9030
MEDQUIST INC                   COM              584949101      204     10113 SH       DEFINED 03           10113        0        0
MEDITRUST CORP                 PAIRED CTF NEW   58501T306     1321    450000 SH       DEFINED 07               0        0   450000
MEDSTONE INTL INC NEW          COM              58505C101     3753    561200 SH       DEFINED 07               0        0   561200
MEDTRONIC INC                  COM              585055106    81919   1581070 SH       DEFINED 02 04 05         0        0  1581070
MEDTRONIC INC                  COM              585055106   788597  15220210 SH       DEFINED 10 12 13         0        0 15220210
MEDTRONIC INC                  COM              585055106   723722  13968110 SH       DEFINED 15 16 20         0        0 13968110
MEDTRONIC INC                  COM              585055106   195548   3774154 SH       DEFINED 21 22 23         0        0  3774154
MEDTRONIC INC                  COM              585055106   103718   2001810 SH       DEFINED 26 27 28         0        0  2001810
MEDTRONIC INC                  COM              585055106    66791   1289100 SH       DEFINED 29 30 32         0        0  1289100
MEDTRONIC INC                  COM              585055106    49589    957096 SH       DEFINED 34               0        0   957096
MEDTRONIC INC                  COM              585055106   169887   3279264 SH       DEFINED 37 03      2736884        0   542380
MEEMIC HLDGS INC               COM              585135106     4016    163100 SH       DEFINED 07               0        0   163100
MELLON FINL CORP               COM              58551A108    40916    882300 SH       DEFINED 02 04 05         0        0   882300
MELLON FINL CORP               COM              58551A108   409324   8826400 SH       DEFINED 06 07 09         0        0  8826400
MELLON FINL CORP               COM              58551A108   467719  10085600 SH       DEFINED 10 11 15         0        0 10085600
MELLON FINL CORP               COM              58551A108   184069   3969150 SH       DEFINED 16 18 19         0        0  3969150
MELLON FINL CORP               COM              58551A108   168638   3636400 SH       DEFINED 20 22 23         0        0  3636400
MELLON FINL CORP               COM              58551A108    22278    480400 SH       DEFINED 26 28 30         0        0   480400
MELLON FINL CORP               COM              58551A108    22417    483400 SH       DEFINED 32 34            0        0   483400
MELLON FINL CORP               COM              58551A108   108537   2340408 SH       DEFINED 37 03      1857308        0   483100
MENS WEARHOUSE INC             COM              587118100     5566    196600 SH       DEFINED 02 07 12         0        0   196600
MENS WEARHOUSE INC             COM              587118100        2        90 SH       DEFINED 26               0        0       90
MENS WEARHOUSE INC             COM              587118100     9549    337300 SH       DEFINED 03          337300        0        0
MENTOR CORP MINN               COM              587188103      414     26300 SH       DEFINED 03           26300        0        0
MENTOR GRAPHICS CORP           COM              587200106    10398    441300 SH       DEFINED 02 13 15         0        0   441300
MENTOR GRAPHICS CORP           COM              587200106    74455   3159900 SH       DEFINED 16 20 21         0        0  3159900
MENTOR GRAPHICS CORP           COM              587200106    18056    766340 SH       DEFINED 26 32            0        0   766340
MENTOR GRAPHICS CORP           COM              587200106     9618    408200 SH       DEFINED 03          408200        0        0
MERCANTILE BANKSHARES CORP     COM              587405101     1996     55000 SH       DEFINED 15               0        0    55000
MERCANTILE BANKSHARES CORP     COM              587405101      417     12046 SH       DEFINED 37           12046        0        0
MERCATOR SOFTWARE INC          COM              587587106    20703   1250000 SH       DEFINED 13               0        0  1250000
MERCATOR SOFTWARE INC          COM              587587106      573     34600 SH       DEFINED 03           34600        0        0
MERCER INTL INC                SH BEN INT       588056101     8762   1158613 SH       DEFINED 07 12 15         0        0  1158613
MERCER INTL INC                SH BEN INT       588056101     4490    593750 SH       DEFINED 28 37            0        0   593750
MERCK & CO INC                 COM              589331107   204061   2741380 SH       DEFINED 02 04 05         0        0  2741380
MERCK & CO INC                 COM              589331107   218138   2930498 SH       DEFINED 06 07 08         0        0  2930498
MERCK & CO INC                 COM              589331107  1456898  19572100 SH       DEFINED 09 10 11         0        0 19572100
MERCK & CO INC                 COM              589331107   472030   6341300 SH       DEFINED 12 13 15         0        0  6341300
MERCK & CO INC                 COM              589331107  1288653  17311880 SH       DEFINED 16 19 22         0        0 17311880
MERCK & CO INC                 COM              589331107    98394   1321840 SH       DEFINED 23 26 27         0        0  1321840
MERCK & CO INC                 COM              589331107   361849   4861113 SH       DEFINED 28 30 31         0        0  4861113
MERCK & CO INC                 COM              589331107   112244   1507900 SH       DEFINED 32 34            0        0  1507900
MERCK & CO INC                 COM              589331107   369279   4962207 SH       DEFINED 37 03      4051547        0   910660
MERCURY AIR GROUP INC          COM              589354109     3185    504640 SH       DEFINED 07               0        0   504640
MERCURY INTERACTIVE CORP       SB NT CV 144A 07 589405AA7    12475   8000000 PRN      DEFINED 11               0        0        0
MERCURY INTERACTIVE CORP       COM              589405109   111966    714300 SH       DEFINED 02 13 15         0        0   714300
MERCURY INTERACTIVE CORP       COM              589405109   198288   1265000 SH       DEFINED 16               0        0  1265000
MERCURY INTERACTIVE CORP       COM              589405109    46160    294487 SH       DEFINED 03          294487        0        0
MEREDITH CORP                  COM              589433101     1483     50300 SH       DEFINED 02 07 15         0        0    50300
MEREDITH CORP                  COM              589433101       59      2000 SH       DEFINED 34               0        0     2000
MEREDITH CORP                  COM              589433101     1332     45165 SH       DEFINED 03           45165        0        0
MERIDIAN RESOURCE CORP         COM              58977Q109       68     10000 SH       DEFINED 28               0        0    10000
MERISTAR HOSPITALITY CORP      COM              58984Y103     1893     93500 SH       DEFINED 35               0        0    93500
MERISTAR HOSPITALITY CORP      COM              58984Y103     1694     83700 SH       DEFINED 03           83700        0        0
MERIDIAN GOLD INC              COM              589975101    35883   5396160 SH       DEFINED 02 09 15         0        0  5396160
MERIDIAN GOLD INC              COM              589975101     3862    580860 SH       DEFINED 21 28 30         0        0   580860
MERIDIAN GOLD INC              COM              589975101     1887    283900 SH       DEFINED 34               0        0   283900
MERIDIAN GOLD INC              COM              589975101    14631   2176440 SH       DEFINED 03         2147340        0    29100
MERISTAR HOTELS & RESORTS INC  COM              589988104     1894    705000 SH       DEFINED 35               0        0   705000
MERISTAR HOTELS & RESORTS INC  COM              589988104     3634   1352500 SH       DEFINED 03         1352500        0        0
MERITAGE CORP                  COM              59001A102     4974    272600 SH       DEFINED 07               0        0   272600
MERIX CORP                     COM              590049102     8584    132450 SH       DEFINED 12 26 28         0        0   132450
MERIX CORP                     COM              590049102     3085     47600 SH       DEFINED 03           47600        0        0
MERRILL LYNCH & CO INC         COM              590188108    36174    548100 SH       DEFINED 02 06 07         0        0   548100
MERRILL LYNCH & CO INC         COM              590188108   325472   4931400 SH       DEFINED 11 12 15         0        0  4931400
MERRILL LYNCH & CO INC         COM              590188108    90584   1372490 SH       DEFINED 16 20 22         0        0  1372490
MERRILL LYNCH & CO INC         COM              590188108   119149   1805300 SH       DEFINED 23 27 28         0        0  1805300
MERRILL LYNCH & CO INC         COM              590188108    63577    963300 SH       DEFINED 30 32 34         0        0   963300
MERRILL LYNCH & CO INC         COM              590188108    55501    840970 SH       DEFINED 37 03       759270        0    81700
MESA LABS INC                  COM              59064R109     1108    201500 SH       DEFINED 07               0        0   201500
MESABA HLDGS INC               COM              59066B102     6020    560000 SH       DEFINED 07               0        0   560000
MESABA HLDGS INC               COM              59066B102      162     15100 SH       DEFINED 03           15100        0        0
META GROUP INC                 COM              591002100     1918    155000 SH       DEFINED 07               0        0   155000
META GROUP INC                 COM              591002100     1554    125600 SH       DEFINED 03          125600        0        0
METALS USA INC                 COM              591324108      206     70200 SH       DEFINED 36               0        0    70200
METASOLV SOFTWARE INC          COM              591393103    15544    380300 SH       DEFINED 15               0        0   380300
METASOLV SOFTWARE INC          COM              591393103     9466    231600 SH       DEFINED 03          228100        0     3500
METHANEX CORP                  COM              59151K108     2403    489520 SH       DEFINED 02 07            0        0   489520
METHANEX CORP                  COM              59151K108      709    144090 SH       DEFINED 03          144090        0        0
METHODE ELECTRS INC            CL A             591520200    21925    494800 SH       DEFINED 07               0        0   494800
METHODE ELECTRS INC            CL A             591520200     2237     50500 SH       DEFINED 03           50500        0        0
METLIFE INC                    COM              59156R108    50615   1932800 SH       DEFINED 02 04 05         0        0  1932800
METLIFE INC                    COM              59156R108   237510   9069600 SH       DEFINED 06 07 09         0        0  9069600
METLIFE INC                    COM              59156R108   210070   8021800 SH       DEFINED 10 11 12         0        0  8021800
METLIFE INC                    COM              59156R108   306453  11702300 SH       DEFINED 13 15 16         0        0 11702300
METLIFE INC                    COM              59156R108   403968  15426000 SH       DEFINED 20 21 26         0        0 15426000
METLIFE INC                    COM              59156R108    38089   1454500 SH       DEFINED 28 29 30         0        0  1454500
METLIFE INC                    COM              59156R108    94502   3608700 SH       DEFINED 32 34            0        0  3608700
METLIFE INC                    COM              59156R108    38542   1471800 SH       DEFINED 03          701000        0   770800
METRICOM INC                   COM              591596101    21805    846800 SH       DEFINED 13 22 28         0        0   846800
METRIS COS INC                 COM              591598107     9728    246300 SH       DEFINED 02 15 26         0        0   246300
METRIS COS INC                 COM              591598107      296      7500 SH       DEFINED 34               0        0     7500
METRIS COS INC                 COM              591598107     1842     46650 SH       DEFINED 03           46650        0        0
METRO GOLDWYN MAYER INC        COM              591610100     1740     72500 SH       DEFINED 15               0        0    72500
METRO ONE TELECOMMUNICATIONS   COM              59163F105    16171   1280911 SH       DEFINED 15 34            0        0  1280911
METRO ONE TELECOMMUNICATIONS   COM              59163F105      387     30700 SH       DEFINED 03           30700        0        0
METROMEDIA FIBER NETWORK INC   CL A             591689104    31347   1289365 SH       DEFINED 02 05 06         0        0  1289365
METROMEDIA FIBER NETWORK INC   CL A             591689104   100303   4125600 SH       DEFINED 07 09 10         0        0  4125600
METROMEDIA FIBER NETWORK INC   CL A             591689104   219855   9042880 SH       DEFINED 13 15 16         0        0  9042880
METROMEDIA FIBER NETWORK INC   CL A             591689104    72648   2988100 SH       DEFINED 22 23 26         0        0  2988100
METROMEDIA FIBER NETWORK INC   CL A             591689104    38101   1567140 SH       DEFINED 28 34            0        0  1567140
METROMEDIA FIBER NETWORK INC   CL A             591689104    63535   2613220 SH       DEFINED 37 03      2188280        0   424940
METSO CORP                     SPONSORED ADR    592671101      239     23700 SH       DEFINED 19               0        0    23700
METTLER TOLEDO INTERNATIONAL   COM              592688105    44128   1002910 SH       DEFINED 09 15 20         0        0  1002910
METTLER TOLEDO INTERNATIONAL   COM              592688105    13266    301500 SH       DEFINED 28 30 32         0        0   301500
METTLER TOLEDO INTERNATIONAL   COM              592688105     7279    165440 SH       DEFINED 03          165440        0        0
MEXICO FD INC                  COM              592835102    18036   1145200 SH       DEFINED 19 21            0        0  1145200
MICHAELS STORES INC            COM              594087108     4476    111900 SH       DEFINED 26 32            0        0   111900
MICRO COMPONENT TECHNOLOGY INC COM              59479Q100      800    100000 SH       DEFINED 15               0        0   100000
MICREL INC                     COM              594793101     7591    113300 SH       DEFINED 02 34            0        0   113300
MICRO LINEAR CORP              COM              594850109     1939    425000 SH       DEFINED 07               0        0   425000
MICROSOFT CORP                 COM              594918104   506266   8394054 SH       DEFINED 02 04 05         0        0  8394054
MICROSOFT CORP                 COM              594918104   375041   6218300 SH       DEFINED 06 07 08         0        0  6218300
MICROSOFT CORP                 COM              594918104  1883734  31232900 SH       DEFINED 09 10 11         0        0 31232900
MICROSOFT CORP                 COM              594918104   969262  16070680 SH       DEFINED 12 13 15         0        0 16070680
MICROSOFT CORP                 COM              594918104  2807890  46555700 SH       DEFINED 16 18 19         0        0 46555700
MICROSOFT CORP                 COM              594918104   401955   6664553 SH       DEFINED 20 22 23         0        0  6664553
MICROSOFT CORP                 COM              594918104   873720  14486560 SH       DEFINED 26 27 28         0        0 14486560
MICROSOFT CORP                 COM              594918104   131195   2175270 SH       DEFINED 30 31 32         0        0  2175270
MICROSOFT CORP                 COM              594918104    74630   1237400 SH       DEFINED 34               0        0  1237400
MICROSOFT CORP                 COM              594918104   757663  12560826 SH       DEFINED 37 03     10851456        0  1709370
MICROSTRATEGY INC              CL A             594972101    17753    650000 SH       DEFINED 15               0        0   650000
MICROSTRATEGY INC              CL A             594972101     5798    212300 SH       DEFINED 03          212300        0        0
MICROCELL TELECOMMUNICATIONS   CL B NON VTG     59501T304    12984    446390 SH       DEFINED 02 09 28         0        0   446390
MICROCELL TELECOMMUNICATIONS   CL B NON VTG     59501T304     1036     35630 SH       DEFINED 30               0        0    35630
MICROCELL TELECOMMUNICATIONS   CL B NON VTG     59501T304        7       250 SH       DEFINED 03             250        0        0
MICROCHIP TECHNOLOGY INC       COM              595017104    58181   1759737 SH       DEFINED 02 09 15         0        0  1759737
MICROCHIP TECHNOLOGY INC       COM              595017104     7251    219315 SH       DEFINED 28 30 32         0        0   219315
MICROCHIP TECHNOLOGY INC       COM              595017104     1864     56400 SH       DEFINED 34               0        0    56400
MICROCHIP TECHNOLOGY INC       COM              595017104     1853     56045 SH       DEFINED 37 03        56045        0        0
MICROMUSE INC                  COM              595094103   100870    502000 SH       DEFINED 02 11 13         0        0   502000
MICROMUSE INC                  COM              595094103   114317    568920 SH       DEFINED 15 16 19         0        0   568920
MICROMUSE INC                  COM              595094103    97032    482900 SH       DEFINED 20 32 34         0        0   482900
MICROMUSE INC                  COM              595094103   136858    681100 SH       DEFINED 03          666000        0    15100
MICRON ELECTRONICS INC         COM              595100108     5561    617900 SH       DEFINED 09 28 30         0        0   617900
MICRON ELECTRONICS INC         COM              595100108      190     21200 SH       DEFINED 03           21200        0        0
MICRON TECHNOLOGY INC          COM              595112103    70588   1534540 SH       DEFINED 02 04 05         0        0  1534540
MICRON TECHNOLOGY INC          COM              595112103   320804   6974000 SH       DEFINED 06 07 10         0        0  6974000
MICRON TECHNOLOGY INC          COM              595112103  1177618  25600400 SH       DEFINED 11 12 13         0        0 25600400
MICRON TECHNOLOGY INC          COM              595112103  1283622  27904832 SH       DEFINED 15 16 19         0        0 27904832
MICRON TECHNOLOGY INC          COM              595112103   145398   3160830 SH       DEFINED 20 21 22         0        0  3160830
MICRON TECHNOLOGY INC          COM              595112103    21459    466500 SH       DEFINED 23 26 27         0        0   466500
MICRON TECHNOLOGY INC          COM              595112103   226619   4926500 SH       DEFINED 28 29 30         0        0  4926500
MICRON TECHNOLOGY INC          COM              595112103    61851   1344600 SH       DEFINED 32 34            0        0  1344600
MICRON TECHNOLOGY INC          COM              595112103   330188   7177903 SH       DEFINED 37 03      6466993        0   710910
MICROSEMI CORP                 COM              595137100    10939    286940 SH       DEFINED 28               0        0   286940
MID ATLANTIC MED SVCS INC      COM              59523C107     3581    236800 SH       DEFINED 15 26            0        0   236800
MID-ATLANTIC RLTY TR           SH BEN INT       595232109     1797    152200 SH       DEFINED 26               0        0   152200
MID-ATLANTIC RLTY TR           SH BEN INT       595232109     1017     86100 SH       DEFINED 03           86100        0        0
MIDAS GROUP INC                COM              595626102    21491   1535100 SH       DEFINED 20 32            0        0  1535100
MIDCOAST ENERGY RES INC        COM              59563W104    14394    700025 SH       DEFINED 07               0        0   700025
MIDLAND CO                     COM              597486109     1431     54000 SH       DEFINED 07               0        0    54000
MIDWEST EXPRESS HLDGS INC      COM              597911106     8357    415300 SH       DEFINED 07 15            0        0   415300
MIDWEST EXPRESS HLDGS INC      COM              597911106      330     16400 SH       DEFINED 03           16400        0        0
MIDWAY GAMES INC               COM              598148104     9081   1297319 SH       DEFINED 02 26 28         0        0  1297319
MIDWEST BANC HOLDINGS INC      COM              598251106      169     12100 SH       DEFINED 26               0        0    12100
MIKOHN GAMING CORP             COM              59862K108      491     65000 SH       DEFINED 28               0        0    65000
MIKASA INC                     COM              59862T109     8428    514700 SH       DEFINED 07               0        0   514700
MIIX GROUP INC                 COM              59862V104     2576    310000 SH       DEFINED 07               0        0   310000
MILACRON INC                   COM              598709103     4453    334500 SH       DEFINED 15 28            0        0   334500
MILACRON INC                   COM              598709103     7473    561390 SH       DEFINED 03          561390        0        0
MILLENNIUM PHARMACEUTICALS INC SUB NT CV 144A07 599902AA1     9978   5250000 PRN      DEFINED 11               0        0        0
MILLENNIUM PHARMACEUTICALS INC COM              599902103    30614    209600 SH       DEFINED 02 04 05         0        0   209600
MILLENNIUM PHARMACEUTICALS INC COM              599902103   200069   1369752 SH       DEFINED 09 11 12         0        0  1369752
MILLENNIUM PHARMACEUTICALS INC COM              599902103   605636   4146422 SH       DEFINED 13 15 16         0        0  4146422
MILLENNIUM PHARMACEUTICALS INC COM              599902103   108639    743790 SH       DEFINED 20 22 26         0        0   743790
MILLENNIUM PHARMACEUTICALS INC COM              599902103   107515    736094 SH       DEFINED 28 30 32         0        0   736094
MILLENNIUM PHARMACEUTICALS INC COM              599902103    10034     68700 SH       DEFINED 34               0        0    68700
MILLENNIUM PHARMACEUTICALS INC COM              599902103    28405    194472 SH       DEFINED 03          143172        0    51300
MILLENNIUM CHEMICALS INC       COM              599903101    13655    921900 SH       DEFINED 02 04 07         0        0   921900
MILLENNIUM CHEMICALS INC       COM              599903101    33934   2290907 SH       DEFINED 09 12 15         0        0  2290907
MILLENNIUM CHEMICALS INC       COM              599903101    14596    985400 SH       DEFINED 19 22 26         0        0   985400
MILLENNIUM CHEMICALS INC       COM              599903101     4974    335800 SH       DEFINED 28 34            0        0   335800
MILLENNIUM CHEMICALS INC       COM              599903101    42435   2864814 SH       DEFINED 03         2663100        0   201714
MILLER HERMAN INC              COM              600544100    46173   1440100 SH       DEFINED 12 15 20         0        0  1440100
MILLER HERMAN INC              COM              600544100    49383   1540220 SH       DEFINED 23 28 32         0        0  1540220
MILLER HERMAN INC              COM              600544100     7740    241460 SH       DEFINED 37 03        59260        0   182200
MILLIPORE CORP                 COM              601073109    76016   1569370 SH       DEFINED 02 09 13         0        0  1569370
MILLIPORE CORP                 COM              601073109     7407    152930 SH       DEFINED 15 19 27         0        0   152930
MILLIPORE CORP                 COM              601073109    46450    958970 SH       DEFINED 28 30 32         0        0   958970
MILLIPORE CORP                 COM              601073109       24       500 SH       DEFINED 34               0        0      500
MILLIPORE CORP                 COM              601073109    27410    565892 SH       DEFINED 37 03       559592        0     6300
MINERALS TECHNOLOGIES INC      COM              603158106    69000   1500000 SH       DEFINED 13               0        0  1500000
MINIMED INC                    COM              60365K108    25462    284900 SH       DEFINED 02 09 15         0        0   284900
MINIMED INC                    COM              60365K108   154600   1729800 SH       DEFINED 16 20 28         0        0  1729800
MINIMED INC                    COM              60365K108    36107    404000 SH       DEFINED 30 32 34         0        0   404000
MINIMED INC                    COM              60365K108      366      4100 SH       DEFINED 03            4100        0        0
MINNESOTA MNG & MFG CO         COM              604059105    40596    445500 SH       DEFINED 02 05 06         0        0   445500
MINNESOTA MNG & MFG CO         COM              604059105   232004   2546000 SH       DEFINED 07 08 09         0        0  2546000
MINNESOTA MNG & MFG CO         COM              604059105   250903   2753400 SH       DEFINED 11 12 13         0        0  2753400
MINNESOTA MNG & MFG CO         COM              604059105   254315   2790840 SH       DEFINED 15 16 18         0        0  2790840
MINNESOTA MNG & MFG CO         COM              604059105   152153   1669720 SH       DEFINED 19 22 23         0        0  1669720
MINNESOTA MNG & MFG CO         COM              604059105    70196    770330 SH       DEFINED 26 28 30         0        0   770330
MINNESOTA MNG & MFG CO         COM              604059105    26380    289500 SH       DEFINED 32 34            0        0   289500
MINNESOTA MNG & MFG CO         COM              604059105   102563   1125504 SH       DEFINED 37 03       890904        0   234600
MIPS TECHNOLOGIES INC          CL A             604567107    95362   2073100 SH       DEFINED 02 09 13         0        0  2073100
MIPS TECHNOLOGIES INC          CL A             604567107    41887    910600 SH       DEFINED 16 26 28         0        0   910600
MIPS TECHNOLOGIES INC          CL A             604567107      349      7600 SH       DEFINED 30               0        0     7600
MIPS TECHNOLOGIES INC          CL B             604567206    77143   2003730 SH       DEFINED 09 13 15         0        0  2003730
MIPS TECHNOLOGIES INC          CL B             604567206      866     22500 SH       DEFINED 16 28 30         0        0    22500
MIPS TECHNOLOGIES INC          CL B             604567206       36       957 SH       DEFINED 03             957        0        0
MIRAVANT MED TECHNOLOGIES      COM              604690107     7821    359600 SH       DEFINED 12 15 26         0        0   359600
MIRAVANT MED TECHNOLOGIES      COM              604690107      119      5500 SH       DEFINED 28               0        0     5500
MITCHELL ENERGY & DEV CORP     CL A             606592202    10084    216300 SH       DEFINED 07 13 15         0        0   216300
MITCHELL ENERGY & DEV CORP     CL A             606592202     4224     90600 SH       DEFINED 03           90600        0        0
MITEL CORP                     COM              606711109    24513   1231460 SH       DEFINED 02 07            0        0  1231460
MITEL CORP                     COM              606711109      142      7120 SH       DEFINED 03            7120        0        0
MOBILE TELESYSTEMS OJSC        SPONSORED ADR    607409109     1766     69600 SH       DEFINED 02 21            0        0    69600
MOCON INC                      COM              607494101      664    115600 SH       DEFINED 07               0        0   115600
MODEM MEDIA INC                CL A             607533106       10      2500 SH       DEFINED 15               0        0     2500
MODIS PROFESSIONAL SVCS INC    COM              607830106        4       900 SH       DEFINED 02 15 34         0        0      900
MOHAWK INDS INC                COM              608190104    22097   1013060 SH       DEFINED 02 04 06         0        0  1013060
MOHAWK INDS INC                COM              608190104     4858    222750 SH       DEFINED 07 12 15         0        0   222750
MOHAWK INDS INC                COM              608190104    34666   1589310 SH       DEFINED 20 26 28         0        0  1589310
MOHAWK INDS INC                COM              608190104     6393    293120 SH       DEFINED 32               0        0   293120
MOHAWK INDS INC                COM              608190104     9373    429735 SH       DEFINED 37 03       396535        0    33200
MOLDFLOW CORP                  COM              608507109     5904    251250 SH       DEFINED 02 26            0        0   251250
MOLDFLOW CORP                  COM              608507109     9240    393200 SH       DEFINED 03          393200        0        0
MOLEX INC                      COM              608554101       16       310 SH       DEFINED 15 34            0        0      310
MOLEX INC                      COM              608554101     8428    154805 SH       DEFINED 37 03       154805        0        0
MOLEX INC                      CL A             608554200    83658   2018905 SH       DEFINED 02 15 28         0        0  2018905
MOLEX INC                      CL A             608554200     5379    129810 SH       DEFINED 30 34            0        0   129810
MOLEX INC                      CL A             608554200      517     12500 SH       DEFINED 03           12500        0        0
MONACO COACH CORP              COM              60886R103     6344    384500 SH       DEFINED 07               0        0   384500
MONDAVI ROBERT CORP            CL A             609200100    28608    699900 SH       DEFINED 12 28            0        0   699900
MONRO MUFFLER BRAKE INC        COM              610236101     7269    668500 SH       DEFINED 07               0        0   668500
MONSANTO CO                    ADJ CONVR RATE   611662305   160961   3114100 SH       DEFINED 11               0        0  3114100
MONSANTO CO                    ADJ CONVR RATE   611662305     9593    185600 SH       DEFINED 03          150900        0    34700
MONTANA POWER CO               COM              612085100    20692    620000 SH       DEFINED 10 12            0        0   620000
MONTANA POWER CO               COM              612085100     5272    157980 SH       DEFINED 37 03        27980        0   130000
MONTEREY PASTA CO              COM              612570101     1518    300000 SH       DEFINED 07               0        0   300000
MONY GROUP INC                 COM              615337102    32151    806300 SH       DEFINED 13 26            0        0   806300
MORGAN J P & CO INC            COM              616880100    52672    322400 SH       DEFINED 02 12 15         0        0   322400
MORGAN J P & CO INC            COM              616880100    22823    139700 SH       DEFINED 28 32 34         0        0   139700
MORGAN J P & CO INC            COM              616880100    22881    139980 SH       DEFINED 37 03       130780        0     9200
MORGAN KEEGAN INC              COM              617410105     1815    103725 SH       DEFINED 15 26            0        0   103725
MORGAN STAN D WITTER ASIA PAC  COM              61744U106     9432    999500 SH       DEFINED 19 21 26         0        0   999500
MORGAN STAN D WITTER AFRIC INV COM              617444104      697     86455 SH       DEFINED 19 21            0        0    86455
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    99886   1092400 SH       DEFINED 02 04 05         0        0  1092400
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   304678   3332100 SH       DEFINED 06 07 09         0        0  3332100
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448  1252425  13697070 SH       DEFINED 10 11 12         0        0 13697070
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   534509   5845630 SH       DEFINED 15 16 18         0        0  5845630
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   162398   1776060 SH       DEFINED 19 20 22         0        0  1776060
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   101043   1105050 SH       DEFINED 23 26 27         0        0  1105050
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   353576   3866870 SH       DEFINED 28 30 32         0        0  3866870
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448    23087    252500 SH       DEFINED 34               0        0   252500
MORGAN STANLEY DEAN WITTER&CO  COM NEW          617446448   211686   2315168 SH       DEFINED 37 03      2053868        0   261300
MORGAN STANLEY D WITTER INDIA  COM              61745C105     2687    259000 SH       DEFINED 19 21            0        0   259000
MORTONS RESTAURANT GROUP INC   COM              619429103    15892    784800 SH       DEFINED 07 28            0        0   784800
MOTHERS WK INC                 COM              619903107     2883    299538 SH       DEFINED 07 22 27         0        0   299538
MOTHERS WK INC                 COM              619903107        1       160 SH       DEFINED 30 03            0        0      160
MOTOROLA INC                   COM              620076109    42339   1498735 SH       DEFINED 02 04 05         0        0  1498735
MOTOROLA INC                   COM              620076109   124314   4400518 SH       DEFINED 06 07 08         0        0  4400518
MOTOROLA INC                   COM              620076109   641989  22725300 SH       DEFINED 09 10 11         0        0 22725300
MOTOROLA INC                   COM              620076109   469756  16628555 SH       DEFINED 12 13 15         0        0 16628555
MOTOROLA INC                   COM              620076109   234413   8297820 SH       DEFINED 16 19 21         0        0  8297820
MOTOROLA INC                   COM              620076109   110858   3924200 SH       DEFINED 22 23 26         0        0  3924200
MOTOROLA INC                   COM              620076109   103419   3660876 SH       DEFINED 27 28 30         0        0  3660876
MOTOROLA INC                   COM              620076109    49616   1756330 SH       DEFINED 31 32 34         0        0  1756330
MOTOROLA INC                   COM              620076109   125427   4439616 SH       DEFINED 37 03      3725212        0   714404
MOVADO GROUP INC               COM              624580106    16514    950500 SH       DEFINED 07               0        0   950500
MPOWER COMMUNICATIONS CORP     COM              62473J106      791     90754 SH       DEFINED 26 27 03         0        0    90754
MULTEX COM INC                 COM              625367107     8733    510000 SH       DEFINED 13               0        0   510000
MUNIYIELD CALIF INSD FD INC    COM              62629K106        9       750 SH       DEFINED 37             750        0        0
MURPHY OIL CORP                COM              626717102     6215     95900 SH       DEFINED 02 09 12         0        0    95900
MURPHY OIL CORP                COM              626717102     2624     40500 SH       DEFINED 15 28 30         0        0    40500
MURPHY OIL CORP                COM              626717102     1827     28200 SH       DEFINED 32               0        0    28200
MURPHY OIL CORP                COM              626717102        1        20 SH       DEFINED 03              20        0        0
MYLAN LABS INC                 COM              628530107    26780    994190 SH       DEFINED 02 05 06         0        0   994190
MYLAN LABS INC                 COM              628530107    31118   1155200 SH       DEFINED 07 09 12         0        0  1155200
MYLAN LABS INC                 COM              628530107   297454  11042400 SH       DEFINED 13 15 16         0        0 11042400
MYLAN LABS INC                 COM              628530107    17847    662540 SH       DEFINED 26 28 30         0        0   662540
MYLAN LABS INC                 COM              628530107     7866    292030 SH       DEFINED 34               0        0   292030
MYLAN LABS INC                 COM              628530107    38220   1418710 SH       DEFINED 37 03      1239810        0   178900
MYRIAD GENETICS INC            COM              62855J104    99003   1146200 SH       DEFINED 09 15 26         0        0  1146200
MYRIAD GENETICS INC            COM              62855J104     8473     98100 SH       DEFINED 28 30            0        0    98100
MYRIAD GENETICS INC            COM              62855J104     8660    100270 SH       DEFINED 03          100270        0        0
NCI BUILDING SYS INC           COM              628852105    14464    989000 SH       DEFINED 07 28            0        0   989000
NCO GROUP INC                  COM              628858102      415     35000 SH       DEFINED 07               0        0    35000
NCR CORP NEW                   COM              62886E108   103868   2746948 SH       DEFINED 07 09 12         0        0  2746948
NCR CORP NEW                   COM              62886E108   118288   3128300 SH       DEFINED 16 22 28         0        0  3128300
NCR CORP NEW                   COM              62886E108     6133    162208 SH       DEFINED 37 03       103408        0    58800
NDS GROUP PLC                  SPONSORED ADR    628891103    50606    657230 SH       DEFINED 02 21            0        0   657230
NEC CORP                       ADR              629050204      423      3800 SH       DEFINED 15               0        0     3800
NRG ENERGY INC                 COM              629377102    25849    708200 SH       DEFINED 02 04 06         0        0   708200
NRG ENERGY INC                 COM              629377102    64615   1770300 SH       DEFINED 07 09 11         0        0  1770300
NRG ENERGY INC                 COM              629377102    54903   1504200 SH       DEFINED 12 15 16         0        0  1504200
NRG ENERGY INC                 COM              629377102    50114   1373000 SH       DEFINED 20 21 28         0        0  1373000
NRG ENERGY INC                 COM              629377102    15191    416200 SH       DEFINED 29 30 32         0        0   416200
NRG ENERGY INC                 COM              629377102    13790    377830 SH       DEFINED 03          314230        0    63600
NTL INC                        COM              629407107    53375   1152517 SH       DEFINED 12 13 22         0        0  1152517
NTL INC                        COM              629407107    24760    534650 SH       DEFINED 28               0        0   534650
NTL INC                        COM              629407107      219      4750 SH       DEFINED 03            4750        0        0
NVR INC                        COM              62944T105     2300     28400 SH       DEFINED 26               0        0    28400
NVR INC                        COM              62944T105     1579     19500 SH       DEFINED 03           19500        0        0
NYMAGIC INC                    COM              629484106     2131    142700 SH       DEFINED 07               0        0   142700
NABISCO GROUP HLDG CORP        COM              62952P102   101171   3549880 SH       DEFINED 02 06 07         0        0  3549880
NABISCO GROUP HLDG CORP        COM              62952P102   103543   3633100 SH       DEFINED 09 15 22         0        0  3633100
NABISCO GROUP HLDG CORP        COM              62952P102     8567    300600 SH       DEFINED 28 30            0        0   300600
NABISCO GROUP HLDG CORP        COM              62952P102    11167    391855 SH       DEFINED 37 03       334155        0    57700
NABISCO HLDGS CORP             CL A             629526104   150973   2808800 SH       DEFINED 07 09 22         0        0  2808800
NABISCO HLDGS CORP             CL A             629526104     4332     80600 SH       DEFINED 28 30            0        0    80600
NABISCO HLDGS CORP             CL A             629526104     4403     81920 SH       DEFINED 03           29020        0    52900
NABORS INDS INC                COM              629568106    71329   1361250 SH       DEFINED 02 05 06         0        0  1361250
NABORS INDS INC                COM              629568106    44502    849275 SH       DEFINED 09 10 12         0        0   849275
NABORS INDS INC                COM              629568106   284272   5425054 SH       DEFINED 13 15 16         0        0  5425054
NABORS INDS INC                COM              629568106    43668    833360 SH       DEFINED 19 21 23         0        0   833360
NABORS INDS INC                COM              629568106    46158    880890 SH       DEFINED 27 28 29         0        0   880890
NABORS INDS INC                COM              629568106     8623    164580 SH       DEFINED 30 34            0        0   164580
NABORS INDS INC                COM              629568106    23059    440060 SH       DEFINED 03          409990        0    30070
NAM TAI ELECTRS INC            WT EXP  112402   629865148      123     27000 SH       DEFINED 07               0        0    27000
NAM TAI ELECTRS INC            COM PAR $0.02    629865205     5455    264500 SH       DEFINED 07               0        0   264500
NANOMETRICS INC                COM              630077105     1522     28500 SH       DEFINED 12 26 28         0        0    28500
NASDAQ 100 TR                  UNIT SER 1       631100104        4        50 SH       DEFINED 37              50        0        0
NATIONAL BEVERAGE CORP         COM              635017106     2021    276500 SH       DEFINED 07               0        0   276500
NATIONAL CITY CORP             COM              635405103     3960    179000 SH       DEFINED 15               0        0   179000
NATIONAL CITY CORP             COM              635405103    10765    486100 SH       DEFINED 37 03       486100        0        0
NATIONAL COMM BANCORP          COM              635449101     1993    100000 SH       DEFINED 15               0        0   100000
NATIONAL COMM BANCORP          COM              635449101       16       809 SH       DEFINED 37             809        0        0
NATIONAL DATA CORP             COM              635621105     4879    148700 SH       DEFINED 02 15 20         0        0   148700
NATIONAL DATA CORP             COM              635621105     5138    156600 SH       DEFINED 32 34            0        0   156600
NATIONAL DATA CORP             COM              635621105     3858    117600 SH       DEFINED 03          117600        0        0
NATIONAL DENTEX CORP           COM              63563H109     1792    103900 SH       DEFINED 07               0        0   103900
NATIONAL FUEL GAS CO N J       COM              636180101     1311     23400 SH       DEFINED 15               0        0    23400
NATIONAL INSTRS CORP           COM              636518102    43255    980300 SH       DEFINED 02 13 15         0        0   980300
NATIONAL INSTRS CORP           COM              636518102    12077    273700 SH       DEFINED 21 28 29         0        0   273700
NATIONAL INSTRS CORP           COM              636518102     1544     35000 SH       DEFINED 34               0        0    35000
NATIONAL INSTRS CORP           COM              636518102    12308    278950 SH       DEFINED 03          278950        0        0
NATIONAL-OILWELL INC           COM              637071101     7918    253400 SH       DEFINED 02 04 06         0        0   253400
NATIONAL-OILWELL INC           COM              637071101    47408   1517080 SH       DEFINED 07 12 15         0        0  1517080
NATIONAL-OILWELL INC           COM              637071101     4572    146330 SH       DEFINED 19 20 21         0        0   146330
NATIONAL-OILWELL INC           COM              637071101   102910   3293130 SH       DEFINED 22 26 28         0        0  3293130
NATIONAL-OILWELL INC           COM              637071101     5281    169000 SH       DEFINED 29 32 34         0        0   169000
NATIONAL-OILWELL INC           COM              637071101    15615    499700 SH       DEFINED 03          413900        0    85800
NATIONAL PROCESSING INC        COM              637229105      655     47000 SH       DEFINED 02 07 15         0        0    47000
NATIONAL PROCESSING INC        COM              637229105     3394    243580 SH       DEFINED 20 26 32         0        0   243580
NATIONAL R V HLDGS INC         COM              637277104     3884    386000 SH       DEFINED 07               0        0   386000
NATIONAL SEMICONDUCTOR CORP    COM              637640103   358377   8903800 SH       DEFINED 02 12 13         0        0  8903800
NATIONAL SEMICONDUCTOR CORP    COM              637640103   224051   5566500 SH       DEFINED 15 28 30         0        0  5566500
NATIONAL SEMICONDUCTOR CORP    COM              637640103     7116    176800 SH       DEFINED 32 34            0        0   176800
NATIONAL SEMICONDUCTOR CORP    COM              637640103    15073    374471 SH       DEFINED 37 03       330071        0    44400
NATIONAL SVC INDS INC          COM              637657107      623     31850 SH       DEFINED 03           31850        0        0
NATIONAL WESTN LIFE INS CO     CL A             638522102    13724    188000 SH       DEFINED 07               0        0   188000
NATIONWIDE FINL SVCS INC       CL A             638612101     7646    204600 SH       DEFINED 02 07 15         0        0   204600
NATIONWIDE FINL SVCS INC       CL A             638612101      796     21300 SH       DEFINED 34               0        0    21300
NATIONWIDE FINL SVCS INC       CL A             638612101     6245    167100 SH       DEFINED 03          167100        0        0
NATIONWIDE HEALTH PPTYS INC    COM              638620104     2806    176100 SH       DEFINED 26 35            0        0   176100
NATIONWIDE HEALTH PPTYS INC    COM              638620104      690     43300 SH       DEFINED 03           43300        0        0
NATROL INC                     COM              638789107      231     95000 SH       DEFINED 28               0        0    95000
NATURAL MICROSYSTEMS CORP      COM              638882100   212330   3946898 SH       DEFINED 02 09 13         0        0  3946898
NATURAL MICROSYSTEMS CORP      COM              638882100    16268    302400 SH       DEFINED 15 28 30         0        0   302400
NATURAL MICROSYSTEMS CORP      COM              638882100       21       400 SH       DEFINED 03             400        0        0
NATURES SUNSHINE PRODUCTS INC  COM              639027101    12448   1673800 SH       DEFINED 07 28            0        0  1673800
NAUTICA ENTERPRISES INC        COM              639089101    46704   3610000 SH       DEFINED 07               0        0  3610000
NAVISTAR INTL CORP NEW         COM              63934E108    25108    838690 SH       DEFINED 02 04 06         0        0   838690
NAVISTAR INTL CORP NEW         COM              63934E108   134024   4476800 SH       DEFINED 07 09 11         0        0  4476800
NAVISTAR INTL CORP NEW         COM              63934E108    12260    409550 SH       DEFINED 15 19 22         0        0   409550
NAVISTAR INTL CORP NEW         COM              63934E108     2281     76200 SH       DEFINED 28 34            0        0    76200
NAVISTAR INTL CORP NEW         COM              63934E108    55949   1868866 SH       DEFINED 03         1605166        0   263700
NAVISITE INC                   COM              63935M109     1953     72520 SH       DEFINED 05 06 15         0        0    72520
NEIMAN MARCUS GROUP INC        CL A             640204202    24211    746400 SH       DEFINED 02 10 15         0        0   746400
NEIMAN MARCUS GROUP INC        CL A             640204202    10220    315070 SH       DEFINED 23 26 28         0        0   315070
NEIMAN MARCUS GROUP INC        CL A             640204202      791     24400 SH       DEFINED 32 34            0        0    24400
NEIMAN MARCUS GROUP INC        CL A             640204202     7278    224400 SH       DEFINED 03          224400        0        0
NEIMAN MARCUS GROUP INC        CL B             640204301      344     12052 SH       DEFINED 08               0        0    12052
NEIMAN MARCUS GROUP INC        CL B             640204301       21       723 SH       DEFINED 37             723        0        0
NETBANK INC                    COM              640933107    26400   2235000 SH       DEFINED 13               0        0  2235000
NETWORKS ASSOCS INC            SB DB CV ZERO 18 640938AB2     1995   5250000 PRN      DEFINED 11               0        0        0
NETWORKS ASSOCS INC            COM              640938106       22      1000 SH       DEFINED 37            1000        0        0
NET2PHONE                      COM              64108N106    23015   1022900 SH       DEFINED 13               0        0  1022900
NETEGRITY INC                  COM              64110P107    35920    513150 SH       DEFINED 02 04 06         0        0   513150
NETEGRITY INC                  COM              64110P107    78654   1123630 SH       DEFINED 13 15 20         0        0  1123630
NETEGRITY INC                  COM              64110P107    11497    164250 SH       DEFINED 26 32            0        0   164250
NETEGRITY INC                  COM              64110P107    12992    185600 SH       DEFINED 03          170300        0    15300
NETRO CORP                     COM              64114R109   376308   6351200 SH       DEFINED 02 13 15         0        0  6351200
NETRO CORP                     COM              64114R109    13724    231630 SH       DEFINED 20 26 32         0        0   231630
NETIQ CORP                     COM              64115P102   129492   1971337 SH       DEFINED 02 13 26         0        0  1971337
NETWORK APPLIANCE INC          COM              64120L104    45261    355340 SH       DEFINED 02 05 06         0        0   355340
NETWORK APPLIANCE INC          COM              64120L104   167549   1315400 SH       DEFINED 07 09 10         0        0  1315400
NETWORK APPLIANCE INC          COM              64120L104  2016556  15831648 SH       DEFINED 11 13 15         0        0 15831648
NETWORK APPLIANCE INC          COM              64120L104   323852   2542514 SH       DEFINED 16 19 20         0        0  2542514
NETWORK APPLIANCE INC          COM              64120L104    95467    749500 SH       DEFINED 22 23 27         0        0   749500
NETWORK APPLIANCE INC          COM              64120L104   404604   3176480 SH       DEFINED 28 30 32         0        0  3176480
NETWORK APPLIANCE INC          COM              64120L104    67152    527200 SH       DEFINED 34               0        0   527200
NETWORK APPLIANCE INC          COM              64120L104   167924   1318210 SH       DEFINED 37 03      1083972        0   234238
NETWORK ENGINES INC            COM              64121A107    30637    748400 SH       DEFINED 13 15 20         0        0   748400
NETWORK ENGINES INC            COM              64121A107      790     19300 SH       DEFINED 32               0        0    19300
NETWORK COMM INC               COM              64122T105    17340   3100000 SH       DEFINED 28               0        0  3100000
NEUBERGER BERMAN INC           COM              641234109     8671    141000 SH       DEFINED 02 15 34         0        0   141000
NEUBERGER BERMAN INC           COM              641234109     1100     17900 SH       DEFINED 03           17900        0        0
NEUROGEN CORP                  COM              64124E106     2751     88400 SH       DEFINED 15 26            0        0    88400
NEUROCRINE BIOSCIENCES INC     COM              64125C109    14427    320600 SH       DEFINED 15               0        0   320600
NEW ENGLAND BUSINESS SVC INC   COM              643872104    19716   1087800 SH       DEFINED 07 09 22         0        0  1087800
NEW ENGLAND BUSINESS SVC INC   COM              643872104      413     22800 SH       DEFINED 03            9600        0    13200
NEW ERA OF NETWORKS INC        COM              644312100    16275    668995 SH       DEFINED 13               0        0   668995
NEW ERA OF NETWORKS INC        COM              644312100     1510     62100 SH       DEFINED 03           62100        0        0
NEW FOCUS INC                  COM              644383101       83      1060 SH       DEFINED 15               0        0     1060
NEW HORIZONS WORLDWIDE INC     COM              645526104     8304    692080 SH       DEFINED 02 07 26         0        0   692080
NEW HORIZONS WORLDWIDE INC     COM              645526104     1928    160700 SH       DEFINED 03          160700        0        0
NEW JERSEY RES                 COM              646025106      629     15500 SH       DEFINED 15               0        0    15500
NEW JERSEY RES                 COM              646025106        7       194 SH       DEFINED 37             194        0        0
NEW YORK TIMES CO              CL A             650111107    52332   1331200 SH       DEFINED 02 05 07         0        0  1331200
NEW YORK TIMES CO              CL A             650111107    48822   1241900 SH       DEFINED 11 15 23         0        0  1241900
NEW YORK TIMES CO              CL A             650111107    19314    491300 SH       DEFINED 26 28 32         0        0   491300
NEW YORK TIMES CO              CL A             650111107      102      2600 SH       DEFINED 34               0        0     2600
NEW YORK TIMES CO              CL A             650111107    24846    632005 SH       DEFINED 37 03       408705        0   223300
NEWELL RUBBERMAID INC          COM              651229106    52219   2289072 SH       DEFINED 07 09 16         0        0  2289072
NEWELL RUBBERMAID INC          COM              651229106    14517    636397 SH       DEFINED 22 28            0        0   636397
NEWELL RUBBERMAID INC          COM              651229106     6229    273074 SH       DEFINED 03          229374        0    43700
NEWFIELD EXPL CO               COM              651290108    47387   1015000 SH       DEFINED 02 15 20         0        0  1015000
NEWFIELD EXPL CO               COM              651290108   129352   2770600 SH       DEFINED 22 28 32         0        0  2770600
NEWFIELD EXPL CO               COM              651290108     1349     28900 SH       DEFINED 34               0        0    28900
NEWFIELD EXPL CO               COM              651290108     3235     69300 SH       DEFINED 03           69300        0        0
NEWHALL LAND & FARMING CO CAL  DEPOSITARY REC   651426108     5230    222400 SH       DEFINED 09               0        0   222400
NEWMONT MINING CORP            COM              651639106    75458   4438760 SH       DEFINED 02 06 07         0        0  4438760
NEWMONT MINING CORP            COM              651639106    83825   4930900 SH       DEFINED 09 12 13         0        0  4930900
NEWMONT MINING CORP            COM              651639106    48747   2867525 SH       DEFINED 15 20 28         0        0  2867525
NEWMONT MINING CORP            COM              651639106    10400    611800 SH       DEFINED 30 32 34         0        0   611800
NEWMONT MINING CORP            COM              651639106     8667    509865 SH       DEFINED 03          321065        0   188800
NEWPARK RES INC                COM PAR $.01NEW  651718504     5636    609400 SH       DEFINED 15               0        0   609400
NEWPORT CORP                   COM              651824104     7405     46500 SH       DEFINED 02 23 32         0        0    46500
NEWPORT CORP                   COM              651824104     1401      8800 SH       DEFINED 03            8800        0        0
NEWPORT NEWS SHIPBUILDING INC  COM              652228107     1881     43370 SH       DEFINED 02 15 23         0        0    43370
NEWPORT NEWS SHIPBUILDING INC  COM              652228107     6462    149000 SH       DEFINED 26 34            0        0   149000
NEWS CORP LTD                  ADR NEW          652487703   341880   6098200 SH       DEFINED 07 10 13         0        0  6098200
NEWS CORP LTD                  ADR NEW          652487703    19369    345500 SH       DEFINED 15 21            0        0   345500
NEWS CORP LTD                  ADR NEW          652487703        4        70 SH       DEFINED 37              70        0        0
NEWS CORP LTD                  SP ADR PFD       652487802    62887   1341600 SH       DEFINED 02 19 21         0        0  1341600
NEWS CORP LTD                  SP ADR PFD       652487802     9060    193300 SH       DEFINED 22 03            0        0   193300
NEXTCARD INC                   COM              65332K107    12806   1408300 SH       DEFINED 02 13 15         0        0  1408300
NEXTCARD INC                   COM              65332K107      299     32900 SH       DEFINED 26 34            0        0    32900
NEXTEL COMMUNICATIONS INC      CL A             65332V103    85541   1829765 SH       DEFINED 02 04 06         0        0  1829765
NEXTEL COMMUNICATIONS INC      CL A             65332V103   479683  10260600 SH       DEFINED 07 09 10         0        0 10260600
NEXTEL COMMUNICATIONS INC      CL A             65332V103   782326  16734250 SH       DEFINED 13 15 16         0        0 16734250
NEXTEL COMMUNICATIONS INC      CL A             65332V103   384986   8235010 SH       DEFINED 19 20 22         0        0  8235010
NEXTEL COMMUNICATIONS INC      CL A             65332V103   358014   7658070 SH       DEFINED 23 27 28         0        0  7658070
NEXTEL COMMUNICATIONS INC      CL A             65332V103   140273   3000500 SH       DEFINED 30 32 34         0        0  3000500
NEXTEL COMMUNICATIONS INC      CL A             65332V103   129530   2770738 SH       DEFINED 37 03      2472578        0   298160
NEXTEL PARTNERS INC            CL A             65333F107     5014    172160 SH       DEFINED 10 11 15         0        0   172160
NEXTLINK COMMUNICATIONS INC    CL A             65333H707    11578    329060 SH       DEFINED 02 06 10         0        0   329060
NEXTLINK COMMUNICATIONS INC    CL A             65333H707    11914    338601 SH       DEFINED 15 27 30         0        0   338601
NEXTLINK COMMUNICATIONS INC    CL A             65333H707      812     23100 SH       DEFINED 03           23100        0        0
NEXT LEVEL COMM INC            COM              65333U104   253853   3839000 SH       DEFINED 13 15            0        0  3839000
NIAGARA MOHAWK HLDGS INC       COM              653520106   128167   8137625 SH       DEFINED 07 09 12         0        0  8137625
NIAGARA MOHAWK HLDGS INC       COM              653520106    30961   1965800 SH       DEFINED 15 22            0        0  1965800
NIAGARA MOHAWK HLDGS INC       COM              653520106    14931    948008 SH       DEFINED 03          827408        0   120600
NICOR INC                      COM              654086107     1316     36382 SH       DEFINED 03           36382        0        0
NIKE INC                       CL B             654106103   141733   3537800 SH       DEFINED 02 10 12         0        0  3537800
NIKE INC                       CL B             654106103   311405   7773000 SH       DEFINED 13 15 28         0        0  7773000
NIKE INC                       CL B             654106103     3942     98400 SH       DEFINED 30 34            0        0    98400
NIKE INC                       CL B             654106103     8571    213950 SH       DEFINED 37 03       213950        0        0
NIKU CORP                      COM              654113109    46117   1892000 SH       DEFINED 16               0        0  1892000
99 CENTS ONLY STORES           COM              65440K106    11407    227300 SH       DEFINED 02 20 23         0        0   227300
99 CENTS ONLY STORES           COM              65440K106     2378     47400 SH       DEFINED 32               0        0    47400
NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105     1989     40600 SH       DEFINED 19               0        0    40600
NIPPON TELEG & TEL CORP        SPONSORED ADR    654624105        1        40 SH       DEFINED 37              40        0        0
NISOURCE INC                   COM              65473P105    21720    891100 SH       DEFINED 09 28 30         0        0   891100
NISOURCE INC                   COM              65473P105       11       490 SH       DEFINED 37 03          490        0        0
NOBLE AFFILIATES INC           COM              654894104    27078    729400 SH       DEFINED 09 13 15         0        0   729400
NOBLE AFFILIATES INC           COM              654894104   106162   2859600 SH       DEFINED 20 22 28         0        0  2859600
NOBLE AFFILIATES INC           COM              654894104     2248     60570 SH       DEFINED 30 32            0        0    60570
NOBLE AFFILIATES INC           COM              654894104        3        90 SH       DEFINED 03              90        0        0
NOKIA CORP                     SPONSORED ADR    654902204    55644   1397660 SH       DEFINED 02 04 05         0        0  1397660
NOKIA CORP                     SPONSORED ADR    654902204   423652  10641200 SH       DEFINED 06 07 10         0        0 10641200
NOKIA CORP                     SPONSORED ADR    654902204  1122992  28207030 SH       DEFINED 11 13 15         0        0 28207030
NOKIA CORP                     SPONSORED ADR    654902204    92233   2316700 SH       DEFINED 16 19 20         0        0  2316700
NOKIA CORP                     SPONSORED ADR    654902204   267450   6717760 SH       DEFINED 21 22 28         0        0  6717760
NOKIA CORP                     SPONSORED ADR    654902204    10881    273310 SH       DEFINED 30 32            0        0   273310
NOKIA CORP                     SPONSORED ADR    654902204    24325    610614 SH       DEFINED 37 03       435494        0   175120
NOGATECH INC                   COM              654919109     8103    953400 SH       DEFINED 28               0        0   953400
NOBLE DRILLING CORP            COM              655042109    97088   1932100 SH       DEFINED 02 05 06         0        0  1932100
NOBLE DRILLING CORP            COM              655042109    78043   1553110 SH       DEFINED 07 09 11         0        0  1553110
NOBLE DRILLING CORP            COM              655042109   488054   9712523 SH       DEFINED 12 13 15         0        0  9712523
NOBLE DRILLING CORP            COM              655042109    55586   1106200 SH       DEFINED 16 20 23         0        0  1106200
NOBLE DRILLING CORP            COM              655042109    25843    514290 SH       DEFINED 26 28 30         0        0   514290
NOBLE DRILLING CORP            COM              655042109    10507    209100 SH       DEFINED 32 34            0        0   209100
NOBLE DRILLING CORP            COM              655042109    70773   1408444 SH       DEFINED 37 03      1226544        0   181900
NORDSTROM INC                  COM              655664100    15186    975840 SH       DEFINED 12 18            0        0   975840
NORDSTROM INC                  COM              655664100     4299    276272 SH       DEFINED 03          105172        0   171100
NORFOLK SOUTHERN CORP          COM              655844108    77550   5302600 SH       DEFINED 11 12 15         0        0  5302600
NORFOLK SOUTHERN CORP          COM              655844108    17985   1229800 SH       DEFINED 18 20 32         0        0  1229800
NORFOLK SOUTHERN CORP          COM              655844108    20910   1429758 SH       DEFINED 37 03       885158        0   544600
NORTEL NETWORKS CORP NEW       COM              656568102   494379   8316890 SH       DEFINED 02 04 05         0        0  8316890
NORTEL NETWORKS CORP NEW       COM              656568102  1070581  17974089 SH       DEFINED 06 07 10         0        0 17974089
NORTEL NETWORKS CORP NEW       COM              656568102   950671  15960900 SH       DEFINED 11 12 13         0        0 15960900
NORTEL NETWORKS CORP NEW       COM              656568102  1032519  17335066 SH       DEFINED 15 16 18         0        0 17335066
NORTEL NETWORKS CORP NEW       COM              656568102   203512   3416792 SH       DEFINED 19 20 21         0        0  3416792
NORTEL NETWORKS CORP NEW       COM              656568102   177003   2971732 SH       DEFINED 22 23 26         0        0  2971732
NORTEL NETWORKS CORP NEW       COM              656568102   529365   8887558 SH       DEFINED 27 28 30         0        0  8887558
NORTEL NETWORKS CORP NEW       COM              656568102   154066   2586630 SH       DEFINED 32 34            0        0  2586630
NORTEL NETWORKS CORP NEW       COM              656568102   314872   5286387 SH       DEFINED 37 03      4795541        0   490846
NORTH FORK BANCORPORATION NY   COM              659424105     5641    260900 SH       DEFINED 15               0        0   260900
NORTHEAST UTILS                COM              664397106        4       200 SH       DEFINED 37             200        0        0
NORTHERN TR CORP               COM              665859104    42908    482800 SH       DEFINED 02 11 12         0        0   482800
NORTHERN TR CORP               COM              665859104   203603   2290900 SH       DEFINED 15 16 18         0        0  2290900
NORTHERN TR CORP               COM              665859104   152329   1713970 SH       DEFINED 20 23 28         0        0  1713970
NORTHERN TR CORP               COM              665859104    28813    324200 SH       DEFINED 32 34            0        0   324200
NORTHERN TR CORP               COM              665859104    43643    491060 SH       DEFINED 37 03       401500        0    89560
NORTHROP GRUMMAN CORP          COM              666807102    30960    340690 SH       DEFINED 02 06 07         0        0   340690
NORTHROP GRUMMAN CORP          COM              666807102   110608   1217150 SH       DEFINED 09 11 15         0        0  1217150
NORTHROP GRUMMAN CORP          COM              666807102   146872   1616200 SH       DEFINED 16 20 21         0        0  1616200
NORTHROP GRUMMAN CORP          COM              666807102    77612    854060 SH       DEFINED 22 23 28         0        0   854060
NORTHROP GRUMMAN CORP          COM              666807102    21361    235060 SH       DEFINED 29 30 32         0        0   235060
NORTHROP GRUMMAN CORP          COM              666807102       72       800 SH       DEFINED 34               0        0      800
NORTHROP GRUMMAN CORP          COM              666807102    20266    223013 SH       DEFINED 03          217013        0     6000
NORTHWEST AIRLS CORP           CL A             667280101     7733    314850 SH       DEFINED 02 09 15         0        0   314850
NORTHWEST AIRLS CORP           CL A             667280101     3653    148750 SH       DEFINED 19 23 28         0        0   148750
NORTHWEST AIRLS CORP           CL A             667280101      391     15950 SH       DEFINED 30 34            0        0    15950
NORTHWEST AIRLS CORP           CL A             667280101     7861    320070 SH       DEFINED 03          239570        0    80500
NORTHWEST NAT GAS CO           COM              667655104     2388    105000 SH       DEFINED 15 26            0        0   105000
NOVA CHEMICALS CORP            COM              66977W109     1661     87600 SH       DEFINED 02 15 21         0        0    87600
NOVA CHEMICALS CORP            COM              66977W109     1013     53400 SH       DEFINED 03           53400        0        0
NOVA CORP GA                   COM              669784100      342     20000 SH       DEFINED 07               0        0    20000
NOVAMERICAN STL INC            COM              669959108     8215    966500 SH       DEFINED 02               0        0   966500
NUANCE COMMUNICATIONS INC      COM              669967101     6489     53330 SH       DEFINED 02 10 11         0        0    53330
NUANCE COMMUNICATIONS INC      COM              669967101    28815    236800 SH       DEFINED 12 13 15         0        0   236800
NUANCE COMMUNICATIONS INC      COM              669967101    42274    347400 SH       DEFINED 20 26 28         0        0   347400
NUANCE COMMUNICATIONS INC      COM              669967101     9260     76100 SH       DEFINED 32               0        0    76100
NUANCE COMMUNICATIONS INC      COM              669967101    16099    132300 SH       DEFINED 03          132300        0        0
NOVELL INC                     COM              670006105    56254   5660780 SH       DEFINED 02 12 13         0        0  5660780
NOVELL INC                     COM              670006105     2560    257703 SH       DEFINED 03          257703        0        0
NOVELLUS SYS INC               COM              670008101    42045    903000 SH       DEFINED 02 05 10         0        0   903000
NOVELLUS SYS INC               COM              670008101   193038   4145800 SH       DEFINED 12 13 15         0        0  4145800
NOVELLUS SYS INC               COM              670008101    82369   1769000 SH       DEFINED 16 23 26         0        0  1769000
NOVELLUS SYS INC               COM              670008101     3576     76800 SH       DEFINED 28 32 34         0        0    76800
NOVELLUS SYS INC               COM              670008101    47930   1029386 SH       DEFINED 03          484486        0   544900
NOVEN PHARMACEUTICALS INC      COM              670009109     7116    166470 SH       DEFINED 02 09 26         0        0   166470
NOVEN PHARMACEUTICALS INC      COM              670009109     1483     34700 SH       DEFINED 28 30            0        0    34700
NOVEN PHARMACEUTICALS INC      COM              670009109        1        30 SH       DEFINED 03              30        0        0
NOVOSTE CORP                   COM              67010C100    27102    637700 SH       DEFINED 04 05 09         0        0   637700
NOVOSTE CORP                   COM              67010C100    12082    284300 SH       DEFINED 13 15 20         0        0   284300
NOVOSTE CORP                   COM              67010C100     8538    200900 SH       DEFINED 21 26 28         0        0   200900
NOVOSTE CORP                   COM              67010C100     2664     62700 SH       DEFINED 29 30 32         0        0    62700
NOVOSTE CORP                   COM              67010C100     1700     40000 SH       DEFINED 34               0        0    40000
NOVOSTE CORP                   COM              67010C100     7412    174410 SH       DEFINED 03          123410        0    51000
NOVO-NORDISK A S               ADR              670100205        3        30 SH       DEFINED 37              30        0        0
NSTAR                          COM              67019E107     6685    166100 SH       DEFINED 09 28 30         0        0   166100
NSTAR                          COM              67019E107       11       280 SH       DEFINED 37 03          280        0        0
NUCOR CORP                     COM              670346105    50153   1664840 SH       DEFINED 02 07 09         0        0  1664840
NUCOR CORP                     COM              670346105    82758   2747180 SH       DEFINED 10 12 15         0        0  2747180
NUCOR CORP                     COM              670346105    25106    833400 SH       DEFINED 22 28 34         0        0   833400
NUCOR CORP                     COM              670346105     5518    183199 SH       DEFINED 03           99499        0    83700
NUEVO ENERGY CO                COM              670509108     1833     99800 SH       DEFINED 15               0        0    99800
NUEVO ENERGY CO                COM              670509108     3437    187100 SH       DEFINED 03          187100        0        0
NUMERICAL TECHNOLOGIES INC     COM              67053T101    30474   1057700 SH       DEFINED 02 15 16         0        0  1057700
NUMERICAL TECHNOLOGIES INC     COM              67053T101     2768     96100 SH       DEFINED 26 34            0        0    96100
NUVEEN CA INVT QUALITY MUN FD  COM              67062A101        0         0 SH       DEFINED 37               0        0        0
NUVEEN MUN ADVANTAGE FD INC    COM              67062H106      337     25700 SH       DEFINED 37           25700        0        0
NUVEEN MUN MKT OPPORTUNITY FD  COM              67062W103      533     39668 SH       DEFINED 37           39668        0        0
NUVEEN PREM INCOME MUN FD 2    COM              67063W102       20      1500 SH       DEFINED 37            1500        0        0
NVIDIA CORP                    COM              67066G104   103288   1261540 SH       DEFINED 02 04 06         0        0  1261540
NVIDIA CORP                    COM              67066G104   224329   2739900 SH       DEFINED 09 13 15         0        0  2739900
NVIDIA CORP                    COM              67066G104   166009   2027600 SH       DEFINED 16 20 21         0        0  2027600
NVIDIA CORP                    COM              67066G104     7008     85600 SH       DEFINED 23 28 30         0        0    85600
NVIDIA CORP                    COM              67066G104    32292    394415 SH       DEFINED 32 34            0        0   394415
NVIDIA CORP                    COM              67066G104    20596    251560 SH       DEFINED 03          202760        0    48800
OM GROUP INC                   COM              670872100     4266     97800 SH       DEFINED 03           97800        0        0
NUVEEN MUN VALUE FD INC        COM              670928100       25      2959 SH       DEFINED 37            2959        0        0
NUVEEN QUALITY INCOME MUN FD   COM              670977107       53      3972 SH       DEFINED 37            3972        0        0
OSI PHARMACEUTICALS INC        COM              671040103    65429    934700 SH       DEFINED 13 15            0        0   934700
OTG SOFTWARE INC               COM              671059103     2562     62700 SH       DEFINED 26               0        0    62700
OAK TECHNOLOGY INC             COM              671802106    15086    551100 SH       DEFINED 02 10 15         0        0   551100
OAK TECHNOLOGY INC             COM              671802106    19561    714580 SH       DEFINED 20 21 26         0        0   714580
OAK TECHNOLOGY INC             COM              671802106     8001    292300 SH       DEFINED 29 32 34         0        0   292300
OAK TECHNOLOGY INC             COM              671802106    20427    746200 SH       DEFINED 03          746200        0        0
OAKLEY INC                     COM              673662102     2202    125400 SH       DEFINED 13 28            0        0   125400
OAKLEY INC                     COM              673662102      507     28900 SH       DEFINED 03           28900        0        0
OAKWOOD HOMES CORP             COM              674098108     2572   1715100 SH       DEFINED 07               0        0  1715100
OCCIDENTAL PETE CORP DEL       COM              674599105   136500   6257900 SH       DEFINED 02 10 12         0        0  6257900
OCCIDENTAL PETE CORP DEL       COM              674599105     6700    307200 SH       DEFINED 15 32 34         0        0   307200
OCCIDENTAL PETE CORP DEL       COM              674599105    12098    554625 SH       DEFINED 37 03       308725        0   245900
OCEAN ENERGY INC TEX           COM              67481E106    20704   1341200 SH       DEFINED 02 09 12         0        0  1341200
OCEAN ENERGY INC TEX           COM              67481E106     7096    459690 SH       DEFINED 15 28 30         0        0   459690
OCEAN ENERGY INC TEX           COM              67481E106     1943    125900 SH       DEFINED 34               0        0   125900
OCEAN ENERGY INC TEX           COM              67481E106    15813   1024340 SH       DEFINED 03          753640        0   270700
OCEANEERING INTL INC           COM              675232102     5243    315400 SH       DEFINED 15 28            0        0   315400
OCEANEERING INTL INC           COM              675232102     1049     63100 SH       DEFINED 03           63100        0        0
OCTEL CORP                     COM              675727101    13800   1472000 SH       DEFINED 07               0        0  1472000
OCULAR SCIENCES INC            COM              675744106    19500   1625000 SH       DEFINED 07               0        0  1625000
ODWALLA INC                    COM              676111107     1040    112500 SH       DEFINED 28               0        0   112500
OFFICE DEPOT INC               LYON SUB ZERO 08 676220AB2     2880   4000000 PRN      DEFINED 11               0        0        0
OFFICE DEPOT INC               COM              676220106    92021  11778700 SH       DEFINED 02 10 15         0        0 11778700
OFFICE DEPOT INC               COM              676220106       63      8100 SH       DEFINED 34               0        0     8100
OFFICE DEPOT INC               COM              676220106     1933    247494 SH       DEFINED 03          247494        0        0
OFFSHORE LOGISTICS INC         COM              676255102      184     10340 SH       DEFINED 02 26            0        0    10340
OGDEN CORP                     COM              676346109    28650   2112450 SH       DEFINED 02 12 15         0        0  2112450
OGDEN CORP                     COM              676346109        5       400 SH       DEFINED 34               0        0      400
OGDEN CORP                     COM              676346109    12709    937100 SH       DEFINED 03          472300        0   464800
OILGEAR CO                     COM              678042102     1704    196900 SH       DEFINED 07               0        0   196900
OLD DOMINION FGHT LINES INC    COM              679580100     8415    831200 SH       DEFINED 07               0        0   831200
OLD KENT FINL CORP             COM              679833103     1215     42000 SH       DEFINED 15               0        0    42000
OLD KENT FINL CORP             COM              679833103     2870     99194 SH       DEFINED 03           99194        0        0
OLD REP INTL CORP              COM              680223104    22541    936800 SH       DEFINED 02 15 20         0        0   936800
OLD REP INTL CORP              COM              680223104     3842    159700 SH       DEFINED 23 32            0        0   159700
OLD REP INTL CORP              COM              680223104        6       250 SH       DEFINED 37             250        0        0
OLIN CORP                      COM PAR $1       680665205    54118   3343200 SH       DEFINED 09 18 22         0        0  3343200
OLIN CORP                      COM PAR $1       680665205     1992    123100 SH       DEFINED 03           76400        0    46700
OMNICARE INC                   COM              681904108      812     50400 SH       DEFINED 15               0        0    50400
OMNICOM GROUP INC              COM              681919106    34605    474450 SH       DEFINED 02 04 05         0        0   474450
OMNICOM GROUP INC              COM              681919106   544177   7460876 SH       DEFINED 06 07 10         0        0  7460876
OMNICOM GROUP INC              COM              681919106    85606   1173700 SH       DEFINED 11 12 13         0        0  1173700
OMNICOM GROUP INC              COM              681919106   259844   3562559 SH       DEFINED 15 16 19         0        0  3562559
OMNICOM GROUP INC              COM              681919106   113678   1558570 SH       DEFINED 23 27 28         0        0  1558570
OMNICOM GROUP INC              COM              681919106     5225     71650 SH       DEFINED 30 32 34         0        0    71650
OMNICOM GROUP INC              COM              681919106   108206   1483488 SH       DEFINED 37 03      1116188        0   367300
OMNOVA SOLUTIONS INC           COM              682129101    19470   3500300 SH       DEFINED 12 03            0        0  3500300
ON ASSIGNMENT INC              COM              682159108      614     19600 SH       DEFINED 03           19600        0        0
ONE PRICE CLOTHING STORES INC  COM              682411103     1638   1048900 SH       DEFINED 07               0        0  1048900
ONEOK INC NEW                  COM              682680103      492     12400 SH       DEFINED 13 15            0        0    12400
ONEOK INC NEW                  COM              682680103     1000     25159 SH       DEFINED 03           25159        0        0
ONI SYSTEMS CORP               COM              68273F103     5057     58600 SH       DEFINED 04 10 11         0        0    58600
ONI SYSTEMS CORP               COM              68273F103    62602    725300 SH       DEFINED 13 15            0        0   725300
ONTRACK DATA INTL INC          COM              683372106     6989    522600 SH       DEFINED 07 26            0        0   522600
OPNET TECHNOLOGIES INC         COM              683757108       21       600 SH       DEFINED 15               0        0      600
ORACLE CORP                    COM              68389X105   215885   2741400 SH       DEFINED 02 04 05         0        0  2741400
ORACLE CORP                    COM              68389X105  1752770  22257400 SH       DEFINED 06 07 10         0        0 22257400
ORACLE CORP                    COM              68389X105   448738   5698268 SH       DEFINED 12 13 15         0        0  5698268
ORACLE CORP                    COM              68389X105  1340622  17023780 SH       DEFINED 16 19 20         0        0 17023780
ORACLE CORP                    COM              68389X105   379094   4813900 SH       DEFINED 22 23 26         0        0  4813900
ORACLE CORP                    COM              68389X105   756423   9605380 SH       DEFINED 27 28 30         0        0  9605380
ORACLE CORP                    COM              68389X105   154987   1968100 SH       DEFINED 32 34            0        0  1968100
ORACLE CORP                    COM              68389X105   472120   5994564 SH       DEFINED 37 03      5179420        0   815144
OPUS360 CORP                   COM              68400F109        1       565 SH       DEFINED 28 03            0        0      565
ORATEC INTERVENTIONS INC       COM              68554M108      588     48000 SH       DEFINED 02 09 15         0        0    48000
ORATEC INTERVENTIONS INC       COM              68554M108      192     15700 SH       DEFINED 28 30            0        0    15700
ORBITAL ENGINE LTD             SPON ADR NEW     685563306      461     52000 SH       DEFINED 19 21            0        0    52000
ORBITAL SCIENCES CORP          COM              685564106     8375   1000000 SH       DEFINED 02               0        0  1000000
OREGON STL MLS INC             COM              686079104      543    290000 SH       DEFINED 28               0        0   290000
O REILLY AUTOMOTIVE INC        COM              686091109    12533    857000 SH       DEFINED 07               0        0   857000
ORIOLE HOMES CORP              CL B             686264201      294    261800 SH       DEFINED 07               0        0   261800
ORTHODONTIC CTRS AMER INC      COM              68750P103     1795     53900 SH       DEFINED 15               0        0    53900
OSHKOSH TRUCK CORP             COM              688239201      143      3700 SH       DEFINED 15               0        0     3700
OSHKOSH TRUCK CORP             COM              688239201     6085    157045 SH       DEFINED 37 03       157045        0        0
OSHMANS SPORTING GOODS INC     COM              688260108      593    100000 SH       DEFINED 12               0        0   100000
OUTBACK STEAKHOUSE INC         COM              689899102    66960   2468590 SH       DEFINED 02 07 12         0        0  2468590
OUTBACK STEAKHOUSE INC         COM              689899102     7691    284020 SH       DEFINED 15 16 19         0        0   284020
OUTBACK STEAKHOUSE INC         COM              689899102    17060    628970 SH       DEFINED 26 28 34         0        0   628970
OUTBACK STEAKHOUSE INC         COM              689899102     8416    310450 SH       DEFINED 37 03       212150        0    98300
OVERSEAS SHIPHOLDING GROUP INC COM              690368105    12370    451880 SH       DEFINED 02 15 19         0        0   451880
OVERSEAS SHIPHOLDING GROUP INC COM              690368105    48223   1761600 SH       DEFINED 21 22 29         0        0  1761600
OVERSEAS SHIPHOLDING GROUP INC COM              690368105     2803    102400 SH       DEFINED 03               0        0   102400
OWENS CORNING                  COM              69073F103      114     43456 SH       DEFINED 03           43456        0        0
OWENS ILL INC                  COM NEW          690768403     6445    696770 SH       DEFINED 07 09 15         0        0   696770
OWENS ILL INC                  COM NEW          690768403    84373   9121500 SH       DEFINED 16 22 28         0        0  9121500
OWENS ILL INC                  COM NEW          690768403       18      2000 SH       DEFINED 34               0        0     2000
OWENS ILL INC                  COM NEW          690768403    11616   1255789 SH       DEFINED 37 03      1129889        0   125900
OWENS ILL INC                  PFD CONV $.01    690768502    15421    894000 SH       DEFINED 11 12 03         0        0   894000
OXFORD HEALTH PLANS INC        COM              691471106    65249   2123000 SH       DEFINED 02 09 12         0        0  2123000
OXFORD HEALTH PLANS INC        COM              691471106    71503   2326500 SH       DEFINED 13 15 20         0        0  2326500
OXFORD HEALTH PLANS INC        COM              691471106    14592    474800 SH       DEFINED 23 28 30         0        0   474800
OXFORD HEALTH PLANS INC        COM              691471106    16338    531600 SH       DEFINED 32 34            0        0   531600
OXFORD HEALTH PLANS INC        COM              691471106    33042   1075090 SH       DEFINED 03         1014490        0    60600
P & F INDS INC                 CL A NEW         692830508     2681    357500 SH       DEFINED 07               0        0   357500
P A M TRANSN SVCS INC          COM              693149106     4368    492200 SH       DEFINED 07               0        0   492200
P C CONNECTION                 COM              69318J100     2311     40550 SH       DEFINED 02 15 26         0        0    40550
P-COM INC                      COM              693262107    12691   1915700 SH       DEFINED 13 15            0        0  1915700
PECO ENERGY CO                 COM              693304107    77586   1281100 SH       DEFINED 02 09 11         0        0  1281100
PECO ENERGY CO                 COM              693304107    11652    192400 SH       DEFINED 12 23 28         0        0   192400
PECO ENERGY CO                 COM              693304107     2489     41100 SH       DEFINED 30               0        0    41100
PECO ENERGY CO                 COM              693304107    18930    312593 SH       DEFINED 37 03       257893        0    54700
PG&E CORP                      COM              69331C108    94062   3888898 SH       DEFINED 02 07 09         0        0  3888898
PG&E CORP                      COM              69331C108    58051   2400078 SH       DEFINED 12 22 32         0        0  2400078
PG&E CORP                      COM              69331C108    12461    515163 SH       DEFINED 37 03       364037        0   151126
PE CORP                        COM PE BIO GRP   69332S102    44934    385700 SH       DEFINED 02 09 11         0        0   385700
PE CORP                        COM PE BIO GRP   69332S102  1391909  11947722 SH       DEFINED 13 15 20         0        0 11947722
PE CORP                        COM PE BIO GRP   69332S102    43921    377010 SH       DEFINED 23 28 30         0        0   377010
PE CORP                        COM PE BIO GRP   69332S102    18243    156600 SH       DEFINED 32 34            0        0   156600
PE CORP                        COM PE BIO GRP   69332S102    47097    404268 SH       DEFINED 37 03       377928        0    26340
PE CORP                        CELERA GEN GRP   69332S201    52123    523200 SH       DEFINED 02 05 06         0        0   523200
PE CORP                        CELERA GEN GRP   69332S201   480795   4826050 SH       DEFINED 10 13 15         0        0  4826050
PE CORP                        CELERA GEN GRP   69332S201   187607   1883140 SH       DEFINED 16 19 23         0        0  1883140
PE CORP                        CELERA GEN GRP   69332S201    14391    144460 SH       DEFINED 26 28 34         0        0   144460
PE CORP                        CELERA GEN GRP   69332S201    53232    534327 SH       DEFINED 37 03       462627        0    71700
P F CHANGS CHINA BISTRO INC    COM              69333Y108     1201     34900 SH       DEFINED 02 06 13         0        0    34900
P F CHANGS CHINA BISTRO INC    COM              69333Y108    19882    575270 SH       DEFINED 20 26 32         0        0   575270
P F CHANGS CHINA BISTRO INC    COM              69333Y108      877     25400 SH       DEFINED 03           25400        0        0
PMC-SIERRA INC                 COM              69344F106    34506    160310 SH       DEFINED 02 05 07         0        0   160310
PMC-SIERRA INC                 COM              69344F106   836138   3884500 SH       DEFINED 10 12 13         0        0  3884500
PMC-SIERRA INC                 COM              69344F106   826026   3837520 SH       DEFINED 15 16 19         0        0  3837520
PMC-SIERRA INC                 COM              69344F106   108324    503250 SH       DEFINED 20 21 22         0        0   503250
PMC-SIERRA INC                 COM              69344F106    47075    218700 SH       DEFINED 23 26 28         0        0   218700
PMC-SIERRA INC                 COM              69344F106    69267    321800 SH       DEFINED 32 34            0        0   321800
PMC-SIERRA INC                 COM              69344F106   101840    473070 SH       DEFINED 37 03       381620        0    91450
PMI GROUP INC                  COM              69344M101    64118    946400 SH       DEFINED 02 07 12         0        0   946400
PMI GROUP INC                  COM              69344M101    82570   1218760 SH       DEFINED 15 18 20         0        0  1218760
PMI GROUP INC                  COM              69344M101     6314     93200 SH       DEFINED 21 23 28         0        0    93200
PMI GROUP INC                  COM              69344M101    18756    276850 SH       DEFINED 32 34            0        0   276850
PMI GROUP INC                  COM              69344M101    22902    338050 SH       DEFINED 03          256650        0    81400
PNC FINL SVCS GROUP INC        COM              693475105    32064    493300 SH       DEFINED 02 04 06         0        0   493300
PNC FINL SVCS GROUP INC        COM              693475105   152659   2348600 SH       DEFINED 07 09 10         0        0  2348600
PNC FINL SVCS GROUP INC        COM              693475105   327535   5039000 SH       DEFINED 11 12 15         0        0  5039000
PNC FINL SVCS GROUP INC        COM              693475105   266739   4103680 SH       DEFINED 16 19 20         0        0  4103680
PNC FINL SVCS GROUP INC        COM              693475105    53742    826800 SH       DEFINED 21 22 23         0        0   826800
PNC FINL SVCS GROUP INC        COM              693475105    23972    368800 SH       DEFINED 28 29 30         0        0   368800
PNC FINL SVCS GROUP INC        COM              693475105    13734    211300 SH       DEFINED 32 34            0        0   211300
PNC FINL SVCS GROUP INC        COM              693475105    93516   1438594 SH       DEFINED 37 03      1167794        0   270800
PPG INDS INC                   COM              693506107      407     10260 SH       DEFINED 15 34            0        0    10260
PPG INDS INC                   COM              693506107     5656    142550 SH       DEFINED 37 03       142550        0        0
PPL CORP                       COM              69351T106    92856   2224100 SH       DEFINED 02 11 12         0        0  2224100
PPL CORP                       COM              69351T106     6692    160300 SH       DEFINED 28 32            0        0   160300
PPL CORP                       COM              69351T106    16933    405587 SH       DEFINED 37 03       193487        0   212100
PRI AUTOMATION INC             COM              69357H106    20483   1122400 SH       DEFINED 02 12 15         0        0  1122400
PRI AUTOMATION INC             COM              69357H106    35912   1967800 SH       DEFINED 16 34            0        0  1967800
PRI AUTOMATION INC             COM              69357H106     2218    121460 SH       DEFINED 37 03       119360        0     2100
PS BUSINESS PKS INC CALIF      COM              69360J107        4       148 SH       DEFINED 03             148        0        0
PSS WORLD MED INC              COM              69366A100       45     12500 SH       DEFINED 15               0        0    12500
PAC-WEST TELECOM INC           COM              69371Y101       10      1170 SH       DEFINED 28 03            0        0     1170
PACCAR INC                     COM              693718108      107      2900 SH       DEFINED 15               0        0     2900
PACCAR INC                     COM              693718108     2762     74536 SH       DEFINED 03           74536        0        0
PACIFIC GULF PPTYS INC         COM              694396102     3798    142000 SH       DEFINED 26 35            0        0   142000
PACIFIC GULF PPTYS INC         COM              694396102     2779    103900 SH       DEFINED 03          103900        0        0
PACIFIC SUNWEAR CALIF INC      COM              694873100      733     39125 SH       DEFINED 03           39125        0        0
PACIFIC UN BK CALIF            COM              695025106     1875    200000 SH       DEFINED 07               0        0   200000
PACIFICARE HEALTH SYS DEL      COM              695112102        5       135 SH       DEFINED 37             135        0        0
PACKAGED ICE INC               COM              695148106      458    166600 SH       DEFINED 03          166600        0        0
PACKAGING CORP AMER            COM              695156109     1035     93600 SH       DEFINED 02 07 13         0        0    93600
PACKAGING CORP AMER            COM              695156109    11501   1039700 SH       DEFINED 15 22 25         0        0  1039700
PACKAGING CORP AMER            COM              695156109      761     68800 SH       DEFINED 27 34            0        0    68800
PACKAGING CORP AMER            COM              695156109     1287    116400 SH       DEFINED 03          116400        0        0
PACKETEER INC                  COM              695210104     3482     91800 SH       DEFINED 11 26            0        0    91800
PACTIV CORP                    COM              695257105    20648   1845680 SH       DEFINED 02 07 09         0        0  1845680
PACTIV CORP                    COM              695257105     6986    624500 SH       DEFINED 12 15 26         0        0   624500
PACTIV CORP                    COM              695257105     8594    768200 SH       DEFINED 28 30 34         0        0   768200
PACTIV CORP                    COM              695257105     2053    183555 SH       DEFINED 03          133555        0    50000
PAIN THERATEUTICS INC          COM              69562K100    13373    675000 SH       DEFINED 10 15 28         0        0   675000
PAINE WEBBER GROUP INC         COM              695629105    25376    372500 SH       DEFINED 02 13 15         0        0   372500
PAINE WEBBER GROUP INC         COM              695629105     1675     24600 SH       DEFINED 23 34            0        0    24600
PAINE WEBBER GROUP INC         COM              695629105    15694    230353 SH       DEFINED 37 03       230353        0        0
PALL CORP                      COM              696429307      980     49200 SH       DEFINED 15               0        0    49200
PALL CORP                      COM              696429307     1928     96731 SH       DEFINED 03           96731        0        0
PALM INC                       COM              696642107   117388   2217484 SH       DEFINED 02 05 06         0        0  2217484
PALM INC                       COM              696642107   442625   8361288 SH       DEFINED 09 10 13         0        0  8361288
PALM INC                       COM              696642107  1347800  25460230 SH       DEFINED 15 16 20         0        0 25460230
PALM INC                       COM              696642107    98881   1867900 SH       DEFINED 26 28 30         0        0  1867900
PALM INC                       COM              696642107    61878   1168900 SH       DEFINED 32 34            0        0  1168900
PALM INC                       COM              696642107    67561   1276300 SH       DEFINED 37 03       899009        0   377291
PAN AMERICAN SILVER CORP       COM              697900108     1238    354700 SH       DEFINED 03          354700        0        0
PANAMSAT CORP NEW              COM              697933109      328     10300 SH       DEFINED 15               0        0    10300
PAN PACIFIC RETAIL PPTYS INC   COM              69806L104     5054    252700 SH       DEFINED 09               0        0   252700
PAPA JOHNS INTL INC            COM              698813102    17764    708800 SH       DEFINED 02 07 15         0        0   708800
PAPA JOHNS INTL INC            COM              698813102    39381   1571340 SH       DEFINED 16 21 26         0        0  1571340
PAPA JOHNS INTL INC            COM              698813102     1471     58700 SH       DEFINED 28 29 34         0        0    58700
PARADYNE NETWORKS INC          COM              69911G107      129     23900 SH       DEFINED 15               0        0    23900
PARAMETRIC TECHNOLOGY CORP     COM              699173100    10390    950000 SH       DEFINED 12               0        0   950000
PARAMETRIC TECHNOLOGY CORP     COM              699173100     4648    424971 SH       DEFINED 03          214971        0   210000
PAREXEL INTL CORP              COM              699462107     1080    127100 SH       DEFINED 13               0        0   127100
PARK ELECTROCHEMICAL CORP      COM              700416209      282      5070 SH       DEFINED 02 26            0        0     5070
PARK PL ENTMT CORP             COM              700690100    30006   1983900 SH       DEFINED 02 06 07         0        0  1983900
PARK PL ENTMT CORP             COM              700690100    85537   5655400 SH       DEFINED 09 10 11         0        0  5655400
PARK PL ENTMT CORP             COM              700690100    79474   5254500 SH       DEFINED 13 15 20         0        0  5254500
PARK PL ENTMT CORP             COM              700690100    16880   1116070 SH       DEFINED 21 22 28         0        0  1116070
PARK PL ENTMT CORP             COM              700690100    22345   1477400 SH       DEFINED 29 30 32         0        0  1477400
PARK PL ENTMT CORP             COM              700690100       36      2400 SH       DEFINED 34               0        0     2400
PARK PL ENTMT CORP             COM              700690100     7113    470290 SH       DEFINED 03          385190        0    85100
PARKER DRILLING CO             COM              701081101     2210    315800 SH       DEFINED 15               0        0   315800
PARKER HANNIFIN CORP           COM              701094104    16355    484610 SH       DEFINED 02 04 06         0        0   484610
PARKER HANNIFIN CORP           COM              701094104   129654   3841607 SH       DEFINED 07 08 09         0        0  3841607
PARKER HANNIFIN CORP           COM              701094104    96148   2848850 SH       DEFINED 15 16 19         0        0  2848850
PARKER HANNIFIN CORP           COM              701094104    40564   1201900 SH       DEFINED 22 28 30         0        0  1201900
PARKER HANNIFIN CORP           COM              701094104       60      1800 SH       DEFINED 34               0        0     1800
PARKER HANNIFIN CORP           COM              701094104    37782   1119467 SH       DEFINED 03          958417        0   161050
PARKVALE FINL CORP             COM              701492100       36      2000 SH       DEFINED 07               0        0     2000
PARKWAY PPTYS INC              COM              70159Q104      884     29000 SH       DEFINED 26               0        0    29000
PATINA OIL & GAS CORP          COM              703224105     2674    133700 SH       DEFINED 07 15 26         0        0   133700
PATINA OIL & GAS CORP          COM              703224105     7324    366200 SH       DEFINED 03          366200        0        0
PATRICK INDS INC               COM              703343103     2672    415100 SH       DEFINED 07               0        0   415100
PATTERSON DENTAL CO            COM              703412106    99776   4434500 SH       DEFINED 02 15 20         0        0  4434500
PATTERSON DENTAL CO            COM              703412106    24039   1068420 SH       DEFINED 26 32 34         0        0  1068420
PATTERSON DENTAL CO            COM              703412106     6477    287900 SH       DEFINED 03          287900        0        0
PATTERSON ENERGY INC           COM              703414102     3966    115400 SH       DEFINED 15 26            0        0   115400
PAULA FINL DEL                 COM              703588103     1812    591800 SH       DEFINED 07               0        0   591800
PAYCHEX INC                    COM              704326107    13197    251387 SH       DEFINED 15 20 32         0        0   251387
PAYCHEX INC                    COM              704326107    16550    315278 SH       DEFINED 37 03       315278        0        0
PAYLESS SHOESOURCE INC         COM              704379106    33915    605640 SH       DEFINED 08 12            0        0   605640
PAYLESS SHOESOURCE INC         COM              704379106        9       160 SH       DEFINED 37             160        0        0
PAYLESS SHOESOURCE INC         COM              704379106     7879    140700 SH       DEFINED 03               0        0   140700
PCORDER COM INC                CL A             70453H107       11      3100 SH       DEFINED 03               0        0     3100
PECO II INC                    COM              705221109      163      3500 SH       DEFINED 02 12 13         0        0     3500
PECO II INC                    COM              705221109     9442    201700 SH       DEFINED 28 34            0        0   201700
PECO II INC                    COM              705221109       98      2100 SH       DEFINED 03            2100        0        0
PEGASUS COMMUNICATIONS CORP    CL A             705904100    59564   1232900 SH       DEFINED 05 06 09         0        0  1232900
PEGASUS COMMUNICATIONS CORP    CL A             705904100    18604    385095 SH       DEFINED 11 26 28         0        0   385095
PEGASUS COMMUNICATIONS CORP    CL A             705904100    18619    385390 SH       DEFINED 30               0        0   385390
PEGASUS COMMUNICATIONS CORP    CL A             705904100     6244    129260 SH       DEFINED 03           70260        0    59000
PEGASUS SOLUTIONS INC          COM              705906105    42459   2170450 SH       DEFINED 02 12 15         0        0  2170450
PEGASUS SOLUTIONS INC          COM              705906105    16701    853760 SH       DEFINED 26 28            0        0   853760
PEGASUS SOLUTIONS INC          COM              705906105     4737    242150 SH       DEFINED 03          242150        0        0
PEMSTAR INC                    COM              706552106     4364    221700 SH       DEFINED 09 28 30         0        0   221700
PEMSTAR INC                    COM              706552106        1        60 SH       DEFINED 03              60        0        0
PENN ENGR & MFG CORP           COM NON VTG      707389300      172      5500 SH       DEFINED 07               0        0     5500
PENN NATL GAMING INC           COM              707569109     1382     90850 SH       DEFINED 02 26            0        0    90850
PENN NATL GAMING INC           COM              707569109     1107     72800 SH       DEFINED 03           72800        0        0
PENN TREATY AMERN CORP         COM              707874103      156      8600 SH       DEFINED 26               0        0     8600
PENN VA CORP                   COM              707882106     5753    221300 SH       DEFINED 07               0        0   221300
PENNEY J C INC                 COM              708160106    11901   1007500 SH       DEFINED 07 09 12         0        0  1007500
PENNEY J C INC                 COM              708160106    13209   1118300 SH       DEFINED 13 22            0        0  1118300
PENNEY J C INC                 COM              708160106     3450    292130 SH       DEFINED 03          253030        0    39100
PENTAIR INC                    COM              709631105    40593   1517500 SH       DEFINED 06 07 09         0        0  1517500
PENTAIR INC                    COM              709631105    34539   1291200 SH       DEFINED 10 12 15         0        0  1291200
PENTAIR INC                    COM              709631105    15910    594800 SH       DEFINED 22 28 34         0        0   594800
PENTAIR INC                    COM              709631105    16226    606600 SH       DEFINED 03          250400        0   356200
PENTON MEDIA INC               COM              709668107     1369     49800 SH       DEFINED 26               0        0    49800
PEOPLES ENERGY CORP            COM              711030106      923     27681 SH       DEFINED 03           27681        0        0
PEOPLESOFT INC                 COM              712713106    17198    615600 SH       DEFINED 02 04 09         0        0   615600
PEOPLESOFT INC                 COM              712713106   265376   9498928 SH       DEFINED 11 13 15         0        0  9498928
PEOPLESOFT INC                 COM              712713106    77460   2772620 SH       DEFINED 16 18 19         0        0  2772620
PEOPLESOFT INC                 COM              712713106    49541   1773300 SH       DEFINED 20 23 28         0        0  1773300
PEOPLESOFT INC                 COM              712713106     4361    156100 SH       DEFINED 30 32            0        0   156100
PEOPLESOFT INC                 COM              712713106    30171   1079970 SH       DEFINED 03          905070        0   174900
PEP BOYS MANNY MOE & JACK      COM              713278109     9963   1992700 SH       DEFINED 09 22            0        0  1992700
PEP BOYS MANNY MOE & JACK      COM              713278109      288     57700 SH       DEFINED 03           19700        0    38000
PEPSI BOTTLING GROUP INC       COM              713409100    26268    873800 SH       DEFINED 02 09 12         0        0   873800
PEPSI BOTTLING GROUP INC       COM              713409100    67349   2240300 SH       DEFINED 15 22 23         0        0  2240300
PEPSI BOTTLING GROUP INC       COM              713409100    73376   2440800 SH       DEFINED 28 30 32         0        0  2440800
PEPSI BOTTLING GROUP INC       COM              713409100       99      3300 SH       DEFINED 34               0        0     3300
PEPSI BOTTLING GROUP INC       COM              713409100        9       330 SH       DEFINED 03             330        0        0
PEPSICO INC                    COM              713448108    50586   1099700 SH       DEFINED 02 06 07         0        0  1099700
PEPSICO INC                    COM              713448108   642408  13965400 SH       DEFINED 09 10 11         0        0 13965400
PEPSICO INC                    COM              713448108   245078   5327800 SH       DEFINED 12 13 15         0        0  5327800
PEPSICO INC                    COM              713448108   678936  14759480 SH       DEFINED 16 19 20         0        0 14759480
PEPSICO INC                    COM              713448108   242378   5269100 SH       DEFINED 22 23 28         0        0  5269100
PEPSICO INC                    COM              713448108    75913   1650300 SH       DEFINED 30 32 34         0        0  1650300
PEPSICO INC                    COM              713448108   117578   2556594 SH       DEFINED 37 03      2279374        0   277220
PER-SE TECHNOLOGIES INC        COM NEW          713569309      121      9540 SH       DEFINED 22               0        0     9540
PERCEPTRON INC                 COM              71361F100     1026    315700 SH       DEFINED 07               0        0   315700
PEREGRINE SYSTEMS INC          COM              71366Q101   104642   5525700 SH       DEFINED 13               0        0  5525700
PEREZ COMPANC SA NEW           SP ADR B SHS     71367B103      837     51117 SH       DEFINED 02 07 19         0        0    51117
PEREZ COMPANC SA NEW           SP ADR B SHS     71367B103     7391    451413 SH       DEFINED 21               0        0   451413
PERFORMANCE TECHNOLOGIES INC   COM              71376K102    15714   1117450 SH       DEFINED 28               0        0  1117450
PERKINELMER INC                CONV ZERO     20 714046AA7    17369  25473000 PRN      DEFINED 11               0        0        0
PERKINELMER INC                COM              714046109    93603    896800 SH       DEFINED 09 11 15         0        0   896800
PERKINELMER INC                COM              714046109    66068    632990 SH       DEFINED 20 22 23         0        0   632990
PERKINELMER INC                COM              714046109    35863    343600 SH       DEFINED 28 30 32         0        0   343600
PERKINELMER INC                COM              714046109    25987    248905 SH       DEFINED 37 03       235605        0    13300
PEROT SYS CORP                 CL A             714265105      419     39010 SH       DEFINED 02 26            0        0    39010
PERSONNEL GROUP AMER INC       COM              715338109     3125   1000000 SH       DEFINED 07               0        0  1000000
PERUSAHAAN PERS INDO SATELLITE SPONSORED ADR    715680104      920    115000 SH       DEFINED 02               0        0   115000
PETCO ANIMAL SUPPLIES          COM              716016100     5173    237200 SH       DEFINED 26               0        0   237200
PETRO-CDA                      COM/VARIBL VTG   71644E102     9010    404970 SH       DEFINED 02 07 15         0        0   404970
PETRO-CDA                      COM/VARIBL VTG   71644E102    24959   1120400 SH       DEFINED 19 21 34         0        0  1120400
PETRO-CDA                      COM/VARIBL VTG   71644E102      433     19450 SH       DEFINED 03           19450        0        0
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR    71654V408    25207    838500 SH       DEFINED 02 07 09         0        0   838500
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR    71654V408     9316    309900 SH       DEFINED 19 21 22         0        0   309900
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR    71654V408     1755     58400 SH       DEFINED 03           40900        0    17500
PETROLEUM DEV CORP             COM              716578109    11384   1597800 SH       DEFINED 07               0        0  1597800
PETROLEUM HELICOPTERS INC      COM VTG          716604103     2824    211200 SH       DEFINED 07               0        0   211200
PETROLEUM HELICOPTERS INC      COM NON VTG      716604202     4200    300000 SH       DEFINED 07               0        0   300000
PETSMART INC                   COM              716768106     2740    584600 SH       DEFINED 26               0        0   584600
PFIZER INC                     COM              717081103   427421   9511460 SH       DEFINED 02 04 05         0        0  9511460
PFIZER INC                     COM              717081103   478350  10644799 SH       DEFINED 06 07 08         0        0 10644799
PFIZER INC                     COM              717081103  2238801  49820333 SH       DEFINED 10 12 13         0        0 49820333
PFIZER INC                     COM              717081103  2200681  48972041 SH       DEFINED 15 16 19         0        0 48972041
PFIZER INC                     COM              717081103  1505120  33493651 SH       DEFINED 20 21 22         0        0 33493651
PFIZER INC                     COM              717081103   228546   5085868 SH       DEFINED 23 26 27         0        0  5085868
PFIZER INC                     COM              717081103  1096818  24407645 SH       DEFINED 28 29 30         0        0 24407645
PFIZER INC                     COM              717081103   324434   7219675 SH       DEFINED 32 34            0        0  7219675
PFIZER INC                     COM              717081103   754272  16788038 SH       DEFINED 37 03     14177881        0  2610157
PHARMACIA CORP                 COM              71713U102    60617   1007141 SH       DEFINED 02 04 06         0        0  1007141
PHARMACIA CORP                 COM              71713U102   303792   5047430 SH       DEFINED 07 10 12         0        0  5047430
PHARMACIA CORP                 COM              71713U102   732818  12175600 SH       DEFINED 13 15 16         0        0 12175600
PHARMACIA CORP                 COM              71713U102   229280   3809439 SH       DEFINED 19 20 21         0        0  3809439
PHARMACIA CORP                 COM              71713U102   200568   3332400 SH       DEFINED 22 27 28         0        0  3332400
PHARMACIA CORP                 COM              71713U102    75649   1256889 SH       DEFINED 30 31 32         0        0  1256889
PHARMACIA CORP                 COM              71713U102    52886    878700 SH       DEFINED 34               0        0   878700
PHARMACIA CORP                 COM              71713U102   103384   1717713 SH       DEFINED 37 03      1607113        0   110600
PHELPS DODGE CORP              COM              717265102    13795    330440 SH       DEFINED 02 06 07         0        0   330440
PHELPS DODGE CORP              COM              717265102    55857   1337900 SH       DEFINED 09 12 15         0        0  1337900
PHELPS DODGE CORP              COM              717265102    51308   1228940 SH       DEFINED 18 22 28         0        0  1228940
PHELPS DODGE CORP              COM              717265102     4158     99600 SH       DEFINED 34               0        0    99600
PHELPS DODGE CORP              COM              717265102     9350    223976 SH       DEFINED 03          107676        0   116300
PHILADELPHIA CONS HLDG CORP    COM              717528103    23145   1108750 SH       DEFINED 02 07 26         0        0  1108750
PHILADELPHIA CONS HLDG CORP    COM              717528103      536     25700 SH       DEFINED 03           25700        0        0
PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608     2130     91900 SH       DEFINED 26               0        0    91900
PHILADELPHIA SUBN CORP         COM PAR $0.50    718009608     4018    173321 SH       DEFINED 03          173321        0        0
PHILIP MORRIS COS INC          COM              718154107   171682   5832100 SH       DEFINED 02 04 05         0        0  5832100
PHILIP MORRIS COS INC          COM              718154107   494362  16793620 SH       DEFINED 06 07 08         0        0 16793620
PHILIP MORRIS COS INC          COM              718154107  1830473  62181700 SH       DEFINED 09 10 11         0        0 62181700
PHILIP MORRIS COS INC          COM              718154107   149987   5095100 SH       DEFINED 12 13 15         0        0  5095100
PHILIP MORRIS COS INC          COM              718154107   886024  30098490 SH       DEFINED 16 18 19         0        0 30098490
PHILIP MORRIS COS INC          COM              718154107   550353  18695670 SH       DEFINED 21 22 23         0        0 18695670
PHILIP MORRIS COS INC          COM              718154107   303194  10299590 SH       DEFINED 26 27 28         0        0 10299590
PHILIP MORRIS COS INC          COM              718154107    37405   1270660 SH       DEFINED 30 31 32         0        0  1270660
PHILIP MORRIS COS INC          COM              718154107      994     33800 SH       DEFINED 34               0        0    33800
PHILIP MORRIS COS INC          COM              718154107   241754   8211837 SH       DEFINED 37 03      6968957        0  1242880
PHILIPS INTL RLTY CORP         COM              718333107     2894    167800 SH       DEFINED 09 35            0        0   167800
PHILIPS INTL RLTY CORP         COM              718333107     2916    169100 SH       DEFINED 03          169100        0        0
PHILLIPS PETE CO               COM              718507106    30967    493500 SH       DEFINED 02 12 15         0        0   493500
PHILLIPS PETE CO               COM              718507106     3765     60000 SH       DEFINED 23 34            0        0    60000
PHILLIPS PETE CO               COM              718507106    13721    218666 SH       DEFINED 37 03       200266        0    18400
PHOENIX INVT PARTNERS LTD      COM              719085102     1005     64900 SH       DEFINED 26               0        0    64900
PHOENIX TECHNOLOGY LTD         COM              719153108     4781    300000 SH       DEFINED 07               0        0   300000
PHOENIX TECHNOLOGY LTD         COM              719153108    12971    813900 SH       DEFINED 03          813900        0        0
PHONE COM INC                  COM              71920Q100    42007    369700 SH       DEFINED 02 05 06         0        0   369700
PHONE COM INC                  COM              71920Q100   176346   1552000 SH       DEFINED 07 10 11         0        0  1552000
PHONE COM INC                  COM              71920Q100   203544   1791370 SH       DEFINED 13 15 16         0        0  1791370
PHONE COM INC                  COM              71920Q100    94156    828660 SH       DEFINED 19 20 22         0        0   828660
PHONE COM INC                  COM              71920Q100   111931    985100 SH       DEFINED 28 30 32         0        0   985100
PHONE COM INC                  COM              71920Q100    72457    637690 SH       DEFINED 03          625990        0    11700
PHOTON DYNAMICS INC            COM              719364101     5458    144600 SH       DEFINED 09 28 30         0        0   144600
PHOTON DYNAMICS INC            COM              719364101     4758    126060 SH       DEFINED 03          124760        0     1300
PHOTOWORKS INC                 COM              71940B109     1119    398100 SH       DEFINED 07               0        0   398100
PIER 1 IMPORTS INC             COM              720279108     5533    408000 SH       DEFINED 02 07 15         0        0   408000
PIER 1 IMPORTS INC             COM              720279108     6199    457120 SH       DEFINED 26 32 34         0        0   457120
PIER 1 IMPORTS INC             COM              720279108     7810    575900 SH       DEFINED 03          575900        0        0
PILGRIMS PRIDE CORP            CL B             721467108       68     10000 SH       DEFINED 07               0        0    10000
PINNACLE HLDGS INC             COM              72346N101    79952   3002900 SH       DEFINED 05 06 09         0        0  3002900
PINNACLE HLDGS INC             COM              72346N101    60835   2284900 SH       DEFINED 15 23 34         0        0  2284900
PINNACLE HLDGS INC             COM              72346N101     1194     44860 SH       DEFINED 35               0        0    44860
PINNACLE HLDGS INC             COM              72346N101    12784    480170 SH       DEFINED 03          480170        0        0
PINNACLE SYS INC               COM              723481107    14638   1301200 SH       DEFINED 02 07 15         0        0  1301200
PINNACLE SYS INC               COM              723481107    44738   3976792 SH       DEFINED 20 21 26         0        0  3976792
PINNACLE SYS INC               COM              723481107     8434    749698 SH       DEFINED 29 32 34         0        0   749698
PINNACLE SYS INC               COM              723481107     9037    803300 SH       DEFINED 03          803300        0        0
PINNACLE WEST CAP CORP         COM              723484101     1460     28700 SH       DEFINED 02 12 23         0        0    28700
PINNACLE WEST CAP CORP         COM              723484101     5901    116000 SH       DEFINED 28 32            0        0   116000
PINNACLE WEST CAP CORP         COM              723484101     3378     66412 SH       DEFINED 03           66412        0        0
PIONEER GROUP INC              COM              723684106      439     10000 SH       DEFINED 15               0        0    10000
PIONEER NAT RES CO             COM              723787107     4190    295400 SH       DEFINED 02 15 34         0        0   295400
PIONEER NAT RES CO             COM              723787107    12124    854600 SH       DEFINED 03          854600        0        0
PITNEY BOWES INC               COM              724479100   209384   5309280 SH       DEFINED 02 06 07         0        0  5309280
PITNEY BOWES INC               COM              724479100   289885   7350500 SH       DEFINED 09 10 12         0        0  7350500
PITNEY BOWES INC               COM              724479100   477099  12097620 SH       DEFINED 15 16 18         0        0 12097620
PITNEY BOWES INC               COM              724479100    66211   1678900 SH       DEFINED 19 21 22         0        0  1678900
PITNEY BOWES INC               COM              724479100    16622    421500 SH       DEFINED 27 28 29         0        0   421500
PITNEY BOWES INC               COM              724479100    12813    324900 SH       DEFINED 30 34            0        0   324900
PITNEY BOWES INC               COM              724479100    70009   1775237 SH       DEFINED 37 03      1459637        0   315600
PITTSTON CO                    COM BRINKS GRP   725701106    58139   3750909 SH       DEFINED 07 12 15         0        0  3750909
PITTSTON CO                    COM BRINKS GRP   725701106     1757    113400 SH       DEFINED 03               0        0   113400
PIXELWORKS INC                 COM              72581M107     3352     70300 SH       DEFINED 20 32            0        0    70300
PIVOTAL CORP                   COM              72581R106     8132    154910 SH       DEFINED 02 07 15         0        0   154910
PIVOTAL CORP                   COM              72581R106      220      4200 SH       DEFINED 03            4200        0        0
PIXAR                          COM              725811103       66      2000 SH       DEFINED 37            2000        0        0
PJ AMER INC                    COM              72585Q104     5865    738900 SH       DEFINED 26 32            0        0   738900
PLACER DOME INC                COM              725906101    15140   1620950 SH       DEFINED 02 06 07         0        0  1620950
PLACER DOME INC                COM              725906101    49782   5328337 SH       DEFINED 09 15 20         0        0  5328337
PLACER DOME INC                COM              725906101     7346    786270 SH       DEFINED 21 28 30         0        0   786270
PLACER DOME INC                COM              725906101     6067    649445 SH       DEFINED 32               0        0   649445
PLACER DOME INC                COM              725906101     9324    995218 SH       DEFINED 03          963018        0    32200
PLAINS RES INC                 COM PAR $0.10    726540503    13805    731400 SH       DEFINED 15 22            0        0   731400
PLANETRX COM INC               COM              727049108        4     10500 SH       DEFINED 15               0        0    10500
PLANTRONICS INC NEW            COM              727493108     5453    143500 SH       DEFINED 02 12 13         0        0   143500
PLANTRONICS INC NEW            COM              727493108    14631    385030 SH       DEFINED 20 26 32         0        0   385030
PLANTRONICS INC NEW            COM              727493108     1748     46000 SH       DEFINED 03           46000        0        0
PLAYBOY ENTERPRISES INC        CL A             728117201      334     25000 SH       DEFINED 12               0        0    25000
PLAYBOY ENTERPRISES INC        CL B             728117300    34306   2296700 SH       DEFINED 02 06 12         0        0  2296700
PLAYBOY ENTERPRISES INC        CL B             728117300    11598    776490 SH       DEFINED 15 26 28         0        0   776490
PLAYBOY ENTERPRISES INC        CL B             728117300       40      2700 SH       DEFINED 34               0        0     2700
PLAYBOY ENTERPRISES INC        CL B             728117300      739     49500 SH       DEFINED 03           49500        0        0
PLEXUS CORP                    COM              729132100     4926     69880 SH       DEFINED 02 15 32         0        0    69880
PLEXUS CORP                    COM              729132100     2488     35300 SH       DEFINED 34               0        0    35300
PLEXUS CORP                    COM              729132100     3821     54200 SH       DEFINED 03           54200        0        0
PLUG POWER INC                 COM              72919P103       10       280 SH       DEFINED 02 15 34         0        0      280
PLUM CREEK TIMBER CO INC       COM              729251108     2265    101550 SH       DEFINED 15 35            0        0   101550
PLUM CREEK TIMBER CO INC       COM              729251108     8887    398300 SH       DEFINED 03          398300        0        0
POGO PRODUCING CO              COM              730448107      576     22700 SH       DEFINED 15               0        0    22700
POHANG IRON & STL LTD          SPONSORED ADR    730450103      651     35000 SH       DEFINED 02               0        0    35000
POLAROID CORP                  COM              731095105     9476    705200 SH       DEFINED 12               0        0   705200
POLAROID CORP                  COM              731095105     2372    176516 SH       DEFINED 37 03        35216        0   141300
POLO RALPH LAUREN CORP         CL A             731572103    37630   2333700 SH       DEFINED 10               0        0  2333700
POLYCOM INC                    COM              73172K104   127026   1896800 SH       DEFINED 04 09 13         0        0  1896800
POLYCOM INC                    COM              73172K104   158255   2363120 SH       DEFINED 15 20 28         0        0  2363120
POLYCOM INC                    COM              73172K104    16661    248800 SH       DEFINED 30 32            0        0   248800
POLYCOM INC                    COM              73172K104    77472   1156850 SH       DEFINED 03         1112490        0    44360
POLYMER GROUP INC              COM              731745105    14315   1941020 SH       DEFINED 12 15 22         0        0  1941020
POLYMER GROUP INC              COM              731745105    19783   2682500 SH       DEFINED 28 34            0        0  2682500
POLYMER GROUP INC              COM              731745105      329     44700 SH       DEFINED 03           44700        0        0
POLYONE CORP                   COM              73179P106    50576   6916400 SH       DEFINED 09 12 22         0        0  6916400
POLYONE CORP                   COM              73179P106      575     78700 SH       DEFINED 28 30            0        0    78700
POLYONE CORP                   COM              73179P106     7570   1035300 SH       DEFINED 03           29000        0  1006300
POMEROY COMPUTER RES           COM              731822102    22342   1179800 SH       DEFINED 07               0        0  1179800
POPULAR INC                    COM              733174106     2029     75000 SH       DEFINED 15               0        0    75000
PORT FINL CORP                 COM              734119100     3106    175000 SH       DEFINED 07               0        0   175000
PORTAL SOFTWARE INC            COM              736126103    22676    566900 SH       DEFINED 02 13 15         0        0   566900
PORTAL SOFTWARE INC            COM              736126103     2000     50000 SH       DEFINED 34               0        0    50000
PORTAL SOFTWARE INC            COM              736126103      916     22900 SH       DEFINED 03           22900        0        0
PORTUGAL FD INC                COM              737265108     1815    165000 SH       DEFINED 19 21            0        0   165000
POST PPTYS INC                 COM              737464107       17       400 SH       DEFINED 15               0        0      400
POTASH CORP SASK INC           COM              73755L107      718     13790 SH       DEFINED 02 07 15         0        0    13790
POTASH CORP SASK INC           COM              73755L107      694     13300 SH       DEFINED 21 34            0        0    13300
POTASH CORP SASK INC           COM              73755L107      382      7330 SH       DEFINED 03            7330        0        0
POTLATCH CORP                  COM              737628107      186      5900 SH       DEFINED 15               0        0     5900
POTLATCH CORP                  COM              737628107      708     22410 SH       DEFINED 03           22410        0        0
POTOMAC ELEC PWR CO            COM              737679100      366     14545 SH       DEFINED 31               0        0    14545
POWELL INDS INC                COM              739128106     8527    718100 SH       DEFINED 07               0        0   718100
POWER-ONE INC                  COM              739308104   100057   1653410 SH       DEFINED 02 04 06         0        0  1653410
POWER-ONE INC                  COM              739308104    36684    606200 SH       DEFINED 09 12 15         0        0   606200
POWER-ONE INC                  COM              739308104    39554    653800 SH       DEFINED 20 23 28         0        0   653800
POWER-ONE INC                  COM              739308104     9174    151600 SH       DEFINED 30 32 34         0        0   151600
POWER-ONE INC                  COM              739308104     8573    141680 SH       DEFINED 03           81280        0    60400
POWERTEL INC                   COM              73936C109      350      4605 SH       DEFINED 02 15            0        0     4605
POWERWAVE TECHNOLOGIES INC     COM              739363109    60309   1588400 SH       DEFINED 13 15 26         0        0  1588400
POWERWAVE TECHNOLOGIES INC     COM              739363109      634     16700 SH       DEFINED 03           16700        0        0
PRAECIS PHARMACEUTICALS INC    COM              739421105    34185    804360 SH       DEFINED 02 15 26         0        0   804360
PRAECIS PHARMACEUTICALS INC    COM              739421105     3578     84200 SH       DEFINED 34               0        0    84200
PRAXAIR INC                    COM              74005P104    99239   2655238 SH       DEFINED 02 04 06         0        0  2655238
PRAXAIR INC                    COM              74005P104   265830   7112530 SH       DEFINED 07 09 10         0        0  7112530
PRAXAIR INC                    COM              74005P104    79597   2129710 SH       DEFINED 12 13 15         0        0  2129710
PRAXAIR INC                    COM              74005P104   139738   3738830 SH       DEFINED 16 18 19         0        0  3738830
PRAXAIR INC                    COM              74005P104    38092   1019200 SH       DEFINED 21 22 23         0        0  1019200
PRAXAIR INC                    COM              74005P104   107669   2880800 SH       DEFINED 27 28 29         0        0  2880800
PRAXAIR INC                    COM              74005P104    10689    286000 SH       DEFINED 30 32 34         0        0   286000
PRAXAIR INC                    COM              74005P104    57033   1526021 SH       DEFINED 37 03      1155401        0   370620
PRE PAID LEGAL SVCS INC        COM              740065107     1615     50000 SH       DEFINED 07               0        0    50000
PRECISION CASTPARTS CORP       COM              740189105     3898    101600 SH       DEFINED 02 15 23         0        0   101600
PRECISION DRILLING CORP        COM              74022D100    67947   1900440 SH       DEFINED 02 07 15         0        0  1900440
PRECISION DRILLING CORP        COM              74022D100    16239    453500 SH       DEFINED 19 21 22         0        0   453500
PRECISION DRILLING CORP        COM              74022D100      673     18800 SH       DEFINED 34               0        0    18800
PRECISION DRILLING CORP        COM              74022D100      645     18020 SH       DEFINED 03            2720        0    15300
PRENTISS PPTYS TR              SH BEN INT       740706106     4255    162900 SH       DEFINED 09 26 34         0        0   162900
PRENTISS PPTYS TR              SH BEN INT       740706106     1285     49200 SH       DEFINED 35               0        0    49200
PRENTISS PPTYS TR              SH BEN INT       740706106     2711    103800 SH       DEFINED 03          103800        0        0
PRESIDENTIAL LIFE CORP         COM              740884101      746     50000 SH       DEFINED 26               0        0    50000
PRICE T ROWE & ASSOCIATES      COM              741477103    13269    282700 SH       DEFINED 02 15 23         0        0   282700
PRICE T ROWE & ASSOCIATES      COM              741477103     1497     31900 SH       DEFINED 34               0        0    31900
PRICE T ROWE & ASSOCIATES      COM              741477103     4457     94963 SH       DEFINED 37 03        94963        0        0
PRICELINE COM INC              COM              741503106    18738   1578000 SH       DEFINED 10 13 16         0        0  1578000
PRICELINE COM INC              COM              741503106     1587    133700 SH       DEFINED 03          112900        0    20800
PRIMEDIA INC                   COM              74157K101    25499   1557200 SH       DEFINED 15 20 32         0        0  1557200
PRIMEX TECHNOLOGIES INC        COM              741597108     6730    231600 SH       DEFINED 07 15 26         0        0   231600
PRIMEX TECHNOLOGIES INC        COM              741597108     3182    109500 SH       DEFINED 03          109500        0        0
PRIMA ENERGY CORP              COM PAR $0.015   741901201     3024     56800 SH       DEFINED 26               0        0    56800
PRIME HOSPITALITY CORP         COM              741917108     9439    932300 SH       DEFINED 27 28 35         0        0   932300
PRIME HOSPITALITY CORP         COM              741917108     3976    392700 SH       DEFINED 03          392700        0        0
PRIDE INTL INC                 SB DB CV ZRO  18 741932AB3     4950  11000000 PRN      DEFINED 11               0        0        0
PRIDE INTL INC                 COM              741932107     8909    336200 SH       DEFINED 09 15 28         0        0   336200
PRIDE INTL INC                 COM              741932107      431     16300 SH       DEFINED 30               0        0    16300
PRIDE INTL INC                 COM              741932107    11680    440770 SH       DEFINED 03          440770        0        0
PRIORITY HEALTHCARE CORP       CL B             74264T102    23180    304000 SH       DEFINED 20 32            0        0   304000
PROCTER & GAMBLE CO            COM              742718109   148573   2217510 SH       DEFINED 02 05 06         0        0  2217510
PROCTER & GAMBLE CO            COM              742718109   181868   2714460 SH       DEFINED 07 08 09         0        0  2714460
PROCTER & GAMBLE CO            COM              742718109   322089   4807300 SH       DEFINED 10 11 12         0        0  4807300
PROCTER & GAMBLE CO            COM              742718109   700357  10453100 SH       DEFINED 13 15 16         0        0 10453100
PROCTER & GAMBLE CO            COM              742718109    49287    735640 SH       DEFINED 19 20 21         0        0   735640
PROCTER & GAMBLE CO            COM              742718109   193553   2888860 SH       DEFINED 22 23 26         0        0  2888860
PROCTER & GAMBLE CO            COM              742718109   236453   3529160 SH       DEFINED 27 28 29         0        0  3529160
PROCTER & GAMBLE CO            COM              742718109    25467    380105 SH       DEFINED 30 32 34         0        0   380105
PROCTER & GAMBLE CO            COM              742718109   257207   3838946 SH       DEFINED 37 03      3317646        0   521300
PROFESSIONALS GROUP INC        COM              742954100     3467    155415 SH       DEFINED 07               0        0   155415
PROFESSIONAL DETAILING INC     COM              74312N107     4319     75780 SH       DEFINED 02 09 26         0        0    75780
PROFESSIONAL DETAILING INC     COM              74312N107     2291     40200 SH       DEFINED 28 30 32         0        0    40200
PROFESSIONAL DETAILING INC     COM              74312N107        1        30 SH       DEFINED 03              30        0        0
PROFESSIONAL STAFF PLC         SPONSORED ADR    74315R105     4472    832000 SH       DEFINED 19 21            0        0   832000
PROGRESS SOFTWARE CORP         COM              743312100      681     50000 SH       DEFINED 07               0        0    50000
PROGRESS SOFTWARE CORP         COM              743312100    11263    826700 SH       DEFINED 03          826700        0        0
PROGRESSIVE CORP OHIO          COM              743315103     4676     57117 SH       DEFINED 03           57117        0        0
PROJECT SOFTWARE & DEV INC     COM              74339P101    18183   1169600 SH       DEFINED 07 12 28         0        0  1169600
PROJECT SOFTWARE & DEV INC     COM              74339P101     4469    287500 SH       DEFINED 03          287500        0        0
PROLOGIS TR                    SH BEN INT       743410102    61286   2580500 SH       DEFINED 07 09 12         0        0  2580500
PROLOGIS TR                    SH BEN INT       743410102     7170    301900 SH       DEFINED 15 34 35         0        0   301900
PROLOGIS TR                    SH BEN INT       743410102    11022    464100 SH       DEFINED 37 03       364600        0    99500
PROPHET 21 INC                 COM              743459109     1479    115500 SH       DEFINED 07               0        0   115500
PROSOFTTRAINING COM INC        COM              743477101    34208   2400600 SH       DEFINED 26 28            0        0  2400600
PROTECTIVE LIFE CORP           COM              743674103    69035   2310802 SH       DEFINED 02 07 09         0        0  2310802
PROTECTIVE LIFE CORP           COM              743674103     7346    245900 SH       DEFINED 15 22 28         0        0   245900
PROTECTIVE LIFE CORP           COM              743674103     2266     75880 SH       DEFINED 30 34            0        0    75880
PROTECTIVE LIFE CORP           COM              743674103    18766    628175 SH       DEFINED 37 03       627775        0      400
PROTEIN DESIGN LABS INC        SB NT CV 144A 07 74369LAA1     6370   3640000 PRN      DEFINED 11               0        0        0
PROTEIN DESIGN LABS INC        COM              74369L103    29539    245140 SH       DEFINED 02 04 05         0        0   245140
PROTEIN DESIGN LABS INC        COM              74369L103    31691    263000 SH       DEFINED 06 09 12         0        0   263000
PROTEIN DESIGN LABS INC        COM              74369L103   379436   3148847 SH       DEFINED 13 15 16         0        0  3148847
PROTEIN DESIGN LABS INC        COM              74369L103    24524    203520 SH       DEFINED 19 20 21         0        0   203520
PROTEIN DESIGN LABS INC        COM              74369L103   122259   1014600 SH       DEFINED 22 23 26         0        0  1014600
PROTEIN DESIGN LABS INC        COM              74369L103    50501    419100 SH       DEFINED 28 29 30         0        0   419100
PROTEIN DESIGN LABS INC        COM              74369L103    14002    116200 SH       DEFINED 32 34            0        0   116200
PROTEIN DESIGN LABS INC        COM              74369L103    53658    445300 SH       DEFINED 03          243280        0   202020
PROVIDENT FINL GROUP INC       COM              743866105    16149    549768 SH       DEFINED 25 27            0        0   549768
PROVINCE HEALTHCARE CO         COM              743977100      329      8250 SH       DEFINED 15               0        0     8250
PROVIDIAN FINL CORP            SR NT CV 3.25%05 74406AAA0     7288   6500000 PRN      DEFINED 11               0        0        0
PROVIDIAN FINL CORP            COM              74406A102   338353   2664200 SH       DEFINED 02 10 15         0        0  2664200
PROVIDIAN FINL CORP            COM              74406A102    16136    127057 SH       DEFINED 23 32 34         0        0   127057
PROVIDIAN FINL CORP            COM              74406A102    19337    152261 SH       DEFINED 37 03       152261        0        0
PROXICOM INC                   COM              744282104    11480    588730 SH       DEFINED 02 15 26         0        0   588730
PROXICOM INC                   COM              744282104     3900    200000 SH       DEFINED 34               0        0   200000
PROXICOM INC                   COM              744282104     6344    325350 SH       DEFINED 03          318350        0     7000
PROXIM INC                     COM              744284100    40032    899600 SH       DEFINED 13               0        0   899600
PSINET INC                     COM              74437C101    15238   1583175 SH       DEFINED 02 09 15         0        0  1583175
PSINET INC                     COM              74437C101       11      1200 SH       DEFINED 27               0        0     1200
PSINET INC                     COM              74437C101        5       600 SH       DEFINED 37             600        0        0
PUBCO CORP                     COM NEW          744378605     2376    319500 SH       DEFINED 07               0        0   319500
PUBLIC SVC CO N MEX            COM              744499104     2857    110450 SH       DEFINED 02 26            0        0   110450
PUBLIC SVC ENTERPRISE GROUP    COM              744573106    12997    290860 SH       DEFINED 02 06 09         0        0   290860
PUBLIC SVC ENTERPRISE GROUP    COM              744573106    73034   1634340 SH       DEFINED 12 28 30         0        0  1634340
PUBLIC SVC ENTERPRISE GROUP    COM              744573106     7601    170100 SH       DEFINED 32               0        0   170100
PUBLIC SVC ENTERPRISE GROUP    COM              744573106    14196    317688 SH       DEFINED 37 03       169788        0   147900
PUBLIC STORAGE INC             COM              74460D109    99869   4172100 SH       DEFINED 09 10 12         0        0  4172100
PUBLIC STORAGE INC             COM              74460D109    68128   2846100 SH       DEFINED 15 16 22         0        0  2846100
PUBLIC STORAGE INC             COM              74460D109    13864    579200 SH       DEFINED 34 35            0        0   579200
PUBLIC STORAGE INC             COM              74460D109    37621   1571655 SH       DEFINED 03         1458655        0   113000
PULTE CORP                     COM              745867101     3564    108000 SH       DEFINED 10 15            0        0   108000
PULTE CORP                     COM              745867101     2265     68660 SH       DEFINED 03           68660        0        0
PUMA TECHNOLOGY INC            COM              745887109    17421    857676 SH       DEFINED 13 28            0        0   857676
PUMA TECHNOLOGY INC            COM              745887109     4166    205100 SH       DEFINED 03          205100        0        0
PURCHASEPRO COM                COM              746144104     4314     49100 SH       DEFINED 26               0        0    49100
PURE RES INC                   COM              74622E102     2297    108417 SH       DEFINED 12 26            0        0   108417
QLT INC                        COM              746927102   443520   6122900 SH       DEFINED 02 09 13         0        0  6122900
QLT INC                        COM              746927102   245938   3394600 SH       DEFINED 15 16 21         0        0  3394600
QLT INC                        COM              746927102    16655    229890 SH       DEFINED 28 30 34         0        0   229890
QLT INC                        COM              746927102     2126     30000 SH       DEFINED 03           30000        0        0
QLOGIC CORP                    COM              747277101   297325   3378698 SH       DEFINED 02 10 13         0        0  3378698
QLOGIC CORP                    COM              747277101      485      5520 SH       DEFINED 15 34            0        0     5520
QLOGIC CORP                    COM              747277101   386076   4387211 SH       DEFINED 37 03      4386211        0     1000
QUAKER CITY BANCORP INC        COM              74731K106     1416     73825 SH       DEFINED 15               0        0    73825
QUAKER FABRIC CORP NEW         COM              747399103      498     95000 SH       DEFINED 28               0        0    95000
QUAKER OATS CO                 COM              747402105   136022   1719080 SH       DEFINED 02 04 05         0        0  1719080
QUAKER OATS CO                 COM              747402105    57777    730200 SH       DEFINED 06 07 09         0        0   730200
QUAKER OATS CO                 COM              747402105   232287   2935700 SH       DEFINED 11 12 13         0        0  2935700
QUAKER OATS CO                 COM              747402105   362099   4576300 SH       DEFINED 15 16 19         0        0  4576300
QUAKER OATS CO                 COM              747402105   398964   5042200 SH       DEFINED 20 21 22         0        0  5042200
QUAKER OATS CO                 COM              747402105   111937   1414690 SH       DEFINED 23 26 28         0        0  1414690
QUAKER OATS CO                 COM              747402105   107198   1354800 SH       DEFINED 29 30 32         0        0  1354800
QUAKER OATS CO                 COM              747402105      292      3700 SH       DEFINED 34               0        0     3700
QUAKER OATS CO                 COM              747402105   126561   1599538 SH       DEFINED 37 03      1208238        0   391300
QUALCOMM INC                   COM              747525103    33340    467940 SH       DEFINED 02 04 05         0        0   467940
QUALCOMM INC                   COM              747525103   229282   3218000 SH       DEFINED 10 11 12         0        0  3218000
QUALCOMM INC                   COM              747525103   222111   3117350 SH       DEFINED 13 15 16         0        0  3117350
QUALCOMM INC                   COM              747525103    11806    165700 SH       DEFINED 23 26 28         0        0   165700
QUALCOMM INC                   COM              747525103    28072    394000 SH       DEFINED 34               0        0   394000
QUALCOMM INC                   COM              747525103    78728   1104710 SH       DEFINED 37 03      1031410        0    73300
QUALITY DINING INC             COM              74756P105      129     64500 SH       DEFINED 13               0        0    64500
QUALITY DINING INC             COM              74756P105      187     93900 SH       DEFINED 03           93900        0        0
QUANTA SVCS INC                COM              74762E102     2598     94500 SH       DEFINED 15 26            0        0    94500
QUANTUM CORP                   SUB NT CONV 7%04 747906AC9    19077  23810000 PRN      DEFINED 09 22            0        0        0
QUANTUM CORP                   SUB NT CONV 7%04 747906AC9      432    540000 PRN      DEFINED 03               0        0        0
QUANTUM CORP                   COM DSSG         747906204    11522    765010 SH       DEFINED 07 15            0        0   765010
QUANTUM CORP                   COM HDDG         747906303    10784   1085900 SH       DEFINED 02 12 13         0        0  1085900
QUANTUM CORP                   COM HDDG         747906303    19208   1932900 SH       DEFINED 15 23 28         0        0  1932900
QUANTUM CORP                   COM HDDG         747906303     1739    175000 SH       DEFINED 34               0        0   175000
QUANTUM CORP                   COM HDDG         747906303        4       462 SH       DEFINED 37             462        0        0
QUEBECOR WORLD INC             COM NON-VTG      748203106     1078     47600 SH       DEFINED 02 21            0        0    47600
QUEST DIAGNOSTICS INC          COM              74834L100    51235    446500 SH       DEFINED 02 07 09         0        0   446500
QUEST DIAGNOSTICS INC          COM              74834L100    20012    174400 SH       DEFINED 15 26 28         0        0   174400
QUEST DIAGNOSTICS INC          COM              74834L100     4716     41100 SH       DEFINED 30 32            0        0    41100
QUEST DIAGNOSTICS INC          COM              74834L100      818      7121 SH       DEFINED 37 03         7121        0        0
QUEST SOFTWARE INC             COM              74834T103    51476    828800 SH       DEFINED 02 13 15         0        0   828800
QUEST SOFTWARE INC             COM              74834T103     4658     75000 SH       DEFINED 34               0        0    75000
QUEST SOFTWARE INC             COM              74834T103    11980    192900 SH       DEFINED 03          192900        0        0
QUESTAR CORP                   COM              748356102    10426    374900 SH       DEFINED 02 09 12         0        0   374900
QUESTAR CORP                   COM              748356102     6583    236700 SH       DEFINED 15 28 30         0        0   236700
QUESTAR CORP                   COM              748356102      826     29700 SH       DEFINED 34               0        0    29700
QUESTAR CORP                   COM              748356102    16420    590390 SH       DEFINED 03          590390        0        0
QUICKSILVER RESOURCES INC      COM              74837R104     3861    396000 SH       DEFINED 03          396000        0        0
QUILMES INDL QUINSA SOCIETE    SP ADR NV PFD    74838Y108      530     50500 SH       DEFINED 02 07 19         0        0    50500
QUILMES INDL QUINSA SOCIETE    SP ADR NV PFD    74838Y108     7065    672900 SH       DEFINED 21               0        0   672900
QUINTILES TRANSNATIONAL CORP   COM              748767100    12880    808200 SH       DEFINED 13 15            0        0   808200
QUINTILES TRANSNATIONAL CORP   COM              748767100     1436     90153 SH       DEFINED 03           90153        0        0
QUIPP INC                      COM              748802105     1653     65500 SH       DEFINED 07               0        0    65500
QUIXOTE CORP                   COM              749056107    13264    791900 SH       DEFINED 02 07 21         0        0   791900
QUIXOTE CORP                   COM              749056107     4794    286250 SH       DEFINED 26 28 29         0        0   286250
QUIXOTE CORP                   COM              749056107     1447     86400 SH       DEFINED 03           86400        0        0
QUORUM HEALTH GROUP INC        COM              749084109    28518   2193700 SH       DEFINED 07 15            0        0  2193700
R & B FALCON CORP              COM              74912E101    34375   1233200 SH       DEFINED 02 09 12         0        0  1233200
R & B FALCON CORP              COM              74912E101   201990   7246300 SH       DEFINED 13 15 22         0        0  7246300
R & B FALCON CORP              COM              74912E101    49257   1767100 SH       DEFINED 28 30 34         0        0  1767100
R & B FALCON CORP              COM              74912E101    73793   2647320 SH       DEFINED 37 03      2647320        0        0
QWEST COMMUNICATIONS INTL INC  COM              749121109    43934    914106 SH       DEFINED 02 04 05         0        0   914106
QWEST COMMUNICATIONS INTL INC  COM              749121109   535213  11135791 SH       DEFINED 06 07 09         0        0 11135791
QWEST COMMUNICATIONS INTL INC  COM              749121109   378935   7884234 SH       DEFINED 10 11 12         0        0  7884234
QWEST COMMUNICATIONS INTL INC  COM              749121109   941501  19589099 SH       DEFINED 13 15 16         0        0 19589099
QWEST COMMUNICATIONS INTL INC  COM              749121109   241281   5020154 SH       DEFINED 18 19 20         0        0  5020154
QWEST COMMUNICATIONS INTL INC  COM              749121109    43902    913438 SH       DEFINED 21 22 23         0        0   913438
QWEST COMMUNICATIONS INTL INC  COM              749121109    82049   1707147 SH       DEFINED 26 27 28         0        0  1707147
QWEST COMMUNICATIONS INTL INC  COM              749121109    93338   1942021 SH       DEFINED 29 30 32         0        0  1942021
QWEST COMMUNICATIONS INTL INC  COM              749121109    43457    904195 SH       DEFINED 34               0        0   904195
QWEST COMMUNICATIONS INTL INC  COM              749121109   210225   4374011 SH       DEFINED 37 03      3839070        0   534941
RCM STRATEGIC GLOBAL GOVT FD   COM              74936A101      994    104000 SH       DEFINED 19 21            0        0   104000
RCM TECHNOLOGIES INC           COM NEW          749360400     2588    647200 SH       DEFINED 07               0        0   647200
RCN CORP                       COM              749361101    26327   1268800 SH       DEFINED 13               0        0  1268800
RFS HOTEL INVS INC             COM              74955J108      909     72000 SH       DEFINED 26               0        0    72000
R H DONNELLEY CORP             COM NEW          74955W307    26406   1250000 SH       DEFINED 07               0        0  1250000
R H DONNELLEY CORP             COM NEW          74955W307    16021    758400 SH       DEFINED 03          758400        0        0
R O C TAIWAN FD                SH BEN INT       749651105      676    104000 SH       DEFINED 19 21            0        0   104000
RPC INC                        COM              749660106    32733   2785800 SH       DEFINED 07               0        0  2785800
RPC INC                        COM              749660106      345     29400 SH       DEFINED 03           29400        0        0
RSA SEC INC                    COM              749719100    15270    354110 SH       DEFINED 11 15            0        0   354110
RWD TECHNOLOGIES INC           COM              74975B101      654     77000 SH       DEFINED 07               0        0    77000
RF MICRODEVICES INC            SB NT CV 144A 05 749941AA8     2775   3000000 PRN      DEFINED 11               0        0        0
RF MICRODEVICES INC            COM              749941100     7424    232020 SH       DEFINED 02 12 15         0        0   232020
RF MICRODEVICES INC            COM              749941100     2915     91100 SH       DEFINED 26 28 34         0        0    91100
RF MICRODEVICES INC            COM              749941100      675     20800 SH       DEFINED 37 03        16000        0     4800
RADIAN GROUP INC               COM              750236101    30537    452400 SH       DEFINED 07 15 26         0        0   452400
RADIAN GROUP INC               COM              750236101     2557     37889 SH       DEFINED 03           37889        0        0
RADIO ONE INC                  CL A             75040P108     5292    636700 SH       DEFINED 09 12 23         0        0   636700
RADIO ONE INC                  CL A             75040P108     4060    488470 SH       DEFINED 28 30            0        0   488470
RADIO ONE INC                  CL A             75040P108      706     85050 SH       DEFINED 03              50        0    85000
RADIO ONE INC                  CL D NON VTG     75040P405     2559    362400 SH       DEFINED 05 06 07         0        0   362400
RADIO ONE INC                  CL D NON VTG     75040P405    18511   2621100 SH       DEFINED 12 16 28         0        0  2621100
RADIO UNICA COMMUNICATIONS CP  COM              75040Q106      611    157800 SH       DEFINED 28               0        0   157800
RADIOSHACK CORP                COM              750438103    54728    846860 SH       DEFINED 02 10 12         0        0   846860
RADIOSHACK CORP                COM              750438103    12967    200650 SH       DEFINED 15 20 32         0        0   200650
RADIOSHACK CORP                COM              750438103       64      1000 SH       DEFINED 34               0        0     1000
RADIOSHACK CORP                COM              750438103    10349    160152 SH       DEFINED 37 03       146052        0    14100
RADISYS CORP                   SUB NT CV 144A07 750459AA7     1950   2000000 PRN      DEFINED 11               0        0        0
RADISYS CORP                   COM              750459109     4080     80700 SH       DEFINED 02 15 21         0        0    80700
RADISYS CORP                   COM              750459109    11049    218540 SH       DEFINED 26 28 29         0        0   218540
RADISYS CORP                   COM              750459109     1486     29400 SH       DEFINED 03           29400        0        0
RAINBOW RENTALS INC            COM              750857104     1461    190100 SH       DEFINED 07               0        0   190100
RAINBOW RENTALS INC            COM              750857104      126     16400 SH       DEFINED 03           16400        0        0
RAMBUS INC DEL                 COM              750917106    23200    293900 SH       DEFINED 02 15 32         0        0   293900
RAMBUS INC DEL                 COM              750917106     4104     52000 SH       DEFINED 34               0        0    52000
RAMBUS INC DEL                 COM              750917106       65       800 SH       DEFINED 37             800        0        0
RALSTON PURINA CO              COM RAL-PUR GP   751277302     3887    164100 SH       DEFINED 02 15 23         0        0   164100
RALSTON PURINA CO              COM RAL-PUR GP   751277302     5875    248074 SH       DEFINED 37 03       248074        0        0
RATIONAL SOFTWARE CORP         SUB NT CV 144A07 75409PAA1    10362   5000000 PRN      DEFINED 11               0        0        0
RATIONAL SOFTWARE CORP         COM NEW          75409P202    50928    734100 SH       DEFINED 02 04 09         0        0   734100
RATIONAL SOFTWARE CORP         COM NEW          75409P202    88598   1277100 SH       DEFINED 11 12 15         0        0  1277100
RATIONAL SOFTWARE CORP         COM NEW          75409P202   481362   6938560 SH       DEFINED 16 19 20         0        0  6938560
RATIONAL SOFTWARE CORP         COM NEW          75409P202    26348    379800 SH       DEFINED 23 28 30         0        0   379800
RATIONAL SOFTWARE CORP         COM NEW          75409P202    66655    960800 SH       DEFINED 32               0        0   960800
RATIONAL SOFTWARE CORP         COM NEW          75409P202    23797    343030 SH       DEFINED 03          236030        0   107000
RAYMOND JAMES FINANCIAL INC    COM              754730109     7800    236825 SH       DEFINED 15 26 34         0        0   236825
RAYONIER INC                   COM              754907103      197      5500 SH       DEFINED 15               0        0     5500
RAYOVAC CORP                   COM              755081106    20281   1184350 SH       DEFINED 20 32            0        0  1184350
RAYTECH CORP DEL               COM              755103108      949    323300 SH       DEFINED 07               0        0   323300
RAYTHEON CO                    CL A             755111309     1881     68715 SH       DEFINED 08 15 34         0        0    68715
RAYTHEON CO                    CL A             755111309     2603     95100 SH       DEFINED 03           95100        0        0
RAYTHEON CO                    CL B             755111408    29914   1051927 SH       DEFINED 06 07 08         0        0  1051927
RAYTHEON CO                    CL B             755111408    67487   2373200 SH       DEFINED 09 13 16         0        0  2373200
RAYTHEON CO                    CL B             755111408    20200    710340 SH       DEFINED 22 28            0        0   710340
RAYTHEON CO                    CL B             755111408    12226    429947 SH       DEFINED 37 03       377647        0    52300
RAZORFISH INC                  CL A             755236106        0        40 SH       DEFINED 15               0        0       40
RAZORFISH INC                  CL A             755236106     5194    502924 SH       DEFINED 03          502924        0        0
READ-RITE CORP                 COM              755246105    22781   2025000 SH       DEFINED 15               0        0  2025000
READERS DIGEST ASSN INC        CL A NON VTG     755267101    82338   2331700 SH       DEFINED 02 07 09         0        0  2331700
READERS DIGEST ASSN INC        CL A NON VTG     755267101   105967   3000860 SH       DEFINED 12 15 20         0        0  3000860
READERS DIGEST ASSN INC        CL A NON VTG     755267101    36474   1032900 SH       DEFINED 22 26 28         0        0  1032900
READERS DIGEST ASSN INC        CL A NON VTG     755267101    24485    693400 SH       DEFINED 30 32 34         0        0   693400
READERS DIGEST ASSN INC        CL A NON VTG     755267101    12507    354211 SH       DEFINED 37 03       237111        0   117100
REALNETWORKS INC               COM              75605L104    89067   2240700 SH       DEFINED 13 15 28         0        0  2240700
REALNETWORKS INC               COM              75605L104      711     17900 SH       DEFINED 03           17900        0        0
RECKSON ASSOCS RLTY CORP       COM              75621K106    46053   1806000 SH       DEFINED 09 12 21         0        0  1806000
RECKSON ASSOCS RLTY CORP       COM              75621K106     7861    308300 SH       DEFINED 26 28 29         0        0   308300
RECKSON ASSOCS RLTY CORP       COM              75621K106     9253    362900 SH       DEFINED 35               0        0   362900
RECKSON ASSOCS RLTY CORP       COM              75621K106    35225   1381400 SH       DEFINED 03         1298500        0    82900
RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205     1168     50000 SH       DEFINED 33               0        0    50000
RECKSON ASSOCS RLTY CORP       PFD CV SER A%    75621K205      920     39400 SH       DEFINED 03           39400        0        0
REDBACK NETWORKS INC           SB NT CV 144A 07 757209AA9    11865  10720000 PRN      DEFINED 11               0        0        0
REDBACK NETWORKS INC           COM              757209101   486063   2963800 SH       DEFINED 02 07 10         0        0  2963800
REDBACK NETWORKS INC           COM              757209101   337480   2057810 SH       DEFINED 11 13 15         0        0  2057810
REDBACK NETWORKS INC           COM              757209101   362279   2209020 SH       DEFINED 16 19 20         0        0  2209020
REDBACK NETWORKS INC           COM              757209101    52414    319600 SH       DEFINED 28 32 34         0        0   319600
REDBACK NETWORKS INC           COM              757209101    84271    513850 SH       DEFINED 03          460550        0    53300
REDWOOD TR INC                 COM              758075402    14595    957051 SH       DEFINED 07 33            0        0   957051
REDWOOD TR INC                 COM              758075402      764     50100 SH       DEFINED 03           50100        0        0
REEBOK INTL LTD                COM              758110100     2204    117200 SH       DEFINED 13               0        0   117200
REEBOK INTL LTD                COM              758110100     4047    215176 SH       DEFINED 03          215176        0        0
REGENERON PHARMACEUTICALS      COM              75886F107     2747     84200 SH       DEFINED 12 15 28         0        0    84200
REGIS CORP MINN                COM              758932107    34311   2287400 SH       DEFINED 12 03            0        0  2287400
REGIONS FINL CORP              COM              758940100     3914    172524 SH       DEFINED 03          172524        0        0
REHABCARE GROUP INC            COM              759148109    54361   1279100 SH       DEFINED 07 13 15         0        0  1279100
REHABCARE GROUP INC            COM              759148109     7424    174700 SH       DEFINED 26               0        0   174700
REHABCARE GROUP INC            COM              759148109     1300     30600 SH       DEFINED 03           30600        0        0
REINSURANCE GROUP AMER INC     COM              759351109     4878    142450 SH       DEFINED 02 15 21         0        0   142450
REINSURANCE GROUP AMER INC     COM              759351109     2513     73400 SH       DEFINED 29 34            0        0    73400
REINSURANCE GROUP AMER INC     COM              759351109      972     28400 SH       DEFINED 03           28400        0        0
RELIANCE STEEL & ALUMINUM CO   COM              759509102     2422    115000 SH       DEFINED 07               0        0   115000
RELIANT ENERGY INC             COM              75952J108    66774   1436000 SH       DEFINED 02 09 11         0        0  1436000
RELIANT ENERGY INC             COM              75952J108    30331    652300 SH       DEFINED 12 23 28         0        0   652300
RELIANT ENERGY INC             COM              75952J108     1762     37900 SH       DEFINED 30               0        0    37900
RELIANT ENERGY INC             COM              75952J108    21127    454538 SH       DEFINED 37 03       380438        0    74100
REMEC INC                      COM              759543101    42435   1441550 SH       DEFINED 13 15            0        0  1441550
REMEDY CORP                    COM              759548100      226     12000 SH       DEFINED 07               0        0    12000
REMEDYTEMP INC                 CL A             759549108     6387    534400 SH       DEFINED 07               0        0   534400
RELIABILITY INC                COM              759903107     2000    666700 SH       DEFINED 07               0        0   666700
RENAL CARE GROUP INC           COM              759930100     4100    220150 SH       DEFINED 07 15            0        0   220150
RENAL CARE GROUP INC           COM              759930100     9256    497000 SH       DEFINED 03          497000        0        0
RENT A CTR INC NEW             COM              76009N100     2775     80000 SH       DEFINED 26               0        0    80000
REPSOL YPF S A                 SPONSORED ADR    76026T205    34396   1878300 SH       DEFINED 19 21            0        0  1878300
REPSOL YPF S A                 SPONSORED ADR    76026T205        2       150 SH       DEFINED 37             150        0        0
REPEATER TECHNOLOGIES INC      COM              76027U102     1034     88000 SH       DEFINED 12 26 28         0        0    88000
REPUBLIC SVCS INC              COM              760759100    26431   2013800 SH       DEFINED 02 06 09         0        0  2013800
REPUBLIC SVCS INC              COM              760759100   143376  10923930 SH       DEFINED 10 12 15         0        0 10923930
REPUBLIC SVCS INC              COM              760759100     5555    423270 SH       DEFINED 19 21 22         0        0   423270
REPUBLIC SVCS INC              COM              760759100     1805    137560 SH       DEFINED 28 29 34         0        0   137560
REPUBLIC SVCS INC              COM              760759100    39919   3041500 SH       DEFINED 03         1679800        0  1361700
RES-CARE INC                   COM              760943100     6689   1466200 SH       DEFINED 07               0        0  1466200
RES-CARE INC                   COM              760943100       14      3100 SH       DEFINED 03            3100        0        0
RESEARCH IN MOTION LTD         COM              760975102   701803   7084200 SH       DEFINED 02 09 13         0        0  7084200
RESEARCH IN MOTION LTD         COM              760975102     3139     31290 SH       DEFINED 15 19 21         0        0    31290
RESEARCH IN MOTION LTD         COM              760975102     1506     15200 SH       DEFINED 28 30            0        0    15200
RESEARCH IN MOTION LTD         COM              760975102        1        20 SH       DEFINED 03              20        0        0
RESONATE INC                   COM              76115Q104     9855    249500 SH       DEFINED 02 20 32         0        0   249500
RESONATE INC                   COM              76115Q104     6576    166500 SH       DEFINED 34               0        0   166500
RESMED INC                     COM              761152107     3140    100500 SH       DEFINED 02 12 15         0        0   100500
RESMED INC                     COM              761152107     4104    131340 SH       DEFINED 26 28 34         0        0   131340
RESMED INC                     COM              761152107     1431     45800 SH       DEFINED 03           45800        0        0
RESORTQUEST INTL INC           COM              761183102     1236    192100 SH       DEFINED 32               0        0   192100
RESPIRONICS INC                COM              761230101    30162   1807500 SH       DEFINED 07 15            0        0  1807500
RETEK INC                      COM              76128Q109     1325     25000 SH       DEFINED 15               0        0    25000
REUTERS GROUP PLC              SPONSORED ADR    76132M102     1067      9500 SH       DEFINED 21               0        0     9500
REX STORES CORP                COM              761624105    16053    818000 SH       DEFINED 07 26            0        0   818000
REX STORES CORP                COM              761624105     2342    119370 SH       DEFINED 03          119370        0        0
REYNOLDS & REYNOLDS CO         CL A             761695105    80990   4075000 SH       DEFINED 07               0        0  4075000
REYNOLDS & REYNOLDS CO         CL A             761695105       13       700 SH       DEFINED 37             700        0        0
REYNOLDS R J TOB HLDGS INC     COM              76182K105    23452    727200 SH       DEFINED 02 05 06         0        0   727200
REYNOLDS R J TOB HLDGS INC     COM              76182K105   397732  12332800 SH       DEFINED 07 09 11         0        0 12332800
REYNOLDS R J TOB HLDGS INC     COM              76182K105    42346   1313080 SH       DEFINED 15 22 28         0        0  1313080
REYNOLDS R J TOB HLDGS INC     COM              76182K105     3212     99600 SH       DEFINED 30 34            0        0    99600
REYNOLDS R J TOB HLDGS INC     COM              76182K105       21       670 SH       DEFINED 03             670        0        0
RHYTHMS NETCONNECTIONS INC     COM              762430205      833    113000 SH       DEFINED 03               0        0   113000
RIBOZYME PHARMACEUTICALS INC   COM              762567105     2114     72900 SH       DEFINED 26               0        0    72900
RICHARDSON ELECTRS LTD         SB DB CV 7.25%06 763165AB3      391    404000 PRN      DEFINED 28               0        0        0
RICHARDSON ELECTRS LTD         SRSBDBCV 8.25%06 763165AC1     2024   1978000 PRN      DEFINED 28               0        0        0
RICHARDSON ELECTRS LTD         COM              763165107     3986    238000 SH       DEFINED 28               0        0   238000
RICHMOND CNTY FINL CORP        COM              764556106     2975    123000 SH       DEFINED 15 26            0        0   123000
RICHMOND CNTY FINL CORP        COM              764556106    12715    525700 SH       DEFINED 03          525700        0        0
RICHMONT MINES INC             COM              76547T106     1556   1232300 SH       DEFINED 07 15            0        0  1232300
RIGHTCHOICE MANAGED CARE INC   CL A             76657K101     1358     56000 SH       DEFINED 07               0        0    56000
RIGGS NATL CORP WASH DC        COM              766570105      343     28000 SH       DEFINED 26               0        0    28000
RIGHT MGMT CONSULTANTS INC     COM              766573109     7739    673000 SH       DEFINED 07               0        0   673000
RIGHT MGMT CONSULTANTS INC     COM              766573109      600     52200 SH       DEFINED 03           52200        0        0
RITCHIE BROS AUCTIONEERS       COM              767744105     1194     55900 SH       DEFINED 15 26            0        0    55900
RITCHIE BROS AUCTIONEERS       COM              767744105     3231    151200 SH       DEFINED 03          151200        0        0
RIVERDEEP GROUP PLC            ADR              76870Q109     4049    182000 SH       DEFINED 02 21            0        0   182000
RIVIANA FOODS INC              COM              769536103    14418    864000 SH       DEFINED 07               0        0   864000
ROANOKE ELEC STL CORP          COM              769841107     1446    146500 SH       DEFINED 07               0        0   146500
ROBERT HALF INTL INC           COM              770323103    39484   1138300 SH       DEFINED 02 09 12         0        0  1138300
ROBERT HALF INTL INC           COM              770323103    55295   1594100 SH       DEFINED 15 16 20         0        0  1594100
ROBERT HALF INTL INC           COM              770323103    13415    386740 SH       DEFINED 26 28 30         0        0   386740
ROBERT HALF INTL INC           COM              770323103    12806    369200 SH       DEFINED 32 34            0        0   369200
ROBERT HALF INTL INC           COM              770323103     1243     35860 SH       DEFINED 03           16860        0    19000
ROBOTIC VISION SYS INC         COM              771074101      477     80000 SH       DEFINED 26               0        0    80000
ROCK OF AGES CORP              CL A             772632105     1032    187800 SH       DEFINED 28               0        0   187800
ROCKWELL INTL CORP NEW         COM              773903109    38643   1277460 SH       DEFINED 02 05 07         0        0  1277460
ROCKWELL INTL CORP NEW         COM              773903109    55848   1846230 SH       DEFINED 09 15 22         0        0  1846230
ROCKWELL INTL CORP NEW         COM              773903109     4404    145600 SH       DEFINED 26 28 34         0        0   145600
ROCKWELL INTL CORP NEW         COM              773903109     9071    299870 SH       DEFINED 03          199470        0   100400
ROFIN SINAR TECHNOLOGIES INC   COM              775043102     1135    113500 SH       DEFINED 07               0        0   113500
ROGERS COMMUNICATIONS INC      CL B             775109200    42550   1798700 SH       DEFINED 02 21            0        0  1798700
ROHM & HAAS CO                 COM              775371107    19798    681243 SH       DEFINED 07 09 15         0        0   681243
ROHM & HAAS CO                 COM              775371107     5495    189100 SH       DEFINED 22               0        0   189100
ROHM & HAAS CO                 COM              775371107     5534    190418 SH       DEFINED 03          176718        0    13700
ROHN INDS INC                  COM              775381106     3800    800000 SH       DEFINED 07               0        0   800000
ROPER INDS INC NEW             COM              776696106     7606    229200 SH       DEFINED 03          229200        0        0
ROSLYN BANCORP INC             COM              778162107     4506    201415 SH       DEFINED 15               0        0   201415
ROSLYN BANCORP INC             COM              778162107      351     15407 SH       DEFINED 37           15407        0        0
ROSS STORES INC                COM              778296103    42765   2975000 SH       DEFINED 07               0        0  2975000
ROUSE CO                       COM              779273101     3526    141400 SH       DEFINED 03          141400        0        0
ROWAN COS INC                  COM              779382100    26086    899540 SH       DEFINED 02 09 15         0        0   899540
ROWAN COS INC                  COM              779382100    10083    347700 SH       DEFINED 19 21 22         0        0   347700
ROWAN COS INC                  COM              779382100    17234    594300 SH       DEFINED 28 30 34         0        0   594300
ROWAN COS INC                  COM              779382100     4038    139271 SH       DEFINED 37 03       122071        0    17200
ROYAL BK CDA MONTREAL QUE      COM              780087102    21171    713400 SH       DEFINED 02 07 15         0        0   713400
ROYAL BK CDA MONTREAL QUE      COM              780087102    41245   1387600 SH       DEFINED 19 21 34         0        0  1387600
ROYAL BK CDA MONTREAL QUE      COM              780087102     1980     66640 SH       DEFINED 03           66640        0        0
ROYAL BK SCOTLAND GROUP PLC    SP ADR PREF D    780097606       48      2000 SH       DEFINED 37            2000        0        0
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   163457   2727140 SH       DEFINED 02 05 06         0        0  2727140
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   363988   6072800 SH       DEFINED 07 08 09         0        0  6072800
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   555890   9274500 SH       DEFINED 10 12 15         0        0  9274500
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   415678   6935200 SH       DEFINED 16 20 21         0        0  6935200
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   132911   2217500 SH       DEFINED 22 23 27         0        0  2217500
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   239370   3993670 SH       DEFINED 28 30 32         0        0  3993670
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804    27954    466400 SH       DEFINED 34               0        0   466400
ROYAL DUTCH PETE CO            NY REG GLD1.25   780257804   196059   3271033 SH       DEFINED 37 03      2983133        0   287900
RUBY TUESDAY INC               COM              781182100     4891    434800 SH       DEFINED 26               0        0   434800
RUBY TUESDAY INC               COM              781182100     5439    483300 SH       DEFINED 37 03       483300        0        0
RUDDICK CORP                   COM              781258108      109      7900 SH       DEFINED 15               0        0     7900
RUDDICK CORP                   COM              781258108     5114    368600 SH       DEFINED 03          368600        0        0
RUDOLPH TECHNOLOGIES INC       COM              781270103     1712     51200 SH       DEFINED 26               0        0    51200
RUSSELL CORP                   COM              782352108      402     25379 SH       DEFINED 03           25379        0        0
RYANAIR HLDGS PLC              SPONSORED ADR    783513104    61613   1600350 SH       DEFINED 11 13 15         0        0  1600350
RYANAIR HLDGS PLC              SPONSORED ADR    783513104    79017   2052400 SH       DEFINED 19 20 21         0        0  2052400
RYANAIR HLDGS PLC              SPONSORED ADR    783513104    18468    479710 SH       DEFINED 28 32 34         0        0   479710
RYANAIR HLDGS PLC              SPONSORED ADR    783513104     2933     76200 SH       DEFINED 03           74900        0     1300
RYANS FAMILY STEAK HOUSE INC   COM              783519101     3664    476700 SH       DEFINED 07 26 32         0        0   476700
RYDER SYS INC                  COM              783549108      251     13630 SH       DEFINED 12 15 28         0        0    13630
RYDER SYS INC                  COM              783549108        4       250 SH       DEFINED 34               0        0      250
RYDER SYS INC                  COM              783549108     2642    143304 SH       DEFINED 03          143304        0        0
RYERSON TULL INC NEW           COM              78375P107    26544   2812659 SH       DEFINED 09 12 22         0        0  2812659
RYERSON TULL INC NEW           COM              78375P107     1704    180610 SH       DEFINED 03           20965        0   159645
SBC COMMUNICATIONS INC         COM              78387G103   488534   9770680 SH       DEFINED 02 06 07         0        0  9770680
SBC COMMUNICATIONS INC         COM              78387G103  1829919  36598396 SH       DEFINED 09 10 11         0        0 36598396
SBC COMMUNICATIONS INC         COM              78387G103  1001322  20026442 SH       DEFINED 12 15 16         0        0 20026442
SBC COMMUNICATIONS INC         COM              78387G103   352757   7055143 SH       DEFINED 18 21 22         0        0  7055143
SBC COMMUNICATIONS INC         COM              78387G103   174907   3498143 SH       DEFINED 23 27 28         0        0  3498143
SBC COMMUNICATIONS INC         COM              78387G103   110185   2203715 SH       DEFINED 30 32 34         0        0  2203715
SBC COMMUNICATIONS INC         COM              78387G103   317826   6356768 SH       DEFINED 37 03      5609381        0   747387
SBS TECHNOLOGIES INC           COM              78387P103    24589   1057600 SH       DEFINED 07 15            0        0  1057600
SBS TECHNOLOGIES INC           COM              78387P103    11536    496200 SH       DEFINED 03          496200        0        0
SBE INC                        COM NEW          783873201      984     92700 SH       DEFINED 07               0        0    92700
SBE INC                        COM NEW          783873201     2200    207100 SH       DEFINED 03          207100        0        0
SBA COMMUNICATIONS CORP        COM              78388J106    46819   1116400 SH       DEFINED 02 04 05         0        0  1116400
SBA COMMUNICATIONS CORP        COM              78388J106    63954   1525000 SH       DEFINED 06 07 09         0        0  1525000
SBA COMMUNICATIONS CORP        COM              78388J106    25422    606200 SH       DEFINED 11 13 15         0        0   606200
SBA COMMUNICATIONS CORP        COM              78388J106     5608    133730 SH       DEFINED 19 21 29         0        0   133730
SBA COMMUNICATIONS CORP        COM              78388J106     7016    167300 SH       DEFINED 34               0        0   167300
SBA COMMUNICATIONS CORP        COM              78388J106    13281    316700 SH       DEFINED 03          316700        0        0
SCI SYS INC                    SUB NT CONV 3%07 783890AF3     8531   8500000 PRN      DEFINED 11               0        0        0
SCI SYS INC                    COM              783890106   178136   4344800 SH       DEFINED 02 09 15         0        0  4344800
SCI SYS INC                    COM              783890106   304080   7416600 SH       DEFINED 22 28 30         0        0  7416600
SCI SYS INC                    COM              783890106      479     11700 SH       DEFINED 34               0        0    11700
SCI SYS INC                    COM              783890106     2847     69430 SH       DEFINED 37 03        24230        0    45200
SCM MICROSYSTEMS INC           COM              784018103     3479     90200 SH       DEFINED 02 21            0        0    90200
SCP POOL CORP                  COM              784028102     4929    166380 SH       DEFINED 02 26            0        0   166380
SCP POOL CORP                  COM              784028102     8490    286600 SH       DEFINED 03          286600        0        0
SDL INC                        COM              784076101    30968    100120 SH       DEFINED 02 04 05         0        0   100120
SDL INC                        COM              784076101   507767   1641600 SH       DEFINED 06 10 11         0        0  1641600
SDL INC                        COM              784076101   613555   1983610 SH       DEFINED 12 13 15         0        0  1983610
SDL INC                        COM              784076101   180109    582290 SH       DEFINED 16 22 23         0        0   582290
SDL INC                        COM              784076101    98472    318360 SH       DEFINED 26 27 28         0        0   318360
SDL INC                        COM              784076101    28530     92240 SH       DEFINED 30 32 34         0        0    92240
SDL INC                        COM              784076101    85896    277700 SH       DEFINED 03          211000        0    66700
SED INTL HLDGS INC             COM              784109100     2640    960000 SH       DEFINED 07               0        0   960000
SEI INVESTMENTS CO             COM              784117103    16587    234450 SH       DEFINED 02 09 15         0        0   234450
SEI INVESTMENTS CO             COM              784117103    22558    318850 SH       DEFINED 20 26 28         0        0   318850
SEI INVESTMENTS CO             COM              784117103     6155     87000 SH       DEFINED 30 32 34         0        0    87000
SEI INVESTMENTS CO             COM              784117103       26       370 SH       DEFINED 37 03          370        0        0
SEMCO ENERGY INC               INCOME PRIDES    78412D307     7793    700000 SH       DEFINED 11               0        0   700000
SK TELECOM LTD                 SPONSORED ADR    78440P108    17251    673220 SH       DEFINED 02 19 21         0        0   673220
SK TELECOM LTD                 SPONSORED ADR    78440P108     7602    296700 SH       DEFINED 22 03            0        0   296700
SL GREEN RLTY CORP             COM              78440X101     8421    300100 SH       DEFINED 09 35            0        0   300100
SL GREEN RLTY CORP             COM              78440X101     7588    270400 SH       DEFINED 03          270400        0        0
SPSS INC                       COM              78462K102    21085    786400 SH       DEFINED 07 26            0        0   786400
SPSS INC                       COM              78462K102     3499    130500 SH       DEFINED 03          130500        0        0
SPS TECHNOLOGIES INC           COM              784626103     3598     74200 SH       DEFINED 03           74200        0        0
SPX CORP                       COM              784635104    38723    272818 SH       DEFINED 02 08 09         0        0   272818
SPX CORP                       COM              784635104   376982   2655977 SH       DEFINED 15 19 20         0        0  2655977
SPX CORP                       COM              784635104   135619    955486 SH       DEFINED 28 30 32         0        0   955486
SPX CORP                       COM              784635104       70       500 SH       DEFINED 34               0        0      500
SPX CORP                       COM              784635104    16883    118956 SH       DEFINED 37 03       118956        0        0
S3 INC                         SB NT CV 5.75%03 784849AC5    14014  15400000 PRN      DEFINED 11               0        0        0
S3 INC                         COM              784849101    55577   5389300 SH       DEFINED 13               0        0  5389300
S Y BANCORP INC                COM              785060104      657     33100 SH       DEFINED 07               0        0    33100
SABRE HLDGS CORP               CL A             785905100    56078   1937914 SH       DEFINED 07 10 12         0        0  1937914
SABRE HLDGS CORP               CL A             785905100     5254    181586 SH       DEFINED 15 28 34         0        0   181586
SABRE HLDGS CORP               CL A             785905100     5237    181000 SH       DEFINED 37               0        0   181000
SABRE HLDGS CORP               CL A             785905100    18076    624675 SH       DEFINED 03          620644        0     4031
SAES GETTERS S P A             SPONSORED ADR    786362103    12292   1536500 SH       DEFINED 07 19 21         0        0  1536500
SAFECO CORP                    COM              786429100     2861    105000 SH       DEFINED 02 15 34         0        0   105000
SAFECO CORP                    COM              786429100     2722     99894 SH       DEFINED 03           99894        0        0
SAFEGUARD SCIENTIFICS INC      SB NT CV 144A 06 786449AD0      405    400000 PRN      DEFINED 11               0        0        0
SAFEGUARD SCIENTIFICS INC      SB NT CV    5%06 786449AE8     1520   1500000 PRN      DEFINED 11               0        0        0
SAFEGUARD SCIENTIFICS INC      COM              786449108      675     33900 SH       DEFINED 28 03            0        0    33900
SAFEWAY INC                    COM NEW          786514208    93874   2010700 SH       DEFINED 02 04 06         0        0  2010700
SAFEWAY INC                    COM NEW          786514208   578999  12401600 SH       DEFINED 07 09 10         0        0 12401600
SAFEWAY INC                    COM NEW          786514208   350333   7503800 SH       DEFINED 11 12 13         0        0  7503800
SAFEWAY INC                    COM NEW          786514208   205696   4405810 SH       DEFINED 15 16 19         0        0  4405810
SAFEWAY INC                    COM NEW          786514208   177053   3792320 SH       DEFINED 22 23 28         0        0  3792320
SAFEWAY INC                    COM NEW          786514208    12785    273850 SH       DEFINED 30 32 34         0        0   273850
SAFEWAY INC                    COM NEW          786514208   101123   2165600 SH       DEFINED 37 03      1870900        0   294700
ST JOE CO                      COM              790148100     3735    134600 SH       DEFINED 09 15            0        0   134600
ST JOE CO                      COM              790148100     2466     88875 SH       DEFINED 37           88875        0        0
ST JUDE MED INC                COM              790849103    15004    294200 SH       DEFINED 02 15 34         0        0   294200
ST JUDE MED INC                COM              790849103     3344     65579 SH       DEFINED 03           65579        0        0
ST PAUL COS INC                COM              792860108    25612    519400 SH       DEFINED 02 04 07         0        0   519400
ST PAUL COS INC                COM              792860108    89344   1811800 SH       DEFINED 09 10 11         0        0  1811800
ST PAUL COS INC                COM              792860108   250511   5080080 SH       DEFINED 15 16 20         0        0  5080080
ST PAUL COS INC                COM              792860108   100153   2031000 SH       DEFINED 21 22 28         0        0  2031000
ST PAUL COS INC                COM              792860108    46639    945800 SH       DEFINED 29 30 32         0        0   945800
ST PAUL COS INC                COM              792860108     3451     70000 SH       DEFINED 34               0        0    70000
ST PAUL COS INC                COM              792860108    23514    476827 SH       DEFINED 37 03       396607        0    80220
SALOMON BROTHERS FD INC        COM              795477108      106      5913 SH       DEFINED 37            5913        0        0
SAN PAOLO-IMI S P A            SPONSORED ADR    799175104        3       112 SH       DEFINED 37             112        0        0
SANDISK CORP                   COM              80004C101    13910    208400 SH       DEFINED 02 12 13         0        0   208400
SANDISK CORP                   COM              80004C101     4325     64800 SH       DEFINED 15 26 28         0        0    64800
SANDISK CORP                   COM              80004C101     1194     17900 SH       DEFINED 34               0        0    17900
SANDISK CORP                   COM              80004C101     3037     45500 SH       DEFINED 03           42900        0     2600
SANMINA CORP                   SD CV ZRO 144A20 800907AC1     9545  23000000 PRN      DEFINED 11               0        0        0
SANMINA CORP                   COM              800907107    61642    658400 SH       DEFINED 02 05 09         0        0   658400
SANMINA CORP                   COM              800907107   559446   5975400 SH       DEFINED 13 15 16         0        0  5975400
SANMINA CORP                   COM              800907107   194665   2079200 SH       DEFINED 20 22 23         0        0  2079200
SANMINA CORP                   COM              800907107   162858   1739480 SH       DEFINED 26 27 28         0        0  1739480
SANMINA CORP                   COM              800907107    34135    364600 SH       DEFINED 30 32 34         0        0   364600
SANMINA CORP                   COM              800907107    37084    396023 SH       DEFINED 37 03       293643        0   102380
SANGSTAT MED CORP              COM              801003104     5212    406800 SH       DEFINED 15 28            0        0   406800
SANTA CRUZ OPERATION INC       COM              801833104      484    165000 SH       DEFINED 28               0        0   165000
SANTANDER BANCORP              COM              802809103     4758    288420 SH       DEFINED 07               0        0   288420
SAP AKTIENGESELLSCHAFT         SPONSORED ADR    803054204     2933     47700 SH       DEFINED 21               0        0    47700
SAPIENT CORP                   COM              803062108     1719     42272 SH       DEFINED 15 32            0        0    42272
SAPIENT CORP                   COM              803062108     3743     92014 SH       DEFINED 03           92014        0        0
SAPPI LTD                      SPON ADR NEW     803069202      687     94000 SH       DEFINED 02 15 34         0        0    94000
SARA LEE CORP                  COM              803111103    23357   1149910 SH       DEFINED 08 12 13         0        0  1149910
SARA LEE CORP                  COM              803111103     2354    115900 SH       DEFINED 15 28            0        0   115900
SARA LEE CORP                  COM              803111103    13830    680893 SH       DEFINED 37 03       680893        0        0
SAWTEK INC                     COM              805468105      100      2600 SH       DEFINED 02 03            0        0     2600
SCANA CORP NEW                 COM              80589M102    20038    649500 SH       DEFINED 09 11 28         0        0   649500
SCANA CORP NEW                 COM              80589M102     1204     39000 SH       DEFINED 30               0        0    39000
SCANA CORP NEW                 COM              80589M102      821     26677 SH       DEFINED 37 03        22677        0     4000
SCANSOURCE INC                 COM              806037107    16402    307300 SH       DEFINED 09 26 28         0        0   307300
SCANSOURCE INC                 COM              806037107     1143     21430 SH       DEFINED 30               0        0    21430
SCANSOURCE INC                 COM              806037107     2809     52640 SH       DEFINED 03           52640        0        0
SCHERING PLOUGH CORP           COM              806605101   239619   5153100 SH       DEFINED 02 04 05         0        0  5153100
SCHERING PLOUGH CORP           COM              806605101   553368  11900393 SH       DEFINED 06 07 08         0        0 11900393
SCHERING PLOUGH CORP           COM              806605101  1218132  26196400 SH       DEFINED 09 10 11         0        0 26196400
SCHERING PLOUGH CORP           COM              806605101  1578126  33938200 SH       DEFINED 13 15 16         0        0 33938200
SCHERING PLOUGH CORP           COM              806605101   468031  10065190 SH       DEFINED 18 19 20         0        0 10065190
SCHERING PLOUGH CORP           COM              806605101   388558   8356100 SH       DEFINED 21 22 23         0        0  8356100
SCHERING PLOUGH CORP           COM              806605101   686196  14756910 SH       DEFINED 26 27 28         0        0 14756910
SCHERING PLOUGH CORP           COM              806605101   143568   3087500 SH       DEFINED 29 30 32         0        0  3087500
SCHERING PLOUGH CORP           COM              806605101    57915   1245500 SH       DEFINED 34               0        0  1245500
SCHERING PLOUGH CORP           COM              806605101   258175   5552436 SH       DEFINED 37 03      4362986        0  1189450
SCHLUMBERGER LTD               COM              806857108   226405   2750562 SH       DEFINED 02 05 06         0        0  2750562
SCHLUMBERGER LTD               COM              806857108    51822    629578 SH       DEFINED 07 08 09         0        0   629578
SCHLUMBERGER LTD               COM              806857108  1406918  17092400 SH       DEFINED 10 12 13         0        0 17092400
SCHLUMBERGER LTD               COM              806857108   370764   4504351 SH       DEFINED 15 16 18         0        0  4504351
SCHLUMBERGER LTD               COM              806857108   351045   4264790 SH       DEFINED 20 22 23         0        0  4264790
SCHLUMBERGER LTD               COM              806857108   259983   3158490 SH       DEFINED 26 27 28         0        0  3158490
SCHLUMBERGER LTD               COM              806857108    74319    902900 SH       DEFINED 30 32 34         0        0   902900
SCHLUMBERGER LTD               COM              806857108   109124   1325864 SH       DEFINED 37 03      1010364        0   315500
SCHOLASTIC CORP                SBDBCV 144A 5%05 807066AA3     1076   1000000 PRN      DEFINED 11               0        0        0
SCHOLASTIC CORP                COM              807066105    12737    160100 SH       DEFINED 32               0        0   160100
SCHULTZ SAV O STORES INC       COM              808196109     4489    417600 SH       DEFINED 07               0        0   417600
SCHWAB CHARLES CORP NEW        COM              808513105    46710   1315801 SH       DEFINED 02 04 05         0        0  1315801
SCHWAB CHARLES CORP NEW        COM              808513105   165607   4665000 SH       DEFINED 06 07 10         0        0  4665000
SCHWAB CHARLES CORP NEW        COM              808513105   300371   8461175 SH       DEFINED 11 12 13         0        0  8461175
SCHWAB CHARLES CORP NEW        COM              808513105   351566   9903281 SH       DEFINED 15 16 19         0        0  9903281
SCHWAB CHARLES CORP NEW        COM              808513105   160717   4527240 SH       DEFINED 22 23 26         0        0  4527240
SCHWAB CHARLES CORP NEW        COM              808513105   145222   4090775 SH       DEFINED 27 28 30         0        0  4090775
SCHWAB CHARLES CORP NEW        COM              808513105    12649    356326 SH       DEFINED 34               0        0   356326
SCHWAB CHARLES CORP NEW        COM              808513105   116585   3284115 SH       DEFINED 37 03      2871115        0   413000
SCIENT CORP                    COM              80864H109     2435    116330 SH       DEFINED 02 15 34         0        0   116330
SCIENT CORP                    COM              80864H109     2282    109000 SH       DEFINED 03          109000        0        0
SCIENTIFIC ATLANTA INC         COM              808655104   175249   2754420 SH       DEFINED 02 06 11         0        0  2754420
SCIENTIFIC ATLANTA INC         COM              808655104   731840  11502400 SH       DEFINED 12 13 15         0        0 11502400
SCIENTIFIC ATLANTA INC         COM              808655104   151739   2384910 SH       DEFINED 16 19 20         0        0  2384910
SCIENTIFIC ATLANTA INC         COM              808655104    24731    388700 SH       DEFINED 21 23 28         0        0   388700
SCIENTIFIC ATLANTA INC         COM              808655104    23414    368000 SH       DEFINED 30 32 34         0        0   368000
SCIENTIFIC ATLANTA INC         COM              808655104   106697   1676969 SH       DEFINED 37 03      1349769        0   327200
SCIENTIFIC TECHNOL INC         COM PAR $0.001   808799209      922    108500 SH       DEFINED 07               0        0   108500
SCIQUEST COM INC               COM              80908Q107       11      1700 SH       DEFINED 15               0        0     1700
SCOTT TECHNOLOGIES INC         COM              810022301      885     50000 SH       DEFINED 28               0        0    50000
SCOTTISH PWR PLC               SPON ADR FINAL   81013T705       10       358 SH       DEFINED 37             358        0        0
SCOTTS CO                      CL A             810186106      214      6400 SH       DEFINED 15               0        0     6400
SCRIPPS E W CO OHIO            CL A             811054204    25239    467400 SH       DEFINED 02 11 15         0        0   467400
SCRIPPS E W CO OHIO            CL A             811054204       21       400 SH       DEFINED 34               0        0      400
SCRIPPS E W CO OHIO            CL A             811054204     3321     61500 SH       DEFINED 03           51800        0     9700
SEA CONTAINERS LTD             CL A             811371707     1165     50000 SH       DEFINED 28               0        0    50000
SEACOAST FINL SVCS CORP        COM              81170Q106     5937    539800 SH       DEFINED 07 15            0        0   539800
SEACOAST FINL SVCS CORP        COM              81170Q106     7671    697400 SH       DEFINED 03          697400        0        0
SEAGATE TECHNOLOGY             COM              811804103   223415   3237900 SH       DEFINED 02 13 15         0        0  3237900
SEAGATE TECHNOLOGY             COM              811804103   168284   2438900 SH       DEFINED 16 34            0        0  2438900
SEAGATE TECHNOLOGY             COM              811804103    17003    246391 SH       DEFINED 37 03       242991        0     3400
SEAGRAM LTD                    COM              811850106   271385   4725280 SH       DEFINED 02 07 10         0        0  4725280
SEAGRAM LTD                    COM              811850106    35295    614500 SH       DEFINED 15 16 19         0        0   614500
SEAGRAM LTD                    COM              811850106     3451     60100 SH       DEFINED 21 34            0        0    60100
SEAGRAM LTD                    COM              811850106    23107    402326 SH       DEFINED 37 03       399326        0     3000
SEAGRAM LTD                    PFD ADJ CV SEC   811850205    73903   1419500 SH       DEFINED 09 11 22         0        0  1419500
SEAGRAM LTD                    PFD ADJ CV SEC   811850205     1520     29200 SH       DEFINED 03               0        0    29200
SEALED AIR CORP NEW            COM              81211K100     7034    155464 SH       DEFINED 09 15 28         0        0   155464
SEALED AIR CORP NEW            COM              81211K100      466     10310 SH       DEFINED 30 34            0        0    10310
SEALED AIR CORP NEW            COM              81211K100     2966     65562 SH       DEFINED 03           65562        0        0
SEALED AIR CORP NEW            PFD CV A $2      81211K209    32903    731195 SH       DEFINED 02 11 27         0        0   731195
SEALED AIR CORP NEW            PFD CV A $2      81211K209     4968    110400 SH       DEFINED 03           79200        0    31200
SEARS ROEBUCK & CO             COM              812387108    16031    494500 SH       DEFINED 02 32            0        0   494500
SEARS ROEBUCK & CO             COM              812387108     8981    276977 SH       DEFINED 37 03       276977        0        0
SECURITY CAP GROUP INC         CL B             81413P204     6131    323800 SH       DEFINED 09 26            0        0   323800
SEITEL INC                     COM NEW          816074306     6828    475000 SH       DEFINED 07               0        0   475000
SEMTECH CORP                   SB NT CV 144A 07 816850AB7     2968   2500000 PRN      DEFINED 11               0        0        0
SEMTECH CORP                   COM              816850101    44444   1030600 SH       DEFINED 02 12 15         0        0  1030600
SEMTECH CORP                   COM              816850101    54798   1270680 SH       DEFINED 28 34            0        0  1270680
SEMTECH CORP                   COM              816850101     2691     62400 SH       DEFINED 03           60000        0     2400
SEMPRA ENERGY                  COM              816851109    10210    490600 SH       DEFINED 12 32            0        0   490600
SEMPRA ENERGY                  COM              816851109     4177    200712 SH       DEFINED 03          159412        0    41300
SEMITOOL INC                   COM              816909105      102      8000 SH       DEFINED 13               0        0     8000
SEMITOOL INC                   COM              816909105      149     11700 SH       DEFINED 03           11700        0        0
SENIOR HSG PPTYS TR            SH BEN INT       81721M109     1652    177500 SH       DEFINED 35               0        0   177500
SENIOR HSG PPTYS TR            SH BEN INT       81721M109     4343    466400 SH       DEFINED 03          466400        0        0
SEPRACOR INC                   SB DB CV144A7%05 817315AF1    10337   5000000 PRN      DEFINED 11               0        0        0
SEPRACOR INC                   SUB DB CONV 7%05 817315AH7     8683   4200000 PRN      DEFINED 11               0        0        0
SEPRACOR INC                   SB DB CV 144A 07 817315AJ3     3000   2000000 PRN      DEFINED 11               0        0        0
SEPRACOR INC                   COM              817315104    12391    101000 SH       DEFINED 02 04 06         0        0   101000
SEPRACOR INC                   COM              817315104    82409    671700 SH       DEFINED 09 11 12         0        0   671700
SEPRACOR INC                   COM              817315104  1216699   9917060 SH       DEFINED 13 15 28         0        0  9917060
SEPRACOR INC                   COM              817315104    12337    100560 SH       DEFINED 30 34            0        0   100560
SEPRACOR INC                   COM              817315104     5643     46000 SH       DEFINED 03           44700        0     1300
SERONO S A                     SPONSORED ADR    81752M101   232647   7690820 SH       DEFINED 02 04 10         0        0  7690820
SERONO S A                     SPONSORED ADR    81752M101    23604    780300 SH       DEFINED 11 15 19         0        0   780300
SERONO S A                     SPONSORED ADR    81752M101   133145   4401500 SH       DEFINED 20 21 22         0        0  4401500
SERONO S A                     SPONSORED ADR    81752M101    91103   3011700 SH       DEFINED 28 30 32         0        0  3011700
SERONO S A                     SPONSORED ADR    81752M101     2283     75500 SH       DEFINED 34               0        0    75500
SEROLOGICALS CORP              COM              817523103     5864    845400 SH       DEFINED 07               0        0   845400
SERVICE CORP INTL              COM              817565104      926    380000 SH       DEFINED 28               0        0   380000
SHARPER IMAGE CORP             COM              820013100     8985    509830 SH       DEFINED 02 26 28         0        0   509830
SHAW COMMUNICATIONS INC        CL B CONV        82028K200    22198    969700 SH       DEFINED 02 19            0        0   969700
SHAW GROUP INC                 COM              820280105     6898     97850 SH       DEFINED 02 06 07         0        0    97850
SHAW GROUP INC                 COM              820280105       76      1090 SH       DEFINED 15 28            0        0     1090
SHAW GROUP INC                 COM              820280105     7550    107100 SH       DEFINED 03          107100        0        0
SHAW INDS INC                  COM              820286102     2970    160590 SH       DEFINED 02 07 12         0        0   160590
SHAW INDS INC                  COM              820286102     3753    202900 SH       DEFINED 15 28            0        0   202900
SHAW INDS INC                  COM              820286102     9840    531900 SH       DEFINED 03          531900        0        0
SHELL TRANS & TRADING PLC      NEW YRK SH NEW   822703609       18       375 SH       DEFINED 37             375        0        0
SHERWIN WILLIAMS CO            COM              824348106    26633   1246030 SH       DEFINED 12 15 34         0        0  1246030
SHERWIN WILLIAMS CO            COM              824348106    11902    556860 SH       DEFINED 03          186860        0   370000
SHIRE PHARMACEUTICALS GRP PLC  SPONSORED ADR    82481R106    23783    460700 SH       DEFINED 05 09 19         0        0   460700
SHIRE PHARMACEUTICALS GRP PLC  SPONSORED ADR    82481R106     7707    149300 SH       DEFINED 21 26 28         0        0   149300
SHIRE PHARMACEUTICALS GRP PLC  SPONSORED ADR    82481R106      934     18100 SH       DEFINED 30               0        0    18100
SHIRE PHARMACEUTICALS GRP PLC  SPONSORED ADR    82481R106     6000    116240 SH       DEFINED 03           58640        0    57600
SHOPKO STORES INC              COM              824911101    13882   1338100 SH       DEFINED 07 28            0        0  1338100
SHOPKO STORES INC              COM              824911101     2852    274900 SH       DEFINED 03          274900        0        0
SHOLODGE INC                   COM              825034101     1635    311500 SH       DEFINED 07               0        0   311500
SHOP AT HOME INC               COM NEW          825066301     2943   1207400 SH       DEFINED 26               0        0  1207400
SHUFFLE MASTER INC             COM              825549108      218     11250 SH       DEFINED 02 26            0        0    11250
SICOR INC                      COM              825846108    14855   1449280 SH       DEFINED 02 15 26         0        0  1449280
SIEBEL SYS INC                 SB NT CV 144A 06 826170AA0    11582   2390000 PRN      DEFINED 11               0        0        0
SIEBEL SYS INC                 SB NT CV  5.5%06 826170AC6    12842   2650000 PRN      DEFINED 11               0        0        0
SIEBEL SYS INC                 COM              826170102   422976   3799900 SH       DEFINED 02 04 10         0        0  3799900
SIEBEL SYS INC                 COM              826170102   351809   3160556 SH       DEFINED 13 15 16         0        0  3160556
SIEBEL SYS INC                 COM              826170102   200818   1804100 SH       DEFINED 19 20 23         0        0  1804100
SIEBEL SYS INC                 COM              826170102   227511   2043900 SH       DEFINED 28 30 32         0        0  2043900
SIEBEL SYS INC                 COM              826170102    30633    275200 SH       DEFINED 34               0        0   275200
SIEBEL SYS INC                 COM              826170102    76389    686046 SH       DEFINED 37 03       647146        0    38900
SIERRA WIRELESS INC            COM              826516106      234      3800 SH       DEFINED 02               0        0     3800
SIGMA ALDRICH CORP             COM              826552101      138      4190 SH       DEFINED 15 34            0        0     4190
SIGMA ALDRICH CORP             COM              826552101     2200     66695 SH       DEFINED 03           66695        0        0
SIGMATRON INTL INC             COM              82661L101      660    220000 SH       DEFINED 07               0        0   220000
SIGNALSOFT CORP                COM              82668M102     1722     42400 SH       DEFINED 02 34            0        0    42400
SILICON LABORATORIES INC       COM              826919102    10250    250000 SH       DEFINED 15 28            0        0   250000
SILGAN HOLDINGS INC            COM              827048109     4876    523600 SH       DEFINED 07               0        0   523600
SILICON IMAGE INC              COM              82705T102     1069     43100 SH       DEFINED 04               0        0    43100
SILICON IMAGE INC              COM              82705T102     5927    238900 SH       DEFINED 03          238900        0        0
SILICON GRAPHICS INC           COM              827056102    47599  11539300 SH       DEFINED 13 15            0        0 11539300
SILICON STORAGE TECHNOLOGY INC COM              827057100      138      5100 SH       DEFINED 03               0        0     5100
SILICON VY BANCSHARES          COM              827064106     7750    133100 SH       DEFINED 02 15 23         0        0   133100
SILICON VY BANCSHARES          COM              827064106    14698    252400 SH       DEFINED 26 32 34         0        0   252400
SILICON VY BANCSHARES          COM              827064106     7523    129200 SH       DEFINED 03          129200        0        0
SILICONIX INC                  COM NEW          827079203    43790    928000 SH       DEFINED 02 07            0        0   928000
SILICONIX INC                  COM NEW          827079203     4119     87300 SH       DEFINED 03           87300        0        0
SILICONWARE PRECISION INDS LTD SPONSD ADR SPL   827084864       24      5026 SH       DEFINED 03            5026        0        0
SILVERSTREAM SOFTWARE INC      COM              827907106    14830    492300 SH       DEFINED 02 12 13         0        0   492300
SILVERSTREAM SOFTWARE INC      COM              827907106    45951   1524100 SH       DEFINED 26 28 34         0        0  1524100
SILVERSTREAM SOFTWARE INC      COM              827907106    10088    334900 SH       DEFINED 03          334900        0        0
SIMON PPTY GROUP INC NEW       COM              828806109    27675   1180800 SH       DEFINED 09 15 34         0        0  1180800
SIMON PPTY GROUP INC NEW       COM              828806109     4957    211500 SH       DEFINED 35               0        0   211500
SIMON PPTY GROUP INC NEW       COM              828806109     8997    383900 SH       DEFINED 03          383900        0        0
SIMPSON MANUFACTURING CO INC   COM              829073105     1340     30000 SH       DEFINED 26               0        0    30000
SINGAPORE FD INC               COM              82929L109     2401    373000 SH       DEFINED 19 21 26         0        0   373000
SIRIUS SATELLITE RADIO INC     COM              82966U103      370      7000 SH       DEFINED 25               0        0     7000
SITEL CORP                     COM              82980K107      293    100000 SH       DEFINED 26               0        0   100000
SIPEX CORP                     COM              829909100      500     11900 SH       DEFINED 09 28 30         0        0    11900
SIPEX CORP                     COM              829909100        6       150 SH       DEFINED 03             150        0        0
SIX FLAGS INC                  COM              83001P109    21521   1388500 SH       DEFINED 02 07 09         0        0  1388500
SIX FLAGS INC                  COM              83001P109    51236   3305600 SH       DEFINED 15 18 20         0        0  3305600
SIX FLAGS INC                  COM              83001P109    11761    758800 SH       DEFINED 22 28 30         0        0   758800
SIX FLAGS INC                  COM              83001P109     9623    620900 SH       DEFINED 32 34            0        0   620900
SIX FLAGS INC                  COM              83001P109     3185    205540 SH       DEFINED 03          182540        0    23000
SIX FLAGS INC                  PINES            83001P208    53099   1712900 SH       DEFINED 07 09 11         0        0  1712900
SIX FLAGS INC                  PINES            83001P208     8472    273300 SH       DEFINED 22               0        0   273300
SIX FLAGS INC                  PINES            83001P208      641     20700 SH       DEFINED 03            8200        0    12500
SIZZLER INTL INC               COM              830139101     4409   2713800 SH       DEFINED 26               0        0  2713800
SIZZLER INTL INC               COM              830139101       79     48900 SH       DEFINED 03           48900        0        0
SKECHERS U S A INC             CL A             830566105     3581    236800 SH       DEFINED 13 28            0        0   236800
SKECHERS U S A INC             CL A             830566105      812     53700 SH       DEFINED 03           53700        0        0
SKYWEST INC                    COM              830879102    88862   1733900 SH       DEFINED 12 13 15         0        0  1733900
SKYWEST INC                    COM              830879102    14918    291100 SH       DEFINED 23 28            0        0   291100
SKYWEST INC                    COM              830879102    22898    446800 SH       DEFINED 03          446800        0        0
SMARTFORCE PUB LTD CO          SPONSORED ADR    83170A206    12180    257100 SH       DEFINED 13 20 32         0        0   257100
SMARTFORCE PUB LTD CO          SPONSORED ADR    83170A206      487     10300 SH       DEFINED 03           10300        0        0
SMITH INTL INC                 COM              832110100    22339    273900 SH       DEFINED 02 04 09         0        0   273900
SMITH INTL INC                 COM              832110100   327139   4010900 SH       DEFINED 12 13 15         0        0  4010900
SMITH INTL INC                 COM              832110100   136747   1676600 SH       DEFINED 19 22 28         0        0  1676600
SMITH INTL INC                 COM              832110100     4102     50300 SH       DEFINED 30 34            0        0    50300
SMITH INTL INC                 COM              832110100   103188   1265186 SH       DEFINED 37 03      1265186        0        0
SMITH CHARLES E RESDNTL RLTY   COM              832197107     1756     38700 SH       DEFINED 35               0        0    38700
SMITH CHARLES E RESDNTL RLTY   COM              832197107     5435    119800 SH       DEFINED 03          119800        0        0
SMITHFIELD FOODS INC           COM              832248108      328     12500 SH       DEFINED 15               0        0    12500
SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301    35793    521580 SH       DEFINED 02 19 21         0        0   521580
SMITHKLINE BEECHAM PLC         ADR REP ORD      832378301      654      9762 SH       DEFINED 37            9762        0        0
SMURFIT-STONE CONTAINER CORP   COM              832727101    24244   2020400 SH       DEFINED 02 07 09         0        0  2020400
SMURFIT-STONE CONTAINER CORP   COM              832727101    10702    891900 SH       DEFINED 15 22 34         0        0   891900
SMURFIT-STONE CONTAINER CORP   COM              832727101     7140    595073 SH       DEFINED 03          551573        0    43500
SNYDER COMMUNICATIONS INC      COM CIRCLE COM   832914204        4      1375 SH       DEFINED 02 15 34         0        0     1375
SNAP ON INC                    COM              833034101   134452   5706200 SH       DEFINED 07 09 12         0        0  5706200
SNAP ON INC                    COM              833034101    26260   1114500 SH       DEFINED 15 22            0        0  1114500
SNAP ON INC                    COM              833034101    28734   1219517 SH       DEFINED 03          650017        0   569500
SOCIEDAD QUIMICA MINERA DE CHI SPON ADR SER B   833635105        2       100 SH       DEFINED 07               0        0      100
SOFTWARE COM INC               COM              83402P104   142664    786300 SH       DEFINED 02 05 06         0        0   786300
SOFTWARE COM INC               COM              83402P104   326233   1798050 SH       DEFINED 10 13 15         0        0  1798050
SOFTWARE COM INC               COM              83402P104   416947   2298020 SH       DEFINED 16 19 20         0        0  2298020
SOFTWARE COM INC               COM              83402P104   133283    734600 SH       DEFINED 26 32 34         0        0   734600
SOFTWARE COM INC               COM              83402P104   176085    970500 SH       DEFINED 03          921100        0    49400
SOLECTRON CORP                 COM              834182107   116538   2526584 SH       DEFINED 02 05 10         0        0  2526584
SOLECTRON CORP                 COM              834182107   419612   9097300 SH       DEFINED 15 16 20         0        0  9097300
SOLECTRON CORP                 COM              834182107   177230   3842400 SH       DEFINED 22 23 28         0        0  3842400
SOLECTRON CORP                 COM              834182107     6591    142900 SH       DEFINED 32 34            0        0   142900
SOLECTRON CORP                 COM              834182107    28706    622293 SH       DEFINED 37 03       521933        0   100360
SOLUTIA INC                    COM              834376105    62459   5490910 SH       DEFINED 02 07 09         0        0  5490910
SOLUTIA INC                    COM              834376105    19628   1725570 SH       DEFINED 15 16 22         0        0  1725570
SOLUTIA INC                    COM              834376105      435     38300 SH       DEFINED 28 34            0        0    38300
SOLUTIA INC                    COM              834376105    28368   2493960 SH       DEFINED 37 03      2380060        0   113900
SONIC AUTOMOTIVE INC           CL A             83545G102     1115    134155 SH       DEFINED 02 07 15         0        0   134155
SONIC AUTOMOTIVE INC           CL A             83545G102    15410   1853900 SH       DEFINED 21 26 28         0        0  1853900
SONIC AUTOMOTIVE INC           CL A             83545G102    11771   1416100 SH       DEFINED 29 32            0        0  1416100
SONIC AUTOMOTIVE INC           CL A             83545G102     6181    743600 SH       DEFINED 03          743600        0        0
SONIC CORP                     COM              835451105    64345   2042700 SH       DEFINED 07 13 26         0        0  2042700
SONIC CORP                     COM              835451105     7142    226750 SH       DEFINED 03          226750        0        0
SONOCO PRODS CO                COM              835495102      187     10400 SH       DEFINED 15               0        0    10400
SONY CORP                      ADR NEW          835699307   150346   1489500 SH       DEFINED 05 13 15         0        0  1489500
SONY CORP                      ADR NEW          835699307    20783    205900 SH       DEFINED 19 21 26         0        0   205900
SONY CORP                      ADR NEW          835699307     2806     27800 SH       DEFINED 28               0        0    27800
SONY CORP                      ADR NEW          835699307    12129    120140 SH       DEFINED 37 03        43020        0    77120
SONUS NETWORKS INC             COM              835916107   158777   1256400 SH       DEFINED 13 15 16         0        0  1256400
SONUS NETWORKS INC             COM              835916107     1958     15500 SH       DEFINED 03           15500        0        0
SOUND ADVICE INC               COM              836066100     1384    171000 SH       DEFINED 07               0        0   171000
SOURCE INFORMATION MGMT CO     COM NEW          836151209    12282   1803000 SH       DEFINED 07 26            0        0  1803000
SOURCE MEDIA INC               COM NEW          836153304        9      1676 SH       DEFINED 27               0        0     1676
SOUTHDOWN INC                  COM              841297104    61552    863900 SH       DEFINED 13 15 28         0        0   863900
SOUTHDOWN INC                  COM              841297104       14       200 SH       DEFINED 34               0        0      200
SOUTHDOWN INC                  COM              841297104    97051   1362132 SH       DEFINED 03         1362132        0        0
SOUTHERN AFRICA FD INC         COM              842157109      630     48030 SH       DEFINED 19 21            0        0    48030
SOUTHERN CO                    COM              842587107    50550   1558400 SH       DEFINED 06 07 09         0        0  1558400
SOUTHERN CO                    COM              842587107   105914   3265200 SH       DEFINED 11 12 15         0        0  3265200
SOUTHERN CO                    COM              842587107    39994   1232960 SH       DEFINED 20 22 28         0        0  1232960
SOUTHERN CO                    COM              842587107    20351    627400 SH       DEFINED 30 32 34         0        0   627400
SOUTHERN CO                    COM              842587107    37714   1162709 SH       DEFINED 37 03       920209        0   242500
SOUTHERN ENERGY HOMES INC      COM              842814105     2761   1425100 SH       DEFINED 07               0        0  1425100
SOUTHERN UN CO NEW             COM              844030106     1408     71100 SH       DEFINED 15               0        0    71100
SOUTHTRUST CORP                COM              844730101    44955   1430000 SH       DEFINED 07 15            0        0  1430000
SOUTHTRUST CORP                COM              844730101     6124    194817 SH       DEFINED 03          194817        0        0
SOUTHWEST AIRLS CO             COM              844741108    17974    741200 SH       DEFINED 02 07 09         0        0   741200
SOUTHWEST AIRLS CO             COM              844741108   232347   9581360 SH       DEFINED 10 13 15         0        0  9581360
SOUTHWEST AIRLS CO             COM              844741108   333317  13745049 SH       DEFINED 16 20 22         0        0 13745049
SOUTHWEST AIRLS CO             COM              844741108    72182   2976600 SH       DEFINED 23 28 30         0        0  2976600
SOUTHWEST AIRLS CO             COM              844741108    34961   1441712 SH       DEFINED 32 34            0        0  1441712
SOUTHWEST AIRLS CO             COM              844741108    16201    668122 SH       DEFINED 37 03       510122        0   158000
SOUTHWESTERN ENERGY CO         COM              845467109    11475   1311500 SH       DEFINED 07 12 26         0        0  1311500
SOUTHWESTERN ENERGY CO         COM              845467109      168     19200 SH       DEFINED 28               0        0    19200
SPACEHAB INC                   SB NT CV 144A 07 846243AA1     1750   2500000 PRN      DEFINED 28               0        0        0
SPACEHAB INC                   COM              846243103      525     90000 SH       DEFINED 28               0        0    90000
SPARTAN MTRS INC               COM              846819100       62     20000 SH       DEFINED 28               0        0    20000
SPARTECH CORP                  COM NEW          847220209    18011   1157350 SH       DEFINED 07 15 20         0        0  1157350
SPARTECH CORP                  COM NEW          847220209     1500     96400 SH       DEFINED 32 34            0        0    96400
SPARTECH CORP                  COM NEW          847220209     1862    119700 SH       DEFINED 03          119700        0        0
SPECIALTY EQUIP COS INC        COM NEW          847497203     5421    219600 SH       DEFINED 07               0        0   219600
SPECTRASITE HLDGS INC          COM              84760T100    10027    540200 SH       DEFINED 20 32            0        0   540200
SPEECHWORKS INTL INC           COM              84764M101    23888    385300 SH       DEFINED 13 15 20         0        0   385300
SPEECHWORKS INTL INC           COM              84764M101      353      5700 SH       DEFINED 32               0        0     5700
SPEECHWORKS INTL INC           COM              84764M101     3664     59100 SH       DEFINED 03           59100        0        0
SPEEDWAY MOTORSPORTS INC       COM              847788106     2657    127700 SH       DEFINED 13               0        0   127700
SPEEDWAY MOTORSPORTS INC       COM              847788106     3873    186100 SH       DEFINED 03          186100        0        0
SPEIZMAN INDS INC              COM              847805108      239    106500 SH       DEFINED 07               0        0   106500
SPIEGEL INC                    CL A             848457107       70     10000 SH       DEFINED 07               0        0    10000
SPIEKER PPTYS INC              COM              848497103    44167    767300 SH       DEFINED 09 12 15         0        0   767300
SPIEKER PPTYS INC              COM              848497103    36097    627100 SH       DEFINED 20 22 28         0        0   627100
SPIEKER PPTYS INC              COM              848497103     6136    106600 SH       DEFINED 30 32 34         0        0   106600
SPIEKER PPTYS INC              COM              848497103     6274    109000 SH       DEFINED 35               0        0   109000
SPIEKER PPTYS INC              COM              848497103    17809    309385 SH       DEFINED 37 03       259585        0    49800
SPINNAKER EXPL CO              COM              84855W109      711     20400 SH       DEFINED 02 26            0        0    20400
SPINNAKER EXPL CO              COM              84855W109    23634    677700 SH       DEFINED 03          677700        0        0
SPORTSMANS GUIDE INC           COM NEW          848907200      200    160000 SH       DEFINED 07               0        0   160000
SPORTSLINE COM INC             COM              848934105     5523    399900 SH       DEFINED 12 28            0        0   399900
SPRINGS INDS INC               CL A             851783100      389     13811 SH       DEFINED 03           13811        0        0
SPRINT CORP                    COM FON GROUP    852061100    13744    468900 SH       DEFINED 02 06 08         0        0   468900
SPRINT CORP                    COM FON GROUP    852061100   132331   4514500 SH       DEFINED 10 12 15         0        0  4514500
SPRINT CORP                    COM FON GROUP    852061100   110663   3775310 SH       DEFINED 16 23 28         0        0  3775310
SPRINT CORP                    COM FON GROUP    852061100    24086    821700 SH       DEFINED 30 32 34         0        0   821700
SPRINT CORP                    COM FON GROUP    852061100    22560    769830 SH       DEFINED 37 03       700730        0    69100
SPRINT CORP                    PCS COM SER 1    852061506    69791   1990490 SH       DEFINED 02 04 05         0        0  1990490
SPRINT CORP                    PCS COM SER 1    852061506   151659   4325400 SH       DEFINED 06 07 08         0        0  4325400
SPRINT CORP                    PCS COM SER 1    852061506   272323   7766800 SH       DEFINED 09 10 11         0        0  7766800
SPRINT CORP                    PCS COM SER 1    852061506   797148  22735950 SH       DEFINED 13 15 16         0        0 22735950
SPRINT CORP                    PCS COM SER 1    852061506   331697   9460170 SH       DEFINED 19 20 22         0        0  9460170
SPRINT CORP                    PCS COM SER 1    852061506    15501    442100 SH       DEFINED 23 26 27         0        0   442100
SPRINT CORP                    PCS COM SER 1    852061506   253910   7241660 SH       DEFINED 28 30 32         0        0  7241660
SPRINT CORP                    PCS COM SER 1    852061506    54806   1563100 SH       DEFINED 34               0        0  1563100
SPRINT CORP                    PCS COM SER 1    852061506   111024   3166590 SH       DEFINED 37 03      2804870        0   361720
ST ASSEMBLY TEST SVSC LTD      ADR              85227G102       76      4000 SH       DEFINED 02 07            0        0     4000
ST ASSEMBLY TEST SVSC LTD      ADR              85227G102      200     10461 SH       DEFINED 03           10161        0      300
STAMPS COM INC                 COM              852857101        6      1800 SH       DEFINED 15               0        0     1800
STANCORP FINL GROUP INC        COM              852891100     1530     35800 SH       DEFINED 02 23            0        0    35800
STANDARD COML CORP             COM              853258101     5995   1296300 SH       DEFINED 07 28            0        0  1296300
STANLEY FURNITURE INC          COM NEW          854305208    17202    709400 SH       DEFINED 07               0        0   709400
STANLEY WKS                    COM              854616109    14143    613248 SH       DEFINED 07 08 09         0        0   613248
STANLEY WKS                    COM              854616109    51053   2213700 SH       DEFINED 13 15 16         0        0  2213700
STANLEY WKS                    COM              854616109     4243    184000 SH       DEFINED 22 28            0        0   184000
STANLEY WKS                    COM              854616109    74531   3231726 SH       DEFINED 03         3218926        0    12800
STAPLES INC                    COM              855030102    96303   6787901 SH       DEFINED 02 07 09         0        0  6787901
STAPLES INC                    COM              855030102   343555  24215368 SH       DEFINED 10 12 13         0        0 24215368
STAPLES INC                    COM              855030102   136814   9643325 SH       DEFINED 15 16 20         0        0  9643325
STAPLES INC                    COM              855030102    34899   2459862 SH       DEFINED 22 23 28         0        0  2459862
STAPLES INC                    COM              855030102    26998   1902962 SH       DEFINED 30 32 34         0        0  1902962
STAPLES INC                    COM              855030102    26676   1880263 SH       DEFINED 37 03      1106163        0   774100
STARBUCKS CORP                 COM              855244109    43636   1089200 SH       DEFINED 02 12 13         0        0  1089200
STARBUCKS CORP                 COM              855244109    30159    752800 SH       DEFINED 15 16 28         0        0   752800
STARBUCKS CORP                 COM              855244109       32       800 SH       DEFINED 34               0        0      800
STARBUCKS CORP                 COM              855244109     5726    142904 SH       DEFINED 37 03       142904        0        0
STARTEK INC                    COM              85569C107     3651    125900 SH       DEFINED 13               0        0   125900
STARTEK INC                    COM              85569C107     5312    183200 SH       DEFINED 03          183200        0        0
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203   171515   5488483 SH       DEFINED 02 07 09         0        0  5488483
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    79097   2531127 SH       DEFINED 10 12 15         0        0  2531127
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203   314866  10075724 SH       DEFINED 16 20 22         0        0 10075724
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    29890    956500 SH       DEFINED 28 32 33         0        0   956500
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203     7679    245750 SH       DEFINED 34 35            0        0   245750
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF       85590A203    16661    533168 SH       DEFINED 03          505349        0    27819
STATE STR CORP                 COM              857477103    94263    725100 SH       DEFINED 02 05 13         0        0   725100
STATE STR CORP                 COM              857477103    69357    533520 SH       DEFINED 15 16 19         0        0   533520
STATE STR CORP                 COM              857477103     9880     76000 SH       DEFINED 23 26 28         0        0    76000
STATE STR CORP                 COM              857477103     8190     63000 SH       DEFINED 34               0        0    63000
STATE STR CORP                 COM              857477103    34356    264273 SH       DEFINED 37 03       216073        0    48200
STEEL DYNAMICS INC             COM              858119100     1744    189900 SH       DEFINED 28               0        0   189900
STEEL DYNAMICS INC             COM              858119100        3       400 SH       DEFINED 03             400        0        0
STEELCASE INC                  CL A             858155203     1448     86500 SH       DEFINED 02 23            0        0    86500
STEIN MART INC                 COM              858375108    26289   2431400 SH       DEFINED 07 15 20         0        0  2431400
STEIN MART INC                 COM              858375108     7165    662700 SH       DEFINED 28 32            0        0   662700
STEPHAN CO                     COM              858603103     1679    433500 SH       DEFINED 07               0        0   433500
STERIS CORP                    COM              859152100     1245    103800 SH       DEFINED 15               0        0   103800
STERLING BANCORP               COM              859158107    12918    662465 SH       DEFINED 07 28            0        0   662465
STERLING BANCORP               COM              859158107     1502     77040 SH       DEFINED 03           77040        0        0
STEWART & STEVENSON SVCS INC   COM              860342104     7194    412600 SH       DEFINED 07               0        0   412600
STILLWATER MNG CO              COM              86074Q102    25453    940298 SH       DEFINED 09 15 28         0        0   940298
STILLWATER MNG CO              COM              86074Q102     1597     59020 SH       DEFINED 30               0        0    59020
STILLWATER MNG CO              COM              86074Q102    12294    454169 SH       DEFINED 03          454169        0        0
STILWELL FINL INC              COM              860831106    40341    927400 SH       DEFINED 02 15 21         0        0   927400
STILWELL FINL INC              COM              860831106     4493    103300 SH       DEFINED 29 34            0        0   103300
STILWELL FINL INC              COM              860831106    19678    452376 SH       DEFINED 37 03       444976        0     7400
STMICROELECTRONICS N V         COM              861012102     2120     44520 SH       DEFINED 02 15 19         0        0    44520
STMICROELECTRONICS N V         COM              861012102    13511    283700 SH       DEFINED 21 34 03         0        0   283700
STOLT OFFSHORE S A             SPON ADR CL A    861567105     5107    400550 SH       DEFINED 12 22 28         0        0   400550
STONERIDGE INC                 COM              86183P102     6628    688700 SH       DEFINED 07               0        0   688700
STONERIDGE INC                 COM              86183P102      131     13700 SH       DEFINED 03           13700        0        0
STORA ENSO CORP                SPON ADR REP R   86210M106       45      5543 SH       DEFINED 15               0        0     5543
STORA ENSO CORP                SPON ADR REP R   86210M106     1232    149412 SH       DEFINED 37 03       149412        0        0
STORAGENETWORKS INC            COM              86211E103    28663    280500 SH       DEFINED 06 10 12         0        0   280500
STORAGENETWORKS INC            COM              86211E103    17560    171850 SH       DEFINED 15 16 20         0        0   171850
STORAGENETWORKS INC            COM              86211E103    20764    203200 SH       DEFINED 23 28 32         0        0   203200
STORAGENETWORKS INC            COM              86211E103     2472     24200 SH       DEFINED 03            8920        0    15280
STRATEGIC GLOBAL INCOME FD     COM              862719101     6572    615000 SH       DEFINED 19 21            0        0   615000
STRATTEC SEC CORP              COM              863111100    17579    528700 SH       DEFINED 07               0        0   528700
STRATTEC SEC CORP              COM              863111100      532     16000 SH       DEFINED 03           16000        0        0
STRIDE RITE CORP               COM              863314100     5129   1013170 SH       DEFINED 02 13            0        0  1013170
STRIDE RITE CORP               COM              863314100     7530   1487600 SH       DEFINED 03         1487600        0        0
STRYKER CORP                   COM              863667101    20716    482480 SH       DEFINED 02 09 15         0        0   482480
STRYKER CORP                   COM              863667101   132621   3088700 SH       DEFINED 16 28 30         0        0  3088700
STRYKER CORP                   COM              863667101     2997     69800 SH       DEFINED 34               0        0    69800
STRYKER CORP                   COM              863667101      532     12420 SH       DEFINED 37 03        12420        0        0
SUIZA FOODS CORP               COM              865077101     2215     43700 SH       DEFINED 02 15 23         0        0    43700
SUIZA FOODS CORP               COM              865077101    11354    224000 SH       DEFINED 26               0        0   224000
SULZER MEDICA                  SPONSORED ADR    865580104     1352     52000 SH       DEFINED 28               0        0    52000
SUMMIT BANCORP                 COM              866005101     7976    231200 SH       DEFINED 02 15 34         0        0   231200
SUMMIT BANCORP                 COM              866005101     4745    137563 SH       DEFINED 03          137563        0        0
SUMMIT PPTYS INC               COM              866239106     6335    263300 SH       DEFINED 26 35            0        0   263300
SUMMIT PPTYS INC               COM              866239106     7045    292800 SH       DEFINED 03          292800        0        0
SUN COMMUNITIES INC            COM              866674104    16144    510500 SH       DEFINED 09 35            0        0   510500
SUN COMMUNITIES INC            COM              866674104    26887    850200 SH       DEFINED 03          850200        0        0
SUN LIFE FINL SVCS CDA INC     COM              866796105   252703  12265120 SH       DEFINED 02 07 15         0        0 12265120
SUN LIFE FINL SVCS CDA INC     COM              866796105    76666   3713100 SH       DEFINED 19 20 21         0        0  3713100
SUN LIFE FINL SVCS CDA INC     COM              866796105    15553    753300 SH       DEFINED 32 34            0        0   753300
SUN LIFE FINL SVCS CDA INC     COM              866796105      925     44810 SH       DEFINED 03           44810        0        0
SUN MICROSYSTEMS INC           COM              866810104   347331   2975000 SH       DEFINED 02 04 05         0        0  2975000
SUN MICROSYSTEMS INC           COM              866810104  2120168  18159900 SH       DEFINED 06 07 10         0        0 18159900
SUN MICROSYSTEMS INC           COM              866810104   509030   4360000 SH       DEFINED 11 12 13         0        0  4360000
SUN MICROSYSTEMS INC           COM              866810104  2319482  19867090 SH       DEFINED 15 16 19         0        0 19867090
SUN MICROSYSTEMS INC           COM              866810104  1120657   9598780 SH       DEFINED 20 22 23         0        0  9598780
SUN MICROSYSTEMS INC           COM              866810104  1008446   8637660 SH       DEFINED 26 27 28         0        0  8637660
SUN MICROSYSTEMS INC           COM              866810104   268828   2302600 SH       DEFINED 29 30 32         0        0  2302600
SUN MICROSYSTEMS INC           COM              866810104   127257   1090000 SH       DEFINED 34               0        0  1090000
SUN MICROSYSTEMS INC           COM              866810104   567183   4856792 SH       DEFINED 37 03      4229332        0   627460
SUNCOR ENERGY INC              COM              867229106    11241    509490 SH       DEFINED 02 07 09         0        0   509490
SUNCOR ENERGY INC              COM              867229106   153913   6971520 SH       DEFINED 15 19 20         0        0  6971520
SUNCOR ENERGY INC              COM              867229106    30612   1386600 SH       DEFINED 21 28 30         0        0  1386600
SUNCOR ENERGY INC              COM              867229106    39969   1810440 SH       DEFINED 32 34            0        0  1810440
SUNCOR ENERGY INC              COM              867229106      509     23090 SH       DEFINED 03           23090        0        0
SUNGLASS HUT INTL INC          SB NT CV 144A 03 86736FAA4    14822  19730000 PRN      DEFINED 36               0        0        0
SUNGLASS HUT INTL INC          SB NT CV 144A 03 86736FAA4     4229   5630000 PRN      DEFINED 03               0        0        0
SUNGLASS HUT INTL INC          COM              86736F106      692    106000 SH       DEFINED 28               0        0   106000
SUNGARD DATA SYS INC           COM              867363103    78042   1822900 SH       DEFINED 09 13 15         0        0  1822900
SUNGARD DATA SYS INC           COM              867363103    37264    870400 SH       DEFINED 16 20 28         0        0   870400
SUNGARD DATA SYS INC           COM              867363103     8284    193500 SH       DEFINED 30 32            0        0   193500
SUNGARD DATA SYS INC           COM              867363103       14       330 SH       DEFINED 03             330        0        0
SUNOCO INC                     COM              86764P109    18242    677200 SH       DEFINED 02 07 11         0        0   677200
SUNOCO INC                     COM              86764P109     7976    296100 SH       DEFINED 12 15 34         0        0   296100
SUNOCO INC                     COM              86764P109     7870    292202 SH       DEFINED 37 03       292202        0        0
SUNRISE ASSISTED LIVING INC    SUB NT CV 5.5%02 86768KAC0     1790   2000000 PRN      DEFINED 25 27            0        0        0
SUNRISE ASSISTED LIVING INC    SUB NT CV 5.5%02 86768KAC0     3177   3550000 PRN      DEFINED 03               0        0        0
SUNRISE ASSISTED LIVING INC    COM              86768K106     2333    107580 SH       DEFINED 02 15 26         0        0   107580
SUNTRUST BKS INC               COM              867914103    14612    293347 SH       DEFINED 02 12 15         0        0   293347
SUNTRUST BKS INC               COM              867914103     4353     87400 SH       DEFINED 28 34            0        0    87400
SUNTRUST BKS INC               COM              867914103    11834    237553 SH       DEFINED 37 03       237553        0        0
SUPERGEN INC                   COM              868059106    25665   1337590 SH       DEFINED 02 12 15         0        0  1337590
SUPERGEN INC                   COM              868059106    14415    751300 SH       DEFINED 28 34            0        0   751300
SUPERIOR ENERGY SVCS INC       COM              868157108    15168   1444600 SH       DEFINED 02 07 15         0        0  1444600
SUPERIOR ENERGY SVCS INC       COM              868157108     7837    746400 SH       DEFINED 21 29 34         0        0   746400
SUPERIOR ENERGY SVCS INC       COM              868157108     3554    338500 SH       DEFINED 03          338500        0        0
SUPERIOR INDS INTL INC         COM              868168105       69      2300 SH       DEFINED 15               0        0     2300
SUPERIOR INDS INTL INC         COM              868168105      408     13600 SH       DEFINED 03           13600        0        0
SUPERVALU INC                  COM              868536103     1321     87760 SH       DEFINED 08 15            0        0    87760
SUPERVALU INC                  COM              868536103     1554    103194 SH       DEFINED 37 03       103194        0        0
SUPPORT COM INC                COM              868587106    17263    563700 SH       DEFINED 02 15 34         0        0   563700
SUPREMA SPECIALTIES INC        COM              86859F107     3540    440000 SH       DEFINED 07               0        0   440000
SWIFT ENERGY CO                COM              870738101    87904   2115000 SH       DEFINED 02 07 15         0        0  2115000
SWIFT ENERGY CO                COM              870738101     3196     76911 SH       DEFINED 26 34            0        0    76911
SWIFT ENERGY CO                COM              870738101    15581    374900 SH       DEFINED 03          374900        0        0
SWIFT TRANSN CO                COM              870756103   110369   8449375 SH       DEFINED 10 15 20         0        0  8449375
SWIFT TRANSN CO                COM              870756103    13993   1071300 SH       DEFINED 32               0        0  1071300
SWISS HELVETIA FD INC          COM              870875101     5923    417500 SH       DEFINED 19 21            0        0   417500
SYBASE INC                     COM              871130100    20407    887300 SH       DEFINED 02 04 13         0        0   887300
SYBASE INC                     COM              871130100    69474   3020630 SH       DEFINED 15 18 19         0        0  3020630
SYBASE INC                     COM              871130100     6637    288590 SH       DEFINED 26 32            0        0   288590
SYBASE INC                     COM              871130100    43028   1870800 SH       DEFINED 03         1853700        0    17100
SYBRON INTL CORP               COM              87114F106    17246    718610 SH       DEFINED 02 09 15         0        0   718610
SYBRON INTL CORP               COM              87114F106     6545    272730 SH       DEFINED 28 30 34         0        0   272730
SYBRON INTL CORP               COM              87114F106     2395     99797 SH       DEFINED 37 03        99797        0        0
SYCAMORE NETWORKS INC          COM              871206108   265678   2459990 SH       DEFINED 10 15 16         0        0  2459990
SYCAMORE NETWORKS INC          COM              871206108      432      4000 SH       DEFINED 03            2800        0     1200
SYKES ENTERPRISES INC          COM              871237103      268     50000 SH       DEFINED 28               0        0    50000
SYLVAN INC                     COM              871371100     3232    333700 SH       DEFINED 07               0        0   333700
SYMANTEC CORP                  COM              871503108    33937    771300 SH       DEFINED 13 32            0        0   771300
SYMANTEC CORP                  COM              871503108        9       200 SH       DEFINED 37             200        0        0
SYMBOL TECHNOLOGIES INC        COM              871508107    23670    658660 SH       DEFINED 02 05 06         0        0   658660
SYMBOL TECHNOLOGIES INC        COM              871508107    35678    992800 SH       DEFINED 09 13 15         0        0   992800
SYMBOL TECHNOLOGIES INC        COM              871508107   210248   5850387 SH       DEFINED 16 20 23         0        0  5850387
SYMBOL TECHNOLOGIES INC        COM              871508107     3922    109155 SH       DEFINED 26 28 30         0        0   109155
SYMBOL TECHNOLOGIES INC        COM              871508107    28162    783660 SH       DEFINED 32 34            0        0   783660
SYMBOL TECHNOLOGIES INC        COM              871508107    38486   1071134 SH       DEFINED 37 03       875959        0   195175
SYNAVANT INC                   COM              87157A105     1304    195045 SH       DEFINED 02 07 09         0        0   195045
SYNAVANT INC                   COM              87157A105      601     89875 SH       DEFINED 15 22 34         0        0    89875
SYNAVANT INC                   COM              87157A105      480     71780 SH       DEFINED 37 03        66130        0     5650
SYNCOR INTL CORP DEL           COM              87157J106    10841    294500 SH       DEFINED 15 26 28         0        0   294500
SYNCOR INTL CORP DEL           COM              87157J106    15501    421100 SH       DEFINED 03          421100        0        0
SYNQUEST INC                   COM              87160X100     6758    514900 SH       DEFINED 02 15 34         0        0   514900
SYNOPSYS INC                   COM              871607107    12127    320190 SH       DEFINED 02 05 06         0        0   320190
SYNOPSYS INC                   COM              871607107    23346    616400 SH       DEFINED 07 09 11         0        0   616400
SYNOPSYS INC                   COM              871607107    79083   2088020 SH       DEFINED 12 13 15         0        0  2088020
SYNOPSYS INC                   COM              871607107    36488    963400 SH       DEFINED 16 18 21         0        0   963400
SYNOPSYS INC                   COM              871607107    65960   1741530 SH       DEFINED 22 23 26         0        0  1741530
SYNOPSYS INC                   COM              871607107    54363   1435350 SH       DEFINED 27 28 29         0        0  1435350
SYNOPSYS INC                   COM              871607107    10154    268100 SH       DEFINED 30 34            0        0   268100
SYNOPSYS INC                   COM              871607107     9204    243010 SH       DEFINED 03          162480        0    80530
SYNOVUS FINL CORP              COM              87161C105   101752   4802475 SH       DEFINED 02 10 13         0        0  4802475
SYNOVUS FINL CORP              COM              87161C105    38938   1837800 SH       DEFINED 15 16 28         0        0  1837800
SYNOVUS FINL CORP              COM              87161C105     1059     50000 SH       DEFINED 34               0        0    50000
SYNOVUS FINL CORP              COM              87161C105     7918    373748 SH       DEFINED 37 03       373748        0        0
SYSCO CORP                     COM              871829107    22637    488800 SH       DEFINED 02 09 11         0        0   488800
SYSCO CORP                     COM              871829107   271553   5863500 SH       DEFINED 12 15 16         0        0  5863500
SYSCO CORP                     COM              871829107    96802   2090200 SH       DEFINED 20 21 23         0        0  2090200
SYSCO CORP                     COM              871829107    13421    289800 SH       DEFINED 28 29 30         0        0   289800
SYSCO CORP                     COM              871829107    30524    659100 SH       DEFINED 32 34            0        0   659100
SYSCO CORP                     COM              871829107    16640    359282 SH       DEFINED 37 03       342082        0    17200
SYSTEMS & COMPUTER TECHNOLOGY  COM              871873105      732     41700 SH       DEFINED 03           41700        0        0
TBC CORP                       COM              872180104    10261   2105000 SH       DEFINED 07               0        0  2105000
TB WOODS CORP                  COM              872226105     7300    641800 SH       DEFINED 07 28            0        0   641800
TCF FINL CORP                  COM              872275102    79132   2103200 SH       DEFINED 02 07 09         0        0  2103200
TCF FINL CORP                  COM              872275102    26378    701090 SH       DEFINED 15 19 20         0        0   701090
TCF FINL CORP                  COM              872275102    23590    627000 SH       DEFINED 22 23 32         0        0   627000
TCF FINL CORP                  COM              872275102     2867     76200 SH       DEFINED 34               0        0    76200
TCF FINL CORP                  COM              872275102    34043    904800 SH       DEFINED 03          860500        0    44300
TDK CORP                       AMERN DEP SH     872351408      154      1200 SH       DEFINED 37            1200        0        0
TD WATERHOUSE GRP INC          COM              872362108     9116    489500 SH       DEFINED 02 15 34         0        0   489500
TD WATERHOUSE GRP INC          COM              872362108      432     23200 SH       DEFINED 03           23200        0        0
TECO ENERGY INC                COM              872375100     4283    149000 SH       DEFINED 09 28 30         0        0   149000
TECO ENERGY INC                COM              872375100        1        50 SH       DEFINED 03              50        0        0
THQ INC                        COM NEW          872443403        1        50 SH       DEFINED 26               0        0       50
TJX COS INC NEW                COM              872540109   129848   5771046 SH       DEFINED 02 07 09         0        0  5771046
TJX COS INC NEW                COM              872540109   308153  13695700 SH       DEFINED 10 15 20         0        0 13695700
TJX COS INC NEW                COM              872540109    71687   3186100 SH       DEFINED 22 32 34         0        0  3186100
TJX COS INC NEW                COM              872540109     9872    438792 SH       DEFINED 37 03       311282        0   127510
T / R SYS INC                  COM              87263U102     2285    257500 SH       DEFINED 07 20 26         0        0   257500
T / R SYS INC                  COM              87263U102      169     19100 SH       DEFINED 32               0        0    19100
T / R SYS INC                  COM              87263U102      643     72500 SH       DEFINED 03           72500        0        0
TRW INC                        COM              872649108   110101   2710190 SH       DEFINED 07 09 15         0        0  2710190
TRW INC                        COM              872649108   135350   3331700 SH       DEFINED 16 20 22         0        0  3331700
TRW INC                        COM              872649108    13702    337300 SH       DEFINED 23 27 28         0        0   337300
TRW INC                        COM              872649108    14637    360300 SH       DEFINED 30 32 34         0        0   360300
TRW INC                        COM              872649108    26415    650239 SH       DEFINED 37 03       579339        0    70900
TMP WORLDWIDE INC              COM              872941109    30590    380000 SH       DEFINED 02 04 05         0        0   380000
TMP WORLDWIDE INC              COM              872941109    72820    904600 SH       DEFINED 06 09 12         0        0   904600
TMP WORLDWIDE INC              COM              872941109   192789   2394900 SH       DEFINED 13 15 20         0        0  2394900
TMP WORLDWIDE INC              COM              872941109    93871   1166100 SH       DEFINED 22 26 28         0        0  1166100
TMP WORLDWIDE INC              COM              872941109    10738    133400 SH       DEFINED 30 32 34         0        0   133400
TMP WORLDWIDE INC              COM              872941109    14712    182760 SH       DEFINED 03           99860        0    82900
TXU CORP                       COM              873168108    17740    447700 SH       DEFINED 09 28 30         0        0   447700
TXU CORP                       COM              873168108     8278    208994 SH       DEFINED 37 03       208994        0        0
TAITRON COMPONENTS INC         CL A             874028103     1342    357900 SH       DEFINED 07               0        0   357900
TAIWAN FD INC                  COM              874036106     1443    100000 SH       DEFINED 12               0        0   100000
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100    51637   2534378 SH       DEFINED 13 15 22         0        0  2534378
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100    31623   1552070 SH       DEFINED 28               0        0  1552070
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR    874039100    14580    715592 SH       DEFINED 03          715592        0        0
TAKE-TWO INTERACTIVE SOFTWARE  COM              874054109     3643    290000 SH       DEFINED 28               0        0   290000
TALBOTS INC                    COM              874161102     8824    133200 SH       DEFINED 02 13 15         0        0   133200
TALBOTS INC                    COM              874161102   118706   1791800 SH       DEFINED 20 23 26         0        0  1791800
TALBOTS INC                    COM              874161102    28421    429000 SH       DEFINED 32 34            0        0   429000
TALBOTS INC                    COM              874161102     3584     54100 SH       DEFINED 03           54100        0        0
TALISMAN ENERGY INC            COM              87425E103    29529    842300 SH       DEFINED 02 04 06         0        0   842300
TALISMAN ENERGY INC            COM              87425E103    25463    725910 SH       DEFINED 07 15 19         0        0   725910
TALISMAN ENERGY INC            COM              87425E103   111695   3184230 SH       DEFINED 20 21 22         0        0  3184230
TALISMAN ENERGY INC            COM              87425E103     8228    234570 SH       DEFINED 32 34            0        0   234570
TALISMAN ENERGY INC            COM              87425E103     5739    163620 SH       DEFINED 03           43520        0   120100
TALK CITY INC                  COM              874263106        0       600 SH       DEFINED 12               0        0      600
TALK COM INC                   COM              874264104      209     47500 SH       DEFINED 03           47500        0        0
TALX CORP                      COM              874918105      708     27500 SH       DEFINED 15               0        0    27500
TANDY BRANDS ACCESSORIES INC   COM              875378101     3705    548900 SH       DEFINED 07               0        0   548900
TANNING TECHNOLOGY CORP        COM              87588P101     2091    152100 SH       DEFINED 02 15 34         0        0   152100
TANOX INC                      COM              87588Q109     6815    201200 SH       DEFINED 13 15 26         0        0   201200
TARGET CORP                    COM              87612E106    92578   3612800 SH       DEFINED 02 05 07         0        0  3612800
TARGET CORP                    COM              87612E106   673701  26290800 SH       DEFINED 09 10 13         0        0 26290800
TARGET CORP                    COM              87612E106    72062   2812200 SH       DEFINED 15 16 22         0        0  2812200
TARGET CORP                    COM              87612E106    30571   1193020 SH       DEFINED 26 28 30         0        0  1193020
TARGET CORP                    COM              87612E106       51      2000 SH       DEFINED 34               0        0     2000
TARGET CORP                    COM              87612E106    31358   1223858 SH       DEFINED 37 03       996658        0   227200
TAUBMAN CTRS INC               COM              876664103     1742    150700 SH       DEFINED 35               0        0   150700
TAUBMAN CTRS INC               COM              876664103     9066    784100 SH       DEFINED 03          784100        0        0
TECH DATA CORP                 COM              878237106    40903    956800 SH       DEFINED 02 09 10         0        0   956800
TECH DATA CORP                 COM              878237106    72568   1697500 SH       DEFINED 12 15 23         0        0  1697500
TECH DATA CORP                 COM              878237106     3987     93280 SH       DEFINED 28 30 32         0        0    93280
TECH DATA CORP                 COM              878237106    19114    447100 SH       DEFINED 37 03       396000        0    51100
TECH SYM CORP                  COM              878308105     3799    126900 SH       DEFINED 26               0        0   126900
TECHNE CORP                    COM              878377100      963      8600 SH       DEFINED 15               0        0     8600
TECHNITROL INC                 COM              878555101     1722     17050 SH       DEFINED 02 26 32         0        0    17050
TECHNOLOGY SOLUTIONS CO        COM              87872T108     1505    602100 SH       DEFINED 02 04 07         0        0   602100
TECHNOLOGY SOLUTIONS CO        COM              87872T108     9209   3683900 SH       DEFINED 15 21 26         0        0  3683900
TECHNOLOGY SOLUTIONS CO        COM              87872T108     2413    965200 SH       DEFINED 29 34            0        0   965200
TECHNOLOGY SOLUTIONS CO        COM              87872T108      541    216400 SH       DEFINED 03          216400        0        0
TEKELEC                        SB DSC CV 144A04 879101AA1     6790   3500000 PRN      DEFINED 11               0        0        0
TEKELEC                        COM              879101103     2698     82070 SH       DEFINED 15               0        0    82070
TEKELEC                        COM              879101103      394     12000 SH       DEFINED 03           12000        0        0
TEKTRONIX INC                  COM              879131100   222372   2895000 SH       DEFINED 02 12 16         0        0  2895000
TEKTRONIX INC                  COM              879131100    18849    245400 SH       DEFINED 20 32            0        0   245400
TEKTRONIX INC                  COM              879131100     5572     72543 SH       DEFINED 03           72543        0        0
TELAXIS COMMUNICATIONS CORP    COM              879202109     6389   1048500 SH       DEFINED 13               0        0  1048500
TELE NORTE LESTE PART S A      SPON ADR PFD     879246106     1557     68108 SH       DEFINED 02 07 19         0        0    68108
TELE NORTE LESTE PART S A      SPON ADR PFD     879246106    13812    603817 SH       DEFINED 21               0        0   603817
TELECOM ITALIA SPA             SPON ADR ORD     87927W106        6        60 SH       DEFINED 37              60        0        0
TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B   879273209      676     31300 SH       DEFINED 02 07 19         0        0    31300
TELECOMM ARGENTINA STET-FRANCE SPON ADR REP B   879273209     5399    249700 SH       DEFINED 21               0        0   249700
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308    10294    130100 SH       DEFINED 19 21            0        0   130100
TELECOMUNICACOES BRASILEIRAS S SPONSORED ADR    879287308        2        30 SH       DEFINED 37              30        0        0
TELECORP PCS INC               CL A             879299105      798     42000 SH       DEFINED 13               0        0    42000
TELECORP PCS INC               CL A             879299105     1472     77500 SH       DEFINED 03           77500        0        0
TELEFLEX INC                   COM              879369106      440     12800 SH       DEFINED 15               0        0    12800
TELEFONICA S A                 SPONSORED ADR    879382208    61931   1041965 SH       DEFINED 19 21            0        0  1041965
TELEFONICA S A                 SPONSORED ADR    879382208       98      1623 SH       DEFINED 37            1623        0        0
TELEFONOS DE MEXICO S A        SR DB CV 4.25%04 879403AD5    44056  35140000 PRN      DEFINED 09 11 22         0        0        0
TELEFONOS DE MEXICO S A        ADR NOMINATIVE   879403400        7      2800 SH       DEFINED 37            2800        0        0
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780    24237    455705 SH       DEFINED 02 05 07         0        0   455705
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780   103921   1953875 SH       DEFINED 10 12 19         0        0  1953875
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780   144089   2709080 SH       DEFINED 21 22            0        0  2709080
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780      105      1930 SH       DEFINED 37            1930        0        0
TELEFONOS DE MEXICO S A        SPON ADR ORD L   879403780     3308     62200 SH       DEFINED 03               0        0    62200
TELEGLOBE INC                  COM              87941V100      321     15300 SH       DEFINED 02               0        0    15300
TELEPHONE & DATA SYS INC       COM              879433100     4499     40650 SH       DEFINED 09 15 28         0        0    40650
TELEPHONE & DATA SYS INC       COM              879433100      232      2100 SH       DEFINED 30               0        0     2100
TELEPHONE & DATA SYS INC       COM              879433100        2        19 SH       DEFINED 37 03           19        0        0
TELESP CELULAR PART S A        SPON ADR PFD     87952L108    39447   1197645 SH       DEFINED 02 07 12         0        0  1197645
TELESP CELULAR PART S A        SPON ADR PFD     87952L108    40551   1231171 SH       DEFINED 19 21 22         0        0  1231171
TELESP CELULAR PART S A        SPON ADR PFD     87952L108      833     25300 SH       DEFINED 03               0        0    25300
TELLABS INC                    COM              879664100    92303   1933060 SH       DEFINED 10 15 16         0        0  1933060
TELLABS INC                    COM              879664100      673     14100 SH       DEFINED 28               0        0    14100
TELLABS INC                    COM              879664100    15329    321057 SH       DEFINED 37 03       321057        0        0
TEMPLE INLAND INC              COM              879868107     1453     38377 SH       DEFINED 02 15 34         0        0    38377
TEMPLE INLAND INC              COM              879868107     3450     91114 SH       DEFINED 03           91114        0        0
TELESYSTEM INTL WIRELESS INC   SUB VTG SHS      879946101     1631    115500 SH       DEFINED 02 37            0        0   115500
TEMPLETON DRAGON FD INC        COM              88018T101     9612   1147800 SH       DEFINED 19 21            0        0  1147800
TEMPLETON CHINA WORLD FD INC   COM              88018X102      399     52000 SH       DEFINED 19 21            0        0    52000
TEMPLETON GLOBAL INCOME FD INC COM              880198106     3484    574700 SH       DEFINED 19 21            0        0   574700
TENET HEALTHCARE CORP          COM              88033G100    54413   1495910 SH       DEFINED 02 04 05         0        0  1495910
TENET HEALTHCARE CORP          COM              88033G100    50732   1394700 SH       DEFINED 06 07 09         0        0  1394700
TENET HEALTHCARE CORP          COM              88033G100   104192   2864400 SH       DEFINED 11 12 13         0        0  2864400
TENET HEALTHCARE CORP          COM              88033G100   158725   4363600 SH       DEFINED 15 16 18         0        0  4363600
TENET HEALTHCARE CORP          COM              88033G100    52110   1432580 SH       DEFINED 19 20 21         0        0  1432580
TENET HEALTHCARE CORP          COM              88033G100    66795   1836300 SH       DEFINED 22 23 26         0        0  1836300
TENET HEALTHCARE CORP          COM              88033G100    67871   1865880 SH       DEFINED 28 29 30         0        0  1865880
TENET HEALTHCARE CORP          COM              88033G100    25378    697700 SH       DEFINED 32 34            0        0   697700
TENET HEALTHCARE CORP          COM              88033G100    84842   2332439 SH       DEFINED 37 03      1892828        0   439611
TENNECO AUTOMOTIVE INC         COM              880349105      702    135500 SH       DEFINED 22               0        0   135500
TERADYNE INC                   COM              880770102    94209   2691700 SH       DEFINED 02 12 15         0        0  2691700
TERADYNE INC                   COM              880770102     9852    281500 SH       DEFINED 32 34            0        0   281500
TERADYNE INC                   COM              880770102     6020    171990 SH       DEFINED 37 03       141790        0    30200
TERAYON COMMUNICATION SYS      SB NT CV 144A 07 880775AA9     2323   3500000 PRN      DEFINED 11               0        0        0
TERAYON COMMUNICATION SYS      COM              880775101    20365    600100 SH       DEFINED 06 13 15         0        0   600100
TERAYON COMMUNICATION SYS      COM              880775101     2748     81000 SH       DEFINED 03           58700        0    22300
TEREX CORP NEW                 COM              880779103     6529    499900 SH       DEFINED 22 36            0        0   499900
TEREX CORP NEW                 COM              880779103      442     33900 SH       DEFINED 03           33900        0        0
TESORO PETE CORP               COM              881609101     7895    794500 SH       DEFINED 18               0        0   794500
TESORO PETE CORP               COM              881609101     3588    361100 SH       DEFINED 03          361100        0        0
TESORO PETE CORP               PIES CV 1/100S   881609408     1695    163400 SH       DEFINED 27               0        0   163400
TESORO PETE CORP               PIES CV 1/100S   881609408      700     67500 SH       DEFINED 03           48100        0    19400
TETRA TECHNOLOGIES INC DEL     COM              88162F105      777     51200 SH       DEFINED 03           51200        0        0
TETRA TECH INC NEW             COM              88162G103     9243    323637 SH       DEFINED 09 15 28         0        0   323637
TETRA TECH INC NEW             COM              88162G103      568     19900 SH       DEFINED 30               0        0    19900
TETRA TECH INC NEW             COM              88162G103    27449    961020 SH       DEFINED 03          961020        0        0
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209   133806   1828270 SH       DEFINED 02 09 13         0        0  1828270
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209   196537   2685400 SH       DEFINED 16 19 21         0        0  2685400
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209    13642    186400 SH       DEFINED 28 30            0        0   186400
TEVA PHARMACEUTICAL INDS LTD   ADR              881624209    39837    544320 SH       DEFINED 03          544320        0        0
TEXACO INC                     COM              881694103   334488   6371200 SH       DEFINED 02 10 12         0        0  6371200
TEXACO INC                     COM              881694103    19010    362100 SH       DEFINED 15 28 34         0        0   362100
TEXACO INC                     COM              881694103    26772    510146 SH       DEFINED 37 03       490320        0    19826
TESMA INTL INC                 CL A SUB VTG     881908107    15368    850000 SH       DEFINED 02               0        0   850000
TEXAS INSTRS INC               COM              882508104   171493   3634300 SH       DEFINED 02 04 05         0        0  3634300
TEXAS INSTRS INC               COM              882508104  1545513  32752600 SH       DEFINED 06 07 10         0        0 32752600
TEXAS INSTRS INC               COM              882508104   930325  19715500 SH       DEFINED 11 12 13         0        0 19715500
TEXAS INSTRS INC               COM              882508104  1391922  29497700 SH       DEFINED 15 16 18         0        0 29497700
TEXAS INSTRS INC               COM              882508104   396243   8397210 SH       DEFINED 19 20 22         0        0  8397210
TEXAS INSTRS INC               COM              882508104    28140    596350 SH       DEFINED 23 26 27         0        0   596350
TEXAS INSTRS INC               COM              882508104   604399  12808470 SH       DEFINED 28 30 32         0        0 12808470
TEXAS INSTRS INC               COM              882508104    50042   1060500 SH       DEFINED 34               0        0  1060500
TEXAS INSTRS INC               COM              882508104   235733   4995476 SH       DEFINED 37 03      4174216        0   821260
TEXAS PAC LD TR                SUB CTF PROP I T 882610108      301      8000 SH       DEFINED 37            8000        0        0
TEXTRON INC                    COM              883203101   330862   7173180 SH       DEFINED 06 07 09         0        0  7173180
TEXTRON INC                    COM              883203101   103105   2235360 SH       DEFINED 10 12 15         0        0  2235360
TEXTRON INC                    COM              883203101   191069   4142420 SH       DEFINED 16 18 22         0        0  4142420
TEXTRON INC                    COM              883203101    34727    752900 SH       DEFINED 28 30 34         0        0   752900
TEXTRON INC                    COM              883203101    53188   1152892 SH       DEFINED 37 03       865872        0   287020
THERAGENICS CORP               COM              883375107     7053   1085200 SH       DEFINED 07               0        0  1085200
THERMO FIBERTEK INC            COM              88355W105      696    166400 SH       DEFINED 15               0        0   166400
THERMO ELECTRON CORP           COM              883556102    66955   2575200 SH       DEFINED 02 06 07         0        0  2575200
THERMO ELECTRON CORP           COM              883556102   159486   6134100 SH       DEFINED 09 10 12         0        0  6134100
THERMO ELECTRON CORP           COM              883556102   121028   4654945 SH       DEFINED 13 15 19         0        0  4654945
THERMO ELECTRON CORP           COM              883556102   111630   4293468 SH       DEFINED 20 21 22         0        0  4293468
THERMO ELECTRON CORP           COM              883556102    54980   2114648 SH       DEFINED 23 26 28         0        0  2114648
THERMO ELECTRON CORP           COM              883556102    18718    719932 SH       DEFINED 29 32 34         0        0   719932
THERMO ELECTRON CORP           COM              883556102    74423   2862452 SH       DEFINED 03         2592752        0   269700
THOMAS & BETTS CORP            COM              884315102      859     49365 SH       DEFINED 37 03        49365        0        0
THOMAS GROUP INC               COM              884402108      520     74400 SH       DEFINED 07               0        0    74400
THORATEC LABS CORP             COM NEW          885175307       11       500 SH       DEFINED 37             500        0        0
3DO CO                         COM              88553W105      456     68220 SH       DEFINED 02 26 28         0        0    68220
3COM CORP                      COM              885535104    57298   2986800 SH       DEFINED 02 06 09         0        0  2986800
3COM CORP                      COM              885535104   162693   8479140 SH       DEFINED 13 15 16         0        0  8479140
3COM CORP                      COM              885535104    15942    830900 SH       DEFINED 20 28 30         0        0   830900
3COM CORP                      COM              885535104     8599    448200 SH       DEFINED 32 34            0        0   448200
3COM CORP                      COM              885535104     2103    109780 SH       DEFINED 37 03        45680        0    64100
3-DIMENSIONAL PHARMACEUTICALS  COM              88554W104    16934    470400 SH       DEFINED 09 12 28         0        0   470400
3-DIMENSIONAL PHARMACEUTICALS  COM              88554W104      972     27000 SH       DEFINED 30               0        0    27000
3-DIMENSIONAL PHARMACEUTICALS  COM              88554W104        6       180 SH       DEFINED 03             180        0        0
360NETWORKS INC                SUB VTG SHS      88575T205    47380   2407100 SH       DEFINED 10               0        0  2407100
TIBCO SOFTWARE INC             COM              88632Q103    42843    507400 SH       DEFINED 12 13 15         0        0   507400
TIBCO SOFTWARE INC             COM              88632Q103      126      1500 SH       DEFINED 28               0        0     1500
TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203    13671    807200 SH       DEFINED 05 15 26         0        0   807200
TICKETMASTER ONLINE-CITYSEARCH CL B             88633P203     1805    106600 SH       DEFINED 28 03            0        0   106600
TIDEL TECHNOLOGIES INC         COM              886368109      906    130710 SH       DEFINED 02 07 15         0        0   130710
TIDEL TECHNOLOGIES INC         COM              886368109     4125    594600 SH       DEFINED 26 28            0        0   594600
TIDEL TECHNOLOGIES INC         COM              886368109     1332    192000 SH       DEFINED 03          192000        0        0
TIDEWATER INC                  COM              886423102    81581   1793000 SH       DEFINED 09 11 12         0        0  1793000
TIDEWATER INC                  COM              886423102   130653   2871500 SH       DEFINED 13 15 21         0        0  2871500
TIDEWATER INC                  COM              886423102    24432    536970 SH       DEFINED 28 30 34         0        0   536970
TIDEWATER INC                  COM              886423102    30298    665911 SH       DEFINED 37 03       643611        0    22300
TIFFANY & CO NEW               COM              886547108    19308    500700 SH       DEFINED 02 09 12         0        0   500700
TIFFANY & CO NEW               COM              886547108     8842    229300 SH       DEFINED 15 22 23         0        0   229300
TIFFANY & CO NEW               COM              886547108    16531    428700 SH       DEFINED 28 30 32         0        0   428700
TIFFANY & CO NEW               COM              886547108       15       400 SH       DEFINED 34               0        0      400
TIFFANY & CO NEW               COM              886547108     5339    138358 SH       DEFINED 37 03       118358        0    20000
TIMBERLAND CO                  CL A             887100105    66793   1629100 SH       DEFINED 02 09 13         0        0  1629100
TIMBERLAND CO                  CL A             887100105     3086     75280 SH       DEFINED 26 28 30         0        0    75280
TIMBERLAND CO                  CL A             887100105        4       110 SH       DEFINED 03             110        0        0
TIMBERLINE SOFTWARE CORP       COM              887134104     2616    436100 SH       DEFINED 07               0        0   436100
TIME WARNER INC                COM              887315109    96166   1228962 SH       DEFINED 02 04 05         0        0  1228962
TIME WARNER INC                COM              887315109   187715   2398915 SH       DEFINED 06 07 09         0        0  2398915
TIME WARNER INC                COM              887315109  1619106  20691454 SH       DEFINED 10 12 13         0        0 20691454
TIME WARNER INC                COM              887315109   600345   7672153 SH       DEFINED 15 16 19         0        0  7672153
TIME WARNER INC                COM              887315109   203421   2599640 SH       DEFINED 20 22 23         0        0  2599640
TIME WARNER INC                COM              887315109   245465   3136936 SH       DEFINED 26 27 28         0        0  3136936
TIME WARNER INC                COM              887315109    16980    217005 SH       DEFINED 30 32 34         0        0   217005
TIME WARNER INC                COM              887315109   191492   2447046 SH       DEFINED 37 03      1999527        0   447519
TIME WARNER TELECOM INC        CL A             887319101    79585   1647300 SH       DEFINED 02 07 11         0        0  1647300
TIME WARNER TELECOM INC        CL A             887319101    54170   1121260 SH       DEFINED 13 15 16         0        0  1121260
TIME WARNER TELECOM INC        CL A             887319101    39263    812690 SH       DEFINED 19 22 23         0        0   812690
TIME WARNER TELECOM INC        CL A             887319101    42128    872000 SH       DEFINED 28 34            0        0   872000
TIME WARNER TELECOM INC        CL A             887319101    20305    420300 SH       DEFINED 03          330700        0    89600
TIMKEN CO                      COM              887389104      651     47582 SH       DEFINED 03           47582        0        0
TITAN CORP                     COM              888266103     2229    135100 SH       DEFINED 06 15            0        0   135100
TITAN CORP                     COM              888266103     3941    238650 SH       DEFINED 37 03       234550        0     4100
TITAN PHARMACEUTICALS INC DEL  COM              888314101    32883    505900 SH       DEFINED 06 09 15         0        0   505900
TITAN PHARMACEUTICALS INC DEL  COM              888314101    19708    303200 SH       DEFINED 20 28 30         0        0   303200
TITAN PHARMACEUTICALS INC DEL  COM              888314101     3146     48400 SH       DEFINED 32               0        0    48400
TITAN PHARMACEUTICALS INC DEL  COM              888314101       11       170 SH       DEFINED 03             170        0        0
TIVO INC                       COM              888706108    10152    524000 SH       DEFINED 09 13 28         0        0   524000
TIVO INC                       COM              888706108      220     11400 SH       DEFINED 30               0        0    11400
TIVO INC                       COM              888706108        2       150 SH       DEFINED 03             150        0        0
TOLL BROTHERS INC              COM              889478103      261      7600 SH       DEFINED 02 26            0        0     7600
TOLLGRADE COMMUNICATIONS INC   COM              889542106    19142    137900 SH       DEFINED 02 09 26         0        0   137900
TOLLGRADE COMMUNICATIONS INC   COM              889542106     5011     36100 SH       DEFINED 28 30 32         0        0    36100
TOLLGRADE COMMUNICATIONS INC   COM              889542106        5        40 SH       DEFINED 03              40        0        0
TOO INC                        COM              890333107       11       490 SH       DEFINED 02               0        0      490
TOOTSIE ROLL INDS INC          COM              890516107     2781     70878 SH       DEFINED 02 13 15         0        0    70878
TOOTSIE ROLL INDS INC          COM              890516107     1772     45150 SH       DEFINED 26               0        0    45150
TOOTSIE ROLL INDS INC          COM              890516107     2440     62189 SH       DEFINED 37 03        62189        0        0
TOPPS INC                      COM              890786106     1223    133200 SH       DEFINED 02 07            0        0   133200
TOPPS INC                      COM              890786106     6462    703400 SH       DEFINED 03          703400        0        0
TORCHMARK CORP                 COM              891027104     7816    281032 SH       DEFINED 02 08 09         0        0   281032
TORCHMARK CORP                 COM              891027104     2978    107100 SH       DEFINED 28 30 34         0        0   107100
TORCHMARK CORP                 COM              891027104     2791    100360 SH       DEFINED 03          100360        0        0
TORONTO DOMINION BK ONT        COM NEW          891160509   237389   8093890 SH       DEFINED 02 07 15         0        0  8093890
TORONTO DOMINION BK ONT        COM NEW          891160509    47515   1616600 SH       DEFINED 19 21 34         0        0  1616600
TORONTO DOMINION BK ONT        COM NEW          891160509     1865     63476 SH       DEFINED 03           63476        0        0
TOSCO CORP                     COM NEW          891490302    53449   1713819 SH       DEFINED 02 09 12         0        0  1713819
TOSCO CORP                     COM NEW          891490302   182004   5835800 SH       DEFINED 13 15 20         0        0  5835800
TOSCO CORP                     COM NEW          891490302    29039    931130 SH       DEFINED 28 30 32         0        0   931130
TOSCO CORP                     COM NEW          891490302     2975     95400 SH       DEFINED 34               0        0    95400
TOSCO CORP                     COM NEW          891490302     8599    275737 SH       DEFINED 37 03       115637        0   160100
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5    15177  21566000 PRN      DEFINED 02 11 22         0        0        0
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5    32689  46450000 PRN      DEFINED 23 25 27         0        0        0
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5     9029  12830000 PRN      DEFINED 28 32 36         0        0        0
TOTAL RENAL CARE HLDGS INC     SB NT CV144A7%09 89151AAA5     6390   9080000 PRN      DEFINED 03               0        0        0
TOTAL RENAL CARE HLDGS INC     SUB NT CONV 7%09 89151AAC1     6383   9070000 PRN      DEFINED 02 22 23         0        0        0
TOTAL RENAL CARE HLDGS INC     SUB NT CONV 7%09 89151AAC1    21291  30255000 PRN      DEFINED 25 27 28         0        0        0
TOTAL RENAL CARE HLDGS INC     SUB NT CONV 7%09 89151AAC1     5461   7760000 PRN      DEFINED 32 36            0        0        0
TOTAL RENAL CARE HLDGS INC     SUB NT CONV 7%09 89151AAC1    10521  14950000 PRN      DEFINED 03               0        0        0
TOTAL RENAL CARE HLDGS INC     COM              89151A107     2362    315000 SH       DEFINED 02 26 27         0        0   315000
TOTAL FINA ELF S A             SPONSORED ADR    89151E109   502201   6838484 SH       DEFINED 02 07 09         0        0  6838484
TOTAL FINA ELF S A             SPONSORED ADR    89151E109   136412   1857535 SH       DEFINED 15 19 20         0        0  1857535
TOTAL FINA ELF S A             SPONSORED ADR    89151E109   304432   4145468 SH       DEFINED 21 22 23         0        0  4145468
TOTAL FINA ELF S A             SPONSORED ADR    89151E109    80892   1101516 SH       DEFINED 27 28 30         0        0  1101516
TOTAL FINA ELF S A             SPONSORED ADR    89151E109    29998    408493 SH       DEFINED 32 34            0        0   408493
TOTAL FINA ELF S A             SPONSORED ADR    89151E109    37393    509175 SH       DEFINED 37 03       216279        0   292896
TOWER AUTOMOTIVE INC           COM              891707101      539     57500 SH       DEFINED 03           57500        0        0
TOWN & CTRY TR                 SH BEN INT       892081100      774     43000 SH       DEFINED 09               0        0    43000
TOYOTA MOTOR CORP              SP ADR REP2COM   892331307       46       600 SH       DEFINED 37             600        0        0
TOYS R US INC                  COM              892335100       19      1220 SH       DEFINED 02               0        0     1220
TOYS R US INC                  COM              892335100     2750    169244 SH       DEFINED 03          169244        0        0
TRAMMELL CROW CO               COM              89288R106     2383    158900 SH       DEFINED 35               0        0   158900
TRAMMELL CROW CO               COM              89288R106     2917    194500 SH       DEFINED 03          194500        0        0
TRANS LUX CORP                 SUB NT CV 7.5%06 893247AD8      395    500000 PRN      DEFINED 07               0        0        0
TRANSATLANTIC HLDGS INC        COM              893521104     1221     13200 SH       DEFINED 15               0        0    13200
TRANSCANADA PIPELINES LTD      COM              893526103     3104    330200 SH       DEFINED 02 15            0        0   330200
TRANSGENOMIC INC               COM              89365K206       47      2100 SH       DEFINED 15               0        0     2100
TRANSGENE S A                  SPONSORED ADR    89365U105    10092    815579 SH       DEFINED 02 21            0        0   815579
TRANSPORTACION MARITIMA MEXICA ADR SER L SH     893868208     5388    633900 SH       DEFINED 19 21            0        0   633900
TRANSPORTACION MARITIMA MEXICA SPON ADR A       893868307     8190   1040000 SH       DEFINED 19 21            0        0  1040000
TRANSPRO INC                   COM              893885103     2313    660925 SH       DEFINED 07               0        0   660925
TRAVELOCITY COM INC            COM              893953109    14960   1054476 SH       DEFINED 12 15 21         0        0  1054476
TRAVELOCITY COM INC            COM              893953109    13681    964300 SH       DEFINED 22 28 29         0        0   964300
TRAVELOCITY COM INC            COM              893953109     2102    148200 SH       DEFINED 03          148200        0        0
TRANSWITCH CORP                NT CV 144A4.5%05 894065AA9    23275  19000000 PRN      DEFINED 11               0        0        0
TRANSWITCH CORP                COM              894065101    27947    438390 SH       DEFINED 09 15 28         0        0   438390
TRANSWITCH CORP                COM              894065101     1332     20900 SH       DEFINED 30               0        0    20900
TRANSWITCH CORP                COM              894065101        9       150 SH       DEFINED 03             150        0        0
TREDEGAR CORP                  COM              894650100      417     24100 SH       DEFINED 03           24100        0        0
TRENDWEST RESORTS INC          COM              894917103      598     36000 SH       DEFINED 26               0        0    36000
TREX INC                       COM              89531P105     3798    125301 SH       DEFINED 09 15 28         0        0   125301
TREX INC                       COM              89531P105      233      7700 SH       DEFINED 30               0        0     7700
TREX INC                       COM              89531P105        1        40 SH       DEFINED 03              40        0        0
TRI CONTL CORP                 COM              895436103      290     10985 SH       DEFINED 37           10985        0        0
TRIAD HOSPITALS INC            COM              89579K109     2875     97900 SH       DEFINED 12 13 15         0        0    97900
TRIAD HOSPITALS INC            COM              89579K109     4702    160100 SH       DEFINED 26 28            0        0   160100
TRIAD HOSPITALS INC            COM              89579K109     2612     88939 SH       DEFINED 37 03        88939        0        0
TRIAD GTY INC                  COM              895925105     9817    330000 SH       DEFINED 07               0        0   330000
TRICON GLOBAL RESTAURANTS      COM              895953107    70167   2291180 SH       DEFINED 02 15 16         0        0  2291180
TRICON GLOBAL RESTAURANTS      COM              895953107     4204    137300 SH       DEFINED 28               0        0   137300
TRICON GLOBAL RESTAURANTS      COM              895953107     3554    116101 SH       DEFINED 37 03       116101        0        0
TRIBUNE CO NEW                 COM              896047107   116786   2677052 SH       DEFINED 08 10 11         0        0  2677052
TRIBUNE CO NEW                 COM              896047107     5727    131300 SH       DEFINED 15               0        0   131300
TRIBUNE CO NEW                 COM              896047107    12344    283005 SH       DEFINED 37 03       273705        0     9300
TRICO MARINE SERVICES INC      COM              896106101     1587    100000 SH       DEFINED 28               0        0   100000
TRICOM SA                      SPON ADR REP A   89612A100    12030    788900 SH       DEFINED 09 15 34         0        0   788900
TRIGON HEALTHCARE INC          COM              89618L100    45976    874700 SH       DEFINED 02 09 13         0        0   874700
TRIGON HEALTHCARE INC          COM              89618L100    16706    317850 SH       DEFINED 15 20 26         0        0   317850
TRIGON HEALTHCARE INC          COM              89618L100    18059    343590 SH       DEFINED 28 30 32         0        0   343590
TRIGON HEALTHCARE INC          COM              89618L100     3437     65400 SH       DEFINED 34               0        0    65400
TRIGON HEALTHCARE INC          COM              89618L100    28495    542130 SH       DEFINED 03          542130        0        0
TRIMBLE NAVIGATION LTD         COM              896239100    11281    504200 SH       DEFINED 13 15            0        0   504200
TRIMERIS INC                   COM              896263100     3657     52300 SH       DEFINED 26               0        0    52300
TRINITY INDS INC               COM              896522109     6907    295500 SH       DEFINED 28               0        0   295500
TRIQUINT SEMICONDUCTOR INC     SUB NT CV   4%07 89674KAB9     8255  10500000 PRN      DEFINED 11               0        0        0
TRIQUINT SEMICONDUCTOR INC     COM              89674K103        0        20 SH       DEFINED 15               0        0       20
TRITEL INC                     CL A             89675X104    10126    707500 SH       DEFINED 05 06            0        0   707500
TRITON PCS HLDGS INC           CL A             89677M106     1880     68370 SH       DEFINED 02 13 15         0        0    68370
TRITON PCS HLDGS INC           CL A             89677M106    29755   1082010 SH       DEFINED 20 32            0        0  1082010
TRITON PCS HLDGS INC           CL A             89677M106     4375    159100 SH       DEFINED 03          159100        0        0
TRITON NETWORK SYS INC         COM              896775103    11615    885000 SH       DEFINED 13               0        0   885000
TRIZETTO GROUP INC             COM              896882107       82      5300 SH       DEFINED 15               0        0     5300
TRIZEC HAHN CORP               SUB VTG          896938107     3513    208000 SH       DEFINED 19 21            0        0   208000
TROPICAL SPORTSWEAR INTL CORP  COM              89708P102     3315    195000 SH       DEFINED 26               0        0   195000
TRUE NORTH COMMUNICATIONS INC  COM              897844106    26555    742800 SH       DEFINED 02 07 09         0        0   742800
TRUE NORTH COMMUNICATIONS INC  COM              897844106    49774   1392301 SH       DEFINED 11 15 28         0        0  1392301
TRUE NORTH COMMUNICATIONS INC  COM              897844106     1676     46900 SH       DEFINED 30 34            0        0    46900
TRUE NORTH COMMUNICATIONS INC  COM              897844106    19115    534710 SH       DEFINED 03          503410        0    31300
TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506     6758    403485 SH       DEFINED 02 07 12         0        0   403485
TUBOS DE ACERO DE MEXICO S A   ADR NEW          898592506     3954    236100 SH       DEFINED 21               0        0   236100
TUCKER ANTHONY SUTRO           COM              898647102     2649    104400 SH       DEFINED 26               0        0   104400
TUESDAY MORNING CORP           COM NEW          899035505     6992    895000 SH       DEFINED 20 32            0        0   895000
TULARIK INC                    COM              899165104    26400    800000 SH       DEFINED 13 15            0        0   800000
TUMBLEWEED COMMUNICATIONS CORP COM              899690101    65688   1288000 SH       DEFINED 02 11 12         0        0  1288000
TUMBLEWEED COMMUNICATIONS CORP COM              899690101    43003    843200 SH       DEFINED 13 15 26         0        0   843200
TUMBLEWEED COMMUNICATIONS CORP COM              899690101    61317   1202300 SH       DEFINED 28 34            0        0  1202300
TUMBLEWEED COMMUNICATIONS CORP COM              899690101    10857    212900 SH       DEFINED 03          212900        0        0
TUPPERWARE CORP                COM              899896104    71930   3996150 SH       DEFINED 02 05 13         0        0  3996150
TUPPERWARE CORP                COM              899896104     8300    461150 SH       DEFINED 15 18 26         0        0   461150
TUPPERWARE CORP                COM              899896104      945     52500 SH       DEFINED 28 34            0        0    52500
TUPPERWARE CORP                COM              899896104     4215    234208 SH       DEFINED 03          148208        0    86000
TURKCELL ILETISIM HIZMETLERI   SPONSORED ADR    900111105     1285    116900 SH       DEFINED 02 21            0        0   116900
TURNSTONE SYSTEMS INC          COM              900423104    10712    230800 SH       DEFINED 02 06 34         0        0   230800
TURNSTONE SYSTEMS INC          COM              900423104      547     11800 SH       DEFINED 03            5000        0     6800
TUT SYSTEMS                    COM              901103101     3354     38870 SH       DEFINED 02 15 26         0        0    38870
TUT SYSTEMS                    COM              901103101    21578    250000 SH       DEFINED 28               0        0   250000
TUT SYSTEMS                    COM              901103101      163      1900 SH       DEFINED 03            1900        0        0
TV AZTECA S A DE C V           SPONSORED ADR    901145102    30640   2379825 SH       DEFINED 02 07 13         0        0  2379825
TV AZTECA S A DE C V           SPONSORED ADR    901145102   116444   9044240 SH       DEFINED 19 21 22         0        0  9044240
TV AZTECA S A DE C V           SPONSORED ADR    901145102     2902    225400 SH       DEFINED 26               0        0   225400
TV AZTECA S A DE C V           SPONSORED ADR    901145102    10516    816800 SH       DEFINED 03          507800        0   309000
TWIN DISC INC                  COM              901476101     4406    263100 SH       DEFINED 07               0        0   263100
TWINLAB CORP                   COM              901774109     4147    948000 SH       DEFINED 26 28            0        0   948000
TYCO INTL LTD NEW              COM              902124106    66747   1286700 SH       DEFINED 02 04 05         0        0  1286700
TYCO INTL LTD NEW              COM              902124106   741263  14289424 SH       DEFINED 06 07 09         0        0 14289424
TYCO INTL LTD NEW              COM              902124106  2167784  41788612 SH       DEFINED 10 11 12         0        0 41788612
TYCO INTL LTD NEW              COM              902124106  1072917  20682756 SH       DEFINED 13 15 16         0        0 20682756
TYCO INTL LTD NEW              COM              902124106   150975   2910380 SH       DEFINED 18 19 20         0        0  2910380
TYCO INTL LTD NEW              COM              902124106   248369   4787846 SH       DEFINED 21 22 23         0        0  4787846
TYCO INTL LTD NEW              COM              902124106   231732   4467126 SH       DEFINED 27 28 29         0        0  4467126
TYCO INTL LTD NEW              COM              902124106    56385   1086940 SH       DEFINED 30 32 34         0        0  1086940
TYCO INTL LTD NEW              COM              902124106   209368   4036005 SH       DEFINED 37 03      3368603        0   667402
UAL CORP                       COM PAR $0.01    902549500      294      7000 SH       DEFINED 15               0        0     7000
UCBH HOLDINGS INC              COM              90262T308    23385    653000 SH       DEFINED 07               0        0   653000
UCBH HOLDINGS INC              COM              90262T308     9293    259500 SH       DEFINED 03          259500        0        0
UGI CORP NEW                   COM              902681105     4090    168700 SH       DEFINED 03          168700        0        0
UICI                           COM              902737105    15598   2228400 SH       DEFINED 07               0        0  2228400
UIL HLDG CORP                  COM              902748102     2510     48800 SH       DEFINED 12 26 28         0        0    48800
USX MARATHON GROUP             COM NEW          902905827   164288   5789900 SH       DEFINED 02 07 09         0        0  5789900
USX MARATHON GROUP             COM NEW          902905827    25707    906000 SH       DEFINED 10 12 15         0        0   906000
USX MARATHON GROUP             COM NEW          902905827   140833   4963300 SH       DEFINED 16 22 23         0        0  4963300
USX MARATHON GROUP             COM NEW          902905827     4585    161590 SH       DEFINED 28 30 34         0        0   161590
USX MARATHON GROUP             COM NEW          902905827    40827   1438846 SH       DEFINED 37 03       968446        0   470400
UST INC                        COM              902911106    97113   4245400 SH       DEFINED 05 06 11         0        0  4245400
UST INC                        COM              902911106     5703    249340 SH       DEFINED 22 28            0        0   249340
UST INC                        COM              902911106     3880    169623 SH       DEFINED 03          161623        0     8000
US BANCORP DEL                 COM              902973106   144429   6348531 SH       DEFINED 02 07 09         0        0  6348531
US BANCORP DEL                 COM              902973106   213260   9374089 SH       DEFINED 10 13 15         0        0  9374089
US BANCORP DEL                 COM              902973106    69108   3037744 SH       DEFINED 22 34            0        0  3037744
US BANCORP DEL                 COM              902973106    23406   1028896 SH       DEFINED 37 03       869996        0   158900
USA NETWORKS INC               COM              902984103    38774   1767500 SH       DEFINED 09 10 12         0        0  1767500
USA NETWORKS INC               COM              902984103    65586   2989700 SH       DEFINED 13 15 28         0        0  2989700
USA NETWORKS INC               COM              902984103      427     19500 SH       DEFINED 30               0        0    19500
USA NETWORKS INC               COM              902984103      199      9080 SH       DEFINED 03            9080        0        0
URS CORP NEW                   COM              903236107    18295   1380800 SH       DEFINED 07               0        0  1380800
URS CORP NEW                   COM              903236107     4736    357500 SH       DEFINED 03          357500        0        0
U S CAN CORP                   COM              90328W105     7506    378900 SH       DEFINED 03          378900        0        0
U S G CORP                     COM NEW          903293405       51      2060 SH       DEFINED 15 34            0        0     2060
USEC INC                       COM              90333E108    34000   8000000 SH       DEFINED 07               0        0  8000000
U S AGGREGATES INC             COM              90334D109     4778    288500 SH       DEFINED 26 28            0        0   288500
USX-U S STL                    COM              90337T101       54      3590 SH       DEFINED 15 34            0        0     3590
USX-U S STL                    COM              90337T101     1478     97348 SH       DEFINED 03           97348        0        0
US ONCOLOGY INC                COM              90338W103     2039    450000 SH       DEFINED 07               0        0   450000
UTI ENERGY CORP                COM              903387108     4194     94001 SH       DEFINED 26 34            0        0    94001
ULTIMATE ELECTRS INC           COM              903849107     5041    122600 SH       DEFINED 02 13 15         0        0   122600
ULTIMATE ELECTRS INC           COM              903849107    24125    586630 SH       DEFINED 26               0        0   586630
ULTIMATE ELECTRS INC           COM              903849107    23836    579600 SH       DEFINED 03          579600        0        0
USA ED INC                     COM              90390U102    63311   1313850 SH       DEFINED 02 09 15         0        0  1313850
USA ED INC                     COM              90390U102   590925  12263050 SH       DEFINED 16 21 22         0        0 12263050
USA ED INC                     COM              90390U102    13150    272900 SH       DEFINED 23 28 29         0        0   272900
USA ED INC                     COM              90390U102    10389    215600 SH       DEFINED 30 32 34         0        0   215600
USA ED INC                     COM              90390U102    15230    316062 SH       DEFINED 37 03       149962        0   166100
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     2433     95900 SH       DEFINED 02 09 15         0        0    95900
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     2296     90500 SH       DEFINED 22 32 34         0        0    90500
ULTRAMAR DIAMOND SHAMROCK CORP COM              904000106     5826    229626 SH       DEFINED 37 03       227026        0     2600
UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT   90458E107      646     19600 SH       DEFINED 02 07 19         0        0    19600
UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT   90458E107     2422     73400 SH       DEFINED 21               0        0    73400
UNIFAB INTERNATIONAL INC       COM              90467L100     3493    274000 SH       DEFINED 07               0        0   274000
UNIFI INC                      COM              904677101    42462   4168100 SH       DEFINED 16               0        0  4168100
UNILEVER PLC                   SPON ADR NEW     904767704       27      1096 SH       DEFINED 37            1096        0        0
UNILEVER N V                   N Y SHS NEW      904784709    11004    228078 SH       DEFINED 15 18 19         0        0   228078
UNILEVER N V                   N Y SHS NEW      904784709     9650    200000 SH       DEFINED 21               0        0   200000
UNILEVER N V                   N Y SHS NEW      904784709    21563    446913 SH       DEFINED 03          446913        0        0
UNICOM CORP                    COM              904911104     4495     80000 SH       DEFINED 11 28            0        0    80000
UNICOM CORP                    COM              904911104     7841    139561 SH       DEFINED 37 03       139561        0        0
UNIGRAPHICS SOLUTIONS INC      CL A             904928108    10205    520000 SH       DEFINED 07               0        0   520000
UNIGRAPHICS SOLUTIONS INC      CL A             904928108     1601     81600 SH       DEFINED 03           81600        0        0
UNION CARBIDE CORP             COM              905581104    37643    997180 SH       DEFINED 02 05 07         0        0   997180
UNION CARBIDE CORP             COM              905581104    58148   1540350 SH       DEFINED 09 13 15         0        0  1540350
UNION CARBIDE CORP             COM              905581104    55530   1471000 SH       DEFINED 16 22 26         0        0  1471000
UNION CARBIDE CORP             COM              905581104     1211     32100 SH       DEFINED 28 34            0        0    32100
UNION CARBIDE CORP             COM              905581104    22945    607844 SH       DEFINED 37 03       520244        0    87600
UNION PAC CORP                 COM              907818108    93594   2407580 SH       DEFINED 02 06 07         0        0  2407580
UNION PAC CORP                 COM              907818108    39216   1008790 SH       DEFINED 08 09 11         0        0  1008790
UNION PAC CORP                 COM              907818108    10004    257340 SH       DEFINED 12 13 15         0        0   257340
UNION PAC CORP                 COM              907818108    17405    447720 SH       DEFINED 18 19 21         0        0   447720
UNION PAC CORP                 COM              907818108   109479   2816200 SH       DEFINED 22 23 27         0        0  2816200
UNION PAC CORP                 COM              907818108    39360   1012500 SH       DEFINED 28 29 30         0        0  1012500
UNION PAC CORP                 COM              907818108      492     12660 SH       DEFINED 31 34            0        0    12660
UNION PAC CORP                 COM              907818108    29968    770871 SH       DEFINED 37 03       645571        0   125300
UNION PLANTERS CORP            COM              908068109     1653     50000 SH       DEFINED 15               0        0    50000
UNION PLANTERS CORP            COM              908068109     3648    110310 SH       DEFINED 37 03       110310        0        0
UNIONBANCAL CORP               COM              908906100     1298     55693 SH       DEFINED 02 12 15         0        0    55693
UNIONBANCAL CORP               COM              908906100      941     40378 SH       DEFINED 34               0        0    40378
UNIONBANCAL CORP               COM              908906100       35      1455 SH       DEFINED 37            1455        0        0
UNISOURCE ENERGY CORP          COM              909205106     7170    437900 SH       DEFINED 12 26 28         0        0   437900
UNISYS CORP                    COM              909214108   100857   8965080 SH       DEFINED 06 07 09         0        0  8965080
UNISYS CORP                    COM              909214108    39936   3549917 SH       DEFINED 12 15 22         0        0  3549917
UNISYS CORP                    COM              909214108     9359    831954 SH       DEFINED 03          375137        0   456817
UNIT CORP                      COM              909218109      553     37500 SH       DEFINED 15               0        0    37500
UNITED DOMINION INDS LTD       COM              909914103      122      5160 SH       DEFINED 02 07            0        0     5160
UNITED DOMINION INDS LTD       COM              909914103      267     11290 SH       DEFINED 03           11290        0        0
UNITED PAN-EUROPE COMMUNCTN NV SPON ADR A SHS   911300200     7075    364000 SH       DEFINED 19 21            0        0   364000
UNITED PARCEL SERVICE INC      CL B             911312106    25678    455500 SH       DEFINED 05 11 12         0        0   455500
UNITED PARCEL SERVICE INC      CL B             911312106    25301    448800 SH       DEFINED 15 20 26         0        0   448800
UNITED PARCEL SERVICE INC      CL B             911312106     6330    112300 SH       DEFINED 28 32            0        0   112300
UNITED PARCEL SERVICE INC      CL B             911312106     7712    136800 SH       DEFINED 03           84200        0    52600
UNITED RENTALS INC             COM              911363109       67      2800 SH       DEFINED 15               0        0     2800
UNITED RETAIL GROUP INC        COM              911380103     6176   1123000 SH       DEFINED 07 26            0        0  1123000
UNITED RETAIL GROUP INC        COM              911380103     1510    274600 SH       DEFINED 03          274600        0        0
UNITED STATES CELLULAR CORP    LYON ZERO     15 911684AA6     3813   5800000 PRN      DEFINED 11               0        0        0
UNITED STATES CELLULAR CORP    COM              911684108       14       200 SH       DEFINED 37             200        0        0
US AIRWAYS GROUP INC           COM              911905107      459     15100 SH       DEFINED 15               0        0    15100
US AIRWAYS GROUP INC           COM              911905107     1584     52042 SH       DEFINED 03           52042        0        0
UNITED TECHNOLOGIES CORP       COM              913017109    77474   1118772 SH       DEFINED 02 04 05         0        0  1118772
UNITED TECHNOLOGIES CORP       COM              913017109   179389   2590464 SH       DEFINED 06 07 08         0        0  2590464
UNITED TECHNOLOGIES CORP       COM              913017109   562301   8119880 SH       DEFINED 09 10 11         0        0  8119880
UNITED TECHNOLOGIES CORP       COM              913017109   215436   3111001 SH       DEFINED 12 15 16         0        0  3111001
UNITED TECHNOLOGIES CORP       COM              913017109    25993    375360 SH       DEFINED 18 19 20         0        0   375360
UNITED TECHNOLOGIES CORP       COM              913017109   262606   3792156 SH       DEFINED 22 23 26         0        0  3792156
UNITED TECHNOLOGIES CORP       COM              913017109    76435   1103764 SH       DEFINED 28 30 31         0        0  1103764
UNITED TECHNOLOGIES CORP       COM              913017109    26870    388018 SH       DEFINED 32 34            0        0   388018
UNITED TECHNOLOGIES CORP       COM              913017109   156211   2255648 SH       DEFINED 37 03      1934648        0   321000
UNITED THERAPEUTICS CORP DEL   COM              91307C102     8195     93800 SH       DEFINED 09 28 30         0        0    93800
UNITED THERAPEUTICS CORP DEL   COM              91307C102       13       150 SH       DEFINED 03             150        0        0
UNITED WIS SVCS INC NEW        COM              913238101      618    123700 SH       DEFINED 07               0        0   123700
UNITEDHEALTH GROUP INC         COM              91324P102   410089   4152800 SH       DEFINED 02 09 10         0        0  4152800
UNITEDHEALTH GROUP INC         COM              91324P102   165495   1675900 SH       DEFINED 11 12 13         0        0  1675900
UNITEDHEALTH GROUP INC         COM              91324P102   314724   3187080 SH       DEFINED 15 16 19         0        0  3187080
UNITEDHEALTH GROUP INC         COM              91324P102   209735   2123900 SH       DEFINED 20 23 28         0        0  2123900
UNITEDHEALTH GROUP INC         COM              91324P102    88164    892800 SH       DEFINED 30 32 34         0        0   892800
UNITEDHEALTH GROUP INC         COM              91324P102    56136    568457 SH       DEFINED 37 03       480557        0    87900
UNITEDGLOBALCOM                CL A             913247508   234159   7805300 SH       DEFINED 02 10 13         0        0  7805300
UNITEDGLOBALCOM                CL A             913247508    10221    340700 SH       DEFINED 15 19 21         0        0   340700
UNITEDGLOBALCOM                CL A             913247508    50862   1695400 SH       DEFINED 22 28 34         0        0  1695400
UNITEDGLOBALCOM                CL A             913247508      234      7800 SH       DEFINED 37 03         7800        0        0
UNITEDGLOBALCOM                PFD D DEP1/20    913247805     4003    122000 SH       DEFINED 11               0        0   122000
UNIVERSAL ACCESS INC           COM              913363107    14131   1202700 SH       DEFINED 09 15 16         0        0  1202700
UNIVERSAL ACCESS INC           COM              913363107     1164     99100 SH       DEFINED 34               0        0    99100
UNIVERSAL ACCESS INC           COM              913363107     1587    135100 SH       DEFINED 03          135000        0      100
UNIVERSAL ELECTRS INC          COM              913483103     1422     58800 SH       DEFINED 26               0        0    58800
UNIVERSAL FOODS CORP           COM              913538104      181      8900 SH       DEFINED 15               0        0     8900
UNIVERSAL HLTH SVCS INC        CL B             913903100   124353   1452300 SH       DEFINED 02 07 12         0        0  1452300
UNIVERSAL HLTH SVCS INC        CL B             913903100    19436    227000 SH       DEFINED 13 15 23         0        0   227000
UNIVERSAL HLTH SVCS INC        CL B             913903100     6370     74400 SH       DEFINED 26 32 34         0        0    74400
UNIVERSAL HLTH SVCS INC        CL B             913903100    26055    304300 SH       DEFINED 03          304300        0        0
UNIVISION COMMUNICATIONS INC   CL A             914906102    47170   1262100 SH       DEFINED 02 05 09         0        0  1262100
UNIVISION COMMUNICATIONS INC   CL A             914906102    52997   1418000 SH       DEFINED 10 12 13         0        0  1418000
UNIVISION COMMUNICATIONS INC   CL A             914906102    14038    375600 SH       DEFINED 15 16 26         0        0   375600
UNIVISION COMMUNICATIONS INC   CL A             914906102   102734   2748760 SH       DEFINED 28 30 34         0        0  2748760
UNIVISION COMMUNICATIONS INC   CL A             914906102     7977    213446 SH       DEFINED 37 03        99346        0   114100
UNOCAL CORP                    COM              915289102     2523     71200 SH       DEFINED 15               0        0    71200
UNOCAL CORP                    COM              915289102     6807    192118 SH       DEFINED 37 03       192118        0        0
UNOVA INC                      COM              91529B106    28156   7150900 SH       DEFINED 12 18 03         0        0  7150900
UNUMPROVIDENT CORP             COM              91529Y106   133290   4891400 SH       DEFINED 02 07 09         0        0  4891400
UNUMPROVIDENT CORP             COM              91529Y106   122252   4486335 SH       DEFINED 10 12 15         0        0  4486335
UNUMPROVIDENT CORP             COM              91529Y106    16332    599340 SH       DEFINED 16 19 21         0        0   599340
UNUMPROVIDENT CORP             COM              91529Y106    65261   2394900 SH       DEFINED 22 23 28         0        0  2394900
UNUMPROVIDENT CORP             COM              91529Y106     3022    110900 SH       DEFINED 30 34            0        0   110900
UNUMPROVIDENT CORP             COM              91529Y106    47534   1744437 SH       DEFINED 37 03      1375637        0   368800
USFREIGHTWAYS CORP             COM              916906100    26411   1164130 SH       DEFINED 07 15 28         0        0  1164130
USFREIGHTWAYS CORP             COM              916906100        9       400 SH       DEFINED 34               0        0      400
USFREIGHTWAYS CORP             COM              916906100     6506    286800 SH       DEFINED 03          286800        0        0
URBAN OUTFITTERS INC           COM              917047102      311     30000 SH       DEFINED 28               0        0    30000
URBAN SHOPPING CTRS INC        COM              917060105    24529    516400 SH       DEFINED 16               0        0   516400
UTAH MED PRODS INC             COM              917488108     5596    758800 SH       DEFINED 07               0        0   758800
UTILICORP UTD INC              COM              918005109    25435    983000 SH       DEFINED 09 11 28         0        0   983000
UTILICORP UTD INC              COM              918005109      975     37700 SH       DEFINED 30               0        0    37700
UTILICORP UTD INC              COM              918005109     2369     91586 SH       DEFINED 37 03        76786        0    14800
UTSTARCOM INC                  COM              918076100    14375    686600 SH       DEFINED 05 26 28         0        0   686600
UTSTARCOM INC                  COM              918076100     4283    204600 SH       DEFINED 03          105700        0    98900
VA LINUX SYSTEMS INC           COM              91819B105   107688   2328400 SH       DEFINED 13 20 23         0        0  2328400
VA LINUX SYSTEMS INC           COM              91819B105     7857    169900 SH       DEFINED 28 32            0        0   169900
V F CORP                       COM              918204108     2207     89407 SH       DEFINED 03           89407        0        0
VYYO INC                       COM              918458100    36777   1225900 SH       DEFINED 09 13 20         0        0  1225900
VYYO INC                       COM              918458100     8988    299600 SH       DEFINED 26 28 30         0        0   299600
VYYO INC                       COM              918458100      387     12900 SH       DEFINED 32               0        0    12900
VYYO INC                       COM              918458100       11       390 SH       DEFINED 03             390        0        0
VALASSIS COMMUNICATIONS INC    COM              918866104    11125    500000 SH       DEFINED 07               0        0   500000
VALENCE TECHNOLOGY INC         COM              918914102        9       500 SH       DEFINED 37             500        0        0
VALERO ENERGY CORP NEW         COM              91913Y100    74741   2124100 SH       DEFINED 02 09 13         0        0  2124100
VALERO ENERGY CORP NEW         COM              91913Y100     7589    215700 SH       DEFINED 15 26 28         0        0   215700
VALERO ENERGY CORP NEW         COM              91913Y100     4204    119500 SH       DEFINED 30 32 34         0        0   119500
VALERO ENERGY CORP NEW         COM              91913Y100       13       370 SH       DEFINED 03             370        0        0
VALSPAR CORP                   COM              920355104     4374    190300 SH       DEFINED 20 32            0        0   190300
VANS INC                       COM              921930103        9       650 SH       DEFINED 02               0        0      650
VANS INC                       COM              921930103     8419    547600 SH       DEFINED 03          547600        0        0
VARCO INTL INC DEL             COM              922122106    13674    657050 SH       DEFINED 02 04 07         0        0   657050
VARCO INTL INC DEL             COM              922122106    56640   2721465 SH       DEFINED 09 15 22         0        0  2721465
VARCO INTL INC DEL             COM              922122106    29808   1432243 SH       DEFINED 28 30 34         0        0  1432243
VARCO INTL INC DEL             COM              922122106    10321    495976 SH       DEFINED 37 03       495976        0        0
VARIAN MED SYS INC             COM              92220P105    59308   1312500 SH       DEFINED 12 15 20         0        0  1312500
VARIAN MED SYS INC             COM              92220P105    12932    286200 SH       DEFINED 32               0        0   286200
VARIAN INC                     COM              922206107    23120    536900 SH       DEFINED 02 04 09         0        0   536900
VARIAN INC                     COM              922206107    29420    683200 SH       DEFINED 12 13 15         0        0   683200
VARIAN INC                     COM              922206107    36801    854600 SH       DEFINED 22 26 28         0        0   854600
VARIAN INC                     COM              922206107      531     12350 SH       DEFINED 30               0        0    12350
VARIAN INC                     COM              922206107    21355    495910 SH       DEFINED 03          495910        0        0
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105    26350    703850 SH       DEFINED 02 12 15         0        0   703850
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105    11530    308000 SH       DEFINED 26 28 34         0        0   308000
VARIAN SEMICONDUCTOR EQUIPMNT  COM              922207105    10008    267350 SH       DEFINED 03          267350        0        0
VASTAR RES INC                 COM              922380100       83      1000 SH       DEFINED 37            1000        0        0
VAXGEN INC                     COM NEW          922390208     1313     56200 SH       DEFINED 26               0        0    56200
VEECO INSTRS INC DEL           COM              922417100     4410     41500 SH       DEFINED 02 26 34         0        0    41500
VENTAS INC                     COM              92276F100     3215    643000 SH       DEFINED 35               0        0   643000
VENTAS INC                     COM              92276F100     4322    864500 SH       DEFINED 03          864500        0        0
VENTRO CORP                    COM              922815105       18      1700 SH       DEFINED 15               0        0     1700
VENATOR GROUP INC              COM              922944103   114644   9264200 SH       DEFINED 02 09 13         0        0  9264200
VENATOR GROUP INC              COM              922944103    37249   3010090 SH       DEFINED 15 23 26         0        0  3010090
VENATOR GROUP INC              COM              922944103    10545    852200 SH       DEFINED 28 30 32         0        0   852200
VENATOR GROUP INC              COM              922944103       32      2600 SH       DEFINED 34               0        0     2600
VENATOR GROUP INC              COM              922944103    13985   1130140 SH       DEFINED 03         1130140        0        0
VERITY INC                     COM              92343C106     3914    109700 SH       DEFINED 12 32            0        0   109700
VERISIGN INC                   COM              92343E102   108923    537727 SH       DEFINED 02 04 05         0        0   537727
VERISIGN INC                   COM              92343E102   305787   1509595 SH       DEFINED 06 07 11         0        0  1509595
VERISIGN INC                   COM              92343E102  1023640   5053454 SH       DEFINED 13 15 16         0        0  5053454
VERISIGN INC                   COM              92343E102   125469    619410 SH       DEFINED 19 20 21         0        0   619410
VERISIGN INC                   COM              92343E102   162051    800007 SH       DEFINED 22 23 26         0        0   800007
VERISIGN INC                   COM              92343E102   238930   1179538 SH       DEFINED 27 28 29         0        0  1179538
VERISIGN INC                   COM              92343E102    80706    398429 SH       DEFINED 30 32 34         0        0   398429
VERISIGN INC                   COM              92343E102    86335    426215 SH       DEFINED 03          217630        0   208585
VERITAS DGC INC                COM              92343P107    23908    826200 SH       DEFINED 09 28 30         0        0   826200
VERITAS DGC INC                COM              92343P107       13       450 SH       DEFINED 03             450        0        0
VERIZON COMMUNICATIONS         COM              92343V104   271068   5596244 SH       DEFINED 02 07 09         0        0  5596244
VERIZON COMMUNICATIONS         COM              92343V104  1047868  21633410 SH       DEFINED 10 15 16         0        0 21633410
VERIZON COMMUNICATIONS         COM              92343V104   160483   3313202 SH       DEFINED 18 22 23         0        0  3313202
VERIZON COMMUNICATIONS         COM              92343V104     8407    173580 SH       DEFINED 27 28 30         0        0   173580
VERIZON COMMUNICATIONS         COM              92343V104    32094    662603 SH       DEFINED 31 32 34         0        0   662603
VERIZON COMMUNICATIONS         COM              92343V104   123817   2557283 SH       DEFINED 37 03      2356137        0   201146
VERITAS SOFTWARE CO            COM              923436109   184191   1297125 SH       DEFINED 02 04 05         0        0  1297125
VERITAS SOFTWARE CO            COM              923436109   311280   2192118 SH       DEFINED 06 09 10         0        0  2192118
VERITAS SOFTWARE CO            COM              923436109   331981   2337900 SH       DEFINED 11 12 13         0        0  2337900
VERITAS SOFTWARE CO            COM              923436109   407989   2873165 SH       DEFINED 15 16 19         0        0  2873165
VERITAS SOFTWARE CO            COM              923436109   230746   1624975 SH       DEFINED 20 21 22         0        0  1624975
VERITAS SOFTWARE CO            COM              923436109   155180   1092820 SH       DEFINED 23 26 28         0        0  1092820
VERITAS SOFTWARE CO            COM              923436109    74135    522080 SH       DEFINED 30 32 34         0        0   522080
VERITAS SOFTWARE CO            COM              923436109   337271   2374947 SH       DEFINED 37 03      2193307        0   181640
VERSICOR INC                   COM              925314106     5700    380000 SH       DEFINED 15               0        0   380000
VERTEX PHARMACEUTICALS INC     SUB NT CV 144A07 92532FAA8     7455   3420000 PRN      DEFINED 11               0        0        0
VERTEX PHARMACEUTICALS INC     COM              92532F100    66115    782430 SH       DEFINED 02 04 05         0        0   782430
VERTEX PHARMACEUTICALS INC     COM              92532F100    21682    256600 SH       DEFINED 06 09 12         0        0   256600
VERTEX PHARMACEUTICALS INC     COM              92532F100   287225   3399120 SH       DEFINED 13 15 16         0        0  3399120
VERTEX PHARMACEUTICALS INC     COM              92532F100     8438     99860 SH       DEFINED 19 21 23         0        0    99860
VERTEX PHARMACEUTICALS INC     COM              92532F100    10866    128600 SH       DEFINED 26 28 30         0        0   128600
VERTEX PHARMACEUTICALS INC     COM              92532F100     7777     92040 SH       DEFINED 34               0        0    92040
VERTEX PHARMACEUTICALS INC     COM              92532F100    55586    657830 SH       DEFINED 03          325530        0   332300
VERTICALNET INC                COM              92532L107       60      1730 SH       DEFINED 15 03            0        0     1730
VIAD CORP                      COM              92552R109   105445   3969700 SH       DEFINED 02 07 09         0        0  3969700
VIAD CORP                      COM              92552R109   179254   6748400 SH       DEFINED 15 16 20         0        0  6748400
VIAD CORP                      COM              92552R109    32696   1230939 SH       DEFINED 21 22 29         0        0  1230939
VIAD CORP                      COM              92552R109    22076    831112 SH       DEFINED 32 34 03      3000        0   828112
VIASAT INC                     COM              92552V100     1474     65900 SH       DEFINED 02 15 21         0        0    65900
VIASAT INC                     COM              92552V100     1120     50060 SH       DEFINED 26 29            0        0    50060
VIASAT INC                     COM              92552V100     5676    253700 SH       DEFINED 03          253700        0        0
VIACOM INC                     CL A             925524100    14569    249050 SH       DEFINED 02 04 12         0        0   249050
VIACOM INC                     CL A             925524100    98932   1691150 SH       DEFINED 15 20 32         0        0  1691150
VIACOM INC                     CL A             925524100       93      1600 SH       DEFINED 34               0        0     1600
VIACOM INC                     CL A             925524100      596     10192 SH       DEFINED 37 03         1492        0     8700
VIACOM INC                     CL B             925524308   219085   3745054 SH       DEFINED 02 04 05         0        0  3745054
VIACOM INC                     CL B             925524308   344664   5891707 SH       DEFINED 06 07 08         0        0  5891707
VIACOM INC                     CL B             925524308  2459788  42047660 SH       DEFINED 09 10 11         0        0 42047660
VIACOM INC                     CL B             925524308    89607   1531759 SH       DEFINED 12 13 15         0        0  1531759
VIACOM INC                     CL B             925524308  1891241  32328917 SH       DEFINED 16 19 20         0        0 32328917
VIACOM INC                     CL B             925524308   416850   7125651 SH       DEFINED 22 23 26         0        0  7125651
VIACOM INC                     CL B             925524308   481457   8230051 SH       DEFINED 27 28 30         0        0  8230051
VIACOM INC                     CL B             925524308   311340   5322056 SH       DEFINED 32 34            0        0  5322056
VIACOM INC                     CL B             925524308   261350   4467694 SH       DEFINED 37 03      3713617        0   754077
VIASYSTEMS GROUP INC           COM              92553H100      304     17900 SH       DEFINED 12 28            0        0    17900
VIANT CORP                     COM              92553N107      368     62800 SH       DEFINED 26               0        0    62800
VIANT CORP                     COM              92553N107     1749    297800 SH       DEFINED 03          297800        0        0
VICAL INC                      COM              925602104     8080    312300 SH       DEFINED 15               0        0   312300
VICINITY CORP                  COM              925653107      857     77990 SH       DEFINED 02 11            0        0    77990
VICOR CORP                     COM              925815102     2170     40000 SH       DEFINED 03           40000        0        0
VIA NET WRKS INC               COM              925912107      250     26000 SH       DEFINED 03           26000        0        0
VIGNETTE CORP                  COM              926734104    34550   1156500 SH       DEFINED 02 04 05         0        0  1156500
VIGNETTE CORP                  COM              926734104   440856  14756696 SH       DEFINED 06 11 13         0        0 14756696
VIGNETTE CORP                  COM              926734104   336039  11248200 SH       DEFINED 15 16 19         0        0 11248200
VIGNETTE CORP                  COM              926734104    42332   1417000 SH       DEFINED 20 23 32         0        0  1417000
VIGNETTE CORP                  COM              926734104   102507   3431200 SH       DEFINED 34               0        0  3431200
VIGNETTE CORP                  COM              926734104    53494   1790607 SH       DEFINED 03         1541657        0   248950
VINA CONCHA Y TORO S A         SPONSORED ADR    927191106      157      4250 SH       DEFINED 02 07 19         0        0     4250
VINA CONCHA Y TORO S A         SPONSORED ADR    927191106     1124     30400 SH       DEFINED 21               0        0    30400
VINTAGE PETE INC               COM              927460105     3089    135800 SH       DEFINED 12 32            0        0   135800
VIRAGE LOGIC CORP              COM              92763R104     9596    583800 SH       DEFINED 02 15 26         0        0   583800
VIRAGE LOGIC CORP              COM              92763R104     2465    150000 SH       DEFINED 34               0        0   150000
VIRATA CORP                    COM              927646109    24505    370600 SH       DEFINED 02 06 12         0        0   370600
VIRATA CORP                    COM              927646109    18557    280650 SH       DEFINED 20 26 28         0        0   280650
VIRATA CORP                    COM              927646109     5957     90100 SH       DEFINED 32 03         9800        0    80300
VIROLOGIC INC                  COM              92823R201     8437    500000 SH       DEFINED 15               0        0   500000
VISIBLE GENETICS INC           COM              92829S104     1816     45000 SH       DEFINED 26               0        0    45000
VISHAY INTERTECHNOLOGY INC     COM              928298108    11465    372862 SH       DEFINED 02 12 28         0        0   372862
VISHAY INTERTECHNOLOGY INC     COM              928298108     7702    250500 SH       DEFINED 32               0        0   250500
VISHAY INTERTECHNOLOGY INC     COM              928298108       40      1234 SH       DEFINED 37            1234        0        0
VISHAY INTERTECHNOLOGY INC     COM              928298108      336     10950 SH       DEFINED 03               0        0    10950
VISTEON CORP                   COM              92839U107      657     43461 SH       DEFINED 15 18            0        0    43461
VISTEON CORP                   COM              92839U107     1583    104757 SH       DEFINED 37 03       104757        0        0
VISX INC DEL                   COM              92844S105     3685    136800 SH       DEFINED 02 15 26         0        0   136800
VISX INC DEL                   COM              92844S105      630     23400 SH       DEFINED 34               0        0    23400
VITAL SIGNS INC                COM              928469105       13       500 SH       DEFINED 07               0        0      500
VITRIA TECHNOLOGY              COM              92849Q104   132071   2832988 SH       DEFINED 02 13 15         0        0  2832988
VITRIA TECHNOLOGY              COM              92849Q104     7665    164400 SH       DEFINED 34               0        0   164400
VITRIA TECHNOLOGY              COM              92849Q104     2293     49200 SH       DEFINED 03           49200        0        0
VITESSE SEMICONDUCTOR CORP     SB DB CV 144A 05 928497AA4    73729  71150000 PRN      DEFINED 07 09 11         0        0        0
VITESSE SEMICONDUCTOR CORP     SB DB CV 144A 05 928497AA4    46628  44997000 PRN      DEFINED 16 22 03         0        0        0
VITESSE SEMICONDUCTOR CORP     COM              928497106    61953    696600 SH       DEFINED 02 04 09         0        0   696600
VITESSE SEMICONDUCTOR CORP     COM              928497106   123543   1389100 SH       DEFINED 10 12 13         0        0  1389100
VITESSE SEMICONDUCTOR CORP     COM              928497106   169557   1906480 SH       DEFINED 15 16 19         0        0  1906480
VITESSE SEMICONDUCTOR CORP     COM              928497106    38064    427990 SH       DEFINED 20 28 30         0        0   427990
VITESSE SEMICONDUCTOR CORP     COM              928497106    20233    227500 SH       DEFINED 32 34            0        0   227500
VITESSE SEMICONDUCTOR CORP     COM              928497106    96458   1084570 SH       DEFINED 37 03      1020070        0    64500
VITRAN INC                     COM              92850E107     2552    630600 SH       DEFINED 02               0        0   630600
VLASIC FOODS INTL INC          COM              928559103      361    321400 SH       DEFINED 28               0        0   321400
VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100    33699    910800 SH       DEFINED 02 05 06         0        0   910800
VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100   301200   8140560 SH       DEFINED 07 10 13         0        0  8140560
VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100    73381   1983290 SH       DEFINED 15 16 19         0        0  1983290
VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100   103666   2801810 SH       DEFINED 21 23 28         0        0  2801810
VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100    20005    540700 SH       DEFINED 30               0        0   540700
VODAFONE GROUP PLC NEW         SPONSORED ADR    92857W100    34303    927100 SH       DEFINED 37 03       873210        0    53890
VOICESTREAM WIRELESS CORP      COM              928615103    70922    611075 SH       DEFINED 02 04 05         0        0   611075
VOICESTREAM WIRELESS CORP      COM              928615103   249832   2152568 SH       DEFINED 06 07 09         0        0  2152568
VOICESTREAM WIRELESS CORP      COM              928615103   216991   1869605 SH       DEFINED 10 12 15         0        0  1869605
VOICESTREAM WIRELESS CORP      COM              928615103    70669    608891 SH       DEFINED 19 21 22         0        0   608891
VOICESTREAM WIRELESS CORP      COM              928615103   112313    967700 SH       DEFINED 27 28 29         0        0   967700
VOICESTREAM WIRELESS CORP      COM              928615103    22195    191240 SH       DEFINED 30 34            0        0   191240
VOICESTREAM WIRELESS CORP      COM              928615103    31614    272392 SH       DEFINED 03          239592        0    32800
VORNADO OPERATING CO           COM              92904N103      154     27100 SH       DEFINED 35               0        0    27100
VORNADO OPERATING CO           COM              92904N103      252     44400 SH       DEFINED 03           44400        0        0
VORNADO RLTY TR                SH BEN INT       929042109    43087   1160600 SH       DEFINED 09 34 35         0        0  1160600
VORNADO RLTY TR                SH BEN INT       929042109    33174    893600 SH       DEFINED 03          893600        0        0
VULCAN MATLS CO                COM              929160109    14527    361490 SH       DEFINED 02 15 22         0        0   361490
VULCAN MATLS CO                COM              929160109    11654    290000 SH       DEFINED 28 34            0        0   290000
VULCAN MATLS CO                COM              929160109     3162     78703 SH       DEFINED 03           78703        0        0
WMS INDS INC                   COM              929297109     6784    301540 SH       DEFINED 02 07 21         0        0   301540
WMS INDS INC                   COM              929297109    67633   3005950 SH       DEFINED 23 26 28         0        0  3005950
WMS INDS INC                   COM              929297109    15363    682800 SH       DEFINED 03          677600        0     5200
WPP GROUP PLC                  SPON ADR NEW     929309300    33831    570400 SH       DEFINED 05 21 26         0        0   570400
WPP GROUP PLC                  SPON ADR NEW     929309300     2651     44700 SH       DEFINED 28               0        0    44700
WPP GROUP PLC                  SPON ADR NEW     929309300    10578    178350 SH       DEFINED 37 03        93950        0    84400
WPS RESOURCES CORP             COM              92931B106     2577     78700 SH       DEFINED 26               0        0    78700
WPS RESOURCES CORP             COM              92931B106       23       722 SH       DEFINED 37             722        0        0
WSFS FINL CORP                 COM              929328102      872     79800 SH       DEFINED 07               0        0    79800
WABASH NATL CORP               COM              929566107     2854    312800 SH       DEFINED 03          312800        0        0
WABTEC CORP                    COM              929740108     3916    386852 SH       DEFINED 26 28            0        0   386852
WABTEC CORP                    COM              929740108     5212    514840 SH       DEFINED 03          514840        0        0
WACHOVIA CORP                  COM              929771103     9495    167505 SH       DEFINED 02 15 34         0        0   167505
WACHOVIA CORP                  COM              929771103     9381    165492 SH       DEFINED 03          163992        0     1500
WADDELL & REED FINL INC        CL A             930059100    17412    561686 SH       DEFINED 02 08 15         0        0   561686
WADDELL & REED FINL INC        CL A             930059100      239      7710 SH       DEFINED 19 23 26         0        0     7710
WADDELL & REED FINL INC        CL A             930059100     3976    128267 SH       DEFINED 32 34            0        0   128267
WADDELL & REED FINL INC        CL A             930059100    16639    536754 SH       DEFINED 03          536754        0        0
WADDELL & REED FINL INC        CL B             930059209     7795    268815 SH       DEFINED 08 15 28         0        0   268815
WAL MART STORES INC            COM              931142103   242665   5042400 SH       DEFINED 02 04 05         0        0  5042400
WAL MART STORES INC            COM              931142103   308737   6415320 SH       DEFINED 06 07 09         0        0  6415320
WAL MART STORES INC            COM              931142103  1525028  31688900 SH       DEFINED 10 11 12         0        0 31688900
WAL MART STORES INC            COM              931142103  1701709  35360200 SH       DEFINED 13 15 16         0        0 35360200
WAL MART STORES INC            COM              931142103   271500   5641570 SH       DEFINED 18 19 22         0        0  5641570
WAL MART STORES INC            COM              931142103   175203   3640600 SH       DEFINED 23 26 27         0        0  3640600
WAL MART STORES INC            COM              931142103   728939  15146790 SH       DEFINED 28 30 32         0        0 15146790
WAL MART STORES INC            COM              931142103     1790     37200 SH       DEFINED 34               0        0    37200
WAL MART STORES INC            COM              931142103   533751  11090803 SH       DEFINED 37 03      9582403        0  1508400
WALGREEN CO                    COM              931422109   124545   3282900 SH       DEFINED 02 04 06         0        0  3282900
WALGREEN CO                    COM              931422109    14302    377000 SH       DEFINED 07 09 10         0        0   377000
WALGREEN CO                    COM              931422109   194545   5128050 SH       DEFINED 11 12 13         0        0  5128050
WALGREEN CO                    COM              931422109   514405  13559280 SH       DEFINED 15 16 19         0        0 13559280
WALGREEN CO                    COM              931422109   360192   9494360 SH       DEFINED 20 21 22         0        0  9494360
WALGREEN CO                    COM              931422109   282318   7441680 SH       DEFINED 23 27 28         0        0  7441680
WALGREEN CO                    COM              931422109    79911   2106400 SH       DEFINED 29 30 32         0        0  2106400
WALGREEN CO                    COM              931422109      686     18100 SH       DEFINED 34               0        0    18100
WALGREEN CO                    COM              931422109   144946   3820621 SH       DEFINED 37 03      3295581        0   525040
WALLACE COMPUTER SERVICES INC  COM              932270101      109      7200 SH       DEFINED 13               0        0     7200
WALLACE COMPUTER SERVICES INC  COM              932270101      161     10600 SH       DEFINED 03           10600        0        0
WARNACO GROUP INC              CL A             934390105     7751   1937900 SH       DEFINED 20 32            0        0  1937900
WASHINGTON FED INC             COM              938824109    34610   1521358 SH       DEFINED 07 15 28         0        0  1521358
WASHINGTON FED INC             COM              938824109    36932   1623421 SH       DEFINED 03         1610021        0    13400
WASHINGTON MUT INC             COM              939322103    21771    546856 SH       DEFINED 02 04 07         0        0   546856
WASHINGTON MUT INC             COM              939322103    86811   2180500 SH       DEFINED 09 11 13         0        0  2180500
WASHINGTON MUT INC             COM              939322103    30353    762420 SH       DEFINED 15 19 22         0        0   762420
WASHINGTON MUT INC             COM              939322103     9324    234220 SH       DEFINED 34               0        0   234220
WASHINGTON MUT INC             COM              939322103    50016   1256247 SH       DEFINED 37 03      1175147        0    81100
WASTE CONNECTIONS INC          COM              941053100     6472    252600 SH       DEFINED 15 28            0        0   252600
WASTE CONNECTIONS INC          COM              941053100    14967    584100 SH       DEFINED 03          584100        0        0
WASTE INDUSTRIES INC           COM              941058109       39      5000 SH       DEFINED 28               0        0     5000
WASTE MGMT INC DEL             SUB NT CONV 4%02 94106LAA7     4565   4870000 PRN      DEFINED 02 23 28         0        0        0
WASTE MGMT INC DEL             SUB NT CONV 4%02 94106LAA7       93    100000 PRN      DEFINED 03               0        0        0
WASTE MGMT INC DEL             COM              94106L109    10384    595550 SH       DEFINED 02 06 08         0        0   595550
WASTE MGMT INC DEL             COM              94106L109    63956   3667775 SH       DEFINED 12 13 15         0        0  3667775
WASTE MGMT INC DEL             COM              94106L109    21966   1259720 SH       DEFINED 18 28 31         0        0  1259720
WASTE MGMT INC DEL             COM              94106L109     1358     77900 SH       DEFINED 32 34            0        0    77900
WASTE MGMT INC DEL             COM              94106L109    30480   1747987 SH       DEFINED 37 03      1039282        0   708705
WATCHGUARD TECHNOLOGIES INC    COM              941105108   131076   2184600 SH       DEFINED 15 16 26         0        0  2184600
WATCHGUARD TECHNOLOGIES INC    COM              941105108     3756     62600 SH       DEFINED 03           62600        0        0
WATERS CORP                    COM              941848103    42275    475000 SH       DEFINED 02 07 09         0        0   475000
WATERS CORP                    COM              941848103   233731   2626200 SH       DEFINED 10 12 13         0        0  2626200
WATERS CORP                    COM              941848103   317039   3562240 SH       DEFINED 15 20 28         0        0  3562240
WATERS CORP                    COM              941848103    71041    798220 SH       DEFINED 30 32 34         0        0   798220
WATERS CORP                    COM              941848103     8093     90934 SH       DEFINED 37 03        76734        0    14200
WATSCO INC                     CL B             942622101      209     20200 SH       DEFINED 07               0        0    20200
WATSCO INC                     COM              942622200     1284    124800 SH       DEFINED 07               0        0   124800
WATSON PHARMACEUTICALS INC     COM              942683103    71433   1101090 SH       DEFINED 02 05 06         0        0  1101090
WATSON PHARMACEUTICALS INC     COM              942683103   232323   3581100 SH       DEFINED 12 13 15         0        0  3581100
WATSON PHARMACEUTICALS INC     COM              942683103   118225   1822360 SH       DEFINED 16 19 23         0        0  1822360
WATSON PHARMACEUTICALS INC     COM              942683103    16347    251990 SH       DEFINED 26 28 34         0        0   251990
WATSON PHARMACEUTICALS INC     COM              942683103    60397    930982 SH       DEFINED 37 03       757682        0   173300
WAUSAU-MOSINEE PAPER CORP      COM              943315101       41      5300 SH       DEFINED 15               0        0     5300
WEATHERFORD INTL INC           COM              947074100    20397    474365 SH       DEFINED 02 04 05         0        0   474365
WEATHERFORD INTL INC           COM              947074100    65906   1532700 SH       DEFINED 06 07 09         0        0  1532700
WEATHERFORD INTL INC           COM              947074100   187074   4350574 SH       DEFINED 10 11 12         0        0  4350574
WEATHERFORD INTL INC           COM              947074100   242645   5642912 SH       DEFINED 13 15 18         0        0  5642912
WEATHERFORD INTL INC           COM              947074100   110589   2571840 SH       DEFINED 22 23 28         0        0  2571840
WEATHERFORD INTL INC           COM              947074100     6580    153030 SH       DEFINED 30 34            0        0   153030
WEATHERFORD INTL INC           COM              947074100    41604    967563 SH       DEFINED 37 03       868763        0    98800
WEBMETHODS INC                 COM              94768C108    51683    448936 SH       DEFINED 11 13 15         0        0   448936
WEBMETHODS INC                 COM              94768C108     1650     14334 SH       DEFINED 26               0        0    14334
WEBMETHODS INC                 COM              94768C108     5118     44463 SH       DEFINED 03           44463        0        0
WEBHIRE INC                    COM              94768W104     1897    542100 SH       DEFINED 28               0        0   542100
WEBLINK WIRELESS INC           CL A             94769A101     3323    432304 SH       DEFINED 22 27            0        0   432304
WEBMD CORP                     COM              94769M105    42095   2760350 SH       DEFINED 02 10 13         0        0  2760350
WEBMD CORP                     COM              94769M105    40022   2624400 SH       DEFINED 15 16 28         0        0  2624400
WEBMD CORP                     COM              94769M105     1601    105000 SH       DEFINED 34               0        0   105000
WEBMD CORP                     COM              94769M105     5558    364496 SH       DEFINED 03          314396        0    50100
WEBSTER FINL CORP CONN         COM              947890109     6176    229300 SH       DEFINED 15               0        0   229300
WEBSTER FINL CORP CONN         COM              947890109     4560    169300 SH       DEFINED 03          169300        0        0
WEBTRENDS CORP                 COM              94844D104     2044     54700 SH       DEFINED 02 26            0        0    54700
WEIS MKTS INC                  COM              948849104      381      9600 SH       DEFINED 15               0        0     9600
WELLMAN INC                    COM              949702104      626     43400 SH       DEFINED 03           43400        0        0
WELLPOINT HEALTH NETWORK NEW   SB DB CV ZRO  19 94973HAA6     8630  11030000 PRN      DEFINED 11               0        0        0
WELLPOINT HEALTH NETWORK NEW   COM              94973H108    43077    448720 SH       DEFINED 02 04 06         0        0   448720
WELLPOINT HEALTH NETWORK NEW   COM              94973H108   154224   1606500 SH       DEFINED 09 10 12         0        0  1606500
WELLPOINT HEALTH NETWORK NEW   COM              94973H108   162566   1693400 SH       DEFINED 13 15 16         0        0  1693400
WELLPOINT HEALTH NETWORK NEW   COM              94973H108     2799     29160 SH       DEFINED 19 20 23         0        0    29160
WELLPOINT HEALTH NETWORK NEW   COM              94973H108    13403    139620 SH       DEFINED 28 30 32         0        0   139620
WELLPOINT HEALTH NETWORK NEW   COM              94973H108     7555     78700 SH       DEFINED 34               0        0    78700
WELLPOINT HEALTH NETWORK NEW   COM              94973H108    45834    477443 SH       DEFINED 03          448543        0    28900
WELLS FARGO & CO NEW           COM              949746101    63467   1381600 SH       DEFINED 02 04 06         0        0  1381600
WELLS FARGO & CO NEW           COM              949746101  1552470  33795268 SH       DEFINED 07 09 10         0        0 33795268
WELLS FARGO & CO NEW           COM              949746101   259404   5646900 SH       DEFINED 11 12 13         0        0  5646900
WELLS FARGO & CO NEW           COM              949746101   285685   6219000 SH       DEFINED 15 16 18         0        0  6219000
WELLS FARGO & CO NEW           COM              949746101   258163   5619880 SH       DEFINED 19 20 22         0        0  5619880
WELLS FARGO & CO NEW           COM              949746101    40094    872800 SH       DEFINED 28 32 34         0        0   872800
WELLS FARGO & CO NEW           COM              949746101   177102   3854472 SH       DEFINED 37 03      3381644        0   472828
WENDYS FING I                  TECONS SER A     950588202      473     10000 SH       DEFINED 11               0        0    10000
WENDYS INTL INC                COM              950590109     4114    205100 SH       DEFINED 02 13 15         0        0   205100
WENDYS INTL INC                COM              950590109    46450   2315300 SH       DEFINED 16 21 28         0        0  2315300
WENDYS INTL INC                COM              950590109      872     43500 SH       DEFINED 29 34            0        0    43500
WENDYS INTL INC                COM              950590109    29691   1479943 SH       DEFINED 37 03      1453443        0    26500
WESCAST INDS INC               CL A SUB VTG     950813105    24519    801600 SH       DEFINED 02               0        0   801600
WESLEY JESSEN VISIONCARE INC   COM              951018100     2094     54500 SH       DEFINED 03           54500        0        0
WESTAMERICA BANCORPORATION     COM              957090103     1592     47630 SH       DEFINED 15 28            0        0    47630
WESTAMERICA BANCORPORATION     COM              957090103      240      7200 SH       DEFINED 03            7200        0        0
WESTCOAST ENERGY INC           COM              95751D102    20592   1083100 SH       DEFINED 02 15 21         0        0  1083100
WESTCOAST ENERGY INC           COM              95751D102     2732    142700 SH       DEFINED 03          142700        0        0
WESTERN DIGITAL CORP           COM              958102105    23940   4075000 SH       DEFINED 05 06 15         0        0  4075000
WESTERN DIGITAL CORP           COM              958102105      793    135000 SH       DEFINED 34               0        0   135000
WESTERN DIGITAL CORP           COM              958102105      674    114800 SH       DEFINED 03          114800        0        0
WESTERN GAS RES INC            COM              958259103     2776    110801 SH       DEFINED 15 26            0        0   110801
WESTERN RES INC                COM              959425109     2837    131200 SH       DEFINED 26               0        0   131200
WESTERN RES INC                COM              959425109      778     36051 SH       DEFINED 37 03        36051        0        0
WESTON ROY F INC               CL A             961137106     2172    579300 SH       DEFINED 07               0        0   579300
WESTVACO CORP                  COM              961548104     1344     50369 SH       DEFINED 02 15 32         0        0    50369
WESTVACO CORP                  COM              961548104     1019     38200 SH       DEFINED 34               0        0    38200
WESTVACO CORP                  COM              961548104     6867    257314 SH       DEFINED 37 03       254714        0     2600
WESTWOOD ONE INC               COM              961815107     1500     70000 SH       DEFINED 15               0        0    70000
WESTWOOD ONE INC               COM              961815107      317     14800 SH       DEFINED 03           14800        0        0
WET SEAL INC                   CL A             961840105    10374    661300 SH       DEFINED 28               0        0   661300
WEYERHAEUSER CO                COM              962166104     8609    213250 SH       DEFINED 02 06 12         0        0   213250
WEYERHAEUSER CO                COM              962166104     4837    119818 SH       DEFINED 15 28 34         0        0   119818
WEYERHAEUSER CO                COM              962166104     7898    195633 SH       DEFINED 37 03       188033        0     7600
WHIRLPOOL CORP                 COM              963320106       81      2090 SH       DEFINED 02 15            0        0     2090
WHIRLPOOL CORP                 COM              963320106     2232     57423 SH       DEFINED 37 03        57423        0        0
WHITEHALL JEWELLERS INC        COM              965063100       15      2000 SH       DEFINED 07               0        0     2000
WHITMAN CORP NEW               COM              96647R107    60173   5204201 SH       DEFINED 15 16            0        0  5204201
WHITNEY HLDG CORP              COM              966612103     2472     68100 SH       DEFINED 26 28            0        0    68100
WHOLE FOODS MKT INC            COM              966837106    17854    332570 SH       DEFINED 02 04 09         0        0   332570
WHOLE FOODS MKT INC            COM              966837106     8799    163900 SH       DEFINED 15 28 30         0        0   163900
WHOLE FOODS MKT INC            COM              966837106       42       800 SH       DEFINED 34               0        0      800
WHOLE FOODS MKT INC            COM              966837106     3501     65192 SH       DEFINED 37 03        65192        0        0
WILEY JOHN & SONS INC          CL A             968223206      995     43400 SH       DEFINED 13               0        0    43400
WILEY JOHN & SONS INC          CL A             968223206     1456     63500 SH       DEFINED 03           63500        0        0
WILLAMETTE INDS INC            COM              969133107     2007     71690 SH       DEFINED 02 15 34         0        0    71690
WILLAMETTE INDS INC            COM              969133107     3686    131672 SH       DEFINED 37 03       131672        0        0
WILLIAMS COS INC DEL           COM              969457100    22485    532200 SH       DEFINED 02 08 09         0        0   532200
WILLIAMS COS INC DEL           COM              969457100    55802   1320760 SH       DEFINED 12 15 16         0        0  1320760
WILLIAMS COS INC DEL           COM              969457100     4575    108300 SH       DEFINED 23 28 32         0        0   108300
WILLIAMS COS INC DEL           COM              969457100     7000    165700 SH       DEFINED 34               0        0   165700
WILLIAMS COS INC DEL           COM              969457100    19487    461303 SH       DEFINED 37 03       370503        0    90800
WILLIAMS CLAYTON ENERGY INC    COM              969490101     2227     55000 SH       DEFINED 26               0        0    55000
WILLIAMS SONOMA INC            COM              969904101    35573   1023700 SH       DEFINED 02 10 15         0        0  1023700
WILLIAMS SONOMA INC            COM              969904101    13622    392000 SH       DEFINED 23 28 34         0        0   392000
WILLIAMS SONOMA INC            COM              969904101     4642    133600 SH       DEFINED 03          133600        0        0
WILSHIRE OIL CO TEX            COM              971889100     1564    391000 SH       DEFINED 07               0        0   391000
WILSONS THE LEATHER EXPERTS    COM              972463103     1032     57190 SH       DEFINED 02 07 26         0        0    57190
WIND RIVER SYSTEMS INC         COM              973149107     3115     65000 SH       DEFINED 15               0        0    65000
WINN DIXIE STORES INC          COM              974280109       24      1700 SH       DEFINED 02 15 34         0        0     1700
WINN DIXIE STORES INC          COM              974280109     1623    112941 SH       DEFINED 03          112941        0        0
WINNEBAGO INDS INC             COM              974637100     3875    310000 SH       DEFINED 28               0        0   310000
WINSTAR COMMUNICATIONS INC     COM              975515107     8852    571127 SH       DEFINED 02 09 11         0        0   571127
WINSTAR COMMUNICATIONS INC     COM              975515107    25969   1675460 SH       DEFINED 15 16 25         0        0  1675460
WINSTAR COMMUNICATIONS INC     COM              975515107     4688    302480 SH       DEFINED 27 28 30         0        0   302480
WINSTAR COMMUNICATIONS INC     COM              975515107      387     25000 SH       DEFINED 36               0        0    25000
WINSTAR COMMUNICATIONS INC     COM              975515107     1230     79400 SH       DEFINED 03           27850        0    51550
WIRE ONE TECHNOLOGIES INC      COM              976521104      464     42200 SH       DEFINED 03           42200        0        0
WIRELESS TELECOM GROUP INC     COM              976524108     3256   1270800 SH       DEFINED 07               0        0  1270800
WIRELESS FACILITIES INC        COM              97653A103     4722     81860 SH       DEFINED 02 12 15         0        0    81860
WIRELESS FACILITIES INC        COM              97653A103     4713     81700 SH       DEFINED 28 34            0        0    81700
WIRELESS FACILITIES INC        COM              97653A103      830     14400 SH       DEFINED 03           14400        0        0
WISCONSIN ENERGY CORP          COM              976657106       28      1440 SH       DEFINED 37            1440        0        0
WISER OIL CO DEL               COM              977284108        0         1 SH       DEFINED 34               0        0        1
WIT SOUNDVIEW GROUP INC        COM              977383108      220     24500 SH       DEFINED 02 15 34         0        0    24500
WORLD FUEL SVCS CORP           COM              981475106    10155   1249906 SH       DEFINED 07               0        0  1249906
WORLDQUEST NETWORKS            COM              98156W105      281     61600 SH       DEFINED 15 34            0        0    61600
WORLDCOM INC GA NEW            COM              98157D106    59352   1954000 SH       DEFINED 02 04 06         0        0  1954000
WORLDCOM INC GA NEW            COM              98157D106   178592   5879583 SH       DEFINED 07 08 09         0        0  5879583
WORLDCOM INC GA NEW            COM              98157D106   658394  21675550 SH       DEFINED 10 11 13         0        0 21675550
WORLDCOM INC GA NEW            COM              98157D106   295712   9735399 SH       DEFINED 15 16 19         0        0  9735399
WORLDCOM INC GA NEW            COM              98157D106    34835   1146860 SH       DEFINED 22 23 28         0        0  1146860
WORLDCOM INC GA NEW            COM              98157D106    17225    567100 SH       DEFINED 32 34            0        0   567100
WORLDCOM INC GA NEW            COM              98157D106   149297   4916577 SH       DEFINED 37 03      4493088        0   423489
WORTHINGTON INDS INC           COM              981811102      631     67411 SH       DEFINED 03           67411        0        0
WORLDPAGES COM INC             COM              981922107     5700   1341400 SH       DEFINED 12               0        0  1341400
WRIGLEY WM JR CO               COM              982526105    17505    233800 SH       DEFINED 15 18            0        0   233800
WRIGLEY WM JR CO               COM              982526105     6682     89245 SH       DEFINED 03           89245        0        0
WYNDHAM INTL INC               CL A             983101106      294    162500 SH       DEFINED 09               0        0   162500
X-RITE INC                     COM              983857103      932    106600 SH       DEFINED 07               0        0   106600
XCEL ENERGY INC                COM              98389B100    49896   1814400 SH       DEFINED 09 11 12         0        0  1814400
XCEL ENERGY INC                COM              98389B100    11869    431600 SH       DEFINED 28 30 32         0        0   431600
XCEL ENERGY INC                COM              98389B100    12052    438261 SH       DEFINED 37 03       384561        0    53700
XILINX INC                     COM              983919101   496316   5796400 SH       DEFINED 02 12 13         0        0  5796400
XILINX INC                     COM              983919101   371569   4339500 SH       DEFINED 15 16 20         0        0  4339500
XILINX INC                     COM              983919101    53498    624800 SH       DEFINED 22 23 28         0        0   624800
XILINX INC                     COM              983919101    35197    411060 SH       DEFINED 30 32 34         0        0   411060
XILINX INC                     COM              983919101    41111    480068 SH       DEFINED 37 03       393698        0    86370
XIRCOM INC                     COM              983922105      805     31900 SH       DEFINED 03           31900        0        0
XEROX CORP                     COM              984121103    23252   1543720 SH       DEFINED 02 07 09         0        0  1543720
XEROX CORP                     COM              984121103    38865   2580300 SH       DEFINED 12 15 22         0        0  2580300
XEROX CORP                     COM              984121103       46      3100 SH       DEFINED 34               0        0     3100
XEROX CORP                     COM              984121103    11163    741150 SH       DEFINED 37 03       708250        0    32900
YAHOO INC                      COM              984332106    86222    947500 SH       DEFINED 02 05 06         0        0   947500
YAHOO INC                      COM              984332106   317614   3490270 SH       DEFINED 10 12 13         0        0  3490270
YAHOO INC                      COM              984332106   244535   2687208 SH       DEFINED 15 16 26         0        0  2687208
YAHOO INC                      COM              984332106    48284    530600 SH       DEFINED 28 30 34         0        0   530600
YAHOO INC                      COM              984332106    69384    762443 SH       DEFINED 37 03       648443        0   114000
YARDVILLE NATL BANCORP         COM              985021104     1490    121700 SH       DEFINED 07               0        0   121700
YORK INTL CORP NEW             COM              986670107    11547    464210 SH       DEFINED 02 09 15         0        0   464210
YORK INTL CORP NEW             COM              986670107    20062    806450 SH       DEFINED 16 26 28         0        0   806450
YORK INTL CORP NEW             COM              986670107     1159     46600 SH       DEFINED 30 34            0        0    46600
YORK INTL CORP NEW             COM              986670107    10037    403500 SH       DEFINED 03          403500        0        0
YOUNG & RUBICAM INC            SUB NT CV 144A05 987425AA3     3769   3800000 PRN      DEFINED 11               0        0        0
YOUNG & RUBICAM INC            COM              987425105    31838    643200 SH       DEFINED 15 20 32         0        0   643200
YOUNG & RUBICAM INC            COM              987425105     3477     70254 SH       DEFINED 03           70254        0        0
Z TEL TECHNOLOGIES INC         COM              988792107     8436   1163700 SH       DEFINED 15 34            0        0  1163700
ZALE CORP NEW                  COM              988858106     7204    222100 SH       DEFINED 02 12 26         0        0   222100
ZALE CORP NEW                  COM              988858106       20       622 SH       DEFINED 37             622        0        0
ZALE CORP NEW                  COM              988858106      356     11000 SH       DEFINED 03               0        0    11000
ZEBRA TECHNOLOGIES CORP        CL A             989207105     8745    181970 SH       DEFINED 02 13 26         0        0   181970
ZEBRA TECHNOLOGIES CORP        CL A             989207105    11256    234200 SH       DEFINED 03          234200        0        0
ZENITH NATL INS CORP           COM              989390109     2793    127700 SH       DEFINED 32               0        0   127700
ZIONS BANCORPORATION           COM              989701107    18512    362000 SH       DEFINED 15 16            0        0   362000
ZIONS BANCORPORATION           COM              989701107     1498     29300 SH       DEFINED 03           29300        0        0
ZORAN CORP                     COM              98975F101    34051    698500 SH       DEFINED 20 32            0        0   698500
ZOOM TELEPHONICS INC           COM              98976E103     1170    175000 SH       DEFINED 15               0        0   175000
</TABLE>






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